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ETH Vol Breakout - NO ERROR VERSIONThis strategy examines the impact of Eth.d Vol on Ethereum price. Looking at ETHDVOL -60 (Support) and 78 (Resistance)—tell a very specific story - analyzing a High Volatility Regime. The support level around 60 and resistance 78, tend to only occurs during Bull Runs or Market Crashes. In the "Quiet Years", ETHDVOL rarely touched 60, let alone 78. Trying to develop a strategy that is perfectly tuned for a Bull Market or a Crisis, 1. The "60 Floor" (Support) Context: In a high-volatility regime, when ETHDVOL drops to 60, it indicates the market has "cooled off" just enough to reload leverage. Historical Behavior (2021-2022 Context): July 2021: After the May crash, ETHDVOL compressed down and found support at ~65. Result: This marked the local bottom before the massive run-up to the November All-Time Highs ($4,800). Outcome: Strong Buy Signal (Trend Continuation). January 2022: ETHDVOL dropped to ~58-60 while price was hovering around $3,000. Result: The floor broke, volatility spiked to 80+, and price crashed to $2,200. Outcome: Trap / Warning Signal. The Pattern: When Volatility hits 60 (Support), price is usually Coiling. If Price is trending UP: This is a "dip buy" opportunity. The coil resolves upwards. If Price is trending DOWN: This is the "calm before the flush." The coil resolves downwards. 2. The "78 Ceiling" (Resistance) Context: 78 is an extreme reading. It represents panic (bottom) or euphoria (blow-off top). Historical Behavior: May 2021 (The Crash): ETHDVOL smashed through 78, peaking at 100+. Price Action: Price collapsed from $4,000 to $1,700. Signal: If Vol > 78, you are in a capitulation event. Buying spot here is usually profitable within 3-6 months (buying the blood). November 2022 (FTX Collapse): ETHDVOL spiked to ~75-80. Price Action: ETH hit $1,100 (Cycle Lows). Signal: Hitting 78 marked the Absolute Bottom. November 2021 (The Top): Interestingly, at the $4,800 price peak, Volatility was NOT at 78. It was lower (~60-70). Insight: Bull market tops often happen on lower volatility than bear market bottoms.
Стратегия Pine Script®
от chart_inator
Seasonal Strategies V1Seasonal Strategies V1 is a rule-based futures seasonality framework built around predefined calendar windows per asset. The strategy automatically detects the current symbol and activates long or short trading phases strictly based on historically observed seasonal tendencies. All entries and exits are fully time-based — no indicators, no predictions, no discretionary input. Key Features Asset-specific seasonal windows (MMDD-based) Automatic long and short activation Fully time-based entries and exits One position at a time (no pyramiding) Clean chart visualization using subtle background shading No indicators, no filters, no curve fitting Philosophy: This strategy is designed as a structural trading tool, not a forecasting model. It focuses on when a market historically shows seasonal tendencies — not why or how far price might move. Seasonal Strategies V1 intentionally keeps the chart clean and minimal, making it suitable as a baseline framework for research, portfolio-style seasonal approaches, or further extensions in later versions. Intended Use: Futures and commodity markets Seasonality research and testing Systematic, calendar-driven strategies Educational and analytical purposes Disclaimer This script is provided for educational and research purposes only. Past seasonal tendencies do not guarantee future performance. Risk management, position sizing, and portfolio decisions are the responsibility of the user.
Стратегия Pine Script®
от DerAndi72
The Samurai by MonedaFX (Beta)🥷🟪 The Samurai By MonedaFX "The Samurai By MonedaFX" indicator a cutting-edge trading strategy designed to help traders identify precise trades within the markets. Developed exclusively for Moneda Lifestyle LTD, this indicator offers clear entry and exit logic along with stop-loss (SL) and take-profit (TP) templates, enabling traders to practice trading effectively and simplify their trading plan. 🔑 Key Features: - Trade Generation: Accurately identifies and plots potential buy and sell opportunities following the pre-determined strategy. - Risk Management: Automatically calculates and displays the stop-loss levels for each trade following the pre-determined strategy. - Visual Aids: Incorporates graphical buy/sell plots for clear visualisation of every trade. 🌐 Visit us at: monedafx.com --- How to Use the The Samurai By MonedaFX 1️⃣ 📖 Add the Indicator to Your Chart: - Open your TradingView chart. - Click on "Indicators" at the top of the screen. - Search for "The Samurai By MonedaFX" and add it to your chart. 2️⃣ ⚙️ Select the correct timeframe & pair: - Choose the 5 minute timeframe. - Select one of the approved pairs. 3️⃣ 🚦 Follow the strategy: - Be active inside the MonedaFX Discord Community. - Watch the full video course on how to use this strategy to it's maximum potential! --- ❗ Important Information ❗ # The Samurai By MonedaFX 📲 Contact Information - Email: info@monedafx.com - Phone: +44 7367 106550 - Website: monedafx.com
Стратегия Pine Script®
от EGW_TRADES
Liquidity Areas StrategyBeschreibung (EN + DE): English Liquidity Areas Strategy (HTF Fractals + MA Reversal) This strategy marks higher-timeframe fractal levels (pivot highs/lows) as potential liquidity areas and trades a reversal after a break. How it works HTF fractal levels are drawn as horizontal lines until the first break (Close or Wick – selectable). A setup is only valid if the break happens during the selected trading session (Europe/Zurich/Berlin). After the break, the strategy waits for a moving-average reversal confirmation (cross + close). Entry is placed at the open of the next candle (orders are not processed on close). Risk is defined as a percentage of equity per trade, with take profit based on a fixed RR. SL/TP lines and trade boxes can be shown for visual review. Notes Educational / training use only. Not financial advice. Results depend on symbol, timeframe, spread/fees, and execution assumptions.
Стратегия Pine Script®
от Spacemelody777
Gold DipperDescription: The Gold Dipper is not just a simple EMA crossover; it is a comprehensive trend-following system designed to filter out market noise and capture entries during price retracements. How the logic works together: Trend Confirmation: The script utilizes a dual-layered filtering process. It compares the interaction between a fast-response EMA (20) and a baseline EMA (50) to establish the primary trend direction. Volume/Momentum Filter (The "Dip" Detection): The script identifies a "Dip" by monitoring price action proximity to the baseline. A signal is only triggered when price 'kisses' the EMA 20 zone while the 50 EMA slope remains positive, ensuring we are not catching a falling knife but buying a controlled pullback. Dynamic Risk Control: Unlike standard static SL/TP, this script calculates exit points based on recent Swing Lows/Highs within a specific look-back period, allowing the stop loss to adapt to current market volatility (ATR-like behavior). Why this Mashup is Useful: This script solves the "Late Entry" problem common in crossover strategies. By merging trend detection with a precise pullback trigger and dynamic risk levels, it provides a complete trading plan in one tool, reducing the need for multiple cluttered indicators. How to Use: Best for XAUUSD on 15M. Wait for the background/trend color to confirm an uptrend. Execute when the "Buy" label appears at the touch of the EMA 20 line.
Стратегия Pine Script®
от FU2024
EMA and Dow Theory Strategies V2 DOGE Current Optimum Value 📘 Overview These are the current optimal values for DOGE. They are intended for use on the 2‑hour timeframe. This script requires complex configuration, but there is an optimal set of values somewhere. Here, I’m sharing the settings that I personally use at the moment. Turning Take Profit off can lead to higher profits, but it also increases risks such as a lower win rate. With Take Profit on, you can adjust the settings by increasing the values. I have been trading using Dow Theory for many years. Trading with Dow Theory and EMA has been my main strategy. Although it has been profitable, I have long struggled with its low win rate. The issue lies in the immaturity of the exit strategy, and I’m currently experimenting to see if I can solve that. In V2, I added three take‑profit lines, securing 30% of the profit at each level to ensure a minimum level of gain. Additionally, when the trend weakens, half of the position is closed. In all scenarios, the remaining position is held until the trend reverses. The system provides precise entries, adaptive exits, and highly visual guidance that helps traders understand trend structure at a glance. 🧠 Key Features 🔹 1. Dual‑EMA Trend Logic (Symbol + External Index) Both the chart symbol and an external index (OTHERS.D) are evaluated using fast/slow EMAs to determine correlation‑based trend bias. 🔹 2. Dow Theory Swing Detection (Real‑time) The script identifies swing highs/lows and updates trend direction when price breaks them. This creates a structural trend model that reacts faster than EMAs alone. 🔹 3. Gradient Trend Zones (Visual Trend Strength) When trend is up or down, the area between price and the latest swing level is filled with a multi‑step gradient. This makes trend strength and distance-to-structure visually intuitive. 🔹 4. Higher‑Timeframe Swing Trend (htfTrend) Swing highs/lows from a higher timeframe (e.g., 4H) are plotted to show macro structure. Used only for visual context, not for filtering entries. 🔹 5. RSI‑Based Entry Protection RSI prevents entries during extreme overbought/oversold conditions. 🔹 6. Dynamic Exit System Includes: Custom stop‑loss (%) Partial take‑profit (TP1/TP2/TP3) Automatic scale‑out when trend color weakens “Color‑change lockout” to prevent immediate re‑entry Real‑time PnL tracking and labels 🔹 7. Alerts for All Key Events Entry, stop‑loss, partial exits, and trend‑change exits all generate structured JSON alerts. 🔹 8. Visual PnL Labels & Equity Tracking PnL for the latest trade is displayed directly on the chart, including scale‑out adjustments. ⚙️ Input Parameters Parameter Description Fast EMA / Slow EMA EMAs used for symbol trend detection Index Fast / Slow EMA EMAs applied to external index StopLoss (%) Custom stop‑loss threshold Scale‑Out % Portion to exit when trend color weakens RSI Period / Levels Overbought/oversold filters Swing Detection Length Bars used to detect swing highs/lows Stats Display Position of statistics table 🧭 About htfTrend (Higher Timeframe Trend) The higher‑timeframe swing trend is displayed visually but not used for entry logic. Why? Strict HTF filtering reduces trade frequency and often removes profitable setups. By keeping it visual‑only, traders retain flexibility while still benefiting from macro structure awareness. Use it as a contextual guide, not a constraint. 📘 概要 DOGEの現在の最適値です。 2時間足での使用を想定しています。 このスクリプトは複雑な設定が必要ですが、どこかに最適値が存在します。 今回は現在私が個人的に使っている設定値の公開です。 Take ProfitをOFFにするとさらなる利益が望めますが、勝率が下がるなどのリスクが上がります。 ONにした状態で数値を上げることによって調整することが可能です。 私はダウ理論を使ったトレードを長年続けてきました。 ダウ理論とEMAを使ったトレードが私の主力です。 しかし利益は出るものの、長年その勝率の低さに悩んでいました。 問題は出口戦略が未熟なためで、現在はそれらの解決ができないかと試行錯誤を続けています。 V2では3本の利益確定ラインを引き、それぞれ30%ずつ利益を確定し、最低限の利益がでるようにしました。 それ以外にはトレンドが弱まったタイミングで半分の利益確定をし、どのパターンでも残ったポジションはトレンド転換まで持ち続けます。 🧠 主な機能 🔹 1. 銘柄＋外部インデックスの EMA クロス判定 対象銘柄と OTHERS.D の EMA を比較し、相関を考慮したトレンド方向を判定します。 🔹 2. ダウ理論に基づくスイング高値・安値の自動検出 スイング更新によりトレンド方向を切り替える、構造ベースのトレンド判定を採用。 🔹 3. グラデーション背景によるトレンド強度の可視化 スイングラインから現在価格までを段階的に塗り分け、 「どれだけトレンドが伸びているか」を直感的に把握できます。 🔹 4. 上位足スイングトレンド（htfTrend）の表示 4H などの上位足でのスイング高値・安値を表示し、 大局的なトレンド構造を視覚的に把握できます（ロジックには未使用）。 🔹 5. RSI による過熱・売られすぎフィルター 極端な RSI 状態でのエントリーを防止。 🔹 6. 動的イグジットシステム カスタム損切り（％） TP1/TP2/TP3 の段階的利確 トレンド色の弱まりによる自動スケールアウト 色変化後の再エントリー制限（waitForColorChange） リアルタイム PnL の追跡とラベル表示 🔹 7. アラート完備（JSON 形式） エントリー、損切り、部分利確、トレンド反転などすべてに対応。 🔹 8. 損益ラベル・統計表示 直近トレードの損益をチャート上に表示し、視覚的に把握できます。 ⚙️ 設定項目 設定項目名 説明 Fast / Slow EMA 銘柄の EMA 設定 Index Fast / Slow EMA 外部インデックスの EMA 設定 損切り（％） カスタム損切りライン 部分利確割合 トレンド弱化時のスケールアウト割合 RSI 期間・水準 過熱/売られすぎフィルター スイング検出期間 スイング高値・安値の検出に使用 統計表示位置 テーブルの表示位置 🧭 上位足トレンド（htfTrend）について 上位足スイングの更新に基づくトレンド判定を表示しますが、 エントリー条件には使用していません。 理由： 上位足を厳密にロジックへ組み込むと、トレード機会が大幅に減るためです。 本ストラテジーでは、 「大局の把握は視覚で、エントリーは柔軟に」 という設計思想を採用しています。 → 裁量で利確判断や逆張り回避に活用できます。
Стратегия Pine Script®
от mm_mitsuya
3
%R Exhaustion + VixFix with 200MA Regime%R Exhaustion + VixFix with 200MA Regime Strategy A momentum-based trading strategy that combines regime filtering, volatility analysis, and oversold/overbought conditions for optimal entry and exit timing. Key Components: • MA 200 Regime Filter: Identifies bearish market regimes when price stays below MA 200 for extended periods, preventing longs during downtrends • Percent R Exhaustion: Uses dual-timeframe Williams %R to detect oversold reversals and overbought exhaustion zones • Williams VixFix: Volatility-based indicator that identifies market bottoms and filtered entry conditions during panic selling • Matrix Oscillator: Confirms exit signals when market becomes overbought Entry Logic: - Long entries trigger when: (1) Not in bearish regime, (2) %R shows oversold or reversal, (3) VixFix filtered entry confirms - Position pyramiding with scaling: Initial entry at configured % of equity, subsequent entries match current position size (doubling effect) Exit Logic: - Partial sells when both overbought conditions and Matrix sell signal align - Breakeven stop loss activates after profitable partial sells or when entering bearish regime - Gradual profit-taking using configurable portion percentages Position Management: - Configurable initial entry size and sell portions - Pyramiding up to 5 entries with exponential position sizing - Dynamic stop loss management for capital preservation
Стратегия Pine Script®
от yupyupkim
AV V1This indicator focuses on identifying potential market reversals using a combination of price-based reversal patterns and contextual confirmation rules. It analyzes changes in market behavior to highlight areas where trend exhaustion or directional shifts may occur. Buy and Sell indications are plotted to help users study how different reversal concepts align with price action across various market conditions. This script is intended for educational and analytical use only and should be used alongside independent confirmation and risk management.
Стратегия Pine Script®
от toranijigs
Algo Vortex V1This indicator is based on Smart Money Concepts (SMC) and is designed to highlight potential buy and sell zones using refined market structure, price patterns, and contextual filtering. The script focuses on identifying directional bias and structured entry points by analyzing price behavior rather than predicting outcomes. Signals are plotted for educational and analytical purposes to help users study how price reacts around key structural areas. This indicator is intended for educational and research use only. It does not provide financial advice and should be used alongside independent analysis and proper risk management.
Стратегия Pine Script®
от toranijigs
Quality-Controlled Trend Strategy v2 (Expectancy Focused)This script focuses on quality control rather than curve-fitting. No repainting, no intrabar tricks, no fake equity curves. It uses confirmed-bar entries, ATR-based risk, and clean trend logic so backtests reflect what could actually be traded live. If you publish scripts, this is the minimum structure worth sharing. Why this script exists TradingView’s public scripts are flooded with: repainting indicators no stop-loss logic curve-fit entries that collapse live strategies that look good only in hindsight This script is intentionally boring but honest. No repainting. No intrabar tricks. No fake equity curves The goal is quality control, not hype. What this strategy enforces ✔ Confirmed bars only ✔ Single source of truth for indicators ✔ Fixed risk structure ✔ No signal repainting ✔ Clean exits with unique IDs ✔ Works on any liquid market Trading Logic (simple & auditable) Trend filter EMA 50 vs EMA 200 Entry Pullback to EMA 50 RSI confirms momentum (not oversold/overbought) Risk ATR-based stop Fixed R:R One position at a time This is the minimum bar for a strategy to be considered publish-worthy. Why this helps TradingView quality Most low-value scripts fail because they: hide repainting logic skip exits entirely use inconsistent calculations rely on hindsight candles This strategy forces discipline: every signal is confirmed every trade has defined risk behavior is repeatable across symbols & timeframes If more scripts followed this baseline, TradingView’s public library would be far more usable.
Стратегия Pine Script®
от AIScripts
SMC Pivot Confluence Strategy-onlyThe **SMC Pivot Confluence Strategy** is a **trend-following price action strategy** based on: * **Smart Money Concepts (SMC, Market Structure)** * **Pivot Points** It is specifically designed for **Crypto Spot and Perpetual Contract markets (24/7)**. ### Core Strategy Philosophy: > **Enter trades following the trend only when the Smart Money structure is clearly defined, positioned near key price pivots (Pivot P), utilizing distinct structural stop losses and fixed risk-to-reward ratios for position management.** This is a trading system that is: * **Backtestable** (Strategy-based) * **Parameterized** (Adjustable settings) * **Explainable** (Logic-driven) * **Suitable for Invite-only membership models.** --- ## 1. Use Cases and Scope ### 1.1 Recommended Markets * BTC / ETH Perpetual Contracts * High-liquidity mainstream coins ### 1.2 Markets to Avoid * Low-liquidity altcoins * Newly listed coins * Extremely manipulated coins ### 1.3 Recommended Timeframes * **Primary Timeframe: 15m (Highly Recommended)** * Optional: 5m (Aggressive) / 1h (Conservative) --- ## 2. Overall Strategy Structure (Modular Breakdown) * **A. Smart Money Concepts (Structure Module)** * **B. Pivot Points (Price Pivot Module)** * **C. Trend Confluence Filter** * **D. Entry Logic** * **E. Risk & Position Management** * **F. Exit Logic (SL / TP)** * **G. State Management (Avoiding Duplicate Trades)** * **H. Visualization (Trade & Structure Display)**
Стратегия Pine Script®
от shaxia123
NQ/MNQ 5min BotThis invite-only strategy is built for traders who want a systematic approach to Nasdaq futures (NQ/MNQ). It combines VWAP (Volume Weighted Average Price), EMA (Exponential Moving Average), and ATR (Average True Range) filters to identify high-probability intraday setups. 🔑 Key Features Trend Confirmation: Multi-timeframe EMA signals for directional bias. VWAP Integration: Anchored VWAP zones act as dynamic support/resistance. ATR-Based Risk Management: Stops and targets adapt to market volatility. Intraday Focus: Designed for day traders and scalpers in NQ/MNQ futures. Backtested Logic: Strategy has been optimized with robust historical testing. ✅ Who This Is For Futures traders looking for consistency on Nasdaq contracts. Traders who want clear entry and exit rules without second-guessing. Those seeking scalable risk management that adapts to volatility.
Стратегия Pine Script®
от peterfwmarch
Commodity Channel Index CCI + EMA strategy ================================================================================ COMMODITY CHANNEL INDEX CCI + EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 I also develop automated trading codes for other trading platforms including: - CTrader (C#) - MetaTrader 4 (MQL4) - MetaTrader 5 (MQL5) If you need a strategy converted or developed for any of these platforms, feel free to contact me! ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with currency pairs (forex). The CCI indicator works particularly well in the forex market due to the nature of currency movements and the effectiveness of the CCI in identifying overbought and oversold conditions in trending markets. Why Currency Pairs? 🎯 - CCI is highly effective in identifying reversals in forex markets - Currency pairs show clear overbought/oversold patterns - EMA filter (50/200) aligns well with major forex trends - High liquidity ensures reliable signal execution Performance Highlights: In specific currency pairs, when properly configured, this strategy can achieve: - Profit Factor: Over 2.0 - Win Rate: Up to 70% - Particularly effective pairs: USDCAD, EURUSD, GBPJPY While the strategy can work with other instruments (stocks, indices, commodities), currency pairs provide the most consistent and reliable results. For optimal performance, focus on major forex pairs with good liquidity and clear trending characteristics. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy combines the Commodity Channel Index (CCI) with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The strategy uses CCI crossovers with a smoothing moving average and filters signals using EMA trend confirmation. The strategy automatically enters trades when CCI crosses the smoothing MA in specific zones, indicating potential trend reversals or continuations. HOW IT WORKS? ⚙️ --------------- 1. CCI CALCULATION 📈 The strategy calculates the Commodity Channel Index using: - CCI = (Price - SMA(Price, length)) / (0.015 × Deviation(Price, length)) - Default length: 20 periods - Source: HLC3 (typical price) The CCI shows: - Values above +100 = Overbought conditions - Values below -100 = Oversold conditions - Values around 0 = Neutral conditions 2. SMOOTHING MOVING AVERAGE 📊 A moving average is applied to the CCI to smooth out fluctuations: - Types available: SMA, EMA, SMMA (RMA), WMA, VWMA - Default: SMA with length 14 - Can be disabled (set to "None") This smoothed line acts as a reference for crossover signals. 3. EMA TREND FILTER 🎯 Two EMAs are calculated on the CCI: - EMA 50 (fast EMA) - EMA 200 (slow EMA) When the EMA filter is enabled: - LONG signals only occur when EMA50 > EMA200 (uptrend confirmation) - SHORT signals only occur when EMA50 < EMA200 (downtrend confirmation) This filter can be enabled/disabled via the "Use EMA Filter" option. 4. ENTRY CONDITIONS 🎲 LONG ENTRY (Buy Signal): - CCI crosses ABOVE the Smoothing MA (crossover) - CCI is between Lower Level (-100) and Middle Level (0) - EMA Filter: EMA50 > EMA200 (if filter enabled) - No existing positions (or close opposite positions first) SHORT ENTRY (Sell Signal): - CCI crosses BELOW the Smoothing MA (crossunder) - CCI is between Middle Level (0) and Upper Level (+100) - EMA Filter: EMA50 < EMA200 (if filter enabled) - No existing positions (or close opposite positions first) 5. POSITION MANAGEMENT 💰 The strategy uses a simple position management approach: - Only ONE position at a time (no pyramiding) - If a signal occurs in the opposite direction, closes existing position first - Then opens new position in the new direction - This prevents overexposure and simplifies risk management 6. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy uses percentage-based TP/SL: - Take Profit: 1.0% (default, configurable) - Stop Loss: 0.5% (default, configurable) - Risk/Reward Ratio: 2:1 (TP is double the SL) TP/SL are calculated once when the position opens and remain fixed. AVAILABLE PARAMETERS ⚙️ ----------------------- CCI SETTINGS: 1. CCI Length (Default: 20) - Period for CCI calculation - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. CCI Source (Default: HLC3) - Price source for CCI calculation - Options: close, open, high, low, hlc3, hlcc4, ohlc4 3. CCI Lower Level (Default: -100) - Lower boundary for LONG entry zone - Typically -100 for oversold conditions 4. CCI Middle Level (Default: 0) - Neutral level separating LONG and SHORT zones 5. CCI Upper Level (Default: +100) - Upper boundary for SHORT entry zone - Typically +100 for overbought conditions SMOOTHING MA: 6. Type (Default: SMA) - Moving average type: None, SMA, EMA, SMMA (RMA), WMA, VWMA - Set to "None" to disable smoothing 7. Length (Default: 14) - Period for smoothing MA - Range: 7-28, step 7 EMA FILTER: 8. EMA 1 Length (Default: 50) - Fast EMA period applied to CCI 9. EMA 2 Length (Default: 200) - Slow EMA period applied to CCI 10. Use EMA Filter (Default: true) - Enable/disable EMA trend filter - When enabled: LONG only if EMA50 > EMA200, SHORT only if EMA50 < EMA200 RISK MANAGEMENT: 11. Take Profit (%) (Default: 1.0%) - Profit target as percentage of entry price - For LONG: Entry × (1 + TP%) - For SHORT: Entry × (1 - TP%) 12. Stop Loss (%) (Default: 0.5%) - Stop loss as percentage of entry price - For LONG: Entry × (1 - SL%) - For SHORT: Entry × (1 + SL%) VISUALIZATION 📊 --------------- The strategy displays in a separate panel below the price chart: 1. CCI LINE - Blue line showing the CCI value - Oscillates around zero 2. SMOOTHING MA LINE - Yellow line showing the smoothed CCI - Reference line for crossover signals 3. CCI LEVEL LINES - Red dashed line: Upper Level (+100) - Green dashed line: Lower Level (-100) - Yellow dashed line: Middle Level (0) 4. ENTRY SIGNALS - Green cross: LONG entry signal (when CCI crosses above MA) - Red cross: SHORT entry signal (when CCI crosses below MA) RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: CCI SETTINGS: - CCI Length: 20 (default) - CCI Source: HLC3 (default) - CCI Lower Level: -100 (default) - CCI Middle Level: 0 (default) - CCI Upper Level: +100 (default) SMOOTHING MA: - Type: SMA (default) or EMA for faster response - Length: 14 (default) EMA FILTER: - EMA 1 Length: 50 (default) - EMA 2 Length: 200 (default) - Use EMA Filter: true (recommended for better signal quality) RISK MANAGEMENT: - Take Profit (%): 1.0% (adjust based on your risk/reward preference) - Stop Loss (%): 0.5% (adjust based on your risk tolerance) For more aggressive trading: - Reduce CCI Length to 14-16 - Reduce Smoothing MA Length to 7 - Disable EMA Filter For more conservative trading: - Increase CCI Length to 24-30 - Increase Smoothing MA Length to 21-28 - Keep EMA Filter enabled RECOMMENDED CURRENCY PAIRS 💱 ------------------------------ This strategy is optimized for currency pairs and performs exceptionally well on the following pairs when properly configured: TOP PERFORMING PAIRS: - USDCAD: Can achieve Profit Factor > 2.0 and Win Rate up to 70% - EURUSD: Excellent performance with consistent signals - GBPJPY: Strong results with proper EMA filter configuration These pairs have shown the best historical performance due to: - Clear trending characteristics - Good response to CCI overbought/oversold levels - Strong alignment with EMA 50/200 trend filter - High liquidity ensuring reliable execution When trading these pairs, use the default settings or slightly adjusted parameters based on the pair's volatility. Always backtest on historical data before using real money to find the optimal configuration for each specific pair. PRACTICAL EXAMPLE 📝 -------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - CCI: -80 (in oversold zone) - Smoothing MA: -90 - CCI crosses above Smoothing MA (crossover occurs) - EMA50: -50, EMA200: -70 (EMA50 > EMA200, uptrend confirmed) 2. Strategy checks conditions: ✓ Smoothing MA enabled: Yes ✓ Crossover: Yes (CCI crosses above MA) ✓ CCI in range: Yes (-100 <= -80 <= 0) ✓ EMA Filter: Yes (EMA50 > EMA200) ✓ No existing position: Yes 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 (current close) - Take Profit: 1.1110 (1.0% above entry) - Stop Loss: 1.0945 (0.5% below entry) - Risk/Reward: 2:1 4. Outcome scenarios: - If price rises to 1.1110 → Take Profit hit (profit) - If price falls to 1.0945 → Stop Loss hit (loss limited) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on CCI and EMA indicators. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 ---------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Стратегия Pine Script®
от Burdiga84
Delta Volume EMA Strategy ================================================================================ DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with instruments that have a centralized data flow, such as Futures contracts. Centralized markets provide more accurate and reliable volume data, which is essential for Volume Delta analysis to work effectively. Why Futures? 🎯 - Centralized exchange = Accurate volume data - All trades flow through a single exchange - Volume reflects true buying/selling pressure - Better correlation between volume and price movements While the strategy can work with other instruments (stocks, forex, etc.), volume data quality may vary, which can affect the reliability of Volume Delta signals. For optimal performance, use Futures contracts or other instruments with centralized, high-quality volume data. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy uses Volume Delta analysis combined with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The Volume Delta measures the difference between buying and selling pressure, helping to identify when strong institutional or smart money movements occur. The strategy automatically enters trades when volume delta reaches extreme levels, indicating potential trend continuation or reversal points. HOW IT WORKS? ⚙️ --------------- 1. VOLUME DELTA CALCULATION 📈 The strategy calculates the Volume Delta using the following formula: - Volume Ratio (v) = Current Volume / Previous Volume - EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio - EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio - Volume Delta (vd) = mac - mao The Volume Delta shows: - Positive values (green) = Buying pressure (buyers are more active) - Negative values (red) = Selling pressure (sellers are more active) 2. VOLUME DELTA MOVING AVERAGE 📊 The strategy calculates an EMA of the Volume Delta (vdma) to smooth out fluctuations and identify the overall trend of buying/selling pressure: - vdma = EMA(Volume Delta, EMA Length) - When vdma is above zero = Overall buying pressure - When vdma is below zero = Overall selling pressure 3. PERCENTILE-BASED ENTRY CONDITIONS 🎲 Instead of using fixed thresholds, the strategy uses percentile analysis to identify extreme volume delta movements: For LONG entries: - Analyzes seller volumes (negative volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters LONG when volume delta becomes positive AND exceeds the threshold - This indicates a strong shift from selling to buying pressure For SHORT entries: - Analyzes buyer volumes (positive volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters SHORT when volume delta becomes negative AND exceeds the threshold - This indicates a strong shift from buying to selling pressure 4. POSITION SIZING 💰 The strategy offers two position sizing methods: a) RISK VALUE (Fixed Risk in Dollars): - Calculates position size based on a fixed dollar risk amount - Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %) - Ensures consistent risk per trade regardless of price level b) LOTS SIZE: - Uses a fixed lot size for all trades - Simple and straightforward approach - Useful when you want consistent position sizes 5. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy offers flexible TP/SL configuration in three modes: a) PERCENTAGE (%): - TP/SL calculated as a percentage of entry price - Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT) - Adapts automatically to different price levels b) CURRENCY: - TP/SL set as a fixed currency amount - Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT) - Useful for instruments with consistent price movements c) PIPS: - TP/SL set as a fixed number of pips - Automatically converts pips to price using the instrument's minimum tick - Ideal for forex and other pip-based instruments 6. AUTOMATIC TRADE EXECUTION ⚡ When entry conditions are met: - Opens a position (LONG or SHORT) at market price - Automatically sets Take Profit and Stop Loss based on selected mode - Sends an alert with all trade information - Only one position at a time (waits for current position to close) AVAILABLE PARAMETERS ⚙️ ---------------------- 1. MA LENGTH (Default: 10) - Length of the Exponential Moving Average used for close and open prices - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. EMA LENGTH (Default: 20) - Length of the EMA applied to Volume Delta - Controls the smoothing of the volume delta signal - Lower values = Faster signals, more trades - Higher values = Slower signals, fewer but potentially more reliable trades 3. POSITION SIZE MODE - "Risk Value": Calculate position size based on fixed dollar risk - "Lots Size": Use fixed lot size for all trades 4. FIXED RISK IN $ (Default: 50) - Only used when Position Size Mode = "Risk Value" - The dollar amount you're willing to risk per trade - Strategy calculates position size automatically 5. LOT SIZE (Default: 0.01) - Only used when Position Size Mode = "Lots Size" - Fixed lot size for all trades 6. TAKE PROFIT MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 7. STOP LOSS MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 8. TAKE PROFIT / STOP LOSS VALUES - Different input fields appear based on selected mode - Configure TP and SL independently 9. VOLUME LOOKBACK PERIOD (Default: 20) - Number of bars used to calculate percentile thresholds - Lower values = More sensitive, adapts faster to recent conditions - Higher values = More stable, uses longer-term statistics 10. PERCENTILE THRESHOLD (Default: 80%) - The percentile level used to identify extreme volume delta movements - 80% means: only enter when volume delta exceeds 80% of recent values - Higher values = Fewer but potentially stronger signals - Lower values = More frequent signals VISUALIZATION 📊 --------------- The strategy displays on the chart: 1. VOLUME DELTA COLUMNS - Green columns = Positive volume delta (buying pressure) - Red columns = Negative volume delta (selling pressure) - Height represents the magnitude of buying/selling pressure 2. VOLUME DELTA MA AREA - Two overlapping area plots showing the smoothed volume delta - Black area (base layer) for overall visualization - Green area (when positive) = Overall buying pressure trend - Red area (when negative) = Overall selling pressure trend - Helps identify the dominant market sentiment 3. ZERO LINE - Horizontal line at zero - Helps visualize when buying/selling pressure crosses the neutral point ALERTS 🔔 -------- When enabled, the strategy sends alerts when a trade is opened. The alert message includes: - Direction: "Buy" for LONG positions or "Sell" for SHORT positions - Entry Price: The price at which the position was opened - TP (Take Profit): The target profit price - SL (Stop Loss): The stop loss price Example alert message: "Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950" Alerts can be configured in TradingView to send notifications via email, SMS, webhooks, or other platforms. RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: STRATEGY PARAMETERS: - MA Length: 10 (default) - EMA Length: 20 (default) - Volume Lookback Period: 20 (default) - Percentile Threshold: 80% (default) POSITION SIZING: - Position Size Mode: "Risk Value" (for risk management) - Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account) - OR use "Lots Size" with 0.01 lots for small accounts TAKE PROFIT & STOP LOSS: - TP Mode: "%" (recommended for most instruments) - SL Mode: "%" (recommended for most instruments) - Take Profit (%): 2.0% (adjust based on your risk/reward preference) - Stop Loss (%): 1.0% (adjust based on your risk tolerance) For Forex: - Consider using "Pips" mode for TP/SL - Typical values: 20-50 pips TP, 10-30 pips SL For Stocks/Indices: - Use "%" mode for TP/SL - Typical values: 2-5% TP, 1-2% SL PRACTICAL EXAMPLE 📝 ------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - Volume Delta becomes strongly positive - Volume Delta exceeds 80th percentile of recent seller volumes 2. Strategy calculates: - Entry Price: 1.1000 (current close) - Position Size Mode: "Risk Value" - Fixed Risk: $50 - Stop Loss Mode: "%" - Stop Loss: 1.0% - Position Size = $50 / (1.1000 × 0.01) = 4.55 lots 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 - Take Profit: 1.1220 (2% above entry) - Stop Loss: 1.0890 (1% below entry) - Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890" 4. Outcome scenarios: - If price rises to 1.1220 → Take Profit hit (profit) - If price falls to 1.0890 → Stop Loss hit (loss limited to $50) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on volume delta analysis. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 --------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Стратегия Pine Script®
от Burdiga84
Backtest Pro - The TradingView Backtesting EngineBacktest your indicators — no strategy code required. Backtest Pro is the next-generation backtesting engine for smarter testing. Simply link your signals, set your stops, and start testing. With its upgraded UI/UX and fundamentally improved stop system, Backtest Pro replaces the legacy PSE (Practical Strategy Engine) and sets a new standard for TradingView backtesting. It delivers more accurate intrabar trailing stops, flexible stop types (Points, ATR Multiplier, %), and a smoother workflow for greater precision and control. Once loaded on your chart, Backtest Pro appears as BT Pro as the script title and in the Strategy Tester, alerts, and chart labels. Beyond the core stop and pyramiding logic, Backtest Pro also introduces: A clearer Data Window for reviewing trade details. Improved signal labels in the Strategy Tester’s List of Trades for easier log analysis. Updated chart labels that align better with TradingView’s native style and make signals easy to interpret. Together, these improvements make Backtest Pro the most practical and user-friendly way to backtest indicator-based trading signals in TradingView. Copyright © 2025 CoinOperator ________________________________________________________________________________ 🚀 Why Traders Choose Backtest Pro Answer in minutes what used to take days of manual testing. Backtest Pro is a drop-in, ready-to-use backtesting engine that links to your indicator with just a few simple connection lines. It provides more accurate intrabar trailing stops, multiple stop types (Points, ATR Multiplier, %), and a smoother workflow for greater precision and control. Whether you’re running a quick test or fine-tuning complex strategies, Backtest Pro helps you reach clearer insights faster. ________________________________________________________________________________ 👤 Who Backtest Pro Is For Backtest Pro is designed for traders who already have a trading methodology or entry/exit logic and want professional-grade validation and risk analysis. Backtest Pro is not a signal service and does not provide discretionary trade recommendations. All entries and exits — including alerts used for automation — are generated solely from user-defined logic. You bring the logic — Backtest Pro provides the structure, metrics, and discipline. Backtest Pro helps swing traders, day traders, and strategy developers streamline the backtesting process without sacrificing depth or accuracy. It offers flexible stop management, enhanced Data Window metrics, refined Strategy Tester labeling, and clean on-chart visuals to support consistent evaluation. Backtest Pro supports trading and backtesting on futures (continuous contracts), forex, crypto, stocks, ETFs, and commodity/index CFDs (tradable if offered by your broker). ________________________________________________________________________________ ⚡ Quick Start Add Backtest Pro to your chart. It appears as BT Pro as the script title and in the Strategy Tester, alerts, and chart labels. Add a few connector lines to your indicator, then link your custom entry and exit signals. Adjust position sizing, stops, and pyramiding. Run the TradingView Strategy Tester for instant results. ________________________________________________________________________________ 🔄 From PSE to Backtest Pro Backtest Pro builds on the foundation of the PSE (Practical Strategy Engine), evolving it into a more refined tool. While PSE introduced flexible stop handling, Backtest Pro enhances the experience with: More accurate intrabar trailing stops Expanded stop type options (Points, ATR Multiplier, %) Upgraded Data Window for easier review Clearer trade signals in the Strategy Tester Cleaner, more consistent chart labels Wash Sale Prevention is Now Optional. If enabled, it only applies to assets of types stock and fund. 🛠 INPUTS TAB SETTING 📅 Trading Window Enable Trading Window to define the date/time when trading is allowed. Disable to trade the entire market data. Partition the time when trading is allowed to see if your indicator settings work well across the different ranges. Your resulting metrics should be acceptable across all four (4) ranges: entire range, 1st half, IQR, and 2nd half. Show Trading Window Lines – Enable to draw vertical lines at the start and end of the trading window for clear visual definition of when trading is allowed. 💰 Position Sizing (Money Management) Separating the equity risk into initial position and pyramid position allows for greater ability to maximize profits within your acceptable drawdown. Note : Position sizing is determined on the anticipated fill price which is affected by the maximum of slippage and selected price gap (discussed in the Execution Rules section). Max Equity per Position (%) : This setting applies to each position within a trade group . Limits the position size and will not exceed this amount. Set as desired. Default is 20% for non-leverage trading. For leveraged trading, adjust accordingly. Example: for 3× leverage, enter 300 (3 × 100 = 300). Max Equity Drawdown Warning (%) : Triggers an alert if the strategy’s equity drawdown exceeds this threshold. Select the method to use for this warning. If BT Pro, then it is based on peak equity at bar-close. If TradingView, then it is based on the built-in variable strategy.max_drawdown_percent. Helps you manage strategy-level risk tolerance. Scaled Pyramiding : Adjusts position size incrementally for each pyramid entry—either decreasing or increasing exposure relative to the prior entry. Start Position: The entry number at which scaling begins. For example, 3 means scaling starts on the 2nd pyramid (the 3rd entry overall). Chg(%): The percentage change applied to each subsequent pyramid entry. Max(%): The maximum cumulative reduction allowed when scaling downward. Ignored for upward scaling because increases are already capped by Max Equity per Position (%). ⚖️ Execution Rules Trade Direction : Select either Both , Long Only, or Short Only. Alert Failed to Trade – Enable to alert you when a trade did not happen due to low equity or low order size. Applicable only for the first position of a trade group. Cooldown Period : Controls how long the engine waits after an exit before allowing a new trade group. Backtest Pro also applies a small built-in safeguard to prevent unrealistic same-bar flips: ● 1 bar minimum for same-direction entries ● 2 bars minimum for direction changes Prevent Wash Sales : Enable if you want the Backtest Pro to enforce a minimum cooldown period of 30 days for trade groups that result in a loss. Only applies to assets of types stock and fund. Pyramid Conditions with Price Gaps : Dwn Gap and Up Gap refer to price gaps. A price gap is the difference between the closing price of the previous candle and the opening price of the current candle, and their value is shown in the Data Window. Selection options include: disabled (the default), median, avg, p80 (for 80th percentile), and p90 (for 90th percentile). The values reflect ~500 most recent bars from the cursor position. Disabled sets the Dwn Gap and Up Gap to zero in the below logic. Pyramids require a tailing stop loss, TSL. The price gaps are used in conditions for pyramids: To ensure the previous position is protected when opening a pyramid position. A new pyramid position will not open until its trailing stop loss protects the prior position. To prevent a pyramid position from becoming a loss when too close to a take profit level, TP (if enabled), due to commission cost. The logic for #1 and #2 is as follows: For a Long Pyramid: TSL: Stop Price - max(DwnGap, slippage) > LastEntryPrice TP (if enabled): Long take profit > close + max(UpGap, slippage) AND gain > commission cost For a Short Pyramid: TSL: Stop Price + max(UpGap, slippage) < LastEntryPrice TP (if enabled): Short take profit < close - max(DwnGap, slippage) AND gain > commission cost Show All Gap Stats in Data Window Enable to show all price gap statistics in the Data Window to review market conditions. Disable for the Backtest Pro to run most efficiently. Note: Statistics selected in Dwn Gap and Up Gap settings are always shown, regardless of this option. 🛑 Exit Strategy (Risk Management) Backtest Pro supports multiple stop loss styles, giving traders the tools to backtest strategies in TradingView with precision: The Exit Strategy applies a common protective stop across the entire trade group. Pyramids require a trailing stop loss. A new pyramid position will not open until its trailing stop loss protects the prior position. Plot Stop Level : You can plot the stop level either as of bar close (the default) or as of bar open. This only affects the visual plot. The underlying logic does not change. The trades will be the same regardless of the setting. ATR Length : The ATR Length is used with the ATR multiplier and is common to stop loss, SL, trailing stop loss, TSL, take profit, TP, and the time-based exit option. It is the number of bars (periods) used in ATR calculation. Price-Based Exits Stop Loss and Trailing Stop Loss options are Points, ATR Multiplier, and %. The Trailing Stop Loss is activated from entry of the initial position of a trade group. Take Profit options are Points, ATR Multiplier, %, and R-Multiple. How Trailing Stops Work in the Backtest Pro All trailing stop inputs (Points, ATR Multiplier, or %) are converted at the first entry into a fixed currency offset. That offset is reactive intrabar and applied as the trailing distance from the most favorable price (highest for longs, lowest for shorts) since the first entry in the trade group. Even if “%” is selected as the input method, the engine uses the fixed currency offset. The trailing stop offset (points) is displayed in the Data Window for reference, allowing you to enter that offset directly at your broker if needed. ⚠️ Caution: Always enter a points-based trailing stop at your broker—never a percentage-based trailing stop. Volatility-Based Exit While in a trade, ATR values are accumulated each bar. The position exits once the total exceeds ATR Multiplier × ATR at entry if the Reward/Risk is below the set threshold. Dividends are not included in reward (i.e., profit). 👉 These flexible stop types solve one of the biggest limitations of the legacy PSE and make Backtest Pro a true TradingView backtesting engine. 📑 Trade Signal Labels in Strategy Tester Backtest Pro uses standardized trade labels in the Strategy Tester → List of Trades. These labels make it easy to understand the reason behind each entry or exit at a glance. Entry : Standard entry signal when conditions are met. Stop : Stop-loss exit triggered at your defined stop level. Pyr-Entry : Pyramid entry, adds to an existing position. Trail-Stop : Trailing stop exit based on offset logic. Note : If the stop level has been adjusted to equal the trailing stop level, the Strategy Tester may display Stop instead of Trail-Stop. The exit displayed is the one Pine Script evaluates first, but the actual exit behavior remains correct. Exit : Standard exit signal. Delay-Exit : One-bar delayed exit, prevents immediate exit when position entry and exit signal occur on the same bar. TP : Take Profit exit, closes position at your profit target. RR-Exit : Reward/Risk exit — position closes when ATR accumulation exceeds the set threshold and R/R is below target. 📊 Performance Metrics & Reporting Include Dividends in Profit Adjusts ROI, CAGR, Reward/Risk, Avg Invest/Trade-Grp, and Equity. Assumes dividends are taken as cash (not reinvested). They are applied to Equity on the ex-date instead of the payment date. Only applies if the security issues dividends and the chart is 1D or lower timeframe; otherwise ignored. Include Dividends in Profit Factor Applies only when Include Dividends in Profit is enabled. Adds dividend income to both gross profits and gross losses when calculating Profit Factor, so PF reflects total return (trading + dividends). Affects Avg Trade-Grp Loss, Equity Loss from ECL, and Equity Loss from ECL (%). Show Dividends Displays the payout in currency/share, as well as the total amount based on the number of shares of the position(s) currently held by the trade group. For long positions you earned the dividends. For short positions you owe the dividends. Show Metrics Table The on-chart Metrics Table displays a compact set of key statistics for quick reference and mobile use. Full and expanded metrics are available in the Data Window on desktop or browser. Section groupings may differ between the table and Data Window to optimize readability and presentation in each context. 📊 Data Window Note : Accessible via a button on the right-hand toolbar of the chart interface. Unlike the Metrics Table, Data Window values update dynamically as you move your cursor across bars. All metrics are based on trade groups. Trade Information Enter Price Stop Price Favorable Extreme : only shows if trailing stop loss is enabled on Inputs tab. The most favorable price (highest for longs, lowest for shorts) since the first entry in the trade group. TSL Offset Points : only shows if trailing stop loss is enabled on Inputs tab. Take Profit : only shows if take profit is enabled on Inputs tab. Leverage information applies to trade groups. Fail Pos / Margin (%) : Shows zero if the failed position size was <1, or the margin % that failed to meet the requirement in the Properties tab. A flag appears above the bar where a failed trade occurred. Only applies to the first position of a trade group. Hover over the flag to view the value in the Data Window. Notional Value : total trade group position size x latest entry price x point value. The equity must be > notional value x margin requirement for a trade to occur. Current Margin (%) : must be greater than margin requirement set on the Properties tab in order for a trade to occur. Margin Call Price : when enabled on the Style tab is displayed on both the chart and the Data Window as shown below. Performance Net Profit (%) : Will include dividends if 'Include Dividends in Profit' is enabled. Only shows in Data Window if 'Include Dividends in Profit' is enabled. ROI (%) and CAGR (%) : Based on Avg Invest/Trade-Grp. Adjusted for dividends if enabled. Reward/Risk (profit/risked, expectancy per amount risked): Adjusted for dividends if enabled. Color is green if above breakeven, red if below, and yellow if within ±0.1 tolerance. Profit Factor (PF) : By default, dividends are not counted in win/loss classification. Win % : Uses same coloring scheme as Reward/Risk except uses a ±2% tolerance for yellow. Breakeven point is the balance between Reward/Risk and Win %, showing whether the system can be profitable. For example, for a low Win % a high Reward/Risk is needed for the system to be potentially profitable. Equity & Growth Equity : Your current equity. Dividend Sum : The amount of total dividends accumulated since entering the market. Only shows in Data Window if 'Include Dividends in Profit' is enabled. Risk & Drawdown Maximum Drawdown (MDD) Measures the largest peak-to-trough decline in account equity over the entire backtest. A new peak is recorded whenever equity reaches a new high; the system then tracks the lowest equity seen until a new peak forms. This method uses bar-close equity including both realized and unrealized P&L. Therfore, it may not match TradingView’s displayed drawdown values which use a different method. Maximum Drawdown % Expresses MDD as a percentage of the equity peak from which the decline occurred. This normalizes drawdown across different account sizes and assets, making strategy-to-strategy risk comparisons more meaningful. Maximum Consecutive Losses applies to trade groups. Equivalent Consecutive Losses (ECL) : Based on Win % and Nbr of Trade-Grp’s. Simulates a realistic losing streak with intermittent small wins. Lowered by increasing Win %. Equity Loss from ECL : Equity drawdown estimated from ECL. Equity Loss from ECL (%) : Same, expressed as a percentage. Avg Trade-Grp Loss Trade Structure Backtesting Years : The trading window in years. Nbr of Trade-Grp’s : Count of trade groups. Nbr of Positions : The count of positions shown on the chart. The TV list of trades in the Strategy Tester may indicate more than what is actually shown on the chart. Avg Invest/Trade-Grp : Avg money invested per trade group. Adjusted for dividends if enabled. Avg Trade-Grp Days : The average number of days for trade groups. Time in Market (%) : The percentage of time in a trade based on the trading window. Cnt 1st EE Same-Bar is the count of first positions in a trade group that enter and exit on the same bar. Labels appear above for easy reference. Helps assess optimal stop-loss settings. Cnt Pyr EE Same-Bar is the count of pyramid positions in a trade group that enter and exit on the same bar. Labels appear above for easy reference. Helps assess optimal stop-loss settings. Up Gaps / Dwn Gap (Ticks) ( Show All Gap Stats in Data Window enabled ) Median gap Avg gap 80 percentile 90 percentile Price Gap (Ticks) ( Show All Gap Stats in Data Window disabled ) Dwn Gap : Shows selected option if not disabled. Up Gap : Shows selected option if not disabled. Data Quality Tick Resolution measures how many minimum price increments (ticks) fit into the current asset’s price. It is calculated as: Tick Resolution = Price / Minimum Tick Size. This value indicates the precision available for order placement and stop calculations. Green – High resolution (>= 1000). The strategy’s stop and profit calculations will operate with normal accuracy. Yellow – Moderate resolution (100-999). Stop levels are still functional but may exhibit minor rounding effects. Red – Low resolution (< 100). This can distort trailing stops, stop losses, or take profits due to coarse rounding by TradingView’s broker emulator. ⚠️ Caution : When Tick Resolution is in the red zone, results from backtests may differ significantly from live trading because price precision is too low for reliable simulation. 💡 Tip : If low tick resolution is present at the beginning of the chart’s market data (often with very old price history), use the Trading Window to restrict backtesting to later periods where the asset price has risen and tick resolution is higher. 👁 Visualization Highlight Traded Background Trade groups are shown in background color of green for long positions and red for short positions. Set as desired. Show Losing Trade Groups Losing trade groups are indicated at the exit with label text in the color blue. Used to easily find consecutive losses affecting your strategy’s performance. The dividend payment, if any, is not considered in the calculation of a win or loss. Show Position Values Enable to show the currency value of each position in gold color. Show Max Drawdown (Peak & Trough) Enable to show the peak and trough labels on the price chart. Based on equity at bar close. Use to easily identify the bar associated with the peak and trough of equity. Select label size for your preference. Alert on Expiring GTC Orders Backtest Pro includes an optional alert that warns you when a Good-Til-Canceled (GTC) order is approaching expiration. This feature is designed as a safety net, helping you avoid unprotected trades caused by broker-imposed GTC expirations. This alert is sent a few days before a 60-day time period you’re if still in an open position. By default, the alert is enabled, offering protection for traders who may not actively monitor order expiry rules. Professional users who already track expirations can disable the feature in the settings to streamline alerts. 🔌 Signal Connection Click the dropdown and select the entry and exit signal to establish a connection to your indicator. Separate Entry and Exit Signal Connections. Backtest Pro requires separate entry and exit signals. Indicators that already produce distinct events integrate cleanly and make strategies easier to read, debug, and maintain. If your indicator currently uses a combined signal (e.g., buy = 1, sell = –1, flat = 0), that structure can create overlap or conflicts during backtesting. Don’t worry — later in this manual, you’ll learn exactly how to adapt your indicator so it outputs clear entry and exit signals compatible with Backtest Pro. 🔌 Configure Your Indicator for Entry and Exit Signals This section explains how to structure your indicator’s entry and exit signals so they can connect seamlessly with the Backtest Pro engine. Define your own conditions for when to enter or exit positions using any technical logic you prefer. You can configure exits independently of entries or make them dependent on them—for example, exiting only when the opposite entry condition occurs. Below are a few examples of how you might define Long and Short Entry Signals before connecting them to Backtest Pro. ________________________________________________________________________________ Examples of Long Entry Signals ind_sig_long = oscillator > UpperLimit ind_sig_long = ta.crossover(ta.sma(close, 14), ta.sma(close, 28)) ind_sig_long = MACD_hist > 0 Examples of Short Entry Signals ind_sig_short = oscillator < LowerLimit ind_sig_short = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28)) ind_sig_short = MACD_hist < 0 ________________________________________________________________________________ Combining and Refining Your Signals If your indicator uses multiple internal conditions, you can combine them using logical operators or threshold rules before connecting to the Backtest Pro engine. 1. Combine multiple conditions Use logical and / or to merge your conditions into one signal: Entry_Long = ind_sig_long1 and ind_sig_long2 // both must be true Entry_Short = ind_sig_short1 or ind_sig_short2 // either may be true ________________________________________________________________________________ 2. Require a minimum number of confirming conditions You can also define a threshold for how many entry conditions must be true before triggering a signal. This can help ensure stronger confirmation. minNbr_Entries = input.int(defval=1, title='Min Number of Entry Conditions') // Convert boolean signals to numeric form longCount = (ind_sig_long1 ? 1 : 0) + (ind_sig_long2 ? 1 : 0) shortCount = (ind_sig_short1 ? 1 : 0) + (ind_sig_short2 ? 1 : 0) // Require at least minNbr_Entries to confirm signal Entry_Long = longCount >= minNbr_Entries Entry_Short = shortCount >= minNbr_Entries Do likewise for your Exit conditions to ensure consistency in trade confirmation. ________________________________________________________________________________ Defining Exits Independent of Entries Exit_Long = ta.crossunder(ta.rsi(close, 14), 70) Exit_Short = ta.crossover(ta.rsi(close, 14), 30) Dependent on Entries Exit_Long = Entry_Short // exit longs when short entry triggers Exit_Short = Entry_Long // exit shorts when long entry triggers ________________________________________________________________________________ Final Signals to Connect to Backtest Pro entry_signal = Entry_Long ? 1 : Entry_Short ? -1 : 0 exit_signal = Exit_Long ? 1 : Exit_Short ? -1 : 0 plot(entry_signal, title="entry_signal", color = color.blue, display=display.data_window) plot(exit_signal, title="exit_signal", color = color.red, display=display.data_window) ________________________________________________________________________________ Notes You can easily expand this structure to handle three or more conditions by adding them to the count expression. If your indicator already provides a single entry_signal, you can connect it directly to Backtest Pro without modification. Always ensure your final Entry_Long, Entry_Short, Exit_Long, and Exit_Short variables are boolean (true / false). 🔒 Connecting Closed-Source Indicators If your indicator is closed-source (meaning you cannot view or modify its internal code), you’ll need to work with the plotted values it provides. Create a connection indicator that reads those plotted values and converts them into clear entry and exit signals using the logic described above. This connection indicator acts as a bridge between the closed-source indicator and Backtest Pro, allowing you to translate its behavior into standardized signal logic that the engine can process. ⚙️ PROPERTIES TAB SETTING Initial Capital : Set as desired. Base Currency : Leave as Default. The Backtest Pro is designed to use the instrument’s native currency, so changing this is not necessary. Order Size : Essentially disabled. Position sizing is handled in the Inputs tab and is based on a percentage of equity. Pyramiding : Set as desired. Commission : Enter as a percentage of position value. The Backtest Pro is designed to work only with commission expressed this way. Verify Price for Limit Orders : Set as desired. Slippage : Set as desired. See the Dwn/Up Gap values in Data Window to get an idea of possible values to use. Margin (Leverage Trading): The Backtest Pro supports both leveraged and non-leveraged trading (default is no leverage). Note : The following two settings apply at the trade group level . For example, to trade with 5× leverage, enter 20 (1 ÷ 5 × 100 = 20). Margin for Long Positions : Set as desired. Default is 100%. Margin for Short Positions : Set as desired. Default is 100%. Recalculate After Order Is Filled (default is enabled) Enabling this allows the Backtest Pro to function correctly and to recalculate immediately after an order is filled , which makes it possible to: Enter and exit on the same bar (because the strategy sees the fill instantly). Trigger alerts immediately after the fill , instead of waiting for the next bar close. You may see the following Caution! message in the TradingView Strategy Tester: This warning occurs because the strategy parameter calc_on_order_fills = true . You can safely close the caution message and know the Backtest Pro will produce realistic backtest results. Recalculate On every tick : Disable. Fill Orders Using Bar Magnifier : Recommended if your TradingView plan supports it. Improves intrabar accuracy, but the strategy can still run without it. On Bar Close : Must remain disabled. Enabling this prevents the Backtest Pro from working as intended. ⚠️ Caution : Enabling On Bar Close forces all orders to be evaluated only at bar close. This disables intrabar logic, prevents same-bar entries and exits, and breaks trailing stop / pyramid behavior. For the Backtest Pro to work as intended, On Bar Close must remain disabled . Using Standard OHLC : Recommended if running the strategy on Heikin Ashi charts. Otherwise, set as desired. The default is enabled. 📢 Using The Alert Dialog Box Message Field When setting alerts, include alert() function calls with order fills to allow notifications for drawdown exceeded, Failed to Trade (if enabled), and to be warned of expiring GTC orders (if enabled). Example Message for Order Fill Alerts (This is just an example. Consult TV manual for possible placeholders to use.) Position: Current = {{strategy.market_position}}, Previous = {{strategy.prev_market_position}} {{strategy.order.action}} {{strategy.order.contracts}} shares at price = {{strategy.order.price}} on {{exchange}}:{{ticker}} (TF: {{interval}}) Equity_Multiplier = {{strategy.order.contracts}} x {{strategy.order.price}} ÷ {{plot("Equity")}} {{strategy.order.alert_message}} Note : Use a known account equity multiplied by Equity_Multiplier to determine the total currency amount required for position sizing—especially when managing multiple accounts with different equity levels. What {{strategy.order.alert_message}} Includes This placeholder automatically inserts the additional information generated for each order fill alert (blank for exits): Stop Price (on first entries is based on bar close prior to order fill bar) TSL Offset (Pts) distance from Favorable Extreme (for pyramid entries) TP (on first entries is based on bar close prior to order fill bar) Price Gap (Pts) based on your gap selection and slippage entered Example Message for Bot Trading Alerts (You must consult your specific bot for configuring the alert message. This is just an example.) "action": "{{strategy.order.action}}", “price”: {{strategy.order.price}} "amount": {{strategy.order.contracts}}, "botId": "1234"
Стратегия Pine Script®
от CoinOperator
Bull Market Pro Trend Strategy proBull Market Pro Trend Strategy is a trend-following trading system specifically optimized for bullish market conditions. It is designed to help traders enter trends more efficiently, reduce unnecessary stop-outs, and systematically capture extended bullish moves. The strategy features loose yet structured entry conditions, allowing participation in early or mid-stage trends without being overly restrictive. Risk management is handled through an ATR-based dynamic stop-loss, which adapts to market volatility and provides more realistic and flexible protection compared to fixed stop levels. As the trend develops, the strategy supports scaled position building, enabling gradual position increases under controlled risk, aiming to maximize gains during sustained bullish trends. This strategy is best suited for: Clear bullish trend environments Markets with moderate to high volatility Traders seeking rule-based and systematic trend-following approaches It can be used for live market analysis, strategy backtesting, and trend trading studies. Disclaimer: This strategy is for educational and research purposes only. Past performance does not guarantee future results. Always apply proper risk management when using any trading strategy.
Стратегия Pine Script®
от wy178666
Golden Vector Trend Orchestrator (GVTO)Golden Vector Trend Orchestrator (GVTO) is a composite trend-following strategy specifically engineered for XAUUSD (Gold) and volatile assets on H4 (4-Hour) and Daily timeframes. This script aims to solve a common problem in trend trading: "Whipsaws in Sideways Markets." Instead of relying on a single indicator, GVTO employs a Multi-Factor Confluence System that filters out low-probability trades by requiring alignment across Trend Structure, Momentum, and Volatility. 🛠 Methodology & Logic The strategy executes trades only when four distinct technical conditions overlap (Confluence). If any single condition is not met, the trade is filtered out to preserve capital. 1. Market Structure Filter (200 EMA) Indicator: Exponential Moving Average (Length 200). Logic: The 200 EMA acts as the baseline for the long-term trend regime. Bullish Regime: Price must close above the 200 EMA. Bearish Regime: Price must close below the 200 EMA. Purpose: Prevents counter-trend trading against the macro direction. 2. Signal Trigger & Trailing Stop (Supertrend) Indicator: Supertrend (ATR Length 14, Factor 3.5). Logic: Uses Average True Range (ATR) to detect trend reversals while accounting for volatility. Purpose: Provides the specific entry signal and acts as a dynamic trailing stop-loss to let profits run while cutting losses when the trend invalidates. 3. Volatility Gatekeeper (ADX Filter) Indicator: Average Directional Index (Length 14). Threshold: > 25. Logic: A high ADX value indicates a strong trend presence, regardless of direction. Purpose: This is the most critical filter. It prevents the strategy from entering trades during "choppy" or ranging markets (consolidation zones) where trend-following systems typically fail. 4. Momentum Confirmation (DMI) Indicator: Directional Movement Index (DI+ and DI-). Logic: Checks if the buying pressure (DI+) is physically stronger than selling pressure (DI-), or vice versa. Purpose: Ensures that the price movement is backed by genuine momentum, not just a momentary price spike. 📋 How to Use This Strategy 🟢 LONG (BUY) Setup A Buy signal is generated only when ALL of the following occur simultaneously: Price Action: Price closes ABOVE the 200 EMA (Orange Line). Trigger: Supertrend flips to GREEN (Bullish). Strength: ADX is greater than 25 (Strong Trend). Momentum: DI+ (Plus Directional Indicator) is greater than DI- (Minus). 🔴 SHORT (SELL) Setup A Sell signal is generated only when ALL of the following occur simultaneously: Price Action: Price closes BELOW the 200 EMA (Orange Line). Trigger: Supertrend flips to RED (Bearish). Strength: ADX is greater than 25 (Strong Trend). Momentum: DI- (Minus Directional Indicator) is greater than DI+ (Plus). 🛡 Exit Strategy Stop Loss / Take Profit: The strategy utilizes the Supertrend Line as a dynamic Trailing Stop. Exit Long: When Supertrend turns Red. Exit Short: When Supertrend turns Green. Note: Traders can also use the real-time P/L Dashboard included in the script to manually secure profits based on their personal Risk:Reward ratio. 📊 Included Features Real-Time P/L Dashboard: A table in the top-right corner displays the current trend status, ADX strength, and the Unrealized Profit/Loss % of the current active position. Smart Labeling: Buy/Sell labels are coded to appear only on the initial entry trigger. They do not repaint and do not spam the chart if the trend continues (no pyramiding visualization). Visual Aids: Background color changes (Green/Red) to visually represent the active trend based on the Supertrend status. ⚠️ Risk Warning & Best Practices Asset Class: Optimized for XAUUSD (Gold) due to its high volatility nature. It also works well on Crypto (BTC, ETH) and Major Forex Pairs. Timeframe: Highly recommended for H4 (4 Hours) or D1 (Daily). Using this on lower timeframes (M5, M15) may result in false signals due to market noise. News Events: Automated strategies cannot predict economic news (CPI, NFP). Exercise caution or pause trading during high-impact economic releases.
Стратегия Pine Script®
от Gustav_Rex
2
Adaptive Cycle & Trend StrategyThe Adaptive Cycle & Trend Strategy is a fully rules-based trading strategy designed to adapt dynamically to changing market conditions. Instead of relying on a single static exit model, the strategy continuously evaluates market volatility and trend structure to determine the most appropriate exit behavior for the current regime. This allows it to respond differently in trending environments than in high-volatility or corrective phases. The strategy is optimized for the 1W timeframe and focuses on capturing meaningful market cycles rather than short-term noise. Entries and exits are generated algorithmically and remain consistent across assets, making the system applicable to both low-volatility markets (such as Bitcoin) and higher-volatility instruments. Key characteristics: Adaptive exit logic based on volatility regimes Cycle- and trend-aware trade management Fully rule-based, no discretionary inputs Designed for higher timeframes (1W, 1M) and long-term market structure No indicators required for interpretation This strategy is intended for systematic analysis and backtesting purposes only. It does not constitute financial or investment advice.
Стратегия Pine Script®
от Monarch_Strategies
Cerber - Alts (Z-Score)🐺 CERBER ALTS (Z-SCORE) Momentum-based strategy using Z-Score normalized Rate of Change for big-cap altcoins. ━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CONCEPT ━━━━━━━━━━━━━━━━━━━━━━━ This strategy identifies momentum opportunities by normalizing the Rate of Change (ROC) into a Z-Score. Unlike fixed percentage thresholds, Z-Score adapts to each asset's unique volatility regime, making it ideal for altcoins with varying price dynamics. Entries occur when momentum surges beyond 1.5 standard deviations from the mean — capturing explosive moves while filtering out noise. ━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━ • ROC Lookback: 30 days (momentum measurement window) • Z-Score Window: 60 days (volatility normalization period) • Entry Threshold: 1.5σ (enter on strong momentum) • Exit Threshold: 0.0σ (exit when momentum normalizes) • DEMA Filter: Weekly 21 DEMA trend filter (optional) ━━━━━━━━━━━━━━━━━━━━━━━ 📊 MODES ━━━━━━━━━━━━━━━━━━━━━━━ 1️⃣ Z-Score Mode (Default) Adaptive thresholds based on volatility — recommended for altcoins 2️⃣ Fixed Mode Traditional percentage-based ROC thresholds ━━━━━━━━━━━━━━━━━━━━━━━ 🎨 DISPLAY FEATURES ━━━━━━━━━━━━━━━━━━━━━━━ • Z-Score / ROC oscillator with dynamic coloring • Entry & exit threshold lines with neutral zone fill • Position background highlighting • Info table with current settings ━━━━━━━━━━━━━━━━━━━━━━━ ✅ BEST SUITED FOR ━━━━━━━━━━━━━━━━━━━━━━━ • Big-cap altcoins: SOL, ETH, AVAX, MATIC, FTM, LINK, HBAR, UNI etc. • Daily timeframe • Trending market conditions • Spot or low-leverage positions ⚠️ Risk Disclaimer: This strategy is for educational purposes. Always use proper risk management and backtest on your specific asset before trading.
Стратегия Pine Script®
от Crypto3888