Black FridayAté 80% OFF

Indicadores e estratégias

ParabolicSAR+EMA[TS_Indie]🚀 EMA + Parabolic SAR Reversal Trading Strategy This trading system effectively combines the use of Exponential Moving Averages (EMA) with the Parabolic SAR to identify both price trends and key reversal points. The EMA Fast is used to signal the primary short-term trend, while the EMA Slow acts as a filter for the long-term trend direction. The Parabolic SAR then helps to confirm the reversal signals. 🛠️ Tools Used 1. EMA Fast – Primary Short-Term Trend 2. EMA Slow – Long-Term Trend Filter 3. Parabolic SAR – Reversal Confirmation 🎯 Entry Rules 📈 Buy Setup 1. Trend Filter: EMA Fast > EMA Slow → Uptrend 2. Pullback: Price pulls back and closes below the EMA Fast line. 3. Reversal: Price reverses/pulls back up and closes above the EMA Fast line. 4. SAR Confirmation: The previous Parabolic SAR dot is above the high, and the dot in the current candle is below the low → Reversal signal confirmed. 5. Entry: Enter Buy immediately. 📉 Sell Setup 1. Trend Filter: EMA Fast < EMA Slow → Downtrend 2. Pullback: Price pulls back and closes above the EMA Fast line. 3. Reversal: Price reverses/pulls back down and closes below the EMA Fast line. 4. SAR Confirmation: The previous Parabolic SAR dot is below the low, and the dot in the current candle is above the high → Reversal signal confirmed. 5. Entry: Enter Sell immediately. 💰 Exit Management (Entry, Stop Loss, Take Profit) 1. Entry: Enter the order at the closing price of the signal candle. 2. Stop Loss (SL): Set the Stop Loss at the Parabolic SAR dot. 3. Take Profit (TP): Calculated from the Entry and Stop Loss points, multiplied by the Risk Reward Ratio. ⚙️ Optional Parameters ➭ Custom Risk/Reward Ratio for Take Profit. ➭ Option to add an ATR buffer to the Stop Loss. ➭ Adjustable EMA Fast period. ➭ Adjustable EMA Slow period. ➭ Adjustable Parabolic SAR parameters. ➭ Option to enable Long-only / Short-only positions. ➭ Customizable Backtest start and end date. ➭ Customizable trading session time. 🔔 Alert Function Alerts display: ➭ Entry Price ➭ Stop Loss Price ➭ Take Profit Price 💡 This strategy allows for many parameter adjustments, such as the MA type, adding/subtracting from the Stop Loss using ATR, and selecting specific sessions for backtesting. If you find interesting or profitable results after adjusting the parameters, please share your comments with other traders! ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk , including the potential loss of capital.
Estratégia Pine Script®
por Truth_Strategy_Indie
DM Trend Momentum Swing Strategy Bull / BearHow to Trade Your DM Trend Momentum Swing Strategy You trade breakouts with trend direction. 2 setups: Bullish (buy) Bearish (short) Bullish Trade (BUY) Take a BUY only when all 3 are true: 50 MA is above 200 MA Price is above 50 MA Candle closes above the purple breakout line How to enter: Wait for the candle to close above the purple line. Then at the start of the next candle → you BUY. Stop Loss: Look at your blue/red ATR stop line or your table. Use the number in the table as your stop price. Bearish Trade (SELL / SHORT) Take a SELL only when all 3 are true: 50 MA is below 200 MA Price is below 50 MA Candle closes below the aqua support line How to enter: Wait for the candle to close below the aqua line. Then at the start of the next candle → you SELL / SHORT. Stop Loss: Use the stop price shown in the table. When to Exit You exit when EITHER happens: • Your stop loss gets hit OR • Price closes on the wrong side of the 20 EMA (yellow line) Ultra-Simple Checklist Before every trade: ☐ Trend direction matches? ☐ Price above/below 50 MA? ☐ Candle closed beyond breakout/breakdown line? All yes → Take the trade Any no → Skip Final Important Rule Never enter before the candle closes. Most losses come from impulse trading during candles.
Estratégia Pine Script®
por evistatrading
DM Bullish Trend Momentum Swing StrategyHow To Enter A Trade (Bullish Strategy) You only take BUY (long) trades. 1. Check the trend Only trade if: The 50 MA is above the 200 MA Price is above the 50 MA If that’s not true → No trade. 2. Wait for a breakout Look at the pink breakout line on your chart. You enter only when: A candle closes above the pink line (not just touches it). No candle close above → No entry. 3. When to actually click BUY You should: Wait for the candle to close above the breakout line. As soon as the NEXT candle starts → Click BUY. That’s it. 4. Place your stop loss After you enter the trade: Look at the red line (ATR stop). Place your stop loss order at that level. Your rule: Entry price − (ATR × 3) Simple example Let’s say: Price = $150 Breakout line = $149 ATR shown in table = $1.50 A candle closes at $150.50. Next candle opens. You BUY Stop loss = 150.50 − (1.5 × 3) = $146.00 Quick checklist before every entry 50 MA > 200 MA Price above 50 MA Candle closed above breakout line If all yes → BUY on the next candle open. One important rule Never jump in before the candle closes. Let the breakout confirm. Most losing trades happen because people enter too early.
Estratégia Pine Script®
por evistatrading
DM Bearish Trend / Momentum Swing StrategyStep 1: Find a trend Only trade when: The 50 MA is below the 200 MA Price is below the 50 MA If this is not true → Don’t trade Step 2: Wait for a breakdown Look at your chart and your indicator: You will see a support line (from the lowest lows). You enter only when a candle CLOSES below that line. Not when it touches. Not when it goes under and comes back. Only when the candle closes below it. Step 3: When do you actually click Sell? You do it like this: ✔ Candle closes below the breakdown level ✔ A new candle starts You enter a SHORT / SELL at the start of the new candle. Step 4: Place your stop loss You already have this on your chart. Your script uses: Stop Loss = ATR × 3 And since you are short: 👉 The stop is above your entry price Just place your stop at the red line on your chart. Step 5: Exit the trade You exit when: Price closes above the 20 MA That’s your exit signal. Or Your stop loss gets hit. Very Simple Checklist Before every trade, ask: Is 50 MA below 200 MA? Is price below 50 MA? Did a candle close below support? If YES → Place SHORT If NO → Do nothing Real Example (Simple) Let’s say: You’re trading a large cap stock like Tesla on the Daily. 50 MA is below 200 MA Price is below 50 MA A candle closes below recent support Next candle opens → You SELL (short). Put stop at the red line (ATR ×3). Hold until price closes above 20 MA. Final Advice Your strategy is: For trends For breaking weak stocks Not for bouncing or guessing bottoms. Be patient. Wait for clear setups.
Estratégia Pine Script®
por evistatrading
DM Bullish Trend Momentum Swing StrategyHow to Enter a Trade . You ONLY enter when all 3 conditions are true: 1. The trend is up Check your moving averages: The 50 MA must be above the 200 MA. The price must be above the 50 MA. If those two aren’t true → NO TRADE. 2. A breakout happens Look at the pink breakout line on your chart. Enter a trade only when the candle CLOSES above that line. If the candle just touches it → NO TRADE If it breaks during the candle but closes below → NO TRADE Only when it closes above → VALID ENTRY 3. When do you click Buy? You do it like this: Wait for the candle to close above the breakout line. As soon as the next candle starts → ENTER A BUY (LONG) trade. That’s your entry. Simple Example Let’s say you’re on a 4H chart: The 50 MA is above the 200 MA Price is above the 50 MA A candle closes above the pink breakout line You now enter a BUY trade at the start of the next 4H candle. Your Stop Loss After you enter: Place your stop loss at: Entry price − (ATR × 3) is is already calculated . So just place your stop at the red line. Quick Checklist Is 50 MA above 200 MA? Is price above 50 MA? Did a candle CLOSE above the breakout line? If all are YES → ENTER BUY If any is NO → NO TRADE
Estratégia Pine Script®
por evistatrading
DM Bearish Trend / Momentum Swing Strategy How to Enter Trades in a Bearish Market (Short Entry) Just flip everything upside down. 1. Downtrend condition The 50 MA must be below the 200 MA The price must be below the 50 MA If those two are not true → NO SHORT TRADE. 2. Bearish breakout Instead of breaking above highs: Price must close below the lowest low of the last X candles (default would be your same breakout period, like 20). So: If the candle closes below recent support → that’s your bearish breakout. 3. When do you enter the short? You enter like this: Wait for a candle to close below the breakdown level. At the open of the next candle, you enter a SELL (SHORT). Bearish Entry Checklist For a short trade: Is the 50 MA below the 200 MA? Is price below the 50 MA? Did a candle close below recent support? If YES to all → ENTER SELL (SHORT)
Estratégia Pine Script®
por evistatrading
DM Trend / Momentum Swing StrategyHow to Enter a Trade. You ONLY enter when all 3 conditions are true: 1. The trend is up Check your moving averages: The 50 MA must be above the 200 MA. The price must be above the 50 MA. If those two aren’t true → NO TRADE. 2. A breakout happens Look at the pink breakout line on your chart. Enter a trade only when the candle CLOSES above that line. If the candle just touches it → NO TRADE - If it breaks during the candle but closes below → NO TRADE - Only when it closes above → VALID ENTRY 3. When do you click Buy? You do it like this: Wait for the candle to close above the breakout line. As soon as the next candle starts → ENTER A BUY (LONG) trade. That’s your entry. Example Let’s say you’re on a 4H chart: The 50 MA is above the 200 MA Price is above the 50 MA A candle closes above the pink breakout line You now enter a BUY trade at the start of the next 4H candle. Your Stop Loss After you enter: Place your stop loss at: Entry price − (ATR × 3) It calculates already. So just place your stop at the red line. Quick Checklist Is 50 MA above 200 MA? Is price above 50 MA? Did a candle CLOSE above the breakout line? If all are YES → ENTER BUY If any is NO → NO TRADE
Estratégia Pine Script®
por evistatrading
Dami's HMA Strategy"Dami's HMA Strategy: Dynamic Crossover with Momentum Filter" Key Points to Include: Foundation: The strategy is based on the Hull Moving Average (HMA), noted for its speed and reduced lag, making it ideal for identifying trend inflection points early. Enhanced Logic: Unlike a simple moving average crossover, this strategy incorporates a momentum filter. A signal is only triggered if the HMA crossover coincides with a candle moving in the direction of the new trend (bullish candle for Long, bearish candle for Short). This aims to confirm the impulse and avoid false entries during consolidation periods or 'weak' crossovers. 100% Market Coverage System: It is a continuous reversal system. Every new signal (Long or Short) closes the opposite position, ensuring the trader is always positioned in the direction indicated by the HMA. Complementary Visualization: It includes the 8-Period High/Low Bands (Dami's Bands) to provide visual context of the recent price range, although they do not affect trading orders. Adjustment and Optimization: The HMA length (hma_len=9 by default) is the key parameter to optimize based on the specific pair and timeframe. Higher values will generate fewer signals and be slower, while lower values (like the current 9) make it more sensitive.
Estratégia Pine Script®
por PiQuack
Simple MA Crossover w/ SLTPPicture two cheetahs on a racetrack made of price candles. One cheetah is fast and twitchy (the short-term EMA). The other is chill, lumbering, and takes its sweet time (the long-term EMA). When the twitchy cheetah sprints ahead and crosses above the chill one → “BUY, YOU MAGNIFICENT DEGEN!” When the twitchy one gets tired, slows down, and gets lapped from above → “SELL before this turns into a horror movie!” That, my friend, is the EMA crossover strategy in its purest, most dramatic form.
Estratégia Pine Script®
por Thighighs
Trio Strategy w EMA Timing Gate, Early Flip, Clouds and Cross AlMomentum Trio Strategy w EMA Timing Gate, Early Flip, Clouds and Cross Alerts Short title: Trio EMA Strategy Concept and Originality This strategy merges three momentum systems – StochRSI, RSI EMA, and MACD – into one coordinated Trio. It triggers possible entries only (no exits) when all three align within user-defined windows, with an EMA timing gate for precision and an optional early flip feature if the EMA crosses first. Optional cooldown and filters reduce false signals. It also shows green and purple markers when all three momentum indicators cross together, and provides alert notifications on every individual and trio crossover event. StochRSI-based clouds highlight overbought and oversold areas for quick visual context. Each part has a defined role: Trio alignment ensures multi-indicator confirmation. EMA gate refines timing and enables early trend flips. Cooldown reduces overtrading. Filters check price, trend, and volume quality. Clouds visualize momentum extremes. Markers show where the Trio crosses. Alerts notify on all key momentum events. How It Works Trio confirmation (core): StochRSI – percent K and D cross within stochGroupWindow. RSI – RSI crossing its EMA. MACD – line crossing signal within macdGroupWindow. When all three cross up, a green marker appears. When all three cross down, a purple marker appears. These mark potential entry points only. Exits are not included. EMA timing gate: EMA(5) and EMA(9) define short-term trend. Longs: EMA(5) greater than EMA(9). Shorts: EMA(5) less than EMA(9). Early Flip: when EMA crosses before the trio, a one-time flip can trigger after the chosen cooldown. Cooldown prevents multiple entries in choppy markets. Filters include: Price Filter – restricts entries relative to EMA. Trend Filter – aligns trades with a longer EMA. Volume Filter – checks for rising volume. Overbought and Oversold Clouds: Red cloud when StochRSI is greater or equal to 80 (overbought). Green cloud when StochRSI is less or equal to 20 (oversold). Clouds are for context only, not trade signals. Alerts trigger on every Trio signal and each individual crossover for StochRSI, RSI, and MACD. Inputs You Can Tune RSI, StochRSI, and MACD periods and windows. EMA gate lengths. Early-flip toggle and cooldown. Trio cooldowns. Filters for price, trend, and volume. Marker visibility (green and purple). Overbought or oversold cloud display. Alert toggles for all cross types. How To Use 1. Apply to any liquid market such as stocks, crypto, or forex. 2. Choose timeframe. 3. Keep default settings first, then fine-tune windows or cooldowns. 4. Use clouds and markers for entry guidance only. Exits are manual or from another strategy. 5. Enable alerts for real-time notifications of indicator and Trio crosses. Default Properties Used for Publication (Backtest Transparency) Initial capital: 100,000 USD – necessary for stock testing so one percent sizing produces realistic order size. Order size: one percent of equity per trade to keep risk small. Commission: 0.10 percent per side, realistic for brokers and exchanges. Slippage: 0.05 percent, equal to roughly one to two ticks on stocks. Pyramiding: 0. Execution: on close. Sample dataset: at least 100 trades across multiple timeframes and markets. The higher initial capital ensures valid fills for stock testing, while risk stays proportional since position size is percentage based. Why These Components Work Together Trio confluence confirms momentum alignment. EMA gate refines entry timing and allows early reversals. Cooldown and filters reduce false triggers. Markers confirm when all three indicators cross together. Clouds and alerts improve awareness and reaction speed. The result is a robust entry-only framework that adapts to many markets. Notes and Limitations Focused on entry detection only. Exits are manual or external. For educational use only, not financial advice. Always test with realistic slippage, fees, and several symbols. Past results do not guarantee future performance. Attribution All logic and structure are original to this publication. Common Pine functions follow official Pine documentation.
Estratégia Pine Script®
por FridaNight
Kev's RSI2 SMA50 Strategy⭐ Kev’s RSI2 SMA50 Strategy — Institutional Edition (TSX Optimized + RR Filter) A professional swing-trading system based on Larry Connors’ RSI(2) mean-reversion framework, optimized for TSX equities. Designed for Daily timeframe trading with institutional trend alignment, volatility filtering, and strict risk-reward controls. 📌 Overview This strategy enhances the classic RSI(2) setup with: • Strong trend confirmation (SMA50 + Weekly SMA50) • Deep pullback detection (RSI2 < 3) • Structural swing-based stop-loss • Fixed 2R profit target (non-repainting) • Optional Connors RSI (CRSI) confirmation • Volatility filtering via ATR range • Mechanical, deterministic, no-discretion rules Works best on TSX large & mid-caps, ETFs, and liquid equities. 🔍 Core Philosophy Buy strong stocks on pullbacks → Price must be above SMA50 + Weekly SMA50. Pullback must be statistically meaningful → RSI(2) < 3. R:R must justify the trade → Swing-low SL + 2R target with structural room to hit TP. 🧠 Entry Conditions (Non-Repainting) • RSI(2) < 3 → Identifies extreme short-term oversold dips. • SMA50 Filter → Ensures uptrend alignment. • Weekly HTF Filter (Default = 1W) → Confirms broader trend direction. • ATR Filter → Rejects volatile bars (range < ATR(14) × 2.2). • Optional: – SMA50 Slope (positive trend strength) – Bullish Reversal Candle – Connors RSI < 20 (deep pullback confirmation) 🎯 Risk Management All levels are locked at entry and never repaint. • Swing-Low SL (last 5 bars) • 2R Profit Target = Entry + (Risk × 2) • R:R Feasibility Filter → Only enters if recent swing high is above TP. • Optional RSI Exit → Exit when RSI2 > 90 (enabled by default). • Optional SMA Exit (disabled by default) → Conservative early exit. 📈 Visuals The script plots: • SMA50 • Weekly SMA50 • Swing-Low SL (fixed) • 2R TP (fixed) • Optional SMA exit line All are non-repainting and update only on confirmed bars. 🔔 Alerts Buy Signal → All entry filters aligned (RSI2, SMA50, HTF, ATR, RR check). Exit Signal → 2R hit, SL hit, RSI exit, or SMA exit (if enabled). 🧭 Recommended Usage • Timeframe: Daily • HTF: Weekly (default) • Best For: TSX equities, mid/large-cap stocks, ETFs • Style: Short-term swing trading (1–10 bars) • Avoid: Low-volume tickers, microcaps, crypto, biotech, news-driven spikes. 🛑 Notes • All HTF data uses lookahead_off → non-repainting. • Rules are fully mechanical and deterministic. • Position sizing uses % equity by default. • This script is for educational purposes only and not financial advice. • Always forward-test before using live capital.
Estratégia Pine Script®
por SwingTraderKev
ATH대비 지정하락률에 도착 시 매수 - 장기홀딩 선물 전략(ATH Drawdown Re-Buy Long Only)본 스크립트는 과거 하락 데이터를 이용하여, 정해진 하락 %가 발생하는 경우 자기 자본의 정해진 %만큼을 진입하게 설계되어진 스트레티지입니다. 레버리지를 사용할 수 있으며 기본적으로 셋팅해둔 값이 내장되어있습니다.(자유롭게 바꿔서 쓰시면 됩니다.) 추가적으로 2번의 진입 외에도 다른 진입 기준, 진입 %를 설정하실 수 있으며 - ChatGPT에게 요청하면 수정해줄 것입니다. 실제 사용용도로는 KillSwitch 기능을 꺼주세요. 바 돋보기 기능을 켜주세요. ATH Drawdown Re-Buy Long Only 전략 설명 1. 전략 개요 ATH Drawdown Re-Buy Long Only 전략은 자산의 역대 최고가(ATH, All-Time High)를 기준으로 한 하락폭(드로우다운)을 활용하여, 특정 구간마다 단계적으로 롱 포지션을 구축하는 자동 재매수(Long Only) 전략입니다. 본 전략은 다음과 같은 목적을 가지고 설계되었습니다. 급격한 조정 구간에서 체계적인 분할 매수 및 레버리지 활용 ATH를 기준으로 한 명확한 진입 규칙 제공 실시간으로 평단가 레버리지 청산가 추정 계좌 MDD 수익률 등을 시각적으로 제공하여 리스크와 포지션 상태를 직관적으로 확인할 수 있도록 지원 ※ 본 전략은 교육·연구·백테스트 용도로 제공되며, 어떠한 형태의 투자 권유 또는 수익을 보장하지 않습니다. 2. 전략의 핵심 개념 2-1. ATH(역대 최고가) 기준 드로우다운 전략은 차트 상에서 항상 가장 높은 고가(High)를 ATH로 기록합니다. 새로운 고점이 형성될 때마다 ATH를 갱신하고, 해당 ATH를 기준으로 다음을 계산합니다. 현재 바의 저가(Low)가 ATH에서 몇 % 하락했는지 현재 바의 종가(Close)가 ATH에서 몇 % 하락했는지 그리고 사전에 설정한 두 개의 드로우다운 구간에서 매수를 수행합니다. 1차 진입 구간: ATH 대비 X% 하락 시 2차 진입 구간: ATH 대비 Y% 하락 시 각 구간은 ATH가 새로 갱신될 때마다 한 번씩만 작동하며, 새로운 ATH가 생성되면 다시 “1차 / 2차 진입 가능 상태”로 초기화됩니다. 2-2. 첫 포지션 100% / 300% 특수 규칙 이 전략의 중요한 특징은 **“첫 포지션 진입 시의 예외 규칙”**입니다. 전략이 현재 어떠한 포지션도 들고 있지 않은 상태에서 최초로 롱 포지션을 진입하는 시점(첫 포지션)에 대해: 기본적으로는 **자산의 100%**를 기준으로 포지션을 구축하지만, 만약 그 순간의 가격이 ATH 대비 설정값 이상(예: 약 –72.5% 이상 하락한 상황) 이라면 → 자산의 300% 규모로 첫 포지션을 진입하도록 설계되어 있습니다. 이 규칙은 다음과 같이 동작합니다. 첫 진입이 1차 드로우다운 구간에서 발생하든, 첫 진입이 2차 드로우다운 구간에서 발생하든, 현재 하락폭이 설정된 기준 이상(예: –72.5% 이상) 이라면 → “이 정도 하락이면 첫 진입부터 더 공격적으로 들어간다”는 의미로 300% 규모로 진입 그 이하의 하락폭이라면 → 첫 진입은 100% 규모로 제한 즉, 전략은 다음 두 가지 모드로 동작합니다. 일반적인 상황의 첫 진입: 자산의 100% 심각한 드로우다운 구간에서의 첫 진입: 자산의 300% 이 특수 규칙은 깊은 하락에서는 공격적으로, 평소에는 상대적으로 보수적으로 진입하도록 설계된 것입니다. 3. 전략 동작 구조 3-1. 매수 조건 차트 상 High 기준으로 ATH를 추적합니다. 각 바마다 해당 ATH에서의 하락률을 계산합니다. 사용자가 설정한 두 개의 드로우다운 구간(예시): 1차 구간: 예를 들어 ATH – 50% 2차 구간: 예를 들어 ATH – 72.5% 각 구간에 대해 다음과 같은 조건을 확인합니다. “이번 ATH 구간에서 아직 해당 구간 매수를 한 적이 없는 상태”이고, 현재 바의 저가(Low)가 해당 구간 가격 이하를 찍는 순간 → 해당 바에서 매수 조건 충족으로 간주 실제 주문은: 해당 구간 가격에 맞춰 롱 포지션 진입(리밋/시장가 기반 시뮬레이션) 으로 처리됩니다. 3-2. ATH 갱신과 진입 기회 리셋 차트 상에서 새로운 고점(High)이 기존 ATH를 넘어서는 순간, ATH가 갱신되고, 1차 / 2차 진입 여부를 나타내는 내부 플래그가 초기화됩니다. 이를 통해, 시장이 새로운 고점을 돌파해 나갈 때마다, 해당 구간에서 다시 한 번씩 1차·2차 드로우다운 진입 기회를 갖게 됩니다. 4. 포지션 사이징 및 레버리지 4-1. 계좌 자산(Equity) 기준 포지션 크기 결정 전략은 현재 계좌 자산을 다음과 같이 정의하여 사용합니다. 현재 자산 = 초기 자본 + 실현 손익 + 미실현 손익 각 진입 구간에서의 포지션 가치는 다음과 같이 결정됩니다. 1차 진입 구간: “자산의 몇 %를 사용할지”를 설정값으로 입력 설정된 퍼센트를 계좌 자산에 곱한 뒤, 다시 전략 내 레버리지 배수(Leverage) 를 곱하여 실제 포지션 가치를 계산 2차 진입 구간: 동일한 방식으로, 독립된 퍼센트 설정값을 사용 즉, 포지션 가치는 다음과 같이 계산됩니다. 포지션 가치 = 현재 자산 × (해당 구간 설정 % / 100) × 레버리지 배수 그리고 이를 해당 구간의 진입 가격으로 나누어 실제 수량(토큰 단위) 를 산출합니다. 4-2. 첫 포지션의 예외 처리 (100% / 300%) 첫 포지션에 대해서는 위의 일반적인 퍼센트 설정 대신, 다음과 같은 고정 비율이 사용됩니다. 기본: 자산의 100% 규모로 첫 포지션 진입 단, 진입 시점의 ATH 대비 하락률이 설정값 이상(예: –72.5% 이상) 일 경우 → 자산의 300% 규모로 첫 포지션 진입 이때 역시 다음 공식을 사용합니다. 포지션 가치 = 현재 자산 × (100% 또는 300%) × 레버리지 그리고 이를 가격으로 나누어 실제 진입 수량을 계산합니다. 이 규칙은: 첫 진입이 1차 구간이든 2차 구간이든 동일하게 적용되며, “충분히 깊은 하락 구간에서는 첫 진입부터 더 크게, 평소에는 비교적 보수적으로” 라는 운용 철학을 반영합니다. 4-3. 실레버리지(Real Leverage)의 추적 전략은 각 바 단위로 다음을 추적합니다. 바가 시작할 때의 기존 포지션 크기 해당 바에서 새로 진입한 수량 이를 바탕으로, 진입이 발생한 시점에 다음을 계산합니다. 실제 레버리지 = (포지션 가치 / 현재 자산) 그리고 차트 상에 예를 들어: Lev 2.53x 와 같은 형식의 레이블로 표시합니다. 이를 통해, 매수 시점마다 실제 계좌 레버리지가 어느 정도였는지를 직관적으로 확인할 수 있습니다. 5. 시각화 및 모니터링 요소 5-1. 차트 상 시각 요소 전략은 차트 위에 다음과 같은 정보를 직접 표시합니다. ATH 라인 High 기준으로 계산된 역대 최고가를 주황색 선으로 표시 평단가(평균 진입가) 라인 현재 보유 포지션이 있을 때, 해당 포지션의 평균 진입가를 노란색 선으로 표시 추정 청산가(고정형 청산가) 라인 포지션 수량이 변화하는 시점을 감지하여, 당시의 평단가와 실제 레버리지를 이용해 근사적인 청산가를 계산 이를 빨간색 선으로 차트에 고정 표시 포지션이 없거나 레버리지가 1배 이하인 경우에는 청산가 라인을 제거 매수 마커 및 레이블 1차/2차 매수 조건이 충족될 때마다 해당 지점에 매수 마커를 표시 "Buy XX% @ 가격", "Lev XXx" 형태의 라벨로 진입 비율과 당시 레버리지를 함께 시각화 레이블의 위치는 설정에서 선택 가능: 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 5-2. 우측 상단 정보 테이블 차트 우측 상단에는 현재 계좌·포지션 상태를 요약한 정보 테이블이 표시됩니다. 대표적으로 다음 항목들이 포함됩니다. Pos Qty (Token) 현재 보유 중인 포지션 수량(토큰 기준, 절대값 기준) Pos Value (USDT) 현재 포지션의 시장 가치 (수량 × 현재 가격) Leverage (Now) 현재 실레버리지 (포지션 가치 / 현재 자산) DD from ATH (%) 현재 가격 기준, 최근 ATH에서의 하락률(%) Avg Entry 현재 포지션의 평균 진입 가격 PnL (%) 현재 포지션 기준 미실현 손익률(%) Max DD (Equity %) 전략 전체 기간 동안 기록된 계좌 기준 최대 손실(MDD, Max Drawdown) Last Entry Price 가장 최근에 포지션을 추가로 진입한 직후의 평균 진입 가격 Last Entry Lev 위 “Last Entry Price” 시점에서의 실레버리지 Liq Price (Fixed) 위에서 설명한 고정형 추정 청산가 Return from Start (%) 전략 시작 시점(초기 자본) 대비 현재 계좌 자산의 총 수익률(%) 이 테이블을 통해 사용자는: 현재 계좌와 포지션의 상태 리스크 수준 누적 성과 를 직관적으로 파악할 수 있습니다. 6. 시간 필터 및 라벨 옵션 6-1. 전략 동작 기간 설정 전략은 옵션으로 특정 기간에만 전략을 동작시키는 시간 필터를 제공합니다. “Use Date Range” 옵션을 활성화하면: 시작 시각과 종료 시각을 지정하여 해당 구간에 한해서만 매매가 발생하도록 제한 옵션을 비활성화하면: 전략은 전체 차트 구간에서 자유롭게 동작 6-2. 진입 라벨 위치 설정 사용자는 매수/레버리지 라벨의 위치를 선택할 수 있습니다. 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 이를 통해 개인 취향 및 차트 가독성에 맞추어 시각화 방식을 유연하게 조정할 수 있습니다. 7. 활용 대상 및 사용 예시 본 전략은 다음과 같은 목적에 적합합니다. 현물 또는 선물 롱 포지션 기준 장기·스윙 관점 추매 전략 백테스트 “고점 대비 하락률”을 기준으로 한 규칙 기반 운용 아이디어 검증 레버리지 사용 시 계좌 레버리지·청산가·MDD를 동시에 모니터링하고자 하는 경우 특정 자산에 대해 “새로운 고점이 형성될 때마다 일정한 규칙으로 깊은 조정 구간에서만 분할 진입하고자 할 때” 실거래에 그대로 적용하기보다는, 전략 아이디어 검증 및 리스크 프로파일 분석, 자신의 성향에 맞는 파라미터 탐색 용도로 사용하는 것을 권장합니다. 8. 한계 및 유의사항 백테스트 결과는 미래 성과를 보장하지 않습니다. 과거 데이터에 기반한 시뮬레이션일 뿐이며, 실제 시장에서는 유동성 슬리피지 수수료 체계 강제청산 규칙 등 다양한 변수가 존재합니다. 청산가는 단순화된 공식에 따른 추정치입니다. 거래소별 실제 청산 규칙, 유지 증거금, 수수료, 펀딩비 등은 본 전략의 계산과 다를 수 있으며, 청산가 추정 라인은 참고용 지표일 뿐입니다. 레버리지 및 진입 비율 설정에 따라 손실 폭이 매우 커질 수 있습니다. 특히 **“첫 포지션 300% 진입”**과 같이 매우 공격적인 설정은 시장 급락 시 계좌 손실과 청산 리스크를 크게 증가시킬 수 있으므로 신중한 검토가 필요합니다. 실거래 연동 시에는 별도의 리스크 관리가 필수입니다. 개별 손절 기준 포지션 상한선 전체 포트폴리오 내 비중 관리 등 본 전략 외부에서 추가적인 안전장치가 필요합니다. 9. 결론 ATH Drawdown Re-Buy Long Only 전략은 단순한 “저가 매수”를 넘어서, ATH 기준으로 드로우다운을 구조적으로 활용하고, 첫 포지션에 대한 **특수 규칙(100% / 300%)**을 적용하며, 레버리지·청산가·MDD·수익률을 통합적으로 시각화함으로써, 하락 구간에서의 규칙 기반 롱 포지션 구축과 리스크 모니터링을 동시에 지원하는 전략입니다. 사용자는 본 전략을 통해: 자신의 시장 관점과 리스크 허용 범위에 맞는 드로우다운 구간 진입 비율 레버리지 설정 다양한 시나리오에 대한 백테스트와 분석 을 수행할 수 있습니다. 다시 한 번 강조하지만, 본 전략은 연구·학습·백테스트를 위한 도구이며, 실제 투자 판단과 책임은 전적으로 사용자 본인에게 있습니다. /ENG Version. This script is designed to use historical drawdown data and automatically enter positions when a predefined percentage drop from the all-time high occurs, using a predefined percentage of your account equity. You can use leverage, and default parameter values are provided out of the box (you can freely change them to suit your style). In addition to the two main entry levels, you can add more entry conditions and custom entry percentages – just ask ChatGPT to modify the script. For actual/live usage, please turn OFF the KillSwitch function and turn ON the Bar Magnifier feature. ATH Drawdown Re-Buy Long Only Strategy 1. Strategy Overview The ATH Drawdown Re-Buy Long Only strategy is an automatic re-buy (Long Only) system that builds long positions step-by-step at specific drawdown levels, based on the asset’s all-time high (ATH) and its subsequent drawdown. This strategy is designed with the following goals: Systematic scaled buying and leverage usage during sharp correction periods Clear, rule-based entry logic using drawdowns from ATH Real-time visualization of: Average entry price Leverage Estimated liquidation price Account MDD (Max Drawdown) Return / performance This allows traders to intuitively monitor both risk and position status. ※ This strategy is provided for educational, research, and backtesting purposes only. It does not constitute investment advice and does not guarantee any profits. 2. Core Concepts 2-1. Drawdown from ATH (All-Time High) On the chart, the strategy always tracks the highest high as the ATH. Whenever a new high is made, ATH is updated, and based on that ATH the following are calculated: How many percent the current bar’s Low is below the ATH How many percent the current bar’s Close is below the ATH Using these, the strategy executes buys at two predefined drawdown zones: 1st entry zone: When price drops X% from ATH 2nd entry zone: When price drops Y% from ATH Each zone is allowed to trigger only once per ATH cycle. When a new ATH is created, the “1st / 2nd entry possible” flags are reset, and new opportunities open up for that ATH leg. 2-2. Special Rule for the First Position (100% / 300%) A key feature of this strategy is the special rule for the very first position. When the strategy currently holds no position and is about to open the first long position: Under normal conditions, it builds the position using 100% of account equity. However, if at that moment the price has dropped by at least a predefined threshold from ATH (e.g. around –72.5% or more), → the strategy will open the first position using 300% of account equity. This rule works as follows: Whether the first entry happens at the 1st drawdown zone or at the 2nd drawdown zone, If the current drawdown from ATH is at or below the threshold (e.g. –72.5% or worse), → the strategy interprets this as “a sufficiently deep crash” and opens the initial position with 300% of equity. If the drawdown is less severe than the threshold, → the first entry is capped at 100% of equity. So the strategy has two modes for the first entry: Normal market conditions: 100% of equity Deep drawdown conditions: 300% of equity This special rule is intended to be aggressive in extremely deep crashes while staying more conservative in normal corrections. 3. Strategy Logic & Execution 3-1. Entry Conditions The strategy tracks the ATH using the High price. For each bar, it calculates the drawdown from ATH. The user defines two drawdown zones, for example: 1st zone: ATH – 50% 2nd zone: ATH – 72.5% For each zone, the strategy checks: If no buy has been executed yet for that zone in the current ATH leg, and If the current bar’s Low touches or falls below that zone’s price level, → That bar is considered to have triggered a buy condition. Order simulation: The strategy simulates entering a long position at that zone’s price level (using a limit/market-like approximation for backtesting). 3-2. ATH Reset & Entry Opportunity Reset When a new High goes above the previous ATH: The ATH is updated to this new high. Internal flags that track whether the 1st and 2nd entries have been used are reset. This means: Each time the market makes a new ATH, The strategy once again has a fresh opportunity to execute 1st and 2nd drawdown entries for that new ATH leg. 4. Position Sizing & Leverage 4-1. Position Size Based on Account Equity The strategy defines current equity as: Current Equity = Initial Capital + Realized PnL + Unrealized PnL For each entry zone, the position value is calculated as follows: The user inputs: “What % of equity to use at this zone” The strategy: Multiplies current equity by that percentage Then multiplies by the strategy’s leverage factor Thus: Position Value = Current Equity × (Zone % / 100) × Leverage Finally, this position value is divided by the entry price to determine the actual position size in tokens. 4-2. Exception for the First Position (100% / 300%) For the very first position (when there is no open position), the strategy does not use the zone % parameters. Instead, it uses fixed ratios: Default: Enter the first position with 100% of equity. If the drawdown from ATH at that moment is greater than or equal to a predefined threshold (e.g. –72.5% or more) → Enter the first position with 300% of equity. The position value is computed as: Position Value = Current Equity × (100% or 300%) × Leverage Then it is divided by the entry price to obtain the token quantity. This rule: Applies regardless of whether the first entry occurs at the 1st zone or 2nd zone. Embeds the philosophy: “In very deep crashes, go much larger on the first entry; otherwise, stay more conservative.” 4-3. Tracking Real Leverage On each bar, the strategy tracks: The existing position size at the start of the bar The newly added size (if any) on that bar When a new entry occurs, it calculates the real leverage at that moment: Real Leverage = (Position Value / Current Equity) This is then displayed on the chart as a label, for example: Lev 2.53x This makes it easy to see the actual leverage level at each entry point. 5. Visualization & Monitoring 5-1. On-Chart Visual Elements The strategy plots the following directly on the chart: ATH Line The all-time high (based on High) is plotted as an orange line. Average Entry Price Line When a position is open, the average entry price of that position is plotted as a yellow line. Estimated Liquidation Price (Fixed) Line The strategy detects when the position size changes. At each size change, it uses the current average entry price and real leverage to compute an approximate liquidation price. This “fixed liquidation price” is then plotted as a red line on the chart. If there is no position, or if leverage is 1x or lower, the liquidation line is removed. Entry Markers & Labels When 1st/2nd entry conditions are met, the strategy: Marks the entry point on the chart. Displays labels such as "Buy XX% @ Price" and "Lev XXx", showing both entry percentage and real leverage at that time. The label placement is configurable: Below Bar Above Bar At Price 5-2. Information Table (Top-Right Panel) In the top-right corner of the chart, the strategy displays a summary table of the current account and position status. It typically includes: Pos Qty (Token) Absolute size of the current position (in tokens) Pos Value (USDT) Market value of the current position (qty × current price) Leverage (Now) Current real leverage (position value / current equity) DD from ATH (%) Current drawdown (%) from the latest ATH, based on current price Avg Entry Average entry price of the current position PnL (%) Unrealized profit/loss (%) of the current position Max DD (Equity %) The maximum equity drawdown (MDD) recorded over the entire backtest period Last Entry Price Average entry price immediately after the most recent add-on entry Last Entry Lev Real leverage at the time of the most recent entry Liq Price (Fixed) The fixed estimated liquidation price described above Return from Start (%) Total return (%) of equity compared to the initial capital Through this table, users can quickly grasp: Current account and position status Current risk level Cumulative performance 6. Time Filters & Label Options 6-1. Strategy Date Range Filter The strategy provides an option to restrict trading to a specific time range. When “Use Date Range” is enabled: You can specify start and end timestamps. The strategy will only execute trades within that range. When this option is disabled: The strategy operates over the entire chart history. 6-2. Entry Label Placement Users can customize where entry/leverage labels are drawn: Below Bar (Below Bar) Above Bar (Above Bar) At the actual price level (At Price) This allows you to adjust visualization according to personal preference and chart readability. 7. Use Cases & Applications This strategy is suitable for the following purposes: Long-term / swing-style re-buy strategies for spot or futures long positions Testing rule-based strategies that rely on “drawdown from ATH” as a main signal Monitoring account leverage, liquidation price, and MDD when using leverage Handling situations where, for a given asset: “Every time a new ATH is formed, you want to wait for deep corrections and enter only at specific drawdown zones” It is generally recommended to use this strategy not as a direct plug-and-play live system, but as a tool for: Strategy idea validation Risk profile analysis Parameter exploration to match your personal risk tolerance and style 8. Limitations & Warnings Backtest results do not guarantee future performance. They are based on historical data only. In live markets, additional factors exist: Liquidity Slippage Fee structures Exchange-specific liquidation rules Funding fees, etc. The liquidation price is only an approximate estimate, derived from a simplified formula. Actual liquidation rules, maintenance margin requirements, fees, and other details differ by exchange. The liquidation line should be treated as a reference indicator, not an exact guarantee. Depending on the configured leverage and entry percentages, losses can be very large. In particular, extremely aggressive settings such as “first position 300% of equity” can greatly increase the risk of large account drawdowns and liquidation during sharp market crashes. Use such settings with extreme caution. For live trading, additional risk management is essential: Your own stop-loss rules Maximum position size limits Portfolio-level exposure controls And other external safety mechanisms beyond this strategy 9. Conclusion The ATH Drawdown Re-Buy Long Only strategy goes beyond simple “buy the dip” logic. It: Systematically utilizes drawdowns from ATH as a structural signal Applies a special first-position rule (100% / 300%) Integrates visualization of leverage, liquidation price, MDD, and returns All of this supports rule-based long position building in drawdown phases and comprehensive risk monitoring. With this strategy, users can: Explore different: Drawdown zones Entry percentages Leverage levels Run various backtests and scenario analyses Better understand the risk/return profile that fits their own market view and risk tolerance Once again, this strategy is intended for research, learning, and backtesting only. All real trading decisions and their consequences are solely the responsibility of the user.
Estratégia Pine Script®
por White_light_
2
15m ORB + FVG Strategy (ChadAnt)Core Logic The indicator's logic revolves around three main phases: 1. Defining the 15-Minute Opening Range (ORB) The script calculates the highest high (rangeHigh) and lowest low (rangeLow) that occurred during the first 15 minutes of the trading day. This time window is defined by the sessionStr input, which defaults to 0930-0945 (exchange time). The high and low of this range are plotted as small gray dots once the session ends (rangeSet = true). 2. Identifying a Fair Value Gap (FVG) Setup After the 15-minute range is set, the indicator waits for a breakout of either the range high or range low. A "Strict FVG breakout" requires two conditions on the first candle that closes beyond the range: The candle before the breakout candle ( bars ago) must have been inside the range. The breakout candle ( bar ago) must have closed outside the range. A Fair Value Gap (FVG) must form on the most recent three candles (the current bar and the two previous bars). Bullish FVG (Long Setup): The low of the current bar (low) is greater than the high of the bar two periods prior (high ). This FVG represents a price inefficiency that the trade expects to fill. Bearish FVG (Short Setup): The high of the current bar (high) is less than the low of the bar two periods prior (low ). If a valid FVG setup occurs, the indicator marks a pending setup and draws a colored box to highlight the FVG area (Green for Bullish FVG, Red for Bearish FVG). 3. Trade Entry and Management If a pending setup is identified, the trade is structured as a re-entry trade into the FVG zone: Entry Price: Set at the outer boundary of the FVG, which is the low of the current bar for a Long setup, or the high of the current bar for a Short setup. Stop Loss (SL): Set at the opposite boundary of the FVG, which is the low for a Long setup, or the high for a Short setup. The trade is triggered (tradeActive = true) once the price retraces to the pendingEntry level. Risk/Reward (RR) Targets: Three Take Profit (TP) levels are calculated based on the distance between the Entry and Stop Loss: $$\text{Risk} = | \text{Entry} - \text{SL} |$$ $$\text{TP}n = \text{Entry} \pm (\text{Risk} \times \text{RR}n)$$ where $n$ is 1, 2, or 3, corresponding to the input $\text{RR}1$, $\text{RR}2$, and $\text{RR}3$ values (defaults: 1.0, 1.5, and 2.0). Trade Lines: Upon triggering, lines for the Entry, Stop Loss, and three Take Profit levels are drawn on the chart for a specified length (lineLength). A crucial feature is the directional lock (highBroken / lowBroken): If the price breaks a range level (e.g., simpleBrokeHigh) but without a valid FVG setup, the corresponding directional flag (e.g., highBroken) is set to true permanently for the day. This prevents the indicator from looking for any subsequent trade setups in that direction for the rest of the day, suggesting that the initial move, without an FVG, exhausted the opportunity. Open-source script In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules. ChadAnt Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied
Estratégia Pine Script®
por ChadAnt
SMC MTF + FVG + Trailing TP 100% [FIXED]Component Description Entry Timeframe: H1 Trend Filter: D1 (EMA50 vs EMA200) Trend Filter Only enter BUY orders if EMA50 > EMA200 on D1 (uptrend) Only enter SELL orders if EMA50 < EMA200 (downtrend) Break of Structure (BOS) Identify the previous swing high/low breakout point Order Block (OB) The candle area before BOS is marked with an orange box Fair Value Gap (FVG) Check for the presence of a price gap to confirm Entry Trailing TP Trigger trailing after reaching the desired R (in pips or ATR)
Estratégia Pine Script®
por SMCFVL