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Forex Master v2.0 (EUR/USD)This is version 2 of my Forex Master algorithm originally posted here: BACKTEST CONDITIONS: Initial equity = $100,000 (no leverage) Order size = 100% of equity Pyramiding = disabled TRADING RULES: Long entry = EMA5(RSI20) cross> 50 Profit limit = 50 pips Stop loss = 50 pips Short entry = EMA5(RSI20) cross< 50 Profit limit = 50 pips Stop loss = 50 pips Long entry = Short exit Short entry = long exit DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Estratégia Pine Script®
por Stable_Camel
1
MMC Algo - HTF Trend + VWAPThe MMC Algo strategy is designed to help traders align entries with broader market structure using higher timeframe (HTF) confirmation. It combines the precision of intraday VWAP-based positioning with the directional clarity of a customizable HTF moving average (EMA or SMA). 🔧 Key Features: VWAP + Standard Deviation Bands: Dynamic volume-weighted average price with optional 1 & 2 standard deviation bands for mean-reversion and breakout setups. HTF Trend Filter: Overlay a higher timeframe EMA or SMA to follow macro trend structure. The timeframe and MA type are fully user-configurable. Time Window Filter: Run the strategy only during a specific date range (helpful for backtesting custom periods). Clean Visuals: No clutter—pure trend overlays and VWAP logic. You can build your own entry/exit signals on top. 🧠 Use Case: Use this script to confirm directional bias (e.g., only take longs above the HTF trend) and identify overbought/oversold zones using VWAP deviations. Combine with your own entry triggers or price action logic for optimal performance.
Estratégia Pine Script®
por appended
GKD-BT Giga Confirmation Stack Backtest [Loxx]Giga Kaleidoscope GKD-BT Giga Confirmation Stack Backtest is a Backtesting module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ GKD-BT Giga Confirmation Stack Backtest The Giga Confirmation Stack Backtest module allows users to perform backtesting on Long and Short signals from the confluence between GKD-C Confirmation 1 and GKD-C Confirmation 2 indicators. This module encompasses two types of backtests: Trading and Full. The Trading backtest permits users to evaluate individual trades, whether Long or Short, one at a time. Conversely, the Full backtest allows users to analyze either Longs or Shorts separately by toggling between them in the settings, enabling the examination of results for each signal type. The Trading backtest emulates actual trading conditions, while the Full backtest assesses all signals, regardless of being Long or Short. Additionally, this backtest module provides the option to test using indicators with 1 to 3 take profits and 1 stop loss. The Trading backtest allows for the use of 1 to 3 take profits, while the Full backtest is limited to 1 take profit. The Trading backtest also offers the capability to apply a trailing take profit. In terms of the percentage of trade removed at each take profit, this backtest module has the following hardcoded values: Take profit 1: 50% of the trade is removed. Take profit 2: 25% of the trade is removed. Take profit 3: 25% of the trade is removed. Stop loss: 100% of the trade is removed. After each take profit is achieved, the stop loss level is adjusted. When take profit 1 is reached, the stop loss is moved to the entry point. Similarly, when take profit 2 is reached, the stop loss is shifted to take profit 1. The trailing take profit feature comes into play after take profit 2 or take profit 3, depending on the number of take profits selected in the settings. The trailing take profit is always activated on the final take profit when 2 or more take profits are chosen. The backtest module also offers the capability to restrict by a specific date range, allowing for simulated forward testing based on past data. Additionally, users have the option to display or hide a trading panel that provides relevant information about the backtest, statistics, and the current trade. It is also possible to activate alerts and toggle sections of the trading panel on or off. On the chart, historical take profit and stop loss levels are represented by horizontal lines overlaid for reference. To utilize this strategy, follow these steps: 1. Adjust the "Confirmation Type" in the GKD-C Confirmation 1 Indicator to "GKD New." 2. GKD-C Confirmation 1 Import: Import the value "Input into NEW GKD-BT Backtest" from the GKD-C Confirmation 1 module into the GKD-BT Giga Confirmation Stack Backtest module setting named "Import GKD-C Confirmation 1." 3. Adjust the "Confirmation Type" in the GKD-C Confirmation 2 Indicator to "GKD New." 4. GKD-C Confirmation 2 Import: Import the value "Input into NEW GKD-BT Backtest" from the GKD-C Confirmation 2 module into the GKD-BT Giga Confirmation Stack Backtest module setting named "Import GKD-C Confirmation 2." █ Giga Confirmation Stack Backtest Entries Entries are generated from the confluence of a GKD-C Confirmation 1 and GKD-C Confirmation 2 indicators. The Confirmation 1 gives the signal and the Confirmation 2 indicator filters or "approves" the the Confirmation 1 signal. If Confirmation 1 gives a long signal and Confirmation 2 shows a downtrend, then the long signal is rejected. If Confirmation 1 gives a long signal and Confirmation 2 shows an uptrend, then the long signal is approved and sent to the backtest execution engine. █ Volatility Types Included The GKD system utilizes volatility-based take profits and stop losses. Each take profit and stop loss is calculated as a multiple of volatility. Users can also adjust the multiplier values in the settings. This module includes 17 types of volatility: Close-to-Close Parkinson Garman-Klass Rogers-Satchell Yang-Zhang Garman-Klass-Yang-Zhang Exponential Weighted Moving Average Standard Deviation of Log Returns Pseudo GARCH(2,2) Average True Range True Range Double Standard Deviation Adaptive Deviation Median Absolute Deviation Efficiency-Ratio Adaptive ATR Mean Absolute Deviation Static Percent Close-to-Close Close-to-Close volatility is a classic and widely used volatility measure, sometimes referred to as historical volatility. Volatility is an indicator of the speed of a stock price change. A stock with high volatility is one where the price changes rapidly and with a larger amplitude. The more volatile a stock is, the riskier it is. Close-to-close historical volatility is calculated using only a stock's closing prices. It is the simplest volatility estimator. However, in many cases, it is not precise enough. Stock prices could jump significantly during a trading session and return to the opening value at the end. That means that a considerable amount of price information is not taken into account by close-to-close volatility. Despite its drawbacks, Close-to-Close volatility is still useful in cases where the instrument doesn't have intraday prices. For example, mutual funds calculate their net asset values daily or weekly, and thus their prices are not suitable for more sophisticated volatility estimators. Parkinson Parkinson volatility is a volatility measure that uses the stock’s high and low price of the day. The main difference between regular volatility and Parkinson volatility is that the latter uses high and low prices for a day, rather than only the closing price. This is useful as close-to-close prices could show little difference while large price movements could have occurred during the day. Thus, Parkinson's volatility is considered more precise and requires less data for calculation than close-to-close volatility. One drawback of this estimator is that it doesn't take into account price movements after the market closes. Hence, it systematically undervalues volatility. This drawback is addressed in the Garman-Klass volatility estimator. Garman-Klass Garman-Klass is a volatility estimator that incorporates open, low, high, and close prices of a security. Garman-Klass volatility extends Parkinson's volatility by taking into account the opening and closing prices. As markets are most active during the opening and closing of a trading session, it makes volatility estimation more accurate. Garman and Klass also assumed that the process of price change follows a continuous diffusion process (Geometric Brownian motion). However, this assumption has several drawbacks. The method is not robust for opening jumps in price and trend movements. Despite its drawbacks, the Garman-Klass estimator is still more effective than the basic formula since it takes into account not only the price at the beginning and end of the time interval but also intraday price extremes. Researchers Rogers and Satchell have proposed a more efficient method for assessing historical volatility that takes into account price trends. See Rogers-Satchell Volatility for more detail. Rogers-Satchell Rogers-Satchell is an estimator for measuring the volatility of securities with an average return not equal to zero. Unlike Parkinson and Garman-Klass estimators, Rogers-Satchell incorporates a drift term (mean return not equal to zero). As a result, it provides better volatility estimation when the underlying is trending. The main disadvantage of this method is that it does not take into account price movements between trading sessions. This leads to an underestimation of volatility since price jumps periodically occur in the market precisely at the moments between sessions. A more comprehensive estimator that also considers the gaps between sessions was developed based on the Rogers-Satchel formula in the 2000s by Yang-Zhang. See Yang Zhang Volatility for more detail. Yang-Zhang Yang Zhang is a historical volatility estimator that handles both opening jumps and the drift and has a minimum estimation error. Yang-Zhang volatility can be thought of as a combination of the overnight (close-to-open volatility) and a weighted average of the Rogers-Satchell volatility and the day’s open-to-close volatility. It is considered to be 14 times more efficient than the close-to-close estimator. Garman-Klass-Yang-Zhang Garman-Klass-Yang-Zhang (GKYZ) volatility estimator incorporates the returns of open, high, low, and closing prices in its calculation. GKYZ volatility estimator takes into account overnight jumps but not the trend, i.e., it assumes that the underlying asset follows a Geometric Brownian Motion (GBM) process with zero drift. Therefore, the GKYZ volatility estimator tends to overestimate the volatility when the drift is different from zero. However, for a GBM process, this estimator is eight times more efficient than the close-to-close volatility estimator. Exponential Weighted Moving Average The Exponentially Weighted Moving Average (EWMA) is a quantitative or statistical measure used to model or describe a time series. The EWMA is widely used in finance, with the main applications being technical analysis and volatility modeling. The moving average is designed such that older observations are given lower weights. The weights decrease exponentially as the data point gets older – hence the name exponentially weighted. The only decision a user of the EWMA must make is the parameter lambda. The parameter decides how important the current observation is in the calculation of the EWMA. The higher the value of lambda, the more closely the EWMA tracks the original time series. Standard Deviation of Log Returns This is the simplest calculation of volatility. It's the standard deviation of ln(close/close(1)). Pseudo GARCH(2,2) This is calculated using a short- and long-run mean of variance multiplied by ?. ?avg(var;M) + (1 ? ?) avg(var;N) = 2?var/(M+1-(M-1)L) + 2(1-?)var/(M+1-(M-1)L) Solving for ? can be done by minimizing the mean squared error of estimation; that is, regressing L^-1var - avg(var; N) against avg(var; M) - avg(var; N) and using the resulting beta estimate as ?. Average True Range The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. The true range indicator is taken as the greatest of the following: current high less the current low; the absolute value of the current high less the previous close; and the absolute value of the current low less the previous close. The ATR is then a moving average, generally using 14 days, of the true ranges. True Range Double A special case of ATR that attempts to correct for volatility skew. Standard Deviation Standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. The standard deviation is calculated as the square root of variance by determining each data point's deviation relative to the mean. If the data points are further from the mean, there is a higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. Adaptive Deviation By definition, the Standard Deviation (STD, also represented by the Greek letter sigma ? or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis, we usually use it to measure the level of current volatility. Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA, we can call it EMA deviation. Additionally, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to the standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. Median Absolute Deviation The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution. Efficiency-Ratio Adaptive ATR Average True Range (ATR) is a widely used indicator for many occasions in technical analysis. It is calculated as the RMA of the true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range. Mean Absolute Deviation The mean absolute deviation (MAD) is a measure of variability that indicates the average distance between observations and their mean. MAD uses the original units of the data, which simplifies interpretation. Larger values signify that the data points spread out further from the average. Conversely, lower values correspond to data points bunching closer to it. The mean absolute deviation is also known as the mean deviation and average absolute deviation. This definition of the mean absolute deviation sounds similar to the standard deviation (SD). While both measure variability, they have different calculations. In recent years, some proponents of MAD have suggested that it replace the SD as the primary measure because it is a simpler concept that better fits real life. Static Percent Static Percent allows the user to insert their own constant percent that will then be used to create take profits and stoploss █ Giga Kaleidoscope Modularized Trading System Core components of an NNFX algorithmic trading strategy The NNFX algorithm is built on the principles of trend, momentum, and volatility. There are six core components in the NNFX trading algorithm: 1. Volatility - price volatility; e.g., Average True Range, True Range Double, Close-to-Close, etc. 2. Baseline - a moving average to identify price trend 3. Confirmation 1 - a technical indicator used to identify trends 4. Confirmation 2 - a technical indicator used to identify trends 5. Continuation - a technical indicator used to identify trends 6. Volatility/Volume - a technical indicator used to identify volatility/volume breakouts/breakdown 7. Exit - a technical indicator used to determine when a trend is exhausted What is Volatility in the NNFX trading system? In the NNFX (No Nonsense Forex) trading system, ATR (Average True Range) is typically used to measure the volatility of an asset. It is used as a part of the system to help determine the appropriate stop loss and take profit levels for a trade. ATR is calculated by taking the average of the true range values over a specified period. True range is calculated as the maximum of the following values: -Current high minus the current low -Absolute value of the current high minus the previous close -Absolute value of the current low minus the previous close ATR is a dynamic indicator that changes with changes in volatility. As volatility increases, the value of ATR increases, and as volatility decreases, the value of ATR decreases. By using ATR in NNFX system, traders can adjust their stop loss and take profit levels according to the volatility of the asset being traded. This helps to ensure that the trade is given enough room to move, while also minimizing potential losses. Other types of volatility include True Range Double (TRD), Close-to-Close, and Garman-Klass What is a Baseline indicator? The baseline is essentially a moving average, and is used to determine the overall direction of the market. The baseline in the NNFX system is used to filter out trades that are not in line with the long-term trend of the market. The baseline is plotted on the chart along with other indicators, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR). Trades are only taken when the price is in the same direction as the baseline. For example, if the baseline is sloping upwards, only long trades are taken, and if the baseline is sloping downwards, only short trades are taken. This approach helps to ensure that trades are in line with the overall trend of the market, and reduces the risk of entering trades that are likely to fail. By using a baseline in the NNFX system, traders can have a clear reference point for determining the overall trend of the market, and can make more informed trading decisions. The baseline helps to filter out noise and false signals, and ensures that trades are taken in the direction of the long-term trend. What is a Confirmation indicator? Confirmation indicators are technical indicators that are used to confirm the signals generated by primary indicators. Primary indicators are the core indicators used in the NNFX system, such as the Average True Range (ATR), the Moving Average (MA), and the Relative Strength Index (RSI). The purpose of the confirmation indicators is to reduce false signals and improve the accuracy of the trading system. They are designed to confirm the signals generated by the primary indicators by providing additional information about the strength and direction of the trend. Some examples of confirmation indicators that may be used in the NNFX system include the Bollinger Bands, the MACD (Moving Average Convergence Divergence), and the MACD Oscillator. These indicators can provide information about the volatility, momentum, and trend strength of the market, and can be used to confirm the signals generated by the primary indicators. In the NNFX system, confirmation indicators are used in combination with primary indicators and other filters to create a trading system that is robust and reliable. By using multiple indicators to confirm trading signals, the system aims to reduce the risk of false signals and improve the overall profitability of the trades. What is a Continuation indicator? In the NNFX (No Nonsense Forex) trading system, a continuation indicator is a technical indicator that is used to confirm a current trend and predict that the trend is likely to continue in the same direction. A continuation indicator is typically used in conjunction with other indicators in the system, such as a baseline indicator, to provide a comprehensive trading strategy. What is a Volatility/Volume indicator? Volume indicators, such as the On Balance Volume (OBV), the Chaikin Money Flow (CMF), or the Volume Price Trend (VPT), are used to measure the amount of buying and selling activity in a market. They are based on the trading volume of the market, and can provide information about the strength of the trend. In the NNFX system, volume indicators are used to confirm trading signals generated by the Moving Average and the Relative Strength Index. Volatility indicators include Average Direction Index, Waddah Attar, and Volatility Ratio. In the NNFX trading system, volatility is a proxy for volume and vice versa. By using volume indicators as confirmation tools, the NNFX trading system aims to reduce the risk of false signals and improve the overall profitability of trades. These indicators can provide additional information about the market that is not captured by the primary indicators, and can help traders to make more informed trading decisions. In addition, volume indicators can be used to identify potential changes in market trends and to confirm the strength of price movements. What is an Exit indicator? The exit indicator is used in conjunction with other indicators in the system, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR), to provide a comprehensive trading strategy. The exit indicator in the NNFX system can be any technical indicator that is deemed effective at identifying optimal exit points. Examples of exit indicators that are commonly used include the Parabolic SAR, the Average Directional Index (ADX), and the Chandelier Exit. The purpose of the exit indicator is to identify when a trend is likely to reverse or when the market conditions have changed, signaling the need to exit a trade. By using an exit indicator, traders can manage their risk and prevent significant losses. In the NNFX system, the exit indicator is used in conjunction with a stop loss and a take profit order to maximize profits and minimize losses. The stop loss order is used to limit the amount of loss that can be incurred if the trade goes against the trader, while the take profit order is used to lock in profits when the trade is moving in the trader's favor. Overall, the use of an exit indicator in the NNFX trading system is an important component of a comprehensive trading strategy. It allows traders to manage their risk effectively and improve the profitability of their trades by exiting at the right time. How does Loxx's GKD (Giga Kaleidoscope Modularized Trading System) implement the NNFX algorithm outlined above? Loxx's GKD v2.0 system has five types of modules (indicators/strategies). These modules are: 1. GKD-BT - Backtesting module (Volatility, Number 1 in the NNFX algorithm) 2. GKD-B - Baseline module (Baseline and Volatility/Volume, Numbers 1 and 2 in the NNFX algorithm) 3. GKD-C - Confirmation 1/2 and Continuation module (Confirmation 1/2 and Continuation, Numbers 3, 4, and 5 in the NNFX algorithm) 4. GKD-V - Volatility/Volume module (Confirmation 1/2, Number 6 in the NNFX algorithm) 5. GKD-E - Exit module (Exit, Number 7 in the NNFX algorithm) (additional module types will added in future releases) Each module interacts with every module by passing data to A backtest module wherein the various components of the GKD system are combined to create a trading signal. That is, the Baseline indicator passes its data to Volatility/Volume. The Volatility/Volume indicator passes its values to the Confirmation 1 indicator. The Confirmation 1 indicator passes its values to the Confirmation 2 indicator. The Confirmation 2 indicator passes its values to the Continuation indicator. The Continuation indicator passes its values to the Exit indicator, and finally, the Exit indicator passes its values to the Backtest strategy. This chaining of indicators requires that each module conform to Loxx's GKD protocol, therefore allowing for the testing of every possible combination of technical indicators that make up the six components of the NNFX algorithm. What does the application of the GKD trading system look like? Example trading system: Backtest: Confiramtion Stack Backtest Baseline: Hull Moving Average Volatility/Volume: Hurst Exponent Confirmation 1: Fisher Transform as shown on the chart above Confirmation 2: uf2018 as shown on the chart above Continuation: Vortex Exit: Rex Oscillator Each GKD indicator is denoted with a module identifier of either: GKD-BT, GKD-B, GKD-C, GKD-V, or GKD-E. This allows traders to understand to which module each indicator belongs and where each indicator fits into the GKD system.
Estratégia Pine Script®
por loxx
VBSMI Strategy by QTX Algo SystemsVolatility Based SMI Strategy by QTX Algo Systems Overview The Volatility Based SMI Strategy transforms our popular VBSMI with Dynamic Bands indicator into a fully automated strategy that traders can backtest inside TradingView. It retains all core logic from the indicator—including adaptive volatility scaling and trend-based overbought/oversold thresholds—but adds two configurable entry methods, exit conditions, and a dual-mode trade execution engine. This script is published separately from the VBSMI indicator because some traders use VBSMI as a confluence tool within their existing system, while others prefer a rules-based strategy that can be simulated, optimized, and tracked over time. This script serves the latter use case. How It Works Like the original indicator, this strategy uses: Double-Smoothed SMI Calculation: Based on smoothed momentum using EMA of the relative and full range. Adaptive Volatility Scaling: Uses a normalized BBWP-based factor to reflect current market volatility. Dynamic Band Adjustment: Trend direction and strength shift overbought/oversold levels upward or downward. Band Tilt & Compression Controls: Inputs allow users to define how aggressively the bands shift with trend conditions. What’s different is the strategy layer—you now choose from two types of entry and exit logic, and two execution styles. 🛠️ Entry & Exit Modes There are two logic modes for both entry and exit, allowing you to adapt the strategy to your own philosophy: Cross Mode (SMI Crosses EMA): Entry: Buy when SMI crosses above its EMA Exit: Close when SMI crosses below its EMA Exit OB/OS Mode (Band Exit Logic): Entry: Buy when price exits dynamic oversold zone (crosses back above tilted oversold band) Exit: Close when price exits dynamic overbought zone (crosses back below tilted overbought band) You can mix and match the modes (e.g., enter on Cross, exit on Band Exit). ⚙️ Spot vs. Leverage Mode Spot Mode Designed for traders who prefer long-only setups Enters a long position and holds until the exit condition is met Prevents overlapping trades—ensures only one position at a time Leverage Mode Designed for those testing bi-directional systems (e.g., long/short switching) Automatically flips between long and short entries depending on the signals Useful for testing symmetrical strategies or inverse conditions Both modes work across any asset class and timeframe. Customization Options Users can adjust: Smoothing K/D: Controls how fast or slow the momentum reacts SMI EMA Length: Determines the responsiveness of the signal line Trend Lookback Period: Influences how stable the dynamic band tilt is Band Tilt & Compression Strengths: Refines how far bands adjust based on trend Entry/Exit Logic Type: Choose between “Cross” or “Exit OB/OS” logic Trading Mode: Select either "Spot" or "Leverage" depending on your use case Why It’s Published Separately This script is not a cosmetic or minor variation of the original indicator. It introduces: Entry/exit logic Order execution Strategy testing capabilities Mode selection (Spot vs. Leverage) Signal logic control (Cross vs. Band Exit) Because the original VBSMI indicator is widely used as a charting and confirmation tool, converting it into a strategy changes how it functions. This version is intended for strategy evaluation and automation, while the original remains available for discretionary and visual use. Use Cases This strategy is best suited for: Evaluating VBSMI-based signals in backtests Comparing entry and exit logic over time Testing setups on different assets and timeframes Automating VBSMI-based logic in a structured and risk-aware framework Disclaimer This strategy is for educational purposes only. It does not guarantee future results or profitability. Always test in simulation before using any strategy live, and use proper risk management and trade discipline.
Estratégia Pine Script®
por QTXAlgoSystems
INFINITY ALGO🆕Meet the updated version of our flagship indicator, now it's INFINITY ALGO! 🏃🏻 QUICK START In very simple terms, our indicator generates complex trading signals on your chart (buy/sell), including Entry Point, Take Profit levels, Stop Loss level To start, you need to add our indicator to your chart , choose a timeframe (we recommend 13min,15min and 4h but you can try any, these only have the best results) and set up notifications (how to do it told below) and that's it, you can work with it even without changing the settings! Of course, to improve the accuracy of signals you will have to choose the optimal settings of the script for each trading pair and timeframe (you can find a guide below) 📊 SIGNALS This script will generate complex trading recommendations, both Long and Short (signals); signals include: - Entry Point: Calculated based on pivot levels with confirmation by EMA/SMA (you can select this in the settings); also bullish/bearish cup is checked to confirm the entry. Additionally, in the settings you can enable Heiken Ashi calculation mode (it shows much better on some trading pairs). Why do we mashup these components and how they work together? - The main indicator in our script is pivot levels, it is enabled by default and cannot be disabled. Auxiliary indicators (which you can switch on and off in the script settings) are EMA/SMA and Heiken Ashi. We have used pivot levels, which mark potential support and resistance zones based on previous price action. We have also used EMA/SMA that smooth out price fluctuations and show the direction of the trend. We have added an option to use Heiken Ashi that filters out noise and highlights the trend. We have also checked for bullish/bearish cup patterns, which are reversal patterns that indicate a change in momentum. By combining these indicators, we have created a more robust entry point that considers multiple factors such as price levels, trend, noise, and momentum. - 6 Take Profit levels: It is also possible to change in the settings (It is also possible to change the values for Short or Long positions separately), it will be fixed values in % (The default Take Profits for Long&Short are as follows: TP1-0.3%; TP2-1%; TP3-2%; TP4-3%; TP5-7.5%; TP6-16.5%) - Stop Loss Level: As with Take Profits, this is a fixed % value that you can customise to suit your risk management needs (It is also possible to change the values for Short or Long positions separately, by default is 4.5% for Long&Short positions) *When trading on these signals, we strongly recommend that you exit the position in parts at each take profit or close your entire position at one particular take profit. Our script was designed specifically for exiting a position on take profits ⚙️ SETTINGS Now let's talk about the settings of this script, which allow you to customise the signals quite a lot. In general, we recommend selecting the settings for each trading pair and timeframe separately, this will allow you to achieve better targets accuracy (the default settings are universal, you can trade with them without changing them if you want) -> IMAGE <- 1. Period - minimum value of 2. Increasing this parameter will increase the accuracy of signals, but will reduce their number (accordingly, lowering the parameter will do the opposite). For the majority of trading pairs and timeframes the optimal period will be between 5 and 10 (the default value is 5). 2. Maximum Breakout length (in bars) - for most trading pairs you can set the value from 200 to 300 and it will be optimal. Below 200 is not recommended 3. T hreshold Rate % - this value also affects the accuracy and the number of signals - the higher this value is, the more often signals will be generated, but it can negatively affect the accuracy. The minimum value is 3, and the maximum value is 10. We recommend to try values in the range from 4 to 7 for most tickers 4. Minimum Number of tests - the number of level checks is required, we recommend to try 2, and only for some timeframes increase to 3 5. MA type & MA filter - The shorter the length of moving averages, the faster they react to trend changes, and show more local trends than global ones. If the length of MAs is longer, more global trends are shown. By default, the most optimal values are set. By the way, you can ask us for a ready-made preset for any pair and we will be happy to help you! 📄 BACKTESTING Now let's talk about how to properly test the settings and evaluate their effectiveness. Our script has a c ustom built-in backtester that shows statistics on the current trading pair and allows you to calculate the accuracy of each take profit target, as well as calculate values such as Gross profit/loss, net profit, and the ratio of initial deposit to profit. (you can enable/disable backtester "statistics" label in main settings) In the main settings you can change the values for: initial deposit (Deposit $), trade size $ and leverage (by the way, it also affects the display of the label "Peak profit", which is calculated with this leverage) -> IMAGE <- Now let's look at the backtester - it shows detailed statistics for each Take Profit level, including: accuracy in % and number of trades; gross profit & loss; net profit in % and $ (based on selected settings); deposit to profit ratio in % and $. Why did we choose such properties in the backtest for publication? - Well, as the initial capital we took 5000$ and deposit 3% (150$) of the initial capital in each trade. For the fee was taken the value from the exchange Binance, which is 0.06% per trade (Taker + Maker, for a user without VIP on Binance and without taking into account additional fees such as funding, leverage fees, etc). - Please also take a look at our inbuilt backtester ( IMAGE ) which counts the accuracy to each Take Profit. Also note that our inbuilt backtester does not take any fees into account. Pay attention to the last field "Deposit with Profit" it shows the value if you would close all positions at a certain target. For example, we can see that the most optimal is TP3 at these settings for this trading pair and timeframe, as the deposit to profit ratio will be +61.2% - Also the script is more designed for swing and long term trading, so on most trading pairs you will be able to see statistics for 60-90 trades dataset *disclaimer: please note that past results does not guarantee future performance! The accuracy of take profit targets in our backtester is calculated on past results, keep this in mind please 📥 NOTIFICATIONS We have provided notifications that will deliver the latest signals to you in a convenient format in TradingView. The notification looks like this: It contains the entry point, Take Profits, Stop Loss, and a bit of advice on risk management. -> IMAGE <- To set up notifications: 1. Select the script settings, trading pair and timeframe 2. Click "add alert on InfinityAlgo", then select "alert () function calls only" in the settings -> IMAGE <- 3. That's it, now all that's left is to wait for a fresh alert 🔑 HOW TO GET ACCESS We hope you will like this script :) We are always ready to help you with customisation, just let us know! To learn more about our scripts & get access - check out the “Author’s instructions” below 👇🏼
Estratégia Pine Script®
por PLUTUS_INDICATOR
38
Bjorgum Double Tap█   OVERVIEW Double Tap is a pattern recognition script aimed at detecting Double Tops and Double Bottoms. Double Tap can be applied to the broker emulator to observe historical results, run as a trading bot for live trade alerts in real time with entry signals, take profit, and stop orders, or to simply detect patterns. █   CONCEPTS How Is A Pattern Defined? Doubles are technical formations that are both reversal patterns and breakout patterns. These formations typically have a distinctive “M” or a “W” shape with price action breaking beyond the neckline formed by the center of the pattern. They can be recognized when a ​pivot fails to break when tested for a second time and the retracement that follows breaks beyond the key level opposite. This can trap entrants that were playing in the direction of the prior trend. Entries are made on the breakout with a target projected beyond the neckline equal to the height of the pattern. Pattern Recognition Patterns are recognized through the use of ​zig-zag; a method of filtering price action by connecting swing highs and lows in an alternating fashion to establish trend, ​support and resistance, or derive shapes from price action. The script looks for the highest or lowest point in a given number of bars and updates a list with the values as they form. If the levels are exceeded, the values are updated. If the direction changes and a new significant point is made, a new point is added to the list and the process starts again. Meanwhile, we scan the list of values looking for the distinctive shape to form as previously described. █   STRATEGY RESULTS Back Testing Historical back testing is the most common method to test a strategy due in part to the general ease of gathering quick results. The underlying theory is that any strategy that worked well in the past is likely to work well in the future, and conversely, any strategy that performed poorly in the past is likely to perform poorly in the future. It is easy to poke holes in this theory, however, as for one to accept it as gospel, one would have to assume that future results will match what has come to pass. The randomness of markets may see to it otherwise, so it is important to scrutinize results. Some commonly used methods are to compare to other markets or benchmarks, perform statistical analysis on the results over many iterations and on differing datasets, walk-forward testing, out-of-sample analysis, or a variety of other techniques. There are many ways to interpret the results, so it is important to do research and gain knowledge in the field prior to taking meaningful conclusions from them. 👉  In short, it would be naive to place trust in one good backtest and expect positive results to continue. For this reason, results have been omitted from this publication. Repainting Repainting is simply the difference in behaviour of a strategy in real time vs the results calculated on the historical dataset. The strategy, by default, will wait for confirmed signals and is thus designed to not repaint. Waiting for bar close for entires aligns results in the real time data feed to those calculated on historical bars, which contain far less data. By doing this we align the behaviour of the strategy on the 2 data types, which brings significance to the calculated results. To override this behaviour and introduce repainting one can select "Recalculate on every tick" from the properties tab. It is important to note that by doing this alerts may not align with results seen in the strategy tester when the chart is reloaded, and thus to do so is to forgo backtesting and restricts a strategy to forward testing only. 👉  It is possible to use this script as an indicator as opposed to a full strategy by disabling "Use Strategy" in the "Inputs" tab. Basic alerts for detection will be sent when patterns are detected as opposed to complex order syntax. For alerts mid-bar enable "Recalculate on every tick" , and for confirmed signals ensure it is disabled. █   EXIT ORDERS Limit and Stop Orders By default, the strategy will place a stop loss at the invalidation point of the pattern. This point is beyond the pattern high in the case of Double Tops, or beneath the pattern low in the case of Double Bottoms. The target or take profit point is an equal-legs measurement, or 100% of the pattern height in the direction of the pattern bias. Both the stop and the limit level can be adjusted from the user menu as a percentage of the pattern height. Trailing Stops Optional from the menu is the implementation of an ATR based trailing stop. The trailing stop is designed to begin when the target projection is reached. From there, the script looks back a user-defined number of bars for the highest or lowest point +/- the ATR value. For tighter stops the user can look back a lesser number of bars, or decrease the ATR multiple. When using either Alertatron or Trading Connector, each change in the trail value will trigger an alert to update the stop order on the exchange to reflect the new trail price. This reduces latency and slippage that can occur when relying on alerts only as real exchange orders fill faster and remain in place in the event of a disruption in communication between your strategy and the exchange, which ensures a higher level of safety. 👉  It is important to note that in the case the trailing stop is enabled, limit orders are excluded from the exit criteria. Rather, the point in time that the limit value is exceeded is the point that the trail begins. As such, this method will exit by stop loss only. █   ALERTS Five Built-in 3rd Party Destinations The following are five options for delivering alerts from Double Tap to live trade execution via third party ​API solutions or chat bots to share your trades on social media. These destinations can be selected from the input menu and alert syntax will automatically configure in alerts appropriately to manage trades. Custom JSON JSON, or JavaScript Object Notation, is a readable format for structuring data. It is used primarily to transmit data between a server and a web application. In regards to this script, this may be a custom intermediary web application designed to catch alerts and interface with an exchange ​API. The JSON message is a trade map for an application to read equipped with where its been, where its going, targets, stops, quantity; a full diagnostic of the current state and its previous state. A web application could be configured to follow the messages sent in this format and conduct trades in sync with alerts running on the TV server. Below is an example of a rendered JSON alert: { "passphrase": "1234", "time": "2022-05-01T17:50:05Z", "ticker": "ETHUSDTPERP", "plot": { "stop_price": 2600.15, "limit_price": 3100.45 }, "strategy": { "position_size": 0.1, "order_action": "buy", "market_position": "long", "market_position_size": 0, "prev_market_position": "flat", "prev_market_position_size": 0 } } Trading Connector Trading Connector is a third party fully autonomous Chrome extension designed to catch alert webhooks from TradingView and interface with MT4/MT5 to execute live trades from your machine. Alerts to Trading Connector are simple; just select the destination from the input drop down menu, set your ticker in the "TC Ticker" box in the "Alert Strings" section and enter your URL in the alert window when configuring your alert. Alertatron Alertatron is an automated algo platform for cryptocurrency trading that is designed to automate your trading strategies. Although the platform is currently restricted to crypto, it offers a versatile interface with high flexibility syntax for complex market orders and conditions. To direct alerts to Alertatron, select the platform from the 3rd party drop down, configure your ​API key in the ”Alertatron Key” box and add your URL in the alert message box when making alerts. 3 Commas 3 Commas is an easy and quick to use click-and-go third party crypto ​API solution. Alerts are simple without overly complex syntax. Messages are simply pasted into alerts and executed as alerts are triggered. There are 4 boxes at the bottom of the "Inputs" tab where the appropriate messages to be placed. These messages can be copied from 3 Commas after the bots are set up and pasted directly into the settings menu. Remember to select 3 Commas as a destination from the third party drop down and place the appropriate URL in the alert message window. Discord Some may wish to share their trades with their friends in a Discord chat via webhook chat bot. Messages are configured to notify of the pattern type with targets and stop values. A bot can be configured through the integration menu in a Discord chat to which you have appropriate access. Select Discord from the 3rd party drop down menu and place your chat bot URL in the alert message window when configuring alerts. 👉  For further information regarding alert setup, refer to the platform specific instructions given by the chosen third party provider. █   IMPORTANT NOTES Setting Alerts For alert messages to be properly delivered on order fills it is necessary to place the following placeholder in the alert message box when creating an alert. {{strategy.order.alert_message}} This placeholder will auto-populate the alert message with the appropriate syntax that is designated for the 3rd party selected in the user menu. Order Sizing and Commissions The values that are sent in alert messages are populated from live metrics calculated by the strategy. This means that the actual values in the "Properties" tab are used and must be set by the user. The initial capital, order size, commission, etc. are all used in the calculations, so it is important to set these prior to executing live trades. Be sure to set the commission to the values used by the exchange as well. 👉  It is important to understand that the calculations on the account size take place from the beginning of the price history of the strategy. This means that if historical results have inflated or depleted the account size from the beginning of trade history until now, the values sent in alerts will reflect the calculated size based on the inputs in the "Properties" tab. To start fresh, the user must set the date in the "Inputs" tab to the current date as to remove trades from the trade history. Failure to follow this instruction can result in an unexpected order size being sent in the alert. █   FOR PINECODERS  • With the recent introduction of matrices in Pine, the script utilizes a matrix to track ​pivot points with the bars they occurred on, while tracking if that ​pivot has been traded against to prevent duplicate detections after a trade is exited.  • Alert messages are populated with placeholders ; capability that previously was only possible in alertcondition() , but has recently been extended to `strategy.*()` functions for use in the `alert_message` argument. This allows delivery of live trade values to populate in strategy alert messages.  • New arguments have been added to strategy.exit() , which allow differentiated messages to be sent based on whether the exit occurred at the stop or the limit. The new arguments used in this script are `alert_profit` and `alert_loss` to send messages to Discord
Estratégia Pine Script®
por Bjorgum
73
CryptoGraph Multi Algo StrategyThis is a summary of how this strategy works. CryptoGraph Multi Algo Strategy is the second profitable real-time trading strategy by the CryptoGraph team, that generates trade signal with exact entires, exits and risk management. The strategy is intended to work nearly every crypto coin pair, stock or index. Principles behind the strategy Entry: Detection of trend direction with the use of an EMA . Default setting is a length of 550. Detection of shorter term trend direction with the use of multiple Supertrend Indicators. Detection of an even shorter term direction with the use of a crossover of the Stochastic RSI , below or above certain levels. This would be the final condition for an entry signal. Exit: Once an entry signal has fired, the script will look at the current ATR Value. In the script settings there will be an option to adjust the ATR factor. While ATR factor is equal to 1, it means it will use the default ATR value distance from the candle close. When ATR factor is for example 2, it will use two times the ATR distance from the candle close. This is a simple representation of how this strategy works, in reality there are more underlying factors. To find the best settings for the crypto coin pair or stock you want the strategy to trade with, simply switch up the EMA , ATR Profit Multiplier and ATR Stop Multiplier and experiment which settings would fit your style best. What to look for when testing coins or stocks? EMA, default exponential moving average is set to 550. When above the line, it will only look for longs, when below it will only look for shorts. The Take Profit and Stop Loss are based on ATR multiplications, adjust these in the inputs interface and you will see the exits change. Default parameters of the strategy This is only an example of a profitable combination of all parameters. This would be the 30 minute timeframe Bybit chart on Bitcoin. ATR take profit at x2, ATR stop loss at x4.1. In this example we are using an initial capital of $1.000,- while each trade 100% of this capital is used and compounds over time. Meaning every profit or loss will be added to the next trade. Also there is a 0.05% commission used based on Bybit, since we expect most trades to market in and limit out.
Estratégia Pine Script®
por ScryptoMB
8
NRTH_ Momentum AlgoA NRTH_ Premium Momentum Based Strategy Comes included with the Premium Package. Indicator features Built-In Alerts Visual Risk Management Customizable Entry Rules 4 Levels of confirmation Customizable MA Ribbon Usage Tips This strategy is designed for Swing Trading and Intra-Day timeframes (1hr+) The Algo uses multiple levels of convolution and confirmation before entering a trade, best used in trending markets. utilizing Stochasitc RSI overbought and oversold levels and an 1-3 MAs to identify trends and pullbacks. Maximize the accuracy of your signals with up to 4 levels of convolution before entering a trade, filtering out the noise as much as possible. You can set the overbought and oversold levels required for trade entries and set the types of MAs and how many are required to confirm trending momentum Works for all markets with the ability to customize to your liking. Backtesting Results Info Period 23/9/2021-15/11/2021 Entry value at $1000 with 10x leverage Binance standard taker fee rate (0.04%) ATR Exits : 1:2.66 RR ------------------------------------------- Disclaimer Copyright NRTH_ Indicators 2021. ​‍NRTH_ and all affiliated parties are not registered as financial advisors. The products & services NRTH_ offers are for educational purposes only and should not be construed as financial advice. You must be aware of the risks and be willing to bear any level of risk to invest in financial markets. Past performance is not necessarily indicative of future results. NRTH_ and all individuals associated assume no responsibility for your trading results or investments. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Estratégia Pine Script®
por NRTH_Indicators
1
Wave Trend AlgoA NRTH_ Premium Double Trend Confirmation Algo Comes included with the Premium Package. Indicator features Built-In Alerts Visual Risk Management Customizable Entry Rules Usage Tips This strategy works on timeframes as low as 15m, however not recommended for scalping with high fees. Best performance with high Risk/Reward Ratios The double trend confirmation (1 slow, 1 fast) uses lagging trend confirmation to your advantage, Identify confirmed moves and enter trades with high RR for the best results. Works for all markets with the ability to customize to your liking. Backtesting Results Info Period 1/1/2021-1/10/2021 Entry value at $1000 with 100x leverage ATR Exits : 1:3.3 RR ------------------------------------------- Disclaimer Copyright NRTH_ Indicators 2021. ​‍NRTH_ and all affiliated parties are not registered as financial advisors. The products & services NRTH_ offers are for educational purposes only and should not be construed as financial advice. You must be aware of the risks and be willing to bear any level of risk to invest in financial markets. Past performance is not necessarily indicative of future results. NRTH_ and all individuals associated assume no responsibility for your trading results or investments. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Estratégia Pine Script®
por NRTH_Indicators
1
Trend AlgoA NRTH_ Premium Momentum Based Strategy Comes included with the Premium Package. Indicator features Built-In Alerts Visual Risk Management Customizable Entry Rules Usage Tips This strategy works on timeframes as low as 5m, great for scalping or day trading. The algo identifies price momentum with strict entry signal settings (can be made more or less sensitive). Works for all markets with the ability to customize to your liking. Backtesting Results Info Period 1/1/2021-1/10/2021 Entry value at $1000 with 10x leverage Binance standard taker fee rate (0.04%) ATR Exits : 1:2 RR ------------------------------------------- Disclaimer Copyright NRTH_ Indicators 2021. ​‍NRTH_ and all affiliated parties are not registered as financial advisors. The products & services NRTH_ offers are for educational purposes only and should not be construed as financial advice. You must be aware of the risks and be willing to bear any level of risk to invest in financial markets. Past performance is not necessarily indicative of future results. NRTH_ and all individuals associated assume no responsibility for your trading results or investments. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Estratégia Pine Script®
por NRTH_Indicators
Pullback AlgoFlagship NRTH_ Premium Strategy Comes included with the Essentials or Premium Package. Indicator features Built-In Alerts Visual Risk Management Customizable Entry Rules Usage Tips This strategy is designed for Swing Trading and Intra-Day timeframes (1hr+) The algo targets pullbacks in an up or down-trending scenario allowing for multiple entries in a strong trending market. Works for all markets with the ability to customize to your liking. Backtesting Results Info Period 1/1/2021-1/10/2021 Entry value at $1000 with 10x leverage Binance standard taker fee rate (0.04%) ATR Exits : 1:2 RR ------------------------------------------- Disclaimer Copyright NRTH_ Indicators 2021. ​‍NRTH_ and all affiliated parties are not registered as financial advisors. The products & services NRTH_ offers are for educational purposes only and should not be construed as financial advice. You must be aware of the risks and be willing to bear any level of risk to invest in financial markets. Past performance is not necessarily indicative of future results. NRTH_ and all individuals associated assume no responsibility for your trading results or investments. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Estratégia Pine Script®
por NRTH_Indicators
6
BKN: Thick Cut StrategyThick Cut is the juiciest BKN yet. This indicator is created to take a profitable trading strategy and turn it into an automated system. We've built in several pieces that professional traders use every day and turned it into an algo that produces on timeframes as low as 1, 3, and 5 minutes! Limit Order Entries: When criteria is met, an alert is signaled that will send a value to enter a position at a limit price. Built in Stop Loss: A stop is built in and the value can be sent to your bot using the {{plot}} function or you can rely on a TradingView alert when the stop is hit. Built in Take Profits: We've built in two separate take profits and the ability to move your stop loss to breakeven after the first take profit is hit. Even if you take 50% profit at 1R and move your stop loss, you already have a profitable trade. Test results show 50% profits at 2R and the remainder at higher returns result in exceptional results. Position Sizing: We've built in a position size based on your own predetermined risk. Want to risk $100 per trade? Great, put in 100 in the inputs and reference a quantity of {{plot("Position Size")}} in your alert to send a position size to the bot. You can also reference {{plot("Partial Close")}} to pull 50% of the position size closing 50% at TP1 and 50% at TP2. Backtest results shown are very short term since we are viewing a 15m chart. This can be a profitable strategy on many timeframes, but lower timeframes will maximize results. A unique script with incredible results. Further forward testing is live. ***IMPORTANT*** For access, please do not comment below. Comments here will not be replied to. Please send a DM here or on my linked Twitter. At this time, this strategy is considered a Beta release as we continue to fine tune settings and more. Expecting 2 weeks of beta with official release around June 6.
Estratégia Pine Script®
por ThePuma
1
BKN: MapleThis strategy is tied to the BKN: Maple indicator which is an automation ready algo for entering/exiting trades. The script comes prepared with a stop loss and trailing stop loss so that you don't have to host your stop on the exchange and can also optimize trade entries and exits. We've released optimizations for Forex and Crypto on multiple timeframes, but the script shines on the one and four hour charts. ***IMPORTANT*** For access, please do not comment below. Access requests in the comments will not be responded to. Instead, please send a DM or reach out to my linked Twitter account.
Estratégia Pine Script®
por ThePuma
Smart Fib StrategySmart Fibonacci Strategy This advanced trading strategy combines the power of adaptive SMA entries with Fibonacci-based exit levels to create a comprehensive trend-following system that self-optimizes based on historical market conditions. Credit goes to Julien_Eche who created the "Best SMA Finder" which received an Editors Pick award. Strategy Overview The Smart Fibonacci Strategy employs a two-pronged approach to trading: 1. Intelligent Entries: Uses a self-optimizing SMA (Simple Moving Average) to identify optimal entry points. The system automatically tests multiple SMA lengths against historical data to determine which period provides the most robust trading signals. 2. Fibonacci-Based Exits: Implements ATR-adjusted Fibonacci bands to establish precise exit targets, with risk-management options ranging from conservative to aggressive. This dual methodology creates a balanced system that adapts to changing market conditions while providing clear visual reference points for trade management. Key Features - **Self-Optimizing Entries**: Automatically calculates the most profitable SMA length based on historical performance - **Adjustable Risk Parameters**: Choose between low-risk and high-risk exit targets - **Directional Flexibility**: Trade long-only, short-only, or both directions - **Visualization Tools**: Customizable display of entry lines and exit bands - **Performance Statistics**: Comprehensive stats table showing key metrics - **Smoothing Option**: Reduces noise in the Fibonacci bands for cleaner signals Trading Rules Entry Signals - **Long Entry**: When price crosses above the blue center line (optimal SMA) - **Short Entry**: When price crosses below the blue center line (optimal SMA) ### Exit Levels - **Low Risk Option**: Exit at the first Fibonacci band (1.618 * ATR) - **High Risk Option**: Exit at the second Fibonacci band (2.618 * ATR) Strategy Parameters Display Settings - Toggle visibility of the stats table and indicator components Strategy Settings - Select trading direction (long, short, or both) - Choose exit method (low risk or high risk) - Set minimum trades threshold for SMA optimization SMA Settings - Option to use auto-optimized or fixed-length SMA - Customize SMA length when using fixed option Fibonacci Settings - Adjust ATR period and SMA basis for Fibonacci bands - Enable/disable smoothing function - Customize Fibonacci ratio multipliers Appearance Settings - Modify colors, line widths, and transparency Optimization Methodology The strategy employs a sophisticated optimization algorithm that: 1. Tests multiple SMA lengths against historical data 2. Evaluates performance based on trade count, profit factor, and win rate 3. Calculates a "robustness score" that balances profitability with statistical significance 4. Selects the SMA length with the highest robustness score This ensures that the strategy's entry signals are continuously adapting to the most effective parameters for current market conditions. Risk Management Position sizing is fixed at $2,000 per trade, allowing for consistent exposure across all trading setups. The Fibonacci-based exit system provides two distinct risk management approaches: - **Conservative Approach**: Using the first Fibonacci band for exits produces more frequent but smaller wins - **Aggressive Approach**: Using the second Fibonacci band allows for larger potential gains at the cost of increased volatility Ideal Usage This strategy is best suited for: - Trending markets with clear directional moves - Timeframes from 4H to Daily for most balanced results - Instruments with moderate volatility (stocks, forex, commodities) Traders can further enhance performance by combining this strategy with broader market analysis to confirm the prevailing trend direction.
Estratégia Pine Script®
por ShadowTraderBali
1
Optimized Grid with KNN_2.0Strategy Overview This strategy, named "Optimized Grid with KNN_2.0," is designed to optimize trading decisions using a combination of grid trading, K-Nearest Neighbors (KNN) algorithm, and a greedy algorithm. The strategy aims to maximize profits by dynamically adjusting entry and exit thresholds based on market conditions and historical data. Key Components Grid Trading: The strategy uses a grid-based approach to place buy and sell orders at predefined price levels. This helps in capturing profits from market fluctuations. K-Nearest Neighbors (KNN) Algorithm: The KNN algorithm is used to optimize entry and exit points based on historical price data. It identifies the nearest neighbors (similar price movements) and adjusts the thresholds accordingly. Greedy Algorithm: The greedy algorithm is employed to dynamically adjust the stop-loss and take-profit levels. It ensures that the strategy captures maximum profits by adjusting thresholds based on recent price changes. Detailed Explanation Grid Trading: The strategy defines a grid of price levels where buy and sell orders are placed. The openTh and closeTh parameters determine the thresholds for opening and closing positions. The t3_fast and t3_slow indicators are used to generate trading signals based on the crossover and crossunder of these indicators. KNN Algorithm: The KNN algorithm is used to find the nearest neighbors (similar price movements) in the historical data. It calculates the distance between the current price and historical prices to identify the most similar price movements. The algorithm then adjusts the entry and exit thresholds based on the average change in price of the nearest neighbors. Greedy Algorithm: The greedy algorithm dynamically adjusts the stop-loss and take-profit levels based on recent price changes. It ensures that the strategy captures maximum profits by adjusting thresholds in real-time. The algorithm uses the average_change variable to calculate the average price change of the nearest neighbors and adjusts the thresholds accordingly.
Estratégia Pine Script®
por zhiming
GKD-BT Baseline Backtest [Loxx]The Giga Kaleidoscope GKD-BT Baseline Backtest is a backtesting module included in Loxx's "Giga Kaleidoscope Modularized Trading System." █ GKD-BT Baseline Backtest The GKD-BT Baseline Backtest allows traders to backtest the Regular and Stepped baselines used in the GKD trading system. This module includes 65+ moving averages and 15+ types of volatility to choose from. Additionally, this backtest module provides the option to test the GKD-B indicator with 1 to 3 take profits and 1 stop loss. The Trading backtest allows for the use of 1 to 3 take profits, while the Full backtest is limited to 1 take profit. The Trading backtest also offers the capability to apply a trailing take profit. In terms of the percentage of trade removed at each take profit, this backtest module has the following hardcoded values: Take profit 1: 50% of the trade is removed Take profit 2: 25% of the trade is removed Take profit 3: 25% of the trade is removed Stop loss: 100% of the trade is removed After each take profit is achieved, the stop loss level is adjusted. When take profit 1 is reached, the stop loss is moved to the entry point. Similarly, when take profit 2 is reached, the stop loss is shifted to take profit 1. The trailing take profit feature comes into play after take profit 2 or take profit 3, depending on the number of take profits selected in the settings. The trailing take profit is always activated on the final take profit when 2 or more take profits are chosen. The backtest also offers the capability to restrict by a specific date range, allowing for simulated forward testing based on past data. Additionally, users have the option to display or hide a trading panel that provides relevant information about the backtest, statistics, and the current trade. It is also possible to activate alerts and toggle sections of the trading panel on or off. On the chart, historical take profit and stop loss levels are represented by horizontal lines overlaid for reference. This backtest also includes an optional GKD-E Exit indicator that can be used to test early exits. The GKD system utilizes volatility-based take profits and stop losses. Each take profit and stop loss is calculated as a multiple of volatility. You can change the values of the multipliers in the settings as well. To utilize this strategy, follow these steps: 1. (Required) Import the value "Input into NEW GKD-BT Backtest" from the GKD-B Baseline indicator into the GKD-BT Baseline Backtest field "Import GKD-B Baseline" 2. (Optional) Import the value "Input into NEW GKD-BT Backtest" from the GKD-E Exit indicator into the GKD-BT Baseline Backtest field "Import GKD-E Exit". You can toggle the Exit on or off using the "Activate GKD-E Exit" option. Baselines that are compatible with this backtest module: GKD-B Baseline GKD-B Stepped Baseline Volatility Types Included 17 types of volatility are included in this indicator Close-to-Close Parkinson Garman-Klass Rogers-Satchell Yang-Zhang Garman-Klass-Yang-Zhang Exponential Weighted Moving Average Standard Deviation of Log Returns Pseudo GARCH(2,2) Average True Range True Range Double Standard Deviation Adaptive Deviation Median Absolute Deviation Efficiency-Ratio Adaptive ATR Mean Absolute Deviation Static Percent █ Giga Kaleidoscope Modularized Trading System Core components of an NNFX algorithmic trading strategy The NNFX algorithm is built on the principles of trend, momentum, and volatility. There are six core components in the NNFX trading algorithm: 1. Volatility - price volatility; e.g., Average True Range, True Range Double, Close-to-Close, etc. 2. Baseline - a moving average to identify price trend 3. Confirmation 1 - a technical indicator used to identify trends 4. Confirmation 2 - a technical indicator used to identify trends 5. Continuation - a technical indicator used to identify trends 6. Volatility/Volume - a technical indicator used to identify volatility/volume breakouts/breakdown 7. Exit - a technical indicator used to determine when a trend is exhausted 8. Metamorphosis - a technical indicator that produces a compound signal from the combination of other GKD indicators* *(not part of the NNFX algorithm) What is Volatility in the NNFX trading system? In the NNFX (No Nonsense Forex) trading system, ATR (Average True Range) is typically used to measure the volatility of an asset. It is used as a part of the system to help determine the appropriate stop loss and take profit levels for a trade. ATR is calculated by taking the average of the true range values over a specified period. True range is calculated as the maximum of the following values: -Current high minus the current low -Absolute value of the current high minus the previous close -Absolute value of the current low minus the previous close ATR is a dynamic indicator that changes with changes in volatility. As volatility increases, the value of ATR increases, and as volatility decreases, the value of ATR decreases. By using ATR in NNFX system, traders can adjust their stop loss and take profit levels according to the volatility of the asset being traded. This helps to ensure that the trade is given enough room to move, while also minimizing potential losses. Other types of volatility include True Range Double (TRD), Close-to-Close, and Garman-Klass What is a Baseline indicator? The baseline is essentially a moving average, and is used to determine the overall direction of the market. The baseline in the NNFX system is used to filter out trades that are not in line with the long-term trend of the market. The baseline is plotted on the chart along with other indicators, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR). Trades are only taken when the price is in the same direction as the baseline. For example, if the baseline is sloping upwards, only long trades are taken, and if the baseline is sloping downwards, only short trades are taken. This approach helps to ensure that trades are in line with the overall trend of the market, and reduces the risk of entering trades that are likely to fail. By using a baseline in the NNFX system, traders can have a clear reference point for determining the overall trend of the market, and can make more informed trading decisions. The baseline helps to filter out noise and false signals, and ensures that trades are taken in the direction of the long-term trend. What is a Confirmation indicator? Confirmation indicators are technical indicators that are used to confirm the signals generated by primary indicators. Primary indicators are the core indicators used in the NNFX system, such as the Average True Range (ATR), the Moving Average (MA), and the Relative Strength Index (RSI). The purpose of the confirmation indicators is to reduce false signals and improve the accuracy of the trading system. They are designed to confirm the signals generated by the primary indicators by providing additional information about the strength and direction of the trend. Some examples of confirmation indicators that may be used in the NNFX system include the Bollinger Bands, the MACD (Moving Average Convergence Divergence), and the MACD Oscillator. These indicators can provide information about the volatility, momentum, and trend strength of the market, and can be used to confirm the signals generated by the primary indicators. In the NNFX system, confirmation indicators are used in combination with primary indicators and other filters to create a trading system that is robust and reliable. By using multiple indicators to confirm trading signals, the system aims to reduce the risk of false signals and improve the overall profitability of the trades. What is a Continuation indicator? In the NNFX (No Nonsense Forex) trading system, a continuation indicator is a technical indicator that is used to confirm a current trend and predict that the trend is likely to continue in the same direction. A continuation indicator is typically used in conjunction with other indicators in the system, such as a baseline indicator, to provide a comprehensive trading strategy. What is a Volatility/Volume indicator? Volume indicators, such as the On Balance Volume (OBV), the Chaikin Money Flow (CMF), or the Volume Price Trend (VPT), are used to measure the amount of buying and selling activity in a market. They are based on the trading volume of the market, and can provide information about the strength of the trend. In the NNFX system, volume indicators are used to confirm trading signals generated by the Moving Average and the Relative Strength Index. Volatility indicators include Average Direction Index, Waddah Attar, and Volatility Ratio. In the NNFX trading system, volatility is a proxy for volume and vice versa. By using volume indicators as confirmation tools, the NNFX trading system aims to reduce the risk of false signals and improve the overall profitability of trades. These indicators can provide additional information about the market that is not captured by the primary indicators, and can help traders to make more informed trading decisions. In addition, volume indicators can be used to identify potential changes in market trends and to confirm the strength of price movements. What is an Exit indicator? The exit indicator is used in conjunction with other indicators in the system, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR), to provide a comprehensive trading strategy. The exit indicator in the NNFX system can be any technical indicator that is deemed effective at identifying optimal exit points. Examples of exit indicators that are commonly used include the Parabolic SAR, the Average Directional Index (ADX), and the Chandelier Exit. The purpose of the exit indicator is to identify when a trend is likely to reverse or when the market conditions have changed, signaling the need to exit a trade. By using an exit indicator, traders can manage their risk and prevent significant losses. In the NNFX system, the exit indicator is used in conjunction with a stop loss and a take profit order to maximize profits and minimize losses. The stop loss order is used to limit the amount of loss that can be incurred if the trade goes against the trader, while the take profit order is used to lock in profits when the trade is moving in the trader's favor. Overall, the use of an exit indicator in the NNFX trading system is an important component of a comprehensive trading strategy. It allows traders to manage their risk effectively and improve the profitability of their trades by exiting at the right time. What is an Metamorphosis indicator? The concept of a metamorphosis indicator involves the integration of two or more GKD indicators to generate a compound signal. This is achieved by evaluating the accuracy of each indicator and selecting the signal from the indicator with the highest accuracy. As an illustration, let's consider a scenario where we calculate the accuracy of 10 indicators and choose the signal from the indicator that demonstrates the highest accuracy. The resulting output from the metamorphosis indicator can then be utilized in a GKD-BT backtest by occupying a slot that aligns with the purpose of the metamorphosis indicator. The slot can be a GKD-B, GKD-C, or GKD-E slot, depending on the specific requirements and objectives of the indicator. This allows for seamless integration and utilization of the compound signal within the GKD-BT framework. How does Loxx's GKD (Giga Kaleidoscope Modularized Trading System) implement the NNFX algorithm outlined above? Loxx's GKD v2.0 system has five types of modules (indicators/strategies). These modules are: 1. GKD-BT - Backtesting module (Volatility, Number 1 in the NNFX algorithm) 2. GKD-B - Baseline module (Baseline and Volatility/Volume, Numbers 1 and 2 in the NNFX algorithm) 3. GKD-C - Confirmation 1/2 and Continuation module (Confirmation 1/2 and Continuation, Numbers 3, 4, and 5 in the NNFX algorithm) 4. GKD-V - Volatility/Volume module (Confirmation 1/2, Number 6 in the NNFX algorithm) 5. GKD-E - Exit module (Exit, Number 7 in the NNFX algorithm) 6. GKD-M - Metamorphosis module (Metamorphosis, Number 8 in the NNFX algorithm, but not part of the NNFX algorithm) (additional module types will added in future releases) Each module interacts with every module by passing data to A backtest module wherein the various components of the GKD system are combined to create a trading signal. That is, the Baseline indicator passes its data to Volatility/Volume. The Volatility/Volume indicator passes its values to the Confirmation 1 indicator. The Confirmation 1 indicator passes its values to the Confirmation 2 indicator. The Confirmation 2 indicator passes its values to the Continuation indicator. The Continuation indicator passes its values to the Exit indicator, and finally, the Exit indicator passes its values to the Backtest strategy. This chaining of indicators requires that each module conform to Loxx's GKD protocol, therefore allowing for the testing of every possible combination of technical indicators that make up the six components of the NNFX algorithm. What does the application of the GKD trading system look like? Example trading system: Backtest: GKD-BT Baseline Backtest as shown on the chart above Baseline: Hull Moving Average as shown on the chart above Volatility/Volume: Hurst Exponent Confirmation 1: Sherif's HiLo Confirmation 2: uf2018 Continuation: Coppock Curve Exit: Fisher Transform as shown on the chart above Metamorphosis: Baseline Optimizer Each GKD indicator is denoted with a module identifier of either: GKD-BT, GKD-B, GKD-C, GKD-V, GKD-M, or GKD-E. This allows traders to understand to which module each indicator belongs and where each indicator fits into the GKD system. █ Giga Kaleidoscope Modularized Trading System Signals Standard Entry 1. GKD-C Confirmation gives signal 2. Baseline agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 1-Candle Standard Entry 1a. GKD-C Confirmation gives signal 2a. Baseline agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Baseline Entry 1. GKD-B Baseline gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 7. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior 1-Candle Baseline Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Volatility/Volume Entry 1. GKD-V Volatility/Volume gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Volatility/Volume Entry 1a. GKD-V Volatility/Volume gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSVVC Bars Back' prior Next Candle 1b. Price retraced 2b. Volatility/Volume agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Baseline agrees Confirmation 2 Entry 1. GKD-C Confirmation 2 gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Volatility/Volume agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Confirmation 2 Entry 1a. GKD-C Confirmation 2 gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSC2C Bars Back' prior Next Candle 1b. Price retraced 2b. Confirmation 2 agrees 3b. Confirmation 1 agrees 4b. Volatility/Volume agrees 5b. Baseline agrees PullBack Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price is beyond 1.0x Volatility of Baseline Next Candle 1b. Price inside Goldie Locks Zone Minimum 2b. Price inside Goldie Locks Zone Maximum 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Continuation Entry 1. Standard Entry, 1-Candle Standard Entry, Baseline Entry, 1-Candle Baseline Entry, Volatility/Volume Entry, 1-Candle Volatility/Volume Entry, Confirmation 2 Entry, 1-Candle Confirmation 2 Entry, or Pullback entry triggered previously 2. Baseline hasn't crossed since entry signal trigger 4. Confirmation 1 agrees 5. Baseline agrees 6. Confirmation 2 agrees
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