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Vigilant Asset Allocation (VAA)1. Where VAA comes from The basic observation behind VAA is not new. Jegadeesh and Titman showed in 1993 that stocks with strong recent returns keep outperforming for roughly three to twelve months. That finding was initially confined to equities, but Asness, Moskowitz and Pedersen (2013) later confirmed that the same pattern holds across bonds, currencies and commodities. Momentum, it turns out, is not just a stock-picking anomaly. It works at the asset-class level too. Moskowitz, Ooi and Pedersen (2012) took this one step further. They looked at time-series momentum rather than cross-sectional momentum. The distinction matters: cross-sectional momentum asks "which asset is doing best?", while time-series momentum asks "is this asset going up at all?". VAA uses both questions, but the time-series version is what drives the breadth filter. Faber (2007) probably deserves credit for bringing momentum into mainstream tactical allocation. His rule was simple: hold an asset when it trades above its ten-month average, sell when it drops below. Crude, but it cut drawdowns significantly. Antonacci (2014) refined this into dual momentum, combining trend direction with relative strength across two universes. Keller and Keuning (2017) built on all of this but added something the earlier models lacked: a breadth dimension. Instead of looking at each asset independently, they count how many offensive assets carry positive momentum. If even one drops below zero (in the aggressive B=1 variant), the entire allocation goes defensive. The reasoning is straightforward. When breadth deteriorates, trouble is usually on the way. Waiting for every asset to turn negative is waiting too long. In their original backtest (1970-2016, using Shiller extended data for the early period and ETF prices from inception), VAA-G4 produced roughly 17.7% annualised with a maximum drawdown of about 16.1% (Keller and Keuning, 2017, Table 2). These are in-sample numbers. They tell you what happened, not what will happen. 2. How the model works 2.1 Momentum scoring Every asset gets a 13612W score, a weighted combination of four return lookbacks: mom = 12 * r1 + 4 * r3 + 2 * r6 + r12 The r values are simple returns: r1 = close / close - 1, and so on for 63, 126 and 252 bars. The one-month return gets the heaviest weight (12), the twelve-month return the lightest (1). Recent momentum matters more, but the yearly anchor keeps the score from overreacting to short-term noise. There is no normalisation. The raw score is used only for two things: ranking assets within each universe, and checking whether it is positive or negative for the breadth count. 2.2 The two universes Keller and Keuning specified these defaults: Offensive (growth): - SPY (S&P 500) - EFA (international developed) - EEM (emerging markets) - AGG (US aggregate bonds) Defensive (preservation): - LQD (investment-grade corporate bonds) - IEF (7-10 year treasuries) - SHY (1-3 year treasuries) All seven are changeable in the settings. If you swap in other ETFs, make sure they have enough history. 2.3 The breadth rule Each day the indicator counts how many offensive assets have positive momentum. Call the count of non-positive ones n_negative. The rule: - n_negative >= B (default 1): go to the top defensive asset - n_negative < B: go to the top offensive asset With B=1, one single negative asset triggers the switch. That is aggressive in the sense of being quick to flee. Keller and Keuning argue this is the right trade-off. Breadth erosion tends to precede broader sell-offs, so early rotation is worth the occasional whipsaw. 2.4 Rebalancing The paper prescribes monthly rebalancing. The indicator locks the allocation at the close of the last trading day of each month. Everything that happens between rebalances is monitoring only. The dashboard shows both the locked position ("held") and what the model would do today ("live"). Daily rebalancing is available as an option. It is not what the paper tested. 2.5 Ties When two assets have the exact same momentum score, the one listed first wins. Sounds arbitrary because it is. But four overlapping return windows make exact ties rare in practice. 3. What you need - TradingView, any plan (free works, Pro lifts the alert cap) - A daily chart. The lookbacks assume daily bars. On weekly or intraday charts the periods are wrong and the dashboard flags it. - 252 bars of history for every symbol. Until that is available, the model shows "warming up". 4. Setup and settings 4.1 Getting started Add the indicator to any daily chart via the TradingView indicator search. It loads with the Keller/Keuning defaults. The status row at the bottom of the dashboard tells you when the model is ready. 4.2 Strategy Breadth Threshold (B): 1 matches the paper. Raising it to 2 means two assets have to go negative before the model rotates. Fewer whipsaws, slower reaction. Monthly Rebalancing: On by default. Off gives you daily updates, which is useful for experimentation but not what the literature tested. 4.3 Symbols Offensive and defensive universes are fully configurable. If you replace an ETF, check that TradingView has daily data going back at least a year. 4.4 Visuals Background Mode: "Position" tints the background green (offensive) or red (defensive). "Off" removes it. Candle Colouring: Paints candles by breadth strength. Full green at 4/4 positive, full red at 0/4, faded tones in between. Transparency is adjustable. Color Theme: Eight palettes. All of them work in both dark and light mode. Glow Effect: Adds layered transparent lines behind the main plot. Useful if the signal gets lost in a busy chart. Off by default. 4.5 Dashboard The table in the top right (moveable) shows: - Regime: offensive or defensive, with the breadth count - Allocate: which specific ETF to hold (100% always) - Live: intra-month reading (only visible in monthly mode) - Individual asset rows: 13612W scores and a trend arrow (up, down, or flat compared to 5 bars ago) - Status: "active", "warming up", or "wrong timeframe" 4.6 Alerts Five conditions, all behind a master switch: - Regime switches to offensive at month-end - Regime switches to defensive at month-end - Held asset changed (same regime, different pick) - Live breadth dropped between rebalances - Live breadth recovered between rebalances The live alerts are early warnings, not trade signals. They tell you the next rebalance might produce a change. 5. Reading the chart The step line maps the breadth count to a 0-10 scale: | Breadth | Value | What it means | | 4/4 positive | 0.0 | Everything trending up | | 3/4 positive | 2.5 | One weak link, still offensive with B=1 | | 2/4 positive | 5.0 | Defensive if B is 2 or below | | 1/4 positive | 7.5 | Broad weakness | | 0/4 positive | 10.0 | Nothing working | The threshold line sits at B * 2.5. Above it means defensive. The zone fill below the threshold marks the offensive region. One thing to keep in mind: the distances between these steps do not mean anything quantitative. 5.0 is not "twice as bad" as 2.5. It is an ordinal display, not a risk score. 6. How to actually use it The simplest workflow: check the dashboard on the last trading day of the month. Look at the "Allocate" row. Buy that ETF at the open of the next session. Done until next month. If you want a heads-up, turn on the live alerts. A "breadth dropped" alert mid-month tells you the next rebalance might flip regimes. That gives you time to plan, not to act early. The month-end values are what count. VAA does not know about your taxes, your broker fees, or your risk tolerance. Treat it as one input to your decision process, not the whole process. 7. What the model does not do It does not model execution. There is no bid-ask spread, no slippage, no market impact. It cannot protect you from whipsaws. Momentum systems by nature struggle in choppy, directionless markets. The breadth filter helps, but a month where sentiment flips back and forth will still produce unnecessary trades. Monthly rebalancing is both a feature and a weakness. It keeps you from overtrading, but it also means a crash in the middle of a month does not trigger any action until month-end. The backtests in the paper used extended data that goes back to 1970. The actual ETFs (EEM, AGG) only started trading in 2003. TradingView data will not replicate the full historical period. The model is always invested. There is no cash option. You are either in the top offensive or the top defensive ETF. Momentum can stop working. Correlations change. What the academic literature documents as a persistent anomaly can go through multi-year stretches of underperformance. The 2009 recovery, for instance, was fast enough to catch most trend-following systems off-guard. 8. Common questions Why does it say "warming up"? The model needs 252 daily bars per symbol. Loading the indicator on a chart without enough history means it cannot compute the twelve-month return component. Can I run this on a 4-hour chart? You can, but 21 bars on a 4-hour chart is not a month. The lookbacks will be wrong. The dashboard will flag this. I changed the symbols and the readings look off. Make sure the replacement ETFs actually have a year of daily data on TradingView. Some regional ETFs or newer funds do not. The live reading disagrees with the held position. That is expected in monthly mode. The held position only updates at month-end. The live reading shows what would happen if you rebalanced today. They diverge by design. Should I trade every time the live reading changes? No. Unless you deliberately turned off monthly rebalancing, the live reading is for awareness, not for execution. References Antonacci, G. (2014) Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk. New York: McGraw-Hill. Asness, C.S., Moskowitz, T.J. and Pedersen, L.H. (2013) 'Value and Momentum Everywhere', The Journal of Finance, 68(3), pp. 929-985. doi:10.1111/jofi.12021. Faber, M.T. (2007) 'A Quantitative Approach to Tactical Asset Allocation', The Journal of Wealth Management, 9(4), pp. 69-79. Jegadeesh, N. and Titman, S. (1993) 'Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency', The Journal of Finance, 48(1), pp. 65-91. doi:10.1111/j.1540-6261.1993.tb04702.x. Keller, W. and Keuning, J.W. (2017) 'Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less', SSRN Electronic Journal. doi:10.2139/ssrn.3002624. Moskowitz, T.J., Ooi, Y.H. and Pedersen, L.H. (2012) 'Time series momentum', Journal of Financial Economics, 104(2), pp. 228-250. doi:10.1016/j.jfineco.2011.11.003.
Indicador Pine Script®
por EdgeTools
Multi-Sector Oil Correlation TrackerI've been always interested in the correlation between oil prices and the different sectors, but after writing the article " 8 Reasons Why the 2026 Oil Shock Is Different From the 1970s Crisis ", I felt that I needed to go a bit further in understanding these correlations. This Multi-Sector Oil Correlation Tracker tracks real-time correlations between oil prices and major market sectors, helping you to identify sector rotation opportunities and oil price impacts. HOW IT WORKS Calculates Pearson correlation coefficients between crude oil NYMEX:CL1! (you can replace with TVC:USOIL ) and six key sectors: Energy (XLE) - Typically positively correlated Transportation (XTN) - Often negatively correlated (fuel costs) Consumer Discretionary (XLY) - Sentiment indicator Financials (XLF) - Economic health gauge Technology (QQQ) - Risk appetite proxy Industrials (XLI) - Economic activity measure Correlations range from -1 (perfect negative) to +1 (perfect positive). Values above ±0.5 indicate strong relationships. HOW TO USE STRONG POSITIVE (>0.5): Sector moves with oil - consider energy/inflation plays STRONG NEGATIVE (<-0.5): Sector moves against oil - defensive positioning WEAK CORRELATION (-0.3 to 0.3): Decoupling - sector-specific factors dominate Watch for correlation shifts at the reference lines (±0.3, ±0.5) to spot regime changes. USE CASES Sector Rotation Strategy: Identify which sectors benefit/suffer from oil moves Portfolio Hedging: Find negatively correlated sectors for balance Risk Management: Monitor when correlations spike (systemic risk) Energy Trade Timing: Confirm energy sector entries when correlation is strong Macro Analysis: Understand oil's current influence on different parts of the market Best used on daily or 4-hour timeframes for reliable statistical relationships. The chart above illustrates well how USOIL is correlated with XLE, and the indicator shows indeed a 0.46 correlation. Let me know if you have suggestions and comments. - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
2
Aegis HMA Sentinel [wjdtks255]Aegis HMA Sentinel : Multi-Filter Trend Execution System ■ OVERVIEW Aegis HMA Sentinel is a comprehensive trend-following execution framework designed for traders who demand statistical confirmation before entry. By synthesizing Hull Moving Average (HMA) with a Multi-Layer Filtering Engine, it identifies high-conviction breakout opportunities while managing risk through an integrated position-sizing calculator. ■ STRATEGIC ARCHITECTURE Dual-Trend Synchronization: Combines current timeframe HMA with an optimized HTF (Higher Timeframe) filter to ensure trades are only executed in the direction of the dominant market tide. The "White Line" Guardian: A long-term baseline that acts as a structural filter, preventing "Long" entries in bearish cycles and "Short" entries in bullish cycles. Multi-Dimensional Filters: Volume Filter: Detects institutional participation (1.5x average). Candle Momentum Filter: Validates the strength of the breakout bar’s body. Live Analytics Dashboard: A real-time performance tracker displaying Win Rate, Cumulative PnL, Total R/R, and Recommended Position Size based on your account equity.
Indicador Pine Script®
por wjdtks255
Execution Discipline EXECUTION DISCIPLINE – HOW TO USE (Jeff Sun Inspired) This indicator is a real-time execution filter, not a buy/sell signal system. It is designed to help you decide when NOT to trade and when conditions are aligned for high-quality setups. The table shows three columns: RULE – the condition being checked VALUE – the live market value of that condition STATUS – whether the rule is satisfied (OK) or violated (NO) The FINAL row is the most important: If FINAL = VALID → all conditions are satisfied and trading is allowed If FINAL = NO TRADE → even one rule is broken and you should not enter a trade RULES EXPLAINED: LoD Distance (Low of Day risk) Measures how far price is from the intraday low in ATR terms. Prevents buying weak or unstable price action. Rule: must be within 0.6 ATR from Low of Day. Distance from 50 Moving Average Prevents chasing extended moves. Rule: price must be within 4 ATR of the 50 MA. RVOL (Relative Volume) Measures institutional participation. Higher RVOL = stronger conviction and breakout strength. Rule: must be above the set threshold (default 1.5). 200 MA Trend Filter Ensures trades are taken only in supportive higher timeframe trend. Rule: 200 MA must be flat or rising. Time Filter Avoids early market noise and unstable opening volatility. Rule: no trades in first 30 minutes after market open. HOW TO USE IT: Step 1: Scan your watchlist during the trading session Step 2: Wait for FINAL = VALID Step 3: Only consider entries when all rules are OK Step 4: If any rule is NO, skip the trade completely IMPORTANT: This indicator does not predict direction. It only enforces discipline and filters low-quality trades. It is meant to improve consistency, not increase trade frequency. CORE PRINCIPLE: If it is not VALID, it is not a trade.
Indicador Pine Script®
Educacional
por satmmc86
PnL Target/Stop Calculator $100 - $2000This tool plots gains and losses in $100 increments from $100 - $2000. This can be used to find stop losses and targets based on PnL or to find the price where a specific loss or gain will occur at, and this is shown visually on chart with horizontal lines. The user must define 2 values: The average entry price and how much is invested. This is done by going into the indicator's settings and clicking the Input tab. Both entry and cash amount are used to determine where $100 increments of gain and loss are. What's displayed? - The brightest solid green line shows your entry. - The skinniest dashed green line shows $100 loss/gain. - The dotted green line shows $200 loss gain. - It also contains a 1.6% stop, shown by the dashed purple lines. - Solid green lines are $1000, $1500, and $2000. After $1000 gain, the indicator shows gain in $250 increments up until $2000. While PnL loss only goes up to $1000. Here is how this is calculated: $100 loss = . $100 gain = $200 loss = . $200 gain = ...And so on. To keep the horizontal lines after the indicator is removed, draw a horizontal ray or a horizontal line where the lines are drawn by the indicator and then remove the indicator after drawing the lines you wanted.
Indicador Pine Script®
por CryptoNFood
Index Futures Position Size CalculatorA simple, free position size calculator for CME index futures. Click Entry, click Stop Loss, pick your asset, get your contract size. That's it. ═══════════════════════════════════ ✦ SUPPORTED INSTRUMENTS MNQ • MES • NQ • ES — all CME tick values hardcoded. ═══════════════════════════════════ ✦ FEATURES → One-click Entry & Stop Loss directly on chart → Auto 1-handle SL buffer (protects against wick hunts) → Asset dropdown — no manual tick value entry → Custom rounding (≥0.75 rounds up, else down) → Green Entry / Red SL lines with price labels → Clean black-on-white size panel, top right ═══════════════════════════════════ ✦ HOW TO USE Add to chart → click Entry → click Stop Loss Settings → pick asset, enter Account Size & Risk % Read your size from the top-right panel ═══════════════════════════════════ ✦ TIP If you're trading a funded challenge, here are two clean ways to use this tool with your max loss limit: Method 1 — Loss budget split Decide how many consecutive losses you can take before you're out. Divide your max loss by that number, and use the result as your "Account Size" with Risk % at 100. Example: $2,000 max loss ÷ 5 losses = $400 per trade → Account Size: $400 | Risk %: 100 Method 2 — Direct percentage Enter your full max loss as Account Size and set Risk % to your per-trade percentage. Example: $2,000 max loss, risking 20% per trade → Account Size: $2,000 | Risk %: 20 Both give the same result — pick whichever feels more natural. ═══════════════════════════════════ ✦ A NOTE FROM THE AUTHOR Built with Claude AI for my own daily trading. Sharing it free because clean tools shouldn't be locked behind paywalls. 100% free. 100% open source. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, republish your own version — it's yours. ═══════════════════════════════════ ✦ DISCLAIMER Educational tool only. Not financial advice. Futures trading carries substantial risk of loss. Always verify calculations against your broker's parameters before trading. Built with ❤️ by REDz & Claude
Indicador Pine Script®
por Green_Room
Sovereign Trade Setup [Pro]Sovereign Trade Setup 👑 Stop manually calculating risk. Stop drawing messy lines. And most importantly—stop staring at the chart waiting for your levels to hit. The Sovereign Trade Setup is a premium, fully interactive visual trade manager designed to bridge the gap between trade ideation and flawless execution. Built with modern UI/UX principles, this indicator allows you to map out your entire trade directly on the chart using point-and-click mechanics, dynamically calculates your exact position size, and acts as an automated sentinel that alerts you the exact second your parameters are breached. 🌟 Key Features Interactive Point & Click Setup: No more typing numbers into settings menus. When you add the indicator, simply click the chart to anchor your Start Time, Entry Zone (High/Low), Stop Loss, and Take Profit targets. Hold Ctrl / Cmd (or use Magnet Mode) to snap directly to candle highs and lows! Auto-Direction Detection: Whether you are planning a Long breakout or a Short breakdown, the script instantly calculates the math. It compares your Entry to your Stop Loss and flips all logic and visual colors automatically. Dynamic Risk & Position Sizing Calculator: Input your total Account Balance and Risk Percentage (%). The indicator instantly calculates your maximum dollar risk and tells you exactly how many units/shares you need to buy to mathematically protect your capital. Pro-Grade Visuals & HUD: Features a sleek, translucent heads-up display (HUD) that tracks your real-time Risk-to-Reward (R:R) ratios and the exact status of your trade (Pending, Filled, Hit, or Stopped). Visuals can be fully customized or toggled off to keep your chart clean. 🚨 The Crown Jewel: State-Based "Set & Forget" Alerts 🚨 Trading should be about executing a plan, not babysitting a 1-minute candle. This indicator features a highly advanced, sequential alert system designed to prevent notification spam and only notify you when it matters. How the Alert Engine Works: The script remembers the "state" of your trade. It will only alert you to a Take Profit or Stop Loss if your Entry Zone has actually been filled first. Furthermore, if you get stopped out, it completely disables the Take Profit alerts so you don't get false positives later in the week. You can configure 4 distinct, single-fire alerts: 🟢 Entry Hit: Price has officially dropped into your setup zone. 🔴 Stop Loss Hit: Your invalidation level was breached. Trade over. 🎯 Take Profit 1 Hit: First target reached. Time to scale out or move stops. 🚀 Take Profit 2 Hit: Final target reached. How to set it up: Once your levels are drawn on the chart, click the Alert icon (the clock) in TradingView. Select "Sovereign Trade Setup " as the condition, choose "Any alert() function call", and let the indicator do the heavy lifting. Go live your life, and let your phone notify you when it's time to act! 📖 How to Use Add to Chart: Apply the indicator to your chart. Point & Click: TradingView will prompt you to click the chart 6 times. Click 1: Set the Start Time (click the specific candle where your setup begins so the script ignores historical data). Clicks 2-6: Set your Entry Zone boundaries, Stop Loss, and Take Profit levels. Fine-Tune: Open the indicator settings (⚙️) to micro-adjust your exact price levels to the penny, input your account balance, or customize your colors. Set Your Alerts: Create an alert using the "Any alert() function call" condition. Walk Away: Let the Sovereign Trade Setup watch the market for you.
Indicador Pine Script®
por SovereignCharts
Backtest Template [Backtest Terminal]Overview — What Is This Script? Backtest Template (BTT) is an open-source strategy framework designed to let traders test their own indicator logic without building the backtest infrastructure from scratch. Instead of writing stop loss management, session filters, alert systems, and trailing stops yourself, BTT handles all of that automatically. You bring your signal idea — BTT handles the rest. The template is designed for all markets: stocks, Forex, gold (XAUUSD), crypto spot, and crypto futures. It ships with a pre-built Moving Average Cross trigger and Moving Average Trend filter as working examples that you replace with your own logic. What Makes It Original Most backtest templates on TradingView are fixed strategies that test one specific indicator. BTT introduces a User Zone architecture: a single clearly marked section near the top of the script where the user replaces one pre-built trigger and one pre-built filter with their own Pine Script code. The engine below reads four fixed variable names and runs automatically — the user never needs to touch strategy orders, stop management, session logic, or the alert system. This design means a complete beginner can run their first backtest by changing fewer than ten lines of code, while an advanced user can plug in arrays, multi-timeframe calculations, or complex signal logic and the engine handles it identically. What The Engine Handles Automatically Once your signal is connected through the User Zone, the following run without any additional code: Stop Loss and Take Profit — three unit modes: percentage of price, fixed points (Forex / CFD), or fixed dollar amount (crypto / stocks) Stop Mode — Fixed (original level), Trailing (follows price), or Breakeven (moves to entry price) Trailing Stop — configurable distance and activation offset, each with matching %, point, and dollar unit inputs consistent with your Stop/Target Mode selection Breakeven Stop — configurable activation offset in the same unit system Disable Take Profit — when using Trailing mode, an optional toggle removes the fixed TP so the trailing stop becomes the sole exit Trade Direction — Long only, Short only, or Both Backtest Date Range — start and end date inputs Trading Day Filter — enable or disable any day of the week Trade Session Hours — exchange server time filter (HHMM-HHMM format) Trade Windows — four configurable local-time windows each independently set to Off, Blackout, or Trade Only mode with full timezone support Entry Signal Markers — green and red triangles that only appear when all conditions pass, so chart visuals exactly match what the strategy trades App Alerts — pre-formatted alert messages with ticker, direction, stop and target prices Custom JSON Alerts — four separate input fields for webhook bot integration, one per order event How To Use It — Quick Start Open the script in Pine Editor Find the User Zone near the top — it is clearly marked with a visual border and is the only section you need to edit Replace the pre-built Moving Average Cross trigger block with your own indicator signal, assigning your long condition to userLong and your short condition to userShort — always add and confirmed to both Replace the pre-built Moving Average Trend filter block with your own market condition, assigning to userFilterLong and userFilterShort Add to chart and open Strategy Tester User Zone Contract The engine connects to your signal through exactly four variables. Do not rename them: userLong → true on the bar you want to enter Long userShort → true on the bar you want to enter Short userFilterLong → true when Long entries are allowed userFilterShort → true when Short entries are allowed Always add and confirmed (barstate.isconfirmed) to userLong and userShort. This ensures the signal locks in only when the bar closes, preventing signals from changing value mid-bar. Setting userFilterLong = true disables the Long filter entirely. Setting it to a condition like close > ta.ema(close, 200) means Long entries are only allowed when price is above that EMA. Long and Short filters are independent — you can filter one direction while leaving the other open. Stop Loss and Take Profit — Three Unit Modes The Stop/Target Mode setting controls how SL and TP distances are measured: % (Percentage) — distance as a percentage of price. Suitable for stocks and crypto. Stop source can be the close price or the candle High/Low. Take profit is derived from stop distance × Risk:Reward ratio. Point - Forex / CFD — distance in instrument ticks (syminfo.mintick). Suitable for XAUUSD, EURUSD, and other Forex/CFD instruments. Example: 100 points on EURUSD (mintick = 0.00001) = 1 pip. Dollar - Crypto / Stock — fixed dollar distance from entry. Suitable for BTCUSD and US stocks. All trailing and breakeven offset inputs follow the same three-unit system. Use the , , or input that matches your selected Stop/Target Mode. Using the wrong unit input will result in a mismatch between your intended stop distance and the actual calculation. Stop Mode — Fixed, Trailing, Breakeven Fixed — stop loss stays at the original level from entry until hit or TP is reached Trailing — stop follows price at a configurable distance, locking in profit as price moves. The trailing activation offset controls how far price must move before trailing begins (shown as a yellow line on chart). Enable "Disable Take Profit" to let the trailing stop manage the entire exit without a fixed TP ceiling Breakeven — stop moves to the exact entry price once price moves a configurable distance in your favour (shown as a white line on chart) Trade Windows — Off, Blackout, Trade Only Each of the four time windows (Tokyo, London, New York, Custom) has an independent mode selector: Off — this window has no effect on entries (default for all four) Blackout — block all new entries while the current time is inside this window. Useful for avoiding high-volatility opens or news events Trade Only — only allow new entries while the current time is inside this window. Useful for targeting specific sessions or news event windows such as NFP or Fed announcements All times are entered in your local timezone selected from the My Timezone dropdown. The engine converts to UTC internally. Logic rules: Multiple Blackout windows use AND NOT logic — entries are blocked if the current time is inside any Blackout window Multiple Trade Only windows use OR logic — entries are allowed when the current time is inside any one Trade Only window If no windows are set to Trade Only, there is no time restriction on entries (same as all Off) Blackout and Trade Only can be combined: for example, set London to Trade Only and New York to Blackout to only trade the London session while avoiding NY volatility Trading Day and Session Trading Days — enable or disable any individual day of the week. Disabling a day prevents new entries — open positions are still managed on disabled days. Trade Session — set allowed hours in exchange server time (HHMM-HHMM format). Default 0000-0000 means 24 hours with no restriction. This uses exchange server time, not your local time. Alert System — App Alert and Custom JSON How to activate alerts: Set the alert mode to App Alert or Custom in the settings panel Create a TradingView alert on the chart (right-click → Add Alert) In the alert message box, paste exactly: {{strategy.order.alert_message}} This placeholder delivers the correct message for each order event automatically App Alert mode sends a pre-formatted text message for each event: ENTRY LONG : {price} STOP LOSS : {stop level} TARGET PRICE : {target level} Exit alerts include a PNL percentage. No additional setup is required. Custom mode — JSON webhook for bot integration: Four separate input fields accept a single-line JSON string — one per order event: Long Entry — fires when a Long position opens Long Exit — fires when a Long position closes (TP, SL, or trailing stop) Short Entry — fires when a Short position opens Short Entry — fires when a Short position opens Short Exit — fires when a Short position closes (TP, SL, or trailing stop) Paste your JSON as a single line into each field. TradingView's input.string stores the content as a single line regardless of how it was formatted, making it safe for all webhook receivers. Settings Guide — Commission, Slippage, Margin Default values are conservative starting points. Edit the strategy() declaration at the top of the script to match your broker and market. Detailed inline comments in the script explain every parameter. Commission defaults (0.1% per side, 2 ticks slippage): Stocks zero-commission broker → 0.0% Stocks SET Thailand → 0.16% Crypto spot (Binance) → 0.1% Crypto futures (Binance taker) → 0.04% XAUUSD $7 per standard lot → change commission_type to strategy.commission.cash_per_contract and commission_value to 0.07 ($7 ÷ 100 oz) Position sizing (default 2% of equity): For lot-based markets (Forex, XAUUSD) change default_qty_type to strategy.fixed and default_qty_value to the number of units. On XAUUSD: 1 unit = 1 oz, so 0.01 lot = value of 1, 0.10 lot = value of 10, 1.00 lot = value of 100. Margin/leverage simulation: Both margin_long and margin_short are 0 by default (no margin simulation). Formula: margin value = 100 / leverage ratio. Example: 1:500 leverage → margin_long = 0.2. These values cannot be set from the input panel — edit them directly in the strategy() call. Repainting Warning Before connecting any indicator to the User Zone, verify it does not repaint. A repainting indicator places signal arrows on past bars using data from future bars that did not exist at the time — backtest results will look excellent while live trading produces nothing like it. How to check using Bar Replay: Open the indicator on your chart and find a signal arrow in the past Open Bar Replay and rewind to before that signal appeared Step forward one bar at a time using Shift + → Do not use the Play button (Shift + ↓) — bars move too fast to catch a disappearing arrow If the arrow appears and stays permanently → safe to use. If the arrow appears then disappears or moves as you advance → repainting confirmed, do not use in a strategy. How to check using Alert Log: Enable the indicator's built-in alert, wait for it to fire on a live bar, then compare the alert log entry to the signal arrow on the chart. If they do not match in timing or direction → repainting. Disclaimer This script is published for educational purposes only. It is a framework and template — not a complete trading system and not financial advice. Backtest results shown in Strategy Tester reflect historical data only and do not guarantee future performance. Past performance is not indicative of future results. All trading involves significant risk of loss. Do not trade with money you cannot afford to lose. The results produced by this template depend entirely on the signal logic the user provides — the author accepts no responsibility for any trading decisions made using this script or any modifications of it. Before using any strategy in live trading, you should fully understand how it works, verify its logic independently, and test it thoroughly on a demo account. Always consult a qualified financial advisor before making investment decisions. The pre-built Moving Average Cross trigger and Moving Average Trend filter included in the User Zone are provided as examples only — they are not recommendations to trade any specific method.
Estratégia Pine Script®
por BacktestTerminal
4
CTZ Whale & Iceberg Detector CTZ Whale & Iceberg Detector** This indicator identifies two types of significant market activity: large institutional "whale" trades and hidden "iceberg" orders, using statistical volume analysis to surface moves that would otherwise be invisible on a standard chart. **How it works** Volume anomalies are detected using a Z-Score calculation — rather than comparing volume to a fixed multiplier, it measures how many standard deviations the current bar's volume sits above its rolling average. This makes the indicator self-adjusting across different assets, timeframes, and market conditions without needing to reconfigure settings. Whale signals fire when volume is statistically anomalous (Z ≥ 2.5 by default) and accompanied by a meaningful price move, confirming that large participation is actually moving the market in a clear direction. Iceberg signals fire when elevated volume (Z ≥ 1.5) appears alongside a flat price move. This pattern suggests a large order is being worked in the background — absorbing liquidity without revealing its full size, a classic characteristic of institutional iceberg execution. Each signal is rated 1–5 stars based on conviction, combining the Z-Score magnitude and price impact into a single readout so you can quickly prioritise which signals deserve attention. Features - Z-Score based volume anomaly detection — adapts to any asset or timeframe - Separate thresholds for whale and iceberg detection - Optional EMA trend filter — restricts buys to bullish trend and sells to bearish trend to reduce counter-trend noise - Signal strength rating (★ to ★★★★★) - Session counters for whale buys, whale sells, iceberg buys and iceberg sells - Real-time dashboard showing Z-Score, vol ratio, price impact, strength and trend - Optional volume labels showing raw bar volume in thousands - Background highlight on signal bars - Full alert support for all four signal types Recommended use Best used as a confluence tool alongside price action, support/resistance levels, or your existing setup. A whale or iceberg signal alone is not a trade — it is evidence of significant participation that warrants closer attention. Higher star ratings and signals aligned with the trend filter carry the most weight.
Indicador Pine Script®
por CryptoTradingZone
QuantumEdge: Professional Trade Manager & Risk Safety [V6]QuantumEdge is a comprehensive trading solution designed for disciplined traders who prioritize risk management and confluence-based entries. This indicator combines trend-following logic with a built-in position calculator and real-time trade tracking. How it Works: The script uses a multi-layered filter to identify high-probability setups: Trend Confluence: Uses Fast and Slow EMAs to determine direction. Momentum & Strength: Integrates RSI (above 52/below 48) and ADX (threshold > 20) to ensure the market is trending, not ranging. Volume Confirmation: Features a Relative Volume (RV) filter that triggers signals only when trading volume is significantly higher than the average, confirming "smart money" participation. Key Features: Dynamic Dashboard: Real-time monitoring of your Total Bank, Margin Required, and Live PnL based on your leverage (optimized for Bitget/Binance style trading). Automated Risk Management: Calculates Position Size and Liquidation Price instantly. Tiered Take-Profits: Provides 3 TP levels (50%/30%/20% split logic) and a Trailing Stop-Loss that activates after TP3 to lock in maximum gains. Visual Safety: Clean UI with labels for Entry, Stop-Loss, and Targets directly on the chart. Inputs & Customization: Risk: Set your total wallet and % risk per trade. Signals: Adjust EMA lengths and the "Signal Strength %" (default 80%) to filter out noise. ATR Targets: All SL and TP levels are based on market volatility (ATR), making it adaptive to any timeframe. ⚠️ Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes only and does not guarantee profits. Use the built-in risk safety features to manage your exposure.
Indicador Pine Script®
por serRene
1
Seasonality Window Analyzer PROSeasonality Window Analyzer measures how any asset has historically performed during a specific calendar window — defined by a start date and end date (day/month) — across every year of available history. Set your seasonal window once and the indicator automatically scans all historical data, isolating each year's price action within that exact period and recording the return from open to close of the window, the maximum intra-period rise, and the maximum intra-period drawdown. The results table lists every year individually with full color-coding, paginated for readability across long histories, with a persistent statistics panel always visible showing: Average Return, Median, Win Rate, Cumulative Return, Average Rise, Average Drop, Best Year, Worst Year, Sharpe Ratio, and Sortino Ratio. Controls: — Start/End Day & Month: define any calendar window (e.g. 9 Apr → 7 Jun) — Start From Year: restrict the sample to a specific regime — Rows per page / Page: navigate long histories without losing the stats panel Works on any asset and any chart timeframe — data is always read at daily resolution for precision. No repainting. Designed for: macro analysts, seasonal traders, and researchers who want to quantify recurring calendar patterns across equities, commodities, forex, crypto, and indices.
Indicador Pine Script®
por pcingari
Zen YCT - Liquidity MonitorThe "Zen YCT - Liquidity Monitor," is a sophisticated macro-overlay designed to track global liquidity stress by monitoring the Yen Carry Trade (YCT) and bond yield differentials. It translates complex intermarket relationships into a simple "Traffic Light" dashboard on your TradingView chart. Core Concept - The indicator operates on the premise that global liquidity is often driven by the yield spread between US and Japanese government bonds. When these spreads compress rapidly (Z-score drops) or the USD/JPY pair breaks down, it signals a potential unwinding of the carry trade, which historically leads to volatility in equities (like the QQQ). Key Features & Mechanics 1. Intermarket Data Integration - The script pulls data from several key asset classes to build a "Stress Profile": -Yield Spreads: Monitors the gap between US and Japanese 2-Year and 5-Year yields. -Currency Momentum: Tracks the Rate of Change (ROC) for USD/JPY on a 4-hour timeframe. -Volatility: Monitors VIX acceleration to confirm if market fear is rising alongside liquidity shifts. 2. Statistical "Stress" Logic (Z-Scores) Rather than looking at raw prices, the script calculates a Daily Z-Score for the spreads and the VIX. This measures how many standard deviations the current value is from its mean over a specific lookback period (default 20 days). -A negative Z-score in the yield spreads suggests the "carry" is becoming less attractive or a squeeze is occurring. -A positive Z-score in the VIX indicates an abnormal spike in fear. 3. The "Traffic Light" Status System 🟢 Liquidity Stable - Normal historical range 🟡 Stress Rising - 2y/5Y spreads not favorable 🔴 Liquidity Crunch Spreads Dashboard Elements The script renders a clean, customizable table (default: Top Right) displaying: -Zen YCT Header: Shows the emoji status (🟢/🟡/🔴) for at-a-glance monitoring. -2Y / 5Y Stress: The real-time Z-scores of the US-Japan bond spreads. -Stress Delta: The difference between the 2Y and 5Y stress levels. -VIX Accel: The current sigma move of the VIX (e.g., "2.5σ"). Usage Tip This is a Macro-Overlay, not a traditional buy/sell signal generator. Use it to determine "Market Regime." If the Zen YCT turns Red, it suggests that even if your technical setup looks good, the underlying plumbing of the market is broken, and the risk of a "Sigma Move" to the downside is significantly elevated.
Indicador Pine Script®
por zenvita
Gangesh golden ema crossoverLogic Breakdown Golden crossover (BUY): EMA 20 crosses above EMA 50 EMA 50 above EMA 200 (trend confirmation) Death crossover (SELL): EMA 20 crosses below EMA 50 EMA 50 below EMA 200 Candlestick confirmation: Bullish pattern (e.g., bullish engulfing) Bearish pattern (e.g., bearish engulfing) Signals: Green dot → crossover only (buy) Red dot → crossover only (sell) Buy arrow → crossover + bullish pattern Sell arrow → crossover + bearish pattern
Indicador Pine Script®
por rlygangesh
Machine Learning Supertrend [Aslan]Hey everyone 👋, This is an indicator I've been working on for a long time. Its not really finished yet, but I think it has huge potential. It uses a SuperTrend foundation layer with momentum filtering, volume confirmation, and, most importantly, an adaptive engine that continuously adjusts its own parameters based on recent performance. It fires entry arrows on the chart while running a background simulation to score how the current settings are performing — then quietly adjusts itself over time. Two systems run in parallel: the signal engine that produces the arrows you see, and a background test matrix that opens and closes simulated trades to feed the optimizer. The optimizer adjusts parameters, which produces better signals, which feeds back into better learning. The Core Concept At its heart this is a SuperTrend indicator — a volatility band that flips bullish or bearish as price crosses it. Signals fire either when that flip occurs (Reversal mode) or when price pushes to a new extreme within the current trend (Breakout mode). On top of this, three adaptive learning layers run continuously: Global Optimizer — rolling window of recent trade results that proposes parameter changes based on win rate, Sortino ratio, and profit factor Micro-Batch Processor — a faster layer that groups results into mini-batches for quicker adjustments Regime Grid — a 2D memory map that remembers what settings worked under similar market conditions (trend strength × volatility) and biases proposals accordingly The Most Important Settings — Start Here Band Width (Group ②) — Default: 1.4 The single most impactful setting in the entire indicator. Controls how wide the SuperTrend bands are. Lower values (1.0–1.2) create tight bands that flip often, giving more signals but more noise. Higher values (2.0–3.0) only flip on large structural moves, giving fewer but stronger signals. If your chart feels too noisy, raise this first. Higher values result in more trend following signals, while lower ones result in more contrarian signals. Lookback Window (Group ②) — Default: 30 How many bars back the indicator scans when detecting new highs and lows. Lower values (10–15) react to minor swings and fire frequently. Higher values (50–100) only react to large structural pivots. Tune this alongside Band Width — they work together. Signal Type (Group ①) — Default: Reversal Pick one and stick with it. Reversal catches turning points when a trend exhausts. Breakout rides momentum to new extremes. Reactivity / Master Dial (Group ⑥) — Default: 10 Controls how aggressively the adaptive engine responds to new information. Value of 1 = very conservative, slow to adapt, stays close to your base inputs. Value of 20 = aggressive, adapts quickly and can drift far from base settings. Start at 10 and only raise it if the market you're trading changes character frequently. Signal Spacing (Group ①) — Default: 10 Minimum bars between any two signals. Prevents clustered rapid-fire entries in choppy zones. Lower on fast timeframes (3–5 on 1-min), higher on daily charts (20–30). Group-by-Group Reference ① Signal Mode Signal Type — Reversal catches trend exhaustion flips. Breakout rides momentum to new extremes. Pick one. Require Fresh Pivot — When on, a signal only fires if price made a genuine new high/low first. Off = more signals, more noise. Signal Spacing — Minimum bars between signals. Tune per timeframe. ② Volatility Envelope Lookback Window — Bars scanned for new highs/lows. Lower = more reactive, more signals. Smoothing Period — ATR calculation period. Lower = faster reaction to volatility, more band flips. Band Width — ATR multiplier for band width. The most impactful setting in the indicator. Lower = more signals, higher = fewer stronger signals. Price Basis — Which price source feeds SuperTrend. hlcc4 (default) is smoothest, close is most reactive. True Range Mode — On = RMA-smoothed ATR (standard). Off = EMA-smoothed, faster but noisier. ③ Momentum Filter Active — Toggles RSI filtering. Off = more signals but no momentum confirmation. Length — RSI period. Lower = more volatile RSI, filter triggers more easily. Hot Zone Memory — How many bars back it checks whether RSI was overbought (for sell confirmation). Higher = more lenient. Cold Zone Memory — Same concept for oversold / buy confirmation. RSI Hot/Cold Levels (set in Group ⑬) — Overbought/oversold thresholds. Default 70/30. Wider = more signals, tighter = fewer. ④ Flow Analysis Sample Depth — Bars averaged to define "normal" volume. Surge Threshold — Volume must exceed this multiple of average to count as a surge (1.2 = 20% above average). Require Surge — When on, signals only fire with volume confirmation. Dramatically reduces count but greatly improves quality. Worth enabling. ⑤ Signal Quality Key Levels Only — Only signals at major structural turning points fire. Fewer signals — suited for swing traders. Key Level Depth — ATRs the price range must span to qualify as a key level. Only matters when Key Levels Only is on. ⑥ Master Dial Reactivity (1–20) — The meta-knob for the entire adaptive engine. Controls batch size, adaptation speed, deadband sensitivity, and EMA alpha simultaneously. If you only change one adaptive setting, change this. Micro-Batch Processing — Enables the faster mini-batch learning layer. On = quicker adaptation. Live Pressure Sensor — Tracks cumulative up/down-tick volume flow on live bars to bias the optimizer's step size. Only affects live charts. ⑦ Auto-Tune Engine Enable Auto-Tune — Master switch. Off = fixed parameters forever, just a traditional indicator. Use Background Test Matrix — Runs the 5×5 simulated trade grid. Must be on for any adaptation to occur. Lock Envelope to Base — Forces plotted bands to use your original inputs visually even if internal parameters have drifted. The signal engine always uses adapted values regardless. ⑧ Optimizer Most users don't need to touch these — the defaults work well. Step Size — Base learning rate. Higher = faster but potentially overshooting adaptation. History Depth — Rolling window of trades used to compute statistics. Higher = slower but more stable learning. Win Ceiling / Floor — Win rate thresholds that trigger parameter tightening or loosening. Momentum Smoothing — EMA blend factor for applying new proposals. Higher = faster-acting changes. Update Cooldown — Minimum bars between parameter updates. Prevents rapid oscillation. Deadband Width / Period — Proposed changes must exceed these thresholds before being applied. Filters micro-jitter. Anchor Revert Interval / Strength — Every N bars, parameters drift back toward your base inputs. Safety mechanism against unbounded drift. P&L Cap per Trade — Clips outlier trades at this USD value before learning from them. Prevents one giant win/loss from distorting statistics. ⑨ Risk Guard Max Entries / Session — Stops new signals after this many trades in a day. Session Loss Limit — Pauses trading if cumulative session P&L drops below this USD amount. Base Pause After Loss — Bars to wait after a losing trade. Prevents revenge trading. Streak Limit — Pauses after this many consecutive losses. Scale Pause by Loss Size — Larger losses trigger proportionally longer pauses. Enforce on Test Matrix — Applies risk rules to the background simulation too. Usually leave off so the matrix always has fresh data. ⑩ Context Memory (Regime Grid) Enable Regime Grid — Activates the market-context memory system. Regime / Volatility Bins — Resolution of the grid on each axis. More bins = finer resolution but slower confidence buildup per cell. Neighbor Blend Radius — How much adjacent grid cells blend into each other. Higher = smoother but less precise. Decay Half-Life — How quickly older data in a cell loses weight. Lower = faster forgetting. Max Grid Influence — How much the regime grid can dominate the global optimizer. 0.65 = up to 65% grid contribution. ⑪ Decay Traces Short-term fading trade memory that specifically monitors for large adverse moves to tighten stops. Enable Trace Buffer — Activates short-term memory. Fade Rate — Energy reduction per bar. Higher = only very recent outcomes matter. Adverse Move Threshold — MAE in ATR units above which a trade is flagged as a tail event. Guard Tighten Cap — Maximum stop tightening allowed from tail-event feedback. ⑫ State Snapshot Restore String — Paste a previously exported snapshot here to reload learned parameters and grid cells across reloads. Export Now — Toggle on to emit the current learned state as an alert string. Toggle off afterward. Import on Next Bar — Applies the Restore String on the next confirmed bar. Risk Management (TP/SL Overlay) Show TP & SL — Toggles the visual overlay. TP/SL for — Which signal type drives the levels — Contrarian, AI Supertrend, or Both. TP 1/2/3 — Take-profit multipliers relative to the stop distance. Set any to 0 to disable that level. Quick Tuning Guide Too many noisy signals? Raise Band Width → raise Lookback Window → raise Signal Spacing → enable Require Surge → enable Key Levels Only. Too few signals? Lower Band Width → lower Lookback Window → lower Signal Spacing → disable Require Surge → disable Key Levels Only → widen RSI Hot/Cold levels. Want faster adaptation? Raise Reactivity toward 15–18 → lower History Depth → lower Decay Half-Life. Want more stability? Lower Reactivity toward 3–5 → raise History Depth → raise Anchor Revert Interval. Starting fresh on a new instrument? Let the indicator run for at least 50–100 bars before evaluating, then use Export Now to save the learned state so it survives a chart reload.
Indicador Pine Script®
por Zimord
42
OTC Buy Signal: Name Change & SplitsOTC Buy Signal: Name Change & Splits This script is a simple event-driven tool designed for traders who monitor OTC equities for corporate actions that may affect price behavior, sentiment, or speculative interest. The main focus of the script is split activity, with specific logic for forward splits and reverse splits. It is intended to help visually identify situations where a stock may become relevant again after a qualifying event, while also filtering out symbols that have recently undergone reverse splits. In many OTC names, corporate actions can matter just as much as technical structure. This script tracks stock split data and applies a basic event filter: • Forward splits can be treated as buy signals • Reverse splits are treated as caution events • A user-defined exclusion period blocks signals after a reverse split The purpose is to reduce noise and avoid immediately qualifying symbols that may still be in a weaker post-reverse-split phase. How It Works The script requests split data directly from TradingView’s corporate actions feed and evaluates the split ratio: • Ratio greater than 1.0 = forward split • Ratio less than 1.0 = reverse split When a reverse split is detected, the script stores the event time and begins an exclusion window based on the number of days selected in settings. If forward split signals are enabled, a buy signal will only print when the symbol is outside that exclusion period. Signal Logic Buy Signal • Triggered by a forward split event • Only valid if the chart is outside the reverse split exclusion window Reverse Split Warning • Printed when a reverse split occurs • Used as a visual warning and as the starting point for the exclusion timer Exclusion Zone • The chart background is shaded during the exclusion period after a reverse split • This makes it easier to visually confirm when signals are being suppressed Visual • Buy markers below price for qualifying events • Reverse split markers above price • Background highlight during the exclusion window • Alert conditions for both buy signals and reverse split warnings Important Limitation This script can detect split events through TradingView’s corporate action data, but it does not automatically detect historical name changes unless those changes are reflected through ticker or corporate action behavior. Because of that, the script is best understood as a split-based OTC event tracker rather than a full name-change detection system. Use Cases This tool may be useful for: • OTC traders screening for event-driven setups • Monitoring forward split activity • Avoiding recent reverse split names • Building a broader OTC watchlist process Notes This is a specialized filter, not a full trading system. It is best used alongside: • Manual OTC research • Corporate action review • Chart structure and liquidity analysis • Risk management As always, event-based setups should be validated with additional context before acting on them.
Indicador Pine Script®
por ZenOutMan
Leverage Strategy Shell [by Oberlunar]Leverage Strategy Shell ★ by Oberlunar A quantitative strategy shell that executes no logic of its own. It receives entry and exit signals from any external indicator through a standardised protocol, then sizes each position through a full risk engine, executes against TradingView's broker emulator, and produces a post-trade analytics suite that no native strategy tester can match. Think of it as a risk manager that sits between your signal generator and the market. The core idea is the separation of concerns. Your indicator decides when to trade. This shell decides how much to trade, enforces margin constraints, tracks every position through intrabar LTF data, and decomposes your equity curve into R-multiple and time distributions so you can see exactly where your edge lives — and where it doesn't. Signal Protocol The shell reads three values from your indicator via input.source() . Your indicator must plot them with display=display.none so they don't clutter the chart. // In your indicator: signal = longCondition ? 1 : shortCondition ? -1 : exitLong ? 2 : exitShort ? -2 : 0 stopPx = longCondition ? yourStopPrice : shortCondition ? yourStopPrice : 0 tpPx = longCondition ? yourTPPrice : shortCondition ? yourTPPrice : 0 plot(signal, "Signal", display=display.none) plot(stopPx, "Stop", display=display.none) plot(tpPx, "TP", display=display.none) Signal is the only mandatory source. It accepts five discrete values: +1 opens a long, -1 opens a short, +2 closes an open long, -2 closes an open short, and 0 means no action. The shell is edge-triggered — it fires only on the transition from one value to another, so holding +1 for multiple bars will not produce multiple entries. Stop is optional. When your indicator provides a stop price, the shell uses it for the exit order and for computing the risk distance that drives position sizing. When the source reads zero or equals the bar's close, the shell falls back to its internal stop model (ATR × multiplier or percentage). This means any indicator, from a simple moving-average crossover to a complex volatility regime detector, can plug in and immediately inherit disciplined risk management. TP is also optional. If provided, the shell places a limit exit at that price alongside the stop. If not, the position lives until a +2 or -2 signal closes it. To connect: apply your signal indicator to the chart first, then apply the shell to the same chart. In the shell's settings, map each input.source() to the corresponding plot from your indicator. That is the entire integration. No code changes to your indicator beyond adding the three plot lines above. Risk Engine Position sizing is not a percentage of equity and not a fixed lot. It is derived from the actual risk per trade, defined as the monetary distance from entry to stop expressed in account currency. The engine computes tick value as tickSize × pointValue , converts to account currency through request.currency_rate() , then calculates the cost of the stop being hit: stopTicks × tickValue × ccyRate . To this it adds a friction estimate (spread + entry slippage + exit slippage, all in ticks) and the round-trip commission cost. The budget available for the trade is capital × riskPercent / 100 . Raw quantity is budget / totalCostPerUnit , floored to the instrument's minimum contract step and capped by the margin constraint capital / (notionalPerUnit × marginPercent) . The final quantity is the smaller of the risk-sized and margin-capped values. The commission model supports three modes. Per Order subtracts a fixed dollar amount per order from the risk budget before dividing by the per-unit cost — this is the simplest to configure and is the default. Per Contract scales linearly with quantity. Percent scales with notional value. In all three cases, the engine accounts for the full round-trip cost before committing capital. The strategy declaration at the top of the script uses compile-time constants for initial_capital , commission_type , commission_value , slippage , and margin_long/short . These are the values TradingView's broker emulator actually uses during the backtest. The input panel exposes the same parameters for the dashboard and sizing engine. If the two diverge, a red DECL MISMATCH warning appears at the bottom of the table — edit the constants in the source (marked with ✏️) to match your inputs. Trade Tracking Once a position is filled, the shell begins monitoring it through lower-timeframe intrabar data via request.security_lower_tf() . For each open trade it checks, bar by bar, whether the price path has reached -1R, +1R, +2R, +3R, or +5R from the entry, using the stop distance frozen at signal time as the unit of R. It records whether each level was touched and how many minutes it took to get there. Trade close detection uses strategy.closedtrades as an event counter, not strategy.position_size == 0 . This is critical for robustness: when the strategy reverses from long to short in a single bar, position_size never passes through zero, but closedtrades still increments. The entry price for R-multiple calculation comes from strategy.position_avg_price — the real fill, not the close of the signal bar. The stop distance follows a three-stage chain. At signal time, stop and distance are frozen into pending variables. At fill time, when the position actually exists, they transfer into active tracking variables. At trade close, when closedtrades increments, the active stop distance is pushed into a closed-trade array that stays perfectly aligned with TradingView's internal trade index. This eliminates the fragile parallel-array problem that plagues most custom trade trackers. Analytics Dashboard The dashboard is a single unified table rendered on the last bar. It has three main blocks. Left panel shows live strategy metrics computed from all closed trades: Profit Factor, Win Rate, Expectancy in account currency, average R-multiple at exit, average Win R and Loss R with trade counts, maximum drawdown, annualised Sortino ratio and Calmar ratio, and average trade duration. These are not approximations — they iterate over every strategy.closedtrades.profit(i) , entry_price(i) , exit_price(i) , and entry_time(i)/exit_time(i) on the final bar. Right panel, upper block — R Distribution. Every closed trade is binned by its R-multiple at exit into eight buckets: below -1R, -1R to -0.5R, -0.5R to zero, zero to +0.5R, +0.5R to +1R, +1R to +2R, +2R to +3R, and above +3R. Each row shows the count of trades in that bin, the average P&L, the average duration, and the win percentage. The background colour shifts from red to green with the bin's average R. This is the distribution that tells you whether your strategy is a small-loss / big-win machine or something else entirely. Right panel, lower block — Time Distribution. The same closed trades are binned by duration into six buckets: under 6 hours, 6–24 hours, 1–3 days, 3–7 days, 1–4 weeks, and over 4 weeks. Each row shows count, average R, average P&L, and win rate. This reveals the time structure of your edge. A well-functioning trend-following signal will show negative average R in the short buckets (quick stops) and strongly positive R in the long buckets (runners). If the pattern is flat or inverted, the signal has no time edge. Below the distributions, a Trade R-Level HIT% row shows what fraction of completed trades touched each R-level during their lifetime, with the average time to reach it. This is a different question from exit R: a trade can touch +3R intrabar and then close at +1.5R. The HIT% row captures the maximum favourable excursion in R-space, which is useful for evaluating whether wider take-profit targets are viable. A Multi-Risk Sizing table at the bottom shows what the position size, notional, margin, and risk dollar would be at seven different risk percentages from 0.25% to 10%, so you can instantly see the scaling profile of your current instrument without changing any input. Setup checklist Add three plot() lines to your indicator (Signal, Stop (optional), TP(optional)) following the protocol above. Apply your indicator to the chart. Apply this strategy shell to the same chart. In the shell's settings, map the three input.source() fields to the corresponding plots from your indicator. Set Account Capital, Leverage, Commission Type and Value to match your broker. Then edit the ✏️ constants at the top of the script to the same values — these are compile-time and cannot follow input changes. Verify no DECL MISMATCH warning appears in the table. Run the backtest. Read the R and Time distributions. Decide whether your signal has edge. The strategy declaration uses process_orders_on_close=false and use_bar_magnifier=true by default. Orders fill on the next bar's open, which is realistic for market orders. Bar magnifier uses lower-timeframe data to improve fill simulation on higher timeframes. Both settings can be changed in the source if your workflow requires it. The very simple tested strategy is the following: // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © Oberlunar ★ //@version=6 indicator("EMA Trend Signal ★ Oberlunar", overlay=true) // ═══════════════════════════════════════════════════════════════════════════════ // INPUTS // ═══════════════════════════════════════════════════════════════════════════════ i_emaFast = input.int(19, "EMA Fast", minval=2, group="EMA") i_emaMid = input.int(49, "EMA Mid", minval=2, group="EMA") i_emaSlow = input.int(154, "EMA Slow", minval=2, group="EMA") i_slopeBars = input.int(5, "Slope Lookback", minval=1, maxval=50, group="EMA", tooltip="Bars to measure EMA slope. Positive = ema now > ema N bars ago.") i_atrMult = input.float(1.5,"Stop ATR Mult", minval=0.1, step=0.1, group="Stop & TP") i_rrRatio = input.float(2.0,"R:R Ratio for TP", minval=0.5, step=0.5, group="Stop & TP", tooltip="0 = no TP, exit by signal only.") i_showEMA = input.bool(true,"Show EMAs", group="Visual") // ═══════════════════════════════════════════════════════════════════════════════ // EMAs + SLOPE // ═══════════════════════════════════════════════════════════════════════════════ float ema21 = ta.ema(close, i_emaFast) float ema50 = ta.ema(close, i_emaMid) float ema200 = ta.ema(close, i_emaSlow) float atr = ta.atr(14) // Slope: positive if EMA21 is rising over N bars float slope21 = ema21 - ema21 bool slopeUp = slope21 > 0 bool slopeDn = slope21 < 0 // ═══════════════════════════════════════════════════════════════════════════════ // ENTRY CONDITIONS // ═══════════════════════════════════════════════════════════════════════════════ // ── LONG ───────────────────────────────────────────────────────────────────── // Price crosses above EMA21 // EMA50 and EMA200 are BELOW (bullish alignment: 21 > 50 > 200 under price) // Slope is positive bool bullishAlignment = ema50 < ema21 and ema200 < ema50 bool priceCrossUp = ta.crossover(close, ema21) bool longEntry = priceCrossUp and bullishAlignment and slopeUp // ── SHORT ──────────────────────────────────────────────────────────────────── // EMA21 below EMA50 AND below EMA200 (bearish alignment) // Slope is negative // Trigger: price crosses below EMA21 bool bearishAlignment = ema21 < ema50 and ema21 < ema200 bool priceCrossDn = ta.crossunder(close, ema21) bool shortEntry = priceCrossDn and bearishAlignment and slopeDn // ── EXITS ──────────────────────────────────────────────────────────────────── // Long exit: bullish alignment breaks (EMA21 crosses below EMA50) bool exitLong = ta.crossunder(ema21, ema50) // Short exit: bearish alignment breaks (EMA21 crosses above EMA50) bool exitShort = ta.crossover(ema21, ema50) // ═══════════════════════════════════════════════════════════════════════════════ // STOP & TP CALCULATION // ═══════════════════════════════════════════════════════════════════════════════ float longStop = longEntry ? math.min(low, ema50) - atr * i_atrMult : 0.0 float shortStop = shortEntry ? math.max(high, ema50) + atr * i_atrMult : 0.0 float longRisk = longEntry ? close - longStop : 0.0 float shortRisk = shortEntry ? shortStop - close : 0.0 float longTP = longEntry and i_rrRatio > 0 ? close + longRisk * i_rrRatio : 0.0 float shortTP = shortEntry and i_rrRatio > 0 ? close - shortRisk * i_rrRatio : 0.0 // ═══════════════════════════════════════════════════════════════════════════════ // SIGNAL PROTOCOL — Output for Leverage Strategy Shell // ═══════════════════════════════════════════════════════════════════════════════ // +1 = Long entry -1 = Short entry // +2 = Close long -2 = Close short // 0 = No signal float signal = longEntry ? 1 : shortEntry ? -1 : exitLong ? 2 : exitShort ? -2 : 0 float stopPx = longEntry ? longStop : shortEntry ? shortStop : 0 float tpPx = longEntry ? longTP : shortEntry ? shortTP : 0 // Plots: connect these to Strategy Shell's input.source() plot(signal, "Signal", color=color.new(color.yellow, 100), display=display.none) plot(stopPx, "Stop", color=color.new(color.red, 100), display=display.none) plot(tpPx, "TP", color=color.new(color.green, 100), display=display.none) // ═══════════════════════════════════════════════════════════════════════════════ // VISUAL — EMAs + Entry markers + Stop/TP levels // ═══════════════════════════════════════════════════════════════════════════════ plot(i_showEMA ? ema21 : na, "EMA 21", color=color.new(#FFD700, 0), linewidth=2) plot(i_showEMA ? ema50 : na, "EMA 50", color=color.new(#5b7dff, 0), linewidth=1) plot(i_showEMA ? ema200 : na, "EMA 200", color=color.new(#c792ea, 0), linewidth=1) // Entry arrows plotshape(longEntry, "Long", shape.triangleup, location.belowbar, color.new(#22d47a, 0), size=size.small) plotshape(shortEntry, "Short", shape.triangledown, location.abovebar, color.new(#f05050, 0), size=size.small) // Exit crosses plotshape(exitLong, "Exit L", shape.xcross, location.abovebar, color.new(#22d47a, 60), size=size.tiny) plotshape(exitShort, "Exit S", shape.xcross, location.belowbar, color.new(#f05050, 60), size=size.tiny) // Stop & TP lines on signal bars plot(longEntry ? longStop : na, "L Stop", color=color.new(#f05050, 0), style=plot.style_circles, linewidth=3) plot(longEntry ? longTP : na, "L TP", color=color.new(#22d47a, 0), style=plot.style_circles, linewidth=3) plot(shortEntry ? shortStop : na, "S Stop", color=color.new(#f05050, 0), style=plot.style_circles, linewidth=3) plot(shortEntry ? shortTP : na, "S TP", color=color.new(#22d47a, 0), style=plot.style_circles, linewidth=3) // ═══════════════════════════════════════════════════════════════════════════════ // INFO LABEL — slope + alignment status // ═══════════════════════════════════════════════════════════════════════════════ var label infoLbl = na if barstate.islast string status = bullishAlignment ? "BULL ▲" : bearishAlignment ? "BEAR ▼" : "NEUTRAL —" string slopeTxt = "Slope 21: " + (slopeUp ? "+" : "") + str.tostring(slope21, "#.##") string txt = "EMA Signal ★ " + status + " " + slopeTxt color bg = bullishAlignment ? color.new(#22d47a, 80) : bearishAlignment ? color.new(#f05050, 80) : color.new(#888888, 80) if not na(infoLbl) label.delete(infoLbl) infoLbl := label.new(bar_index, high, txt, style=label.style_label_down, color=bg, textcolor=color.white, size=size.small) Credits Concept, architecture, and code: Oberlunar. Built in Pine Script™ v6.
Estratégia Pine Script®
por oberlunar_tr
7
Smart Money Flow [CIO Edition] - Volumen Institucional PuroLa vieja regla de Wall Street es clara: "Los minoristas abren el mercado, los profesionales lo cierran." La inmensa mayoría de los indicadores de "Smart Money Index" (SMI) públicos cometen un error matemático crítico: mezclan la volatilidad emocional y las noticias de la mañana con la actividad de la tarde. El resultado es un indicador ruidoso que termina rastreando al "Dumb Money" (Dinero Minorista). Este script nace de la necesidad de operar con un radar institucional real. Ha sido rediseñado desde cero para rastrear Flujo Puro y Confirmado. ¿Qué hace único a este indicador? 🛡️ Filtro de Ruido Matutino: Ignora por completo lo que ocurre desde las 9:30 AM hasta las 3:00 PM. Se enfoca única y exclusivamente en los últimos 60 minutos de la sesión, el territorio donde operan las "manos fuertes" (fondos, ETFs, algoritmos). ⚖️ Ponderación por Volumen (El Filtro de la Verdad): No se deja engañar por manipulaciones de precio con poca liquidez. El algoritmo multiplica el movimiento del precio por el volumen real de acciones transadas. Si la línea se mueve, es porque hay millones de dólares respaldando ese movimiento. 🚦 Inteligencia Visual Integrada: El indicador cambia de color automáticamente en relación con su propia tendencia (SMA de 18 periodos) para darte veredictos instantáneos: Línea VERDE (Acumulación): El flujo institucional está entrando. Las ballenas compran al cierre. Tienes "viento a favor" para buscar compras. Línea ROJA (Distribución): Los profesionales están descargando posiciones silenciosamente. Alerta máxima de Bull Trap (Trampa Alcista) o techo de mercado. La Estrategia (Cómo usarlo): No lo uses para seguir el precio ciegamente; úsalo para buscar divergencias. El Suelo Oculto: Si el mercado general cae víctima del pánico, pero este indicador sube y se pinta de VERDE, los institucionales están absorbiendo las ventas minoristas. Es tu señal para comprar empresas de alta calidad con margen de seguridad. El Techo Silencioso: Si el mercado marca máximos históricos, pero el indicador cae en picado en color ROJO, el dinero profesional está usando la euforia para salir. Protege tu capital y guarda liquidez. Diseñado para inversores de valor, gestores de cartera y estrategas que necesitan ver detrás de la cortina del precio diario.
Indicador Pine Script®
por PabloVaras
Tjekliste This indicator displays a fully customizable checklist directly on your chart, ensuring you always verify that all your criteria are met before entering a trade. Features: Up to 10 fully customizable checklist items Write your own criteria names and descriptions Check and uncheck items directly from the settings menu — chart updates live Bottom bar automatically turns GREEN when enough items are approved Choose exactly how many items need to be checked for TRADE OPPORTUNITY Move the checklist to any of the 4 corners of your chart Fully customizable colors to match your chart theme Works on all markets, timeframes and strategies How to use: Add the indicator to your chart Click the ⚙️ gear icon next to the indicator name Write your own criteria names and descriptions under Point 1-10 Check the items that are fulfilled — the chart updates in real time Uncheck an item to remove the green checkmark When the bottom bar turns GREEN you are ready to take the trade Saving your settings: Fill in all your criteria and descriptions Click the ⚙️ gear icon Click the three dots (...) at the top of the settings window Select "Save settings as template" Next time you add the indicator simply load your saved template and all your texts are back instantly Resetting for a new trade: Simply uncheck the items you want to reset directly in the settings menu — no need to delete and re-add the indicator Tip: This checklist works for any trading strategy — supply and demand, price action, ICT concepts, smart money, or any other approach where you have fixed criteria that need to be verified before entering a trade. Simply write in your own criteria and you are good to go.
Indicador Pine Script®
por M_nissen