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Systematic Momentum strategy v 1.0Systematic Momentum strategy v 1.0 This is a long-only strategy optimized taking into consideration the underlying's momentum and volatily. Long story short it opens positions when the momentum is highest and the risk is lowest and closes the same position when the risk-to-reward is no longer optimal. How to use: -> To be used on an Index or a tracker ETF -> Position sizing should be set up to 100% of the portfolio
Estratégia Pine Script®
por pedrodmalves
2
Sqeeze Momentum, DMI and Parabolic SAR strategyThe script combines Sqeeze Momentum, Directional Movement Index (DMI) and Parabolic SAR indicators in long and short scalping strategies When conditions of long or short position from all mentioned indicators are met script opens position. Once trend changes it closes position and fixes profit Advantages: 1. Deal start condition includes the folowing filters and requirements: - Momentum value is adjusted using a relative proportion of volume at each timeframe scale to exclude a chance of opening position at a low impulse stage - Squeeze momentum trigger condition is automatically checked before a position is opened - +DI , -DI and ADX values are taken into account to confirm the trend direction - Position size is taken into account to ensure there will not be opened any excess deals or alerts 2. Exit deal condition was modified using Parabolic SAR indicator. Hence, it is ensured positions will not be closed in a middle of a trend 3. Study is modified into strategy allowing you to use it directly through the trading panel If you want to obtain access to the strategy please send us a personal message
Estratégia Pine Script®
por Skyrexio
13
The Most Powerful TQQQ EMA Crossover Trend Trading StrategyTQQQ EMA Crossover Strategy Indicator Meta Title: TQQQ EMA Crossover Strategy - Enhance Your Trading with Effective Signals Meta Description: Discover the TQQQ EMA Crossover Strategy, designed to optimize trading decisions with fast and slow EMA crossovers. Learn how to effectively use this powerful indicator for better trading results. Key Features The TQQQ EMA Crossover Strategy is a powerful trading tool that utilizes Exponential Moving Averages (EMAs) to identify potential entry and exit points in the market. Key features of this indicator include: **Fast and Slow EMAs:** The strategy incorporates two EMAs, allowing traders to capture short-term trends while filtering out market noise. **Entry and Exit Signals:** Automated signals for entering and exiting trades based on EMA crossovers, enhancing decision-making efficiency. **Customizable Parameters:** Users can adjust the lengths of the EMAs, as well as take profit and stop loss multipliers, tailoring the strategy to their trading style. **Visual Indicators:** Clear visual plots of the EMAs and exit points on the chart for easy interpretation. How It Works The TQQQ EMA Crossover Strategy operates by calculating two EMAs: a fast EMA (default length of 20) and a slow EMA (default length of 50). The core concept is based on the crossover of these two moving averages: - When the fast EMA crosses above the slow EMA, it generates a *buy signal*, indicating a potential upward trend. - Conversely, when the fast EMA crosses below the slow EMA, it produces a *sell signal*, suggesting a potential downward trend. This method allows traders to capitalize on momentum shifts in the market, providing timely signals for trade execution. Trading Ideas and Insights Traders can leverage the TQQQ EMA Crossover Strategy in various market conditions. Here are some insights: **Scalping Opportunities:** The strategy is particularly effective for scalping in volatile markets, allowing traders to make quick profits on small price movements. **Swing Trading:** Longer-term traders can use this strategy to identify significant trend reversals and capitalize on larger price swings. **Risk Management:** By incorporating customizable stop loss and take profit levels, traders can manage their risk effectively while maximizing potential returns. How Multiple Indicators Work Together While this strategy primarily relies on EMAs, it can be enhanced by integrating additional indicators such as: - **Relative Strength Index (RSI):** To confirm overbought or oversold conditions before entering trades. - **Volume Indicators:** To validate breakout signals, ensuring that price movements are supported by sufficient trading volume. Combining these indicators provides a more comprehensive view of market dynamics, increasing the reliability of trade signals generated by the EMA crossover. Unique Aspects What sets this indicator apart is its simplicity combined with effectiveness. The reliance on EMAs allows for smoother signals compared to traditional moving averages, reducing false signals often associated with choppy price action. Additionally, the ability to customize parameters ensures that traders can adapt the strategy to fit their unique trading styles and risk tolerance. How to Use To effectively utilize the TQQQ EMA Crossover Strategy: 1. **Add the Indicator:** Load the script onto your TradingView chart. 2. **Set Parameters:** Adjust the fast and slow EMA lengths according to your trading preferences. 3. **Monitor Signals:** Watch for crossover points; enter trades based on buy/sell signals generated by the indicator. 4. **Implement Risk Management:** Set your stop loss and take profit levels using the provided multipliers. Regularly review your trading performance and adjust parameters as necessary to optimize results. Customization The TQQQ EMA Crossover Strategy allows for extensive customization: - **EMA Lengths:** Change the default lengths of both fast and slow EMAs to suit different time frames or market conditions. - **Take Profit/Stop Loss Multipliers:** Adjust these values to align with your risk management strategy. For instance, increasing the take profit multiplier may yield larger gains but could also increase exposure to market fluctuations. This flexibility makes it suitable for various trading styles, from aggressive scalpers to conservative swing traders. Conclusion The TQQQ EMA Crossover Strategy is an effective tool for traders seeking an edge in their trading endeavors. By utilizing fast and slow EMAs, this indicator provides clear entry and exit signals while allowing for customization to fit individual trading strategies. Whether you are a scalper looking for quick profits or a swing trader aiming for larger moves, this indicator offers valuable insights into market trends. Incorporate it into your TradingView toolkit today and elevate your trading performance!
Estratégia Pine Script®
por Pineify
1
Combo Backtest 123 Reversal & Chande Momentum Oscillator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots Chande Momentum Oscillator. This indicator was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities. WARNING: - For purpose educate only - This script to change bars colors
Estratégia Pine Script®
por HPotter
DepthHouse BTC MO Backtest [Strategy]NOTE: Only works on BTC All testing was done on 1hr Timeframe. Past performance Is no guarantee of future results. This is a experimental indicator - use at your own risk. This is an experimental backtest strategy for the original DepthHouse BTC Momentum Oscillator The idea of this is to aid traders in finding the best indicators settings to match their trading style. ---BTC MO SIgnals--- Signal Line: Generally, if the Signal Line is greater than 0, then there is more bullish momentum in the market Tops & Bottoms: Signals used to help spot where BTC 0.96% momentum may have topped or bottomed out Possible Divergences: Used to help spot possible reversals on continuous trends ---oh92's Preset Setting--- Scalper: (20,11,17,6) Very reactive settings that I use while day trading. However, faster settings generally increase the chance of false signals(20,11,17,6) Swing Trader: (5,25,55,10) Greatly reduces noise for my longer time trades. Generally makes 'tops' and 'bottoms' more accurate. Which can be a huge advantsge in spoting an earnly trend reversal Custom: Allows user adjustments of all settings Displayed: (17,32,45,7) Try this indicator for FREE! Just leave a comment, or feel free to send me a PM Link to the original DepthHouse BTC Momentum Oscillator :
Estratégia Pine Script®
por oh92
48
Noro's Squeeze Momentum Strategy v1.0This strategy uses 3 different indicators: 1) Squeeze Momentum Indicator (by LazyBear) 2) Color of a candle as filter of signals 3) Candle body size as filter of signals (EMA Body) Strategy If Squeeze Momentum Indicator is indicated uptrend both at the same time by a candle red and at the same time more than a third of a body of an average candle - to open long (and to close short) If Squeeze Momentum Indicator is indicated downtrend both at the same time by a candle green and at the same time more than a third of a body of an average candle - to open short (and to close long)
Estratégia Pine Script®
por ROBO_Trading
6
Relative Momentum Index Backtest The Relative Momentum Index (RMI) was developed by Roger Altman. Impressed with the Relative Strength Index's sensitivity to the number of look-back periods, yet frustrated with it's inconsistent oscillation between defined overbought and oversold levels, Mr. Altman added a momentum component to the RSI. As mentioned, the RMI is a variation of the RSI indicator. Instead of counting up and down days from close to close as the RSI does, the RMI counts up and down days from the close relative to the close x-days ago where x is not necessarily 1 as required by the RSI). So as the name of the indicator reflects, "momentum" is substituted for "strength". You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
CMO (Chande Momentum Oscillator) Strategy Backtest This indicator plots Chande Momentum Oscillator. This indicator was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.
Estratégia Pine Script®
por HPotter
Elliott's Quadratic Momentum - Strategy [presentTrading]█ Introduction and How It Is Different The "Elliott's Quadratic Momentum - Strategy" is a unique and innovative approach in the realm of technical trading. This strategy is a fusion of multiple SuperTrend indicators combined with an Elliott Wave-like pattern analysis, offering a comprehensive and dynamic trading tool. It stands apart from conventional strategies by incorporating multiple layers of trend analysis, thereby providing a more robust and nuanced view of market movements. *Although the script doesn't explicitly analyze Elliott Wave patterns, it employs a wave-like approach by considering multiple SuperTrend indicators. Elliott Wave theory is based on the premise that markets move in predictable wave patterns. While this script doesn't identify specific Elliott Wave structures like impulsive and corrective waves, the sequential checking of trend conditions across multiple SuperTrend indicators mimics a wave-like progression. BTC 8hr Long/Short Performance Local Detail █ Strategy, How It Works: Detailed Explanation The core of this strategy lies in its multi-tiered approach: 1. Multiple SuperTrend Indicators: The strategy employs four different SuperTrend indicators, each with unique ATR lengths and multipliers. These indicators offer various perspectives on market trends, ranging from short to long-term views. By analyzing the convergence of these indicators, the strategy can pinpoint robust entry signals for both long and short positions. 2. Elliott Wave-like Pattern Recognition: While not directly applying Elliott Wave theory, the strategy takes inspiration from its pattern recognition approach. It looks for alignments in market movements that resemble the characteristic waves of Elliott's theory. This pattern recognition aids in confirming the signals provided by the SuperTrend indicators, adding an extra layer of validation to the trading signals. 3. Comprehensive Market Analysis: By combining multiple indicators and pattern analysis, the strategy offers a holistic view of the market. This allows for capturing potential trend reversals and significant market moves early. █ Trade Direction The strategy is designed with flexibility in mind, allowing traders to select their preferred trading direction – Long, Short, or Both. This adaptability is key for traders looking to tailor their approach to different market conditions or personal trading styles. The strategy automatically adjusts its logic based on the chosen direction, ensuring that traders are always aligned with their strategic objectives. █ Usage To utilize the "Elliott's Quadratic Momentum - Strategy" effectively: Traders should first determine their trading direction and adjust the SuperTrend settings according to their market analysis and risk appetite. The strategy is versatile and can be applied across various time frames and asset classes, making it suitable for a wide range of trading scenarios. It's particularly effective in trending markets, where the alignment of multiple SuperTrend indicators can provide strong trade signals. █ Default Settings Trading Direction: Configurable (Long, Short, Both) SuperTrend Settings: SuperTrend 1: ATR Length 7, Multiplier 4.0 SuperTrend 2: ATR Length 14, Multiplier 3.618 SuperTrend 3: ATR Length 21, Multiplier 3.5 SuperTrend 4: ATR Length 28, Multiplier 3.382 Additional Settings: Gradient effect for trend visualization, customizable color schemes for upward and downward trends.
Estratégia Pine Script®
por PresentTrading
5
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
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
Crypto momentum strategyThis strategy is based on LazyBear's Squeeze Momentum indicator. It analyzes when the trend in the momentum is shifting, locating the peaks and the valleys, and takes those as sell and buy signals respectively. This is a long strategy, so it also takes into consideration the 50 period Exponential Moving Average to identify upward trends. If the closing price of the candle is above the 50EMA, and the slope of the 50EMA is trending upwards, then the buy signal is executed. If these conditions are not met, the buy signal is ignored. This strategy works well with crypto trading on the day/week charts. It has a profit ratio of 4:1 on average, and roughly half of the trades are profitable.
Estratégia Pine Script®
por echepata
27
Combo Backtest 123 Reversal & Dynamic Momentum Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots Dynamic Momentum Index indicator. The Dynamic Momentum Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator is covered in detail in their book The New Technical Trader. The DMI is identical to Welles Wilder`s Relative Strength Index except the number of periods is variable rather than fixed. The variability of the time periods used in the DMI is controlled by the recent volatility of prices. The more volatile the prices, the more sensitive the DMI is to price changes. In other words, the DMI will use more time periods during quiet markets, and less during active markets. The maximum time periods the DMI can reach is 30 and the minimum is 3. This calculation method is similar to the Variable Moving Average, also developed by Tushar Chande. The advantage of using a variable length time period when calculating the RSI is that it overcomes the negative effects of smoothing, which often obscure short-term moves. The volatility index used in controlling the time periods in the DMI is based on a calculation using a five period standard deviation and a ten period average of the standard deviation. WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
3
Strategy based on Squeeze Momentum Indicator [LazyBear]This Strategy is based on LazyBear Squeeze Momentum Indicator. I added some custom feature and filters. You can customize a lot of features to get a profitable strategy. Here is a link to original study. Please use comment section for any feedback. Next improvement (only to whom is interested to this script and follows me): study with alerts on multiple tickers all at one. Leave a comment if you want to have access to study. ********************************** IMPORTANT******************************* I have developed an expert advisor for metatrader4 (MT4) and for jforex platform: results of expert advisor form 2015-01-01 to 2018-11-25 are very good with low drawdown and good profit. ********************************************************************************
Estratégia Pine Script®
por 03.freeman
35
Stochastic Momentum multi. strategyThe Stochastic Momentum Index (Stoch MTM, SMI) is based on the Stochastic Oscillator. The difference is that the Stochastic Oscillator calculates where the close is relative to the high/low range, while the SMI calculates where the close is relative to the midpoint of the high/low range. The values of the SMI range from +100 to -100. When the close is greater than the midpoint, the SMI is above zero, when the close is less than than the midpoint, the SMI is below zero. The SMI is interpreted the same way as the Stochastic Oscillator. Extreme high/low SMI values indicate overbought/oversold conditions. A buy signal is generated when the SMI rises above -50, or when it crosses above the signal line. A sell signal is generated when the SMI falls below +50, or when it crosses below the signal line. Also look for divergence with the price to signal the end of a trend or indicate a false trend. The Stochastic Momentum Index was developed by William Blau and was introduced in his article in the January, 1993 issue of Technical Analysis of Stocks & Commodities magazine.
Estratégia Pine Script®
por new0122
1
MULTIPLE TIME-FRAME STRATEGY(TREND, MOMENTUM, ENTRY) Hey everyone, this is one strategy that I have found profitable over time. It is a multiple time frame strategy that utilizes 3 time-frames. Highest time-frame is the trend, medium time-frame is the momentum and short time-frame is the entry point. Long Term: - If closed candle is above entry then we are looking for longs, otherwise we are looking for shorts Medium Term: - If Stoch SmoothK is above or below SmoothK and the momentum matches long term trend then we look for entries. Short Term: - If a moving average crossover(long)/crossunder(short) occurs then place a trade in the direction of the trend. Close Trade: - Trade is closed when the Medium term SmoothK Crosses under/above SmoothD. You can mess with the settings to get the best Profit Factor / Percent Profit that matches your plan. Best of luck!
Estratégia Pine Script®
por tux
4
Valtoro Adaptive Momentum//@version=5 strategy("Valtoro Adaptive Momentum", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) // === Inputs === lengthFast = input.int(14, title="Fast EMA") lengthSlow = input.int(28, title="Slow EMA") rsiPeriod = input.int(14, title="RSI Period") atrPeriod = input.int(14, title="ATR Period") riskMultiplier = input.float(1.5, title="Volatility Threshold Multiplier", step=0.1) rsiOB = input.int(70, title="RSI Overbought") rsiOS = input.int(30, title="RSI Oversold") // === Indicators === fastEMA = ta.ema(close, lengthFast) slowEMA = ta.ema(close, lengthSlow) rsi = ta.rsi(close, rsiPeriod) atr = ta.atr(atrPeriod) avgATR = ta.sma(atr, atrPeriod) // === Conditions === longCond = ta.crossover(fastEMA, slowEMA) and rsi < rsiOB and atr > avgATR * riskMultiplier shortCond = ta.crossunder(fastEMA, slowEMA) and rsi > rsiOS and atr > avgATR * riskMultiplier // === Risk Management === longSL = close * 0.98 // 2% Stop Loss longTP = close * 1.05 // 5% Take Profit shortSL = close * 1.02 shortTP = close * 0.95 // === Strategy Entries and Exits === if (longCond) strategy.entry("Long", strategy.long) strategy.exit("Exit Long", from_entry="Long", stop=longSL, limit=longTP) if (shortCond) strategy.entry("Short", strategy.short) strategy.exit("Exit Short", from_entry="Short", stop=shortSL, limit=shortTP) // === Visuals === plot(fastEMA, title="Fast EMA", color=color.blue) plot(slowEMA, title="Slow EMA", color=color.red) hline(rsiOB, "RSI Overbought", color=color.red) hline(rsiOS, "RSI Oversold", color=color.green)
Estratégia Pine Script®
por Valtoro_Trading_Bot
Kaufman Trend Strategy# ✅ Kaufman Trend Strategy – Full Description (Script Publishing Version) **Kaufman Trend Strategy** is a dynamic trend-following strategy based on Kaufman Filter theory. It detects real-time trend momentum, reduces noise, and aims to enhance entry accuracy while optimizing risk. ⚠️ _For educational and research purposes only. Past performance does not guarantee future results._ --- ## 🎯 Strategy Objective - Smooth price noise using Kaufman Filter smoothing - Detect the strength and direction of trends with a normalized oscillator - Manage profits using multi-stage take-profits and adaptive ATR stop-loss logic --- ## ✨ Key Features - **Kaufman Filter Trend Detection** Extracts directional signal using a state space model. - **Multi-Stage Profit-Taking** Automatically takes partial profits based on color changes and zero-cross events. - **ATR-Based Volatility Stops** Stops adjust based on swing highs/lows and current market volatility. --- ## 📊 Entry & Exit Logic **Long Entry** - `trend_strength ≥ 60` - Green trend signal - Price above the Kaufman average **Short Entry** - `trend_strength ≤ -60` - Red trend signal - Price below the Kaufman average **Exit (Long/Short)** - Blue trend color → TP1 (50%) - Oscillator crosses 0 → TP2 (25%) - Trend weakens → Final exit (25%) - ATR + swing-based stop loss --- ## 💰 Risk Management - Initial capital: `$3,000` - Order size: `$100` per trade (realistic, low-risk sizing) - Commission: `0.002%` - Slippage: `2 ticks` - Pyramiding: `1` max position - Estimated risk/trade: `~0.1–0.5%` of equity > ⚠️ _No trade risks more than 5% of equity. This strategy follows TradingView script publishing rules._ --- ## ⚙️ Default Parameters - **1st Take Profit**: 50% - **2nd Take Profit**: 25% - **Final Exit**: 25% - **ATR Period**: 14 - **Swing Lookback**: 10 - **Entry Threshold**: ±60 - **Exit Threshold**: ±40 --- ## 📅 Backtest Summary - **Symbol**: USD/JPY - **Timeframe**: 1H - **Date Range**: Jan 3, 2022 – Jun 4, 2025 - **Trades**: 924 - **Win Rate**: 41.67% - **Profit Factor**: 1.108 - **Net Profit**: +$1,659.29 (+54.56%) - **Max Drawdown**: -$1,419.73 (-31.87%) --- ## ✅ Summary This strategy uses Kaufman filtering to detect market direction with reduced lag and increased smoothness. It’s built with visual clarity and strong trade management, making it practical for both beginners and advanced users. --- ## 📌 Disclaimer This script is for educational and informational purposes only and should not be considered financial advice. Use with proper risk controls and always test in a demo environment before live trading.
Estratégia Pine Script®
por PakunFX
4 Bar Momentum Reversal strategy█ STRATEGY DESCRIPTION The "4 Bar Momentum Reversal Strategy" is a mean-reversion strategy designed to identify price reversals following a sustained downward move. It enters a long position when a reversal condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for indices and stocks on the daily timeframe. █ WHAT IS THE REFERENCE CLOSE? The Reference Close is the closing price from X bars ago, where X is determined by the Lookback period. Think of it as a moving benchmark that helps the strategy assess whether prices are trending upwards or downwards relative to past performance. For example, if the Lookback is set to 4, the Reference Close is the closing price 4 bars ago (`close `). █ SIGNAL GENERATION 1. LONG ENTRY A Buy Signal is triggered when: The close price has been lower than the Reference Close for at least `Buy Threshold` consecutive bars. This indicates a sustained downward move, suggesting a potential reversal. The signal occurs within the specified time window (between `Start Time` and `End Time`). 2. EXIT CONDITION A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position. █ ADDITIONAL SETTINGS Buy Threshold: The number of consecutive bearish bars needed to trigger a Buy Signal. Default is 4. Lookback: The number of bars ago used to calculate the Reference Close. Default is 4. Start Time and End Time: The time window during which the strategy is allowed to execute trades. █ PERFORMANCE OVERVIEW This strategy is designed for trending markets with frequent reversals. It performs best in volatile conditions where price movements are significant. Backtesting results should be analysed to optimize the Buy Threshold and Lookback parameters for specific instruments.
Estratégia Pine Script®
por Botnet101
1