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SupterTrend I created this script for basically two reasons 1. there is not simple suptertrend indicator available on tv rather you will find many fancy suptrend indicators with confusing other indicators and absurd background colors i dont know why some of the trader coders are obsessed with is using over the top color and designing phenomena. 2. I want to let people know about the accuracy of suptertrend indicator on multiple time frames i am plaining to create a backtesting tool for almost all Famous indicators so that specially new folks know what should they expect from any particular Indicator Also i added intraday filter to check the results for intrday signals . the sqaure off timings are for Indian markets only but you can edit the hours and minutes in the code for using other than indian markets. No need to do anything if you only want positional trading trading results
استراتيجية Pine Script®
من ‎Gurjant_Singh‎
9
Patient Trendfollower (7)(alpha) Backtesting AlgorithmThis is an alpha version of backtesting algorithm for my Patient Trendfollower (7) strategy. It can help you adapt the indicator to other charts than EURUSD. Please bear in mind that price action, volume profiles and supzistences are a catalyst for successful trading, not an indicator. You can get significantly better results if you use these things in your trading and use Trendfollower only as a secondary tool. Patient Trendfollower Indicator Thanks belongs to @everget and Satik FX, their contributions are highlighted on an indicator page.
استراتيجية Pine Script®
من ‎OrcChieftain‎
3
BO - RSI - M5 BacktestingBO - RSI - M5 Backtesting -Rule of Strategy A. Data 1. Chart M5 IDC 2. Symbol: EURJPY B. Indicator 1. RSI 2. Length: 12 (adjustable) 3. Extreme Top: 75 (adjustable) 4. Extreme Bottom: 25 (adjustable) C. Rule of Signal 1. Put Signal * Rsi create a temporary peak over Extreme Top row61: peak_rsi= rsi >rsi and rsi >rsi and rsi rsi_top 2. Call Signal * Rsi create a temporary bottom under Extreme Bottom row62: bott_rsi= rsi rsi and rsi
استراتيجية Pine Script®
من ‎inno14‎
2
UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included. I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script: UT Bot
استراتيجية Pine Script®
من ‎QuantNomad‎
45
CS Basic Scripts - Stochastic Special (Strategy)This Stochastic Special Strategy features inputs for: - Custom Backtesting Date Range - Long and Short Strategy Discinctions - Utilize SMI, RSI, Martingale, and Body-Filter Strategy - Adjust the SMI Percent Lengths and Limit - Automate with the Autoview Trading Bot Strategy script may be tested by favoriting and adding to any chart. Study script is available for automated trading at www.cryptoscores.org
استراتيجية Pine Script®
من ‎cryptoscores‎
Deviation Back Tester (Great for Credit Spreads)!Error with math fixed in this one. Please use this one. This is great for credit spreads! Lets say you wanted to know if you had sold a 15% OTM Bull Put vertical 2 months out, how often would you win? This Turns green if you would have been correct with your credit spread had it expired on that date, or red if you would've been wrong. Great for Back testing! This could also be used for ATM debit spreads credit spreads etc. Example, how often does SPY deviate outside a 10% range relative to two months, 5% (if your doing straddles perhaps) etc. This Can be used with any stock. PLEASE KEEP IN MIND THAT IT TESTS DEVIATION IN BOTH DIRECTIONS. THEREFORE IT WILL HIGHLIGHT RED ON BOTH THE UPSIDE AND DOWNSIDE. WHEN BACKTESTING BE SURE TO CHECK WHETHER IT IS RED BECAUSE OF DOWNSIDE OR UPSIDE.
مؤشر Pine Script®
من ‎Rashad‎
1
Laguerre RSI by KivancOzbilgic STRATEGYBacktesting. " Laguerre RSI is based on John EHLERS' Laguerre Filter to avoid the noise of RSI . Change alpha coefficient to increase/decrease lag and smoothness. Buy when Laguerre RSI crosses upwards above 20. Sell when Laguerre RSI crosses down below 80. While indicator runs flat above 80 level, it means that an uptrend is strong. While indicator runs flat below 20 level, it means that a downtrend is strong. " Developer: John EHLERS Author: KivancOzbilgic
استراتيجية Pine Script®
من ‎mertriver1‎
8
Manual Backtest Dashboard (100 Trades)Manual Backtest Dashboard (100 Trades) is a lightweight TradingView indicator designed to help traders manually record and evaluate their trading performance directly on the chart. This tool is built specifically for discretionary traders such as SMC, price action, scalping, and intraday traders who want to analyze their win rate and overall performance without relying on the Strategy Tester. The indicator works by allowing users to input their trade results manually through the settings panel. Each trade is recorded using simple values: 1 for a winning trade, -1 for a losing trade, and 0 for an empty or uncounted trade. The dashboard automatically calculates the total number of trades entered, the number of wins and losses, and the win rate percentage in real time. Users do not need to fill all 100 trade slots, as only trades with non-zero values are included in the calculations. This indicator does not place trades or generate buy and sell signals. Instead, it focuses purely on performance evaluation, making it ideal for subjective backtesting, forward testing, and manual trading journals. The dashboard is clean, lightweight, and does not clutter the price chart, ensuring a smooth and distraction-free trading experience. The script is stable, efficient, and does not repaint, making it a reliable tool for traders who want to track and improve their consistency over time.
مؤشر Pine Script®
من ‎arlentraalley‎
Reversal Detection v3.0 - Real-Time Pro (Non-Repainting)📊 Reversal Detection Pro v3.0 - Non-Repainting DESCRIPTION Reversal Detection Pro v3.0 is a professional, non-repainting reversal detection indicator designed for day traders and scalpers. Built with adaptive ATR-based sensitivity and triple EMA trend confirmation, this indicator helps identify high-probability reversal points in real-time without the frustration of signals that disappear or change after the fact. KEY FEATURES 🎯 Non-Repainting Signals Confirmed reversals lock in place and never change Optional preview mode shows potential signals before confirmation Configurable confirmation bars for additional validation 📈 Adaptive ATR-Based Sensitivity Five preset sensitivity levels (Very High to Very Low) Automatically adjusts to market volatility Custom settings available for advanced users 🔄 Triple EMA Trend System 9/14/21 period EMA alignment for trend confirmation Visual trend classification (Bullish/Bearish/Neutral) Coordinated candle coloring system 🎨 Six Candle Display Modes Solid Color Candles - Clear trend identification Trend Candles - Hollow/solid hollow candle style Heikin Ashi - Smoothed price action Bars - Traditional OHLC bars Volume Candles - Volume-weighted transparency None - Use with external candle styles 📊 Supply/Demand Zones Visual purple zone boxes with labels Configurable zone count and extension Helps identify potential support/resistance levels ⚙️ Fully Customizable Display Adjustable info table (position, size, visibility) Configurable label sizes and offsets Control stop line extension lengths Maximum lines display management 🔔 Comprehensive Alert System Bullish/Bearish reversal alerts EMA trend change alerts Strong signal alerts (reversal + trend alignment) Any reversal alert option HOW TO USE GETTING STARTED Add to Chart: Click "Add to favorites" and apply to your chart Select Timeframe: Works on all timeframes (optimized for 1m-15m for scalping, 1H-4H for swing trading) Choose Sensitivity: Start with "Medium" preset and adjust based on your market and timeframe Select Candle Type: Choose your preferred candle display mode SIGNAL INTERPRETATION 🟢 GREEN REVERSAL LABEL Bullish reversal detected at swing low Price has reversed by the ATR-based threshold Green horizontal line shows stop/target reference Consider long entries with proper risk management 🔴 RED REVERSAL LABEL Bearish reversal detected at swing high Price has reversed by the ATR-based threshold Red horizontal line shows stop/target reference Consider short entries with proper risk management 🟣 PURPLE SUPPLY/DEMAND ZONES (Optional) "Demand Zone" = Potential support area "Supply Zone" = Potential resistance area Zones extend for configurable bar count Use for context and confluence TREND IDENTIFICATION Candle Colors Indicate Trend: 🟢 Bright Green: Bullish trend (9 EMA > 14 EMA > 21 EMA) 🔴 Bright Red: Bearish trend (9 EMA < 14 EMA < 21 EMA) 🟣 Purple: Neutral/Transitional (EMAs not aligned) Trend Candles Mode: Hollow green = Bullish trend Solid red = Bearish trend Solid purple = Neutral trend OPTIMAL SETTINGS BY MARKET 📉 Scalping Futures (MNQ, MES, MYM, MGC, MCL, SIL) Timeframe: 1m-5m Sensitivity: High to Very High Confirmation Bars: 0-1 Signal Mode: Confirmed Only 📊 Day Trading Timeframe: 5m-15m Sensitivity: Medium to High Confirmation Bars: 0-2 Signal Mode: Confirmed Only or Confirmed + Preview 📈 Swing Trading Timeframe: 1H-4H Sensitivity: Low to Medium Confirmation Bars: 2-3 Signal Mode: Confirmed Only ADVANCED FEATURES Signal Modes: Confirmed Only: Most reliable, only shows locked-in signals Confirmed + Preview: Shows both confirmed and potential signals Preview Only: Development/testing mode Manual Customization: Select "Custom" sensitivity preset Adjust ATR Multiplier, Percentage Threshold, and Absolute Reversal Fine-tune for specific instruments or market conditions Supply/Demand Zones: Enable "Show Supply/Demand Cloud" Set "Number of Zones" to display Adjust "Zone Box Extension" for visibility BEST PRACTICES ✅ DO: Use in conjunction with your existing trading strategy Combine with other indicators for confirmation Practice proper risk management and position sizing Test settings on your specific markets/timeframes Use the info table to monitor current trend and ATR values ❌ DON'T: Trade signals blindly without confirmation Use signals as your only decision criteria Ignore overall market context and structure Over-leverage based on signal frequency Skip backtesting before live trading DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Trading involves substantial risk of loss. Always practice proper risk management and never risk more than you can afford to lose. TECHNICAL DETAILS Version: 3.0 Author: NPR21 Pine Script Version: v6 Non-Repainting: ✅ Yes (confirmed signals only) Alerts: ✅ Full support Repaint: ❌ No (when using Confirmed Only mode) © 2025 NPR21. All Rights Reserved.
مؤشر Pine Script®
من ‎NPR21‎
Wick Analysis Chart [LTS]Wick Analysis Chart - Advanced Price Rejection Visualization Overview The Wick Analysis Chart is a specialized oscillator that measures and visualizes price rejection strength by analyzing candle wicks relative to their body sizes. Unlike traditional wick analysis that uses raw price differences, this indicator converts wick measurements into percentage ratios, making them comparable across different instruments, timeframes, and market conditions. The indicator emphasizes significant price rejections by incorporating volume-weighted calculations with selectable scaling methods (linear, logarithmic, or square root), while filtering out noise through multiple customizable filters including ATR-based volatility filtering, wick size thresholds, and doji detection. What Makes This Original This indicator combines several unique analytical approaches not commonly found together: Percentage-based wick ratios rather than absolute price measurements, enabling cross-instrument and cross-timeframe comparisons Volume weighting applied BEFORE filtering to ensure high-volume rejections aren't excluded Three distinct volume scaling methods (linear, logarithmic, square root) to accommodate different trading styles and prevent chart compression Multi-layer filtering system combining ATR volatility thresholds, minimum wick size requirements, and doji detection Intelligent plot ordering that ensures smaller wick components remain visible when displaying both upper and lower wicks simultaneously Color-coded rejection direction showing bullish rejections (lower wick dominant) versus bearish rejections (upper wick dominant) How It Works Core Calculation The indicator calculates wick-to-body ratios as percentages: Total Wick % = (Upper Wick + Lower Wick) / Body Size × 100 Upper Wick % = Upper Wick / Body Size × 100 Lower Wick % = Lower Wick / Body Size × 100 A 200% total wick value means the combined wicks are twice the size of the candle body, indicating strong price rejection. Volume Weighting Volume weighting is applied to emphasize rejections that occur on significant volume. The indicator offers three scaling methods: Linear Scaling: Direct volume multiplier (2x volume = 2x display value). Best for dramatic emphasis on volume spikes. Suitable for scalping and intraday trading where volume surges signal important levels. Logarithmic Scaling: Diminishing returns on extreme volume using the formula: multiplier = 1 + log(volume ratio). A 10x volume spike produces only ~3.3x emphasis. Best for preventing chart compression while maintaining volume awareness. Ideal for swing trading and multi-timeframe analysis. Square Root Scaling: Balanced approach using square root of volume ratio. A 4x volume spike produces 2x emphasis. Provides middle ground between linear and logarithmic. Suitable for most day trading applications. Filtering System Three independent filters work together to eliminate noise: ATR Filter: Removes candles whose total range is below a specified percentage of the Average True Range. This filters out low-volatility consolidation periods, focusing analysis on meaningful price movements. Wick Size Filter: Removes candles whose volume-weighted wick percentage is below the threshold. This ensures only significant rejections are displayed, even if the candle met the ATR requirement. Doji Filter: Automatically filters candles where the body is smaller than the specified percentage of total range. Doji candles produce extreme wick ratios that can skew the chart scale. Calculation Flow 1. Calculate base wick-to-body percentages 2. Apply volume weighting using selected scaling method 3. Check ATR filter (if enabled) 4. Check wick size filter using volume-weighted values (if enabled) 5. Check doji filter 6. Display final values if all filters pass How To Use Display Configuration Total Wick Value: Shows combined upper and lower wick size. Color indicates rejection direction - green when lower wick dominates (buyers rejected downside), red when upper wick dominates (sellers rejected upside). Upper Wick Value: Isolated upper wick measurement. Useful for identifying supply zones and resistance rejection. Lower Wick Value: Isolated lower wick measurement. Useful for identifying demand zones and support rejection. When both upper and lower wicks are displayed simultaneously, the indicator automatically plots them in size order so the smaller value remains visible. Volume Weighting Setup Enable volume weighting and select your preferred scaling method based on trading style: Linear: Maximum emphasis on volume, accepts potential chart compression Logarithmic: Minimal chart compression, subtle volume emphasis Square Root: Balanced approach for most applications Adjust Volume Average Length based on your timeframe (shorter for intraday, longer for swing trading). Filter Configuration ATR Filter: Start with 80% to focus on above-average volatility moves. Increase to 100%+ for only the most volatile candles, or decrease to 60-70% to include more data. Wick Size Filter: Start with 50% to show wicks at least half the body size. Increase to 75-100% for only the most significant rejections, or decrease to 25% for more sensitivity. Doji Threshold: Default 5% works well for most markets. Increase for markets with frequent small-bodied candles. Reference Levels 100% Line (Equilibrium): Represents 1:1 wick-to-body ratio. Values above this line indicate wicks larger than the body. Extreme Level: User-defined threshold for alerts. Default 500% means wicks are 5x the body size. Adjust based on your instrument and filter settings with volume weighting enabled. Trading Applications Identifying Key Levels: Large wick percentages with high volume often mark important support/resistance levels where significant orders absorbed price movement. Trend Exhaustion: Increasing wick percentages at trend extremes, especially with declining volume weighting, can signal momentum loss. Breakout Validation: Breakout candles with small wicks (low percentage values) suggest conviction, while large wicks suggest rejection and potential false breakouts. Session Analysis: Compare wick percentages across different trading sessions to identify when the most significant rejections occur. Mean Reversion Setups: Extreme wick percentages above your threshold level, particularly when colored green (bullish rejection) at support or red (bearish rejection) at resistance, can signal high-probability reversal zones. Alerts The indicator includes an alert condition that triggers when the total wick value exceeds the extreme level. Configure the extreme level based on your backtesting to match your instrument's characteristics and filter settings. Settings Summary Display Options Show Total/Upper/Lower Wick Value: Toggle visibility Color selections for bullish/bearish total wicks and upper/lower components Volume Weighting Apply Volume Weighting: Enable/disable volume emphasis Volume Average Length: Period for volume SMA comparison (default: 20) Volume Scaling Method: Linear/Logarithmic/Square Root ATR Filter Apply ATR Filter: Enable/disable volatility-based filtering ATR Length: Period for ATR calculation (default: 14) Filter Percent: Minimum candle range as % of ATR (default: 80%) Wick Size Filter Apply Wick Size Filter: Enable/disable wick size threshold Minimum Wick %: Minimum volume-weighted wick percentage (default: 50%) Advanced Doji Threshold: Body size as % of range for doji detection (default: 5%) Reference Levels Show Reference Levels: Toggle horizontal reference lines Extreme Level: Threshold for extreme wick values and alerts (default: 500%)
مؤشر Pine Script®
من ‎LHAMA-Trading‎
Game Theory Trading StrategyGame Theory Trading Strategy: Explanation and Working Logic This Pine Script (version 5) code implements a trading strategy named "Game Theory Trading Strategy" in TradingView. Unlike the previous indicator, this is a full-fledged strategy with automated entry/exit rules, risk management, and backtesting capabilities. It uses Game Theory principles to analyze market behavior, focusing on herd behavior, institutional flows, liquidity traps, and Nash equilibrium to generate buy (long) and sell (short) signals. Below, I'll explain the strategy's purpose, working logic, key components, and usage tips in detail. 1. General Description Purpose: The strategy identifies high-probability trading opportunities by combining Game Theory concepts (herd behavior, contrarian signals, Nash equilibrium) with technical analysis (RSI, volume, momentum). It aims to exploit market inefficiencies caused by retail herd behavior, institutional flows, and liquidity traps. The strategy is designed for automated trading with defined risk management (stop-loss/take-profit) and position sizing based on market conditions. Key Features: Herd Behavior Detection: Identifies retail panic buying/selling using RSI and volume spikes. Liquidity Traps: Detects stop-loss hunting zones where price breaks recent highs/lows but reverses. Institutional Flow Analysis: Tracks high-volume institutional activity via Accumulation/Distribution and volume spikes. Nash Equilibrium: Uses statistical price bands to assess whether the market is in equilibrium or deviated (overbought/oversold). Risk Management: Configurable stop-loss (SL) and take-profit (TP) percentages, dynamic position sizing based on Game Theory (minimax principle). Visualization: Displays Nash bands, signals, background colors, and two tables (Game Theory status and backtest results). Backtesting: Tracks performance metrics like win rate, profit factor, max drawdown, and Sharpe ratio. Strategy Settings: Initial capital: $10,000. Pyramiding: Up to 3 positions. Position size: 10% of equity (default_qty_value=10). Configurable inputs for RSI, volume, liquidity, institutional flow, Nash equilibrium, and risk management. Warning: This is a strategy, not just an indicator. It executes trades automatically in TradingView's Strategy Tester. Always backtest thoroughly and use proper risk management before live trading. 2. Working Logic (Step by Step) The strategy processes each bar (candle) to generate signals, manage positions, and update performance metrics. Here's how it works: a. Input Parameters The inputs are grouped for clarity: Herd Behavior (🐑): RSI Period (14): For overbought/oversold detection. Volume MA Period (20): To calculate average volume for spike detection. Herd Threshold (2.0): Volume multiplier for detecting herd activity. Liquidity Analysis (💧): Liquidity Lookback (50): Bars to check for recent highs/lows. Liquidity Sensitivity (1.5): Volume multiplier for trap detection. Institutional Flow (🏦): Institutional Volume Multiplier (2.5): For detecting large volume spikes. Institutional MA Period (21): For Accumulation/Distribution smoothing. Nash Equilibrium (⚖️): Nash Period (100): For calculating price mean and standard deviation. Nash Deviation (0.02): Multiplier for equilibrium bands. Risk Management (🛡️): Use Stop-Loss (true): Enables SL at 2% below/above entry price. Use Take-Profit (true): Enables TP at 5% above/below entry price. b. Herd Behavior Detection RSI (14): Checks for extreme conditions: Overbought: RSI > 70 (potential herd buying). Oversold: RSI < 30 (potential herd selling). Volume Spike: Volume > SMA(20) x 2.0 (herd_threshold). Momentum: Price change over 10 bars (close - close ) compared to its SMA(20). Herd Signals: Herd Buying: RSI > 70 + volume spike + positive momentum = Retail buying frenzy (red background). Herd Selling: RSI < 30 + volume spike + negative momentum = Retail selling panic (green background). c. Liquidity Trap Detection Recent Highs/Lows: Calculated over 50 bars (liquidity_lookback). Psychological Levels: Nearest round numbers (e.g., $100, $110) as potential stop-loss zones. Trap Conditions: Up Trap: Price breaks recent high, closes below it, with a volume spike (volume > SMA x 1.5). Down Trap: Price breaks recent low, closes above it, with a volume spike. Visualization: Traps are marked with small red/green crosses above/below bars. d. Institutional Flow Analysis Volume Check: Volume > SMA(20) x 2.5 (inst_volume_mult) = Institutional activity. Accumulation/Distribution (AD): Formula: ((close - low) - (high - close)) / (high - low) * volume, cumulated over time. Smoothed with SMA(21) (inst_ma_length). Accumulation: AD > MA + high volume = Institutions buying. Distribution: AD < MA + high volume = Institutions selling. Smart Money Index: (close - open) / (high - low) * volume, smoothed with SMA(20). Positive = Smart money buying. e. Nash Equilibrium Calculation: Price mean: SMA(100) (nash_period). Standard deviation: stdev(100). Upper Nash: Mean + StdDev x 0.02 (nash_deviation). Lower Nash: Mean - StdDev x 0.02. Conditions: Near Equilibrium: Price between upper and lower Nash bands (stable market). Above Nash: Price > upper band (overbought, sell potential). Below Nash: Price < lower band (oversold, buy potential). Visualization: Orange line (mean), red/green lines (upper/lower bands). f. Game Theory Signals The strategy generates three types of signals, combined into long/short triggers: Contrarian Signals: Buy: Herd selling + (accumulation or down trap) = Go against retail panic. Sell: Herd buying + (distribution or up trap). Momentum Signals: Buy: Below Nash + positive smart money + no herd buying. Sell: Above Nash + negative smart money + no herd selling. Nash Reversion Signals: Buy: Below Nash + rising close (close > close ) + volume > MA. Sell: Above Nash + falling close + volume > MA. Final Signals: Long Signal: Contrarian buy OR momentum buy OR Nash reversion buy. Short Signal: Contrarian sell OR momentum sell OR Nash reversion sell. g. Position Management Position Sizing (Minimax Principle): Default: 1.0 (10% of equity). In Nash equilibrium: Reduced to 0.5 (conservative). During institutional volume: Increased to 1.5 (aggressive). Entries: Long: If long_signal is true and no existing long position (strategy.position_size <= 0). Short: If short_signal is true and no existing short position (strategy.position_size >= 0). Exits: Stop-Loss: If use_sl=true, set at 2% below/above entry price. Take-Profit: If use_tp=true, set at 5% above/below entry price. Pyramiding: Up to 3 concurrent positions allowed. h. Visualization Nash Bands: Orange (mean), red (upper), green (lower). Background Colors: Herd buying: Red (90% transparency). Herd selling: Green. Institutional volume: Blue. Signals: Contrarian buy/sell: Green/red triangles below/above bars. Liquidity traps: Red/green crosses above/below bars. Tables: Game Theory Table (Top-Right): Herd Behavior: Buying frenzy, selling panic, or normal. Institutional Flow: Accumulation, distribution, or neutral. Nash Equilibrium: In equilibrium, above, or below. Liquidity Status: Trap detected or safe. Position Suggestion: Long (green), Short (red), or Wait (gray). Backtest Table (Bottom-Right): Total Trades: Number of closed trades. Win Rate: Percentage of winning trades. Net Profit/Loss: In USD, colored green/red. Profit Factor: Gross profit / gross loss. Max Drawdown: Peak-to-trough equity drop (%). Win/Loss Trades: Number of winning/losing trades. Risk/Reward Ratio: Simplified Sharpe ratio (returns / drawdown). Avg Win/Loss Ratio: Average win per trade / average loss per trade. Last Update: Current time. i. Backtesting Metrics Tracks: Total trades, winning/losing trades. Win rate (%). Net profit ($). Profit factor (gross profit / gross loss). Max drawdown (%). Simplified Sharpe ratio (returns / drawdown). Average win/loss ratio. Updates metrics on each closed trade. Displays a label on the last bar with backtest period, total trades, win rate, and net profit. j. Alerts No explicit alertconditions defined, but you can add them for long_signal and short_signal (e.g., alertcondition(long_signal, "GT Long Entry", "Long Signal Detected!")). Use TradingView's alert system with Strategy Tester outputs. 3. Usage Tips Timeframe: Best for H1-D1 timeframes. Shorter frames (M1-M15) may produce noisy signals. Settings: Risk Management: Adjust sl_percent (e.g., 1% for volatile markets) and tp_percent (e.g., 3% for scalping). Herd Threshold: Increase to 2.5 for stricter herd detection in choppy markets. Liquidity Lookback: Reduce to 20 for faster markets (e.g., crypto). Nash Period: Increase to 200 for longer-term analysis. Backtesting: Use TradingView's Strategy Tester to evaluate performance. Check win rate (>50%), profit factor (>1.5), and max drawdown (<20%) for viability. Test on different assets/timeframes to ensure robustness. Live Trading: Start with a demo account. Combine with other indicators (e.g., EMAs, support/resistance) for confirmation. Monitor liquidity traps and institutional flow for context. Risk Management: Always use SL/TP to limit losses. Adjust position_size for risk tolerance (e.g., 5% of equity for conservative trading). Avoid over-leveraging (pyramiding=3 can amplify risk). Troubleshooting: If no trades are executed, check signal conditions (e.g., lower herd_threshold or liquidity_sensitivity). Ensure sufficient historical data for Nash and liquidity calculations. If tables overlap, adjust position.top_right/bottom_right coordinates. 4. Key Differences from the Previous Indicator Indicator vs. Strategy: The previous code was an indicator (VP + Game Theory Integrated Strategy) focused on visualization and alerts. This is a strategy with automated entries/exits and backtesting. Volume Profile: Absent in this strategy, making it lighter but less focused on high-volume zones. Wick Analysis: Not included here, unlike the previous indicator's heavy reliance on wick patterns. Backtesting: This strategy includes detailed performance metrics and a backtest table, absent in the indicator. Simpler Signals: Focuses on Game Theory signals (contrarian, momentum, Nash reversion) without the "Power/Ultra Power" hierarchy. Risk Management: Explicit SL/TP and dynamic position sizing, not present in the indicator. 5. Conclusion The "Game Theory Trading Strategy" is a sophisticated system leveraging herd behavior, institutional flows, liquidity traps, and Nash equilibrium to trade market inefficiencies. It’s designed for traders who understand Game Theory principles and want automated execution with robust risk management. However, it requires thorough backtesting and parameter optimization for specific markets (e.g., forex, crypto, stocks). The backtest table and visual aids make it easy to monitor performance, but always combine with other analysis tools and proper capital management. If you need help with backtesting, adding alerts, or optimizing parameters, let me know!
استراتيجية Pine Script®
من ‎EfeErdost‎
Absorption DetectorABSORPTION DETECTOR - The Absorption Detector identifies institutional order flow by detecting "absorption" patterns where smart money quietly accumulates or distributes positions by absorbing retail order flow. This creates high-probability support and resistance zones for trading. This is an approximation only and does not read any footprint data. WHAT IS ABSORPTION? Absorption occurs when institutions take the opposite side of retail trades, creating specific candlestick patterns with high volume and significant wicks. The indicator identifies two main patterns: SELLING ABSORPTION (P-Pattern): Red zones above candles where institutions sell into retail buying pressure, creating resistance levels. Look for high volume candles with large upper wicks that close in the lower half. BUYING ABSORPTION (B-Pattern): Green zones below candles where institutions buy from retail selling pressure, creating support levels. Look for high volume candles with large lower wicks that close in the upper half. KEY FEATURES - Automatic detection of institutional absorption patterns - Dynamic support and resistance zone creation - Customizable styling for all visual elements - Historic zone display for backtesting analysis - Strength-based filtering to show only high-probability setups - Real-time alerts for new absorption patterns - Professional info panel with key statistics - Multi-timeframe compatibility MAIN SETTINGS Volume Threshold (1.2): Minimum volume surge required compared to average. Higher values = fewer but stronger signals. Minimum Volume (2500): Absolute volume floor to prevent signals during low-volume periods. Min Wick Size (0.2): Minimum wick size as ATR multiple. Ensures significant rejection occurred. Minimum Strength (1.5): Combined volume and wick strength filter. Higher values = higher quality signals. Show Historic Zones (OFF): Enable to see all historical zones for backtesting. Disable for better performance. Zone Extension (20): How many bars to project zones forward for anticipating future reactions. TRADING APPROACH ZONE REACTION STRATEGY: Wait for price to approach absorption zones and trade the bounce or rejection. Use the zones as dynamic support and resistance levels. BREAKOUT STRATEGY: Trade decisive breaks of strong absorption zones with proper risk management. Failed zones often lead to strong moves. CONFLUENCE TRADING: Combine absorption zones with other technical analysis for highest probability setups. Look for alignment with trend lines, Fibonacci levels, and key support/resistance. RISK MANAGEMENT: Always use stop losses beyond the absorption zones. Target minimum 1:2 risk-reward ratios. Position size appropriately based on zone strength. OPTIMIZATION GUIDE For Conservative Trading (fewer, higher quality signals): - Volume Threshold: 1.5 - Minimum Strength: 2.0 - Min Wick Size: 0.3 For Aggressive Trading (more signals, requires careful filtering): - Volume Threshold: 1.1 - Minimum Strength: 1.0 - Min Wick Size: 0.15 BEST PRACTICES Markets: Works best on liquid instruments with good volume - major forex pairs, popular stocks, liquid futures, and established cryptocurrencies. Timeframes: Effective on all timeframes from 1-minute scalping to daily swing trading. Adjust settings based on your timeframe and trading style. Confirmation: Never trade absorption signals in isolation. Always combine with trend analysis, market structure, and proper risk management. Session Timing: Be aware of market sessions and avoid trading during low liquidity periods or major news events. Backtesting: Use the historic zones feature to validate performance on your chosen market and timeframe before live trading. CUSTOMIZATION The indicator offers complete visual customization including zone colors, border styles, label appearances, and info panel positioning. All colors can be adapted to match your chart theme and personal preferences. Alert system provides both basic and custom message alerts for real-time notifications of new absorption patterns. PERFORMANCE NOTES Default settings are optimized for most markets and timeframes. For best performance on older charts, keep "Show Historic Zones" disabled unless specifically backtesting. The indicator maintains excellent performance even with extensive historical analysis enabled, handling up to 500 zones and 100 labels for comprehensive backtesting.
مؤشر Pine Script®
من ‎bearbearbull23‎
Zero Lag Trend Signals (MTF) [Quant Trading] V7Overview The Zero Lag Trend Signals (MTF) V7 is a comprehensive trend-following strategy that combines Zero Lag Exponential Moving Average (ZLEMA) with volatility-based bands to identify high-probability trade entries and exits. This strategy is designed to reduce lag inherent in traditional moving averages while incorporating dynamic risk management through ATR-based stops and multiple exit mechanisms. This is a longer term horizon strategy that takes limited trades. It is not a high frequency trading and therefore will also have limited data and not > 100 trades. How It Works Core Signal Generation: The strategy uses a Zero Lag EMA (ZLEMA) calculated by applying an EMA to price data that has been adjusted for lag: Calculate lag period: floor((length - 1) / 2) Apply lag correction: src + (src - src ) Calculate ZLEMA: EMA of lag-corrected price Volatility bands are created using the highest ATR over a lookback period multiplied by a band multiplier. These bands are added to and subtracted from the ZLEMA line to create upper and lower boundaries. Trend Detection: The strategy maintains a trend variable that switches between bullish (1) and bearish (-1): Long Signal: Triggers when price crosses above ZLEMA + volatility band Short Signal: Triggers when price crosses below ZLEMA - volatility band Optional ZLEMA Trend Confirmation: When enabled, this filter requires ZLEMA to show directional momentum before entry: Bullish Confirmation: ZLEMA must increase for 4 consecutive bars Bearish Confirmation: ZLEMA must decrease for 4 consecutive bars This additional filter helps avoid false signals in choppy or ranging markets. Risk Management Features: The strategy includes multiple stop-loss and take-profit mechanisms: Volatility-Based Stops: Default stop-loss is placed at ZLEMA ± volatility band ATR-Based Stops: Dynamic stop-loss calculated as entry price ± (ATR × multiplier) ATR Trailing Stop: Ratcheting stop-loss that follows price but never moves against position Risk-Reward Profit Target: Take-profit level set as a multiple of stop distance Break-Even Stop: Moves stop to entry price after reaching specified R:R ratio Trend-Based Exit: Closes position when price crosses EMA in opposite direction Performance Tracking: The strategy includes optional features for monitoring and analyzing trades: Floating Statistics Table: Displays key metrics including win rate, GOA (Gain on Account), net P&L, and max drawdown Trade Log Labels: Shows entry/exit prices, P&L, bars held, and exit reason for each closed trade CSV Export Fields: Outputs trade data for external analysis Default Strategy Settings Commission & Slippage: Commission: 0.1% per trade Slippage: 3 ticks Initial Capital: $1,000 Position Size: 100% of equity per trade Main Calculation Parameters: Length: 70 (range: 70-7000) - Controls ZLEMA calculation period Band Multiplier: 1.2 - Adjusts width of volatility bands Entry Conditions (All Disabled by Default): Use ZLEMA Trend Confirmation: OFF - Requires ZLEMA directional momentum Re-Enter on Long Trend: OFF - Allows multiple entries during sustained trends Short Trades: Allow Short Trades: OFF - Strategy is long-only by default Performance Settings (All Disabled by Default): Use Profit Target: OFF Profit Target Risk-Reward Ratio: 2.0 (when enabled) Dynamic TP/SL (All Disabled by Default): Use ATR-Based Stop-Loss & Take-Profit: OFF ATR Length: 14 Stop-Loss ATR Multiplier: 1.5 Profit Target ATR Multiplier: 2.5 Use ATR Trailing Stop: OFF Trailing Stop ATR Multiplier: 1.5 Use Break-Even Stop-Loss: OFF Move SL to Break-Even After RR: 1.5 Use Trend-Based Take Profit: OFF EMA Exit Length: 9 Trade Data Display (All Disabled by Default): Show Floating Stats Table: OFF Show Trade Log Labels: OFF Enable CSV Export: OFF Trade Label Vertical Offset: 0.5 Backtesting Date Range: Start Date: January 1, 2018 End Date: December 31, 2069 Important Usage Notes Default Configuration: The strategy operates in its most basic form with default settings - using only ZLEMA crossovers with volatility bands and volatility-based stop-losses. All advanced features must be manually enabled. Stop-Loss Priority: If multiple stop-loss methods are enabled simultaneously, the strategy will use whichever condition is hit first. ATR-based stops override volatility-based stops when enabled. Long-Only by Default: Short trading is disabled by default. Enable "Allow Short Trades" to trade both directions. Performance Monitoring: Enable the floating stats table and trade log labels to visualize strategy performance during backtesting. Exit Mechanisms: The strategy can exit trades through multiple methods: stop-loss hit, take-profit reached, trend reversal, or trailing stop activation. The trade log identifies which exit method was used. Re-Entry Logic: When "Re-Enter on Long Trend" is enabled with ZLEMA trend confirmation, the strategy can take multiple long positions during extended uptrends as long as all entry conditions remain valid. Capital Efficiency: Default setting uses 100% of equity per trade. Adjust "default_qty_value" to manage position sizing based on risk tolerance. Realistic Backtesting: Strategy includes commission (0.1%) and slippage (3 ticks) to provide realistic performance expectations. These values should be adjusted based on your broker and market conditions. Recommended Use Cases Trending Markets: Best suited for markets with clear directional moves where trend-following strategies excel Medium to Long-Term Trading: The default length of 70 makes this strategy more appropriate for swing trading rather than scalping Risk-Conscious Traders: Multiple stop-loss options allow traders to customize risk management to their comfort level Backtesting & Optimization: Comprehensive performance tracking features make this strategy ideal for testing different parameter combinations Limitations & Considerations Like all trend-following strategies, performance may suffer in choppy or ranging markets Default 100% position sizing means full capital exposure per trade - consider reducing for conservative risk management Higher length values (70+) reduce signal frequency but may improve signal quality Multiple simultaneous risk management features may create conflicting exit signals Past performance shown in backtests does not guarantee future results Customization Tips For more aggressive trading: Reduce length parameter (minimum 70) Decrease band multiplier for tighter bands Enable short trades Use lower profit target R:R ratios For more conservative trading: Increase length parameter Enable ZLEMA trend confirmation Use wider ATR stop-loss multipliers Enable break-even stop-loss Reduce position size from 100% default For optimal choppy market performance: Enable ZLEMA trend confirmation Increase band multiplier Use tighter profit targets Avoid re-entry on trend continuation Visual Elements The strategy plots several elements on the chart: ZLEMA line (color-coded by trend direction) Upper and lower volatility bands Long entry markers (green triangles) Short entry markers (red triangles, when enabled) Stop-loss levels (when positions are open) Take-profit levels (when enabled and positions are open) Trailing stop lines (when enabled and positions are open) Optional ZLEMA trend markers (triangles at highs/lows) Optional trade log labels showing complete trade information Exit Reason Codes (for CSV Export) When CSV export is enabled, exit reasons are coded as: 0 = Manual/Other 1 = Trailing Stop-Loss 2 = Profit Target 3 = ATR Stop-Loss 4 = Trend Change Conclusion Zero Lag Trend Signals V7 provides a robust framework for trend-following with extensive customization options. The strategy balances simplicity in its core logic with sophisticated risk management features, making it suitable for both beginner and advanced traders. By reducing moving average lag while incorporating volatility-based signals, it aims to capture trends earlier while managing risk through multiple configurable exit mechanisms. The modular design allows traders to start with basic trend-following and progressively add complexity through ZLEMA confirmation, multiple stop-loss methods, and advanced exit strategies. Comprehensive performance tracking and export capabilities make this strategy an excellent tool for systematic testing and optimization. Note: This strategy is provided for educational and backtesting purposes. All trading involves risk. Past performance does not guarantee future results. Always test thoroughly with paper trading before risking real capital, and adjust position sizing and risk parameters according to your risk tolerance and account size. ================================================================================ TAGS: ================================================================================ trend following, ZLEMA, zero lag, volatility bands, ATR stops, risk management, swing trading, momentum, trend confirmation, backtesting ================================================================================ CATEGORY: ================================================================================ Strategies ================================================================================ CHART SETUP RECOMMENDATIONS: ================================================================================ For optimal visualization when publishing: Use a clean chart with no other indicators overlaid Select a timeframe that shows multiple trade signals (4H or Daily recommended) Choose a trending asset (crypto, forex major pairs, or trending stocks work well) Show at least 6-12 months of data to demonstrate strategy across different market conditions Enable the floating stats table to display key performance metrics Ensure all indicator lines (ZLEMA, bands, stops) are clearly visible Use the default chart type (candlesticks) - avoid Heikin Ashi, Renko, etc. Make sure symbol information and timeframe are clearly visible ================================================================================ COMPLIANCE NOTES: ================================================================================ ✅ Open-source publication with complete code visibility ✅ English-only title and description ✅ Detailed explanation of methodology and calculations ✅ Realistic commission (0.1%) and slippage (3 ticks) included ✅ All default parameters clearly documented ✅ Performance limitations and risks disclosed ✅ No unrealistic claims about performance ✅ No guaranteed results promised ✅ Appropriate for public library (original trend-following implementation with ZLEMA) ✅ Educational disclaimers included ✅ All features explained in detail ================================================================================
استراتيجية Pine Script®
من ‎Quant_Trading_Pro‎
1
Asset Rotation System [InvestorUnknown]Overview This system creates a comprehensive trend "matrix" by analyzing the performance of six assets against both the US Dollar and each other. The objective is to identify and hold the asset that is currently outperforming all others, thereby focusing on maintaining an investment in the most "optimal" asset at any given time. - - - Key Features - - - 1. Trend Classification: The system evaluates the trend for each of the six assets, both individually against USD and in pairs (assetX/assetY), to determine which asset is currently outperforming others. Utilizes five distinct trend indicators: RSI (50 crossover), CCI, SuperTrend, DMI, and Parabolic SAR. Users can customize the trend analysis by selecting all indicators or choosing a single one via the "Trend Classification Method" input setting. 2. Backtesting: Calculates an equity curve for each asset and for the system itself, which assumes holding only the asset deemed optimal at any time. Customizable start date for backtesting; by default, it begins either 5000 bars ago (the maximum in TradingView) or at the inception of the youngest asset included, whichever is shorter. If the youngest asset's history exceeds 5000 bars, the system uses 5000 bars to prevent errors. The equity curve is dynamically colored based on the asset held at each point, with this coloring also reflected on the chart via barcolor(). Performance metrics like returns, standard deviation of returns, Sharpe, Sortino, and Omega ratios, along with maximum drawdown, are computed for each asset and the system's equity curve. 3 Alerts: Supports alerts for when a new, confirmed optimal asset is identified. However, due to TradingView limitations, the specific asset cannot be included in the alert message. - - - Usage - - - 1. Select Assets/Tickers: Choose which assets or tickers you want to include in the rotation system. Ensure that all selected tickers are denominated in USD to maintain consistency in analysis. 2. Configure Trend Classification: Decide on the trend classification method from the available options (RSI, CCI, SuperTrend, DMI, or Parabolic SAR, All) and adjust the settings to your preferences. This customization allows you to tailor the system to different market conditions or your specific trading strategy. 3. Utilize Backtesting for Calibration: Use the backtesting results, including equity curves and performance metrics, to fine-tune your chosen trend indicators. Be cautious not to overemphasize performance maximization, as this can lead to overfitting. The goal is to achieve a robust system that performs well across various market conditions, rather than just optimizing for past data. - - - Parameters - - - Tickers: Asset 1: Select the symbol for the first asset. Asset 2: Select the symbol for the second asset. Asset 3: Select the symbol for the third asset. Asset 4: Select the symbol for the fourth asset. Asset 5: Select the symbol for the fifth asset. Asset 6: Select the symbol for the sixth asset. General Settings: Trend Classification Method: Choose from RSI, CCI, SuperTrend, DMI, PSAR, or "All" to determine how trends are analyzed. Use Custom Starting Date for Backtest: Toggle to use a custom date for beginning the backtest. Custom Starting Date: Set the custom start date for backtesting. Plot Perf. Metrics Table: Option to display performance metrics in a table on the chart. RSI (Relative Strength Index): RSI Source: Choose the price data source for RSI calculation. RSI Length: Set the period for the RSI calculation. CCI (Commodity Channel Index): CCI Source: Select the price data source for CCI calculation. CCI Length: Determine the period for the CCI. SuperTrend: SuperTrend Factor: Adjust the sensitivity of the SuperTrend indicator. SuperTrend Length: Set the period for the SuperTrend calculation. DMI (Directional Movement Index): DMI Length: Define the period for DMI calculations. Parabolic SAR: PSAR Start: Initial acceleration factor for the Parabolic SAR. PSAR Increment: Increment value for the acceleration factor. PSAR Max Value: Maximum value the acceleration factor can reach. Notes/Recommendations: While this system is operational, it's important to recognize that it relies on "basic" indicators, which may not be ideal for generating trading signals on their own. I strongly suggest that users delve into the code to grasp the underlying logic of the system. Consider customizing it by integrating more sophisticated and higher-quality trend-following indicators to enhance its performance and reliability. Disclaimer: This system's backtest results are historical and do not predict future performance. Use for educational purposes only; not investment advice.
مؤشر Pine Script®
من ‎InvestorUnknown‎
28
Intraday Session Levels: Pre-Mkt, 5m, 15m (Replay/Toggle/Labels)Intraday Session Levels: Pre-Mkt, 5m, 15m (Replay/Toggle/Labels) Version v1.0 Live session levels for every trader! This indicator automatically tracks and draws the most actionable intraday levels as they develop—live in real-time and fully compatible with TradingView’s bar replay and backtesting. How it works: Pre-Market High & Low: Levels appear and update live as soon as the pre-market session starts (4:00am ET), then “freeze” at the official open (9:30am ET) and remain visible for the rest of the day. First 5-Minute Candle High/Low: Drawn instantly after the first 5-minute candle (9:30–9:35am ET) completes. First 15-Minute Candle High/Low: Drawn right after the first 15-minute candle (9:30–9:45am ET) completes. Labels on every line Each level is clearly labeled on your chart (“PreMkt High”, “5m Low”, “15m High”, etc). Perfect for backtesting: All levels display exactly as they would have appeared in real time, making this indicator fully bar replay and historical test compatible. Flexible ON/OFF toggles: Instantly show or hide Pre-Mkt, 5m, and 15m levels via the settings panel. Why use it? Identify support/resistance and key reaction zones intraday Fade or break the opening range with confidence Backtest your strategies with accurate historical context Reduce chart clutter with customizable, minimal visuals Whether you’re a scalper, day trader, or backtest enthusiast, this tool keeps your charts focused and your edge sharp. Developed by
مؤشر Pine Script®
من ‎nvijaybhargav77‎