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Grahn Gyllene Kors [Alerts]Grahn Gyllene Kors is the companion study for the Grahn Gyllene Kors strategy... This is an EMA / Trend Explorer & Strategy useful for identifying trends before EMA's cross and also identifying and experimenting with various EMA lengths and candle trends. There is also a companion Alerts study for this in which trend signals may be sent to the user via sms or email AND/OR buy and sell alerts may be sent to bots for automated trading of this strategy. Once you have optimized your settings and backtested with this strategy, apply your same settings into the Alerts study and create your alerts. NOTICE: This script does not require access from me, simply open Indicators on chart and search for "Grahn". By accessing this script you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script! EMA Fast and EMA Slow - may be adjusted in length and color. Bullish F>S % - controls what percentage the EMA Fast should be above EMA Slow before considered bullish and is represented by the Green band on the chart.  Neutral % - is what percentage surrounding the EMA Slow should be considered neutral and is represented by the Yellow band on the chart.  Bearish F
Индикатор Pine Script®
от allanster
7
BTC MTF Directional average (1h/2h res)1h or 2h resolution Any market without multiple weekly binary data events and enough liquidity (eg. Bitcoin) **For bitcoin use preferably on bitfinex or an index of all exchanges and exchange volume. Most of the price manipulation occurs at bitfinex, other exchanges will often be slightly behind. V 0.0.1 ** KNOWN ISSUES Around the time of the new daily candle (2AM GMT+1 on BTC) false signals may occur due to 24 hours being the highest resolution. Repainting: due to the nature of tradingview's pinescript these false signals will disappear after 2-3 new candles and refreshing the page. ** UPDATES Added browser alerts (untested) Tip: Don't always wait for the bot to flip to risk off when volatility kicks in (eg. during wash trades).
Стратегия Pine Script®
от kyriediculous
2
Bot MasterSqueeze 1.1 (crypt)Countertrend strategy for correction to the average value. The strategy is designed primarily for crypto. The principle of operation is that with a rapid price change, the strategy tends to take a reverse position to return to the average value, which statistically often happens. It is enough for you to determine the percentage of the offset about the average price and the size of the averaging position as a percentage of the deposit. With the settings, you determine how to determine the average opening price. It can be MA at the price of opening, closing, etc., and DCMA. Soon I will add a few more options for determining the average opening price You can also choose the average price at which the transaction will try to close. Now there are 3 methods: - closing when returning to the average price - closing on the first correction candle - opening on an abnormally large candle in the direction of correction and closing on the first one is opposite Search for the settings by the selection method for each pair separately. It is better to trade using signals via a bot. The strategy shows itself best on volatile coins paired with the dollar for 1 hour or more. Soon I will add new options for opening and closing deals, as well as determining the average price. ATTENTION: the strategy involves averaging, so be careful with levers and overestimating the percentage of the transaction from the deposit. It is best to allocate no more than 25 percent to the risk of the transaction.
Стратегия Pine Script®
от Profit-Pinocchio
1
Bot go_up strategyHello. This strategy is based on go_up alerts. Our task is to find the local minimum. The trade is entered on the basis of RSI and SMA according to a specific formula, which is embedded in the code. When the RSI crosses the SMA upside down, a long position is entered. You can change the length of the RSI . The longer the length, the less frequent, but more accurate the entrance, and vice versa. You can use a different time frame. The settings have: 1) RSI length, the lower the length, the more often the entry. 2) Testing results for any period of time 3) Take profit for any percentage 4) Stop order for any percentage 5) If there is a check mark ✅, then purchases will always be made, and if not, then purchases will be made, BUT, if the next payback is lower than the previous one, it does not matter by what percentage. 6) If there is a check mark ✅, then each trace of the purchase will be made provided that it is lower by the percentage specified, even if the conditions of the purchase are triggered. 7) The filled area is made for visual display of consolidation zones Default settings: RSI length 15, step 1.5, take profit 15, stop order 30. Also in the settings there is a pyramid of the order, keep this in mind. Enter a deal for a small part of the deposit, and not for all the money at once! You can remove pyramiding and see the results with one entry. For a more visual understanding, overlay the go_up script. You can choose a strategy for yourself based on history! If you need examples of strategies, then write to me, my contacts are in the column: instructions from the author. Successful trades, dear friends, I am glad that you trust me!
Стратегия Pine Script®
от graal_tut
bot strategy1分足逆張りです．この前公開したのよりは遥かに高性能(なはず)です．strategy.exitでstop使ってます．少し詳しくは英文で． This strategy is the counter trade strategy that I am actually trying to implement, and is realized by a simple combination of 3 indicators (maybe 2 ?. eg. sma ). There is no plan to release the strategy, but it is a script that I personally expect because I am hooked on how to stop the contrarian and the timing of entry. I don't use "security" ,but using strategy.enter(limit) and strategy.exit(stop). It seems that the performance is better than the publicly available "stoploss" because it is not a specific price (eg. 500) range but a variable according to the market price. Since all entry, close, and stop values are shown in the graph, it is possible to find the value back from that value. Good luck. ※Tested environment : FXBTCJPY , 1min
Стратегия Pine Script®
от amd01s
MACDouble + RSI (rec. 15min-2hr intrv) Uses two sets of MACD plus an RSI to either long or short. All three indicators trigger buy/sell as one (ie it's not 'IF MACD1 OR MACD2 OR RSI > 1 = buy", its more like "IF 1 AND 2 AND RSI=buy", all 3 match required for trigger) The MACD inputs should be tweaked depending on timeframe and what you are trading. If you are doing 1, 3, 5 min or real frequent trading then 21/44/20 and 32/66/29 or other high value MACDs should be considered. If you are doing longer intervals like 2, 3, 4hr then consider 9/19/9 and 21/44/20 for MACDs (experiment! I picked these example #s randomly). Ideal usage for the MACD sets is to have MACD2 inputs at around 1.5x, 2x, or 3x MACD1's inputs. Other settings to consider: try having fastlength1=macdlength1 and then (fastlength2 = macdlength2 - 2). Like 10/26/10 and 23/48/20. This seems to increase net profit since it is more likely to trigger before major price moves, but may decrease profitable trade %. Conversely, consider FL1=MCDL1 and FL2 = MCDL2 + (FL2 * 0.5). Example: 10/26/10 and 22/48/30 this can increase profitable trade %, though may cost some net profit. Feel free to message me with suggestions or questions.
Стратегия Pine Script®
от RyanMartin
6
SPP PRO Wyckoff Institutional Engine v4.0Dear User, Quick Start guide Step 1: Install the Indicator 1. Open TradingView and navigate to the Pine Script editor (bottom panel). 2. Click “Open” > “New blank indicator” to clear the editor. 3. Delete all existing code and paste the entire Wyckoff Institutional Engine v4.0 script. 4. Click “Add to chart”. The indicator will compile and appear on your chart. Step 2: Read the Dashboard Once loaded, you will see a dark-themed dashboard in the top-right corner of your chart. This is your command centre. Focus on these key readings: Dashboard Row What It Tells You Action PATTERN Whether the market is in Accumulation, Distribution, or Neutral Determines your directional bias PHASE Current Wyckoff phase (A through E) Tells you where you are in the cycle CONFIDENCE Overall signal quality score (0–100%) Only trade above your minimum threshold P(ACC) / P(DIST) Bayesian probability of accumulation vs distribution Confirms or contradicts the pattern read COMPOSITE Institutional money flow direction (0–100) Above 60 = institutional buying, below 40 = selling Step 3: Watch for Event Labels When the engine detects a Wyckoff event (Spring, SOS, UTAD, etc.), a colour-coded label appears directly on the chart with the event name and its confidence percentage. Green labels are bullish events; red labels are bearish events. The label size scales with confidence: larger labels indicate higher-conviction signals. Step 4: Set Your First Alert 1. Right-click the indicator name on your chart and select “Add alert on Wyckoff Institutional Engine v4.0”. 2. In the Condition dropdown, select “High Quality Signal” (fires when signal quality exceeds 80%). 3. Choose your notification method (popup, email, push notification, or webhook). 4. Set the alert name to something descriptive like “Wyckoff HQ Signal – BTCUSD” and click Create. Quick Start Tip Start with the default settings. The indicator is calibrated for daily charts. For intraday use, reduce the Range Detection Period to 30 and increase Detection Sensitivity to 1.3. How the Indicator Works Wyckoff Phase Detection Engine The core of the indicator is a finite state machine that tracks the progression of Wyckoff schematic events. The engine maintains persistent state across bars, recording the current phase, trading range boundaries (support and resistance), and the count of confirmed events. Accumulation Schematic Phase Key Events What Happens Detection Criteria A: Stopping SC (Selling Climax), AR (Automatic Rally) Downtrend halts with climactic volume and a sharp counter-rally Ultra-high volume + wide spread + close near lows in downtrend; followed by strong bullish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates within the trading range, building a cause for the future move Return to SC area on reduced volume with lower wick > body C: Spring/Test Spring, Shakeout, Test Price briefly penetrates support to shake out weak hands, then recovers Price breaks below range support then closes back above it on moderate volume; close strength > 0.5 D: Markup Begins SOS (Sign of Strength), LPS (Last Point of Support) Demand overwhelms supply with strong moves up on volume; pullbacks hold on declining volume Bullish bar + high volume + close above EMA20 + close strength > 0.7 + composite score > 55 E: Breakout JAC (Jump Across Creek) Decisive break above the trading range on strong volume Close above range high + bullish bar + high volume + close strength > 0.7 Distribution Schematic Phase Key Events What Happens Detection Criteria A: Stopping BC (Buying Climax), AR (Automatic Reaction) Uptrend halts with climactic volume and a sharp sell-off Ultra-high volume + wide spread + close near highs in uptrend; followed by bearish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates near the high, institutional selling absorbs demand Return to BC area on reduced volume with upper wick > body C: UTAD UTAD (Upthrust After Distribution) Price briefly penetrates resistance to trap breakout buyers, then reverses Price breaks above range high then closes below it on moderate volume; close strength < 0.5 D: Markdown Begins SOW (Sign of Weakness), LPSY (Last Point of Supply) Supply overwhelms demand with strong moves down on volume; rallies fail on declining volume Bearish bar + high volume + close below EMA20 + close strength < 0.3 + composite score < 45 E: Breakdown ICE Break Decisive break below the trading range on strong volume Close below range low + bearish bar + high volume + close strength < 0.3 Phase Reset Logic If price moves more than 3x ATR beyond the trading range while still in Phases A–C, the state machine resets to prevent stale phase readings. Phases D and E are not reset as these represent confirmed markup/markdown. 3.2 Volume Spread Analysis (VSA) The VSA layer classifies every bar according to the Tom Williams methodology, reading the relationship between volume, spread (high minus low), and close position to identify institutional activity that is invisible on price-only charts. Bar Classifications Signal Volume Spread Close Position Interpretation Stopping Volume High Any Lower wick > body, pos < 30% Institutions absorbing supply near lows No Demand Low Narrow Bullish, pos > 50% Rally lacks institutional participation No Supply Low Narrow Bearish, pos < 50% Decline lacks institutional selling Selling Climax Bar Ultra-high Wide Bearish, pos < 20% Panic selling; potential exhaustion Buying Climax Bar Ultra-high Wide Bullish, pos > 80% Euphoric buying; potential exhaustion Test Bar Low Narrow pos < 30%, lower wick > upper Successful test of prior supply area Upthrust Bar High — Upper wick > 1.5x body, pos > 70% Failed breakout attempt; supply entering Absorption High effort, low result Narrow EVR < 0.5 Large orders being absorbed without moving price Effort vs Result (EVR) The EVR ratio divides the result (spread ratio) by the effort (volume ratio). A value below 0.5 with high volume indicates absorption: large institutional orders are being filled without moving the price, a hallmark of accumulation or distribution. A value above 2.0 with low volume indicates ease of movement: price is moving freely, suggesting markup or markdown has begun. 3.3 Smart Money Composite Operator The Composite Operator score synthesises six institutional flow indicators into a single 0–100 reading that profiles the direction and intensity of institutional money flow. Component Weight What It Measures Bullish Reading Chaikin Money Flow (CMF) 25% Volume-weighted buying/selling pressure over 20 bars CMF > 0 (positive flow) Cumulative Delta 20% Net buying vs selling volume (tick-level proxy) Delta above its 20-bar MA On-Balance Volume (OBV) 15% Cumulative volume flow direction OBV above its 20-bar MA Accumulation/Distribution Line 15% Money flow persistence A/D above its 20-bar MA VSA Signal 15% Current bar’s VSA classification Stopping volume, no supply, or test bar Money Flow Index (MFI) 10% Volume-weighted RSI (overbought/oversold) MFI between 40–80 (healthy range) Smart Money Divergence: The engine also detects divergences between price and institutional flow. A bullish divergence occurs when price makes a lower low but cumulative delta makes a higher low and CMF is positive, indicating institutions are accumulating while price falls. A bearish divergence is the mirror: price rising while delta and CMF decline. 3.4 Bayesian AI Probability Engine The Bayesian engine calculates the posterior probability that the current market structure represents accumulation versus distribution. It starts with a configurable prior probability (default 50%) and updates it by multiplying seven likelihood ratios derived from independent evidence layers. Evidence Layers & Likelihood Ratios Evidence Layer Bullish LR Bearish LR Neutral LR E1: Volume Pattern (stopping vol, absorption) 2.5 0.4 1.0 E2: Price Position (bottom/top of range) 2.0 (pos < 30%) 0.5 (pos > 70%) 1.0 E3: Smart Money Flow (composite score) 1.5–2.0 (score > 60) 0.5–1.0 (score < 40) 1.0 E4: VSA Signal (stopping vol, no supply, test) 2.0 0.5 1.0 E5: Effort vs Result (absorption detected) 1.8 0.6 1.0 E6: Trend Context (downtrend at lows) 1.5 0.6 1.0 E7: Cumulative Delta (bullish divergence) 2.2 0.45 1.0 The Calculation The combined likelihood ratio is the product of all seven individual ratios. The posterior probability is then computed using Bayes’ theorem: P(Acc | Evidence) = (Combined_LR × Prior) / (Combined_LR × Prior + (1 - Prior)) The Bayesian Confidence displayed on the dashboard is how far the posterior is from 50/50, scaled to 0–100%. A confidence of 80% means the posterior is at 90% accumulation or 10% accumulation (90% distribution). 3.5 Adaptive Learning System The adaptive learning system tracks the outcome of every signal by recording the entry price and checking whether price moved favourably within 20 bars. It maintains separate success rates for accumulation and distribution signals, updating them using exponential smoothing: new_rate = old_rate + learning_rate × (outcome - old_rate) Where outcome is 1 for a winning signal and 0 for a losing signal. The learning rate (default 0.08) controls how quickly the system adapts: higher values respond faster to recent results but are noisier; lower values are more stable but slower to adjust. The win rate is displayed in the dashboard and is factored into the Signal Quality Score, creating a feedback loop where the indicator’s confidence in its own signals adjusts based on empirical performance. 3.6 Market Regime Detection The regime detector classifies the current market environment using ADX (trend strength) and ATR percentile (volatility). This contextualises Wyckoff signals: the same Spring event has very different implications in a quiet ranging market versus a volatile trending market. Regime Criteria Signal Implications TREND ▲ ADX > 25, EMA20 > EMA50 Accumulation signals are strongest; distribution signals may be counter-trend TREND ▼ ADX > 25, EMA20 < EMA50 Distribution signals are strongest; accumulation signals are counter-trend RANGE ADX < 20, range < 15% of price Ideal environment for Wyckoff detection; phases develop most clearly VOLATILE ATR > 1.5x its 100-bar average Signals may whipsaw; reduce position size and require higher confidence QUIET ATR < 0.7x average + ranging Low-risk testing environment; springs and UTADs are most reliable here 3.7 Multi-Timeframe Confluence When enabled, the engine pulls data from a higher timeframe (default: Daily) and scores the alignment between the current chart’s signals and the higher timeframe context. The MTF alignment score (0–100) is built from four factors: • HTF Trend: EMA20 vs EMA50 on the higher timeframe (+/- 15 points) • HTF RSI: RSI above or below 50 on the higher timeframe (+/- 10 points) • HTF CMF: Chaikin Money Flow positive or negative on the higher timeframe (+/- 10 points) • Price vs HTF EMA: Current close above or below the higher timeframe EMA20 (+/- 15 points) MTF Best Practice For intraday charts (5m–60m), set the higher timeframe to 4H or Daily. For daily charts, use Weekly. Signals that align with the higher timeframe trend have significantly higher win rates. 3.8 Actuarial Risk Management The risk management layer provides institutional-grade metrics using a Cornish-Fisher expansion to account for the non-normal distribution of financial returns (fat tails and skewness). Value at Risk (VaR) VaR estimates the maximum expected loss over one period at a given confidence level. The standard parametric approach assumes normally distributed returns, but real markets exhibit skewness and excess kurtosis. The Cornish-Fisher adjustment modifies the z-score to account for these higher moments: CF_z = z + (z²-1)×skew/6 + (z³-3z)×kurt/24 - (2z³-5z)×skew²/36 VaR = -(mean_return - CF_z × std_deviation) × portfolio_value Expected Shortfall (CVaR) While VaR tells you the threshold loss, Expected Shortfall (also called Conditional VaR) tells you the average loss in the tail beyond the VaR threshold. This is the risk metric preferred by regulators and institutional risk managers because it captures catastrophic tail risk. Kelly Criterion The Kelly criterion calculates the theoretically optimal fraction of capital to risk on each trade based on the adaptive win rate and assumed reward-to-risk ratio. The dashboard displays the half-Kelly fraction, which is the standard conservative implementation used by professional fund managers to avoid over-leverage. Position Sizing The ATR-based position size divides the maximum dollar risk per trade (portfolio value multiplied by max risk percentage) by the stop distance (2x ATR). This produces the number of units to trade such that a 2-ATR adverse move results in exactly the configured maximum loss.   4. Understanding the Visual Interface 4.1 The Dashboard The dashboard is a 22-row, 3-column panel rendered in a Bloomberg-terminal aesthetic with a dark (#0d1117) background. It is divided into five logical sections: Section Rows Contents Header Row 0 Indicator name, ticker symbol, timeframe Pattern Rows 1–3 Pattern type (Accumulation/Distribution/Neutral), current phase (A–E), confirmed event count AI Rows 4–8 Section header, signal confidence with bar gauge (███░░), Bayesian P(Acc), P(Dist), adaptive win rate with sample count Flow Rows 9–13 Section header, composite operator score with bar gauge, CMF value, volume ratio, market regime VSA Rows 14–16 Section header, current VSA signal name, effort-vs-result ratio with absorption/ease label Risk Rows 17–21 Section header, VaR ($ and %), CVaR ($ and %), half-Kelly %, ATR-based position size with stop level Colour Coding • Green: Bullish readings (composite > 60, CMF positive, confidence > 75%, rising metrics) • Red: Bearish readings (composite < 40, CMF negative, risk metrics, falling metrics) • Amber: Warning or transitional readings (medium confidence, elevated volume, VaR levels) • Blue: Accent colour for section headers and high-confidence indicators • Grey: Neutral or inactive readings 4.2 Phase Progress Bar The phase progress bar sits at the bottom centre of the chart and provides an at-a-glance view of how far through the Wyckoff schematic the current pattern has progressed. It shows five cells (A through E) with the following states: • ✓ (check mark): Phase completed • ● (filled circle): Phase currently active • ○ (open circle): Phase not yet reached The left cell shows ACC or DIS with the appropriate colour, and the right cell shows the current confidence percentage. 4.3 Event Labels & Tooltips When the engine detects a Wyckoff event and the signal quality exceeds your minimum confidence threshold, a label is placed directly on the chart. Labels appear below price for bullish events and above price for bearish events. Element Behaviour Label text Event abbreviation + confidence percentage (e.g., SPRING 78%) Label colour Green for bullish events, red for bearish events, with 20% transparency Label size Normal for quality ≥ 75%, Small for ≥ 55%, Tiny for others Tooltip Hover over any label to see: Phase, Bayesian probability, quality score, composite score, and volume ratio 4.4 Supply/Demand Zones & Trading Range When zones are enabled, the indicator draws three types of visual overlays: • Accumulation Zone (blue fill): A shaded box around the trading range support level (±0.3 ATR) with a dashed border. This highlights the area where institutional buying is concentrated. • Distribution Zone (red fill): A shaded box around the trading range resistance level (±0.3 ATR) with a dashed border. This highlights the area where institutional selling is concentrated. • Trading Range Box (dotted outline): A rectangular box from the phase start bar to the current bar, bounded by the range high and low. This provides the overall structural context. 4.5 Trend Ribbon & VWAP The trend ribbon is a filled area between EMA20 and EMA50. When EMA20 is above EMA50, the fill is green (bullish); when below, it is red (bearish). The SMA200 is plotted as a grey structural reference line. The VWAP (Volume Weighted Average Price) is plotted in purple and serves as an institutional benchmark: institutional traders frequently use VWAP to gauge whether they are buying below or above the day’s fair value. 4.6 VaR Risk Bands When risk analytics are enabled, amber-shaded bands appear above and below the close price representing the daily VaR range. If price closes near the edge of these bands, it indicates the market is approaching its statistical tail risk boundary for the day. This helps traders visually assess whether a move is within normal range or represents an outlier. 4.7 Bar Coloring The indicator applies subtle bar colouring only when a qualified event is detected, keeping the chart clean during normal market activity. Event Type Colour Meaning Spring / Shakeout Bright green (#39d353) Key reversal event in accumulation UTAD Bright red (#da3633) Key reversal event in distribution JAC (breakout) Green (#3fb950) Confirmed markup beginning ICE Break (breakdown) Red (#f85149) Confirmed markdown beginning Other bullish events Green (40% transparency) Supporting bullish evidence Other bearish events Red (40% transparency) Supporting bearish evidence No event / below threshold No colour override Chart uses default candle colours   5. Settings Reference 5.1 Core Detection Setting Default Range Description Volume MA Length 20 5–100 Period for the volume moving average. Lower values make volume spike detection more sensitive; higher values smooth out noise. Range Detection Period 50 20–200 Lookback for determining the trading range (highest high / lowest low). Use 30–50 for intraday, 50–100 for daily, 100–200 for weekly. Pivot Lookback 5 2–20 Number of bars left and right for pivot high/low detection. Lower values catch minor pivots; higher values catch major structure. Detection Sensitivity 1.0 0.3–2.0 Global sensitivity multiplier. Increase above 1.0 for noisy markets or lower timeframes; decrease below 1.0 for clean markets. ATR Period 14 5–50 Average True Range lookback used for stop distances, zone sizing, and volatility measurements. 5.2 Bayesian AI Engine Setting Default Range Description Enable AI Pattern Recognition On — Master toggle for the Bayesian probability engine. When off, the dashboard shows N/A for probability fields. Enable Adaptive Learning On — Toggle for the signal outcome tracking system. When off, the indicator uses fixed success rate assumptions. Learning Rate 0.08 0.01–0.5 Controls how fast the adaptive system adjusts. 0.01 = very stable (slow to change), 0.5 = very reactive (changes quickly). Recommended: 0.05–0.15. Minimum Signal Confidence % 60 40–95 Only events with a signal quality score above this threshold generate chart labels. Higher values = fewer but higher-quality signals. Prior: Accumulation 0.50 0.1–0.9 Starting probability for accumulation in the Bayesian engine. Set to 0.6 if you believe the broader market has a bullish bias; 0.4 for bearish bias. 5.3 Actuarial Risk Setting Default Range Description Enable Risk Analytics On — Master toggle for VaR, CVaR, Kelly, and position sizing calculations. VaR Confidence % 95.0 90–99.9 Confidence level for VaR calculation. 95% is standard; 99% is conservative (used by banks). Risk Lookback 100 50–500 Number of bars used for calculating return statistics (mean, std dev, skewness, kurtosis). Portfolio Value ($) 100,000 1,000+ Your total portfolio value. Used to compute dollar VaR/CVaR and ATR-based position sizing. Max Risk Per Trade % 2.0 0.5–10 Maximum percentage of portfolio value to risk on a single trade. Industry standard is 1–2%. 5.4 Display Setting Default Description Show Dashboard On Toggle the main 22-row info panel Show S/D Zones On Toggle supply/demand zone boxes around support and resistance Show Event Labels On Toggle on-chart labels for detected Wyckoff events Show VWAP On Toggle the Volume Weighted Average Price line Show VaR Risk Bands On Toggle the amber VaR bands around the close Show Phase Progress On Toggle the bottom-centre phase A–E progress bar Dashboard Position Top Right Move the dashboard to any corner (Top Right, Top Left, Bottom Right, Bottom Left) Color Theme Dark Dark (Bloomberg-style #0d1117 background) or Light (white background) 5.5 Multi-Timeframe Setting Default Description Enable MTF Confluence On Toggle higher-timeframe data fetching and alignment scoring Higher Timeframe D (Daily) The timeframe used for MTF analysis. Must be higher than the chart timeframe. Examples: 60 (1H), 240 (4H), D (Daily), W (Weekly).   6. Setting Up Alerts The Wyckoff Institutional Engine v4.0 provides 11 pre-built alert conditions that cover every major signal type. Alerts can be delivered via popup, email, push notification, SMS (via webhook), or integrated into automated trading systems. 6.1 Available Alert Conditions Alert Name Trigger Use Case 🟢 Spring Detected Phase C accumulation spring event Primary buy signal — potential reversal from support 🔴 UTAD Detected Phase C distribution upthrust Primary sell signal — potential reversal from resistance 🟢 Jump Across Creek Phase E accumulation breakout Confirmed markup — trend-following long entry 🔴 Break of ICE Phase E distribution breakdown Confirmed markdown — trend-following short entry 🟢 Sign of Strength Phase D strong demand event Demand exceeding supply — markup acceleration 🔴 Sign of Weakness Phase D strong supply event Supply exceeding demand — markdown acceleration ⚪ Selling Climax Phase A climactic selling exhaustion Potential downtrend exhaustion — early warning ⚪ Buying Climax Phase A climactic buying exhaustion Potential uptrend exhaustion — early warning ⭐ High Quality Signal Signal quality score exceeds 80% Highest conviction setups across all event types 🔵 SM Bull Divergence Price falling + institutional accumulating Hidden bullish divergence in smart money flow 🔵 SM Bear Divergence Price rising + institutional distributing Hidden bearish divergence in smart money flow 6.2 Step-by-Step Alert Configuration Method 1: From the Indicator (Recommended) 1. Ensure the Wyckoff Institutional Engine v4.0 is active on your chart. 2. Right-click the indicator name in the top-left corner of the chart (or in the status line) and select “Add alert on Wyckoff Institutional Engine v4.0…”. 3. In the alert creation dialog, the “Condition” dropdown will show “Wyckoff Institutional Engine v4.0” as the source. The second dropdown will list all 11 alert conditions. 4. Select your desired alert condition (e.g., “Spring Detected”). 5. Set the “Trigger” to the appropriate firing mode. For event-based alerts, use “Any alert() function call” or “Once Per Bar Close” (recommended for avoiding intra-bar noise). 6. Configure your notification channels in the “Notifications” tab: enable the checkboxes for Popup, Email, Push (mobile app), Webhook URL, or SMS. 7. Set the alert name to include the ticker and alert type (e.g., “BTCUSD – Wyckoff Spring”). 8. Set the expiration. For ongoing monitoring, select “Open-ended” if your plan supports it, or set a future date. 9. Click “Create”. Method 2: From the Alert Manager 1. Click the clock/bell icon in the right sidebar (or press Alt+A) to open the Alert Manager. 2. Click “Create Alert” (or the + button). 3. In the “Condition” section, select “Wyckoff Institutional Engine v4.0” from the first dropdown. 4. Select the specific alert condition from the second dropdown. 5. Follow steps 5–9 from Method 1 above. Important: Once Per Bar Close For the most reliable signals, always set the trigger to “Once Per Bar Close”. Intra-bar alerts may fire on conditions that reverse before the bar closes, leading to false signals. Bar-close alerts ensure the Wyckoff event has been confirmed by the completed bar. Alert Message Customization Each alert comes with a pre-configured message that includes the event name and a brief description. You can customise the alert message in the “Message” field of the alert dialog. TradingView supports these placeholders in alert messages: Placeholder Output {{ticker}} The symbol (e.g., BTCUSD) {{exchange}} The exchange (e.g., BINANCE) {{interval}} The chart timeframe (e.g., 60, D) {{time}} The alert trigger time (server time) {{close}} The closing price of the bar {{volume}} The volume of the bar Example Custom Message Wyckoff {{ticker}} on {{exchange}} ({{interval}}): Spring detected at {{close}}. Volume: {{volume}}. Check dashboard for confidence and risk metrics. 6.3 Alert Strategies by Trading Style Conservative (Beginners) Focus on the single highest-quality alert to minimise false signals while you learn the system: • Primary alert: High Quality Signal (fires only when quality > 80%) • Supplementary: Smart Money Bull/Bear Divergence for early warning This gives you perhaps 2–5 alerts per week on a daily chart, each representing a high-conviction setup. Active (Intermediate) Add event-specific alerts for the most tradeable Wyckoff events: • Core alerts: Spring Detected + UTAD Detected (Phase C reversals) • Confirmation: SOS + SOW (Phase D confirmation of direction) • Breakout: Jump Across Creek + Break of ICE (Phase E entries) This gives you comprehensive coverage of the Wyckoff cycle with approximately 5–15 alerts per week. Aggressive (Advanced) Enable all alerts and use the dashboard to filter in real-time: • All 11 alerts enabled on your watchlist symbols • Use the confidence score in the alert message to prioritise which alerts to act on • Reduce minimum confidence to 50% in settings to see more events, then use the dashboard and tooltip data to make decisions Institutional (Portfolio Managers) Use webhook alerts to feed signals into your order management system or risk platform: • Webhook URL: Point alerts to your API endpoint or middleware (e.g., TradingView webhook to Alpaca, IBKR, or custom OMS) • Signal filtering: Use the High Quality Signal alert with a customised JSON message payload • Multi-asset: Set up identical alert configurations across your entire universe 6.4 Webhook & Automation Setup TradingView alerts can be sent as HTTP POST requests to any webhook URL. This enables integration with automated trading systems, Slack/Discord channels, Google Sheets logging, and custom dashboards. Webhook Message Format (JSON) Configure your alert message as a JSON payload for easy parsing by your receiving system: { "ticker": "{{ticker}}", "exchange": "{{exchange}}", "timeframe": "{{interval}}", "price": {{close}}, "volume": {{volume}}, "signal": "Spring Detected", "timestamp": "{{time}}" } Common Webhook Integrations Platform Setup Discord Create a webhook in your Discord channel settings, paste the URL into TradingView’s Webhook URL field. Format the message as a Discord-compatible JSON with a “content” field. Slack Create an incoming webhook in your Slack workspace. Paste the webhook URL and format the message with a “text” field. Telegram Use a Telegram bot API URL (api.telegram.org) with chat_id and text parameters. Google Sheets Deploy a Google Apps Script web app that accepts POST requests and appends data to a spreadsheet. Paste the web app URL. 3Commas / Cornix Follow the platform’s documentation for TradingView webhook integration. Format your alert message according to their required JSON structure. Custom API Any endpoint that accepts HTTP POST with a JSON body. Include authentication tokens in the message payload if required.   7. Trading Strategies 7.1 Conservative Strategy (Beginners) This strategy prioritises capital preservation and only takes trades with the strongest confirmation. Parameter Setting Minimum Confidence 75% Entry Trigger High Quality Signal alert only Entry Confirmation Bayesian P(Acc) > 70% for longs, P(Dist) > 70% for shorts Stop Loss Below the Spring low (longs) or above the UTAD high (shorts) Take Profit 1.5x the risk distance (1.5R) Position Size Half-Kelly or 1% of portfolio, whichever is smaller Max Concurrent Positions 2 7.2 Active Strategy (Intermediate) This strategy trades multiple phases of the Wyckoff cycle with moderate risk tolerance. Parameter Setting Minimum Confidence 60% Entry Trigger Spring, SOS, or JAC alerts for longs; UTAD, SOW, or ICE Break for shorts Entry Confirmation Composite Operator > 55 (longs) or < 45 (shorts) + regime not VOLATILE Stop Loss 2x ATR from entry Take Profit Scale out: 50% at 2R, 25% at 3R, trail remainder Position Size ATR-based from the risk panel Max Concurrent Positions 4–6 7.3 Aggressive Strategy (Advanced) This strategy captures early-phase signals and trades more frequently with tighter risk management. Parameter Setting Minimum Confidence 50% Entry Trigger All event alerts including SC/BC early warnings and Smart Money Divergences Entry Confirmation At least 2 of: VSA signal, composite direction, Bayesian bias aligned Stop Loss 1.5x ATR from entry (tight) Take Profit Dynamic: move to breakeven at 1R, trail at 1x ATR Position Size Full Kelly (use with caution) Max Concurrent Positions 8–10 7.4 Institutional Strategy (Portfolio Managers) This strategy integrates Wyckoff signals into a portfolio-level risk management framework. Parameter Setting Minimum Confidence 70% Portfolio VaR Budget Allocate total portfolio VaR across positions; each new position must fit within remaining budget Entry Filter High Quality Signal + MTF alignment > 65 + regime is RANGE or QUIET Position Sizing CVaR-based: size positions so that each position’s CVaR contribution is equal Correlation Adjustment Reduce position size when adding correlated assets (same sector/factor exposure) Rebalance Trigger Rebalance when any position’s VaR exceeds 30% of its initial allocation Exit Rules Hard stop at 2x initial CVaR; profit-take when Wyckoff phase advances past D   8. Troubleshooting & FAQ The indicator shows “Scanning...” and no events are detected. This means the phase state machine has not yet identified a Selling Climax (for accumulation) or Buying Climax (for distribution) to begin tracking. This is normal: Wyckoff events require specific market conditions. Wait for a climactic volume event near a range extreme, or try a different symbol that is currently in a trading range. The confidence score seems stuck at the same value. The confidence score updates on every bar based on the current evidence. If it appears static, it may be because the underlying factors (volume ratios, price position, smart money flow) are not changing significantly. This often happens during Phase B (building cause), which is typically a low-volatility consolidation. The VaR and CVaR values seem too high or too low. Check the Risk Lookback setting. A very short lookback (50 bars) captures recent volatility and may spike during volatile periods. A longer lookback (200–500 bars) smooths the calculation but may underestimate current risk. Also verify that your Portfolio Value is set correctly, as VaR is expressed in dollar terms. Alerts are firing too frequently. Increase the Minimum Signal Confidence threshold in settings (e.g., from 60% to 75%). You can also switch your alert trigger from “Any alert() function call” to “Once Per Bar Close” to eliminate intra-bar noise. For the most selective filtering, use only the “High Quality Signal” alert, which requires quality > 80%. The indicator is slow to load. The engine performs extensive calculations including Bayesian updates, higher-moment statistics, and multi-timeframe data requests. On lower timeframes (1m, 5m) with large amounts of historical data, loading may take 5–15 seconds. If performance is an issue, disable MTF Confluence, or reduce the Risk Lookback period. Can I use this on any market? Yes. The indicator works on any asset with volume data: stocks, ETFs, futures, forex, and crypto. For forex pairs where tick volume is used instead of real volume, the VSA and volume-based signals will be less reliable. The indicator auto-adjusts sensitivity based on the timeframe but performs best on instruments with genuine exchange volume. The Smart Money Divergence alert fired but price kept going in the original direction. Smart money divergences are early warnings, not immediate reversal signals. Institutional accumulation or distribution can take weeks or months to complete. Treat these alerts as a heads-up to begin watching for Phase C events (Spring/UTAD), not as standalone trade triggers. Why does the win rate start at 50%? The adaptive learning system initialises with a neutral 55% success rate assumption and requires actual signal outcomes to adjust. After approximately 20–30 signals (which may take weeks on a daily chart), the win rate will reflect the indicator’s actual performance on the specific symbol and timeframe you are monitoring.   9. Glossary Term Definition Absorption The process of large institutional orders being filled without moving price, visible as high volume with narrow spread (high effort, low result). ADX Average Directional Index. Measures trend strength on a 0–100 scale. Above 25 indicates a trending market; below 20 indicates a ranging market. AR (Automatic Rally/Reaction) A sharp counter-move following a Selling or Buying Climax, establishing the other boundary of the trading range. ATR Average True Range. Measures volatility as the average of high-low ranges over N periods. Bayesian Probability A statistical method that updates the probability of a hypothesis (accumulation vs distribution) as new evidence becomes available. BC (Buying Climax) A wide-spread, ultra-high-volume bar near the top of an uptrend, indicating buying exhaustion and the beginning of potential distribution. CMF Chaikin Money Flow. A volume-weighted buying/selling pressure indicator ranging from -1 to +1. Composite Operator Wyckoff’s concept of the “smart money”—the aggregate activity of institutional traders who manipulate price to accumulate or distribute positions. Cornish-Fisher Expansion A mathematical correction that adjusts VaR calculations for non-normal return distributions by incorporating skewness and kurtosis. Creek The resistance level at the top of an accumulation trading range. “Jumping across the creek” means breaking above resistance. CVaR (Expected Shortfall) The average expected loss in the tail beyond the VaR threshold. Captures extreme risk that VaR misses. EVR Effort vs Result ratio. Effort = volume ratio, Result = spread ratio. Low EVR with high volume = absorption. ICE The support level at the bottom of a distribution trading range. “Breaking the ICE” means falling below support. JAC (Jump Across Creek) A decisive bullish breakout above the trading range resistance in Phase E of accumulation. Kelly Criterion A formula that determines the optimal fraction of capital to risk on a trade: K = (W×R - L) / R, where W = win rate, L = loss rate, R = reward/risk ratio. Likelihood Ratio The ratio of the probability of observing evidence under one hypothesis versus another. Used in Bayesian updating. LPS (Last Point of Support) The final pullback to support during Phase D of accumulation, confirmed by declining volume. LPSY (Last Point of Supply) The final rally to resistance during Phase D of distribution, confirmed by declining volume. MFI Money Flow Index. A volume-weighted version of RSI that ranges from 0 to 100. OBV On-Balance Volume. A cumulative volume indicator that adds volume on up days and subtracts on down days. SC (Selling Climax) A wide-spread, ultra-high-volume bar near the bottom of a downtrend, indicating selling exhaustion and the beginning of potential accumulation. Shakeout A deep spring where price penetrates well below support with high volume before recovering strongly. More severe than a standard spring. SOS (Sign of Strength) A strong bullish move during Phase D of accumulation, confirming that demand is overwhelming supply. SOW (Sign of Weakness) A strong bearish move during Phase D of distribution, confirming that supply is overwhelming demand. Spring A brief break below trading range support in Phase C that is quickly reversed, designed to shake out weak holders before markup. ST (Secondary Test) A return to the area of the climax on reduced volume, confirming that supply (or demand) has been absorbed. UTAD (Upthrust After Distribution) A brief break above trading range resistance in Phase C that fails, designed to trap breakout buyers before markdown. VaR (Value at Risk) The maximum expected loss at a given confidence level over one period. 95% VaR = the loss that will not be exceeded 95% of the time. VSA Volume Spread Analysis. A method of reading the relationship between volume, spread, and close position to identify institutional activity. VWAP Volume Weighted Average Price. The average price weighted by volume, used as an institutional execution benchmark.
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Livermore's Pyramiding Trading - 3Commas [SwissAlgo] 📊 J. LIVERMORE'S PYRAMIDING TRADING - 3Commas Integrated A Trading Approach Inspired by Jesse Livermore's Position Building Principles ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This indicator is an educational tool based on historical trading principles. Past performance is not indicative of future results. Trading involves substantial risk of loss. Only trade with capital you can afford to lose. You are responsible for all trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 WHO WAS JESSE LIVERMORE? Jesse Livermore (1877-1940) was one of the greatest traders in history. His core insight: "Most traders do everything backward." ♦ "They deploy all capital at once" → Livermore entered with a small fraction of his capital (he started with a 'test position' to validate his trade idea and waited for market confirmation to deploy more, building positions in steps = "pyramiding") ♦ "They average down" (DCA) → Livermore added to trades showing good results only, and never to losing trades, as the trend kept aligning with his trade idea ♦ "They use arbitrary % stops" → Livermore exited when structure appeared broken (he trailed his stop loss to try to protect unrealized profit - if any) ♦ "They take profits too early or set arbitrary TP%" → Livermore let trades showing positive results run until proven wrong (trial take profit) 💬 "I always made money when I was sure I was right before I began. What beat me was not having enough brains to stick to my own game." — Jesse Livermore This indicator tries to translate his principles into a SYSTEMATIC FRAMEWORK : BO = Base Order (first order, base of the pyramid) PO = Pyramid Orders (additional layers of capital deployed as long as the 'tape' does not invalidate the trade idea) ♦ Test First (BO - 20%) - Small entry to test your idea. If wrong, lose small. If right, can consider pyramiding into strength. ♦ Build Position Size (PO1-3 - 80%) - Add only as trend unfolds favorably (the indicator uses specific Fibonacci levels to track milestones - 0.618, 1.0, 1.272 - and looks for strong confluence among price, volume, trend, momentum, break of resistance/support levels to suggest and trigger actions: entries, exit) ♦ Attempt to Protect Capital - Dynamic stops: the indicator trails the stop loss, to try to protect potential gains from previous steps (if any) ♦ Discipline - Trades fire only when ALL conditions align ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 INDICATOR FEATURES You map 3 points on the chart → The indicator generates a systematic trading plan structure based on your wave analysis. ✓ Auto-detects trade direction: Uptrend wave (A➚B➘C) = Long signals | Downtrend wave (A➘B➚C) = Short signals ✓ Entry/exit prices: BO, PO1, PO2, PO3, and dynamic EXIT (trailing stop) ✓ Real-time condition monitoring: Live ✓/✗ checks for each order (price closes + volume + trend + pivot breaks + candle quality + sequence) ✓ Visual trade execution: Green labels mark entries (BO/PO1/PO2/PO3), red labels mark EXIT ✓ Optional 3Commas automation: JSON webhooks for hands-free execution via Signal Bots ⏰ Recommended Timeframes: 1H, 4H, Daily (Lower timeframes like 15m/5m produce excessive noise and false signals) 💬 "Watch the market leaders, the stocks that have led the charge. That is where the action is and where the money is made." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETUP IN 3 STEPS 🟡 STEP 1: Map Your Wave (Points A → B → C) Identify a completed wave pattern: For LONGS: ♦ Point A = Swing low (wave start) ♦ Point B = Swing high (impulse end) ♦ Point C = Pullback low (retrace end - where next wave may begin) For SHORTS: ♦ Point A = Swing high (wave start) ♦ Point B = Swing low (impulse end) ♦ Point C = Pullback high (retrace end - where next wave may begin) How to set points: Settings → Enter dates manually OR drag the vertical lines directly on the chart (easier - just click and drag the pre-mapped A/B/C lines) Requirements (auto-validated by code): ✓ All dates must be in the past (Point C = completed retrace, not forming) ✓ Clear impulse A→B (minimum 5% move) ✓ Clear retrace B→C (minimum 3% pullback) ─────────────────────────────────────────── 🟡 STEP 2: Set Budget & Allocation Settings → "TRADE PARAMETERS" ♦ Total Budget: $10,000 (example - capital for THIS trade only, not your entire account) ♦ Allocation (must total 100%): BO = 20% ($2,000) - test position PO1 = 25% ($2,500) @ Fib 0.618 PO2 = 30% ($3,000) @ Fib 1.0 PO3 = 25% ($2,500) @ Fib 1.272 💬 "It was never my thinking that made big money for me. It was always my sitting. Men who can both be right and sit tight are uncommon." — Jesse Livermore ─────────────────────────────────────────── 🟡 STEP 3: Monitor Your Trade Plan Table The table (top-right corner) has 4 sections that guide your execution: BUDGET DEPLOYMENT ♦ Trigger prices for each order (BO auto-calculated at 0.5 Fib between B-C) ♦ Dollar amount per entry ♦ Fibonacci level assigned to each PO ENTRY/EXIT CONDITIONS Each column (BO, PO1, PO2, PO3) shows live status (✓ or ✗) for: ♦ Price: 2 consecutive closes (BO) | 3 consecutive closes (POs) ♦ Volume: OBV directional alignment OR volume spike above average ♦ Trend: Normal or Strong Bull/Bear (no entries in Uncertain trend) ♦ Pivot: Nearest resistance (longs) or support (shorts) broken ♦ Clean Candle: Momentum without reversal wicks <30% (POs only) ♦ Sequence: Prior order must have fired first (POs only - no skipping levels) TRIGGERED? Shows execution status for each order (✓ = fired, ✗ = waiting) If using 3Commas: ✓ confirms JSON alert was sent to your bot for real execution VALIDATIONS ✓ Green = All checks passed, setup is valid ⚠️ Yellow = Warning (e.g., budget doesn't equal 100%, deep retrace) ✗ Red = Error (e.g., dates in wrong order, invalid wave structure) ⚠️ Wait for ALL ✓✓✓✓✓ (or ✓✓✓✓✓✓) to align in a column before that order fires at bar close 💬 "The game of speculation is the most uniformly fascinating game in the world. But it is not a game for the stupid, the mentally lazy, the person of inferior emotional balance, or the get-rich-quick adventurer." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 CHART VISUALS - READING THE INDICATOR Fibonacci Extension Lines After mapping A-B-C, horizontal lines extend to the right: ♦ Solid green/red lines = Active PO entry levels (0.618, 1.0, 1.272) ♦ Dotted gray lines = Reference Fib levels used for exit tracking (2.0, 2.618, 3.0, etc.) ♦ Labels on right = Show level and price: "Fib 0.618 / $67,324 " Entry/Exit Price Lines ♦ Thick green line (longs) / red line (shorts) = BO entry price with direction label ♦ Dashed red line = Current EXIT price (your trailing stop loss - appears after BO fires and moves as price extends) Trade Execution Labels Visual confirmation when orders fire on the chart: ♦ Green labels (below/above candles) = BO, PO1, PO2, PO3 entries executed ♦ Red label = EXIT triggered (position closed) Trend Strength Indicator (EMA Line) The thick colored line shows real-time trend status: ♦ Bright lime = Strong bullish trend ♦ Light green = Normal bullish trend ♦ Bright red = Strong bearish trend ♦ Light red = Normal bearish trend ♦ Gray = Uncertain/weak trend (no entries fire in this state) Entries require at least Normal trend strength aligned with your trade direction. 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 ENTRY LOGIC - TECHNICAL DETAILS 💬 "The big money was never made in the buying or the selling. The big money was made in the waiting." — Jesse Livermore ─────────────────────────────────────────── 🟢 BASE ORDER (BO) - TEST POSITION BO Price Calculation Auto-calculated at the 0.5 Fibonacci retracement between Point B and Point C Formula: (Price B + Price C) / 2 Why this level? ♦ Midpoint between impulse end (B) and retrace end (C) ♦ Breakout above/below suggests retrace may be complete ♦ Designed to help position BO below all Fib extensions (to control sequence issues) ─────────────────────────────────────────── BO Entry Conditions - ALL 5 Must Align: 1️⃣ PRICE: 2 Consecutive Closes Beyond BO ♦ Longs: close > BO AND close > BO ♦ Shorts: close < BO AND close < BO ♦ Why: Designed to confirm breakout commitment and filter fakeouts 2️⃣ TREND: Normal OR Strong Trend Aligned ♦ Detection: 18-period EMA + ADX/DMI + higher timeframe slope ♦ States: Strong Bull/Bear (ADX>30), Normal Bull/Bear (price vs EMA), Uncertain ♦ Confirmation: Requires 3 consecutive bars in the same state (to reduce flip-flop) ♦ BO accepts: Normal OR Strong (you're testing early, basic alignment sufficient) 3️⃣ PIVOT: Nearest Resistance/Support Broken ♦ Storage: 60 most recent pivot highs/lows (dynamic lookback per timeframe) ♦ Longs: Nearest pivot HIGH above BO → must break with 2 closes ♦ Shorts: Nearest pivot LOW below BO → must break with 2 closes ♦ Price Discovery: If no pivot exists beyond BO = auto-pass ♦ Why: Aims to confirm momentum has overcome previous rejection zones 4️⃣ VOLUME: OBV Aligned OR Spike ♦ Directional OBV: OBV > 20-EMA (longs) OR OBV < 20-EMA (shorts) ♦ OR Volume Spike: Current volume > 20-period SMA ♦ Why: Checks for institutional participation signals 5️⃣ VALIDATIONS: Setup Valid (✅) ♦ Dates valid (A < B < C, all in past) ♦ Wave structure valid (min 5% impulse, min 3% retrace) ♦ Budget allocation = 100% ♦ Prices detected at all points ⚠️ BO fires once per bar close. Flag set permanently until trade resets. ─────────────────────────────────────────── 🔺 PYRAMID ORDERS (PO1-3) - PYRAMIDING INTO STRENGTH 💬 "Never buy a stock because it has had a big decline from its previous high. The big money was never made in the stock market by buying on declines." — Jesse Livermore PO Price Calculation Fixed Fibonacci extensions from Point C: Formula: Price C ± (Impulse Range × Fib Level) Where: Impulse Range = |Price B - Price A| Default Levels: ♦ PO1 @ Fib 0.618 (Golden Ratio) ♦ PO2 @ Fib 1.000 (Full impulse repeat) ♦ PO3 @ Fib 1.272 (Fibonacci sequence extension) ─────────────────────────────────────────── PO Entry Conditions - ALL 6 Must Align (STRICTER): 1️⃣ PRICE: 3 Consecutive Closes Beyond PO ♦ Longs: close > PO AND close > PO AND close > PO ♦ Shorts: close < PO AND close < PO AND close < PO ♦ Why: Higher conviction needed when adding capital (3 vs 2 closes for BO) 2️⃣ TREND: Same as BO Normal OR Strong trend must remain aligned with trade direction 3️⃣ PIVOT: Per-Level Pivot Break ♦ Each PO checks its OWN nearest pivot (not shared with BO) ♦ Same 2-close break requirement ♦ PO3 Exception: Price discovery allowed (no pivot required if already profitable) 4️⃣ VOLUME: Same as BO Sustained confirmation required (not weakening) 5️⃣ CLEAN CANDLE: <30% Reversal Wick (NEW) ♦ Filter: Uses ATR(14) - candles < ATR auto-pass (consolidation noise) ♦ Longs: Upper wick < 30% of candle range (no rejection at top) ♦ Shorts: Lower wick < 30% of candle range (no rejection at bottom) ♦ Why: Don't pyramid into weakness/rejection - only add on clean momentum ♦ Not checked for BO: Test position tolerates some wick risk 6️⃣ SEQUENCE: Prior Order Fired ♦ PO1 requires: BO fired ♦ PO2 requires: PO1 fired ♦ PO3 requires: PO2 fired ♦ Why: No skipping levels - disciplined building only ─────────────────────────────────────────── ⚙️ KEY DIFFERENCE: BO (20% capital) = Lighter requirements, testing your idea early POs (80% capital) = Stricter requirements, adding only to confirmed winners ♦ BO: 2 closes | POs: 3 closes ♦ BO: No candle check | POs: Clean candle required ♦ BO: Independent | POs: Sequential (must follow order) ♦ BO: No price discovery | PO3: Allows price discovery when profitable 💬 "Profits always take care of themselves, but losses never do. The speculator has to ensure himself against considerable losses by taking the first small loss." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚪 EXIT LOGIC - TECHNICAL DETAILS 🔴 EXIT PHILOSOPHY The indicator uses TWO INDEPENDENT EXIT TRIGGERS (whichever fires first): 1) Structural Breakdown Price breaks through the EXIT level with confirmation 2) Trend Reversal Trend flips against your position AND price breaks EXIT level Why two methods? ♦ Structure = price-based protection (hard stop) ♦ Trend = momentum-based exit (early warning when market character changes) ♦ Combined: Exit either when proven wrong (structure) or when conditions no longer favor your direction (trend) ─────────────────────────────────────────── 🔴 EXIT PRICE CALCULATION The EXIT price (your stop loss) adjusts dynamically based on position size: BEFORE PO3 Fires (Fixed Stops): ♦ BO only = Stop at Point C (small position, tight stop near entry) ♦ PO1 fired = Stop at Fib 0.5 (moved to breakeven zone) ♦ PO2 fired = Stop at Fib 0.786 (protecting partial profits) AFTER PO3 Fires (Trailing Stops): ♦ Tracking: Monitors the highest Fib reached (longs) or the lowest Fib reached (shorts) ♦ Placement: EXIT moves 1-2 Fib levels below the highest (longs) or above the lowest (shorts) ♦ Example: Price reaches Fib 2.618 → EXIT trails up to Fib 2.0 ♦ Purpose: Designed to protect accumulated profits while allowing room for normal pullbacks 💬 "It never was my thinking that made the big money for me. It was always my sitting. Men who can both be right and sit tight are uncommon." — Jesse Livermore ─────────────────────────────────────────── 🔴 EXIT CONDITIONS Exit Speed (Based on Risk Exposure): ♦ Full position (PO3 fired) = 1 close required (fast exit - more capital at risk) ♦ Partial position (BO/PO1/PO2 only) = 2 closes required (confirmation - less urgency) METHOD 1: Structural Breakdown Price violates the EXIT level with clean momentum: For Longs: ♦ Price closes BELOW EXIT level (1 or 2 closes depending on position size) ♦ Clean candle required (lower wick < 50% of range - no false breakdown) For Shorts: ♦ Price closes ABOVE EXIT level (1 or 2 closes depending on position size) ♦ Clean candle required (upper wick < 50% of range - no false breakout) Why clean candle check? Designed to reduce exits on wicks/fakeouts. If there's a large reversal wick (>50%), it suggests buyers/sellers are defending the level - not a true breakdown. METHOD 2: Trend Reversal Market character shifts against your position: For Longs: ♦ Trend shifts from Bull → Normal Bear OR Strong Bear ♦ AND price breaks below EXIT level (same close requirements) For Shorts: ♦ Trend shifts from Bear → Normal Bull OR Strong Bull ♦ AND price breaks above EXIT level (same close requirements) Why this matters? ♦ Proactive exit before structural stop is hit ♦ If the trend that confirmed your entries reverses, the setup is invalidated ♦ Livermore principle: Exit when market proves you wrong, don't wait for max pain ─────────────────────────────────────────── ⚠️ EXIT BEHAVIOR ♦ Fires once per bar close (same as entries) ♦ Resets all tracking after exit (ready for fresh trade setup) ♦ Clears flags: boSignalFired, po1/po2/po3SignalFired, highestFib/lowestFib tracking ♦ If using 3Commas: Sends exit_long or exit_short JSON (market order closes 100% position) 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🤖 3COMMAS AUTOMATION (OPTIONAL) 💬 "There is the plain fool, who does the wrong thing at all times everywhere, but there is also the Wall Street fool, who thinks he must trade all the time." — Jesse Livermore Automation designed to help remove emotion and support disciplined execution. ─────────────────────────────────────────── ⚡ QUICK SETUP IN 5 STEPS STEP 1: Create Your Signal Bots You need 2 SEPARATE BOTS (one for Longs, one for Shorts): Go to 3Commas → Bots → Create Bot → Select "Signal Bot" Basic Settings: ♦ Bot Name: "Livermore Long - " (example: "Livermore Long - BTCUSDT") ♦ Exchange: Your connected exchange ♦ Trading Pair: Must match TradingView chart exactly ♦ Strategy: Custom Signal ♦ Direction: LONG (for first bot) or SHORT (for second bot) ♦ Max Active Deals: 1 ⚠️ CRITICAL SETTINGS: Entry Orders: ♦ Toggle ON: "Entry Orders" ♦ Volume per Order: "Send in webhook, quote" ♦ Why: This lets the indicator control exact $ amounts per order (BO=$2K, PO1=$2.5K, etc.) ♦ If you skip this: Orders will use wrong sizes and break your allocation plan Exit Orders: ♦ Toggle ON: "Exit Orders" ♦ Volume per Order: "100 Position %" ♦ Why: Closes your entire position when EXIT signal fires ♦ Toggle OFF: "Take Profit" (managed by indicator) ♦ Toggle OFF: "Stop Loss" (managed by indicator) Click "Start Bot" for both Long and Short bots. ─────────────────────────────────────────── STEP 2: Get Your Bot Credentials For EACH BOT (Long and Short): ♦ Open the bot → Click "Orders" tab ♦ Scroll down to "Webhook Messages" section ♦ Copy these 3 values: bot_uuid (long string like: a362cbcf-7e68-4379-a83d-ae6e47dba656) secret (very long token starting with: eyJhbGciOiJ...) webhook URL (refer to 3commas to get exact webhook - signal bots) Note: The secret is usually the same for both bots, but the bot_uuid is different. ─────────────────────────────────────────── STEP 3: Enter Credentials in Indicator Back in TradingView: ♦ Open indicator Settings ♦ Find section: "1️⃣ INTEGRATE 3COMMAS" ♦ Paste: Long = Your Long bot UUID Short = Your Short bot UUID Secret = Your secret token (same for both) ♦ Click "OK" The indicator now has everything needed to build JSON payloads. ─────────────────────────────────────────── STEP 4: Create TradingView Alert This alert bridges TradingView → 3Commas. ONE ALERT HANDLES ALL SIGNALS (BO, PO1, PO2, PO3, EXIT). How to create: ♦ Right-click chart → "Add Alert" (or click clock icon) ♦ Condition: Select this indicator from dropdown ♦ Trigger: "Any alert() function call" ♦ Alert Name: "Livermore Pyramiding - " ♦ Message: Leave default (indicator sends its own JSON) ♦ Webhook URL: Paste your 3Commas webhook URL from Step 2 ♦ ⚠️ Alert Frequency: "Once Per Bar Close" (CRITICAL - controls duplicate orders) ♦ Expiration: Open-ended (or set specific date) ♦ Click "Create" ─────────────────────────────────────────── STEP 5: Test Before Going Live 🧪 NEVER TEST WITH REAL CAPITAL FIRST. Use one of these methods: Test 1: Check Bot Status ♦ 3Commas → Bots → Both bots show "Active" (green) ♦ Click into each bot → Orders tab → Should say "Waiting for signal" Test 2: Verify Alert Active ♦ TradingView → Alerts panel (bell icon) ♦ Your alert should show "Active" status Test 3: Paper Trade / Tiny Position ♦ Use 3Commas paper mode if available, OR ♦ Set Total Budget to $10-50 for first real test ♦ Map a wave that's about to trigger ♦ Watch if orders actually appear on 3Commas Test 4: Check JSON Format ♦ When alert fires → TradingView Alerts → Click your alert ♦ Look at "History" or "Log" ♦ Verify JSON has: bot_uuid, secret, action, price, amount ─────────────────────────────────────────── 🛠️ COMMON ISSUES & SOLUTIONS ✗ Problem: Orders not appearing on 3Commas Possible causes: ♦ Wrong webhook URL → Must be exact 3Commas URL (check for typos) ♦ Bot paused → Check bot status must be "Active" (green) ♦ Wrong bot UUID → Verify you copied Long UUID for longs, Short UUID for shorts ♦ Secret mismatch → Double-check secret is correct ♦ Exchange API issues → Verify exchange connection in 3Commas settings How to debug: ♦ 3Commas → Your Signal Bot → Orders tab ♦ Look for "Rejected Signals" section ♦ Should show error messages if webhook failed ─────────────────────────────────────────── ✗ Problem: Orders executing at wrong prices Possible causes: ♦ Limit order not filled → Price gapped through your level before order filled ♦ Slippage on exits → Exits use market orders (intentional - speed over exact price) ♦ Exchange minimums → Some exchanges have minimum order sizes Solution: ♦ Entries use limit orders (wait for exact price - may not fill if price gaps) ♦ Exits use market orders (prioritize fast execution when structure breaks) ♦ This is INTENTIONAL DESIGN following Livermore's principle: exit when proven wrong ─────────────────────────────────────────── ✗ Problem: PO orders firing out of sequence or skipping Possible causes: ♦ Alert not set to "Once Per Bar Close" → Change alert frequency setting ♦ Multiple alerts running → Delete old/duplicate alerts for this indicator ♦ Conditions changed mid-bar → Indicator only fires at bar close (protective feature) Solution: ♦ Keep only 1 active alert per indicator instance ♦ Always use "Once Per Bar Close" frequency ♦ Wait for full bar to close before signals can fire ─────────────────────────────────────────── ✗ Problem: Bot not closing position on EXIT Possible causes: ♦ Exit order setting wrong → Check bot settings ♦ Wrong JSON action → Should be "exit_long" or "exit_short" ♦ No position open → Can't close what doesn't exist Solution: ♦ Verify: Bot Settings → Exit Orders → Volume per Order = "100 Position %" ♦ Check alert history for correct JSON payload ♦ If stuck: Manually close position in 3Commas, then fix settings ♦ Delete and recreate alert if JSON format is wrong ─────────────────────────────────────────── 🔒 SECURITY BEST PRACTICES ♦ Never share bot UUID or Secret - Treat them like passwords ♦ Use restricted API keys - Limit to specific pairs, disable withdrawals ♦ Start small - Test with $10-50 first, scale up only after success ♦ Monitor first trades - Don't set-and-forget immediately ♦ Delete old alerts - If you change A/B/C points, delete old alert and create new one ─────────────────────────────────────────── 📊 PREFER MANUAL TRADING? Skip 3Commas entirely and use the indicator for planning only: ♦ Watch Trade Plan table for ✓✓✓✓✓ alignment ♦ Manually place limit orders at displayed prices ♦ Manually move stop loss as EXIT price updates ♦ Manually close when EXIT signal fires Benefits: Full control, no API concerns, can override based on context Drawbacks: Must watch chart constantly, emotions can interfere, may miss signals ─────────────────────────────────────────── ✅ FINAL CHECKLIST BEFORE LIVE TRADING ✓ Both Signal Bots created (Long + Short) ✓ Entry Orders: Volume = "Send in webhook, quote" ✓ Exit Orders: Volume = "100 Position %" ✓ Take Profit and Stop Loss disabled in bots ✓ Bot UUIDs and Secret entered in indicator ✓ TradingView alert created with correct webhook ✓ Alert frequency = "Once Per Bar Close" ✓ Alert status shows "Active" ✓ Tested with small amounts successfully ✓ Trade Plan table shows ✅ (no validation errors) ✓ Understand your risk per trade Once all checked: You're ready for automated pyramiding execution. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 KEY REMINDERS - BEFORE YOU TRADE 💬 "The speculator's chief enemies are always boring from within. It is inseparable from human nature to hope and to fear." — Jesse Livermore ─────────────────────────────────────────── ⚠️ COMMON MISTAKES (AVOID THESE) Mapping Incomplete Waves ♦ Point C must be in the PAST (completed retrace, not currently forming) ♦ Don't map a wave that's still developing - wait for confirmation ♦ Minimum requirements: 5% impulse (A→B), 3% retrace (B→C) Ignoring Validation Warnings ♦ Never create alerts when status shows ✗ (red) or ⚠️ (yellow) ♦ Fix all errors first: dates in order, budget = 100%, valid wave structure ♦ Common issues: dates in future, Point C above B (longs) or below B (shorts) Premature Manual Entries ♦ Don't enter just because price touched the level ♦ Wait for ALL ✓✓✓✓✓ (or ✓✓✓✓✓✓) to align in Trade Plan table ♦ Patience pays - partial confluence = partial edge = higher risk of losing trades Wrong Timeframe Selection ♦ Avoid: 15m, 5m, 1m (too much noise, false signals) ♦ Use: 1H, 4H, Daily (cleaner structure, better confluence) ♦ Lower timeframes require faster decisions and produce more whipsaws Over-Risking Capital ♦ Trade budget ≠ Account size ♦ Never risk capital you can't afford to lose ♦ One bad trade should NOT destroy your account ─────────────────────────────────────────── ✅ LIVERMORE PRINCIPLES IN ACTION Confirmation > Prediction ♦ Don't predict where price will go ♦ Wait for price to INDICATE direction via pivots + volume + trend ♦ Test first (BO 20%), build only when confirmed (POs 80%) 💬 "A man must believe in himself and his judgment if he expects to make a living at this game." Pyramid on Strength, Never Weakness ♦ Add only when: 3 closes + clean candles + volume + pivot breaks ♦ Never average down (DCA into losers) ♦ If BO wrong, take small loss fast - don't hope and add more 💬 "Never buy a stock because it has had a big decline from its previous high." Respect Market Structure ♦ Pivots = where smart money previously acted (support/resistance) ♦ Breaking them = momentum overcoming barriers ♦ Entering before pivot break = entering into known rejection zones Trend is Your Friend ♦ Never pyramid against the trend ♦ If trend shifts to Uncertain or reverses → no new entries ♦ Exit when trend proves you wrong (don't fight it) 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." Discipline > Emotion ♦ Can't "almost" have all conditions met ♦ Either 100% aligned (all ✓) or you wait ♦ No exceptions, no "this time is different" ♦ Automation designed to help remove emotion - consider using 3Commas 💬 "It never was my thinking that made the big money for me. It always was my sitting." ─────────────────────────────────────────── 🎯 FINAL THOUGHT This indicator is a SYSTEMATIC FRAMEWORK, not a magic solution. It translates Livermore's century-old principles into actionable rules: ♦ Test small, build big ♦ Add to winners, cut losers fast ♦ Let structure guide exits ♦ Stay disciplined when emotions scream The market will test your patience, discipline, and conviction. The indicator aims to reduce guesswork - but YOU still need to: ♦ Find valid wave structures ♦ Choose appropriate market conditions ♦ Size positions properly ♦ Accept losses as part of the game 💬 "The game of speculation is the most uniformly fascinating game in the world. But it is not a game for the stupid, the mentally lazy, the person of inferior emotional balance, or the get-rich-quick adventurer." — Jesse Livermore
Индикатор Pine Script®
от SwissAlgo
4
Luxy Momentum, Trend, Bias and Breakout Indicators V7 TABLE OF CONTENTS This is Version 7 (V7) - the latest and most optimized release. If you are using any older versions (V6, V5, V4, V3, etc.), it is highly recommended to replace them with V7. Why This Indicator is Different Who Should Use This Core Components Overview The UT Bot Trading System Understanding the Market Bias Table Candlestick Pattern Recognition Visual Tools and Features How to Use the Indicator Performance and Optimization FAQ --- ### CREDITS & ATTRIBUTION This indicator implements proven trading concepts using entirely original code developed specifically for this project. ### CONCEPTUAL FOUNDATIONS • UT Bot ATR Trailing System - Original concept by @QuantNomad: (search "UT-Bot-Strategy" - Our version is a complete reimplementation with significant enhancements: - Volume-weighted momentum adjustment - Composite stop loss from multiple S/R layers - Multi-filter confirmation system (swing, %, 2-bar, ZLSMA) - Full integration with multi-timeframe bias table - Visual audit trail with freeze-on-touch - NOTE: No code was copied - this is a complete reimplementation with enhancements. • Standard Technical Indicators (Public Domain Formulas): - Supertrend: ATR-based trend calculation with custom gradient fills - MACD: Gerald Appel's formula with separation filters - RSI: J. Welles Wilder's formula with pullback zone logic - ADX/DMI: Custom trend strength formula inspired by Wilder's directional movement concept, reimplemented with volume weighting and efficiency metrics - ZLSMA: Zero-lag formula enhanced with Hull MA and momentum prediction ### Custom Implementations - Trend Strength: Inspired by Wilder's ADX concept but using volume-weighted pressure calculation and efficiency metrics (not traditional +DI/-DI smoothing) - All code implementations are original ### ORIGINAL FEATURES (70%+ of codebase) - Multi-Timeframe Bias Table with live updates - Risk Management System (R-multiple TPs, freeze-on-touch) - Opening Range Breakout tracker with session management - Composite Stop Loss calculator using 6+ S/R layers - Performance optimization system (caching, conditional calcs) - VIX Fear Index integration - Previous Day High/Low auto-detection - Candlestick pattern recognition with interactive tooltips - Smart label and visual management - All UI/UX design and table architecture ### DEVELOPMENT PROCESS **AI Assistance:** This indicator was developed over 2+ months with AI assistance (ChatGPT/Claude) used for: - Writing Pine Script code based on design specifications - Optimizing performance and fixing bugs - Ensuring Pine Script v6 compliance - Generating documentation **Author's Role:** All trading concepts, system design, feature selection, integration logic, and strategic decisions are original work by the author. The AI was a coding tool, not the system designer. **Transparency:** We believe in full disclosure - this project demonstrates how AI can be used as a powerful development tool while maintaining creative and strategic ownership. --- 1. WHY THIS INDICATOR IS DIFFERENT Most traders use multiple separate indicators on their charts, leading to cluttered screens, conflicting signals, and analysis paralysis. The Suite solves this by integrating proven technical tools into a single, cohesive system. Key Advantages: All-in-One Design: Instead of loading 5-10 separate indicators, you get everything in one optimized script. This reduces chart clutter and improves TradingView performance. Multi-Timeframe Bias Table: Unlike standard indicators that only show the current timeframe, the Bias Table aggregates trend signals across multiple timeframes simultaneously. See at a glance whether 1m, 5m, 15m, 1h are aligned bullish or bearish - no more switching between charts. Smart Confirmations: The indicator doesn't just give signals - it shows you WHY. Every entry has multiple layers of confirmation (MA cross, MACD momentum, ADX strength, RSI pullback, volume, etc.) that you can toggle on/off. Dynamic Stop Loss System: Instead of static ATR stops, the SL is calculated from multiple support/resistance layers: UT trailing line, Supertrend, VWAP, swing structure, and MA levels. This creates more intelligent, price-action-aware stops. R-Multiple Take Profits: Built-in TP system calculates targets based on your initial risk (1R, 1.5R, 2R, 3R). Lines freeze when touched with visual checkmarks, giving you a clean audit trail of partial exits. Educational Tooltips Everywhere: Every single input has detailed tooltips explaining what it does, typical values, and how it impacts trading. You're not guessing - you're learning as you configure. Performance Optimized: Smart caching, conditional calculations, and modular design mean the indicator runs fast despite having 15+ features. Turn off what you don't use for even better performance. No Repainting: All signals respect bar close. Alerts fire correctly. What you see in history is what you would have gotten in real-time. What Makes It Unique: Integrated UT Bot + Bias Table: No other indicator combines UT Bot's ATR trailing system with a live multi-timeframe dashboard. You get precision entries with macro trend context. Candlestick Pattern Recognition with Interactive Tooltips: Patterns aren't just marked - hover over any emoji for a full explanation of what the pattern means and how to trade it. Opening Range Breakout Tracker: Built-in ORB system for intraday traders with customizable session times and real-time status updates in the Bias Table. Previous Day High/Low Auto-Detection: Automatically plots PDH/PDL on intraday charts with theme-aware colors. Updates daily without manual input. Dynamic Row Labels in Bias Table: The table shows your actual settings (e.g., "EMA 10 > SMA 20") not generic labels. You know exactly what's being evaluated. Modular Filter System: Instead of forcing a fixed methodology, the indicator lets you build your own strategy. Start with just UT Bot, add filters one at a time, test what works for your style. --- 2. WHO WHOULD USE THIS Designed For: Intermediate to Advanced Traders: You understand basic technical analysis (MAs, RSI, MACD) and want to combine multiple confirmations efficiently. This isn't a "one-click profit" system - it's a professional toolkit. Multi-Timeframe Traders: If you trade one asset but check multiple timeframes for confirmation (e.g., enter on 5m after checking 15m and 1h alignment), the Bias Table will save you hours every week. Trend Followers: The indicator excels at identifying and following trends using UT Bot, Supertrend, and MA systems. If you trade breakouts and pullbacks in trending markets, this is built for you. Intraday and Swing Traders: Works equally well on 5m-1h charts (day trading) and 4h-D charts (swing trading). Scalpers can use it too with appropriate settings adjustments. Discretionary Traders: This isn't a black-box system. You see all the components, understand the logic, and make final decisions. Perfect for traders who want tools, not automation. Works Across All Markets: Stocks (US, international) Cryptocurrency (24/7 markets supported) Forex pairs Indices (SPY, QQQ, etc.) Commodities NOT Ideal For : Complete Beginners: If you don't know what a moving average or RSI is, start with basics first. This indicator assumes foundational knowledge. Algo Traders Seeking Black Box: This is discretionary. Signals require context and confirmation. Not suitable for blind automated execution. Mean-Reversion Only Traders: The indicator is trend-following at its core. While VWAP bands support mean-reversion, the primary methodology is trend continuation. --- 3. CORE COMPONENTS OVERVIEW The indicator combines these proven systems: Trend Analysis: Moving Averages: Four customizable MAs (Fast, Medium, Medium-Long, Long) with six types to choose from (EMA, SMA, WMA, VWMA, RMA, HMA). Mix and match for your style. Supertrend: ATR-based trend indicator with unique gradient fill showing trend strength. One-sided ribbon visualization makes it easier to see momentum building or fading. ZLSMA : Zero-lag linear-regression smoothed moving average. Reduces lag compared to traditional MAs while maintaining smooth curves. Momentum & Filters: MACD: Standard MACD with separation filter to avoid weak crossovers. RSI: Pullback zone detection - only enter longs when RSI is in your defined "buy zone" and shorts in "sell zone". ADX/DMI: Trend strength measurement with directional filter. Ensures you only trade when there's actual momentum. Volume Filter: Relative volume confirmation - require above-average volume for entries. Donchian Breakout: Optional channel breakout requirement. Signal Systems: UT Bot: The primary signal generator. ATR trailing stop that adapts to volatility and gives clear entry/exit points. Base Signals: MA cross system with all the above filters applied. More conservative than UT Bot alone. Market Bias Table: Multi-timeframe dashboard showing trend alignment across 7 timeframes plus macro bias (3-day, weekly, monthly, quarterly, VIX). Candlestick Patterns: Six major reversal patterns auto-detected with interactive tooltips. ORB Tracker: Opening range high/low with breakout status (intraday only). PDH/PDL: Previous day levels plotted automatically on intraday charts. VWAP + Bands : Session-anchored VWAP with up to three standard deviation band pairs. --- 4. THE UT BOT TRADING SYSTEM The UT Bot is the heart of the indicator's signal generation. It's an advanced ATR trailing stop that adapts to market volatility. Why UT Bot is Superior to Fixed Stops: Traditional ATR stops use a fixed multiplier (e.g., "stop = entry - 2×ATR"). UT Bot is smarter: It TRAILS the stop as price moves in your favor It WIDENS during high volatility to avoid premature stops It TIGHTENS during consolidation to lock in profits It FLIPS when price breaks the trailing line, signaling reversals Visual Elements You'll See: Orange Trailing Line: The actual UT stop level that adapts bar-by-bar Buy/Sell Labels: Aqua triangle (long) or orange triangle (short) when the line flips ENTRY Line: Horizontal line at your entry price (optional, can be turned off) Suggested Stop Loss: A composite SL calculated from multiple support/resistance layers: - UT trailing line - Supertrend level - VWAP - Swing structure (recent lows/highs) - Long-term MA (200) - ATR-based floor Take Profit Lines: TP1, TP1.5, TP2, TP3 based on R-multiples. When price touches a TP, it's marked with a checkmark and the line freezes for audit trail purposes. Status Messages: "SL Touched ❌" or "SL Frozen" when the trade leg completes. How UT Bot Differs from Other ATR Systems: Multiple Filters Available: You can require 2-bar confirmation, minimum % price change, swing structure alignment, or ZLSMA directional filter. Most UT implementations have none of these. Smart SL Calculation: Instead of just using the UT line as your stop, the indicator suggests a better SL based on actual support/resistance. This prevents getting stopped out by wicks while keeping risk controlled. Visual Audit Trail: All SL/TP lines freeze when touched with clear markers. You can review your trades weeks later and see exactly where entries, stops, and targets were. Performance Options: "Draw UT visuals only on bar close" lets you reduce rendering load without affecting logic or alerts - critical for slower machines or 1m charts. Trading Logic: UT Bot flips direction (Buy or Sell signal appears) Check Bias Table for multi-timeframe confirmation Optional: Wait for Base signal or candlestick pattern Enter at signal bar close or next bar open Place stop at "Suggested Stop Loss" line Scale out at TP levels (TP1, TP2, TP3) Exit remaining position on opposite UT signal or stop hit --- 5. UNDERSTANDING THE MARKET BIAS TABLE This is the indicator's unique multi-timeframe intelligence layer. Instead of looking at one chart at a time, the table aggregates signals across seven timeframes plus macro trend bias. Why Multi-Timeframe Analysis Matters: Professional traders check higher and lower timeframes for context: Is the 1h uptrend aligning with my 5m entry? Are all short-term timeframes bullish or just one? Is the daily trend supportive or fighting me? Doing this manually means opening multiple charts, checking each indicator, and making mental notes. The Bias Table does it automatically in one glance. Table Structure: Header Row: On intraday charts: 1m, 5m, 15m, 30m, 1h, 2h, 4h (toggle which ones you want) On daily+ charts: D, W, M (automatic) Green dot next to title = live updating Headline Rows - Macro Bias: These show broad market direction over longer periods: 3 Day Bias: Trend over last 3 trading sessions (uses 1h data) Weekly Bias: Trend over last 5 trading sessions (uses 4h data) Monthly Bias: Trend over last 30 daily bars Quarterly Bias: Trend over last 13 weekly bars VIX Fear Index: Market regime based on VIX level - bullish when low, bearish when high Opening Range Breakout: Status of price vs. session open range (intraday only) These rows show text: "BULLISH", "BEARISH", or "NEUTRAL" Indicator Rows - Technical Signals: These evaluate your configured indicators across all active timeframes: Fast MA > Medium MA (shows your actual MA settings, e.g., "EMA 10 > SMA 20") Price > Long MA (e.g., "Price > SMA 200") Price > VWAP MACD > Signal Supertrend (up/down/neutral) ZLSMA Rising RSI In Zone ADX ≥ Minimum These rows show emojis: GREEB (bullish), RED (bearish), GRAY/YELLOW (neutral/NA) AVG Column: Shows percentage of active timeframes that are bullish for that row. This is the KEY metric: AVG > 70% = strong multi-timeframe bullish alignment AVG 40-60% = mixed/choppy, no clear trend AVG < 30% = strong multi-timeframe bearish alignment How to Use the Table: For a long trade: Check AVG column - want to see > 60% ideally Check headline bias rows - want to see BULLISH, not BEARISH Check VIX row - bullish market regime preferred Check ORB row (intraday) - want ABOVE for longs Scan indicator rows - more green = better confirmation For a short trade: Check AVG column - want to see < 40% ideally Check headline bias rows - want to see BEARISH, not BULLISH Check VIX row - bearish market regime preferred Check ORB row (intraday) - want BELOW for shorts Scan indicator rows - more red = better confirmation When AVG is 40-60%: Market is choppy, mixed signals. Either stay out or reduce position size significantly. These are low-probability environments. Unique Features: Dynamic Labels: Row names show your actual settings (e.g., "EMA 10 > SMA 20" not generic "Fast > Slow"). You know exactly what's being evaluated. Customizable Rows: Turn off rows you don't care about. Only show what matters to your strategy. Customizable Timeframes: On intraday charts, disable 1m or 4h if you don't trade them. Reduces calculation load by 20-40%. Automatic HTF Handling: On Daily/Weekly/Monthly charts, the table automatically switches to D/W/M columns. No configuration needed. Performance Smart: "Hide BIAS table on 1D or above" option completely skips all table calculations on higher timeframes if you only trade intraday. --- 6. CANDLESTICK PATTERN RECOGNITION The indicator automatically detects six major reversal patterns and marks them with emojis at the relevant bars. Why These Six Patterns: These are the most statistically significant reversal patterns according to trading literature: High win rate when appearing at support/resistance Clear visual structure (not subjective) Work across all timeframes and assets Studied extensively by institutions The Patterns: Bullish Patterns (appear at bottoms): Bullish Engulfing: Green candle completely engulfs prior red candle's body. Strong reversal signal. Hammer: Small body with long lower wick (at least 2× body size). Shows rejection of lower prices by buyers. Morning Star: Three-candle pattern (large red → small indecision → large green). Very strong bottom reversal. Bearish Patterns (appear at tops): Bearish Engulfing: Red candle completely engulfs prior green candle's body. Strong reversal signal. Shooting Star: Small body with long upper wick (at least 2× body size). Shows rejection of higher prices by sellers. Evening Star: Three-candle pattern (large green → small indecision → large red). Very strong top reversal. Interactive Tooltips: Unlike most pattern indicators that just draw shapes, this one is educational: Hover your mouse over any pattern emoji A tooltip appears explaining: what the pattern is, what it means, when it's most reliable, and how to trade it No need to memorize - learn as you trade Noise Filter: "Min candle body % to filter noise" setting prevents false signals: Patterns require minimum body size relative to price Filters out tiny candles that don't represent real buying/selling pressure Adjust based on asset volatility (higher % for crypto, lower for low-volatility stocks) How to Trade Patterns: Patterns are NOT standalone entry signals. Use them as: Confirmation: UT Bot gives signal + pattern appears = stronger entry Reversal Warning: In a trade, opposite pattern appears = consider tightening stop or taking profit Support/Resistance Validation: Pattern at key level (PDH, VWAP, MA 200) = level is being respected Best combined with: UT Bot or Base signal in same direction Bias Table alignment (AVG > 60% or < 40%) Appearance at obvious support/resistance --- 7. VISUAL TOOLS AND FEATURES VWAP (Volume Weighted Average Price): Session-anchored VWAP with standard deviation bands. Shows institutional "fair value" for the trading session. Anchor Options: Session, Day, Week, Month, Quarter, Year. Choose based on your trading timeframe. Bands: Up to three pairs (X1, X2, X3) showing statistical deviation. Price at outer bands often reverses. Auto-Hide on HTF: VWAP hides on Daily/Weekly/Monthly charts automatically unless you enable anchored mode. Use VWAP as: Directional bias (above = bullish, below = bearish) Mean reversion levels (outer bands) Support/resistance (the VWAP line itself) Previous Day High/Low: Automatically plots yesterday's high and low on intraday charts: Updates at start of each new trading day Theme-aware colors (dark text for light charts, light text for dark charts) Hidden automatically on Daily/Weekly/Monthly charts These levels are critical for intraday traders - institutions watch them closely as support/resistance. Opening Range Breakout (ORB): Tracks the high/low of the first 5, 15, 30, or 60 minutes of the trading session: Customizable session times (preset for NYSE, LSE, TSE, or custom) Shows current breakout status in Bias Table row (ABOVE, BELOW, INSIDE, BUILDING) Intraday only - auto-disabled on Daily+ charts ORB is a classic day trading strategy - breakout above opening range often leads to continuation. Extra Labels: Change from Open %: Shows how far price has moved from session open (intraday) or daily open (HTF). Green if positive, red if negative. ADX Badge: Small label at bottom of last bar showing current ADX value. Green when above your minimum threshold, red when below. RSI Badge: Small label at top of last bar showing current RSI value with zone status (buy zone, sell zone, or neutral). These labels provide quick at-a-glance confirmation without needing separate indicator windows. --- 8. HOW TO USE THE INDICATOR Step 1: Add to Chart Load the indicator on your chosen asset and timeframe First time: Everything is enabled by default - the chart will look busy Don't panic - you'll turn off what you don't need Step 2: Start Simple Turn OFF everything except: UT Bot labels (keep these ON) Bias Table (keep this ON) Moving Averages (Fast and Medium only) Suggested Stop Loss and Take Profits Hide everything else initially. Get comfortable with the basic UT Bot + Bias Table workflow first. Step 3: Learn the Core Workflow UT Bot gives a Buy or Sell signal Check Bias Table AVG column - do you have multi-timeframe alignment? If yes, enter the trade Place stop at Suggested Stop Loss line Scale out at TP levels Exit on opposite UT signal Trade this simple system for a week. Get a feel for signal frequency and win rate with your settings. Step 4: Add Filters Gradually If you're getting too many losing signals (whipsaws in choppy markets), add filters one at a time: Try: "Require 2-Bar Trend Confirmation" - wait for 2 bars to confirm direction Try: ADX filter with minimum threshold - only trade when trend strength is sufficient Try: RSI pullback filter - only enter on pullbacks, not chasing Try: Volume filter - require above-average volume Add one filter, test for a week, evaluate. Repeat. Step 5: Enable Advanced Features (Optional) Once you're profitable with the core system, add: Supertrend for additional trend confirmation Candlestick patterns for reversal warnings VWAP for institutional anchor reference ORB for intraday breakout context ZLSMA for low-lag trend following Step 6: Optimize Settings Every setting has a detailed tooltip explaining what it does and typical values. Hover over any input to read: What the parameter controls How it impacts trading Suggested ranges for scalping, day trading, and swing trading Start with defaults, then adjust based on your results and style. Step 7: Set Up Alerts Right-click chart → Add Alert → Condition: "Luxy Momentum v6" → Choose: "UT Bot — Buy" for long entries "UT Bot — Sell" for short entries "Base Long/Short" for filtered MA cross signals Optionally enable "Send real-time alert() on UT flip" in settings for immediate notifications. Common Workflow Variations: Conservative Trader: UT signal + Base signal + Candlestick pattern + Bias AVG > 70% Enter only at major support/resistance Wider UT sensitivity, multiple filters Aggressive Trader: UT signal + Bias AVG > 60% Enter immediately, no waiting Tighter UT sensitivity, minimal filters Swing Trader: Focus on Daily/Weekly Bias alignment Ignore intraday noise Use ORB and PDH/PDL less (or not at all) Wider stops, patient approach --- 9. PERFORMANCE AND OPTIMIZATION The indicator is optimized for speed, but with 15+ features running simultaneously, chart load time can add up. Here's how to keep it fast: Biggest Performance Gains: Disable Unused Timeframes: In "Time Frames" settings, turn OFF any timeframe you don't actively trade. Each disabled TF saves 10-15% calculation time. If you only day trade 5m, 15m, 1h, disable 1m, 2h, 4h. Hide Bias Table on Daily+: If you only trade intraday, enable "Hide BIAS table on 1D or above". This skips ALL table calculations on higher timeframes. Draw UT Visuals Only on Bar Close: Reduces intrabar rendering of SL/TP/Entry lines. Has ZERO impact on logic or alerts - purely visual optimization. Additional Optimizations: Turn off VWAP bands if you don't use them Disable candlestick patterns if you don't trade them Turn off Supertrend fill if you find it distracting (keep the line) Reduce "Limit to 10 bars" for SL/TP lines to minimize line objects Performance Features Built-In: Smart Caching: Higher timeframe data (3-day bias, weekly bias, etc.) updates once per day, not every bar Conditional Calculations: Volume filter only calculates when enabled. Swing filter only runs when enabled. Nothing computes if turned off. Modular Design: Every component is independent. Turn off what you don't need without breaking other features. Typical Load Times: 5m chart, all features ON, 7 timeframes: ~2-3 seconds 5m chart, core features only, 3 timeframes: ~1 second 1m chart, all features: ~4-5 seconds (many bars to calculate) If loading takes longer, you likely have too many indicators on the chart total (not just this one). --- 10. FAQ Q: How is this different from standard UT Bot indicators? A: Standard UT Bot (originally by @QuantNomad) is just the ATR trailing line and flip signals. This implementation adds: - Volume weighting and momentum adjustment to the trailing calculation - Multiple confirmation filters (swing, %, 2-bar, ZLSMA) - Smart composite stop loss system from multiple S/R layers - R-multiple take profit system with freeze-on-touch - Integration with multi-timeframe Bias Table - Visual audit trail with checkmarks Q: Can I use this for automated trading? A: The indicator is designed for discretionary trading. While it has clear signals and alerts, it's not a mechanical system. Context and judgment are required. Q: Does it repaint? A: No. All signals respect bar close. UT Bot logic runs intrabar but signals only trigger on confirmed bars. Alerts fire correctly with no lookahead. Q: Do I need to use all the features? A: Absolutely not. The indicator is modular. Many profitable traders use just UT Bot + Bias Table + Moving Averages. Start simple, add complexity only if needed. Q: How do I know which settings to use? A: Every single input has a detailed tooltip. Hover over any setting to see: What it does How it affects trading Typical values for scalping, day trading, swing trading Start with defaults, adjust gradually based on results. Q: Can I use this on crypto 24/7 markets? A: Yes. ORB will not work (no defined session), but everything else functions normally. Use "Day" anchor for VWAP instead of "Session". Q: The Bias Table is blank or not showing. A: Check: "Show Table" is ON Table position isn't overlapping another indicator's table (change position) At least one row is enabled "Hide BIAS table on 1D or above" is OFF (if on Daily+ chart) Q: Why are candlestick patterns not appearing? A: Patterns are relatively rare by design - they only appear at genuine reversal points. Check: Pattern toggles are ON "Min candle body %" isn't too high (try 0.05-0.10) You're looking at a chart with actual reversals (not strong trending market) Q: UT Bot is too sensitive/not sensitive enough. A: Adjust "Sensitivity (Key×ATR)". Lower number = tighter stop, more signals. Higher number = wider stop, fewer signals. Read the tooltip for guidance. Q: Can I get alerts for the Bias Table? A: The Bias Table is a dashboard for visual analysis, not a signal generator. Set alerts on UT Bot or Base signals, then manually check Bias Table for confirmation. Q: Does this work on stocks with low volume? A: Yes, but turn OFF the volume filter. Low volume stocks will never meet relative volume requirements. Q: How often should I check the Bias Table? A: Before every entry. It takes 2 seconds to glance at the AVG column and headline rows. This one check can save you from fighting the trend. Q: What if UT signal and Base signal disagree? A: UT Bot is more aggressive (ATR trailing). Base signals are more conservative (MA cross + filters). If they disagree, either: Wait for both to align (safest) Take the UT signal but with smaller size (aggressive) Skip the trade (conservative) There's no "right" answer - depends on your risk tolerance. --- FINAL NOTES The indicator gives you an edge. How you use that edge determines results. For questions, feedback, or support, comment on the indicator page or message the author. Happy Trading!
Индикатор Pine Script®
от orenluxy
41
TRADINGLibrary "TRADING" This library is a client script for making a webhook signal formatted string to PoABOT server. entry_message(password, percent, leverage, margin_mode, kis_number)   Create a entry message for POABOT   Parameters:      password (string) : (string) The password of your bot.      percent (float) : (float) The percent for entry based on your wallet balance.      leverage (int) : (int) The leverage of entry. If not set, your levereage doesn't change.      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      kis_number (int) : (int) The number of koreainvestment account. Default 1   Returns: (string) A json formatted string for webhook message. order_message(password, percent, leverage, margin_mode, kis_number)   Create a order message for POABOT   Parameters:      password (string) : (string) The password of your bot.      percent (float) : (float) The percent for entry based on your wallet balance.      leverage (int) : (int) The leverage of entry. If not set, your levereage doesn't change.      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      kis_number (int) : (int) The number of koreainvestment account. Default 1   Returns: (string) A json formatted string for webhook message. close_message(password, percent, margin_mode, kis_number)   Create a close message for POABOT   Parameters:      password (string) : (string) The password of your bot.      percent (float) : (float) The percent for close based on your wallet balance.      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      kis_number (int) : (int) The number of koreainvestment account. Default 1   Returns: (string) A json formatted string for webhook message. exit_message(password, percent, margin_mode, kis_number)   Create a exit message for POABOT   Parameters:      password (string) : (string) The password of your bot.      percent (float) : (float) The percent for exit based on your wallet balance.      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      kis_number (int) : (int) The number of koreainvestment account. Default 1   Returns: (string) A json formatted string for webhook message. manual_message(password, exchange, base, quote, side, qty, price, percent, leverage, margin_mode, kis_number, order_name)   Create a manual message for POABOT   Parameters:      password (string) : (string) The password of your bot.      exchange (string) : (string) The exchange      base (string) : (string) The base      quote (string) : (string) The quote of order message      side (string) : (string) The side of order messsage      qty (float) : (float) The qty of order message      price (float) : (float) The price of order message      percent (float) : (float) The percent for order based on your wallet balance.      leverage (int) : (int) The leverage of entry. If not set, your levereage doesn't change.      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      kis_number (int) : (int) The number of koreainvestment account.      order_name (string) : (string) The name of order message   Returns: (string) A json formatted string for webhook message. in_trade(start_time, end_time, hide_trade_line)   Create a trade start line   Parameters:      start_time (int) : (int) The start of time.      end_time (int) : (int) The end of time.      hide_trade_line (bool) : (bool) if true, hide trade line. Default false.   Returns: (bool) Get bool for trade based on time range. real_qty(qty, precision, leverage, contract_size, default_qty_type, default_qty_value)   Get exchange specific real qty   Parameters:      qty (float) : (float) qty      precision (float) : (float) precision      leverage (int) : (int) leverage      contract_size (float) : (float) contract_size      default_qty_type (string)      default_qty_value (float)   Returns: (float) exchange specific qty. method set(this, password, start_time, end_time, leverage, initial_capital, default_qty_type, default_qty_value, margin_mode, contract_size, kis_number, entry_percent, close_percent, exit_percent, fixed_qty, fixed_cash, real, auto_alert_message, hide_trade_line)   Set bot object.   Namespace types: bot   Parameters:      this (bot)      password (string) : (string) password for poabot.      start_time (int) : (int) start_time timestamp.      end_time (int) : (int) end_time timestamp.      leverage (int) : (int) leverage.      initial_capital (float)      default_qty_type (string)      default_qty_value (float)      margin_mode (string) : (string) The margin mode for trade(only for OKX). "cross" or "isolated"      contract_size (float)      kis_number (int) : (int) kis_number for poabot.      entry_percent (float) : (float) entry_percent for poabot.      close_percent (float) : (float) close_percent for poabot.      exit_percent (float) : (float) exit_percent for poabot.      fixed_qty (float) : (float) fixed qty.      fixed_cash (float) : (float) fixed cash.      real (bool) : (bool) convert qty for exchange specific.      auto_alert_message (bool) : (bool) convert alert_message for exchange specific.      hide_trade_line (bool) : (bool) if true, Hide trade line. Default false.   Returns: (void) method print(this, message)   Print message using log table.   Namespace types: bot   Parameters:      this (bot)      message (string)   Returns: (void) method start_trade(this)   start trade using start_time and end_time   Namespace types: bot   Parameters:      this (bot)   Returns: (void) method entry(this, id, direction, qty, limit, stop, oca_name, oca_type, comment, alert_message, when)   It is a command to enter market position. If an order with the same ID is already pending, it is possible to modify the order. If there is no order with the specified ID, a new order is placed. To deactivate an entry order, the command strategy.cancel or strategy.cancel_all should be used. In comparison to the function strategy.order, the function strategy.entry is affected by pyramiding and it can reverse market position correctly. If both 'limit' and 'stop' parameters are 'NaN', the order type is market order.   Namespace types: bot   Parameters:      this (bot)      id (string) : (string) A required parameter. The order identifier. It is possible to cancel or modify an order by referencing its identifier.      direction (string) : (string) A required parameter. Market position direction: 'strategy.long' is for long, 'strategy.short' is for short.      qty (float) : (float) An optional parameter. Number of contracts/shares/lots/units to trade. The default value is 'NaN'.      limit (float) : (float) An optional parameter. Limit price of the order. If it is specified, the order type is either 'limit', or 'stop-limit'. 'NaN' should be specified for any other order type.      stop (float) : (float) An optional parameter. Stop price of the order. If it is specified, the order type is either 'stop', or 'stop-limit'. 'NaN' should be specified for any other order type.      oca_name (string) : (string) An optional parameter. Name of the OCA group the order belongs to. If the order should not belong to any particular OCA group, there should be an empty string.      oca_type (string) : (string) An optional parameter. Type of the OCA group. The allowed values are: "strategy.oca.none" - the order should not belong to any particular OCA group; "strategy.oca.cancel" - the order should belong to an OCA group, where as soon as an order is filled, all other orders of the same group are cancelled; "strategy.oca.reduce" - the order should belong to an OCA group, where if X number of contracts of an order is filled, number of contracts for each other order of the same OCA group is decreased by X.      comment (string) : (string) An optional parameter. Additional notes on the order.      alert_message (string) : (string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) method order(this, id, direction, qty, limit, stop, oca_name, oca_type, comment, alert_message, when)   It is a command to place order. If an order with the same ID is already pending, it is possible to modify the order. If there is no order with the specified ID, a new order is placed. To deactivate order, the command strategy.cancel or strategy.cancel_all should be used. In comparison to the function strategy.entry, the function strategy.order is not affected by pyramiding. If both 'limit' and 'stop' parameters are 'NaN', the order type is market order.   Namespace types: bot   Parameters:      this (bot)      id (string) : (string) A required parameter. The order identifier. It is possible to cancel or modify an order by referencing its identifier.      direction (string) : (string) A required parameter. Market position direction: 'strategy.long' is for long, 'strategy.short' is for short.      qty (float) : (float) An optional parameter. Number of contracts/shares/lots/units to trade. The default value is 'NaN'.      limit (float) : (float) An optional parameter. Limit price of the order. If it is specified, the order type is either 'limit', or 'stop-limit'. 'NaN' should be specified for any other order type.      stop (float) : (float) An optional parameter. Stop price of the order. If it is specified, the order type is either 'stop', or 'stop-limit'. 'NaN' should be specified for any other order type.      oca_name (string) : (string) An optional parameter. Name of the OCA group the order belongs to. If the order should not belong to any particular OCA group, there should be an empty string.      oca_type (string) : (string) An optional parameter. Type of the OCA group. The allowed values are: "strategy.oca.none" - the order should not belong to any particular OCA group; "strategy.oca.cancel" - the order should belong to an OCA group, where as soon as an order is filled, all other orders of the same group are cancelled; "strategy.oca.reduce" - the order should belong to an OCA group, where if X number of contracts of an order is filled, number of contracts for each other order of the same OCA group is decreased by X.      comment (string) : (string) An optional parameter. Additional notes on the order.      alert_message (string) : (string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) method close_all(this, comment, alert_message, immediately, when)   Exits the current market position, making it flat.   Namespace types: bot   Parameters:      this (bot)      comment (string) : (string) An optional parameter. Additional notes on the order.      alert_message (string) : (string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.      immediately (bool) : (bool) An optional parameter. If true, the closing order will be executed on the tick where it has been placed, ignoring the strategy parameters that restrict the order execution to the open of the next bar. The default is false.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) method cancel(this, id, when)   It is a command to cancel/deactivate pending orders by referencing their names, which were generated by the functions: strategy.order, strategy.entry and strategy.exit.   Namespace types: bot   Parameters:      this (bot)      id (string) : (string) A required parameter. The order identifier. It is possible to cancel an order by referencing its identifier.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) method cancel_all(this, when)   It is a command to cancel/deactivate all pending orders, which were generated by the functions: strategy.order, strategy.entry and strategy.exit.   Namespace types: bot   Parameters:      this (bot)      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) method close(this, id, comment, qty, qty_percent, alert_message, immediately, when)   It is a command to exit from the entry with the specified ID. If there were multiple entry orders with the same ID, all of them are exited at once. If there are no open entries with the specified ID by the moment the command is triggered, the command will not come into effect. The command uses market order. Every entry is closed by a separate market order.   Namespace types: bot   Parameters:      this (bot)      id (string) : (string) A required parameter. The order identifier. It is possible to close an order by referencing its identifier.      comment (string) : (string) An optional parameter. Additional notes on the order.      qty (float) : (float) An optional parameter. Number of contracts/shares/lots/units to exit a trade with. The default value is 'NaN'.      qty_percent (float) : (float) Defines the percentage (0-100) of the position to close. Its priority is lower than that of the 'qty' parameter. Optional. The default is 100.      alert_message (string) : (string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.      immediately (bool) : (bool) An optional parameter. If true, the closing order will be executed on the tick where it has been placed, ignoring the strategy parameters that restrict the order execution to the open of the next bar. The default is false.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) ticks_to_price(ticks, from)   Converts ticks to a price offset from the supplied price or the average entry price.   Parameters:      ticks (float) : (float) Ticks to convert to a price.      from (float) : (float) A price that can be used to calculate from. Optional. The default value is `strategy.position_avg_price`.   Returns: (float) A price level that has a distance from the entry price equal to the specified number of ticks. method exit(this, id, from_entry, qty, qty_percent, profit, limit, loss, stop, trail_price, trail_points, trail_offset, oca_name, comment, comment_profit, comment_loss, comment_trailing, alert_message, alert_profit, alert_loss, alert_trailing, when)   It is a command to exit either a specific entry, or whole market position. If an order with the same ID is already pending, it is possible to modify the order. If an entry order was not filled, but an exit order is generated, the exit order will wait till entry order is filled and then the exit order is placed. To deactivate an exit order, the command strategy.cancel or strategy.cancel_all should be used. If the function strategy.exit is called once, it exits a position only once. If you want to exit multiple times, the command strategy.exit should be called multiple times. If you use a stop loss and a trailing stop, their order type is 'stop', so only one of them is placed (the one that is supposed to be filled first). If all the following parameters 'profit', 'limit', 'loss', 'stop', 'trail_points', 'trail_offset' are 'NaN', the command will fail. To use market order to exit, the command strategy.close or strategy.close_all should be used.   Namespace types: bot   Parameters:      this (bot)      id (string) : (string) A required parameter. The order identifier. It is possible to cancel or modify an order by referencing its identifier.      from_entry (string) : (string) An optional parameter. The identifier of a specific entry order to exit from it. To exit all entries an empty string should be used. The default values is empty string.      qty (float) : (float) An optional parameter. Number of contracts/shares/lots/units to exit a trade with. The default value is 'NaN'.      qty_percent (float) : (float) Defines the percentage of (0-100) the position to close. Its priority is lower than that of the 'qty' parameter. Optional. The default is 100.      profit (float) : (float) An optional parameter. Profit target (specified in ticks). If it is specified, a limit order is placed to exit market position when the specified amount of profit (in ticks) is reached. The default value is 'NaN'.      limit (float) : (float) An optional parameter. Profit target (requires a specific price). If it is specified, a limit order is placed to exit market position at the specified price (or better). Priority of the parameter 'limit' is higher than priority of the parameter 'profit' ('limit' is used instead of 'profit', if its value is not 'NaN'). The default value is 'NaN'.      loss (float) : (float) An optional parameter. Stop loss (specified in ticks). If it is specified, a stop order is placed to exit market position when the specified amount of loss (in ticks) is reached. The default value is 'NaN'.      stop (float) : (float) An optional parameter. Stop loss (requires a specific price). If it is specified, a stop order is placed to exit market position at the specified price (or worse). Priority of the parameter 'stop' is higher than priority of the parameter 'loss' ('stop' is used instead of 'loss', if its value is not 'NaN'). The default value is 'NaN'.      trail_price (float) : (float) An optional parameter. Trailing stop activation level (requires a specific price). If it is specified, a trailing stop order will be placed when the specified price level is reached. The offset (in ticks) to determine initial price of the trailing stop order is specified in the 'trail_offset' parameter: X ticks lower than activation level to exit long position; X ticks higher than activation level to exit short position. The default value is 'NaN'.      trail_points (float) : (float) An optional parameter. Trailing stop activation level (profit specified in ticks). If it is specified, a trailing stop order will be placed when the calculated price level (specified amount of profit) is reached. The offset (in ticks) to determine initial price of the trailing stop order is specified in the 'trail_offset' parameter: X ticks lower than activation level to exit long position; X ticks higher than activation level to exit short position. The default value is 'NaN'.      trail_offset (float) : (float) An optional parameter. Trailing stop price (specified in ticks). The offset in ticks to determine initial price of the trailing stop order: X ticks lower than 'trail_price' or 'trail_points' to exit long position; X ticks higher than 'trail_price' or 'trail_points' to exit short position. The default value is 'NaN'.      oca_name (string) : (string) An optional parameter. Name of the OCA group (oca_type = strategy.oca.reduce) the profit target, the stop loss / the trailing stop orders belong to. If the name is not specified, it will be generated automatically.      comment (string) : (string) Additional notes on the order. If specified, displays near the order marker on the chart. Optional. The default is na.      comment_profit (string) : (string) Additional notes on the order if the exit was triggered by crossing `profit` or `limit` specifically. If specified, supercedes the `comment` parameter and displays near the order marker on the chart. Optional. The default is na.      comment_loss (string) : (string) Additional notes on the order if the exit was triggered by crossing `stop` or `loss` specifically. If specified, supercedes the `comment` parameter and displays near the order marker on the chart. Optional. The default is na.      comment_trailing (string) : (string) Additional notes on the order if the exit was triggered by crossing `trail_offset` specifically. If specified, supercedes the `comment` parameter and displays near the order marker on the chart. Optional. The default is na.      alert_message (string) : (string) Text that will replace the '{{strategy.order.alert_message}}' placeholder when one is used in the "Message" field of the "Create Alert" dialog. Optional. The default is na.      alert_profit (string) : (string) Text that will replace the '{{strategy.order.alert_message}}' placeholder when one is used in the "Message" field of the "Create Alert" dialog. Only replaces the text if the exit was triggered by crossing `profit` or `limit` specifically. Optional. The default is na.      alert_loss (string) : (string) Text that will replace the '{{strategy.order.alert_message}}' placeholder when one is used in the "Message" field of the "Create Alert" dialog. Only replaces the text if the exit was triggered by crossing `stop` or `loss` specifically. Optional. The default is na.      alert_trailing (string) : (string) Text that will replace the '{{strategy.order.alert_message}}' placeholder when one is used in the "Message" field of the "Create Alert" dialog. Only replaces the text if the exit was triggered by crossing `trail_offset` specifically. Optional. The default is na.      when (bool) : (bool) An optional parmeter. Condition, deprecated.   Returns: (void) percent_to_ticks(percent, from)   Converts a percentage of the supplied price or the average entry price to ticks.   Parameters:      percent (float) : (float) The percentage of supplied price to convert to ticks. 50 is 50% of the entry price.      from (float) : (float) A price that can be used to calculate from. Optional. The default value is `strategy.position_avg_price`.   Returns: (float) A value in ticks. percent_to_price(percent, from)   Converts a percentage of the supplied price or the average entry price to a price.   Parameters:      percent (float) : (float) The percentage of the supplied price to convert to price. 50 is 50% of the supplied price.      from (float) : (float) A price that can be used to calculate from. Optional. The default value is `strategy.position_avg_price`.   Returns: (float) A value in the symbol's quote currency (USD for BTCUSD). bot   Fields:      password (series__string)      start_time (series__integer)      end_time (series__integer)      leverage (series__integer)      initial_capital (series__float)      default_qty_type (series__string)      default_qty_value (series__float)      margin_mode (series__string)      contract_size (series__float)      kis_number (series__integer)      entry_percent (series__float)      close_percent (series__float)      exit_percent (series__float)      log_table (series__table)      fixed_qty (series__float)      fixed_cash (series__float)      real (series__bool)      auto_alert_message (series__bool)      hide_trade_line (series__bool)
Библиотека Pine Script®
от miggphl77
Alpha - Combined BreakoutThis Pine Script indicator, "Alpha - Combined Breakout," is a combination between Smart Money Breakout Signals and UT Bot Alert, The UT Bot Alert indicator was initially developer by Yo_adriiiiaan The idea of original code belongs HPotter. This Indicator helps you identify potential trading opportunities by combining two distinct strategies: Smart Money Breakout and a modified UT Bot (likely a variation of the Ultimate Trend Bot). It provides visual signals, draws lines for potential take profit (TP) and stop loss (SL) levels, and includes a dashboard to track performance metrics. Tutorial: Understanding and Using the "Alpha - Combined Breakout" Indicator This indicator is designed for traders looking for confirmation of market direction and potential entry/exit points by blending structural analysis with a trend-following oscillator. How it Works (General Concept) The indicator combines two main components: Smart Money Breakout: This part identifies significant breaks in market structure, which "smart money" traders often use to gauge shifts in supply and demand. It looks for higher highs/lows or lower highs/lows and flags when these structural points are broken. UT Bot: This is a trend-following component that generates buy and sell signals based on price action relative to an Average True Range (ATR) based trailing stop. You can choose to use these signals independently or combined to generate trading alerts and visual cues on your chart. The dashboard provides a quick overview of how well the signals are performing based on your chosen settings and display mode. Parameters and What They Do Let's break down each input parameter: 1. Smart Money Inputs These settings control how the indicator identifies market structure and breakouts. swingSize (Market Structure Time-Horizon): What it does: This integer value defines the number of candles used to identify significant "swing" (pivot) points—highs and lows. Effect: A larger swingSize creates a smoother market structure, focusing on longer-term trends. This means signals might appear less frequently and with some delay but could be more reliable for higher timeframes or broader market movements. A smaller swingSize will pick up more minor market structure changes, leading to more frequent but potentially noisier signals, suitable for lower timeframes or scalping. Analogy: Think of it like a zoom level on your market structure map. Higher values zoom out, showing only major mountain ranges. Lower values zoom in, showing every hill and bump. bosConfType (BOS Confirmation Type): What it does: This string input determines how a Break of Structure (BOS) is confirmed. You have two options: 'Candle Close': A breakout is confirmed only if a candle's closing price surpasses the previous swing high (for bullish) or swing low (for bearish). 'Wicks': A breakout is confirmed if any part of the candle (including its wick) surpasses the previous swing high or low. Effect: 'Candle Close' provides stronger, more conservative confirmation, as it implies sustained price movement beyond the structure. 'Wicks' provides earlier, more aggressive signals, as it captures momentary breaches of the structure. Analogy: Imagine a wall. 'Candle Close' means the whole person must get over the wall. 'Wicks' means even a finger touching over the top counts as a breach. choch (Show CHoCH): What it does: A boolean (true/false) input to enable or disable the display of "Change of Character" (CHoCH) labels. CHoCH indicates the first structural break against the current dominant trend. Effect: When true, it helps identify early signs of a potential trend reversal, as it marks where the market's "character" (its tendency to make higher highs/lows or lower lows/highs) first changes. BULL (Bullish Color) & BEAR (Bearish Color): What they do: These color inputs allow you to customize the visual appearance of bullish and bearish signals and lines drawn by the Smart Money component. Effect: Purely cosmetic, helps with visual identification on the chart. sm_tp_sl_multiplier (SM TP/SL Multiplier (ATR)): What it does: A float value that acts as a multiplier for the Average True Range (ATR) to calculate the Take Profit (TP) and Stop Loss (SL) levels specifically when you're in "Smart Money Only" mode. It uses the ATR calculated by the UT Bot's nLoss_ut as its base. Effect: A higher multiplier creates wider TP/SL levels, potentially leading to fewer trades but larger wins/losses. A lower multiplier creates tighter TP/SL levels, potentially leading to more frequent but smaller wins/losses. 2. UT Bot Alerts Inputs These parameters control the behavior and sensitivity of the UT Bot component. a_ut (UT Key Value (Sensitivity)): What it does: This integer value adjusts the sensitivity of the UT Bot. Effect: A higher value makes the UT Bot less sensitive to price fluctuations, resulting in fewer and potentially more reliable signals. A lower value makes it more sensitive, generating more signals, which can include more false signals. Analogy: Like a noise filter. Higher values filter out more noise, keeping only strong signals. c_ut (UT ATR Period): What it does: This integer sets the look-back period for the Average True Range (ATR) calculation used by the UT Bot. ATR measures market volatility. Effect: This period directly influences the calculation of the nLoss_ut (which is a_ut * xATR_ut), thus defining the distance of the trailing stop loss and take profit levels. A longer period makes the ATR smoother and less reactive to sudden price spikes. A shorter period makes it more responsive. h_ut (UT Signals from Heikin Ashi Candles): What it does: A boolean (true/false) input to determine if the UT Bot calculations should use standard candlestick data or Heikin Ashi candlestick data. Effect: Heikin Ashi candles smooth out price action, often making trends clearer and reducing noise. Using them for UT Bot signals can lead to smoother, potentially delayed signals that stay with a trend longer. Standard candles are more reactive to raw price changes. 3. Line Drawing Control Buttons These crucial boolean inputs determine which type of signals will trigger the drawing of TP/SL/Entry lines and flags on your chart. They act as a priority system. drawLinesUtOnly (Draw Lines: UT Only): What it does: If checked (true), lines and flags will only be drawn when the UT Bot generates a buy/sell signal. Effect: Isolates UT Bot signals for visual analysis. drawLinesSmartMoneyOnly (Draw Lines: Smart Money Only): What it does: If checked (true), lines and flags will only be drawn when the Smart Money Breakout logic generates a bullish/bearish breakout. Effect: Overrides drawLinesUtOnly if both are checked. Isolates Smart Money signals. drawLinesCombined (Draw Lines: UT & Smart Money (Combined)): What it does: If checked (true), lines and flags will only be drawn when both a UT Bot signal AND a Smart Money Breakout signal occur on the same bar. Effect: Overrides both drawLinesUtOnly and drawLinesSmartMoneyOnly if checked. Provides the strictest entry criteria for line drawing, looking for strong confluence. Dashboard Metrics Explained The dashboard provides performance statistics based on the lines drawing control button selected. For example, if "Draw Lines: UT Only" is active, the dashboard will show stats only for UT Bot signals. Total Signals: The total number of buy or sell signals generated by the selected drawing mode. TP1 Win Rate: The percentage of signals where the price reached Take Profit 1 (TP1) before hitting the Stop Loss. TP2 Win Rate: The percentage of signals where the price reached Take Profit 2 (TP2) before hitting the Stop Loss. TP3 Win Rate: The percentage of signals where the price reached Take Profit 3 (TP3) before hitting the Stop Loss. (Note: TP1, TP2, TP3 are in order of distance from entry, with TP3 being furthest.) SL before any TP rate: This crucial metric shows the number of times the Stop Loss was hit / the percentage of total signals where the stop loss was triggered before any of the three Take Profit levels were reached. This gives you a clear picture of how often a trade resulted in a loss without ever moving into profit target territory. Short Tutorial: How to Use the Indicator Add to Chart: Open your TradingView chart, go to "Indicators," search for "Alpha - Combined Breakout," and add it to your chart. Access Settings: Once added, click the gear icon next to the indicator name on your chart to open its settings. Choose Your Signal Mode: For UT Bot only: Uncheck "Draw Lines: Smart Money Only" and "Draw Lines: UT & Smart Money (Combined)". Ensure "Draw Lines: UT Only" is checked. For Smart Money only: Uncheck "Draw Lines: UT Only" and "Draw Lines: UT & Smart Money (Combined)". Ensure "Draw Lines: Smart Money Only" is checked. For Combined Signals: Check "Draw Lines: UT & Smart Money (Combined)". This will override the other two. Adjust Parameters: Start with default settings. Observe how the signals appear on your chosen asset and timeframe. Refine Smart Money: If you see too many "noisy" market structure breaks, increase swingSize. If you want earlier breakouts, try "Wicks" for bosConfType. Refine UT Bot: Adjust a_ut (Sensitivity) to get more or fewer UT Bot signals. Change c_ut (ATR Period) if you want larger or smaller TP/SL distances. Experiment with h_ut to see if Heikin Ashi smoothing suits your trading style. Adjust TP/SL Multiplier: If using "Smart Money Only" mode, fine-tune sm_tp_sl_multiplier to set appropriate risk/reward levels. Interpret Signals & Lines: Buy/Sell Flags: These indicate the presence of a signal based on your selected drawing mode. Entry Line (Blue Solid): This is where the signal was generated (usually the close price of the signal candle). SL Line (Red/Green Solid): Your calculated stop loss level. TP Lines (Dashed): Your three calculated take profit levels (TP1, TP2, TP3, where TP3 is the furthest target). Smart Money Lines (BOS/CHoCH): These lines indicate horizontal levels where market structure breaks occurred. CHoCH labels might appear at the first structural break against the prior trend. Monitor Dashboard: Pay attention to the dashboard in the top right corner. This dynamically updates to show the win rates for each TP and, crucially, the "SL before any TP rate." Use these statistics to evaluate the effectiveness of the indicator's signals under your current settings and chosen mode. * Set Alerts (Optional): You can set up alerts for any of the specific signals (UT Bot Long/Short, Smart Money Bullish/Bearish, or the "Line Draw" combined signals) to notify you when they occur, even if you're not actively watching the chart. By following this tutorial, you'll be able to effectively use and customize the "Alpha - Combined Breakout" indicator to suit your trading strategy.
Индикатор Pine Script®
от Eternal_May
3Commas Multicoin Scalper LITE [SwissAlgo] Introduction Are you tired of tracking cryptocurrency charts and placing orders manually on your Exchange? The 3Commas Multicoin Scalper LITE is an automated trading system designed to identify and execute potential trading setups on multiple cryptocurrencies ( simultaneously ) on your preferred Exchange (Binance, Bybit, OKX, Gate.io, Bitget) via 3Commas integration. It analyzes price action, volume, momentum, volatility, and trend patterns across two categories of USDT Perpetual coins: the 'Top Major Coins' category (11 established cryptocurrencies) and your Custom Category (up to 10 coins of your choice). The indicator sends real-time trading signals directly to your 3Commas bots for automated execution, identifying both trend-following and contrarian trading opportunities in all market conditions. Trade automatically all coins of one or more selected categories: ---------------------------------------------- What it Does The 3Commas Multicoin Scalper LITE is a technical analysis tool that monitors multiple cryptocurrency pairs simultaneously and connects with 3Commas for signal delivery and execution. Here's how the strategy works: 🔶 Technical Analysis : Analyzes price action, volume, momentum, volatility, and trend patterns across USDT Perpetual Futures contracts simultaneously. 🔶 Pattern Detection : Identifies specific candle patterns and technical confluences that suggest potential trading setups across USDT.P contracts of the selected category. 🔶 Signal Generation : When technical criteria are met at bar close, the indicator creates deal-start signals for the relevant pairs. 🔶 3Commas Integration : Packages these signals and delivers them to 3Commas through TradingView alerts, allowing 3Commas bots to receive specific pair information ('Deal-Start' signals). 🔶 Category Management : Each TradingView alert monitors an entire category, allowing selective activation of different crypto categories. 🔶 Visual Feedback : Provides color-coded candles and backgrounds to visualize technical conditions, with optional pivot points and trend visualization. Candle types Signals ---------------------------------------------- Quick Start Guide 1. Setup 3Commas Bots : Configure two DCA bots in 3Commas (All USDT pairs) - one for LONG positions and one for SHORT positions. 2. Define Trading Parameters : Set your budget for each trade and adjust your preferred sensitivity within the indicator settings. 3. Create Category Alerts : Set up one TradingView alert for each crypto category you want to trade. That's it! Once configured, the system automatically sends signals to your 3Commas bots when predefined trading setups are detected across coins in your selected/activated categories. The indicator scans all coins at bar close (for example, every hour on the 1H timeframe) and triggers trade execution only for those showing technical confluences. Important : Consider your total capital when enabling categories. More details about the setup process are provided below (see paragraph "Detailed Setup & Configuration"). ---------------------------------------------- Built-in Backtesting The 3Commas Multicoin Scalper LITE includes backtesting visualization for each coin. When viewing any USDT Perpetual pair on your chart, you can visualize how the strategy would have performed historically on that specific asset. Color-coded candles and signal markers show past trading setups, helping you evaluate which coins responded best to the strategy. This built-in backtesting capability can support your selection of assets/categories to trade before deploying real capital. As backtesting results are hypothetical and do not guarantee future performance, your research and analysis are essential for selecting the crypto categories/coins to trade. The default strategy settings are: Start Capital 1,000$, leverage 10X, Commissions 0.1% (average Taker Fee on Exchanges for average users), Order Amount 200$ for Longs/Shorts, Slippage 4 Example of backtesting view ---------------------------------------------- Key Features 🔶 Multi-Exchange Support : Compatible with BINANCE, BYBIT, BITGET, GATEIO, and OKX USDT Perpetual markets (USDT.P) 🔶 Category Options : Analyze cryptocurrencies in the Top Major Coins category or create your custom watchlist 🔶 Custom Category Option : Create your watchlist with up to 10 custom USDT Perpetual pairs 🔶 3Commas Integration : Seamlessly connects with 3Commas bots to automate trade entries and exits 🔶 Dual Strategy Approach : Identifies both "trend following" and "contrarian" potential setups 🔶 Confluence-Based Signals : Uses a combination of multiple technical factors - price spikes, price momentum, volume spikes, volume momentum, trend analysis, and volatility spikes - to generate potential trading setups 🔶 Risk Management : Adjustable sensitivity/risk levels, leverage settings, and budget allocation for each trade 🔶 Visual Indicators : Color-coded candles and trading signals provide visual feedback on market conditions 🔶 Trend Indication : Background colors showing ongoing uptrends/downtrends 🔶 Pivot Points & Daily Open : Optional display of pivot points and daily open price for additional context 🔶 Liquidity Analysis : Optional display of high/low liquidity timeframes throughout the trading week 🔶 Trade Control : Configurable limit for the maximum number of signals sent to 3Commas for execution (per bar close and category) 5 Available Exchanges Pick coins/tokens and defined your Custom Category ---------------------------------------------- Methodology 
 The 3Commas Multicoin Scalper LITE utilizes a multi-faceted approach to identify potential trading setups: 1. Price Action Analysis : Detects abnormal price movements by comparing the current candle's range to historical averages and standard deviations, helping identify potential "pump and dump" scenarios or new-trends start 2. Price Momentum : Evaluates the relative strength of bullish vs. bearish price movements over time, indicating the build-up of buying or selling pressure. 3. Volume Analysis: Identifies unusual volume spikes by comparing current volume to historical averages, signaling strong market interest in a particular direction. 4. Volume Momentum : Measures the ratio of bullish to bearish volume, revealing the dominance of buyers or sellers over time. 5. Trend Analysis : Combines EMA slopes, RSI, and Stochastic RSI to determine overall trend direction and strength. 6. Volatility : Monitors the ATR (Average True Range) to detect periods of increased market volatility, which may indicate potential breakouts or reversals 7. Candle Wick Analysis : Evaluates upper and lower wick percentages to detect potential rejection patterns and reversals. 8. Pivot Point Analysis : Uses pivot points (PP, R1-R3, S1-S3) for identifying key support/resistance areas and potential breakout/breakdown levels. 9. Daily Open Reference: Analyzes price action relative to the daily open for potential setups related to price movement vs. the opening price 10. Market Timing/Liquidity : Evaluates high/low liquidity periods, specific days/times of heightened risk, and potential market manipulation timeframes. 11. Boost Factors : Applies additional weight to certain confluence patterns to adjust global scores These factors are combined into a "Global Score" ranging from -1 to +1 , applied at bar close to the newly formed candles. Scores above predefined thresholds (configurable via the Sensitivity Settings) indicate strong bullish or bearish conditions and trigger signals based on predefined patterns. The indicator then applies additional filters to generate specific "Trend Following" and "Contrarian" trading signals. The identified signals are packaged and sent to 3Commas for execution. Pivot Points Trend Background ---------------------------------------------- Who This Strategy Is For The 3Commas Multicoin Scalper LITE may benefit: Crypto Traders seeking to automate their trading across multiple coins simultaneously 3Commas Users looking to enhance their bot performance with technical signals Busy Traders who want to monitor market opportunities without constant chart-watching Multi-strategy traders interested in both trend-following and reversal trading approaches Traders of Various Experience Levels from intermediate traders wanting to save time to advanced traders seeking to optimize their operations Perpetual Futures Traders on major exchanges (Binance, Bybit, OKX, Gate.io, Bitget) Swing and Scalp Traders seeking to identify short to medium-term profit opportunities ---------------------------------------------- Visual Indicators The indicator provides visual feedback through: 1. Candlestick Colors : * Lime: Strong bullish candle (High positive score) * Blue: Moderate bullish candle (Medium positive score) * Red: Strong bearish candle (High negative score) * Purple: Moderate bearish candle (Medium negative score) * Pale Green/Red: Mild bullish/bearish candle 2. Signal Markers : * ↗: Trend following Long signal * ↘: Trend following Short signal * ⤴: Contrarian Long signal * ⤵: Contrarian Short signal 3. Optional Elements : * Pivot Points: Daily support/resistance levels (R1-R3, S1-S3, PP) * Daily Open: Reference price level for the current trading day * Trend Background: Color-coded background suggesting potential ongoing uptrend/downtrend * Liquidity Highlighting: Background colors indicating typical high/low market liquidity periods 4. TradingView Strategy Plots and Backtesting Data : Standard performance metrics showing entry/exit points, equity curves, and trade statistics, based on the signals generated by the script. ---------------------------------------------- Detailed Setup & Configuration The indicator features a user-friendly input panel organized in sequential steps to guide you through the complete setup process. Tooltips for each step provide additional information to help you understand the actions required to get the strategy running. Informative tables provide additional details and instructions for critical setup steps such as 3Commas bot configuration and TradingView alert creation (to activate trading on specific categories). 1. Choose Exchange, Crypto Category & Sensitivity * Select your USDT Perpetual Exchange (BINANCE, BYBIT, BITGET, GATEIO, or OKX) - i.e. the same Exchange connected in your 3Commas account * Choose your preferred crypto category, or define your watchlist * Choose from three sensitivity levels: Default, Aggressive, or Test Mode (test mode is designed to generate more signals, a potentially helpful feature when you are testing the indicator and alerts) 2. Setup 3Commas Bots and integrate them with the algo * Create both LONG and SHORT DCA Bots in 3Commas * Configure bots to accept signals for 'All USDT Pairs' with "TradingView Custom Signal" as deal start condition * Enter your Bot IDs and Email Token in the indicator settings * Set a maximum budget for LONG and SHORT trades * Choose whether to allow LONG trades, SHORT trades, or both, according to your preference and market analysis * Set maximum trades per bar/category (i.e. the max. number of simultaneous signals that the algo may send to your 3Commas bots for execution at every bar close - every hour if you set the 1H timeframe) * Access the detailed setup guide table for step-by-step 3Commas configuration instructions 3Commas integration 3. Choose Visuals * Toggle various optional visual elements to add to the chart: category metrics, fired alerts, coin metrics, daily open, pivot points * Select a color theme: Dark or Light 4. Activate Trading via Alerts * Create TradingView alerts for each category you want to trade * Set alert condition to "3Commas Multicoin Scalper" with "Any alert() function call" * Set the content of the message field to: {{Message}}, deleting the default content shown in this text field, to enable proper 3Commas integration (any other text than {{Message}}, would break the delivery trading signals from Tradingview to 3Commas) * View the alerts setup instruction table for visual guidance on this critical step Alerts Fired Alerts (example at a single bar) Fired Alerts (frequency) Important Configuration Notes Ensure that the TradingView chart's exchange matches your selected exchange in the indicator settings and your 3Commas bot settings. You must configure the same leverage in both the script and your 3Commas bots Your 3Commas bots must be configured for All USDT pairs You must enter the exact Bot IDs and Email Token from 3Commas (these remain confidential - no one, including us, has access to them) If you activate multiple categories without sufficient capital, 3Commas will display " insufficient funds " errors - align your available capital with the number of categories you activate (each deal will use the budget amount specified in user inputs) You are free to set your Take Profit % / trailing on 3Commas We recommend not to use DCA orders (i.e. set the number of DCA orders at zero) Legend of symbols and plots on the chart ---------------------------------------------- FAQs General Questions ❓ Q: What features are included in this indicator? A: This indicator provides access to the "Top Major Coins" category and a custom category option where you can define up to 10 pairs of your choice. It includes multi-exchange support, 3Commas integration, a dual strategy approach, visual indicators, trade controls, and comprehensive backtesting capabilities. The indicator is optimized to manage up to 2 trades per hour/category with leverage up to 10x and trade sizes up to 500 USDT - everything needed for traders looking to automate their crypto trading across multiple pairs simultaneously. ❓ Q: What is Global Score? A: The Global Score serves as a foundation for signal generation. When a candle's score exceeds certain thresholds (defined by your Risk Level setting), it becomes a candidate for signal generation. However, not all high-scoring candles generate trading signals - the indicator applies additional pattern recognition and contextual filters. For example, a strongly positive score (lime candle) in an established uptrend may trigger a "Trend Following" signal, while a strongly negative score (red candle) in a downtrend might generate a "Trend following Short" signal. Similarly, contrarian signals are generated when specific reversal patterns occur alongside appropriate Global Score values, often involving wick analysis and pivot point interactions. This multi-layer approach helps filter out false positives and identify higher-probability trading setups. ❓ Q: What's the difference between "Trend following" and "Contrarian" signals in the script? A: "Trend Following" signals follow the identified trends while "Contrarian" signals anticipate potential trend reversals. ❓ Q: Why don't I see any signals on my chart? A: Make sure you're viewing a USDT Perpetual pair from your selected exchange that belongs to the crypto category you've chosen to analyze. For example, if you've selected the "Top Major Coins" category with Binance as your exchange, you need to view a chart of one of those specific pairs (like BINANCE:BTCUSDT.P) to see signals. If you switch exchanges, for example from Binance to Bybit, you need to pull a Bybit pair on the chart to see backtesting data and signals. ❓ Q: Does this indicator guarantee profits? A: No. Trading cryptocurrencies involves significant risk, and past performance is not indicative of future results. This indicator is a tool to help you identify potential trading setups, but it does not and cannot guarantee profits. ❓ Q: Does this indicator repaint or use lookahead bias? A: No. All trading signals generated by this indicator are based only on completed price data and do not repaint. The system is designed to ensure that backtesting results reflect as closely as possible what you should experience in live trading. While reference levels like pivot points are kept stable throughout the day using lookahead on, the actual buy and sell signals are calculated using only historical data (lookahead off) that would have been available at that moment in time. This ensures reliability and consistency between backtesting and real-time trading performance. Technical Setup ❓ Q: What exchanges are supported? A: The strategy supports BINANCE, BYBIT, BITGET, GATEIO, and OKX USDT Perpetual markets (i.e. all the Exchanges you can connect to your 3Commas account for USDT Perpetual trading, excluding Coinbase Perpetual that offers USDC pairs, instead of USDT). ❓ Q: What timeframe should I use? A: The indicator is optimized for the 1-hour (1H) timeframe but may run on any timeframe. ❓ Q: How many coins can I trade at once? A: You can trade all coins within the selected category. You can activate categories by setting up alerts. ❓ Q: How many alerts do I need to set up? A: You need to set up one alert for each crypto category you want to trade. We recommend starting with one category, testing the results carefully, monitoring performance daily, and perhaps activating additional categories in a second stage. ❓ Q: Are there any specific risk management features built into the indicator? A: Yes, the indicator includes risk management features: adjustable maximum trades per hour/category, the ability to enable/disable long or short signals depending on market conditions, customizable trade size for both long and short positions, and different sensitivity/risk level settings. ❓ Q: What happens if 3Commas can't execute a signal? A: If 3Commas cannot execute a signal (due to insufficient funds, bot offline, etc.), the trade will be skipped. The indicator will continue sending signals for other valid setups, but it doesn't retry failed signals. ❓ Q: Can I run this indicator on multiple charts at once? A: Yes, but it's not necessary. The indicator analyzes all coins in your selected categories regardless of which chart you apply it to. For optimal resource usage, apply it to a single chart of a USDT Perpetual pair from your selected exchange. To stop trading a category, simply delete the alert created for that category. ❓ Q: How frequently does the indicator scan for new signals? A: The indicator scans all coins in your selected categories at the close of each bar (every hour if you selected the 1H timeframe). ---------------------------------------------- ⚠️ 
Disclaimer This indicator is for informational and educational purposes only and does not constitute financial advice. Trading cryptocurrencies involves significant risk, including the potential loss of all invested capital, and past performance is not indicative of future results. Always conduct your own thorough research (DYOR) and understand the risks involved before making any trading decisions. Trading with leverage significantly amplifies both potential profits and losses - exercise extreme caution when using leverage and never risk more than you can afford to lose. The Bot ID and Email Token information are transmitted directly from TradingView to 3Commas via secure connections. No third party or entity will ever have access to this data (including the Author). Do not share your 3Commas credentials with anyone. This indicator is not affiliated with, endorsed by, or sponsored by TradingView or 3Commas.
Стратегия Pine Script®
от SwissAlgo
7
ProfitView Strategy TemplateHello traders, This script took me a full week of coding/testing, sweat, and tears - and I’m too nice as I’m giving it for free to the community. If you're tired of manual trading and looking for a solid strategy template to pair with your indicators, look no further. This Pine Script v5 strategy template is engineered for maximum customization and risk management. Best part? This Pine Script v5 template facilitates the dynamic construction of ProfitView alerts, sparing users the time and effort of mastering the ProfitView syntax and manually creating alert commands. This powerful tool gives much power to those who don't know how to code in Pinescript and want to automate their indicators' signals via the ProfitView Chrome extension. IMPORTANT NOTES ProfitView is a trading bot software that forwards TradingView alerts to your brokers (examples: Binance, Oanda, Coinbase, Bybit, etc.) for automating trading. Many traders don't know how to dynamically create ProfitView-compatible alerts using the data from their TradingView scripts. Traders using trading bots want their alerts to reflect the stop-loss/take-profit/trailing-stop/stop-loss to break options from your script and then create the orders accordingly. This script showcases how to create ProfitView alerts dynamically. TRADINGVIEW ALERTS 1) You'll have to create one alert per asset X timeframe = 1 chart. Example: 1 alert for EUR/USD on the 5 minutes chart, 1 alert for EUR/USD on the 15-minute chart (assuming you want your bot to trade the EUR/USD on the 5 and 15-minute timeframes) 2) Select the Order fills and alert() function calls condition 3) For each alert, the alert message is pre-configured with the text below {{strategy.order.alert_message}} Please leave it as it is. It's a TradingView native variable that will fetch the alert text messages built by the script. 4) ProfitView doesn't use webhook technology, so setting a webhook URL from the alerts notifications tab is unnecessary. KEY FEATURES I) Modular Indicator Connection * plug your existing indicator into the template. * Only two lines of code are needed for full compatibility. Step 1: Create your connector Adapt your indicator with only 2 lines of code and then connect it to this strategy template. To do so: 1) Find in your indicator where the conditions print the long/buy and short/sell signals. 2) Create an additional plot as below I'm giving an example with a Two moving averages cross. Please replicate the same methodology for your indicator, whether a MACD , ZigZag, Pivots , higher-highs, lower-lows or whatever indicator with clear buy and sell conditions. //@version=5 indicator("Supertrend", overlay = true, timeframe = "", timeframe_gaps = true) atrPeriod = input.int(10, "ATR Length", minval = 1) factor = input.float(3.0, "Factor", minval = 0.01, step = 0.01) = ta.supertrend(factor, atrPeriod) supertrend := barstate.isfirst ? na : supertrend bodyMiddle = plot(barstate.isfirst ? na : (open + close) / 2, display = display.none) upTrend = plot(direction &lt; 0 ? supertrend : na, "Up Trend", color = color.green, style = plot.style_linebr) downTrend = plot(direction &lt; 0 ? na : supertrend, "Down Trend", color = color.red, style = plot.style_linebr) fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps = false) fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps = false) buy = ta.crossunder(direction, 0) sell = ta.crossunder(direction, 0) //////// CONNECTOR SECTION //////// Signal = buy ? 1 : sell ? -1 : 0 plot(Signal, title = "Signal", display = display.data_window) //////// CONNECTOR SECTION //////// Important Notes 🔥 The Strategy Template expects the value to be exactly 1 for the bullish signal and -1 for the bearish signal Now, you can connect your indicator to the Strategy Template using the method below or that one. Step 2: Connect the connector 1) Add your updated indicator to a TradingView chart 2) Add the Strategy Template as well to the SAME chart 3) Open the Strategy Template settings, and in the Data Source field, select your 🔌Connector🔌 (which comes from your indicator) Note it doesn’t have to be named 🔌Connector🔌 - you can name it as you want - however, I recommend an explicit name you can easily remember. From then, you should start seeing the signals and plenty of other stuff on your chart. 🔥 Note that whenever you update your indicator values, the strategy statistics and visuals on your chart will update in real-time II) BOT Risk Management: - Max Drawdown: Mode: Select whether the max drawdown is calculated in percentage (%) or USD. Value: If the max drawdown reaches this specified value, set a value to halt the bot. - Max Consecutive Days: Use Max Consecutive Days BOT Halt: Enable/Disable halting the bot if the max consecutive losing days value is reached. - Max Consecutive Days: Set the maximum number of consecutive losing days allowed before halting the bot. - Max Losing Streak: Use Max Losing Streak: Enable/Disable a feature to prevent the bot from taking too many losses in a row. - Max Losing Streak Length: Set the maximum length of a losing streak allowed. Margin Call: - Use Margin Call: Enable/Disable a feature to exit when a specified percentage away from a margin call to prevent it. Margin Call (%): Set the percentage value to trigger this feature. - Close BOT Total Loss: Use Close BOT Total Loss: Enable/Disable a feature to close all trades and halt the bot if the total loss is reached. - Total Loss ($): Set the total loss value in USD to trigger this feature. Intraday BOT Risk Management: - Intraday Losses: Use Intraday Losses BOT Halt: Enable/Disable halting the bot on reaching specified intraday losses. Mode: Select whether the intraday loss is calculated in percentage (%) or USD. - Max Intraday Losses (%): Set the value for maximum intraday losses. Limit Intraday Trades: - Use Limit Intraday Trades: Enable/Disable a feature to limit the number of intraday trades. - Max Intraday Trades: Set the maximum number of intraday trades allowed. Restart Intraday EA: - Use Restart Intraday EA: Enable/Disable a feature to restart the bot at the first bar of the next day if it has been stopped with an intraday risk management safeguard. III) Order Types and Position Sizing - Choose between market, limit, or stop orders. - Set your position size directly in the template. Please use the position size from the “Inputs” and not the “Properties” tab. I know it's redundant. - the template needs this value from the "Inputs" tab to build the alerts, and the Backtester needs it from the "Properties" tab. IV) Advanced Take-Profit and Stop-Loss Options - Choose to set your SL/TP in either pips or percentages. - Option for multiple take-profit levels and trailing stop losses. - Move your stop loss to break even +/- offset in pips for “risk-free” trades. V) Miscellaneous Retry order openings if they fail. Order Types: Select and specify order type and price settings. Position Size: Define the type and size of positions. Leverage: Leverage settings, including margin type and hedge mode. Session: Limit trades to specific sessions. Dates: Limit trades to a specific date range. Trades Direction: Direction: Specify the market direction for opening positions. VI) Notifications (Telegram/Discord/Email/IFTTT/Twilio/SMS) Customize notifications sent to Telegram, Discord, Email, IFTTT, Twilio, and ProfitView Logger. VII) Logger The ProfitView commands are logged in the TradingView logger. You'll find more information about it in this TradingView blog post . WHY YOU MIGHT NEED THIS TEMPLATE 1) Transform your indicator into a ProfitView trading bot more easily than before Connect your indicator to the template Create your alerts Set your EA settings 2) Save Time Auto-generated alert messages for ProfitView. I tested them all and checked with the support team what could/couldn’t be done. 3) Be in Control Manage your trading risks with advanced features. 4) Customizable Fits various trading styles and asset classes. REQUIREMENTS * Make sure you have your ProfitView account and do the settings correctly in your Chrome extension. If you don't know how to do it, read the documentation + ask for help in the ProfitView Discord support channel. * If there is any issue with the template, ask me in the comments section - I’ll answer quickly. BACKTEST RESULTS FROM THIS POST 1) I connected this strategy template to a dummy Supertrend script. I could have selected any other indicator or concept for this script post. I wanted to share an example of how you can quickly upgrade your strategy, making it compatible with ProfitView. 2) The backtest results aren't relevant for this educational script publication. I used realistic backtesting data but didn't look too much into optimizing the results, as this isn't the point of why I'm publishing this script.
This strategy is a template to be connected to any indicator - the sky is the limit. :) 3) This template is made to take 1 trade per direction at any given time. Pyramiding is set to 1 on TradingView. The strategy default settings are: * Initial Capital: 100000 USD * Position Size: 1% * Commission Percent: 0.075% * Slippage: 1 tick * No margin/leverage used Best regards, Dave
Стратегия Pine Script®
от Daveatt
TradingView.To Strategy Template (with Dyanmic Alerts)Hello traders, If you're tired of manual trading and looking for a solid strategy template to pair with your indicators, look no further. This Pine Script v5 strategy template is engineered for maximum customization and risk management. Best part? This Pine Script v5 template facilitates the dynamic construction of TradingView.TO alerts, sparing users the time and effort of mastering the TradingView.TO syntax and manually create alert commands. This powerful tool gives much power to those who don't know how to code in Pinescript and want to automate their indicators' signals via TradingView.TO bot. IMPORTANT NOTES TradingView.TO is a trading bot software that forwards TradingView alerts to your brokers (examples: Binance, Oanda, Coinbase, Bybit, Metatrader 4/5, ...) for automating trading. Many traders don't know how to create TradingView.TO dynamically-compatible alerts using the data from their TradingView scripts. Traders using trading bots want their alerts to reflect the stop-loss/take-profit/trailing-stop/stop-loss to break options from your script and then create the orders accordingly. This script showcases how to create TradingView.TO alerts dynamically. TRADINGVIEW ALERTS 1) You'll have to create one alert per asset X timeframe = 1 chart. Example: 1 alert for BTC/USDT on the 5 minutes chart, 1 alert for BTC/USDT on the 15-minute chart (assuming you want your bot to trade the BTC/USDT on the 5 and 15-minute timeframes) 2) Select the Order fills and alert() function calls condition 3) For each alert, the alert message is pre-configured with the text below {{strategy.order.alert_message}} Please leave it as it is. It's a TradingView native variable that will fetch the alert text messages built by the script. 4) TradingView.TO uses webhook technology - setting a webhook URL from the alerts notifications tab is required. KEY FEATURES I) Modular Indicator Connection * plug your existing indicator into the template. * Only two lines of code are needed for full compatibility. Step 1: Create your connector Adapt your indicator with only 2 lines of code and then connect it to this strategy template. To do so: 1) Find in your indicator where the conditions print the long/buy and short/sell signals. 2) Create an additional plot as below I'm giving an example with a Two moving averages cross. Please replicate the same methodology for your indicator, whether a MACD , ZigZag, Pivots , higher-highs, lower-lows or whatever indicator with clear buy and sell conditions. //@version=5 indicator("Supertrend", overlay = true, timeframe = "", timeframe_gaps = true) atrPeriod = input.int(10, "ATR Length", minval = 1) factor = input.float(3.0, "Factor", minval = 0.01, step = 0.01) = ta.supertrend(factor, atrPeriod) supertrend := barstate.isfirst ? na : supertrend bodyMiddle = plot(barstate.isfirst ? na : (open + close) / 2, display = display.none) upTrend = plot(direction &lt; 0 ? supertrend : na, "Up Trend", color = color.green, style = plot.style_linebr) downTrend = plot(direction &lt; 0 ? na : supertrend, "Down Trend", color = color.red, style = plot.style_linebr) fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps = false) fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps = false) buy = ta.crossunder(direction, 0) sell = ta.crossunder(direction, 0) //////// CONNECTOR SECTION //////// Signal = buy ? 1 : sell ? -1 : 0 plot(Signal, title = "Signal", display = display.data_window) //////// CONNECTOR SECTION //////// Important Notes 🔥 The Strategy Template expects the value to be exactly 1 for the bullish signal and -1 for the bearish signal Now, you can connect your indicator to the Strategy Template using the method below or that one. Step 2: Connect the connector 1) Add your updated indicator to a TradingView chart 2) Add the Strategy Template as well to the SAME chart 3) Open the Strategy Template settings, and in the Data Source field, select your 🔌Connector🔌 (which comes from your indicator) Note it doesn’t have to be named 🔌Connector🔌 - you can name it as you want - however, I recommend an explicit name you can easily remember. From then, you should start seeing the signals and plenty of other stuff on your chart. 🔥 Note that whenever you update your indicator values, the strategy statistics and visuals on your chart will update in real-time II) BOT Risk Management: - Max Drawdown: Mode: Select whether the max drawdown is calculated in percentage (%) or USD. Value: If the max drawdown reaches this specified value, set a value to halt the bot. - Max Consecutive Days: Use Max Consecutive Days BOT Halt: Enable/Disable halting the bot if the max consecutive losing days value is reached. - Max Consecutive Days: Set the maximum number of consecutive losing days allowed before halting the bot. - Max Losing Streak: Use Max Losing Streak: Enable/Disable a feature to prevent the bot from taking too many losses in a row. - Max Losing Streak Length: Set the maximum length of a losing streak allowed. Margin Call: - Use Margin Call: Enable/Disable a feature to exit when a specified percentage away from a margin call to prevent it. Margin Call (%): Set the percentage value to trigger this feature. - Close BOT Total Loss: Use Close BOT Total Loss: Enable/Disable a feature to close all trades and halt the bot if the total loss is reached. - Total Loss ($): Set the total loss value in USD to trigger this feature. Intraday BOT Risk Management: - Intraday Losses: Use Intraday Losses BOT Halt: Enable/Disable halting the bot on reaching specified intraday losses. Mode: Select whether the intraday loss is calculated in percentage (%) or USD. - Max Intraday Losses (%): Set the value for maximum intraday losses. Limit Intraday Trades: - Use Limit Intraday Trades: Enable/Disable a feature to limit the number of intraday trades. - Max Intraday Trades: Set the maximum number of intraday trades allowed. Restart Intraday EA: III) Order Types and Position Sizing - Choose between market or limit orders. - Set your position size directly in the template. Please use the position size from the “Inputs” and not the “Properties” tab. I know it's redundant. - the template needs this value from the "Inputs" tab to build the alerts, and the Backtester needs it from the "Properties" tab. IV) Advanced Take-Profit and Stop-Loss Options - Choose to set your SL/TP in either USD or percentages. - Option for multiple take-profit levels and trailing stop losses. - Move your stop loss to break even +/- offset in USD for “risk-free” trades. V) Miscellaneous: Retry order openings if they fail. Order Types: Select and specify order type and price settings. Position Size: Define the type and size of positions. Leverage: Leverage settings, including margin type and hedge mode. Session: Limit trades to specific sessions. Dates: Limit trades to a specific date range. Trades Direction: Direction: Specify the market direction for opening positions. VI) Logger The TradingView.TO commands are logged in the TradingView logger. You'll find more information about it in this TradingView blog post . WHY YOU MIGHT NEED THIS TEMPLATE 1) Transform your indicator into a TradingView.TO trading bot more easily than before Connect your indicator to the template Create your alerts Set your EA settings 2) Save Time Auto-generated alert messages for TradingView.TO. I tested them all and checked with the support team what could/couldn’t be done. 3) Be in Control Manage your trading risks with advanced features. 4) Customizable Fits various trading styles and asset classes. REQUIREMENTS * Make sure you have your TradingView.TO account * If there is any issue with the template, ask me in the comments section - I’ll answer quickly. BACKTEST RESULTS FROM THIS POST 1) I connected this strategy template to a dummy Supertrend script. I could have selected any other indicator or concept for this script post. I wanted to share an example of how you can quickly upgrade your strategy, making it compatible with TradingView.TO. 2) The backtest results aren't relevant for this educational script publication. I used realistic backtesting data but didn't look too much into optimizing the results, as this isn't the point of why I'm publishing this script.
This strategy is a template to be connected to any indicator - the sky is the limit. :) 3) This template is made to take 1 trade per direction at any given time. Pyramiding is set to 1 on TradingView. The strategy default settings are: * Initial Capital: 100000 USD * Position Size: 1% * Commission Percent: 0.075% * Slippage: 1 tick * No margin/leverage used
Стратегия Pine Script®
от Daveatt
6
Ranged Volume DCA Strategy - R3c0nTraderUpdate: Republishing this as Public Open-Source script. Credits: Thank you "EvoCrypto" for granting me permission to use "Ranged Volume" to create this strategy. Thank you "junyou0424" for granting me permission to use "DCA Bot with SuperTrend Emulator" which I used for adding bot inputs, calculations, and strategy What does this do? This script is mainly used for backtesting a Ranged Volume strategy to see how a 3Commas bot would perform. I created this script out of necessity and I wanted a way to test a 3Commas DCA bot with a strategy based on “Volume.” I came across "EvoCrypto’s" "Ranged Volume" study and strategy in TradingView and I liked it. I wanted to configure it so it can be used for DCA bot backtesting. I used parts from "junyou0424’s" "DCA Bot with SuperTrend Emulator" to add the following: 1. The Start Time and End Time 2. Price deviation to open safety orders (%) 3. Target Take Profit (%) 4. Trailing deviation 5. Base Order and Safety Order 6. Safety order volume scale 7. Safety order step scale 8. Max safety orders In addition to the above, I also added chart indicators for "Take Profit" as well as "Safety Order" Pre-requisites: You can use this script without a 3Commas account and see how 3Commas DCA Bot and Ranged Volume strategy would perform vs. a non-DCA strategy. However, I highly recommend signing up for their free account and going through their training. This would give you a base understanding on the settings you will see in this strategy and why you will need to know them. That said these are the pre-requisites I suggest you have: 1. Base Knowledge of 3Commas DCA bots 2. Base knowledge of settings such as “Max safety trades count”, “safety order volume scale” and “safety order step scale”. If these are alien to you, I suggest you read up on these. 3. Knowledge of setting up a Single-pair 3Commas bot for receiving custom TradingView signal. 4. A paper-bot to test your ideas. (Do not use a real money bot until you have tested it sufficiently with a paper-bot. You alone are responsible for your results!) 5. Add the study I created called "R3c0nTrader’s Ranged Volume Study” which adds a separate chart in its own pane showing the volume spikes. It will also generate the “buy” signals for your bot. NOTE: The study also has the same color scheme as this strategy and having the colors in both the strategy and the study will make things easier to see. If you use EvoCrypto’s Ranged Volume Study instead, just keep in mind that the colors won’t match, and you will have to manually match them. 6. Make your buy signals from your strategy are the same as in your study! To do this, use the same “Volume Range Length” you entered in the STRATEGY and enter that value for the “Volume Range Length” in the STUDY. Also ensure you have the same settings for “Heikin Ashi” (On or Off). Comparisons of Ranged Volume Strategy vs Ranged Volume DCA Strategy BTCUSD Beware of Strategies that claim super high profits. This can easily be done by lowering the initial capital to something unrealistic. If I did that with this strategy and set the initial capital $100 and base order size to $100, I get a net profit of 2,864% which is not realistic. How to Use 1. On the “Inputs” tab: a. Set your Start and End Time to backtest against. b. Set your “Volume Range Length” (number of bars to look back) c. “Heikin Ashi Colors” – Usually I leave this enabled d. “Show Bar Colors” – Leave enabled e. “Show Break-Out” – Leave enabled f. “Show Range” – Leave enabled g. Set your other inputs which are those settings you would find in your 3Commas bot that you want to test (e.g., Price deviation to open safety orders, Target Take Profit, Base order, Safety order, etc.). h. Quick Example for BTCUSD on 2hr chart: i. Price deviation to open safety orders (%) = 6 ii. Target Take Profit (%) = 14 iii. Trailing deviation = 0 iv. Base order = 100 v. Safety order = 200 vi. Safety order volume scale = 2 vii. Safety order step scale = 1.4 viii. Max safety order = 5 2. On the “Properties” tab, set your initial capital, base currency, etc. a. Initial capital – Default is 10,000 (Please use realistic values here. The amount here should be able to cover ALL your safety orders if they were triggered. Ideally, you should have funds left over and not use all trade capital.) b. Base currency – Select your currency c. Order Size - Not used. Use the “Inputs” tab to change your base order size. d. Leave “Pyramiding” set to 999. This acts as a ceiling to the “Max safety orders” on the “Inputs” tab. It must always be higher than your “Max safety orders.” For example, if you set your “Max safety orders” to “4” and “Pyramiding” to “4” then it effectively means you have “3” “Max safety orders” and not “4” because it is counting each successive entry including the initial order. e. “Commission” - Optional f. “Verify price for limit orders” – Leave at zero. This does not change anything that I can tell. g. Optional - Enter a value for “Commission” h. Slippage – Optional. Slippage does not occur in backtesting but does occur in real trading but it can be simulated. Example use case for tracking performance of a real money bot: You enter the start date and time of your bot’s trade into this strategy and you notice some values are a little off due to slippage (average price, take profit, safety orders are not lining up) then you would go back here and increase the slippage until those lines up close enough with your actuals. i. Margin for long positions – I don’t use this honestly. j. Margin for short positions – I don’t use this honestly. k. Recalculate “After order is filled” and “On every tick” – I don’t use this honestly. 3. “Style” tab a. Ranged Volume Bar Coloring - You must disable bar coloring in any studies you added or this may not work properly i. Color 0 – Default Yellow; appears when a volume breakout occurs ii. Color 1 – Default Red; appears when a volume breakdown occurs iii. Color 2 – Light Blue; appears when Close is higher than the Open iv. Color 3 – Dark Blue; appears when the Close is lower than the Open b. Take profit – Default Green; take profit line c. Safety order – Default Light Blue; safety order line d. No Safety Orders left – Default Red; when a trade runs out of safety orders, the line turns red and there is no safety orders left underneath to catch any further falling price movements. e. Avg Position Price – Default Orange; your average position price for any given trade. f. Take Profit Plot Area – Default Green; creates a highlighted area for your take profit g. SO Plot Area – Default Light Blue; creates a highlighted area for your safety orders h. Trades on chart – Show or hide your trades on the chart i. Signal labels – Show or hide the trade signal labels on the chart j. Quantity – Show or hide the trade quantity on the chart Explanation of Chart lines and colors on chart
Стратегия Pine Script®
от R3c0nTrader
7