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TSM RSI + Supertrend + High Volume Strategy (BACKTESTED) 1987RSI + Supertrend + High Volume Strategy is a rule-based trading strategy designed to capture high-probability trend reversals and continuations using a combination of trend, momentum, and volume confirmation. The strategy uses Supertrend to identify the primary market direction, RSI to confirm momentum strength, and High Volume to validate participation from strong market players. Trades are triggered only when all conditions align, helping to filter out low-quality signals. Each BUY and SELL signal is plotted on the chart along with the exact trade date, and the script is fully compatible with TradingView’s Strategy Tester for backtesting performance across different markets and timeframes. Core Logic BUY Supertrend turns bullish RSI is above the defined trend level Volume is significantly higher than average SELL Supertrend turns bearish RSI is below the defined trend level Volume confirms strong selling pressure 🎯 Best Use Works well for intraday and swing trading Suitable for stocks, indices, crypto, and forex Designed for trend-following with confirmation ⚠️ Disclaimer This strategy is for educational purposes only. Always use proper risk management and stop-loss. Past performance does not guarantee future results.
Estratégia Pine Script®
por SARAVANANTamilShareMarket
GAMA LihgAurora Vigor 2.2 is an intraday long-only trading strategy designed for structured momentum environments, with built-in adaptive risk management and night-optimized visuals. The system combines trend confirmation, volatility-adjusted risk sizing, and multi-layer trade management to create consistent, rule-based execution. This script is intended for educational and analytical use on futures and highly liquid instruments. Core Logic Entries are generated using a dual-engine approach: • Momentum Scalping Engine – Fast/slow EMA or KAMA crossover confirmed by  – ADX strength filter  – RSI momentum filter  – Volume expansion filter  – Chaikin Money Flow bias  – Session enforcement • Trend Continuation Engine (GDC Logic) –  – EMA 50 above EMA 200  – Price retesting EMA 50 within defined tolerance  – Confirmation from ADX, RSI, Volume, CMF, and session conditions Both engines are combined into a single unified buy signal. Risk Management Features This strategy includes several professional-grade risk controls: • Volatility-adjusted stop loss using ATR • Dynamic position sizing based on max USD risk per trade • Partial take profit with remainder managed by trailing stop • Smart breakeven activation • Adaptive trailing that tightens as profits expand • Optional daily profit and loss protection • Max bars in trade safeguard (optional) • Session-based trading window enforcement These systems are designed to reduce exposure during unfavorable conditions while allowing trades to expand when momentum strengthens. Trade Management Behavior • Initial SL dynamically derived from ATR • First target exits 50% of position • Remaining position transitions into trailing mode • Breakeven logic activates after defined tick gain • Trailing parameters adapt as unrealized profit increases This creates a structured progression: Risk protection → Capital preservation → Profit expansion Visual Design (Night Vision Edition) The indicator uses low-contrast, dark-mode visuals optimized for extended chart sessions: • Adaptive volatility cloud • Smooth EMA 50 glow • Trend-reactive background shading • Minimal chart clutter The visuals are informational rather than decorative.
Estratégia Pine Script®
por ngukevin90
AI Adaptive Trend Navigator Strategy Echo EditionAI Adaptive Trend Navigator Strategy This is a professional long-only automated strategy optimized for Taiwan Index Futures (TX). Based on the LuxAlgo clustering framework, this version features advanced logic iteration for institutional-grade backtesting and execution. 1. Realistic Cost Modeling To ensure backtest reliability, this strategy is pre-configured with: Slippage: 2 ticks (Approx. 400 TWD per side). Commission: 100 TWD per side. Total Cost: 500 TWD per side. This provides a rigorous stress test for real-world trading environments. 2. State Consistency & Logic Continuity Optimized the underlying array handling to ensure "State Persistence." This eliminates the logic gaps common in real-time script execution, ensuring that historical signals are 100% consistent with live alerts. 3. Adaptive AI Clustering Utilizes K-means clustering to dynamically select the optimal ATR factors based on current market volatility, allowing the strategy to "evolve" as market regimes shift. 🧠 開發理念：追求實戰一致性的量化策略 本策略旨在為台指期（TX）提供一套具備真實參考價值的自動化系統。 ✨ Echo 版核心優化點 數據連續性迭代：修正底層邏輯，確保訊號在即時盤勢中穩定不跳斷。 真實交易成本模擬：預設 2 點滑價 與 單邊 100 TWD 手續費，單邊總成本對標 500 TWD，拒絕虛假神單，挑戰最嚴苛的回測環境。 台指期專屬參數調校：融入針對台灣市場波動特性的預設參數與過濾邏輯。 🛡️ 進階實戰過濾 空間緩衝區 (Buffer Strategy)：價格需有效突破緩衝區才觸發，精準過濾盤整雜訊。 AI 信心評分系統：只有當動能穩定度達標時才會發進場訊號。 冷卻保護機制：有效抑制訊號在洗盤區間過度頻繁跳動。 ⚠️ Disclaimer: Backtest results do not guarantee future performance.
Estratégia Pine Script®
por EchoQuan
5
Euro Day StrategyThis is a false breakout reversal strategy that fades short-term breakouts when they conflict with longer-term momentum. Here's the detailed breakdown: Strategy Overview Type: Counter-trend/Fade strategy disguised as breakout trading Core Logic: Enter against immediate breakouts when longer-term momentum suggests the move is exhausted. Strategy Classification This is a FADE/EXHAUSTION strategy, NOT a breakout-following strategy Enters against the immediate breakout direction Bets on mean reversion when short-term price action diverges from longer-term momentum Works best in ranging/choppy markets where breakouts frequently fail Will get hurt in strong trending markets where breakouts are genuine This strategy is designed for intraday mean-reversion trading on instruments that tend to range (likely forex or futures). It requires markets where false breakouts are common and price tends to snap back quickly.
Estratégia Pine Script®
por trungnam2101998
Validator Queency longValidator Queency Long — Adaptive E-Mini Strategy (Pine v6) Validator Queency Long is a rule-based intraday long-only strategy designed for E-Mini style instruments, built with Pine Script v6. It combines adaptive trend logic, volatility-aware risk sizing, session enforcement, and structured exit management to provide a disciplined framework suitable for both discretionary validation and automated execution pipelines. Strategy Overview This strategy focuses on identifying high-probability bullish conditions using a dual logic model: Scalping momentum entries via adaptive EMA/KAMA crossover. Trend continuation entries via 50/200 EMA structure with controlled retest logic (GDC model). All orders, sizing, and exits are derived from real-time volatility and configurable risk parameters. Core Components Trend & Signal Engine Adaptive EMA or KAMA (user selectable) EMA 50 / EMA 200 trend bias (GDC structure) Retest validation against EMA 50 ADX, RSI, CMF, and volume filters (each can be neutralized by setting thresholds to permissive values) Risk & Position Sizing ATR-based dynamic stop calculation Automatic contract sizing based on maximum USD risk per trade Tick-aware scaling for futures instruments Take-profit and trailing stop logic derived from volatility Trade Management Partial profit taking (TP1) Trailing stop with offset Smart breakeven logic that activates after minimum favorable excursion Adaptive trailing that tightens as profit expands Daily Risk Controls Optional daily max loss cutoff Daily profit floor protection (locks gains once threshold reached) Automatic trading disable once loss threshold is breached Session Control Trades only allowed during defined UTC session window All pending orders cancelled outside session Automation-Ready Alerts Integrated JSON payload formatted for external trade automation platforms (e.g., TradersPost, webhook bridges) Includes ticker, action, quantity, pricing, and live strategy metrics Visuals Volatility cloud overlay with dynamic glow EMA 50 displayed prominently EMA 200 hidden by default Night-mode optimized appearance Intended Use This script is designed for: Strategy validation and backtesting Rule-based discretionary execution Automation pipelines using webhook integrations E-Mini futures environments where tick size and point value matter Disclaimer This script is provided for educational and analytical purposes only. It does not constitute financial advice. Trading involves risk, and past performance does not guarantee future results. Users are responsible for validating behavior, parameters, and suitability before live deployment.
Estratégia Pine Script®
por ngukevin90
Swing Strategy Feature Set A [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set A includes concepts beginning with the letter "A" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Accumulation/Distribution Arnaud Legoux Moving Average Aroon Average True Range Awesome Oscillator █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0 A unit of value of 10 corresponds to a price increment of 0.1 A unit of value of 100 corresponds to a price increment of 0.01 A unit of value of 1000 corresponds to a price increment of 0.001 A unit of value of 10000 corresponds to a price increment of 0.0001 Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Moving Average (MA) Double and Triple Trend Filters MA double and triple trend filters are defined as entry filters that evaluate the relative positioning of two or more MA values and invalidate trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when one MA is greater than or equal to another MA. "Below" returns true when one MA is less than another MA. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Above-Equal/Below Zero Filter The above-equal/below zero filter is defined as an entry filter that evaluates zero centred oscillator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the oscillator value is greater than or equal to zero. "Below" returns true when the oscillator value is less than zero. █   FEATURE SET A SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Accumulation/Distribution (AD) Filters The AD minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The AD trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the AD filters and adjust filter parameters via strategy Settings/Inputs/Accumulation/Distribution (AD) Filters. Arnaud Legoux Moving Average (ALMA) Filters Users can define up to three independent ALMA series. The defaults are as follows: ALMA 1: source = close, length = 50, offset = 0.85, sigma = 6.0, floor = false. ALMA 2: source = close, length = 100, offset = 0.85, sigma = 6.0, floor = false. ALMA 3: source = close, length = 200, offset = 0.85, sigma = 6.0, floor = false. Users can adjust ALMA inputs via strategy Settings/Inputs/Arnaud Legoux Moving Average (ALMA). Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each user-defined ALMA. The default mode for all three ALMA close above-equal/below filters is set to "None". Users can apply up to three independent ALMA double trend filters (see generic filters section above), one filter for each of the three possible configurations. The defaults are as follows: ALMA 1 above-equal/below ALMA 2 is set to "None". ALMA 2 above-equal/below ALMA 3 is set to "None". ALMA 1 above-equal/below ALMA 3 is set to "None". The ALMA rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined ALMA is rejected exclusive of the other two ALMAs. The default ALMA rejection filter mode is set to "None". 
Users can apply the ALMA filters and adjust filter parameters via strategy Settings/Inputs/ALMA Filters. Aroon Filters The default Aroon length is set to 14. Users can adjust the Aroon length via strategy Settings/Inputs/Aroon.
 Minimum and maximum boundary filters (see generic filters section above) are included for both Aroon up and Aroon down values, the defaults are as follows: Apply Aroon up above-equal is set to false Aroon up above-equal threshold is set to 0%. Apply Aroon up below is set to false Aroon up below threshold is set to 100%. Apply Aroon down above-equal is set to false Aroon down above-equal threshold is set to 0%. Apply Aroon down below is set to false Aroon down below threshold is set to 100%. Users can apply the Aroon filters and adjust filter parameters via strategy Settings/Inputs/Aroon Filters. Average True Range (ATR) Filters The default ATR length is set to 14. Users can adjust the ATR length via strategy Settings/Inputs/Average True Range (ATR).
 The risk range above-equal/below ATR filter is defined as an entry filter that evaluates the trade's risk range (evaluated independently for long and short risk ranges) relative to ATR and invalidates trade signals that do not satisfy the user-defined directional condition. The default risk range above-equal/below ATR filter mode is set to "None". The ATR minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The ATR trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the ATR filters and adjust filter parameters via strategy Settings/Inputs/ATR Filters. Awesome Oscillator (AO) Filters The default AO inputs are as follows: Source is set to hl2. Short length is set to 5 Long length is set to 34. Users can adjust the AO inputs via strategy Settings/Inputs/Awesome Oscillator (AO).
 The AO calculations used in this script will vary from those used in the built-in TradingView indicator if the user adjusts the default settings. That is because the built-in TradingView indicator uses fixed parameters, while this script allows users to select their own source, short length and long length. Users can build their own AO indicator with custom parameters in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Awesome Oscillator", shorttitle = "AO", overlay = false) import TradingView/ta/12 as ta ao_source = input.source(defval = hl2, title = "AO Source", group = "Awesome Oscillator (AO)") ao_short_length = input.int(defval = 5, title = "AO Short Length", minval = 1, group = "Awesome Oscillator (AO)") ao_long_length = input.int(defval = 34, title = "AO Long Length", minval = 1, group = "Awesome Oscillator (AO)") ao = ta.ao(ao_source, ao_short_length, ao_long_length) diff = ao - ao plot(ao, "AO", color = diff <= 0 ? #F44336 : #009688, style = plot.style_columns) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com The default AO above-equal/below zero filter mode is set to "None". The AO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The AO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the AO filters and adjust filter parameters via strategy Settings/Inputs/AO Filters. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
Estratégia Pine Script®
por theEccentricTrader
Options Astra Strategy with Greeks by PoojaOptions Astra Strategy with Greeks by Pooja Options Astra Strategy with Greeks by Pooja is a rule-based intraday options analysis system designed specifically for option premium charts. The script combines price action logic, trend structure, and option-specific Greeks insights into a single, organized framework. Instead of relying on a single indicator, this strategy uses multiple confirmation layers to identify potential BUY and SELL opportunities while filtering out low-quality market noise. All calculations and signals are generated only after candle confirmation, helping reduce premature or repaint-like behavior. The script is intended for educational and analytical use, allowing traders to visually study market behavior, trend alignment, and option sensitivity in real time. 🎯 Purpose of the Strategy The primary purpose of Options Astra Strategy with Greeks is to help traders: Understand directional bias in option premiums Identify high-probability trend continuation or reversal zones Analyze trades with the help of Delta, Gamma, Theta, Vega, IV behavior Maintain structured decision-making instead of emotional or impulsive entries This strategy is built to support traders who want: A systematic framework rather than random signals Clear visual structure for entries, trend shifts, and exits Better awareness of option characteristics, not just price movement ⭐ Key Features 🎯 Option Trading Modes Supports Option Buying, Option Selling, and Both-side trading Traders can restrict signals based on their preferred trading style Helps avoid unnecessary opposite-side signals during focused trading 🎛️ Separate Control: Signals vs Strategy Independent control for visual signals and strategy execution Users can analyze signals without enforcing automated trade logic Useful for discretionary traders and educational analysis 🔀 Dual Strategy Engine Built-in two independent strategies working together Signals are generated only when multi-condition alignment is confirmed Reduces false signals during uncertain market phases 📊 Option Greeks Dashboard (Integrated) Real-time visualization of Delta, Gamma, Theta, Vega, and IV behavior Helps understand option sensitivity beyond price movement Designed for option premium analysis, not just index direction 🛑 Dual Stop Loss System Supports Swing-based Stop Loss and Candle-based Stop Loss User can switch methods based on market structure Stop Loss visualization remains consistent for clarity 🎯 Target & Target Hit Visualization Automatic target projection lines Clear Target Hit and Stop Loss Hit labeling on chart Helps review trade outcomes visually without manual marking ⚖️ Risk Management Controls Adjustable Risk–Reward Ratio Minimum stop-loss distance protection Designed to encourage pre-defined risk planning 🔄 Trend Reverse Protection (TCE) Built-in Trend Change Exit logic Closes trades when an opposite confirmed trend appears Helps reduce exposure during sudden reversals ⏰ Force Exit Mechanism Optional time-based force exit Designed for intraday traders to avoid: Gap-up / Gap-down risk Overnight option exposure Particularly useful near market close [/list} 🚧 Fake Breakout & Sideways Market Filters Uses ADX, ATR, slope, and structure-based filters Designed to avoid: Low-momentum moves Sideways and choppy conditions Filters can be enabled or disabled individually 📈 Built-in Trend Tools Integrated EMA, VWAP, and Supertrend No need to add external indicators Clean chart with internally managed calculations 🔁 Oscillator + Non-Oscillator Combination Combines RSI-based logic with price & trend filters Helps balance momentum and structure Avoids over-dependency on a single indicator type 🧩 Optional Supertrend & RSI Filters Supertrend and RSI filters can be toggled ON/OFF Allows adaptation to different market environments Suitable for both aggressive and conservative setups ⚖️Dynamic Stop Loss Trailing Through Trend Reversal This strategy includes a dynamic stop-loss trailing mechanism based on trend reversal detection rather than fixed price movement. When the trade is active, the system continuously monitors trend direction and structure If a confirmed trend reversal is detected against the open position, the strategy exits the trade automatically This exit acts as a dynamic trailing stop, adapting to changing market conditions instead of relying on static stop-loss levels 🔔 Alerts & Automation BUY / SELL alerts on confirmed candles only Webhook compatible Suitable for Telegram, Tradetron, and automation 📢 Optional Telegram alerts can be used for personal signal notifications. This feature is informational and does not imply trade execution or profit guarantees. 🌟 Why This Strategy Is Unique Most trading tools rely on a simple combination of indicators but Option Astra Strategy is made with different logics and 2 Strategies combo with oscillators and non oscillators. Options Astra Strategy with Greeks is designed differently. It combines multiple independent logics instead of a single signal source Focuses on decision structure, not prediction Integrates option Greeks behavior with price and trend logic Includes trend protection, risk controls, and exit discipline in the same framework This approach is intended to help traders stay systematic and consistent, especially during emotionally challenging market conditions. The goal is not to increase trading frequency, but to improve trade quality and clarity. 👤 Suitable For This script may be suitable for traders who: Trade intraday options on premium charts Prefer rule-based analysis over discretionary guessing Want to understand option behavior (Greeks & IV) alongside price action Use defined risk management and fixed trading plans Want a clean, all-in-one system without stacking many indicators Trader who want Advanced Setup which can help in Risk Management, Discipline and Psychology control etc, Regular Option Buyers, Option Sellers or Both. 🔒 Why Invite-Only Internal state tracking Reset logic Independent signal engines Option-specific intelligence architecture Source protected to preserve originality ⚠️ Disclaimer For educational and analytical purposes only. No financial advice or profit guarantees. All signals are rule-based and non-predictive. Option Greeks are formula-based analytical estimates. Past or real-time signals do not imply future performance. All trading decisions and risk management are the user’s responsibility.
Estratégia Pine Script®
por financegurupooja
Uptrend Pullback (High Winrate-ish) - RSI + EMA + ATR TrailUptrend Pullback Strategy (EMA Filter + RSI Reversal + ATR Trailing Stop) Description This strategy is designed for rising markets and trades long only. It uses a simple trend filter and a pullback entry: Trend filter: An uptrend is defined when EMA(50) > EMA(200) and price is above EMA(200). Trades are allowed only under these conditions. Entry (buy the dip): A long position is opened when RSI crosses up above a user-defined pullback level (default 40), suggesting a pullback is ending and momentum is recovering. Exits: Take profit: Close the position when RSI reaches an overbought level (default 70). Risk management: A dynamic ATR-based trailing stop follows price upward to lock in gains. Hard stop: An additional ATR-based stop acts as a safety net to limit downside risk. Notes Parameters (EMA lengths, RSI levels, ATR multipliers) are fully configurable. This is a demo/reference strategy for research and optimization; results depend strongly on the symbol and timeframe. If you want, I can also write a shorter “one-liner” description and a set of tag keywords for the publish page.
Estratégia Pine Script®
por momomonga
Pivot Breakout Strategy (Break of Structure + Risk Management)DESCRIPTION This strategy is a pivot-based breakout system designed for $BINANCE:JUPUSDT. It identifies pivot highs and pivot lows using a configurable lookback period, then enters trades when price breaks through these pivot levels. The strategy includes flexible risk management with two exit methods: automatic SL/TP orders or manual position management with trailing stops and breakeven protection. Core concept Pivot detection : Identifies pivot highs (PH) and pivot lows (PL) using a configurable period (default: 18 bars). Breakout entries : Enters long when price breaks above a pivot high; enters short when price breaks below a pivot low. Signal flip : Automatically closes opposite positions when a new signal appears, allowing for quick reversals. Visual markers : Draws neon-style lines and labels ("BoS PH" / "BoS PL") to mark pivot breakouts on the chart. Entry signals Long entry : Price breaks above a confirmed pivot high (PH). Short entry : Price breaks below a confirmed pivot low (PL). Exit methods (choose one) Method 1: Automatic SL/TP (default): Uses strategy.exit() with fixed stop loss and take profit levels. Orders are placed automatically when entry occurs. Method 2: Manual management : Uses strategy.close() with optional trailing stop and breakeven protection. Provides more control but requires manual exit logic. Risk management Long positions : Default SL 3.5%, TP 4.5% (configurable). Short positions : Default SL 2.0%, TP 3.5% (configurable). Trailing stop (optional, Method 2 only): Trails from the best price since entry. Breakeven stop (optional, Method 2 only): Moves stop loss to breakeven after a profit trigger. How to use Apply to $BINANCE:JUPUSDT. The strategy works on any timeframe, but pivot period may need adjustment for different timeframes. Choose your preferred exit method in the settings: Use Automatic SL/TP for simpler, hands-off trading. Use Manual management if you want trailing stops and breakeven protection. Adjust pivot length based on market volatility: shorter periods catch more signals but may be noisier; longer periods are more selective. Enable/disable long or short strategies independently based on market conditions. Key inputs snapshot Pivot Detection: Length: 18 bars Risk (Long): SL: 3.5%, TP: 4.5% Risk (Short): SL: 2.0%, TP: 3.5% Optional (Method 2 only): Trailing Stop: 1.5% Breakeven Trigger: 1.5% Breakeven Offset: 0.1% Visual features Neon-style lines mark pivot breakouts with glow effects. Labels show "BoS PH" (Break of Structure Pivot High) and "BoS PL" (Break of Structure Pivot Low). Customizable colors for bull and bear signals. Educational use only. This is not financial advice. Pivot-based strategies can generate frequent signals; always validate with forward testing and consider transaction costs. The strategy automatically flips positions on opposite signals, which may result in higher trade frequency.
Estratégia Pine Script®
por andreans
Crypto Coin Perpetual 45m MTF Trend StrategyStrategy Description This strategy is designed to identify probability trend reversals and momentum shifts by utilizing multi-timeframe analysis. The primary objective is to capture sustained trend movements while effectively filtering out market noise and false signals during sideways or choppy price action. By integrating trend-following indicators with volatility and momentum filters, the system aims to maintain a high signal-to-quality ratio. Signal Guide: L: Long Entry S: Short Entry LC: Long Position Closed SC: Short Position Closed Backtest & Feedback: The strategy is optimized for the 45-minute (45m) timeframe. It is recommended to conduct backtests on high-liquidity assets such as XRPUSDC.P, DOGEUSDC.P, and ETHUSDC.P. For a comprehensive performance evaluation, testing across multiple look-back periods—specifically the last 365 days, 90 days and 30 days — is advised. I am open to any feedback or optimization suggestions from the community. Note: Delete shapes for a cleaner look: Settings > Style > Shapes. Also, adjust the equity, default order size, and commission according to your preference: Settings > Properties. Disclaimer: IMPORTANT: THIS IS NOT FINANCIAL ADVICE. The script and information provided are for educational and informational purposes only. Trading cryptocurrencies, futures, and other financial instruments involves significant risk and can lead to the loss of your invested capital. Past performance is not indicative of future results. The author does not guarantee the accuracy or reliability of the strategy. Always perform your own due diligence and consult with a certified financial advisor before engaging in any trading activity. You acknowledge that you are trading at your own risk.
Estratégia Pine Script®
por mhakany
SOFT Speed & Linearity Strategy (MTF) LIVE & BACKTESTSOFT Speed × Linearity Strategy (MTF – LIVE & BACKTEST) This strategy detects clean impulsive moves by combining real-time price speed with directional quality (linearity). It is designed for intraday markets such as Gold (XAUUSD), Nasdaq, and Crypto (ETH, BTC), where acceleration quality matters more than raw indicators. 🔹 Core Concepts 1️⃣ Speed ($ per second) Measures how fast price is moving Expressed in $/second, not points or ticks Two execution modes: LIVE → real-time intra-candle speed using elapsed seconds BACKTEST → historical approximation using (Close − Open) / candle duration 2️⃣ Linearity Score (1 → 5) Evaluates movement quality inside the candle: Net progress vs adverse excursion Identifies one-way impulses vs noisy back-and-forth moves Interpretation 1–2 → choppy / rotational 3 → acceptable 4–5 → clean impulse (higher continuation probability) 🔹 Visual Panel Histogram bars = Speed × Linearity Color reflects directional quality Optional info label displays: Execution mode (LIVE / BACKTEST) Analysis timeframe Linearity score Direction Speed ($/s) No drawings are placed on candles. 🔹 Entry Logic Configurable conditions: Minimum linearity score Minimum speed Direction aligned with candle movement Long / Short / Both modes Optional cooldown between signals ⚠️ Speed thresholds are separated for LIVE and BACKTEST to reflect their different nature. 🔹 Exit Modes (Selectable) A — Symmetric Exit when entry conditions are no longer valid. B — Hysteresis (default) Exit only after controlled degradation: Linearity falls below a lower threshold Or speed drops below a lower threshold C — Momentum Exit when speed no longer supports the trade direction (speed ≤ 0). Optional add-ons: Exit on opposite signal Exit on speed channel re-entry 🔹 Multi-Timeframe (MTF) Default analysis timeframe: 15 minutes Optional lock to chart timeframe Safety rule for public use: If chart timeframe < 15m, analysis remains on 15m Prevents misleading ultra-fast recalculations 🔹 LIVE vs BACKTEST (Important) LIVE mode uses true intra-candle acceleration BACKTEST mode uses an approximation to allow reproducible historical testing Results between LIVE and BACKTEST are not identical by design This is intentional and clearly separated. 🔹 Alerts Available alerts: BUY SELL EXIT Speed channel breakout ALL events Compatible with TradingView webhooks. 🔹 Intended Use This is not a trend indicator. This is not a prediction tool. It is a momentum quality detector, useful to: Validate breakouts Filter false accelerations Trade continuation, not anticipation ⚠️ Disclaimer This script is for educational and research purposes only. It does not constitute financial advice. Always test, adapt parameters to your market, and manage risk.
Estratégia Pine Script®
por st_serreau
_mr_beach Liquidity Sweep + VWAP V2 Trend Filter, Presets_mr_beach Liquidity Sweep + VWAP Reversal V2 (Trend Filter, Presets) Overview This strategy models a common institutional market behavior: Liquidity is taken above the previous day’s high or below the previous day’s low, followed by a return toward fair value (VWAP) and a reversal in the direction of the dominant trend. The script is designed as a TradingView Strategy for systematic backtesting and optimization. ________________________________________ Core Logic • Liquidity Levels o Previous Day High o Previous Day Low Used as typical stop-liquidity zones. • Fair Value o VWAP is used as confirmation that price has returned to a fair value area. • Trend Filter o EMA-based trend direction filter to avoid counter-trend trades. ________________________________________ Trading Rules Trend Filter • Long trades only when price closes above EMA. • Short trades only when price closes below EMA. Liquidity Sweep • Bullish sweep: Price trades below Previous Day Low. • Bearish sweep: Price trades above Previous Day High. Entry Confirmation • Long o Sweep below Previous Day Low o Close back above Previous Day Low o Close above VWAP • Short o Sweep above Previous Day High o Close back below Previous Day High o Close below VWAP ________________________________________ Risk Management • Stop Loss: ATR-based • Take Profit: ATR-based • Risk automatically adapts to market volatility. • All multipliers are user-adjustable. ________________________________________ Preset Profiles The script includes ready-to-use preset profiles: • Index – conservative, session-based, one trade per day • Forex – session-filtered, moderate volatility settings • Crypto – higher volatility parameters, no session filter • Custom – fully manual configuration Presets control EMA length, ATR settings, SL/TP multipliers, session usage, and trade frequency. ________________________________________ Session & Trade Control • Optional session filter (default: US regular session) • Optional one trade per day limit to reduce overtrading and noise ________________________________________ Chart Elements • EMA (trend direction) • VWAP (fair value) • Previous Day High / Low (liquidity zones) ________________________________________ Alerts • Long setup: Liquidity sweep + VWAP reversal • Short setup: Liquidity sweep + VWAP reversal ________________________________________ Recommended Usage • Markets: Indices, liquid stocks, Forex majors, crypto • Timeframes: 5m and 15m • Parameters should be optimized per market and timeframe. ________________________________________ Disclaimer This script is for educational and backtesting purposes only. It does not constitute financial advice. Performance depends on market conditions, timeframe, fees, and execution. Tags: Liquidity, VWAP, EMA, Reversal, Sweep, Smart Money, ICT, ATR, Strategy
Estratégia Pine Script®
por ReneHerkert
1
OneTrade.Gold.SMC StrategyOneTrade.Gold.SMC Strategy Overview OneTrade.Gold.SMC v5.0 is an advanced Smart Money Concepts (SMC) trading strategy designed for institutional-grade market analysis. This strategy combines sophisticated price action detection, multi-timeframe trend analysis, and comprehensive risk management to identify high-probability trade setups. ⚠️ DISCLAIMER / RISK WARNING THIS STRATEGY IS PROVIDED FOR EDUCATIONAL AND INFORMATIONAL PURPOSES ONLY. Important Notices: No Financial Advice: This trading strategy does not constitute financial, investment, or trading advice. It is a technical tool for analysis purposes only. Past Performance: Historical backtest results do not guarantee future performance. Market conditions change, and strategies that performed well in the past may not perform well in the future. Risk of Loss: Trading financial instruments involves substantial risk of loss. You may lose some or all of your invested capital. Never trade with money you cannot afford to lose. No Guarantee: The strategy's ranking system, performance metrics, and signal confidence levels are analytical tools and do not guarantee profitable trades. Market Risks: Financial markets are inherently unpredictable. No strategy can eliminate market risk, slippage, execution delays, or black swan events. Individual Responsibility: Users are solely responsible for their trading decisions. Always conduct your own research, understand the risks, and consider consulting with a qualified financial advisor. Testing Required: Before using this strategy with real capital, thoroughly test it in a demo environment and understand all its features, limitations, and risk parameters. Customization: Default parameters may not be suitable for all instruments, timeframes, or market conditions. Proper optimization and adaptation are the user's responsibility. Technical Limitations: While the strategy implements anti-repaint features, unforeseen technical issues, broker execution differences, or platform limitations may affect real-world performance. Regulatory Compliance: Ensure your trading activities comply with local laws and regulations. This strategy does not provide legal or regulatory guidance. BY USING THIS STRATEGY, YOU ACKNOWLEDGE THAT YOU UNDERSTAND AND ACCEPT ALL RISKS ASSOCIATED WITH TRADING.
Estratégia Pine Script®
por CoinerTrader
_mr_beach Liquidity Sweep + VWAP ReversalLiquidity Sweep + VWAP Reversal (Trend Filter, Session, 1 Trade per Day) Overview This strategy models a common institutional market behavior: liquidity is taken above the previous day’s high or below the previous day’s low, followed by a return toward fair value (VWAP) and a reversal in the direction of the prevailing trend. Designed as a TradingView strategy for structured backtesting in the Strategy Tester. Core Components Liquidity Levels: Previous Day High / Previous Day Low Fair Value Reference: VWAP Trend Filter: EMA (default: 200) Volatility-Based Risk: ATR Trading Rules Trend Filter Long only when price closes above EMA Short only when price closes below EMA Liquidity Sweep Bullish sweep: Low < Previous Day Low Bearish sweep: High > Previous Day High Entry Confirmation Long: After a sweep below the Previous Day Low, price closes back above the level and above VWAP Short: After a sweep above the Previous Day High, price closes back below the level and below VWAP Risk Management Stop Loss: ATR-based (slATR) Take Profit: ATR-based (tpATR) Automatically adapts to changing market volatility Session & Trade Frequency Optional session filter (default: 09:30–16:00 exchange time) Optional one trade per day limit to reduce overtrading Chart Elements EMA (trend direction) VWAP (fair value) Previous Day High / Low (liquidity zones) Alerts Long setup: Liquidity sweep + VWAP reversal Short setup: Liquidity sweep + VWAP reversal Recommended Usage Markets: Indices, liquid stocks, Forex majors, crypto Timeframes: 5m, 15m Note: Parameters such as ATR multipliers and session settings should be optimized per market Disclaimer This is a backtesting strategy, not financial advice. Results depend on market conditions, timeframe, fees, and slippage. Tags: Liquidity, VWAP, EMA, Reversal, Sweep, Smart Money, ICT, ATR, Strategy
Estratégia Pine Script®
por ReneHerkert
Positional Chakra Strategy by PoojaPositional Chakra Strategy by Pooja Positional Chakra Strategy by Pooja is a rule-based positional trading strategy designed specifically for continuous markets that operate 24 hours, such as Crypto, Forex, and other global instruments. The strategy focuses on trend alignment, structure validation, and risk-managed positional holding, rather than short-term intraday fluctuations. This script is intended strictly as a technical analysis and decision-support tool, not as financial or investment advice. 🎯 Purpose of the Strategy The primary objective of this strategy is to: Identify sustained trend-based positional opportunities Reduce overtrading in 24×7 markets Filter noise and low-quality signals common in continuous sessions Provide structured entry, stop-loss, and exit logic Support disciplined positional trading instead of emotional decision-making ⚙️ Core Features Explained 1️⃣ In-built Multiple Strategy Entry Signals The strategy combines multiple independent entry logics, allowing traders to see signals only when conditions align. These include combinations of: EMA, VWAP, Supertrend, RSI, Structure (BOS / CHoCH), etc It combines oscillators, non-oscillators, and SMC concepts to create a more structured and logical trading framework. Each signal is clearly labeled on the chart for better visual understanding. 2️⃣ Swing-Based Stop Loss Logic Stop loss is automatically calculated using recent swing high / swing low This helps align risk levels with market structure instead of fixed values Avoids unrealistic or random stop placements You can Modify your Swing High/Low pivots according your Choice 3️⃣ Risk-Reward Based Target Projection Targets are calculated using a user-defined Risk : Reward ratio Ensures every trade follows a pre-defined risk framework Encourages disciplined trading instead of emotional exits 4️⃣ Clear SL Hit & Target Hit Indications When Stop Loss or Target is reached, the strategy plots clear visual labels This improves post-trade review and historical analysis Helps users understand how and why a trade ended 5️⃣ Trend Change Exit (Dynamic Stop Management) If the market structure reverses, the strategy can exit trades early This acts as a dynamic trailing stop mechanism Helps protect profits or limit losses during sudden reversals 6️⃣ Trend Reverse Entry (Optional Flip Logic) On confirmed trend reversal, the strategy can optionally flip direction Entry happens only after proper confirmation Designed for experienced intraday traders who understand reversals 7️⃣ Dynamic Stop Loss Trailing Through Trend Reversal This strategy includes a dynamic stop-loss trailing mechanism based on trend reversal detection rather than fixed price movement. When the trade is active, the system continuously monitors trend direction and structure If a confirmed trend reversal is detected against the open position, the strategy exits the trade automatically This exit acts as a dynamic trailing stop, adapting to changing market conditions instead of relying on static stop-loss levels 8️⃣ Optional BOS & CHoCH Structure Plotting Break of Structure (BOS) and Change of Character (CHoCH) can be enabled Helps traders visually track market structure shifts Completely optional to keep charts clean if not required 9️⃣ In-Build Indicator Framework The strategy internally uses: EMA VWAP Supertrend RSI SMC (Smart Money Concept) No external indicators are required, keeping the system self-contained and lightweight. 🔟 Fake Breakout Protection Filters To reduce low-quality signals, the strategy includes: RSI strength filter ADX volatility confirmation RSI-MA distance & slope filter These filters help avoid entries during weak or choppy market conditions. Why This Strategy Is Unique Built on market structure and trend logic, not single indicators Uses multiple confirmation layers to reduce low-quality signals Includes dynamic risk management instead of fixed exits Provides clear visual clarity for entry, stop-loss, and target Adapts to changing market conditions during intraday trading Focuses on discipline and process, not prediction or guarantees This is not just a combination of indicators; it integrates five distinct strategy logics designed to reduce psychological decision-making while maintaining structured risk management. 🔔 Alert & Webhook Ready The strategy supports TradingView alerts Alerts are designed for signal notification only Webhook compatible for users who integrate alerts with external tools 📢 Optional Telegram alerts can be used for personal signal notifications. This feature is informational and does not imply trade execution or profit guarantees. 👤 Suitable For This strategy is suitable for: Positional traders Crypto and Forex traders Traders dealing with 24×7 markets Traders who prefer rule-based systems Users who want to avoid constant screen monitoring It is not intended for scalping or high-frequency intraday trading. It is not recommended for users expecting guaranteed results or fully automated decision-making. Why Invite-Only Controlled access to ensure responsible use Helps maintain consistency as the system evolves Prevents misuse or misinterpretation of strategy logic Allows better management of updates and changes Keeps the tool aligned with its analytical purpose ⚠️ Disclaimer (Important) This script is for educational and analytical purposes only It does not provide financial, investment, or trading advice Past performance does not guarantee future results Trading involves risk, and users are responsible for their own decisions
Estratégia Pine Script®
por financegurupooja