Pro Reversal Strategie - FinalCore Functionality Description
The "Pro Reversal Strategy" script is a comprehensive and highly customizable trading system for TradingView. Its core idea is based on a mean-reversion strategy, which aims to capitalize on price extremes where the price is likely to revert to its statistical mean. This script ist full AI generated. There ist no support and no financial advice.
To identify entry points, the script combines classic indicators like the RSI (to detect overbought and oversold conditions) and Bollinger Bands (to measure volatility extremes).
However, the script's strength lies in its confluence logic: a simple RSI or Bollinger Band signal is not enough to trigger a trade. Instead, a series of filters are applied to enhance the quality of the trade signals. These include:
Trend Filter: Trades are only taken in the direction of the higher-level trend (defined by a 200-period Moving Average).
Volatility and Volume Filter: ADX and volume analysis ensure that the market has sufficient momentum for a move.
Market Structure Analysis: Concepts like Fair Value Gaps (FVG), liquidity zones, and the Volume Profile (VRVP/POC) are used to place trades in high-probability zones.
Momentum Filter: Special "Vector Candles" confirm the strength of buyers or sellers at the moment of the signal.
Furthermore, the script offers advanced features for risk and trade management, including automatic position sizing based on a percentage risk and dynamic exit strategies like a breakeven stop and a trailing stop-loss (Chandelier ATR).
A detailed info panel visualizes all key metrics in real-time directly on the chart. Thanks to its versatile configuration options, the script can be adapted for various trading styles, including swing trading, day trading, and scalping.
Core Strategies & Filters (English)
Here is a breakdown of the specific strategies and confirmation filters used within the script:
RSI Mean Reversion: Uses the Relative Strength Index (RSI) to identify overbought (> rsiSellShort) and oversold (< rsiBuyLong) conditions, which serve as the primary trigger for a potential price reversal.
Bollinger Bands (BB) Volatility Filter: Trades are confirmed when the price touches or exceeds the outer Bollinger Bands. This indicates a move to a statistical extreme in terms of volatility, reinforcing the reversal thesis.
Trend Filter (200 SMA): Ensures that long trades are only considered in a general uptrend (price > SMA 200) and short trades in a downtrend (price < SMA 200), preventing trades against the dominant market direction.
ADX Trend Strength Filter: Utilizes the Average Directional Index (ADX) to confirm that a market is trending with sufficient strength. Trades are filtered out during weak or non-trending phases (adx < adxThreshold).
Volume Profile (VRVP / POC): Analyzes volume at specific price levels to identify high-volume nodes (Point of Control - POC). This acts as a filter to avoid entering trades directly into a zone of strong support or resistance.
Vector Candle Filter: Identifies "Vector Candles" – large, high-volume candles that close strongly near their high (bullish) or low (bearish). This custom filter confirms strong conviction behind the initial reversal signal.
Market Structure (FVG & Liquidity): Incorporates advanced price action concepts. It looks for entries after a liquidity zone above a previous high/low has been tapped (Liquidity Grab) or when price enters a Fair Value Gap (FVG), adding a layer of institutional trading logic.
Chart Pattern Recognition: Optionally identifies classic chart patterns like "W-Patterns" (Double Bottom), "M-Patterns" (Double Top), and Ascending Triangles to provide additional visual confirmation for traders.
Position Sizing (Risk %): Automatically calculates the trade size based on a user-defined percentage of the total equity (riskPct) and the distance to the stop-loss, ensuring consistent risk management for every trade.
Dynamic Exit Management: Implements advanced exit strategies beyond a fixed take-profit. This includes moving the stop-loss to Breakeven after a certain risk-to-reward ratio is met and using a Trailing Stop-Loss (e.g., Chandelier ATR) to lock in profits as a trade develops.
Pesquisar nos scripts por "high low"
G-Bot v3Overview:
G-Bot is an invite-only Pine Script tailored for traders seeking a precise, automated breakout strategy. This closed-source script integrates with 3Commas via API to execute trades seamlessly, combining classic indicators with proprietary logic to identify high-probability breakouts. G-Bot stands out by filtering market noise through a unique confluence of signals, offering adaptive risk management, and employing advanced alert deduplication to ensure reliable automation. Its purpose-built design delivers actionable signals for traders prioritizing consistency and efficiency in trending markets.
What It Does and How It Works:
G-Bot generates trade signals by evaluating four key market dimensions—trend, price action, momentum, and volume—on each 60-minute bar. The script’s core components and their roles are:
Trend Detection (EMAs): Confirms trend direction by checking if the 5-period EMA is above (bullish) or below (bearish) the 6-period EMA, with the price positioned accordingly (above the 5-period EMA for longs, below for shorts). The tight EMA pairing is optimized for the 60-minute timeframe to capture sustained trends while minimizing lag.
Price Action Trigger (Swing Highs/Lows): Identifies breakouts when the price crosses above the previous swing high (for longs) or below the previous swing low (for shorts), using a period lookback to focus on recent price pivots. This ensures entries align with significant market moves.
Momentum Filter (RSI): Validates breakouts by requiring RSI to fall within moderated ranges. These ranges avoid overbought/oversold extremes, prioritizing entries with balanced momentum to enhance trade reliability.
Volume Confirmation (3-period SMA): Requires volume to exceed its 3-period SMA, confirming that breakouts are driven by strong market participation, reducing the risk of false moves.
Risk Management (14-period ATR): Calculates stop-loss distances (ATR) and trailing stops (ATR and ATR-point offset) to align trades with current volatility, protecting capital and locking in profits.
These components work together to create a disciplined system: the EMAs establish trend context, swing breaks confirm price momentum, RSI filters for optimal entry timing, and volume ensures market conviction. This confluence minimizes false signals, a critical advantage for hourly breakout trading.
Why It’s Original and Valuable:
G-Bot’s value lies in its meticulous integration of standard indicators into a non-standard, automation-focused system. Its unique features include:
Curated Signal Confluence: Unlike generic breakout scripts that rely on single-indicator triggers (e.g., EMA crossovers), G-Bot requires simultaneous alignment of trend, price action, momentum, and volume. This multi-layered approach, reduces noise and prioritizes high-conviction setups, addressing a common flaw in simpler strategies.
Proprietary Alert Deduplication: G-Bot employs a custom mechanism to prevent redundant alerts, using a 1-second minimum gap and bar-index tracking. This ensures signals are actionable and compatible with 3Commas’ high-frequency automation, a feature not found in typical Pine Scripts.
Adaptive Position Sizing: The script calculates trade sizes based on user inputs (1-5% equity risk, max USD cap, equity threshold) and ATR-derived stop distances, ensuring positions reflect both account size and market conditions. This dynamic approach enhances risk control beyond static sizing methods.
3Commas API Optimization: G-Bot generates JSON-formatted alerts with precise position sizing and exit instructions, enabling seamless integration with 3Commas bots. This level of automation, paired with detailed Telegram alerts for monitoring, streamlines the trading process.
Visual Clarity: On-chart visuals—green triangles for long entries, red triangles for shorts, orange/teal lines for swing levels, yellow circles for price crosses—provide immediate insight into signal triggers, allowing traders to validate setups without accessing the code.
G-Bot is not a repackaging of public code but a specialized tool that transforms familiar indicators into a robust, automated breakout system. Its originality lies in the synergy of its components, proprietary alert handling, and trader-centric automation, justifying its invite-only status.
How to Use:
Setup: Apply G-Bot to BITGET’s BTCUSDT.P chart on a 60-minute timeframe.
3Commas Configuration: Enter your 3Commas API Secret Key and Bot UUID in the script’s input settings to enable webhook integration.
Risk Parameters: Adjust Risk % (1-5%), Max Risk ($), and Equity Threshold ($) to align position sizing with your account and risk tolerance.
Webhook Setup: Configure 3Commas to receive JSON alerts for automated trade execution. Optionally, connect Telegram for detailed signal notifications.
Monitoring: Use on-chart visuals to track signals:
Green triangles (below bars) mark long entries; red triangles (above bars) mark shorts.
Orange lines show swing highs; teal lines show swing lows.
Yellow circles indicate price crosses; purple crosses highlight volume confirmation.
Testing: Backtest G-Bot in a demo environment to validate performance and ensure compatibility with your trading strategy.
Setup Notes : G-Bot is a single, self-contained script for BTCUSDT.P on 60-minute charts, with all features accessible via user inputs. No additional scripts or passwords are required, ensuring compliance with TradingView’s single-publication rule.
Disclaimer: Trading involves significant risks, and past performance is not indicative of future results. Thoroughly test G-Bot in a demo environment before deploying it in live markets.
Full setup support will be provided
Amiya's Doji / Hammer / Spinning Top Breakout Strategy v5How it works
1. Pattern Detection (Previous Candle):
• Checks if total shadow length ≥ 2 × body.
• Checks if candle height (high − low) is between 10 and 21.5 points.
• If true → marks that candle as a potential Doji, Hammer, or Spinning Top.
2. Long Setup:
• LTP (close) crosses above previous candle high.
• Previous candle is a valid pattern candle.
• Stop Loss = 3 points below previous candle low.
• Take Profit = 5 × (high − low) of previous candle added to previous high.
3. Short Setup:
• LTP (close) crosses below previous candle low.
• Previous candle is a valid pattern candle.
• Stop Loss = 3 points above previous candle high.
• Take Profit = 5 × (high − low) of previous candle subtracted from previous low.
4. Visualization:
• Yellow background highlights pattern candles.
• Green ▲ and Red ▼ markers show entry points.
Deep yellow candles → represent Doji / Hammer / Spinning Top patterns
• Green triangle → Buy signal
• Red triangle → Sell signal
• Dotted green line + label → Target
• Dotted red line + label → Stop loss
• Gray background → Outside trading hours
• Auto close → All trades square off at 3:29 PM IST
Mario vr SIT MC Utilizar en el gráfico
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🧠 Market Structure Pro System – MVR
Market Structure Pro System – MVR is an advanced trading strategy designed to detect key reversal and trend-break zones with high precision.
It combines multiple professional tools within a single algorithm — integrating market structure, dynamic channels, volatility filters, and trend confirmations — making it ideal for scalping and swing trading across different markets (Forex, indices, cryptocurrencies, or stocks).
⚙️ How it works
The algorithm performs a complete structural analysis of the market through several technical layers:
🔹 1. Price Structure (BOS, Supply & Demand)
The system automatically detects:
Order Blocks
Supply and Demand Zones
Break of Structure (BOS) to identify market structure shifts
This allows traders to recognize where price is likely to react or break a trend, anticipating major market movements.
🔹 2. Keltner Channels and Linear Regression
The strategy uses multiple Keltner Channels with different settings to measure volatility expansion and contraction.
In combination, a dynamic linear regression line shows the overall market direction, helping confirm whether price is trending or ranging.
🔹 3. Volatility and Trend Filters
It integrates several complementary systems:
ATR (Average True Range): measures the strength and volatility of price movement.
PSAR (Parabolic SAR): identifies potential trend reversals.
Supertrend: acts as the main trend filter and confirmation tool.
These filters work together to avoid false signals in ranging or low-volatility conditions.
🔹 4. Swing Highs / Lows and Dynamic Lines
The indicator also marks swing high and low points, helping visualize dynamic support and resistance levels and potential price reversal areas.
📈 Signal Interpretation
BUY signals:
Occur when price breaks a demand zone or bearish structure, while trend filters (Supertrend / PSAR) confirm bullish direction.
SELL signals:
Trigger when price breaks a supply zone or bullish structure, with bearish confirmation from the trend filters.
These conditions can be further validated by visual confirmations from the Keltner Channel or a color change in the linear regression.
Script protegido
Este script se publica como código cerrado. Sin embargo, puede utilizarlo libremente y sin limitaciones: obtenga más información aquí.
mariovr_usd
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.
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Strategy with Reference Lines📊 Strategy with Reference Lines
Description:
This strategy uses a contrarian approach based on the analysis of the previous candle to identify entry and exit points. The strategy draws horizontal reference lines at important levels of the previous candle and generates buy/sell signals based on the candle's direction.
Key Features:
🔹 Multi-Timeframe Analysis: Configurable for 1H, 2H, 3H, 4H, 6H, 12H, and 1D
🔹 Reference Lines: High, low, close, and midpoint (50%) of the previous candle
🔹 Visual Signals: Labels with prices and actions (BUY/SELL/TP)
🔹 Optional Trading: Enable/disable automatic order execution
🔹 Complete System: Automatic entry, Take Profit, and Stop Loss
🔹 Alerts: Notifications when a new candle is detected
Strategy Logic:
When the previous candle is POSITIVE:
Signal: 🔴 SELL at the previous candle's close
Take Profit: 🎯 Midpoint (50%) of the previous candle
Stop Loss: 🔴 High of the previous candle
When the previous candle is NEGATIVE:
Signal: 🟢 BUY at the previous candle's close
Take Profit: 🎯 Midpoint (50%) of the previous candle
Stop Loss: 🟢 Low of the previous candle
Visual Elements:
Green Line: High of the previous candle (when positive)
Red Line: Low of the previous candle (when negative)
Yellow Line: Close of the previous candle (always present)
Blue Line: Midpoint (50%) of the previous candle (always present)
Labels: Prices and actions with emojis for easy identification
Settings:
Timeframe: Default 4H (configurable)
Auto Trading: Disabled by default (safety)
Alerts: Include entry prices, TP, and SL
Recommended Usage:
✅ Visual Analysis: Use with trading disabled for analysis
✅ Backtesting: Enable trading to test historically
✅ Swing Trading: Ideal for 4H or higher timeframes
✅ Risk Management: Automatic SL and TP for protection
Risk Disclaimer:
This strategy is for educational and analysis purposes only. Always test in a simulation environment before using with real capital. Trading involves significant risks and may result in losses.
Swing High Low by MIRRORPIPThis strategy finds swing high and lows and marks them as SH and SL respectively.
if the pattern tries to form higher high it will trigger a buy signal
if the pattern tries to form lower low, it will trigger a short signal
This setup is very popular among price action lovers
Quantura - Quantified Price Action StrategyIntroduction
“Quantura – Quantified Price Action Strategy” is an invite-only Pine Script strategy designed to combine multiple price action concepts into a single trading framework. It integrates supply and demand zones, liquidity sweeps and runs, fair value gaps (FVGs), RSI filters, and EMA trend confirmation. The strategy also provides a visual overlay with dynamic trend-colored candles for easier chart interpretation. It is intended for multi-market use across cryptocurrencies, Forex, equities, and indices.
Originality & Value
The strategy is original in how it unifies several institutional-style price action elements and validates trades only when they align. This reduces noise compared to using single indicators in isolation. Its unique value lies in the combination of:
Supply & Demand detection: Dynamic boxes identified through pivots, ATR, and volume sensitivity.
Liquidity sweeps and runs: Detects when swing highs/lows are broken and retested, distinguishing between liquidity grabs (sweeps) and directional runs.
RSI filter: Can be set to normal or aggressive, confirming momentum before trades.
Fair Value Gaps (FVGs): Optional detection and filtering of price inefficiencies.
EMA filter: Aligns trades with the broader market trend.
Trend candle visualization: Candles dynamically colored bullish, bearish, or neutral, based on strategy positions.
This layered confluence approach ensures that entries are not taken on a single condition but require agreement across several dimensions of market structure, momentum, and order flow.
Functionality & Indicators
Supply & Demand Zones: Zones are created when pivots, ATR sensitivity, and volume thresholds overlap.
Liquidity: Swing highs and lows are tracked, with options for sweep (fakeout/reversal) or run (continuation) detection.
RSI: Confirms long signals when oversold and shorts when overbought, with configurable aggressiveness.
FVG filter: Adds validation by requiring price interaction with inefficiency zones.
EMA filter: Ensures longs are above EMA and shorts below EMA.
Signals & Visualization: Trade entries are marked on the chart, while candles change color to reflect trade direction and status.
Parameters & Customization
Supply & Demand: Sensitivity (swing range, volume multiplier, ATR multiplier) and display options.
Liquidity filter: Mode (Run or Sweep), display, and swing length.
RSI: Enable/disable, length, and style (normal or aggressive).
Fair Value Gaps: Sensitivity via ATR factor, optional volume filter, and display toggles.
EMA: Length, enable/disable, and visualization.
Risk management: Up to three configurable take-profit levels, stop-loss, break-even logic, and capital-based position sizing.
Visualization: Custom candle coloring and optional overlay for better clarity.
Default Properties (Strategy Settings)
Initial Capital: 10,000 USD
Position Size: 100% of equity per trade (backtest default)
Commission: 0.1%
Slippage: 1
Pyramiding: 0 (only one position at a time)
Note: The default of 100% equity per trade is used for testing purposes only and would not be sustainable in real trading. A typical allocation in practice would be between 1–5% of account equity per trade, sometimes up to 10%.
Backtesting & Performance
Backtests on XPTUSD over 2.5 years with the default settings produced:
129 trades
73.64% win rate
Profit factor: 2.6
Maximum drawdown: 18.2%
These results show how the confluence of supply/demand, liquidity, and RSI filters can produce robust setups. However, past performance does not guarantee future results. While the trade count (129) is sufficient for statistical analysis, results may vary across markets and timeframes.
Risk Management
Three configurable take-profit levels with percentage allocation.
Initial stop-loss based on user-defined percentage.
Dynamic stop-loss that adjusts with market movement.
Break-even logic that shifts stops to entry after predefined gains.
Position sizing based on risk percentage of equity.
This framework allows both conservative and aggressive configurations, depending on user preference.
Limitations & Market Conditions
Works best in volatile and liquid markets such as crypto, metals, indices, and FX.
May produce false signals in low-volume or sideways environments.
Unexpected news or macro events can override technical conditions.
Default position sizing of 100% equity is highly aggressive and should be reduced before any practical use.
Usage Guide
Add “Quantura – Quantified Price Action Strategy” to your chart.
Select Supply & Demand, Liquidity, RSI, EMA, and FVG settings according to your market and timeframe.
Configure risk management: take-profits, stop-loss, and risk-per-trade percentage.
Use the Strategy Tester to analyze statistics, equity curve, and performance under different conditions.
Optimize parameters before applying the strategy to different markets.
Author & Access
Developed 100% by Quantura. Published as an Invite-Only script. Access is available upon request via the Author’s Instructions field.
Important
This description complies with TradingView’s publishing rules. It clarifies originality, explains the underlying logic, discloses default properties, and presents backtest results with realistic disclaimers.
Multi Channel GRID & DCA LTF [trade_lexx]Multi Channel GRID & DCA LTF
Usage Guide
Part 1: The concept and general possibilities of the "Multi Channel GRID & DCA LTF" strategy
Introduction
Welcome to the guide to "Multi Channel GRID & DCA LTF", a powerful and versatile automated trading strategy for the TradingView platform. This tool was developed for traders who are looking for flexibility, control and a high degree of adaptability to various market conditions.
The strategy is based on a hybrid approach that combines two popular and time-tested techniques.:
1. GRID (grid trading): The classic method of averaging a position is by placing a grid of limit orders.
2. DCA (Dollar Cost averaging): Smart position averaging based on signals from external indicators.
However, "Multi Channel GRID & DCA LTF" goes far beyond the simple combination of these two techniques. The strategy includes a number of unique and innovative features, such as cascading MultiGRID grids for dealing with extreme volatility, Channel Mode range trading mode for profiting from sideways movement, and Low Time Frame analysis (LTF) to achieve surgical accuracy in backtesting. Deep customization options for risk management, capital, take profits, and stop losses allow you to configure a strategy for almost any trading style, asset, and timeframe.
The basic idea: How does it work?
Let's take a detailed look at each of the key concepts embedded in the logic of the strategy.
1. GRID — Automatic placement of buy and sell orders at certain price intervals.
This is a fundamental mode of operation. Its main goal is to systematically improve the average entry price for a position if the market is going against you.
* The principle of operation: After opening the base (first) order (`BO`), the strategy automatically places a series of pending limit orders (here they are called "safety orders" or "SO") at certain price intervals. For a long position, orders are placed below the entry price, and for a short position, orders are placed higher.
* Target: When the price moves against an open position, it consistently hits and executes safety orders. Each such execution adds additional volume to the position at a more favorable price, thereby shifting the overall average entry price (`position_avg_price') closer to the current market price. This means that a much smaller corrective movement will be required to gain ground.
* Flexibility: You have full control over the geometry of the grid: the number of safety orders, the percentage distance between them (`SO Step`), and you can even set a coefficient that will increase this step for each subsequent order (`SO Multiplier`), creating an expanding grid.
2. DCA (Signal Averaging) — Smart Averaging
This mode adds an additional layer of analysis to the averaging process. Instead of just buying/selling at the set price levels, the strategy waits for a confirmation signal.
* Working principle: You can connect any external indicator (for example, RSI, CCI, or even your own complex signal system) to the strategy, which outputs numerical values. As standard, 1 is used for a long signal, and -1 is used for a short signal. The strategy will place the next averaging order only at the moment when it receives the appropriate signal.
* Goal: To average a position not just during a fall (or a rise for a short), but at the moments that your main trading system considers the most favorable for this. This allows you to avoid "catching falling knives" and enter only if there are good reasons.
3. Hybrid Mode (GRID+DCA) is the best of the previous two modes
This mode is designed for maximum filtering and control. It requires two conditions to be fulfilled simultaneously.
* Working principle: The safety order will be executed only if the price has reached the calculated grid level and a confirmation signal has been received from your external indicator. If a confirmation signal is received from an external indicator, the next calculated grid level activates the limit order.
* Goal: To create the most reliable averaging system that protects against premature entries and requires double confirmation (both by price and indicator) before increasing the position size.
4. MultiGRID — Adaptation to extreme volatility
This is one of the most powerful and unique features of a strategy designed to survive and make a profit in the face of strong, protracted trends or "black swans".
* The problem it solves: The usual grid of orders has a limited depth. If the price goes beyond the last safety order, the strategy loses the opportunity to average and becomes vulnerable.
* The principle of operation: The MultiGRID function allows you to create "cascades" — several grids following one another. When all the orders of the first grid are executed, the strategy does not stop. Instead, she can activate the second, third (and so on) a grid of orders. The new grid can be activated by one of two triggers:
1. Offset: The new grid is activated when the price passes another set percentage deviation from the last executed order.
2. Signal: The new grid is activated when a signal is received from an external indicator.
* Goal: To significantly expand the working range of the strategy. This allows it to adapt to strong market movements that would "break" the usual grid, and continue to effectively average a position at a much greater depth of decline or growth.
5. Channel Mode — Trading in the range
This feature turns a standard averaging strategy into a machine for "farming" profits within a price channel that is formed during a sideways market movement.
* The problem it solves: In the standard grid strategy, after partially closing a take profit position, the volume of this part "leaves" the trade until the deal is fully closed. You are missing the opportunity to reuse this capital.
* Operating principle: When Channel Mode is enabled, the following happens. Suppose the price went against you, executed several safety orders, and then turned around and reached one of the partial take profits. At this point, the strategy is:
1. Fixes the profit, as it should be.
2. Instantly places a new limit order to buy (or sell for a short) at exactly the same price level where the last triggered safety order was executed. The volume of this order is equal to the volume of the part that was just closed for take profit.
3. If the price goes down again and executes this "repeat" order, the strategy immediately sets a corresponding take profit for it at the level where the previous profit was taken.
* Goal: To create a continuous buy-sell cycle within the local range (channel). The lower limit of the channel is the price of the last averaging, and the upper limit is the price of a partial take profit. This allows you to repeatedly profit from sideways price fluctuations, without waiting for the full closure of the main, large transaction.
6. LTF (Lower Timeframe Analysis) — Surgical precision of backtesting
This feature is critically important for obtaining reliable results during historical testing (backtesting) of grid strategies.
* The problem it solves: The standard testing mechanism in TradingView has a serious limitation. Working, for example, on a 4-hour chart, he sees only 4 candle points: Open, High, Low and Close. He does not know in what order the price moved within these 4 hours. He could have touched High first and then Low, or vice versa. For grid strategies, this is fatal — the engine can show that a take profit has been executed, although in reality the price first went down, collected the entire grid of orders and only then turned around.
* How it works: When you turn on the LTF mode, the strategy for each candle on your main chart (for example, 4H) requests and analyzes all candles from the lower timeframe you specified (for example, 1-minute). Then it virtually trades the entire price path for these minute candles, executing orders, take profits and stop losses in the sequence in which they would occur in reality. It works in the single take profit mode of the Grid strategy.
* Goal: To provide the most realistic and reliable backtest that reflects the real dynamics of the market. This allows you to avoid false expectations and accurately assess the potential performance of the strategy.
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Part 2: Detailed description of the strategy settings
This section is your main guide to all the switches and options available in the strategy. Understanding each setting is the key to unlocking the full potential of this powerful tool.
1. 🛡️ Risk Management 🛡️
This group contains fundamental parameters that determine the basic logic of risk management and the geometry of grid orders.
* Strategy type: Determines the direction of transactions.
* Long: The strategy will only open long positions (buy).
* Short: The strategy will only open short positions (sell).
* Both: The strategy will work both ways, opening long or short depending on the incoming signal.
* SO Count: Sets the maximum number of Safety (averaging) Orders (SO) that the strategy will place within the same grid. If you have MultiGRID enabled, this number applies to each individual grid.
* SO Step (%): This is the base percentage deviation from the entry price at which the first safety order will be placed. For example, at a value of 0.5, the first SO in a long trade will be placed 0.5% lower than the opening price of the base order.
* SO Multiplier: A coefficient that exponentially increases the step for each subsequent safety order. This allows you to create an expanding grid where averaging orders are placed further and further apart, which is effective with strong and accelerating price movements.
* *The step formula for the nth order*: Step(N) = (SO Step) * (SO Multiplier ^(N-1)).
* If the value is 1, all steps will be the same.
* With a value of 1.6, the step of the second SO will be 1.6 times larger than the first, the step of the third will be 1.6 times larger than the second, and so on.
* 1️⃣ TP/SL: These are simplified settings for quick configuration. They allow you to turn on/off the main take profit and stop loss and set basic percentage values for them. More detailed settings for these parameters can be found in the relevant sections below.
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2. 💰 Money Management 💰
Everything related to position size, leverage, and capital is configured here.
* Volume BO (Base Order): Determines the size of the trade's opening order.
* Volume BO: A fixed amount in the quote currency (for example, in USDT).
* USDT (check mark): Manages the information in the comments to the orders. If enabled, the volume of orders in USDT will be displayed in the comments. This is convenient for visual analysis and for sending the amount of USDT by the placeholder {{strategy.order.comment}} via webhooks when connecting the strategy to the exchange or trading terminals.
* or % of deposit: The amount calculated as a percentage of the available capital of the strategy. The check mark to the right of this field enables this mode. Important: using a percentage activates the effect of compounding (compound interest), as the amount of each new transaction will be automatically recalculated based on the current capital (initial capital + profit/loss). If enabled, the percentage of orders will be displayed in the comments. This is convenient for visual analysis and for sending percentages on the placeholder {{strategy.order.comment}} via webhooks when connecting the strategy to the stock exchange, trading terminals, or creating Copy trading.
* Martingale: The coefficient applied to the volume of orders. It increases the size of each subsequent insurance order compared to the base one.
* Volume formula for the nth SO: Volume SO (N) = (Volume BO) * (Martingale^N).
* With a value of 1.2, the volume of the first SO will be 1.2 times greater than the base, the second — 1.44 times (`1.2 * 1.2`) and so on.
* Leverage: Specify the size of your leverage. This parameter is used exclusively for calculating and displaying the approximate liquidation price. It does not affect the size of positions, but it helps to visually assess the risks.
* Liquidation: Enables or disables the calculation and display of the liquidation line on the chart.
* Margin type: Allows you to select a method for calculating the liquidation price, simulating the logic of exchanges:
* Isolated: The liquidation price is calculated based on the size and leverage of the current open position only.
* Cross: The calculation simulates using the entire available balance to maintain a position. In the strategy, the liquidation price is calculated as the level at which the loss on the current transaction is equal to the current capital.
* Commission (%): Specify the percentage of your exchange's commission per transaction. The correct value of this parameter is crucial for obtaining realistic backtest results.
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3. 🕸️ Grid Management 🕸️
This group is responsible for the logic of safety orders and advanced mechanics such as Channel Mode and MultiGRID.
* SO Type: Defines the logic of placing averaging orders.
* GRID: Classic grid. All safety orders are placed in advance as limit orders.
* DCA: Signal averaging. The strategy is waiting for a signal from an external indicator to place a market averaging order.
* GRID+DCA: Hybrid. The strategy waits for a signal, and if it arrives, places a limit order at the appropriate price level of the grid or executes a market order if the signal has arrived below the limit order level.
* Signal for SO: A data source (indicator) that will be used for signals in DCA and GRID+DCA modes.
* ↔️ Channel Mode: When this option is enabled, the strategy tries to trade in a sideways range. After partially closing a take profit position, it immediately places a limit order for re-entry at the price of the last triggered safety order. This creates a buy-sell cycle within the local channel.
* Best Price Only: This filter adds an additional condition for averaging in DCA and MultiGRID modes (when it operates on a signal). The next averaging order or a new grid will be activated only if the current price is more favorable (lower for long, higher for short) than the price of the previous entry.
* 🧩 MultiGRID ⮕ Enables cascading grid mode.
* Grid Count: The total number of grids that can be activated sequentially.
* Offset: Percentage deviation from the price of the last order of the previous grid. When this margin is reached, the following grid of orders is activated (this mode does not require a signal).
* Or signal: Allows you to use the signal from an external indicator as a trigger to activate the next grid. The checkmark on the right turns on this mode.
// ------------------------
4. 🎯 Entry and Stop 🎯
This group of settings allows you to fine-tune the conditions for starting a new trade and all aspects related to protective stop orders, including the complex mechanics of trailing and managing SL after partial take profits.
* 🎯 Signal: A data source (indicator) that will be used to determine when to enter a trade. The strategy expects a value of 1 for the start of a long trade and -1 for a short trade.
* Min Bars: Sets the minimum number of candles that must pass from the moment of opening the previous trade to the moment of opening the next one. A value of 0 disables this filter. This is a useful tool to prevent overly frequent entries in a "noisy" market.
* Non-stop: If this option is enabled, the strategy ignores the Entry Signal and opens a new trade immediately after closing the previous one (taking into account the Min Bars filter, if it is set). This turns the strategy into a constantly working mechanism that is always on the market.
* 🛑 SL Type: Defines the base price from which the stop loss percentage will be calculated. The stop loss in the first section must be enabled for this block of settings to work.
* From the entry point: SL is always calculated from the opening price of the very first base order. It remains static throughout the entire transaction unless it is moved by other functions.
* From breakeven line: SL is dynamically recalculated and shifted each time a safety order is executed. It always follows the average price of the position, being at a given percentage distance from it.
* From last executed SO: SL is recalculated from the price of the last executed order, whether it is a base or a safety order.
* From last SO: SL is calculated from the price of the most recent possible safety order in the grid. This is usually the most remote and conservative type of SL.
* Trailing SL Type: Defines the algorithm by which the stop loss will move after its activation.
* Standard: Classic trailing. After activation, SL will follow the price at a fixed distance.
* ATR: SL will follow the price at a distance equal to the value of the ATR indicator multiplied by the specified multiplier.
* External Source: SL will follow any selected line of the third-party indicator.
* Period and Multiplier: Common parameters for all types of trailing.
* Source: The source of the line for the trailing SL of the third-party indicator.
* Trailing SL after entry: The mode of activation of the trailing SL after entering the transaction
* SL management after TP (sections 1️⃣, 2️⃣, 3️⃣): These three blocks allow you to create a complex stop loss management logic as profits are recorded.
For each take profit level (TP1, TP2, TP3), you can configure:
* SL BE / SL TP1 / SL TP2: When the corresponding TP is reached, the stop loss will be moved to the breakeven point (for TP1), to the TP1 price level (for TP2) or to the TP2 price level (for TP3).
* Trailing SL: When the corresponding TP is reached, the trailing stop loss is activated according to the settings above.
* By ↔️ Signal: A very powerful option. If it is enabled, the above action (SL transfer or trailing activation) will occur when the opposite trading signal is received from an external indicator. This allows you to protect profits or reduce losses if the market turns sharply, even before reaching the target.
* SL Delay ⮕ Allows you to delay the activation of the stop loss.
* Number of Bars: The Stop loss will be physically placed on the market only after the specified number of candles has passed since entering the trade. This can help to avoid "taking out" the stop with a random short movement (squiz) immediately after opening a position.
* SL Block: Unique defensive mechanics for trading both ways (`Strategy Type: Both`).
* Number of SL: If the strategy receives the specified number of stop losses in a row in one direction (for example, 2 stops long), it temporarily blocks the opportunity to open new trades in that direction.
* Lock Reset mode:
* By direction: The lock is lifted if a profitable trade is closed in the allowed direction or if a stop loss is triggered in the opposite direction.
* First profit: The lock is lifted after closing any profitable transaction, regardless of its direction.
// ------------------------
5. ✅ Take Profit ✅
This group of settings provides comprehensive control over profit taking, from a simple take profit to a complex system of partial closures and trailing.
* ✅ TP Type: Defines the base price for calculating the percentage deviation of the take profit.
* From entry point: TP is calculated from the base order price.
* From breakeven line: TP dynamically follows the average position price.
* From last executed SO: TP is calculated from the price of the last executed order.
* Filters for closing on signal
* Only ➕: If TP is triggered by a signal, the deal will be closed only if it is in the black relative to the average price.
* Or >TP: If TP is triggered by a signal, the trade will be closed only if the closing price is better than (or equal to) the estimated price of this TP.
* TP type of trailing: Yes, take profit has a trailing too! It works differently than the SL trailing.
* Standard / ATR: After the price touches the "virtual" TP level, the trailing is activated. He does not place a stop order, but begins to move away from the price, dynamically moving the limit order to close further and further in the profitable direction, allowing him to collect the maximum from the impulse movement.
* External Source: TP will follow any selected line of the third-party indicator.
* Period and Multiplier: Parameters for calculating the trailing margin TP.
* Source: The source of the line for the trailing TP of the third-party indicator.
* TP level settings (sections 1️⃣, 2️⃣, 3️⃣, 4️⃣): The strategy supports up to four independent take profit levels, which allows for a flexible system of partial commits.
For each level, you can set:
* TP: Enable the level and set its percentage deviation from the base price.
* Size: What percentage of the current position will be closed when this level is reached. For the last active TP, this parameter is ignored, and 100% of the remaining position is closed.
* Trailing TP: Enable the above-described trailing mechanism for this particular level.
* Signal: Enable closing based on the signal from the external indicator for this level.
* Or take: If both the closing on the signal and the limit order are enabled, then whatever comes first will work.
* After SO: Activate this TP level only after the specified number of safety orders has been executed. This allows you to set closer targets for riskier (deeply averaged) positions.
// ------------------------
6. 🔬 GRID and MultiGrid Analysis on Lower TFs (LTF) 🔬
This group activates one of the most important functions for accurate testing of grid strategies.
* Enable LTF Calculation ⮕ The main switch of the analysis mode on the lower timeframes.
* Timeframe selection: A drop-down list where you can select a timeframe for detailed analysis. For example, if your main schedule is 1 hour, you can select 1 minute here. The strategy will emulate the trading of minute candles within each hour candle.
❗️Important: As mentioned in the first part, the use of this mode is critically necessary to obtain realistic backtest results, especially for strategies with a dense grid of orders. Without it, the results may be overly optimistic and not reflect the real dynamics of the market. It should be remembered that TradingView imposes a limit on the number of intra-bars (minor TF bars) that can be requested. This is usually about 100,000 bars.
// ------------------------
7. 🕘 Backtest Date Range 🕘
This group allows you to focus testing on a specific historical period.
* Limit Date Range: Enables date filtering.
* Start time: The date and time when the strategy will start analyzing and opening deals.
* End time: The date and time after which the strategy will stop opening new deals and complete testing.
// ------------------------
8. 🎨 Visualization 🎨
All the options responsible for the appearance and information content of the chart are collected here.
* Show PnL labels: Enables/disables the display of text labels with the result (profit/loss) after closing each trade.
* Statistics Table: Enables/disables the main dashboard with detailed statistics on the results of the backtest.
* Strategy Settings Table: Enables/disables an additional panel that summarizes all the key parameters of the current configuration.
* Monthly Profit Table: Enables/disables a table with a breakdown of percentage returns by month and year.
* Table settings: For each of the three tables, you can individually adjust the Text size and Table Position on the screen to position them as conveniently as possible.
* Decimal places: Defines how many decimal places will be displayed in numeric values in tables and on labels.
// ------------------------
9. ✉️ Webhook Settings ✉️
This group is intended for traders who want to automate trading on strategy signals using third-party services and exchanges (for example, 3Commas, WunderTrading, Cryptorobotics, Cryptohopper, Bitsgap, Binance, ByBit, OKX, Pionex, Bitget or proprietary solutions).
For each key event in the strategy, there is a separate switch and a text field:
* Webhook for Open: Enable and set a message for the webhook that will be sent when the base order is opened.
* Webhook for Averaging: A message sent when executing any insurance order.
* Webhook for Take Profit: A message sent when closing on take profit (including partial ones).
* Webhook for Stop-Loss: A message sent when a stop loss is closed.
You can insert a JSON code or any other message format that your service requires for automation into the text fields. The strategy supports special placeholders (for example, `{{strategy.order.alert_message}}`), which allow you to dynamically insert the necessary data into the message, such as the amount of USDT or the percentage of the deposit for entry, averaging and take profit orders.
Valid H/L Strategy Tester with MFE/MAE Analytics
## Overview
A data-driven trading indicator that identifies valid high/low price levels and provides statistical insights through Maximum Favorable Excursion (MFE) and Maximum Adverse Excursion (MAE) analytics. Make informed trading decisions based on historical price behavior rather than guesswork.
## Key Features
### 🎯 Smart Pattern Recognition
- Automatically detects valid highs and lows with confirmation system
- Color-coded candles and lines for clear visual identification
- Inside/Outside print filtering for higher probability setups
### 📊 Statistical Analytics
- Analyzes up to 500 historical setups for MFE/MAE calculations
- 1-hour and 3-hour timeframe data with percentile-based targets (20th, 50th, 80th)
- Real-time performance tracking with comprehensive statistics table
### ⚙️ Flexible Strategy Options
**Entry Methods:** Confirmation-based or MAE percentile entries
**Take Profit:** MFE-based, fixed points, percentage, or R:R ratio targets
**Risk Management:** Multiple stop loss types with position sizing controls
### 🕐 Advanced Time Filtering
- Session filters (Asia, London, New York)
- Individual hourly controls (24-hour precision in ET)
- Pre-configured for optimal NY trading hours (9 AM - 2 PM)
### 📈 Visual Dashboard
- MFE target lines (blue) and MAE risk lines (orange)
- Customizable colors, styles, and line weights
- Statistics table showing daily/hourly/weekly performance breakdowns
## How It Works
1. **Pattern Detection** - Scans for valid high/low formations using price structure and gap behavior
2. **Statistical Analysis** - Calculates historical MFE/MAE percentiles from past setups
3. **Trade Framework** - Executes entries/exits based on your configuration with real-time performance tracking
## Ideal For
- **Day/Swing Traders** seeking data-driven entry/exit levels
- **Risk Managers** wanting historical drawdown data for stop placement
- **Performance Trackers** needing detailed analytics across timeframes and sessions
- **Flexible Strategies** - adapts to scalping, day trading, or swing trading styles
## Quick Setup
1. Select analysis timeframe (default: 5-minute)
2. Choose entry method and exit strategy
3. Enable MFE/MAE analytics display
4. Apply session/hourly filters
5. Customize visual elements and table settings
Transform your trading from guesswork to statistical precision with historical price behavior insights.
Keltner Channel Based Grid Strategy # KC Grid Strategy - Keltner Channel Based Grid Trading System
## Strategy Overview
KC Grid Strategy is an innovative grid trading system that combines the power of Keltner Channels with dynamic position sizing to create a mean-reversion trading approach. This strategy automatically adjusts position sizes based on price deviation from the Keltner Channel center line, implementing a systematic grid-based approach that capitalizes on market volatility and price oscillations.
## Core Principles
### Keltner Channel Foundation
The strategy builds upon the Keltner Channel indicator, which consists of:
- **Center Line**: Moving average (EMA or SMA) of the price
- **Upper Band**: Center line + (ATR/TR/Range × Multiplier)
- **Lower Band**: Center line - (ATR/TR/Range × Multiplier)
### Grid Trading Logic
The strategy implements a sophisticated grid system where:
1. **Position Direction**: Inversely correlated to price position within the channel
- When price is above center line → Short positions
- When price is below center line → Long positions
2. **Position Size**: Proportional to distance from center line
- Greater deviation = Larger position size
3. **Grid Activation**: Positions are adjusted only when the difference exceeds a predefined grid threshold
### Mathematical Foundation
The core calculation uses the KC Rate formula:
```
kcRate = (close - ma) / bandWidth
targetPosition = kcRate × maxAmount × (-1)
```
This creates a mean-reversion system where positions increase as price moves further from the mean, expecting eventual return to equilibrium.
## Parameter Guide
### Time Range Settings
- **Start Date**: Beginning of strategy execution period
- **End Date**: End of strategy execution period
### Core Parameters
1. **Number of Grids (NumGrid)**: Default 12
- Controls grid sensitivity and position adjustment frequency
- Higher values = More frequent but smaller adjustments
- Lower values = Less frequent but larger adjustments
2. **Length**: Default 10
- Period for moving average and volatility calculations
- Shorter periods = More responsive to recent price action
- Longer periods = Smoother, less noisy signals
3. **Grid Coefficient (kcRateMult)**: Default 1.33
- Multiplier for channel width calculation
- Higher values = Wider channels, less frequent trades
- Lower values = Narrower channels, more frequent trades
4. **Source**: Default Close
- Price source for calculations (Close, Open, High, Low, etc.)
- Close price typically provides most reliable signals
5. **Use Exponential MA**: Default True
- True = Uses EMA (more responsive to recent prices)
- False = Uses SMA (equal weight to all periods)
6. **Bands Style**: Default "Average True Range"
- **Average True Range**: Smoothed volatility measure (recommended)
- **True Range**: Current bar's volatility only
- **Range**: Simple high-low difference
## How to Use
### Setup Instructions
1. **Apply to Chart**: Add the strategy to your desired timeframe and instrument
2. **Configure Parameters**: Adjust settings based on market characteristics:
- Volatile markets: Increase Grid Coefficient, reduce Number of Grids
- Stable markets: Decrease Grid Coefficient, increase Number of Grids
3. **Set Time Range**: Define your backtesting or live trading period
4. **Monitor Performance**: Watch strategy performance metrics and adjust as needed
### Optimal Market Conditions
- **Range-bound markets**: Strategy performs best in sideways trending markets
- **High volatility**: Benefits from frequent price oscillations around the mean
- **Liquid instruments**: Ensures efficient order execution and minimal slippage
### Position Management
The strategy automatically:
- Calculates optimal position sizes based on account equity
- Adjusts positions incrementally as price moves through grid levels
- Maintains risk control through maximum position limits
- Executes trades only during specified time periods
## Risk Warnings
### ⚠️ Important Risk Considerations
1. **Trending Market Risk**:
- Strategy may underperform or generate losses in strong trending markets
- Mean-reversion assumption may fail during sustained directional moves
- Consider market regime analysis before deployment
2. **Leverage and Position Size Risk**:
- Strategy uses pyramiding (up to 20 positions)
- Large positions may accumulate during extended moves
- Monitor account equity and margin requirements closely
3. **Volatility Risk**:
- Sudden volatility spikes may trigger multiple rapid position adjustments
- Consider volatility filters during high-impact news events
- Backtest across different volatility regimes
4. **Execution Risk**:
- Strategy calculates on every tick (calc_on_every_tick = true)
- May generate frequent orders in volatile conditions
- Ensure adequate execution infrastructure and consider transaction costs
5. **Parameter Sensitivity**:
- Performance highly dependent on parameter optimization
- Over-optimization may lead to curve-fitting
- Regular parameter review and adjustment may be necessary
## Suitable Scenarios
### Ideal Market Conditions
- **Sideways/Range-bound markets**: Primary use case
- **Mean-reverting instruments**: Forex pairs, some commodities
- **Stable volatility environments**: Consistent ATR patterns
- **Liquid markets**: Major currency pairs, popular stocks/indices
## Important Notes
### Strategy Limitations
1. **No Stop Loss**: Strategy relies on mean reversion without traditional stop losses
2. **Capital Requirements**: Requires sufficient capital for grid-based position sizing
3. **Market Regime Dependency**: Performance varies significantly across different market conditions
## Disclaimer
This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Users should thoroughly test the strategy and understand its mechanics before risking real capital. The author assumes no responsibility for trading losses incurred through the use of this strategy.
---
# KC网格策略 - 基于肯特纳通道的网格交易系统
## 策略概述
KC网格策略是一个创新的网格交易系统，它将肯特纳通道的力量与动态仓位调整相结合，创建了一个均值回归交易方法。该策略根据价格偏离肯特纳通道中心线的程度自动调整仓位大小，实施系统化的网格方法，利用市场波动和价格振荡获利。
## 核心原理
### 肯特纳通道基础
该策略建立在肯特纳通道指标之上，包含：
- **中心线**: 价格的移动平均线（EMA或SMA）
- **上轨**: 中心线 + (ATR/TR/Range × 乘数)
- **下轨**: 中心线 - (ATR/TR/Range × 乘数)
### 网格交易逻辑
该策略实施复杂的网格系统：
1. **仓位方向**: 与价格在通道中的位置呈反向关系
- 当价格高于中心线时 → 空头仓位
- 当价格低于中心线时 → 多头仓位
2. **仓位大小**: 与距离中心线的距离成正比
- 偏离越大 = 仓位越大
3. **网格激活**: 只有当差异超过预定义的网格阈值时才调整仓位
### 数学基础
核心计算使用KC比率公式：
```
kcRate = (close - ma) / bandWidth
targetPosition = kcRate × maxAmount × (-1)
```
这创建了一个均值回归系统，当价格偏离均值越远时仓位越大，期望最终回归均衡。
## 参数说明
### 时间范围设置
- **开始日期**: 策略执行期间的开始时间
- **结束日期**: 策略执行期间的结束时间
### 核心参数
1. **网格数量 (NumGrid)**: 默认12
- 控制网格敏感度和仓位调整频率
- 较高值 = 更频繁但较小的调整
- 较低值 = 较少频繁但较大的调整
2. **长度**: 默认10
- 移动平均线和波动率计算的周期
- 较短周期 = 对近期价格行为更敏感
- 较长周期 = 更平滑，噪音更少的信号
3. **网格系数 (kcRateMult)**: 默认1.33
- 通道宽度计算的乘数
- 较高值 = 更宽的通道，较少频繁的交易
- 较低值 = 更窄的通道，更频繁的交易
4. **数据源**: 默认收盘价
- 计算的价格来源（收盘价、开盘价、最高价、最低价等）
- 收盘价通常提供最可靠的信号
5. **使用指数移动平均**: 默认True
- True = 使用EMA（对近期价格更敏感）
- False = 使用SMA（对所有周期等权重）
6. **通道样式**: 默认"平均真实范围"
- **平均真实范围**: 平滑的波动率测量（推荐）
- **真实范围**: 仅当前K线的波动率
- **范围**: 简单的高低价差
## 使用方法
### 设置说明
1. **应用到图表**: 将策略添加到您所需的时间框架和交易品种
2. **配置参数**: 根据市场特征调整设置：
- 波动市场：增加网格系数，减少网格数量
- 稳定市场：减少网格系数，增加网格数量
3. **设置时间范围**: 定义您的回测或实盘交易期间
4. **监控表现**: 观察策略表现指标并根据需要调整
### 最佳市场条件
- **区间震荡市场**: 策略在横盘趋势市场中表现最佳
- **高波动性**: 受益于围绕均值的频繁价格振荡
- **流动性强的品种**: 确保高效的订单执行和最小滑点
### 仓位管理
策略自动：
- 根据账户权益计算最优仓位大小
- 随着价格在网格水平移动逐步调整仓位
- 通过最大仓位限制维持风险控制
- 仅在指定时间段内执行交易
## 风险警示
### ⚠️ 重要风险考虑
1. **趋势市场风险**:
- 策略在强趋势市场中可能表现不佳或产生损失
- 在持续方向性移动期间均值回归假设可能失效
- 部署前考虑市场制度分析
2. **杠杆和仓位大小风险**:
- 策略使用金字塔加仓（最多20个仓位）
- 在延长移动期间可能积累大仓位
- 密切监控账户权益和保证金要求
3. **波动性风险**:
- 突然的波动性激增可能触发多次快速仓位调整
- 在高影响新闻事件期间考虑波动性过滤器
- 在不同波动性制度下进行回测
4. **执行风险**:
- 策略在每个tick上计算（calc_on_every_tick = true）
- 在波动条件下可能产生频繁订单
- 确保充足的执行基础设施并考虑交易成本
5. **参数敏感性**:
- 表现高度依赖于参数优化
- 过度优化可能导致曲线拟合
- 可能需要定期参数审查和调整
## 适用场景
### 理想市场条件
- **横盘/区间震荡市场**: 主要用例
- **均值回归品种**: 外汇对，某些商品
- **稳定波动性环境**: 一致的ATR模式
- **流动性市场**: 主要货币对，热门股票/指数
## 注意事项
### 策略限制
1. **无止损**: 策略依赖均值回归而无传统止损
2. **资金要求**: 需要充足资金进行基于网格的仓位调整
3. **市场制度依赖性**: 在不同市场条件下表现差异显著
## 免责声明
该策略仅供教育和研究目的。过往表现不保证未来结果。交易涉及重大损失风险，并非适合所有投资者。用户应在投入真实资金前彻底测试策略并理解其机制。作者对使用此策略产生的交易损失不承担任何责任。
---
**Strategy Version**: Pine Script v6
**Author**: Signal2Trade
**Last Updated**: 2025-8-9
**License**: Open Source (Mozilla Public License 2.0)
Brain Premium [ALGO]💡 Brain Premium ALGO
Brainpremium ALGO is a strategy algorithm that analyzes a two-phase regional liquidity structure and only opens positions on price breakouts occurring within these liquidity zones.
This system is developed based on the market experience of manual traders and automatically executes trade decisions using AI-like rules and specific triggers.
💡 Two-Phase Liquidity-Based Entry Strategy
This strategy operates by detecting liquidity sweep zones and confirmed reversal signals:
🔹 Phase 1 – Liquidity Sweep:
Price is expected to sweep areas where equal highs/lows or liquidity clusters exist. These zones are considered potential reversal levels.
🔹 Phase 2 – Confirmed Entry:
After liquidity is swept, entries are triggered only by confirmed reversal signals such as structural breaks, inside bars, or breakouts in the opposite direction.
✅ Entries are triggered only when liquidity and reversal confirmation occur simultaneously.
🎯 This approach targets high-probability, low-risk trades.
⚙️ Key Features
🔍 Dynamic Liquidity Detection — Automatically identifies liquidity zones.
🧩 Modular Entry Options (1–2–3) — Allows opening positions via different strategy paths.
🛡️ Dynamic Stop Loss System — Stop Loss adjusts as price moves favorably.
📈 Advanced Risk Management — Adjustable Take Profit, Stop Loss, leverage, balance, and mode.
🔔 JSON Alert Support — Connects to platforms like BingX via webhook.
🧾 Information Panel — Displays real-time trade data and strategy status.
📊 Backtest & Default Settings
Strategy tests are conducted with realistic and sustainable parameters:
Parameter Value
Trading Balance: $100 (%10 of total wallet)
Leverage: 10x
Stop Loss: 1%
Take Profit Type : High TP (optional: Low and Risky also available)
Entry Option 1 (optional: 2 and 3 also available)
Mode: NORMAL
Commission 0.05%
Dynamic Stop Loss: Enabled
Timeframe: 5 minute
Pair ETH/USDT
Duration: 30 days
🧭 Usage Instructions
Add Brain Premium ALGO to your TradingView chart.
Set position size, leverage, and SL/TP levels from the settings panel.
Select entry option (1, 2, or 3).
Activate backtesting and alert systems to monitor the strategy.
⚠️ Disclaimer
This strategy is not financial advice. Past performance does not guarantee future results. Trade only with capital you can afford to risk and always test thoroughly in a demo environment first.
NY Opening Range Breakout - MA StopCore Concept
This strategy trades breakouts from the New York opening range (9:30-9:45 AM NY time) on intraday timeframes, designed for scalping and day trading.
Setup Requirements
Timeframe: Works on any timeframe under 15 minutes (1m, 2m, 3m, 5m, 10m)
Session: New York market hours
Range Period: 9:30-9:45 AM NY time (15-minute opening range)
Entry Rules
Long Entries:
Wait for a candle to close above the opening range high
Enter long on the next candle (before 12:00 PM NY time)
Must be above moving average if using MA-based take profit
Short Entries:
Wait for a candle to close below the opening range low
Enter short on the next candle (before 12:00 PM NY time)
Must be below moving average if using MA-based take profit
Risk Management
Stop Loss:
Long trades: Opening range low
Short trades: Opening range high
Take Profit Options:
Fixed Risk Reward: 1.5x the range size (customizable ratio)
Moving Average: Exit when price crosses back through MA
Both: Whichever comes first
Key Features
Trade Direction Options:
Long Only
Short Only
Both directions
Moving Average Filter:
Prevents entries that would immediately hit stop loss
Uses EMA/SMA/WMA/VWMA with customizable length
Acts as dynamic support/resistance
Time Restrictions:
No entries after 12:00 PM NY time (customizable cutoff)
One trade per direction per day
Daily reset of all variables
Visual Elements
Red/green lines showing opening range
Purple line for moving average
Entry and breakout signals with shapes
Take profit and stop loss levels plotted
Information table with current status
Strategy Logic Flow
Morning: Capture 9:30-9:45 range high/low
Wait: Monitor for breakout (previous candle close outside range)
Filter: Check MA condition if using MA-based exits
Enter: Trade on next candle after breakout
Manage: Exit at fixed TP, MA cross, or stop loss
Reset: Start fresh next trading day
This is a momentum-based breakout strategy that capitalizes on early market volatility while using the opening range as natural support/resistance levels.
Shockwave⚡️ Shockwave – Precision Momentum Strategy
🔹 Purpose
Shockwave is a precision-engineered trend and momentum strategy designed for aggressive, high-conviction trades. Built for volatile markets like crypto, this system enters only when trend, volume, and momentum are fully aligned — then exits intelligently using layered profit targets and trend weakening logic.
It filters out false breakouts, traps, and low-quality setups using advanced multi-factor confirmation. Ideal for trend-following traders who want cleaner signals, no repainting, and adaptive position handling.
🔹 Indicator Breakdown
1️⃣ ZLEMA + Gradient Filter (Trend Core)
Defines the trend using a Zero Lag EMA (ZLEMA) for responsiveness.
Gradient slope confirms acceleration or weakening in trend direction.
Uptrend: ZLEMA is rising and slope > 0.
Downtrend: ZLEMA is falling and slope < 0.
2️⃣ Smoothed CCI (Momentum Confirmation)
Uses ZLEMA as the source for CCI to avoid noise.
Bullish momentum: CCI rising above 0.
Bearish momentum: CCI falling below 0.
Filters out chop and premature entries.
3️⃣ Volume Spike Filter
Median-based filter confirms breakout volume integrity.
Requires volume > 1.5x median of previous candles.
Avoids low-volume whipsaws.
4️⃣ Vortex Indicator (Trend Strength Confirmation)
Confirms directional conviction by comparing VI+ vs VI–.
Long: VI+ > VI– and threshold difference is met.
Short: VI– > VI+ and trend strength is validated.
5️⃣ Wick Trap Filter (Reversal Trap Detection)
Blocks entries on manipulative upper/lower wick patterns.
Longs rejected if upper wick > 1.5× body and close is weak.
Shorts rejected if lower wick > 1.5× body and close is strong.
🔹 Strategy Logic & Trade Execution
✅ Entry Conditions
A trade is entered only when all the following align:
ZLEMA trend direction is confirmed.
CCI momentum matches the trend.
Volume spike confirms participation.
Vortex difference meets strength threshold.
No wick trap is present.
✅ Exit Conditions
TP1: 50% of the position is closed at the first profit level.
TP2: Remaining 50% is closed at the second target.
Weak Trend Exit: If ZLEMA slope flips against the trade, the position is closed early.
A 1-bar cooldown delay is enforced after closing to prevent same-bar reentry.
🔹 Take-Profit System
TP1: 50% close at +2% for longs / –2% for shorts
TP2: Full close at +4% for longs / –4% for shorts
Limit orders are used for precise profit-taking
TP1/TP2 status is tracked and displayed in the live dashboard
🔹 Risk Management (Important)
🚫 This strategy does not include a stop-loss by default.
Trades are exited using trend reversal detection or TP targets.
💡 Suggested risk controls:
Add a manual stop-loss based on recent swing high/low
Use appropriate position sizing based on volatility
Apply the strategy in strong trending environments
🔹 Default Backtest Settings
Initial Capital: $1,000
Position Size: 10% of equity per trade
Commission: 0.05%
Slippage: 1
Strategy Date Filter: Adjustable (default: 2023–2029)
🔹 How to Use Shockwave
Apply to any chart (best results on 1H or higher).
Review backtest performance.
Adjust take-profit percentages or thresholds as needed.
Use in strongly trending markets — avoid sideways ranges.
Add your own stop-loss if desired.
⚠️ Disclaimer
This strategy is for educational and informational purposes only. It is not financial advice. Trading involves risk, and past performance does not guarantee future results. Always test thoroughly and manage your own risk.
🚀 Why Use Shockwave?
✔ Multi-layer confirmation for high-quality entries
✔ Non-repainting logic for backtest/live consistency
✔ Adaptive trend/momentum filtering
✔ Dual profit targets for smart trade management
✔ Visual dashboard with live tracking
Daily Breakout + Daily Shadow By RouroThis script is a Pine v5 strategy designed to detect daily candle body breakouts and execute them on any intraday timeframe, while also providing:
Daily Data Retrieval
Using request.security(..., "D", ...) it fetches the OHLC and timestamp of the daily candle, regardless of the chart’s current timeframe.
Calculation of Yesterday’s and Day-Before-Yesterday’s Bodies
b1High and b1Low → the high/low of yesterday’s daily candle body
b2High and b2Low → the high/low of the previous day’s body
Detection of the First Intraday Bar After a New Day
By using ta.change(time("D")), it marks the start of each new trading day.
Drawing the Previous Day’s “Shadow” on the Chart
It overlays a box (box.new) and two wick lines (line.new) with configurable colors and transparency, so you can clearly see the full range of yesterday’s candle on any intraday chart.
Automatic End-of-Day Position Closure
It will automatically close any open position at the start of the next day to avoid unintended rollovers.
Entry Signals
On the very first intraday bar after the daily close:
Long if yesterday’s close broke above the body of the day before yesterday
Short if yesterday’s close broke below the body of the day before yesterday
…which triggers a strategy.entry at the intraday open.
Fully Customizable Stop-Loss and Take-Profit
SL options:
Opposite end of yesterday’s body
Fixed pips from entry
A risk-reward ratio on yesterday’s wick
Optional “safety SL” in fixed pips that overrides the above
TP options:
Fixed pips
Yesterday’s wick extreme (high/low)
Partial exit on the wick (TP1), then second exit (TP2) either:
At a multiplied RR
Or at the daily close (“Close of Day”)
You can also choose to move SL to breakeven after TP1 is hit.
Live Metrics Table
In the upper-right corner it displays in real time:
Start of backtest (date of first trade)
Number of ✅ Winning trades and ❌ Losing trades
Total number of trades
Win rate (%)
Profit Factor
All within a fixed table layout so it never runs out of rows or columns.
TrendSync Pro (SMC)📊 TrendSync Pro (SMC) – Advanced Trend-Following Strategy with HTF Alignment
Created by Shubham Singh
🔍 Strategy Overview
TrendSync Pro (SMC) is a precision-based smart trend-following strategy inspired by Smart Money Concepts (SMC). It combines: Real-time pivot-based trendline detection
Higher Time Frame (HTF) filtering to align trades with dominant trend
Risk management via adjustable Stop Loss (SL) and Take Profit (TP)
Directional control — trade only bullish, bearish, or both setups
Realistic backtesting using commissions and slippage
Pre-optimized profiles for scalpers, intraday, swing, and long-term traders
🧠 How It Works:
🔧 Strategy Settings Image:
beeimg.com
The strategy dynamically identifies trend direction by using swing high/low pivots. When a new pivot forms: It draws a trendline from the last significant pivot
Detects whether the trend is up (based on pivot lows) or down (based on pivot highs)
Waits for price to break above/below the trendline
Confirms with HTF price direction (HTF close > previous HTF close = bullish)
Only then it triggers a long or short trade
It exits either at TP, SL, or a manual trendline break
🛠️ Adjustable Parameters:
Trend Period: Length for pivot detection (affects sensitivity of trendlines)
HTF Timeframe: Aligns lower timeframe entries with higher timeframe direction
SL% and TP%: Customize your risk-reward profile
Commission & Slippage: Make backtests more realistic
Trade Direction: Choose to trade: Long only, Short only, or Both
🎛️ Trade Direction Control:
In settings, you can choose: Bullish Only: Executes only long entries
Bearish Only: Executes only short entries
Both: Executes both long and short entries when conditions are met
This allows you to align trades with your own market bias or external analysis.
📈 Entry Logic: Long Entry:
• Price crosses above trendline
• HTF is bullish (HTF close > previous close)
• Latest pivot is a low (trend is considered up)
Short Entry:
• Price crosses below trendline
• HTF is bearish (HTF close < previous close)
• Latest pivot is a high (trend is considered down)
📉 Exit Logic: Hit Take Profit or Stop Loss
Manual trendline invalidation: If price crosses opposite of the trend direction
⏰ Best Timeframes & Recommended Settings:
Scalping (1m to 5m):
HTF = 15m | Trend Period = 7
SL = 0.5% | TP = 1% to 2%
Intraday (15m to 30m):
HTF = 1H | Trend Period = 10–14
SL = 0.75% | TP = 2% to 3%
6 Hour Trading (30m to 1H):
HTF = 4H | Trend Period = 20
SL = 1% | TP = 4% to 6%
Swing Trading (4H to 1D):
HTF = 1D | Trend Period = 35
SL = 2% | TP = 8% to 12%
Long-Term Investing (1D+):
HTF = 1W | Trend Period = 50
SL = 3% | TP = 15%+
Note: These are recommended base settings. Adjust based on volatility, asset class, or personal trading style.
📸 Testing Note:
beeimg.com
TradingView limits test length to 20k bars (~40 trades on smaller timeframes). To show long-term results: Test on higher timeframes (e.g., 1H, 4H, 1D)
Share images of backtest result in description
Host longer test result screenshots on Imgur or any public drive
📍 Asset Behavior Insight:
This strategy works on multiple assets, including BTC, ETH, etc.
Performance varies by trend strength:
Sometimes BTC performs better than ETH
Other times ETH gives better results
That’s normal as both assets follow different volatility and trend behavior
It’s a trend-following setup. Longer and clearer the trend → better the results.
✅ Best Practices: Avoid ranging markets
Use proper SL/TP for each timeframe
Use directional filter if you already have a directional bias
Always forward test before going live
⚠️ Trading Disclaimer:
This script is for educational and backtesting purposes only. Trading involves risk. Always use risk management and never invest more than you can afford to lose.
Enhanced BarUpDn StrategyEnhanced BarUpDn Strategy
The Enhanced BarUpDn Strategy is a refined price action-based trading approach that identifies market trends and reversals using bar formations. It focuses on detecting bullish and bearish momentum by analyzing consecutive price bars and key support/resistance levels.
Key Features:
✅ Trend Confirmation – Uses a combination of bar patterns and indicators (e.g., moving averages, RSI) to confirm momentum shifts.
✅ Entry Signals – A buy signal is triggered when an "Up Bar" (higher high, higher low) follows a bullish setup; a sell signal when a "Down Bar" (lower high, lower low) confirms bearish momentum.
✅ Enhanced Filters – Incorporates volume analysis and additional conditions to reduce false signals.
✅ Stop-Loss & Risk Management – Uses recent swing highs/lows for stop placement and dynamic trailing stops for maximizing gains.
Kinetik Model [NantzOS]Description:
The Kinetik Model is a strategy that reinterprets the traditional stochastic oscillator to take advantage of momentum instead of the standard overbought/oversold reversal approach. Primarily operating upon zero line crosses, what you observe is the difference between the K and D plots. the first unique feature about this system is that the stochastic calculation has been made "boundless" in order to more accurately gauge the rate of momentum. It doesn't consolidate in upper or lower channels. The second feature is the dataset typically known as %K smoothing is set to a fixed value, the %K length and %D smoothing serve as a customizable length and signal. The third is that it takes trades based on the difference between the fixed %K and customizable %D, a reminder that is your oscillator display. This oscillator versus the traditional stochastic is comparable to the MACD histogram versus the MACD line plots. The fourth feature is that the user dynamically tests the upper and lower thresholds, displayed with a color background on the oscillator, to act as a filtration method. The system won't take shorts if momentum is above the upper threshold and won't take longs if it's performing below the lower threshold. Lastly, this system uses a trailing stop exit strategy, which can be deactivated, and the option to test long only.
Features Summarized:
A reimagined stochastic that operates without fixed boundries, offering flexibility for properly observing momentum.
High and low levels act as extreme zones for highlighting strong trends.
Users can modify data length, signal input, and thresholds from the settings to suit their preferred asset and time frame.
A built-in optional stop-loss mechanism with adjustable sensitivity, enabling tighter or more relaxed risk management.
Includes and optional long only setting and candle coloring with signals.
How to Use:
Navigate to the indicator tab in TradingView to search and apply the Kinetik Model.
Access the settings icon on the indicator to navigate the style and settings:
Length: Modifies the amount of data used to calculate the oscillator.
Signal: Further calibrates the sensitivity of the final plot.
High/Low Thresholds: A single filtration method for defining extreme zones of momentum bias, which determines entry/exits along with the zero line crosses.
Remaining Settings: Customize stop loss calibration along with optional features and styling choice.
Oscillators have been a staple in financial analysis since the mid-20th century, with tools like the RSI, MACD, and Stochastic helping gauge overbought and oversold conditions. What makes the latter unique is that the stochastic utilizes highs and lows as opposed to various EMA rates of change. Kinetik's unique boundless stochastic calculation and K/D difference plotting are the heart of this strategy.
IU Higher Timeframe MA Cross StrategyIU Higher Timeframe MA Cross Strategy
The IU Higher Timeframe MA Cross Strategy is a versatile trading tool designed to identify trend by utilizing two customizable moving averages (MAs) across different timeframes and types. This strategy includes detailed entry and exit rules with fully configurable inputs, offering flexibility to suit various trading styles.
Key Features:
- Two moving averages (MA1 and MA2) with customizable types, lengths, sources, and timeframes.
- Both long and short trade setups based on MA crossovers.
- Integrated risk management with adjustable stop-loss and take-profit levels based on a user-defined risk-to-reward (RTR) ratio.
- Clear visualization of MAs, entry points, stop-loss, and take-profit zones.
Inputs:
1. Risk-to-Reward Ratio (RTR):
- Defines the take-profit level in relation to the stop-loss distance. Default is 2.
2. MA1 Settings:
- Source: Select the data source for calculating MA1 (e.g., close, open, high, low). Default is close.
- Timeframe: Specify the timeframe for MA1 calculation. Default is 60 (60-minute chart).
- Length: Set the lookback period for MA1 calculation. Default is 20.
- Type: Choose the type of moving average (options: SMA, EMA, SMMA, WMA, VWMA). Default is EMA.
- Smooth: Option to enable or disable smoothing of MA1 to merge gaps. Default is true.
3. MA2 Settings:
- Source: Select the data source for calculating MA2 (e.g., close, open, high, low). Default is close.
- Timeframe: Specify the timeframe for MA2 calculation. Default is 60 (60-minute chart).
- Length: Set the lookback period for MA2 calculation. Default is 50.
- Type: Choose the type of moving average (options: SMA, EMA, SMMA, WMA, VWMA). Default is EMA.
- Smooth: Option to enable or disable smoothing of MA2 to merge gaps. Default is true.
Entry Rules:
- Long Entry:
- Triggered when MA1 crosses above MA2 (crossover).
- Entry is confirmed only when the bar is closed and no existing position is active.
- Short Entry:
- Triggered when MA1 crosses below MA2 (crossunder).
- Entry is confirmed only when the bar is closed and no existing position is active.
Exit Rules:
- Stop-Loss:
- For long positions: Set at the low of the bar preceding the entry.
- For short positions: Set at the high of the bar preceding the entry.
- Take-Profit:
- For long positions: Calculated as (Entry Price - Stop-Loss) * RTR + Entry Price.
- For short positions: Calculated as Entry Price - (Stop-Loss - Entry Price) * RTR.
Visualization:
- Plots MA1 and MA2 on the chart with distinct colors for easy identification.
- Highlights stop-loss and take-profit levels using shaded zones for clear visual representation.
- Displays the entry level for active positions.
This strategy provides a robust framework for traders to identify and act on trend reversals while maintaining strict risk management. The flexibility of its inputs allows for seamless customization to adapt to various market conditions and trading preferences.
Pavan CPR Strategy Pavan CPR Strategy (Pine Script)
The Pavan CPR Strategy is a trading system based on the Central Pivot Range (CPR), designed to identify price breakouts and generate long trade signals. This strategy uses key CPR levels (Pivot, Top CPR, and Bottom CPR) calculated from the daily high, low, and close to inform trade decisions. Here's an overview of how the strategy works:
Key Components:
CPR Calculation:
The strategy calculates three critical CPR levels for each trading day:
Pivot (P): The central value, calculated as the average of the high, low, and close prices.
Top Central Pivot (TC): The midpoint of the daily high and low, acting as the resistance level.
Bottom Central Pivot (BC): Derived from the pivot and the top CPR, providing a support level.
The script uses request.security to fetch these CPR values from the daily timeframe, even when applied on intraday charts.
Trade Entry Condition:
A long position is initiated when:
The current price crosses above the Top CPR level (TC).
The previous close was below the Top CPR level, signaling a breakout above a key resistance level.
This condition aims to capture upward momentum as the price breaks above a significant level.
Exit Strategy:
Take Profit: The position is closed with a profit target set 50 points above the entry price.
Stop Loss: A stop loss is placed at the Pivot level to protect against unfavorable price movements.
Visual Reference:
The script plots the three CPR levels on the chart:
Pivot: Blue line.
Top CPR (TC): Green line.
Bottom CPR (BC): Red line.
These plotted levels provide visual guidance for identifying potential support and resistance zones.
Use Case:
The Pavan CPR Strategy is ideal for intraday traders who want to capitalize on price movements and breakouts above critical CPR levels. It provides clear entry and exit signals based on price action and is best used in conjunction with proper risk management.
Note: The strategy is written in Pine Script v5 for use on TradingView, and it is recommended to backtest and optimize it for the asset or market you are trading.
Stochastic RSI OHLC StrategyThe script titled "Stochastic RSI High Low Close Bars" is a versatile trading strategy implemented in Pine Script, designed for TradingView. Here's an overview of its features:
Description
This strategy leverages the Stochastic RSI to determine entry and exit signals in the market, focusing on high, low, and close values of the indicator. It incorporates various trading styles, stop-loss mechanisms, and multi-timeframe analysis to adapt to different market conditions.
Key Features
Stochastic RSI Analysis:
Uses the Stochastic RSI to identify potential entry points for long and short positions.
Tracks high, low, and close values for more granular analysis.
Multiple Trading Styles:
Supports diverse trading styles like Volume Color Swing, RSI Divergence, RSI Pullback, and more.
Allows switching between these styles to suit market dynamics.
Session-Based Trading:
Offers session control, limiting trades to specific hours (e.g., NY sessions).
Can close all positions at the end of the trading day.
Stop-Loss and Take-Profit Mechanisms:
Includes both static and dynamic stop-losses, with options for time-based stops, trailing stops, and momentum-based exits.
Customizable take-profit levels ensure efficient trade management.
Volume Analysis:
Integrates volume indicators to add a bias for trade entries and exits, enhancing signal reliability.
Multi-Timeframe Integration:
Employs multi-timeframe RSI analysis, allowing the strategy to capture broader trends and optimize entries.
This script is designed to provide flexibility and adaptability, making it useful for different trading strategies and market conditions. It is suitable for traders looking to refine their entries and exits with a focus on the Stochastic RSI.
Filtered Bollinger Bands By @TradingadeThis is a reversal strategy based on Bollinger Bands combined with a Trend filter.
The most important part of this strategy is the Trend filter. When applied, it will increase the likelihood of confirming an exhausted movement (it will help find the maximum "elastic bent"), and may reduce chances of getting bad entries condition.
The logic of this code is:
Enter Long : price goes outside lower band, then close cross above lower band
Stop Loss : Percentage %
Take profit : Percentage %
Exit Cond : when high crosses above upper band. It could be both in profit or in loss.
Filter: Yesterday low was the lowest in previous X days
Enter Short : price goes outside lower band, then close cross above lower band
Stop Loss : Percentage %
Take profit : Percentage %
Exit Cond : when low crosses below lower band. It could be both in profit or in loss.
Filter: Yesterday high was the highest in previous X days
FILTER Notes:
You could switch both timeframe and N. of candles in input section. Even tough generally daily data are more reliable, you could find interesting to change it to 1H tf, so filter would be:
"1H high/low was the lowest/highest in previous X hours"
EXIT Notes:
Please note that "% exits" will always override "Exit Cond".
Set % exits to 0 if you want to exit only by "Exit Cond".
Settings used to get the results below :
Initial Capital = 10000
Order Size = 10000 USDT
Commission = 0.06 %
TREND FILTER
Trend filter = True
Trend intensity = 4 Candles , TF 1 day
BB FILTER
Lenght = 20
Source = Close
StdDev = 2
STRATEGY SETTINGS
Position Side = LONG
Stop Loss % = 8
Take Profit % = 0
Exit Cond = True
Strategy Gaussian Anomaly DerivativeConcept behind this Strategy :
Considering a normal "buy/sell" situation, an asset would be bought in average at the median price following a Gaussian like concept. A higher or lower average trend would significate that the current perceived value is respectively higher or lower than the current median price, which mean that the buyers are evaluating the price underpriced or overpriced.
This behaviour would be even more relevent depending on its derivative evolution.
Therefore, this Strategy setup is based on this Gaussian like concept anomaly of average close positionning compare to high-low average derivative, such as the derivative of the following ploted basic signal : 1-(high+low)/(2*close).
This Strategy can actually be used like a trend change and continuation strength indicator aswell.
In the Setup Signal part :
You can define the filtering of the basis signal "1-(high+low)/(2*close)" on EMA or SMA as you wish.
You can define the corresponding period and the threathold as a mutiply of the average 1/3 of all time value of the basis signal.
You can define the SMA filtering period of the Derivative signal and the corresponding threathold on the same mutiply of the average 1/3 of all time value of the derivative.
In the Setup Strategy part :
You can set up your strategy assesment based on Long and/or Short. You can also define the considered period.
The most successful tuned strategies I did were based on the derivative indicator with periods on the basis signal and the derivative under 30, can be 1 to 3 of te derivative and 7 to 21 for the basis signal. The threathold depends on the asset volatility aswell, 1 is usually the most efficient but 0 to 10 can be relevent depending on the situation I met. You can find an example of tuning for this strategy based on Kering's case hereafter.
I hoping that you will enjoy using this Strategy, don't hesitate to comment, to question, to correct or complete it ! I would be very curious about similar famous approaches that would have already been made.
Thank to you !
Simple and Profitable Scalping Strategy (ForexSignals TV)Strategy is based on the "SIMPLE and PROFITABLE Forex Scalping Strategy" taken from YouTube channel ForexSignals TV.
See video for a detailed explaination of the whole strategy.
I'm not entirely happy with the performance of this strategy yet however I do believe it has potential as the concept makes a lot of sense.
I'm open to any ideas people have on how it could be improved.
Strategy incorporates the following features:
Risk management:
Configurable X% loss per stop (default to 1%)
Configurable R:R ratio
Trade entry:
Based on stratgey conditions outlined below
Trade exit:
Based on stratgey conditions outlined below
Backtesting:
Configurable backtesting range by date
Trade drawings:
Each entry condition indicator can be turned on and off
TP/SL boxes drawn for all trades. Can be turned on and off
Trade exit information labels. Can be turned on and off
NOTE: Trade drawings will only be applicable when using overlay strategies
Debugging:
Includes section with useful debugging techniques
Strategy conditions
Trade entry:
LONG
C1: On higher timeframe trend EMAs, Fast EMA must be above Slow EMA
C2: On higher timeframe trend EMAs, price must be above Fast EMA
C3: On current timeframe entry EMAs, Fast EMA must be above Medium EMA and Medium EMA must be above Slow EMA
C4: On current timeframe entry EMAs, all 3 EMA lines must have fanned out in upward direction for previous X candles (configurable)
C5: On current timeframe entry EMAs, previous candle must have closed above and not touched any EMA lines
C6: On current timeframe entry EMAs, current candle must have pulled back to touch the EMA line(s)
C7: Price must break through the high of the last X candles (plus price buffer) to trigger entry (stop order entry)
SHORT
C1: On higher timeframe trend EMAs, Fast EMA must be below Slow EMA
C2: On higher timeframe trend EMAs, price must be below Fast EMA
C3: On current timeframe entry EMAs, Fast EMA must be below Medium EMA and Medium EMA must be below Slow EMA
C4: On current timeframe entry EMAs, all 3 EMA lines must have fanned out in downward direction for previous X candles (configurable)
C5: On current timeframe entry EMAs, previous candle must have closed above and not touched any EMA lines
C6: On current timeframe entry EMAs, current candle must have pulled back to touch the EMA line(s)
C7: Price must break through the low of the last X candles (plus price buffer) to trigger entry (stop order entry)
Trade entry:
Calculated position size based on risk tolerance
Entry price is a stop order set just above (buffer configurable) the recent swing high/low (long/short)
Trade exit:
Stop Loss is set just below (buffer configurable) trigger candle's low/high (long/short)
Take Profit calculated from Stop Loss using R:R ratio
Credits
"SIMPLE and PROFITABLE Forex Scalping Strategy" taken from YouTube channel ForexSignals TV
