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OrangePulse v3.0 Lite - Educational DCA StrategyThis open-source script is a simplified version of the OrangePulse algorithm, designed for educational purposes to demonstrate the power of Dollar Cost Averaging (DCA) and Mean Reversion. 📈 Strategy Logic: The script uses a combination of Bollinger Bands and RSI (Relative Strength Index) to identify potential mean reversion opportunities. - Entry: Triggered when price pushes below the lower Bollinger Band while RSI is in oversold territory. - Management: Utilizes up to 3 Safety Orders (DCA) to improve the average entry price during pullbacks. 🎯 Features: • Customizable Volume Scale and Step Scale for Safety Orders. • Visual AVG price line and TP/SL levels. • Time-window filter for backtesting. • Real-time Status Table for position monitoring. This script is shared in the spirit of open-source development on TradingView. It is intended to help traders understand how automated position building and risk management work in volatile markets. Check my profile status/bio for more information on our project. ⚠️ Disclaimer: For educational purposes only. Past performance does not guarantee future results.
Estratégia Pine Script®
por OrangePulse
Pitchfork Long Strat x Mizar🎯 Advanced DCA Strategy with Nadaraya-Watson Envelope for Mizar Integration This strategy combines the sophisticated Nadaraya-Watson kernel regression indicator with an intelligent DCA (Dollar Cost Averaging) system, specifically designed for automated trading via Mizar webhooks. ═══════════════════════════════════════════════════════════ 📊 KEY FEATURES ✓ Nadaraya-Watson Envelope Indicator - Adaptive regression bands that follow price trends - ATR-based dynamic upper/lower bands - Customizable lookback windows and weighting ✓ Intelligent DCA System - Exponential scaling of price thresholds (default 1.9x per level) - Exponential scaling of order sizes (default 1.6x per level) - Up to 20 configurable safety orders - Minimum bars between orders to avoid overtrading - Tracks average entry price across all orders ✓ Flexible Stop Loss Options - Percentage-based stop loss - ATR-based dynamic stop loss - Always calculated from average entry price ✓ Optional Trailing Buy - Separate settings for initial entry and DCA orders - Helps capture better entry prices during pullbacks ✓ Full Mizar Integration - Pre-configured webhook messages for all actions - Automatic base asset extraction from ticker - Separate TP settings for backtesting vs. live trading - Supports open position, activate safety orders, edit TP, and close position ✓ Professional Backtesting - Real-time position tracking with visual entry/exit labels - Info table showing avg entry, TP, SL, and P&L - Tracks average bars in winning trades for optimization - Commission-inclusive (0.06% default) ═══════════════════════════════════════════════════════════ 🎲 HOW IT WORKS ENTRY SIGNAL: - Triggers when price crosses above the lower Nadaraya-Watson band - First order: Fixed size (default $10 USDT) - Subsequent DCA orders: Exponentially scaled based on your settings DCA LOGIC: - Each safety order requires price to drop by an exponentially growing percentage - Example with 2.1% base deviation and 1.9x scale: • Order 1: Initial entry • Order 2: -2.1% from Order 1 • Order 3: -3.99% from Order 2 (2.1% × 1.9) • Order 4: -7.58% from Order 3 (2.1% × 1.9²) • And so on... EXIT SIGNALS: - Take Profit: Fixed percentage above average entry - Stop Loss: Percentage or ATR-based below average entry ═══════════════════════════════════════════════════════════ ⚙️ RECOMMENDED SETTINGS For BTC/ETH (Lower Volatility): - DCA Price Deviation: 2.0-2.5% - DCA Step Scale: 1.8-2.0 - DCA Volume Scale: 1.5-1.7 - Max Safety Orders: 4-6 - Stop Loss: 30-40% For Altcoins (Higher Volatility): - DCA Price Deviation: 2.5-3.5% - DCA Step Scale: 1.9-2.2 - DCA Volume Scale: 1.6-1.9 - Max Safety Orders: 5-8 - Stop Loss: 40-60% ═══════════════════════════════════════════════════════════ 🔗 MIZAR SETUP 1. Create a DCA bot on Mizar 2. Copy your Bot ID and API Key 3. Enter them in the "Mizar Webhook" settings 4. Set your Quote Asset (USDC/USDT) 5. Create alert with webhook URL: api.mizar.com 6. Set alert message to {{strategy.order.alert_message}} 7. Make sure "Webhook URL" option is checked ═══════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES - This is a LONG ONLY strategy - Always backtest on your specific asset/timeframe before going live - Start with conservative settings and adjust based on results - Monitor your "Avg Bars in Winning Trades" to optimize entry/exit - The strategy calculates all percentages from your average entry price - Recommended timeframes: 15m, 1h, 4h (avoid < 5m due to noise) ═══════════════════════════════════════════════════════════ 📈 IDEAL FOR - Cryptocurrency spot trading - Medium to long-term position building - Automated trading via Mizar - Bull market accumulation strategies - Traders who want to average into positions systematically ═══════════════════════════════════════════════════════════ 💡 TIPS FOR SUCCESS 1. Use higher timeframes for more reliable signals 2. Adjust ATR multiplier based on asset volatility 3. Keep total position size (all DCA orders) within risk tolerance 4. Monitor the "Position Value" in the info table 5. Consider market conditions when setting TP/SL levels ═══════════════════════════════════════════════════════════ Created by Pitchfork| Modified for Mizar DCA Integration For questions or support, please comment below! #Mizar #DCA #NadarayaWatson #CryptoStrategy #AutomatedTrading
Estratégia Pine Script®
por baslambo
AIO Seesaw Trailing StrategyOVERVIEW SEESAW CONCEPT "Seesaw" captures the balance between a confirmed breakout on one side and a value-seeking pullback on the other. The strategy only enters when both sides are aligned (breakout + pullback) and then uses adaptive trailing to keep gains as the market "tilts" firmly in the trend direction. This is a sophisticated trend-following strategy optimized for BTC/USDT.P on 30-minute timeframe (default settings). Combines breakout detection, pullback entry, dynamic position sizing, adaptive trailing stops, and multi-factor risk management to capture high-probability trend continuation setups while protecting capital with intelligent stop-loss mechanisms. Critical Disclaimers: Past performance does NOT guarantee future results. High stop loss risk: this strategy uses wider stops for higher win rate. Optimized for BTC/USDT only: performance on other assets NOT tested. Not financial advice: backtest results are theoretical and don't account for slippage, liquidity, or real market conditions. Default Optimization: Symbol: BTC/USDT.P (Perpetual Futures) Timeframe: 30 minutes Strategy Type: Trend Continuation with Pullback Entry Position Mode: Long & Short (No Pyramiding) What Makes This Different: Smart Breakout System - Detects trendline breaks with multi-bar confirmation and directional validation Intelligent Pullback Entry - Multiple pullback modes (MA Return, Fibonacci, ATR Distance) for optimal entry timing Dynamic Position Sizing - Auto-adjusts order size based on capital growth and BTC price changes Adaptive Trailing Stops - Multi-factor trailing (Volatility, Momentum, Volume, Market Regime) Higher Timeframe Bias - Uses 60m (default) EMA200 trend filter to align trades with stronger trend direction Real Money Mode - Uses actual capital for position sizing instead of backtest equity CORE FEATURES 1. TRENDLINE BREAKOUT DETECTION Pivot-Based Trendline Logic: The strategy draws dynamic trendlines by connecting recent swing highs and swing lows, then waits for price to break through these levels with conviction. Breakout Process: Trendline Formation: - Uses configurable pivot period (default: 10 bars left/right) - Maintains separate arrays for uptrend and downtrend lines - Automatically extends trendlines forward until broken - Stores up to 10 historical trendlines for reference Break Detection: - Long Breakout: Close crosses above downtrend line - Short Breakout: Close crosses below uptrend line - Triggers "B↑" or "B↓" marker on chart Direction Confirmation: - Requires 1-5 bars (default: 1) to move in breakout direction - Long Confirmation: Higher highs after upward break - Short Confirmation: Lower lows after downward break - Triggers "D↑" or "D↓" diamond marker Pullback Completion: - Price must return to specified pullback target - Triggers "P↑" or "P↓" square marker - This is the actual entry signal Pullback Modes: MA Return: Price pulls back to 20-period EMA (default) Recent Fibonacci: Pulls back to Fib level of most recent swing (e.g., 0.5 = 50% retracement) Current Fibonacci: Waits for new swing to form, then pulls back to its Fib level ATR Distance: Pulls back by 1.0x ATR from breakout price (adaptive for low volatility) 2. DYNAMIC POSITION SIZING Why Dynamic Sizing Matters: Static order sizes don't adapt to capital growth or BTC price changes. This system automatically scales your position to: Maintain consistent risk as your capital grows Adjust for BTC price volatility (higher price = smaller quantity, same dollar exposure) Prevent overleveraging or underleveraging Calculation Method: Dynamic Order Size = Base Order Size × Capital Growth Factor × BTC Price Factor - Capital Growth Factor = (Current Capital / Initial Capital)^(1 / Growth Exponent) - BTC Price Factor = Current BTC Price / Reference Price (capped 0.7-1.5x) - Max Size Limit = Base Order Size × 3.0 Dynamic Max SL Calculation: Dynamic Max SL = Position Value × Risk % × Volatility Factor - Position Value = Order Size × Entry Price - Volatility Factor = 0.8-1.5x based on ATR percentile - Min/Max Bounds = Base Max SL × 0.5 to 4.0 Dynamic Min TP Range: Dynamic Min TP = Base Min TP × BTC Price Factor × Volatility Multiplier - BTC Price Factor = Current Price / Reference Price - Volatility Multiplier = 0.8-1.6x based on ATR percentile - Supports both Percent (%) and Absolute ($) modes Required Adjustments When Changing Symbols: Reference Price: Set to typical price of your symbol (e.g., BTC: $50,000, ETH: $3,000, BNB: $500) Base Order Size: Adjust for symbol's contract size (e.g., BTC: 0.1, ETH: 1.0, BNB: 10) Base Min TP Range ($): Set appropriate dollar target for symbol (e.g., $1000, ETH: $100, BNB: $50) 3. INTELLIGENT TP/SL SYSTEM Stop Loss Modes: Dynamic (Recommended): Multi-factor calculation using: - Volume Confirmation (20% weight): Volume vs 20-bar average - Volatility Factor (40% weight): Recent volatility percentile - Market Structure (30% weight): Distance to recent swing high/low - RSI Factor (10% weight): Momentum-based adjustment - Result: Tighter stops in strong conditions, wider stops in choppy markets ATR Mode: Entry ± (ATR × Multiplier × Volatility Adjustment) Recent High/Low: Stop at most recent swing high (short) or swing low (long) Second High/Low: Stop at second-most recent swing for wider protection Take Profit Modes: Dynamic (Recommended): Adaptive R:R based on: - Trend Strength: Stronger trends = higher TP targets (2.0-6.0 R:R) - RSI Momentum: Confirms directional bias - Volume Confirmation: Validates institutional participation - Market Structure: Caps TP at next major swing level - HTF Boost: Increases TP by up to 80% when 60m trend aligns ATR Mode: Entry ± (SL Distance × R:R Ratio) Recent/Second High/Low: TP at next swing level with fixed R:R Fibonacci Modes: TP at specified Fib extension (default: 0.5 level) Partial TP Feature: Optional: Close 50% of position at 0.618 Fib level Locks in profit while letting rest run to full TP Useful for trending markets to secure partial gains 4. ADAPTIVE TRAILING STOPS Why Trailing Stops: Fixed TP/SL can't adapt to trending markets. Trailing stops let winners run while protecting profits. This system uses multi-factor analysis to trail intelligently. Core Trailing Logic: Activation Phase: - Waits for profit to reach activation threshold (default: 0.7% static, or dynamic 0.5-2.5%) - Dynamic activation considers: Volatility (30%), Momentum (40%), Volume (30%) - HTF Boost: Adds up to +0.8% activation when 60m EMA200 trend aligns (holds winners longer in strong trends) Execution Phase: - Trails stop by ATR × Offset (default: 3.0 ATR) after activation - Dynamic execute offset: 0.005-0.05% based on market conditions - Stop only moves in profit direction (never widens) Exit Trigger: - Long: Price drops below trailing stop - Short: Price rises above trailing stop Enhanced Trailing Features: Market Regime Detection: - Trending: ADX > 25 + Volume > Average = Looser trail - Ranging: ADX < 20 + Low volatility = Tighter trail - Breakout: High volatility + Strong momentum = Delayed activation Time-of-Day Adjustment: - Asian session (00:00-08:00 UTC): Tighter trails (lower liquidity) - London/NY session (08:00-20:00 UTC): Looser trails (trending moves) - Overlap hours (12:00-16:00 UTC): Maximum trail flexibility Price Action Analysis: - Strong closes (near high/low): Delays trail activation - Weak closes (mid-range): Tightens trail execution - Wick analysis: Large wicks trigger faster trailing 5. MAX SL PROTECTION Fail-Safe Mechanism: Regardless of trailing stops or TP/SL levels, the strategy exits immediately if position loss exceeds Max SL Money. This prevents catastrophic losses from slippage, gaps, or extreme volatility. Dynamic vs Static Max SL: Static: Fixed dollar amount (e.g., $1000) Dynamic: Scales with position size and volatility (e.g., 10% of position value × volatility factor) 7. SIGNAL QUALITY FILTERS Checklist Filters (Optional): Bullish/Bearish Candle: Requires entry bar to be bullish (long) or bearish (short) MA Filter: Long only above 20 EMA, short only below 20 EMA ADX Filter: Requires ADX > 25 to confirm trend strength HTF Bias Filter (Recommended): Long only when price above 60m EMA200, short only below Previous Bar Filter: Checks the bar BEFORE entry signal Volume: Must be ≤ 1.5× average (prevents chasing spikes) Range: Must be ≤ 1.5× ATR (avoids overextended moves) Entry Bar Filter (Enabled by Default): Checks the actual entry bar quality Volume: Must be 0.5-1.5× average (confirms normal participation, not extremes) Range: Must be ≤ 1.5× ATR (avoids entering on exhaustion candles) 8. REAL MONEY vs BACKTEST MODE Backtest Mode: Uses TradingView's default strategy equity ($10,000 initial capital) Position sizing based on backtest performance Good for testing and optimization Entry price = close (previous bar close) Real Money Mode (Recommended for Live Trading): Uses your actual current capital (input manually) Position sizing reflects real account balance More accurate order size calculations Entry price = current close (real-time) Shows capital table with: - Current capital - Current BTC price - Calculated order size - Max SL amount - Min TP range ($ or %) When to Use Each: Backtest: Strategy development, optimization, historical testing Real Money: Paper trading, live trading, real-time alerts TRADING WORKFLOW Step 1: Chart Setup Symbol: BTC/USDT.P (or your chosen symbol) Timeframe: 30 minutes Apply AIO Seesaw Trailing Strategy Verify default settings (optimized for BTCUSDT 30m) Step 2: Adjust Critical Settings (If Changing Symbol) (*)Reference Price: Set to typical price of your symbol (*)Base Order Size: Adjust for contract size (*)Base Min TP Range ($): Set appropriate dollar target Step 3: Configure Entry Mode Backtesting: Select "Back Test" mode, adjust date range in Properties Live Trading: Select "Real Money" mode, input your actual capital Step 4: Monitor Signals "B↑" / "B↓": Breakout detected (trendline crossed) "D↑" / "D↓": Direction confirmed (price moving in breakout direction) "P↑" / "P↓": Pullback completed (entry imminent) "LONG" / "SHORT": Actual entry signal (all conditions met) Step 5: Trade Management Entry executes automatically (or manually via alerts) Initial SL/TP shown on chart (if "Show Lines" enabled) Trailing TP & Max SL lines display when trailing activates (dashed lines) Blue bar = entry bar highlight Monitor capital table for real-time position info Step 6: Exit Management Exit occurs when: - Price hits TP (if not trailing) - Price hits trailing stop (if trailing active) - Price hits Max SL (emergency exit) - Opposite signal triggers (reversal) KNOWN LIMITATIONS Repainting: Strategy uses barstate.isconfirmed to prevent repainting. Signals only appear after bar close. Real-time alerts may show entries on next bar open. Slippage: Backtest assumes instant fills at close price. Live trading may experience slippage, especially during high volatility. Pullback Modes: "Current Fibonacci" requires new swing formation, which may delay entries significantly. HTF Dependency: Strategy performance heavily depends on 60m EMA200 filter. If 60m trend is sideways, entry opportunities decrease. Max SL Execution: In extreme volatility (flash crashes), even Max SL may not execute at exact level due to market gaps. Dynamic Settings Complexity: Many factors interact (volatility, volume, structure, regime, time, price action). Over-optimization risk exists. WHAT MAKES THIS UNIQUE This strategy stands out by combining institutional-grade risk management (dynamic position sizing, adaptive trailing, break-even protection) with intelligent entry timing (breakout + pullback) and multi-timeframe confirmation (HTF bias filter). The key innovation is the Enhanced Trailing system that analyzes 7+ market factors (volatility, momentum, volume, regime, time-of-day, price action, HTF trend strength) to dynamically adjust trailing stops - holding winners longer in strong trends while protecting profits quickly in weak conditions. The result is a professional trading system that adapts to changing market dynamics while maintaining strict risk control through multiple safety layers (Max SL, Break-Even, Dynamic Stop Loss). SUPPORT & OPTIMIZATION Always backtest on at least 6-12 months of data before live trading Paper trade for 2-4 weeks to validate settings in current market conditions Update "Current Actual Capital" regularly in Real Money mode Review Max SL settings quarterly as account grows Monitor HTF bias filter performance - disable if 60m trend is constantly sideways Adjust Capital Growth Factor based on risk tolerance (1.0 = conservative, 2.0 = aggressive)
Estratégia Pine Script®
por tranholenguyen
1
Dips Oleg Adaptive Dip‑Buying Strategy with Lot Precision & Smart Averaging 📘 Description This strategy is a personalized adaptation of an idea originally developed by the respected author fullmax. I reworked the concept to suit my own trading approach, adding lot‑precision rounding to avoid exchange quantity errors when using webhooks, and enhancing the visual and analytical components of the script. 🔧 What’s New in This Version Configurable lot precision to ensure clean, exchange‑safe order sizes Improved UI elements: base‑order labels, compact mini‑table, grouped settings Dynamic safety‑order pricing based on price drops and scaling factors Flexible date‑range filtering for controlled backtesting Clear visualization of SMA threshold, safety levels, breakeven, and take‑profit Adaptive threshold logic that adjusts depending on trend conditions 🎯 Core Logic The strategy monitors how far price deviates from a short‑term SMA. When the deviation crosses a user‑defined threshold, the script opens a base position. If price continues to dip, the system deploys safety orders with: scalable volume scalable distance precise rounding for compatibility with webhook automation Once the position is built, the strategy manages exits using a fixed take‑profit target. A breakeven reference line and auto‑cleanup logic help maintain clarity and prevent stale orders. ⚙️ Feature Overview Dip‑based entry logic with bull/bear threshold switching Safety orders with volume and step scaling Take‑profit management Breakeven visualization Mini‑table showing real‑time position metrics Clean chart overlays for easier interpretation 📝 Disclaimer This script is intended for educational and analytical use. It does not guarantee profits and should be tested thoroughly before being used in live trading.
Estratégia Pine Script®
por olegask68
Price_Deviation Oleg📘 Description This script is an extended and customized version of the original work by the respected author fullmax. I adapted the logic for my own trading needs and added several improvements, including lot‑precision rounding to prevent exchange errors when using webhook automation, as well as additional visualization elements for clarity. 🔧 Key Enhancements Lot precision control (prevents invalid quantity errors on exchanges when using webhooks) Base order labels for easier visual tracking Mini‑table with live position metrics Configurable date‑range window for backtesting Dynamic safety‑order price calculation Trailing take‑profit option Improved visualization of thresholds, MA, and TP levels 🎯 How the Strategy Works The script calculates a moving average and compares the current price deviation against user‑defined thresholds. When the deviation condition is met, the strategy opens a base position and then manages it using safety orders that scale in both volume and distance. After entering a position, the script manages exits using: a fixed take‑profit target or an optional trailing take‑profit plus a breakeven reference line and an auto‑close mechanism when the averaging cycle resets All order quantities are rounded according to the selected lot precision to ensure compatibility with exchange requirements when sending webhook‑based orders. ⚙️ Features Overview Deviation‑based entry logic Safety orders with volume and step scaling Configurable date window for testing Trailing TP with adjustable distance Breakeven visualization Mini‑table showing quantity, USD value, open trades, PnL, and equity Clean and intuitive chart visualization 📝 Disclaimer This script is provided for educational purposes only. It does not constitute financial advice and does not guarantee profits. Always test strategies on historical data before using them in live trading.
Estratégia Pine Script®
por olegask68
Mean Reversion Oleg📘 Description This script is an extended and customized version of the original “Mean Reversion V‑F” created by the respected author fullmax. I adapted the logic for my own trading workflow and added several improvements aimed at stability, automation, and exchange‑safe execution when using webhooks. 🔧 Key Enhancements Lot precision control (prevents exchange errors when sending webhook orders) Base order labels for visual clarity Mini‑table with live position metrics Dynamic deviation levels (L1–L5) Static averaging levels (B2–B5) Trailing take‑profit option Support for stock mode (fixed units instead of quantity) Webhook fields for entry and exit signals 🎯 How the Strategy Works The script calculates a moving average and builds five deviation‑based levels below it. When price reaches these levels, the strategy opens a base order (B1) and then averages the position using B2–B5 levels. After entering a position, the strategy manages it using: a fixed take‑profit target or an optional trailing take‑profit plus a visual table showing position size, USD value, open PnL, and equity All quantities are rounded according to the selected lot precision to ensure compatibility with exchange requirements when using webhook automation. ⚙️ Features Overview Automated long entries based on deviation levels Configurable order sizes for each averaging step Optional stock‑mode (units instead of calculated quantity) Dynamic and static level visualization Trailing TP with adjustable distance Clean UI with optional labels and mini‑table 📝 Disclaimer This script is provided for educational purposes only. It does not constitute financial advice and does not guarantee profits. Always test strategies on historical data before using them in live trading.
Estratégia Pine Script®
por olegask68
Trade ManagerDescription This script is a trade‑management system designed for both automated and manual trading workflows. It combines VWRSI‑based signals, customizable price levels, safety orders, take‑profit logic, and optional MA‑trend filtering. Key features: Automated entries based on VWRSI Manual LONG/SHORT level entries Priority‑based entry logic (first condition triggers the trade) Safety order scaling (volume and step multipliers) Take‑profit targets for both LONG and SHORT positions Breakeven logic with adjustable thresholds Optional MA‑trend filter Mini‑table showing position metrics Base order labels and lot‑precision control How it works: If multiple entry modes are enabled, the script opens a position based on the first condition reached. After entering a trade, the position can be averaged using safety orders and closed at the configured profit target. Notes: This script is for educational purposes and does not guarantee profits. Always test on historical data and understand the risks before using it in live trading.
Estratégia Pine Script®
por olegask68
Swing Failure Pattern Strategy Btc Only 5min🔍 Overview The Swing Failure Pattern (SFP) Strategy is a pure price-action trading system designed to capture liquidity sweeps and market reversals around key swing highs and lows. It is based on the concept that price often briefly breaks a swing level to trigger stop-losses, then reverses in the opposite direction. This strategy trades only confirmed SFP setups, ensuring disciplined entries with clearly defined risk. 📈 Bullish SFP (Long Setup) A Bullish Swing Failure Pattern forms when: A valid swing low is created Price wicks below the swing low The candle closes back above the swing level Confirmation occurs when price closes above the opposing high ➡️ Action: Enter LONG on the confirmation candle close 📉 Bearish SFP (Short Setup) A Bearish Swing Failure Pattern forms when: A valid swing high is created Price wicks above the swing high The candle closes back below the swing level Confirmation occurs when price closes below the opposing low ➡️ Action: Enter SHORT on the confirmation candle close 🛑 Risk Management Stop Loss Long → Low of the SFP wick Short → High of the SFP wick Take Profit Fixed Risk : Reward = 1 : 2 All SL and TP levels are fixed at entry (no repainting) 🔁 Trailing Take Profit (Optional) Trailing TP can be enabled from settings Trailing starts after 1R profit Trail distance is R-based and fully adjustable Works for both long and short trades ⏰ Time Filters Optional No-Trade on Saturday & Sunday Prevents new entries during weekends Active trades continue to manage SL & TP normally ⚙️ Strategy Features Price-action based (no indicators) Confirmation-only entries No repainting logic Works on all markets and timeframes Orders executed on candle close 🎯 Best Use Cases Forex Indices Crypto Futures Best performance during London & New York sessions ⚠️ Disclaimer This strategy is intended for educational and backtesting purposes only. Always test and manage risk appropriately before live trading.
Estratégia Pine Script®
por Danish7421
TSLA Mechanical Day Trading Strategy📌 How to Use This Apply to TSLA Recommended timeframe: 1-minute or 5-minute Session: Regular Trading Hours (9:30–16:00 NY time) Designed for day trading only (no overnight holds) ⚙️ Strategy Logic (Mechanical Rules) 1️⃣ Opening Momentum Pullback Gap ≥ ±0.5% vs prior close Trade only after 9:45 Pullback toward VWAP Enter in direction of gap 2️⃣ VWAP Mean Reversion Price deviates from VWAP by ≥ 0.3% Enters counter-move back toward VWAP 3️⃣ Risk Management Fixed % stop loss Fixed % take profit Flat before close
Estratégia Pine Script®
por traderjashef0z7
PRO Investing - AlphaCentauri D |SLV|PRO Investing – AlphaCentauri D | SLV | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for SLV (iShares Silver Trust ETF) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis. Rather than relying on conventional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends in the silver market. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to SLV price data. Structural Pattern Recognition The engine analyzes historical SLV price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in silver prices. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during non-trending or volatile regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for SLV on the Daily (1D) timeframe. Its logic is not intended for other assets or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across different market conditions. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility, the maximum potential loss on a single position may approach, but is designed not to exceed 7% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading silver via SLV involves material risk, including precious metal price volatility, liquidity shifts, and macroeconomic events. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Estratégia Pine Script®
por PRO-Investing
PRO Investing - AlphaCentauri D |WEAT|PRO Investing – AlphaCentauri D | WEAT | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for the Teucrium Wheat Fund (WEAT) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis applied to agricultural commodity price dynamics. Rather than relying on conventional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends in wheat prices and related futures exposure. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to WEAT price data. Structural Pattern Recognition The core engine analyzes historical WEAT price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in agricultural commodities, particularly during supply, demand, and weather-driven regime shifts. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during range-bound or noisy regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for WEAT on the Daily (1D) timeframe. Its logic is not intended for other assets or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across different commodity market environments. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility, the maximum potential loss on a single position may approach, but is designed not to exceed, 5% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading commodity-linked ETFs involves material risk, including futures curve effects, weather-driven supply shocks, geopolitical disruptions, and volatility regime changes. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Estratégia Pine Script®
por PRO-Investing
PRO Investing - AlphaCentauri D |ILF|PRO Investing – AlphaCentauri D | ILF | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for the iShares Latin America 40 ETF (ILF) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis. Rather than relying on traditional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends across major Latin American equity markets. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to ILF price data. Structural Pattern Recognition The core engine analyzes historical ILF price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in Latin American equities. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during non-directional, unstable, or politically driven regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for ILF on the Daily (1D) timeframe. Its logic is not intended for other ETFs, assets, or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across varying macro and regional market conditions. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility or macro stress, the maximum potential loss on a single position may approach, but is designed not to exceed, 5% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading emerging market and regional equity ETFs involves material risk, including political risk, currency volatility, liquidity constraints, and regime shifts. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Estratégia Pine Script®
por PRO-Investing
ShefaBot V236 ShefaBot - Session Trend System Description: This is a custom-built trading system designed for intraday analysis on GBP/USD. Unlike standard indicators, this script incorporates specific logic to filter out market noise based on trading sessions and volatility ranges. It provides clear visual cues for trend direction while minimizing false signals during low-volume periods. Key Features: Custom trend calculation algorithm. Session-based volatility filtering. Clean visual interface for rapid decision-making. Note: This script implements a specific proprietary strategy and is intended for private community use.
Estratégia Pine Script®
por aviadss22
Blockcircle MTE V2 - Momentum Trading EngineBLOCKCIRCLE MTE V2 - MOMENTUM TRADING ENGINE is a comprehensive multi-indicator trading strategy designed for cryptocurrency and traditional markets. It combines momentum analysis, trend confirmation, and institutional flow indicators to identify high-probability entry and exit points across any timeframe. This strategy was developed with input from quantitative traders, financial engineers, and data scientists from Blockcircle. MTE V1 was released in 2023, MTE V2 in 2024, and MTE V3 in 2025. Each version uses different methodologies and modular functions tailored to evolving market conditions. WHAT MAKES THIS TRADING ENGINE DIFFERENT AND ORIGINAL While momentum indicators and RSI filters are common concepts, this strategy extends beyond simple signal generation in several ways that justify its protected source status and subscription access. First, the Momentum Engine applies a proprietary six-layer T3 smoothing algorithm to the Commodity Channel Index. This is not a standard CCI indicator. The smoothing uses Fibonacci-based coefficients (0.618) combined with a configurable T3 period to produce a momentum oscillator with significantly reduced noise while maintaining responsiveness to genuine trend changes. The specific coefficient weighting and smoothing chain represent original development work. Second, the Multi-Condition Entry Framework allows traders to combine up to seven independent entry conditions across multiple timeframes. Each condition can be enabled or disabled independently, creating a modular system where signals must pass through multiple confirmation layers before triggering. This conditional logic framework, including the specific implementation of timeframe confirmation and bounds checking, is not available in standard indicator combinations. Third, the Institutional Open Interest Integration pulls aggregated futures positioning data from Binance, BitMEX, and Kraken to filter entries based on institutional activity thresholds. The strategy can require Open Interest to exceed configurable levels before allowing entries, adding a smart money confirmation layer that most retail strategies lack. Fourth, the Adaptive Exit System offers multiple exit methodologies, including fixed stop loss, percentage-based take profit, trailing stop loss with configurable activation thresholds, higher timeframe invalidation exits, and momentum reversal exits. These can be combined and customized to match different trading styles and market conditions. Fifth, the Price Level Condition System allows comparison of price against up to three configurable moving averages across any asset and timeframe. This enables cross-asset confirmation, such as requiring SOL to be above its 100 EMA while BTC is above its 21 Weekly EMA before entering trades. These proprietary elements, particularly the Momentum smoothing algorithm, the multi-condition framework, and the institutional OI integration, represent original development work that provides genuine trading utility beyond what free alternatives offer. ENTRY CONDITIONS Momentum Indicator: Smoothed CCI using stacked T3 moving averages for noise-reduced momentum signals with configurable thresholds and multi-timeframe confirmation RSI Boundary Conditions: Dual RSI filters with customizable timeframes, periods, and operators to confirm overbought or oversold zones Heikin-Ashi Analysis: Optional Heikin-Ashi candle patterns, including Higher Highs and Lower Lows detection for early trend shift identification Slow Stochastic Filter: K and D crossover confirmation with customizable smoothing to validate momentum direction Open Interest Integration: Monitor institutional positioning via aggregated OI data from Binance, BitMEX, and Kraken Price Level Conditions: Up to three configurable price levels using EMA, SMA, HMA, or raw price across any asset and timeframe Multi-Timeframe Confirmation: Validate signals against higher timeframes to filter noise and align with larger trends There are hundreds of configurable options that allow you to fine-tune your trading strategy to what you want to simulate and execute EXIT CONDITIONS Fixed Stop Loss and Take Profit: Percentage-based SL and TP with automatic position management Trailing Stop Loss: Dynamic trailing stop that activates after reaching profit threshold with configurable trail distance Exit on Opposite Signal: Option to close positions when contrary signals appear, which disables take profit when enabled Higher Timeframe Exit Triggers: Exit positions based on percentage changes on higher timeframes Momentum Invalidation: Close trades when momentum invalidates beyond specified thresholds Open Interest Exit: Exit based on institutional OI threshold breaches HOW TO USE Step 1: Define your backtest period using the Start Date and End Date inputs to test the strategy on your preferred historical range. Step 2: Configure your entry conditions by enabling the indicators you want to use. Start with one or two conditions and add more as you understand how they interact. The Momentum condition is enabled by default and works well as a primary entry filter. Step 3: Set your exit rules based on your risk tolerance. The default 7% stop loss is suitable for cryptocurrency volatility. Adjust the take profit based on your average winning trade expectations. Enable trailing stop losses for trend-following approaches that let winners run. Step 4: Configure alerts for automated trading. The strategy sends standardized messages compatible with most trading bots. Default messages are LONG_OPEN, LONG_CLOSE, SHORT_OPEN, and SHORT_CLOSE. BOT INTEGRATION MTE V2 sends clean, standardized alert signals compatible with automated trading platforms. Open Long: LONG_OPEN Close Long: LONG_CLOSE Open Short: SHORT_OPEN Close Short: SHORT_CLOSE Compatible platforms include 3Commas, Cornix Bot, WunderTrading, Binance Signal Bot, ByBit Signal Bot, Alertatron, and any JSON webhook service. LIMITATIONS AND HONEST ASSESSMENT This strategy performs best in trending market conditions. During extended consolidation or ranging periods, the win rate may decrease, and drawdowns may increase. The backtest results shown are specific to SOLUSDT on the 1-hour timeframe and may differ on other assets or timeframes. Past performance does not guarantee future results. The backtest assumes perfect execution at the specified commission and slippage settings. Real-world trading may experience varying fill rates, especially during high-volatility periods. The strategy uses standard candlestick data for backtesting. Results may differ if applied to Heikin-Ashi or other non-standard chart types. A 10% position size per trade is the maximum recommended by TradingView guidelines. More conservative traders may prefer 5% or lower position sizing to reduce drawdown risk. This strategy should be used as part of a comprehensive trading approach that includes proper risk management, appropriate position sizing for your account, and awareness of broader market conditions. It is not intended as a standalone system that guarantees profits. RECOMMENDED SETTINGS BY TRADING STYLE For swing trading on 4-hour to daily timeframes, use the default Momentum settings with RSI boundary confirmation. Enable trailing stop loss to capture extended moves. For scalping on 15-minute to 1-hour timeframes, increase signal sensitivity by lowering the Momentum threshold and consider enabling Heikin-Ashi confirmation for smoother signals. For position trading on daily to weekly timeframes, enable higher timeframe confirmation and consider adding Price Level conditions to ensure alignment with major moving averages.
Estratégia Pine Script®
por blockcircle
Konigs | Bollinger Band Mean Reversion (Session Filter)Core Idea: In sideways markets, price tends to revert to the mean (the middle band). Strategy: Buy when price touches or moves below the lower band. Sell when price reaches or exceeds the upper band. Exit at the middle band (20-period moving average). Confirm with: RSI/Stochastic or candle patterns for reversal at the bands. Only works with low-volatility instruments: EURCHF Filter certain time to avoid unexpected volatility
Estratégia Pine Script®
por konigsblue
VIX Crossing# VIX Crossing Strategy ## Overview VIX Crossing is a quantitative trading strategy that combines volatility signals from the VIX index with trend confirmation from the Nasdaq-100 (NDX) to generate long entry signals. The strategy employs multiple exit conditions to manage risk and lock in profits systematically. ## Strategy Logic ### Entry Condition The strategy initiates a long position when: - **VIX Crossunder**: The VIX closing price crosses below its 5-bar simple moving average (SMA), signaling a decrease in implied volatility - **AND NDX Confirmation**: The Nasdaq-100 closes above its 21-bar exponential moving average (EMA), confirming uptrend strength This dual-signal approach reduces false entries by requiring both volatility normalization and positive market momentum. ### Exit Conditions The strategy automatically closes positions when any of the following conditions are met: 1. **VIX Crossover (Volatility Exit)**: VIX closes above its SMA, indicating rising volatility 2. **Time-Based Exit**: Position is force-closed after 10 bars from entry, preventing prolonged drawdowns 3. **Take-Profit Exit**: Position closes when unrealized profit exceeds $3,000 per contract 4. **Stop-Loss Exit**: Position closes when unrealized loss exceeds $1,500 per contract Exit conditions are evaluated each bar while the position is open, with explicit logging of the exit reason for trade analysis. ## Configuration Parameters | Parameter | Default | Purpose | |-----------|---------|---------| | VIX SMA Length | 5 | Smoothing period for VIX volatility baseline | | NDX EMA Length | 21 | Smoothing period for Nasdaq-100 trend confirmation | | Force Close After X Bars | 10 | Maximum holding period in bars | | TP Amount per Contract | $3,000 | Profit target per contract | | SL Amount per Contract | $1,500 | Loss limit per contract | ## Risk Management Features - **Position Sizing**: Capital allocation based on profit/loss per contract rather than fixed units, allowing for scalable risk - **Dual Risk Controls**: Combined time-based and price-based exits prevent extended exposure - **Profit Asymmetry**: 2:1 profit-to-loss ratio encourages risk/reward discipline - **Contract-Based Accounting**: Profit targets and stop losses scale with position size ## Capital Requirements - **Initial Capital**: $50,000 - **Commission**: $3 per contract (cash-based) - **Instrument**: Designed for index-based derivatives or equities with liquid options markets ## Technical Indicators Used - Simple Moving Average (SMA) for VIX smoothing - Exponential Moving Average (EMA) for NDX trend detection - Crossover/Crossunder detection for signal generation ## Underlying Assumptions 1. VIX crossunder events represent mean-reversion opportunities in Nasdaq-heavy portfolios 2. NDX EMA confirmation filters out uncorrelated volatility spikes 3. 10-bar holding period aligns with typical mean-reversion timeframes 4. Contract-based profit targets accommodate varying leverage levels
Estratégia Pine Script®
por llbot