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Strategy [High-Low Cloud Trend] (v6, perf-safe)Description High-Low Cloud Trend Strategy (Performance-Safe Edition) Version 6 • RezzoRedPriest (based on the original logic by @rottor29) How it works Dynamic range ― The script tracks the highest high / lowest low over a look-back of N bars (len). When price tags one extreme, a “pivot” flips to the opposite extreme, forming the core of the cloud. Trend filter ― If the candle closes above the pivot, trend = bullish; below it, trend = bearish. The optional “Trade only with trend” switch forces longs in bullish mode and shorts in bearish mode. Signals Cloud Retest – price pulls back to the inner edge (band1) and rejects it. Cloud Cross – price breaks through the outer edge (band). Mean Reversion – spikes beyond the inner edge and snap back (optional). Execution model – trades are processed once per bar (process_orders_on_close = true), capped at maxTradesPerDay. Performance guardrails Only the most-recent visBars bars are calculated and painted. Object limits: max_labels_count = 400, max_lines_count = 30. Inputs Group Name Purpose Display Drawings: show last N bars Hard cap for calculations & drawings (default = 500). Display Show markers / labels Toggle all arrows / diamonds. Display Show cloud fill & background Toggle the colored cloud & background. Strategy Look-back period (len) Width of the cloud; larger = smoother trend. Strategy Enable trading Completely turn trade logic on/off. Strategy Take cloud-retest / cross / mean-reversion signals Select which setups feed the engine. Strategy Trade only with trend Filter counter-trend signals. Risk Max trades per day Hard daily cap. Recommended use Works on any timeframe; common sweet spots are 5 m & 15 m for liquid futures / FX. Increase len for higher timeframes (e.g. 55–100 on 1 H) to avoid noise. If your chart still lags, either: Lower Drawings: show last N bars, or Turn Show cloud fill off – the fill is the heaviest operation. Disclaimer This script is for educational purposes only and does not constitute financial advice. Always test on demo data first and use proper risk management.
Estratégia Pine Script®
por RezzoRedPriest
DCA StrategyThis strategy makes it easy for you to backtest and automate the DCA strategy based on 2 triggers: Day of the week Every X candles This way you can set up your DCA strategy the way you like and automate on any exchange or even a DEX, which offers an API. The strategy is auto selling on the last candle, otherwise you won't see any performance numbers because all positions will still be open (non conclusive). Settings Start Date & End Date Use those dates to help you with your backtest period. It also helps when automating, to start at a specific time to mimic what you have already done on your own portfolio and thus be in sync in TV as well. Capital to invest per trade Set how capital to use per DCA buy signal. Hover over the tooltip to understand, which currency is used. Close All on last candle When backtesting, you must close open positions, otherwise the Strategy Tester won't show you any numbers. This is why the strategy automatically closes all positions on the last candle for your convenience (ON per default). BUT, when automating, you cannot have this checked because it would sell all of your asset on every candle open. So turn this OFF when automating. Use Day of Week Mode This checkbox switches between the "Day of Week" mode or the "Every X Candles" mode. Day of Week Opens a long position at the start of the weekday you have set it to. Hover over the tooltip to understand, which number to use for the day of the week you need. Every X Candles Opens a long position after every x candles. Always at the start of every such candle. On the daily chart, this number represents "1 day", on the 1h chart, it's "1 hour" and so on. Properties Initial Capital DCA has a special quirk and that is that it invests more and more and more funds the longer it runs. But TradingView takes the Initial Capital number to calculate Net Profit, thus the Initial Capital number has to grow with every additional dollar (money) that is being invested over time, otherwise the Net Profit number will be wrong. Sadly PineScript does not allow to set the Initial Capital number dynamically. So you have to set it manually. To that end, this strategy shows a Label on the last candle, which shows the Invested Capital. You must take that number and put it into the Initial Capital input and click Ok . If you don't do this, your Net Profit Number will be totally wrong! The label must show green . If it shows red it means you need to change the Initial Capital number before looking at the performance numbers. After every timeframe or settings change, you must adapt the Initial Capital, otherwise you will get wrong numbers.
Estratégia Pine Script®
por michaelionita
Holy Grail (100% Win Rate)tldr: 1. Here you go folks – no repaint, no dodgy stuff, and 100% win rate 2. DO NOT TRADE THIS ________________________________________ Key points: • Assets to trade: SPY, NASDAQ, DAX, FTSE, Bitcoin • Time Frame: 1D or higher ________________________________________ What does the script do? The script buys a certain amount of the asset every time we're in a pullback, and sells when we make a new All-Time High (ATH). More specifically, it waits for the first green candle after the lowest point of the pullback, and then adds to the position. We assume that when we see a green candle, the pullback is over. If we go even lower – we wait for another green candle. The script sells on the first red candle after an ATH. The pullback is identified using a simple moving average (MA) – if we're below the MA, we're in a pullback. You can set the MA length in the settings. I considered adding different types of MAs, but decided against it as it wouldn't change much in terms of the general idea. You can also set the percentage of your account to invest on the very first candle – this is an initial pre-filling of the position, so you have something to sell if the price goes straight up after you start trading. If you think we’re in a bear market and the only way is up, you might want to set a higher number. On the other hand, if you believe we’re near the top of a bull market, set a lower one. You can set the percentage of the position to sell on each red candle after ATH under Settings → Input → Exit % . Similarly, you can set the percentage to buy on each green candle after a pullback low under Settings → Properties → Order Size . Since bull markets tend to last longer than bear market pullbacks, you’ll typically want Exit % to be larger than Order Size — though this may vary depending on your initial pre-fill. ________________________________________ Why these assets? These are assets that are expected to go up over the long run. I call them “number go up” assets. Meaning: no matter where they are now, at some point in the future they’ll make a new ATH. That’s why this might not work on individual stocks like Nvidia or Tesla — there’s no guarantee they won’t go bust tomorrow. We all remember big companies from the past (Enron, Lehman Brothers, etc.) that collapsed unexpectedly. With SPY, you're betting on the American economy. And the American economy will go up at least because of inflation. If you believe inflation will continue, then you believe we’ll eventually see a new ATH in SPY. It may take years — like from 2007 to 2013 — but it happened. And there was a bull run after that. And if you think the American economy will never grow again — well, if that’s true, we’ll all have much bigger problems than trading scripts. ________________________________________ Why this time frame? Because, as mentioned, it may take a long time to reach a new ATH. You can use a shorter time frame, but that requires a higher TradingView subscription plan to view multi-year data. Also, if you choose a shorter time frame, you should reduce the Order Size and Exit % accordingly, because the script will jump in on every new green candle after a pullback. On a 1-minute chart, that could mean 100x more entries compared to daily. Conversely, if you go to a higher time frame, increase the sizes — otherwise, too much of your capital will just sit unused. ________________________________________ So if everything is so great and it has a real 100% win rate – why not trade it? If you turn on the “buy & hold equity” curve, you’ll see that the profit from all closed trades (with a 100% win rate) is smaller than if you had simply bought the asset and held it for years. Real-world slippage and fees will reduce your actual profits even more. If you’re unlucky and start trading at the very top of a bull market, it might take 10 years before even a single trade is closed. Some assets that seem like they can only go up long-term... might not. Take Bitcoin. Many believe it can only go up in the long term, but it could still die — just like anything else. The only reason I included it is because many people treat it as a “number go up” asset. And I know some will try to trade it. You've been warned. But I don’t want to start holy wars in the holy grail description (pun intended), so let’s move on. ________________________________________ What if, after all this, you do decide to trade this strategy? Why would you? Maybe not for profit, but just to impress your friends with a 100% win rate. Or maybe you skipped the entire explanation above and just want to jump in because it sounds like a sure win. Whatever your reason, first you should research the asset’s historical max time (in years) between ATHs. That’s how long you might need to keep a trade open. My other script – Cycles Analysis – might help with this. Second, experiment with the input parameters. There aren't many, so it should be easy to find what works best for your asset. You can also enable “Show stats table” in settings – it’ll help you see how many entries/exits the script makes, which will help you find the right Order Size to Exit % ratio. Yes, this might lead to over-optimization — but hey, if we’re at this stage, who cares, right? That said, I did find some rare cases where specific parameter setups caused performance to dip below 100% due to a mandatory close at the wrong time. Also, since trades can last for years, don’t use this with futures — you'd have to keep rolling them over. Use ETFs or similar long-holdable assets. ________________________________________ The final word In short, this is a glorified “Buy the Dip” strategy. It only works long-term on a very limited set of assets, and in most cases performs worse than just buying and holding for the same period. I created this script as a teaching tool — to show new traders that win rate isn’t everything. Even if the win rate is 100%. Trust me: it’s extremely hard to beat the market (especially without leverage), and this script is just more proof of that.
Estratégia Pine Script®
por Intetics
2
Multi-Timeframe RSI Divergence StrategyCore Strategy Components: 🎯 Divergence Detection: Automatic detection of bullish/bearish RSI divergences Configurable lookback periods and minimum bars between peaks Visual divergence lines drawn on chart 🤖 AI Confidence Simulation: Multi-factor scoring system (divergence strength, RSI levels, volume, market structure) Adjustable confidence threshold (default 75%) Real-time confidence display in monitoring table 📊 Multi-Timeframe Analysis: Higher timeframe RSI confirmation (default: Daily) Toggleable MTF filtering Enhanced signal reliability ⚖️ Risk Management: Dynamic stop losses using ATR or percentage Dual profit targets (2:1 and 4:1 risk-reward) Partial position closing at first target Automatic move to breakeven after PT1 ⏰ Time-Based Controls: Maximum hold period (10 days default) Time-based exit after 5 days of no movement RSI reversal exits (crossing back through 50)
Estratégia Pine Script®
por SpeedEdge_Securities
DVPOOverview The DVPO (Dynamic Volume Profile Oscillator) Strategy is a comprehensive and highly customizable trading tool designed for precision and control. It is built around a unique, volume-driven oscillator that identifies potential market entries by analyzing the relationship between price, volume, and volatility. This strategy is not just another signal generator; it's a complete framework that includes dynamic entry logic, adaptive risk management (ATR Stop Loss and R:R-based Take Profit), and a powerful dashboard of 10+ optional confirmation filters to help you tailor the strategy to your specific instrument, timeframe, and trading style. The Core Concept: The DVPO Oscillator The heart of this strategy is the DVPO oscillator. Unlike standard oscillators like RSI or Stochastics, the DVPO's primary goal is to quantify how far the current price has deviated from its recent volume-weighted "fair value." Here’s how it works conceptually: Micro Volume Profile: The indicator first analyzes a recent period of bars (defined by Lookback Period) to build a mini-profile of price and volume. Volume-Weighted Mean: From this profile, it calculates a volume-weighted average price (VWAP) and the average deviation from that mean. This establishes the central point of value for the recent period. Deviation Measurement: The oscillator's value is derived from how far the current price is from this calculated mean, scaled by the observed price deviation and a user-defined Sensitivity. A value above the midline suggests the price is trading at a premium, while a value below suggests it's at a discount. Adaptive Volatility Zones: Instead of using fixed overbought/oversold levels (e.g., 70/30), the DVPO calculates dynamic upper and lower zones using the standard deviation of the oscillator itself. These zones expand and contract based on recent market volatility. An entry signal is triggered not just when the oscillator is "overbought" or "oversold," but when it breaks out of these adaptive volatility zones, signaling that a statistically significant price movement is underway. 📈 Long Entry Condition : The oscillator crosses above the dynamic upper zone. 📉 Short Entry Condition : The oscillator crosses below the dynamic lower zone. Integrated Risk & Trade Management A signal is useless without proper risk management. This strategy has professional-grade risk management built directly into its logic. Stop Loss (ATR-Based): The Stop Loss is not a fixed percentage. It is calculated using the Average True Range (ATR), allowing it to adapt automatically to the market's current volatility. In volatile periods, the stop will be wider; in quiet periods, it will be tighter. Take Profit (Risk/Reward Ratio): The Take Profit level is calculated based on a user-defined Risk/Reward Ratio. If you set a ratio of 2.0, the Take Profit target will be placed at twice the distance of the Stop Loss from your entry price. Dynamic Position Sizing: The strategy can automatically calculate the trade quantity for you. It determines the position size based on your specified Capital Size and the % Risk Per Trade you are willing to accept, ensuring disciplined risk control on every trade. The Filter Dashboard : Enhance Your Signal Quality To help reduce false signals and adapt to different market conditions, the strategy includes a comprehensive dashboard of optional confirmation filters. An entry signal will only be executed if it aligns with all the filters you have activated. Trend & Momentum Filters : T3, VMA, & VWAP Trend Filters: Utilize a suite of advanced moving averages (T3, Variable Moving Average, and a session-based VWAP) to ensure your trades are aligned with the dominant trend. ADX Filter: Confirms that the market has sufficient directional strength for a trend-following trade, helping to avoid entries during choppy conditions. Kaufman Efficiency Filter: Uses the Kaufman Efficiency Ratio to measure market noise. It only allows trades when the market is trending efficiently. Volume & Market State Filters : Volume Flow (VFI): A sophisticated volume-based filter that confirms whether volume is supporting the price move. TDFI (Trader's Dynamic Index): A market state indicator designed to identify when the market is primed for a strong, directional move. Flat Market Detector: A unique filter that identifies and avoids trading in sideways or ranging markets where trend strategies typically underperform. Trade Condition Filters : Min TP / Max SL %: Filter out trades where the risk/reward profile doesn't meet your minimum requirements (e.g., ignore a trade if the ATR-based stop loss is more than 10% away from the price). Session Filters: Allows you to enable or disable trading on specific days of the week and to set a Cooldown Period (a set number of bars to wait after a trade closes before looking for a new entry). How To Use This Strategy Start with the Core: Begin by configuring the DVPO Oscillator settings (Lookback Period, Sensitivity, Zone Width) and your Risk Management parameters (ATR Multiplier, RR Ratio, % Risk Per Trade). These form the foundation of the strategy. Backtest and Observe: Use TradingView's Strategy Tester to see how the core signals perform on your chosen asset and timeframe. Layer Filters Intelligently: Enable the confirmation filters one by one and re-run your backtest. Observe how each filter impacts performance (e.g., does the T3 filter increase profitability but reduce the number of trades?). The goal is to find the optimal balance between signal quality and frequency. Visualize and Analyze: Use the Show Risk/Reward Area option to plot your entry, stop loss, and take profit levels directly on the chart for every trade, providing a clear visual representation of your trade plan. Disclaimer: This strategy is provided for educational and analytical purposes only. Past performance is not indicative of future results. All trading involves risk, and you should conduct your own thorough backtesting and analysis before deploying any strategy in a live market.
Estratégia Pine Script®
por SfericaTrading
Double Bottom Strategy (Long Only, ATR Trailing Stop + Alerts)This script implements a long-only breakout strategy based on the recognition of a Double Bottom price pattern, enhanced with a 50 EMA trend filter and a dynamic ATR-based trailing stop. It is suitable for traders looking to capture reversals in trending markets using a structured pattern-based entry system. 🧠 Key Features: Double Bottom Detection: Identifies double bottom structures using pivot lows with configurable tolerance. ATR-Based Trailing Stop: Manages exits using a trailing stop calculated from Average True Range (ATR), dynamically adjusting to market volatility. EMA Filter (Optional): Filters trades to only go long when price is above the 50 EMA (trend confirmation). Alerts: Real-time alerts on entry and exit, formatted in JSON for webhook compatibility. Backtest Range Controls: Customize historical testing period with start and end dates. ✅ Recommended Markets: Gold (XAUUSD) S&P 500 (SPX, ES) Nasdaq (NDX, NQ) Stocks (Equities) ⚠️ Not recommended for Forex due to differing behavior and noise levels in currency markets. 🛠️ User Guidance: Tune the pivot period, tolerance, and ATR settings for best performance on your chosen asset. Backtest thoroughly over your selected date range to assess historical effectiveness. Use small position sizes initially to test viability in live or simulated environments.
Estratégia Pine Script®
por ojiyamu
Random State Machine Strategy📌 Random State Machine Strategy (Educational) This strategy showcases a randomized entry model driven by a finite state machine, integrated with user-defined exit controls and a full-featured moving average filter. 🧠 Trade Entry Logic Entries occur only when: A random trigger occurs (~5% probability per bar) The state machine accepts a new transition (sm.step()) Price is: Above the selected MA for long entries Below the selected MA for short entries This ensures that entries are both stochastically driven and trend-aligned, avoiding frequent or arbitrary trades. ⚙️ How It Works Randomized Triggers A pseudo-random generator (seeded with time and volume) attempts to trigger state transitions. Finite State Machine Transitions are managed using the StateMachine from robbatt/lib_statemachine — credit to @robbatt for the modular FSM design. Controlled Reset The state machine resets every N bars (default: 100) if at least two transitions have occurred. This prevents stale or locked states. Backtest Range Define a specific test window using Start and End Date inputs. Risk & Exits Specify risk in points and a target risk/reward ratio. TP is auto-computed. Timed and MA-based exits can be toggled. 🧪 How to Use Enable Long or Short trades Choose your Moving Average type and length Set Risk per trade and R/R ratio Toggle TP/SL, timed exit, or MA cross exit Adjust the State Reset Interval to suit your signal frequency 📘 Notes Educational use only — not financial advice Random logic is used to model structure, not predict movement Thanks to @robbatt for the lib_statemachine integration
Estratégia Pine Script®
por smoyer
Multi-Indicator Trend-Following Strategy v6Multi-Indicator Trend-Following Strategy v6 This strategy uses a combination of technical indicators to identify potential trend-following trade entries and exits. It is intended for educational and research purposes. How it works: Moving Averages (EMA): Entry signals are generated on crossovers between a fast and slow exponential moving average. RSI Filter: Confirms momentum with a threshold above/below 50 for long/short entries. Volume Confirmation: Requires volume to exceed a moving average multiplied by a user-defined factor. ATR-Based Risk Management: Stop loss and take profit levels are calculated using the Average True Range (ATR), allowing for dynamic risk control based on market volatility. Customizable Inputs: Fast/Slow MA lengths RSI length and levels MACD settings (used in calculation, not directly in signal) Volume MA and multiplier ATR period and multipliers for stop loss and take profit Notes: This strategy does not guarantee future results. It is provided for analysis and backtesting only. Alerts are available for buy/sell conditions. Feel free to adjust parameters to explore different market conditions and asset classes.
Estratégia Pine Script®
por rockingtoor
magic wand STSM"Magic Wand STSM" Strategy: Trend-Following with Dynamic Risk Management Overview: The "Magic Wand STSM" (Supertrend & SMA Momentum) is an automated trading strategy designed to identify and capitalize on sustained trends in the market. It combines a multi-timeframe Supertrend for trend direction and potential reversal signals, along with a 200-period Simple Moving Average (SMA) for overall market bias. A key feature of this strategy is its dynamic position sizing based on a user-defined risk percentage per trade, and a built-in daily and monthly profit/loss tracking system to manage overall exposure and prevent overtrading. How it Works (Underlying Concepts): Multi-Timeframe Trend Confirmation (Supertrend): The strategy uses two Supertrend indicators: one on the current chart timeframe and another on a higher timeframe (e.g., if your chart is 5-minute, the higher timeframe Supertrend might be 15-minute). Trend Identification: The Supertrend's direction output is crucial. A negative direction indicates a bearish trend (price below Supertrend), while a positive direction indicates a bullish trend (price above Supertrend). Confirmation: A core principle is that trades are only considered when the Supertrend on both the current and the higher timeframe align in the same direction. This helps to filter out noise and focus on stronger, more confirmed trends. For example, for a long trade, both Supertrends must be indicating a bearish trend (price below Supertrend line, implying an uptrend context where price is expected to stay above/rebound from Supertrend). Similarly, for short trades, both must be indicating a bullish trend (price above Supertrend line, implying a downtrend context where price is expected to stay below/retest Supertrend). Trend "Readiness": The strategy specifically looks for situations where the Supertrend has been stable for a few bars (checking barssince the last direction change). Long-Term Market Bias (200 SMA): A 200-period Simple Moving Average is plotted on the chart. Filter: For long trades, the price must be above the 200 SMA, confirming an overall bullish bias. For short trades, the price must be below the 200 SMA, confirming an overall bearish bias. This acts as a macro filter, ensuring trades are taken in alignment with the broader market direction. "Lowest/Highest Value" Pullback Entries: The strategy employs custom functions (LowestValueAndBar, HighestValueAndBar) to identify specific price action within the recent trend: For Long Entries: It looks for a "buy ready" condition where the price has found a recent lowest point within a specific number of bars since the Supertrend turned bearish (indicating an uptrend). This suggests a potential pullback or consolidation before continuation. The entry trigger is a close above the open of this identified lowest bar, and also above the current bar's open. For Short Entries: It looks for a "sell ready" condition where the price has found a recent highest point within a specific number of bars since the Supertrend turned bullish (indicating a downtrend). This suggests a potential rally or consolidation before continuation downwards. The entry trigger is a close below the open of this identified highest bar, and also below the current bar's open. Candle Confirmation: The strategy also incorporates a check on the candle type at the "lowest/highest value" bar (e.g., closevalue_b < openvalue_b for buy signals, meaning a bearish candle at the low, suggesting a potential reversal before a buy). Risk Management and Position Sizing: Dynamic Lot Sizing: The lotsvalue function calculates the appropriate position size based on your Your Equity input, the Risk to Reward ratio, and your risk percentage for your balance % input. This ensures that the capital risked per trade remains consistent as a percentage of your equity, regardless of the instrument's volatility or price. The stop loss distance is directly used in this calculation. Fixed Risk Reward: All trades are entered with a predefined Risk to Reward ratio (default 2.0). This means for every unit of risk (stop loss distance), the target profit is rr times that distance. Daily and Monthly Performance Monitoring: The strategy tracks todaysWins, todaysLosses, and res (daily net result) in real-time. A "daily profit target" is implemented (day_profit): If the daily net result is very favorable (e.g., res >= 4 with todaysLosses >= 2 or todaysWins + todaysLosses >= 8), the strategy may temporarily halt trading for the remainder of the session to "lock in" profits and prevent overtrading during volatile periods. A "monthly stop-out" (monthly_trade) is implemented: If the lres (overall net result from all closed trades) falls below a certain threshold (e.g., -12), the strategy will stop trading for a set period (one week in this case) to protect capital during prolonged drawdowns. Trade Execution: Entry Triggers: Trades are entered when all buy/sell conditions (Supertrend alignment, SMA filter, "buy/sell situation" candle confirmation, and risk management checks) are met, and there are no open positions. Stop Loss and Take Profit: Stop Loss: The stop loss is dynamically placed at the upTrendValue for long trades and downTrendValue for short trades. These values are derived from the Supertrend indicator, which naturally adjusts to market volatility. Take Profit: The take profit is calculated based on the entry price, the stop loss, and the Risk to Reward ratio (rr). Position Locks: lock_long and lock_short variables prevent immediate re-entry into the same direction once a trade is initiated, or after a trend reversal based on Supertrend changes. Visual Elements: The 200 SMA is plotted in yellow. Entry, Stop Loss, and Take Profit lines are plotted in white, red, and green respectively when a trade is active, with shaded areas between them to visually represent risk and reward. Diamond shapes are plotted at the bottom of the chart (green for potential buy signals, red for potential sell signals) to visually indicate when the buy_sit or sell_sit conditions are met, along with other key filters. A comprehensive trade statistics table is displayed on the chart, showing daily wins/losses, daily profit, total deals, and overall profit/loss. A background color indicates the active trading session. Ideal Usage: This strategy is best applied to instruments with clear trends and sufficient liquidity. Users should carefully adjust the Your Equity, Risk to Reward, and risk percentage inputs to align with their individual risk tolerance and capital. Experimentation with different ATR Length and Factor values for the Supertrend might be beneficial depending on the asset and timeframe.
Estratégia Pine Script®
por hassansadeghirashed
2
Hybrid: RSI + Breakout + DashboardHybrid RSI + Breakout Strategy Adaptive trading system that switches modes based on market regime: Ranging: Buys when RSI < 30 and sells when RSI > 70. Trending: Enters momentum breakouts only in the direction of the 200-EMA bias, with ADX confirming trend strength. Risk Management: Trailing stop locks profits and caps drawdown. Optimized for BTC, ETH, and SOL on 1 h–1 D charts; back-tested from 2017 onward. Educational use only—run your own tests before deploying live funds.
Estratégia Pine Script®
por RugSurvivor
34
Anomaly Counter-Trend StrategyA mean-reversion style strategy that automatically spots unusually large price moves over a configurable lookback period and takes the opposite side, with full risk-management, commission and slippage modeling—built in Pine Script® v6. 🔎 Overview ACTS monitors the percent-change over the past N minutes and, when that move exceeds your chosen threshold, enters a counter-trend position (short on a strong rise; long on a sharp fall). It’s ideal for markets that often “overshoot” and snap back, and can be applied on any symbol or timeframe. ⚙️ Key Features Anomaly Detection: Detect abnormal price swings based on a user-defined % change over a lookback period. Counter-Trend Entries: Auto-enter short on rise anomalies, long on fall anomalies (with seamless flat↔reverse transitions). Risk Management: Configurable stop-loss and take-profit in ticks per trade. Realistic Modeling: Simulates commissions (0.05 % default), slippage (2 ticks), and percent-of-equity sizing. Immediate Bar-Close Execution: Orders processed on bar close for faster fills. Visual Aids: Optional on-chart BUY/SELL triangles and background highlights during anomaly periods. ⚙️ Inputs Input Default Description Percentage Threshold (%) 2.00 Min % move over lookback to trigger an anomaly. Lookback Period (Minutes) 15 Number of minutes over which to measure change. Stop Loss (Ticks) 100 Distance from entry for stop-loss exit. Take Profit (Ticks) 200 Distance from entry for take-profit exit. Plot Trade Signal Shapes (on/off) true Show BUY/SELL triangles on chart. Highlight Anomaly Background true Shade background during anomaly bars. 📊 How to Use Add to Chart: Apply the script to any ticker & timeframe. Tune: Adjust your percentage threshold and lookback to match each instrument’s volatility. Review Backtest: Check built-in strategy performance (drawdown, Sharpe, etc.) under the Strategy Tester tab. Go Live: Once optimized, link to alerts or your trade execution system. ⚠️ Disclaimer This script is provided “as-is” for educational purposes and backtesting only. Past performance does not guarantee future results. Always backtest thoroughly, manage your own risk, and consider market conditions before live trading. Enjoy experimenting—and may your counter-trend entries catch the next big snapback!
Estratégia Pine Script®
por gamblerino
1
PRO Strategy 3TP (v2.1.1) English Version PRO Strategy 3TP (v2.1.1) — Comprehensive Guide for TradingView Strategy Concept & Uniqueness The PRO Strategy 3TP is a trading system designed to follow market trends using a combination of tools that check trends across different timeframes, measure momentum, and manage risks smartly. Its standout feature is a three-step profit-taking system (hence "3TP") and its ability to adjust to market ups and downs, helping traders make the most of strong trends while keeping losses low in choppy markets. Why It’s Special: ✅ Three Profit Levels: Takes profit in stages—33% at the first target (TP1), 33% at the second (TP2), and 34% at the third (TP3)—so you lock in gains gradually. ✅ Risk-Free After TP1: Once the first profit target is hit, the stop-loss moves to your entry price, meaning no more risk on the trade. ✅ Smarter Signals: Uses data from a higher timeframe (like 1-hour) to filter out false moves on your chart (like 15-minutes). How It Works The strategy uses four main tools to decide when to enter and exit trades. Here’s what they do in simple terms: Trend Tools (EMA, HMA, SMA) EMA (Exponential Moving Average): A line that tracks the price trend, reacting quickly to recent changes. Think of it as a fast guide to where the market’s heading. Default: EMA 100 (looks at the last 100 bars). HMA (Hull Moving Average): A smoother, faster-moving line that spots trend shifts earlier than most averages. Default: HMA 50 (looks at the last 50 bars). SMA (Simple Moving Average): A basic average of prices over time, great for seeing the big picture (bull or bear market). Default: SMA 200 (looks at the last 200 bars). How It Helps: These lines work together to make sure the trend is real across short, medium, and long terms. Momentum Tool (CCI) CCI (Commodity Channel Index): Tells you if the market is “overbought” (too high, ready to drop) or “oversold” (too low, ready to rise). Buy when CCI < -100 (oversold). Sell when CCI > +100 (overbought). How It Helps: It picks the best moments to jump into a trade when prices are at extremes. Trend Strength Tool (ADX) ADX (Average Directional Index): Measures how strong a trend is. Higher numbers mean a stronger trend. Default: ADX > 26 (only trades when the trend is strong enough). How It Helps: Keeps you out of flat, boring markets where prices don’t move much. Volatility Tool (ATR) ATR (Average True Range): Shows how much the price typically moves up or down. It’s like a ruler for market “wiggle room.” Default: ATR over 19 bars, used to set stop-loss (5x ATR) and profit targets (1x, 1.3x, 1.7x ATR). How It Helps: Adjusts your trade exits based on how wild or calm the market is. Entry Rules Buy (Long): Price is above EMA, HMA, and SMA (checked on a higher timeframe) + CCI < -100 + ADX > 26. Sell (Short): Price is below EMA, HMA, and SMA + CCI > +100 + ADX > 26. Exit Rules Stop-Loss: Set at 5x ATR away from your entry (e.g., if ATR is 10 points, stop-loss is 50 points away). Breakeven: After TP1 is hit, stop-loss moves to your entry price—no more risk! Profit Targets: TP1: 1x ATR (closes 33% of your position). TP2: 1.3x ATR (closes 33%). TP3: 1.7x ATR (closes 34%). Why This Mix Works Fewer Mistakes: Checking trends on multiple timeframes cuts out 60-70% of bad signals (based on tests). Adapts to the Market: ATR adjusts your stops and targets as the market changes—super useful for volatile assets like crypto. Balanced Wins: The three-step profit system locks in gains early but lets you ride big trends too. Setup Guide Settings for Different Styles Parameter Scalping (1-15M) Swing (1H-4H) Position (Daily) EMA/HMA/SMA 50/20/Off 100/50/200 Off/Off/200 ADX Threshold 20 26 25 ATR Multipliers SL=3x, TP3=2x SL=5x SL=6x Position Size Formula: Contracts = Risk Amount / (Stop-Loss Distance × Value per Point) Example: Risking $100, stop-loss is 50 points, each point = $2 → Trade 1 contract. Multi-Timeframe Tip Chart: 15-minute Indicators: 1-hour Rule: Only trade if the 15-minute price matches the 1-hour trend. Why Use It? Proven Results: 58-62% win rate on assets like Bitcoin, Ethereum, and S&P 500 (tested 2020-2023). Risk-to-reward ratio of 1.8-2.3. Saves Time: Alerts tell you when to enter or exit—no need to watch the screen all day. Flexible: Works for fast scalping, medium swing trades, or long-term positions. FAQ Why no trailing stop? Trailing stops cut profits by 15-20% in tests because they exit too early. The breakeven stop protects your money better. What about news events? Use a bigger ATR (e.g., 50) and wider stop-loss (6x ATR) when markets get crazy. Can I trade forex? Yes! Try EMA=50, HMA=20, ATR=14 on EUR/USD 15-minute charts. Risk Management Risk per Trade: Stick to 1-2% of your account. Weekly Check: Adjust ATR and stop-loss every Friday to match market conditions. Emergency Plan: Manually move your stop-loss if something wild (like a “black swan” event) happens. ⚠️ Warning: Trading is risky. This strategy doesn’t promise profits. Always use a stop-loss. Русская версия Стратегия PRO 3TP (v2.1.1) — Полное руководство для TradingView Концепция и уникальность PRO Strategy 3TP — это система, которая следует за трендами на рынке, используя проверку трендов на разных таймфреймах, измерение импульса и умное управление рисками. Главная фишка — трехступенчатая фиксация прибыли (поэтому "3TP") и адаптация к изменениям на рынке, чтобы зарабатывать больше в сильных трендах и терять меньше в нестабильные времена. Почему она особенная: ✅ Три уровня прибыли: Закрывает 33% на первом уровне (TP1), 33% на втором (TP2) и 34% на третьем (TP3) — прибыль фиксируется постепенно. ✅ Без риска после TP1: После первого уровня стоп-лосс сдвигается на точку входа — дальше риска нет. ✅ Умные сигналы: Использует данные с более старшего таймфрейма (например, 1 час) для фильтрации шума на вашем графике (например, 15 минут). Как это работает Стратегия использует четыре основных инструмента для входа и выхода из сделок. Вот что они значат простыми словами: Инструменты тренда (EMA, HMA, SMA) EMA (Экспоненциальная скользящая средняя) : Линия, которая следит за трендом и быстро реагирует на последние цены. Это как быстрый указатель направления рынка. По умолчанию: EMA 100 (смотрит на последние 100 баров). HMA (Скользящая средняя Халла): Более плавная и быстрая линия, которая раньше замечает смену тренда. По умолчанию: HMA 50 (смотрит на последние 50 баров). SMA (Простая скользящая средняя) : Просто средняя цена за период, показывает общую картину (быки или медведи). По умолчанию: SMA 200 (смотрит на последние 200 баров). Зачем это нужно: Эти линии вместе проверяют, что тренд настоящий на коротких, средних и длинных периодах. Инструмент импульса (CCI) CCI (Индекс товарного канала): Показывает, когда рынок “перекуплен” (слишком высоко, готов упасть) или “перепродан” (слишком низко, готов расти). Покупка: CCI < -100 (перепродан). Продажа: CCI > +100 (перекуплен). Зачем это нужно: Помогает выбрать лучшее время для входа, когда цены на крайних значениях. Инструмент силы тренда (ADX) ADX (Индекс среднего направленного движения): Измеряет, насколько силен тренд. Чем выше число, тем сильнее движение. По умолчанию: ADX > 26 (торгуем, только если тренд сильный). Зачем это нужно: Не дает торговать, когда рынок стоит на месте и скучный. Инструмент волатильности (ATR) ATR (Средний истинный диапазон): Показывает, насколько сильно цена обычно “гуляет” вверх-вниз. Это как линейка для рыночных колебаний. По умолчанию: ATR за 19 баров, стоп-лосс = 5x ATR, цели прибыли = 1x, 1.3x, 1.7x ATR. Зачем это нужно: Настраивает выход из сделки в зависимости от того, насколько рынок спокоен или хаотичен. Правила входа Покупка (Лонг): Цена выше EMA, HMA и SMA (проверяется на старшем таймфрейме) + CCI < -100 + ADX > 26. Продажа (Шорт): Цена ниже EMA, HMA и SMA + CCI > +100 + ADX > 26. Правила выхода Стоп-лосс: Устанавливается на 5x ATR от входа (например, если ATR = 10 пунктов, стоп = 50 пунктов). Безубыток: После TP1 стоп-лосс сдвигается на цену входа — риска больше нет! Цели прибыли: TP1: 1x ATR (закрывает 33% позиции). TP2: 1.3x ATR (закрывает 33%). TP3: 1.7x ATR (закрывает 34%). Почему эта комбинация работает Меньше ошибок: Проверка тренда на разных таймфреймах убирает 60-70% ложных сигналов (по тестам). Подстраивается под рынок: ATR меняет стопы и цели в зависимости от условий — важно для активов вроде крипты. Умная прибыль: Трехступенчатая система фиксирует выгоду рано, но оставляет шанс заработать на большом тренде. Как настроить Настройки для разных стилей Параметр Скальпинг (1-15М) Свинг (1H-4H) Долгосрок (Daily) EMA/HMA/SMA 50/20/Выкл 100/50/200 Выкл/Выкл/200 Порог ADX 20 26 25 Множители ATR SL=3x, TP3=2x SL=5x SL=6x Размер позиции Формула: Контракты = Риск / (Расстояние до стоп-лосса × Стоимость пункта) Пример: Риск $100, стоп-лосс 50 пунктов, 1 пункт = $2 → 1 контракт. Совет по таймфреймам График: 15 минут Индикаторы: 1 час Правило: Торгуй, только если тренд на 15 минутах совпадает с 1 часом. Зачем это использовать? Проверено: 58-62% успешных сделок на BTC, ETH, S&P 500 (тесты 2020-2023). Соотношение риск/прибыль 1.8-2.3. Экономит время: Оповещения скажут, когда входить и выходить — не надо сидеть у экрана. Гибкость: Подходит для быстрой торговли, среднесрочной и долгосрочной. Часто задаваемые вопросы Почему нет трейлинг-стопа? Тесты показали, что он снижает прибыль на 15-20%, потому что выходит слишком рано. Безубыток лучше защищает деньги. Что делать с новостями? Увеличьте ATR (например, до 50) и стоп-лосс (6x ATR), когда рынок штормит. Можно торговать форекс? Да! Используйте EMA=50, HMA=20, ATR=14 для EUR/USD на 15 минутах. Управление рисками Риск на сделку: Не больше 1-2% от депозита. Проверка раз в неделю: Обновляйте ATR и стоп-лосс каждую пятницу под рынок. План на экстрим: Если происходит что-то необычное (например, “черный лебедь”), вручную двигайте стоп-лосс. ⚠️ Предупреждение: Торговля — это риск. Стратегия не гарантирует прибыль. Всегда ставьте стоп-лосс.
Estratégia Pine Script®
por Mary_bad
Adaptive Signal OracleAdaptive Signal Oracle – Precision Forecasting with Weighted KNN & HMA Trend Logic 🔍 Overview Adaptive Signal Oracle is a forward-looking trend prediction strategy that merges non-repainting technical analysis with a machine-learning-inspired forecasting model. Built from scratch, it is not a mashup of off-the-shelf indicators. Instead, it uses a handcrafted K-Nearest Neighbors (KNN)-style prediction engine combined with a classic HMA (Hull Moving Average) trend filter to deliver actionable, high-confidence entries. 📈 Core Components Explained 🔸 1. KNN-Weighted Future Predictor (Custom Engine) Simulates a machine learning process using historical price behavior. Compares current conditions to a rolling dataset of past feature/label pairs. Assigns weights based on distance, forming a probabilistic directional bias. Generates: Prediction Probability (% confidence) Expected Price Movement Magnitude Dynamic Trade Targets (TP1/TP2) 🔸 2. HMA Trend Filter (Hull Moving Average) Used for real-time trend confirmation. Prevents entry during whipsaws by enforcing directional alignment. Non-repainting and adaptive to volatility swings. 🔸 3. Risk-Managed Execution Logic Built-in 2-level take-profit system: TP1: Partial exit (50%) TP2: Full exit (remaining 100%) Hard-coded stop-loss at a configurable percentage (default: 2%) Includes cooldown logic to prevent same-bar entries and exits 🔸 4. Integrated Visual Dashboard Tracks: Trade status Entry price TP/SL hits Trend direction Real-time PnL Dashboard is resizable and repositionable for user control 🔸 5. Clean Bar Coloring Highlights predicted direction with green (bullish) and red (bearish) candles Enhances signal visibility without interfering with price action ⚠️ Important Notes This script does not repaint. All calculations are based on confirmed historical data, using bar-closed logic only. Ideal for crypto, forex, and trending asset classes, especially on the 1H+ timeframes. Not intended for use as financial advice or automated investment decision-making. 🧠 How to Use Set desired TP/SL levels in the strategy inputs. Adjust k-value and lookback for best fit with your instrument. Monitor the dashboard and colored bars for trade entries. Use as part of a broader system with structure, support/resistance, or volume confirmation if needed. 🛡️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always test on historical data and demo environments before applying to live trading. The author is not liable for any financial decisions made based on this script.
Estratégia Pine Script®
por robertgroff72
Timeframe StrategyThis is a multi-timeframe trading strategy inspired by Ross Cameron's style, optimized for scalping and trend-following across various timeframes (1m, 5m, 15m, 1h, and 1D). The strategy integrates a comprehensive set of technical indicators, dynamic risk management, and visual tools. Core Features Dynamic Take Profit, Stop Loss & Trailing Stop > Separate settings per timeframe for: -TP% (Take Profit) -SL% (Stop Loss) -Trailing Stop % -Cooldown bars > Configurable via UI inputs. >Smart Entry Conditions Bullish entry: EMA9 crossover EMA20 and EMA50 > EMA200 Bearish entry: EMA9 crossunder EMA20 and EMA50 < EMA200 >Additional confirmation filters: -Volume Filter (enabled/disabled via UI) -Time Filter (e.g., only between 15:00–20:00 UTC) -Spike Filter: rejects high-volatility candles -RSI Filter: above/below 50 for trend confirmation -ADX Filter (only applied on 1m, e.g., ADX > 15) -Micro-Volatility Filter: minimum range percentage (1m only) -Trend Filter (1m only): price must be above/below EMA200 >Trailing Stop Logic -Configurable for each timeframe. - Optional via toggle (use_trailing). >Trade Cooldown Logic -Prevents consecutive trades within X bars, configurable per timeframe. >Technical Indicators Used -EMA 9 / 20 / 50 / 200 -VWAP -RSI (14) -ATR (14) for volatility-based spike filtering -Custom-calculated ADX (14) (manually implemented) >Visual Elements 🔼/🔽 Entry signals (long/short) plotted on the chart. 📉 Table in bottom-left: Displays current values of EMA/VWAP/volume/ATR/ADX. > Optional "Tab info" panel in top-right (toggleable): -Timeframe & strategy settings -Live status of filters (volume, time, cooldown, spike, RSI, ADX, range, trend) -Uses emoji (✅ / ❌) for quick diagnostics. >User Customization -Inputs per timeframe for all key parameters. -Toggle switches for: -Trailing stop -Volume filter -Info table visibility This strategy is designed for active traders seeking a balance between momentum entry, risk control, and adaptability across timeframes. It's ideal for backtesting quick reversals or breakout setups in fast markets, especially at lower timeframes like 1m or 5m.
Estratégia Pine Script®
por alessandrocacchi
External Signals Strategy Tester v5External Signals Strategy Tester v5 – User Guide (English) 1. Purpose This Pine Script strategy is a universal back‑tester that lets you plug in any external buy/sell series (for example, another indicator, webhook feed, or higher‑time‑frame condition) and evaluate a rich set of money‑management rules around it – with a single click on/off workflow for every module. 2. Core Workflow Feed signals Buy Signal / Sell Signal inputs accept any series (price, boolean, output of request.security(), etc.). A crossover above 0 is treated as “signal fired”. Date filter Start Date / End Date restricts the test window so you can exclude unwanted history. Trade engine Optional Long / Short enable toggles. Choose whether opposite signals simply close the trade or reverse it (flip direction in one transaction). Risk modules – all opt‑in via check‑boxes Classic % block – fixed % Take‑Profit / Stop‑Loss / Break‑Even. Fibonacci Bollinger Bands (FBB) module Draws dynamic VWMA/HMA/SMA/EMA/DEMA/TEMA mid‑line with ATR‑scaled Fibonacci envelopes. Every line can be used for stops, trailing, or multi‑target exits. Separate LONG and SHORT sub‑modules Each has its own SL plus three Take‑Profits (TP1‑TP3). Per TP you set line, position‑percentage to close, and an optional trailing flag. Executed TP/SLs deactivate themselves so they cannot refire. Trailing behaviour If Trail is checked, the selected line is re‑evaluated once per bar; the order is amended via strategy.exit(). 3. Inputs Overview Group Parameter Notes Trade Settings Enable Long / Enable Short Master switches Close on Opposite / Reverse Position How to react to a counter‑signal Risk % Use TP / SL / BE + their % Traditional fixed‑distance management Fibo Bands FIBO LEVELS ENABLE + visual style/length Turn indicator overlay on/off FBB LONG SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a long is open FBB SHORT SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a short is open Line choices: Basis, 0.236, 0.382, 0.5, 0.618, 0.764, 1.0 – long rules use lower bands, short rules use upper bands automatically. 4. Algorithm Details Position open On the very first bar after entry, the script checks the direction and activates the corresponding LONG or SHORT module, deactivating the other. Order management loop (every bar) FBB Stop‑Loss: placed/updated at chosen band; if trailing, follows the new value. TP1‑TP3: each active target updates its limit price to the selected band (or holds static if trailing is off). The classic % block runs in parallel; its exits have priority because they call strategy.close_all(). Exit handling When any strategy.exit() fires, the script reads exit_id and flips the *_Active flag so that order will not be recreated. A Stop‑Loss (SL) also disables all remaining TPs for that leg. 5. Typical Use Cases Scenario Suggested Setup Scalping longs into VWAP‐reversion Enable LONG TP1 @ 0.382 (30 %), TP2 @ 0.618 (40 %), SL @ 0.236 + trailing Fade shorts during news spikes Enable SHORT SL @ 1.0 (no trail) and SHORT TP1,2,3 on consecutive lowers with small size‑outs Classic trend‑follow Use only classic % TP/SL block and disable FBB modules 6. Hints & Tips Signal quality matters – this script manages exits, it does not generate entries. Keep TV time zone in mind when picking start/end dates. For portfolio‑style testing allocate smaller default_qty_value than 100 % or use strategy.percent_of_equity sizing. You can combine FBB exits with fixed‑% ones for layered management. 7. Limitations / Safety No pyramiding; the script holds max one position at a time. All calculations are bar‑close; intra‑bar touches may differ from real‑time execution. The indicator overlay is optional, so you can run visual‑clean tests by unchecking FIBO LEVELS ENABLE.
Estratégia Pine Script®
por RezzoRedPriest
Sharpe Ratio Forced Selling StrategyThis study introduces the “Sharpe Ratio Forced Selling Strategy”, a quantitative trading model that dynamically manages positions based on the rolling Sharpe Ratio of an asset’s excess returns relative to the risk-free rate. The Sharpe Ratio, first introduced by Sharpe (1966), remains a cornerstone in risk-adjusted performance measurement, capturing the trade-off between return and volatility. In this strategy, entries are triggered when the Sharpe Ratio falls below a specified low threshold (indicating excessive pessimism), and exits occur either when the Sharpe Ratio surpasses a high threshold (indicating optimism or mean reversion) or when a maximum holding period is reached. The underlying economic intuition stems from institutional behavior. Institutional investors, such as pension funds and mutual funds, are often subject to risk management mandates and performance benchmarking, requiring them to reduce exposure to assets that exhibit deteriorating risk-adjusted returns over rolling periods (Greenwood and Scharfstein, 2013). When risk-adjusted performance improves, institutions may rebalance or liquidate positions to meet regulatory requirements or internal mandates, a behavior that can be proxied effectively through a rising Sharpe Ratio. By systematically monitoring the Sharpe Ratio, the strategy anticipates when “forced selling” pressure is likely to abate, allowing for opportunistic entries into assets priced below fundamental value. Exits are equally mechanized, either triggered by Sharpe Ratio improvements or by a strict time-based constraint, acknowledging that institutional rebalancing and window-dressing activities are often time-bound (Coval and Stafford, 2007). The Sharpe Ratio is particularly suitable for this framework due to its ability to standardize excess returns per unit of risk, ensuring comparability across timeframes and asset classes (Sharpe, 1994). Furthermore, adjusting returns by a dynamically updating short-term risk-free rate (e.g., US 3-Month T-Bills from FRED) ensures that macroeconomic conditions, such as shifting interest rates, are accurately incorporated into the risk assessment. While the Sharpe Ratio is an efficient and widely recognized measure, the strategy could be enhanced by incorporating alternative or complementary risk metrics: • Sortino Ratio: Unlike the Sharpe Ratio, the Sortino Ratio penalizes only downside volatility (Sortino and van der Meer, 1991). This would refine entries and exits to distinguish between “good” and “bad” volatility. • Maximum Drawdown Constraints: Integrating a moving window maximum drawdown filter could prevent entries during persistent downtrends not captured by volatility alone. • Conditional Value at Risk (CVaR): A measure of expected shortfall beyond the Value at Risk, CVaR could further constrain entry conditions by accounting for tail risk in extreme environments (Rockafellar and Uryasev, 2000). • Dynamic Thresholds: Instead of static Sharpe thresholds, one could implement dynamic bands based on the historical distribution of the Sharpe Ratio, adjusting for volatility clustering effects (Cont, 2001). Each of these risk parameters could be incorporated into the current script as additional input controls, further tailoring the model to different market regimes or investor risk appetites. References • Cont, R. (2001) ‘Empirical properties of asset returns: stylized facts and statistical issues’, Quantitative Finance, 1(2), pp. 223-236. • Coval, J.D. and Stafford, E. (2007) ‘Asset Fire Sales (and Purchases) in Equity Markets’, Journal of Financial Economics, 86(2), pp. 479-512. • Greenwood, R. and Scharfstein, D. (2013) ‘The Growth of Finance’, Journal of Economic Perspectives, 27(2), pp. 3-28. • Rockafellar, R.T. and Uryasev, S. (2000) ‘Optimization of Conditional Value-at-Risk’, Journal of Risk, 2(3), pp. 21-41. • Sharpe, W.F. (1966) ‘Mutual Fund Performance’, Journal of Business, 39(1), pp. 119-138. • Sharpe, W.F. (1994) ‘The Sharpe Ratio’, Journal of Portfolio Management, 21(1), pp. 49-58. • Sortino, F.A. and van der Meer, R. (1991) ‘Downside Risk’, Journal of Portfolio Management, 17(4), pp. 27-31.
Estratégia Pine Script®
por EdgeTools
Gold ORB Strategy (15-min Range, 5-min Entry)The Gold ORB (Opening Range Breakout) Strategy is designed for day traders looking to capitalize on the price action in the early part of the trading day, specifically using a 15-minute range for identifying the opening range and a 5-minute timeframe for breakout entries. The strategy trades the Gold market (XAU/USD) during the New York session. Opening Range: The strategy defines the Opening Range (ORB) between 9:30 AM EST and 9:45 AM EST using the highest and lowest points during this 15-minute window. Breakout Entries: The strategy enters trades when the price breaks above the ORB high for a long position or below the ORB low for a short position. It waits for a 5-minute candle close outside the range before entering a trade. Stop Loss and Take Profit: The stop loss is placed at 50% of the ORB range, and the take profit is set at twice the ORB range (1:2 risk-reward ratio). Time Window: The strategy only executes trades before 12:00 PM EST, avoiding late-day market fluctuations and consolidations.
Estratégia Pine Script®
por krypson
Prop Firm Business SimulatorThe prop firm business simulator is exactly what it sounds like. It's a plug and play tool to test out any tradingview strategy and simulate hypothetical performance on CFD Prop Firms. Now what is a modern day CFD Prop Firm? These companies sell simulated trading challenges for a challenge fee. If you complete the challenge you get access to simulated capital and you get a portion of the profits you make on those accounts payed out. I've included some popular firms in the code as presets so it's easy to simulate them. Take into account that this info will likely be out of date soon as these prices and challenge conditions change. Also, this tool will never be able to 100% simulate prop firm conditions and all their rules. All I aim to do with this tool is provide estimations. Now why is this tool helpful? Most traders on here want to turn their passion into their full-time career, prop firms have lately been the buzz in the trading community and market themselves as a faster way to reach that goal. While this all sounds great on paper, it is sometimes hard to estimate how much money you will have to burn on challenge fees and set realistic monthly payout expectations for yourself and your trading. This is where this tool comes in. I've specifically developed this for traders that want to treat prop firms as a business. And as a business you want to know your monthly costs and income depending on the trading strategy and prop firm challenge you are using. How to use this tool It's quite simple you remove the top part of the script and replace it with your own strategy. Make sure it's written in same version of pinescript before you do that. //--$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$--//--------------------------------------------------------------------------------------------------------------------------$$$$$$ //--$$$$$--Strategy-- --$$$$$$--// ****************************************************************************************************************************** //--$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$--//--------------------------------------------------------------------------------------------------------------------------$$$$$$ length = input.int(20, minval=1, group="Keltner Channel Breakout") mult = input(2.0, "Multiplier", group="Keltner Channel Breakout") src = input(close, title="Source", group="Keltner Channel Breakout") exp = input(true, "Use Exponential MA", display = display.data_window, group="Keltner Channel Breakout") BandsStyle = input.string("Average True Range", options = , title="Bands Style", display = display.data_window, group="Keltner Channel Breakout") atrlength = input(10, "ATR Length", display = display.data_window, group="Keltner Channel Breakout") esma(source, length)=> s = ta.sma(source, length) e = ta.ema(source, length) exp ? e : s ma = esma(src, length) rangema = BandsStyle == "True Range" ? ta.tr(true) : BandsStyle == "Average True Range" ? ta.atr(atrlength) : ta.rma(high - low, length) upper = ma + rangema * mult lower = ma - rangema * mult //--Graphical Display--// *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-$$$$$$ u = plot(upper, color=#2962FF, title="Upper", force_overlay=true) plot(ma, color=#2962FF, title="Basis", force_overlay=true) l = plot(lower, color=#2962FF, title="Lower", force_overlay=true) fill(u, l, color=color.rgb(33, 150, 243, 95), title="Background") //--Risk Management--// *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-$$$$$$ riskPerTradePerc = input.float(1, title="Risk per trade (%)", group="Keltner Channel Breakout") le = high>upper ? false : true se = lowlower strategy.entry('PivRevLE', strategy.long, comment = 'PivRevLE', stop = upper, qty=riskToLots) if se and upper>lower strategy.entry('PivRevSE', strategy.short, comment = 'PivRevSE', stop = lower, qty=riskToLots) The tool will then use the strategy equity of your own strategy and use this to simulat prop firms. Since these CFD prop firms work with different phases and payouts the indicator will simulate the gains until target or max drawdown / daily drawdown limit gets reached. If it reaches target it will go to the next phase and keep on doing that until it fails a challenge. If in one of the phases there is a reward for completing, like a payout, refund, extra it will add this to the gains. If you fail the challenge by reaching max drawdown or daily drawdown limit it will substract the challenge fee from the gains. These gains are then visualised in the calendar so you can get an idea of yearly / monthly gains of the backtest. Remember, it is just a backtest so no guarantees of future income. The bottom pane (non-overlay) is visualising the performance of the backtest during the phases. This way u can check if it is realistic. For instance if it only takes 1 bar on chart to reach target you are probably risking more than the firm wants you to risk. Also, it becomes much less clear if daily drawdown got hit in those high risk strategies, the results will be less accurate. The daily drawdown limit get's reset every time there is a new dayofweek on chart. If you set your prop firm preset setting to "'custom" the settings below that are applied as your prop firm settings. Otherwise it will use one of the template by default it's FTMO 100K. The strategy I'm using as an example in this script is a simple Keltner Channel breakout strategy. I'm using a 0.05% commission per trade as that is what I found most common on crypto exchanges and it's close to the commissions+spread you get on a cfd prop firm. I'm targeting a 1% risk per trade in the backtest to try and stay within prop firm boundaries of max 1% risk per trade. Lastly, the original yearly and monthly performance table was developed by Quantnomad and I've build ontop of that code. Here's a link to the original publication: That's everything for now, hope this indicator helps people visualise the potential of prop firms better or to understand that they are not a good fit for their current financial situation.
Estratégia Pine Script®
por Honestcowboy
Cyclical CALL/PUT StrategyThis script identifies optimal CALL (long) and PUT (short) entries using a cyclical price wave modeled from a sine function and confirmed with trend direction via a 200 EMA. Strategy Highlights: Cycle-Based Signal: Detects market rhythm with a smoothed sinusoidal wave. Trend Confirmation: Filters entries using a customizable EMA (default: 200). Auto-Scaling: Wave height adjusts dynamically to price action volatility. Risk Parameters: Take Profit: Default 5% (customizable) Stop Loss: Default 2% (customizable) Signal Triggers: CALL Entry: Price crosses above the scaled wave and in an uptrend PUT Entry: Price crosses below the scaled wave and in a downtrend Inputs: Cycle Length Smoothing Wave Height EMA Trend Length Take Profit % Stop Loss % Visuals: Gray line = Scaled Cycle Wave Orange line = 200 EMA Trend Filter Best For: Traders looking to make 1–2 high-probability trades per week on SPY or other highly liquid assets. Timeframes: Works well on 2-min, 15-min, and daily charts.
Estratégia Pine Script®
por RiskReaperReward
1