TQQQ Master (v10.0 RSI Turbo)TQQQ + RSI overbought sell strategy
TQQQ + RSI overbought sell strategy
ボラティリティ
AlgoFreaks: Sniper Long (Premium)The AlgoFreaks™ Sniper Long is a high-precision mean reversion system designed to catch "dip buying" opportunities within established bullish trends.
Instead of chasing green candles, this system patiently waits for extreme oversold conditions to execute "Sniper" entries with favorable risk-to-reward ratios.
### 🟢 How it Works
The strategy relies on a multi-timeframe confirmation logic:
1. **Trend Filter:** Ensures the asset is in a dominant uptrend using both Local EMA (200) and Higher Timeframe (4H) EMA filters.
2. **Sniper Entry:** Triggers only when the RSI collapses to extreme lows (e.g., RSI < 5), indicating a temporary panic selling moment within a bull run.
3. **Risk Management:** Uses a built-in Hard Stop Loss for protection and an advanced Trailing Stop system to let winners run while locking in profits.
### ⚡ Key Features
* **Visual Dashboard:** Real-time branding and signal status on your chart.
* **Automation Ready:** Fully optimized JSON alerts for 3Commas, Bybit, and PineConnector.
* **No Repainting:** All signals are confirmed on bar close.
### 🛡️ Risk Warning
Trading cryptocurrencies involves significant risk. This indicator is a tool for finding setups, not financial advice. Always use proper risk management.
### 🔐 How to Get Access
This is an Invite-Only script. To get access to the AlgoFreaks suite: algofreeks.com
High-Probability Scalper (Market Open)Market open is where volatility is real, spreads are tight, and momentum shows itself early. This scalping strategy is built specifically to operate during that window, filtering out low-quality signals that usually appear later in the session.
Instead of trading all day, the logic is restricted to the first 90 minutes after market open, where continuation moves and fast pullbacks are more reliable.
What This Strategy Does
This script looks for short-term momentum alignment using:
Fast vs slow EMA structure
RSI confirmation to avoid chasing extremes
ATR-based risk control
Session-based filtering to trade only when volume matters
It’s designed for intraday scalping, not swing trading.
Core Trading Logic
1. Market Open Filter
Trades are allowed only between 09:30 – 11:00 exchange time.
This avoids low-liquidity chop and focuses on the period where most breakouts and reversals form.
2. Trend Confirmation
Bullish bias: 9 EMA crosses above 21 EMA
Bearish bias: 9 EMA crosses below 21 EMA
This keeps trades aligned with short-term direction instead of random entries.
3. Momentum Check (RSI)
RSI is used as a quality filter, not as an overbought/oversold signal.
Long trades only when RSI is strong but not extended
Short trades only when RSI shows weakness without exhaustion
This removes late entries and reduces whipsaws.
Entries & Exits
Entries
Executed only on confirmed candles
No intrabar repainting
One position at a time
Risk Management
Stop-loss based on ATR
Take-profit calculated using a fixed risk–reward ratio
Same structure for both long and short trades
This keeps risk consistent across different symbols and volatility levels.
Why This Strategy Works Better at Market Open
Volume is highest
False breakouts are fewer
EMA crosses have follow-through
RSI behaves more cleanly
By not trading all day, the strategy avoids most of the noise that kills scalpers.
Best Use Cases
Index futures
High-liquidity stocks
Major crypto pairs during active sessions
1m to 5m timeframes
What This Strategy Is NOT
Not a martingale
Not grid-based
Not designed for ranging markets
Not a “set and forget” system
It’s a controlled scalping template meant for disciplined execution.
How to Use It Properly
Test on multiple symbols
Adjust ATR length for volatility
Tune RSI ranges per market
Always forward-test before live alerts
Final Note
This strategy focuses on structure, timing, and risk, not indicator stacking.
If you trade the open, this gives you a clear framework instead of emotional entries.
If you want:
Alerts
Session customization
News filters
Partial exits
You can extend this logic without breaking the core system.
ParetoCapital Volatility AlgorithmParetoCapital Volatility Algorithm — Strategy Description
This strategy is a volatility-driven breakout system designed to participate only in markets that exhibit sufficient price activity and structural clarity. All signals are evaluated on candle close to ensure stable, non-repainting behavior.
The strategy adapts its execution logic based on long-term market context while maintaining consistent risk exposure across changing volatility regimes.
Volatility Filter
Trades are taken only when current market volatility exceeds a defined baseline. This filter is intended to suppress signals during low-activity or range-bound conditions and to focus execution on periods where directional movement is more likely to persist.
Market Regime Assessment
A long-term reference is used to classify the prevailing market environment:
When price is positioned above the long-term reference, the market is treated as trend-favorable.
When price is below the reference, the market is treated as non-trend or transitional.
This classification determines how entries are structured but does not attempt to forecast direction.
Entry Logic
In trend-favorable conditions, the strategy seeks continuation trades in the direction of the prevailing trend. Entries are triggered only after price confirms strength through a breakout beyond recent levels.
In non-trend conditions, the strategy prepares for volatility expansion in either direction. Trades are initiated only when price breaks decisively beyond recent boundaries, allowing the market to determine direction.
All entries are confirmation-based and are not executed at market without prior price expansion.
Position Sizing and Risk Control
Position size is dynamically adjusted according to current market volatility. Risk per trade is kept proportional and consistent, while overall capital usage is constrained to prevent overexposure.
This approach allows the strategy to remain risk-controlled during both high- and low-volatility environments.
Exit Logic
Positions are exited when price action indicates a material loss of momentum relative to recent market structure. The exit logic is designed to tolerate minor counter-moves while responding decisively to structural weakness.
Key Characteristics
Candle-close confirmation
Non-repainting behavior
Volatility-adaptive execution
Regime-aware trade logic
Systematic risk management
Strategy Objective
The objective of this strategy is to capture a limited number of structurally strong price movements while minimizing exposure during non-productive market conditions. It prioritizes selectivity, confirmation, and risk discipline over trade frequency.
Usage Notes
The strategy is optimized for major cryptocurrencys, where volatility expansion and momentum continuation are more prevalent.
Best results have been observed on BTCUSD using the 15-minute and 30-minute timeframes.
Performance on other assets or timeframes may vary and should be evaluated through independent testing.
ITAS - Institutional Triggered Alpha SystemConcept & Originality: Standard breakout strategies often fail in the crypto market due to "fakeouts" driven by retail FOMO. ITAS (Institutional Triggered Alpha System) is a specialized quantitative system designed for SOL (Solana). Its core innovation is not the breakout itself, but the "Institutional Confirmation Layer." The script calculates the real-time arbitrage spread (Premium) between Coinbase (USD pair) and Binance (USDT pair). A trade is ONLY executed when this proprietary "Whale Monitor" confirms that US institutions are aggressively accumulating Bitcoin, which historically precedes an "Alpha Run" in high-beta assets like SOL.
Key Features & Logic:
Cross-Exchange Arbitrage Filter: The script runs a background algorithm that smooths the Coinbase-Binance price gap using a proprietary window.
Green Background: Indicates the "Institutional Bullish Zone" (Current Premium > Historical Baseline).
Logic: It filters out retail-driven pumps. We only trade when Smart Money is leading the charge.
Alpha Trigger (Volatility Breakout): Utilizes optimized Keltner Channels (tuned specifically for SOL's volatility profile) to time the entry. The system waits for a volatility expansion inside an Institutional Bullish Zone.
Dynamic Trailing Management: Features a hard-coded, ATR-based trailing stop mechanism designed to capture extended trends while protecting capital against sudden reversals.
Usage:
Target Asset: SOL/USDT (Parameters are strictly locked and optimized for Solana).
Visuals:
Green Background: Institutional Accumulation Zone (Safe to trade).
Blue/Gray Lines: Volatility Bands.
策略核心與原創性： 標準的突破策略常因散戶 FOMO 導致的假突破而虧損。ITAS (機構啟動 Alpha 系統) 是一套專為 SOL (Solana) 設計的量化交易系統。 本策略的核心創新不在於突破本身，而在於內建的**「機構確認層 (Institutional Confirmation Layer)」**。程式會即時計算 Coinbase (USD 交易對) 與 Binance (USDT 交易對) 之間的套利價差（溢價）。只有當獨家的「巨鯨監測算法」確認美國機構正在積極吸籌比特幣時，系統才會允許執行 SOL 的突破交易。
主要功能與邏輯：
跨交易所套利濾網： 程式在背景運作一套獨家演算法，對 Coinbase-Binance 的價差進行平滑處理。
綠色背景： 代表「機構看漲區域」(當前溢價 > 歷史基準線)。
邏輯： 過濾掉散戶推動的虛假拉升，我們只在聰明錢 (Smart Money) 領頭時進場。
Alpha 啟動 (波動率突破)： 使用針對 SOL 波動特性優化過的肯特納通道 (Keltner Channels) 作為進場板機。系統僅在「機構看漲區域」內等待波動率爆發。
動態追蹤管理： 內建硬編碼的 ATR 動態追蹤止損機制，旨在抓取 SOL 的長波段趨勢，同時防止利潤回吐。
用法：
適用標的： SOL/USDT (參數已針對 Solana 進行嚴格鎖定與優化)。
視覺呈現：
綠色背景： 機構吸籌區 (適合交易)。
藍/灰線： 波動率通道。
MFVB - Macro-Filtered Volatility Breakout策略核心與原創性： 山寨幣 (Altcoins) 的走勢與比特幣高度相關，單純的技術突破往往會因為大盤下跌而變成假動作。 MFVB (宏觀濾網波動突破策略) 並非一般的技術指標，而是一套由**「跨資產同步演算引擎」**驅動的趨勢系統。本策略內建了硬編碼的邏輯，會自動抓取並分析比特幣 (BINANCE:BTCUSDT) 的即時趨勢數據。透過這種獨特的跨市場分析，系統能確保僅在宏觀環境有利時才執行小幣的突破交易。
主要功能與邏輯：
宏觀守門機制 (Macro Gating)： 程式會在背景處理外部的 BTC 趨勢數據 (EMA 200)。這是一個強制性的市場狀態濾網：如果比特幣處於空頭趨勢，即使小幣出現技術面突破，系統也會強制過濾訊號，避免逆勢操作。
波動率突破： 使用經過參數調教的肯特納通道 (Keltner Channels) 來偵測動能爆發。只有在價格突破上軌且通過宏觀濾網檢測時，才會觸發進場。
動態風控： 內建 ATR 動態追蹤止損演算法（圖表上的紅線），會隨著價格波動自動調整以鎖定獲利；若價格跌回通道中線則視為趨勢破壞，立即離場。
用法：
適用標的： 各類具備趨勢性的山寨幣 (如 SOL, ETH, MNT, DOGE 等)。
圖表說明： 藍線為通道範圍，紅線為追蹤止損點。
Concept & Originality: Trading Altcoins is risky because the crypto market is highly correlated with Bitcoin. Standard technical breakouts often fail ("fakeouts") when the broader market is bearish. MFVB is not a standard indicator but a specialized trend system driven by a proprietary Cross-Asset Synchronization Engine. It automatically fetches and analyzes Bitcoin's real-time trend data (BINANCE:BTCUSDT) to filter signals on Altcoins. This hard-coded inter-market logic ensures that trades are only taken when the macro environment is favorable.
Key Features & Logic:
Macro Gating Mechanism (The Gatekeeper): The script processes external BTC trend data (EMA 200) in the background. It applies a Market Regime Filter that forbids long positions on Altcoins if Bitcoin is in a downtrend. This logic is hard-coded to prevent trading against the tide.
Volatility Breakout: Utilizes tuned Keltner Channels to identify genuine volatility expansions. A signal is triggered only when the price breaches the Upper Band AND the Macro Filter is confirmed bullish.
Dynamic Risk Management: Features a built-in ATR-based trailing stop (visualized as the Red Line) which automatically adjusts to volatility to lock in profits, alongside a trend-invalidation exit at the channel median.
Usage:
Target Assets: Any trending Altcoins (e.g., SOL, ETH, MNT, DOGE, etc.).
Visuals:
Blue Lines: Volatility Channel.
Red Line: Dynamic Trailing Stop.
Trend Dip-BuyerThis strategy is a simplified, high-probability Dip Buying System designed for active growth stocks. Instead of chasing breakouts at the top, it waits for the stock to take a "breather" (pullback) within an uptrend and buys the discount.
It combines a classic Trend Filter (50 EMA) with a sensitive Momentum Oscillator (RSI 2) to pinpoint the exact moment a pullback is likely to reverse back up.
How It Works:
1. The Trend Filter (50 EMA)
The strategy ONLY trades Long.
It requires the price to be above the 50-period Exponential Moving Average (EMA) (Blue Line). This ensures you are trading with the momentum of the market, not against it.
2. The Dip Signal (RSI 2)
It uses a fast 2-period RSI.
When RSI(2) drops below 50, it signals that the stock is temporarily "oversold" or resting. This is your cue that a discount entry is available.
3. Dynamic Exits
Profit Taking: The primary target is dynamic. The strategy looks to exit when RSI(2) spikes above 70, allowing you to capture the bulk of the momentum swing. (A fixed ATR target option is also included).
Safety: A 3x ATR Stop Loss protects the trade from sudden reversals.
✅ Simple Entry Checklist
Before taking a trade, ensure all 3 boxes are checked:
Trend Check: Is the current price ABOVE the Blue Line (50 EMA)?
Dip Check: Is the RSI (2) value BELOW 50?
Time Check: Is it past 12:00 PM? (Recommended for cleaner trends, but optional).
👉 If YES to all: Enter Long on the next candle open.
Best Settings (Customizable):
RSI Threshold: Default is 50 (Balanced). Lower to 30 for fewer, higher-quality trades.
Exit Method: "RSI > 70" is recommended for maximizing wins in strong trends.
Time Filter: "Trade > 12pm" is enabled by default to avoid morning volatility.
NexTrade Concept NTC Strategy v3.3 BTCNexTrade Concept NTC – Strategy v3.2 BTC
NexTrade Concept NTC – Strategy v3.2 BTC is a rule-based trading strategy developed for educational and analytical purposes, focused on BTC market behavior under structured, volatility-aware conditions.
This strategy is not a signal service and does not guarantee profitability. Its objective is to provide a systematic framework to study how market structure, volatility regimes, and risk-defined execution interact in Bitcoin environments.
Core Concept
The strategy is built around clean structural logic, prioritizing:
Directional bias via recent market structure (BOS / CHoCH logic)
Volatility filtering to avoid low-quality conditions
Risk-controlled execution using ATR-based stop validation
Premium / Discount contextual positioning
Displacement confirmation to avoid weak price movement
All entries are generated only when multiple independent conditions align, reducing noise and over-trading.
Key Components
Market Structure
Swing-based structure detection
Trend direction tracking
Recency filter to avoid outdated breaks
Volatility Regime Control
ATR mean comparison
Optional blocking of low-volatility environments
Cooldown system after position exits
Displacement Validation
Optional requirement of real price expansion
Body-to-ATR proportional confirmation
Risk & Execution Logic
Fixed percentage risk per trade
Dynamic position sizing based on stop distance
Predefined Risk-to-Reward framework
One-position-at-a-time logic (no pyramiding)
Important Notes
This script is intended for backtesting, research, and learning purposes only.
It does not provide financial advice.
Performance results depend on market conditions, execution settings, and user configuration.
Always validate any strategy in a simulated environment before considering real-world use.
Recommended Use
BTC-focused analysis
Intraday to swing timeframes
Study of volatility-adjusted structure-based trading
Strategy optimization and parameter research
First Strike ORB Strategy [BlackBelt Futures]My own personal take on the opening range breakout.
2:1RR, 45% win rate. Fully automated. DM for access.
VuManChu Strategy [ADX + Vol + Risk] - Good for BTC- The strategy uses the VuManChu WaveTrend oscillator
- Before entering any trade, the ADX filter must show a reading above 25. For more reliable momentum moves
- Three-Layer Exit System:
Fixed Stop Loss (3%): Hard stop placed 3% below entry for longs (above for shorts) to limit maximum loss per trade. This accommodates typical BTC 5-minute volatility without premature stopouts.
Take Profit Target (9%): Fixed profit target at 9% providing a 1:3 risk-reward ratio. This means you only need a 40-50% win rate to be profitable overall.
Conditional Trailing Stop: The most sophisticated protection - a trailing stop that only activates after the trade reaches 4.5% profit (halfway to target). Once activated, it trails price by 2%, locking in gains while still allowing the trade to reach the full 9% target.
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.
Kairos MA Strategy [Personal Version] BHow it Works:
Trend Definition: Uses a Fast MA (e.g., SMA 10) and a Slow MA (e.g., SMA 11).
Uptrend: Fast MA > Slow MA.
Downtrend: Fast MA < Slow MA.
Entry Trigger: The price must retrace to touch the Fast MA.
Validation: The pullback is validated by ATR limits to ensure the price hasn't wicked or closed too far past the MA (preventing "catching a falling knife").
Filters:
Slope Filter: Ensures the MAs have a steep enough angle to avoid trading during flat/choppy markets.
Volatility: Checks VIX (maximum fear) and ATR (minimum movement) to ensure safe market conditions.
Confluence: Optional checks from oscillators like RSI, Stochastic, CCI, etc.
Exits:
Fixed Targets: Uses a defined Take Profit and Stop Loss in points.
No Trade Zone (NTZ): A specific time window that forces all active trades to close (e.g., to avoid holding overnight).
Unique Features:
Custom Dashboard: Displays real-time win rates, streaks, and a "Strategy Grade" directly on the chart.
Dual-Engine: Runs as both a visual indicator (with custom labels) and a backtestable strategy simultaneously.
PRO TREND PULLBACK
PRO TREND PULLBACK – trend-following pullback strategy (NAS100 / US30 focus, 1m)
What is this?
- EMA-based trend + pullback entry logic, with optional VWAP and EMA-order filters.
- Built-in preset system for NAS100/US30 on the 1-minute timeframe (Safe / Balanced / Turbo), plus a fully manual “Custom” mode.
Core logic (quick overview)
1) Trend filter:
- Above EMA TREND: long bias, below: short bias
- Optional: VWAP filter, EMA order filter, HTF EMA TREND filter, Multi-EMA direction filter
2) Pullback trigger:
- Pullback level selectable: FAST / MID / SLOW EMA
- Long: touch + bullish confirmation, Short: touch + bearish confirmation (toggleable)
3) Quality filters:
- RSI zone filter (separate for long/short)
- Candle filters: doji / oversized candle / wick (pin-zone) / low-volatility block
- ADX trend-strength filter (via ta.dmi), entry cooldown (bar-based)
- Sideways/range handling: Filter / Penalty / Edge-only mode (ADX + slope + “chop” cross counter)
Risk management / trade management (backtest & automation)
- ATR-based SL/TP: SL, TP1, TP2 (TP1 partial close optional)
- Break-even trigger based on ATR (optional)
- “Max bars in trade” time-based exit (optional)
- Volatility-regime scaling: dynamic SL/TP scaling in high-volatility regimes (optional)
Signal grading (Grade / Score)
- Radar-style scoring + grade: S / A / B / C
- Structural penalties (e.g., lower low / higher high, EMA50 touch, proximity to swing high)
- Trend “fatigue” penalty (down-weights repeated same-direction signals)
- Optional “Lux SMC-lite” score layer (BOS/CHoCH + OB + EQH/EQL + Premium/Discount)
- Optional “ABC-lite (Elliott A-B-C)” score layer (pivot-based)
Alerts / Robot JSON (for webhook)
- Built-in JSON alerts via alert() with watchlist-friendly fields:
secret, strategy, signal, signal_type, symbol, timeframe, time (UTC), price, + optional grade/score
- TradingView alert setup: Condition = “Any alert() function call”
(Webhook URL + your own secret is recommended)
Important notes
- This is a STRATEGY (strategy) intended for backtesting and signal logic. Before live use, test thoroughly and account for slippage/spread differences.
- Pivot-based components (SMC-lite / ABC-lite) are naturally confirmation-based (delayed), so “structure/ABC” values do not print instantly.
- Not financial advice. Use at your own risk.
Suggested starting setup
- Presets: Auto + Balanced (NAS100/US30 1m), then fine-tune with Safe/Turbo.
- For robot mode: turn useRobotAlert=ON and change payloadSecret to a unique value.
Best RSI (SIIT) By Nagaraj HiremathBest RSI (SIIT) By Nagaraj Hiremath is based on RSI shows when to By and sell .
Ichimoku Cloud Strategy - 1H HyperliquidStategy for Hyperliquid 1hr time frame using Ichimoku's Cloud.
Trend Core Strategy v1.0 - GUMROADLog Regression Channel Pro Strategy
This is a trend-following pullback strategy built for TradingView (Pine Script v6).
It uses logarithmic regression channels to define the market’s primary trend, and looks for low-risk pullback entries within strong trending conditions.
Momentum and trend strength filters are applied to avoid ranging or weak markets.
This strategy is designed to be used when the market is clearly trending, not during choppy or sideways price action.
Best Used When
Strong uptrend or downtrend is present
Price is pulling back toward the regression channel
Volatility is sufficient (ADX confirms trend strength)
Suitable for 1H / 4H timeframes
Commonly used on BTC, ETH, and major crypto pairs
Key Characteristics
Non-repainting logic
Volatility-based risk management (ATR)
Designed for realistic backtesting
No martingale, no grid, no over-optimization
Gumroad Disclaimer (3 Lines)
This strategy is provided for educational purposes only and is not financial advice.
Trading involves risk, and losses may occur.
You are fully responsible for your own trading decisions.
Tailwind.(BTC)Imagine the price of Bitcoin is like a person climbing a staircase.
The Steps (Grid): Instead of watching every single price movement, the strategy divides the market into fixed steps. In your configuration, each step measures **3,000 points**. (Examples: 60,000, 63,000, 66,000...).
The Signal: We buy only when the price climbs a full step decisively.
The "Expensive Price" Filter: If the price jumps the step but lands too far away (the candle closes too high), we do not buy. It is like trying to board a train that has already started moving too fast; the risk is too high.
Rigid Exits: The Take Profit (TP) and Stop Loss (SL) are calculated from the edge of the step, not from the specific price where you managed to buy. This preserves the geometric structure of the market.
The Code Logic (Step-by-Step)
A. The Math of the Grid (`math.floor`)
pinescript
level_base = math.floor(close / step_size) * step_size
This is the most important line.
What does it do? It rounds the price down to the nearest multiple of 3,000.
Example: If BTC is at 64,500 and the step size is 3,000:
1. Divide: $64,500 / 3,000 = 21.5$
2. `math.floor` (Floor): Removes the decimals $\rightarrow$ remains $21$.
3. Multiply: $21 * 3,000 = 63,000$.
Result: The code knows that the current "floor" is **63,000**, regardless of whether the price is at 63,001 or 65,999.
B. The Strict Breakout (`strict_cross`)
pinescript
strict_cross = (open < level_base) and (close > level_base)
Most strategies only check if `close > level`. We do things slightly differently:
`open < level_base`: Requires the candle to have "born" *below* the line (e.g., opened at 62,900).
`close > level_base`: Requires the candle to have *finished* above the line (e.g., closed at 63,200).
Why? This avoids entering on gaps (price jumps where the market opens already very high) and confirms that there was real buying power crossing the line.
C. The "Expensive Price" Filter (`max_dist_pct`)
pinescript
limit_price_entry = level_base + (step_size * (max_dist_pct / 100.0))
price_is_valid = close <= limit_price_entry
Here you apply the percentage rule:
-If the level is 63,000 and the next is 66,000 (a difference of 3,000).
-If `max_dist_pct` is **60%**, the limit is $63,000 + (60\% \text{ of } 3,000) = 64,800$.
-If the breakout candle closes at **65,000**, the variable `price_is_valid` will be **false** and it will not enter the trade. This avoids buying at the ceiling.
D. TP and SL Calculation (Anchored to the Level)
pinescript
take_profit = level_base + (step_size * tp_mult)
stop_loss = level_base - (step_size * sl_mult)
Note that we use `level_base` and not `close`.
-If you entered because the price broke 63,000, your SL is calculated starting from 63,000.
-If your SL is 1.0x, your stop will be exactly at 60,000.
This is crucial: If you bought "expensive" (e.g., at 63,500), your real stop is wider (3,500 points) than if you bought cheap (63,100). Because you filter out expensive entries, you protect your Risk/Reward ratio.
E. Visual Management (`var line`)
The code uses `var` variables to remember the TP and SL lines and the `line.set_x2` function to stretch them to the right while the operation remains open, providing that visual reference on the chart until the trade ends.
Workflow Summary
Strategy Parameters:
Total Capital: $20,000
We will use 10% of total capital per trade.
Commissions: 0.1% per trade.
TP: 1.4
SL: 1
Step Size (Grid): 3,000
We use the 200 EMA as a trend filter.
Feel free to experiment with the parameters to your liking. Cheers.
Daily Dynamic Grid StrategyHi everyone,
This strategy is built around a dynamic daily grid concept, using an upper and lower daily range that is automatically divided into multiple grid levels.
The idea is to take advantage of daily volatility by executing DCA entries on specific grid levels, based on predefined conditions.
Key points of the strategy & feature:
I recommend using 1H or 2H timeframe for this strategy
Take profit by grid
When DCA is active (>1 entry), the exit condition switches to close above the average price
A hard stop loss is applied
Includes an optional Trailing TP / SL to help maximize profit during strong moves
Like most DCA-based strategies, it tends to have a high win rate, but during strong market dumps, losses can become relatively large
Can also be used for backtest on Forex markets such as Gold, where using the trailing option is generally more effective
And still trial for the webhook, may continue to improve and update this strategy in future versions.
Session Volume Profile Sniffer: HVN & Rejection ZonesA simple tool built for traders who rely on intraday volume structure.
What this script does
This script tracks volume distribution inside a selected session and highlights two key price levels:
High Volume Nodes (HVNs) — areas where price spent time building heavy participation.
Low Volume Nodes (LVNs) — thin zones where price moved quickly with very little interest.
Instead of plotting a full profile, this tool gives you the exact rejection-level lines you usually hunt manually.
Why these levels matter
HVN → price tends to react, stall, or flip direction
LVN → price often rejects strongly since liquidity is thin
Rejection patterns around these areas give clean entry signals
Positioning trades around HVN/LVN helps filter noise in choppy sessions
This script removes the trouble of drawing profiles, counting bins, or guessing node levels. Everything is calculated inside the session you choose.
How the detection works
Inside your session window, the script:
1. Tracks each tick-based price bucket
2. Accumulates raw volume for every bucket
Identifies:
HVNs = buckets with volume above a tier
LVNs = buckets with volume below a tier
3. Prints each level as a single clean line
4. Generates:
Long signal → bounce from LVN
Short signal → rejection from HVN
Built-in exits use ATR-based conditions for quick testing.
Features
Session-based volume mapping
HVN + LVN levels drawn automatically
Entry triggers based on rejection
ATR exits for experimental backtests
Clean, minimal visual output
Best use cases
Intraday futures
Index scalping
FX sessions (London / NY)
Crypto sessions (user-timed)
Anyone who trades around volume structure
Adjustable settings
Session window
Volume bin size
HVN multiplier
LVN multiplier
Enable/disable zone lines
This keeps it flexible enough for both scalpers and slow-paced intraday setups.
Important note
This script is built for study + idea testing.
It is not intended as a final system.
Once you identify how price behaves around these nodes, you can blend this tool into your own setup.
AlgoIndex NQ/MNQ FuturesAlgoIndex Futures v3.15 - NQ/MNQ (10-Minute RTH)
This strategy is specifically tailored for trading CME Nasdaq futures - NQ and MNQ, including continuous symbols such as NQ1!/MNQ1!. It is optimized for a 10-minute chart during U.S. Regular Trading Hours (RTH), utilizing session settings defined in the Inputs. This strategy is not intended for other futures contracts or markets.
Core Concept
The strategy employs an ATR-based trend-band model similar to Supertrend for identifying directional mechanism changes in NQ/MNQ. Trade signals are evaluated at the bar close, incorporating session and time-based safety techniques to mitigate lower-quality trading opportunities near session boundaries.
Recommended Use (Optimized Defaults)
The default input parameters are fine-tuned for NQ/MNQ on the 10-minute chart. Users are encouraged to utilize these defaults initially and to make incremental adjustments to one variable at a time to understand the impact on the strategy's performance, trading frequency, and risk profile.
Configurable Inputs
- Take Profit / Stop Loss Settings:
- Enable Stop Loss and define Stop Loss (Points)
- Enable Take Profit and define Take Profit (Points)
- Enable Trailing Stop and set both Trailing Stop (Points) and Trailing Offset (Points)
- Time Avoidance Filter:
- Enable Time Avoidance
- Avoid First X Minutes
- Avoid Last X Minutes
- Display Avoidance Zones (visual overlay)
- Session Filter and End-of-Day Management:
- Enable Session Filter
- Define Trading Session (default: 09:30-16:00)
- Select Session Timezone
- Option to Close Positions at Session End
- Specify EOD Close Minutes Before (default: 20)
- Safety Controls:
- Option to Close Before Holidays (when enabled, this feature allows the strategy to flatten positions prior to holiday or early close conditions)
- Automation Settings (Optional):
- Ticker Override (optional)
- Define Contracts (position size)
- Strategy Configuration:
- Trade Direction: Both / Long Only / Short Only
- Visual Configuration:
- Option to Show Buy/Sell Signals
- Highlight Trend Zones
- Display Info Table
- Customizable Bull/Bear Colors
Alerts and Automation (Optional)
This strategy can generate order-fill alert payloads for hooking into webhook-based automation solutions. Keep in mind to validate your alert type and your bridge/broker configuration during Replay and paper trading. Note that reversals may trigger two sequential actions (e.g., exit followed by new entry).
Backtest Notes (Optional)
For more precise historical fill data, consider enabling TradingView’s Bar Magnifier in Strategy Properties. Always apply consistent assumptions for commission and slippage when comparing backtest results.
Disclaimer
This script is intended for informational and educational purposes only and does not constitute investment advice. Trading futures carries significant risk and may result in losses that exceed the initial deposit. Backtested results are hypothetical and do not guarantee future performance.
PMax - Asymmetric MultipliersDescription: This script is an enhanced version of the popular PMax (Profit Maximizer) indicator, originally developed by KivancOzbilgic. It has been converted into a full strategy with advanced customization options for backtesting and trend following.
Key Features & Modifications:
Asymmetric ATR Multipliers: Unlike the standard version, this script allows you to set different ATR multipliers for Upper (Short/Resistance) and Lower (Long/Support) bands.
Default Upper: 1.5 (Tighter trailing for Short positions)
Default Lower: 3.0 (Wider trailing for Long positions to avoid whipsaws)
Expanded MA Types: Added HULL (HMA) and VAR (Variable Index Dynamic Average) options.
VAR is highly recommended for filtering out noise in ranging markets.
HULL is ideal for scalping and faster reactions.
Built-in Risk Management: A fixed 5% Stop Loss mechanism is integrated into the strategy. It protects your capital by closing positions if the price moves 5% against you, even if the trend hasn't reversed yet.
Visibility Fix: Solved the issue where the PMax line would disappear or start at zero in the initial bars.
How to Use:
Use the VAR MA type for trend following in volatile markets.
Adjust the "Stop Loss Percent" input to fit your risk appetite.
The strategy employs an "Always In" logic (Long/Short) but respects the hard Stop Loss.
Credits: Original PMax logic by KivancOzbilgic.
Quantum X StrategyQuantum X Strategy is a structured market-behavior based trading model developed for Midcap Nifty on the 15-minute timeframe.
It focuses on identifying directional strength, momentum alignment, and price participation using a multi-factor confirmation approach.
Rather than relying on a single indicator, the strategy evaluates multiple dimensions of price movement to determine whether the market environment is favorable for participation. This helps in avoiding random entries during low-quality or sideways conditions.
🔍 Conceptual Framework
The strategy dynamically observes:
Momentum expansion and contraction
Trend participation strength
Directional consistency over recent price action
Each market condition contributes to an internal decision process, allowing trades only when sufficient alignment is present. This approach helps filter out noise and improves trade selectivity.
📊 Trade Execution Philosophy
Trades are initiated only when market structure shows clear directional intent
Both bullish and bearish opportunities are evaluated independently
Positions are exited when momentum balance weakens or returns to a neutral state
No over-trading during indecisive phases
The system is designed to stay inactive during uncertain market conditions, which is a key part of its risk-aware behavior.
🕒 Backtesting Scope
For consistency and reliability, the strategy logic is activated only from January 2024 onward, ensuring analysis is focused on recent market behavior rather than outdated volatility patterns.
⚙️ Usage Guidelines
Instrument: MIDCAPNIFTY
Timeframe: 15 Minutes
Suitable for intraday and short-term positional observation
Works best when combined with disciplined risk management
⚠️ Disclaimer
This strategy is provided strictly for educational and research purposes.
Market conditions change, and past performance does not guarantee future results. Users should always forward-test and apply their own risk management before live use.
