laoto Simple Moving Averages (SMA)Five Simple Moving Averages (SMA)
Customizable colors and periods (lengths).
المؤشرات والاستراتيجيات
Correlation with BTCIt can be used to observe the correlation between the returns of various assets and Bitcoin.
可用來觀測各資產與比特幣的報酬率相關性
Turtle Trading Strategy (Delayed Filters, Optional ATR Stop)cookie-cutter turtle strat
Long/short
adx/roc filters
FX Master Confluence v41 (Smart TDI Filter)How to read your new Dashboard:
Top Row (The Boss): This is your 8-Hour WaveTrend status.
DARK GREEN: Strong Bull (Bias is Up & Above Zero). Aggressively look for buys.
LIGHT GREEN: Weak Bull (Bias is Up but Below Zero). Be cautious, could be a deep pullback.
DARK RED: Strong Bear (Bias is Down & Below Zero). Aggressively look for sells.
LTF Rows (15m - 6h):
"GOLDEN ZERO": This is the Holy Grail signal you asked for. The LTF WaveTrend just crossed the Zero line in agreement with the 8H Boss.
"REV SETUP": Standard reversal signal (useful, but lower confidence than Golden).
"TREND UP/DOWN": No signal right now, but tells you the flow of that specific timeframe.
AlgoDesk SENSEX Option Buyer v1.4//@version=6
indicator("AlgoDesk SENSEX Option Buyer v1.4", overlay=true) // timeframe removed
//---------------------- Inputs --------------------------
rsiLength = input.int(14,"RSI Length")
macdFast = input.int(12,"MACD Fast")
macdSlow = input.int(26,"MACD Slow")
macdSig = input.int(9,"MACD Signal")
bbLength = input.int(20,"Bollinger Length")
bbMult = input.float(2.0,"BB Multiplier")
//---------------------- Indicator Calculations ----------
rsi = ta.rsi(close, rsiLength)
macd = ta.ema(close, macdFast) - ta.ema(close, macdSlow)
signal = ta.ema(macd, macdSig)
basis = ta.sma(close, bbLength)
dev = bbMult * ta.stdev(close, bbLength)
upperBand = basis + dev
lowerBand = basis - dev
vwap = ta.vwap(close)
//---------------------- Conditions ----------------------
bullish_rsi = rsi > 60
bearish_rsi = rsi < 40
macd_bull = ta.crossover(macd, signal)
macd_bear = ta.crossunder(macd, signal)
above_vwap = close > vwap
below_vwap = close < vwap
bb_up = close > upperBand
bb_dn = close < lowerBand
//---------------------- Signal Logic --------------------
callSignal = bullish_rsi and macd_bull and above_vwap and bb_up
putSignal = bearish_rsi and macd_bear and below_vwap and bb_dn
//---------------------- ATM Strike Detect ---------------
atm = math.round(close/100) * 100
//---------------------- Plot Signals --------------------
plotshape(callSignal,
title="CALL BUY",
style=shape.labelup,
location=location.belowbar,
color=color.new(color.green,0),
size=size.large,
text="CALL")
plotshape(putSignal,
title="PUT BUY",
style=shape.labeldown,
location=location.abovebar,
color=color.new(color.red,0),
size=size.large,
text="PUT")
plotshape(not callSignal and not putSignal,
title="NO TRADE",
style=shape.circle,
location=location.bottom,
color=color.new(color.gray,70),
size=size.tiny,
text="NT")
//---------------------- Display BB + VWAP ----------------
plot(upperBand,"Upper BB",color=color.green)
plot(lowerBand,"Lower BB",color=color.red)
plot(vwap,"VWAP",color=color.yellow)
//---------------------- Webhook JSON --------------------
alertMessageCall = str.format(
'{"sensex":"{0}","rsi":"{1}","signal":"CALL","strike":"{2}"}',
close, rsi, atm)
alertMessagePut = str.format(
'{"sensex":"{0}","rsi":"{1}","signal":"PUT","strike":"{2}"}',
close, rsi, atm)
// Alerts fire on signal confirmation
if callSignal
alert(alertMessageCall, alert.freq_once_per_bar_close)
if putSignal
alert(alertMessagePut, alert.freq_once_per_bar_close)
SB - HULL MANifty Derivatives Scalping @ 1 Minute TF
Call Side - If both the MAs turns bullish
Put Side - If both the MAs turns bearish.
Can be applied on options charts directly. Better to plan 50 points in the money Call or Put option from Spot.
Exit - My opinion, if slow MA turns bearish. You can either exit if anyone of the MA turns bearish also.
Best for nifty derivatives scalping at 1 Minute TF, can work well on other instruments too.
Display Setting - As per your own convenience, Mine snap is below :
THE ELVINATORTHE ELVINATOR is my trend-following momentum indicator built on the 20 EMA, 50 EMA, and 200 EMA, designed for trading **XAUUSD during the New York session (9:30–17:00 NY time), Monday through Friday**.
**How to trade it:**
* **Trend filter:** Only take **longs above the 200 EMA** and **shorts below the 200 EMA**. This keeps trades aligned with Gold’s dominant direction.
* **Long setups:** A **20 EMA cross above the 50 EMA** signals bullish momentum. Best entries come after a pullback into the 20–50 EMA zone followed by strong continuation candles.
* **Short setups:** A **20 EMA cross below the 50 EMA** signals bearish momentum. Look for pullbacks into the EMA zone and rejection before continuation lower.
* **Timing:** Focus on NY open and high-volume moves. Avoid choppy conditions and late-session exhaustion.
* **Risk & exits:** Place stops beyond recent swings or EMA structure. Targets can be prior highs/lows or scaled with trend continuation.
THE ELVINATOR is built for **structure, patience, and disciplined execution**, allowing traders to capitalize on Gold’s volatility without chasing noise.
ChillLax Distance From Moving Average// show the % distance from the moving average, in colorful histogram
// you can choose :
// : the moving average of the close, default to 200 ma
// : sma or ema, default to sma
// : choose calculation from open or high or low or close (to the ma), default is close
// : threshold % above/below ma, default is 70%. when the stock is above/below
// this threshold, histogram is red (default)
// : otherwise, histogram is blue (default)
// Why this? In William O'neil's book, How to make money in stock, 4th edition, page 264,
// in Climax Top:
// 200-day moving average line. Some stocks may be sold when they are
// 70% to 100% or more above their 200-day moving average price line
AlgoDesk SENSEX Option Buyer v1.4//@version=6
indicator("AlgoDesk SENSEX Option Buyer v1.4", overlay=true) // timeframe removed
//---------------------- Inputs --------------------------
rsiLength = input.int(14,"RSI Length")
macdFast = input.int(12,"MACD Fast")
macdSlow = input.int(26,"MACD Slow")
macdSig = input.int(9,"MACD Signal")
bbLength = input.int(20,"Bollinger Length")
bbMult = input.float(2.0,"BB Multiplier")
//---------------------- Indicator Calculations ----------
rsi = ta.rsi(close, rsiLength)
macd = ta.ema(close, macdFast) - ta.ema(close, macdSlow)
signal = ta.ema(macd, macdSig)
basis = ta.sma(close, bbLength)
dev = bbMult * ta.stdev(close, bbLength)
upperBand = basis + dev
lowerBand = basis - dev
vwap = ta.vwap(close)
//---------------------- Conditions ----------------------
bullish_rsi = rsi > 60
bearish_rsi = rsi < 40
macd_bull = ta.crossover(macd, signal)
macd_bear = ta.crossunder(macd, signal)
above_vwap = close > vwap
below_vwap = close < vwap
bb_up = close > upperBand
bb_dn = close < lowerBand
//---------------------- Signal Logic --------------------
callSignal = bullish_rsi and macd_bull and above_vwap and bb_up
putSignal = bearish_rsi and macd_bear and below_vwap and bb_dn
//---------------------- ATM Strike Detect ---------------
atm = math.round(close/100) * 100
//---------------------- Plot Signals --------------------
plotshape(callSignal,
title="CALL BUY",
style=shape.labelup,
location=location.belowbar,
color=color.new(color.green,0),
size=size.large,
text="CALL")
plotshape(putSignal,
title="PUT BUY",
style=shape.labeldown,
location=location.abovebar,
color=color.new(color.red,0),
size=size.large,
text="PUT")
plotshape(not callSignal and not putSignal,
title="NO TRADE",
style=shape.circle,
location=location.bottom,
color=color.new(color.gray,70),
size=size.tiny,
text="NT")
//---------------------- Display BB + VWAP ----------------
plot(upperBand,"Upper BB",color=color.green)
plot(lowerBand,"Lower BB",color=color.red)
plot(vwap,"VWAP",color=color.yellow)
//---------------------- Webhook JSON --------------------
alertMessageCall = str.format(
'{"sensex":"{0}","rsi":"{1}","signal":"CALL","strike":"{2}"}',
close, rsi, atm)
alertMessagePut = str.format(
'{"sensex":"{0}","rsi":"{1}","signal":"PUT","strike":"{2}"}',
close, rsi, atm)
// Alerts fire on signal confirmation
if callSignal
alert(alertMessageCall, alert.freq_once_per_bar_close)
if putSignal
alert(alertMessagePut, alert.freq_once_per_bar_close)
BO Rule: Body & Filter Duplicates** **
**BO Rule: Advanced Breakout & Retest (Body Only + Strict Sequence)**
This indicator is designed for Price Action traders who focus on **Structure Break & Retest** setups. Unlike standard fractal indicators, this script employs a strict "New Price Rule" and "Body-Only" logic to filter out noise and identifying high-probability trend reversals.
**Key Logic & Features:**
1. **Classic Levels (Body Only):**
* Resistance is defined by a Green candle followed by a Red candle.
* Support is defined by a Red candle followed by a Green candle.
* **Crucial:** The script strictly uses Candle **Bodies** (Open/Close) to define levels, ignoring Wicks to avoid fakeouts caused by market volatility.
2. **Strict Sequence (New Price Rule):**
* The "Reset Logic" ensures that once a signal is confirmed, all previous structure levels are considered obsolete.
* The script resets its memory and only looks for *new* structure levels formed *after* the latest confirmed signal.
3. **Breakout & Retest Confirmation:**
* The script waits for a valid breakout of the classic level.
* It then monitors for a **Retest & Rejection**.
* Signal is generated only when price revisits the broken level and closes respecting the new direction.
4. **Trend Filter (No Duplicates):**
* **Option Included:** You can enable "Filter Duplicate Signals" to see only Trend Reversals (e.g., Buy -> Sell -> Buy). This hides consecutive signals in the same direction to keep the chart clean.
5. **MTF Dashboard:**
* Monitor up to 5 different timeframes simultaneously on one chart.
**How to Use:**
* **Green Dashed Line:** Bullish Confirmation (Breakout + Retest).
* **Red Dashed Line:** Bearish Confirmation (Breakdown + Retest).
* **Settings:** You can toggle the "Filter Duplicates" and "New Price Rule" in the settings menu.
-------------------------------------------------------
** **
**BO Rule: 經典水平突破回踩 (實體判斷 + 嚴格序列規則)**
這是一個專為裸K交易者 (Price Action) 設計的突破回踩指標。與傳統指標不同，它採用了嚴格的「新價格規則」與「僅看實體」邏輯，能有效過濾假突破並識別趨勢反轉。
**核心邏輯與功能：**
1. **經典水平 (僅看實體 Body Only)：**
* 阻力位：由「綠K」接「紅K」形成。
* 支撐位：由「紅K」接「綠K」形成。
* **重點：** 系統僅使用 K棒實體 (收盤/開盤) 來定義水平，完全忽略影線 (Wicks)，以避免影線造成的假訊號。
2. **新價格規則 (嚴格序列)：**
* 採用「最新優先」原則。一旦當前訊號確認，之前所有的舊結構水平立即作廢。
* 系統只會尋找在「最新訊號之後」形成的新水平，確保交易邏輯符合當下的市場結構。
3. **突破回踩確認：**
* 偵測到實體突破後，系統會進入監控模式。
* 只有當價格回踩該水平並成功「拒絕」(收盤守住) 時，才會發出訊號。
4. **過濾重複訊號 (只看反轉)：**
* **設定選項：** 您可以勾選「過濾重複方向訊號」。
* 勾選後，若當前是多頭，系統會隱藏後續的多頭訊號，直到出現空頭訊號為止 (呈現：多 -> 空 -> 多)，讓圖表更乾淨。
5. **多週期 (MTF) 監控：**
* 可同時監控 5 個不同時間級別的突破狀態。
**使用說明：**
* **綠色虛線**：多頭確認 (5 多)。
* **紅色虛線**：空頭確認 (5 空)。
CPR ProjectionCPR Projection
1. CPR with different ways to feed data
2. Camarilla 3, 4, 5
3. EMA Table with variable font
4. Previous day High
5. Previous day low
SNIPER Trend Continuation V1TC SNIPER (Trend Continuation)
### When to Use
- Market is **OUT OF BALANCE** (trending, momentum)
- Clear **displacement** away from prior value
- **New York session** (AVOID London open fakeouts!)
- Strong directional moves with follow-through
### The Setup Sequence
```
1. IMPULSE DETECTED
└── Strong directional move (2× ATR+)
└── Multiple momentum bars
└── Price above/below fast EMA
2. LVN ZONE IDENTIFIED
└── 23.6% - 61.8% Fibonacci retracement
└── Low volume pullback area
3. PRICE PULLS BACK TO LVN
└── Retraces into the zone
└── Volume decreases (exhaustion)
4. AGGRESSION CONFIRMATION
└── Entry candle in trend direction
└── Volume spikes (1.3×+ average)
└── Fat body, minimal adverse wick
└── EMA alignment confirms trend
5. ENTRY → TARGET: PREV POC
```
GOLD Dashboard: Realzins + DXY Filter (US10Y/T10YIE)The dashboard isn't a "signal generator," but a macro regime filter. It answers a single, core question:
Which direction do I currently have a structural advantage in gold—long, short, or neither?
I'll explain it to you clearly, practically, and without any theoretical baggage.
50 SMA Slope Change with TrendlineThe 50 MA is a good indicator if medium term price direction whether bull or bear. It shows the 50 MA and the rate of change. A positive slope is green and negative slope is red.
My first script I made and it's nothing special just something I thought would be interesting
SNIPER Mean Reversion V1MR SNIPER (Mean Reversion)
### When to Use
- Market is **IN BALANCE** (ranging, consolidating)
- Price **breaks out but FAILS** to hold
- **London session** or compressed summer conditions
- Failed breakouts returning to value
### The Setup Sequence
```
1. BALANCE DETECTED
└── Price rotating around POC
2. BREAKOUT ATTEMPT
└── Price pushes beyond Value Area
3. FAILURE + RECLAIM ← KEY MOMENT
└── Price comes BACK inside balance
└── DO NOT trade first move back!
4. PULLBACK INTO LVN
└── Wait for pullback after reclaim
5. AGGRESSION CONFIRMATION
└── Entry candle shows buy/sell pressure
└── Volume elevated (1.2×+ average)
└── Fat body (60%+ of range)
6. ENTRY → TARGET: POC
```
### Signal Labels
- **MR↑** = Mean Reversion Long (failed breakdown)
- **MR↓** = Mean Reversion Short (failed breakout)
- **S/A/B** = Signal quality tier
### Risk Management
- **Stop**: Below recent low (long) / Above recent high (short)
- **Target**: POC (center of value)
- **Risk**: 0.25-0.5% per trade
VAM Pro (Multi-Model) [Final]Volatility Adjusted Momentum (VAM) Pro+ is a professional quantitative tool designed to measure trend strength by normalizing momentum against market volatility. Standard momentum indicators often fail during high-volatility periods because they treat every price change the same regardless of market noise. This indicator solves that problem by scaling price changes based on their statistical significance using Z-Score logic. This Pro+ version is specifically optimized for Scalping and Intraday Trading by introducing advanced volatility estimators and mathematical horizon adjustments that superior to classic standard deviation models.
The indicator allows you to choose the most suitable volatility model for your specific asset class. The Parkinson Volatility model is highly recommended for Crypto markets because it uses the High-Low range instead of just close prices, effectively capturing intraday wicks and liquidation spikes that standard deviation often misses. For Equities and Forex, the Garman-Klass model is the most efficient choice as it utilizes the full Open-High-Low-Close data set to account for opening gaps and professional trading ranges.
The mathematical core of the script features a strict Horizon Adjustment based on the Square Root of Time rule. This aligns the one-bar volatility risk with your chosen momentum lookback period to ensure a mathematically consistent calculation. By default, the script uses Logarithmic Returns to maintain scale invariance, which is critical for assets with high percentage swings like Cryptocurrencies. To trade with VAM Pro, look for the histogram color and its relation to the Zero line. A Green histogram indicates positive volatility-adjusted momentum where bulls are dominant, while a Red histogram shows bearish dominance. Values reaching the +2.0 or -2.0 Sigma levels represent statistically extreme moves that often act as exhaustion points or precede strong mean-reversion opportunities. When the histogram crosses the yellow signal line, it provides an early warning that the current momentum is fading.
Investment involves risk. The Volatility Adjusted Momentum (VAM) Pro+ is an analytical tool and does not constitute financial advice, investment recommendations, or an offer to buy or sell any security. Past performance is not indicative of future results. Market conditions can change rapidly, and technical indicators may produce false signals. Always perform your own due diligence, use proper risk management, and consult with a certified financial advisor before making any trading decisions. The author assumes no responsibility for any financial losses incurred through the use of this script.
DCA + VA (Value Averaging) | UA versionDCA + VA (Value Averaging) | UA version
DCA + VA is a practical portfolio simulator for TradingView that compares two long-term investing approaches on any symbol:
• DCA (Dollar-Cost Averaging) — invest a fixed amount on a fixed schedule.
• VA (Value Averaging) — invest (and optionally sell) to keep the invested part of the portfolio close to a target growth path.
The indicator is plotted in a separate lower pane and is designed for realistic capital efficiency analysis, including the effect of cash sitting idle (“cash drag”).
What you see on the chart
• Two thick yellow lines
— DCA line: portfolio value under classic DCA
— VA line: portfolio value under Value Averaging
• Trade dots
— Small green dots : buys
— Small red dots : sells (VA only, if enabled)
• UA table + right-side labels
— key portfolio metrics for both strategies
Core assumptions
• Trades are executed at bar close ( close )
• Dividends and broker commissions are ignored (for now)
• Optional tax logic is available for VA sells: tax is applied to realized profit using average cost basis
Line mode
• Капітал+Кеш (default): shows total portfolio value = holdings + cash (honest “cash drag”)
• Лише капітал : shows holdings value only (invested part)
DCA logic (classic)
Start from Start date .
On each scheduled period ( Week / Month / Half-year / Year ) the script:
• adds the deposit amount to cash
• buys the asset for that amount (if cash is available)
VA logic (Value Averaging)
VA maintains a target value for the invested holdings (asset value only, cash not included ).
On each VA step:
Regular deposit is added to VA cash
Target is updated by period growth g (derived from annual CAGR and selected frequency)
If holdings value is below target → buy using cash (optionally add extra if enabled)
If holdings value is above target and selling is enabled → sell down to target (cash increases; optional profit tax applies)
Target update formula:
Target = Target × (1 + g) + Regular deposit
Optional controls
• Sell excess ( vaSellExcess ): allow sells when above target
• Add extra on drawdowns ( vaAddExtra ): allow additional contributions when cash isn’t enough
• Max extra per period ( vaMaxExtra ): cap extra contributions ( 0 = unlimited )
• Tax on sells ( vaUseTax / vaTaxRate ): apply tax to realized profit (average cost basis)
Table metrics (UA)
For both DCA and VA:
• Накопичено — total contributed cash
• Інвестовано — current invested cost basis
• Кеш — cash balance
• Капітал — portfolio value (based on selected line mode)
• Прибуток % — ROI in percent
• CAGR стратегії — annualized return based on elapsed time
Best use (recommended settings)
• Best timeframe: 1W
Weekly candles make long-term simulations cleaner and more realistic: less noise, fewer “micro” fluctuations, and more stable periodic triggers for DCA/VA steps.
• Recommended workflow:
Set chart timeframe to 1W
Choose deposit frequency (usually Тиждень or Місяць )
Start with Капітал+Кеш to see true cash drag
Compare DCA vs VA using Прибуток % and CAGR (not only absolute $)
• How to interpret results:
— If VA has higher capital but lower ROI %, it usually means you contributed more (extra funding enabled).
— If VA sells rarely, your target path may be aggressive (high CAGR + large deposits), so holdings don’t exceed the target often.
Notes
• If VA shows higher capital but lower profit % , it usually means more total contributions (extra funding enabled).
• Sells can be rare if the target path grows aggressively (high CAGR + large deposits).
Delta Volume EMA Strategy
================================================================================
DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊
================================================================================
💡 COLLABORATION & SUPPORT
---------------------------
If you want to collaborate, have an idea for a strategy, or need help writing
or customizing code, send an email to burdytrader@gmail.com or send me a
message. Suggestions, ideas, and comments are always welcome! 🤝
================================================================================
⚠️ IMPORTANT: INSTRUMENT SELECTION 📈
-------------------------------------
This strategy performs BEST with instruments that have a centralized data flow,
such as Futures contracts. Centralized markets provide more accurate and
reliable volume data, which is essential for Volume Delta analysis to work
effectively.
Why Futures? 🎯
- Centralized exchange = Accurate volume data
- All trades flow through a single exchange
- Volume reflects true buying/selling pressure
- Better correlation between volume and price movements
While the strategy can work with other instruments (stocks, forex, etc.),
volume data quality may vary, which can affect the reliability of Volume Delta
signals. For optimal performance, use Futures contracts or other instruments
with centralized, high-quality volume data.
================================================================================
WHAT DOES THIS STRATEGY DO? 🎯
---------------------------
This strategy uses Volume Delta analysis combined with Exponential Moving
Averages (EMA) to identify high-probability trading opportunities. The Volume
Delta measures the difference between buying and selling pressure, helping to
identify when strong institutional or smart money movements occur. The strategy
automatically enters trades when volume delta reaches extreme levels, indicating
potential trend continuation or reversal points.
HOW IT WORKS? ⚙️
---------------
1. VOLUME DELTA CALCULATION 📈
The strategy calculates the Volume Delta using the following formula:
- Volume Ratio (v) = Current Volume / Previous Volume
- EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio
- EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio
- Volume Delta (vd) = mac - mao
The Volume Delta shows:
- Positive values (green) = Buying pressure (buyers are more active)
- Negative values (red) = Selling pressure (sellers are more active)
2. VOLUME DELTA MOVING AVERAGE 📊
The strategy calculates an EMA of the Volume Delta (vdma) to smooth out
fluctuations and identify the overall trend of buying/selling pressure:
- vdma = EMA(Volume Delta, EMA Length)
- When vdma is above zero = Overall buying pressure
- When vdma is below zero = Overall selling pressure
3. PERCENTILE-BASED ENTRY CONDITIONS 🎲
Instead of using fixed thresholds, the strategy uses percentile analysis to
identify extreme volume delta movements:
For LONG entries:
- Analyzes seller volumes (negative volume delta) over the lookback period
- Calculates the percentile threshold (default: 80th percentile)
- Enters LONG when volume delta becomes positive AND exceeds the threshold
- This indicates a strong shift from selling to buying pressure
For SHORT entries:
- Analyzes buyer volumes (positive volume delta) over the lookback period
- Calculates the percentile threshold (default: 80th percentile)
- Enters SHORT when volume delta becomes negative AND exceeds the threshold
- This indicates a strong shift from buying to selling pressure
4. POSITION SIZING 💰
The strategy offers two position sizing methods:
a) RISK VALUE (Fixed Risk in Dollars):
- Calculates position size based on a fixed dollar risk amount
- Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %)
- Ensures consistent risk per trade regardless of price level
b) LOTS SIZE:
- Uses a fixed lot size for all trades
- Simple and straightforward approach
- Useful when you want consistent position sizes
5. TAKE PROFIT & STOP LOSS SETTINGS 🎯
The strategy offers flexible TP/SL configuration in three modes:
a) PERCENTAGE (%):
- TP/SL calculated as a percentage of entry price
- Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT)
- Adapts automatically to different price levels
b) CURRENCY:
- TP/SL set as a fixed currency amount
- Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT)
- Useful for instruments with consistent price movements
c) PIPS:
- TP/SL set as a fixed number of pips
- Automatically converts pips to price using the instrument's minimum tick
- Ideal for forex and other pip-based instruments
6. AUTOMATIC TRADE EXECUTION ⚡
When entry conditions are met:
- Opens a position (LONG or SHORT) at market price
- Automatically sets Take Profit and Stop Loss based on selected mode
- Sends an alert with all trade information
- Only one position at a time (waits for current position to close)
AVAILABLE PARAMETERS ⚙️
----------------------
1. MA LENGTH (Default: 10)
- Length of the Exponential Moving Average used for close and open prices
- Lower values = More sensitive to recent price action
- Higher values = More smoothed, less sensitive
2. EMA LENGTH (Default: 20)
- Length of the EMA applied to Volume Delta
- Controls the smoothing of the volume delta signal
- Lower values = Faster signals, more trades
- Higher values = Slower signals, fewer but potentially more reliable trades
3. POSITION SIZE MODE
- "Risk Value": Calculate position size based on fixed dollar risk
- "Lots Size": Use fixed lot size for all trades
4. FIXED RISK IN $ (Default: 50)
- Only used when Position Size Mode = "Risk Value"
- The dollar amount you're willing to risk per trade
- Strategy calculates position size automatically
5. LOT SIZE (Default: 0.01)
- Only used when Position Size Mode = "Lots Size"
- Fixed lot size for all trades
6. TAKE PROFIT MODE
- "%": Percentage of entry price
- "Currency": Fixed currency amount
- "Pips": Fixed number of pips
7. STOP LOSS MODE
- "%": Percentage of entry price
- "Currency": Fixed currency amount
- "Pips": Fixed number of pips
8. TAKE PROFIT / STOP LOSS VALUES
- Different input fields appear based on selected mode
- Configure TP and SL independently
9. VOLUME LOOKBACK PERIOD (Default: 20)
- Number of bars used to calculate percentile thresholds
- Lower values = More sensitive, adapts faster to recent conditions
- Higher values = More stable, uses longer-term statistics
10. PERCENTILE THRESHOLD (Default: 80%)
- The percentile level used to identify extreme volume delta movements
- 80% means: only enter when volume delta exceeds 80% of recent values
- Higher values = Fewer but potentially stronger signals
- Lower values = More frequent signals
VISUALIZATION 📊
---------------
The strategy displays on the chart:
1. VOLUME DELTA COLUMNS
- Green columns = Positive volume delta (buying pressure)
- Red columns = Negative volume delta (selling pressure)
- Height represents the magnitude of buying/selling pressure
2. VOLUME DELTA MA AREA
- Two overlapping area plots showing the smoothed volume delta
- Black area (base layer) for overall visualization
- Green area (when positive) = Overall buying pressure trend
- Red area (when negative) = Overall selling pressure trend
- Helps identify the dominant market sentiment
3. ZERO LINE
- Horizontal line at zero
- Helps visualize when buying/selling pressure crosses the neutral point
ALERTS 🔔
--------
When enabled, the strategy sends alerts when a trade is opened. The alert
message includes:
- Direction: "Buy" for LONG positions or "Sell" for SHORT positions
- Entry Price: The price at which the position was opened
- TP (Take Profit): The target profit price
- SL (Stop Loss): The stop loss price
Example alert message:
"Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950"
Alerts can be configured in TradingView to send notifications via email,
SMS, webhooks, or other platforms.
RECOMMENDED SETTINGS 🎯
-----------------------
To get started, you can use these settings:
STRATEGY PARAMETERS:
- MA Length: 10 (default)
- EMA Length: 20 (default)
- Volume Lookback Period: 20 (default)
- Percentile Threshold: 80% (default)
POSITION SIZING:
- Position Size Mode: "Risk Value" (for risk management)
- Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account)
- OR use "Lots Size" with 0.01 lots for small accounts
TAKE PROFIT & STOP LOSS:
- TP Mode: "%" (recommended for most instruments)
- SL Mode: "%" (recommended for most instruments)
- Take Profit (%): 2.0% (adjust based on your risk/reward preference)
- Stop Loss (%): 1.0% (adjust based on your risk tolerance)
For Forex:
- Consider using "Pips" mode for TP/SL
- Typical values: 20-50 pips TP, 10-30 pips SL
For Stocks/Indices:
- Use "%" mode for TP/SL
- Typical values: 2-5% TP, 1-2% SL
PRACTICAL EXAMPLE 📝
-------------------
Scenario: LONG Entry on EUR/USD
1. Market conditions:
- Price: 1.1000
- Volume Delta becomes strongly positive
- Volume Delta exceeds 80th percentile of recent seller volumes
2. Strategy calculates:
- Entry Price: 1.1000 (current close)
- Position Size Mode: "Risk Value"
- Fixed Risk: $50
- Stop Loss Mode: "%"
- Stop Loss: 1.0%
- Position Size = $50 / (1.1000 × 0.01) = 4.55 lots
3. Strategy opens position:
- Direction: LONG (Buy)
- Entry: 1.1000
- Take Profit: 1.1220 (2% above entry)
- Stop Loss: 1.0890 (1% below entry)
- Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890"
4. Outcome scenarios:
- If price rises to 1.1220 → Take Profit hit (profit)
- If price falls to 1.0890 → Stop Loss hit (loss limited to $50)
IMPORTANT NOTE ⚠️
-----------------
This strategy is a technical analysis tool based on volume delta analysis.
Like all trading strategies, it does NOT guarantee profits. Trading involves
significant risks and you can lose money, including your entire investment.
Past performance does not guarantee future results.
Always:
- Use appropriate risk management
- Never risk more than you can afford to lose
- Test the strategy on historical data (backtesting) before using real money
- Start with small position sizes or paper trading
- Understand that no strategy works 100% of the time
- Consider market conditions, news events, and other factors
- Keep a trading journal to learn and improve
The author and contributors are NOT responsible for any losses incurred from
using this strategy. Trading decisions are your own responsibility. Profits
are NOT guaranteed, and losses are possible.
LICENSE 📄
---------
This code is open source and available for modification. You are free to use,
modify, and distribute this strategy. If you republish or share a modified
version, please kindly mention the original author.
================================================================================
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM
Overview
The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge?
The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe.
Core Philosophy
The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track."
Key Features & Analytics
• The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum)
• Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once.
• Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path.
• Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest.
• Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution.
The Strategies Tested
• 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date).
• DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries).
• WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries).
• MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries).
Monte Carlo Simulation & Python Research
While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions.
Access the Python Heatmap Research in my substack article (link for substack in Bio).
How to Use
1. Set the Race Track: Input Start and End dates in the settings.
2. Fuel the Engine: Set your Total Capital ($).
3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return.
Technical Implementation
This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close.
Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone
Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses.
Tags:
robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
CPR ProjectionCPR Projection
1. CPR with different ways to feed data
2. Camarilla 3, 4, 5
3. EMA Table
The cantillon terminal [Lite] - Visual SuiteThe ultimate discretionary toolkit. Visualizes Institutional Value (VP), Trend (AVWAP), and Structure (Fibs). For automated signals, see the Pro Strategy."
Contract Size OverviewNever second-guess your position size again. This indicator displays your pre-configured contract or lot sizes for all your frequently traded instruments, so you always know exactly how much to trade the moment you open a chart.
🎯 Why Use This?
Switching between ES futures, crypto pairs, and forex? Each instrument likely has a different position size based on your risk management. Instead of calculating or remembering sizes every time, configure them once and let the indicator do the work.
✨ Key Features
Configure up to 10 symbols with custom position sizes
Full support for fractional sizes (0.1 BTC, 0.25 ETH, etc.)
Automatic symbol detection — works with continuous contracts (ES1!, NQH2025, etc.)
Two display modes: current symbol only or full watchlist
Optional large on-chart label for instant visibility
Fully customizable colors and positioning
📖 How To Use
Add the indicator to your chart
Open settings and enter your traded symbols (ES, NQ, BTCUSDT, etc.)
Set your default position size for each
Switch between charts — your size appears automatically
⚙️ Display Options
Single Mode : Shows only the current chart's position size — clean and minimal
List Mode : Displays all configured symbols with the current one highlighted
Large Label : Optional prominent display directly on the price chart
💡 Perfect For
Futures traders managing multiple contracts (ES, NQ, CL, GC)
Crypto traders with fractional position sizes
Anyone who trades multiple instruments with different risk allocations
Traders who want to eliminate sizing mistakes when switching markets
⚠️ Note
This is an informational overlay only. It does not execute trades or connect to any broker.
Liquidity Strain Detector [MarkitTick]💡 This indicator provides a specialized method for detecting market anomalies where price movement becomes disconnected from typical volume profiles, signaling potential exhaustion events. By combining statistical analysis of liquidity (price impact) with a directional trend filter, the tool aims to highlight moments of extreme market stress, such as panic selling or euphoric buying, that often precede mean reversions or trend pauses.
● Originality and Utility
Standard volume indicators often look at raw volume levels, which can be misleading during different times of the day or across different assets. This script calculates the efficiency of moving price (Illiquidity) and normalizes it statistically. This allows the trader to see when the market is becoming thin or stressed relative to recent history. It is particularly useful for contrarian traders looking for capitulation points within established trends, offering a unique perspective beyond standard RSI or MACD divergence.
● Methodology
The core mechanism drives a custom Liquidity Engine that performs the following steps:
Price Impact Calculation: It computes the ratio of the True Range to Volume. High values indicate that price is moving significant distances on relatively low volume or that volatility is extreme relative to participation.
Normalization: The raw impact data is smoothed using a logarithmic scale to handle the wide variance in volume data.
Statistical Scoring (Z-Score): The script calculates the Z-Score of this normalized data over a user-defined lookback period. This determines how many standard deviations the current liquidity stress is away from the mean.
Trend Filtering: A standard Exponential Moving Average (EMA) determines the dominant market direction to contextualize the stress signal.
● How to Use
The indicator plots labels on the chart when specific High Stress conditions are met during a trend:
SE (Seller Exhaustion - Green Label): Appears when the market is in a downtrend (price below EMA), the current candle is bearish, and the liquidity stress Z-Score breaches the upper threshold. This suggests panic selling or a liquidity gap down, often marking a temporary bottom or reversal point.
BE (Buyer Exhaustion - Red Label): Appears when the market is in an uptrend (price above EMA), the current candle is bullish, and the liquidity stress Z-Score breaches the upper threshold. This suggests a melt-up or buying climax into thin liquidity, often preceding a pullback.
● Inputs
Trend Filter Length: The period for the EMA used to determine the baseline trend direction.
Statistical Lookback: The number of bars used to calculate the mean and standard deviation for the Z-Score.
Stress Threshold (Sigma): The Z-Score value required to trigger a high-stress signal. Higher values result in fewer, more extreme signals.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
