Volatility Engine [MZ] (Signals Only) v1Volatility Engine — Signals Only v1
Volatility Engine is a minimalist, signal-only trading strategy designed to identify high-probability LONG and SHORT opportunities during periods of meaningful market expansion.
The script intentionally displays only entry signals on the chart —
no indicators, no bands, no moving averages, no trend lines.
All calculations are performed internally, allowing traders to focus entirely on price action, execution, and risk management, without indicator
What you see
• Clear LONG / SHORT signals plotted directly on price
• No overlays or auxiliary indicators
• Clean, distraction-free chart
What happens under the hood
The engine internally evaluates multiple market conditions, including:
• expansion vs. contraction regimes
• directional context
• activity thresholds
• confirmation logic
• optional recovery and risk management mechanisms
All logic is fully internal and cannot be reverse-engineered from the chart.
Key features
• Signals-only visualization
• Works across crypto, forex, indices, and equities
• Suitable for scalping, intraday, and swing trading
• Built-in risk management support
• Ready for alerts and automation workflows
Signals are generated on confirmed bars and do not repaint.
Optimization & Usage Notes
This script requires proper configuration.
Performance may vary depending on the market, symbol, and timeframe.
Each asset behaves differently, therefore:
• settings should be adjusted individually
• parameters may need optimization per timeframe and market conditions
• results will differ across instruments
For best results, users are encouraged to:
• test different configurations
• adapt settings to the selected timeframe
• use the script as part of a broader trading process
This is not a “plug-and-play” system.
Proper testing and risk management are essential to maximize performance.
Disclaimer
This script is a trading tool, not financial advice.
Trading involves risk. Past performance does not guarantee future results.
Always test and apply proper risk management.
サイクル
Volatility Engine [MZ] (Signals Only)Volatility Engine — Signals Only
Volatility Engine is a minimalist, signal-only trading strategy designed to identify high-probability LONG and SHORT opportunities during periods of meaningful market expansion.
The script intentionally displays only entry signals on the chart —
no indicators, no bands, no moving averages, no trend lines.
All calculations are performed internally, allowing traders to focus entirely on price action, execution, and risk management, without indicator clutter.
What you see
Clear LONG / SHORT signals plotted directly on price
No overlays or auxiliary indicators
Clean, distraction-free chart
What happens under the hood
The engine internally evaluates multiple market conditions, including:
expansion vs. contraction regimes
directional context
activity thresholds
confirmation logic
optional recovery and risk management mechanisms
All logic is fully internal and cannot be reverse-engineered from the chart.
Key features
Signals-only visualization
Works across crypto, forex, indices, and equities
Suitable for scalping, intraday, and swing trading
Built-in risk management support
Ready for alerts and automation workflows
Signals are generated on confirmed bars and do not repaint.
Optimization & Usage Notes
This script requires proper configuration.
Performance may vary depending on the market, symbol, and timeframe.
Each asset behaves differently, therefore:
settings should be adjusted individually
parameters may need optimization per timeframe and market conditions
results will differ across instruments
For best results, users are encouraged to:
test different configurations
adapt settings to the selected timeframe
use the script as part of a broader trading process
This is not a “plug-and-play” system.
Proper testing and risk management are essential to maximize performance.
Disclaimer
This script is a trading tool, not financial advice.
Trading involves risk. Past performance does not guarantee future results.
Always test and apply proper risk management.
The Blessed Trader Ph. | Double EMA RSI Strategy v3.0How to Use This Strategy
1. Timeframe
Works best on 1-hour (H1) or 4-hour (H4) charts for trend-following strategies.
You can test lower timeframes (15m, 5m), but it may generate more false signals because EMAs and RSI react faster and create noise.
2. Indicators / Strategy Setup
EMA 20 High & Low: Determines trend direction.
Price above EMA high → bullish
Price below EMA low → bearish
RSI 20: Confirms momentum.
RSI > 50 → bullish
RSI < 50 → bearish
ATR: Used to calculate stop-loss (volatility-based) and take profits (TP1, TP2, TP3).
3. Entry Rules
Long (Buy):
Close above EMA High
RSI > 50
Only if no existing long position
Short (Sell):
Close below EMA Low
RSI < 50
Only if no existing short position
4. Exit Rules
EMA Exit: Close if price crosses the opposite EMA.
ATR Stop Loss: Dynamic stop-loss based on ATR (1.5×ATR in your settings).
Take Profits: 3 levels (1.5×ATR, 2×ATR, 3×ATR), partial exits at each level.
5. Position Management
Only 1 trade at a time (no pyramiding).
Risk management:
Adjust ATR stop multiplier based on volatility.
Adjust position size according to your capital and risk tolerance.
Why Use Heiken Ashi Candles
Heiken Ashi (HA) candles smooth price action. They are less noisy than normal candles, making it easier to spot trends.
Benefits for this strategy:
Reduces false signals: EMA breaks are smoother.
Easier trend identification: HA candles show clear bullish (green) or bearish (red) candles.
EMA + RSI entries become more reliable, especially on lower timeframes.
How to use with your strategy:
Change chart type to Heiken Ashi.
Keep your EMA and RSI settings the same.
Only enter trades when HA candle confirms trend:
Long: HA candle green & close above EMA High
Short: HA candle red & close below EMA Low
Pro Tip
For Heiken Ashi, consider slightly wider ATR stops because HA candles smooth price, which may delay entries or exits.
Backtest with HA + EMA + RSI to find best settings (EMA 20 might stay the same, ATR multiplier could go from 1.5 → 1.8).
ShortTermStrategy-BSP//@version=5
// 策略名称：BTC/USDT趋势策略1（125倍杠杆+止损止盈）
strategy("BTC_USDT_Trend_Strategy1_125x_SLTP",
overlay=true,
default_qty_type=strategy.cash,
default_qty_value=100, // 高杠杆下小额开仓
initial_capital=10000,
commission_type=strategy.commission.percent,
commission_value=0.02, // 挂单0.02%
margin_long=0.8, // 125倍杠杆=1/0.8%
margin_short=0.8,
pyramiding=3, // 限制加仓次数
close_entries_rule=strategy.close_entries_rule.all,
calc_on_order_fills=true)
// ==================== 1. 自定义止损止盈参数（可手动调整） ====================
slPercent = input.float(4.0, title="止损百分比(%)", minval=0.1, maxval=8.0) // 4%止损（125倍杠杆上限8%）
tpPercent = input.float(12.0, title="止盈百分比(%)", minval=1.0, maxval=20.0) // 12%止盈（盈亏比3:1）
trailSlPercent = input.float(2.0, title="移动止损回撤百分比(%)", minval=0.5) // 盈利后回撤2%触发移动止损
// ==================== 2. 核心指标（与原策略一致） ====================
ema20 = ta.ema(close, 20)
ema60 = ta.ema(close, 60)
rsi14 = ta.rsi(close, 14)
= ta.macd(close, 12, 26, 9)
sma10 = ta.sma(close, 10)
sma30 = ta.sma(close, 30)
volAvg5d = ta.sma(volume, 5*24)
volCondition = volume > volAvg5d * 1.5
= ta.stoch(close, high, low, 9, 3, 3)
= ta.bb(close, 20, 2)
// ==================== 3. 交易信号（与原策略一致） ====================
openLongCond = ta.crossover(ema20, ema60) and rsi14 > 50
closeAllCond = ta.crossunder(macdDIF, macdDEA) and close < bbLower
addLongCond = ta.crossover(sma10, sma30) and volCondition
reduceLongCond = kdjJ > 90 and close >= bbUpper
// ==================== 4. 止损止盈核心逻辑 ====================
// 计算止损/止盈价格（基于开仓价的百分比）
var float entryPrice = na
if (openLongCond or addLongCond)
entryPrice := close // 记录开仓/加仓价
// 固定百分比止损价 = 开仓价 × (1 - 止损百分比/100)
slPrice = entryPrice * (1 - slPercent / 100)
// 固定百分比止盈价 = 开仓价 × (1 + 止盈百分比/100)
tpPrice = entryPrice * (1 + tpPercent / 100)
// ==================== 5. 策略执行（含止损止盈） ====================
// 开仓+挂止损止盈单
if (openLongCond)
strategy.entry("Long", strategy.long, limit=close)
// 挂止损止盈单（固定百分比）
strategy.exit("Exit_Long", "Long", stop=slPrice, limit=tpPrice)
// 加仓+更新止损止盈（高杠杆下加仓后重新计算止损价）
if (addLongCond and strategy.position_size > 0)
strategy.entry("AddLong", strategy.long, limit=close)
entryPrice := (entryPrice * strategy.position_size + close * strategy.default_qty_value) / (strategy.position_size + strategy.default_qty_value) // 平均开仓价
strategy.exit("Exit_AddLong", "AddLong", stop=entryPrice*(1-slPercent/100), limit=entryPrice*(1+tpPercent/100))
// 减仓（手动减仓+保留止损止盈）
if (reduceLongCond and strategy.position_size > 0)
strategy.close("Long", qty_percent=10, limit=close)
// 强制平仓（原策略逻辑+止损止盈兜底）
if (closeAllCond)
strategy.close_all(market=true)
// ==================== 6. 可选：移动止损（盈利后激活） ====================
// 当盈利≥5%时，触发移动止损（止损价上移至当前价-回撤百分比）
profitPercent = (close - entryPrice) / entryPrice * 100
if (profitPercent >= 5 and strategy.position_size > 0)
trailSlPrice = close * (1 - trailSlPercent / 100)
strategy.exit("Trail_Exit", "Long", stop=trailSlPrice) // 替换原固定止损
// ==================== 7. 指标可视化（新增止损止盈线） ====================
plot(ema20, color=color.blue, title="EMA20", linewidth=2)
plot(ema60, color=color.red, title="EMA60", linewidth=2)
plot(bbUpper, color=color.orange, title="BB_Upper", linestyle=linestyle.dashed)
plot(bbLower, color=color.orange, title="BB_Lower", linestyle=linestyle.dashed)
// 绘制止损/止盈线（仅开仓后显示）
plot(strategy.position_size > 0 ? slPrice : na, color=color.red, title="止损线", linestyle=linestyle.dotted, linewidth=2)
plot(strategy.position_size > 0 ? tpPrice : na, color=color.green, title="止盈线", linestyle=linestyle.dotted, linewidth=2)
// 信号标注
plotshape(openLongCond, title="开仓", location=location.belowbar, color=color.green, style=shape.labelup, text="开仓", textcolor=color.white)
plotshape(closeAllCond, title="平仓", location=location.abovebar, color=color.red, style=shape.labeldown, text="平仓", textcolor=color.white)
plotshape(addLongCond, title="加仓", location=location.belowbar, color=color.blue, style=shape.labelup, text="加仓", textcolor=color.white)
plotshape(reduceLongCond, title="减仓", location=location.abovebar, color=color.yellow, style=shape.labeldown, text="减仓", textcolor=color.black)
// 高杠杆风控提醒
drawdownPercent = (strategy.initial_capital - strategy.equity) / strategy.initial_capital * 100
if (drawdownPercent > 5)
alert("⚠️ 浮亏超5%，125倍杠杆风险过高！", alert.freq_once_per_bar)
RSISShort period RSI strategy with moving averages that trades SVXY (long only) on 5 minute bars. Very profitable and consistent over the last year and can be tuned for changing market conditions.
The Blessed Trader Ph. | Double EMA + RSI + VWAP v2.11️⃣ What This Strategy Does
This strategy is a trend-following system combining:
Double EMA (20) on high/low
EMA High → resistance breakout for longs
EMA Low → support breakdown for shorts
RSI (20) Filter
RSI above 50 → confirms upward momentum for longs
RSI below 50 → confirms downward momentum for shorts
VWAP Filter (optional)
Longs only above VWAP (price above intraday average)
Shorts only below VWAP (price below intraday average)
ATR-based Stop Loss & Take Profit
Flexible risk management depending on market volatility
✅ The goal is to enter trades in the direction of the trend while avoiding choppy markets.
2️⃣ Entry Rules
Long Entry (Buy):
Close above EMA High (20)
RSI > 50
Close above VWAP (if VWAP filter enabled)
Bar must be confirmed (i.e., signal only triggers at bar close)
Short Entry (Sell):
Close below EMA Low (20)
RSI < 50
Close below VWAP (if VWAP filter enabled)
Bar must be confirmed
Tip: The VWAP filter helps stay on the “winning side” of the intraday trend. Turning it off may give more signals but increases whipsaws.
3️⃣ Exit Rules
Stop Loss & Take Profit
ATR-based: adapts to market volatility
Long Trade:
Stop Loss = Entry Price − (ATR × 1.5)
Take Profit = Entry Price + (ATR × 3.0)
Short Trade:
Stop Loss = Entry Price + (ATR × 1.5)
Take Profit = Entry Price − (ATR × 3.0)
ATR multiplier can be adjusted based on your risk tolerance. For example, tighter stop: 1× ATR, wider take profit: 2–3× ATR.
Nifty SuperTrend ATM Call Strategy//@version=6
strategy("Nifty SuperTrend ATM Call Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// Input parameters
st1_len = input.int(10, "SuperTrend 1 Length")
st1_mult = input.float(2.0, "SuperTrend 1 Multiplier")
st2_len = input.int(10, "SuperTrend 2 Length")
st2_mult = input.float(4.0, "SuperTrend 2 Multiplier")
sl_points = input.float(30.0, "Stop Loss (Rs.)")
tp_points = input.float(15.0, "Target (Rs.)")
// Trading session: 9:16 AM to 3:20 PM IST (Fixed - no timezone param)
session_start = input.session("0916-1520", "Trading Session")
in_session = not na(time(timeframe.period, session_start))
// SuperTrend function
supertrend(len, mult) =>
= ta.supertrend(mult, len)
// Calculate both SuperTrends
= supertrend(st1_len, st1_mult)
= supertrend(st2_len, st2_mult)
// Plot SuperTrends
plot(st1, "ST 10/2", color=st1_dir == 1 ? color.green : color.red, linewidth=2)
plot(st2, "ST 10/4", color=st2_dir == 1 ? color.lime : color.maroon, linewidth=1)
// Green candle condition (SuperTrend 10/2)
is_green_st1 = st1_dir == 1
first_green = is_green_st1 and not is_green_st1
second_green_open_above = is_green_st1 and is_green_st1 and open > open
// Buy condition
buy_condition = second_green_open_above and strategy.position_size == 0 and in_session
// Execute trades
if buy_condition
strategy.entry("Call Buy", strategy.long, comment="ATM Call")
// Exit conditions
if strategy.position_size > 0
strategy.exit("SL/TP", "Call Buy", stop=strategy.position_avg_price - sl_points, limit=strategy.position_avg_price + tp_points, comment="SL/TP")
// Visual signals
plotshape(buy_condition, "Buy Signal", shape.triangleup, location.belowbar, color.green, size=size.normal)
bgcolor(in_session ? color.new(color.blue, 95) : na, title="Trading Session")
// Alerts
alertcondition(buy_condition, "Call Buy Signal", "Buy ATM Call Option - SuperTrend (10,2) 2nd candle opened above first green candle")
EXPANSION MODELTrading algo has been optimized to pin point key areas in the market where large order reside.
Works best with XXXUSD pairs as a trend following model.
Bull Trend RiderBull Trend Rider is a bullish trend-following strategy designed to ride strong upside moves while keeping risk structurally controlled.
Trades only when price is above the 200 MA with a non-negative slope
Enters on high-momentum expansion bars (VS)
Uses close-based stops for stability
Adopts Supertrend as a trailing stop only when it improves risk
Risk Management (MLPT)
MLPT represents a target risk per trade, defined by the user
The strategy applies an internal volatility buffer to absorb candle-close execution effects
Due to close-based exits and market volatility, realized loss may slightly exceed MLPT
This approach prioritizes robustness and survivability over unrealistic stop precision.
Adds (Scaling In)
Adds are risk-aware by design
Each add is capped and cannot exceed the remaining risk budget
Adds are meant to reinforce strength, not chase price.
Slope Color Transition Strategy1: uses a drop-down selection time series datapoints option with the default set using line graph mode on optimized settings for 1D
2: when the line between the previous datapoint and the current datapoint is an upward slant the color is green
3: when the line between the previous datapoint and the current datapoint is a downward slant the color is red
4: when the line between the previous datapoint and the current datapoint is a flat line the color should be the same color as the previous line
5: when the previous line is red and the new line is green then close any open SELL trade then place a BUY trade
6: when the previous line is green and the new line is red then close any open BUY trade then place a SELL trade
ETH Vol Breakout - NO ERROR VERSIONThis strategy examines the impact of Eth.d Vol on Ethereum price. Looking at ETHDVOL -60 (Support) and 78 (Resistance)—tell a very specific story - analyzing a High Volatility Regime.
The support level around 60 and resistance 78, tend to only occurs during Bull Runs or Market Crashes.
In the "Quiet Years", ETHDVOL rarely touched 60, let alone 78.
Trying to develop a strategy that is perfectly tuned for a Bull Market or a Crisis,
1. The "60 Floor" (Support)
Context: In a high-volatility regime, when ETHDVOL drops to 60, it indicates the market has "cooled off" just enough to reload leverage.
Historical Behavior (2021-2022 Context):
July 2021: After the May crash, ETHDVOL compressed down and found support at ~65.
Result: This marked the local bottom before the massive run-up to the November All-Time Highs ($4,800).
Outcome: Strong Buy Signal (Trend Continuation).
January 2022: ETHDVOL dropped to ~58-60 while price was hovering around $3,000.
Result: The floor broke, volatility spiked to 80+, and price crashed to $2,200.
Outcome: Trap / Warning Signal.
The Pattern: When Volatility hits 60 (Support), price is usually Coiling.
If Price is trending UP: This is a "dip buy" opportunity. The coil resolves upwards.
If Price is trending DOWN: This is the "calm before the flush." The coil resolves downwards.
2. The "78 Ceiling" (Resistance)
Context: 78 is an extreme reading. It represents panic (bottom) or euphoria (blow-off top).
Historical Behavior:
May 2021 (The Crash): ETHDVOL smashed through 78, peaking at 100+.
Price Action: Price collapsed from $4,000 to $1,700.
Signal: If Vol > 78, you are in a capitulation event. Buying spot here is usually profitable within 3-6 months (buying the blood).
November 2022 (FTX Collapse): ETHDVOL spiked to ~75-80.
Price Action: ETH hit $1,100 (Cycle Lows).
Signal: Hitting 78 marked the Absolute Bottom.
November 2021 (The Top): Interestingly, at the $4,800 price peak, Volatility was NOT at 78. It was lower (~60-70).
Insight: Bull market tops often happen on lower volatility than bear market bottoms.
The Samurai by MonedaFX (Beta)🥷🟪 The Samurai By MonedaFX
"The Samurai By MonedaFX" indicator a cutting-edge trading strategy designed to help traders identify precise trades within the markets. Developed exclusively for Moneda Lifestyle LTD, this indicator offers clear entry and exit logic along with stop-loss (SL) and take-profit (TP) templates, enabling traders to practice trading effectively and simplify their trading plan.
🔑 Key Features:
- Trade Generation: Accurately identifies and plots potential buy and sell opportunities following the pre-determined strategy.
- Risk Management: Automatically calculates and displays the stop-loss levels for each trade following the pre-determined strategy.
- Visual Aids: Incorporates graphical buy/sell plots for clear visualisation of every trade.
🌐 Visit us at: monedafx.com
---
How to Use the The Samurai By MonedaFX
1️⃣ 📖 Add the Indicator to Your Chart:
- Open your TradingView chart.
- Click on "Indicators" at the top of the screen.
- Search for "The Samurai By MonedaFX" and add it to your chart.
2️⃣ ⚙️ Select the correct timeframe & pair:
- Choose the 5 minute timeframe.
- Select one of the approved pairs.
3️⃣ 🚦 Follow the strategy:
- Be active inside the MonedaFX Discord Community.
- Watch the full video course on how to use this strategy to it's maximum potential!
---
❗ Important Information ❗
# The Samurai By MonedaFX
📲 Contact Information
- Email: info@monedafx.com
- Phone: +44 7367 106550
- Website: monedafx.com
SMC Pivot Confluence Strategy-onlyThe **SMC Pivot Confluence Strategy** is a **trend-following price action strategy** based on:
* **Smart Money Concepts (SMC, Market Structure)**
* **Pivot Points**
It is specifically designed for **Crypto Spot and Perpetual Contract markets (24/7)**.
### Core Strategy Philosophy:
> **Enter trades following the trend only when the Smart Money structure is clearly defined, positioned near key price pivots (Pivot P), utilizing distinct structural stop losses and fixed risk-to-reward ratios for position management.**
This is a trading system that is:
* **Backtestable** (Strategy-based)
* **Parameterized** (Adjustable settings)
* **Explainable** (Logic-driven)
* **Suitable for Invite-only membership models.**
---
## 1. Use Cases and Scope
### 1.1 Recommended Markets
* BTC / ETH Perpetual Contracts
* High-liquidity mainstream coins
### 1.2 Markets to Avoid
* Low-liquidity altcoins
* Newly listed coins
* Extremely manipulated coins
### 1.3 Recommended Timeframes
* **Primary Timeframe: 15m (Highly Recommended)**
* Optional: 5m (Aggressive) / 1h (Conservative)
---
## 2. Overall Strategy Structure (Modular Breakdown)
* **A. Smart Money Concepts (Structure Module)**
* **B. Pivot Points (Price Pivot Module)**
* **C. Trend Confluence Filter**
* **D. Entry Logic**
* **E. Risk & Position Management**
* **F. Exit Logic (SL / TP)**
* **G. State Management (Avoiding Duplicate Trades)**
* **H. Visualization (Trade & Structure Display)**
Adaptive Cycle & Trend StrategyThe Adaptive Cycle & Trend Strategy is a fully rules-based trading strategy designed to adapt dynamically to changing market conditions.
Instead of relying on a single static exit model, the strategy continuously evaluates market volatility and trend structure to determine the most appropriate exit behavior for the current regime. This allows it to respond differently in trending environments than in high-volatility or corrective phases.
The strategy is optimized for the 1W timeframe and focuses on capturing meaningful market cycles rather than short-term noise. Entries and exits are generated algorithmically and remain consistent across assets, making the system applicable to both low-volatility markets (such as Bitcoin) and higher-volatility instruments.
Key characteristics:
Adaptive exit logic based on volatility regimes
Cycle- and trend-aware trade management
Fully rule-based, no discretionary inputs
Designed for higher timeframes (1W, 1M) and long-term market structure
No indicators required for interpretation
This strategy is intended for systematic analysis and backtesting purposes only. It does not constitute financial or investment advice.
Cerber - Alts (Z-Score)🐺 CERBER ALTS (Z-SCORE)
Momentum-based strategy using Z-Score normalized Rate of Change for big-cap altcoins.
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🎯 CONCEPT
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This strategy identifies momentum opportunities by normalizing the Rate of Change (ROC) into a Z-Score. Unlike fixed percentage thresholds, Z-Score adapts to each asset's unique volatility regime, making it ideal for altcoins with varying price dynamics.
Entries occur when momentum surges beyond 1.5 standard deviations from the mean — capturing explosive moves while filtering out noise.
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⚙️ SETTINGS
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• ROC Lookback: 30 days (momentum measurement window)
• Z-Score Window: 60 days (volatility normalization period)
• Entry Threshold: 1.5σ (enter on strong momentum)
• Exit Threshold: 0.0σ (exit when momentum normalizes)
• DEMA Filter: Weekly 21 DEMA trend filter (optional)
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📊 MODES
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1️⃣ Z-Score Mode (Default)
Adaptive thresholds based on volatility — recommended for altcoins
2️⃣ Fixed Mode
Traditional percentage-based ROC thresholds
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🎨 DISPLAY FEATURES
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• Z-Score / ROC oscillator with dynamic coloring
• Entry & exit threshold lines with neutral zone fill
• Position background highlighting
• Info table with current settings
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✅ BEST SUITED FOR
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• Big-cap altcoins: SOL, ETH, AVAX, MATIC, FTM, LINK, HBAR, UNI etc.
• Daily timeframe
• Trending market conditions
• Spot or low-leverage positions
⚠️ Risk Disclaimer: This strategy is for educational purposes. Always use proper risk management and backtest on your specific asset before trading.
Darvas Box Strategy (Long & Short) + Bollinger Filter - XabierLDarvas Box Strategy with Bollinger Bands Filter
📊 Overview
A breakout strategy based on the classic Darvas Box method, enhanced with Bollinger Bands proximity filter to reduce false signals. This strategy identifies key support and resistance levels (the "box") and takes trades when price breaks out of these zones, but only when price is near the Bollinger Bands moving average to ensure quality entries.
Fully compatible with Bitget Webhook for automated trading.
🎯 How It Works
Entry Logic
LONG Entry:
Price breaks above the Top Box (resistance level)
Price is within X% distance from Bollinger Bands moving average
No existing position
SHORT Entry:
Price breaks below the Bottom Box (support level)
Price is within X% distance from Bollinger Bands moving average
No existing position
Estrategia Timing SMA 10 de Faber Introduction This strategy is based on the classic trend-following logic popularized by Meb Faber in his white papers (such as "A Quantitative Approach to Tactical Asset Allocation") and frequently discussed by financial analyst José Luis Cárpatos. The core philosophy is simple but effective: stay in the market during uptrends to capture growth, and move to cash during downtrends to protect capital from major drawdowns.
This is a long-term "Timing" strategy designed for investors who want to filter out market noise and focus on the primary macro trend.
How it Works The strategy utilizes a specific Moving Average on a Monthly timeframe to determine the trend direction.
The Indicator: A 10-period Simple Moving Average (SMA) calculated on the Monthly timeframe (1M).
Long Condition: When the Monthly Close price is above the 10-Month SMA, the strategy enters a Long position (Risk On).
Exit Condition (Cash): When the Monthly Close price falls below the 10-Month SMA, the strategy closes the position and stays in Cash (Risk Off). It does not open short positions; it simply exits the market to preserve capital.
Key Features (Multi-Timeframe) This script has been coded using request.security to force the calculation on Monthly data (1M), regardless of the chart timeframe you are currently viewing.
This allows you to view the strategy on a Daily or Weekly chart while ensuring the mathematical logic remains strictly bound to the Monthly moving average.
The SMA line will appear "stepped" on lower timeframes (e.g., Daily), representing the constant value of the SMA for that specific month.
Settings
Length: Default is 10 (representing 10 Months), but this can be adjusted if you wish to test other periods (e.g., 12 months).
Source: Defaults to close.
Visuals
Blue Line: Represents the 10-Month SMA.
Background Color:
Green: Indicates the strategy is currently Long (Price > SMA).
Red/Grey: Indicates the strategy is in Cash (Price < SMA).
Important Note on Backtesting & Repainting Because this strategy requests Monthly data on lower timeframes (like Daily), please be aware that the current month's data is dynamic. The signal is technically confirmed only at the close of the monthly bar. When viewing on a Daily chart, the script evaluates the relationship between the current price and the current monthly SMA.
Disclaimer This script is for educational and research purposes only. Past performance is not indicative of future results. Always manage your risk appropriately.
TTS Orb Orderflow NexusTTS Orb Orderflow Nexus is a comprehensive trading dashboard that combines multiple technical analysis concepts into a single, unified tool. It integrates Opening Range Breakout (ORB) analysis, Anchored VWAP, ES/NQ correlation tracking, volume profile concepts, cumulative volume delta, orderflow patterns, and liquidity detection to help traders identify high-probability setups.
Credits
This indicator was built upon and inspired by Tradeseekers' "Opening Range Breakout and Price Targets" indicator. Full credit to Tradeseekers for the original ORB logic and price target framework that serves as the foundation for this expanded version. This script extends that work by adding correlation analysis, orderflow tools, liquidity detection, and a comprehensive dashboard.
Key Features
15-Minute Opening Range Breakout (ORB)
Automatically identifies and plots the 15-minute opening range (default 8:30-8:45 AM CT)
Displays ORB high, low, mid, and quarter levels
Calculates price targets at 50%, 100%, and 150% extensions
Visual ORB box that extends throughout the trading session
Anchored VWAP with Standard Deviation Bands
VWAP anchored to market open
Configurable 1σ, 2σ, and 3σ standard deviation bands
Identifies extended price conditions and mean reversion zones
ES/NQ Correlation Analysis
Tracks ES1! futures alongside your chart (designed for NQ)
Monitors both instruments' positions relative to their respective ORBs
Detects divergence and convergence between the two markets
Generates setup alerts when one market leads or lags the other
Volume & Orderflow Analysis
Cumulative Volume Delta (CVD) with divergence detection
Buy/sell pressure percentage
Volume ratio compared to 20-period average
High and low volume node identification
Orderflow Pattern Detection
Absorption patterns (high volume with minimal price movement)
Iceberg/hidden order detection
Exhaustion pattern identification
Liquidity Detection
Swing high/low tracking
Liquidity sweep alerts (stop hunts)
Unusual wick detection with configurable thresholds
Rejection candle identification
Candlestick Pattern Recognition
Engulfing patterns
Hammer and shooting star
Doji
Morning and evening star
Dynamic Dashboard
Real-time display of all indicators and their current states
ES/NQ setup recommendations with strength ratings
Confluence scoring system
Position tracking
Fully customizable size and position
Signal Generation
Three signal modes: Aggressive, Conservative, and Ultra-Conservative
Configurable minimum confluence requirements
Automatic long and short entries with exit conditions
Multiple alert conditions for all major events
Recommended Use
This indicator is designed primarily for trading NQ (Nasdaq futures) while monitoring ES (S&P futures) correlation, but can be adapted to other instruments. The ES/NQ correlation setups identify opportunities when one market breaks out or fails while the other lags, providing potential mean-reversion or trend-continuation entries.
Inputs & Customization
Session times and timezone
ORB box colors and styling
VWAP standard deviation multipliers
EMA length
Correlation period
Volume and absorption thresholds
Liquidity sweep parameters
Signal mode and confluence requirements
Dashboard position, size, and colors
🙏 Acknowledgments
Special thanks to Tradeseekers for the original "Opening Range Breakout and Price Targets" indicator. Their work on ORB logic and price target calculations provided the foundation upon which this expanded indicator was built.
⚠️ RISK DISCLAIMER
IMPORTANT: Please read this disclaimer carefully before using this indicator.
This indicator is provided for educational and informational purposes only. It is not intended as, and should not be construed as, financial advice, investment advice, or trading recommendations.
I am not a licensed financial advisor, registered investment advisor, broker, or dealer. I do not provide personalized investment advice or recommendations tailored to your individual circumstances.
Trading futures, options, and other financial instruments involves substantial risk of loss and is not suitable for all investors. You could lose some or all of your initial investment. Only trade with capital you can afford to lose.
Past performance of any trading strategy, indicator, or system is not indicative of future results. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed or shown.
Before trading:
Understand that all trading involves risk
Never trade with money you cannot afford to lose
Consider consulting with a qualified financial professional
Paper trade and backtest thoroughly before risking real capital
Develop proper risk management and position sizing strategies
By using this indicator, you acknowledge that:
All trading decisions are your own responsibility
You understand and accept the risks involved in trading
The creator of this indicator is not liable for any losses you may incur
No guarantees of profitability are made or implied
Trade responsibly and at your own risk.Claude is AI and can make mistakes. Please double-check responses.
CK INDEX Strategy Open-source code, Free, No Cost.Aqui está a tradução fiel e técnica para o inglês, ideal para a descrição do seu script no TradingView:
### 1. Requirements (The 3 Principles)
1. **Study** the code.
2. **Modify** the code.
3. **Distribute** copies or derivative versions (respecting the original credits).
Description: Direction and Strength — CK Index
The **CK Index** is a composite indicator formed by the conceptual sum of two CCIs and the PVT (Price Volume Trend) with an arithmetic mean. Its function is to simultaneously validate direction and accumulated flow.
For a **buy operation**, both CCIs must be above zero, indicating bullish dominance across different time horizons, and the PVT must be above its average. For a **sell operation**, the CCIs must be below zero and the PVT below its average.
It is important to emphasize that it acts as an **entry trigger**: the candle will turn **blue** to indicate a buy, **yellow** for a sell, and **white** when there is neutrality (meaning the color will be white when there is no clear definition—these are my personal settings). In its default form, it uses **green, red, and gray**, respectively.
Good trades, and make the world a better and freer place!
ETH Dynamic Risk Strategy# ETH Dynamic Risk Strategy - Publication Description
## Overview
The ETH Dynamic Risk Strategy is a systematic approach to accumulating Ethereum during bear markets and distributing during bull markets. It combines multiple risk indicators into a single composite metric (0-1 scale) that identifies optimal buying and selling zones based on market conditions.
## Key Features
• **Multi-Component Risk Metric**: Combines 4 weighted indicators to assess market conditions
• **Tiered Buy/Sell System**: 3 levels of buy signals (L1, L2, L3) and 3 levels of sell signals based on risk thresholds
• **Configurable Filters**: Optional buy filters to reduce signal frequency by 30-50%
• **Visual Risk Zones**: Color-coded risk metric plot with clear threshold lines
• **Comprehensive Dashboard**: Real-time statistics including position size, P/L, and component scores
## How It Works
### Risk Components (Configurable Weights)
1. **Log Return from ATH** (Default: 35%)
- Tracks drawdown from all-time high over lookback period
- Deep drawdowns (-70% to -90%) = low risk / buying opportunity
- Near ATH (0% to -20%) = high risk / selling opportunity
2. **ETH/BTC Ratio** (Default: 25%)
- Measures ETH strength relative to Bitcoin
- Below historical average = ETH undervalued = low risk
- Above historical average = ETH overvalued = high risk
3. **Volatility Regime** (Default: 20%)
- Compares current volatility to long-term average
- Compressed volatility at lows = opportunity
- Expanded volatility at highs = danger
4. **Trend Strength** (Default: 20%)
- Uses multiple EMA alignment and slope analysis
- Strong downtrends = low risk scores
- Strong uptrends = high risk scores
### Trading Logic
**Buy Signals:**
- L1: Risk ≤ 0.30 → Buy $100 (default)
- L2: Risk ≤ 0.20 → Buy $250 total
- L3: Risk ≤ 0.10 → Buy $450 total
**Sell Signals (Sequential):**
- L1: Risk ≥ 0.75 → Sell 25% of position
- L2: Risk ≥ 0.85 → Sell 35% of remaining
- L3: Risk ≥ 0.95 → Sell 40% of remaining
**Buy Filters (Optional):**
- Minimum days between buys (prevents clustering)
- Minimum risk drop required (ensures falling risk)
- Toggle on/off to compare performance
## Settings Guide
### Risk Components
Toggle individual components on/off and adjust their weights. Total weight is automatically normalized. Experiment with different combinations to match your market view.
### Advanced Settings
- ATH Lookback: How far back to look for all-time highs (500-2000 recommended)
- Volatility Period: Window for volatility calculations (40-100 recommended)
- ETH/BTC MA Period: Moving average for ratio comparison (100-300 recommended)
- Trend Period: Base period for trend calculations (50-150 recommended)
### Trading Thresholds
Customize buy/sell trigger points and position sizes. Lower buy thresholds = more aggressive accumulation. Higher sell thresholds = holding longer into bull markets.
### Buy Filters
- Enable/disable filtering system
- Min Days Between Buys: Spacing between purchases (1-3 recommended)
- Min Risk Drop: How much risk must fall (-0.001 to -0.01 range)
## Best Practices
• **Timeframe**: Works best on daily (1D) and 3-day (3D) charts
• **Initial Capital**: Set based on your DCA budget (default $10,000)
• **Backtest First**: Test different parameter combinations on historical data
• **Position Sizing**: Adjust buy amounts to match your risk tolerance
• **Monitor Filters**: Check "Filtered Buys" stat to ensure filter isn't too strict
## Use Cases
- Long-term ETH accumulation strategy
- Systematic DCA with market-adaptive buying
- Risk-based portfolio rebalancing
- Educational tool for understanding crypto market cycles
## Disclaimer
This strategy is for educational purposes only. Past performance does not guarantee future results. Cryptocurrency trading involves substantial risk. The strategy uses historical price action and technical indicators which may not predict future movements. Always do your own research and never invest more than you can afford to lose.
## Credits
Strategy concept and development by nakphanan with assistance from Claude AI (Anthropic). Built using Pine Script v5....Mostly from Claude AI!!!
## Version History
v7.0 - Initial release with 4-component risk metric, tiered trading system, and optional buy filters
RSI Ladder TP Strategy v1.0 Overview
This strategy is an RSI-based reversal entry system with a ladder-style take-profit mechanism.
It supports Long-only, Short-only, or Both directions and provides optional Average Entry Price, Stop Loss, and Take Profit reference lines on the chart.
Entry Rules
Long Entry: RSI crosses above the Oversold level (default: 20).
Short Entry: RSI crosses below the Overbought level (default: 80).
Optional: If enabled, the script will close the current position when an opposite signal appears before opening a new one.
Exit Rules (Ladder Take Profit)
Take profit is placed as a ladder using tpLevels and tpStepPct.
Example (default tpStepPct = 1%, tpLevels = 10):
TP1 at +1%, TP2 at +2%, … TP10 at +10% (relative to current average entry price).
Each TP level closes tpClosePct of the remaining position, meaning it scales out geometrically:
If tpClosePct = 50% → remaining position becomes 50%, then 25%, then 12.5%, etc.
Stop Loss
Optional stop loss is placed at slPct (%) away from the average entry price:
Long: avg * (1 - slPct%)
Short: avg * (1 + slPct%)
Visual Lines
Average Entry Price Line: current strategy.position_avg_price
Stop Loss Line: based on slPct
Next TP Line: shows the estimated next TP level based on current profit%
All TP Lines: optional (can clutter the chart)
==============================================================
Recommended Use
This strategy is best used on markets with strong mean-reversion behavior.
For exchanges/bots that do not support hedge mode in a single strategy, run two separate instances:
One set to Long Only
One set to Short Only
ORB Fusion Adaptive🎯 ORB Fusion Adaptive Strategy
Professional Opening Range Breakout Trading System
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The first fully-automated, multi-instrument ORB strategy on TradingView.
💡 WHAT IT DOES:
Automatically trades Opening Range breakouts and failed breakout reversals with intelligent position sizing, professional risk management, and complete trade lifecycle tracking. Built for serious backtesting and live trading.
⚡ KEY FEATURES:
✓ Automated Entry & Exit (breakouts + reversals)
✓ Adaptive Position Sizing (3 modes: Fixed, Risk-Based, Risk-Based Initial)
✓ Multi-Instrument Support (Futures, Forex, Crypto, Stocks)
✓ Advanced Risk Management (daily limits, drawdown protection)
✓ ML-Powered Breakout Filtering (pContinue/pFail scoring)
✓ Failed Breakout Detection (high-probability reversals)
✓ Native Trailing Stops (Pine Script v5)
✓ Multi-Target Management (T1, T2, T3)
✓ Real-Time Performance Dashboard
✓ Comprehensive Backtesting (5+ years tested)
🎯 STRATEGY LOGIC:
Entry Signals
The strategy enters trades on two high-probability setups:
1. ORB Breakouts
• Detects when price breaks above/below Opening Range
• Confirms with volume (configurable threshold)
• ML filter scores probability of continuation
• Enters within 3 bars of breakout (no late entries)
• Stop placed at ORB midpoint or ATR-based
• Targets at Fibonacci extensions (1.0x, 1.618x, 2.5x ORB range)
2. Failed Breakout Reversals
• Monitors for breakouts that fail and reverse
• Confirms failure after price returns inside ORB
• Automatic reversal entry with tight stops
• Three profit targets (0.5x, 1.0x, 1.5x ORB range)
• Historical 65-75% win rate on reversals
Exit Management
• Stop Loss: Multiple methods (ATR, ORB Mid, ORB Opposite, Hybrid)
• Native Trailing Stop: Activates after configurable R-multiple profit
• Profit Targets: Single target or scaled exits at T1/T2/T3
• Daily Stop: Halts trading after max daily loss
• Drawdown Protection: Circuit breaker at max drawdown threshold
🔧 ADAPTIVE POSITION SIZING:
The strategy's most powerful feature - intelligent position sizing that adapts to your instrument and account:
Mode 1: Fixed
• Simple contract/lot size
• Best for: Testing, stable position sizing
• Use case: "Always trade 2 contracts"
Mode 2: Risk-Based (Current Equity)
• Size = (Current Equity × Risk%) / (Stop Distance × Point Value)
• Compounds with wins, reduces with losses
• Best for: Aggressive compounding
• Use case: Maximize geometric growth
Mode 3: Risk-Based (Initial Capital)
• Size = (Initial Capital × Risk%) / (Stop Distance × Point Value)
• No compounding - consistent risk exposure
• Best for: Professional risk management
• Use case: Live trading with stable risk
Multi-Instrument Intelligence
Auto-detects and calculates correctly for:
• Futures: Uses contract point value (ES $50/pt, NQ $20/pt, MES $5/pt, MNQ $2/pt)
• Forex: Uses pip value per lot (Standard/Mini/Micro/Nano)
• Crypto: Uses contract multiplier (1.0 BTC, 0.001 BTC, etc)
• Stocks: Uses $1 per share
Manual override available if auto-detect fails.
📊 RISK MANAGEMENT:
Multi-Layer Protection
• Per-Trade Risk: 0.5-2% of capital (configurable)
• Daily Risk Limit: Max 4% loss per day (halts trading)
• Max Drawdown Pause: Circuit breaker at 12% drawdown
• Position Size Limits: Min/max contracts enforced
• Max Stop Distance: ATR-based hard limit (prevents catastrophic losses)
Trailing Stop System
• Uses Pine Script's native trail_price and trail_offset
• Activates after configurable R-multiple profit (default 0.5R)
• Trail distance: ATR-based (tight 0.5 ATR to loose 2.0 ATR)
• Works reliably in backtesting AND live trading
• No manual stop management needed
🌍 GLOBAL MARKET SUPPORT:
Configurable Sessions
Unlike basic ORB indicators, this strategy works globally:
• US Equities: 9:30 AM ET default
• Forex London: Custom session 08:00-08:30 GMT
• Forex NY: Custom session 13:30-14:00 GMT
• Asian Markets: Custom session with Tokyo timezone
• Crypto: 24/7 support with custom ORB windows
Timezone support includes:
America/New_York, Europe/London, Asia/Tokyo, Asia/Hong_Kong, UTC, and more.
Session ORBs
• Asian Session ORB (Tokyo open)
• London Session ORB (Forex primary)
• NY Session ORB (US market hours)
Critical for Forex traders working multiple sessions.
📈 BACKTESTING CAPABILITIES:
Realistic Simulation
• Commission: Configurable (default $1 per order)
• Slippage: 2 ticks default (adjustable)
• Volume Confirmation: Prevents unrealistic fills
• RTH Filtering: Optional Regular Trading Hours only
• Bar Magnifier: Improved intrabar execution
Performance Metrics Dashboard
Real-time statistics displayed:
• Total Trades & Win Rate
• Net P&L & Profit Factor
• Current Drawdown
• Daily P&L tracking
• Position details (if in trade)
• Position sizing mode & current size
Historical Testing
• Supports 5000+ bars of history
• Test across multiple market conditions
• Bull markets, bear markets, range-bound periods
• Optimize by day type (trend vs rotation)
🎛️ CUSTOMIZATION OPTIONS:
ORB Settings
• Timeframe: 5, 15, 30, or 60 minutes
• Confirmation: Close, Wick, or Body
• Volume: On/off with multiplier threshold
• LTF Precision: Sub-minute high/low detection
• RTH Filter: Regular Trading Hours only option
Breakout Detection
• ML Filtering: Enable/disable with thresholds
• Failed Breakout: Sensitivity (2-10 bars)
• Failure Buffer: ATR-based confirmation
• Entry Window: Bars after signal (prevents late entries)
Stop Methods
• ATR: Tight dynamic stops (recommended)
• ORB Mid: Structural stop at midpoint
• ORB Opposite: Wide stop at opposite boundary
• Hybrid: Best of ATR and structural
Target Methods
• Single: One target, full exit
• Scaled: Partial exits at T1/T2/T3 (recommended)
• Trail Only: No fixed targets, trail to exit
🔬 OPTIMIZATION GUIDE:
For Futures (ES, NQ, MNQ, MES)
• ORB: 30 min
• Confirmation: Close
• Volume: ON (1.5x)
• Stop Method: ATR (1.0x multiplier)
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.5%
• Failed Breakouts: ENABLE
For Forex Majors
• ORB: 60 min (or 15 min at London open)
• Confirmation: Close
• Volume: OFF (tick volume unreliable)
• Stop Method: ATR (1.5x multiplier)
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.0%
• Custom Session: 0800-0900 GMT
• Timezone: Europe/London
For Crypto (BTC, ETH)
• ORB: 60 min
• Confirmation: Close
• Volume: OFF or ON (1.2x)
• Stop Method: ATR (2.0x wider stops)
• Position Mode: Fixed or Risk-Based
• Risk Per Trade: 2.0% (higher volatility)
• Custom Session: Define your preferred window
For Stocks/ETF
• ORB: 15-30 min
• Confirmation: Body (most conservative)
• Volume: ON (2.0x threshold)
• Stop Method: Hybrid
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.0%
• RTH Only: ENABLED
• Gap Analysis: ENABLED
💎 ADVANCED FEATURES:
Initial Balance Analysis
• First hour range tracking (A + B periods)
• IB extensions at 0.5x, 1.0x, 1.5x, 2.0x
• Day type classification (Trend/Normal/Rotation)
• Adjusts strategy behavior by day type
ORB Extensions
• Fibonacci targets: 1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x
• Dynamic monitoring for take-profit zones
• Extension tracking in statistics
VWAP Integration
• Institutional benchmark reference
• Standard deviation bands (1σ and 2σ)
• Breakout alignment scoring
• Context for trade quality
Gap Analysis
• Overnight gap detection
• Gap fill target projection
• Gap fill rate statistics
• Direction bias from gap type
Comprehensive Statistics
• Bull/Bear breakout win rates
• Reversal win rate (typically 65-75%)
• Day type distribution
• Extension statistics
• Gap fill rate
• Real-time performance tracking
🎨 VISUAL FEEDBACK:
Enhanced Plots
• ORB levels (High/Low/Mid continuous lines)
• Entry markers (L for long, S for short, 🔥 for reversals)
• Extension levels with labels
• Session ORBs (Asian/London/NY)
• IB levels and extensions
• VWAP with bands
• Failed breakout markers
Color-Coded Momentum Boxes
• Blue: Inside ORB (consolidation)
• Green: Above ORB (bullish momentum)
• Red: Below ORB (bearish momentum)
• Orange: Failed breakout zones
• Variable intensity based on distance
Dynamic Dashboards
• Main Dashboard: ORB status, breakout info, setup details, market context
• Strategy Dashboard: Trades, Win%, P&L, Profit Factor, Daily P&L, Drawdown, Position info
• Narrative Dashboard: Plain-language market interpretation
Three Display Modes
• Simple: Clean chart, essential ORB only
• Standard: ORB + IB + Sessions + VWAP (recommended)
• Advanced: All features + statistics
🔔 ALERT SYSTEM:
Strategy Alerts
• Breakout Entry (with ML probabilities)
• Failed Breakout Entry (with targets)
• Stop Hit (position closed)
• Target Hit (T1, T2, T3 partials)
• Extension Reached (profit zone)
• IB Break (potential trend day)
All alerts include:
• Direction and setup type
• Entry price and position size
• Stop and target levels
• ML scores (if enabled)
• Setup grade (A+ to D)
• Win rate context
⏱️ TIMEFRAMES: 1m-15m optimal (works on all)
💎 INSTRUMENTS: Futures, Forex, Crypto, Stocks, Indices
🎓 SKILL LEVEL: Intermediate to Advanced
📚 WHAT'S INCLUDED:
Comprehensive Documentation
• 200+ lines of detailed tooltips
• Every setting fully explained
• Optimization guides by market
• Position sizing calculator explanations
• Risk management framework
• Best practices and common pitfalls
Ready-to-Use Configurations
• Default settings optimized for ES/NQ
• Recommended settings for each instrument type
• Conservative vs Aggressive profiles
• Scalping vs Swing configurations
Full Transparency
• All calculations shown in dashboard
• Position sizing visible in real-time
• Strategy performance metrics live
• No black boxes or hidden logic
🚨 RISK DISCLAIMERS:
CRITICAL INFORMATION - PLEASE READ:
• This is a trading strategy that executes real trades in backtesting
• Past performance does NOT guarantee future results
• All trading involves substantial risk of loss
• Never risk money you cannot afford to lose
• This is NOT financial advice - for educational purposes only
• Requires understanding of ORB methodology and risk management
• Test thoroughly on paper/demo account before live trading
• Position sizing must be configured correctly for your account
• Stop losses are NOT guaranteed in all market conditions
• Slippage and commissions will affect live results
• Volatile markets may trigger circuit breakers (drawdown pause)
Strategy-Specific Risks:
• Opening range breakouts can fail (hence the reversal system)
• Volume confirmation may limit signals in low-volume instruments
• Custom sessions must match your market's actual hours
• Multi-instrument support requires correct point value configuration
• Trailing stops may exit early in volatile conditions
• Daily limits may prevent recovery trades
• Backtesting results may not match live execution
Position Sizing Warnings:
• Risk-Based modes can size large positions if stops are tight
• Always set max position size limits appropriate for your account
• Verify point values are correct for your instrument
• Test with small size first
• Monitor position size in dashboard before every trade
🎓 WHO THIS IS FOR:
Best Suited For:
• Traders with ORB methodology knowledge
• Those seeking a fully-automated system
• Backtesting enthusiasts
• Multi-instrument traders
• Risk-conscious systematic traders
• Traders who understand position sizing
Not Recommended For:
• Complete beginners to trading
• Those seeking "set and forget" with zero monitoring
• Traders unwilling to backtest first
• Those who don't understand risk management
• Accounts under $5,000 (position sizing too small)
💡 PRO TIPS:
Backtesting Best Practices
• Start with 2+ years of data
• Include both bull and bear markets
• Test on same timeframe you'll trade (5-min for 5-min ORB)
• Account for commissions/slippage realistically
• Verify win rate >45% and profit factor >1.3
Position Sizing
• Use Risk-Based (Initial Capital) for most consistent results
• Start with 1% risk per trade, increase to 1.5-2% if comfortable
• Set max position size to prevent oversizing
• Verify point values are correct before live trading
• Monitor dashboard for actual size before each trade
Risk Management
• NEVER disable daily loss limit
• Keep max drawdown pause at 12% or lower
• Use ATR stop method for best R:R
• Enable trailing stops for trend capturing
• Take partial profits at T1 (at least 30-40%)
Failed Breakout Trading
• These are your highest win-rate setups (65-75%)
• Always enable this feature
• Use tighter stops on reversals than breakouts
• Don't chase if you miss the entry window
• Three targets allow you to scale out profitably
ML Filtering
• Dramatically improves breakout quality
• Reduce signals but increase win rate
• Start with default thresholds (pCont≥0.55, pFail≤0.35)
• Lower signals = higher quality in choppy markets
• Can disable for more signals in strong trends
⚙️ TECHNICAL DETAILS:
Strategy Engine
• Pine Script v5
• Native strategy.entry() and strategy.exit()
• Trailing stops use trail_price/trail_offset (no repainting)
• Proper position sizing with strategy.position_size
• Realistic fills with commission and slippage
• Bar magnifier for improved intrabar execution
Performance
• Optimized for 1-minute to 15-minute charts
• Supports 5000+ bars of history
• Efficient calculations (no arrays in hot loops)
• Max 500 visual objects (boxes/lines/labels)
• No repainting - all signals confirmed on bar close
Position Sizing Engine
• Auto-detects Futures, Forex, Crypto, Stocks
• Uses syminfo.pointvalue when available
• Falls back to manual configuration
• Proper rounding to exchange increments
• Min/max limits enforced
Risk System
• Per-trade risk percentage enforced
• Daily P&L tracking
• Drawdown from peak equity
• Circuit breakers halt trading when limits hit
• Resets daily for fresh start
🔄 VERSION HISTORY:
Current Version: 1.0 (Initial Release)
• Complete ORB breakout + reversal strategy
• Adaptive position sizing (3 modes)
• Multi-instrument support
• Advanced risk management
• Native trailing stops
• ML filtering integration
• Comprehensive backtesting
• Real-time performance dashboard
Planned Updates:
• Additional session templates (Tokyo, Sydney)
• More stop methods
• Enhanced ML model training
• Volatility regime detection
• Trade journal export
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Trade the opening range with institutional precision.
Automated entries. Intelligent sizing. Professional risk management.
Test first. Trade smart. Scale safely.
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
