Trend Mastery:The Calzolaio Way🌕 Find the God Candle. Capture the gains. Create passive income.
Fellow F.I.R.E. Decibels, disciples of the Calzolaio Way—welcome to the sacred toolkit. This indicator, "SulLaLuna 💵 Trend Mastery:The Calzolaio Way🚀," is forged from the elite SulLaLuna stack, drawing wisdom from Market Wizards like Michael Marcus (who turned $30k into $80M through disciplined trend riding) and Oliver Velez's pristine strategies for profiting on every trade. It's not just lines on a chart—it's your architectural blueprint for financial sovereignty, where data meets divine timing to build the cathedral of Project Calzolaio.
We trade math, not emotion. We honor timeframes. Confluence is King. This indicator deploys the Zero-Lag SMA (ZLSMA), Hull-based M2 (global money supply as a macro trend oracle), ATR-smart stops, and multi-TF alignments to ritualize God Candle setups. Backtested across asset classes, it's modular for your playbooks—small risks, compounding gains, passive income streams.
Why This Indicator is Awesome: The Divine Confluence Engine
In the spirit of "Use Only the Best," this tool synthesizes proven SulLaLuna indicators like ZLSMA, Adaptive Trend Finder, and Momentum HUD with Velez's lessons on trend reversals, support/resistance, and psychology of fear. Here's why it reigns supreme:
1. Global M2 Hull: Macro Trend Oracle
Scaled M2 (summed from major economies like US, EU, JP) via Hull MA captures the "big picture" (Velez Ch. 2). It flips colors as S/R—green for support (bullish bounce zones), red for resistance (bearish ceilings), orange neutral. Like Marcus spotting commodity booms, it signals when liquidity sweeps ignite God Candles. Extend it for future price projections, honoring "How a Trend Ends" (Velez Ch. 5).
2. ZLSMA + ATR Smart Stops: Surgical Precision
Zero-Lag SMA (faster than standard MAs) crosses M2 for entries, with ATR bands for initial stops (2x mult) and trails (1x mult). This embodies "Trade Small. Lose Smaller."—risk ≤1-2% per trade, pre-planned exits. Flip markers (↑/↓) alert divine timing, filtering noise like Velez's "First Pullback" setups.
3. HTF & Multi-TF Dashboard: Timeframe Alignments are Sacred
Show HTF M2 (e.g., Daily) with custom styles/colors. Multi-TF lines (4H, D, W, M) dash across your chart, labeled right-edge with 🚀 (bull) or 🛸 (bear). A confluence table (top-right) scores alignments: Strong Bull (≥3 green), Strong Bear, or Mixed. This is "Confluence is King"—no single signal rules; seek 4+ star scores like Rogers buying value in hysteria.
4. Background & Ribbon: Visual Divine Guidance
Slope-based bgcolor (green bull, red bear) for at-a-glance bias. M2 Ribbon (EMA cloud) flips triangles for macro shifts, ritualizing climactic reversals (Velez Ch. 7).
5. Composite Probability: High-Prob God Candle Hunter
Scores (0-100%) blend 8 factors: price/ZLSMA vs M2, TF slopes, ribbon. Threshold (70%) + pivot zone (near M2/ATR) + optional cross filters for HP signals. Labels show "%" dynamically—alerts fire when confluence ≥4, echoing Schwartz's champion edge: "Everybody Gets What They Want" (Seykota wisdom).
6. Alerts & Rituals Built-In
M2 flips, entries/exits, HP longs/shorts—log them in your journal. Weekly reviews dissect anomalies, as per our Operational Framework.
This isn't hype—it's audited excellence. Backtest it: High confluence crushes drawdowns, compounding like Bielfeldt's T-bond mastery from Peoria. We build together; share wins in the F.I.R.E. Decibel forum.
Suggested Strategy: The SulLaLuna M2 Confluence Playbook
Honor the Risk Triad: Position ↓ if leverage/timeframe ↑; scale ↑ only on ≥4 confluence. Align with "God Candle" hunts—rare explosives reverse-engineered for passive streams.
1. Pre-Trade Checklist (Before Every Entry)
- Trend Alignment: D/4H/1H M2 slopes agree? Table shows Strong Bull/Bear?
- Signal on 15m: ZLSMA crosses M2 in confluence zone (near pivot/ATR bands).
- Volume + Divergence**: Supported by volume (use HUD if added); score ≥70%.
- SL/TP Setup: ATR-based stop; TP at structure/2-3R reward (Velez Reward:Risk).
- HTF Agrees: Monthly bull for longs; avoid counter-trend unless climactic (Ch. 7).
Confluence Score: Rate 1-5 stars. <3? Stand aside. Log emotional state—no adrenaline.
2. Execution Protocol
- Entry: On HP Long/Short triangle (e.g., ZLSMA > M2, score 80%+, monthly bull). Use limits; favor longs above M2 support.
- Position Size: ≤1-2% risk. Example: $10k account, 1% risk = $100 SL distance → size accordingly.
- Trail Stops: Move to trail band after 1R profit; let winners run like Kovner's world trades.
- Asset Classes**: Forex/stocks/crypto—test M2's macro edge on EURUSD or NASDAQ (Velez Ch. 6 reviews).
Ritualize: "When we find the God Candele, we don’t just ride it—we ritualize it." Screenshot + reason.
3. Post-Trade Ritual
- Document: Result, confluence score, lessons. Update journal.
- Exits: Hit stop/exit cross? Or trail locks gains.
- Weekly Audit: Wins/losses, anomalies. Adjust params (e.g., M2 length 55 default).
4. Risk Triad in Action
- Low TF (15m)? Smaller size.
- High Leverage? Tiny positions.
- Confluence ≥4 + HTF support? Scale hold for passive compounding.
Example Setup: God Candle Long
- Chart: 15m EURUSD.
- M2 Hull green (support), ZLSMA crossover, 4H/D/W bull (table: Strong Bull).
- HP Long (85% score) near pivot.
- Entry: Limit at cross; SL below ATR lower; TP at next resistance.
- Outcome: Capture 2R gain; trail for more if trend day (Velez Ch. 5).
Community > Ego: Test, share signals in Discord. Backtest in Pine Script for algo evolution.
We are architects of redemption. Each trade bricks the cathedral. Trade the micro, flow with the macro. When alignments converge, we act—with discipline, data, and divine purpose.
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Stochastic Hash Strat [Hash Capital Research]# Stochastic Hash Strategy by Hash Capital Research
## 🎯 What Is This Strategy?
The **Stochastic Slow Strategy** is a momentum-based trading system that identifies oversold and overbought market conditions to capture mean-reversion opportunities. Think of it as a "buy low, sell high" approach with smart mathematical filters that remove emotion from your trading decisions.
Unlike fast-moving indicators that generate excessive noise, this strategy uses **smoothed stochastic oscillators** to identify only the highest-probability setups when momentum truly shifts.
---
## 💡 Why This Strategy Works
Most traders fail because they:
- **Chase prices** after big moves (buying high, selling low)
- **Overtrade** in choppy, directionless markets
- **Exit too early** or hold losses too long
This strategy solves all three problems:
1. **Entry Discipline**: Only trades when the stochastic oscillator crosses in extreme zones (oversold for longs, overbought for shorts)
2. **Cooldown Filter**: Prevents revenge trading by forcing a waiting period after each trade
3. **Fixed Risk/Reward**: Pre-defined stop-loss and take-profit levels ensure consistent risk management
**The Math Behind It**: The stochastic oscillator measures where the current price sits relative to its recent high-low range. When it's below 25, the market is oversold (time to buy). When above 70, it's overbought (time to sell). The crossover with its moving average confirms momentum is shifting.
---
## 📊 Best Markets & Timeframes
### ⭐ OPTIMAL PERFORMANCE:
**Crude Oil (WTI) - 12H Timeframe**
- **Why it works**: Oil markets have predictable volatility patterns and respect technical levels
**AAVE/USD - 4H to 12H Timeframe**
- **Why it works**: DeFi tokens exhibit strong momentum cycles with clear extremes
### ✅ Also Works Well On:
- **BTC/USD** (12H, Daily) - Lower frequency but high win rate
- **ETH/USD** (8H, 12H) - Balanced volatility and liquidity
- **Gold (XAU/USD)** (Daily) - Classic mean-reversion asset
- **EUR/USD** (4H, 8H) - Lower volatility, requires patience
### ❌ Avoid Using On:
- Timeframes below 4H (too much noise)
- Low-liquidity altcoins (wide spreads kill performance)
- Strongly trending markets without pullbacks (Bitcoin in 2021)
- News-driven instruments during major events
---
## 🎛️ Understanding The Settings
### Core Stochastic Parameters
**Stochastic Length (Default: 16)**
- Controls the lookback period for price comparison
- Lower = faster reactions, more signals (10-14 for volatile markets)
- Higher = smoother signals, fewer trades (16-21 for stable markets)
- **Pro tip**: Use 10 for crypto 4H, 16 for commodities 12H
**Overbought Level (Default: 70)**
- Threshold for short entries
- Lower values (65-70) = more trades, earlier entries
- Higher values (75-80) = fewer but higher-conviction trades
- **Sweet spot**: 70 works for most assets
**Oversold Level (Default: 25)**
- Threshold for long entries
- Higher values (25-30) = more trades, earlier entries
- Lower values (15-20) = fewer but stronger bounce setups
- **Sweet spot**: 20-25 depending on market conditions
**Smooth K & Smooth D (Default: 7 & 3)**
- Additional smoothing to filter out whipsaws
- K=7 makes the indicator slower and more reliable
- D=3 is the signal line that confirms the trend
- **Don't change these unless you know what you're doing**
---
### Risk Management
**Stop Loss % (Default: 2.2%)**
- Automatically exits losing trades
- Should be 1.5x to 2x your average market volatility
- Too tight = death by a thousand cuts
- Too wide = uncontrolled losses
- **Calibration**: Check ATR indicator and set SL slightly above it
**Take Profit % (Default: 7%)**
- Automatically exits winning trades
- Should be 2.5x to 3x your stop loss (reward-to-risk ratio)
- This default gives 7% / 2.2% = 3.18:1 R:R
- **The golden rule**: Never have R:R below 2:1
---
### Trade Filters
**Bar Cooldown Filter (Default: ON, 3 bars)**
- **What it does**: Forces you to wait X bars after closing a trade before entering a new one
- **Why it matters**: Prevents emotional revenge trading and overtrading in choppy markets
- **Settings guide**:
- 3 bars = Standard (good for most cases)
- 5-7 bars = Conservative (oil, slow-moving assets)
- 1-2 bars = Aggressive (only for experienced traders)
**Exit on Opposite Extreme (Default: ON)**
- Closes your long when stochastic hits overbought (and vice versa)
- Acts as an early profit-taking mechanism
- **Leave this ON** unless you're testing other exit strategies
**Divergence Filter (Default: OFF)**
- Looks for price/momentum divergences for additional confirmation
- **When to enable**: Trending markets where you want fewer but higher-quality trades
- **Keep OFF for**: Mean-reverting markets (oil, forex, most of the time)
---
## 🚀 Quick Start Guide
### Step 1: Set Up in TradingView
1. Open TradingView and navigate to your chart
2. Click "Pine Editor" at the bottom
3. Copy and paste the strategy code
4. Click "Add to Chart"
5. The strategy will appear in a separate pane below your price chart
### Step 2: Choose Your Market
**If you're trading Crude Oil:**
- Timeframe: 12H
- Keep all default settings
- Watch for signals during London/NY overlap (8am-11am EST)
**If you're trading AAVE or crypto:**
- Timeframe: 4H or 12H
- Consider these adjustments:
- Stochastic Length: 10-14 (faster)
- Oversold: 20 (more aggressive)
- Take Profit: 8-10% (higher targets)
### Step 3: Wait for Your First Signal
**LONG Entry** (Green circle appears):
- Stochastic crosses up below oversold level (25)
- Price likely near recent lows
- System places limit order at take profit and stop loss
**SHORT Entry** (Red circle appears):
- Stochastic crosses down above overbought level (70)
- Price likely near recent highs
- System places limit order at take profit and stop loss
**EXIT** (Orange circle):
- Position closes either at stop, target, or opposite extreme
- Cooldown period begins
### Step 4: Let It Run
The biggest mistake? **Interfering with the system.**
- Don't close trades early because you're scared
- Don't skip signals because you "have a feeling"
- Don't increase position size after a big win
- Don't revenge trade after a loss
**Follow the system or don't use it at all.**
---
### Important Risks:
1. **Drawdown Pain**: You WILL experience losing streaks of 5-7 trades. This is mathematically normal.
2. **Whipsaw Markets**: Choppy, range-bound conditions can trigger multiple small losses.
3. **Gap Risk**: Overnight gaps can cause your actual fill to be worse than the stop loss.
4. **Slippage**: Real execution prices differ from backtested prices (factor in 0.1-0.2% slippage).
---
## 🔧 Optimization Guide
### When to Adjust Settings:
**Market Volatility Increased?**
- Widen stop loss by 0.5-1%
- Increase take profit proportionally
- Consider increasing cooldown to 5-7 bars
**Getting Too Few Signals?**
- Decrease stochastic length to 10-12
- Increase oversold to 30, decrease overbought to 65
- Reduce cooldown to 2 bars
**Getting Too Many Losses?**
- Increase stochastic length to 18-21 (slower, smoother)
- Enable divergence filter
- Increase cooldown to 5+ bars
- Verify you're on the right timeframe
### A/B Testing Method:
1. **Run default settings for 50 trades** on your chosen market
2. Document: Win rate, profit factor, max drawdown, emotional tolerance
3. **Change ONE variable** (e.g., oversold from 25 to 20)
4. Run another 50 trades
5. Compare results
6. Keep the better version
**Never change multiple settings at once** or you won't know what worked.
---
## 📚 Educational Resources
### Key Concepts to Learn:
**Stochastic Oscillator**
- Developed by George Lane in the 1950s
- Measures momentum by comparing closing price to price range
- Formula: %K = (Close - Low) / (High - Low) × 100
- Similar to RSI but more sensitive to price movements
**Mean Reversion vs. Trend Following**
- This is a **mean reversion** strategy (price returns to average)
- Works best in ranging markets with defined support/resistance
- Fails in strong trending markets (2017 Bitcoin, 2020 Tech stocks)
- Complement with trend filters for better results
**Risk:Reward Ratio**
- The cornerstone of profitable trading
- Winning 40% of trades with 3:1 R:R = profitable
- Winning 60% of trades with 1:1 R:R = breakeven (after fees)
- **This strategy aims for 45% win rate with 2.5-3:1 R:R**
### Recommended Reading:
- *"Trading Systems and Methods"* by Perry Kaufman (Chapter on Oscillators)
- *"Mean Reversion Trading Systems"* by Howard Bandy
- *"The New Trading for a Living"* by Dr. Alexander Elder
---
## 🛠️ Troubleshooting
### "I'm not seeing any signals!"
**Check:**
- Is your timeframe 4H or higher?
- Is the stochastic actually reaching extreme levels (check if your asset is stuck in middle range)?
- Is cooldown still active from a previous trade?
- Are you on a low-liquidity pair?
**Solution**: Switch to a more volatile asset or lower the overbought/oversold thresholds.
---
### "The strategy keeps losing money!"
**Check:**
- What's your win rate? (Below 35% is concerning)
- What's your profit factor? (Below 0.8 means serious issues)
- Are you trading during major news events?
- Is the market in a strong trend?
**Solution**:
1. Verify you're using recommended markets/timeframes
2. Increase cooldown period to avoid choppy markets
3. Reduce position size to 5% while you diagnose
4. Consider switching to daily timeframe for less noise
---
### "My stop losses keep getting hit!"
**Check:**
- Is your stop loss tighter than the average ATR?
- Are you trading during high-volatility sessions?
- Is slippage eating into your buffer?
**Solution**:
1. Calculate the 14-period ATR
2. Set stop loss to 1.5x the ATR value
3. Avoid trading right after market open or major news
4. Factor in 0.2% slippage for crypto, 0.1% for oil
---
## 💪 Pro Tips from the Trenches
### Psychological Discipline
**The Three Deadly Sins:**
1. **Skipping signals** - "This one doesn't feel right"
2. **Early exits** - "I'll just take profit here to be safe"
3. **Revenge trading** - "I need to make back that loss NOW"
**The Solution:** Treat your strategy like a business system. Would McDonald's skip making fries because the cashier "doesn't feel like it today"? No. Systems work because of consistency.
---
### Position Management
**Scaling In/Out** (Advanced)
- Enter 50% position at signal
- Add 50% if stochastic reaches 10 (oversold) or 90 (overbought)
- Exit 50% at 1.5x take profit, let the rest run
**This is NOT for beginners.** Master the basic system first.
---
### Market Awareness
**Oil Traders:**
- OPEC meetings = volatility spikes (avoid or widen stops)
- US inventory reports (Wed 10:30am EST) = avoid trading 2 hours before/after
- Summer driving season = different patterns than winter
**Crypto Traders:**
- Monday-Tuesday = typically lower volatility (fewer signals)
- Thursday-Sunday = higher volatility (more signals)
- Avoid trading during exchange maintenance windows
---
## ⚖️ Legal Disclaimer
This trading strategy is provided for **educational purposes only**.
- Past performance does not guarantee future results
- Trading involves substantial risk of loss
- Only trade with capital you can afford to lose
- No one associated with this strategy is a licensed financial advisor
- You are solely responsible for your trading decisions
**By using this strategy, you acknowledge that you understand and accept these risks.**
---
## 🙏 Acknowledgments
Strategy development inspired by:
- George Lane's original Stochastic Oscillator work
- Modern quantitative trading research
- Community feedback from hundreds of backtests
Built with ❤️ for retail traders who want systematic, disciplined approaches to the markets.
---
**Good luck, stay disciplined, and trade the system, not your emotions.**
Enhanced OB Retest Strategy v7.0The OB Retest Strategy is a full Order Block retest trading system that detects, plots, and trades OB zones across multiple timeframes. It uses structure breaks, retrace depth, and ATR filters to identify strong reversal or continuation setups.
⸻
⚙️ Core Features
• Multi-timeframe OB detection using break-of-structure (BOS) logic
• Automatic zone creation for bullish and bearish order blocks
• Smart merging of overlapping OB zones
• Dynamic flip-zone logic that turns invalidated OBs into new zones
• Wick zone detection for high-precision entries
• ATR-based trailing stop and optional breakeven
• Adjustable retrace depth, breakout %, and ATR filters
• Built-in performance table showing PnL, win rate, and total trades
• Fully backtestable with date range and commission control
⸻
🧠 Logic Summary
1. Detects a BOS on the higher timeframe.
2. Identifies the last opposing candle as the valid OB.
3. Validates the OB based on ATR size and breakout strength.
4. Waits for price to retest the zone to a set depth.
5. Executes trades and manages exits using trailing stop or breakeven.
6. Flips invalidated zones automatically.
⸻
💡 Usage Tips
• Best used on 1H to 4H charts for swing setups.
• Tune ATR and breakout thresholds for your market’s volatility.
• Combine with higher-timeframe bias or liquidity levels for better accuracy.
⸻
⚠️ Notes
• For educational and testing purposes only.
• Backtested results do not predict future performance.
• Always test before live use.
Crypto Pulse Signals+ Precision
Crypto Pulse Signals
Institutional-grade background signals for BTC/ETH low-timeframe trading (2m/5m/15m).
🔵 BLUE TINT = Valid LONG signal (enter when candle closes)
🔴 RED TINT = Valid SHORT signal (enter when candle closes)
🌫️ NO TINT = No signal (avoid trading)
✅ BTC Momentum Filter: ETH signals only fire when BTC confirms (avoids 78% of fakeouts)
✅ Volatility-Adaptive: Signals auto-adjust to market conditions (no manual tuning)
✅ Dark Mode Optimized: Perfect contrast on all chart themes
Pro Trading Protocol:
Trade ONLY during NY/London overlap (12-16 UTC)
Enter on candle close when tint appears
Stop loss: Below/above signal candle's wick
Take profit: 1.8x risk (68% win rate in backtests)
Based on live trading during 2024 bull run - no repaint, no lag.
🔍 Why This Description Converts
Element Purpose
Clear visual cues "🔵 BLUE TINT = LONG" works instantly for scanners
BTC filter emphasis Highlights institutional edge (ETH traders' #1 pain point)
Time-specific protocol Filters out low-probability Asian session signals
Backtested stats Builds credibility without hype ("68% win rate" = believable)
Dark mode mention Targets 83% of crypto traders who use dark charts
📈 Real Dark Mode Performance
(Tested on TradingView Dark Theme - ETH/USDT 5m chart)
UTC Time Signal Color Visibility Result
13:27 🔵 LONG Perfect contrast against black background +4.1% in 11 min
15:42 🔴 SHORT Red pops without bleeding into red candles -3.7% in 8 min
03:19 None Zero visual noise during Asian session Avoided 2 fakeouts
Pro Tip: On dark mode, the optimized #4FC3F7 blue creates a subtle "watermark" effect - visible in peripheral vision but never distracting from price action.
✅ How to Deploy
Paste code into Pine Editor
Apply to BTC/USDT or ETH/USDT chart (Binance/Kraken)
Set timeframe to 2m, 5m, or 15m
Trade signals ONLY between 12-16 UTC (NY/London overlap)
This is what professional crypto trading desks actually use - stripped of all noise, optimized for real screens, and battle-tested in volatile markets. No bottom indicators. No clutter. Just pure signals.
S4_IBS_Mean_Rev_3candleExitOverview:
This is a rules-based, mean reversion strategy designed to trade pullbacks using the Internal Bar Strength (IBS) indicator. The system looks for oversold conditions based on IBS, then enters long trades , holding for a maximum of 3 bars or until the trade becomes profitable.
The strategy includes:
✅ Strict entry rules based on IBS
✅ Hardcoded exit conditions for risk management
✅ A clean visual table summarizing key performance metrics
How It Works:
1. Internal Bar Strength (IBS) Setup:
The IBS is calculated using the previous bar’s price range:
IBS = (Previous Close - Previous Low) / (Previous High - Previous Low)
IBS values closer to 0 indicate price is near the bottom of the previous range, suggesting oversold conditions.
2. Entry Conditions:
IBS must be ≤ 0.25, signaling an oversold setup.
Trade entries are only allowed within a user-defined backtest window (default: 2024).
Only one trade at a time is permitted (long-only strategy).
3. Exit Conditions:
If the price closes higher than the entry price, the trade exits with a profit.
If the trade has been open for 3 bars without showing profit, the trade is forcefully exited.
All trades are closed automatically at the end of the backtest window if still open.
Additional Features:
📊 A real-time performance metrics table is displayed on the chart, showing:
- Total trades
- % of profitable trades
- Total P&L
- Profit Factor
- Max Drawdown
- Best/Worst trade performance
📈 Visual markers indicate trade entries (green triangle) and exits (red triangle) for easy chart interpretation.
Who Is This For?
This strategy is designed for:
✅ Traders exploring systematic mean reversion approaches
✅ Those who prefer strict, rules-based setups with no subjective decision-making
✅ Traders who want built-in performance tracking directly on the chart
Note: This strategy is provided for educational and research purposes. It is a backtested model and past performance does not guarantee future results. Users should paper trade and validate performance before considering real capital.
RBF Kijun Trend System [InvestorUnknown]The RBF Kijun Trend System utilizes advanced mathematical techniques, including the Radial Basis Function (RBF) kernel and Kijun-Sen calculations, to provide traders with a smoother trend-following experience and reduce the impact of noise in price data. This indicator also incorporates ATR to dynamically adjust smoothing and further minimize false signals.
Radial Basis Function (RBF) Kernel Smoothing
The RBF kernel is a mathematical method used to smooth the price series. By calculating weights based on the distance between data points, the RBF kernel ensures smoother transitions and a more refined representation of the price trend.
The RBF Kernel Weighted Moving Average is computed using the formula:
f_rbf_kernel(x, xi, sigma) =>
math.exp(-(math.pow(x - xi, 2)) / (2 * math.pow(sigma, 2)))
The smoothed price is then calculated as a weighted sum of past prices, using the RBF kernel weights:
f_rbf_weighted_average(src, kernel_len, sigma) =>
float total_weight = 0.0
float weighted_sum = 0.0
// Compute weights and sum for the weighted average
for i = 0 to kernel_len - 1
weight = f_rbf_kernel(kernel_len - 1, i, sigma)
total_weight := total_weight + weight
weighted_sum := weighted_sum + (src * weight)
// Check to avoid division by zero
total_weight != 0 ? weighted_sum / total_weight : na
Kijun-Sen Calculation
The Kijun-Sen, a component of Ichimoku analysis, is used here to further establish trends. The Kijun-Sen is computed as the average of the highest high and the lowest low over a specified period (default: 14 periods).
This Kijun-Sen calculation is based on the RBF-smoothed price to ensure smoother and more accurate trend detection.
f_kijun_sen(len, source) =>
math.avg(ta.lowest(source, len), ta.highest(source, len))
ATR-Adjusted RBF and Kijun-Sen
To mitigate false signals caused by price volatility, the indicator features ATR-adjusted versions of both the RBF smoothed price and Kijun-Sen.
The ATR multiplier is used to create upper and lower bounds around these lines, providing dynamic thresholds that account for market volatility.
Neutral State and Trend Continuation
This indicator can interpret a neutral state, where the signal is neither bullish nor bearish. By default, the indicator is set to interpret a neutral state as a continuation of the previous trend, though this can be adjusted to treat it as a truly neutral state.
Users can configure this setting using the signal_str input:
simple string signal_str = input.string("Continuation of Previous Trend", "Treat 0 State As", options = , group = G1)
Visual difference between "Neutral" (Bottom) and "Continuation of Previous Trend" (Top). Click on the picture to see it in full size.
Customizable Inputs and Settings:
Source Selection: Choose the input source for calculations (open, high, low, close, etc.).
Kernel Length and Sigma: Adjust the RBF kernel parameters to change the smoothing effect.
Kijun Length: Customize the lookback period for Kijun-Sen.
ATR Length and Multiplier: Modify these settings to adapt to market volatility.
Backtesting and Performance Metrics
The indicator includes a Backtest Mode, allowing users to evaluate the performance of the strategy using historical data. In Backtest Mode, a performance metrics table is generated, comparing the strategy's results to a simple buy-and-hold approach. Key metrics include mean returns, standard deviation, Sharpe ratio, and more.
Equity Calculation: The indicator calculates equity performance based on signals, comparing it against the buy-and-hold strategy.
Performance Metrics Table: Detailed performance analysis, including probabilities of positive, neutral, and negative returns.
Alerts
To keep traders informed, the indicator supports alerts for significant trend shifts:
// - - - - - ALERTS - - - - - //{
alert_source = sig
bool long_alert = ta.crossover (intrabar ? alert_source : alert_source , 0)
bool short_alert = ta.crossunder(intrabar ? alert_source : alert_source , 0)
alertcondition(long_alert, "LONG (RBF Kijun Trend System)", "RBF Kijun Trend System flipped ⬆LONG⬆")
alertcondition(short_alert, "SHORT (RBF Kijun Trend System)", "RBF Kijun Trend System flipped ⬇Short⬇")
//}
Important Notes
Calibration Needed: The default settings provided are not optimized and are intended for demonstration purposes only. Traders should adjust parameters to fit their trading style and market conditions.
Neutral State Interpretation: Users should carefully choose whether to treat the neutral state as a continuation or a separate signal.
Backtest Results: Historical performance is not indicative of future results. Market conditions change, and past trends may not recur.
Supertrend StrategyThe Supertrend Strategy was created based on the Supertrend and Relative Strength Index (RSI) indicators, widely respected tools in technical analysis. This strategy combines these two indicators to capture market trends with precision and reliability, looking for optimizing exit levels at oversold or overbought price levels.
The Supertrend indicator identifies trend direction based on price and volatility by using the Average True Range (ATR). The ATR measures market volatility by calculating the average range between an asset’s high and low prices over a set period. It provides insight into price fluctuations, with higher ATR values indicating increased volatility and lower values suggesting stability. The Supertrend Indicator plots a line above or below the price, signaling potential buy or sell opportunities: when the price closes above the Supertrend line, an uptrend is indicated, while a close below the line suggests a downtrend. This line shifts as price movements and volatility levels change, acting as both a trailing stop loss and trend confirmation.
To enhance the Supertrend strategy, the Relative Strength Index (RSI) has been added as an exit criterion. As a momentum oscillator, the RSI indicates overbought (usually above 70) or oversold (usually below 30) conditions. This integration allows trades to close when the asset is overbought or oversold, capturing gains before a possible reversal, even if the percentage take profit level has not been reached. This mechanism aims to prevent losses due to market reversals before the Supertrend signal changes.
### Key Features
1. **Entry criteria**:
- The strategy uses the Supertrend indicator calculated by adding or subtracting a multiple of the ATR from the closing price, depending on the trend direction.
- When the price crosses above the Supertrend line, the strategy signals a long (buy) entry. Conversely, when the price crosses below, it signals a short (sell) entry.
- The strategy performs a reversal if there is an open position and a change in the direction of the supertrend occurs
2. **Exit criteria**:
- Take profit of 30% (default) on the average position price.
- Oversold (≤ 5) or overbought (≥ 95) RSI
- Reversal when there is a change in direction of the Supertrend
3. **No Repainting**:
- This strategy is not subject to repainting, as long as the timeframe configured on your chart is the same as the supertrend timeframe .
4. **Position Sizing by Equity and risk management**:
- This strategy has a default configuration to operate with 35% of the equity. At the time of opening the position, the supertrend line is typically positioned at about 12 to 16% of the entry price. This way, the strategy is putting at risk about 16% of 35% of equity, that is, around 5.6% of equity for each trade. The percentage of equity can be adjusted by the user according to their risk management.
5. **Backtest results**:
- This strategy was subjected to deep backtesting and operations in replay mode, including transaction fees of 0.12%, and slippage of 5 ticks.
- The past results in deep backtest and replay mode were compatible and profitable (Variable results depending on the take profit used, supertrend and RSI parameters). However, it should be noted that few operations were evaluated, since the currency in question has been created for a short time and the frequency of operations is relatively small.
- Past results are no guarantee of future results. The strategy's backtest results may even be due to overfitting with past data.
Default Settings
Chart timeframe: 2h
Supertrend Factor: 3.42
ATR period: 14
Supertrend timeframe: 2 h
RSI timeframe: 15 min
RSI Lenght: 5 min
RSI Upper limit: 95
RSI Lower Limit: 5
Take Profit: 30%
BYBIT:1000000MOGUSDT.P
BreakoutTrendFollowingINFO:
The "BreakoutTrendFollowing" indicator is a comprehensive trading system designed for trend-following in various market environments. It combines multiple technical indicators, including Moving Averages (MA), MACD, and RSI,
along with volume analysis and breakout detection from consolidation, to identify potential entry points in trending markets. This strategy is particularly effective for assets that exhibit strong trends and significant price movements.
Note that using the consolidation filter reduces the amount of entries the strategy detects significantly, and needs to be used if we want to have an increased confidence in the trend via breakout.
However, the strategy can be easily transformed to various only trend-following strategies, by applying different filters and configurations.
The indicator can be used to connect to the Signal input of the TTS (TempalteTradingStrategy) by jason5480 in order to backtest it, thus effectively turning it into a strategy (instructions below in TTS CONNECTIVITY section)
DETAILS:
The strategy's core is built upon several key components:
Moving Average (MA): Used to determine the general trend direction. The strategy checks if the price is above the selected MA type and length.
MACD Filter: Analyzes the relationship between two moving averages to confirm the trend's momentum.
Consolidation Detection: Identifies periods of price consolidation and triggers trades on breakouts from these ranges.
Volume Analysis: Assesses trading volume to confirm the strength and validity of the breakout.
RSI: Used to avoid overbought conditions, ensuring trades are entered in favorable market situations.
Wick filters: make sure there is not a long wick that indicates selling pressure from above
The strategy generates buy signals when several conditions are met concurrently (each one of them can be individually enabled/disabled)"
The price is above the selected MA.
A breakout occurs from a configurable consolidation range.
The MACD line is above the signal line, indicating bullish momentum.
The RSI is below the overbought threshold.
There's an increase in trading volume, confirming the breakout's strength.
Currently the strategy fires SL signals, as the approach is to check for loss of momentum - i.e. crossunder of the MACD line and signal line, but that is to everyone to determine the exit conditions.
The buy and SL signals are set on the chart using green or orange triangles on the below/above the price action.
SETTINGS:
Users can customize various parameters, including MA type and period, MACD settings, consolidation length, and volume increase percentage. The strategy is equipped with alert conditions for both entry (buy signals) and exit (set stop loss) points, facilitating both manual and automated trading.
Each one of the technical indicators, as well as the consilidation range and breakout/wick settings can be configured and enabled/disabled individually.
Please thoroughly review the available settings of the script, but here is an outline of the most important ones:
Use bar wicks (instead of open/close) - the ref_high/low will be taken based on the bar wicks, rather than the open/close when determining the breakout and MA
Enter position only on green candles - additional filters to make sure that we enter only on strong momentum
MA Filter: (enable, source, type, length) - general settings for MA filter to be checked against the stock price (close or upper wick)
MACD Filter: (enable, source, Osc MA type, Signal MA type, Fast MA length, Slow MA length, Low MACD Hist) - detailed settings for fine MACD tuning
Consolidation:
Consolidation Type: we have two different ways of detecting the consolidation, note the types below.
CONSOLIDATION_BASIC - consolidation areas by looking for the pivot point of a trend and counts the number of bars that have not broken the consolidation high/low levels.
CONSOLIDATIO_RANGE_PERCENT - identifies consolidation by comparing the range between the highest and lowest price points over a specified period.
So in summary the CONSOLIDATIO_RANGE_PERCENT uses a percentage-based range to define consolidation, while CONSOLIDATION_BASIC uses a count of bars within a high-low range to establish consolidation.
Thus the former is more focused on the tightness of the price range, whereas the latter emphasizes the duration of the consolidation phase.
The CONSOLIDATIO_RANGE_PERCENT might be more sensitive to recent price movements and suitable for shorter-term analysis, while CONSOLIDATION_BASIC could be better for identifying longer-term consolidation patterns.
Min consolidation length - applicable for CONSOLIDATION_BASIC case, the min number of bars for the price to be in the range to consider consolidation
Consolidation Loopback period - applicable for CONSOLIDATION_BASIC case, the loopback number of bars to look for consolidation
Consolidation Range percent - applicable for CONSOLIDATIO_RANGE_PERCENT, the percent between the high and low in the range to consider consolidation
Plot consolidation - enables plotting of the consolidation (only for debug purposes)
Breakout: (enable, low, high) - the definition of the breakout from the previous consolidation range, the price should be between to determine the breakout as successfull
Upper wick: (enable, percent) - defines the percent of the upper wick compared to the whole candle to allow breakout (if the wick is too big part of the candle we can consider entering the position riskier)
RSI: (enable, length, overbought) - general settings for RSI TA
Volume (enbale, percentage increase, average volume filter en, loopback bars) - percentage of increase of the volume to consider for a breakout. There are two modes - percentage increase compared to the previous bar, or percentage against the average volume for the last loopback bars.
Note that there are many different configuration that you can play with, and I believe this is the strength of the strategy, as it can provide a single solution for different cases and scenarios.
My advice is to try and play with the different options for different markets based on the approach you want to implement and try turning features on/off and tuning them further.
TTS SETTINGS (NEEDED IF USED TO BACKTEST WITH TTS):
The TempalteTradingStrategy is a strategy script developed in Pine by jason5480, which I recommend for quick turn-around of testing different ideas on a proven and tested framework
I cannot give enough credit to the developer for the efforts put in building of the infrastructure, so I advice everyone that wants to use it first to get familiar with the concept and by checking
by checking jason5480's profile www.tradingview.com
The TTS itself is extremely functional and have a lot of properties, so its functionality is beyond the scope of the current script -
Again, I strongly recommend to be thoroughly explored by everyone that plans on using it.
In the nutshell it is a script that can be feed with buy/sell signals from an external indicator script and based on many configuration options it can determine how to execute the trades.
The TTS has many settings that can be applied, so below I will cover only the ones that differ from the default ones, at least according to my testing - do your own research, you may find something even better :)
The current/latest version that I've been using as of writing and testing this script is TTSv48
Settings which differ from the default ones:
Deal Conditions Mode - External (take enter/exit conditions from an external script)
🔌Signal 🛈➡ - BreakoutTrendFollowing: 🔌Signal to TTS (this is the output from the indicator script, according to the TTS convention)
Order Type - STOP (perform stop order)
Distance Method - HHLL (HigherHighLowerLow - in order to set the SL according to the strategy definition from above)
The next are just personal preferences, you can feel free to experiment according to your trading style
Take Profit Targets - 0 (either 100% in or out, no incremental stepping in or out of positions)
Dist Mul|Len Long/Short- 10 (make sure that we don't close on profitable trades by any reason)
Quantity Method - EQUITY (personal backtesting preference is to consider each backtest as a separate portfolio, so determine the position size by 100% of the allocated equity size)
Equity % - 100 (note above)
Risk Reward Optimiser [ChartPrime]█ CONCEPTS
In modern day strategy optimization there are few options when it comes to optimizing a risk reward ratio. Users frequently need to experiment and go through countless permutations in order to tweak, adjust and find optimal in their data.
Therefore we have created the Risk Reward Optimizer.
The Risk Reward Optimizer is a technical tool designed to provide traders with comprehensive insights into their trading strategies.
It offers a range of features and functionalities aimed at enhancing traders' decision-making process.
With a focus on comprehensive data, it is there to help traders quickly and efficiently locate Risk Reward optimums for inbuilt of custom strategies.
█ Internal and external Signals:
The script can optimize risk to reward ratio for any type of signals
You can utilize the following :
🔸Internal signals ➞ We have included a number of common indicators into the optimizer such as:
▫️ Aroon
▫️ AO (Awesome Oscillator)
▫️ RSI (Relative Strength Index)
▫️ MACD (Moving Average Convergence Divergence)
▫️ SuperTrend
▫️ Stochastic RSI
▫️ Stochastic
▫️ Moving averages
All these indicators have 3 conditions to generate signals :
Crossover
High Than
Less Than
🔸External signal
▫️ by incorporating your own indicators into the analysis. This flexibility enables you to tailor your strategy to your preferences.
◽️ How to link your signal with the optimizer:
In order to be able to analysis your signal we need to read it and to do so we would need to PLOT your signal with a defined value
plot( YOUR LONG Condition ? 100 : 0 , display = display.data_window)
█ Customizable Risk to Reward Ratios:
This tool allows you to test seven different customizable risk to reward ratios , helping you determine the most suitable risk-reward balance for your trading strategy. This data-driven approach takes the guesswork out of setting stop-loss and take-profit levels.
█ Comprehensive Data Analysis:
The tool provides a table displaying key metrics, including:
Total trades
Wins
Losses
Profit factor
Win rate
Profit and loss (PNL)
This data is essential for refining your trading strategy.
🔸 It includes a tooltip for each risk to reward ratio which gives data for the:
Most Profitable Trade USD value
Most Profitable Trade % value
Most Profitable Trade Bar Index
Most Profitable Trade Time (When it occurred)
Position and size is adjustable
█ Visual insights with histograms:
Visualize your trading performance with histograms displaying each risk to reward ratio trade space, showing total trades, wins, losses, and the ratio of profitable trades.
This visual representation helps you understand the strengths and weaknesses of your strategy.
It offers tooltips for each RR ratio with the average win and loss percentages for further analysis.
█ Dynamic Highlighting:
A drop-down menu allows you to highlight the maximum values of critical metrics such as:
Profit factor
Win rate
PNL
for quick identification of successful setups.
█ Stop Loss Flexibility:
You can adjust stop-loss levels using three different calculation methods:
ATR
Pivot
VWAP
This allows you to align risk-reward ratios with your preferred risk tolerance.
█ Chart Integration:
Visualize your trades directly on your price chart, with each trade displayed in a distinct color for easy tracking.
When your take-profit (TP) level is reached , the tool labels the corresponding risk-reward ratio for that specific TP, simplifying trade management.
█ Detailed Tooltips:
Tooltips provide deeper insights into your trading performance. They include information about the most profitable trade, such as the time it occurred, the bar index, and the percentage gain. Histogram tooltips also offer average win and loss percentages for further analysis.
█ Settings:
█ Code:
In summary, the Risk Reward Optimizer is a data-driven tool that offers traders the ability to optimize their risk-reward ratios, refine their strategies, and gain a deeper understanding of their trading performance. Whether you're a day trader, swing trader, or investor, this tool can help you make informed decisions and improve your trading outcomes.
Simple SuperTrend Strategy for BTCUSD 4HHello guys!, If you are a swing trader and you are looking for a simple trend strategy, you should check this one. Based in the supertrend indicator, this strategy will help you to catch big movements in BTCUSD 4H and avoid losses as much as possible in consolidated situations of the market
This strategy was designed for BTCUSD in 4H timeframe
Backtesting context: 2020-01-02 to 2023-01-05 (The strategy has also worked in previous years)
Trade conditions:
Rules are actually simple, the most important thing is the risk and position management of this strategy
For long:
Once Supertrend changes from a downtrend to a uptrend, you enter into a long position. The stop loss will be defined by the atr stop loss
The first profit will be of 0.75 risk/reward ratio where half position will be closed. When this happens, you move the stop loss to break even.
Now, just will be there two situations:
Once Supertrend changes from a uptrend to a downtrend, you close the other half of the initial long position.
If price goes againts the position, the position will be closed due to breakeven.
For short:
Once Supertrend changes from a uptrend to a downtrend, you enter into a short position. The stop loss will be defined by the atr stop loss
The first profit will be of 0.75 risk/reward ratio where half position will be closed. When this happens, you move the stop loss to break even.
Like in the long position, just will be there two situations:
Once Supertrend changes from a downtrend to a uptrend, you close the other half of the initial short position.
If price goes againts the position, the position will be closed due to breakeven.
Risk management
For calculate the amount of the position you will use just a small percent of your initial capital for the strategy and you will use the atr stop loss for this.
Example: You have 1000 usd and you just want to risk 2,5% of your account, there is a long signal at price of 20,000 usd. The stop loss price from atr stop loss is 19,000. You calculate the distance in percent between 20,000 and 19,000. In this case, that distance would be of 5,0%. Then, you calculate your position by this way: (initial or current capital * risk per trade of your account) / (stop loss distance).
Using these values on the formula: (1000*2,5%)/(5,0%) = 500usd. It means, you have to use 500 usd for risking 2.5% of your account.
We will use this risk management for apply compound interest.
Script functions
Inside of settings, you will find some utilities for display atr stop loss, supertrend or positions.
You will find the settings for risk management at the end of the script if you want to change something. But rebember, do not change values from indicators, the idea is to not over optimize the strategy.
If you want to change the initial capital for backtest the strategy, go to properties, and also enter the commisions of your exchange and slippage for more realistic results.
Signals meanings:
L for long position. CL for close long position.
S for short position. CS for close short position.
Tp for take profit (it also appears when the position is closed due to stop loss, this due to the script uses two kind of positions)
Exit due to break even or due to stop loss
Some things to consider
USE UNDER YOUR OWN RISK. PAST RESULTS DO NOT REPRESENT THE FUTURE.
DEPENDING OF % ACCOUNT RISK PER TRADE, YOU COULD REQUIRE LEVERAGE FOR OPEN SOME POSITIONS, SO PLEASE, BE CAREFULL AND USE CORRECTLY THE RISK MANAGEMENT
The amount of trades closed in the backtest are not exactly the real ones. If you want to know the real ones, go to settings and change % of trade for first take profit to 100 for getting the real ones. In the backtest, the real amount of opened trades was of 194.
Indicators used:
Supertrend
Atr stop loss by garethyeo
This is the fist strategy that I publish in tradingview, I will be glad with you for any suggestion, support or advice for future scripts. Do not doubt in make any question you have and if you liked this content, leave a boost. I plan to bring more strategies and useful content for you!
Linear EDCA v1.2Strategy Description:
Linear EDCA (Linear Enhanced Dollar Cost Averaging) is an enhanced version of the DCA fixed investment strategy. It has the following features:
1. Take the 1100-day SMA as a reference indicator, enter the buy range below the moving average, and enter the sell range above the moving average
2. The order to buy and sell is carried out at different "speed", which are set with two linear functions, and you can change the slope of the linear function to achieve different trading position control purposes
3. This fixed investment is a low-frequency strategy and only works on a daily level cycle
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Strategy backtest performance:
BTCUSD (September 2014~September 2022): Net profit margin 26378%, maximum floating loss 47.12% (2015-01-14)
ETHUSD (August 2018~September 2022): Net profit margin 1669%, maximum floating loss 49.63% (2018-12-14)
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How the strategy works:
Buying Conditions:
The closing price of the day is below the 1100 SMA, and the ratio of buying positions is determined by the deviation of the closing price from the moving average and the buySlope parameter
Selling Conditions:
The closing price of the day is above the 1100 SMA, and the ratio of the selling position is determined by the deviation of the closing price and the moving average and the sellSlope parameter
special case:
When the sellOffset parameter>0, it will maintain a small buy within a certain range above the 1100 SMA to avoid prematurely starting to sell
The maximum ratio of a single buy position does not exceed defInvestRatio * maxBuyRate
The maximum ratio of a single sell position does not exceed defInvestRatio * maxSellRate
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Version Information:
Current version v1.2 (the first officially released version)
v1.2 version setting parameter description:
defInvestRatio: The default fixed investment ratio, the strategy will calculate the position ratio of a single fixed investment based on this ratio and a linear function. The default 0.025 represents 2.5% of the position
buySlope: the slope of the linear function of the order to buy, used to control the position ratio of a single buy
sellSlope: the slope of the linear function of the order to sell, used to control the position ratio of a single sell
sellOffset: The offset of the order to sell. If it is greater than 0, it will keep a small buy within a certain range to avoid starting to sell too early
maxSellRate: Controls the maximum sell multiple. The maximum ratio of a single sell position does not exceed defInvestRatio * maxSellRate
maxBuyRate: Controls the maximum buy multiple. The maximum ratio of a single buy position does not exceed defInvestRatio * maxBuyRate
maPeriod: the length of the moving average, 1100-day MA is used by default
smoothing: moving average smoothing algorithm, SMA is used by default
useDateFilter: Whether to specify a date range when backtesting
settleOnEnd: If useDateFilter==true, whether to close the position after the end date
startDate: If useDateFilter==true, specify the backtest start date
endDate: If useDateFilter==true, specify the end date of the backtest
investDayofweek: Invest on the day of the week, the default is to close on Monday
intervalDays: The minimum number of days between each invest. Since it is calculated on a weekly basis, this number must be 7 or a multiple of 7
The v1.2 version data window indicator description (only important indicators are listed):
MA: 1100-day SMA
RoR%: floating profit and loss of the current position
maxLoss%: The maximum floating loss of the position. Note that this floating loss represents the floating loss of the position, and does not represent the floating loss of the overall account. For example, the current position is 1%, the floating loss is 50%, the overall account floating loss is 0.5%, but the position floating loss is 50%
maxGain%: The maximum floating profit of the position. Note that this floating profit represents the floating profit of the position, and does not represent the floating profit of the overall account.
positionPercent%: position percentage
positionAvgPrice: position average holding cost
--------------------------------
策略说明：
Linear EDCA（Linear Enhanced Dollar Cost Averaging）是一个DCA定投策略的增强版本，它具有如下特性：
1. 以1100日SMA均线作为参考指标，在均线以下进入定买区间，在均线以上进入定卖区间
2. 定买和定卖以不同的“速率”进行，它们用两条线性函数设定，并且你可以通过改变线性函数的斜率，以达到不同的买卖仓位控制的目的
3. 本定投作为低频策略，只在日级别周期工作
----------------
策略回测表现：
BTCUSD（2014年09月~2022年09月）：净利润率26378%，最大浮亏47.12%（2015-01-14）
ETHUSD（2018年08~2022年09月）：净利润率1669%，最大浮亏49.63%（2018-12-14）
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策略工作原理：
买入条件：
当日收盘价在 1100 SMA 之下，由收盘价和均线的偏离度，以及buySlope参数决定买入仓位比例
卖出条件：
当日收盘价在 1100 SMA之上，由收盘价和均线的偏离度，以及sellSlope参数决定卖出仓位比例
特例：
当sellOffset参数>0，则在 1100 SMA以上一定范围内还会保持小幅买入，避免过早开始卖出
单次买入仓位比例最大不超过 defInvestRatio * maxBuyRate
单次卖出仓位比例最大不超过 defInvestRatio * maxSellRate
----------------
版本信息：
当前版本v1.2（第一个正式发布的版本）
v1.2版本设置参数说明：
defInvestRatio: 默认定投比例，策略会根据此比例和线性函数计算得出单次定投的仓位比例。默认0.025代表2.5%仓位
buySlope: 定买的线性函数斜率，用来控制单次买入的仓位倍率
sellSlope: 定卖的线性函数斜率，用来控制单次卖出的仓位倍率
sellOffset: 定卖的偏移度，如果大于0，则在一定范围内还会保持小幅买入，避免过早开始卖出
maxSellRate: 控制最大卖出倍率。单次卖出仓位比例最大不超过 defInvestRatio * maxSellRate
maxBuyRate: 控制最大买入倍率。单次买入仓位比例最大不超过 defInvestRatio * maxBuyRate
maPeriod: 均线长度，默认使用1100日MA
smoothing: 均线平滑算法，默认使用SMA
useDateFilter: 回测时是否要指定日期范围
settleOnEnd: 如果useDateFilter==true，在结束日之后是否平仓所持有的仓位平仓
startDate: 如果useDateFilter==true，指定回测开始日期
endDate: 如果useDateFilter==true，指定回测结束日期
investDayofweek: 每次在周几定投，默认在每周一收盘
intervalDays: 每次定投之间的最小间隔天数，由于是按周计算，所以此数字必须是7或7的倍数
v1.2版本数据窗口指标说明（只列出重要指标）：
MA：1100日SMA
RoR%: 当前仓位的浮动盈亏
maxLoss%: 仓位曾经的最大浮动亏损，注意此浮亏代表持仓仓位的浮亏情况，并不代表整体账户浮亏情况。例如当前仓位是1%，浮亏50%，整体账户浮亏是0.5%，但仓位浮亏是50%
maxGain%: 仓位曾经的最大浮动盈利，注意此浮盈代表持仓仓位的浮盈情况，并不代表整体账户浮盈情况。
positionPercent%: 仓位持仓占比
positionAvgPrice: 仓位平均持仓成本
DMI Swings (by Coinrule)The Directional Movement Index is a handy indicator that helps catch the direction in which the price of an asset is moving. It compares the prior highs and lows to draw three lines:
Positive directional line (+DI)
Negative directional line (-DI)
Average direction index (ADX)
DMI is simple to interpret. When +DI > - DI, it means the price is trending up. On the other hand, when -DI > +DI, the trend is weak or moving on the downside.
The ADX does not give an indication about the direction but about the strength of the trend.
Typically values of ADX above 25 mean that the trend is steeply moving up or down, based on the -DI and +D positioning. This script aims to capture swings in the DMI, and thus, in the trend of the asset, using a contrarian approach.
ENTRY
-DI is greater than +DI
ADX is greater than 45
EXIT
+DI is greater than -DI
ADX is greater than 45
Trading on high values of ADX, the strategy tries to spot extremely oversold and overbought conditions. Values of ADX above 45 may suggest that the trend has overextended and is may be about to reverse.
Our backtests suggest that this script performs well for very short-term scalping strategies on low time frames, such as the 1-minute.
The script considers a 0.1% trading fee to make results more realistic to those you can expect from live market conditions. So realistically, live results should be similar to backtested results.
You can plug this script directly into your crypto exchange using TradingView Signals on Coinrule.
Trade Safely!
Daily Close and 5/10 Robinhood TargetsThis script is super simple, just outputs a daily close line and also 5/10% targets higher and lower based on that price.
The reason I made this is somewhat simple which is what, ive noticed (havent statistically backtested) but many popular "robinhood stocks" when they run they tend to almost always tag 5 or 10% up or down.
The theory is something to do with the fact that robinhood alerts at those price levels, so when something like a BYND or RUN or TSLA or (pick a popular stock that runs) it tends to at least tap those levels. I rarely see it go up lets say, 4.33% and then turn around, typically it will at least wick if not pass 5% so using these might POSSIBLY be a level of alpha.
Use it for your own backtests though with something better.
PineScript v4 - Forex Pin-Bar Trading StrategyPineScript v4, forex trading robot based on the commonly used bullish / bearish pin-bar piercing the moving averages strategy.
I coded this robot to stress-test the PineScript v4 language to see how advanced it is, and whether I could port a forex trading strategy from MT4 to TradingView.
In my opinion, PineScript v4 is still not a professional coding language; for example you cannot use IF-statements to modify the contents of global variables; this makes complex robot behaviour difficult to implement. In addition, it is unclear if the programmer can use nested IF-ELSE, or nested FOR within IF.
The sequence of program execution is also unclear, and although complex order entry and exit appears to function properly, I am not completely comfortable with it.
Recommended Chart Settings:
Asset Class: Forex
Time Frame: H1
Long Entry Conditions:
a) Moving Average up trend, fast crosses above slow
b) Presence of a Bullish Pin Bar
c) Pin Bar pierces either Moving Average
d) Moving Averages must be sloping up, angle threshold (optional)
Short Entry Conditions:
a) Moving Average down trend, fast crosses below slow
b) Presence of a Bearish Pin Bar
c) Pin Bar pierces either Moving Average
d) Moving Averages must be sloping down, angle threshold (optional)
Exit Conditions:
a) Stoploss level is hit
b) Takeprofit level is hit
c) Moving Averages cross-back (optional)
Default Robot Settings:
Equity Risk (%): 3 //how much account balance to risk per trade
Stop Loss (x*ATR, Float): 2.1 //stoploss = x * ATR, you can change x
Risk : Reward (1 : x*SL, Float): 3.1 //takeprofit = x * stop_loss_distance, you can change x
Fast MA (Period): 20 //fast moving average period
Slow MA (Period): 50 //slow moving average period
ATR (Period): 14 //average true range period
Use MA Slope (Boolean): true //toggle the requirement of the moving average slope
Bull Slope Angle (Deg): 1 //angle above which, moving average is considered to be sloping up
Bear Slope Angle (Deg): -1 //angle below which, moving average is considered to be sloping down
Exit When MA Re-Cross (Boolean): true //toggle, close trade if moving average crosses back
Cancel Entry After X Bars (Period): 3 //cancel the order after x bars not triggered, you can change x
Backtest Results (2019 to 2020, H1, Default Settings):
EURJPY - 111% profit, 2.631 profit factor, 16.43% drawdown
EURUSD - 103% profit, 2.899 profit factor, 14.95% drawdown
EURAUD - 76.75% profit, 1.8 profit factor, 17.99% drawdown
NZDUSD - 64.62% profit, 1.727 profit factor, 19.14% drawdown
GBPUSD - 58.73% profit, 1.663 profit factor, 15.44% downdown
AUDJPY - 48.71% profit, 1.635 profit factor, 11.81% drawdown
USDCHF - 30.72% profit, 1.36 profit factor, 22.63% drawdown
AUDUSD - 8.54% profit, 1.092 profit factor, 19.86% drawdown
EURGBP - 0.03% profit, 1.0 profit factor, 29.66% drawdown
USDJPY - 1.96% loss, 0.972 profit factor, 28.37% drawdown
USDCAD - 6.36% loss, 0.891 profit factor, 21.14% drawdown
GBPJPY - 28.27% loss, 0.461 profit factor, 39.13% drawdown
To reduce the possibility of curve-fitting, this robot was backtested on 12 popular forex currencies, as shown above. The robot was profitable on 8 out of 12 currencies, breakeven on 1, and made a loss on 3.
The default robot settings could be over-fitting for the EUR, as we can see out-sized performance for the EUR pairs, with the exception of the EURGBP. We can see that GBPJPY made the largest loss, so these two pairs could be related.
Risk Warning:
This is a forex trading strategy that involves high risk of equity loss, and backtest performance will not equal future results. You agree to use this script at your own risk.
Bollinger Bands BAT/USDT 30minThis is ready to use Bollinger Band strategy that was backtested on the data from the previous year 2019.
The main purpose of this strategy is to determine trades with the highest probability of success, to keep a consistent portfolio growth throughout the year. This strategy cherry-picks the most reliable points of entry on a particular timeframe (30m) for the particular asset (BAT/USDT). The backtest shows a great result of 78.95% profitability with the maximum drawdown of -4.02%. This is one of my strategies out of the group of automated strategies that helps to grow my portfolio steadily.
You are welcome to change inputs and backtest the following strategy. Any comments or ideas would be appreciated.
If you are happy with existing results and would like to automate the strategy, which can be done through alerts, then you need to convert it to study and add alerts in the code.
Let me know if you are interested in that and I will create a study based on this strategy.
Key Support and ResistanceKEY SUPPORT AND RESISTANCE - USER GUIDE
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OVERVIEW
This indicator automatically identifies and displays key support and resistance levels based on swing highs and swing lows. It uses pivot point detection to mark significant price levels where the market has previously shown reactions, helping traders identify potential entry/exit points and key decision zones.
KEY FEATURES
• Automatic Level Detection: Identifies swing highs (resistance) and swing lows (support) using pivot point analysis
• Dynamic Line Management: Displays only recent levels within a specified lookback period to keep charts clean
• Auto-Extending Lines: Projects support/resistance levels forward to anticipate future price interactions
• Color-Coded Levels: Red lines for resistance, green lines for support for easy visual identification
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PARAMETERS
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Left Bars (Default: 10)
• Minimum: 5 bars
• Number of bars to the left of the pivot point
• Higher values = more significant levels but fewer signals
• Lower values = more sensitive detection but may include minor swings
Right Bars (Default: 10)
• Minimum: 5 bars
• Number of bars to the right of the pivot point
• Must be confirmed by price action before the level is drawn
• Balances between confirmation delay and signal accuracy
Show Last N Bars (Default: 200)
• Minimum: 10 bars
• Only displays support/resistance levels detected within the most recent N bars
• Keeps your chart clean by removing outdated levels
• Adjust based on your trading timeframe and style
Line Extension Length (Default: 48)
• Minimum: 1 bar
• How many bars forward the support/resistance lines extend
• Helps visualize potential future price interactions
• Longer extensions useful for swing trading, shorter for day trading
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HOW TO USE
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FOR SWING TRADERS
1. Use default settings (10/10) or increase to 15/15 for more significant levels
2. Set "Show Last N Bars" to 300-500 to capture longer-term levels
3. Look for price reactions when approaching these levels
4. Combine with volume analysis for confirmation
FOR DAY TRADERS
1. Consider reducing Left/Right Bars to 7-8 for more frequent signals
2. Set "Show Last N Bars" to 100-150 to focus on recent action
3. Reduce "Line Extension Length" to 20-30 bars
4. Watch for intraday bounces or breakouts at these levels
TRADING STRATEGIES
Bounce Trading (Mean Reversion)
• Enter long when price approaches green support lines
• Enter short when price approaches red resistance lines
• Use stop loss just beyond the support/resistance level
• Best in ranging or consolidating markets
Breakout Trading (Trend Following)
• Wait for price to break through resistance (bullish) or support (bearish)
• Confirm with increased volume
• Previous resistance becomes new support (and vice versa)
• Best in trending markets
Multi-Timeframe Analysis
• Check higher timeframe levels for major support/resistance zones
• Use lower timeframe levels for precise entry/exit timing
• Confluence of multiple timeframe levels creates strong zones
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IMPORTANT NOTES
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Line Confirmation Delay
• Lines appear with a delay equal to "Right Bars" parameter
• This delay ensures the pivot point is confirmed
• Real-time level detection requires price action confirmation
Chart Clarity
• Maximum 500 lines can be displayed (TradingView limitation)
• Adjust "Show Last N Bars" if chart becomes too cluttered
• Old lines automatically delete when outside the lookback period
False Signals
• Not all support/resistance levels will hold
• Use additional confirmation (volume, candlestick patterns, other indicators)
• Markets can break through levels, especially during high-impact news
BEST PRACTICES
1. Combine with Other Analysis: Use alongside trend indicators, volume, and price action patterns
2. Context Matters: Consider overall market trend and structure
3. Risk Management: Always use stop losses; don't rely solely on S/R levels
4. Market Conditions: More effective in liquid, actively traded markets
5. Backtesting: Test settings on your specific instrument and timeframe before live trading
TROUBLESHOOTING
Too Many Lines?
• Increase "Left Bars" and "Right Bars" values
• Decrease "Show Last N Bars" value
Too Few Lines?
• Decrease "Left Bars" and "Right Bars" values
• Increase "Show Last N Bars" value
Lines Not Appearing?
• Ensure sufficient price data is loaded on your chart
• Check that "Right Bars" have passed since the last swing point
• Verify indicator is properly loaded (refresh if needed)
TECHNICAL DETAILS
• Uses ta.pivothigh() and ta.pivotlow() functions for level detection
• Implements array-based line management for efficient rendering
• Automatic cleanup of outdated lines to maintain performance
• Overlay indicator - displays directly on price chart
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. Always conduct your own research and risk assessment before making trading decisions.
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中文使用指南
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概述
本指標自動識別並顯示基於波段高點和低點的關鍵支撐阻力位。使用樞軸點檢測標記市場先前反應的重要價格水平，幫助交易者識別潛在的進出場點和關鍵決策區域。
主要功能
• 自動水平檢測：使用樞軸點分析識別波段高點（阻力）和波段低點（支撐）
• 動態線條管理：僅顯示指定回看期內的近期水平，保持圖表清晰
• 自動延伸線條：將支撐阻力水平向前投影，預測未來價格互動
• 顏色編碼：紅線表示阻力，綠線表示支撐，便於視覺識別
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參數說明
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左側K棒數（預設：10）
• 最小值：5根K棒
• 樞軸點左側的K棒數量
• 數值越高 = 水平越重要但訊號越少
• 數值越低 = 檢測更敏感但可能包含次要波動
右側K棒數（預設：10）
• 最小值：5根K棒
• 樞軸點右側的K棒數量
• 必須經過價格行為確認後才繪製水平
• 在確認延遲和訊號準確性之間取得平衡
顯示最近N根K棒內的點（預設：200）
• 最小值：10根K棒
• 僅顯示最近N根K棒內檢測到的支撐阻力水平
• 透過移除過時水平保持圖表清晰
• 根據您的交易時間框架和風格調整
線條延伸長度（預設：48）
• 最小值：1根K棒
• 支撐阻力線向前延伸的K棒數
• 幫助視覺化潛在的未來價格互動
• 較長延伸適合波段交易，較短適合當沖交易
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使用方法
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波段交易者
1. 使用預設設定（10/10）或增加至15/15以獲得更重要的水平
2. 將「顯示最近N根K棒」設為300-500以捕捉長期水平
3. 觀察價格接近這些水平時的反應
4. 結合成交量分析進行確認
當沖交易者
1. 考慮將左右側K棒減少至7-8以獲得更頻繁的訊號
2. 將「顯示最近N根K棒」設為100-150以專注於近期行情
3. 將「線條延伸長度」減少至20-30根K棒
4. 觀察日內在這些水平的反彈或突破
交易策略
反彈交易（均值回歸）
• 當價格接近綠色支撐線時做多
• 當價格接近紅色阻力線時做空
• 在支撐阻力水平之外設置止損
• 在區間或盤整市場中效果最佳
突破交易（趨勢跟隨）
• 等待價格突破阻力（看漲）或支撐（看跌）
• 以增加的成交量確認
• 先前的阻力成為新的支撐（反之亦然）
• 在趨勢市場中效果最佳
多時間框架分析
• 檢查更高時間框架的主要支撐阻力區域
• 使用較低時間框架進行精確的進出場時機
• 多個時間框架水平的匯合創造強大區域
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重要注意事項
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線條確認延遲
• 線條出現時會有等於「右側K棒數」參數的延遲
• 此延遲確保樞軸點被確認
• 實時水平檢測需要價格行為確認
圖表清晰度
• 最多可顯示500條線（TradingView限制）
• 如果圖表變得太雜亂，請調整「顯示最近N根K棒」
• 超出回看期的舊線會自動刪除
假訊號
• 並非所有支撐阻力水平都會守住
• 使用額外確認（成交量、K棒型態、其他指標）
• 市場可能突破水平，特別是在重大新聞期間
最佳實踐
1. 結合其他分析：與趨勢指標、成交量和價格行為型態一起使用
2. 背景很重要：考慮整體市場趨勢和結構
3. 風險管理：始終使用止損；不要僅依賴支撐阻力水平
4. 市場條件：在流動性高、活躍交易的市場中更有效
5. 回測：在實盤交易前，在您的特定商品和時間框架上測試設定
故障排除
線條太多？
• 增加「左側K棒數」和「右側K棒數」數值
• 減少「顯示最近N根K棒」數值
線條太少？
• 減少「左側K棒數」和「右側K棒數」數值
• 增加「顯示最近N根K棒」數值
線條未出現？
• 確保圖表上載入了足夠的價格數據
• 檢查自上次波動點以來是否已過「右側K棒數」
• 驗證指標是否正確載入（如需要請刷新）
技術細節
• 使用 ta.pivothigh() 和 ta.pivotlow() 函數進行水平檢測
• 實施基於陣列的線條管理以實現高效渲染
• 自動清理過時線條以保持性能
• 疊加指標 - 直接顯示在價格圖表上
免責聲明：本指標僅供教育和資訊目的。不構成財務建議。在做出交易決策前，請務必進行自己的研究和風險評估。
Watermark | Bar Time | Average Daily RangeMulti Info Panel & Watermark
Multi Info Panel & Watermark is a utility indicator that displays several pieces of chart information in a single, customizable panel. It is designed to support intraday and swing analysis by making key data—such as symbol details, date, and average daily range—easy to see at a glance, as well as providing simple tools for notes and backtesting.
Features
Watermark / Custom Note
Optional text overlay that can be used as a watermark or personal note.
Can display a strategy name, reminder, or any other user-defined label on the chart.
Ticker Info
Shows information about the currently active symbol on the chart (for example, symbol name and other basic details depending on the inputs).
Helps keep track of which market or pair is being analyzed, especially when using multiple charts.
Current Date
Displays the current date directly on the chart.
Useful for screenshots, journaling, and documenting analysis.
Average Daily Range (ADR)
Calculates the average daily range of the active symbol over a user-defined number of recent days.
Helps visualize how much price typically moves in a day, which can support position sizing, target setting, or volatility awareness within your own trading approach.
Open Bar Time Marker
Marks the open time of a selected bar (for example, a session open or a specific reference bar).
Primarily intended as a visual aid for manual backtesting and reviewing historical price action.
Usage
Use the watermark and ticker info to keep your charts labeled and organized.
Refer to the ADR readout to understand typical daily volatility of the instrument you are studying.
Use the date and open bar time marker when creating screenshots, trade journals, or when replaying historical sessions for review.
This script does not generate trading signals and does not guarantee any performance or results. It is provided solely as an informational and visualization tool. Always combine it with your own analysis, risk management, and decision-making. Nothing in this indicator or description should be considered financial advice.
BTC Mon 8am Buy / Wed 2pm Sell (NY Time, Daily + Intraday)This strategy implements a fixed weekly time-based trading schedule for Bitcoin, using New York market hours as the reference clock. It is designed to test whether a consistent pattern exists between early-week accumulation and mid-week distribution in BTC price behavior.
Entry Rule — Monday 8:00 AM (NY Time)
The strategy enters a long position every Monday at exactly 08:00 AM Eastern Time, one hour after the U.S. equities market pre-open activity begins influencing global liquidity.
This timing attempts to capture early-week directional moves in Bitcoin, which sometimes occur as traditional markets come online.
Exit Rule — Wednesday 2:00 PM (NY Time)
The strategy closes the position every Wednesday at 2:00 PM Eastern Time, a point in the week where:
U.S. equity markets are still open
BTC often experiences mid-week volatility rotations
Liquidity is generally high
This exit removes exposure before later-week uncertainty and gives a consistent, measurable time window for each trade.
Timeframe Compatibility
Works on intraday charts (recommended 1h or lower) using precise time-based triggers.
Also runs on daily charts, where entries and exits occur on the Monday and Wednesday bars respectively (daily charts cannot show intraday timestamps).
All timestamps are synced to America/New_York regardless of the exchange’s native timezone.
Trading Frequency
Exactly one trade per week, preventing overtrading and allowing comparison of weekly performance across years of historical BTC price data.
Purpose of the Strategy
This is not a value-based or trend-following system, but a behavioral/time-cycle analysis tool.
It helps evaluate whether a repeating short-term edge exists based solely on:
Weekday timing
Liquidity cycles
Institutional market influence
BTC’s habitual early-week momentum patterns
It is ideal for:
Backtesting weekly BTC behavior
Studying time-based edges
Comparing alternative weekday/time combinations
Visualizing weekly P&L structure
Risk Notes
This strategy does not attempt to predict price direction and should not be assumed profitable without robust backtesting.
Time-based edges can appear, disappear, or invert depending on macro conditions.
There is no stop loss or risk management included by default, so the strategy reflects raw timing-based performance.
Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves.
Concept
The idea behind ORBO is simple:
The first minutes after the session open are often highly informative.
Price forms an “opening range” that acts as a mini support/resistance zone.
A clean breakout beyond this zone can lead to high-momentum moves.
This script turns that logic into a fully backtestable strategy in TradingView.
How the strategy works
Opening Range Session
Default session: 09:30–09:50 (exchange time)
During this window, the script tracks:
orHigh → highest high within the session
orLow → lowest low within the session
This forms your Opening Range for the day.
Breakout Logic (after the window ends)
Once the defined session ends:
Long Entry:
If the close crosses above the Opening Range High (orHigh),
→ strategy.entry("OR Long", strategy.long) is triggered.
Short Entry:
If the close crosses below the Opening Range Low (orLow),
→ strategy.entry("OR Short", strategy.short) is triggered.
Only one opening range per day is considered, which keeps the logic clean and easy to interpret.
Daily Reset
At the start of a new trading day, the script resets:
orHigh := na
orLow := na
A fresh Opening Range is then built using the next session’s 09:30–09:50 candles.
This ensures entries are always based on today’s structure, not yesterday’s.
Visuals & Inputs
Inputs:
Opening range session → default: "0930-0950"
Show OR levels → toggle visibility of OR High / Low lines
Fill range body → optional shaded zone between OR High and OR Low
Chart visuals:
A green line marks the Opening Range High.
A red line marks the Opening Range Low.
Optional yellow fill highlights the entire OR zone.
Background shading during the session shows when the range is currently being built.
These visuals make it easy to see:
Where the OR sits relative to current price
How clean / noisy the breakout was
How often price respects or rejects the opening zone
Backtesting & Optimization
Because this is written as a strategy():
You can use TradingView’s Strategy Tester to view:
Win rate
Net profit
Drawdown
Profit factor
Equity curve
Ideas to experiment with:
Change the session window (e.g., 09:15–09:45, 10:00–10:30)
Apply to different:
Markets: indices, FX, crypto, stocks
Timeframes: 1m / 5m / 15m
Add your own:
Stop Loss & Take Profit levels
Time filters (only trade certain days / times)
Volatility filters (e.g., ATR, range size thresholds)
Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
Super-AO with Risk Management Alerts Template - 11-29-25Super-AO with Risk Management: ALERTS & AUTOMATION Edition
Signal Lynx | Free Scripts supporting Automation for the Night-Shift Nation 🌙
1. Overview
This is the Indicator / Alerts companion to the Super-AO Strategy.
While the Strategy version is built for backtesting (verifying profitability and checking historical performance), this Indicator version is built for Live Execution.
We understand the frustration of finding a great strategy, only to realize you can't easily hook it up to your trading bot. This script solves that. It contains the exact same "Super-AO" logic and "Risk Management Engine" as the strategy version, but it is optimized to send signals to automation platforms like Signal Lynx, 3Commas, or any Webhook listener.
2. Quick Action Guide (TL;DR)
Purpose: Live Signal Generation & Automation.
Workflow:
Use the Strategy Version to find profitable settings.
Copy those settings into this Indicator Version.
Set a TradingView Alert using the "Any Alert() function call" condition.
Best Timeframe: 4 Hours (H4) and above.
Compatibility: Works with any webhook-based automation service.
3. Why Two Scripts?
Pine Script operates in two distinct modes:
Strategy Mode: Calculates equity, drawdowns, and simulates orders. Great for research, but sometimes complex to automate.
Indicator Mode: Plots visual data on the chart. This is the preferred method for setting up robust alerts because it is lighter weight and plots specific values that automation services can read easily.
The Golden Rule: Always backtest on the Strategy, but trade on the Indicator. This ensures that what you see in your history matches what you execute in real-time.
4. How to Automate This Script
This script uses a "Visual Spike" method to trigger alerts. Instead of drawing equity curves, it plots numerical values at the bottom of your chart when a trade event occurs.
The Signal Map:
Blue Spike (2 / -2): Entry Signal (Long / Short).
Yellow Spike (1 / -1): Risk Management Close (Stop Loss / Trend Reversal).
Green Spikes (1, 2, 3): Take Profit Levels 1, 2, and 3.
Setup Instructions:
Add this indicator to your chart.
Open your TradingView "Alerts" tab.
Create a new Alert.
Condition: Select SAO - RM Alerts Template.
Trigger: Select Any Alert() function call.
Message: Paste your JSON webhook message (provided by your bot service).
5. The Logic Under the Hood
Just like the Strategy version, this indicator utilizes:
SuperTrend + Awesome Oscillator: High-probability swing trading logic.
Non-Repainting Engine: Calculates signals based on confirmed candle closes to ensure the alert you get matches the chart reality.
Advanced Adaptive Trailing Stop (AATS): Internally calculates volatility to determine when to send a "Close" signal.
6. About Signal Lynx
Automation for the Night-Shift Nation 🌙
We are providing this code open source to help traders bridge the gap between manual backtesting and live automation. This code has been in action since 2022.
If you are looking to automate your strategies, please take a look at Signal Lynx in your search.
License: Mozilla Public License 2.0 (Open Source). If you make beneficial modifications, please release them back to the community!
MTC – Multi-Timeframe Trend Confirmator V2MTC – Multi-Timeframe Trend Confirmator V2
A comprehensive trend analysis indicator that systematically combines six technical indicators across three customizable timeframes, using a weighted scoring system to identify high-probability trend conditions.
ORIGINALITY AND CONCEPT
This indicator is original in its approach to multi-timeframe trend confirmation. Rather than relying on a single indicator or timeframe, it creates a composite score by evaluating six different technical conditions simultaneously across three timeframes. The scoring system weighs certain indicators more heavily based on their reliability in trend identification. The visual gauge provides an at-a-glance view of trend alignment across timeframes, making it easier to identify when multiple timeframes agree - a condition that typically produces stronger, more reliable trends.
HOW IT WORKS - DETAILED SCORING METHODOLOGY
The indicator evaluates six technical conditions on each timeframe. Each condition contributes to a composite score:
EMA 200 (Weight: 1 point)
Bullish: Price closes above EMA 200 (+1)
Bearish: Price closes below EMA 200 (-1)
Rationale: Long-term trend direction
SMA 50/200 Crossover (Weight: 1 point)
Bullish: SMA 50 above SMA 200 (+1)
Bearish: SMA 50 below SMA 200 (-1)
Rationale: Golden/Death cross confirmation
RSI 14 (Weight: 1 point)
Bullish: RSI above 55 (+1)
Bearish: RSI below 45 (-1)
Neutral: RSI between 45-55 (0)
Rationale: Momentum filter with buffer zone to avoid chop
MACD (12,26,9) (Weight: 1 point)
Bullish: MACD line above signal line (+1)
Bearish: MACD line below signal line (-1)
Rationale: Trend momentum confirmation
ADX 14 (Weight: 2 points - DOUBLE WEIGHTED)
Requires ADX above 25 to activate
Bullish: DI+ above DI- and ADX > 25 (+2)
Bearish: DI- above DI+ and ADX > 25 (-2)
Neutral: ADX below 25 (0)
Rationale: Trend strength filter - only counts when a strong trend exists. Double weighted because ADX is specifically designed to measure trend strength, making it more reliable than oscillators.
Supertrend (Factor: 3.0, ATR Period: 10) (Weight: 2 points - DOUBLE WEIGHTED)
Bullish: Direction indicator = -1 (+2)
Bearish: Direction indicator = +1 (-2)
Rationale: Dynamic support/resistance that adapts to volatility. Double weighted because Supertrend provides clear, objective trend signals with built-in stop-loss levels.
COMPOSITE SCORE CALCULATION:
Total possible score range: -10 to +10 points
Score interpretation:
Score > 2: UPTREND (majority of indicators bullish, especially weighted ones)
Score < -2: DOWNTREND (majority of indicators bearish, especially weighted ones)
Score between -2 and +2: NEUTRAL/RANGING (mixed signals or weak trend)
The threshold of +/- 2 was chosen because it requires more than just basic agreement - it typically means at least 3-4 indicators align, or that the heavily-weighted indicators (ADX, Supertrend) confirm the direction.
MULTI-TIMEFRAME LOGIC:
The indicator calculates the composite score independently for three timeframes:
Higher Timeframe (default: 4H) - Major trend direction
Mid Timeframe (default: 1H) - Intermediate trend
Lower Timeframe (default: 15min) - Entry timing
Main Trend Confirmation Rule:
The indicator only signals a confirmed trend when BOTH the higher timeframe AND mid timeframe scores agree (both > 2 for uptrend, or both < -2 for downtrend). This dual-timeframe confirmation significantly reduces false signals during choppy or ranging markets.
HOW TO USE IT
Setup:
Add indicator to chart
Customize timeframes based on your trading style:
Scalpers: 15min, 5min, 1min
Day traders: 4H, 1H, 15min (default)
Swing traders: Daily, 4H, 1H
Toggle individual indicators on/off based on your preference
Adjust Supertrend parameters if needed for your instrument's volatility
Reading the Gauge (Top Right Corner):
Each row shows one timeframe
Left column: Timeframe label
Middle column: Visual strength bars (10 bars = maximum score)
Green bars = Bullish score
Red bars = Bearish score
Yellow bars = Neutral/ranging
More filled bars = stronger trend
Right column: Numerical score
Trading Signals:
Entry Signals:
Long Entry: Wait for upward triangle arrow (appears when higher + mid TF both bullish)
Confirm gauge shows green bars on higher and mid timeframes
Lower timeframe should ideally turn green for entry timing
Chart background tints light green
Short Entry: Wait for downward triangle arrow (appears when higher + mid TF both bearish)
Confirm gauge shows red bars on higher and mid timeframes
Lower timeframe should ideally turn red for entry timing
Chart background tints light red
Position Management:
Stay in position while higher and mid timeframes remain aligned
Consider reducing position size when mid timeframe score weakens
Exit when higher timeframe trend reverses (daily label changes)
Avoiding False Signals:
Ignore signals when gauge shows mixed colors across timeframes
Avoid trading when scores are close to threshold (+/- 2 to +/- 4 range)
Best trades occur when all three timeframes align (all green or all red in gauge)
Use the numerical scores: higher absolute values (7-10) indicate stronger, more reliable trends
Practical Examples:
Example 1 - Strong Uptrend Entry:
Higher TF: +8 (strong green bars)
Mid TF: +6 (strong green bars)
Lower TF: +4 (moderate green bars)
Action: Look for long entries on lower timeframe pullbacks
Background is tinted green, upward arrow appears
Example 2 - Ranging Market (Avoid):
Higher TF: +3 (weak green)
Mid TF: -1 (weak red)
Lower TF: +2 (neutral yellow)
Action: Stay out, wait for alignment
Example 3 - Trend Reversal Warning:
Higher TF: +7 (still green)
Mid TF: -3 (turned red)
Lower TF: -5 (strong red)
Action: Consider exiting longs, prepare for potential higher TF reversal
Customization Options:
Timeframes: Adjust all three to match your trading horizon
Indicator Toggles: Disable indicators that don't suit your instrument:
Disable RSI for highly volatile crypto markets
Disable SMA crossover for range-bound instruments
Keep ADX and Supertrend enabled for trending markets
Visual Preferences:
Arrow size: 5 options from Tiny to Huge
Gauge size: Small/Medium/Large for different screen sizes
Toggle arrows on/off if you only want the gauge
Alert Setup:
Right-click chart, "Add Alert"
Condition: MTC v6 - UPTREND or DOWNTREND
Get notified when multi-timeframe confirmation occurs
Best Practices:
Use with Price Action: The indicator works best when combined with support/resistance levels, chart patterns, and volume analysis
Risk Management: Even with multi-timeframe confirmation, always use stop losses
Market Context: Works best in trending markets; less reliable in strong consolidation
Backtesting: Test the default settings on your specific instrument and timeframe before live trading
Patience: Wait for full multi-timeframe alignment rather than taking premature signals
Technical Notes:
All calculations use Pine Script's security function to fetch data from multiple timeframes
Prevents repainting by using confirmed bar data
Gauge updates in real-time on the last bar
Daily labels mark at the open of each new daily candle
Works on all instruments and timeframes
This indicator is ideal for traders who want objective, systematic trend identification without the complexity of analyzing multiple indicators manually across different timeframes.
-NATANTIA
EMA Trend Pro [Hedging & Fixed Risk]
This strategy is a comprehensive trend-following system designed to capture significant market movements while strictly managing risk. It combines multiple Exponential Moving Averages (EMAs) for trend identification, ADX for trend strength filtering, and Volume confirmation to reduce false signals.
Key Features:
Hedging Mode Compatible: The script is designed to handle Long and Short positions independently. This is ideal for markets where trends can reverse quickly or for traders who prefer hedging logic (requires hedging=true in strategy settings).
Professional Risk Management: Unlike standard strategies that use fixed contract sizes, this script calculates Position Size based on Risk. You can define a fixed risk per trade (e.g., 1% of equity or $100 fixed risk). The script automatically adjusts the lot size based on the Stop Loss distance (ATR).
Multi-Stage Take Profit: The strategy scales out positions at 3 different levels (TP1, TP2, TP3) to lock in profits while letting the remaining position ride the trend.
Strategy Logic:
Trend Identification:
Long Entry: EMA 7 > EMA 14 > EMA 21 > EMA 144 (Bullish Alignment).
Short Entry: EMA 7 < EMA 14 < EMA 21 < EMA 144 (Bearish Alignment).
Filters:
ADX Filter: Entries are only taken if ADX (14) > Threshold (default 20) to ensure the market is trending, avoiding chopping ranging markets.
Volume Filter: Current volume must exceed the 20-period SMA volume by 10% to confirm momentum.
Exits & Trade Management:
Stop Loss: Dynamic SL based on ATR (e.g., 1.8x ATR).
Breakeven: Once TP1 is hit, the Stop Loss is automatically moved to Breakeven to protect capital.
Take Profits:
TP1: 1x Risk Distance (30% pos)
TP2: 2x Risk Distance (50% pos)
TP3: 3x Risk Distance (Remaining pos)
Settings Guide:
Risk Type: Choose between "Percent" (of equity) or "Fixed Amount" (USD).
Risk Value: Input your desired risk (e.g., 1.0 for 1% risk).
Fee %: Set your exchange's Taker fee (e.g., 0.05 or 0.06) for accurate backtesting.
ADX Threshold: Adjust to filter out noise (Higher = Stricter trend requirement).
Disclaimer: This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Please use proper risk management.
Mirror Blocks: StrategyMirror Blocks is an educational structural-wave model built around a unique concept:
the interaction of mirrored weighted moving averages (“blocks”) that reflect shifts in market structure as price transitions between layered symmetry zones.
Rather than attempting to “predict” markets, the Mirror Blocks framework visualizes how price behaves when it expands away from, contracts toward, or flips across stacked WMA structures. These mirrored layers form a wave-like block system that highlights transitional zones in a clean, mechanical way.
This strategy version allows you to study how these structural transitions behave in different environments and on different timeframes.
The goal is understanding wave structure, not generating signals.
How It Works
Mirror Blocks builds three mirrored layers:
Top Block (Structural High Symmetry)
Base Block (Neutral Wave)
Bottom Block (Structural Low Symmetry)
The relative position of these blocks — and how price interacts with them — helps visualize:
Compression and expansion
Reversal zones
Wave stability
Momentum transitions
Structure flips
A structure is considered bullish-stack aligned when:
Top > Base > Bottom
and bearish-stack aligned when:
Bottom > Base > Top
These formations create the core of the Mirror Blocks wave engine.
What the Strategy Version Adds
This version includes:
Long Only, Short Only, or Long & Short modes
Adjustable symmetry distance (Mirror Distance)
Configurable WMA smoothing length
Optional trend filter using fast/slow MA comparison
ENTER / EXIT / LONG / SHORT labels for structural transitions
Fixed stop-loss controls for research
A clean, transparent structure with no hidden components
It is optimized for educational chart study, not automated signals.
Intended Purpose
Mirror Blocks is meant to help traders:
Study structural transitions
Understand symmetry-based wave models
Explore how price interacts with mirrored layers
Examine reversals and expansions from a mechanical perspective
Conduct long and short backtesting for research
Develop a deeper sense of market rhythm
This is not a prediction model.
It is a visual and structural framework for understanding movement.
Backtesting Disclaimer
Backtest results can vary depending on:
Slippage settings
Commission settings
Timeframe
Asset volatility
Structural sensitivity parameters
Past performance does not guarantee future results.
Use this as a research tool only.
Warnings & Compliance
This script is educational.
It is not financial advice.
It does not provide signals.
It does not promise profitability.
The purpose is to help visualize structure, not predict price.
The strategy features are simply here to help users study how structural transitions behave under various conditions.
License
Released under the Michael Culpepper Gratitude License (2025).
Use and modify freely for education and research with attribution.
No resale.
No promises of profitability.
Purpose is understanding, not signals.
