Backtest EngineThis is a simple backtest engine for your trading strategies. The idea behind this script is to make testing new strategies as easy as possible. Parameters such as take profit/stop loss and time period are built into the script and are customisable by the user via the settings interface. The only coding is to set the entry and exit conditions. Users need not touch any code beyond line 30.
For this post, I have used a 50/200 SMA crossover to demonstrate the ease of use for this script.
The features of this script include:
Backtest period start
Number of days until backtest period end
Take profit and stop loss % (via settings)
Programmable long and short entry/exit
Anti duplicate system (for entry conditions that are continuously satisfied, the engine will only make 1 trade until the is exit condition is satisfied).
DISCLAIMER: The strategy in this post is only a placeholder. The TP/SL levels are set to showcase the functionality of the engine and are in no means optimal settings.
Hope this helps! Feel free to ask any questions about the engine and happy coding!
Поиск скриптов по запросу "the script"
"Golden buy" for cryptofutures (alerts for 3 commas/finandy)This script is a blend of open source cipher B indicator by VuManChu and Hammers & Stars strategy made by ZenAndTheArtOfTrading.
"Golden buy" is based on divergencies and was considered as one of the top strategies for cryptotrading. So I used it for entrance point in this script.
You can turn on opening short positions which are based on divergencies as well.
SL/TP, based on ATR 14, can be tuned, so does Risk/reward ratio.
VuManChu's parameters can be tuned too, but honestly, I don't know how it can help you.
And, finally, you can fully automate your trading with alerts templates presented in the script. (strategy.entry (...//comments= ) - for 3commas and 'alert' function under if conditions for finandy)
Thank you for your attention.
Monthly Returns in Strategies with Market BenchmarkThis is a modified version of this excellent script Monthly Returns in PineScript Strategues by QuantNomad
I liked and used the script but wanted to see how strategy performed vs market on each month/year. So I am sharing back.
The modification consists in adding Market or Buy & Hold performance between parenthesis inside each cell to better see how strategy performed vs market.
Also, 3 red levels and 3 green levels have been used :
For green :
1/ Light when strategy pnl > 0 but < market
2/ medium when strategy pnl > 0 and > market
3/ Dark when strategy pnl > 0 and market < 0 or pnl > market x 2
Same logic in the opposite direction for red.
The strategy provided here is just a showcase of how to use the table in pine script.
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.
Low-High-Trend StrategyWhen asked what the key to successful investing was, Warren Buffet famously said “buy low, sell high.” Was he onto something? Today I am sharing with the community a simple “buy low, sell high” strategy with an optional trend filter and take-profit target. I’ve found that this strategy works well in a variety of markets but has a higher tendency to out-perform buy & hold in markets that are ranging sideways.
How it works:
The strategy tracks the highest and lowest price over the last X number of bars (you select the look-back period). The highest price line is plotted in green and the lowest price line is potted in red. If the price crosses over the lowest price in the last X number of bars, then a buy signal is generated. Exit options include a take-profit % or selling when the price crosses over the highest price in the last X amount of bars. I.e. “Buy low, sell high.” An EMA is also plotted as a blue trend line, and there is an option to only trade if the price is above the EMA trend line.
Disclaimer: Open source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. Even though this example script beats buy and hold over the back-test time-frame, I wouldn't advise using it as a stand-alone strategy without significant additions/modifications to the strategy and risk management functions. In this example the script is being used as a medium-term strategy with just 10% leverage over account equity, a $25k start balance, and back-testing 10+ years. Modifiable slippage and commissions are included in the model.
Green line = Highest price in the look-back period
Red line = Lowest price in the look-back period
Blue line = EMA Trend
Monthly Returns in PineScript StrategiesI'm not 100% satisfied with the strategy performance output I receive from TradingView. Quite often I want to see something that is not available by default. I usually export raw trades/metrics from TradingView and then do additional analysis manually.
But with tables, you can build additional metrics and tools for your strategies quite easily.
This script will just show a table with monthly/yearly performance of your script. Quite a lot of traders/investors used to look at returns like that. Also, it might help you to identify periods of time when your strategy performed good/bad than expected and try to analyze that better.
The script is very simple and I believe you can easily apply it to your own strategies.
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.
Hammers & Stars StrategyOverview
This script trades basic hammer and shooting star candlestick patterns.
It's an extremely simple strategy with minimal filters, and according to my personal manual backtesting and automated trading results, performs best on the Daily chart on certain forex pairs.
It is intended to be traded on the forex markets but theoretically should work on all markets (especially if you optimize the settings).
The script also comes with complete AutoView automation for Oanda.
Make sure you've connected AutoView to TradingView and Oanda, then simply set an alert using the "alert() function calls only" condition and it will automatically execute trades based on whatever settings you've selected (only recommended for experienced traders - use at your own risk!)
If you're not sure how to set up AutoView, search "The Art of Trading AutoView Guide" on YouTube to find my detailed video guide.
Check out my website and YouTube channel for more information, scripts, resources and free Pine Script & trading lessons (link in my profile).
Best of luck with your trading!
- Matt / The Art of Trading
Settings Menu
Tooltips are included explaining what the various settings do, but here's a quick summary:
Strategy Settings
>= ATR Filter: Minimum size of entry candle compared to ATR
<= ATR Filter: Maximum size of entry candle compared to ATR
Stop Loss ATR: Stop loss multiplier (x ATR)
R:R: Risk:Reward profile
Fib Level: Used to calculate upper/lower third of candle. (For example, setting it to 0.5 will mean hammers must close >= 50% mark of the total candle size)
Start Date Filter: Date & time to begin trading from
End Date Filter: Date & time to stop trading
AutoView Oanda Settings
Use Oanda Demo: If turned on then oandapractice broker prefix will be used for AutoView alerts (demo account). If turned off then live account will be used
Use Limit Order: If turned on then AutoView will use limit orders. If turned off then market orders will be used (recommended to use limit order to mitigate spread issues)
Days To Leave Limit Order: This is your GTD setting (good til day)
Account Balance: Your account balance (used for calculating position size)
Account Currency: Your account balance currency (used for calculating position size)
Risk Per Trade %: Your risk per trade as a % of your account balance
MACD+ Strategy [SystemAlpha]This is a strategy based on MACD Oscillator . Instead of using just the normal crossovers, we use trend filters, trailing stop loss and take profit targets. This strategy was developed for crypto, forex and stocks on daily timeframe but feel free to experiment on 15 minutes or higher using heikin ashi or normal candles
In this strategy you have a choice of:
Trend Filters:
- Average Directional Index ( ADX ) – buy when price is trend is up and sell when trend is down.
- Moving Average (MA) – buy when price close above the defined moving average and sell when price close below moving average
- Parabolic SAR – buy when SAR is above price is above price and sell when SAR is below price.
- All - Use ADX , MA and SAR as filters
For MA Filter , you can use the “TF MA Type” and "TF MA Period" parameter to select Simple or Exponential Moving Average and length.
Stop Loss:
- Average True Range (ATR) – ATR % stop as trailing stop loss.
- Parabolic SAR ( SAR ) – Parabolic SAR adapted as trailing stop loss.
For ATR , you can use the “ATR Trailing Stop Multiplier” parameter to set an initial offset for trailing stop loss.
Take Profit Target:
- Average True Range (ATR) – ATR % stop as trailing stop loss.
- Standard % – Percent as target profit
For ATR , you can use the “ATR Take Profit Multiplier” parameter to set an initial offset for trailing stop loss.
Additional feature include:
- Regular and Hidden Divergence display and alerts
STRATEGY ONLY:
- Set back test date range
- Set trade direction - Long, Short or Both
- Use timed exit - Select method and bars
- Method 1: Exit after specified number of bars.
- Method 2: Exit after specified number of bars, ONLY if position is currently profitable.
- Method 3: Exit after specified number of bars, ONLY if position is currently losing.
TradingView Links:
Alerts:
MACD:
How to use:
1. Apply the script by browsing through Indicators --> Invite-Only scripts and select the indicator
2. Once loaded, click the gear (settings) button to select/adjust the parameters based on your preference.
3. Wait for the next BUY or SELL signal to enter the trade!
Disclaimer:
The indicator and signals generated do not constitute investment advice; are provided solely for informational purposes and therefore is not an offer to buy or sell a security; are not warranted to be correct, complete or accurate; and are subject to change without notice.
CMYK RMI TRIPLE◊ Introduction
This script makes use of three RMI's, to indicate Overbought/Oversold.
Adjustments can easily be made, through its settings or script.
◊ Origin
The Relative Momentum Index was developed by Roger Altman and was introduced in his article in the February, 1993 issue of Technical Analysis of Stocks & Commodities magazine.
While RSI counts up and down days from close to close, the Relative Momentum Index counts up and down days from the close relative to a close x number of days ago.
This results in an RSI that is smoother.
This is a part of Project XIAM.
◊ Theoretical Approach
Philosophy γ :: consequential
◊ Usage
You can use this as an indicator for manual trading, or apply AUTOTVIEW to automate your trading.
My advice is to combine this with another indicator before you do this.
The script is written in an organized and flexible manner to do this.
◊ Features
3 RMI's with seperately adjustable HIGH / LOW levels.
Trend adjustment on the SLOW RMI.
Adjustable Interval between entries / Once per dip-top entry.
Take Profit & Stop loss
◊ Community
Wanna share your findings ? or need help resolving a problem ?
CMYK :: discord.gg
AUTOVIEW :: discordapp.com
TRADINGVIEW UNOFFICIAL :: discord.gg
Stratergy CM_Ultimate_MA_MTFThis is the script for the idea published by @ChrisMoody
Below is the link to the idea
()
Try the scripts for longer periods (e.g. 1 D).
The script still requires some tweaks as one of the issue is that the shorts and puts are being placed 2 candles after a confirmation is there. So use this strategy at your own risk.
Any inputs will really be helpful.
(Also thanks to @ChrisMoody for such a good indicator).
[Prod] SuperTrend with Stoploss+TrendZones - 1HHere, i'm using a SuperTrend (difference of moving averages) crossover strategy hybrid with stop-loss and trend-following to look at backtesting for the BCHUSD pair on the coinbase (GDAX) exchange.
Included in this script I've got some optimized parameters that seem to make a decent profit over ~35+ trades. The one thing that's bothering me here is that I get OCCASIONAL repaint issues with back-testing, but I can't figure out why for the life of me, because i'm using V3 in the start of the script. If someone could point out the mistake I may be making here , I feel like this could be a serious strategy to use against the BCHUSD pair on coinbase or other exchanges (with tuning of course).
I based this script off of with lots of modifications.
Anomalous Holonomy Field Theory🌌 Anomalous Holonomy Field Theory (AHFT) - Revolutionary Quantum Market Analysis
Where Theoretical Physics Meets Trading Reality
A Groundbreaking Synthesis of Differential Geometry, Quantum Field Theory, and Market Dynamics
🔬 THEORETICAL FOUNDATION - THE MATHEMATICS OF MARKET REALITY
The Anomalous Holonomy Field Theory represents an unprecedented fusion of advanced mathematical physics with practical market analysis. This isn't merely another indicator repackaging old concepts - it's a fundamentally new lens through which to view and understand market structure .
1. HOLONOMY GROUPS (Differential Geometry)
In differential geometry, holonomy measures how vectors change when parallel transported around closed loops in curved space. Applied to markets:
Mathematical Formula:
H = P exp(∮_C A_μ dx^μ)
Where:
P = Path ordering operator
A_μ = Market connection (price-volume gauge field)
C = Closed price path
Market Implementation:
The holonomy calculation measures how price "remembers" its journey through market space. When price returns to a previous level, the holonomy captures what has changed in the market's internal geometry. This reveals:
Hidden curvature in the market manifold
Topological obstructions to arbitrage
Geometric phase accumulated during price cycles
2. ANOMALY DETECTION (Quantum Field Theory)
Drawing from the Adler-Bell-Jackiw anomaly in quantum field theory:
Mathematical Formula:
∂_μ j^μ = (e²/16π²)F_μν F̃^μν
Where:
j^μ = Market current (order flow)
F_μν = Field strength tensor (volatility structure)
F̃^μν = Dual field strength
Market Application:
Anomalies represent symmetry breaking in market structure - moments when normal patterns fail and extraordinary opportunities arise. The system detects:
Spontaneous symmetry breaking (trend reversals)
Vacuum fluctuations (volatility clusters)
Non-perturbative effects (market crashes/melt-ups)
3. GAUGE THEORY (Theoretical Physics)
Markets exhibit gauge invariance - the fundamental physics remains unchanged under certain transformations:
Mathematical Formula:
A'_μ = A_μ + ∂_μΛ
This ensures our signals are gauge-invariant observables , immune to arbitrary market "coordinate changes" like gaps or reference point shifts.
4. TOPOLOGICAL DATA ANALYSIS
Using persistent homology and Morse theory:
Mathematical Formula:
β_k = dim(H_k(X))
Where β_k are the Betti numbers describing topological features that persist across scales.
🎯 REVOLUTIONARY SIGNAL CONFIGURATION
Signal Sensitivity (0.5-12.0, default 2.5)
Controls the responsiveness of holonomy field calculations to market conditions. This parameter directly affects the threshold for detecting quantum phase transitions in price action.
Optimization by Timeframe:
Scalping (1-5min): 1.5-3.0 for rapid signal generation
Day Trading (15min-1H): 2.5-5.0 for balanced sensitivity
Swing Trading (4H-1D): 5.0-8.0 for high-quality signals only
Score Amplifier (10-200, default 50)
Scales the raw holonomy field strength to produce meaningful signal values. Higher values amplify weak signals in low-volatility environments.
Signal Confirmation Toggle
When enabled, enforces additional technical filters (EMA and RSI alignment) to reduce false positives. Essential for conservative strategies.
Minimum Bars Between Signals (1-20, default 5)
Prevents overtrading by enforcing quantum decoherence time between signals. Higher values reduce whipsaws in choppy markets.
👑 ELITE EXECUTION SYSTEM
Execution Modes:
Conservative Mode:
Stricter signal criteria
Higher quality thresholds
Ideal for stable market conditions
Adaptive Mode:
Self-adjusting parameters
Balances signal frequency with quality
Recommended for most traders
Aggressive Mode:
Maximum signal sensitivity
Captures rapid market moves
Best for experienced traders in volatile conditions
Dynamic Position Sizing:
When enabled, the system scales position size based on:
Holonomy field strength
Current volatility regime
Recent performance metrics
Advanced Exit Management:
Implements trailing stops based on ATR and signal strength, with mode-specific multipliers for optimal profit capture.
🧠 ADAPTIVE INTELLIGENCE ENGINE
Self-Learning System:
The strategy analyzes recent trade outcomes and adjusts:
Risk multipliers based on win/loss ratios
Signal weights according to performance
Market regime detection for environmental adaptation
Learning Speed (0.05-0.3):
Controls adaptation rate. Higher values = faster learning but potentially unstable. Lower values = stable but slower adaptation.
Performance Window (20-100 trades):
Number of recent trades analyzed for adaptation. Longer windows provide stability, shorter windows increase responsiveness.
🎨 REVOLUTIONARY VISUAL SYSTEM
1. Holonomy Field Visualization
What it shows: Multi-layer quantum field bands representing market resonance zones
How to interpret:
Blue/Purple bands = Primary holonomy field (strongest resonance)
Band width = Field strength and volatility
Price within bands = Normal quantum state
Price breaking bands = Quantum phase transition
Trading application: Trade reversals at band extremes, breakouts on band violations with strong signals.
2. Quantum Portals
What they show: Entry signals with recursive depth patterns indicating momentum strength
How to interpret:
Upward triangles with portals = Long entry signals
Downward triangles with portals = Short entry signals
Portal depth = Signal strength and expected momentum
Color intensity = Probability of success
Trading application: Enter on portal appearance, with size proportional to portal depth.
3. Field Resonance Bands
What they show: Fibonacci-based harmonic price zones where quantum resonance occurs
How to interpret:
Dotted circles = Minor resonance levels
Solid circles = Major resonance levels
Color coding = Resonance strength
Trading application: Use as dynamic support/resistance, expect reactions at resonance zones.
4. Anomaly Detection Grid
What it shows: Fractal-based support/resistance with anomaly strength calculations
How to interpret:
Triple-layer lines = Major fractal levels with high anomaly probability
Labels show: Period (H8-H55), Price, and Anomaly strength (φ)
⚡ symbol = Extreme anomaly detected
● symbol = Strong anomaly
○ symbol = Normal conditions
Trading application: Expect major moves when price approaches high anomaly levels. Use for precise entry/exit timing.
5. Phase Space Flow
What it shows: Background heatmap revealing market topology and energy
How to interpret:
Dark background = Low market energy, range-bound
Purple glow = Building energy, trend developing
Bright intensity = High energy, strong directional move
Trading application: Trade aggressively in bright phases, reduce activity in dark phases.
📊 PROFESSIONAL DASHBOARD METRICS
Holonomy Field Strength (-100 to +100)
What it measures: The Wilson loop integral around price paths
>70: Strong positive curvature (bullish vortex)
<-70: Strong negative curvature (bearish collapse)
Near 0: Flat connection (range-bound)
Anomaly Level (0-100%)
What it measures: Quantum vacuum expectation deviation
>70%: Major anomaly (phase transition imminent)
30-70%: Moderate anomaly (elevated volatility)
<30%: Normal quantum fluctuations
Quantum State (-1, 0, +1)
What it measures: Market wave function collapse
+1: Bullish eigenstate |↑⟩
0: Superposition (uncertain)
-1: Bearish eigenstate |↓⟩
Signal Quality Ratings
LEGENDARY: All quantum fields aligned, maximum probability
EXCEPTIONAL: Strong holonomy with anomaly confirmation
STRONG: Good field strength, moderate anomaly
MODERATE: Decent signals, some uncertainty
WEAK: Minimal edge, high quantum noise
Performance Metrics
Win Rate: Rolling performance with emoji indicators
Daily P&L: Real-time profit tracking
Adaptive Risk: Current risk multiplier status
Market Regime: Bull/Bear classification
🏆 WHY THIS CHANGES EVERYTHING
Traditional technical analysis operates on 100-year-old principles - moving averages, support/resistance, and pattern recognition. These work because many traders use them, creating self-fulfilling prophecies.
AHFT transcends this limitation by analyzing markets through the lens of fundamental physics:
Markets have geometry - The holonomy calculations reveal this hidden structure
Price has memory - The geometric phase captures path-dependent effects
Anomalies are predictable - Quantum field theory identifies symmetry breaking
Everything is connected - Gauge theory unifies disparate market phenomena
This isn't just a new indicator - it's a new way of thinking about markets . Just as Einstein's relativity revolutionized physics beyond Newton's mechanics, AHFT revolutionizes technical analysis beyond traditional methods.
🔧 OPTIMAL SETTINGS FOR MNQ 10-MINUTE
For the Micro E-mini Nasdaq-100 on 10-minute timeframe:
Signal Sensitivity: 2.5-3.5
Score Amplifier: 50-70
Execution Mode: Adaptive
Min Bars Between: 3-5
Theme: Quantum Nebula or Dark Matter
💭 THE JOURNEY - FROM IMPOSSIBLE THEORY TO TRADING REALITY
Creating AHFT was a mathematical odyssey that pushed the boundaries of what's possible in Pine Script. The journey began with a seemingly impossible question: Could the profound mathematical structures of theoretical physics be translated into practical trading tools?
The Theoretical Challenge:
Months were spent diving deep into differential geometry textbooks, studying the works of Chern, Simons, and Witten. The mathematics of holonomy groups and gauge theory had never been applied to financial markets. Translating abstract mathematical concepts like parallel transport and fiber bundles into discrete price calculations required novel approaches and countless failed attempts.
The Computational Nightmare:
Pine Script wasn't designed for quantum field theory calculations. Implementing the Wilson loop integral, managing complex array structures for anomaly detection, and maintaining computational efficiency while calculating geometric phases pushed the language to its limits. There were moments when the entire project seemed impossible - the script would timeout, produce nonsensical results, or simply refuse to compile.
The Breakthrough Moments:
After countless sleepless nights and thousands of lines of code, breakthrough came through elegant simplifications. The realization that market anomalies follow patterns similar to quantum vacuum fluctuations led to the revolutionary anomaly detection system. The discovery that price paths exhibit holonomic memory unlocked the geometric phase calculations.
The Visual Revolution:
Creating visualizations that could represent 4-dimensional quantum fields on a 2D chart required innovative approaches. The multi-layer holonomy field, recursive quantum portals, and phase space flow representations went through dozens of iterations before achieving the perfect balance of beauty and functionality.
The Balancing Act:
Perhaps the greatest challenge was maintaining mathematical rigor while ensuring practical trading utility. Every formula had to be both theoretically sound and computationally efficient. Every visual had to be both aesthetically pleasing and information-rich.
The result is more than a strategy - it's a synthesis of pure mathematics and market reality that reveals the hidden order within apparent chaos.
📚 INTEGRATED DOCUMENTATION
Once applied to your chart, AHFT includes comprehensive tooltips on every input parameter. The source code contains detailed explanations of the mathematical theory, practical applications, and optimization guidelines. This published description provides the overview - the indicator itself is a complete educational resource.
⚠️ RISK DISCLAIMER
While AHFT employs advanced mathematical models derived from theoretical physics, markets remain inherently unpredictable. No mathematical model, regardless of sophistication, can guarantee future results. This strategy uses realistic commission ($0.62 per contract) and slippage (1 tick) in all calculations. Past performance does not guarantee future results. Always use appropriate risk management and never risk more than you can afford to lose.
🌟 CONCLUSION
The Anomalous Holonomy Field Theory represents a quantum leap in technical analysis - literally. By applying the profound insights of differential geometry, quantum field theory, and gauge theory to market analysis, AHFT reveals structure and opportunities invisible to traditional methods.
From the holonomy calculations that capture market memory to the anomaly detection that identifies phase transitions, from the adaptive intelligence that learns and evolves to the stunning visualizations that make the invisible visible, every component works in mathematical harmony.
This is more than a trading strategy. It's a new lens through which to view market reality.
Trade with the precision of physics. Trade with the power of mathematics. Trade with AHFT.
I hope this serves as a good replacement for Quantum Edge Pro - Adaptive AI until I'm able to fix it.
— Dskyz, Trade with insight. Trade with anticipation.
SMPivot Gaussian Trend Strategy [Js.K]This open-source strategy combines a Gaussian-weighted moving average with “Smart Money” swing-pivot breaks (BoS = Break-of-Structure) to capture trend continuations and early reversals. It is intended for educational and research purposes only and must not be interpreted as financial advice.
How the logic works
-------------------
1. Gaussian Moving Average (GMA)
• A custom Gaussian kernel (length = 30 by default) smooths price while preserving turning points.
• A second pass (“Smoothed GMA”) further filters noise; only its direction is used for bias.
2. Swing-Pivot detection
• High/Low pivots are found with a symmetric look-back/forward window (Pivot Length = 20).
• The most recent confirmed pivot creates a dynamic structure level (UpdatedHigh / UpdatedLow).
3. Entry rules
Long
• Price closes above the most recent pivot high **and** above Smoothed GMA.
Short
• Price closes below the most recent pivot low **and** below Smoothed GMA.
4. Exit rules
• Fixed stop-loss and take-profit in percent of current price (user-defined).
• Separate parameters and on/off switches for longs and shorts.
5. Visuals
• GMA (dots) and Smoothed GMA (line).
• Structure break lines plus “BoS PH/PL” labels at the midpoint between pivot and break.
Inputs
------
Gaussian
• Gaussian Length (default 30) – smoothing window.
• Gaussian Scatterplot – toggle GMA dots.
Smart-Money Pivot
• Pivot Length (default 20).
• Bull / Bear colors.
Risk settings
• Long / Short enable.
• Individual SL % and TP % (default 1 % SL, 30 % TP).
• Strategy uses percent-of-equity sizing; initial capital defaults to 10 000 USD.
Adjust these to reflect your own account size, realistic commission and slippage.
Best practice & compliance notes
--------------------------------
• Test on a data sample that yields ≥ 100 trades to obtain statistically relevant results.
• Keep risk per trade below 5–10 % of equity; the default values comply with this guideline.
• Explain any custom settings you publish that differ from the defaults.
• Do **not** remove the code header or licence notice (MPL-2.0).
• Include realistic commission and slippage in your back-test before publishing.
• The script does **not** repaint; orders are processed on bar close.
Usage
-----
1. Add the script to any symbol / timeframe; intraday and swing timeframes both work—adjust lengths accordingly.
2. Configure SL/TP and position size to match your personal risk management.
3. Run “List of trades” and the performance summary to evaluate expectancy; forward-test before live use.
Disclaimer
----------
Trading involves substantial risk. Past performance based on back-testing is not necessarily indicative of future results. The author is **not** responsible for any financial losses arising from the use of this script.
Default Strategy Template© CN_FX-999
Coded By Christian Nataliano
First Coded In 14/06/2023
Last Edited In 22/06/2023
This Is A Default Strategy Template That Can Make Your Strategy Scripts More Organized With The Benefit Of Having The Same Layouts & Not Needing To Copy Over The Common Codes Such As Displaying Backtest Results, Opening & Closing Trades, Pine Connector Capabilities And A Clean User Input Interface. This Is A Blank Strategy Script So Feel Free To Use It As Your Default Template For Your Future Strategies.
Credits To Some Of The Custom Code In The Scripts To © ZenAndTheArtOfTrading, Especially The Table Data Plotting
Master Supertrend Strategy [Trendoscope]Here is the strategy version of the indicator - Master Supertrend
Options and variations are same throughout.
🎲 Variations
Following variations are provided in the form of settings.
🎯 Range Type
Instead of ATR, different types of ranges can be used for stop calculation. Here is the complete list used in the script.
Plus/Minus Range* - Calculates plus range and minus range for each candle and uses them for different sides of stop calculation
Ladder ATR - Based on the existing concept of Ladder ATR defined in Supertrend-Ladder-ATR
True Range - True range derived from standard function ta.tr
Standard Deviation - Standard deviation of close prices
🎯 Applied Calculation
In standard ATR, rma of TR is used for calculations. But, the application calculation provides option to users to use different mechanisms. It can be a type of moving average or few other types of calculations.
Available values are
sma
ema
hma
rma
wma
high
median
🎯 Other options
Few other options provided are
Use Close Price - If selected stops are calculated based on the close price instead of high/low prices
Wait for Close If selected, change of supertrend direction is calculated based on close price instead of high/low prices
Diminishing Stop Distance - When selected, stop distance for the trend direction can only reduce and cannot increase. This option is useful for keeping the tight stops on strong trends.
🎯 Plus Minus Range*
One of the range type used is Plus/Minus Range. What it means and how are these ranges calculated? Let's have a look.
Plus Range is an upward movement of a candle from its last price or open price whichever is lower.
Minus Range is a downward movement of a candle from its last price or open price whichever is higher.
This divides True Range into two separate range for positive and negative side.
Note : Effectiveness on daily charts are quire visible. However, if you want to use it for lower timeframes, please play around with settings before settling on suitable configuration.
RebalancingThis script gives you an approximation of the APR you can get when using the technique of Rebalancing.
Further discription are embeded in the script.
HOW TO USE:
- Start date: Choose start date
- Settings: Change settings to your own needs
- Base currency: Select Base currency
- Portfolio: Select the coins (MAX 9 pcs.) you want to use in your portfolio for the rebalancing algoritm
- Click "Data Window" to see the APR (appr.)
Markets:
It can be used to all markets.
NOTE:
Some Exchanges don't go very far back in the past and for this reason this may have impact on this Indicator.
Make sure the coins you selected are available at the Exchange you select in the settings section. If you dont do this, the script generates an error.
Buy and Hold entry finder StrategyHello everyone!
I proudly present the backtest Strategy Script for my "Buy and Hold entry finder" Script.
It basically shows you the outcome, if you would use my indicator in the past.
The buy signals are limited to 1 order per month.
Order Size: Allows you to choose, how much money you want to invest per month. (Please consider, it will only invest an x amount per Order, but it will not stack the amount you did not invest in an previous month ) (Example in my indicator)
Pyramiding: Just regulates, how often you can open an position.
Commission: Here you can set how much it will cost to open an position at your broker.
I coded a feature that allows you to set a Start Date and an End Date for your backtest. In the end of the backtest the script closes all positions.
If you got any question, feel free to ask in the comments or send me a message.
Sincerely, RS Titan.
Combo Backtest 123 Reversal & MACD Crossover with Trail and Stop
This is a modification of @HPotter "Combo Backtest 123 Reversal & MACD Crossover" script.
I've added a trail stop, basic leverage simulation and stop loss.
Below is HPotter's explanation of the script principals.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
MACD – Moving Average Convergence Divergence. The MACD is calculated
by subtracting a 26-day moving average of a security's price from a
12-day moving average of its price. The result is an indicator that
oscillates above and below zero. When the MACD is above zero, it means
the 12-day moving average is higher than the 26-day moving average.
This is bullish as it shows that current expectations (i.e., the 12-day
moving average) are more bullish than previous expectations (i.e., the
26-day average). This implies a bullish , or upward, shift in the supply/demand
lines. When the MACD falls below zero, it means that the 12-day moving average
is less than the 26-day moving average, implying a bearish shift in the
supply/demand lines.
A 9-day moving average of the MACD (not of the security's price) is usually
plotted on top of the MACD indicator. This line is referred to as the "signal"
line. The signal line anticipates the convergence of the two moving averages
(i.e., the movement of the MACD toward the zero line).
Let's consider the rational behind this technique. The MACD is the difference
between two moving averages of price. When the shorter-term moving average rises
above the longer-term moving average (i.e., the MACD rises above zero), it means
that investor expectations are becoming more bullish (i.e., there has been an
upward shift in the supply/demand lines). By plotting a 9-day moving average of
the MACD , we can see the changing of expectations (i.e., the shifting of the
supply/demand lines) as they occur.
WARNING:
- For purpose educate only
- This script to change bars colors.
Fancy Bollinger Bands Strategy [BigBitsIO]This script is for a Bollinger Band type indicator with built-in TradingView strategy including as many features as I can possibly fit into a Bollinger Band type indicator including a wide variety of options to create the most flexible Bollinger Bands strategy possible.
Features:
- A single custom moving average serving as the middle band.
- Standard MA inputs.
- MA type.
- MA period.
- MA price.
- MA resolution (time frame).
- Visibility toggle.
- MA Candle Type
- Fancy MA inputs.
- Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history.
- Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot).
- Toggle to show forecast values for the MA.
- Other inputs related to forecasting:
- Forecast bias. (Neutral forecasts MA if the current price remains the same.)
- Forecast period.
- Forecast magnitude.
- Toggle showing details on the screen
- Toggle the visibility of the fill between the upper and lower bands.
- Toggle to use ATR instead of the standard deviation to calculate the location of the upper and lower bands.
- Custom input for the ATR period.
Strategy Features
-Strategy Window - only test during this window
-Take Profit and Stop Loss
-Open and Close conditions, including condition counts and any/all requirements
-Many conditions to choose from that can either be selected to open, close or open and close a position
-Conditions include:
-Price crossing above/below the Upper, Middle, or Lower bands
-Price being above/below the Upper, Middle, or Lower bands
-Bollinger Band width crossing or being above/below custom values
-Percent B crossing or being above/below custom values
This script may contain errors, or out of date code. Please be mindful of updates to the script.
*** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
Combination Parabolic MA/IIR/ALMA Strategy, and other goodies Okay, so this is a lot. It started mostly with me combining indicators and looking for ideal entry criteria.
It is also a collection of conditions, whether used or unused, for my current chosen "best" strategy. It is currently set how I like it, but it has changed with time, and will continue to do so. Within, there are variables that are unused, but offer some insight into the overall odds of a trade. They were, in fact, once used but fell out of favor. And all details for this strategy are within the comment header of the script.
As this evolves, I most certainly wont keep any future findings and hope for profit from my peers (yinz). Also, I'd like to give a sincere thanks to the people of TV for what I learned in a few month's time and their flexible membership plans. Basically, I'm just a mad scientist, but this monster's a masterpiece and folks here before me made many indirect contributions to it.
--------------------------
Okay guys, lastly and most importantly,
Each smack of the like button is a vote of your confidence in me, to my beautiful landladies, Celeste and Adele, that my rent will be caught up and that it won't always be a problem. Which, in my mind, makes me a graph. And they've got strong hands and don't sell the low. I more than respect that. Seriously. And I'm very grateful for their willingness to work with me, but the thing is that I didn't ask first; life just happens. But few are tolerant of others. And quite importantly, I truly believe that I will be successful one day, and that "thumbs-up" button is your vote of confidence. If you're not sure, then don't hit it yet. Maybe my scripts will boost your confidence in me :)
-------------------------
PS: And you know what? I'ma give a shout-out to Philakone for teaching me everything that I know about Elliot Wave . Absolutely. Two years ago, I would keep telling myself that one day I will put something in his gratuity wallet or pursue the paid courses. And, I still plan on it, because I'm grateful. And so also, to everybody else, I'm recommending him to learn from. because as a trader who might not know everything for free, you can certainly fill in the gaps with his altruistic offerings. And I'm betting that you will then feel more than inclined to buy the Udemy course.
"If wave 2 retraces a lot; number 4 will not". Repetition. Philakone didn't fix my memory but he sure did find a workaround, haha
Okay, everyone, Thanks!
Combination Parabolic MA/IIR/ALMA Strategy, with other goodiesOkay, so this is a lot. It started mostly with me combining indicators and looking for ideal entry criteria.
It is also a collection of conditions, whether used or unused, for my current chosen "best" strategy. It is currently set how I like it, but it has changed with time, and will continue to do so. Within, there are variables that are unused, but offer some insight into the overall odds of a trade. They were, in fact, once used but fell out of favor. And all details for this strategy are within the comment header of the script.
As this evolves, I most certainly wont keep any future findings and hope for profit from my peers (yinz). Also, I'd like to give a sincere thanks to the people of TV for what I learned in a few month's time and their flexible membership plans. Basically, I'm just a mad scientist, but this monster's a masterpiece and folks here before me made many indirect contributions to it.
--------------------------
Okay guys, lastly and most importantly,
Each smack of the like button is a vote of your confidence in me, to my beautiful landladies, Celeste and Adele, that my rent will be caught up and that it won't always be a problem. Which, in my mind, makes me a graph. And they've got strong hands and don't sell the low. I more than respect that. Seriously. And I'm very grateful for their willingness to work with me, but the thing is that I didn't ask first; life just happens. But few are tolerant of others. And quite importantly, I truly believe that I will be successful one day, and that "thumbs-up" button is your vote of confidence. If you're not sure, then don't hit it yet. Maybe my scripts will boost your confidence in me :)
-------------------------
PS: And you know what? I'ma give a shout-out to Philakone for teaching me everything that I know about Elliot Wave . Absolutely. Two years ago, I would keep telling myself that one day I will put something in his gratuity wallet or pursue the paid courses. And, I still plan on it, because I'm grateful. And so also, to everybody else, I'm recommending him to learn from. because as a trader who might not know everything for free, you can certainly fill in the gaps with his altruistic offerings. And I'm betting that you will then feel more than inclined to buy the Udemy course.
"If wave 2 retraces a lot; number 4 will not". Repetition. Philakone didn't fix my memory but he sure did find a workaround, haha
Okay, everyone, Thanks!
SUPERTREND ATR WITH TRAILING STOP LOSS## THIS SCRIPT IS ON GITHUB
## MORE BACKTEST
SuperTrend is a moving stop and reversal line based on the volatility (ATR).
The strategy will ride up your stop loss when price moviment 1%.
The strategy will close your operation when the market price crossed the stop loss.
The strategy will close operation when the line based on the volatility will crossed
The strategy has the following parameters:
+ **ATR PERIOD** - To select number of bars back to execute calculation
+ **ATR MULTPLIER** - To add a multplier factor on volatility
+ **INITIAL STOP LOSS** - Where can isert the value to first stop.
+ **POSITION TYPE** - Where can to select trade position.
+ **BACKTEST PERIOD** - To select range.
## DISCLAIMER
1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
## NOTE
I accept suggestions to improve the script.
If you encounter any problems i will be happy to share with me.
+ Authors: @exit490
+ Revision: v1.0.0
+ Date: 5-Aug-2019
+ Pinescript version: 4
## LICENSE
Copyright 2019 Mauricio Pimenta / exit490
SuperTrend with Trailing Stop Loss script may be freely distributed under the (../LICENSE).
TRAILING STOP LOSS TO LONG AND SHORT##THIS SCRIPT IS ON GITHUB
This TradingView strategy it is designed to integrate with other strategies with indicators.
It performs a trailing stop loss from entry and exit conditions.
In this strategy you can add conditions for long and short positions.
The strategy will ride up your stop loss when price moviment 1%.
The strategy will close your operation when the market price crossed the stop loss.
Also is possible to select the period that strategy will execute the backtest.
The strategy has the following parameters:
+ **INITIAL STOP LOSS** - Where can isert the value to first stop.
+ **POSITION TYPE** - Where can to select trade position.
+ **BACKTEST PERIOD** - To select range.
## DISCLAIMER
1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
## NOTE
I accept suggestions to improve the script.
If you encounter any problems I will be happy to share with me.
+ Authors: @exit490
+ Revision: v1.0.0
+ Date: 03-Aug-2019
+ Pinescript version: 4
## LICENSE
Copyright 2019 Mauricio Pimenta / exit490
Trailing Stop Loss script may be freely distributed under the MIT license .
Long Only EMA Strategy (9/20 with 200 EMA Filter)Details:
This strategy is built around a very simple idea: follow the primary trend and enter only when momentum supports it.
It uses three EMAs on a standard candlestick chart:
1. 9‑period EMA – short‑term momentum
2. 20‑period EMA – medium‑term structure
3. 200‑period EMA – long‑term trend filter
The strategy is ** long‑only ** and is mainly designed for swing trading and positional trading.
It avoids counter‑trend trades by taking entries only when price is trading ** above the 200 EMA **, which is commonly used as a long‑term trend reference.
The rules are deliberately kept simple so that they are easy to understand, modify, and test on different markets and timeframes.
---
Key Features
1. **Trend‑Filtered Entries**
- Fresh long positions are considered only when:
- The 9 EMA crosses above the 20 EMA
- The closing price is **above** the 200 EMA
- This attempts to combine short‑term momentum with a higher‑timeframe trend filter.
2. **Clean Exit Logic**
- The long position is exited when the closing price crosses **below** the 20 EMA.
- This creates an objective, rule‑based way to trail the trade as long as the medium‑term structure remains intact.
3. **Long‑Only, No Short Selling**
- The script intentionally ignores short setups.
- This makes it suitable for markets or accounts where short selling is restricted, or for traders who prefer to participate only on the long side of the market.
4. **Simple Visuals**
- All three EMAs are plotted directly on the chart:
- 9 EMA (fast)
- 20 EMA (medium)
- 200 EMA (trend)
- Trade entries and exits are handled by TradingView’s strategy engine, so users can see results in the Strategy Tester as well as directly on the chart.
5. **Backtest‑Friendly Structure**
- Uses TradingView’s built‑in `strategy()` framework.
- Can be applied to different symbols, timeframes, and markets (equities, indices, crypto, etc.).
- Works on standard candlestick charts, which are supported by TradingView’s backtesting engine.
6. **Configurable in Code**
- The EMA periods are defined in the code and can be easily adjusted.
- Users can tailor the parameters to fit their own style (for example, faster EMAs for intraday trading, slower EMAs for positional trades).
---
How to Use
1. **Add the Strategy to Your Chart**
1. Open any symbol and select a **standard candlestick chart**.
2. Apply the strategy from your “My Scripts” section.
3. Make sure it is enabled so that the trades and results appear.
2. **Select Timeframe**
- The logic can be tested on various timeframes:
- Higher timeframes (1H, 4H, 1D) for swing and positional setups.
- Lower timeframes (5m, 15m) for more active trading, if desired.
- Users should experiment and see where the strategy behaves more consistently for their chosen market.
3. **Read the Signals**
- **Entry:**
- A long trade is opened when the 9 EMA crosses above the 20 EMA while the closing price is above the 200 EMA.
- **Exit:**
- The open long position is closed when the closing price crosses below the 20 EMA.
- All orders are generated automatically once the strategy is attached to the chart.
4. **Use the Strategy Tester**
- Go to the **Strategy Tester** tab in TradingView.
- Check:
- Net profit / drawdown
- Win rate and average trade
- List of trades and the equity curve
- Change the date range and timeframe to see how stable the results are over different periods.
5. **Adjust Parameters if Needed**
- Advanced users can open the code and experiment with:
- EMA lengths (for example 8/21 with 200, or 10/30 with 200)
- Risk sizing and capital settings within the `strategy()` call
- Any changes should be thoroughly re‑tested before considering real‑world application.
---
Practical Applications
1. **Swing Trading on Daily Charts**
- Can be applied to stocks, indices, or ETFs on the daily timeframe.
- The 200 EMA acts as a trend filter to stay aligned with the broad direction, while the 9/20 crossover helps catch medium‑term swings inside that trend.
2. **Positional Trades on Higher Timeframes**
- On 4H or 1D charts, this approach can help in holding trades for several days to weeks.
- The exit rule based on the 20 EMA crossing helps avoid emotional decisions and provides a rules‑based way to trail the trend.
3. **Trend‑Following Filter**
- Even if used purely as a filter, the 200 EMA condition can help traders:
- Avoid taking long trades when the market is in a clear downtrend.
- Focus only on instruments that are trading above their long‑term average.
4. **Educational Use**
- The script is intentionally kept straightforward so that newer users can:
- Learn how a moving average crossover strategy works.
- See how to combine a short‑term signal with a long‑term filter.
- Understand how TradingView’s strategy engine handles entries and exits.
5. **Basis for Further Development**
- This can serve as a starting point for more advanced systems.
- Traders can extend it by adding:
- Additional filters (RSI, volume, volatility filters, time‑of‑day filters, etc.)
- Risk management rules (fixed stop loss, take profit, trailing stops).
- The current version is kept minimal on purpose, so modifications are easy to implement and test.
---
Important Notes & Disclaimer
1. This strategy is provided **for testing, research, and educational purposes only**.
2. It is ** not ** a recommendation to buy or sell any financial instrument.
3. Past performance on historical data does not guarantee similar results in live markets.
4. Markets are risky and trading can lead to financial loss; users should always do their own research, manage risk appropriately, and consult a qualified financial professional if needed.
5. Before using any strategy with real capital, it is strongly advised to:
- Forward test it on a demo / paper trading account.
- Check how it behaves during different market phases (trending, sideways, high‑volatility conditions).
You are free to modify the parameters and logic to better align it with your own trading style and risk tolerance.
