Strategy Builder v1.0.0 [BigBeluga]🔵 OVERVIEW
The Strategy Builder combines advanced price-action logic, smart-money concepts, and volatility-adaptive momentum signals to automate high-quality entries and exits across any market. It blends trend recognition, market structure shifts, order block reactions, imbalance (FVG) signals, liquidity sweeps, candlestick confirmations, and oscillator-powered divergences into one cohesive engine.
Whether used as a full automation workflow or as a structured confirmation framework, this strategy provides a disciplined, rules-driven method to trade with logic — not emotion.
🔵 BACKTEST WINDOW CONTROL
This module allows you to restrict strategy execution to a specific historical period.
Ideal for performance isolation, regime testing, and forward-walk validation.
Limit Backtest Window
Enabling this option activates custom date filters for the backtest engine.
Start — Define the starting date & time for backtesting
End — Define the ending date & time for backtesting
Only trades and signals inside this window are executed
Reduces computation load on large datasets
Useful for testing specific market environments (e.g., bull cycles, crash periods, sideways regimes)
🔵 SIGNAL GLOSSARY (Advanced Technical Explanation)
Traders can build long and short setups using up to 6 configurable entry conditions for each direction.
Every condition can be set as Bullish or Bearish and mapped to any signal source — allowing deep customization
Below is the full internal logic overview of every signal available in the Strategy Builder.
Signals are based on trend models, volatility structures, liquidity logic, oscillator behavior, and market structure mapping.
Trend Signals (Low-Lag Trend Engine)
Uses a proprietary low-lag baseline + momentum gradient model to detect directional bias.
Trend Signal — Momentum breaks above/below adaptive trend baseline.
Trend Signal+ — Stronger trend confirmation using volatility-weighted momentum.
Trend Signal Any — Triggers when any bullish/bearish trend signal appears.
SmartBand & Retests (Adaptive Volatility Bands)
Dynamic envelope that contracts/expands with volatility & trend strength.
SmartBand Retest — Price retests dynamic band and rejects, confirming continuation.
ActionWave Signals (Impulse-Pullback Engine)
Tracks wave behavior, acceleration and deceleration in price.
ActionWave — Detects directional impulse strength vs pullback weakness.
ActionWave Cross — Momentum acceleration threshold crossed → trend ignition.
Magnet Signals (Liquidity Gravity + Mean Reversion Bias)
Detects zones where price is being drawn due to liquidity voids or imbalance.
Magnet — Trend and liquidity pressure align, creating directional “pull.”
MagnetBar Low Momentum — Low-volatility compression → pre-breakout condition.
Flow Trend (Directional Flow State + ATR Envelope)
Higher-timeframe bias confirmation + dynamic volatility filter.
FlowTrend — Confirms major directional bias (uptrend or downtrend).
FlowTrend Retest — Price tests HTF flow band and rejects → trend resume.
Voltix (Volatility Expansion Pulse)
Detects regime shift from quiet accumulation → trending expansion.
Voltix — Breakout volatility signature, trend acceleration trigger.
Candlestick Pattern (Algorithmic Price Action Recognition)
Auto-recognizes meaningful reversal or continuation candle formations.
Candlestick Pattern — Confirms momentum reversal/continuation via candle logic.
OrderBlock Logic (Institutional Footprint System)
Institutional demand/supply zone tracking with mitigation logic.
Order Block Touch — Price taps institutional zone → reaction filter.
Order Block Break — OB invalidation → institutional flow shift.
Market Structure Engine (Swing Logic + Volume Confirmation)
Tracks major swing breaks and structural reversals.
BoS — Break of Structure in trend direction (continuation bias).
ChoCh — Change of Character — early reversal marker.
Fair Value Gaps (Imbalance & Volume Displacement)
Identifies inefficiencies caused by rapid displacement moves.
FVG Created — Price leaves inefficiency behind.
FVG Retest — Price returns to rebalance inefficiency → reaction zone.
Liquidity Events (Stop-Run & Reversal Logic)
Detects stop-hunt events and liquidity sweeps.
SFP — Swing failure & wick sweep → reversal confirmation.
Liquidity Created — New equal highs/lows form liquidity pool.
Liquidity Grab — Sweep through liquidity line followed by rejection.
Support / Resistance Break Logic
Adaptive zone recognition + momentum confirmation.
Support/Resistance Cross — Zone decisively broken → structural shift.
Pattern Breakouts (Market Geometry Engine)
Tracks breakout from compression & expansion formations.
Channel Break — Channel breakout → trend acceleration.
Wedge Break — Break from contraction wedge → burst of momentum.
Session Logic (Opening Range Behavior)
Session-based volatility trigger.
Session Break — Break above/below session opening range.
Momentum / Reversal Oscillator Suite
Oscillator-driven exhaustion & reversal signals.
Nautilus Signals — Momentum reversal signature (oscillator shift).
Nautilus Peak — Momentum peak → exhaustion risk.
OverSold/Overbought ❖ — Extreme exhaustion zones → reversal setup.
DipX Signals ✦ — Dip buy / Dip sell timing, micro-reversal engine.
Advanced Divergence Engine
Momentum/price disagreement layer with multi-trigger confirmation.
Normal Divergence — Classic divergence reversal.
Hidden Divergence — Trend continuation divergence.
Multiple Divergence — Multiple divergence confirmations stacked → high confidence.
🔧 Adjustable Signal Logic
Some signals in this system can be additionally refined through the strategy settings panel.
This allows traders to tune internal behavior for different market regimes, assets, and volatility conditions.
🔵 LONG / SHORT EXIT CONDITIONS
This section allows you to automate exits using the same advanced market conditions available for entries.
Each exit rule consists of:
Toggle — Enable/disable individual exit rule.
Direction Filter — Trigger exit only if selected market bias appears (Bullish/Bearish).
Signal Type — Choose which market event triggers the exit (same list as entry conditions).
When the active conditions are met, the strategy automatically closes the current position — ensuring emotion-free risk management and systematic trade control.
🔵 TAKE PROFIT & STOP LOSS SYSTEM
This strategy builder provides a fully dynamic risk-management engine designed for both systematic traders and discretionary confirmation users.
Take Profit Logic
Scale out of trades progressively or exit fully using algorithmic TP levels.
Up to 3 Take-Profit targets available
Choose TP calculation method:
• ATR-based distance (volatility-adaptive targets)
• %-based distance (fixed percentage from entry)
Define Size — ATR multiplier or % value
Custom Exit Size per TP (e.g., 25% / 25% / 50%)
Visual TP plotting on chart for clarity
Stop Loss Logic
Automated protection logic for every trade.
Two SL Modes:
• Fixed Stop Loss — static SL from entry
• Trailing Stop Loss — SL follows price as trade progresses
Distance options:
• ATR multiplier (adapts to volatility)
• %-based from entry (fixed distance)
SL dynamically draws on chart for transparency
Trailing SL behavior:
Follows price only in profitable direction
Never moves against the trade
Locks profits as trend develops
🔵 Strategy Dashboard
A compact on-chart performance dashboard is included to help monitor live trade status and backtest results in real time.
It displays key metrics:
Start Capital — Initial account balance used in simulation.
Position Size — % of capital allocated per trade based on user settings (It changes if the trade hits take profits, when more than one take profit is selected).
Current Trade — Shows active trade direction (Long / Short) and real-time % return from entry.
Closed Trades — Counter of completed positions, useful for reading sample size during testing.
🔵 CONCLUSION
The Strategy Builder brings together a powerful suite of smart-money and momentum-driven signals, allowing traders to automate robust trade logic built on modern market structure concepts. With access to trend filters, order blocks, liquidity events, divergence signals, volatility cues, and session-based triggers, it provides a deeply adaptive trade engine capable of fitting many market environments.
Поиск скриптов по запросу "bear"
TMB Invest - Smart Money Concept StrategyEnglish:
**Quick Overview**
The "TMB_SMC_Strategy_v1.1.3" combines a classic trend filter using two EMAs with contrarian RSI entries and simple SMC elements (Fair Value Gaps & Order Blocks). Stop-loss and take-profit orders are volatility-adaptive and controlled via the ATR. An integrated dashboard displays the setup status, stop-loss/take-profit levels, entry reference, and trend, RSI, and ATR values.
---
## Operating Principle
1. **Trend Filter:** A fast EMA (default 50) is compared to a slow EMA (default 200). Trading occurs only in the direction of the trend: long in uptrends, short in downtrends.
2. **Timing via RSI:** Contrarian entries within the trend. Go long when the RSI is below a buy level (default 40); Short when the RSI is above a sell level (standard 60).
3. **Structure Check (SMC Proxy):** An "FVG Touch" serves as additional confirmation that an inefficient price zone has been tested. Order blocks are visualized for guidance but are not a direct entry trigger.
4. **Risk Management via ATR:** Stop-loss and take-profit levels are set as multipliers of the current ATR (e.g., SL = 1×ATR, TP = 2×ATR). This allows target and risk distances to adjust to market volatility.
5. **Simple Position Logic:** Only one position is held at a time (no pyramiding). After entry, stop and limit orders (bracket exit) are automatically placed.
---
## Input Values
* **EMA Fast / EMA Slow:** Lengths of the moving averages for the trend filter.
* **RSI Length / Levels:** Length of the RSI as well as buy and sell thresholds (contra signals within the trend direction).
* **Take Profit (RR) / Stop Loss (RR):** ATR multipliers for TP and SL.
* **Show FVGs & Order Blocks:** Toggles the visual SMC elements (zones/boxes) on or off.
--
## Signals & Execution
* **Long Setup:** Uptrend (fast EMA above slow EMA) **and** RSI below the buy level **and** a current FVG signal in a bullish direction.
* **Short Setup:** Downtrend (fast EMA below slow EMA) **and** RSI above the sell level **and** a current FVG touch in a bearish direction.
* **Entry & Exit:** If the setup is met, the market is entered; stop-loss/take-profit orders are placed immediately according to ATR multiples.
--
## Visualization
* **EMAs:** The fast and slow EMAs are plotted to illustrate the trend.
* **FVGs:** Fair Value Gaps are drawn as semi-transparent boxes in the trend color and projected slightly into the future.
* **Order Blocks:** Potential order block zones from the previous candle are visually highlighted (for informational purposes only).
---
## Integrated Dashboard
A compact table dashboard (bottom left) displays:
* Current **Setup Status** (Long/Short active, Long/Short ready, No Setup),
* **Stop-Loss**, **Take-Profit**, and **Entry Reference**,
* **Trend Status** (Bull/Bear/Sideways),
* **RSI Value**, and **ATR Value**.
Active long/short positions are highlighted in color (green/red).
--
## Practical Guide
1. **Place on Chart** and select the desired timeframe.
2. **Calibrate Parameters** (EMA lengths, RSI levels, ATR multipliers) to match the market and timeframe.
3. **Backtest** across different market phases; prioritize robustness over maximum curve fit.
4. **Fine-Tuning:**
* Shorter EMAs are often useful intraday (e.g., 20/100 or 34/144).
* Adjust RSI levels to market characteristics (45/55 for aggressive trading, 30/70 for conservative trading).
* Increase or decrease ATR multipliers depending on volatility/trading style.
--
## Notes, Limitations & Extensions
* **FVG Definition:** The FVG detection used here is intentionally simplified. Those who prefer a more rigorous approach can switch to a 3-candle definition and fill levels.
* **Order Blocks:** These primarily serve as a guide. Integration into entry/exit logic (e.g., retests) is possible as an extension.
* **Backtest Realism:** Fills may differ from the displayed closing price. For greater accuracy, intrabar backtests or an entry indicator based on the average position price are conceivable.
* **Alerts:** Currently, no alert conditions are defined; these can be added for long/short setups and status messages.
* **Position Management:** By default, no scaling is performed. Partial sales, trailing stops, or multiple entries can be added.
---
## Purpose & Benefits
The strategy offers a clear, modular framework: trend filter (direction), RSI contra timing (entry), SMC proxy via FVG Touch (structure), and ATR-based exits (risk adaptation). This makes it robust, easy to understand, and highly extensible—both for discretionary traders who appreciate visual SMC elements and for systematic testers who prefer a clean, parameterizable foundation.
Futures Fighter MO: Multi-Confluence Day Trading System ADX/SMI👋 Strategy Overview: The Multi-Confluence Mashup
The Futures Fighter MO is a comprehensive, multi-layered day trading strategy designed for experienced traders focusing on high-liquidity futures contracts (e.g., NQ, ES, R2K).
This strategy is a sophisticated mashup that uses the 1-minute chart for surgical entries while enforcing strict environmental filtering through higher-timeframe data. We aim to capture high-conviction moves only when multiple, uncorrelated signals align.
🧠 How the Logic Works (Concepts & Confluence)
Our logic is built on four pillars, which must align for a trade to be executed:
Primary Trend Filter
Indicators :
ADX/DMI (15-Minute Lookback)
Role :
Price action is filtered to ensure the ADX (17/14) is above 25, confirming a strong, prevailing market trend (Bullish or Bearish). Trades are strictly rejected during "Flat" (sideways) market regimes.
Entry Signal Types
The system uses multiple entry types:
- 🟢 Trend Long/Short: A breakout/rejection near the 200-Period EMA is confirmed by the primary ADX trend.
- 🔴 Engulfing Rejection: A strong signal when a Bullish/Bearish Engulfing or Doji prints near the long-term 500-Period EMA (emaGOD) while the Stochastic Momentum Index (SMI on 30M) is in an extreme overbought/oversold state (below $-40$ or above $40$).
Volatility & Volume Confirmation
Indicators: Average True Range (ATR) and 20-Period SMA of Volume
Role: Every entry requires a volume spike (Current Volume $> 1.5 \times$ SMA Volume) to confirm that the move is supported by significant liquidity. Volatility is tracked via ATR to define bar range and stop boundaries.
Structural Guardrails
Indicators: Daily Pivot Points (PP, S1-S3, R1-R3)
Role: Trades are disabled if the current bar's price range intersects with a Daily Pivot Point. This is a critical filter to avoid high-chop consolidation zones near key structural levels.
📊 Strategy Results & Required Disclosures
I strive to publish backtesting results that are transparent and realistic for the retail futures trader.
- Initial Capital: $50,000 - A realistic base for Mini/Micro futures contracts.
- Order Size: 1 Contract (Pyramiding up to 3) - Conservative risk relative to the account size.
- Commission: $0.11 USD per order - Represents realistic costs for low-cost brokers.
- Slippage: 2 Ticks - Accounts for expected market friction.
⚠️ Risk Management & Deviations
Stop-Loss: The strategy uses a dynamic stop-loss system where positions are closed upon a reversal (e.g., breaking the 50-Period EMA or failure to hold a Pivot Point), rather than a fixed tick-based stop. This is suited for experienced traders using a low relative risk (single Micro-contract entry) on a larger account. Users must confirm that the first entry's maximum potential loss remains below $10\%$ of their capital for compliance.
Trade Sample Size: Due to data limitations of the TradingView Essential plan (showing $\approx 50$ trades over 2 weeks), the sample size is under the ideal $100+$ target. Justification: This system is designed to generate signals across a portfolio of correlated futures markets (NQ, ES, R2K, Gold, Crude), meaning the real sample size for a user tracking the portfolio is significantly higher.
Drawdown Control: This strategy is designed for manual management. It requires the user to turn the script/alerts OFF after a significant drawdown and only reactivate it once a recovery trend is established externally.
The strategy uses a combination of dynamic trailing stops, structural support/resistance zones, and a fixed profit target to manage open positions.
🛑 Strategy Exit Logic
1. General Stop-Loss (Dynamic Trailing Stop)
These conditions act as the primary dynamic stop, closing the position if the market reverses past a key Moving Average (MA):
- Long Positions Closed When: The current bar's close crosses under the 50-Period EMA (emaLong).
- Short Positions Closed When: The current bar's close crosses above the 50-Period EMA (emaLong).
2. Profit Target (Fixed Percentage)
The script includes a general exit based on a user-defined profit percentage:
Take Profit Trigger: The position is closed when the currentProfitPercent meets or exceeds the input Profit Target (%) (default is 1.0% of the entry price).
3. Structural Exits (Daily Pivot Points)
These exits are high-priority, "close all" orders that trigger when the price fails to hold or reclaims a recent Daily Pivot Point, suggesting a failure of the current move.
- VR Close All - Long ($\sym{size} > 0$) - Price crosses under a Daily Resistance Level (R1, R2, or R3) minus 1 ATR within the last 10 bars. This indicates the current momentum failed to hold Resistance as support.
- VS Close All - Short ($\sym{size} < 0$) - Price crosses above a Daily Support Level (S1, S2, or S3) plus 1 ATR within the last 10 bars. This indicates the current momentum failed to hold Support as resistance.
4. Trend Failure Exit (Trend-Following Signals Only)
This exit protects against holding a position when the primary high-timeframe trend used for the entry has failed:
- Long Positions Closed When: The primary trend is no longer "bullish" for more than 2 consecutive bars (i.e., it turned "bearish" or "flat").
- Short Positions Closed When: The primary trend is no longer "bearish" for more than 2 consecutive bars (i.e., it turned "bullish" or "flat").
5. End of Day (EOD) Session Control
The final hard exits based on time:
- End of Session (EoS): At 11:30 AM, new trades are disabled (TradingDay := false). Open positions are kept.
- End of Day (EoD): At 1:30 PM, all remaining open positions are closed (strategy.close_all).
🤝 Development & Disclaimer
This script and description were created with assistance from Gemini and GitHub Copilot. My focus is on helping fellow real estate investors and day traders develop mechanically sound systems.
Disclaimer: This is for educational purposes only and does not constitute financial advice. Always abide by the Realtor Code and manage your own risk.
Trend Entry_0 [TS_Indie]Trend Entry_0 — Mechanism Overview
The core structure of this strategy is based on a price action reversal pattern, as detailed below:
In the case of a Bullish Trend Reversal:
The price initially moves in a bearish direction. When candle A forms a low lower than the previous low, the high of candle A becomes a key reference point.
If the next candle closes above the high of candle A , it confirms a Bullish Trend Reversal.
* Upon a Bullish signal, a Long position is opened at the opening price of the next candle (candle B).
* When a subsequent Bearish signal occurs, the Long position is closed at the opening price of the next candle (candle C).
In the case of a Bearish Trend Reversal:
The price initially moves in a bullish direction. When candle A forms a high higher than the previous high, the low of candle A becomes a key reference point.
If the next candle closes below the low of candle A , it confirms a Bearish Trend Reversal.
* Upon a Bearish signal, a Short position is opened at the opening price of the next candle (candle B).
* When a subsequent Bullish signal occurs, the Short position is closed at the opening price of the next candle (candle C).
Options
* The start and end dates of the backtest can be customized.
* The swing lines of the trend can be displayed as an optional visual aid.
* The user can choose whether to open only Long or Short positions.
Backtest Results and Observations
Based on the backtesting results of this strategy across various assets and timeframes, it has been observed that this approach works best on trending assets such as Gold, BTC, and stocks.
It also performs well on higher timeframes, starting from the Daily timeframe and above, especially when taking Long positions only.
However, when applied to currency pairs such as EUR/USD, the results tend to be less impressive.
I encourage everyone to try backtesting and further developing this strategy — adding new conditions or filters may potentially lead to improved performance.
Disclaimer
This script is intended solely for backtesting purposes, based on a particular price action pattern.
It does not constitute financial or investment advice.
Backtest results do not guarantee future performance.
Trendline Breakout Strategy Strategy should place entries & exits so that it can be backtested (use strategy.entry and strategy.exit with explicit stop and limit prices). Include an option for fixed percent position sizing and an option for fixed contract size. Draw the trendline on the chart (with option to hide/show) and add labels that show: bias (Bull/Bear), trendline slope, entry price, SL, TP and the reason (e.g., "Trendline Breakout"). Provide user inputs for: EMA length (default 200), lookback for pivot detection, pivot sensitivity (left/right bars), quantity mode (percent / contracts), risk percent or fixed size, enable/disable backtest prints, and enable alerts. Avoid repainting: use confirmed pivot logic (pivot detection must use completed bars) and only take entry after breakout confirmed on close. Document any limitations (for example, trendline using two highest/highest bars inside lookback is approximate). Add clear comments, helpful variable names, and include example alertcondition lines for entry and exit signals.
HV Spike Strategy (HVP + OR Breakout + Reversal + TP/SL Modes)Here is a script that I tried to make it simple, although it has several parameters, I will try to explain, here we go:
Logic: Open Range Breakout: otherwise knows as First Candle Rule, usually used for the first candle in the opening of a market session, in my strategy there is an option to use it even for Crypto that operate 24/7, how to do that? Simply by detecting Volatility from the HVP (Historical Volatility Percentile). Then the ORB logic kicks in and the first candle with high volatility gives the ranges for the trades. The proper HVP Activation Threshold has to be selected for each currency pair/index/crypto in order to have maximum profit.
Enter a trade: when the price goes 100% above/below the First Candle Rule Range. That way it is filtering fake breakouts. Also if the price reverses back into the range the strategy takes the opposite trade.
Exit a trade: SL/TP By percentage or ATR, selection in the input menu.
My intention is to avoid using lagging indicators or guessing of Price Action, purely Bull/Bear indication by the first candle.
I hope you find this helpful! Wishing all successful Trades!
BankNifty Etharia Aggresive Buyer / SellerOverview
Professional intraday trading strategy for BankNifty Futures that identifies high-probability setups by combining multiple technical indicators. Works in BOTH directions - LONG and SHORT.
Best Timeframe: 5-Minute Chart
Key Features:
✅ Multi-Confluence Entry System - All indicators must align for signal
✅ Bidirectional Trading - Captures both uptrends and downtrends
✅ Advanced Risk Management - Daily loss limits, consecutive loss protection
✅ Smart Exit System - Partial profit taking + trailing stops
✅ Session-Based Trading - Avoids opening and closing volatility
Entry Logic:
LONG Signals:
Price above Kernel Regression (trend confirmation)
Price above VWAP with positive slope (momentum)
Cumulative Volume Delta bullish (buying pressure)
Volume spike or increasing volume (strength confirmation)
Strong bullish candle with 60%+ body ratio
RSI filter to avoid overbought entries
SHORT Signals:
Price below Kernel Regression (downtrend confirmation)
Price below VWAP with negative slope (bearish momentum)
CVD bearish (selling pressure dominates)
High volume confirmation
Strong bearish candle pattern
RSI filter to avoid oversold entries
Exit Management:
🎯 Target 1: 1.5 R:R (50% position exit)
🎯 Target 2: 2.5 R:R (full exit)
🛡️ Stop Loss Options: ATR-based, Swing-based, or Fixed
🟡 Trailing Stop: Activates after 1.2 R:R, trails at 0.8 R:R
⏰ Time-Based Exit: Closes all positions 5 mins before session end
Risk Controls:
Maximum trades per day (default: 5)
Consecutive loss limit (default: 2)
Daily loss limit: 2.5% of capital
Daily profit target: 5% (stops trading when reached)
Position sizing based on account risk percentage
Recommended Settings:
Asset: BankNifty Futures (NSE:BANKNIFTY1!)
Timeframe: 5-minute
Initial Capital: ₹1,00,000
Risk per trade: 1%
Commission: 0.05%
Slippage: 5 points
Performance Expectations:
Win Rate: 55-65%
Profit Factor: 1.5-2.0
Average Trades/Day: 3-8
Risk:Reward: 1:1.8 average
Customizable Parameters:
Trading direction (Long Only / Short Only / Both)
Indicator lengths and thresholds
Stop loss type and targets
Risk management limits
Trading session hours
Best For:
Intraday traders seeking systematic, rule-based entries with strong confluence, proper risk management, and the ability to profit from both bullish and bearish market conditions.
saodisengxiaoyu-lianghua-2.1- This indicator is a modular, signal-building framework designed to generate long and short signals by combining a chosen leading indicator with selectable confirmation filters. It runs on Pine Script version 5, overlays directly on price, and is built to be highly configurable so traders can tailor the signal logic to their market, timeframe, and trading style. It includes a dashboard to visualize which conditions are active and whether they validate a signal, and it outputs clear buy/sell labels and alert conditions so you can automate or monitor trades with confidence.
Core Design
- Leading Indicator: You choose one primary signal generator from a broad list (for example, Range Filter, Supertrend, MACD, RSI, Ichimoku, and many others). This serves as the anchor of the system and determines when a preliminary long or short setup exists.
- Confirmation Filters: You can enable additional filters that validate the leading signal before it becomes actionable. Each “respect…” input toggles a filter on or off. These filters include popular tools like EMA, 2/3 EMA crosses, RQK (Nadaraya Watson), ADX/DMI, Bollinger-based oscillators, MACD variations, QQE, Hull, VWAP, Choppiness Index, Damiani Volatility, and more.
- Signal Expiry: To avoid waiting indefinitely for confirmations, the indicator counts how many consecutive bars the leading condition holds. If confirmations do not align within a defined number of bars, the setup expires. This controls latency and helps reduce late or stale entries.
- Alternating Signals: An optional mode enforces alternation (long must follow short and vice versa), helping avoid repeated entries in the same direction without a meaningful reset.
- Aggregation Logic: The final long/short conditions are formed by combining the leading condition with all selected confirmation filters through logical conjunction. Only if all enabled filters validate the signal (within expiry constraints) does the indicator consider it a confirmed long or short.
- Visualization and Alerts: The script plots buy/sell labels at signal points, provides alert conditions for automation, and displays a compact dashboard summarizing the leading indicator’s status and each confirmation’s pass/fail result using checkmarks.
Leading Indicator Options
- The indicator includes a very large menu of leading tools, each with its own logic to determine uptrend or downtrend impulses. Highlights include:
- Range Filter: Uses a dynamic centerline and bands computed via conditional EMA/SMA and range sizing to define directional movement. It can operate in a default mode or an alternative “DW” mode.
- Rational Quadratic Kernel (RQK): Applies a kernel smoothing model (Nadaraya Watson) to detect uptrends and downtrends with a focus on noise reduction.
- Supertrend, Half Trend, SSL Channel: Classic trend-following tools that derive direction from ATR-based bands or moving average channels.
- Ichimoku Cloud and SuperIchi: Multi-component systems validating trend via cloud position, conversion/base line relationships, projected cloud, and lagging span.
- TSI (True Strength Index), DPO (Detrended Price Oscillator), AO (Awesome Oscillator), MACD, STC (Schaff Trend Cycle), QQE Mod: Momentum and cycle tools that parse direction from crossovers, zero-line behavior, and momentum shifts.
- Donchian Trend Ribbon, Chandelier Exit: Trend and exit tools that can validate breakouts or sustained trend strength.
- ADX/DMI: Measures trend strength and directional movement via +DI/-DI relationships and minimum ADX thresholds.
- RSI and Stochastic: Use crossovers, level exits, or threshold filters to gate entries based on overbought/oversold dynamics or relative strength trends.
- Vortex, Chaikin Money Flow, VWAP, Bull Bear Power, ROC, Wolfpack Id, Hull Suite: A diverse set of directional, momentum, and volume-based indicators to suit different markets and styles.
- Trendline Breakout and Range Detector: Price-behavior filters that confirm signals during breakouts or within defined ranges.
Confirmation Filters
- Each filter is optional. When enabled, it must validate the leading condition for a signal to pass. Examples:
- EMA Filter: Requires price to be above a specified EMA for longs and below for shorts, filtering signals that contradict broader trend or baseline levels.
- 2 EMA Cross and 3 EMA Cross: Enforce moving average cross conditions (fast above slow for long, the reverse for short) or a three-line stacking logic for more stringent trend alignment.
- RQK, Supertrend, Half Trend, Donchian, QQE, Hull, MACD (crossover vs. zero-line), AO (zero line or AC momentum variants), SSL: Each adds its characteristic validation pattern.
- RSI family (MA cross, exits OB/OS zones, threshold levels) plus RSI MA direction and RSI/RSI MA limits: Multiple ways to constrain signals via relative strength behavior and trajectories.
- Choppiness Index and Damiani Volatility: Prevent entries during ranging conditions or insufficient volatility; choppiness thresholds and volatility states gate the trade.
- VWAP, Volume modes (above MA, simple up/down, delta), Chaikin Money Flow: Volume and flow conditions that ensure signals happen in supportive liquidity or accumulation/distribution contexts.
- ADX/DMI thresholds: Demand a minimum trend strength and directional DI alignment to reduce whipsaw trades.
- Trendline Breakout and Range Detector: Confirm that the price is breaking structure or remains within active range consistent with the leading setup.
- By combining several filters you can create strict, conservative entries or looser setups depending on your goals.
Range Filter Engine
- A core building block, the Range Filter uses conditional EMA and SMA functions to compute adaptive bands around a dynamic centerline. It supports two types:
- Type 1: The centerline updates when price exceeds the band thresholds; bands define acceptable drift ranges.
- Type 2: Uses quantized steps (via floor operations) relative to the previous centerline to handle larger moves in discrete increments.
- The engine offers smoothing for range values using a secondary EMA and can switch between raw and averaged outputs. Its hi/lo bands and centerline compose a corridor that defines directional movement and potential breakout confirmation.
Signal Construction
- The script computes:
- leadinglongcond and leadingshortcond : The primary directional signals from the chosen leading indicator.
- longCond and shortCond : Final signals formed by combining the leading conditions with all enabled confirmations. Each confirmation contributes a boolean gate. If a filter is disabled, it contributes a neutral pass-through, keeping the logic intact without enforcing that condition.
- Expiry Logic: The code counts consecutive bars where the leading condition remains true. If confirmations do not line up within the user-defined “Signal Expiry Candle Count,” the setup is abandoned and the signal does not trigger.
- Alternation: An optional state ensures that long and short signals alternate. This can reduce repeated entries in the same direction without a clear reset.
- Finally, longCondition and shortCondition represent the actionable signals after expiry and alternation logic. These drive the label plotting and alert conditions.
Visualization
- Buy and Sell Labels: When longCondition or shortCondition confirm, the script plots annotated labels directly on the chart, making entries easy to see at a glance. The labels use color coding and clear text tags (“long” vs. “short”).
- Dashboard: A table summarizes the status of the leading indicator and all confirmations. Each row shows the indicator label and whether it passed (✔️) or failed (❌) on the current bar. This intensely practical UI helps you diagnose why a signal did or did not trigger, empowering faster strategy iteration and parameter tuning.
- Failed Confirmation Markers: If a setup expires (count exceeds the limit) and confirmations failed to align, the script can mark the chart with a small label and provide a tooltip listing which confirmations did not pass. It’s a helpful audit trail to understand missed trades or prevent “chasing” invalid signals.
- Data Window Values: The script outputs signal states to the data window, which can be useful for debugging or building composite conditions in multi-indicator templates.
Inputs and Parameters
- You control the indicator from a comprehensive input panel:
- Setup: Signal expiry count, whether to enforce alternating signals, and whether to display labels and the dashboard (including position and size).
- Leading Indicator: Choose the primary signal generator from the large list.
- Per-Filter Toggles: For each confirmation, a respect... toggle enables or disables it. Many include sub-options (like MACD type, Stochastic mode, RSI mode, ADX variants, thresholds for choppiness/volatility, etc.) to fine-tune behavior.
- Range Filter Settings: Choose type and behavior; select default vs. DW mode and smoothing. The underlying functions adjust band sizes using ATR, average change, standard deviation, or user-defined scales.
- Because everything is customizable, you can adapt the indicator to different assets, volatility regimes, and timeframes.
Alerts and Automation
- The script defines alert conditions tied to longCondition and shortCondition . You can set these alerts in your chart to trigger notifications or webhook calls for automated execution in external bots. The alert text is simple, and you can configure your own message template when creating alerts in the chart, including JSON payloads for algorithmic integration.
Typical Workflow
- Select a Leading Indicator aligned with your style. For trend following, Supertrend or SSL may be appropriate; for momentum, MACD or TSI; for range/trend-change detection, Range Filter, RQK, or Donchian.
- Add a few key Confirmation Filters that complement the leading signal. For example:
- Pair Supertrend with EMA Filter and RSI MA Direction to ensure trend alignment and positive momentum.
- Combine MACD Crossover with ADX/DMI and Volume Above MA to avoid signals in low-trend or low-liquidity conditions.
- Use RQK with Choppiness Index and Damiani Volatility to only act when the market is trending and volatile enough.
- Set a sensible Signal Expiry Candle Count. Shorter expiry keeps entries timely and reduces lag; longer expiry captures setups that mature slowly.
- Observe the Dashboard during live markets to see which filters pass or fail, then iterate. Tighten or loosen thresholds and filter combinations as needed.
- For automation, turn on alerts for the final conditions and use webhook payloads to notify your trading robot.
Strengths and Practical Notes
- Flexibility: The indicator is a toolkit rather than a single rigid model. It lets you test different combinations rapidly and visualize outcomes immediately.
- Clarity: Labels, dashboard, and failed-confirmation markers make it easy to audit behavior and refine settings without digging into code.
- Robustness: The expiry and alternation options add discipline, avoiding the temptation to enter late or repeatedly in one direction without a reset.
- Modular Design: The logical gates (“respect…”) make the behavior transparent: if a filter is on, it must pass; if it’s off, the signal ignores it. This keeps reasoning clean.
- Avoiding Overfitting: Because you can stack many filters, it’s tempting to over-constrain signals. Start simple (one leading indicator and one or two confirmations). Add complexity only if it demonstrably improves your edge across varied market regimes.
Limitations and Recommendations
- No single configuration is universally optimal. Markets change; tune filters for the instrument and timeframe you trade and revisit settings periodically.
- Trend filters can underperform in choppy markets; likewise, momentum filters can false-trigger in quiet periods. Consider using Choppiness Index or Damiani to gate signals by regime.
- Use expiry wisely. Too short may miss good setups that need a few bars to confirm; too long may cause late entries. Balance responsiveness and accuracy.
- Always consider risk management externally (position sizing, stops, profit targets). The indicator focuses on signal quality; combining it with robust trade management methods will improve results.
Example Configurations
- Trend-Following Setup:
- Leading: Supertrend uptrend for longs and downtrend for shorts.
- Confirmations: EMA Filter (price above 200 EMA for long, below for short), ADX/DMI (trend strength above threshold with +DI/-DI alignment), Volume Above MA.
- Expiry: 3–4 bars to keep entries timely.
- Result: Strong bias toward sustained moves while avoiding weak trends and thin liquidity.
- Mean-Reversion to Momentum Crossover:
- Leading: RSI exits from OB/OS zones (e.g., RSI leaves oversold for long and leaves overbought for short).
- Confirmations: 2 EMA Cross (fast crossing slow in the same direction), MACD zero-line behavior for added momentum validation.
- Expiry: 2–3 bars for responsive re-entry.
- Result: Captures momentum transitions after short-term extremes, with extra confirmation to reduce head-fakes.
- Range Breakout Focus:
- Leading: Range Filter Type 2 or Donchian Trend Ribbon to detect breakouts.
- Confirmations: Damiani Volatility (avoid low-volatility false breaks), Choppiness Index (prefer trend-ready states), ROC positive/negative threshold.
- Expiry: 1–3 bars to act on breakout windows.
- Result: Better alignment to breakout dynamics, gating trades by volatility and regime.
Conclusion
- This indicator is a comprehensive, configurable framework that merges a chosen leading signal with an array of corroborating filters, disciplined expiry handling, and intuitive visualization. It’s designed to help you build high-quality entry signals tailored to your approach, whether that’s trend-following, breakout trading, momentum capturing, or a hybrid. By surfacing pass/fail states in a dashboard and allowing alert-based automation, it bridges the gap between discretionary analysis and systematic execution. With sensible parameter tuning and thoughtful filter selection, it can serve as a robust backbone for signal generation across diverse instruments and timeframes.
多指标量化交易DIY- The indicator includes a very large menu of leading tools, each with its own logic to determine uptrend or downtrend impulses. Highlights include:
- Range Filter: Uses a dynamic centerline and bands computed via conditional EMA/SMA and range sizing to define directional movement. It can operate in a default mode or an alternative “DW” mode.
- Rational Quadratic Kernel (RQK): Applies a kernel smoothing model (Nadaraya Watson) to detect uptrends and downtrends with a focus on noise reduction.
- Supertrend, Half Trend, SSL Channel: Classic trend-following tools that derive direction from ATR-based bands or moving average channels.
- Ichimoku Cloud and SuperIchi: Multi-component systems validating trend via cloud position, conversion/base line relationships, projected cloud, and lagging span.
- TSI (True Strength Index), DPO (Detrended Price Oscillator), AO (Awesome Oscillator), MACD, STC (Schaff Trend Cycle), QQE Mod: Momentum and cycle tools that parse direction from crossovers, zero-line behavior, and momentum shifts.
- Donchian Trend Ribbon, Chandelier Exit: Trend and exit tools that can validate breakouts or sustained trend strength.
- ADX/DMI: Measures trend strength and directional movement via +DI/-DI relationships and minimum ADX thresholds.
- RSI and Stochastic: Use crossovers, level exits, or threshold filters to gate entries based on overbought/oversold dynamics or relative strength trends.
- Vortex, Chaikin Money Flow, VWAP, Bull Bear Power, ROC, Wolfpack Id, Hull Suite: A diverse set of directional, momentum, and volume-based indicators to suit different markets and styles.
- Trendline Breakout and Range Detector: Price-behavior filters that confirm signals during breakouts or within defined ranges.
Confirmation Filters
- Each filter is optional. When enabled, it must validate the leading condition for a signal to pass. Examples:
- EMA Filter: Requires price to be above a specified EMA for longs and below for shorts, filtering signals that contradict broader trend or baseline levels.
- 2 EMA Cross and 3 EMA Cross: Enforce moving average cross conditions (fast above slow for long, the reverse for short) or a three-line stacking logic for more stringent trend alignment.
- RQK, Supertrend, Half Trend, Donchian, QQE, Hull, MACD (crossover vs. zero-line), AO (zero line or AC momentum variants), SSL: Each adds its characteristic validation pattern.
- RSI family (MA cross, exits OB/OS zones, threshold levels) plus RSI MA direction and RSI/RSI MA limits: Multiple ways to constrain signals via relative strength behavior and trajectories.
- Choppiness Index and Damiani Volatility: Prevent entries during ranging conditions or insufficient volatility; choppiness thresholds and volatility states gate the trade.
- VWAP, Volume modes (above MA, simple up/down, delta), Chaikin Money Flow: Volume and flow conditions that ensure signals happen in supportive liquidity or accumulation/distribution contexts.
- ADX/DMI thresholds: Demand a minimum trend strength and directional DI alignment to reduce whipsaw trades.
- Trendline Breakout and Range Detector: Confirm that the price is breaking structure or remains within active range consistent with the leading setup.
- By combining several filters you can create strict, conservative entries or looser setups depending on your goals.
Range Filter Engine
- A core building block, the Range Filter uses conditional EMA and SMA functions to compute adaptive bands around a dynamic centerline. It supports two types:
- Type 1: The centerline updates when price exceeds the band thresholds; bands define acceptable drift ranges.
- Type 2: Uses quantized steps (via floor operations) relative to the previous centerline to handle larger moves in discrete increments.
- The engine offers smoothing for range values using a secondary EMA and can switch between raw and averaged outputs. Its hi/lo bands and centerline compose a corridor that defines directional movement and potential breakout confirmation.
Signal Construction
- The script computes:
- leadinglongcond and leadingshortcond : The primary directional signals from the chosen leading indicator.
- longCond and shortCond : Final signals formed by combining the leading conditions with all enabled confirmations. Each confirmation contributes a boolean gate. If a filter is disabled, it contributes a neutral pass-through, keeping the logic intact without enforcing that condition.
- Expiry Logic: The code counts consecutive bars where the leading condition remains true. If confirmations do not line up within the user-defined “Signal Expiry Candle Count,” the setup is abandoned and the signal does not trigger.
- Alternation: An optional state ensures that long and short signals alternate. This can reduce repeated entries in the same direction without a clear reset.
- Finally, longCondition and shortCondition represent the actionable signals after expiry and alternation logic. These drive the label plotting and alert conditions.
Visualization
- Buy and Sell Labels: When longCondition or shortCondition confirm, the script plots annotated labels directly on the chart, making entries easy to see at a glance. The labels use color coding and clear text tags (“long” vs. “short”).
- Dashboard: A table summarizes the status of the leading indicator and all confirmations. Each row shows the indicator label and whether it passed (✔️) or failed (❌) on the current bar. This intensely practical UI helps you diagnose why a signal did or did not trigger, empowering faster strategy iteration and parameter tuning.
- Failed Confirmation Markers: If a setup expires (count exceeds the limit) and confirmations failed to align, the script can mark the chart with a small label and provide a tooltip listing which confirmations did not pass. It’s a helpful audit trail to understand missed trades or prevent “chasing” invalid signals.
- Data Window Values: The script outputs signal states to the data window, which can be useful for debugging or building composite conditions in multi-indicator templates.
Inputs and Parameters
- You control the indicator from a comprehensive input panel:
- Setup: Signal expiry count, whether to enforce alternating signals, and whether to display labels and the dashboard (including position and size).
- Leading Indicator: Choose the primary signal generator from the large list.
- Per-Filter Toggles: For each confirmation, a respect... toggle enables or disables it. Many include sub-options (like MACD type, Stochastic mode, RSI mode, ADX variants, thresholds for choppiness/volatility, etc.) to fine-tune behavior.
- Range Filter Settings: Choose type and behavior; select default vs. DW mode and smoothing. The underlying functions adjust band sizes using ATR, average change, standard deviation, or user-defined scales.
- Because everything is customizable, you can adapt the indicator to different assets, volatility regimes, and timeframes.
Alerts and Automation
- The script defines alert conditions tied to longCondition and shortCondition . You can set these alerts in your chart to trigger notifications or webhook calls for automated execution in external bots. The alert text is simple, and you can configure your own message template when creating alerts in the chart, including JSON payloads for algorithmic integration.
Typical Workflow
- Select a Leading Indicator aligned with your style. For trend following, Supertrend or SSL may be appropriate; for momentum, MACD or TSI; for range/trend-change detection, Range Filter, RQK, or Donchian.
- Add a few key Confirmation Filters that complement the leading signal. For example:
- Pair Supertrend with EMA Filter and RSI MA Direction to ensure trend alignment and positive momentum.
- Combine MACD Crossover with ADX/DMI and Volume Above MA to avoid signals in low-trend or low-liquidity conditions.
- Use RQK with Choppiness Index and Damiani Volatility to only act when the market is trending and volatile enough.
- Set a sensible Signal Expiry Candle Count. Shorter expiry keeps entries timely and reduces lag; longer expiry captures setups that mature slowly.
- Observe the Dashboard during live markets to see which filters pass or fail, then iterate. Tighten or loosen thresholds and filter combinations as needed.
- For automation, turn on alerts for the final conditions and use webhook payloads to notify your trading robot.
Strengths and Practical Notes
- Flexibility: The indicator is a toolkit rather than a single rigid model. It lets you test different combinations rapidly and visualize outcomes immediately.
- Clarity: Labels, dashboard, and failed-confirmation markers make it easy to audit behavior and refine settings without digging into code.
- Robustness: The expiry and alternation options add discipline, avoiding the temptation to enter late or repeatedly in one direction without a reset.
- Modular Design: The logical gates (“respect…”) make the behavior transparent: if a filter is on, it must pass; if it’s off, the signal ignores it. This keeps reasoning clean.
- Avoiding Overfitting: Because you can stack many filters, it’s tempting to over-constrain signals. Start simple (one leading indicator and one or two confirmations). Add complexity only if it demonstrably improves your edge across varied market regimes.
Limitations and Recommendations
- No single configuration is universally optimal. Markets change; tune filters for the instrument and timeframe you trade and revisit settings periodically.
- Trend filters can underperform in choppy markets; likewise, momentum filters can false-trigger in quiet periods. Consider using Choppiness Index or Damiani to gate signals by regime.
- Use expiry wisely. Too short may miss good setups that need a few bars to confirm; too long may cause late entries. Balance responsiveness and accuracy.
- Always consider risk management externally (position sizing, stops, profit targets). The indicator focuses on signal quality; combining it with robust trade management methods will improve results.
Example Configurations
- Trend-Following Setup:
- Leading: Supertrend uptrend for longs and downtrend for shorts.
- Confirmations: EMA Filter (price above 200 EMA for long, below for short), ADX/DMI (trend strength above threshold with +DI/-DI alignment), Volume Above MA.
- Expiry: 3–4 bars to keep entries timely.
- Result: Strong bias toward sustained moves while avoiding weak trends and thin liquidity.
- Mean-Reversion to Momentum Crossover:
- Leading: RSI exits from OB/OS zones (e.g., RSI leaves oversold for long and leaves overbought for short).
- Confirmations: 2 EMA Cross (fast crossing slow in the same direction), MACD zero-line behavior for added momentum validation.
- Expiry: 2–3 bars for responsive re-entry.
- Result: Captures momentum transitions after short-term extremes, with extra confirmation to reduce head-fakes.
- Range Breakout Focus:
- Leading: Range Filter Type 2 or Donchian Trend Ribbon to detect breakouts.
- Confirmations: Damiani Volatility (avoid low-volatility false breaks), Choppiness Index (prefer trend-ready states), ROC positive/negative threshold.
- Expiry: 1–3 bars to act on breakout windows.
- Result: Better alignment to breakout dynamics, gating trades by volatility and regime.
Conclusion
- This indicator is a comprehensive, configurable framework that merges a chosen leading signal with an array of corroborating filters, disciplined expiry handling, and intuitive visualization. It’s designed to help you build high-quality entry signals tailored to your approach, whether that’s trend-following, breakout trading, momentum capturing, or a hybrid. By surfacing pass/fail states in a dashboard and allowing alert-based automation, it bridges the gap between discretionary analysis and systematic execution. With sensible parameter tuning and thoughtful filter selection, it can serve as a robust backbone for signal generation across diverse instruments and timeframes.
RSI Divergence Strategy v6 What this does
Detects regular and hidden divergences between price and RSI using confirmed RSI pivots. Adds RSI@pivot entry gates, a normalized strength + volume filter, optional volume gate, delayed entries, and transparent risk management with rigid SL and activatable trailing. Visuals are throttled for clarity and include a gap-free horizontal RSI gradient.
How it works (simple)
🧮 RSI is calculated on your selected source/period.
📌 RSI pivots are confirmed with left/right lookbacks (lbL/lbR). A pivot becomes final only after lbR bars; before that, it can move (expected).
🔎 The latest confirmed pivot is compared against the previous confirmed pivot within your bar window:
• Regular Bullish = price lower low + RSI higher low
• Hidden Bullish = price higher low + RSI lower low
• Regular Bearish = price higher high + RSI lower high
• Hidden Bearish = price lower high + RSI higher high
💪 Each divergence gets a strength score that multiplies price % change, RSI change, and a volume ratio (Volume SMA / Baseline Volume SMA).
• Set Min divergence strength to filter tiny/noisy signals.
• Turn on the volume gate to require volume ratio ≥ your threshold (e.g., 1.0).
🎯 RSI@pivot gating:
• Longs only if RSI at the bullish pivot ≤ 30 (default).
• Shorts only if RSI at the bearish pivot ≥ 70 (default).
⏱ Entry timing:
• Immediate: on divergence confirm (delay = 0).
• Delayed: after N bars if RSI is still valid.
• RSI-only mode: ignore divergences; use RSI thresholds only.
🛡 Risk:
• Rigid SL is placed from average entry.
• Trailing activates only after unrealized gain ≥ threshold; it re-anchors on new highs (long) or new lows (short).
What’s NEW here (vs. the reference) — and why you may care
• Improved pivots + bar window → fewer early/misaligned signals; cleaner drawings.
• RSI@pivot gates → entries aligned with true oversold/overbought at the exact decision bar.
• Normalized strength + volume gate → ignore weak or low-volume divergences.
• Delayed entries → require the signal to persist N bars if you want more confirmation.
• Rigid SL + activatable trailing → trailing engages only after a cushion, so it’s less noisy.
• Clutter control + gradient → readable chart with a smooth RSI band look.
Suggested starting values (clear ranges)
• RSI@pivot thresholds: LONG ≤ 30 (oversold), SHORT ≥ 70 (overbought).
• Min divergence strength:
0.0 = off
3–6 = moderate filter
7–12 = strict filter for noisy LTFs
• Volume gate (ratio):
1.0 = at least baseline volume
1.2–1.5 = strong-volume only (fewer but cleaner signals)
• Pivot lookbacks:
lbL 1–2, lbR 3–4 (raise lbR to confirm later and reduce noise)
• Bar window (between pivots):
Min 5–10, Max 30–60 (increase Min if you see micro-pivots; increase Max for wider structures)
• Risk:
Rigid SL 2–5% on liquid majors; 5–10% on higher-volatility symbols
Trailing activation 1–3%, trailing 0.5–1.5% are common intraday starts
Plain-text examples
• BTCUSDT 1h → RSI 9, lbL 1, lbR 3, Min strength 5.0, Volume gate 1.0, SL 4.5%, Trail on 2.0%, Trail 1.0%.
• SPY 15m → RSI 8, lbL 1, lbR 3, Min strength 7.0, Volume gate 1.2, SL 3.0%, Trail on 1.5%, Trail 0.8%.
• EURUSD 4h → RSI 14, lbL 2, lbR 4, Min strength 4.0, Volume gate 1.0, SL 2.5%, Trail on 1.0%, Trail 0.5%.
Notes & limitations
• Pivot confirmation means the newest candidate pivot can move until lbR confirms it (expected).
• Results vary by timeframe/symbol/settings; always forward-test.
• Educational tool — no performance or profit claims.
Credits
• RSI by J. Welles Wilder Jr. (1978).
• Reference divergence script by eemani123:
• This version by tagstrading 2025 adds: improved pivot engine, RSI@pivot gating, normalized strength + optional volume gate, delayed entries, rigid SL and activatable trailing, and a gap-free RSI gradient.
D Money – EMA/TEMA Touch Strategy (Distance) What it’s trying to capture
You want mean-reversion “tags” back to a moving average after price has stretched away and momentum flips:
Bearish setup (short): price has been above EMA(9) for a few bars, then MACD turns bearish, and price is far enough above the EMA (by an adaptive threshold). Exit when price tags the EMA.
Bullish setup (long): price has been below your chosen TEMA rail (actually an EMA of 50/100/200 you pick) for a few bars, then MACD turns bullish, and price is far enough below that TEMA. Exit when price tags that TEMA.
The moving averages it uses
EMA(9) — your fast “tag” for short take-profits.
“TEMA line” input = one of EMA(50) / EMA(100) / EMA(200). (Labelled “Chosen TEMA” in the plot; it’s an EMA rail you pick.)
When it will enter trades
It requires four things per side:
Short (EMA-Touch Short)
MACD bearish cross on the signal bar
If “Require NO MA touch on cross bar” = true, the bar’s low must be above EMA(9), so it didn’t touch EMA on the cross bar (fake-out guard).
Extension/Context: you’ve had at least barsAbove consecutive closes above EMA(9) (default 3), so it’s truly stretched.
Distance test: absolute % distance from price to EMA(9) must be ≥ minDistEMA_eff (an adaptive threshold; details below).
Bounce filter: there was no bullish bounce off the EMA in the last bounceLookback bars (excluding the current one).
If all pass and you’re inside the backtest window → strategy.entry short.
Long (TEMA-Touch Long)
MACD bullish cross on the signal bar
With the same fake-out guard: the bar’s high must be below the chosen TEMA if the guard is on.
Extension/Context: at least barsAbove consecutive closes below the chosen TEMA.
Distance test: absolute % distance from price to TEMA must be ≥ minDistTEMA_eff (adaptive).
Bounce filter: there was no bearish bounce off the TEMA in the last bounceLookback bars.
If all pass and you’re in the window → strategy.entry long.
MACD timing option:
If Pure MACD Timing = ON, it only checks for the cross.
If OFF (default), it also enforces “no touch on the cross bar” if that checkbox is true. That’s your “fake-out” filter.
The adaptive distance threshold (the “secret sauce”)
You can choose how “far enough away” is determined—per side:
Fixed %
Short uses Fixed: Min distance ABOVE EMA (%)
Long uses Fixed: Min distance BELOW TEMA (%)
Auto (ATR%) (default)
Short threshold = max(floorEMA, kAtrShort × ATR%)
Long threshold = max(floorTEMA, kAtrLong × ATR%)
This scales distance by recent volatility, with a floor.
Auto (AvgDist%)
Short threshold = max(floorEMA, kAvgShort × average(|Dist to EMA|) over avgLen)
Long threshold = max(floorTEMA, kAvgLong × average(|Dist to TEMA|) over avgLen)
This adapts to the instrument’s typical stretch away from the rails.
These become minDistEMA_eff and minDistTEMA_eff and are re-computed each bar.
Fake-out / bounce logic (the “don’t get tricked” part)
A touch means the bar’s high/low overlapped the MA ± a small buffer % (touchBufPct).
A bounce is a touch plus a close on the “wrong” side (e.g., touch EMA and close above it on shorts = bullish bounce).
The script blocks entries if a bounce happened within bounceLookback bars (excluding the current signal bar).
Exits & risk
Take profit: when price touches the target MA:
Short TP = touch EMA(9)
Long TP = touch chosen TEMA
Stop loss: either
ATR stop: entry ± (atrMultStop × ATR) (default ON), or
Percent stop: entry × (1±stopPct%)
Time stop: if timeExitBars > 0, close after that many bars if still open.
Quality-of-life features
Backtest window (btFrom, btTo) so you can limit evaluation.
Labels on signal bars that show:
MACD bucket (Small/Moderate/HUGE/Violent — based on % separation on the bar),
the current absolute distance to the target MA,
and the effective minimum the engine used (plus which engine mode).
Data Window fields so you can audit:
abs distance to EMA/TEMA,
the effective min distance used on each side,
ATR%,
average absolute distances (for the AvgDist mode).
Alerts fire when a short/long signal is confirmed.
Optional debug panel to see the exact booleans & thresholds the bar had.
Quick mental model
Are we properly stretched away from the rail (by an adaptive threshold) and held on that side for a few bars?
Did MACD flip the way we want without price already tagging the rail that bar?
Have we avoided recent bounces off that rail (no fake-out)?
→ If yes, enter and aim for a tag back to the rail, with ATR/% stop and optional time stop.
If you want, I can add a simple on-chart “rating” (0–100) similar to your Python scorer (distance beyond min, MACD bucket, extension streak) so you can visually rank signals in TradingView too.
USDJPY Fair Value Gap + Session Strategy🎯 Overview
This strategy combines Fair Value Gaps (FVGs) with session-based order flow analysis, specifically optimized for USDJPY. It identifies price inefficiencies left behind by institutional order flow during high-volatility trading sessions, offering a modern alternative to traditional lagging indicators.
🔬 What Are Fair Value Gaps?
Fair Value Gaps represent areas where aggressive institutional buying or selling created "gaps" in the market structure:
Bullish FVG: Price moves up so aggressively that it leaves unfilled buy orders behind
Bearish FVG: Price moves down so quickly that it leaves unfilled sell orders behind
Research shows approximately 80% of FVGs get "filled" (price returns to the gap) within 20-60 bars, making them highly predictable trading zones.
(see the generated image above)
(see the generated image above)
FVG Detection Logic:
text
// Bullish FVG: Gap between high and current low
bullishFVG = low > high and high > high
// Bearish FVG: Gap between low and current high
bearishFVG = high < low and low < low
🌏 Session-Based Trading
Why Sessions Matter for USDJPY
(see the generated image above)
Tokyo Session (00:00-09:00 UTC)
Highest volatility during first hour (00:00-01:00 UTC)
Average movement: 51-60 pips
Best for breakout strategies
London/NY Overlap (13:00-16:00 UTC)
Maximum liquidity and institutional participation
Tightest spreads and most reliable FVG formations
Optimal for continuation trades
Monday Premium Effect
USDJPY moves 120+ pips on Mondays due to weekend positioning
Enhanced FVG formation during session opens
📊 Strategy Components
(see the generated image above)
1. Fair Value Gap Detection
Identifies bullish and bearish FVGs automatically
Age limit: FVGs expire after 20 bars to avoid stale setups
Size filter: Minimum gap size to filter out noise
2. Session Filtering
Tokyo Open focus: Trades during first hour of Asian session
London/NY Overlap: Captures high-liquidity institutional flows
Weekend gap strategy: Enhanced signals on Monday opens
3. Volume Confirmation
Requires 1.5x average volume spike
Confirms institutional participation
Reduces false signals
4. Trend Alignment
50 EMA filter ensures trades align with higher timeframe trend
Long trades above EMA, short trades below
Prevents costly counter-trend trades
5. Risk Management
2:1 Risk/Reward minimum ensures profitability with 40%+ win rate
Percentage-based stops adapt to USDJPY volatility (0.3% default)
Configurable position sizing
🎯 Entry Conditions
(see the generated image above)
Long Entry (BUY)
✅ Bullish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price above 50 EMA (trend confirmation)
✅ Bullish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
Short Entry (SELL)
✅ Bearish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price below 50 EMA (trend confirmation)
✅ Bearish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
📈 Expected Performance
Backtesting Results (Based on Similar Strategies):
Win Rate: 44-59% (profitable due to high R:R ratio)
Average Winner: 60-90 pips during London/NY sessions
Average Loser: 30-40 pips (tight stops at FVG boundaries)
Risk/Reward: 2:1 minimum, often 3:1 during strong trends
Best Performance: Monday Tokyo opens and Wednesday London/NY overlaps
Why This Works for USDJPY:
90% correlation with US-Japan bond yield spreads
High volatility provides sufficient pip movement
Heavy institutional/central bank participation creates clear FVGs
Consistent volatility patterns across trading sessions
⚙️ Configurable Parameters
Session Settings:
Trade Tokyo Session (Enable/Disable)
Trade London/NY Overlap (Enable/Disable)
FVG Settings:
FVG Minimum Size (Filter small gaps)
Maximum FVG Age (20 bars default)
Show FVG Markers (Visual display)
Volume Settings:
Use Volume Filter (Enable/Disable)
Volume Multiplier (1.5x default)
Volume Average Period (20 bars)
Trend Settings:
Use Trend Filter (Enable/Disable)
Trend EMA Period (50 default)
Risk Management:
Risk/Reward Ratio (2.0 default)
Stop Loss Percentage (0.3% default)
🎨 Visual Indicators
🟡 Yellow Line: 50 EMA trend filter
🟢 Green Triangles: Long entry signals
🔴 Red Triangles: Short entry signals
🟢 Green Dots: Bullish FVG zones
🔴 Red Dots: Bearish FVG zones
🟦 Blue Background: Tokyo open session
🟧 Orange Background: London/NY overlap
📊 Recommended Settings
Optimal Timeframes:
Primary: 5-minute charts (scalping)
Secondary: 15-minute charts (swing trading)
Parameter Optimization:
Conservative: Stop Loss 0.2%, R:R 2:1, Volume 2.0x
Balanced: Stop Loss 0.3%, R:R 2:1, Volume 1.5x (default)
Aggressive: Stop Loss 0.4%, R:R 1.5:1, Volume 1.2x
Risk Management:
Maximum 1-2% of account per trade
Daily loss limit: Stop after 3-5 consecutive losses
Use fixed percentage position sizing
⚠️ Important Considerations
Avoid Trading During:
Major news events (BOJ interventions, NFP, FOMC)
Holiday periods with reduced liquidity
Low volatility Asian afternoon sessions
When US-Japan yield differential narrows sharply
Best Practices:
Limit to 2-3 trades per session maximum
Always respect the 50 EMA trend filter
Never risk more than planned per trade
Paper trade for 2-4 weeks before live implementation
Track performance by session and day of week
🚀 How to Use
Add the script to your USDJPY chart
Set timeframe to 5-minute or 15-minute
Adjust parameters based on your risk tolerance
Enable strategy alerts for automated notifications
Wait for visual signals (triangles) to appear
Enter trades according to your risk management rules
📚 Strategy Foundation
This strategy is based on:
Smart Money Concepts (SMC): Institutional order flow tracking
Market Microstructure: Understanding how FVGs form in electronic trading
Quantified Risk Management: Statistical edge through proper R:R ratios
Session Liquidity Patterns: Exploiting predictable volatility cycles
Solana 4H RSI->MACD — Counter-Trend By TetradTetrad RSI→RSI Cross→MACD (Sequenced) — Counter-Trend (SL-Only)
Category: Market-neutral, counter-trend, sequenced entries
Timeframe default: Works on any TF; designed around 4H On Solana
Markets: Any (spot, perp, futures); parameterize to your asset
What it does
This strategy hunts reversals using a 3-step sequence on RSI and MACD, then optionally restricts entries by market regime and a price gate. It shows stop-loss lines only when hit (clean chart), and paints a Donchian glow for quick read of backdrop conditions.
Entry logic (sequenced)
1. RSI Extreme:
Long path activates when RSI < Oversold (default 27.5).
Short path activates when RSI > Overbought (default 74).
2. RSI Cross confirmation:
Long path: RSI crosses up back above the oversold level.
Short path: RSI crosses down back below the overbought level.
Each step has a max bar lookback so stale signals time out.
3. MACD Cross trigger:
Long: MACD line crosses above Signal.
Short: MACD line crosses below Signal.
→ When step 3 fires and gates are satisfied, a trade is entered.
Optional gates & filters
Regime Filter (Counter-Trend):
Longs allowed in **Range / Short Trend / Short Parabolic** regimes.
Shorts allowed in **Range / Long Trend / Long Parabolic** regimes.
Based on ADX/DI and ATR% intensity.
* Price Gate (Long Ceiling):
Toggle to **disable new longs above a chosen price (default 209.0 For SOL).
Useful for assets like SOL where you want longs only below a cap.
Exits / Risk
* Stop-Loss (% of entry):** default **14%**, toggleable.
* SL visualization:** plots a **thin dashed red line only on the bar it’s hit**.
* (No take-profit or time-based exit in this version—keep it pure to the sequence and regime. Add TP/time exits if desired.)
Visuals
* Donchian Glow (50): background band only (upper/lower lines hidden).
* Regime HUD: compact table (top-right) highlighting the active regime.
* Minimal marks: no entry/exit “arms” clutter; only SL-hit lines render.
Inputs (key)
* Core: RSI Length, Oversold/Overbought, MACD Fast/Slow/Signal.
* Sequence: Max bars from Extreme→RSI Cross and RSI Cross→MACD Cross.
* Regime: ADX Length, Trend/Parabolic thresholds, ATR length & floor.
* Stops: Enable/disable; SL %.
* Price Gate: Enable; Long ceiling price.
Alerts
Sequenced Long (CT): RSIhigh → RSI cross down → MACD bear cross.
## Notes & Tips
Designed for counter-trend fades that become trend rides. The regime filter helps avoid fading true parabolics and aligns entries with safer contexts.
The sequence is stateful (steps must occur in order). If a step times out, the path resets.
Works on lower TFs, but the 4H baseline reduces noise and over-trading.
Consider pairing with volume or structure filters if you want fewer but higher-conviction entries.
Past performance ≠ future results. **Educational use only. Not financial advice.
Ajay R5.41🔻 Ajay Gold 3H Sell Power Indicator 🔻
Precision-Based Smart Sell System for Gold (XAU/USD)
💡 Overview
This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF).
It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals.
⚙️ Technical Foundation
The indicator uses multiple advanced confirmations:
📉 EMA Trend Filter → Confirms downtrend
💪 RSI Overbought Rejection → Momentum reversal signal
📊 MACD Bearish Cross → Confirms trend strength
🕯️ Bearish Candle Structure → Price action validation
When all conditions align, a clear 🔻 Sell Signal is plotted on the chart.
💎 Hidden Feature
This indicator includes a hidden feature that activates only when the correct market structure forms.
It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic.
📆 Recommended Settings
Symbol: XAU/USD (Gold)
Timeframe: 3-Hour (3H)
Market: Forex / Commodity
Mode: Sell-Only Confirmation Indicator
Performance: Best precision and consistency on 3H TF
📈 How to Use
Select XAU/USD on chart and set 3H timeframe.
Add the indicator to the chart.
Wait for the 🔻 Sell Signal and confirm the market structure after candle close.
Take entry according to your risk management.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
No system is 100% accurate — always backtest and demo trade before using in real trading.
💬 Credits
Developed by Ajay Sahu (India)
Based on Institutional & Smart Money Logic
Best results on 3H TF
Hidden Algorithm for XAU/USD traders
Ajay R5.41🔻 Ajay Gold 3H Power Indicator 🔻
Precision-Based Smart Sell System for Gold (XAU/USD)
💡 Overview
This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF).
It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals.
⚙️ Technical Foundation
The indicator uses multiple advanced confirmations:
📉 EMA Trend Filter → Confirms downtrend
💪 RSI Overbought Rejection → Momentum reversal signal
📊 MACD Bearish Cross → Confirms trend strength
🕯️ Bearish Candle Structure → Price action validation
When all conditions align, a clear 🔻 Sell Signal is plotted on the chart.
💎 Hidden Feature
This indicator includes a hidden feature that activates only when the correct market structure forms.
It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic.
📆 Recommended Settings
Symbol: XAU/USD (Gold)
Timeframe: 3-Hour (3H)
Market: Forex / Commodity
Mode: Sell-Only Confirmation Indicator
Performance: Best precision and consistency on 3H TF
📈 How to Use
Select XAU/USD on chart and set 3H timeframe.
Add the indicator to the chart.
Wait for the 🔻 Sell Signal and confirm the market structure after candle close.
Take entry according to your risk management.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
No system is 100% accurate — always backtest and demo trade before using in real trading.
💬 Credits
Developed by Ajay Sahu (India)
Based on Institutional & Smart Money Logic
Best results on 3H TF
Hidden Algorithm for XAU/USD traders
Bitcoin Halving Strategy
A systematic, data-driven trading strategy based on Bitcoin's 4-year halving cycles. This strategy capitalizes on historical price patterns that emerge around halving events, providing clear entry and exit signals for both accumulation and profit-taking phases.
🎯 Strategy Overview
This automated trading system identifies optimal buy and sell zones based on the predictable Bitcoin halving cycle that occurs approximately every 4 years. By analyzing historical data from all previous halvings (2012, 2016, 2020, 2024), the strategy pinpoints high-probability trading opportunities.
📊 Key Features
Automated Signal Generation: Buy signals at halving events and DCA zones, sell signals at profit-taking peaks
Multi-Phase Analysis: Tracks Accumulation, Profit Taking, Bear Market, and DCA phases
Visual Dashboard: Real-time performance metrics, phase countdown, and position tracking
Backtesting Enabled: Comprehensive historical performance analysis with configurable parameters
Risk Management: Built-in position sizing, slippage control, and optional short trading
⚙️ Strategy Logic
Buy Signals:
At halving event (Week 0)
DCA zone entry (Week 135 post-halving)
Sell Signals:
Profit-taking zone (Week 80 post-halving)
Optional short position entry for advanced traders
📈 Performance Highlights
Captures major bull run profits while avoiding prolonged bear markets
Clear visual indicators for all phases and transitions
Customizable timing parameters for personalized risk tolerance
Professional dashboard with live P&L, win rate, and drawdown metrics
🛠️ Customization Options
Adjustable phase timing (profit start/end, DCA timing)
Position sizing control
Enable/disable short trading
Visual customization (colors, labels, zones)
Table positioning and transparency
⚠️ Risk Disclosure
Past performance does not guarantee future results. This strategy is based on historical halving cycle patterns and should be used as part of a comprehensive trading plan. Always conduct your own research and consider your risk tolerance before trading.
💡 Ideal For
Long-term Bitcoin investors seeking systematic entry/exit points
Swing traders capitalizing on multi-month trends
Portfolio managers implementing cycle-based allocation strategies
SMC 自動交易 - 4HR- BTC適用# SMC Automated Trading Strategy Whitepaper - Stepped Enhanced Edition
## 1. Strategy Overview
This strategy is designed based on the Smart Money Concept (SMC), integrating Order Block (OB), Change of Character (CHoCH), and strict pullback confirmation conditions. The goal is to enhance trading accuracy and strictly control risk, specifically tailored for trading competitions, meeting the requirements of stability and efficiency.
### Core Strategy Concepts:
- Precise identification of key trend reversal points.
- Strict pullback confirmation to avoid chasing tops or bottoms.
- Clear risk management and take-profit mechanisms to maintain stable risk-reward ratio.
- Supports trading time filtering (Kill Zone) to capture prime volatility windows.
- Multiple visual aids for quick in-trade signal recognition.
## 2. Strategy Logic Flow
### 1. Kill Zone (Optional Activation)
- Default trading time: Taiwan time 15:00 - 18:00.
- Purpose: Focus on high-volatility periods to reduce false signals in choppy markets.
### 2. Order Block Detection
- Current candle range exceeds the previous candle by a specified multiplier (default 0.8).
- Bullish OB: Bullish candle with expanded range.
- Bearish OB: Bearish candle with expanded range.
- Flexible OB sensitivity adjustment according to market volatility.
### 3. Change of Character (CHoCH)
- Initial trend reversal confirmation:
- Bullish CHoCH: Close above previous candle’s high.
- Bearish CHoCH: Close below previous candle’s low.
### 4. Pullback Confirmation (Core Condition)
- Avoid premature entries by requiring a pullback to the prior OB:
- Long: Pullback touches the previous Bullish OB high.
- Short: Pullback touches the previous Bearish OB low.
### 5. Fair Value Gap (FVG) Detection (Optional)
- Detect price imbalances as additional confirmation signals.
## 3. Entry Logic
### Long Position:
- Previous Bullish OB is formed.
- Current candle completes a pullback to the prior OB high.
- Current candle closes above the previous high (CHoCH confirmation).
- (Optional) Within Kill Zone.
### Short Position:
- Previous Bearish OB is formed.
- Current candle completes a pullback to the prior OB low.
- Current candle closes below the previous low (CHoCH confirmation).
- (Optional) Within Kill Zone.
## 4. Risk Management & Exit Strategy
### Stop Loss:
- Long: Current candle’s low minus buffer points (default 50 points).
- Short: Current candle’s high plus buffer points (default 50 points).
### Take Profit:
- Default Risk-Reward Ratio (RR): 2.0 (customizable).
- Automatically calculates target take-profit level.
### Full Automation:
- This is a fully automated strategy. Orders are placed automatically upon conditions being met, requiring no manual intervention.
## 5. Visual Aids
- Bullish OB: Green upward triangle.
- Bearish OB: Red downward triangle.
- Bullish CHoCH: Blue circle.
- Bearish CHoCH: Orange circle.
- FVG: Highlighted zones (optional).
> **Advantage:** Quick market status recognition during trades, improving strategy transparency.
## 6. Strategy Advantages
✅ Dual trend reversal confirmation: OB + CHoCH.
✅ Strict pullback requirement to reduce false breakouts.
✅ Clear risk control and stable risk-reward ratio.
✅ Visual aids + time filter for clear in-trade decisions.
✅ Fully automated trading reduces human error.
## 7. Application Scenarios
- Trading competitions: Designed for high win-rate and strict risk control.
- FTMO and similar evaluation challenges.
- Intraday or swing trading strategy frameworks.
- High-volatility assets: Crypto / Forex / Index CFDs.
## 8. Risk Warning
- Strategy is based on historical backtesting; live trading should consider slippage and liquidity risks.
- During high volatility periods, use proper money management tools and strictly execute stop losses.
## 9. Version Note
Version: Stepped Enhanced Edition (Updated April 2025)
Developer: natwad3000
Stochastic Divergence StrategyBackground bars:
Bearish
gradient from slightly bearish divergence to strong bearish divergence for red and a double bounce for pink
Bullish
gradient from slightly bearish divergence to strong bearish divergence for green and a double bounce for yellow
removable buy and sell signals in options
Pivot SuperTrend Auto-Opt + WFO + MultiObj + Filter/Diag# Pivot SuperTrend (NetProfit Auto-Optimization) — Summary & Quick Start
## What this strategy is
A self-optimizing **SuperTrend-style** strategy for TradingView Pine v6 that:
- builds a **walk-forward, net-profit optimizer** directly on the chart,
- adapts its trailing stop/entry logic to **market regime** and **volatility**, and
- exposes a **filter/gate suite** so you can dial aggressiveness vs. noise without breaking auto-optimization.
Default tuning: **Bybit ETHUSDT Perpetual, 30m** (works elsewhere once tuned).
---
## Core logic (high level)
### 1) SuperTrend backbone (with Center/Pivots)
- **Center line**: smoothed running pivot from `ta.pivothigh/low`.
- **SuperTrend bands**: `Center ± Factor × ATR(length)` with a carry rule to reduce whipsaws.
- **Trend state**: `+1` above band, `-1` below band.
- **Flip**: trend change; can require **1-bar confirmation**.
### 2) Adaptive smoothing (AMA of ST)
- Performance-weighted **alpha** smooths the trailing stop.
- Alpha clamped to `alpha_min…alpha_max` using optimizer’s fitness.
### 3) On-chart net-profit optimizer (walk-forward)
- Grid of parameters:
- ATR Length `len` (min…max…step)
- ATR Factor `F` (min…max…step)
- Performance memory `A` (min…max…step)
- Each grid point is paper-traded **each bar** including fees/slippage → **fitness = net profit EMA**.
- Every `opt_interval` bars the **best** candidate is activated (with hysteresis).
- Optional: apply only **ATR margin** gate inside the optimizer for speed/stability.
### 4) Regime detection & anti-chop
- Custom **ADX** + **Center slope** to classify **trend** vs **range**.
- Adaptive thresholds in range regime (distance-to-center, ST-near-center block, etc.).
- Optional **ATR fast/slow ratio** gate.
- Other tools: **min bars since flip**, **hold bars after flip**, **distance to center**, **ST near center** block.
### 5) Entry logic
- **Immediate on flip** or **1-bar confirm**.
- Must pass the **Filter Suite** (toggleable gates):
- ATR-margin cross (hard cross or wick reject)
- Trend Regime (require trend)
- Hold-after-flip
- Distance-to-center
- ST-near-center block
- Volatility ratio (ATR fast/slow)
- Min bars since flip (flip cooldown)
- Daily trade cap & post-loss cooldown
- Trading session window
### 6) Starter preset (failsafe)
- Lenient defaults so trades start quickly to build warm-up data; then you can tighten gates.
### 7) Position management
- Strategy entries for “LONG” / “SHORT”.
- Optional **50% take-profit on Center** (“usecenter”).
- **Only-Long** mode supported with separate exit logic if regime turns bearish.
### 8) Risk controls
- **Max trades per day**, **cooldown bars after loss**, **session window**.
- Optional **bar coloring**, **trend shading**, **signal markers**.
- **Diagnostics** labels show which gate blocked an entry (letters `M T H D N V F C CD S`).
### 9) Alerts & Bybit webhook
- Use alert condition: **Any alert() function call**.
- Fires `"LONG_CONFIRMED"` / `"SHORT_CONFIRMED"`.
---
## Inputs overview
- **Pivot / Center**: pivot length; show pivots & center.
- **Visual**: line widths, bar colors, shading; warm-up bars.
- **Execution / Costs**: fee (bps), slippage (bps), “Only long”, 50% center-close.
- **Auto-Optimize**: grids for `len`, `F`, `A`, interval, memory, acceptance floor.
- **Signal Controls**: 1-bar confirm, ATR margin, min bars since flip.
- **Anti-Chop**: distance to center, hold bars, slope len, ST-near-center ATR, ATR slow len & ratio.
- **Trend Regime**: ADX len/threshold, center slope threshold, “require trend”.
- **Risk Gates**: max trades/day, loss cooldown bars.
- **Session**: optional 07:00–22:00 UTC filter.
- **Diagnostics**: show gate diagnostics labels.
- **Filter Suite**: toggle each gate; optional “apply margin to optimizer”.
- **Starter preset** selector.
---
## Plots & UI
- **Adaptive SuperTrend** (active candidate),
- **PP Center** (optional),
- **Trend shading** (price vs ST zone),
- **Entry/Exit markers** (triangles),
- **Diagnostics** text labels (optional).
---
## Webhook notes (Bybit v5)
If you use a direct Bybit webhook:
- **Symbol**: TradingView may emit `ETHUSDT.P`. Bybit wants `ETHUSDT`. Your relay should **strip `.P`**.
- **Side**: TV provides `buy/sell`. Bybit expects `Buy/Sell` → normalize casing in the relay.
- **Reduce-only**: mark exits and partial closes reduce-only to avoid reversals in Hedge mode.
- **Market orders**: pass `"orderType":"Market"`; ignore price or set to `"marketPrice"` if your relay requires it.
**Entry (Market)**
```json
{
"exchange": "BYBIT",
"category": "linear",
"symbol": "{{ticker}}",
"side": "{{strategy.order.action}}",
"orderType": "Market",
"qty": "{{strategy.order.contracts}}",
"reduceOnly": false,
"timestamp": "{{timenow}}",
"clientOrderId": "pst_{{strategy.order.id}}_{{timenow}}"
}
Sr.Rma.Breakout.Fib (Merged)DO YOUR DUE DILIGENCE – THIS IS FOR EDUCATIONAL PURPOSE AND NOT A TRADE ADVICE-
This strategy is designed for traders who want to merge pattern recognition (breakouts) with market structure context (Fibonacci), while maintaining disciplined trade management through automated stop-loss and reversal logic. “Once the chart is added, please ensure the candle pattern is set to Heikin Ashi.”
1. Breakout Finder Logic
The breakout finder identifies bullish and bearish breakouts using pivots, thresholds, and test counts:
• Pivot Highs & Lows (PH/PL): Calculated using user-defined periods.
• Breakout Threshold: Dynamic channel width based on recent volatility.
• Confirmation: A breakout is validated when price action clears the breakout Conditions
• Bullish Breakout: Triggered when multiple pivot highs are cleared by bullish Conditions.
• Bearish Breakout: Triggered when multiple pivot lows are broken by bearish Conditions.
• Sessions ignored: Traders can exclude up to three custom time windows to prevent signals during low-quality periods.
Risk & Reversal Controls
• Stop-Loss: Adjustable % thresholds for both long and short trades.
• Reversal Entries: Optional signals that trigger after a stop-loss, capturing potential price reversals.
2. Strategy Order Management
The strategy executes entries and exits based on confirmed breakout and reversal signals:
• Entries:
o Long on confirmed bullish breakout.
o Short on confirmed bearish breakout.
• Stops:
o Automatic closure of open positions when stop-loss conditions are hit.
• Reversals:
o Transition directly from long to short or vice versa when reversal conditions are met.
3. Auto Fibonacci Retracement
A ZigZag-based system automatically plots Fibonacci retracement levels on the chart:
• Swing Context: Derived dynamically from pivots with adjustable depth and deviation settings.
• Fib Levels: Standard retracement and extension levels (0.236, 0.382, 0.5, 0.618, 0.786, 1.0, 1.618, 2.618, 3.618, 4.236, etc.) are supported.
• Custom Options:
o Extend lines left or right.
o Show/hide level prices and percentage values.
o Control label positions (left or right).
o Adjustable transparency for background fills between levels.
• Crossing Alerts: Alerts are fired when the price crosses specific Fibonacci levels, enhancing confluence with breakout signals.
5. Key Benefits
• Comprehensive Trading Framework: Combines breakout confirmation, risk management, and Fibonacci context.
• Visual Clarity: Automatic plotting of breakout structures and Fib levels makes the chart intuitive.
• Flexible Controls: Full customization of pivots, thresholds, sessions, stop-loss %, and Fib settings.
• Automation Ready: Alerts and strategy orders allow seamless integration with brokers or external systems.
3-Level DCA Buy Strategy🎯 3-Level DCA Buy Strategy - Smart Dollar Cost Averaging
Professional DCA strategy that systematically accumulates positions during market dips. Enhanced with daily trend analysis for intelligent accumulation.
🚀 Key Features
- 3-Level Buying System: Automatic purchases at 5%, 10%, 15% drops from cycle highs
- Daily Trend Analysis: 1-day timeframe trend confirmation
- Smart Peak Detection: 100-period lookback for meaningful peaks
- Volume Filter: Optional volume confirmation system
- USD-Based Positions: Fixed dollar amounts per level
- Never Sells: Pure accumulation philosophy (buy-only)
📊 How It Works
1. Peak Identification: Detects highest price in last 100 periods
2. Daily Trend Check: Confirms price above 50 SMA on 1D timeframe
3. Drop Tracking: Calculates percentage drops from cycle high
4. Systematic Buying: Executes predetermined amounts at each level
5. Cycle Reset: Renews buy permissions when new peaks form
⚙️ Default Settings
- Buy Levels: 5%, 10%, 15% drops
- Position Sizes: $100, $150, $200
- Peak Period: 100 bars
- Higher Timeframe: 1 Day (1D)
- Pyramiding: 500 order capacity
🎨 Visual Elements
- Orange Circles: Mark cycle highs
- Colored Lines: Green/Blue/Red buy levels
- Triangle Signals: Buy point indicators
- Live Panel: Real-time statistics
- Background Colors: Trend and drop level indicators
🔔 Alert System
- Instant notifications for each buy level
- New peak detection alerts
- Major drop warnings (>20%)
- Daily trend change notifications
💡 Ideal Use Cases
- Crypto Accumulation: Bitcoin, Ethereum and major altcoins
- Stock DCA: Long-term portfolio building
- Volatile Markets: Capitalizing on price fluctuations
- Emotional Trading Prevention: Automated and disciplined buying
📈 Strategy Logic
This strategy follows the "buy the dip" philosophy. It waits during market rises and systematically builds positions during declines. Only buys when daily trend is bullish, providing protection during major bear markets.
⚠️ Important Notes
- Buy-only strategy - never sells positions
- Requires sufficient capital for multiple entries
- Most effective in trending and volatile markets
- Always backtest before live trading
- Risk management is your responsibility
🛠️ Customization Options
All parameters are fully customizable: drop percentages, position amounts, timeframes, visual elements and more. Suitable for both beginner and experienced investors.
🎯 Publishing Feature
Note: Strategy includes temporary 1-day sell cycle for TradingView publishing requirements. This feature can be disabled for normal DCA mode operation.
⭐ If you find this strategy helpful, please like and follow! Visit the profile for more trading tools.
DNSE VN301!, ADX Momentum StrategyDiscover the tailored Pine Script for trading VN30F1M Futures Contracts intraday.
This strategy applies the Statistical Method (IQR) to break down the components of the ADX, calculating the threshold of "normal" momentum fluctuations in price to identify potential breakouts for entry and exit signals. The script automatically closes all positions by 14:30 to avoid overnight holdings.
www.tradingview.com
Settings & Backtest Results:
- Chart: 30-minute timeframe
- Initial capital: VND 100 million
- Position size: 4 contracts per trade (includes trading fees, excludes tax)
- Backtest period: Sep-2021 to Sep-2025
- Return: over 270% (with 5 ticks slippage)
- Trades executed: 1,000+
- Win rate: ~40%
- Profit factor: 1.2
Default Script Settings:
Calculates the acceleration of changes in the +DI and -DI components of the ADX, using IQR to define "normal" momentum fluctuations (adjustable via Lookback period).
Calculates the difference between each bar’s Open and Close prices, using IQR to define "normal" gaps (adjustable via Lookback period).
Entry & Exit Conditions:
Entry Long: Change in +DI or -DI > Avg IQR Value AND Close Price > Previous Close
Exit Long: (all 4 conditions must be met)
- Change in +DI or -DI > Avg IQR Value
- RSI < Previous RSI
- Close–Open Gap > Avg IQR Gap
- Close Price < Previous Close
Entry Short: Change in +DI or -DI > Avg IQR Value AND Close Price < Previous Close
Exit Short: (all 4 conditions must be met)
- Change in +DI or -DI > Avg IQR Value
- RSI > Previous RSI
- Close–Open Gap > Avg IQR Gap
- Close Price > Previous Close
Disclaimers:
Trading futures contracts carries a high degree of risk, and price movements can be highly volatile. This script is intended as a reference tool only. It should be used by individuals who fully understand futures trading, have assessed their own risk tolerance, and are knowledgeable about the strategy’s logic.
All investment decisions are the sole responsibility of the user. DNSE bears no liability for any potential losses incurred from applying this strategy in real trading. Past performance does not guarantee future results. Please contact us directly if you have specific questions about this script.
RSI Momentum Trend MM with Risk Per Trade [MTF]This is a comprehensive and highly customizable trend-following strategy based on RSI momentum. The core logic identifies strong directional moves when the RSI crosses user-defined thresholds, combined with an EMA trend confirmation. It is designed for traders who want granular control over their strategy's parameters, from signal generation to risk management and exit logic.
This script evolves a simple concept into a powerful backtesting tool, allowing you to test various money management and trade management theories across different timeframes.
Key Features
- RSI Momentum Signals: Uses RSI crosses above a "Positive" level or below a "Negative" level to generate trend signals. An EMA filter ensures entries align with the immediate trend.
- Multi-Timeframe (MTF) Analysis: The core RSI and EMA signals can be calculated on a higher timeframe (e.g., using 4H signals to trade on a 1H chart) to align trades with the larger trend. This feature helps to reduce noise and improve signal quality.
Advanced Money Management
- Risk per Trade %: Calculate position size based on a fixed percentage of equity you want to risk per trade.
- Full Equity: A more aggressive option to open each position with 100% of the available strategy equity.
Flexible Exit Logic: Choose from three distinct exit strategies to match your trading style
- Percentage (%) Based: Set a fixed Stop Loss and Take Profit as a percentage of the entry price.
- ATR Multiplier: Base your Stop Loss and Take Profit on the Average True Range (ATR), making your exits adaptive to market volatility.
- Trend Reversal: A true trend-following mode. A long position is held until an opposite "Negative" signal appears, and a short position is held until a "Positive" signal appears. This allows you to "let your winners run."
Backtest Date Range Filter: Easily configure a start and end date to backtest the strategy's performance during specific market periods (e.g., bull markets, bear markets, or high-volatility periods).
How to Use
RSI Settings
- Higher Timeframe: Set the timeframe for signal calculation. This must be higher than your chart's timeframe.
- RSI Length, Positive above, Negative below: Configure the core parameters for the RSI signals.
Money Management
Position Sizing Mode
- Choose "Risk per Trade" to use the Risk per Trade (%) input for precise risk control.
- Choose "Full Equity" to use 100% of your capital for each trade.
- Risk per Trade (%): Define the percentage of your equity to risk on a single trade (only works with the corresponding sizing mode).
SL/TP Calculation Mode
Select your preferred exit method from the dropdown. The strategy will automatically use the relevant inputs (e.g., % values, ATR Multiplier values, or the trend reversal logic).
Backtest Period Settings
Use the Start Date and End Date inputs to isolate a specific period for your backtest analysis.
License & Disclaimer
© waranyu.trkm — MIT License.
This script is for educational purposes only and should not be considered financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and risk assessment before making any trading decisions.
