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NQ/MNQ 5min BotThis invite-only strategy is built for traders who want a systematic approach to Nasdaq futures (NQ/MNQ). It combines VWAP (Volume Weighted Average Price), EMA (Exponential Moving Average), and ATR (Average True Range) filters to identify high-probability intraday setups. 🔑 Key Features Trend Confirmation: Multi-timeframe EMA signals for directional bias. VWAP Integration: Anchored VWAP zones act as dynamic support/resistance. ATR-Based Risk Management: Stops and targets adapt to market volatility. Intraday Focus: Designed for day traders and scalpers in NQ/MNQ futures. Backtested Logic: Strategy has been optimized with robust historical testing. ✅ Who This Is For Futures traders looking for consistency on Nasdaq contracts. Traders who want clear entry and exit rules without second-guessing. Those seeking scalable risk management that adapts to volatility.
Estratégia Pine Script®
por peterfwmarch
Commodity Channel Index CCI + EMA strategy ================================================================================ COMMODITY CHANNEL INDEX CCI + EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 I also develop automated trading codes for other trading platforms including: - CTrader (C#) - MetaTrader 4 (MQL4) - MetaTrader 5 (MQL5) If you need a strategy converted or developed for any of these platforms, feel free to contact me! ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with currency pairs (forex). The CCI indicator works particularly well in the forex market due to the nature of currency movements and the effectiveness of the CCI in identifying overbought and oversold conditions in trending markets. Why Currency Pairs? 🎯 - CCI is highly effective in identifying reversals in forex markets - Currency pairs show clear overbought/oversold patterns - EMA filter (50/200) aligns well with major forex trends - High liquidity ensures reliable signal execution Performance Highlights: In specific currency pairs, when properly configured, this strategy can achieve: - Profit Factor: Over 2.0 - Win Rate: Up to 70% - Particularly effective pairs: USDCAD, EURUSD, GBPJPY While the strategy can work with other instruments (stocks, indices, commodities), currency pairs provide the most consistent and reliable results. For optimal performance, focus on major forex pairs with good liquidity and clear trending characteristics. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy combines the Commodity Channel Index (CCI) with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The strategy uses CCI crossovers with a smoothing moving average and filters signals using EMA trend confirmation. The strategy automatically enters trades when CCI crosses the smoothing MA in specific zones, indicating potential trend reversals or continuations. HOW IT WORKS? ⚙️ --------------- 1. CCI CALCULATION 📈 The strategy calculates the Commodity Channel Index using: - CCI = (Price - SMA(Price, length)) / (0.015 × Deviation(Price, length)) - Default length: 20 periods - Source: HLC3 (typical price) The CCI shows: - Values above +100 = Overbought conditions - Values below -100 = Oversold conditions - Values around 0 = Neutral conditions 2. SMOOTHING MOVING AVERAGE 📊 A moving average is applied to the CCI to smooth out fluctuations: - Types available: SMA, EMA, SMMA (RMA), WMA, VWMA - Default: SMA with length 14 - Can be disabled (set to "None") This smoothed line acts as a reference for crossover signals. 3. EMA TREND FILTER 🎯 Two EMAs are calculated on the CCI: - EMA 50 (fast EMA) - EMA 200 (slow EMA) When the EMA filter is enabled: - LONG signals only occur when EMA50 > EMA200 (uptrend confirmation) - SHORT signals only occur when EMA50 < EMA200 (downtrend confirmation) This filter can be enabled/disabled via the "Use EMA Filter" option. 4. ENTRY CONDITIONS 🎲 LONG ENTRY (Buy Signal): - CCI crosses ABOVE the Smoothing MA (crossover) - CCI is between Lower Level (-100) and Middle Level (0) - EMA Filter: EMA50 > EMA200 (if filter enabled) - No existing positions (or close opposite positions first) SHORT ENTRY (Sell Signal): - CCI crosses BELOW the Smoothing MA (crossunder) - CCI is between Middle Level (0) and Upper Level (+100) - EMA Filter: EMA50 < EMA200 (if filter enabled) - No existing positions (or close opposite positions first) 5. POSITION MANAGEMENT 💰 The strategy uses a simple position management approach: - Only ONE position at a time (no pyramiding) - If a signal occurs in the opposite direction, closes existing position first - Then opens new position in the new direction - This prevents overexposure and simplifies risk management 6. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy uses percentage-based TP/SL: - Take Profit: 1.0% (default, configurable) - Stop Loss: 0.5% (default, configurable) - Risk/Reward Ratio: 2:1 (TP is double the SL) TP/SL are calculated once when the position opens and remain fixed. AVAILABLE PARAMETERS ⚙️ ----------------------- CCI SETTINGS: 1. CCI Length (Default: 20) - Period for CCI calculation - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. CCI Source (Default: HLC3) - Price source for CCI calculation - Options: close, open, high, low, hlc3, hlcc4, ohlc4 3. CCI Lower Level (Default: -100) - Lower boundary for LONG entry zone - Typically -100 for oversold conditions 4. CCI Middle Level (Default: 0) - Neutral level separating LONG and SHORT zones 5. CCI Upper Level (Default: +100) - Upper boundary for SHORT entry zone - Typically +100 for overbought conditions SMOOTHING MA: 6. Type (Default: SMA) - Moving average type: None, SMA, EMA, SMMA (RMA), WMA, VWMA - Set to "None" to disable smoothing 7. Length (Default: 14) - Period for smoothing MA - Range: 7-28, step 7 EMA FILTER: 8. EMA 1 Length (Default: 50) - Fast EMA period applied to CCI 9. EMA 2 Length (Default: 200) - Slow EMA period applied to CCI 10. Use EMA Filter (Default: true) - Enable/disable EMA trend filter - When enabled: LONG only if EMA50 > EMA200, SHORT only if EMA50 < EMA200 RISK MANAGEMENT: 11. Take Profit (%) (Default: 1.0%) - Profit target as percentage of entry price - For LONG: Entry × (1 + TP%) - For SHORT: Entry × (1 - TP%) 12. Stop Loss (%) (Default: 0.5%) - Stop loss as percentage of entry price - For LONG: Entry × (1 - SL%) - For SHORT: Entry × (1 + SL%) VISUALIZATION 📊 --------------- The strategy displays in a separate panel below the price chart: 1. CCI LINE - Blue line showing the CCI value - Oscillates around zero 2. SMOOTHING MA LINE - Yellow line showing the smoothed CCI - Reference line for crossover signals 3. CCI LEVEL LINES - Red dashed line: Upper Level (+100) - Green dashed line: Lower Level (-100) - Yellow dashed line: Middle Level (0) 4. ENTRY SIGNALS - Green cross: LONG entry signal (when CCI crosses above MA) - Red cross: SHORT entry signal (when CCI crosses below MA) RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: CCI SETTINGS: - CCI Length: 20 (default) - CCI Source: HLC3 (default) - CCI Lower Level: -100 (default) - CCI Middle Level: 0 (default) - CCI Upper Level: +100 (default) SMOOTHING MA: - Type: SMA (default) or EMA for faster response - Length: 14 (default) EMA FILTER: - EMA 1 Length: 50 (default) - EMA 2 Length: 200 (default) - Use EMA Filter: true (recommended for better signal quality) RISK MANAGEMENT: - Take Profit (%): 1.0% (adjust based on your risk/reward preference) - Stop Loss (%): 0.5% (adjust based on your risk tolerance) For more aggressive trading: - Reduce CCI Length to 14-16 - Reduce Smoothing MA Length to 7 - Disable EMA Filter For more conservative trading: - Increase CCI Length to 24-30 - Increase Smoothing MA Length to 21-28 - Keep EMA Filter enabled RECOMMENDED CURRENCY PAIRS 💱 ------------------------------ This strategy is optimized for currency pairs and performs exceptionally well on the following pairs when properly configured: TOP PERFORMING PAIRS: - USDCAD: Can achieve Profit Factor > 2.0 and Win Rate up to 70% - EURUSD: Excellent performance with consistent signals - GBPJPY: Strong results with proper EMA filter configuration These pairs have shown the best historical performance due to: - Clear trending characteristics - Good response to CCI overbought/oversold levels - Strong alignment with EMA 50/200 trend filter - High liquidity ensuring reliable execution When trading these pairs, use the default settings or slightly adjusted parameters based on the pair's volatility. Always backtest on historical data before using real money to find the optimal configuration for each specific pair. PRACTICAL EXAMPLE 📝 -------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - CCI: -80 (in oversold zone) - Smoothing MA: -90 - CCI crosses above Smoothing MA (crossover occurs) - EMA50: -50, EMA200: -70 (EMA50 > EMA200, uptrend confirmed) 2. Strategy checks conditions: ✓ Smoothing MA enabled: Yes ✓ Crossover: Yes (CCI crosses above MA) ✓ CCI in range: Yes (-100 <= -80 <= 0) ✓ EMA Filter: Yes (EMA50 > EMA200) ✓ No existing position: Yes 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 (current close) - Take Profit: 1.1110 (1.0% above entry) - Stop Loss: 1.0945 (0.5% below entry) - Risk/Reward: 2:1 4. Outcome scenarios: - If price rises to 1.1110 → Take Profit hit (profit) - If price falls to 1.0945 → Stop Loss hit (loss limited) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on CCI and EMA indicators. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 ---------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Estratégia Pine Script®
por Burdiga84
Delta Volume EMA Strategy ================================================================================ DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with instruments that have a centralized data flow, such as Futures contracts. Centralized markets provide more accurate and reliable volume data, which is essential for Volume Delta analysis to work effectively. Why Futures? 🎯 - Centralized exchange = Accurate volume data - All trades flow through a single exchange - Volume reflects true buying/selling pressure - Better correlation between volume and price movements While the strategy can work with other instruments (stocks, forex, etc.), volume data quality may vary, which can affect the reliability of Volume Delta signals. For optimal performance, use Futures contracts or other instruments with centralized, high-quality volume data. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy uses Volume Delta analysis combined with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The Volume Delta measures the difference between buying and selling pressure, helping to identify when strong institutional or smart money movements occur. The strategy automatically enters trades when volume delta reaches extreme levels, indicating potential trend continuation or reversal points. HOW IT WORKS? ⚙️ --------------- 1. VOLUME DELTA CALCULATION 📈 The strategy calculates the Volume Delta using the following formula: - Volume Ratio (v) = Current Volume / Previous Volume - EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio - EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio - Volume Delta (vd) = mac - mao The Volume Delta shows: - Positive values (green) = Buying pressure (buyers are more active) - Negative values (red) = Selling pressure (sellers are more active) 2. VOLUME DELTA MOVING AVERAGE 📊 The strategy calculates an EMA of the Volume Delta (vdma) to smooth out fluctuations and identify the overall trend of buying/selling pressure: - vdma = EMA(Volume Delta, EMA Length) - When vdma is above zero = Overall buying pressure - When vdma is below zero = Overall selling pressure 3. PERCENTILE-BASED ENTRY CONDITIONS 🎲 Instead of using fixed thresholds, the strategy uses percentile analysis to identify extreme volume delta movements: For LONG entries: - Analyzes seller volumes (negative volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters LONG when volume delta becomes positive AND exceeds the threshold - This indicates a strong shift from selling to buying pressure For SHORT entries: - Analyzes buyer volumes (positive volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters SHORT when volume delta becomes negative AND exceeds the threshold - This indicates a strong shift from buying to selling pressure 4. POSITION SIZING 💰 The strategy offers two position sizing methods: a) RISK VALUE (Fixed Risk in Dollars): - Calculates position size based on a fixed dollar risk amount - Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %) - Ensures consistent risk per trade regardless of price level b) LOTS SIZE: - Uses a fixed lot size for all trades - Simple and straightforward approach - Useful when you want consistent position sizes 5. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy offers flexible TP/SL configuration in three modes: a) PERCENTAGE (%): - TP/SL calculated as a percentage of entry price - Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT) - Adapts automatically to different price levels b) CURRENCY: - TP/SL set as a fixed currency amount - Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT) - Useful for instruments with consistent price movements c) PIPS: - TP/SL set as a fixed number of pips - Automatically converts pips to price using the instrument's minimum tick - Ideal for forex and other pip-based instruments 6. AUTOMATIC TRADE EXECUTION ⚡ When entry conditions are met: - Opens a position (LONG or SHORT) at market price - Automatically sets Take Profit and Stop Loss based on selected mode - Sends an alert with all trade information - Only one position at a time (waits for current position to close) AVAILABLE PARAMETERS ⚙️ ---------------------- 1. MA LENGTH (Default: 10) - Length of the Exponential Moving Average used for close and open prices - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. EMA LENGTH (Default: 20) - Length of the EMA applied to Volume Delta - Controls the smoothing of the volume delta signal - Lower values = Faster signals, more trades - Higher values = Slower signals, fewer but potentially more reliable trades 3. POSITION SIZE MODE - "Risk Value": Calculate position size based on fixed dollar risk - "Lots Size": Use fixed lot size for all trades 4. FIXED RISK IN $ (Default: 50) - Only used when Position Size Mode = "Risk Value" - The dollar amount you're willing to risk per trade - Strategy calculates position size automatically 5. LOT SIZE (Default: 0.01) - Only used when Position Size Mode = "Lots Size" - Fixed lot size for all trades 6. TAKE PROFIT MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 7. STOP LOSS MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 8. TAKE PROFIT / STOP LOSS VALUES - Different input fields appear based on selected mode - Configure TP and SL independently 9. VOLUME LOOKBACK PERIOD (Default: 20) - Number of bars used to calculate percentile thresholds - Lower values = More sensitive, adapts faster to recent conditions - Higher values = More stable, uses longer-term statistics 10. PERCENTILE THRESHOLD (Default: 80%) - The percentile level used to identify extreme volume delta movements - 80% means: only enter when volume delta exceeds 80% of recent values - Higher values = Fewer but potentially stronger signals - Lower values = More frequent signals VISUALIZATION 📊 --------------- The strategy displays on the chart: 1. VOLUME DELTA COLUMNS - Green columns = Positive volume delta (buying pressure) - Red columns = Negative volume delta (selling pressure) - Height represents the magnitude of buying/selling pressure 2. VOLUME DELTA MA AREA - Two overlapping area plots showing the smoothed volume delta - Black area (base layer) for overall visualization - Green area (when positive) = Overall buying pressure trend - Red area (when negative) = Overall selling pressure trend - Helps identify the dominant market sentiment 3. ZERO LINE - Horizontal line at zero - Helps visualize when buying/selling pressure crosses the neutral point ALERTS 🔔 -------- When enabled, the strategy sends alerts when a trade is opened. The alert message includes: - Direction: "Buy" for LONG positions or "Sell" for SHORT positions - Entry Price: The price at which the position was opened - TP (Take Profit): The target profit price - SL (Stop Loss): The stop loss price Example alert message: "Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950" Alerts can be configured in TradingView to send notifications via email, SMS, webhooks, or other platforms. RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: STRATEGY PARAMETERS: - MA Length: 10 (default) - EMA Length: 20 (default) - Volume Lookback Period: 20 (default) - Percentile Threshold: 80% (default) POSITION SIZING: - Position Size Mode: "Risk Value" (for risk management) - Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account) - OR use "Lots Size" with 0.01 lots for small accounts TAKE PROFIT & STOP LOSS: - TP Mode: "%" (recommended for most instruments) - SL Mode: "%" (recommended for most instruments) - Take Profit (%): 2.0% (adjust based on your risk/reward preference) - Stop Loss (%): 1.0% (adjust based on your risk tolerance) For Forex: - Consider using "Pips" mode for TP/SL - Typical values: 20-50 pips TP, 10-30 pips SL For Stocks/Indices: - Use "%" mode for TP/SL - Typical values: 2-5% TP, 1-2% SL PRACTICAL EXAMPLE 📝 ------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - Volume Delta becomes strongly positive - Volume Delta exceeds 80th percentile of recent seller volumes 2. Strategy calculates: - Entry Price: 1.1000 (current close) - Position Size Mode: "Risk Value" - Fixed Risk: $50 - Stop Loss Mode: "%" - Stop Loss: 1.0% - Position Size = $50 / (1.1000 × 0.01) = 4.55 lots 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 - Take Profit: 1.1220 (2% above entry) - Stop Loss: 1.0890 (1% below entry) - Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890" 4. Outcome scenarios: - If price rises to 1.1220 → Take Profit hit (profit) - If price falls to 1.0890 → Stop Loss hit (loss limited to $50) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on volume delta analysis. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 --------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Estratégia Pine Script®
por Burdiga84
Backtest Pro - The TradingView Backtesting EngineBacktest your indicators — no strategy code required. Backtest Pro is the next-generation backtesting engine for smarter testing. Simply link your signals, set your stops, and start testing. With its upgraded UI/UX and fundamentally improved stop system, Backtest Pro replaces the legacy PSE (Practical Strategy Engine) and sets a new standard for TradingView backtesting. It delivers more accurate intrabar trailing stops, flexible stop types (Points, ATR Multiplier, %), and a smoother workflow for greater precision and control. Once loaded on your chart, Backtest Pro appears as BT Pro as the script title and in the Strategy Tester, alerts, and chart labels. Beyond the core stop and pyramiding logic, Backtest Pro also introduces: A clearer Data Window for reviewing trade details. Improved signal labels in the Strategy Tester’s List of Trades for easier log analysis. Updated chart labels that align better with TradingView’s native style and make signals easy to interpret. Together, these improvements make Backtest Pro the most practical and user-friendly way to backtest indicator-based trading signals in TradingView. Copyright © 2025 CoinOperator ________________________________________________________________________________ 🚀 Why Traders Choose Backtest Pro Answer in minutes what used to take days of manual testing. Backtest Pro is a drop-in, ready-to-use backtesting engine that links to your indicator with just a few simple connection lines. It provides more accurate intrabar trailing stops, multiple stop types (Points, ATR Multiplier, %), and a smoother workflow for greater precision and control. Whether you’re running a quick test or fine-tuning complex strategies, Backtest Pro helps you reach clearer insights faster. ________________________________________________________________________________ 👤 Who Backtest Pro Is For Backtest Pro is designed for traders who already have a trading methodology or entry/exit logic and want professional-grade validation and risk analysis. Backtest Pro is not a signal service and does not provide discretionary trade recommendations. All entries and exits — including alerts used for automation — are generated solely from user-defined logic. You bring the logic — Backtest Pro provides the structure, metrics, and discipline. Backtest Pro helps swing traders, day traders, and strategy developers streamline the backtesting process without sacrificing depth or accuracy. It offers flexible stop management, enhanced Data Window metrics, refined Strategy Tester labeling, and clean on-chart visuals to support consistent evaluation. Backtest Pro supports trading and backtesting on futures (continuous contracts), forex, crypto, stocks, ETFs, and commodity/index CFDs (tradable if offered by your broker). ________________________________________________________________________________ ⚡ Quick Start Add Backtest Pro to your chart. It appears as BT Pro as the script title and in the Strategy Tester, alerts, and chart labels. Add a few connector lines to your indicator, then link your custom entry and exit signals. Adjust position sizing, stops, and pyramiding. Run the TradingView Strategy Tester for instant results. ________________________________________________________________________________ 🔄 From PSE to Backtest Pro Backtest Pro builds on the foundation of the PSE (Practical Strategy Engine), evolving it into a more refined tool. While PSE introduced flexible stop handling, Backtest Pro enhances the experience with: More accurate intrabar trailing stops Expanded stop type options (Points, ATR Multiplier, %) Upgraded Data Window for easier review Clearer trade signals in the Strategy Tester Cleaner, more consistent chart labels Wash Sale Prevention is Now Optional. If enabled, it only applies to assets of types stock and fund. 🛠 INPUTS TAB SETTING 📅 Trading Window Enable Trading Window to define the date/time when trading is allowed. Disable to trade the entire market data. Partition the time when trading is allowed to see if your indicator settings work well across the different ranges. Your resulting metrics should be acceptable across all four (4) ranges: entire range, 1st half, IQR, and 2nd half. Show Trading Window Lines – Enable to draw vertical lines at the start and end of the trading window for clear visual definition of when trading is allowed. 💰 Position Sizing (Money Management) Separating the equity risk into initial position and pyramid position allows for greater ability to maximize profits within your acceptable drawdown. Note : Position sizing is determined on the anticipated fill price which is affected by the maximum of slippage and selected price gap (discussed in the Execution Rules section). Max Equity per Position (%) : This setting applies to each position within a trade group . Limits the position size and will not exceed this amount. Set as desired. Default is 20% for non-leverage trading. For leveraged trading, adjust accordingly. Example: for 3× leverage, enter 300 (3 × 100 = 300). Max Equity Drawdown Warning (%) : Triggers an alert if the strategy’s equity drawdown exceeds this threshold. Select the method to use for this warning. If BT Pro, then it is based on peak equity at bar-close. If TradingView, then it is based on the built-in variable strategy.max_drawdown_percent. Helps you manage strategy-level risk tolerance. Scaled Pyramiding : Adjusts position size incrementally for each pyramid entry—either decreasing or increasing exposure relative to the prior entry. Start Position: The entry number at which scaling begins. For example, 3 means scaling starts on the 2nd pyramid (the 3rd entry overall). Chg(%): The percentage change applied to each subsequent pyramid entry. Max(%): The maximum cumulative reduction allowed when scaling downward. Ignored for upward scaling because increases are already capped by Max Equity per Position (%). ⚖️ Execution Rules Trade Direction : Select either Both , Long Only, or Short Only. Alert Failed to Trade – Enable to alert you when a trade did not happen due to low equity or low order size. Applicable only for the first position of a trade group. Cooldown Period : Controls how long the engine waits after an exit before allowing a new trade group. Backtest Pro also applies a small built-in safeguard to prevent unrealistic same-bar flips: ● 1 bar minimum for same-direction entries ● 2 bars minimum for direction changes Prevent Wash Sales : Enable if you want the Backtest Pro to enforce a minimum cooldown period of 30 days for trade groups that result in a loss. Only applies to assets of types stock and fund. Pyramid Conditions with Price Gaps : Dwn Gap and Up Gap refer to price gaps. A price gap is the difference between the closing price of the previous candle and the opening price of the current candle, and their value is shown in the Data Window. Selection options include: disabled (the default), median, avg, p80 (for 80th percentile), and p90 (for 90th percentile). The values reflect ~500 most recent bars from the cursor position. Disabled sets the Dwn Gap and Up Gap to zero in the below logic. Pyramids require a tailing stop loss, TSL. The price gaps are used in conditions for pyramids: To ensure the previous position is protected when opening a pyramid position. A new pyramid position will not open until its trailing stop loss protects the prior position. To prevent a pyramid position from becoming a loss when too close to a take profit level, TP (if enabled), due to commission cost. The logic for #1 and #2 is as follows: For a Long Pyramid: TSL: Stop Price - max(DwnGap, slippage) > LastEntryPrice TP (if enabled): Long take profit > close + max(UpGap, slippage) AND gain > commission cost For a Short Pyramid: TSL: Stop Price + max(UpGap, slippage) < LastEntryPrice TP (if enabled): Short take profit < close - max(DwnGap, slippage) AND gain > commission cost Show All Gap Stats in Data Window Enable to show all price gap statistics in the Data Window to review market conditions. Disable for the Backtest Pro to run most efficiently. Note: Statistics selected in Dwn Gap and Up Gap settings are always shown, regardless of this option. 🛑 Exit Strategy (Risk Management) Backtest Pro supports multiple stop loss styles, giving traders the tools to backtest strategies in TradingView with precision: The Exit Strategy applies a common protective stop across the entire trade group. Pyramids require a trailing stop loss. A new pyramid position will not open until its trailing stop loss protects the prior position. Plot Stop Level : You can plot the stop level either as of bar close (the default) or as of bar open. This only affects the visual plot. The underlying logic does not change. The trades will be the same regardless of the setting. ATR Length : The ATR Length is used with the ATR multiplier and is common to stop loss, SL, trailing stop loss, TSL, take profit, TP, and the time-based exit option. It is the number of bars (periods) used in ATR calculation. Price-Based Exits Stop Loss and Trailing Stop Loss options are Points, ATR Multiplier, and %. The Trailing Stop Loss is activated from entry of the initial position of a trade group. Take Profit options are Points, ATR Multiplier, %, and R-Multiple. How Trailing Stops Work in the Backtest Pro All trailing stop inputs (Points, ATR Multiplier, or %) are converted at the first entry into a fixed currency offset. That offset is reactive intrabar and applied as the trailing distance from the most favorable price (highest for longs, lowest for shorts) since the first entry in the trade group. Even if “%” is selected as the input method, the engine uses the fixed currency offset. The trailing stop offset (points) is displayed in the Data Window for reference, allowing you to enter that offset directly at your broker if needed. ⚠️ Caution: Always enter a points-based trailing stop at your broker—never a percentage-based trailing stop. Volatility-Based Exit While in a trade, ATR values are accumulated each bar. The position exits once the total exceeds ATR Multiplier × ATR at entry if the Reward/Risk is below the set threshold. Dividends are not included in reward (i.e., profit). 👉 These flexible stop types solve one of the biggest limitations of the legacy PSE and make Backtest Pro a true TradingView backtesting engine. 📑 Trade Signal Labels in Strategy Tester Backtest Pro uses standardized trade labels in the Strategy Tester → List of Trades. These labels make it easy to understand the reason behind each entry or exit at a glance. Entry : Standard entry signal when conditions are met. Stop : Stop-loss exit triggered at your defined stop level. Pyr-Entry : Pyramid entry, adds to an existing position. Trail-Stop : Trailing stop exit based on offset logic. Note : If the stop level has been adjusted to equal the trailing stop level, the Strategy Tester may display Stop instead of Trail-Stop. The exit displayed is the one Pine Script evaluates first, but the actual exit behavior remains correct. Exit : Standard exit signal. Delay-Exit : One-bar delayed exit, prevents immediate exit when position entry and exit signal occur on the same bar. TP : Take Profit exit, closes position at your profit target. RR-Exit : Reward/Risk exit — position closes when ATR accumulation exceeds the set threshold and R/R is below target. 📊 Performance Metrics & Reporting Include Dividends in Profit Adjusts ROI, CAGR, Reward/Risk, Avg Invest/Trade-Grp, and Equity. Assumes dividends are taken as cash (not reinvested). They are applied to Equity on the ex-date instead of the payment date. Only applies if the security issues dividends and the chart is 1D or lower timeframe; otherwise ignored. Include Dividends in Profit Factor Applies only when Include Dividends in Profit is enabled. Adds dividend income to both gross profits and gross losses when calculating Profit Factor, so PF reflects total return (trading + dividends). Affects Avg Trade-Grp Loss, Equity Loss from ECL, and Equity Loss from ECL (%). Show Dividends Displays the payout in currency/share, as well as the total amount based on the number of shares of the position(s) currently held by the trade group. For long positions you earned the dividends. For short positions you owe the dividends. Show Metrics Table The on-chart Metrics Table displays a compact set of key statistics for quick reference and mobile use. Full and expanded metrics are available in the Data Window on desktop or browser. Section groupings may differ between the table and Data Window to optimize readability and presentation in each context. 📊 Data Window Note : Accessible via a button on the right-hand toolbar of the chart interface. Unlike the Metrics Table, Data Window values update dynamically as you move your cursor across bars. All metrics are based on trade groups. Trade Information Enter Price Stop Price Favorable Extreme : only shows if trailing stop loss is enabled on Inputs tab. The most favorable price (highest for longs, lowest for shorts) since the first entry in the trade group. TSL Offset Points : only shows if trailing stop loss is enabled on Inputs tab. Take Profit : only shows if take profit is enabled on Inputs tab. Leverage information applies to trade groups. Fail Pos / Margin (%) : Shows zero if the failed position size was <1, or the margin % that failed to meet the requirement in the Properties tab. A flag appears above the bar where a failed trade occurred. Only applies to the first position of a trade group. Hover over the flag to view the value in the Data Window. Notional Value : total trade group position size x latest entry price x point value. The equity must be > notional value x margin requirement for a trade to occur. Current Margin (%) : must be greater than margin requirement set on the Properties tab in order for a trade to occur. Margin Call Price : when enabled on the Style tab is displayed on both the chart and the Data Window as shown below. Performance Net Profit (%) : Will include dividends if 'Include Dividends in Profit' is enabled. Only shows in Data Window if 'Include Dividends in Profit' is enabled. ROI (%) and CAGR (%) : Based on Avg Invest/Trade-Grp. Adjusted for dividends if enabled. Reward/Risk (profit/risked, expectancy per amount risked): Adjusted for dividends if enabled. Color is green if above breakeven, red if below, and yellow if within ±0.1 tolerance. Profit Factor (PF) : By default, dividends are not counted in win/loss classification. Win % : Uses same coloring scheme as Reward/Risk except uses a ±2% tolerance for yellow. Breakeven point is the balance between Reward/Risk and Win %, showing whether the system can be profitable. For example, for a low Win % a high Reward/Risk is needed for the system to be potentially profitable. Equity & Growth Equity : Your current equity. Dividend Sum : The amount of total dividends accumulated since entering the market. Only shows in Data Window if 'Include Dividends in Profit' is enabled. Risk & Drawdown Maximum Drawdown (MDD) Measures the largest peak-to-trough decline in account equity over the entire backtest. A new peak is recorded whenever equity reaches a new high; the system then tracks the lowest equity seen until a new peak forms. This method uses bar-close equity including both realized and unrealized P&L. Therfore, it may not match TradingView’s displayed drawdown values which use a different method. Maximum Drawdown % Expresses MDD as a percentage of the equity peak from which the decline occurred. This normalizes drawdown across different account sizes and assets, making strategy-to-strategy risk comparisons more meaningful. Maximum Consecutive Losses applies to trade groups. Equivalent Consecutive Losses (ECL) : Based on Win % and Nbr of Trade-Grp’s. Simulates a realistic losing streak with intermittent small wins. Lowered by increasing Win %. Equity Loss from ECL : Equity drawdown estimated from ECL. Equity Loss from ECL (%) : Same, expressed as a percentage. Avg Trade-Grp Loss Trade Structure Backtesting Years : The trading window in years. Nbr of Trade-Grp’s : Count of trade groups. Nbr of Positions : The count of positions shown on the chart. The TV list of trades in the Strategy Tester may indicate more than what is actually shown on the chart. Avg Invest/Trade-Grp : Avg money invested per trade group. Adjusted for dividends if enabled. Avg Trade-Grp Days : The average number of days for trade groups. Time in Market (%) : The percentage of time in a trade based on the trading window. Cnt 1st EE Same-Bar is the count of first positions in a trade group that enter and exit on the same bar. Labels appear above for easy reference. Helps assess optimal stop-loss settings. Cnt Pyr EE Same-Bar is the count of pyramid positions in a trade group that enter and exit on the same bar. Labels appear above for easy reference. Helps assess optimal stop-loss settings. Up Gaps / Dwn Gap (Ticks) ( Show All Gap Stats in Data Window enabled ) Median gap Avg gap 80 percentile 90 percentile Price Gap (Ticks) ( Show All Gap Stats in Data Window disabled ) Dwn Gap : Shows selected option if not disabled. Up Gap : Shows selected option if not disabled. Data Quality Tick Resolution measures how many minimum price increments (ticks) fit into the current asset’s price. It is calculated as: Tick Resolution = Price / Minimum Tick Size. This value indicates the precision available for order placement and stop calculations. Green – High resolution (>= 1000). The strategy’s stop and profit calculations will operate with normal accuracy. Yellow – Moderate resolution (100-999). Stop levels are still functional but may exhibit minor rounding effects. Red – Low resolution (< 100). This can distort trailing stops, stop losses, or take profits due to coarse rounding by TradingView’s broker emulator. ⚠️ Caution : When Tick Resolution is in the red zone, results from backtests may differ significantly from live trading because price precision is too low for reliable simulation. 💡 Tip : If low tick resolution is present at the beginning of the chart’s market data (often with very old price history), use the Trading Window to restrict backtesting to later periods where the asset price has risen and tick resolution is higher. 👁 Visualization Highlight Traded Background Trade groups are shown in background color of green for long positions and red for short positions. Set as desired. Show Losing Trade Groups Losing trade groups are indicated at the exit with label text in the color blue. Used to easily find consecutive losses affecting your strategy’s performance. The dividend payment, if any, is not considered in the calculation of a win or loss. Show Position Values Enable to show the currency value of each position in gold color. Show Max Drawdown (Peak & Trough) Enable to show the peak and trough labels on the price chart. Based on equity at bar close. Use to easily identify the bar associated with the peak and trough of equity. Select label size for your preference. Alert on Expiring GTC Orders Backtest Pro includes an optional alert that warns you when a Good-Til-Canceled (GTC) order is approaching expiration. This feature is designed as a safety net, helping you avoid unprotected trades caused by broker-imposed GTC expirations. This alert is sent a few days before a 60-day time period you’re if still in an open position. By default, the alert is enabled, offering protection for traders who may not actively monitor order expiry rules. Professional users who already track expirations can disable the feature in the settings to streamline alerts. 🔌 Signal Connection Click the dropdown and select the entry and exit signal to establish a connection to your indicator. Separate Entry and Exit Signal Connections. Backtest Pro requires separate entry and exit signals. Indicators that already produce distinct events integrate cleanly and make strategies easier to read, debug, and maintain. If your indicator currently uses a combined signal (e.g., buy = 1, sell = –1, flat = 0), that structure can create overlap or conflicts during backtesting. Don’t worry — later in this manual, you’ll learn exactly how to adapt your indicator so it outputs clear entry and exit signals compatible with Backtest Pro. 🔌 Configure Your Indicator for Entry and Exit Signals This section explains how to structure your indicator’s entry and exit signals so they can connect seamlessly with the Backtest Pro engine. Define your own conditions for when to enter or exit positions using any technical logic you prefer. You can configure exits independently of entries or make them dependent on them—for example, exiting only when the opposite entry condition occurs. Below are a few examples of how you might define Long and Short Entry Signals before connecting them to Backtest Pro. ________________________________________________________________________________ Examples of Long Entry Signals ind_sig_long = oscillator > UpperLimit ind_sig_long = ta.crossover(ta.sma(close, 14), ta.sma(close, 28)) ind_sig_long = MACD_hist > 0 Examples of Short Entry Signals ind_sig_short = oscillator < LowerLimit ind_sig_short = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28)) ind_sig_short = MACD_hist < 0 ________________________________________________________________________________ Combining and Refining Your Signals If your indicator uses multiple internal conditions, you can combine them using logical operators or threshold rules before connecting to the Backtest Pro engine. 1. Combine multiple conditions Use logical and / or to merge your conditions into one signal: Entry_Long = ind_sig_long1 and ind_sig_long2 // both must be true Entry_Short = ind_sig_short1 or ind_sig_short2 // either may be true ________________________________________________________________________________ 2. Require a minimum number of confirming conditions You can also define a threshold for how many entry conditions must be true before triggering a signal. This can help ensure stronger confirmation. minNbr_Entries = input.int(defval=1, title='Min Number of Entry Conditions') // Convert boolean signals to numeric form longCount = (ind_sig_long1 ? 1 : 0) + (ind_sig_long2 ? 1 : 0) shortCount = (ind_sig_short1 ? 1 : 0) + (ind_sig_short2 ? 1 : 0) // Require at least minNbr_Entries to confirm signal Entry_Long = longCount >= minNbr_Entries Entry_Short = shortCount >= minNbr_Entries Do likewise for your Exit conditions to ensure consistency in trade confirmation. ________________________________________________________________________________ Defining Exits Independent of Entries Exit_Long = ta.crossunder(ta.rsi(close, 14), 70) Exit_Short = ta.crossover(ta.rsi(close, 14), 30) Dependent on Entries Exit_Long = Entry_Short // exit longs when short entry triggers Exit_Short = Entry_Long // exit shorts when long entry triggers ________________________________________________________________________________ Final Signals to Connect to Backtest Pro entry_signal = Entry_Long ? 1 : Entry_Short ? -1 : 0 exit_signal = Exit_Long ? 1 : Exit_Short ? -1 : 0 plot(entry_signal, title="entry_signal", color = color.blue, display=display.data_window) plot(exit_signal, title="exit_signal", color = color.red, display=display.data_window) ________________________________________________________________________________ Notes You can easily expand this structure to handle three or more conditions by adding them to the count expression. If your indicator already provides a single entry_signal, you can connect it directly to Backtest Pro without modification. Always ensure your final Entry_Long, Entry_Short, Exit_Long, and Exit_Short variables are boolean (true / false). 🔒 Connecting Closed-Source Indicators If your indicator is closed-source (meaning you cannot view or modify its internal code), you’ll need to work with the plotted values it provides. Create a connection indicator that reads those plotted values and converts them into clear entry and exit signals using the logic described above. This connection indicator acts as a bridge between the closed-source indicator and Backtest Pro, allowing you to translate its behavior into standardized signal logic that the engine can process. ⚙️ PROPERTIES TAB SETTING Initial Capital : Set as desired. Base Currency : Leave as Default. The Backtest Pro is designed to use the instrument’s native currency, so changing this is not necessary. Order Size : Essentially disabled. Position sizing is handled in the Inputs tab and is based on a percentage of equity. Pyramiding : Set as desired. Commission : Enter as a percentage of position value. The Backtest Pro is designed to work only with commission expressed this way. Verify Price for Limit Orders : Set as desired. Slippage : Set as desired. See the Dwn/Up Gap values in Data Window to get an idea of possible values to use. Margin (Leverage Trading): The Backtest Pro supports both leveraged and non-leveraged trading (default is no leverage). Note : The following two settings apply at the trade group level . For example, to trade with 5× leverage, enter 20 (1 ÷ 5 × 100 = 20). Margin for Long Positions : Set as desired. Default is 100%. Margin for Short Positions : Set as desired. Default is 100%. Recalculate After Order Is Filled (default is enabled) Enabling this allows the Backtest Pro to function correctly and to recalculate immediately after an order is filled , which makes it possible to: Enter and exit on the same bar (because the strategy sees the fill instantly). Trigger alerts immediately after the fill , instead of waiting for the next bar close. You may see the following Caution! message in the TradingView Strategy Tester: This warning occurs because the strategy parameter calc_on_order_fills = true . You can safely close the caution message and know the Backtest Pro will produce realistic backtest results. Recalculate On every tick : Disable. Fill Orders Using Bar Magnifier : Recommended if your TradingView plan supports it. Improves intrabar accuracy, but the strategy can still run without it. On Bar Close : Must remain disabled. Enabling this prevents the Backtest Pro from working as intended. ⚠️ Caution : Enabling On Bar Close forces all orders to be evaluated only at bar close. This disables intrabar logic, prevents same-bar entries and exits, and breaks trailing stop / pyramid behavior. For the Backtest Pro to work as intended, On Bar Close must remain disabled . Using Standard OHLC : Recommended if running the strategy on Heikin Ashi charts. Otherwise, set as desired. The default is enabled. 📢 Using The Alert Dialog Box Message Field When setting alerts, include alert() function calls with order fills to allow notifications for drawdown exceeded, Failed to Trade (if enabled), and to be warned of expiring GTC orders (if enabled). Example Message for Order Fill Alerts (This is just an example. Consult TV manual for possible placeholders to use.) Position: Current = {{strategy.market_position}}, Previous = {{strategy.prev_market_position}} {{strategy.order.action}} {{strategy.order.contracts}} shares at price = {{strategy.order.price}} on {{exchange}}:{{ticker}} (TF: {{interval}}) Equity_Multiplier = {{strategy.order.contracts}} x {{strategy.order.price}} ÷ {{plot("Equity")}} {{strategy.order.alert_message}} Note : Use a known account equity multiplied by Equity_Multiplier to determine the total currency amount required for position sizing—especially when managing multiple accounts with different equity levels. What {{strategy.order.alert_message}} Includes This placeholder automatically inserts the additional information generated for each order fill alert (blank for exits): Stop Price (on first entries is based on bar close prior to order fill bar) TSL Offset (Pts) distance from Favorable Extreme (for pyramid entries) TP (on first entries is based on bar close prior to order fill bar) Price Gap (Pts) based on your gap selection and slippage entered Example Message for Bot Trading Alerts (You must consult your specific bot for configuring the alert message. This is just an example.) "action": "{{strategy.order.action}}", “price”: {{strategy.order.price}} "amount": {{strategy.order.contracts}}, "botId": "1234"
Estratégia Pine Script®
por CoinOperator
Bull Market Pro Trend Strategy proBull Market Pro Trend Strategy is a trend-following trading system specifically optimized for bullish market conditions. It is designed to help traders enter trends more efficiently, reduce unnecessary stop-outs, and systematically capture extended bullish moves. The strategy features loose yet structured entry conditions, allowing participation in early or mid-stage trends without being overly restrictive. Risk management is handled through an ATR-based dynamic stop-loss, which adapts to market volatility and provides more realistic and flexible protection compared to fixed stop levels. As the trend develops, the strategy supports scaled position building, enabling gradual position increases under controlled risk, aiming to maximize gains during sustained bullish trends. This strategy is best suited for: Clear bullish trend environments Markets with moderate to high volatility Traders seeking rule-based and systematic trend-following approaches It can be used for live market analysis, strategy backtesting, and trend trading studies. Disclaimer: This strategy is for educational and research purposes only. Past performance does not guarantee future results. Always apply proper risk management when using any trading strategy.
Estratégia Pine Script®
por wy178666
Golden Vector Trend Orchestrator (GVTO)Golden Vector Trend Orchestrator (GVTO) is a composite trend-following strategy specifically engineered for XAUUSD (Gold) and volatile assets on H4 (4-Hour) and Daily timeframes. This script aims to solve a common problem in trend trading: "Whipsaws in Sideways Markets." Instead of relying on a single indicator, GVTO employs a Multi-Factor Confluence System that filters out low-probability trades by requiring alignment across Trend Structure, Momentum, and Volatility. 🛠 Methodology & Logic The strategy executes trades only when four distinct technical conditions overlap (Confluence). If any single condition is not met, the trade is filtered out to preserve capital. 1. Market Structure Filter (200 EMA) Indicator: Exponential Moving Average (Length 200). Logic: The 200 EMA acts as the baseline for the long-term trend regime. Bullish Regime: Price must close above the 200 EMA. Bearish Regime: Price must close below the 200 EMA. Purpose: Prevents counter-trend trading against the macro direction. 2. Signal Trigger & Trailing Stop (Supertrend) Indicator: Supertrend (ATR Length 14, Factor 3.5). Logic: Uses Average True Range (ATR) to detect trend reversals while accounting for volatility. Purpose: Provides the specific entry signal and acts as a dynamic trailing stop-loss to let profits run while cutting losses when the trend invalidates. 3. Volatility Gatekeeper (ADX Filter) Indicator: Average Directional Index (Length 14). Threshold: > 25. Logic: A high ADX value indicates a strong trend presence, regardless of direction. Purpose: This is the most critical filter. It prevents the strategy from entering trades during "choppy" or ranging markets (consolidation zones) where trend-following systems typically fail. 4. Momentum Confirmation (DMI) Indicator: Directional Movement Index (DI+ and DI-). Logic: Checks if the buying pressure (DI+) is physically stronger than selling pressure (DI-), or vice versa. Purpose: Ensures that the price movement is backed by genuine momentum, not just a momentary price spike. 📋 How to Use This Strategy 🟢 LONG (BUY) Setup A Buy signal is generated only when ALL of the following occur simultaneously: Price Action: Price closes ABOVE the 200 EMA (Orange Line). Trigger: Supertrend flips to GREEN (Bullish). Strength: ADX is greater than 25 (Strong Trend). Momentum: DI+ (Plus Directional Indicator) is greater than DI- (Minus). 🔴 SHORT (SELL) Setup A Sell signal is generated only when ALL of the following occur simultaneously: Price Action: Price closes BELOW the 200 EMA (Orange Line). Trigger: Supertrend flips to RED (Bearish). Strength: ADX is greater than 25 (Strong Trend). Momentum: DI- (Minus Directional Indicator) is greater than DI+ (Plus). 🛡 Exit Strategy Stop Loss / Take Profit: The strategy utilizes the Supertrend Line as a dynamic Trailing Stop. Exit Long: When Supertrend turns Red. Exit Short: When Supertrend turns Green. Note: Traders can also use the real-time P/L Dashboard included in the script to manually secure profits based on their personal Risk:Reward ratio. 📊 Included Features Real-Time P/L Dashboard: A table in the top-right corner displays the current trend status, ADX strength, and the Unrealized Profit/Loss % of the current active position. Smart Labeling: Buy/Sell labels are coded to appear only on the initial entry trigger. They do not repaint and do not spam the chart if the trend continues (no pyramiding visualization). Visual Aids: Background color changes (Green/Red) to visually represent the active trend based on the Supertrend status. ⚠️ Risk Warning & Best Practices Asset Class: Optimized for XAUUSD (Gold) due to its high volatility nature. It also works well on Crypto (BTC, ETH) and Major Forex Pairs. Timeframe: Highly recommended for H4 (4 Hours) or D1 (Daily). Using this on lower timeframes (M5, M15) may result in false signals due to market noise. News Events: Automated strategies cannot predict economic news (CPI, NFP). Exercise caution or pause trading during high-impact economic releases.
Estratégia Pine Script®
por Gustav_Rex
2
Adaptive Cycle & Trend StrategyThe Adaptive Cycle & Trend Strategy is a fully rules-based trading strategy designed to adapt dynamically to changing market conditions. Instead of relying on a single static exit model, the strategy continuously evaluates market volatility and trend structure to determine the most appropriate exit behavior for the current regime. This allows it to respond differently in trending environments than in high-volatility or corrective phases. The strategy is optimized for the 1W timeframe and focuses on capturing meaningful market cycles rather than short-term noise. Entries and exits are generated algorithmically and remain consistent across assets, making the system applicable to both low-volatility markets (such as Bitcoin) and higher-volatility instruments. Key characteristics: Adaptive exit logic based on volatility regimes Cycle- and trend-aware trade management Fully rule-based, no discretionary inputs Designed for higher timeframes (1W, 1M) and long-term market structure No indicators required for interpretation This strategy is intended for systematic analysis and backtesting purposes only. It does not constitute financial or investment advice.
Estratégia Pine Script®
por Monarch_Strategies
Cerber - Alts (Z-Score)🐺 CERBER ALTS (Z-SCORE) Momentum-based strategy using Z-Score normalized Rate of Change for big-cap altcoins. ━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CONCEPT ━━━━━━━━━━━━━━━━━━━━━━━ This strategy identifies momentum opportunities by normalizing the Rate of Change (ROC) into a Z-Score. Unlike fixed percentage thresholds, Z-Score adapts to each asset's unique volatility regime, making it ideal for altcoins with varying price dynamics. Entries occur when momentum surges beyond 1.5 standard deviations from the mean — capturing explosive moves while filtering out noise. ━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━ • ROC Lookback: 30 days (momentum measurement window) • Z-Score Window: 60 days (volatility normalization period) • Entry Threshold: 1.5σ (enter on strong momentum) • Exit Threshold: 0.0σ (exit when momentum normalizes) • DEMA Filter: Weekly 21 DEMA trend filter (optional) ━━━━━━━━━━━━━━━━━━━━━━━ 📊 MODES ━━━━━━━━━━━━━━━━━━━━━━━ 1️⃣ Z-Score Mode (Default) Adaptive thresholds based on volatility — recommended for altcoins 2️⃣ Fixed Mode Traditional percentage-based ROC thresholds ━━━━━━━━━━━━━━━━━━━━━━━ 🎨 DISPLAY FEATURES ━━━━━━━━━━━━━━━━━━━━━━━ • Z-Score / ROC oscillator with dynamic coloring • Entry & exit threshold lines with neutral zone fill • Position background highlighting • Info table with current settings ━━━━━━━━━━━━━━━━━━━━━━━ ✅ BEST SUITED FOR ━━━━━━━━━━━━━━━━━━━━━━━ • Big-cap altcoins: SOL, ETH, AVAX, MATIC, FTM, LINK, HBAR, UNI etc. • Daily timeframe • Trending market conditions • Spot or low-leverage positions ⚠️ Risk Disclaimer: This strategy is for educational purposes. Always use proper risk management and backtest on your specific asset before trading.
Estratégia Pine Script®
por Crypto3888
DAX-30 ATRX V2Updated DAX-30 ATRX strategy with visuals to manually trade the strategy. FX:GER30 Optimized settings: HTF timeframe for trend bias: 4 hours HTF EMA length: 24 Min HA body size (pts): 0.5 - Use RSI filter RSI length: 14 RSI threshold: 50 - Use Fisher filter Fisher length: 18 - Use Volume filter Volume lookback: 20 Volume spike multiplier: 1.2 ATR length: 13 ATR mean length: 80 SL = ATR x: 0.9 TP = Risk x: 2.1 - Use NY session filter NY session start hour: 9 NY session end hour: 18 Max trades per day: 2 ☑ Show SL/TP Boxes ☑ Show Entry Label SL/TP Line Length (bars): 5
Estratégia Pine Script®
por djblackwell
Swing Momentum TrendSwing Momentum Trend - Confirm Momentum Strategy Concept English (English) Core Concept: Confirm Momentum Trading The Swing Momentum Trend strategy is not about catching falling knives or finding the exact bottom. Instead, it focuses on "Confirmation." It waits for both price action and momentum to align in an uptrend, ensuring a high-probability environment for trend-following entries. Momentum Confirmation via Indicators The strategy explains momentum by looking at the synergy between various technical tools: 1. Trend Zone Confirmation (EMA High/Low Switch) : - Utilizes EMA calculated from Highs and Lows to define a "Trend Territory." - Bullish momentum is confirmed when the price closes above the EMA High band, signalling that the market has transitioned into a strong trending phase. 2. Momentum Engine (RSI Smoothing MA) : - RSI is treated as a momentum engine rather than a simple oscillator. - Strength is confirmed when RSI remains above its own Smoothing Moving Average (MA), and that MA exhibits a positive upward slope, indicating accelerating buying pressure. 3. Structural Integrity (HH/HL Swings) : - The strategy monitors market structure (Higher Highs and Higher Lows) on both Daily and Weekly timeframes. - True momentum must be supported by a trend that builds higher floors and ceilings, distinguishing a sustainable trend from a temporary price spike. 4. Relative Strength Analysis (Trend Cycle Logic) : - Current momentum is validated against the previous uptrend cycle's performance. - By requiring the price to stay above the previous cycle's average close or low, the strategy ensures the current move has sufficient structural backing. 5. Visual Momentum Feedback (Bar Coloring) : - Dynamic bar coloring provides instant clarity. Strong momentum is visually represented (e.g., Blue), while fading strength is flagged (e.g., Yellow), allowing for a quick assessment of momentum health at a glance. Summary : This approach emphasizes "Patience for Confirmation" — entering only when all layers of momentum are in sync, thereby riding the strongest part of the trend. --- ภาษาไทย (Thai) แนวคิดหลัก: การเทรดด้วยการยืนยันโมเมนตัม (Confirm Momentum) กลยุทธ์ Swing Momentum Trend ไม่ใช่การพยายามหาจุดต่ำสุดเพื่อเข้าซื้อ (Bottom Fishing) แต่เป็นกลยุทธ์ที่เน้น "ความชัวร์" โดยการรอให้ราคาและแรงส่ง (Momentum) ยืนยันแนวโน้มขาขึ้นอย่างชัดเจนก่อนที่จะเข้าเกาะไปกับเทรน (Trend Following) การยืนยันโมเมนตัมผ่านตัวชี้วัด (Indicator-Based Confirmation) บทสรุปของแนวคิดนี้คือการใช้ความสอดคล้องของ Indicator หลายตัวในการอธิบายพลังของ Momentum: 1. การยืนยันโซนแนวโน้ม (EMA High/Low Switch) : - ใช้เส้น EMA ของราคา High และ Low เพื่อสร้าง "เขตแดน" ของเทรน - การยืนยัน Momentum ขาขึ้นจะเกิดขึ้นเมื่อราคาปิดสามารถยืนเหนือเส้น EMA High ได้อย่างมั่นคง ซึ่งถือเป็นด่านแรกของการคอนเฟิร์มว่าแนวโน้มหลักกำลังเปลี่ยนเป็นขาขึ้น 2. พลังของแรงส่ง (RSI Smoothing MA) : - ไม่ได้มอง RSI เพียงแค่การ Overbought/Oversold แต่ใช้ RSI ร่วมกับเส้นค่าเฉลี่ย (Smoothing MA) - โมเมนตัมจะถูกคอนเฟิร์มเมื่อ RSI อยู่เหนือเส้นค่าเฉลี่ยของตนเอง และเส้นค่าเฉลี่ยนั้นมีความชันเป็นบวก (Slope Up) แสดงถึงแรงซื้อที่กำลังเร่งเครื่อง (Acceleration) 3. โครงสร้างราคาเพื่อความยั่งยืน (HH/HL Structure) : - มีการตรวจสอบโครงสร้างราคา (Market Structure) ทั้งในระดับวันและระดับสัปดาห์ - Momentum ที่แข็งแกร่งต้องมาพร้อมกับโครงสร้างที่ "ยกตัว" คือการทำจุดสูงสุดใหม่ที่สูงขึ้น (Higher High) และจุดต่ำสุดใหม่ที่สูงขึ้น (Higher Low) เพื่อยืนยันว่าไม่ใช่เพียงการรีบาวด์ระยะสั้น 4. การเปรียบเทียบกับรอบก่อนหน้า (Trend Cycle Analysis) : - วิเคราะห์ความแข็งแกร่งโดยเทียบกับรอบขาขึ้นก่อนหน้า (Previous Up Trend Cycle) - ราคาปัจจุบันควรยืนเหนือระดับราคาเฉลี่ยหรือฐานราคาต่ำสุดของรอบก่อน เพื่อยืนยันว่าแรงส่งในรอบนี้มีคุณภาพมากกว่ารอบที่ผ่านมา 5. การตอบสนองผ่านสีแท่งเทียน (Visual Bar Coloring) : - ใช้สีช่วยในการตัดสินใจแบบ Real-time เช่น สีน้ำเงินเมื่อโมเมนตัมแข็งแกร่ง (RSI > Smoothing MA) และสีเหลืองเพื่อเตือนเมื่อแรงส่งเริ่มอ่อนกำลังลง (Momentum Weak) --- PLAN --- Contact us for a 7-day free trial. Monthly Plan: $100 per month ($1,200 billed annually) Annual Plan: $1,000 per year
Estratégia Pine Script®
por ATHENA8888
Algomist.app v1.0🚀 WMA Crossover Momentum Scalper: Algomist.app AUTO-EXECUTION This strategy is a momentum-based trend-following system optimized for fully automated, high-frequency trade execution via algomist.app webhooks. It systematically enters trades based on a powerful moving average crossover, confirmed by both volume and volatility filters. ⚙️ Core Strategy Logic This script is designed to capture short- to medium-term moves in trending markets by combining three key indicators: Trend Confirmation (WMA Crossover): The primary signal is generated when a Fast WMA (50-period) crosses the Slow WMA (100-period). This crossover confirms the shift in the prevailing trend direction. Volume Filter (VWAP): The trade is only taken if the price is trading above the VWAP for Long entries, or below the VWAP for Short entries. This ensures the trade is aligned with the asset's average price relative to trading volume. Volatility Filter (ATR): A minimum Average True Range (ATR) filter is applied. This is critical for avoiding entries during periods of extreme low volatility ("chop"), ensuring the market has enough movement to justify the trade. 🔗 Algomist.app Automation Ready This is the most important feature. The script contains custom-coded alert() functions that output a perfect JSON payload, making it 100% compatible with the algomist.app webhook infrastructure. Seamless Execution: The strategy instantly transmits all required parameters—symbol, side, entry_price, dynamic stop_loss, and dynamic take_profit—directly to your MT5 terminal through the algomist.app connector. Simple Setup: To enable live automation, you only need to configure a TradingView alert using the provided webhook URL and the {{strategy.order.alert_message}} placeholder on the bar's close. Default Asset: The webhook is pre-configured to trade the ETHUSDC symbol. This can be easily adapted to other crypto or Forex pairs within the algomist.app settings. 🛡️ Dynamic Risk Management (ATR-Based) Risk management is dynamic, ensuring the Stop Loss and Take Profit levels automatically adapt to current market volatility: Stop Loss (SL): Placed at a customizable (x) * ATR distance from the entry price. The default setting is 3.0x ATR. Take Profit (TP): Placed at a customizable (x) * ATR distance from the entry price. The default setting is 9.0x ATR, offering a fixed Reward-to-Risk ratio of 3:1 (9.0 / 3.0). Position Sizing: The script uses strategy.percent_of_equity = 10% for backtesting, but the algomist.app execution is based on an internal calculation using a small percentage (e.g., 5%) of a leveraged notional value for illustrative purposes. Users must set their risk size within the algomist.app platform. Disclaimer: This script is provided as an example for Algomist.app users and is NOT financial advice. Backtest thoroughly across various assets and timeframes. Past performance is not indicative of future results. The user assumes all responsibility for live trading risk.
Estratégia Pine Script®
por Algomist_
Darvas Box Strategy (Long & Short) + Bollinger Filter - XabierLDarvas Box Strategy with Bollinger Bands Filter 📊 Overview A breakout strategy based on the classic Darvas Box method, enhanced with Bollinger Bands proximity filter to reduce false signals. This strategy identifies key support and resistance levels (the "box") and takes trades when price breaks out of these zones, but only when price is near the Bollinger Bands moving average to ensure quality entries. Fully compatible with Bitget Webhook for automated trading. 🎯 How It Works Entry Logic LONG Entry: Price breaks above the Top Box (resistance level) Price is within X% distance from Bollinger Bands moving average No existing position SHORT Entry: Price breaks below the Bottom Box (support level) Price is within X% distance from Bollinger Bands moving average No existing position
Estratégia Pine Script®
por XabierL
Bull Market Pro Trend StrategyBull Market Pro Trend Strategy is a trend-following trading system specifically optimized for bullish market conditions. It is designed to help traders enter trends more efficiently, reduce unnecessary stop-outs, and systematically capture extended bullish moves. The strategy features loose yet structured entry conditions, allowing participation in early or mid-stage trends without being overly restrictive. Risk management is handled through an ATR-based dynamic stop-loss, which adapts to market volatility and provides more realistic and flexible protection compared to fixed stop levels. As the trend develops, the strategy supports scaled position building, enabling gradual position increases under controlled risk, aiming to maximize gains during sustained bullish trends. This strategy is best suited for: Clear bullish trend environments Markets with moderate to high volatility Traders seeking rule-based and systematic trend-following approaches It can be used for live market analysis, strategy backtesting, and trend trading studies. Disclaimer: This strategy is for educational and research purposes only. Past performance does not guarantee future results. Always apply proper risk management when using any trading strategy.
Estratégia Pine Script®
por wy178666
- Trading Bot - Stochastic MACD / SMA - Robot Strategy -Overview This strategy is a complete algorithmic trading solution designed for traders looking to automate their positions on cryptocurrency or traditional markets. It combines the precision of the Stochastic Oscillator with the trend-following power of the MACD and a Multi-Timeframe SMA. Unlike simple crossover strategies that often fail in ranging markets, this script uses a "Funnel Logic" to filter out low-probability trades, ensuring that entries are only taken when momentum and trend are aligned. 1. The Logic Behind the Strategy The strategy operates on a three-layer confirmation system: Layer 1: The Trend Filter (SMA MTF) The strategy first checks the long-term trend using a Simple Moving Average (SMA). Longs are only allowed if the price is above the SMA. Shorts are only allowed if the price is below the SMA. Note: You can select a higher timeframe for this SMA (e.g., viewing the 4H trend while trading on the 15m chart). Layer 2: The Momentum Filter (MACD) The MACD (Moving Average Convergence Divergence) ensures we are not trading against short-term momentum. A Long signal requires the MACD line to be above the Signal line. A Short signal requires the Signal line to be above the MACD line. Layer 3: The Trigger (Stochastic) Once the trend and momentum are validated, the strategy waits for a precise entry signal from the Stochastic Oscillator (%K and %D). Entry: Occurs when the %K line crosses the defined threshold (e.g., oversold for longs). Exit: Occurs when the %K line crosses the opposite threshold (e.g., 50% median line) or hits a Stop-Loss. 2. Key Features for Automation This script is specifically engineered for third-party automation (custom webhooks) : Clean Alert Messages: The comment= fields in the order alerts only contain the necessary entry/exit strings, keeping your logs clean. JSON Data Plots: The script includes invisible plots (display.none) that output strategy values (leverage, quantity type, trade direction) specifically formatted to be picked up by dynamic placeholders in TradingView alerts. Backtest Date Range: You can restrict the strategy to a specific date range to test performance over specific market cycles. 3. Risk Management & Safety Stop-Loss: Configurable percentage-based Stop-Loss for Longs and Shorts. Cooldown Mechanism: To prevent "revenge trading" or chopping in volatile markets, the script features a "Cooldown" system. If a Stop-Loss is hit, the strategy pauses for a set number of bars. SMA Re-Cross Requirement: Optionally, you can force the strategy to wait for the price to re-cross the SMA after a cooldown before taking a new trade, adding an extra layer of safety. 4. How to use Add the script to your chart (Recommended timeframes: 15m, 1h, 4h). Open the settings to choose your Trading Mode (Long Only, Short Only, or Both). Adjust the Stochastic and MACD settings to fit the volatility of your specific asset. Enable the Filters (SMA/MACD) based on your preference. Set up your alerts using the provided message placeholders for your trading bot. Disclaimer Past performance is not indicative of future results. This script is a tool for technical analysis and automation. Please use proper risk management and backtest thoroughly before using real funds.
Estratégia Pine Script®
por Trading-Bot-France
Kohen Dive V3.7 Strategy (Backtest)⚠️ DISCLAIMER & RISK WARNING This Strategy Script is for EDUCATIONAL and BACKTESTING purposes only. Past performance does not guarantee future results. This script is designed to test the mathematical probability of the "Kohen Dive" logic. 📊 KOHEN DIVE V3.7 STRATEGY (Backtest Edition) Concept: Automated Mean Reversion System This is the Strategy (Backtest) version of the "Kohen Dive V4.6" indicator. While the indicator visualizes the market tension, this script executes automated trades based on specific rules to test the profitability of the "Spring Tension" logic. The Core Philosophy: It uses a Contrarian approach. It looks for "Overextended" market conditions (Neon Candles) to enter trades against the crowd, targeting a snap-back move. ⚙️ TRADE RULES (Entry Logic) The strategy waits for a confluence of 3 Conditions: 1. 📉 SHORT ENTRY (Sell High) ⚙︎ Zone: Price must be in the Premium (Red) zone (Above 100-period average). ⚙︎ Tension: Momentum must hit NEON GREEN (Max Upside Tension) and sustain it for at least 5 bars. ⚙︎ Trigger: Enters Short when momentum starts to cool down. 2. 📈 LONG ENTRY (Buy Low) ⚙︎ Zone: Price must be in the Discount (Green) zone (Below 100-period average). ⚙︎ Tension: Momentum must hit NEON RED (Max Downside Tension) and sustain it for at least 5 bars. ⚙︎ Trigger: Enters Long when momentum starts to recover. 🛡️ RISK MANAGEMENT (Set & Forget) This strategy is strictly rule-based with fixed Stop Loss and Take Profit levels to remove emotional trading. ⚙︎ Take Profit (TP): 6.0% ⚙︎ Stop Loss (SL): 2.5% ⚙︎ Risk/Reward Ratio: 1:2.4 ⚙︎ Optimization: Default settings are optimized for ETH/USDT 15-Minute timeframe. 🔧 KEY SETTINGS ⚙︎ Gamma Value (0.8): Filters out weak signals. Higher values = Fewer but higher quality trades. ⚙︎ PD Lookback (100): Defines the "Cheap/Expensive" range based on the last ~24 hours (on 15m chart). ⚙︎ Min Peak Bars (5): Prevents entering on sudden wicks/fake-outs. Requires sustained tension.
Estratégia Pine Script®
por darmadaganmindt
Estrategia Timing SMA 10 de Faber Introduction This strategy is based on the classic trend-following logic popularized by Meb Faber in his white papers (such as "A Quantitative Approach to Tactical Asset Allocation") and frequently discussed by financial analyst José Luis Cárpatos. The core philosophy is simple but effective: stay in the market during uptrends to capture growth, and move to cash during downtrends to protect capital from major drawdowns. This is a long-term "Timing" strategy designed for investors who want to filter out market noise and focus on the primary macro trend. How it Works The strategy utilizes a specific Moving Average on a Monthly timeframe to determine the trend direction. The Indicator: A 10-period Simple Moving Average (SMA) calculated on the Monthly timeframe (1M). Long Condition: When the Monthly Close price is above the 10-Month SMA, the strategy enters a Long position (Risk On). Exit Condition (Cash): When the Monthly Close price falls below the 10-Month SMA, the strategy closes the position and stays in Cash (Risk Off). It does not open short positions; it simply exits the market to preserve capital. Key Features (Multi-Timeframe) This script has been coded using request.security to force the calculation on Monthly data (1M), regardless of the chart timeframe you are currently viewing. This allows you to view the strategy on a Daily or Weekly chart while ensuring the mathematical logic remains strictly bound to the Monthly moving average. The SMA line will appear "stepped" on lower timeframes (e.g., Daily), representing the constant value of the SMA for that specific month. Settings Length: Default is 10 (representing 10 Months), but this can be adjusted if you wish to test other periods (e.g., 12 months). Source: Defaults to close. Visuals Blue Line: Represents the 10-Month SMA. Background Color: Green: Indicates the strategy is currently Long (Price > SMA). Red/Grey: Indicates the strategy is in Cash (Price < SMA). Important Note on Backtesting & Repainting Because this strategy requests Monthly data on lower timeframes (like Daily), please be aware that the current month's data is dynamic. The signal is technically confirmed only at the close of the monthly bar. When viewing on a Daily chart, the script evaluates the relationship between the current price and the current monthly SMA. Disclaimer This script is for educational and research purposes only. Past performance is not indicative of future results. Always manage your risk appropriately.
Estratégia Pine Script®
por MrOskama
MGC 5 POINT WIN NY SESSION🚀 EMA Crossover Strategy (MGC) — Precision Trend Trading With Smart Risk Control Unlock a cleaner, more consistent way to trade Micro Gold Futures (MGC) with this trend‑powered EMA crossover system. Designed for traders who want high‑probability entries, tight risk management, and automated profit protection, this strategy blends simplicity with powerful trade logic. If you’re tired of chop, fakeouts, and inconsistent setups — this is built for you. 🔥 Why This Strategy Works Gold loves structure. This system takes advantage of that by combining: ✅ Trend‑Aligned Entries Trades only trigger when the fast EMA crosses the mid or slow EMA in the direction of the dominant trend. No counter‑trend guessing. No fighting momentum. ✅ 5‑Point Take Profit (Optimized for MGC) A realistic, repeatable target that fits MGC’s intraday volatility. With 3 micro contracts, that’s roughly $150 per trade. ✅ Break‑Even Protection (+2 Points) Once the trade moves +2 points in your favor, the stop snaps to break‑even. Your downside risk instantly drops to zero. ✅ Trailing Stop Engine (+3 Points) At +3 points, a dynamic trailing stop activates — letting winners run while locking in gains. Perfect for catching those extended gold pushes. ⚙️ What’s Under the Hood This strategy uses: 9 EMA → short‑term momentum 20 EMA → medium‑term structure 55 EMA → trend filter Crossover logic → precise entries Dollar‑based initial stop → consistent risk Break‑even + trailing stop → automated profit protection Everything is built to keep you on the right side of the market while minimizing unnecessary losses. 📈 Who This Strategy Is For This system is ideal for traders who want: Clean, rules‑based entries Trend‑only setups Fast break‑even protection A realistic, repeatable profit target A strategy that works across Asia, London, and NY sessions A simple but powerful framework that doesn’t require indicators all over the chart If you scalp or intraday trade MGC, this fits your workflow perfectly. 🧪 Backtest Behavior In testing, this strategy consistently shows: Fewer false signals due to trend filtering Stronger win rate thanks to the 5‑point TP Reduced drawdowns from early break‑even logic Better performance in choppy conditions Smooth equity curves during trending sessions It’s built for stability — not lottery‑ticket trades. 🎯 Recommended Settings Timeframe: 5‑minute Symbol: MGC1! Fast EMA: 9 Mid EMA: 20 Slow EMA: 55 Take Profit: 5 points Break‑Even Trigger: +2 points Trailing Trigger: +3 points Trailing Distance: 1 point Risk per Trade: $100 💡 Final Notes This strategy is designed to give you structure, consistency, and confidence in the gold market. It removes emotion, avoids chop, and automates the parts of trading that humans tend to mess up. If you want a clean, disciplined approach to MGC — this is it.
Estratégia Pine Script®
por crtaylor55
MGC 5POINT WIN(Asia + London Optimized, BE + Trail + ATR Filter)📌 Strategy Description (Asia + London + NY Optimized Version) This strategy is designed specifically for MGC (Micro Gold Futures) and optimized to perform consistently across Asia, London, and New York sessions. Gold behaves differently in each global session, so this system uses volatility‑adaptive logic, trend confirmation, and dynamic stop management to maintain stable performance 24 hours a day. The goal is simple: Capture clean, trend‑aligned moves while avoiding low‑quality chop and protecting profits early. 🔶 Core Logic The strategy uses a 9/20/55 EMA structure to identify trend direction and momentum shifts. Entries occur only when the fast EMA crosses the mid or slow EMA in the direction of the prevailing trend, filtering out counter‑trend signals. 🔶 Trend Filter To improve accuracy and reduce noise: Longs only when price is above the 55 EMA Shorts only when price is below the 55 EMA This keeps the system aligned with broader directional bias. 🔶 Volatility Filter (ATR‑Based) Asia session often has low volatility and choppy price action. To avoid low‑quality setups, the strategy requires ATR to be above a minimum threshold before allowing entries. This dramatically improves performance during Asia and stabilizes results across all sessions. 🔶 EMA Slope Filter Sideways markets are filtered out by requiring the slow EMA to have a minimum slope. This ensures trades only occur when the market is actually moving. 🔶 Profit Target The strategy uses a 5‑point take‑profit, which is ideal for MGC’s intraday volatility. With 3 micro contracts, this equals approximately $150 per trade. This TP level provides: High win rate Frequent opportunities Realistic movement across all sessions 🔶 Dynamic Stop Management Break‑Even Stop (+2 Points) Once price moves +2 points in profit, the stop is moved to the entry price. This eliminates downside risk and protects against reversals. Trailing Stop (+3 Points) After price reaches +3 points in profit, a trailing stop activates. This allows the strategy to lock in gains while still giving room for the move to reach the 5‑point target. 📊 Backtest Notes During backtesting, the following behaviors were observed: ATR filter removes 40–60% of losing trades during Asia session EMA slope filter significantly reduces chop entries London session performance improves due to cleaner trend confirmation New York session performance remains strong and unaffected Drawdowns are reduced across all sessions Win rate increases due to trend‑aligned entries and early risk removal Trailing stop captures extended moves without sacrificing consistency 🔧 Recommended Settings Fast EMA: 9 Mid EMA: 20 Slow EMA: 55 Take Profit: 5 points Break‑Even Trigger: +2 points Trailing Stop Trigger: +3 points Trailing Distance: 1 point ATR Length: 14 Minimum ATR: 0.25–0.35 EMA Slope Minimum: 0.02–0.05 Timeframe: 5‑minute chart Symbol: MGC1! or continuous MGC contract 🎯 Best Use Case This strategy is ideal for traders who operate during: Asia session (low volatility) London session (medium volatility) New York session (high volatility) The system adapts automatically to volatility conditions, making it suitable for 24‑hour trading.
Estratégia Pine Script®
por crtaylor55