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Cosmic Volume Analyzer [JOAT] Cosmic Volume Analyzer - Astrophysics Edition Overview Cosmic Volume Analyzer is an open-source oscillator indicator that applies astrophysics-inspired concepts to volume analysis. It classifies volume into buy/sell categories, calculates volume flow, detects accumulation/distribution phases, identifies climax volume events, and uses gravitational and stellar mass analogies to visualize volume dynamics. What This Indicator Does The indicator calculates and displays: Volume Classification - Categorizes each bar as CLIMAX_BUY, CLIMAX_SELL, HIGH_BUY, HIGH_SELL, NORMAL_BUY, or NORMAL_SELL Volume Flow - Percentage showing buy vs sell pressure over a lookback period Buy/Sell Volume - Separated volume based on candle direction Accumulation/Distribution - Phase detection using Money Flow Multiplier Volume Oscillator - Fast vs slow volume EMA comparison Gravitational Pull - Volume-weighted price attraction metric Stellar Mass Index - Volume ratio combined with price momentum Black Hole Detection - Identifies extremely low volume periods (liquidity voids) Supernova Events - Detects extreme volume with extreme price movement Orbital Cycles - Sine-wave based cyclical visualization How It Works Volume classification uses volume ratio and candle direction: classifyVolume(series float vol, series float close, series float open) => float avgVol = ta.sma(vol, 20) float volRatio = avgVol > 0 ? vol / avgVol : 1.0 if volRatio > 1.5 if close > open classification := "CLIMAX_BUY" else classification := "CLIMAX_SELL" else if volRatio > 1.2 // HIGH_BUY or HIGH_SELL else // NORMAL_BUY or NORMAL_SELL Volume flow separates buy and sell volume over a period: calculateVolumeFlow(series float vol, series float close, simple int period) => float currentBuyVol = close > open ? vol : 0.0 float currentSellVol = close < open ? vol : 0.0 // Accumulate in buffers float flow = (buyVolume - sellVolume) / totalVol * 100 Accumulation/Distribution uses the Money Flow Multiplier: float mfm = ((close - low) - (high - close)) / (high - low) float mfv = mfm * vol float adLine = ta.cum(mfv) if adLine > adEMA and ta.rising(adLine, 3) phase := "ACCUMULATION" else if adLine < adEMA and ta.falling(adLine, 3) phase := "DISTRIBUTION" Gravitational pull uses volume-weighted price distance: gravitationalPull(series float vol, series float price, simple int period) => float massCenter = ta.vwma(price, period) float distance = math.abs(price - massCenter) float mass = vol / ta.sma(vol, period) float gravity = distance > 0 ? mass / (distance * distance) : 0.0 Signal Generation Signals are generated based on volume conditions: Buy Climax: Volume exceeds 2 standard deviations above average on bullish candle Sell Climax: Volume exceeds 2 standard deviations above average on bearish candle Strong Buy Flow: Volume flow exceeds positive threshold (default 45%) Strong Sell Flow: Volume flow exceeds negative threshold (default -45%) Supernova: Volume 3x average AND price change 3x average Black Hole: Volume 2 standard deviations below average Dashboard Panel (Top-Right) Volume Class - Current volume classification Volume Flow - Buy/sell flow percentage Buy Volume - Accumulated buy volume Sell Volume - Accumulated sell volume A/D Phase - ACCUMULATION/DISTRIBUTION/NEUTRAL Volume Strength - Normalized volume strength Gravity Pull - Current gravitational metric Stellar Mass - Current stellar mass index Cosmic Field - Combined cosmic field strength Black Hole - Detection status and void strength Signal - Current actionable status Visual Elements Volume Ratio Columns - Colored bars showing normalized volume Volume Flow Line - Main oscillator showing flow direction Flow EMA - Smoothed flow for trend reference Volume Oscillator - Area plot showing fast/slow comparison Gravity Field - Area plot showing gravitational pull Orbital Cycle - Circle plots showing cyclical pattern Stellar Mass Line - Line showing mass index Climax Markers - Fire emoji for buy climax, snowflake for sell climax Supernova Markers - Diamond shapes for extreme events Black Hole Markers - X-cross for liquidity voids A/D Phase Background - Subtle background color based on phase Input Parameters Volume Period (default: 20) - Period for volume calculations Distribution Levels (default: 5) - Granularity of distribution analysis Flow Threshold (default: 1.5) - Multiplier for flow significance Accumulation Period (default: 14) - Period for A/D calculation Gravitational Analysis (default: true) - Enable gravity metrics Black Hole Detection (default: true) - Enable void detection Stellar Mass Calculation (default: true) - Enable mass index Orbital Cycles (default: true) - Enable cyclical visualization Supernova Detection (default: true) - Enable extreme event detection Suggested Use Cases Identify accumulation phases for potential long entries Watch for distribution phases as potential exit signals Use climax volume as potential exhaustion indicators Monitor volume flow for directional bias Avoid trading during black hole (low liquidity) periods Watch for supernova events as potential trend acceleration Timeframe Recommendations Best on 15m to Daily charts. Volume analysis requires sufficient trading activity for meaningful readings. Limitations Volume data quality varies by exchange and instrument Buy/sell separation is based on candle direction, not actual order flow Astrophysics concepts are analogies, not literal physics A/D phase detection may lag during rapid transitions Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
RAPF Plus - Forecast Cones - Payoff Greeks - Calibration HarnessRAPF+ Manual (v2.2 — “variable ↔ chart label” clarified) RAPF+ — Forecast Cones + Payoff Greeks + Calibration Harness ────────────────────────────────────────────────────────────────────────────── 0) What this indicator is ────────────────────────────────────────────────────────────────────────────── RAPF+ is a forecast-and-score system: it predicts a future price range, then later checks whether that prediction was accurate — and only generates signals whenthe conditions are trustworthy. Core idea (the “lightbulb moment”): You’re not trading a static band. You’re trading “today’s range that was predicted h bars ago.” ────────────────────────────────────────────────────────────────────────────── 1) Mental Model (Non-Quant Friendly) ────────────────────────────────────────────────────────────────────────────── Weather Forecast Analogy - Bollinger Bands are like looking out the window to see if it’s raining now. - RAPF+ is like checking the forecast made 3 days ago for today, then grading it. Interpretation: - If the forecast said “normal range” and the price stays inside the cone: → forecast held → “hold/trend environment” - If price breaks outside the cone: → forecast failed → “breakout shock” or “overextension” (depends on mode) Why this matters: RAPF+ is about whether the *old forecast* was correct, not just where the price is now. ────────────────────────────────────────────────────────────────────────────── 2) What You See on the Chart (and what the internal variables are called) ────────────────────────────────────────────────────────────────────────────── Important: Variable names like aUp/aDn/aMid are INTERNAL to the code. On the chart and in the Data Window, you’ll see them by their PLOT NAMES. How to read exact values: - Hover a candle → open TradingView “Data Window” → find this indicator → read plot values. - Or hover the plotted line to see its value. - Or enable “Indicators Values” on the right scale to see last values. A) Forecast Cones (future projections) These are projected to the right of current candles (offset by H1/H2/H3). Code variables (forecast for each horizon): - mid1 / up1 / dn1 = forecast median/upper/lower at Horizon H1 (projected right) - mid2 / up2 / dn2 = forecast median/upper/lower at Horizon H2 (projected right) - mid3 / up3 / dn3 = forecast median/upper/lower at Horizon H3 (projected right) Chart plot names (what users will see): - “P50 H1”, “Upper H1”, “Lower H1” - “P50 H2”, “Upper H2”, “Lower H2” - “P50 H3”, “Upper H3”, “Lower H3” Use forecast cones for planning (expectations, targets), NOT direct signal triggers. B) Density Fan (optional) Layered confidence bands (50–95%) for a selected horizon. Code variables: - upDen50/dnDen50 … upDen95/dnDen95 (selected density horizon) Chart plot names: - “Den Up 50”, “Den Dn 50”, … “Den Up 95”, “Den Dn 95” (usually hidden; fills visible) C) Applied Cone (the tradeable one) This is the cone that actively interacts with the CURRENT candle. The Applied Cone is a “prediction made h bars ago, applied to today.” It uses “old” cone values (shifted buffers) and then selects one horizon. Internal variables (used by signals): - aMid = applied median line for the selected Signal Horizon (H1/H2/H3) - aUp = applied upper bound for the selected Signal Horizon - aDn = applied lower bound for the selected Signal Horizon Chart plot names (what users will see): - aMid → “Applied Mid” - aUp → “Applied Up” - aDn → “Applied Dn” Trading cue: - Signals are generated by price crossing the Applied Cone (aUp/aDn), meaning price broke outside the range that was predicted h bars ago for today. Visual cue (important): - Applied Cone = the one interacting with current candles (now). - Forecast Cones = projected to the right into the future. ────────────────────────────────────────────────────────────────────────────── 3) The Stats Table (How to Trust It) ────────────────────────────────────────────────────────────────────────────── The table grades the model across H1/H2/H3: Coverage (most important) - “How often did realized price land inside the predicted cone?” - Target ≈ conf (e.g., 80%) Interpretation: - Coverage below target: cones too tight OR regime changed - Coverage above target: cones conservative (wider than needed) Dir Acc (Direction Accuracy) - “How often was the direction of the forecast correct?” - Compares sign(forecast mid - old spot) vs sign(realized move) MAE (Mean Absolute Error) - Average miss from the predicted midline (lower is better) Avg Width - Average cone width (how “expensive” the forecast is in range terms) Warm-up note (important) - Stats use warmupBars (default 50) to avoid early-history spikes. - If you see dashes/empty values on load, wait for more bars to load/scroll back. Horizon selection tip Pick the horizon that best balances: - Coverage near/above target - Dir Acc acceptable - MAE low - Width reasonable ────────────────────────────────────────────────────────────────────────────── 4) The Risk Gate (When Signals Matter) ────────────────────────────────────────────────────────────────────────────── RAPF+ has an explicit “stand down” filter. Signals are considered valid only when okRisk = YES, based on: - Trust ≥ Min Trust - RegimeRisk ≤ Max RegimeRisk - Coverage(selected horizon) ≥ Min Coverage - Enough bars have elapsed for that horizon HUD labels (what users see) vs code variables: - “RegimeRisk” in HUD = regimeRisk in code - “Trust” in HUD = trustTrend in code - “μ(bar)” in HUD = muBar in code - “σ(bar)” in HUD = sigmaBar in code - “okRisk YES/no” = okRisk boolean in code If okRisk = NO: DEFAULT ACTION = HOLD / reduce risk / stay flat This is “no signal.” It is a “low-quality environment.” What RegimeRisk/Trust mean (simple) - RegimeRisk rises when volatility is high and/or unstable. - Trust = 1 − RegimeRisk - Drift (μ) is damped when Trust is low. ────────────────────────────────────────────────────────────────────────────── 5) Buy / Sell / Hold Playbooks ────────────────────────────────────────────────────────────────────────────── All rules below assume okRisk = YES. A) Breakout Mode (continuation/trend) Signal logic: - BUY/LONG when price crosses above Applied Upper: • internal: close crosses above aUp • chart: close crosses above “Applied Up” - SELL/SHORT when price crosses below Applied Lower: • internal: close crosses below aDn • chart: close crosses below “Applied Dn” Drift direction filter (recommended ON): - Longs require μ > 0 (muBar > 0) - Shorts require μ < 0 (muBar < 0) Management / Hold: - Long bias while price is above aMid (“Applied Mid”) - Short bias while price is below aMid (“Applied Mid”) Exit ideas (choose your style): - Conservative: exit if price re-enters inside the cone (failed breakout) - Balanced: exit on cross back through aMid - Hard stop: exit on cross opposite band Best conditions for Breakout: - Coverage at/above target - Dir Acc decent - Trust healthy (RegimeRisk contained) B) Fade Mode (mean reversion/overextension) Signal logic (opposite philosophy): - SHORT when price breaks above aUp (“Applied Up”) - LONG when price breaks below aDn (“Applied Dn”) Profit logic: - aMid (“Applied Mid”) is the “magnet” / mean reversion target - Many traders scale out toward aMid Re-entry circles (what they mean): - When the price was outside, then it crossed back INSIDE the Applied Cone. - In code: reenterFromAbove / reenterFromBelow - On the chart: small yellow circles near the candle Use as confirmation that the “shock” is fading and/or as take-profit prompts. Best conditions for Fade: - Dir Acc mediocre/low (choppy drift) - Coverage struggling vs target (more violations) - RegimeRisk higher (but still within your maxRisk gate) C) Auto (Cal Error) Mode (adaptive behavior) If Signal Mode = Auto (Cal Error): - If realized coverage ≥ target → uses Breakout - If realized coverage < target → uses Fade Plain English: “If my cones are behaving well, ride continuation. If they’re failing, mean-revert the brakes.” ────────────────────────────────────────────────────────────────────────────── 6) What HOLD Means (3 distinct cases) ────────────────────────────────────────────────────────────────────────────── Hold Type 1: No-trade hold (risk gate fails) - If Trust too low OR RegimeRisk too high OR Coverage too low: → HOLD / reduce risk / stand down Hold Type 2: Inside-cone hold (normal noise) - Inside the Applied Cone is often “business as usual.” - Breakout traders: wait, avoid impulsive adds - Fade traders: take profit / don’t overstay Hold Type 3: Midline bias hold - aMid (“Applied Mid”) acts like “forecast fair value” - Above aMid: bullish bias - Below aMid: bearish bias - Frequent flips around aMid: chop → prefer Fade or no-trade ────────────────────────────────────────────────────────────────────────────── 7) Setup Checklist (Practical Defaults) ────────────────────────────────────────────────────────────────────────────── Step 0 — Select Your Timeframe (avoid noise first) - Daily (1D): Recommended for most crypto assets. Best balance of signal stability + trend capture. - Weekly (1W): Use for macro trend bias (Drift check). Great for direction context, but signals are slower/fewer. - Intraday (1H/4H): Advanced users only. Noisier; typically requires: • Higher confidence (e.g., 0.90+) • Stricter risk gates (higher Min Trust, higher Min Coverage, lower Max RegimeRisk) • Patience with calibration stability Step 1 — Pick Signal Horizon - H1: quick swing - H2: typical swing - H3: position-style Step 2 — Calibrate Coverage (don’t guess) - Coverage below target → increase Cone Width Multiplier - Coverage above target → decrease Cone Width Multiplier - Optional: enable Auto-calibrate Cone Width (servo toward conf + margin) Important: Use Cone Width Multiplier for coverage tuning (that’s what it’s for). Avoid “fixing” coverage by changing cycle settings. Step 3 — Set risk gates (reasonable baseline) - Min Trust ≈ 0.45 - Max RegimeRisk ≈ 0.70 - Min Coverage ≈ 0.55+ (raise for fewer, higher-quality trades) Step 4 — Keep Drift Filter ON (recommended) Prevents trading against μ (drift direction). ────────────────────────────────────────────────────────────────────────────── 8) Optional: Payoff + Greeks (Advanced Layer) ────────────────────────────────────────────────────────────────────────────── (Note: The Greeks engine is disabled by default to save performance. You must enable it in indicator settings to see these metrics.) If enabled, RAPF+ estimates the expected payoff for Straddle/Call/Put under the model distribution (with optional fat-tail mixture) plus Δ / Γ / ν / Θ. Use cases: - Assess convexity vs mean reversion preference - Spot/vol sensitivity awareness - Horizon comparisons for “optionality-like” behavior If you’re a spot-only trader, you can ignore this section. ────────────────────────────────────────────────────────────────────────────── 9) One-Page Rules Card ────────────────────────────────────────────────────────────────────────────── PRE-CHECK - Choose timeframe (prefer 1D for most crypto) - Choose signal horizon (H1/H2/H3) - Prefer horizon with good Coverage and acceptable Dir Acc - Trade only if okRisk = YES BREAKOUT MODE - Buy on cross above “Applied Up” (aUp) (μ>0 if drift filter ON) - Sell/short on cross below “Applied Dn” (aDn) (μ<0 if drift filter ON) - Hold while aligned with “Applied Mid” (aMid) - Exit on re-entry / aMid cross / opposite band (your style) FADE MODE - Short on break above “Applied Up” (aUp) - Long on break below “Applied Dn” (aDn) - Target “Applied Mid” (aMid) as the mean reversion magnet - Re-entry circles confirm the “shock fade” STAND DOWN - If okRisk = NO → HOLD / reduce risk / no-trade ────────────────────────────────────────────────────────────────────────────── Quick Glossary ────────────────────────────────────────────────────────────────────────────── H1/H2/H3: Forecast horizons in bars conf: Desired coverage probability (e.g., 0.80) Coverage: % of times realized price stayed inside the cone Dir Acc: % of times direction was correct MAE: Avg error vs forecast midline Width: Avg cone width (upper-lower)/spot RegimeRisk: Combined “vol high/unstable” score Trust: 1 − RegimeRisk (how much to trust drift) μ(bar): Estimated per-bar drift (directional bias) σ(bar): Estimated per-bar volatility Applied Cone (present, tradeable): - aMid / aUp / aDn are internal variables - On the chart/Data Window, they appear as: aMid = “Applied Mid” aUp = “Applied Up” aDn = “Applied Dn” Forecast Cones (future projections): - mid1/up1/dn1 (H1), mid2/up2/dn2 (H2), mid3/up3/dn3 (H3) - On the chart, they appear as: “P50 H1/Upper H1/Lower H1”, etc.
Индикатор Pine Script®
от actemplet
SMAcross-mvrOverview SMAcross-mvrNew is a flexible, non-repainting moving-average strategy designed for clarity, configurability, and reliable backtesting. It supports multiple entry styles, optional layered exits, and full-capital position sizing, while remaining stable during chart zooming and dragging. 🚀 What’s New in v2 ✅ Multiple Entry Modes You can now choose how trades are entered: Entry Mode A: Short SMA crosses Long SMA Entry Mode B: Price crosses Long SMA This allows both classic MA-crossover trading and trend-continuation pullback entries using the same strategy. ✅ Modular Exit System (Checkbox-Based) Exit logic is now fully modular using independent checkboxes: ☑ Exit on opposite signal ☑ Exit when price closes beyond Short SMA You may enable one, both, or neither. If both are enabled, the strategy exits on whichever condition occurs first. ✅ Terminology Clarity All labels, inputs, and alerts now use semantic naming: Short SMA (formerly 13 SMA) Long SMA (formerly 30 SMA) This makes the strategy easier to understand and future-proof if SMA lengths are changed. ✅ Full-Capital Position Sizing Each trade uses 100% of available equity, allowing performance to naturally compound over time during backtests. ✅ Optional Visual Enhancements Optional cross price labels (can be toggled on/off) Color-filled zone between Short and Long SMAs for quick trend recognition Optional 200 SMA (off by default) for higher-timeframe context ✅ Alert-Ready (TV-Safe) All alerts use static messages compatible with TradingView’s alert system, making the strategy suitable for: Manual trade notifications Webhook-based automation Broker integrations 🔒 Design Principles No repainting No line continuations (TradingView-safe formatting) Stable behavior when zooming or scrolling Clear separation of entry logic, exit logic, and visuals ⚠️ Notes This script is intended for educational and research purposes. Always forward-test and apply proper risk management before live trading.
Стратегия Pine Script®
от vmedaram1
2
Trend Strength Correlation Pro [TSI-C+]Overview The Trend Strength Correlation Pro (TSI-C+) is a sophisticated oscillator designed to measure the quality and linearity of a trend, rather than just its price magnitude. By calculating the Pearson Correlation Coefficient between Price and Time, it generates a score ranging from -1 (Perfect Bearish Linearity) to +1 (Perfect Bullish Linearity). Unlike standard momentum indicators (like RSI or MACD), this tool filters out market noise to answer a specific question: "Is the market trending in an organized line, or is it chaotic?" Mathematical Concept Pearson Correlation: Measures how strictly the price follows a linear path over a set period. Hull Moving Average (HMA): The input price is pre-smoothed using HMA to reduce lag significantly compared to standard correlations. Adaptive Volatility Bands: The "Dead Zone" (Gray Area) expands and contracts based on the Standard Deviation of the correlation itself. This filters out fake signals during choppy markets. Key Features Asset Presets: A "Market Profile" menu allows you to instantly load optimized parameters for Crypto, Forex, Indices, or Stocks without guessing numbers. Professional HUD: A 3-column "Head-Up Display" provides real-time status on Trend Direction, Numerical Strength, and Actionable Signals. Smart Signal System: Differentiates between a simple breakout and a high-momentum "Strong Trend". How to Use 1. The Signals (Shapes) Triangle (Green/Red): Breakout Entry. The TSI line has crossed out of the gray noise zone. This marks the potential start of a trend. Background Flash (Magenta): Strong Confirmation. The trend has reached a high correlation score (> 0.60). This indicates the trend is accelerating and stable. X-Mark (Orange/Yellow): Exhaustion. The trend strength is dropping back below the strong threshold. This is a statistical warning that trend linearity is failing (potential Take Profit area). 2. The Dashboard (HUD) TREND: Shows the current market state (Bull Power, Bear Power, or Neutral/Chop). ACTION: Gives a suggestion based on the math (e.g., "WAIT", "HOLD LONG", "TAKE PROFIT"). 3. The Lines Gray Zone: When the line is inside the bands, the market is noisy. No trading is recommended. Colored Line: When the line is Green or Red outside the bands, a trend is active. Settings Market Profile: Choose your asset class (Crypto, Forex, etc.) to auto-tune the indicator. Show Signal Shapes: Toggle the visual icons on/off to clean up the chart. Manual Parameters: If "Custom" is selected, you can tweak the Lookback Period, Smoothing Length, and Band Multipliers. Disclaimer This tool is for educational and technical analysis purposes only. It does not provide financial advice. Past performance of a trend algorithm does not guarantee future results.
Индикатор Pine Script®
от mentalExpert19609
RSI + MACD (RSI Divergence) V3.2 RSI + MACD (RSI Divergence) This indicator combines RSI divergence detection with a scaled MACD overlay to help traders visualize momentum structure and divergence more clearly in a single pane. Instead of using RSI and MACD as isolated signals, this script focuses on relative movement, swing structure, and divergence logic, making it especially useful for discretionary traders who analyze momentum behavior rather than fixed indicator levels. ________________________________________ Key Features RSI Divergence Engine • Detects Regular Bullish / Bearish Divergence • Optional Hidden Divergence (for trend continuation) • Uses confirmed pivot logic (left/right lookback) to avoid repainting • Adjustable divergence range to filter weak or overly distant signals RSI is shifted by -50 to center it around zero, allowing better visual alignment with MACD without affecting divergence logic. ________________________________________ Scaled MACD Overlay (Visual Momentum Only) • MACD, Signal, and Histogram are rescaled dynamically to match the RSI oscillator range • Designed for wave structure, phase comparison, and momentum timing • Not intended as a traditional MACD signal generator • Helps identify momentum agreement or disagreement with RSI divergence ________________________________________ Clean & Practical Design • Single pane display (no chart clutter) • Color warnings for RSI overbought / oversold zones • Adjustable scaling lookback for different markets and timeframes • Optimized for smooth performance and non-repainting behavior ________________________________________ How to Use • Best used on indices, crypto, and liquid forex pairs • Combine RSI divergence signals with: o Market structure o Support / resistance o Trend context • Use the MACD overlay to: o Confirm momentum shifts o Spot early loss of strength o Compare oscillator phase alignment This indicator is best suited for analysis and confirmation, not mechanical entry signals. ________________________________________ Notes • MACD values are scaled for visualization only and do not represent real MACD values • Divergence signals are confirmation-based, not predictive • No repainting once pivots are confirmed ________________________________________ Who Is This For? • Swing traders • Momentum & divergence traders • Traders who prefer structure-based confirmation over raw indicator signals • Anyone who wants RSI & MACD behavior in a single, readable oscillator Enjoy and happy trading! DISCLAIMER This script is intended for informational and educational purposes only. It does not constitute financial, investment, or trading advice. All trading decisions made based on its output are solely the responsibility of the user
Индикатор Pine Script®
от MKhoa
RAKSHIT SINGH INDICATORPICCASING Indicator एक Multi-Timeframe Professional Trading System है, जो RSI + VWAP के Combination से High Probability Buy & Sell Opportunities detect करता है। यह Indicator Trend के साथ Entry देता है और केवल तब signal देता है जब Market Pullback के बाद फिर से Trend Continue करने के लिए तैयार हो। 🔥 Strategy Logic Indicator दो Timeframes पर Market Strength चेक करता है: SELL Condition RSI (1 Hour) < 50 RSI (15 Minute) < 50 Price VWAP के नीचे हो Price VWAP के पास आए (Pullback) Bearish Confirmation Candle बने BUY Condition RSI (1 Hour) > 50 RSI (15 Minute) > 50 Price VWAP के ऊपर हो Price VWAP के पास आए (Pullback) Bullish Confirmation Candle बने इससे Indicator केवल वही Signals देता है जहाँ Market में Clear Direction + Strong Momentum + Smart Entry Point मिलता है। 🎯 Best Timeframe ✔️ Recommended: 15 Minute Chart ✔️ Works on: Forex, Crypto, Indices, Commodities, Stocks ⚙️ Features Multi-Timeframe RSI Filtering VWAP Trend Confirmation Smart Pullback Entry Detection Confirmation Candle Logic Clean Buy / Sell Signals Built-in Alerts (Trading & Automation Ready) Full Backtest Supported Strategy 🎯 Purpose PICCASING Indicator Scalpers, Intraday Traders और Swing Traders के लिए बनाया गया है ताकि वे Noise से बचकर केवल High Accuracy Setup पर Trade कर सकें।
Стратегия Pine Script®
от psinghame111
SB - VWDEMA - V2Derivatives - Scalping @ 1 Minute TF Rules : - CE entry - If ATR a& Dema both turns Green. PE entry - If ATR and Dema both turns Red. If both are in opposite colour code, wait till both align in direction and colour coding. Vwap - If price is above Vwap, Calls will be rewarded well ( Try to find out entry in call options ). If Price is below VWAP, Puts will be rewarded well also, try to figure out entry in Put options. Best results - Nifty derivative @ 1 minute TF , However can work well in all other instruments. Display - make your own settings as per your convenience. Mine is attached below for your reference :
Индикатор Pine Script®
от abhishek5780
Area per IntervalDescription This indicator shades the area between 2 curves, an SMA and the nearest open/close to the SMA, and their intersections. The black labels with leader lines describe the calculated area of each shaded section, and the total area accumulated per total number of time intervals for that area. The additional value visible in the status line that is not displayed on the chart is, at any bar index (time interval), the current total area of the incomplete shaded area. Usage - The default color of the shaded areas denote the type of momentum being built before the cross. Green for bullish, red for bearish. - The area value of the shaded areas can be used as a capacity indicator, denoting imbalances between the previous and next crosses. - The area per interval value of the shaded areas can be used as a momentum indicator, denoting which area is carrying more price movement before the price crosses. - Similar to indicators that use dynamic price differences between OHLC data, moving averages, etc, confluence with other momentum indicators that use different elements creates additional confirmation. Conclusion Simple momentum indicator. Comment for possible updates that can be made.
Индикатор Pine Script®
от HeavyVisor
VWAP Long Entry PROVWAP Long Entry PRO - Instruction Manual Overview VWAP Long Entry PRO is a Pine Script v6 indicator designed for day traders following Andrew Aziz's VWAP trading methodology from "How to Day Trade for a Living." The indicator identifies high-probability long entry opportunities when stocks bounce off VWAP with proper trend, volume, and timing confirmation. What This Indicator Does The indicator monitors multiple conditions simultaneously and alerts you only when ALL criteria are met for a valid VWAP long entry: 1. ✅ Price is near VWAP (within customizable proximity) 2. ✅ Price crosses above VWAP (bullish candle confirmation) 3. ✅ Uptrend confirmed (EMA 20 > EMA 50) 4. ✅ Volume spike present (volume > 1.5x average) 5. ✅ Within optimal trading hours (default: first 2 hours after market open) Visual Elements on the Chart 1. VWAP Line (Yellow) * Shows the Volume Weighted Average Price for the current session * Acts as dynamic support/resistance 2. EMA Lines * Blue Line: 20-period Exponential Moving Average * Red Line: 50-period Exponential Moving Average * Trend is bullish when blue is above red 3. Green Triangle Markers * Appear below candles when ALL entry conditions are met * These are your entry signals 4. Background Colors * Light Yellow Background: Price is within proximity zone of VWAP * Light Red Background: Price crossed VWAP but filters failed (helps identify missed opportunities) 5. Filter Status Table (Top Right) Real-time dashboard showing current status of all filters: Filter Status Trend ✓ (green) or ✗ (red) Volume ✓ (green) or ✗ (red) Time ✓ (green) or ✗ (red) Near VWAP ✓ (green) or ✗ (red) Entry OK ✓ GO (lime) or ✗ (orange) How to Use the Indicator Step 1: Apply to Your Watchlist 1. Add VWAP Long Entry PRO to charts of stocks on your morning gappers watchlist 2. Use 1-minute, 2-minute, or 5-minute timeframes 3. Monitor multiple stocks simultaneously Step 2: Wait for Setup Watch the Filter Status Table in the top right corner. A valid entry requires: * All filters showing green ✓ * "Entry OK" showing ✓ GO in lime/green Step 3: Execute the Trade When a green triangle appears below a candle: * Entry: Enter long at or near the close of that candle * Stop Loss: Place stop just below VWAP (typically 2-5 cents below) * Profit Target: Use resistance levels, previous highs, or VWAP + ATR Step 4: Manage the Trade * Hold as long as price stays above VWAP * Exit if price closes back below VWAP * Scale out at resistance levels Customizable Settings Access settings by clicking the gear icon next to the indicator name. VWAP Proximity * Default: 0.002 (0.2%) * Purpose: Defines how close price must be to VWAP * Adjust If: * Too many signals → increase (e.g., 0.001 = 0.1%) * Too few signals → decrease (e.g., 0.003 = 0.3%) Filters Group Trend Filter * Use Trend Filter: Toggle on/off * EMA 20 Length: Default 20 * EMA 50 Length: Default 50 * Purpose: Ensures you're trading with the trend * Disable If: Trading reversals or range-bound stocks Volume Filter * Use Volume Filter: Toggle on/off * Volume Multiplier: Default 1.5 (volume must be 1.5x average) * Volume Average Period: Default 20 bars * Purpose: Confirms institutional participation * Adjust If: * Too restrictive → lower to 1.2x * Need stronger confirmation → increase to 2.0x Time Filter * Use Time Filter: Toggle on/off * Start Hour (EST): Default 9 * Start Minute: Default 30 * Hours to Trade: Default 2 * Purpose: Focus on highest probability time window (9:30-11:30 AM EST) * Adjust If: * Trading afternoon momentum → extend hours to 4-6 * Power hour trading → change start to 15:00, 1 hour Alert Setup Creating an Alert 1. Click the Alert Icon (clock) in top toolbar 2. Condition: Select "VWAP Long Entry PRO" 3. Alert Trigger: Choose "VWAP Long Entry PRO" 4. Options: Select "Once Per Bar Close" 5. Expiration: Set to desired timeframe (default: 60 days) 6. Alert Actions: Enable: * ✓ Notify on App * ✓ Show Popup * ✓ Send Email (optional) * ✓ Play Sound 7. Message: The default message includes: * Ticker symbol * Close price * VWAP value * Confirmation that all filters passed Multi-Symbol Alert To monitor multiple stocks with one alert: 1. In the alert creation dialog, use the Symbol dropdown 2. Select multiple tickers from your watchlist 3. The alert will fire when ANY of those stocks meet the criteria Trading Strategy Based on Andrew Aziz's VWAP Methodology Setup Requirements: * Stock must be "in play" (gap, news, high relative volume from morning scanner) * Price pulls back to VWAP during the trading day * VWAP acts as support for longs (or resistance for shorts) Entry Rules: 1. Wait for price to approach VWAP 2. Confirm VWAP as support with a bullish candle closing above it 3. Enter long on confirmation candle close or next candle open 4. All filters (trend, volume, time) must be green Stop Loss: * Place stop 2-5 cents below VWAP * Adjust based on stock volatility and your risk tolerance Profit Targets: * First target: Previous resistance or swing high * Second target: Daily pivot or Fibonacci extension * Trailing stop: Move stop to breakeven once up 1:1 risk/reward Risk Management: * Risk 1-2% of account per trade * Position size based on distance from stop loss * Aim for 2:1 or 3:1 reward-to-risk ratio Common Scenarios Scenario 1: Clean VWAP Bounce * All filters green ✓ * Price pulls back to VWAP * Green triangle appears * Action: Enter long immediately Scenario 2: Failed Volume * Trend ✓, Time ✓, Near VWAP ✓ * Volume ✗ (red X) * Action: Wait for volume increase or skip trade Scenario 3: Wrong Time Window * All filters green except Time ✗ * Action: If you trade mid-day, consider extending time window in settings Scenario 4: Downtrend * Trend ✗ (EMA 20 < EMA 50) * Action: Skip long entry; consider short setup instead Scenario 5: False Breakout * Light red background appears (filters failed) * Price crossed VWAP but no confirmation * Action: No entry; indicator correctly filtered out weak signal Best Practices 1. Pre-Market Preparation * Run your gappers scanner at 9:00 AM EST * Identify 3-5 stocks "in play" * Add VWAP Long Entry PRO to each chart * Set up alerts for your watchlist 2. Chart Timeframe Selection * 1-minute: Scalping, high-frequency entries (more signals, more noise) * 2-minute: Balanced (recommended for beginners) * 5-minute: Swing entries, fewer but higher-quality signals 3. Combine with Price Action The indicator is a filter and alert system, not a complete strategy. Also consider: * Support/resistance levels * Candlestick patterns (hammer, engulfing) * Overall market trend (SPY, QQQ) * Stock-specific news and catalysts 4. Backtesting * Use TradingView's Bar Replay feature * Review past signals on your favorite stocks * Adjust filter settings based on your results * Document win rate and average R:R 5. Paper Trading First * Test the indicator with paper trading for 1-2 weeks * Track all signals and outcomes * Refine settings before risking real capital Troubleshooting Problem: No Signals Appearing Solutions: * Check if all filters are enabled (they may be too restrictive) * Verify stock has sufficient volume and volatility * Try increasing VWAP proximity from 0.2% to 0.3% * Disable time filter if trading mid-day * Check if stock is actually near VWAP on chart Problem: Too Many Signals Solutions: * Decrease VWAP proximity from 0.2% to 0.1% * Increase volume multiplier from 1.5x to 2.0x * Enable all filters (trend, volume, time) * Use 5-minute chart instead of 1-minute Problem: Filter Status Table Not Visible Solutions: * Scroll chart to right (table is in top right corner) * Check if indicator is loaded (should appear in indicator list on left) * Refresh chart and re-add indicator * Close other overlapping indicators Problem: Alert Not Firing Solutions: * Verify alert is set to "Once Per Bar Close" (not "Only Once") * Check alert hasn't expired * Ensure correct symbols are selected in alert * Confirm indicator is applied to chart with alert Limitations What This Indicator Does NOT Do: * ❌ Automatically enter/exit trades * ❌ Calculate position size * ❌ Account for fundamental news or earnings * ❌ Work on stocks without sufficient liquidity * ❌ Guarantee profitable trades When NOT to Use: * Pre-market or after-hours (VWAP resets at market open) * Low-volume penny stocks (< 100K daily volume) * Stocks without clear trend or catalyst * During major news events or FOMC meetings * First 5 minutes after market open (price discovery phase) Example Trade Walkthrough Stock: XYZ (from morning gappers, +5% gap on earnings)
Time: 10:15 AM EST
Timeframe: 2-minute chart Filter Status Table Shows: * Trend: ✓ (EMA 20 > EMA 50) * Volume: ✓ (2.3x average) * Time: ✓ (within 9:30-11:30 window) * Near VWAP: ✓ (price at $50.05, VWAP at $50.00) * Entry OK: ✗ (waiting for bullish close) Next Candle: * Opens at $50.02 * Drops to $49.98 (testing VWAP) * Closes at $50.08 (bullish candle, above VWAP) * Green triangle appears! * Entry OK: ✓ GO Trade Execution: * Entry: $50.10 (next candle open) * Stop Loss: $49.95 (5 cents below VWAP) * Risk: $0.15 per share * Target 1: $50.40 (previous resistance) = 2:1 R:R * Target 2: $50.70 (daily high) = 4:1 R:R Outcome: * Price rallies to $50.45 * Scale out 50% at Target 1 * Move stop to breakeven ($50.10) * Exit remaining 50% at $50.65 * Result: Profitable trade with 3:1 average R:R Frequently Asked Questions Q: Can I use this for short entries?
A: The current version is for long entries only. For shorts, you'd need to reverse the logic (price rejecting VWAP as resistance, downtrend, etc.). Q: What stocks work best with this indicator?
A: Mid-cap momentum stocks ($1B-$10B market cap), price $10-$100, daily volume > 1M, with a clear catalyst (earnings, news, sector move). Q: Can I trade this on daily or weekly charts?
A: No. VWAP is an intraday indicator that resets each trading day. Use only on intraday timeframes (1m, 2m, 5m, 15m, 30m). Q: Should I take every signal?
A: No. Use the indicator as a filter, not a mechanical system. Consider overall market conditions, stock-specific catalysts, and your own price action analysis. Q: How accurate is this indicator?
A: Accuracy depends on market conditions, stock selection, and your execution. Expect 50-65% win rate with proper 2:1+ risk/reward, similar to Aziz's methodology. Resources * Book: "How to Day Trade for a Living" by Andrew Aziz * VWAP Strategy: Focus on Chapters 7.6 (VWAP Strategy) and supporting examples * Community: Bear Bull Traders (www.bearbulltraders.com) * Practice: Use TradingView's Bar Replay and Paper Trading features Support & Updates For questions, issues, or feature requests, refer to the TradingView script comments or the Bear Bull Traders community. Version: 1.0
Pine Script Version: v6
Last Updated: December 30, 2025 Disclaimer: This indicator is for educational purposes only. Trading involves substantial risk. Past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose. 1. www.tradingview.com
Индикатор Pine Script®
от DJ_muss7rd
Risk Manager Pro: Diamond Edition [Kelly & EV Engine]1. Titolo dello Script Risk Manager Pro: Diamond Edition 2. Descrizione (Copia e incolla nel box descrizione) Risk Manager Pro: Diamond Edition is not just a position size calculator; it is a complete algorithmic trading assistant designed to bridge the gap between technical analysis and professional money management. Many traders focus solely on where to enter. This tool focuses on if you should enter and how much you should risk, using institutional-grade probability models like the Kelly Criterion and Expected Value (EV). 💎 Key Features 1. The "Truth" Metrics (EV & Kelly) Instead of just showing PnL, the dashboard calculates two critical decision-making metrics: Expected Value (EV): Calculated in your currency. It combines your Win Rate, Potential Profit, and Risk. If EV is Green, the trade makes mathematical sense. If Red, you are paying to gamble. Kelly Criterion Edge: Measures your statistical edge. Weighted R:R: Unlike standard calculators that average Risk:Reward, this engine weighs your R:R based on your partial take-profit quantities (e.g., closing 50% at TP1 vs 80% at TP1 changes your real math). 2. Kelly Auto-Sizing Engine (Algo-Sizing) This is the standout feature. When enabled in settings: The script automatically adjusts your position size based on the strength of your statistical edge. If the Kelly score is negative (no edge), the script forces Size = 0 (protecting you from bad trades). If the edge is positive, it scales the risk proportionally (capped at your Max Risk input). 3. Planning Mode vs. Live Mode Planning Mode: Set an Entry Mode to "Manual Level". The visual lines (Entry, SL, TP) detach from the current price, allowing you to plan Limit or Stop orders. The dashboard calculates risks based on that future entry. Live Mode: Anchors calculations to the current Close price for market execution. 4. Institutional Fee Modeling Includes inputs for Commissions, Spread, and Swap. Triple Swap Toggle: A checkbox to account for weekend/Wednesday triple swap costs, crucial for Swing/Position traders. 5. Dynamic Visuals Smart Trail Pilot: A dynamic trailing stop line that changes color from Purple (Risk Zone) to Neon Green (Safe Zone/Locked Profit) once price crosses your entry. Clean Chart Toggle: Hide the background risk boxes for a minimalist view. 🛠️ Dashboard Breakdown Row 1 (Status): Shows active mode (Planning/Live) and the Expected Value (EV). This is your "Go/No-Go" gauge. Row 2 (Edge): Displays your Win Rate and Kelly Status. Row 3 (Sizing): Calculates Lot Size and effective Leverage. Row 4 (PnL): Projected Net Profit and the True Weighted R:R. Row 5 (Costs): Total estimated drag on the account (Fees + Swap + Spread). Row 6 (Context): Trend filter analysis (EMA 50/200 logic). ⚙️ How to Use Configure Profile: Set your Account Balance and Currency. Input Win Rate: Be honest. Input your historical Win Rate (or calculate it from your last 20 trades via the option). Plan the Trade: Select Long/Short. Choose your SL Mode (Fixed, ATR, or Swing Structure). Adjust TPs (Single or Multi-Target). Check the EV: Look at the top right of the dashboard. Is the EV positive? Execute: Use the calculated "Size" for your broker order window. Disclaimer: This tool is for educational and risk management purposes only. It does not provide financial advice. The "Kelly Auto-Sizing" is a mathematical model and does not guarantee future profits. Always trade responsibly. If you find this script useful, please leave a comment with your feedback! Suggestions for improvement are greatly appreciated.
Индикатор Pine Script®
от mentalExpert19609
Auto Liquidity Sweep Trendlines withCustomisable Setting By VJhaThis automatic trendline system draws trendlines automatically. Drawing trendlines has been the most occupying job, so much so good trades are missed by the time these lines are drawn. Points used to draw these trendlines are not ordinary wicks, rather they are liquidity points of huge importance. This trendline system removes any need for mannual tredline drawing. Red and Green trendlines pivot numbers are customisable in setting. Traders can adjust these pivot numbers in setting to their likings and needs. This version is improved and upgraded one.
Индикатор Pine Script®
от vjha55
Nifty OI Support Resistance This study is designed for educational purposes to assist traders in analyzing price structure on the Nifty 50 index. It creates visual reference zones based on standard mathematical intervals used in the derivatives market. Purpose of the Tool: In the Nifty 50 index, price action is often analyzed relative to "Round Numbers" or standard strike intervals (e.g., multiples of 50). This script automatically plots these mathematical reference levels relative to the current price to help users observe price behavior. How It Works: This indicator uses a mathematical formula to identify the nearest standard strike price intervals based on the current close price. Strike Logic: It projects levels at standard 50-point intervals (Nifty's standard strike distance). Volatility Buffers: It adds a user-defined buffer (default: 30 points) around these levels to visualize a "zone" rather than a specific price point. Major Levels: It visually distinguishes major round numbers (multiples of 500) which are often significant for technical analysis. Features: Automated Plotting: Adjusts dynamically as price moves to show relevant upper and lower reference bands. Zone Visualization: Helps in identifying potential areas of support or resistance based on technical structure. Customizable: Users can adjust the strike distance and buffer range to suit different volatility conditions. Usage: This tool is intended to be used as a visual aid for Technical Analysis. It allows users to see where the price is located relative to standard Nifty intervals. ⚠️ STANDARD DISCLAIMER & DISCLOSURE: Nature of Content: This script and description are for educational and informational purposes only. No Financial Advice: This tool does not constitute investment advice, buy/sell recommendations, or trading tips. Not SEBI Registered: The author is not a SEBI registered Research Analyst (RA) or Investment Advisor (IA). Methodology: The levels displayed are generated purely via mathematical calculation based on price inputs and do not represent real-time exchange Open Interest data. Risk Warning: Trading in securities market is subject to market risks. Read all the related documents carefully before investing. User discretion is advised.
Индикатор Pine Script®
от rohit2ten2k
Quarterly Revenue YoY Growth %Quarterly Revenue YoY Growth % (Calculated) The Problem: Hidden Growth Trends Most standard revenue indicators on TradingView only show the raw dollar amounts. While helpful, raw numbers make it difficult to quickly identify growth acceleration or deceleration—the primary driver of stock price multiples. The Limitation: Seeing "$1.28B" in revenue doesn't tell you if the company is growing faster or slower than it was last year. The Solution: This script automatically calculates the Year-over-Year (YoY) percentage change for every fiscal quarter, giving you an instant read on the company's fundamental momentum. How It Works (The Math) To ensure an "apples-to-apples" comparison, this script compares the current quarter's revenue to the revenue from the exact same quarter one year prior: YoY % = * 100 Data Source: Pulls Fiscal Quarter (FQ) revenue data to maintain a clean "step" visualization. Smart History Tracking: The script uses an internal array to track the last 5 quarters of data, ensuring the calculation is strictly Year-over-Year rather than just Quarter-over-Quarter. How to Use It Use this to validate if a stock's valuation (like the EV/GP ratio) is justified by its growth rate. Green Labels (+%): Indicate positive revenue growth. Increasing percentages suggest a company is "scaling" and may justify a higher valuation multiple. Red Labels (-%): Indicate revenue contraction. This is often a major red flag for growth stocks, even if the raw revenue numbers still look large. Key Features Visual Labels: Automatically prints color-coded percentage labels on every new earnings report so you don't have to hover over bars to see the data. Step-Line Plot: Specifically designed to match the "professional terminal" look of your other fundamental indicators. Universal Compatibility: Works on any stock that provides quarterly financial reporting data on TradingView. Disclaimer: This tool is for educational purposes only and does not constitute financial advice.
Индикатор Pine Script®
от mysteriousad22
QuantLabs Mega Multi-Asset DashboardTransform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto. Key Features 1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System: Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices. Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc. Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY. Crypto Page: Top 10 Cryptocurrencies by volume. Switch pages instantly via the Settings menu. 2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary: Full Bull Trend: Intraday + Daily + Weekly trends are all positive. Strong Rally: Asset is up significantly (>1.25%) on the day. Heavy Sell-off: Asset is down significantly (<-1.25%) on the day. Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry). Consolidating: Market is chopping sideways. 3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average): Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend). Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA. 4. "Terminal" Aesthetic Styled with a dark, high-contrast Bloomberg Terminal look. Uses Amber tickers and Neon status blocks for rapid visual scanning. Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard. How to Use Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard. Open Settings (the gear icon) and find "Select Page". Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities) Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
Индикатор Pine Script®
от CustomQuantLabs
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y) This indicator provides a macro bias framework for FX markets by tracking the 2-year government bond yield differential between the United States and Germany. Rather than displaying the spread as a raw calculation, the script translates interest-rate expectations into a clear directional bias, helping traders understand which currency currently holds a rate advantage. The 2Y segment of the yield curve is highly sensitive to: Central bank expectations Forward guidance Shifts in short-term monetary policy outlook How to use Positive spread → USD rate advantage Negative spread → EUR rate advantage Designed to be used as a contextual macro tool, this indicator helps align technical setups with broader monetary conditions. It is not intended as a standalone entry or signal generator.
Индикатор Pine Script®
от emiurz
Fibonacci Level-2 + Level-3 StrategyFibonacci Level-2 + Level-3 Strategy - Complete Guide Winner from 1-Year Backtest: +5.09% Total PnL 📊 Strategy Overview This is a SHORT-only Fibonacci projection breakdown strategy that combines two entry levels for optimal trade frequency and profitability. Core Concept Detect swing highs and lows Calculate Fibonacci projections (0.618, fibb2, 1.272 extension) Enter SHORT when price breaks key levels Target the 1.272 Fibonacci extension Use strict trend, volume, and delta filters 🎯 Entry Rules Level-2 Entry (62% of trades) Trigger: Price breaks below fibb2 (second Fibonacci projection) Target: 1.272 extension Win Rate: 51.0% Avg Win: +2.13% Contribution: +5.39% PnL Level-3 Entry (38% of trades) Trigger: Price breaks below swing low Target: 1.272 extension Win Rate: 74.2% Avg Win: +0.44% Contribution: -0.30% PnL Stop Loss Fixed: 2% above entry price Hit rate: 36.6% of trades 🔍 Filters (Must Pass All) Trend Filter: EMA50 < EMA200 (bearish trend required) Volume Filter: Current volume > 1.0x 20-period average Delta Filter: Swing delta < 30% bullish (not too much buy pressure) 📈 1-Year Backtest Results Period: Dec 31, 2024 - Dec 31, 2025 (364 days) Data: BTC/USDT 15-minute candles from Binance Overall Performance Total Trades: 82 (6.8 per month) Win Rate: 59.8% Total PnL: +5.09% Profit Factor: 1.08 Avg Win: +1.34% Avg Loss: -1.83% Largest Win: +6.33% Largest Loss: -2.00% Avg Trade Duration: 21.3 hours (0.9 days) Monthly Breakdown Month Trades L2 L3 Win% PnL Best Trade Jan 2025 3 1 2 66.7% -1.43% +0.57% Feb 2025 7 4 3 57.1% +6.21% ✅ +4.74% Mar 2025 9 4 5 66.7% +7.47% ✅ +6.33% Apr 2025 8 6 2 25.0% -10.20% ❌ +1.53% May 2025 4 3 1 25.0% -5.54% ❌ +0.46% Jun 2025 7 4 3 42.9% -3.41% +1.34% Jul 2025 7 2 5 71.4% -1.08% +1.22% Aug 2025 8 5 3 75.0% +1.31% +1.70% Sep 2025 5 3 2 80.0% +0.63% +1.42% Oct 2025 7 6 1 85.7% +7.48% ✅ +2.77% Nov 2025 9 7 2 77.8% +10.60% ✅✅ +4.38% Dec 2025 8 6 2 37.5% -6.95% ❌ +1.30% Profitable Months: 6/12 (50%) Best Month: November (+10.60%) Worst Month: April (-10.20%) 🎲 Expected Performance Conservative (50th Percentile) Monthly trades: 6-7 Monthly PnL: +0.5% to +2% Annual return: ~20-30% Aggressive (75th Percentile - Good Months) Monthly trades: 8-9 Monthly PnL: +5% to +10% Annual return: ~80-200% Reality Check Expect 6 profitable and 6 unprofitable months Worst months can be -10% Best months can be +10% Net annual: +5-15% with proper risk management 📋 Implementation Checklist Setup Use BTC/USDT on 15-minute timeframe Set up swing detection (100-period rolling high/low) Calculate EMAs (50 and 200) Track volume MA (20-period) Monitor taker buy/sell volume for delta Entry Signals Identify swing high and swing low Calculate Fibonacci levels (0.618, fibb2, 1.272) Watch for Level-2 breakdown (price < fibb2) Watch for Level-3 breakdown (price < swing low) Validate ALL filters before entry Position Management Enter SHORT at current price Set stop loss at entry + 2% Set take profit at 1.272 extension Monitor position continuously Close at TP, SL, or manually if needed 💰 Risk Management Position Sizing Account Size: $10,000 Risk per trade: 2% = $200 Entry: $90,000 Stop Loss: 2% = $91,800 Position Size: $200 / ($1,800 / $90,000) = $10,000 With 10x leverage: Use $1,000 margin Rules Never risk more than 2% per trade Daily loss limit: -4% (stop trading for the day) Weekly loss limit: -10% (review strategy) Maximum 3 open positions at once 📊 Trade Log Template Track every trade: Date & Time Level (Level-2 or Level-3) Entry Price Stop Loss Price Target Price Swing Range % Filters Passed (trend, volume, delta) Exit Price PnL % Exit Reason Notes 🚀 Going Live Week 1-2: Paper Trading Set up alerts on TradingView Track all signals Don't take real trades Verify strategy logic Target: 6-8 paper trades Week 3-4: Live (Small Size) Start with $500-1000 positions Risk only 1% per trade (not 2%) Take 5-8 trades Compare actual vs backtest Month 2+: Scale Up If win rate >55% and monthly PnL >0%: Increase to 2% risk per trade Use full position sizes If win rate <50%: Stay at 1% risk Review and refine 📁 Files Production Script File: fibonacci_level2_level3_strategy.py Run backtest: python3 fibonacci_level2_level3_strategy.py Output: Comprehensive performance report Monthly breakdown Level-by-level analysis Trade log CSV file Trade Log Latest: fibonacci_level2_level3_20251231_114019.csv Contains all 82 trades with: Entry/exit times and prices PnL percentages Level names (Level-2 or Level-3) Swing characteristics Exit reasons Filter validations 🎯 Key Success Factors What Makes This Work Level-2 provides the profit (+5.39% contribution) Decent win rate (51%) Good avg wins (+2.13%) Most trades come from Level-2 Level-3 adds volume (31 trades, 74% WR) High win rate but small wins Provides trading opportunities Diversifies entry points Combo smooths performance 6.8 trades/month (manageable) Mix of consistent (L2) and high-WR (L3) Better than either alone What Can Go Wrong Bad months happen (50% of months unprofitable) April: -10.20% May: -5.54% Don't overtrade to recover Small wins on Level-3 Avg +0.44% doesn't move the needle Need Level-2 for profitability Stop losses hit frequently (36.6%) 2% SL hits often Must accept losses as part of strategy 🔬 Advanced Optimizations Potential Improvements (Not Tested) Add session filters Only trade London (9AM-12PM Thailand) Only trade NY AM (4:30PM-6PM Thailand) May improve win rate Add RSI filter Only short when RSI < 40 Avoid shorting oversold conditions Dynamic stop loss Use ATR-based stops May reduce SL hit rate Partial exits Close 50% at 1% profit Let 50% run to target Locks in some profit ⚠️ Test any changes thoroughly before going live! 📞 Support Questions or issues? Review: The backtest code in fibonacci_level2_level3_strategy.py Trade logs in CSV files Monthly breakdown for pattern analysis ✅ Final Checklist Before Live Trading Understand both Level-2 and Level-3 entry logic Can calculate Fibonacci levels manually Verified all filters (trend, volume, delta) Practiced paper trading for 2 weeks Set up proper position sizing (2% risk max) Defined daily/weekly loss limits Ready to accept losses as part of trading Won't revenge trade after losses Will track every trade in journal Strategy Proven: +5.09% on 1 year real data (82 trades) Ready to Trade: Yes, with proper risk management Recommended Capital: Minimum $5,000 Time Commitment: Check charts 2-3x per day Good luck! 🚀
Индикатор Pine Script®
от yeminnaing747474