takeshi MNO_2Step_Screener_MOU_MOUB_KAKU//@version=5
indicator("MNO_2Step_Screener_MOU_MOUB_KAKU", overlay=true, max_labels_count=500, max_lines_count=500)
// =========================
// Inputs
// =========================
emaSLen = input.int(5, "EMA Short (5)", minval=1)
emaMLen = input.int(13, "EMA Mid (13)", minval=1)
emaLLen = input.int(26, "EMA Long (26)", minval=1)
macdFast = input.int(12, "MACD Fast", minval=1)
macdSlow = input.int(26, "MACD Slow", minval=1)
macdSignal = input.int(9, "MACD Signal", minval=1)
macdZeroTh = input.float(0.2, "MOU: MACD near-zero threshold", step=0.05)
volDays = input.int(5, "Volume avg (days equivalent)", minval=1)
volMinRatio = input.float(1.3, "MOU: Volume ratio min", step=0.1)
volStrong = input.float(1.5, "Strong volume ratio (MOU-B/KAKU)", step=0.1)
volMaxRatio = input.float(3.0, "Volume ratio max (filter)", step=0.1)
wickBodyMult = input.float(2.0, "Pinbar: lowerWick >= body*x", step=0.1)
pivotLen = input.int(20, "Resistance lookback", minval=5)
pullMinPct = input.float(5.0, "Pullback min (%)", step=0.1)
pullMaxPct = input.float(15.0, "Pullback max (%)", step=0.1)
breakLookbackBars = input.int(5, "Valid bars after break", minval=1)
showEMA = input.bool(true, "Plot EMAs")
showLabels = input.bool(true, "Show labels (猛/猛B/確)")
showShapes = input.bool(true, "Show shapes (猛/猛B/確)")
confirmOnClose = input.bool(true, "Signal only on bar close (recommended)")
locChoice = input.string("Below", "Label location", options= )
lblLoc = locChoice == "Below" ? location.belowbar : location.abovebar
// =========================
// EMA
// =========================
emaS = ta.ema(close, emaSLen)
emaM = ta.ema(close, emaMLen)
emaL = ta.ema(close, emaLLen)
plot(showEMA ? emaS : na, color=color.new(color.yellow, 0), title="EMA 5")
plot(showEMA ? emaM : na, color=color.new(color.blue, 0), title="EMA 13")
plot(showEMA ? emaL : na, color=color.new(color.orange, 0), title="EMA 26")
emaUpS = emaS > emaS
emaUpM = emaM > emaM
emaUpL = emaL > emaL
goldenOrder = emaS > emaM and emaM > emaL
above26_2bars = close > emaL and close > emaL
baseTrendOK = (emaUpS and emaUpM and emaUpL) and goldenOrder and above26_2bars
// =========================
// MACD
// =========================
= ta.macd(close, macdFast, macdSlow, macdSignal)
macdGC = ta.crossover(macdLine, macdSig)
macdUp = macdLine > macdLine
macdNearZero = math.abs(macdLine) <= macdZeroTh
macdGCAboveZero = macdGC and macdLine > 0 and macdSig > 0
macdMouOK = macdGC and macdNearZero and macdUp
macdKakuOK = macdGCAboveZero
// =========================
// Volume (days -> bars)
// =========================
sec = timeframe.in_seconds(timeframe.period)
barsPerDay = (sec > 0 and sec < 86400) ? math.round(86400 / sec) : 1
volLookbackBars = math.max(1, volDays * barsPerDay)
volMA = ta.sma(volume, volLookbackBars)
volRatio = volMA > 0 ? (volume / volMA) : na
volumeMouOK = not na(volRatio) and volRatio >= volMinRatio and volRatio <= volMaxRatio
volumeStrongOK = not na(volRatio) and volRatio >= volStrong and volRatio <= volMaxRatio
// =========================
// Candle patterns
// =========================
body = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
pinbar = (body > 0) and (lowerWick >= wickBodyMult * body) and (lowerWick > upperWick) and (close >= open)
bullEngulf = close > open and close < open and close >= open and open <= close
bigBull = close > open and open < emaM and close > emaS and (body > ta.sma(body, 20))
candleOK = pinbar or bullEngulf or bigBull
// =========================
// Resistance / Pullback route
// =========================
res = ta.highest(high, pivotLen)
pullbackPct = res > 0 ? (res - close) / res * 100.0 : na
pullbackOK = not na(pullbackPct) and pullbackPct >= pullMinPct and pullbackPct <= pullMaxPct
brokeRes = ta.crossover(close, res )
barsSinceBreak = ta.barssince(brokeRes)
afterBreakZone = (barsSinceBreak >= 0) and (barsSinceBreak <= breakLookbackBars)
pullbackRouteOK = afterBreakZone and pullbackOK
// =========================
// Signals (猛 / 猛B / 確)
// =========================
mou_pullback = baseTrendOK and volumeMouOK and candleOK and macdMouOK and pullbackRouteOK
mou_breakout = baseTrendOK and ta.crossover(close, res ) and volumeStrongOK and macdKakuOK
cond1 = emaUpS and emaUpM and emaUpL
cond2 = goldenOrder
cond3 = above26_2bars
cond4 = macdKakuOK
cond5 = volumeMouOK
cond6 = candleOK
cond7 = pullbackOK
cond8 = pullbackRouteOK
all8 = cond1 and cond2 and cond3 and cond4 and cond5 and cond6 and cond7 and cond8
final3 = pinbar and macdKakuOK and volumeStrongOK
kaku = all8 and final3
// 確優先(同一足は確だけ出す)
confirmed = confirmOnClose ? barstate.isconfirmed : true
sigKAKU = kaku and confirmed
sigMOU = mou_pullback and not kaku and confirmed
sigMOUB = mou_breakout and not kaku and confirmed
// =========================
// Visualization
// =========================
if showLabels and sigMOU
label.new(bar_index, low, "猛", style=label.style_label_up, color=color.new(color.lime, 0), textcolor=color.black)
if showLabels and sigMOUB
label.new(bar_index, low, "猛B", style=label.style_label_up, color=color.new(color.green, 0), textcolor=color.black)
if showLabels and sigKAKU
label.new(bar_index, low, "確", style=label.style_label_up, color=color.new(color.yellow, 0), textcolor=color.black)
plotshape(showShapes and sigMOU, title="MOU", style=shape.labelup, text="猛", color=color.new(color.lime, 0), textcolor=color.black, location=lblLoc, size=size.tiny)
plotshape(showShapes and sigMOUB, title="MOUB", style=shape.labelup, text="猛B", color=color.new(color.green, 0), textcolor=color.black, location=lblLoc, size=size.tiny)
plotshape(showShapes and sigKAKU, title="KAKU", style=shape.labelup, text="確", color=color.new(color.yellow, 0), textcolor=color.black, location=lblLoc, size=size.small)
// =========================
// Alerts
// =========================
alertcondition(sigMOU, title="MNO_MOU", message="MNO: 猛(押し目)")
alertcondition(sigMOUB, title="MNO_MOU_BREAKOUT", message="MNO: 猛B(ブレイク)")
alertcondition(sigKAKU, title="MNO_KAKU", message="MNO: 確(最終)")
alertcondition(sigMOU or sigMOUB or sigKAKU, title="MNO_ALL", message="MNO: 猛/猛B/確 いずれか")
نماذج فنيه
just takesi TimeMNO_2Step_Strategy_MOU_KAKU (Publish-Clear)//@version=5
strategy("MNO_2Step_Strategy_MOU_KAKU (Publish-Clear)", overlay=true, pyramiding=0,
max_labels_count=500, max_lines_count=500,
initial_capital=100000,
default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// =========================
// Inputs
// =========================
emaSLen = input.int(5, "EMA Short (5)")
emaMLen = input.int(13, "EMA Mid (13)")
emaLLen = input.int(26, "EMA Long (26)")
macdFast = input.int(12, "MACD Fast")
macdSlow = input.int(26, "MACD Slow")
macdSignal = input.int(9, "MACD Signal")
macdZeroTh = input.float(0.2, "MOU: MACD near-zero threshold", step=0.05)
volLookback = input.int(5, "Volume MA days", minval=1)
volMinRatio = input.float(1.3, "MOU: Volume ratio min", step=0.1)
volStrong = input.float(1.5, "Strong volume ratio (Breakout/KAKU)", step=0.1)
volMaxRatio = input.float(3.0, "Volume ratio max (filter)", step=0.1)
wickBodyMult = input.float(2.0, "Pinbar: lowerWick >= body*x", step=0.1)
pivotLen = input.int(20, "Resistance lookback", minval=5)
pullMinPct = input.float(5.0, "Pullback min (%)", step=0.1)
pullMaxPct = input.float(15.0, "Pullback max (%)", step=0.1)
breakLookbackBars = input.int(5, "Pullback route: valid bars after break", minval=1)
// --- Breakout route (押し目なし初動ブレイク) ---
useBreakoutRoute = input.bool(true, "Enable MOU Breakout Route (no pullback)")
breakConfirmPct = input.float(0.3, "Break confirm: close > R*(1+%)", step=0.1)
bigBodyLookback = input.int(20, "Break candle body MA length", minval=5)
bigBodyMult = input.float(1.2, "Break candle: body >= MA*mult", step=0.1)
requireCloseNearHigh = input.bool(true, "Break candle: close near high")
closeNearHighPct = input.float(25.0, "Close near high threshold (% of range)", step=1.0)
allowMACDAboveZeroInstead = input.bool(true, "Breakout route: allow MACD GC above zero instead")
// 表示
showEMA = input.bool(true, "Plot EMAs")
showMouLabels = input.bool(true, "Show MOU/MOU-B labels")
showKakuLabels = input.bool(true, "Show KAKU labels")
showDebugTbl = input.bool(true, "Show debug table (last bar)")
showStatusLbl = input.bool(true, "Show status label (last bar always)")
locChoice = input.string("Below Bar", "Label location", options= )
lblLoc = locChoice == "Below Bar" ? location.belowbar : location.abovebar
// =========================
// 必ず決済が起きる設定(投稿クリア用)
// =========================
enableTPSL = input.bool(true, "Enable TP/SL")
tpPct = input.float(2.0, "Take Profit (%)", step=0.1, minval=0.1) // ←投稿クリア向けに近め
slPct = input.float(1.0, "Stop Loss (%)", step=0.1, minval=0.1) // ←投稿クリア向けに近め
maxHoldBars = input.int(30, "Max bars in trade (force close)", minval=1)
entryMode = input.string("MOU or KAKU", "Entry trigger", options= )
// ✅ 保険:トレード0件を避ける(投稿クリア用)
// 1回でもクローズトレードができたら自動で沈黙
publishAssist = input.bool(true, "Publish Assist (safety entry if 0 trades)")
// =========================
// EMA
// =========================
emaS = ta.ema(close, emaSLen)
emaM = ta.ema(close, emaMLen)
emaL = ta.ema(close, emaLLen)
plot(showEMA ? emaS : na, color=color.new(color.yellow, 0), title="EMA 5")
plot(showEMA ? emaM : na, color=color.new(color.blue, 0), title="EMA 13")
plot(showEMA ? emaL : na, color=color.new(color.orange, 0), title="EMA 26")
emaUpS = emaS > emaS
emaUpM = emaM > emaM
emaUpL = emaL > emaL
goldenOrder = emaS > emaM and emaM > emaL
above26_2days = close > emaL and close > emaL
baseTrendOK = (emaUpS and emaUpM and emaUpL) and goldenOrder and above26_2days
// =========================
// MACD
// =========================
= ta.macd(close, macdFast, macdSlow, macdSignal)
macdGC = ta.crossover(macdLine, macdSig)
macdUp = macdLine > macdLine
macdNearZero = math.abs(macdLine) <= macdZeroTh
macdGCAboveZero = macdGC and macdLine > 0 and macdSig > 0
macdMouOK = macdGC and macdNearZero and macdUp
macdBreakOK = allowMACDAboveZeroInstead ? (macdMouOK or macdGCAboveZero) : macdMouOK
// =========================
// Volume
// =========================
volMA = ta.sma(volume, volLookback)
volRatio = volMA > 0 ? (volume / volMA) : na
volumeMouOK = volRatio >= volMinRatio and volRatio <= volMaxRatio
volumeStrongOK = volRatio >= volStrong and volRatio <= volMaxRatio
// =========================
// Candle patterns
// =========================
body = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
pinbar = (lowerWick >= wickBodyMult * body) and (lowerWick > upperWick) and (close >= open)
bullEngulf = close > open and close < open and close >= open and open <= close
bigBull = close > open and open < emaM and close > emaS and (body > ta.sma(body, 20))
candleOK = pinbar or bullEngulf or bigBull
// =========================
// Resistance / Pullback route
// =========================
res = ta.highest(high, pivotLen)
pullbackPct = res > 0 ? (res - close) / res * 100.0 : na
pullbackOK = pullbackPct >= pullMinPct and pullbackPct <= pullMaxPct
brokeRes = ta.crossover(close, res )
barsSinceBreak = ta.barssince(brokeRes)
afterBreakZone = (barsSinceBreak >= 0) and (barsSinceBreak <= breakLookbackBars)
pullbackRouteOK = afterBreakZone and pullbackOK
// =========================
// Breakout route (押し目なし初動ブレイク)
// =========================
breakConfirm = close > res * (1.0 + breakConfirmPct / 100.0)
bullBreak = close > open
bodyMA = ta.sma(body, bigBodyLookback)
bigBodyOK = bodyMA > 0 ? (body >= bodyMA * bigBodyMult) : false
rng = math.max(high - low, syminfo.mintick)
closeNearHighOK = not requireCloseNearHigh ? true : ((high - close) / rng * 100.0 <= closeNearHighPct)
mou_breakout = useBreakoutRoute and baseTrendOK and breakConfirm and bullBreak and bigBodyOK and closeNearHighOK and volumeStrongOK and macdBreakOK
mou_pullback = baseTrendOK and volumeMouOK and candleOK and macdMouOK and pullbackRouteOK
mou = mou_pullback or mou_breakout
// =========================
// KAKU (Strict): 8条件 + 最終三点
// =========================
cond1 = emaUpS and emaUpM and emaUpL
cond2 = goldenOrder
cond3 = above26_2days
cond4 = macdGCAboveZero
cond5 = volumeMouOK
cond6 = candleOK
cond7 = pullbackOK
cond8 = pullbackRouteOK
all8_strict = cond1 and cond2 and cond3 and cond4 and cond5 and cond6 and cond7 and cond8
final3 = pinbar and macdGCAboveZero and volumeStrongOK
kaku = all8_strict and final3
// =========================
// Entry (strategy)
// =========================
entrySignal = entryMode == "KAKU only" ? kaku : (mou or kaku)
canEnter = strategy.position_size == 0
newEntryKaku = canEnter and kaku and entrySignal
newEntryMouB = canEnter and (not kaku) and mou_breakout and entrySignal
newEntryMou = canEnter and (not kaku) and mou_pullback and entrySignal
// --- Publish Assist(保険エントリー) ---
// 条件が厳しすぎて「トレード0件」だと投稿時に警告が出る。
// closedtradesが0の間だけ、軽いEMAクロスで1回だけ拾う(その後は沈黙)。
assistFast = ta.ema(close, 5)
assistSlow = ta.ema(close, 20)
assistEntry = publishAssist and strategy.closedtrades == 0 and canEnter and ta.crossover(assistFast, assistSlow)
// 実エントリー
if newEntryKaku or newEntryMouB or newEntryMou or assistEntry
strategy.entry("LONG", strategy.long)
// ラベル(視認)
if showMouLabels and newEntryMou
label.new(bar_index, low, "猛(IN)", style=label.style_label_up, color=color.new(color.lime, 0), textcolor=color.black)
if showMouLabels and newEntryMouB
label.new(bar_index, low, "猛B(IN)", style=label.style_label_up, color=color.new(color.lime, 0), textcolor=color.black)
if showKakuLabels and newEntryKaku
label.new(bar_index, low, "確(IN)", style=label.style_label_up, color=color.new(color.yellow, 0), textcolor=color.black)
if assistEntry
label.new(bar_index, low, "ASSIST(IN)", style=label.style_label_up, color=color.new(color.aqua, 0), textcolor=color.black)
// =========================
// Exit (TP/SL + 強制クローズ)
// =========================
inPos = strategy.position_size > 0
tpPx = inPos ? strategy.position_avg_price * (1.0 + tpPct/100.0) : na
slPx = inPos ? strategy.position_avg_price * (1.0 - slPct/100.0) : na
if enableTPSL
strategy.exit("TP/SL", from_entry="LONG", limit=tpPx, stop=slPx)
// 最大保有バーで強制決済(これが「レポート無し」回避の最後の保険)
var int entryBar = na
if strategy.position_size > 0 and strategy.position_size == 0
entryBar := bar_index
if strategy.position_size == 0
entryBar := na
forceClose = inPos and not na(entryBar) and (bar_index - entryBar >= maxHoldBars)
if forceClose
strategy.close("LONG")
// =========================
// 利確/損切/強制クローズのラベル
// =========================
closedThisBar = (strategy.position_size > 0) and (strategy.position_size == 0)
avgPrev = strategy.position_avg_price
tpPrev = avgPrev * (1.0 + tpPct/100.0)
slPrev = avgPrev * (1.0 - slPct/100.0)
hitTP = closedThisBar and high >= tpPrev
hitSL = closedThisBar and low <= slPrev
// 同一足TP/SL両方は厳密に判断できないので、表示は「TP優先」で簡略(投稿ギリギリ版)
if hitTP
label.new(bar_index, high, "利確", style=label.style_label_down, color=color.new(color.lime, 0), textcolor=color.black)
else if hitSL
label.new(bar_index, low, "損切", style=label.style_label_up, color=color.new(color.red, 0), textcolor=color.white)
else if closedThisBar and forceClose
label.new(bar_index, close, "時間決済", style=label.style_label_left, color=color.new(color.gray, 0), textcolor=color.white)
// =========================
// Signals (猛/猛B/確)
// =========================
plotshape(showMouLabels and mou_pullback and not kaku, title="MOU_PULLBACK", style=shape.labelup, text="猛",
color=color.new(color.lime, 0), textcolor=color.black, location=lblLoc, size=size.tiny)
plotshape(showMouLabels and mou_breakout and not kaku, title="MOU_BREAKOUT", style=shape.labelup, text="猛B",
color=color.new(color.lime, 0), textcolor=color.black, location=lblLoc, size=size.tiny)
plotshape(showKakuLabels and kaku, title="KAKU", style=shape.labelup, text="確",
color=color.new(color.yellow, 0), textcolor=color.black, location=lblLoc, size=size.small)
// =========================
// Alerts
// =========================
alertcondition(mou, title="MNO_MOU", message="MNO: MOU triggered")
alertcondition(mou_breakout, title="MNO_MOU_BREAKOUT", message="MNO: MOU Breakout triggered")
alertcondition(mou_pullback, title="MNO_MOU_PULLBACK", message="MNO: MOU Pullback triggered")
alertcondition(kaku, title="MNO_KAKU", message="MNO: KAKU triggered")
alertcondition(assistEntry, title="MNO_ASSIST_ENTRY", message="MNO: ASSIST ENTRY (publish safety)")
// =========================
// Status label(最終足に必ず表示)
// =========================
var label status = na
if showStatusLbl and barstate.islast
label.delete(status)
statusTxt =
"MNO RUNNING " +
"ClosedTrades: " + str.tostring(strategy.closedtrades) + " " +
"BaseTrend: " + (baseTrendOK ? "OK" : "NO") + " " +
"MOU: " + (mou ? "YES" : "no") + " (猛=" + (mou_pullback ? "Y" : "n") + " / 猛B=" + (mou_breakout ? "Y" : "n") + ") " +
"KAKU: " + (kaku ? "YES" : "no") + " " +
"VolRatio: " + (na(volRatio) ? "na" : str.tostring(volRatio, format.mintick)) + " " +
"Pull%: " + (na(pullbackPct) ? "na" : str.tostring(pullbackPct, format.mintick)) + " " +
"Pos: " + (inPos ? "IN" : "OUT")
status := label.new(bar_index, high, statusTxt, style=label.style_label_left, textcolor=color.white, color=color.new(color.black, 0))
// =========================
// Debug table(最終足のみ)
// =========================
var table t = table.new(position.top_right, 2, 14, border_width=1, border_color=color.new(color.white, 60))
fRow(_name, _cond, _r) =>
bg = _cond ? color.new(color.lime, 70) : color.new(color.red, 80)
tx = _cond ? "OK" : "NO"
table.cell(t, 0, _r, _name, text_color=color.white, bgcolor=color.new(color.black, 0))
table.cell(t, 1, _r, tx, text_color=color.white, bgcolor=bg)
if showDebugTbl and barstate.islast
table.cell(t, 0, 0, "MNO Debug", text_color=color.white, bgcolor=color.new(color.black, 0))
table.cell(t, 1, 0, "", text_color=color.white, bgcolor=color.new(color.black, 0))
fRow("BaseTrend", baseTrendOK, 1)
fRow("MOU Pullback", mou_pullback, 2)
fRow("MOU Breakout", mou_breakout, 3)
fRow("Break confirm", breakConfirm, 4)
fRow("Break big body", bigBodyOK, 5)
fRow("Break close high", closeNearHighOK, 6)
fRow("Break vol strong", volumeStrongOK, 7)
fRow("Break MACD", macdBreakOK, 8)
fRow("KAKU all8", all8_strict, 9)
fRow("KAKU final3", final3, 10)
fRow("AssistEntry", assistEntry, 11)
fRow("ClosedTrades>0", strategy.closedtrades > 0, 12)
Coinbase Institutional Flow Alpha1. 核心概念 (The Core Concept)
這不是一套傳統看圖形(如 RSI 或 MACD)的技術指標策略,而是一套基於**「籌碼面」與「市場微結構」的量化系統。 比特幣市場存在兩個平行世界:美國機構投資者(主要使用 Coinbase 美元對)與全球散戶**(主要使用 Binance USDT 對)。這套策略的核心邏輯在於捕捉這兩者之間的**「定價效率落差」**。
This is not a traditional technical analysis strategy based on lagging indicators like RSI or MACD. Instead, it is a quantitative system based on Order Flow and Market Microstructure. The Bitcoin market consists of two parallel worlds: US Institutional Investors (trading on Coinbase USD pairs) and Global Retail Investors (trading on Binance USDT pairs). The core logic of this strategy is to capture the pricing inefficiency gap between these two liquidity pools.
2. 運作原理 (How It Works)
Smart Money 追蹤: 當機構開始大舉買入時,Coinbase 的價格往往會比 Binance 出現短暫且顯著的「溢價(Premium)」。這通常是行情的領先指標。
統計套利模型: 我們開發了一套獨家的演算法,24 小時監控這個溢價缺口的變化。只有當溢價偏離程度達到特定的**統計學異常值(Statistical Anomaly)**時,系統才會判定為「機構進場信號」並執行交易。
過濾雜訊: 我們只抓取真正由資金推動的大趨勢,過濾掉市場上 80% 的無效波動。
Smart Money Tracking: When institutions accumulate heavily, the price on Coinbase often trades at a significant "Premium" compared to Binance. This serves as a powerful leading indicator for price trends.
Statistical Arbitrage Model: We utilize a proprietary algorithm that monitors this premium gap 24/7. Only when the gap deviation hits a specific Statistical Anomaly, does the system identify it as an "Institutional Entry Signal" and execute the trade.
Noise Filtering: The strategy is designed to capture significant trends driven by real capital flow, effectively filtering out 80% of random market noise.
免責聲明 (Disclaimer)
補充說明: 以上策略不保證獲利,僅提供量化交易的想法與實驗數據參考。請注意,市場沒有聖杯,交易結果盈虧自負,本人不承擔任何因使用此策略而產生的資金損失。
Disclaimer: The above strategy does not guarantee profits and is provided solely for sharing quantitative ideas and experimental data. Please note that there is no "Holy Grail" in trading. You are solely responsible for your own PnL, and I assume no liability for any financial losses incurred.
Trend FilterTrend Filter
Summary
Trend Filter is a multi-factor trend-confidence indicator that produces a simple, actionable output: Direction (Up / Down / Ranging) and a normalized Confidence %. It is intended as a decision-support overlay to help traders quickly identify whether a market is trending or rangebound, and how strong that directional bias is.
What it shows
A single line in the on-chart table: Direction (Up / Down / Ranging).
A Confidence % (0–100) that combines multiple normalized market signals into a single score.
Optional notification row when a manually-selected reference timeframe does not match the chart timeframe.
Alert conditions when direction changes to Up, Down, or Ranging.
How the indicator works (concise, non-proprietary explanation)
Trend Filter computes a weighted confidence score from several complementary components, each normalized to a 0–100 scale and combined into a single confidence value. The components and their roles are:
EMA structure & spread (trend breadth)
-Uses three EMAs (fast / mid / slow) computed at lengths that scale with the selected/reference timeframe. The EMA spread (fast vs slow) quantifies directional separation.
HH/HL structure and streaks (price structure)
-Counts higher highs/higher lows (and the reverse) across a scaled lookback to measure whether price structure is predominantly bullish, bearish or mixed.
EMA slope (momentum of trend)
-A robust slope approximation (smoothed) measures whether the short EMA is rising/falling relative to its own smoothed history.
ADX / DMI (trend strength)
-Uses a standard ADX-style component to capture directional persistence and dampen the confidence score when the ADX is weak.
ATR (volatility context)
-ATR expressed as a percentage of price helps detect abnormal volatility regimes which affect the validity of trend signals.
Volume context
-Simple volume vs a short SMA gives a participation signal that increases confidence when moves occur with higher volume.
Each component is capped to avoid outsized influence. Components are scaled by a set of weights (configurable in code) and then combined. The final confidence is lightly smoothed before being used to determine direction and to feed alert conditions.
Important implementation & safety design choices (why it’s not a simple mashup)
Adaptive timeframe scaling: EMA lengths and lookbacks are proportionally scaled based on the chosen reference timeframe (Auto or manual). This preserves relative indicator behavior across 1-minute → Daily timeframes without manual retuning of each parameter.
HH/HL structure plus streaks: Instead of relying solely on moving averages or ADX, the script explicitly measures price structure (HH/HL counts and streaks) and blends that with slope/ADX. This reduces false trending signals on noisy price action.
Normalized, weighted combination with caps: Each component is normalized (0–100) and combined by predefined weights; cap thresholds prevent extreme component values from dominating the result. This is a design intended to produce interpretable confidence % rather than opaque binary outputs.
History and loop safety: The code enforces a cap and protects loop lengths against available historical bars to avoid runtime errors and to ensure the script remains stable on short data series.
Practical guardrails: The script includes notification behavior to highlight manual timeframe mismatches and avoids dynamic indexing patterns that can cause unreliable results on small bar histories.
These design decisions — adaptive scaling, structural HH/HL scoring, capped normalization and explicit safety limits — are the elements that distinguish Trend Filter from simple, single-indicator overlays (EMA-only, ADX-only, etc.) and form the basis for why closed-source protection is reasonable for commercial/invite-only publication.
User controls & recommended usage
Reference Timeframe: Auto (uses chart TF) or choose a manual reference TF (1min → D). When manual TF is selected, the table shows a mismatch warning if the chart TF differs.
Table placement & colors: Positioning and appearance of the on-chart table are configurable.
Confidence thresholds: The indicator uses internal thresholds to mark high/medium/low confidence. Users can interpret the Confidence % relative to those ranges.
Alerts: Built-in alerts fire only on direction changes (to Up, Down, or Ranging). Use alerts as a signal to review the chart rather than an instruction to trade automatically.
How traders typically use it
Add Trend Filter as an overlay to your chart.
Confirm that the recommended reference timeframe is appropriate (Auto will adjust automatically).
Use Direction and Confidence % together: high Confidence + Up (or Down) suggests staying with trend; Ranging suggests avoiding trend-following entries.
Combine this filter with your entry/exit rules (price structure, support/resistance, or your preferred signal generator).
Disclaimers & limitations
This is a decision-support indicator, not an automated execution strategy. It does not place orders and does not provide P/L or backtesting statistics.
Confidence % is an aggregated measure — treat it as context, not a guarantee.
Results vary across symbols and timeframes; use appropriate position sizing and risk controls.
The code intentionally includes history and loop safeguards; on very short histories the indicator may display conservative results.
ICT NY Midnight Range LevelsThis indicator plots key New York midnight reference levels used in ICT-style trading.
Features:
• New York Midnight Open (00:00 NY time) plotted as a red dotted horizontal line
• Highest High and Lowest Low formed between 00:00–00:30 NY time
• Automatic 50% midpoint of the midnight range
• All levels extend to the right and remain visible throughout the trading day
• Large right-side labels displaying level names and exact prices
• Optimized for lower timeframes (30 minutes and below)
Designed for traders who use New York session structure, midnight opens, and range-based entries for precision execution.
Bravo Backtest - Multi Timeframe Fair Value GapsBravo Backtest – Multi Timeframe Fair Value Gaps
This indicator displays Fair Value Gaps (FVGs) across multiple timeframes, with a strong focus on clarity, structure, and non-repainting behavior.
To reduce noise and keep charts clean, only Fair Value Gaps from your current chart timeframe and higher are shown. Lower-timeframe imbalances are intentionally filtered out.
Key features:
- Multi-timeframe Fair Value Gap detection
- Wick-to-wick, three-candle FVG logic
- Non-repainting: all FVGs are confirmed on candle close
- Automatic removal of invalidated FVGs (close through the zone)
- Adjustable lookback period to limit historical zones
- Optional bullish / bearish filtering
- Optional borders that inherit the FVG color
- Clean, professional UI designed for real trading use
This tool is built to support higher-timeframe context, execution clarity, and disciplined charting, making it suitable for both discretionary traders and structured trading models.
Developed and verified by Bravo Backtest.
Auto Harmonic Patterns [Trader-Alex])This indicator is a sophisticated technical analysis tool designed to automate the identification of Harmonic Patterns across financial markets. By utilizing a multi-layered scanning engine, it detects valid geometric structures in price action, helping traders identify high-probability reversal zones (PRZ) with precision.
Whether you are a scalper or a swing trader, this tool streamlines the complex process of measuring Fibonacci ratios, allowing you to focus on execution rather than manual drawing.
Key Features
Multi-Scale Scanning Engine: The indicator runs 5 independent scanning groups simultaneously. This allows it to detect patterns across different market distinct market cycles (micro-structures to macro-trends) within a single timeframe.
Comprehensive Pattern Support: Automatically recognizes a wide range of classic and modern harmonic patterns, including:
Gartley
Bat & Alt Bat
Butterfly
Crab & Deep Crab
Shark
Cypher
Predictive PRZ Technology (Potential Patterns): Unlike standard indicators that only show completed patterns, this tool projects "Potential Patterns" in real-time. It calculates the Potential Reversal Zone (PRZ) based on converging Fibonacci projections, giving you a clear visual of where the D-point (Entry) is likely to form before price arrives.
Smart Filtering & Optimization: To maintain a clean chart, the indicator includes an intelligent filtering system. If multiple patterns are detected in the same area, it automatically evaluates the geometry and risk-to-reward ratio to display only the most optimal setup.
Integrated Trade Management: For every valid pattern, the indicator automatically plots:
Entry Level: The optimal completion point.
Stop Loss (SL): Calculated based on invalidation structures.
Take Profit (TP1 & TP2): Based on standard harmonic retracement targets.
Visual Clarity: Distinguishes between Bullish (Green/Blue tones) and Bearish (Red/Orange tones) setups. Successful historical patterns and currently developing patterns are visually distinct for easy back-testing and live trading.
Disclaimer This tool is for educational and informational purposes only. Trading financial markets involves risk. Past performance of harmonic patterns does not guarantee future results. Always use proper risk management.
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此指標是一套高階的技術分析工具,專為自動化識別金融市場中的「諧波型態 (Harmonic Patterns)」而設計。透過多層次的掃描引擎,它能精準偵測價格行為中的幾何結構,協助交易者快速鎖定高勝率的潛在反轉區 (PRZ)。
無論您是短線交易者還是波段交易者,此工具都能簡化繁瑣的費波那契比例測量過程,讓您能專注於交易決策而非手動繪圖。
核心功能
多維度掃描引擎: 指標內建 5 組獨立的掃描運算邏輯,能夠同時運行。這意味著它能在單一圖表時間週期內,同時捕捉從小級別結構到大級別趨勢的各種型態。
支援多種經典型態: 自動識別市場上主流的諧波結構,包含:
加特利 (Gartley)
蝙蝠與變種蝙蝠 (Bat & Alt Bat)
蝴蝶 (Butterfly)
螃蟹與深海螃蟹 (Crab & Deep Crab)
鯊魚 (Shark)
賽福 (Cypher)
預測性 PRZ 技術 (潛在型態): 不同於一般指標僅顯示「已完成」的歷史型態,本工具具備即時預測功能。它能根據費波那契數列的匯聚點,計算出潛在反轉區 (PRZ),在價格到達前提前標示出預期的 D 點 (入場點)。
智能篩選與優化: 為了保持圖表整潔,指標內建智能過濾系統。當同一區域偵測到多個重疊型態時,系統會自動評估幾何結構與盈虧比,僅顯示條件最優異的一個交易機會。
整合式交易管理: 針對每一個有效型態,指標會自動計算並繪製:
入場價 (Entry): 型態完成的最佳價位。
止損位 (SL): 基於結構失效點的防守位置。
止盈位 (TP1 & TP2): 基於諧波回撤比例的標準獲利目標。
視覺化清晰呈現: 清楚區分看漲 (綠/藍色系) 與看跌 (紅/橙色系) 架構。歷史勝率回測線圖與正在發展中的潛在型態均有不同的視覺樣式,方便用戶進行複盤與實盤操作。
免責聲明 本工具僅供教學與輔助分析使用。金融市場交易具有風險,諧波型態的歷史表現不代表未來獲利保證。請務必做好個人風險管理。
Session Sweep Strategy V3Johannes Spezial FVG Indikator :-) zur erkennung von FVG zu definierbaren Sessionzeiten.
HydraBot v1.2average bias of a bunch of indicators that blah blah blah i need to hit at least so many words to publish this
PFA_PahadiPFA Pahadi Indicator
Market Structure through Swing Triangles
What is the PFA Pahadi Indicator?
The **PFA Pahadi Indicator** is a *price-structure visualization tool* that converts raw market movement into a series of **connected swing triangles**. By linking **Pivot Low → Pivot High → Pivot Low** and additionally connecting the **bases (Low → Low)**, the indicator visually resembles a *mountain (pahadi) range*—hence the name.
It focuses purely on **market structure**, not prediction, helping traders and analysts understand how price is *actually climbing, resting, and declining* over time.
Key Benefits
• Clear Market Structure
The indicator highlights **higher highs, higher lows, lower highs, and lower lows** in a clean, uncluttered way, making trend identification intuitive even on higher timeframes.
• Noise Reduction
By relying only on **confirmed pivots**, minor fluctuations are filtered out. This helps traders avoid reacting to short-term volatility and focus on meaningful swings.
• Visual Trend Strength Assessment
The *slope and shape* of the triangles reveal whether the trend is:
* Expanding (strong trend)
* Contracting (distribution / accumulation)
* Flattening (range / base building)
• Excellent for Positional & Swing Trading
Works particularly well on **weekly and daily charts**, where price structure matters more than intraday noise.
• No Repainting
All lines are drawn only after pivot confirmation. Once plotted, the structure does **not change retroactively**, ensuring analytical integrity.
• Complements Moving Averages & Volume
When combined with long-term averages or volume trends, the PFA Pahadi Indicator helps identify:
* Healthy pullbacks
* Structural breakdowns
* Failed rallies
Practical Use-Cases
• Trend Continuation Analysis
Higher base lines (Low → Low) indicate sustained accumulation and trend continuation.
• Structural Weakness Detection
Flattening or declining bases despite new highs may indicate **distribution** or **trend exhaustion**.
• Long-Term Support Mapping
The connected bases often act as *dynamic structural support zones* rather than exact price levels.
Limitations
• Not a Timing Indicator
The PFA Pahadi Indicator does **not provide entry or exit signals** on its own. It is a *context tool*, not a trigger.
• Lag Due to Confirmation
Because pivots require confirmation, the structure appears **after the move has occurred**. This is intentional for accuracy but unsuitable for scalping.
• Sensitive to Pivot Length Settings
Short pivot lengths may create too many triangles; longer lengths may miss smaller but tradable swings.
• Works Best in Trending Markets
In sideways or choppy conditions, the structure may appear flat and less informative.
Disclaimer
The PFA Pahadi Indicator is a market structure visualization tool and does not constitute investment advice, trading recommendations, or a guarantee of future performance. It is designed for educational and analytical purposes only.
All market decisions should be taken in conjunction with other tools such as volume analysis, risk management rules, broader market context, and individual financial suitability. Past price structures do not ensure future outcomes. Users are advised to validate the indicator across multiple securities and timeframes before applying it in live trading.
Philosophy Behind the Name
Markets don’t move in straight lines. They climb, pause, retrace, and climb again—just like a pahadi path. This indicator simply helps you see that path clearly.
Trendio-alertFractal Sequence Trading System (Final Stable Version) identifies trends formed by two consecutive fractals based on three or five candlesticks.
Liquidity Pools Smart Entry + Multi-TF Targets + VWAPOverview
This indicator is designed to help traders identify high-probability institutional-style entries using concepts from ICT (Inner Circle Trader) methodology. It combines liquidity pool detection, fair value gaps (FVG), swing levels, killzones, ATR-based targets, VWAP bias, and optional multi-timeframe analysis.
The script provides visual trade signals and a green-light confirmation system to streamline decision-making and reduce overtrading.
Key Features
Market Structure
Detects CHoCH (Change of Character) and BOS (Break of Structure).
Marks bullish and bearish breaks with labels on the chart.
Liquidity & Swings
Highlights Swing High/Low liquidity zones (SSL/BSL).
Shows horizontal swing lines for reference.
Fair Value Gap (FVG) Detection
Bullish and bearish gaps are plotted as shaded boxes.
Identifies potential institutional entry zones.
Killzones
Highlights London and New York sessions.
Helps align trades with high liquidity periods.
VWAP Filter
Plots the intraday VWAP.
Optional VWAP bias filter ensures trades follow intraday institutional flow.
Multi-Timeframe Confirmation
Supports 5-minute entry confirmation.
Shows SL/TP for both current TF and 5-min TF signals.
ATR-Based Stops & Targets
Entry signals automatically calculate SL (1.5 ATR) and TP (ATR x multiplier).
Customizable ATR multiplier.
Trade Light System
Visual green/red/gray indicators:
🟢 Green: All bullish conditions aligned → LONG allowed.
🔴 Red: All bearish conditions aligned → SHORT allowed.
⚪ Gray: Wait → conditions not aligned.
Inputs
Input Description
Show CHoCH/BOS Toggle structure labels on/off
Show Killzones Toggle session backgrounds on/off
Show Swing Liquidity Show SSL/BSL swing points
Show Horizontal Lines Extend swing lines horizontally
Show FVG Zones Show Fair Value Gaps
Show VWAP Display intraday VWAP
Swing Length Number of bars to calculate swing pivots
ATR Target Multiplier Multiplies ATR for TP calculation
Use HTF 200 EMA Filter Filter entries with higher timeframe trend
Use RSI Filter Filter entries using RSI 14
Use Volume Filter Filter entries with high volume confirmation
Use ATR Filter Filter entries based on ATR expansion
Use VWAP Filter Only allow trades in VWAP direction
How to Read the Chart
Structure Labels
BOS ↑ / BOS ↓: Breaks of structure showing trend direction.
Swing Liquidity
SSL (blue): Bullish swing low liquidity.
BSL (red): Bearish swing high liquidity.
FVG Zones
Green boxes: Potential bullish liquidity gaps.
Red boxes: Potential bearish liquidity gaps.
Killzones
Green background: London session.
Blue background: New York session.
VWAP
Purple line: Intraday volume-weighted average price.
Trade Lights
🟢 Green: All bullish conditions met — LONG ready.
🔴 Red: All bearish conditions met — SHORT ready.
⚪ Gray: Wait — conditions not aligned.
Entry Labels
Shows Entry price, SL, TP.
Separate labels for current TF and 5-min confirmation.
How to Use
Step 1: Identify Market Bias
Check HTF EMA: price above → bullish trend, below → bearish trend.
Check VWAP (if enabled): trade in direction of VWAP for institutional alignment.
Check Killzones: prefer entries during London or New York sessions.
Step 2: Confirm Entry Conditions
Wait for BOS / CHoCH to align with your trend.
Look for FVG zone and SSL/BSL liquidity.
Ensure RSI, ATR, Volume, VWAP filters (if enabled) all confirm.
Green/red Trade Light should be active.
Step 3: Place Trade
Use Entry Label price as reference.
SL: 1.5 ATR away.
TP: ATR x multiplier away.
Optional: check 5-min multi-TF confirmation label for additional confidence.
Step 4: Manage Trade
Follow ATR-based SL/TP.
Move stop to break-even after partial target if desired.
Only take trades when Trade Light is GREEN (LONG) or RED (SHORT).
Best Practices
Combine with volume profile or order block analysis for higher precision.
Avoid trading outside killzones.
Use multi-TF confirmation for safer entries.
Adjust ATR multiplier according to market volatility.
SmartMoney BOS Pro [Stansbooth]
## ✨ BOS + ICT RSI Indicator — Trade Like Smart Money ✨
The market doesn’t move randomly — it moves with **structure**, **liquidity**, and **institutional intent**.
This indicator is built to help you see exactly that.
Powered by **Break of Structure (BOS)** and advanced **ICT concepts**, this tool highlights when the market is truly shifting direction or continuing with strength — the same way **smart money** trades.
To make every setup even stronger, a **smart RSI confirmation** is seamlessly integrated, helping you stay out of weak trades and focus only on **high-quality, high-probability opportunities**.
### 🔥
What Makes It Special?
• Clear and accurate BOS signals
• ICT-based market structure & liquidity insight
• RSI confirmation to reduce false entries
• Clean visuals — no clutter, no confusion
• Designed for scalpers, intraday & swing traders
🎯
Who Is This For?
If you’re tired of lagging indicators…
If you want to understand **why** price moves…
If you want to trade with confidence instead of guessing…
This indicator is for you.
📊
Markets Supported:
Forex • Crypto • Stocks • Indices
Stop chasing price.
Start trading ** structure, liquidity, and smart money**.
🚀 **See the market differently. Trade better.**
Context Bundle | VWAP / EMA / Session HighLow (v6)
📌 0DTE Context Bundle (v6)
**VWAP • EMA Cloud • Session High/Low (NY / London / Asia)
The **0DTE Context Bundle** is a *decision-making overlay*, not a signal spam indicator.
It’s designed to help traders clearly see **value, trend, and liquidity levels** across **New York, London, and Asia sessions** — all in one clean, customizable tool.
Built for **NQ, ES, Gold, and FX pairs**, with a focus on **5–15-minute execution charts**.
---
## 🔹 What This Indicator Shows
### ✅ VWAP + ATR Bands
* Session VWAP (fair value)
* ATR-based extension bands (1x / 2x)
* Helps identify **overextension, mean reversion zones, and trend pullbacks**
### ✅ EMA 9 / 21 Cloud
* Visual trend and momentum filter
* Custom colors + opacity
* Identifies **trend continuation vs chop**
### ✅ Session High / Low Levels
* **New York RTH**
* **London**
* **Asia (midnight-safe)**
* Optional previous session highs/lows
* Adjustable line styles, widths, colors, and extensions
### ✅ Anchored VWAP (Optional)
* Reset by:
* Daily
* NY session start
* London session start
* Asia session start
* Useful for tracking **session-specific value shifts**
---
## 🔹 How Traders Use It
This indicator is meant to answer:
* *Are we trading at value or extension?*
* *Is the market trending or rotating?*
* *Where is liquidity likely sitting right now?*
Common use cases:
* Trend pullbacks into VWAP or EMA cloud
* Reversal setups at session highs/lows
* Session breakout + retest confirmation
* Overnight context for London and Asia sessions
---
## 🔹 Customization & Flexibility
Every component can be toggled and styled:
* Colors, widths, line styles
* Cloud up/down colors + opacity
* Session visibility and extensions
* VWAP band multipliers and ATR length
Members can adapt it to **their own style**, market, and timeframe.
---
## ⚠️ Disclaimer
This indicator is provided for **educational and informational purposes only**.
It does **not** provide financial advice or trade signals.
Always manage risk and confirm entries with your own strategy.
CRYPTO HELPERThis works on most large crypto currencies and beats a buy a hold strategy for the most part
it can work for some volatile stocks as well.
Try it out and adjust but 1 day seems to work best for time frames
S&P 500: 300-Day Trend FollowerSIMPLE STRAT FOR MACRO ETFs
The 300-day Moving Average is a very slow, long-term filter.
Pros: It keeps you in the market during massive bull runs (like 2013-2019) without shaking you out on minor dips.
Cons: It is slow to react. If the market crashes fast (like COVID in 2020), price might drop 15-20% before it crosses the line and tells you to sell.
Monday Tuesday Initial Balance and Range ProjectionsThis indicator is based on Stacey Burke’s definition of Initial Balance, where Monday and Tuesday together establish the Initial Balance for the trading week.
The high and low formed across Monday and Tuesday define the Initial Balance. Once Tuesday closes, this range is locked in and used as a structural reference for the remainder of the week.
What the Indicator Displays
Initial Balance High (Monday–Tuesday high)
Initial Balance Low (Monday–Tuesday low)
Optional midpoint
Optional range projections:
0.5 range extension to the upside/downside
1.0 range extension to the upside/downside
These extensions are calculated using the Monday–Tuesday range, projected above the Initial Balance High.
Why This Matters
In a large percentage of weeks:
The weekly high or low is established by Monday or Tuesday
One side of the Initial Balance tends to hold, while the other may break and trend
The range provides context for high-probability setups, not trade signals
Price will typically:
Reject the Initial Balance extremes (reversal / three-day setup)
Break and hold outside the balance (trend week)
Rotate within the balance (consolidation)
How to Use It
This tool is designed for context and structure, supporting:
Three Day Setups
First Green / First Red Days
False breaks
Weekly pump-and-dump / dump-and-pump scenarios
Trade execution should still be aligned with session timing, 15-minute structure, price action confirmation, and news awareness.
SHAP-Aligned BUY Signal (Daily, Edge-Triggered)Based on the XGBoost + SHAP interpretation report, I'll explain which indicators to monitor for buying NVO. However, I must emphasize that this model performed poorly (47.5% accuracy) and should NOT be used for actual trading! That said, here's what the model learned (for educational purposes):
📊 Top Indicators to Monitor for BUY Signals
1. Days_Since_Low (Most Important - 1.264)
Direction: BULLISH ↑
Interpretation: Higher values → UP prediction
What to monitor: Track how many days since the stock hit its recent low
Buy signal: When the stock has been recovering for an extended period (e.g., 100+ days from low)
Why it matters: The model learned that stocks in long-term recovery tend to continue rising
2. SMA_50 (50-day Moving Average) (0.413)
Direction: BULLISH ↑
Interpretation: Higher absolute SMA_50 values → UP prediction
What to monitor: The 50-day simple moving average price level
Buy signal: When SMA_50 is at higher levels (e.g., above $80-90)
Why it matters: Higher moving averages indicate stronger long-term trends
3. SMA_200 (200-day Moving Average) (0.274)
Direction: BULLISH ↑
Interpretation: Higher SMA_200 → UP prediction
What to monitor: The 200-day simple moving average
Buy signal: When SMA_200 is trending upward and at elevated levels
Why it matters: Long-term trend indicator; golden cross (SMA_50 > SMA_200) is traditionally bullish
4. BB_Width (Bollinger Band Width) (0.199)
Direction: BULLISH ↑
Interpretation: WIDER Bollinger Bands → UP prediction
What to monitor: The distance between upper and lower Bollinger Bands
Buy signal: When BB_Width is expanding (increasing volatility often precedes trend moves)
Why it matters: Widening bands can signal the start of a new trend
5. Price_SMA_50_Ratio (0.158)
Direction: BULLISH ↑
Interpretation: When price is ABOVE the 50-day MA → UP prediction
What to monitor: Current price ÷ SMA_50
Buy signal: When ratio > 1.0 (price is above the 50-day average)
Why it matters: Price above moving averages indicates uptrend
6. Momentum_21D (21-day Momentum) (0.152)
Direction: BULLISH ↑
Interpretation: Positive 21-day momentum → UP prediction
What to monitor: 21-day rate of change
Buy signal: When momentum is positive and increasing
Why it matters: Positive momentum suggests continuation
7. Stoch_K (Stochastic Oscillator) (0.142)
Direction: BULLISH ↑
Interpretation: Higher Stochastic K → UP prediction
What to monitor: Stochastic oscillator (0-100 scale)
Buy signal: When Stoch_K is rising from oversold (<20) or in mid-range (40-60)
Why it matters: Measures momentum and overbought/oversold conditions
Fixed 5 Point Levels 21 Lines Stable by Pie789The 500-point lines (upper and lower) don't need to be drawn manually. Simply define the center point and adjust it afterwards to create a 500-point frame.
Monthly Hotness RSI (Auto-Calibrated)Indicator of the previous months volatility/vol compared to averages over the last 3-5 years. helps show trend and if the market is 'hot'. indicator is good for showing favourable market conditions.
BRT Support MA [STRATEGY] v2BRT Support MA Strategy v2 - Dynamic Support Line Strategy
📊 Strategy Description
BRT Support MA Strategy v2 is an automated trading strategy based on the analysis of dynamic support and resistance levels using volatility calculations on higher timeframes. The strategy is designed to identify key trend reversal moments and enter positions with optimal risk-to-reward ratios.
🎯 Key Features
Unique strategy characteristics:
1. Multi-Timeframe Volatility Analysis - indicators are calculated on a user-selected timeframe, which allows filtering market noise and obtaining more reliable signals
2. Adaptive Hedging System - a unique algorithm for dynamic position volume calculation during reversals, which accounts for current drawdown and automatically adjusts order size for optimal risk management
3. Visual Trend Indication - dynamic color change of the main line (green = uptrend, red = downtrend) for quick assessment of current market conditions
4. Automatic Signal Markers - the strategy marks trend change moments on the chart with arrows for convenient analysis
5. Limit Orders - entries into positions occur via limit orders at key levels, ensuring better price execution
⚙️ Strategy Settings
Support MA Length - calculation period for the main support/resistance line
Support MA Timeframe - timeframe for indicator calculations (can be set higher than current for noise filtering)
TP (%) - take profit percentage from entry point
SL (%) - stop loss percentage from entry point
Hedge Multiplier - volume multiplier for hedging positions during reversals
📈 Operating Logic
The strategy analyzes the relationship between two dynamic levels calculated based on market volatility. When price breaks through the main support level in the direction of the trend:
Long positions are opened when the main indicator is in an uptrend and price breaks above it
Short positions are opened when the main indicator is in a downtrend and price breaks below it
When there is an open position and an opposite signal forms, the strategy automatically calculates the optimal volume for a hedging position based on the percentage price movement and the set take profit.
🎨 Visual Elements
Blue/Green/Red line - main dynamic support/resistance level (color changes depending on current trend)
Green arrows down ▼ - uptrend reversal signals
Red arrows up ▲ - downtrend reversal signals
TP and SL - displayed in data window for current open position
💡 Usage Recommendations
Test the strategy on historical data of different instruments before use
Optimize parameters for the specific trading instrument and timeframe
Configure TP/SL parameters according to your trading system and risk tolerance
Hedge Multiplier controls hedging system aggressiveness - start with conservative values
⚠️ DISCLAIMER
IMPORTANT! PLEASE READ BEFORE USE:
This script is provided for educational and research purposes only . It is intended for testing on historical data and studying algorithmic trading approaches.
The author is NOT responsible for:
Any financial losses incurred as a result of using this strategy
Trading results in real-time or on demo accounts
Losses arising from incorrect parameter configuration
Technical failures, slippage, and other market conditions
Trading involves a high level of risk and is not suitable for all investors. You can lose all of your invested capital. Do not invest money you cannot afford to lose.
Before starting real trading:
Conduct thorough testing on historical data
Ensure you fully understand the strategy's operating logic
Consult with a financial advisor
Consider broker commissions and slippage
Start with minimum volumes
Past performance does not guarantee future profitability. Use of the strategy is at your own risk.
© MaxBRFZCO | Version 2.0 | Pine Script v5
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