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EMA Pullback & Dual Crossover Pro EA v14 (XAUUSD)A dual EMA trend-following strategy for XAUUSD using EMA20/50 for momentum entries and EMA20/200 for major trend shifts, with confirmation filters to avoid fakeouts. EMA Pullback & Dual Crossover Pro (XAUUSD) Overview EMA Pullback & Dual Crossover Pro is a trend-following strategy designed for Gold (XAUUSD) that combines: Fast trend detection using EMA 20 Medium-term structure using EMA 50 Higher-timeframe trend filter using EMA 200 The strategy trades only high-probability momentum shifts after confirmed EMA crossovers, avoiding noise and late entries. It is optimized for: Scalping on M1–M5 Intraday trading on M5–M15 Works on higher timeframes as well Core Logic The strategy uses two independent crossover engines: 1. EMA 20 / 50 Crossover (Primary Engine) Captures short-term momentum shifts inside an existing trend. Bullish when EMA20 crosses above EMA50 Bearish when EMA20 crosses below EMA50 Entry only after confirmation bars This is ideal for: Scalping Pullback continuation trades Fast trend entries 2. EMA 20 / 200 Crossover (Trend Engine) Captures major trend reversals and strong breakouts. Bullish when EMA20 crosses above EMA200 Bearish when EMA20 crosses below EMA200 Entry only after confirmation bars This is ideal for: New trend detection Higher probability swing moves Avoiding trading against dominant trend Confirmation Mechanism (Anti-Fakeout Filter) Instead of entering immediately on crossover, the strategy waits for: N confirmation candles (default = 2) Conditions: For longs: price must still close above EMA20 For shorts: price must still close below EMA20 This avoids: EMA “kisses” False breakouts Whipsaws in ranging markets Trade Execution Rules Long Trades Triggered when either: Confirmed EMA20/50 bullish crossover OR Confirmed EMA20/200 bullish crossover Short Trades Triggered when either: Confirmed EMA20/50 bearish crossover OR Confirmed EMA20/200 bearish crossover Both engines can operate simultaneously. Why This Strategy Works Well on XAUUSD Gold has: Strong momentum bursts Clean EMA reactions Institutional trend behavior This system: Filters noise using EMA50 & EMA200 Enters only after structure is proven Lets trends develop before committing capital Which matches how gold actually moves. Recommended Usage Best Timeframes Style Timeframe Scalping M1 – M3 Intraday M5 – M15 Swing M30 – H1 Best Settings EMA20 / EMA50 → Lower TF entries EMA20 / EMA200 → Trend filter Confirmation Bars = 2 (default sweet spot) Risk Management (User Controlled) The strategy uses: Percentage-based position sizing Supports pyramiding Compatible with: Fixed SL/TP ATR-based exits Manual trade management (Stops and targets are left flexible so traders can adapt to their own risk model.) Strategy Philosophy This is not a “random crossover system”. It is built on: Structure → Confirmation → Momentum Which is exactly how professional trend systems operate. You are trading: After direction is proven With trend structure With momentum confirmation Not guessing tops or bottoms. Who This Strategy Is For Ideal for traders who: Trade Gold / XAUUSD Prefer clean charts (EMAs only) Want systematic, rule-based entries Avoid emotional discretionary trading Final Note This strategy is best used as: A signal engine Combined with: Market structure Support & resistance News awareness (for Gold) On its own it already performs well, but combined with price action — it becomes very powerful.
Стратегия Pine Script®
от Nielesh
Pitchfork Long Strat x Mizar🎯 Advanced DCA Strategy with Nadaraya-Watson Envelope for Mizar Integration This strategy combines the sophisticated Nadaraya-Watson kernel regression indicator with an intelligent DCA (Dollar Cost Averaging) system, specifically designed for automated trading via Mizar webhooks. ═══════════════════════════════════════════════════════════ 📊 KEY FEATURES ✓ Nadaraya-Watson Envelope Indicator - Adaptive regression bands that follow price trends - ATR-based dynamic upper/lower bands - Customizable lookback windows and weighting ✓ Intelligent DCA System - Exponential scaling of price thresholds (default 1.9x per level) - Exponential scaling of order sizes (default 1.6x per level) - Up to 20 configurable safety orders - Minimum bars between orders to avoid overtrading - Tracks average entry price across all orders ✓ Flexible Stop Loss Options - Percentage-based stop loss - ATR-based dynamic stop loss - Always calculated from average entry price ✓ Optional Trailing Buy - Separate settings for initial entry and DCA orders - Helps capture better entry prices during pullbacks ✓ Full Mizar Integration - Pre-configured webhook messages for all actions - Automatic base asset extraction from ticker - Separate TP settings for backtesting vs. live trading - Supports open position, activate safety orders, edit TP, and close position ✓ Professional Backtesting - Real-time position tracking with visual entry/exit labels - Info table showing avg entry, TP, SL, and P&L - Tracks average bars in winning trades for optimization - Commission-inclusive (0.06% default) ═══════════════════════════════════════════════════════════ 🎲 HOW IT WORKS ENTRY SIGNAL: - Triggers when price crosses above the lower Nadaraya-Watson band - First order: Fixed size (default $10 USDT) - Subsequent DCA orders: Exponentially scaled based on your settings DCA LOGIC: - Each safety order requires price to drop by an exponentially growing percentage - Example with 2.1% base deviation and 1.9x scale: • Order 1: Initial entry • Order 2: -2.1% from Order 1 • Order 3: -3.99% from Order 2 (2.1% × 1.9) • Order 4: -7.58% from Order 3 (2.1% × 1.9²) • And so on... EXIT SIGNALS: - Take Profit: Fixed percentage above average entry - Stop Loss: Percentage or ATR-based below average entry ═══════════════════════════════════════════════════════════ ⚙️ RECOMMENDED SETTINGS For BTC/ETH (Lower Volatility): - DCA Price Deviation: 2.0-2.5% - DCA Step Scale: 1.8-2.0 - DCA Volume Scale: 1.5-1.7 - Max Safety Orders: 4-6 - Stop Loss: 30-40% For Altcoins (Higher Volatility): - DCA Price Deviation: 2.5-3.5% - DCA Step Scale: 1.9-2.2 - DCA Volume Scale: 1.6-1.9 - Max Safety Orders: 5-8 - Stop Loss: 40-60% ═══════════════════════════════════════════════════════════ 🔗 MIZAR SETUP 1. Create a DCA bot on Mizar 2. Copy your Bot ID and API Key 3. Enter them in the "Mizar Webhook" settings 4. Set your Quote Asset (USDC/USDT) 5. Create alert with webhook URL: api.mizar.com 6. Set alert message to {{strategy.order.alert_message}} 7. Make sure "Webhook URL" option is checked ═══════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES - This is a LONG ONLY strategy - Always backtest on your specific asset/timeframe before going live - Start with conservative settings and adjust based on results - Monitor your "Avg Bars in Winning Trades" to optimize entry/exit - The strategy calculates all percentages from your average entry price - Recommended timeframes: 15m, 1h, 4h (avoid < 5m due to noise) ═══════════════════════════════════════════════════════════ 📈 IDEAL FOR - Cryptocurrency spot trading - Medium to long-term position building - Automated trading via Mizar - Bull market accumulation strategies - Traders who want to average into positions systematically ═══════════════════════════════════════════════════════════ 💡 TIPS FOR SUCCESS 1. Use higher timeframes for more reliable signals 2. Adjust ATR multiplier based on asset volatility 3. Keep total position size (all DCA orders) within risk tolerance 4. Monitor the "Position Value" in the info table 5. Consider market conditions when setting TP/SL levels ═══════════════════════════════════════════════════════════ Created by Pitchfork| Modified for Mizar DCA Integration For questions or support, please comment below! #Mizar #DCA #NadarayaWatson #CryptoStrategy #AutomatedTrading
Стратегия Pine Script®
от baslambo
AIO Seesaw Trailing StrategyOVERVIEW SEESAW CONCEPT "Seesaw" captures the balance between a confirmed breakout on one side and a value-seeking pullback on the other. The strategy only enters when both sides are aligned (breakout + pullback) and then uses adaptive trailing to keep gains as the market "tilts" firmly in the trend direction. This is a sophisticated trend-following strategy optimized for BTC/USDT.P on 30-minute timeframe (default settings). Combines breakout detection, pullback entry, dynamic position sizing, adaptive trailing stops, and multi-factor risk management to capture high-probability trend continuation setups while protecting capital with intelligent stop-loss mechanisms. Critical Disclaimers: Past performance does NOT guarantee future results. High stop loss risk: this strategy uses wider stops for higher win rate. Optimized for BTC/USDT only: performance on other assets NOT tested. Not financial advice: backtest results are theoretical and don't account for slippage, liquidity, or real market conditions. Default Optimization: Symbol: BTC/USDT.P (Perpetual Futures) Timeframe: 30 minutes Strategy Type: Trend Continuation with Pullback Entry Position Mode: Long & Short (No Pyramiding) What Makes This Different: Smart Breakout System - Detects trendline breaks with multi-bar confirmation and directional validation Intelligent Pullback Entry - Multiple pullback modes (MA Return, Fibonacci, ATR Distance) for optimal entry timing Dynamic Position Sizing - Auto-adjusts order size based on capital growth and BTC price changes Adaptive Trailing Stops - Multi-factor trailing (Volatility, Momentum, Volume, Market Regime) Higher Timeframe Bias - Uses 60m (default) EMA200 trend filter to align trades with stronger trend direction Real Money Mode - Uses actual capital for position sizing instead of backtest equity CORE FEATURES 1. TRENDLINE BREAKOUT DETECTION Pivot-Based Trendline Logic: The strategy draws dynamic trendlines by connecting recent swing highs and swing lows, then waits for price to break through these levels with conviction. Breakout Process: Trendline Formation: - Uses configurable pivot period (default: 10 bars left/right) - Maintains separate arrays for uptrend and downtrend lines - Automatically extends trendlines forward until broken - Stores up to 10 historical trendlines for reference Break Detection: - Long Breakout: Close crosses above downtrend line - Short Breakout: Close crosses below uptrend line - Triggers "B↑" or "B↓" marker on chart Direction Confirmation: - Requires 1-5 bars (default: 1) to move in breakout direction - Long Confirmation: Higher highs after upward break - Short Confirmation: Lower lows after downward break - Triggers "D↑" or "D↓" diamond marker Pullback Completion: - Price must return to specified pullback target - Triggers "P↑" or "P↓" square marker - This is the actual entry signal Pullback Modes: MA Return: Price pulls back to 20-period EMA (default) Recent Fibonacci: Pulls back to Fib level of most recent swing (e.g., 0.5 = 50% retracement) Current Fibonacci: Waits for new swing to form, then pulls back to its Fib level ATR Distance: Pulls back by 1.0x ATR from breakout price (adaptive for low volatility) 2. DYNAMIC POSITION SIZING Why Dynamic Sizing Matters: Static order sizes don't adapt to capital growth or BTC price changes. This system automatically scales your position to: Maintain consistent risk as your capital grows Adjust for BTC price volatility (higher price = smaller quantity, same dollar exposure) Prevent overleveraging or underleveraging Calculation Method: Dynamic Order Size = Base Order Size × Capital Growth Factor × BTC Price Factor - Capital Growth Factor = (Current Capital / Initial Capital)^(1 / Growth Exponent) - BTC Price Factor = Current BTC Price / Reference Price (capped 0.7-1.5x) - Max Size Limit = Base Order Size × 3.0 Dynamic Max SL Calculation: Dynamic Max SL = Position Value × Risk % × Volatility Factor - Position Value = Order Size × Entry Price - Volatility Factor = 0.8-1.5x based on ATR percentile - Min/Max Bounds = Base Max SL × 0.5 to 4.0 Dynamic Min TP Range: Dynamic Min TP = Base Min TP × BTC Price Factor × Volatility Multiplier - BTC Price Factor = Current Price / Reference Price - Volatility Multiplier = 0.8-1.6x based on ATR percentile - Supports both Percent (%) and Absolute ($) modes Required Adjustments When Changing Symbols: Reference Price: Set to typical price of your symbol (e.g., BTC: $50,000, ETH: $3,000, BNB: $500) Base Order Size: Adjust for symbol's contract size (e.g., BTC: 0.1, ETH: 1.0, BNB: 10) Base Min TP Range ($): Set appropriate dollar target for symbol (e.g., $1000, ETH: $100, BNB: $50) 3. INTELLIGENT TP/SL SYSTEM Stop Loss Modes: Dynamic (Recommended): Multi-factor calculation using: - Volume Confirmation (20% weight): Volume vs 20-bar average - Volatility Factor (40% weight): Recent volatility percentile - Market Structure (30% weight): Distance to recent swing high/low - RSI Factor (10% weight): Momentum-based adjustment - Result: Tighter stops in strong conditions, wider stops in choppy markets ATR Mode: Entry ± (ATR × Multiplier × Volatility Adjustment) Recent High/Low: Stop at most recent swing high (short) or swing low (long) Second High/Low: Stop at second-most recent swing for wider protection Take Profit Modes: Dynamic (Recommended): Adaptive R:R based on: - Trend Strength: Stronger trends = higher TP targets (2.0-6.0 R:R) - RSI Momentum: Confirms directional bias - Volume Confirmation: Validates institutional participation - Market Structure: Caps TP at next major swing level - HTF Boost: Increases TP by up to 80% when 60m trend aligns ATR Mode: Entry ± (SL Distance × R:R Ratio) Recent/Second High/Low: TP at next swing level with fixed R:R Fibonacci Modes: TP at specified Fib extension (default: 0.5 level) Partial TP Feature: Optional: Close 50% of position at 0.618 Fib level Locks in profit while letting rest run to full TP Useful for trending markets to secure partial gains 4. ADAPTIVE TRAILING STOPS Why Trailing Stops: Fixed TP/SL can't adapt to trending markets. Trailing stops let winners run while protecting profits. This system uses multi-factor analysis to trail intelligently. Core Trailing Logic: Activation Phase: - Waits for profit to reach activation threshold (default: 0.7% static, or dynamic 0.5-2.5%) - Dynamic activation considers: Volatility (30%), Momentum (40%), Volume (30%) - HTF Boost: Adds up to +0.8% activation when 60m EMA200 trend aligns (holds winners longer in strong trends) Execution Phase: - Trails stop by ATR × Offset (default: 3.0 ATR) after activation - Dynamic execute offset: 0.005-0.05% based on market conditions - Stop only moves in profit direction (never widens) Exit Trigger: - Long: Price drops below trailing stop - Short: Price rises above trailing stop Enhanced Trailing Features: Market Regime Detection: - Trending: ADX > 25 + Volume > Average = Looser trail - Ranging: ADX < 20 + Low volatility = Tighter trail - Breakout: High volatility + Strong momentum = Delayed activation Time-of-Day Adjustment: - Asian session (00:00-08:00 UTC): Tighter trails (lower liquidity) - London/NY session (08:00-20:00 UTC): Looser trails (trending moves) - Overlap hours (12:00-16:00 UTC): Maximum trail flexibility Price Action Analysis: - Strong closes (near high/low): Delays trail activation - Weak closes (mid-range): Tightens trail execution - Wick analysis: Large wicks trigger faster trailing 5. MAX SL PROTECTION Fail-Safe Mechanism: Regardless of trailing stops or TP/SL levels, the strategy exits immediately if position loss exceeds Max SL Money. This prevents catastrophic losses from slippage, gaps, or extreme volatility. Dynamic vs Static Max SL: Static: Fixed dollar amount (e.g., $1000) Dynamic: Scales with position size and volatility (e.g., 10% of position value × volatility factor) 7. SIGNAL QUALITY FILTERS Checklist Filters (Optional): Bullish/Bearish Candle: Requires entry bar to be bullish (long) or bearish (short) MA Filter: Long only above 20 EMA, short only below 20 EMA ADX Filter: Requires ADX > 25 to confirm trend strength HTF Bias Filter (Recommended): Long only when price above 60m EMA200, short only below Previous Bar Filter: Checks the bar BEFORE entry signal Volume: Must be ≤ 1.5× average (prevents chasing spikes) Range: Must be ≤ 1.5× ATR (avoids overextended moves) Entry Bar Filter (Enabled by Default): Checks the actual entry bar quality Volume: Must be 0.5-1.5× average (confirms normal participation, not extremes) Range: Must be ≤ 1.5× ATR (avoids entering on exhaustion candles) 8. REAL MONEY vs BACKTEST MODE Backtest Mode: Uses TradingView's default strategy equity ($10,000 initial capital) Position sizing based on backtest performance Good for testing and optimization Entry price = close (previous bar close) Real Money Mode (Recommended for Live Trading): Uses your actual current capital (input manually) Position sizing reflects real account balance More accurate order size calculations Entry price = current close (real-time) Shows capital table with: - Current capital - Current BTC price - Calculated order size - Max SL amount - Min TP range ($ or %) When to Use Each: Backtest: Strategy development, optimization, historical testing Real Money: Paper trading, live trading, real-time alerts TRADING WORKFLOW Step 1: Chart Setup Symbol: BTC/USDT.P (or your chosen symbol) Timeframe: 30 minutes Apply AIO Seesaw Trailing Strategy Verify default settings (optimized for BTCUSDT 30m) Step 2: Adjust Critical Settings (If Changing Symbol) (*)Reference Price: Set to typical price of your symbol (*)Base Order Size: Adjust for contract size (*)Base Min TP Range ($): Set appropriate dollar target Step 3: Configure Entry Mode Backtesting: Select "Back Test" mode, adjust date range in Properties Live Trading: Select "Real Money" mode, input your actual capital Step 4: Monitor Signals "B↑" / "B↓": Breakout detected (trendline crossed) "D↑" / "D↓": Direction confirmed (price moving in breakout direction) "P↑" / "P↓": Pullback completed (entry imminent) "LONG" / "SHORT": Actual entry signal (all conditions met) Step 5: Trade Management Entry executes automatically (or manually via alerts) Initial SL/TP shown on chart (if "Show Lines" enabled) Trailing TP & Max SL lines display when trailing activates (dashed lines) Blue bar = entry bar highlight Monitor capital table for real-time position info Step 6: Exit Management Exit occurs when: - Price hits TP (if not trailing) - Price hits trailing stop (if trailing active) - Price hits Max SL (emergency exit) - Opposite signal triggers (reversal) KNOWN LIMITATIONS Repainting: Strategy uses barstate.isconfirmed to prevent repainting. Signals only appear after bar close. Real-time alerts may show entries on next bar open. Slippage: Backtest assumes instant fills at close price. Live trading may experience slippage, especially during high volatility. Pullback Modes: "Current Fibonacci" requires new swing formation, which may delay entries significantly. HTF Dependency: Strategy performance heavily depends on 60m EMA200 filter. If 60m trend is sideways, entry opportunities decrease. Max SL Execution: In extreme volatility (flash crashes), even Max SL may not execute at exact level due to market gaps. Dynamic Settings Complexity: Many factors interact (volatility, volume, structure, regime, time, price action). Over-optimization risk exists. WHAT MAKES THIS UNIQUE This strategy stands out by combining institutional-grade risk management (dynamic position sizing, adaptive trailing, break-even protection) with intelligent entry timing (breakout + pullback) and multi-timeframe confirmation (HTF bias filter). The key innovation is the Enhanced Trailing system that analyzes 7+ market factors (volatility, momentum, volume, regime, time-of-day, price action, HTF trend strength) to dynamically adjust trailing stops - holding winners longer in strong trends while protecting profits quickly in weak conditions. The result is a professional trading system that adapts to changing market dynamics while maintaining strict risk control through multiple safety layers (Max SL, Break-Even, Dynamic Stop Loss). SUPPORT & OPTIMIZATION Always backtest on at least 6-12 months of data before live trading Paper trade for 2-4 weeks to validate settings in current market conditions Update "Current Actual Capital" regularly in Real Money mode Review Max SL settings quarterly as account grows Monitor HTF bias filter performance - disable if 60m trend is constantly sideways Adjust Capital Growth Factor based on risk tolerance (1.0 = conservative, 2.0 = aggressive)
Стратегия Pine Script®
от tranholenguyen
1
Konigs | Bollinger Band Mean Reversion (Session Filter)Core Idea: In sideways markets, price tends to revert to the mean (the middle band). Strategy: Buy when price touches or moves below the lower band. Sell when price reaches or exceeds the upper band. Exit at the middle band (20-period moving average). Confirm with: RSI/Stochastic or candle patterns for reversal at the bands. Only works with low-volatility instruments: EURCHF Filter certain time to avoid unexpected volatility
Стратегия Pine Script®
от konigsblue
SuperTrend Strategy V4 [Filtered & Directional] Strategy Type: Trend-Following / Breakout Core Indicator: SuperTrend (ATR-based trailing stop) Risk Profile: Variable (User-defined Risk per Trade) Filtering: ADX, CHOP 1. Executive Summary This strategy is an advanced trend-following system designed to capture significant market moves while rigorously filtering out "noise" and consolidation phases. Built on the classic SuperTrend indicator, V4 introduces a modular "Regime Filter" suite (ADX, Choppiness Index) to solve the common problem of "whipsaw" losses during sideways markets. It features dynamic position sizing based on account risk and allows for full directional control (Long-only, Short-only, or Bi-directional). 2. Core Logic (The Engine) The primary signal generation relies on the SuperTrend indicator, which serves two purposes: - Trend Definition: Determining the market direction (Bullish/Bearish). - Trailing Stop Loss: Providing a dynamic exit point that moves with the price. - Entry Signal: A trade is triggered when the price closes on the opposite side of the SuperTrend line (flipping the trend direction), provided that all enabled filters give permission. Important Note: ATR Length and Factor are key parameters of the strategy; to get positive backtesting results, those should be aligned individually for each specific asset and timeframe. 3. The "Anti-Whipsaw" Filter Suite To prevent overtrading in ranging markets, the strategy employs three selectable filters. These act as "logic gates" if any enabled filter says "No," the trade is skipped. A. Choppiness Index (The Noise Filter): - Purpose: Detects lack of trend. - Logic: If the "Chop" value exceeds the threshold, the market is considered too chaotic. The strategy waits for the index to drop, indicating a return to directional movement. - Default settings (recommended): - Chop Length: 14 - Max Chop Threshold: 55 B. ADX (The Strength Filter): - Purpose: Measures the strength of the current trend. - Logic: Only permits entry if the Average Directional Index (ADX) is above a set threshold, ensuring momentum is present. - Default settings (recommended): - DI Length: 14 - ADX Smoothing Length: 5 - Min ADX Threshold: 15 4. Risk Management & Position Sizing* Instead of fixed lot sizes, this strategy uses Volatility-Adjusted Sizing: - Risk Per Trade: The user defines a fixed dollar amount to risk according to initial capital. - Calculation: The script calculates the distance between the Entry Price and the SuperTrend (Stop Loss). It then mathematically determines the exact position size so that if the Stop Loss is hit, the loss equals the defined risk amount. - Safety: Includes a failsafe for zero-division errors during extreme volatility (e.g., crypto flash crashes). 5. Directional Bias Control Recognizing that different assets have different biases (e.g., Crypto is often long-biased; Forex pairs can be mean-reverting), V4 allows the user to toggle: - Enable Longs: Toggle ON/OFF. - Enable Shorts: Toggle ON/OFF. Note: Disabling a direction prevents new entries but allows existing positions to close naturally to preserve capital. 6. Visual Aids - Trend Lines: Green/Red SuperTrend line indicates active trailing stop. - Regime Highlighting: The chart background turns Gray when the market is in a "No Trade Zone" (failed filter checks), allowing for instant visual backtesting of the filters' effectiveness.
Стратегия Pine Script®
от nefyodov.artyom
1
Bitwardex AI Algo 2.0Bitwardex AI Algo — Adaptive Intelligent Strategy ══════════════════════════════════════════════ 📋 OVERVIEW This comprehensive algorithmic strategy combines adaptive trend detection using Gaussian smoothing, statistical cluster analysis for support/resistance identification, and intelligent risk management into a unified decision-support system. Unlike simple indicator combinations, this strategy implements an integrated analytical architecture where each component directly influences the others — the Heikin Ashi transformation feeds into Gaussian smoothing with adaptive sigma parameters, which adapts to volatility metrics (ATR), while the clustering engine uses this preprocessed data to identify statistically significant price zones that the trend filter validates before execution. This creates a synergistic system where removing any component fundamentally changes the behavior of the others. ══════════════════════════════════════════════ 🎯 WHAT MAKES THIS UNIQUE ▸ Integrated Analytical Pipeline Most strategies use independent indicators that don't interact. This system implements a complete analytical chain where: - Heikin Ashi preprocessing reduces noise before Gaussian smoothing - Gaussian smoothing adapts its sigma parameter based on pseudo-K-means trend classification - Statistical clustering uses the smoothed data to identify statistically significant price zones - Trend filter validates cluster-based signals using the same Gaussian-smoothed trend line - Removing any component fundamentally changes the behavior of the others ▸ Statistical Cluster-Based Support/Resistance Unlike traditional pivot-based or Fibonacci levels, this system uses statistical clustering methods to identify support/resistance zones. The algorithm dynamically adjusts boundaries based on: - Current volatility (ATR ratio) - Cluster strength (density of price points in each cluster) - Price dispersion metrics This creates adaptive levels that respond to market conditions rather than fixed historical points. ▸ Self-Analyzing Performance Built-in real-time performance tracking monitors winrates for each TP level across three time windows (last 10, last 25, all trades), automatically tests 40 parameter variations in parallel, and provides optimization recommendations with overfitting protection filters. ▸ Human-Readable Market Intelligence System The system transforms complex multi-indicator analysis (RSI, MACD, ADX, Bollinger Bands, ATR, volume) into clear text summaries that evaluate inter-indicator relationships, identify conflicts and consistency, and provide actionable market insights. ══════════════════════════════════════════════ 🧠 HOW IT WORKS — METHODOLOGY ▸ Price Preprocessing with Heikin Ashi The system uses Heikin Ashi transformation to reduce market noise and highlight significant trend patterns. Critical design decision: only confirmed values from previous bars (ha_close_prev, ha_open_prev, ha_high_prev, ha_low_prev) are used, which completely eliminates signal repainting. This means that signals you see in backtest are identical to those you would receive in real-time — no changes after appearance. ▸ Adaptive Trend Detection using Gaussian Smoothing Instead of standard moving averages, the system uses Gaussian smoothing with adaptive sigma parameters. The Gaussian kernel is calculated as: weight = exp(-i²/(2σ²)), where sigma = length / (6.0 * trendStrength). The trendStrength parameter dynamically adjusts based on market conditions detected via pseudo-K-means clustering: - In trending conditions (cluster 1 or -1): sigma is reduced (0.5x), making the filter more responsive - In sideways conditions (cluster 0): standard sigma (1.0x) is used for balanced filtering The trend line itself is calculated using a pseudo-K-means approach that classifies market state into three clusters: - Feature vector: - Normalization: price_change uses sigmoid(priceChange/ATR), CCI is clamped to then scaled to , price_deviation uses sigmoid - Centroids: uptrend=0.75, downtrend=0.25, sideways=0.5 - Classification: assigns to nearest centroid via Euclidean distance - Adaptive response: in trending clusters, trend line is pulled closer to price (0.5x distance multiplier) and smoothing is reduced ▸ Intelligent Sensitivity Adaptation The key innovation is dynamic adaptation of processing parameters depending on current market state. The system uses pseudo-K-means clustering to classify market conditions: - Cluster 1 (Uptrend): Centroid at 0.75, based on normalized price change + normalized CCI + normalized price deviation - Cluster -1 (Downtrend): Centroid at 0.25 - Cluster 0 (Sideways): Centroid at 0.5 Based on cluster assignment, the system automatically adjusts: In trending conditions (cluster 1 or -1): Sensitivity multiplier reduced to 0.5x, trendStrength reduced to 0.5, making the system more responsive In volatile conditions: Volatility factor (ATR / SMA(ATR, 14)) increases noise filtering In sideways movements: Standard parameters apply balanced approach ▸ Signal Generation through Statistical Cluster Analysis The system uses statistical clustering methods to identify significant price zones that represent potential support and resistance levels. The clustering algorithm analyzes recent price data to group prices into statistically significant clusters, identifying areas where price has historically consolidated. The identified cluster boundaries are dynamically adjusted based on multiple market factors: - Current market volatility (measured through ATR ratios) - Statistical strength of cluster formations - Price dispersion metrics - User-defined sensitivity parameters This creates adaptive support/resistance levels that respond to changing market conditions rather than relying on fixed historical points. The boundaries are recalculated on each bar to reflect current market structure. Signals are generated when Heikin Ashi close crosses these statistically justified boundaries: Long signals occur when price crosses below the lower cluster boundary, indicating a move toward a potential support zone Short signals occur when price crosses above the upper cluster boundary, indicating a move toward a potential resistance zone ▸ Validation through Trend Filter All signals undergo validation through a trend filter using the Gaussian-smoothed trend line. The filter confirms signal direction matches current trend: - Long signals require: trendSide == 1 (trend >= trend and ha_close_prev > trend) - Short signals require: trendSide == -1 (trend <= trend and ha_close_prev < trend) Optional multi-timeframe confirmation is available, where the system automatically selects a higher timeframe (e.g., 1min → 5min, 5min → 15min) for additional signal validation, ensuring consistency with broader market context. ══════════════════════════════════════════════ 🔬 WHY THIS COMBINATION IS ORIGINAL This strategy is not a simple mashup of indicators. The integration creates novel behavior: 1. Feedback Loop Between Components - Statistical clustering identifies price zones, but these zones are calculated using Gaussian-smoothed Heikin Ashi data - The Gaussian smoothing adapts its responsiveness based on pseudo-K-means trend classification - The trend filter validates cluster-based signals using the same adaptive trend line - This creates a feedback loop where each component informs and adjusts the others 2. Statistical Justification for Levels Unlike fixed pivot points or Fibonacci retracements, support/resistance levels are: - Dynamically recalculated using statistical clustering methods with minimum point requirements for validity - Adjusted by volatility factor (ATR ratio) and cluster strength (density) - Statistically validated through cluster formation strength - This adapts to changing market regimes rather than relying on historical levels 3. Adaptive Smoothing Based on Market Regime The Gaussian smoothing doesn't use fixed parameters. Instead: - Sigma adapts based on market regime classification (trending vs sideways) - In trending markets, reduced smoothing (0.5x sigma) allows faster response - In sideways markets, standard smoothing filters noise effectively - This prevents the common problem of lag in trends and noise in ranges 4. Multi-Layer Signal Validation Signals must pass multiple validation layers: - Cluster boundary crossing (statistical significance) - Trend direction confirmation (adaptive trend filter) - Optional multi-timeframe validation - This reduces false signals compared to single-indicator approaches ══════════════════════════════════════════════ 📊 UNIQUE FEATURES ▸ 🤖 AI Market Summary — Intelligent Market Analysis The system transforms complex multi-indicator analysis into understandable text summaries written in the style of professional market reports. The system collects data from multiple sources: Data Collection: Trend metrics: price position relative to EMA, trend direction, trend strength (ADX) Momentum indicators: RSI levels, MACD signals, momentum histogram Volatility: ATR percentage value, Bollinger Bands width, squeeze detection Volume analysis: current volume to average ratio, volume spike detection Price action: candlestick pattern analysis, proximity to key levels Processing and Analysis: Each category is analyzed through specialized functions that not only calculate numerical scores but also evaluate inter-indicator relationships. The system identifies conflicts and consistency between different signals, creating a holistic picture of market conditions. Summary Generation: The result is a coherent text report that includes: Current market state (trend/flat, volatility, phase) Key support and resistance levels Possible development scenarios Identified risk factors and warnings Recommendations for interpreting current situation The summary updates with configurable frequency (default every 10 bars) to balance information freshness and readability. ▸ 📈 Multi-Level Winrate Tracking The system provides detailed performance statistics for each take-profit level across three time windows, allowing tracking of both short-term changes and long-term trends. Time Windows: Last 10 trades : Shows immediate changes in performance, helps identify current shifts in strategy effectiveness Last 25 trades : Reflects medium-term trends, balances between relevance and statistical significance All trades : Provides long-term baseline for comparison Visualization: Each winrate matrix cell has color coding with gradient from dark red (0%) to bright green (100%), allowing instant assessment of each TP level's effectiveness. Practical Applications: Identifying most reliable TP levels in current market conditions Detecting strategy degradation (when recent performance is significantly lower than historical) Validating parameter changes — comparing performance before and after adjustments Comparing effectiveness across different timeframes and instruments Making decisions about volume distribution between TP levels ▸ ⚙️ AI Strategy Optimizer — Automatic Optimization The system automatically tests 40 sensitivity parameter variations in real-time, providing optimization recommendations without the need for manual backtesting. Mechanism: On each confirmed bar, the system runs parallel sensitivity simulations using the backtest library. Each simulation: 1. Generates signals using calculateLevelsAndConditions() with different sensitivity multipliers 2. Fully reproduces the strategy's trading logic, including all risk management mechanisms (TP/SL, trailing stop, breakeven) 3. Calculates metrics: comprehensive score, winrate, profit factor, net profit 4. Applies configurable filters (minimum trades, winrate, profit, profit factor) 5. Selects best parameters based on four criteria: Optimal (balanced score), Best Profit, Best Winrate, Best Profit Factor Optimization Metrics: The system provides four different criteria for selecting optimal parameters: Optimal : Balanced comprehensive score considering profit, winrate, and profit factor simultaneously. Recommended for most cases. Best Profit : Maximizes net profit in absolute values. Suitable for aggressive traders willing to accept lower winrate for greater profit. Best Winrate : Focuses on maximum percentage of winning trades. Ideal for conservative traders preferring stability. Best Profit Factor : Optimizes profit to loss ratio. Shows how efficiently the strategy generates profit relative to risk. Protection Filters: To prevent overfitting and ensure statistical significance, configurable filters are available: Minimum trades : Requires minimum number of historical trades for result validation (recommended ≥30) Minimum winrate : Excludes options with unacceptably low win percentage Minimum profit : Filters options that don't reach target profitability level Minimum profit factor : Ensures profit/loss ratio meets requirements Overfitting Protection: Multiple metrics prevent optimization on a single statistic Minimum trade requirements ensure statistical validity Comparing different time windows helps identify degradation of "optimal" parameters ══════════════════════════════════════════════ 🎯 RISK MANAGEMENT ▸ Take-Profit: Multi-Level Exit System The strategy supports up to 4 independent take-profit levels, each configurable individually. Calculation Modes: Percentage mode : Fixed percentage from entry price, simple and clear ATR mode : Distance calculated based on Average True Range, automatically adapts to current instrument volatility Partial Exits: Each TP level can close a configurable percentage of position, allowing flexible profit distribution strategy: Default: 25% at each of first three TPs, 100% at fourth Fully configurable volume distribution between levels Ability to disable any level while keeping others Multi-Level System Advantages: Capturing profit at early stages of movement Preserving part of position for potentially large moves Reducing psychological pressure through partial profit locking ▸ Stop-Loss: Adaptive Protection The system offers several stop-loss calculation methods for optimal capital protection. Calculation Modes: ATR mode : Stop is placed at distance multiple of current ATR. Automatically widens in volatile conditions and narrows in calm markets, providing adequate protection without excessive risk. Percentage mode : Fixed percentage from entry price. Simple and predictable method, suitable for stable instruments. Features: Fully configurable multiplier/percentage Ability to disable stop-loss (not recommended) Automatic adjustment when breakeven or trailing stop activates ▸ Trailing Stop: Profit Protection Advanced trailing stop system that automatically moves stop-loss in favorable direction, protecting profit while maintaining potential for further growth. Activation Modes: Immediate activation : Trailing starts immediately after position entry Threshold activation : Trailing activates only after reaching certain profit percentage, allowing position to "breathe" at early stages Calculation Modes: Percentage mode : Stop held at fixed percentage from maximum achieved price ATR mode : Trail distance calculated based on ATR, adapting to volatility Key Features: Stop moves only in favorable direction, never backward Automatic update when new extremes are reached Full integration with alert system for change notifications ▸ Breakeven: Automatic Entry Protection The system automatically moves stop-loss to entry level after reaching certain profit threshold, guaranteeing no loss on further movement. Activation Modes: Percentage mode : Activation when reaching certain profit percentage ATR mode : Activation when reaching distance multiple of ATR TP-based mode : Activation when reaching one of take-profit levels (TP1, TP2, TP3, or TP4) Advantages: Psychological comfort — position protected from loss Ability to hold position for large moves without risk Automatic management without need for manual intervention ▸ Position Size Management Flexible position size management system with multiple modes and additional optimization mechanisms. Size Modes: Fixed amount : Position opened for fixed amount in dollars (or other currency) Percentage of deposit : Position size calculated as percentage of current deposit, automatically adapts to balance changes Consolidation Risk Control: Unique function that automatically increases position size when detecting periods of low volatility (consolidation). Logic is based on the fact that during low volatility periods, stop-losses are placed closer to price, meaning lower absolute risk per position. Size increase compensates for this, maintaining constant risk level. Martingale (Optional): The system supports optional martingale mechanism with configurable multiplier: Activation only after losing trade Configurable size increase multiplier (default 1.5x) Protection against excessive increase through maximum position size limit Automatic reset to base size after profitable trade Leverage: Full support for trading with leverage: Configurable leverage value (default 10x) Automatic position size calculation considering leverage Correct profit/loss calculation including commissions ▸ Commissions Full support for commission accounting: Configurable commission percentage (default 0.04%) Automatic commission accounting in profit/loss calculations Commission impact considered in all backtests and optimizations ══════════════════════════════════════════════ 📐 VISUAL INTERFACE Information Tables: ▸ Control Panel Comprehensive information panel displaying all key metrics: Header and Status: Strategy status indicator (LONG/SHORT/Waiting) First trade date for history tracking Current instrument and timeframe information Winrate Matrix: Three-dimensional matrix: 4 TP levels × 3 time windows Color coding with gradient for instant assessment Percentage values with integer precision Allows quick identification of most effective levels AI Strategy Optimizer: Four recommendation rows with different optimization criteria Display of recommended sensitivity for each criterion Corresponding profit and profit factor metrics Color coding for quick assessment of recommendation quality Information about active optimization filters Display Settings: Table position selection (4 screen corners) Configurable text size (tiny, small, normal) Dark color scheme for comfortable viewing ▸ AI Market Summary Table Separate table with textual market analysis in professional report style: Content: Complete textual summary of current market state Analysis of trend, momentum, volatility, and volume Identified key levels and scenarios Risk factors and warnings Settings: Independent positioning from main panel Configurable text size Update frequency (default every 10 bars) Automatic caching for performance optimization Alert System: ▸ Internal Alerts Human-readable alerts for manual trading or notifications: Entry Alert: Instrument ticker Position direction (LONG/SHORT) Entry price All active TP levels with exit volumes Stop-loss level Leverage Order size TP Achievement Alert: Ticker and position direction Number of achieved TP level Entry price for reference SL Trigger Alert: Ticker and position direction Notification of position closure by stop-loss Trailing Stop Alert: Notification of trailing stop trigger Position direction information Breakeven Alert: Notification of breakeven activation New stop-loss level Dynamic Exit Alert: Exit reason (e.g., "RSI overbought exit") Closed position direction ▸ Custom Alerts Fully configurable text messages for each event type: Custom entry alert Custom TP achievement alert Custom SL trigger alert Useful for integration with external systems or message personalization ▸ JSON Format Alerts JSON format alerts for integration with external trading systems Features: Complete information about all TP levels with exit volumes Automatic generation of correct JSON structure Support for all event types (entry, exit, SL change) Structured format includes: key_hash, signal_hash, action, side, symbol, amount, leverage, stopLoss, take_profits array ══════════════════════════════════════════════ ⚠️ IMPORTANT DISCLAIMERS DOES NOT: Predict future prices — identifies probabilistic setups Guarantee profits — all trading involves risk Work equally everywhere — performance varies by instrument/TF Eliminate need for risk management — use appropriate sizing Recommendations: Paper trade first Start with small positions Monitor winrate tables continuously Re-optimize if recent performance degrades Understand the logic before live trading This strategy is intended for educational and informational purposes. Conduct your own research before trading with real capital. Past performance does not guarantee future results.
Стратегия Pine Script®
от bitwardex
1
Session Liquidity Sweep + Trend ConfirmationThis strategy aims to capture high-probability intraday trades by combining liquidity sweeps with a trend confirmation filter. It is designed for traders who want a systematic approach to trade breakouts during specific market sessions while controlling risk with ATR-based stops. How it Works: Session Filter: Trades are only considered during a defined session (default 9:30 - 11:00). This helps avoid low-volume periods that can lead to false signals. Trend Confirmation: The strategy uses a 50-period EMA to identify the market trend. Long trades are only taken in an uptrend, and short trades in a downtrend. Liquidity Sweep Detection: A long entry occurs when price dips below the prior N-bar low but closes back above it, indicating a potential liquidity sweep that stops being triggered before the trend continues upward. A short entry occurs when price spikes above the prior N-bar high but closes below it, signaling a potential sweep of stops before the downward trend resumes. ATR-Based Risk Management: Stop loss is calculated using the Average True Range (ATR) multiplied by a configurable factor (default 1.5). Take profit is set based on a risk-reward ratio (default 2.5x). Position Sizing: Default position size is 5% of equity per trade, making it suitable for risk-conscious trading. Inputs: Session Start/End (HHMM) Liquidity Lookback Period (number of bars to define prior high/low) ATR Length for stop calculation ATR Stop Multiplier Risk-Reward Ratio EMA Trend Filter Length Visuals: Prior Liquidity High (red) Prior Liquidity Low (green) EMA Trend (blue) Why Use This Strategy: Captures stop-hunt moves often triggered by larger market participants. Only trades with trend confirmation, reducing false signals. Provides automatic ATR-based stop loss and take profit for consistent risk management. Easy to adjust session time, ATR, EMA length, and risk-reward to suit your trading style. Important Notes: Assumes 0.05% commission and 1-pip slippage. Adjust according to your broker. Not financial advice; intended for educational, backtesting, or paper trading purposes. Always test strategies thoroughly before applying to live accounts.
Стратегия Pine Script®
от AIScripts
[OKX] D.C.B PROStrategy Overview D.C.B PRO is a robust trend-following system based on the classic Donchian Channel Breakout logic. It is designed to capture significant market trends while filtering out market noise and whipsaws using advanced indicators. This strategy focuses heavily on Capital Preservation and Risk Management. It features a "Risk % of Equity" position sizing model, similar to what professional traders use, ensuring that your account is protected during drawdown periods. NON-REPAINTING: This strategy does not repaint. It relies on confirmed bars or real-time price action that does not disappear, ensuring that backtest results are reliable and realistic. Key Features 1. Reliable Trend Logic (No Repaint) Based on the proven Donchian Channel Breakout method. Supports both On Bar Close (safer) and Real-Time (aggressive) entry modes. 2. Advanced Filtering System To prevent false breakouts in choppy markets, 5 optional filters are included: Volume Filter: Enters only when volume supports the move. ADX Filter: Filters out weak trends (choppy ranges). BBW (Bollinger Band Width): Detects volatility expansion. HTF Trend Filter: Aligns trades with the higher timeframe trend (e.g., Daily trend). MA Filter: Enters only above/below a specific Moving Average. 3. Professional Risk Management Risk % of Equity: Automatically calculates position size based on your stop-loss distance. (e.g., Risking 2% of total equity per trade). Also supports Fixed Capital, % of Equity, and Fixed Quantity modes. 4. Flexible Exit Strategy Split Take Profits: Configure up to 5 partial take-profit levels. Break-Even: Automatically moves Stop Loss to entry price after hitting TP1 to secure risk-free trades. Trailing Stop: Features multiple trailing modes (ATR, Percent, Swing High/Low) to maximize profits during strong trends. 5. Monthly Performance Table A built-in dashboard displays monthly returns directly on your chart for easy performance tracking. 🛠 Recommended Setup Timeframe: 4H or 1D (Higher timeframes are recommended to filter out noise). Assets: BTCUSDT, ETHUSDT, and other major cryptocurrencies with high liquidity. Exchange: Optimized for OKX, Coinbase, and other major exchanges. ⚙️ Settings Guide Money Management: Recommended: set to Risk % of Equity with 1.0% ~ 2.0% risk per trade. Entry Filters: Enable ADX Filter or Volume Filter if you want to trade less frequently but with higher quality signals during ranging markets. Exit Settings: Adjust Trailing Stop settings based on the asset's volatility (ATR mode is generally recommended). Disclaimer Not Financial Advice: This script is for educational and backtesting purposes only. Past Performance: Past results do not guarantee future profits. Risk Warning: Cryptocurrency trading involves high risk. Always use a Stop Loss and manage your risk properly.
Стратегия Pine Script®
от hamsung
Big Trend Catcher: Quad-Gate & VCP & ATR trailing Swing TradeThe Strategy Philosophy This is designed for Daily Charts to capture the large chunks if not all of a primary trend. It focuses on the "VCP" (Volatility Contraction Pattern), combined with high-grade momentum filtering. 1. How VCP (The Quiet Zone) is Calculated The script identifies "Volatility Contraction" by measuring the Bollinger Band Width (BBW). * The Math: It calculates the standard BBW: $(Upper Band - Lower Band) / Mid Band$. * The "Quiet" Threshold: It compares the current width to its own 50-period Simple Moving Average. * The Signal: When the current width is narrower than the 50-period average, the stock is in a "Quiet Zone" (represented by the blue background). This indicates energy is coiling for a potential breakout. 2. How Rate of Change (ROC) is Calculated Unlike a standard ROC, this "Wizard" version uses a smoothed momentum filter to reduce whipsaws: * Raw ROC: First, it calculates the raw percentage change over 15 bars: $100 x (Close / Close(15) - 1). * Smoothing: This raw value is then smoothed using a 10-period EMA. * The Gate: The ROC Gate only turns green when this smoothed value is greater or equal to 0, ensuring the stock has genuine upward velocity before you enter. 3. What the Indicators on the Chart Show * Yellow Line (20 EMA): Your "Tactical Line." It tracks short-term momentum and acts as a trigger for Phoenix re-entries. * Blue/Gray Line (100 EMA): Your "Regime Filter." It turns Blue when the trend slope is positive and Gray when negative. * Thin Gray Outer Bands: These are Bollinger Bands set at 3 Standard Deviations from the 100 EMA. They mark extreme "Climax Zones" where price is statistically overextended. * Stepped Red/Green Line (ATR Stop): The "Iron Floor." It uses a 20-period ATR with a 3.0 multiplier and an HHV (Highest High Value) lookback to ensure the stop only moves up, never down. * Yellow Crosses (Gate Wait): These small icons appear above the bars when a signal has been detected but one or more "Wizard Gates" (such as the ROC or 100 EMA Slope) are not yet satisfied, signifying the strategy is waiting for full confirmation. 4. How to Trade This Strategy * Step 1: The Setup: Look for the Blue Background on the daily chart, signifying a Volatility Contraction. * Step 2: The Entry: An Initial Entry (Lime Triangle) fires when the price breaks out of the Quiet Zone with a volume spike. This volume must be greater than 1.3 times the 20-period Simple Moving Average of volume to confirm significant buying interest. An entry only occurs when all Quad-Gates (ROC, EMA Slope, Price > ATR) are satisfied. * Step 3: Pyramiding: If the trend gains "Velocity" (price > 10% from entry), the script will signal a second unit to maximize gains during runaway moves. * Step 4: The Exit: Sell the entire position if the price closes below the ATR Trailing Stop (Trend Death) or if the 100 EMA trend turns down. 5. The Phoenix Re-entry If you are stopped out but the stock immediately recovers above the 20 EMA within 10 bars, a Phoenix Entry (Orange Triangle) will fire. This allows you to catch "Power Resumptions" where the initial shakeout was a bear trap.
Стратегия Pine Script®
от LegalxSeagull
BTC Sharpe 1.5 5-10x Leverage1) Data Analysis: Robust Returns and Drawdown Structure (Backtesting Summary) Target Asset / Period / Range Target Asset: OKX:BTCUSDT.P (Perpetual) Period: 4H Backtesting Range: 2019-12-16 12:00 — 2026-01-18 08:00 Trading began on 2020-03-05 (Report Attribute Table) Initial Capital: 100,000 USDT (Live Trading, Capital Settings Can Be Modified) Net Profit: +453,405.40 USDT (+453.41%) Ending Equity: Approximately 553,405.40 USDT (Estimated from Initial Capital + Net Profit) Annualized Return (CAGR): 32.4% Risk Adjustment and Trade Quality Risk Adjustment: Sharpe 1.506, Sortino 29.334, Profit Factor 233.393 Trade Quality: 329 trades, Win Rate (Percentage of Profit) 69.91%, Average Profit/Loss per Trade +1,378.13 USDT Maximum Single Trade Profit: 6,982.34 USDT; Maximum Single Trade Loss: 38.87 USDT Drawdown Structure (Core Characteristics) Maximum Intrabar Equity Drawdown: 14.92% (34,733.4 USDT) Drawdown Recovery Factor (referred to as "Return on Maximum Equity Drawdown" in the report): 12.89 Execution/Fee Assumptions Commission: 0.05%; Slippage: 2 ticks; No Adding to Positions 2) Trading Logic: Direction → Entry → Quality Control → Exit → Execution The "skeleton" is clear: First look at the market (HTF), then dive in (4H), conduct a check-up (scoring) upon entry, lock in profits for a period, then let them run. A. Directional Filtering (Only act when the overall direction allows) HTF defaults to Level D, overlaid with EMA 370 to determine the overall trend: htfTfOpt="D" / htfEmaLen=370 B. 4-Hour Entry Trigger (Catching Trend Continuation/Breakout) Default Entry Trigger: Trend + RSI50 (switchable): triggerMode="Trend + RSI50 (Recommended)" C. Quality Control (Trade more with good signals, less with average signals) Three-Factor Scoring: Momentum: RSI + MACD (Strong/Weak Momentum Conditions) Structure: Proximity to Support/Resistance or EMA50 Structural Constraints Volume: Trading Volume MA + Threshold Multiplier volSoftMult=1.35 D. Exit Logic (TP1 Profit Locking + Runner Trend Taking) Specifically: TP1 (First Close) + Runner (Full Close) E. Execution of Safety (Live Trading) No reversal/No re-opening immediately after closing/Signal confirmation only at closing/Minimum nominal filtering /Quantity rounding 3) Risk Control: Three-Layer Defense (Controlling Drawdowns) First Layer: Single Trade Risk Control (Strike hard with every move) Second Layer: Account Drawdown Control (Be more conservative as losses mount, avoid cascading losses) Third Layer: Emergency Coverage (Long-term holding/Black Swan Events) Holding positions for more than 35 4H: Tighten stop-loss orders Core Conclusion: This system does not chase "maximum returns," but rather controls drawdowns, making the net asset value curve smoother and more controllable. Suitable for OKX exchange platform
Стратегия Pine Script®
от w919339492
ETH/BTC ZScore MR Backtest (Simple)ETH / BTC 相对价值策略简明使用说明（Quick Guide） 一、这是个什么策略？ 这是一个 ETH 与 BTC 的相对价值（均值回归）策略。不赌市场涨跌，只判断 ETH 相对 BTC 是否“偏强或偏弱”，当偏离足够大但还没失控时，押一次相对价格回归。以下是信号含义 S —— Short ETH / Long BTC（开仓信号） L —— Long ETH / Short BTC（开仓信号） X —— 回归完成，平仓 SLZ —— 极端止损（非常重要） COOL —— 冷却期（禁止交易） 二、核心指标 策略只用一个指标：Z-score Z = (当前 ETH/BTC − 最近均值) / 最近标准差 均值 / 标准差：最近 4 天（1H × 96 根） Z 表示当前相对定价偏离“正常区间”多少倍 三、开仓条件（最重要） 只在下面这个区间才允许开仓： 1.5 ≤ |Z| < 3.5 含义： |Z| < 1.5 → 正常波动，不交易 |Z| ≥ 3.5 → 极端状态，不交易 只做中间“可回归区间” 四、方向逻辑 Z ≥ +1.5 → ETH 相对 BTC 过强 → 空 ETH / 多 BTC Z ≤ −1.5 → ETH 相对 BTC 过弱 → 多 ETH / 空 BTC 五、离场规则 1️⃣ 回归离场（盈利） 当 |Z| ≤ 0.45，相对定价修复，直接平仓 2️⃣ 极端止损（SLZ） 当 |Z| ≥ 3.5，认为进入结构性行情，立刻止损，不硬扛 六、冷却规则（风控核心） 每次触发 SLZ，强制冷却 24 小时，冷却期间 不允许任何新开仓，避免在趋势或高波动环境中连续亏损。 七、使用建议（非常重要） 这是统计策略，不是预测工具，不适合加仓、摊平。更适合：对冲执行、低手续费 / DEX 环境或刷交易量场景 八、一句话总结 当 ETH/BTC 的相对定价明显异常但尚未失控时，押一次它回到正常区间。 1. What is this strategy? This is an ETH vs BTC relative value (mean reversion) strategy. It does not speculate on overall market direction.Instead, it focuses solely on whether ETH is relatively too strong or too weak versus BTC.When the relative deviation is large enough—but not yet out of control—the strategy bets on a reversion back to normal. Signal meanings: S — Short ETH / Long BTC (entry) L — Long ETH / Short BTC (entry) X — Mean reversion completed, exit SLZ — Extreme stop-loss (critical) COOL — Cooldown period (no trading allowed) 2. Core indicator The strategy uses only one indicator: Z-score Z = (Current ETH/BTC − Recent Mean) / Recent Standard Deviation Mean / standard deviation are calculated over the last 4 days (96 × 1H bars) Z measures how many “normal volatility units” the current relative price has deviated from its recent equilibrium 3. Entry conditions (most important) Positions are opened only within the following range: 1.5 ≤ |Z| < 3.5 Meaning: |Z| < 1.5 → normal noise, no trade |Z| ≥ 3.5 → extreme regime, no trade Only trade the middle zone where mean reversion is statistically plausible 4. Direction logic Z ≥ +1.5 → ETH is relatively overvalued vs BTC → Short ETH / Long BTC Z ≤ −1.5 → ETH is relatively undervalued vs BTC → Long ETH / Short BTC 5. Exit rules There are only two exits: 1️⃣ Mean reversion exit (profit-taking) When |Z| ≤ 0.45 Relative pricing has normalized → exit both legs 2️⃣ Extreme stop-loss (SLZ) When |Z| ≥ 3.5 Indicates a potential structural or trending regime Exit immediately; do not average down 6. Cooldown rule (risk control core) Every time SLZ is triggered A mandatory 24-hour cooldown starts No new positions are allowed during cooldown This prevents repeated losses in trending or high-volatility regimes. 7. Usage notes (very important) This is a statistical strategy, not a prediction tool Not suitable for martingale, averaging down, or discretionary overrides Best suited for: Hedged execution Low-fee / DEX environments Volume or point-farming scenarios 8. One-sentence summary When ETH/BTC relative pricing becomes clearly abnormal—but not yet extreme— the strategy takes a measured bet on reversion back to equilibrium.
Стратегия Pine Script®
от xxky9536
1
Volatility Breakout System [Fixed Risk] This is a trend-following breakout strategy designed to capture volatility expansion while filtering out low-momentum "chop." It is built on the philosophy that significant price moves are often preceded by a breakout of volatility bands (Keltner Channels) accompanied by Volume and Trend Strength (ADX). Strategy Logic: Volatility Breakout: The primary trigger is a candle closing outside the Keltner Channels. This indicates price is moving faster than the average range. Trend Filter: Trades are only taken in the direction of the 200 EMA. Momentum Filter (ADX): The ADX filter ensures we only enter when the trend strength is above a specific threshold (Default: 20). This prevents the strategy from buying tops or selling bottoms in ranging markets. Volume Confirmation: A breakout without volume is often a fake-out. This script requires volume to be higher than the moving average. Risk Management (Automated): Stop Loss: Based on ATR (Average True Range) to adapt to current market volatility. Trailing Stop: Once the trade moves in favor, a trailing stop is activated to lock in profits. Breakeven: If price moves X% in favor, the Stop Loss is automatically moved to the entry price to protect capital. Cooldown: Includes a safety mechanism to prevent over-trading immediately after a signal. Backtesting Notes: This script is set up with use_bar_magnifier=true. For accurate results, use this on higher timeframes (1H, 4H) or ensure you have a Premium account for intrabar inspection. Inputs: You can toggle the "Compounding" feature to test fixed cash vs. % equity growth. Webhooks are fully configurable for alert automation.
Стратегия Pine Script®
от debdaspt85
11
Trend-Dip Sniper 🛡️ Trend-Dip Sniper (15m BTC/USD) The Trend-Dip Sniper is a high-precision intraday strategy designed to capture high-probability entries in trending markets. By combining trend-following logic with mean-reversion triggers, it filters out market noise and focuses on quality over frequency. The strategy features a built-in dashboard for real-time monitoring of trend strength, momentum, and volatility. This tool is optimized for the 15-minute timeframe, providing a robust balance between signal reliability and trade frequency, specifically for highly liquid assets like Bitcoin and Ethereum. 🔶 USAGE For beginners, this strategy offers a disciplined way to trade with the trend. It prevents "chasing the pump" by waiting for a healthy pullback (dip) before entering, helping you avoid unfavorable entry prices. For advanced traders, it is a powerful tool to exploit short-term inefficiencies within a larger trend. The integration of ADX and ATR ensures that you only trade when there is sufficient market participation and volatility. 🔹 Trend & Momentum The tool uses a dual-EMA filter to define the market regime. A long signal is only considered when the fast EMA is above the slow EMA. To avoid "fake-outs" in sideways markets, an ADX filter is applied, requiring a minimum trend strength before any signal is generated. 🔹 Mean-Reversion Trigger The actual entry is triggered by the RSI. Instead of buying at the top, the strategy waits for the RSI to show an "oversold" condition within an uptrend. This "rubber band" effect provides a high-probability entry point as the price reverts to its mean and continues the trend. 🔹 Adaptive Risk Management Unlike static stop-losses, this strategy utilizes the Average True Range (ATR). The stop-loss and take-profit levels expand during high volatility and tighten during calm periods. This ensures your "airbag" is always the right size for the current market environment. 🔹 Dashboard Info-Box The integrated dashboard on the chart provides a snapshot of the current market state: ADX (Trend): Shows if the trend is strong enough to trade. RSI (Momentum): Displays the current momentum state. ATR (Volatility): Monitors the current market "breath". Trend Status: A clear visual indicator (BULLISH/BEARISH/NEUTRAL). 🔶 SETTINGS Trend & Filter: EMA Fast/Slow & ADX thresholds. RSI Mean-Reversion: Period and Overbought/Oversold levels. Risk Management: Risk % per trade & ATR-based SL/TP multipliers. BINANCE:BTCUSDT If you like my work, feel free to support me. Link in bio! 🚀
Стратегия Pine Script®
от DenCel96
Low Volatility Range Breakout (Strategy)Here is a professional and engaging description for your strategy, optimized for the TradingView community. You can paste this directly into the "Description" box when publishing. Low Volatility Range Breakout Strategy (V6) Overview This strategy is built on the principle that volatility is cyclical. It identifies periods of extreme market "compression" (low volatility) where price consolidates within a tight range, and attempts to capture the "expansion" (breakout) that typically follows. By filtering for both price range and candle body size, it ensures that only high-quality consolidation zones are traded. How It Works The strategy operates in three distinct phases: Detection (The Squeeze): It monitors the True Range (TR) and Candle Bodies. If they fall below a specific multiplier of their moving average, the script identifies "Low Volatility" bars. Validation (The Range): A "Price Box" is formed if a minimum number of bars (Min Bars) stay within a tight volatility threshold. It even allows for a few "noise" bars (Gaps) to keep the range valid during minor spikes. Execution (The Breakout): * Long Entry: Triggered when the price breaks above the range high, provided the price is also above the Dynamic EMA. Short Entry: Triggered when the price breaks below the range low, provided the price is also below the Dynamic EMA. Key Features Dual Volatility Filters: Uses both ATR-based and Body-size-based filters to find truly "quiet" markets. Trend Alignment: The integrated Dynamic EMA ensures you are always trading in the direction of the immediate trend, reducing "fakeout" risks. Robust Risk Management: Fixed % Stop Loss: Automatically places a protection level at a user-defined percentage. EMA Trailing Exit: Uses the EMA as a trailing stop to let winning trades run until the trend shifts. Fully Customizable Visuals: High-quality on-chart boxes and labels to identify range zones and breakout signals clearly. How to Use Timeframes: Best suited for 15m, 1h, and 4h charts where consolidation patterns are more reliable. Assets: Works well on Forex, Crypto, and Stocks that exhibit clear trending behavior after consolidation. Optimization Tip: Adjust the Volatility Window and Min Bars based on the asset's typical behavior. For example, use a higher Min Bars count for slower-moving stocks. Disclaimer No strategy is foolproof. This tool is designed to identify high-probability breakout setups, but users should always practice proper position sizing and risk management.
Стратегия Pine Script®
от AlgoGram
Lazy DOW by exp3rtsThe Lazy DOW strategy is a straightforward, trend-following approach designed specifically for trading the Dow Jones Industrial Average (YM/MYM). It focuses on entering long trades during favorable market conditions, combining multi-timeframe trend detection, pullback entries, volatility filtering, and ATR-based risk management. FOR 1H CHART INTERVAL ONLY! Check 1) Recalculate after order is filled and 2) Fill orders on bar close Key Features: 1. Trend Detection Exponential Moving Averages (EMAs): - 21 EMA: Short-term trend and pullback reference. - 50 EMA: Intermediate trend confirmation. - 200 EMA: Long-term trend filter. Risk-On Market Regime: - Long trades are only considered when price is above the 200 EMA and the 50 EMA is also above the 200 EMA. - Ensures trades align with the primary market trend. 2. Volatility Filtering ATR-Based Volatility Check: - 14-period ATR compared against its 50-period SMA. - Trades are only allowed during periods of low volatility, reducing the risk of unpredictable price spikes. Helps the strategy avoid choppy or turbulent market conditions. 3. Entry Logic Pullback Entry to EMA21: - Trades are triggered when price pulls back slightly (≤1% above the 21 EMA), capitalizing on minor retracements within a strong uptrend. RSI Filter: - Long entries require RSI between 40–55 to ensure momentum is not overextended. Combines trend-following and momentum principles for high-probability entries. 4. Risk Management ATR-Based Stop Loss: - Initial stop placed 2 ATRs below entry price. ATR-Based Take Profit: - Target set 3 ATRs above entry price. This risk-reward setup aims for well-defined exits and preserves capital during adverse moves. 5. Execution Automated long entries when all conditions are met. Single exit strategy with stop loss and take profit. Trade sizing defaults to 1% of account equity, but can be adjusted. 6. Visuals EMA Plots: - 21 EMA in orange, 50 EMA in blue, 200 EMA in red. Background Color Coding: - Green shading indicates “risk-on” conditions (trend up and low volatility), providing quick visual confirmation of trade-worthy environments.
Стратегия Pine Script®
от exp3rts
T.S.T PRO [Jak-Dong collection]Overview The is a high-performance trend-following strategy designed to capture major market moves while filtering out "noise" and false breakouts. It utilizes a sophisticated Triple Supertrend engine combined with multiple analytical layers—Volume, Momentum (ADX), Volatility (BBW), and Multi-Timeframe (HTF) analysis—to ensure high-probability entries. Core Entry Logic 1. Triple Supertrend Alignment: The strategy confirms a trend only when three Supertrends with different sensitivities (Fast, Medium, Slow) align in the same direction. 2. Median Filter: To prevent entering at the very top or bottom of a local spike, the price must be positioned relative to the Median Supertrend line. 3. Strategic Filters (Optional): - Volume Filter: Ensures the move is backed by sufficient market participation. - ADX Filter: Confirms trend strength to avoid weak or exhausting trends. - Volatility (BBW) Filter: Uses Bollinger Band Width to ensure the market is in an active expansion phase. - HTF Trend Filter: Syncs the current timeframe trades with a higher time frame (e.g., Daily) to ensure you are trading with the "Big Picture" trend. Advanced Money Management This strategy is built with professional risk management at its core: - 4 Sizing Modes: Choose between Risk % of Equity, Fixed Capital Amount, % of Equity, or Fixed Quantity. - Dual Stop-Loss Modes: * Supertrend Mode: Dynamically tracks the Median Supertrend line. - Fixed Mode: Locks the SL at entry based on ATR multiplier or fixed percentage. - Execution Flexibility: Choose between "Real-Time Touch" (instant SL) or "On Close" (confirmed bar) for exit execution. Profit Taking & Protection - 5-Stage Take Profit: Scale out of positions systematically. Each TP level can be set via ATR Multiplier or Fixed Percentage. - Automatic Break-Even: Once Take Profit 1 (TP1) is hit, the strategy automatically moves the Stop Loss to the entry price, securing a "risk-free" trade. Visual Analytics - Dynamic Visuals: Clearly displays your active Stop Loss, Entry Price, and all 5 Take Profit levels on the chart. - Performance Table: Includes an integrated Monthly Performance Table to track your strategy's historical returns, drawdown, and consistency directly on the UI. Recommended Settings - Timeframes: 1H, 4H, and Daily (D) timeframes are recommended for the best trend-following results. - Assets: Highly liquid assets such as Major Crypto Pairs (BTC, ETH) and Major Forex pairs. - Optimization: While the default settings are robust, users are encouraged to adjust the Supertrend factors and ATR multipliers based on the specific volatility of their chosen asset. Disclaimer This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Trading involves significant risk, and it is highly recommended to test the strategy thoroughly on a demo account before live deployment.
Стратегия Pine Script®
от hamsung
Bar-Close Confirmed SupertrendOverview This indicator is a Supertrend-style trend follower that confirms direction changes only after a bar closes. Trend flips are determined using the previous bar’s close relative to the bands, which helps avoid intrabar changes during live candles. How it works Computes ATR (Average True Range) Builds upper/lower bands using ATR and a multiplier Updates trend direction only when a prior candle confirms a break of the band Confirmation logic (bar-close based) Trend direction is updated using conditions based on the previous candle, such as: close > upper → confirm uptrend close < lower → confirm downtrend Because signals are confirmed on the prior bar, trend changes and markers are displayed only when confirmation exists. Signals Uptrend confirmation: prior candle closes above the upper band → bullish marker Downtrend confirmation: prior candle closes below the lower band → bearish marker Inputs ATR Length (default 10) ATR Multiplier (default 3.0) Notes This script is intended for bar-close workflows. Behavior and responsiveness may differ across markets and timeframes depending on volatility and chosen settings.
Стратегия Pine Script®
от AIScripts
Axiom Flow: NQ/MNQ Algo - 5 Min TFAxiom Flow: Institutional NQ/MNQ Algo Axiom Flow is a specialized, institutional-grade trend and momentum system designed specifically for the Nasdaq (NQ/MNQ) on the 5-minute timeframe. Unlike standard indicators that lag, Axiom Flow combines volatility compression, trend strength, and velocity analysis to filter out "chop" and identify high-probability expansion moves. It is designed to keep you out of the noise and put you in the trade only when the market shows true intent. 🚀 Core Strategy Philosophy The system operates on a "Compression → Expansion" logic. It identifies when the market is building energy (Squeeze) and executes entries when that energy is released in the direction of the dominant trend, validated by institutional volume and momentum. ⚡ Key Features 1. The "Anti-Chop" Filter Engine Most strategies fail in ranging markets. Axiom Flow utilizes a proprietary "Hug" logic that detects when price action is too tight to trade. If the market is chopping, the signals are hard-blocked to protect capital. 2. Traffic Light Volatility System Visualizes market energy at a glance: 🟢 Green Dots (Safe Squeeze): High-potential energy build-up outside of value. 🔴 Red Dots (Risky Squeeze): Compression occurring inside value (chop zone)—warning to stay away. ⚪ Grey Dots: Normal market conditions. 3. Velocity & Momentum Override Sometimes the market moves too fast for standard trend indicators. The Velocity Engine detects abnormal, high-momentum candles (Institutional buying/selling) to trigger "Home Run" entries even if standard conditions haven't fully aligned yet. 4. Dynamic Risk Management Stop Losses and Take Profits are not static points. The system calculates targets based on the Daily ATR (Average True Range). This means your stops and targets breathe with the market's volatility—tighter in slow markets, wider in fast markets. Target 1: High-probability "Bank" target. Target 2: Extended "Runner" target for trend days. 5. Session & Killzone Logic Optimized for the New York Session. The algorithm includes specific filters to highlight the "Kill Zone" (07:00 - 10:00 EST) and automatically closes positions at the end of the session to prevent overnight gaps. 🛡️ How to Use Timeframe: Optimized for 5 Minute. Asset: Nasdaq 100 Futures (NQ / MNQ). Visuals: The "Trend Ribbon" turns Green for Bullish and Red for Bearish. Wait for the ribbon to align with a signal label (BUY/SELL). Execution: Follow the signals generated by the strategy tester. All risk parameters are pre-calculated for you.
Стратегия Pine Script®
от AxiomFlow
XMR/USDT Bollinger Band Mean ReversionThis strategy is a mean-reversion system designed for $BINANCE:XMRUSDT (originally tuned on 30m). It looks for price excursions outside Bollinger Bands and trades the reversion back toward the moving average, while filtering for “ranging” conditions using an ADX cap and a minimum ATR% (to avoid dead markets). Core idea Enter on extremes : take trades when price crosses beyond the Bollinger outer band. Filter with RSI : require oversold/overbought confirmation before entering. Prefer range markets : only trade when ADX is below a maximum (avoid strong trends). Avoid low volatility : require ATR% above a minimum so moves are tradable. Entries Long : price crosses below the lower band + RSI <= threshold + regime ok. Short : price crosses above the upper band + RSI >= threshold + regime ok. Exits & risk management Primary exit : mean reversion back through the BB basis (SMA), for smoother equity. Stop Loss : fixed % from entry. Take Profit (optional) : fixed % from entry (basis-exit remains the main exit). Cooldown : blocks new entries for N bars after any exit-to-flat. How to use Start on $BINANCE:XMRUSDT with 30m . This logic is sensitive to volatility/trend regimes; re-tune if you change timeframe or exchange. Disable the date filter for live usage; it exists to reproduce a backtest slice. Mean-reversion can suffer in strong trends—this is why the ADX cap exists, but it is not a guarantee. Key inputs snapshot Bollinger Bands: Length 20, Mult 1.5 Filters: RSI(12): long when RSI <= 40, short when RSI >= 70 ADX(27) <= 25 (prefer ranging) ATR(14) / close >= 0.08% Risk: SL 3.75% TP 1.5% (optional) Cooldown: 11 bars Educational use only. This is not financial advice. Validate with forward tests and realistic costs (fees/slippage).
Стратегия Pine Script®
от andreans
yaman short longThis indicator provides clear Long and Short signals to help traders identify potential market direction and trading opportunities with higher confidence. It is designed to follow price momentum and trend strength, allowing traders to enter trades when the market shows clear directional bias. The indicator focuses on clean signals and avoids unnecessary noise, making it suitable for both beginners and experienced traders. Key Features: Clear Long and Short signals displayed on the chart Helps identify potential trend continuation and reversals Designed to reduce false signals during choppy market conditions Suitable for scalping, intraday, and swing trading Works across multiple markets and timeframes How to Use: Long Signal: Indicates potential upward movement when bullish conditions align Short Signal: Indicates potential downward movement when bearish conditions align Best used with proper stop-loss and risk management rules Can be combined with support/resistance or higher timeframe confirmation Best Markets: Forex pairs Gold (XAUUSD) Cryptocurrencies Indices Notes: Signals are generated after candle close The indicator does not repaint This tool is meant to assist decision-making, not guarantee profits
Стратегия Pine Script®
от yamanrawashdeh3
Estratg PFX automt ( PRODIGIO.FX)The PFX Automt (PRODIGIO.FX) - NY | RR | Risk Fixed | ATR + BE strategy is an automated trading system designed to operate with precision in the market. It combines the SuperTrend indicator with advanced risk management, configurable Break Even (BE), and customizable alerts, providing a professional approach for traders seeking clear and well-defined trades. Key Features: SuperTrend Entry & Exit System LONG/SHORT entries based on price crossovers with the SuperTrend. Automatic exits when the price crosses the opposite trend. SuperTrend plotted on the chart for intuitive tracking. Advanced Risk Management Configurable risk per trade in USD. Dynamic Stop Loss based on SuperTrend values. Take Profit automatically calculated according to the user-defined Risk Reward (RR). Configurable Break Even (BE) Automatically moves the stop to BE when the trade reaches the defined RR percentage. Helps secure partial profits and minimize losses. Optional ATR Anti-Chop Filter Prevents trades during low volatility ranges. Adjustable via ATR period and multiplier. Customizable Trading Hours Operates only during the New York session. Fully adjustable start and end times. Customizable Alerts Notifications on LONG/SHORT entries. Alerts on automatic trade exits. Alerts when Break Even is activated. Compatible with popup, email, or webhooks (ideal for integration with Telegram or automated trading systems). Daily Trade Control Limits the maximum number of trades per day to avoid overexposure.
Стратегия Pine Script®
от prodigiofx26