HEK Dynamic Price Channel StrategyHEK Dynamic Price Channel Strategy
Concept
The HEK Dynamic Price Channel provides a channel structure that expands and contracts according to price momentum and time-based equilibrium.
Unlike fixed-band systems, it evaluates the interaction between price and its balance line through an adaptive channel width that dynamically adjusts to changing market conditions.
How It Works
When the price reacts to the midline, the channel bands automatically reposition themselves.
Touching the upper band indicates a strengthening trend, while touching the lower band signals weakening momentum.
This adaptive mechanism helps filter out false signals during sudden directional changes, enhancing overall signal quality.
Advantages
✅ Maintains trend continuity while avoiding overtrading.
✅ Automatically adapts to changing volatility conditions.
✅ Detects early signals of short- and mid-term trend reversals.
Applications
Directional confirmation in spot and futures markets.
A supporting tool in channel breakout strategies.
Identifying price consolidation and equilibrium zones.
Note
This strategy is intended for educational and research purposes only.
It should not be considered financial advice. Always consult a professional financial advisor before making investment decisions.
© HEK — Adaptive Channel Approach on Dynamic Market Structures
المؤشرات والاستراتيجيات
Basic DCA Strategy by Wongsakon KhaisaengThe Core Principle and Philosophy Behind the Basic DCA Strategy
1. Introduction
The Basic DCA Strategy (Dollar-Cost Averaging) represents one of the most fundamental and enduring investment methodologies in the realm of systematic accumulation. The philosophy underpinning DCA is rooted not in speculation or prediction, but in disciplined participation. It assumes that the consistent act of investing a fixed amount of capital over time—regardless of short-term price volatility—can yield superior long-term outcomes through the natural smoothing effect of cost averaging.
This strategy, expressed through the Pine Script code above, formalizes the DCA concept into a fully systematic trading framework, enabling quantitative backtesting and objective evaluation of long-term accumulation efficiency.
2. Mechanism of Operation
At its technical core, the strategy executes a fixed-value buy order at every predefined interval within a specific accumulation period.
Each DCA event invests a constant “Investment Amount (USD)” irrespective of price fluctuations. When prices decline, this constant investment buys a larger quantity of the asset; when prices rise, it purchases fewer units. Over time, this behavior lowers the average cost basis of the accumulated position, effectively neutralizing short-term timing risks.
Mathematically, this is represented as:
Units Purchased = Investment Amount / Closing Price
Cost Basis = Total Invested USD / Total Units Acquired
Portfolio Value = Total Units Acquired × Current Price
The algorithm tracks cumulative investment, acquired units, and commissions dynamically, continuously recalculating key portfolio metrics such as total profit/loss (PnL), CAGR (Compound Annual Growth Rate), and maximum drawdown (peak-to-trough equity decline).
Furthermore, the script juxtaposes DCA results with a Buy & Hold benchmark, where the entire initial capital is invested at once. This comparison highlights the behavioral resilience and volatility resistance of the DCA method relative to market-timing strategies.
3. The Essence of DCA Philosophy
At its philosophical core, DCA is not a trading system, but a behavioral framework for rational capital deployment under uncertainty. It embodies the principle that time in the market often outweighs timing the market.
The DCA approach rejects the illusion of precision forecasting and embraces probabilistic humility—the recognition that even the most skilled investors cannot consistently predict short-term market fluctuations. Instead, it focuses on controlling what is controllable: the frequency, consistency, and size of investment actions.
This mindset reflects a broader principle of risk dispersion through temporal diversification. Rather than concentrating entry risk into a single price point (as in lump-sum investing), DCA spreads exposure across multiple time intervals, thereby converting volatility into opportunity.
In essence, volatility—often perceived as risk—is reframed as a mechanism for mean reversion advantage. The strategy thrives precisely because markets oscillate; each fluctuation provides a chance to accumulate at varied price levels, improving the weighted-average entry over time.
4. Long-Term Rationality Over Short-Term Emotion
DCA’s endurance stems from its ability to neutralize emotional biases inherent in human decision-making. Investors tend to overreact to market euphoria or panic—buying high out of greed and selling low out of fear. By automating purchases through predefined intervals, the DCA model enforces mechanical discipline, detaching decision-making from sentiment.
This transforms investing from an emotional endeavor into a systematic, algorithmic routine governed by rules rather than reactions. In doing so, DCA serves not only as a financial model but also as a psychological safeguard—aligning investor behavior with long-term compounding logic rather than short-term speculation.
5. Comparative Insight: DCA vs. Buy & Hold
While both DCA and Buy & Hold share a long-term investment horizon, they diverge in their treatment of entry timing. The Buy & Hold model assumes full deployment of capital at the beginning, maximizing exposure to growth but also to volatility. Conversely, DCA smooths the entry curve, trading off short-term returns for long-term stability and improved average entry price.
In environments characterized by volatility and cyclical corrections, DCA tends to outperform in terms of risk-adjusted returns, lower drawdowns, and improved investor adherence—since it reduces the psychological pain of entering at local peaks.
6. Conclusion
The Basic DCA Strategy exemplifies the synthesis of mathematical rigor and behavioral discipline. Its algorithmic construction in Pine Script transforms a classical investment philosophy into a quantifiable, testable, and transparent framework.
By automating fixed-amount purchases across time, the system operationalizes the central axiom of DCA: consistency over conviction. It is not concerned with predicting future prices but with ensuring persistent participation—trusting that the market’s upward bias and the power of compounding will reward patience more than precision.
Ultimately, DCA embodies the timeless principle that successful investing is less about forecasting markets, and more about designing behavior that can endure them.
Mean Reversion Trading V1Overview
This is a simple mean reversion strategy that combines RSI, Keltner Channels, and MACD Histograms to predict reversals. Current parameters were optimized for NASDAQ 15M and performance varies depending on asset. The strategy can be optimized for specific asset and timeframe.
How it works
Long Entry (All must be true):
1. RSI < Lower Threshold
2. Close < Lower KC Band
3. MACD Histogram > 0 and rising
4. No open trades
Short Entry (All must be true):
1. RSI > Upper Threshold
2. Close > Upper KC Band
3. MACD Histogram < 0 and falling
4. No open trades
Long Exit:
1. Stop Loss: Average position size x ( 1 - SL percent)
2. Take Profit: Average position size x ( 1 + TP percent)
3. MACD Histogram crosses below zero
Short Exit:
1. Stop Loss: Average position size x ( 1 + SL percent)
2. Take Profit: Average position size x ( 1 - TP percent)
3. MACD Histogram crosses above zero
Settings and parameters are explained in the tooltips.
Important
Initial capital is set as 100,000 by default and 100 percent equity is used for trades
Algoritmictrader2025 ALGO System profitability works with a minimum profit margin of 75% and the maximum profit margin per share is around 95%. The software costs $150 per month.
4H TIMEZONE LONGTERM. NINJAXON12S CODEthis strategy is meant for longer time zones. I've been working on this for a while and now i successfully got a 1000% on back testing for 5 years.
FUTURA ORB.o3 Stategy (Gap + Dynamic Risk)ORB Strategy
Includes Mini & Micro Futures
Dynamic Risk based position sizing
Adjustable RR Levels
Gap Detection
Default settings are for NQ & MNQ.
Adjust as needed for different futures.
Iriza4 -DAX EMA+HULL+ADX TP40 SL205 MIN SKALP. Additional filters improve accuracy: the strategy blocks trades after too many consecutive bullish or bearish candles (streak filter) and ignores signals when price is too far from the EMA (measured by ATR distance).
Each position uses a fixed risk-to-reward ratio of 1 : 2 with clear stop-loss and take-profit targets, without partial exits or breakevens. The goal is to identify clean pullbacks inside strong trends and filter out late or exhausted entries
Empire OS Trading Fully Automated Prop Firm Ready💎 Prop-Firm-Ready Momentum System v3 — The Gold-Mine Algorithm 💎
Engineered for the same standards that top prop firms demand — minimal drawdown, consistent equity growth, and precision-based execution. This isn’t a basic indicator; it’s a refined momentum engine built for traders who scale capital and manage risk like professionals.
Performance Snapshot
• Profit Factor 2.26 • Win Rate 33 % • Max Drawdown 0.9 % • Total P/L + $447 • W/L Ratio 4.6 : 1
Stress-tested on Gold (XAUUSD) across live-market conditions, it stays composed under volatility and delivers structured, data-driven consistency.
⚡ See it. Test it. Scale it.
Built for prop-firm precision — from $10 K to $300 K and beyond.
XAUUSD 5m — NY Supertrend+RSI Optimizer (1:2 RR) — $240k/orderThis strategy is built for XAUUSD (Gold) on the 5-minute timeframe, focusing exclusively on the New York trading session (08:00–17:00 NY time) — the most volatile and liquid hours of the day.
It combines a Supertrend trend filter with RSI momentum signals to identify high-probability entries, using a 1:2 risk–reward ratio for disciplined trade management.
🧠 Strategy Logic:
Buy Condition: RSI crosses above 55 while Supertrend indicates an uptrend
Sell Condition: RSI crosses below 45 while Supertrend indicates a downtrend
Session Filter: Trades only between 08:00 → 17:00 New York time
Risk/Reward: 1:2 (Take-Profit = 2× Stop-Loss distance from Supertrend line)
Position Size: $240,000 notional per order
Auto-Exit: Closes all trades at NY session end
⚡ Highlights:
Targets NY session volatility
Combines trend + momentum for cleaner entries
Strict 1:2 RR for consistent outcomes
Avoids overnight exposure
⚠️ Disclaimer:
This script is intended for educational and research purposes only.
Past performance is not indicative of future results.
Always forward-test on demo before using live capital.
XAUUSD 5m — CET 13:00→01:00 Supertrend + RSI (1:2 RR) — $240KThis strategy is designed for XAUUSD (Gold) on the 5-minute chart, optimized for trading during the most active hours (13:00–01:00 CET).
It combines a Supertrend direction filter with RSI crossovers for precise entries, and applies a 1:2 risk–reward ratio for consistent risk management.
🧠 Logic Overview:
Buy Signal: RSI crosses above 55 while Supertrend is bullish
Sell Signal: RSI crosses below 45 while Supertrend is bearish
Trading Hours: 13:00 → 01:00 CET (corresponding to 07:00 → 19:00 New York time)
Risk Management: Fixed 1:2 RR (TP = 2× SL distance from Supertrend line)
Session Management: Automatically closes all trades after 01:00 CET
Order Size: $240,000 notional exposure per position
💡 Best used for:
Scalping or intraday trading on XAUUSD during high-volatility hours.
The setup works best when combined with strong price action or volume confirmation.
⚠️ Disclaimer:
This script is for educational and testing purposes only.
Past performance does not guarantee future results.
Always test on demo before using live funds.
Ultra Reversion DCA Strategy with Manual Leverage - V.1Ultra Reversion DCA Strategy with Manual Leverage - V.1
2025-10-27
Nifty Intraday 9:30- 3 Min Candle By Trade Prime Algo.Nifty Intraday 9:30 – 3 Min Candle Strategy by Trade Prime Algo
This strategy is designed to help traders identify intraday long entries, stop-loss, and multi-target levels on the Nifty Spot / Nifty Futures based on the first 3-minute candle breakout after 9:30 AM.
It automates trade detection, entry marking, target plotting, and trailing stop-loss logic, allowing traders to visualize complete trade flow with clarity and precision.
The system offers:
✅ Auto identification of long entries based on candle breakout logic
✅ Configurable stop-loss, trailing SL, and four partial profit targets
✅ Dynamic plotting of entry, TSL, and targets on chart
✅ Custom alert messages for each event (Entry, TP1–TP4, SL, Close)
✅ Adjustable time session and test periods for backtesting
⚙️ How to Use
1️⃣ Set your desired start time (default: 9:15–9:30 AM).
2️⃣ Choose your stop-loss type — percentage or points.
3️⃣ Adjust target levels (TP1–TP4) and trailing SL settings as per your risk appetite.
4️⃣ Use this strategy for educational backtesting and research only — not for live trading signals.
5️⃣ The tool can be combined with price action zones or higher-timeframe analysis for best results.
⚠️ Disclaimer (SEBI & Risk Disclosure)
This strategy is developed strictly for educational and research purposes.
The creator of this script and Trade Prime Algo are not SEBI-registered advisors.
This tool does not guarantee any specific profit or performance.
Trading involves risk; users may incur partial or total capital loss.
All decisions taken using this indicator or strategy are solely at the user’s discretion and risk.
The creator assumes no liability for profit, loss, or any consequences arising from the use of this script.
Always perform your own due diligence and trade responsibly.
Trendline Breakout Strategy Strategy should place entries & exits so that it can be backtested (use strategy.entry and strategy.exit with explicit stop and limit prices). Include an option for fixed percent position sizing and an option for fixed contract size. Draw the trendline on the chart (with option to hide/show) and add labels that show: bias (Bull/Bear), trendline slope, entry price, SL, TP and the reason (e.g., "Trendline Breakout"). Provide user inputs for: EMA length (default 200), lookback for pivot detection, pivot sensitivity (left/right bars), quantity mode (percent / contracts), risk percent or fixed size, enable/disable backtest prints, and enable alerts. Avoid repainting: use confirmed pivot logic (pivot detection must use completed bars) and only take entry after breakout confirmed on close. Document any limitations (for example, trendline using two highest/highest bars inside lookback is approximate). Add clear comments, helpful variable names, and include example alertcondition lines for entry and exit signals.
Pitchfork-Trading Friendsuses the pitchfork to give entry and exit zones, and gives a net overall summary for a beginner trader to enter into.
AIBTC Automated Trading Strategy🧠 AIBTC Automated Trading Strategy
Overview:
The AIBTC Automated Trading Strategy is a fully autonomous system designed for 4-hour timeframes (4H). It dynamically identifies support and resistance levels based on price action, and automatically executes trades when valid breakouts occur above resistance or below support. The system adapts in real time to changing market volatility, ensuring stable performance across different market conditions.
⚙️ Strategy Logic
Dynamic Support & Resistance Detection
The strategy uses an adaptive Pivot Point algorithm that adjusts parameters according to market volatility (ATR) and price deviation (Standard Deviation).
When volatility increases, the algorithm automatically widens its detection range and recalibrates channel width for better accuracy.
All support and resistance levels are detected dynamically — no manual configuration is required.
Trend & Volatility Filtering
The system applies ADX (Average Directional Index) to measure trend strength.
When ADX > 25, only strong levels are considered valid to avoid noise during weak trends.
ATR-based volatility adjustments automatically optimize lookback periods and detection sensitivity.
Breakout Signal Detection
A long position is triggered when price breaks above resistance with a valid breakout margin (default filter: 0.1%).
A short position is triggered when price breaks below support with the same breakout filter applied.
This breakout filter effectively minimizes false breakouts and improves signal quality.
Fully Automated Execution
The system is designed for both backtesting and live simulation.
All buy/sell entries are executed automatically without manual input once conditions are met.
🕒 Recommended Timeframe
4-hour (4H) candles
Suitable for short-to-medium term swing trading, balancing signal precision and trade frequency.
📊 Key Features
✅ Fully Automated — Executes long/short positions on valid breakouts
✅ Adaptive Parameters — Automatically adjusts to changing volatility
✅ Trend-Aware Filtering — Uses ADX to avoid false signals in ranging markets
✅ Multi-Asset Compatibility — Works on BTC, ETH, or any high-liquidity instrument
⚠️ Disclaimer
This strategy is a technical and algorithmic tool, not financial advice.
Always backtest and simulate before using it on live markets.
During periods of extreme volatility, signals may delay or show false breakouts — consider using stop-loss mechanisms accordingly.
FVG Donchian Channel strategy30min FVG + Donchian Channel strategy
buy sell by 30min fvg
and stoploss , take profit by Donchian Channel
Run the strategy on the 1min timeframe!
One For All Strategy by Anson🏆 Exclusive Indicator: One For All Strategy
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📈 Works for stocks, forex, crypto, indices
📈 Easy to use, real-time alerts, no repaint
📈 No grid, no martingale, no hedging
📈 One position at a time
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One For All Strategy by Anson
A multi-indicator TradingView strategy designed to identify long and short trading opportunities by combining trend-following and momentum signals, paired with risk management rules to guide entries and exits.
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Core Logic & Key Indicator:
X Moving Average: A proprietary adaptive moving average that adjusts its responsiveness to price changes based on market volatility. It uses an efficiency ratio to modify its smoothing behavior—adapting to whether the market is trending or ranging. Users can toggle a setting to let this ratio dynamically adjust the indicator’s sensitivity or use a fixed smoothing factor.
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Entry Conditions:
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Long Entry: Triggered when momentum signals strength, price action aligns with a broader upward trend, the X MA indicates short-term upward momentum, and a minimum number of bars have passed since the last trade (to prevent overtrading).
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Short Entry: Triggered when momentum signals weakness, price action aligns with a broader downward trend, the X MA indicates short-term downward momentum, and a minimum number of bars have passed since the last trade.
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Exit Conditions:
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Trailing Stop: Activates after a position has been open for a set number of bars (to avoid premature exits). A trailing stop—based on a percentage of the entry price—locks in profits as the trade moves favorably, adjusting dynamically to protect gains.
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Additional Features:
Visualisation: Overlays the X MA (orange line) and price (semi-transparent blue) on the chart for clear signal tracking.
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See the author's instructions on the right to learn how to get access to the strategy.
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EMA 9/50 News Confirmation Strategy v3 (Trend Aligned 3 bMin) “EMA 9/50 crossover strategy with trend filter and ATR-based targets”)
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL
Summary in one paragraph
FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs
• Timeframes. One minute to daily
• Default demo used in the publication. SPY on 30min
• Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state
• Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes
• Testability. All windows and gains are inputs
• Portable yardstick. Returns use natural log units and range is bar high minus low
• Protected scripts. Not used. Method disclosed plainly here
Method overview in plain language
Base measures
• Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion
Components
• Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized
• Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression
• Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves
• Energy score. Z scores of the above form a single energy that controls the state gain
• One bar projection. Current slope extended by one bar for anticipatory checks
Fusion rule
Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push.
Signal rule
• Long suggestion and order when close is below trend and the one bar projection is above the trend
• Short suggestion and flip when close is above trend and the one bar projection is below the trend
• WAIT is implicit when neither condition holds
• In position states end on the opposite condition
What you will see on the chart
• Colored trendline teal for rising red for falling gray for flat
• Optional projection line one bar ahead
• Optional background can be enabled in code
• Alerts on price cross and on slope flips
Inputs with guidance
Setup
• Price source. Close by default
Logic
• Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips
• Vol window. Typical range 30 to 120. Higher calms curvature
• Energy window. Typical range 20 to 80. Higher slows regime changes
• Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop
UI
• Show 1 bar projection. Colors for up down flat
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• Commission percent 0.03
• Slippage 5
• Default order size method percent of equity value 3%
• Pyramiding 0
• Process orders on close off
• Calc on every tick off
• Recalculate after order is filled off
Realism and responsible publication
• No performance claims
• Intrabar reminder. Shapes can move while a bar forms and settle on close
• Strategy uses standard candles only
Honest limitations and failure modes
• Sudden gaps and thin liquidity can still produce fast flips
• Very quiet regimes reduce contrast. Use larger windows and lower max gain
• Session time uses the exchange time of the chart if you enable any windows later
• Past results never guarantee future outcomes
Open source reuse and credits
• None
VWAP & Band Cross Strategy v6VWAP & Band Cross Strategy v6: Script Summary
This Pine Script implements a highly flexible, multi-layered trading strategy centered around the Volume Weighted Average Price (VWAP) and its associated Standard Deviation Bands.
The strategy is designed to test various entry/exit models based on how the price interacts with the central VWAP line and the upper/lower volatility bands, with extensive risk management and confirmation filters.
1. Core Mechanics (VWAP & Bands)
VWAP Calculation: Calculates the VWAP based on a user-defined source (default is the close price).
Standard Deviation Bands: Creates upper and lower bands by calculating the standard deviation of the price (over 20 periods by default) and multiplying it by a user-defined Multiplier (default is 2.0). These bands dynamically expand and contract with volatility.
Plotting: The script clearly plots the VWAP (purple), the Upper Band (green), and the Lower Band (red), with a colored fill between the bands.
2. Entry Triggers
The core entry logic is based on a single, user-selected cross event between the price and the VWAP/Bands. The user can choose from six predefined entry types:
Entry Type Category
Entry Trigger (Long)
Entry Trigger (Short)
Mean Reversion
Price crosses over the Lower Band.
Price crosses under the Upper Band.
Trend Following
Price crosses over the Upper Band (Breakout).
Price crosses under the Lower Band (Breakout).
VWAP Cross
Price crosses over the VWAP.
Price crosses under the VWAP.
3. Filters and Confirmation
Trades are only executed if they pass a series of optional filters, making the strategy highly customizable:
Technical Confirmation (Optional): Users can enable and configure up to three additional indicators that must align with the trade direction:
RSI: Price must be Oversold (for Long) or Overbought (for Short).
SMMA: Price must be above the SMMA (for Long) or below (for Short).
MACD: MACD line must cross the Signal line and the Histogram must be positive/negative.
Time and Day Filters: Trades are restricted to a defined Entry Start/End Hour/Minute window, and only execute on user-selected Trading Days of the week.
Trade Direction: Can be toggled to execute Long Only, Short Only, or Both.
4. Advanced Risk Management (Daily Limits)
The strategy incorporates robust daily limits that reset at a configured Daily Reset Hour/Minute:
Daily Profit/Loss Limits: If the running total of Realized PnL (closed trades) + Unrealized PnL (open position) exceeds a user-defined Daily Take Profit (in Ticks) or falls below the Daily Stop Loss (in Ticks), the strategy locks out new trades and immediately closes any open position.
Max Daily Trades: Prevents the strategy from entering more than a specified number of trades per day.
5. Exit Logic
The strategy exit is also highly configurable via the Exit Type setting:
Fixed Ticks / ATR / Capped ATR: If one of these is selected, the script calculates a static Stop Loss and Take Profit level upon entry, using either fixed tick values or dynamic values based on the Average True Range (ATR), which are then executed using Pine Script's strategy.exit function.
Cross Exits (VWAP/Bands): If selected, the position is closed when the price crosses the VWAP or a specific band in the opposite direction.
End-of-Day Close: An unconditional exit that closes all open positions at a user-defined Close All Hour/Minute, regardless of profit/loss or limit status, preventing positions from being held overnight.
