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RSI Divergence Strategy v6 What this does Detects regular and hidden divergences between price and RSI using confirmed RSI pivots. Adds RSI@pivot entry gates, a normalized strength + volume filter, optional volume gate, delayed entries, and transparent risk management with rigid SL and activatable trailing. Visuals are throttled for clarity and include a gap-free horizontal RSI gradient. How it works (simple) 🧮 RSI is calculated on your selected source/period. 📌 RSI pivots are confirmed with left/right lookbacks (lbL/lbR). A pivot becomes final only after lbR bars; before that, it can move (expected). 🔎 The latest confirmed pivot is compared against the previous confirmed pivot within your bar window: • Regular Bullish = price lower low + RSI higher low • Hidden Bullish = price higher low + RSI lower low • Regular Bearish = price higher high + RSI lower high • Hidden Bearish = price lower high + RSI higher high 💪 Each divergence gets a strength score that multiplies price % change, RSI change, and a volume ratio (Volume SMA / Baseline Volume SMA). • Set Min divergence strength to filter tiny/noisy signals. • Turn on the volume gate to require volume ratio ≥ your threshold (e.g., 1.0). 🎯 RSI@pivot gating: • Longs only if RSI at the bullish pivot ≤ 30 (default). • Shorts only if RSI at the bearish pivot ≥ 70 (default). ⏱ Entry timing: • Immediate: on divergence confirm (delay = 0). • Delayed: after N bars if RSI is still valid. • RSI-only mode: ignore divergences; use RSI thresholds only. 🛡 Risk: • Rigid SL is placed from average entry. • Trailing activates only after unrealized gain ≥ threshold; it re-anchors on new highs (long) or new lows (short). What’s NEW here (vs. the reference) — and why you may care • Improved pivots + bar window → fewer early/misaligned signals; cleaner drawings. • RSI@pivot gates → entries aligned with true oversold/overbought at the exact decision bar. • Normalized strength + volume gate → ignore weak or low-volume divergences. • Delayed entries → require the signal to persist N bars if you want more confirmation. • Rigid SL + activatable trailing → trailing engages only after a cushion, so it’s less noisy. • Clutter control + gradient → readable chart with a smooth RSI band look. Suggested starting values (clear ranges) • RSI@pivot thresholds: LONG ≤ 30 (oversold), SHORT ≥ 70 (overbought). • Min divergence strength: 0.0 = off 3–6 = moderate filter 7–12 = strict filter for noisy LTFs • Volume gate (ratio): 1.0 = at least baseline volume 1.2–1.5 = strong-volume only (fewer but cleaner signals) • Pivot lookbacks: lbL 1–2, lbR 3–4 (raise lbR to confirm later and reduce noise) • Bar window (between pivots): Min 5–10, Max 30–60 (increase Min if you see micro-pivots; increase Max for wider structures) • Risk: Rigid SL 2–5% on liquid majors; 5–10% on higher-volatility symbols Trailing activation 1–3%, trailing 0.5–1.5% are common intraday starts Plain-text examples • BTCUSDT 1h → RSI 9, lbL 1, lbR 3, Min strength 5.0, Volume gate 1.0, SL 4.5%, Trail on 2.0%, Trail 1.0%. • SPY 15m → RSI 8, lbL 1, lbR 3, Min strength 7.0, Volume gate 1.2, SL 3.0%, Trail on 1.5%, Trail 0.8%. • EURUSD 4h → RSI 14, lbL 2, lbR 4, Min strength 4.0, Volume gate 1.0, SL 2.5%, Trail on 1.0%, Trail 0.5%. Notes & limitations • Pivot confirmation means the newest candidate pivot can move until lbR confirms it (expected). • Results vary by timeframe/symbol/settings; always forward-test. • Educational tool — no performance or profit claims. Credits • RSI by J. Welles Wilder Jr. (1978). • Reference divergence script by eemani123: • This version by tagstrading 2025 adds: improved pivot engine, RSI@pivot gating, normalized strength + optional volume gate, delayed entries, rigid SL and activatable trailing, and a gap-free RSI gradient.
استراتيجية Pine Script®
من ‎TagsTrading‎
1
Hyper SAR Reactor Trend StrategyHyperSAR Reactor Adaptive PSAR Strategy Summary Adaptive Parabolic SAR strategy for liquid stocks, ETFs, futures, and crypto across intraday to daily timeframes. It acts only when an adaptive trail flips and confirmation gates agree. Originality comes from a logistic boost of the SAR acceleration using drift versus ATR, plus ATR hysteresis, inertia on the trail, and a bear-only gate for shorts. Add to a clean chart and run on bar close for conservative alerts. Scope and intent • Markets: large cap equities and ETFs, index futures, major FX, liquid crypto • Timeframes: one minute to daily • Default demo: BTC on 60 minute • Purpose: faster yet calmer PSAR that resists chop and improves short discipline • Limits: this is a strategy that places simulated orders on standard candles Originality and usefulness • Novel fusion: PSAR AF is boosted by a logistic function of normalized drift, trail is monotone with inertia, entries use ATR buffers and optional cooldown, shorts are allowed only in a bear bias • Addresses false flips in low volatility and weak downtrends • All controls are exposed in Inputs for testability • Yardstick: ATR normalizes drift so settings port across symbols • Open source. No links. No solicitation Method overview Components • Adaptive AF: base step plus boost factor times logistic strength • Trail inertia: one sided blend that keeps the SAR monotone • Flip hysteresis: price must clear SAR by a buffer times ATR • Volatility gate: ATR over its mean must exceed a ratio • Bear bias for shorts: price below EMA of length 91 with negative slope window 54 • Cooldown bars optional after any entry • Visual SAR smoothing is cosmetic and does not drive orders Fusion rule Entry requires the internal flip plus all enabled gates. No weighted scores. Signal rule • Long when trend flips up and close is above SAR plus buffer times ATR and gates pass • Short when trend flips down and close is below SAR minus buffer times ATR and gates pass • Exit uses SAR as stop and optional ATR take profit per side Inputs with guidance Reactor Engine • Start AF 0.02. Lower slows new trends. Higher reacts quicker • Max AF 1. Typical 0.2 to 1. Caps acceleration • Base step 0.04. Typical 0.01 to 0.08. Raises speed in trends • Strength window 18. Typical 10 to 40. Drift estimation window • ATR length 16. Typical 10 to 30. Volatility unit • Strength gain 4.5. Typical 2 to 6. Steepness of logistic • Strength center 0.45. Typical 0.3 to 0.8. Midpoint of logistic • Boost factor 0.03. Typical 0.01 to 0.08. Adds to step when strength rises • AF smoothing 0.50. Typical 0.2 to 0.7. Adds inertia to AF growth • Trail smoothing 0.35. Typical 0.15 to 0.45. Adds inertia to the trail • Allow Long, Allow Short toggles Trade Filters • Flip confirm buffer ATR 0.50. Typical 0.2 to 0.8. Raise to cut flips • Cooldown bars after entry 0. Typical 0 to 8. Blocks re entry for N bars • Vol gate length 30 and Vol gate ratio 1. Raise ratio to trade only in active regimes • Gate shorts by bear regime ON. Bear bias window 54 and Bias MA length 91 tune strictness Risk • TP long ATR 1.0. Set to zero to disable • TP short ATR 0.0. Set to 0.8 to 1.2 for quicker shorts Usage recipes Intraday trend focus Confirm buffer 0.35 to 0.5. Cooldown 2 to 4. Vol gate ratio 1.1. Shorts gated by bear regime. Intraday mean reversion focus Confirm buffer 0.6 to 0.8. Cooldown 4 to 6. Lower boost factor. Leave shorts gated. Swing continuation Strength window 24 to 34. ATR length 20 to 30. Confirm buffer 0.4 to 0.6. Use daily or four hour charts. Properties visible in this publication Initial capital 10000. Base currency USD. Order size Percent of equity 3. Pyramiding 0. Commission 0.05 percent. Slippage 5 ticks. Process orders on close OFF. Bar magnifier OFF. Recalculate after order filled OFF. Calc on every tick OFF. No security calls. Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Shapes can move while a bar forms and settle on close. Strategies execute only on standard candles. Honest limitations and failure modes High impact events and thin books can void assumptions. Gap heavy symbols may prefer longer ATR. Very quiet regimes can reduce contrast and invite false flips. Open source reuse and credits Public domain building blocks used: PSAR concept and ATR. Implementation and fusion are original. No borrowed code from other authors. Strategy notice Orders are simulated on standard candles. No lookahead. Entries and exits Long: flip up plus ATR buffer and all gates true Short: flip down plus ATR buffer and gates true with bear bias when enabled Exit: SAR stop per side, optional ATR take profit, optional cooldown after entry Tie handling: stop first if both stop and target could fill in one bar
استراتيجية Pine Script®
من ‎exlux‎
FluxGate Daily Swing StrategySummary in one paragraph FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close. Scope and intent • Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs • Timeframes. From one minute to daily • Default demo in this publication. SPY on one day timeframe • Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy • Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution Originality and usefulness • Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another. • Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean. • Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common. • Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart. • Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number. Method overview in plain language Base measures • Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window. • Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks. Components • Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating. • Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms. • Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss. • Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior. • Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there. • Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act. • Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule. • Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize. Fusion rule • Normalize the three drivers after removing overlap • Blend with weights that adapt to your aggression input • Multiply by the gates to respect path quality • Smooth just enough to avoid jitter while keeping timing responsive • Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign • The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug Signal rule • A long suggestion appears when the long score crosses above its long threshold while all gates are active • A short suggestion appears when the short score crosses below its short threshold while all gates are active • If any required gate is missing the state is wait • When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips Inputs with guidance Setup Long • Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise • Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing Setup Short • Base length Short. Master window for the short engine. Typical range twenty eight to ninety six • Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols Entries and UI • Entry mode. Both or Long only or Short only Complementary risk engine • Enable risk engine. Turns on bracket exits while keeping your signal logic untouched • ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance • ATR length. Default fourteen • Stop multiple. Default one point five times the anchor ATR • Use take profit. On by default • Take profit in R. Default two R • Breakeven trigger in R. Default one R Usage recipes Intraday trend focus • Entry mode Both • ATR anchor Week • Aggression Long zero point five Aggression Short zero point three • Stop multiple one point five Take profit two R • Expect fewer trades that stick to directional pushes and skip treadmill noise Intraday mean reversion focus • Session windows optional if you add them in your copy • ATR anchor Day • Lower aggression both sides • Breakeven later and trailing later so the first bounce has room • This favors fade entries that still convert into trends when the path stays clean Swing continuation • Signal timeframe four hours or one day • Confirm timeframe one day if you choose to include bias • ATR anchor Week or Month • Larger base windows and a steady two R target • This accepts fewer entries and aims for larger holds Properties visible in this publication • Initial capital 25.000 • Base currency USD • Default order size percent of equity value three - 3% of the total capital • Pyramiding zero • Commission zero point zero three percent - 0.03% of total capital • Slippage five ticks • Process orders on close off • Recalculate after order is filled off • Calc on every tick off • Bar magnifier off • Any request security calls use lookahead off everywhere Realism and responsible publication • No performance promises. Past results never guarantee future outcomes • Fills and slippage vary by venue and feed • Strategies run on standard candles only • Shapes can update while a bar is forming and settle on close • Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable Honest limitations and failure modes • Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads • Gap heavy symbols often behave better with a True Range basis for risk than a simple range • Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep • Session windows follow the exchange time of the chart if you add them • If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative Open source reuse and credits • No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
استراتيجية Pine Script®
من ‎exlux‎
ProbRSI Adaptive SPY and QQQ Swing One Hour Strategy Summary in one paragraph A probabilistic RSI engine for large cap ETFs and index names on intraday and swing timeframes. It converts ATR scaled returns into a 0 to 100 probability line, adapts its smoothing from path efficiency, and gates flips with simple percent levels. It is original because it fuses three pieces that traders rarely combine in one signal line: ATR normalized return probability, curvature compression, and per bar adaptive EMA. Add it to a clean chart, keep the default one hour signal on QQQ, and read the entry and exit markers generated by the strategy. For conservative alerts select on bar close. Scope and intent • Markets. Major ETFs and large cap equities. Index futures. Liquid crypto. Major FX pairs • Timeframes. One minute to daily. Defaults to one hour for swing pace • Default demo used in this publication. SPY/QQQ on one hour • Purpose. Reduce false flips by adapting to path efficiency and by gating long and short separately • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. Logistic probability of ATR scaled returns with arcsine pre transform, optional curvature compression, and per bar adaptive EMA steered by an efficiency ratio • Failure mode addressed. Fast whips in congestion and late entries after spikes • Testability. Each component has a named input and can be tuned directly. Entry names Long and Short are visible in the list of trades • Portable yardstick. ATR scaled return is a common unit across symbols and venues • Protected rationale. The code stays protected to preserve implementation details of the adaptive engine and curvature assist while the method and usage are fully explained here for community review Method overview in plain language You convert raw returns into a probability scale, adapt the smoothing to the straightness of the path, and only allow flips when a simple gate is satisfied. The probability line crosses its own EMA to generate signals. When the cross happens below a short gate or above a long gate, the flip is allowed. Otherwise it is ignored. Base measures • Return basis. Close minus prior close normalized by ATR, then arcsine to damp large steps. ATR window is set by ATR length. Sensitivity is adjusted by an ATR scale input • Probability map. A logistic function maps the normalized return to 0 to 1 which becomes 0 to 100 after scaling Components • Probability core. Logistic probability of ATR scaled returns. Higher values imply upside pressure. Smoothed by an adaptive EMA • Curvature assist optional. A curvature proxy compresses extreme spikes toward neutral. Useful after news bars. Weight controls strength • Efficiency ratio. A path efficiency score from 0 to 1 extends the smoothing length during noisy paths and shortens it during directional paths • Signal line. An EMA of the probability line creates the reference for cross up and cross down • Gates. Two simple percent levels define when long and short flips are allowed Fusion rule • The adaptive EMA length is computed as a linear map between a minimum and a maximum bound based on one minus efficiency • If curvature assist is enabled the probability is adjusted by a small counter spike term • Final probability is compared to its EMA Signal rule • Long. A long entry is suggested when probability crosses above the signal line and the current probability is above the Long gate level • Short. A short entry is suggested when probability crosses below the signal line and the current probability is below the Short gate level • Exit and flip. When an opposite entry condition appears the current position is closed and a new position opens in the opposite direction What you will see on the chart • Strategy markers on suggestion bars. Orders named Long and Short • Exit marker when the opposite signal closes the open side • No table by design. All tuning lives in Inputs for a clean chart Inputs with guidance Market TF • Symbol. Series used for oscillator computation. Use the instrument you trade or a close proxy • Signal timeframe. Timeframe where the oscillator is evaluated. Leave blank to follow the chart Core • Price source. Series used for returns. Typical choice close • Base length. Fallback EMA length used when adaptation is off. Typical range 20 to 200. Larger smooths more • ATR length. Window for ATR that scales returns. Typical range 10 to 30. Larger normalizes more and lowers sensitivity • Logit sharpness. Steepness of the logistic link. Typical range 1 to 8. Raising it reacts more to the same input • ATR scale. Extra divisor on ATR. Typical range 0.5 to 2. Smaller is more sensitive • Signal length. EMA of the probability line. Typical range 5 to 20. Larger gives fewer flips • Long gate. Allow long flips only above this level. Typical range 20 to 40 • Short gate. Allow short flips only below this level. Typical range 20 to 40 Adaptive • Adaptive smoothing. If on, the efficiency ratio controls the per bar EMA length • Min effective length. Lower bound of adaptive EMA. Typical range 5 to 50 • Max effective length. Upper bound of adaptive EMA. Typical range 50 to 300 • Efficiency window. Window for efficiency ratio. Typical range 30 to 100 Shape Assist • Curvature influence. If on, extreme spikes are nudged toward neutral • Curvature weight. Strength of compression. Typical range 0.1 to 0.3 Properties visible in this publication • Initial capital. 25000 • Base currency. USD • request.security lookahead off everywhere • Commission. 0.03 percent • Slippage. 5 ticks • Default order size method percent of equity with value 3 for realistic testing • Pyramiding 0 • Process orders on close ON • Bar magnifier OFF • Recalculate after order is filled OFF • Calc on every tick OFF Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders only Honest limitations and failure modes • Economic releases and thin liquidity can break assumptions behind the curvature assist • Gap heavy symbols may prefer a longer ATR window • Very quiet regimes can reduce signal contrast. Consider higher gates or longer signal length • Session time follows the exchange of the chart and can change symbol to symbol • Symbol sensitivity is expected. Use the gates and length inputs to find stable settings • Past results never guarantee future outcomes Open source reuse and credits • None Mode Public protected. Source is hidden while access is free. Implementation detail remains private. Method and use are fully disclosed here Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
استراتيجية Pine Script®
من ‎exlux‎
3
TalaJooy V1.31 𓅂💎 استراتژی معاملاتی TalaJooy V1.31 𓅂 TalaJooy (طلاجوی) یک چارچوب معاملاتی حرفه‌ای و کامل برای TradingView است که برای حذف حدس و گمان، احساسات و تصمیم‌گیری‌های هیجانی از فرآیند معاملات طراحی شده است. این محصول یک «اندیکاتور سیگنال‌دهی» ساده نیست؛ بلکه یک استراتژی (Strategy) کامل است که چهار وظیفه کلیدی را به صورت خودکار انجام می‌دهد: تحلیل بازار (بر اساس یک موتور امتیازدهی کمی) صدور سیگنال (ورود و خروج شفاف) مدیریت ریسک پویا (محاسبه خودکار حد ضرر) مدیریت حجم پوزیشن (محاسبه خودکار حجم بر اساس ریسک) هدف «طلاجوی» تبدیل معامله‌گری شهودی به یک فرآیند مکانیکی، مبتنی بر داده و مدیریت ریسک است. ⚙️ قابلیت‌های کلیدی (آنچه دریافت می‌کنید) این استراتژی مجهز به مجموعه‌ای از ابزارهای حرفه‌ای است که مستقیماً روی چارت شما اجرا می‌شوند: 🎯 ۱. سیگنال‌های ورود و خروج شفاف فلش‌های واضح خرید (▲) و فروش (▼) که نقاط دقیق ورود بر اساس منطق استراتژی را مشخص می‌کنند. این سیستم تنها زمانی سیگنال صادر می‌کند که فیلترهای روند، همسویی لازم را تایید کنند. 🛡️ ۲. مدیریت ریسک پویای ATR بزرگترین چالش معامله‌گران، تعیین حد ضرر (SL) مناسب است. این استراتژی حد ضرر را به صورت خودکار و پویا بر اساس نوسانات واقعی بازار (با استفاده از ATR) محاسبه می‌کند. نتیجه: در بازارهای پرنوسان، استاپ شما برای جلوگیری از استاپ‌هانت شدن، فاصله ایمن‌تری می‌گیرد و در بازارهای آرام، بهینه‌تر و نزدیک‌تر تنظیم می‌شود. 💰 ۳. محاسبه خودکار حجم پوزیشن دیگر نیازی به «ماشین حساب پوزیشن» ندارید. استراتژی به صورت اتوماتیک، حجم دقیق هر معامله را بر اساس درصد ریسک ثابتی که شما از کل سرمایه‌تان تعیین می‌کنید، محاسبه می‌نماید. این ویژگی، مدیریت سرمایه حرفه‌ای را در تمام معاملات شما تضمین می‌کند. 🎨 ۴. نواحی بصری سود و زیان (TP/SL) هنگامی که یک معامله باز است، این ابزار به صورت زنده، نواحی حد سود (سبز) و حد ضرر (قرمز) را مشابه ابزار پوزیشن خود تریدینگ ویو، مستقیماً روی چارت برای شما رسم می‌کند. 📈 ۵. پنل آمار عملکرد پیشرفته یک جدول آماری جامع که تمام معیارهای کلیدی عملکرد شما را به صورت زنده نمایش می‌دهد: سود و زیان خالص (دلاری و درصدی) ضریب سود (Profit Factor) نرخ موفقیت (Win Rate) تعداد معاملات سودده / زیان‌ده حداکثر افت سرمایه (Max Drawdown) و موارد دیگر... 🚦 ۶. آیکون‌های بازخورد معامله با آیکون‌های هوشمند، فوراً کیفیت معاملات بسته شده خود را ارزیابی کنید: 😎🚀 (سود ویژه و قابل توجه) 💰 (سود عادی) 🙈 (زیان) 📈 چگونه از این ابزار استفاده کنید؟ «طلاجوی» یک 'ماشین چاپ پول' جادویی نیست، بلکه یک ابزار تست و اجرای حرفه‌ای است. ۱. بک‌تست و بهینه‌سازی (Backtesting) مهم‌ترین قدرت این اسکریپت، قابلیت Strategy بودن آن است. شما می‌توانید این استراتژی را روی هر جفت‌ارز و تایم فریمی که معامله می‌کنید (طلا، کریپتو، جفت‌ارزها و...) بک‌تست بگیرید تا آمار عملکرد آن را مشاهده کنید. ۲. تنظیم پارامترها از طریق منوی تنظیمات، پارامترهای کلیدی مانند درصد ریسک، نسبت ریسک به ریوارد (R:R)، و فیلترهای زمانی را مطابق با سبک معاملاتی و دارایی مورد نظر خود بهینه‌سازی کنید. ۳. اجرای سیستماتیک پس از یافتن تنظیمات بهینه در بک‌تست، در معاملات زنده به سیگنال‌ها پایبند بمانید و اجازه دهید منطق مکانیکی، معاملات شما را مدیریت کند. ⚠️ سلب مسئولیت مهم (مطابق با قوانین TradingView) این اسکریپت صرفاً یک ابزار تحلیلی و معاملاتی است و نباید به عنوان سیگنال مالی یا توصیه‌ای برای خرید و فروش تلقی شود. تمام معاملات دارای ریسک هستند و نتایج گذشته تضمین‌کننده عملکرد آینده نمی‌باشد. لطفاً قبل از استفاده از این استراتژی در حساب واقعی، آن را به طور کامل در حالت دمو یا بک‌تست ارزیابی کنید. مسئولیت تمامی سودها و زیان‌ها بر عهده خود معامله‌گر است. 💎 TalaJooy V1.31 𓅂 Trading Strategy TalaJooy (meaning "Gold Seeker") is a complete, professional trading framework for TradingView, designed to remove guesswork, emotion, and impulsive decisions from your trading process. This is not a simple signal indicator; it is a complete Strategy script that automates four key tasks: Market Analysis (Based on a quantitative scoring engine) Signal Generation (Clear entries and exits) Dynamic Risk Management (Automated Stop Loss calculation) Position Sizing (Automated trade sizing based on risk) The goal of "TalaJooy" is to transform intuitive trading into a mechanical, data-driven, and risk-managed process. ⚙️ Key Features (What You Get) This strategy comes equipped with a suite of professional tools that run directly on your chart: 🎯 1. Clear Entry & Exit Signals Receive unambiguous Buy (▲) and Sell (▼) arrows identifying precise entry points based on the strategy's logic. The system only generates signals when its trend-confirmation filters are aligned. 🛡️ 2. Dynamic ATR Risk Management A trader's biggest challenge is setting a proper Stop Loss (SL). This strategy calculates your SL automatically and dynamically based on real-time market volatility (using ATR). The Benefit: In volatile markets, your stop is placed at a safer distance to avoid being "stopped out" by noise. In calm markets, it's set tighter and more efficiently. 💰 3. Automated Position Sizing Stop using external "position size calculators." The strategy automatically calculates the exact trade size for every position based on a fixed risk percentage of your total equity (which you define). This enforces professional money management on every trade. 🎨 4. Visual Profit & Loss (TP/SL) Zones While a trade is active, this tool plots live, visual zones for your Take Profit (green) and Stop Loss (red) targets, similar to TradingView's native "Long/Short Position" tool. 📈 5. Advanced Performance Stats Panel A comprehensive statistics table displays all your key performance metrics in real-time: Net Profit (% and $) Profit Factor Win Rate Win / Loss Trade Count Max Drawdown And more... 🚦 6. Smart Trade Feedback Icons Instantly review the quality of your closed trades with intelligent emoji feedback: 😎🚀 (Exceptional Profit) 💰 (Standard Profit) 🙈 (Loss) 📈 How to Use This Tool "TalaJooy" is not a "magic money machine"; it is a professional-grade tool for testing and execution. 1. Backtesting & Optimization The most powerful feature of this script is its Strategy component. You can backtest it on any asset or timeframe you trade (Gold, Crypto, Forex, etc.) to see its historical performance data. 2. Parameter Tuning Use the settings menu to optimize key parameters—such as Risk Percentage, Risk:Reward Ratio, and core filter settings—to match your personal trading style and preferred assets. 3. Systematic Execution After identifying optimal settings via backtesting, adhere to the signals in your live trading and let the mechanical logic manage your trades. ⚠️ Important Disclaimer (TradingView Compliant) This script is provided for educational and analytical purposes only. It is not financial advice or a recommendation to buy or sell any asset. All trading involves substantial risk. Past performance is not indicative of future results. Please thoroughly evaluate this strategy via backtesting or paper trading before deploying it with real funds. The user assumes full responsibility for all profits and losses incurred.
استراتيجية Pine Script®
من ‎TheMandalor‎
Universal Regime Alpha Thermocline StrategyCurrents settings adapted for BTCUSD Daily timeframe This description is written to comply with TradingView House Rules and Script Publishing Rules. It is self contained, in English first, free of advertising, and explains originality, method, use, defaults, and limitations. No external links are included. Nothing here is investment advice. 0. Publication mode and rationale This script is published as Protected . Anyone can add and test it from the Public Library, yet the source code is not visible. Why Protected The engine combines three independent lenses into one regime score and then uses an adaptive centering layer and a thermo risk unit that share a common AAR measure. The exact mapping and interactions are the result of original research and extensive validation. Keeping the implementation protected preserves that work and avoids low effort clones that would fragment feedback and confuse users. Protection supports a single maintained build for users. It reduces accidental misuse of internal functions outside their intended context which might lead to misleading results. 1. What the strategy does in one paragraph Universal Regime Alpha Thermocline builds a single number between zero and one that answers a practical question for any market and timeframe. How aligned is current price action with a persistent directional regime right now. To answer this the script fuses three views of the tape. Directional entropy of up versus down closes to measure unanimity. Convexity drift that rewards true geometric compounding and penalizes drag that comes from chop where arithmetic pace is high but growth is poor. Tail imbalance that counts decisive bursts in one direction relative to typical bar amplitude. The three channels are blended, optionally confirmed by a higher timeframe, and then adaptively centered to remove local bias. Entries fire when the score clears an entry gate. Exits occur when the score mean reverts below an exit gate or when thermo stops remove risk. Position size can scale with the certainty of the signal. 2. Why it is original and useful It mixes orthogonal evidence instead of leaning on a single family of tools. Many regime filters depend on moving averages or volatility compression. Here we add an information view from entropy, a growth view from geometric drift, and a structural view from tail imbalance. The drift channel separates growth from speed. Arithmetic pace can look strong in whipsaw, yet geometric growth stays weak. The engine measures both and subtracts drag so that only sequences with compounding quality rise. Tail counting is anchored to AAR which is the average absolute return of bars in the window. This makes the threshold self scaling and portable across symbols and timeframes without hand tuned constants. Adaptive centering prevents the score from living above or below neutral for long stretches on assets with strong skew. It recovers neutrality while still allowing persistent regimes to dominate once evidence accumulates. The same AAR unit used in the signal also sets stop distance and trail distance. Signal and risk speak the same language which makes the method portable and easier to reason about. 3. Plain language overview of the math Log returns . The base series is r equal to the natural log of close divided by the previous close. Log return allows clean aggregation and makes growth comparisons natural. Directional entropy . Inside the lookback we compute the proportion p of bars where r is positive. Binary entropy of p is high when the mix of up and down closes is balanced and low when one direction dominates. Intensity is one minus entropy. Directional sign is two times p minus one. The trend channel is zero point five plus one half times sign times intensity. It lives between zero and one and grows stronger as unanimity increases. Convexity drift with drag . Arithmetic mean of r measures pace. Geometric mean of the price ratio over the window measures compounding. Drag is the positive part of arithmetic minus geometric. Drift raw equals geometric minus drag multiplier times drag. We then map drift through an arctangent normalizer scaled by AAR and a nonlinearity parameter so the result is stable and remains between zero and one. Tail imbalance . AAR equals the average of the absolute value of r in the window. We count up tails where r is greater than aar_mult times AAR and down tails where r is less than minus aar_mult times AAR. The imbalance is their difference over their total, mapped to zero to one. This detects directional impulse flow. Fusion and centering . A weighted average of the three channels yields the raw score. If a higher timeframe is requested, the same function is executed on that timeframe with lookahead off and blended with a weight. Finally we subtract a fraction of the rolling mean of the score to recover neutrality. The result is clipped to the zero to one band. 4. Entries, exits, and position sizing Enter long when score is strictly greater than the entry gate. Enter short when score is strictly less than one minus the entry gate unless direction is restricted in inputs. Exit a long when score falls below the exit gate. Exit a short when score rises above one minus the exit gate. Thermo stops are expressed in AAR units. A long uses the maximum of an initial stop sized by the entry price and AAR and a trail stop that references the running high since entry with a separate multiple. Shorts mirror this with the running low. If the trail is disabled the initial stop is active. Cooldown is a simple bar counter that begins when the position returns to flat. It prevents immediate re entry in churn. Dynamic position size is optional. When enabled the order percent of equity scales between a floor and a cap as the score rises above the gate for longs or below the symmetric gate for shorts. 5. Inputs quick guide with recommended ranges Every input has a tooltip in the script. The same guidance appears here for fast reading. Core window . Shared lookback for entropy, drift, and tails. Start near 80 on daily charts. Try 60 to 120 on intraday and 80 to 200 for swing. Entry threshold . Typical range 0.55 to 0.65 for trend following. Faster entries 0.50 to 0.55. Exit threshold . Typical range 0.35 to 0.50. Lower holds longer yet gives back more. Weight directional entropy . Starting value 0.40. Raise on markets with clean persistence. Weight convexity drift . Starting value 0.40. Raise when compounding quality is critical. Weight tail imbalance . Starting value 0.20. Raise on breakout prone markets. Tail threshold vs AAR . Typical range 1.0 to 1.5 to count decisive bursts. Drag penalty . Typical range 0.25 to 0.75. Higher punishes chop more. Nonlinearity scale . Typical range 0.8 to 2.0. Larger compresses extremes. AAR floor in percent . Typical range 0.0005 to 0.002 for liquid instruments. This stabilizes the math during quiet regimes. Adaptive centering . Keep on for most symbols. Center strength 0.40 to 0.70. Confirm timeframe optional . Leave empty to disable. If used, try a multiple between three and five of the chart timeframe with a blend weight near 0.20. Dynamic position size . Enable if you want size to reflect certainty. Floor and cap define the percent of equity band. A practical band for many accounts is 0.5 to 2. Cooldown bars after exit . Start at 3 on daily or slightly higher on shorter charts. Thermo stop multiple . Start between 1.5 and 3.0 on daily. Adjust to your tolerance and symbol behavior. Thermo trailing stop and Trail multiple . Trail on locks gains earlier. A trail multiple near 1.0 to 2.0 is common. You can keep trail off and let the exit gate handle exits. Background heat opacity . Cosmetic. Set to taste. Zero disables it. 6. Properties used on the published chart The example publication uses BTCUSD on the daily timeframe. The following Properties and inputs are used so everyone can reproduce the same results. Initial capital 100000 Base currency USD Order size 2 percent of equity coming from our risk management inputs. Pyramiding 0 Commission 0.05 percent Slippage 10 ticks in the publication for clarity. Users should introduce slippage in their own research. Recalculate after order is filled off. On every tick off. Using bar magnifier on. On bar close on. Risk inputs on the published chart. Dynamic position size on. Size floor percent 2. Size cap percent 2. Cooldown bars after exit 3. Thermo stop multiple 2.5. Thermo trailing stop off. Trail multiple 1. 7. Visual elements and alerts The score is painted as a subtle dot rail near the bottom. A background heat map runs from red to green to convey regime strength at a glance. A compact HUD at the top right shows current score, the three component channels, the active AAR, and the remaining cooldown. Four alerts are included. Long Setup and Short Setup on entry gates. Exit Long by Score and Exit Short by Score on exit gates. You can disable trading and use alerts only if you want the score as a risk switch inside a discretionary plan. 8. How to reproduce the example Open a BTCUSD daily chart with regular candles. Add the strategy and load the defaults that match the values above. Set Properties as listed in section 6.(they are set by default) Confirm that bar magnifier is on and process on bar close is on. Run the Strategy Tester. Confirm that the trade count is reasonable for the sample. If the count is too low, slightly lower the entry threshold or extend history. If the count is excessively high, raise the threshold or add a small cooldown. 9. Practical tuning recipes Trend following focus . Raise the entry threshold toward 0.60. Raise the trend weight to 0.50 and reduce tail weight to 0.15. Keep drift near 0.35 to retain the growth filter. Consider leaving the trail off and let the exit threshold manage positions. Breakout focus . Keep entry near 0.55. Raise tail weight to 0.35. Keep aar_mult near 1.3 so only decisive bursts count. A modest cooldown near 5 can reduce immediate false flips after the first burst bar. Chop defense . Raise drag multiplier to 0.70. Raise exit threshold toward 0.48 to recycle capital earlier. Consider a higher cooldown, for example 8 to 12 on intraday. Higher timeframe blend . On a daily chart try a weekly confirm with a blend near 0.20. On a five minute chart try a fifteen minute confirm. This moderates transitions. Sizing discipline . If you want constant position size, set floor equal to cap. If you want certainty scaling, set a band like 0.5 to 2 and monitor drawdown behavior before widening it. 10. Strengths and limitations Strengths Self scaling unit through AAR makes the tool portable across markets and timeframes. Blends evidence that target different failure modes. Unanimity, growth quality, and impulse flow rarely agree by chance which raises confidence when they align. Adaptive centering reduces structural bias at the score level which helps during regime flips. Limitations In very quiet regimes AAR becomes small even with a floor. If your symbol is thin or gap prone, raise the floor a little to keep stops and drift mapping stable. Adaptive centering can delay early breakout acceptance. If you miss starts, lower center strength or temporarily disable centering while you evaluate. Tail counting uses a fixed multiple of AAR. If a market alternates between very calm and very violent weeks, a single aar_mult may not capture both extremes. Sweep this parameter in research. The engine reacts to realized structure. It does not anticipate scheduled news or liquidity shocks. Use event awareness if you trade around releases. 11. Realism and responsible publication No promises or projections of performance are made. Past results never guarantee future outcomes. Commission is set to 0.05 percent per round which is realistic for many crypto venues. Adjust to your own broker or exchange. Slippage is set at 10 in the publication . Introduce slippage in your own tests or use a percent model. Position size should respect sustainable risk envelopes. Risking more than five to ten percent per trade is rarely viable. The example uses a fixed two percent position size. Security calls use lookahead off. Standard candles only. Non standard chart types like Heikin Ashi or Renko are not supported for strategies that submit orders. 12. Suggested research workflow Begin with the balanced defaults. Confirm that the trade count is sensible for your timeframe and symbol. As a rough guide, aim for at least one hundred trades across a wide sample for statistical comfort. If your timeframe cannot produce that count, complement with multiple symbols or run longer history. Sweep entry and exit thresholds on a small grid and observe stability. Stability across windows matters more than the single best value. Try one higher timeframe blend with a modest weight. Large weights can drown the signal. Vary aar_mult and drag_mult together. This tunes the aggression of breakouts versus defense in chop. Evaluate whether dynamic size improves risk adjusted results for your style. If not, set floor equal to cap for constancy. Walk forward through disjoint segments and inspect results by regime. Bootstrapping or segmented evaluation can reveal sensitivity to specific periods. 13. How to read the HUD and heat map The HUD presents a compact view. Score is the current fused value. Trend is the directional entropy channel. Drift is the compounding quality channel. Tail is the burst flow channel. AAR is the current unit that scales stops and the drift map. CD is the cooldown counter. The background heat is a visual aid only. It can be disabled in inputs. Green zones near the upper band show alignment among the channels. Muted colors near the mid band show uncertainty. 14. Frequently asked questions Can I use this as a pure indicator . Yes. Disable entries by restricting direction to one side you will not trade and use the alerts as a regime switch. Will it work on intraday charts . Yes. The AAR unit scales with bar size. You will likely reduce the core window and increase cooldown slightly. Should I enable the adaptive trail . If you wish to lock gains sooner and accept more exits, enable it. If you prefer to let the exit gate do the heavy lifting, keep it off. Why do I sometimes see a green background without a position . Heat expresses the score. A position also depends on threshold comparisons, direction mode, and cooldown. Why is Order size set to one hundred percent if dynamic size is on . The script passes an explicit quantity percent on each entry. That explicit quantity overrides the property. The property is kept at one hundred percent to avoid confusion when users later disable dynamic sizing. Can I combine this with other tools on my chart . You can, yet for publication the chart is kept clean so users and moderators can see the output clearly. In your private workspace feel free to add other context. 15. Concepts glossary AAR . Average absolute return across the lookback. Serves as a unit for tails, drift scaling, and stops. Directional entropy . A measure of uncertainty of up versus down closes. Low entropy paired with a directional sign signals unanimity. Geometric mean growth . Rate that preserves the effect of compounding over many bars. Drag . The positive difference between arithmetic pace and geometric growth. Larger drag often signals churn that looks active but fails to compound. Thermo stops . Stops expressed in the same AAR unit as the signal. They adapt with volatility and keep risk and signal on a common scale. Adaptive centering . A bias correction that recenters the fused score around neutral so the meter does not drift due to persistent skew. 16. Educational notice and risk statement Markets involve risk. This publication is for education and research. It does not provide financial advice and it is not a recommendation to buy or sell any instrument. Use realistic costs. Validate ideas with out of sample testing and with conservative position sizing. Past performance never guarantees future results. 17. Final notes for readers and moderators The goal of this strategy is clarity and portability. Clarity comes from a single score that reflects three independent features of the tape. Portability comes from self scaling units that respect structure across assets and timeframes. The publication keeps the chart clean, explains the math plainly, lists defaults and Properties used, and includes warnings where care is required. The code is protected so the implementation remains consistent for the community while the description remains complete enough for users to understand its purpose and for moderators to evaluate originality and usefulness. If you explore variants, keep them self contained, explain exactly what they contribute, publish in English first, and treat others with respect in the comments. Load the strategy on BTCUSD daily with the defaults listed above and study how the score transitions across regimes. Then adjust one lever at a time. Observe how the trend channel, the drift channel, and the tail channel interact during starts, pauses, and reversals. Use the alerts as a risk switch inside your own process or let the built in entries and exits run if you prefer an automated study. The intent is not to promise outcomes. The intent is to give you a robust meter for regime strength that travels well across markets and helps you structure decisions with more confidence. Thank you for your time to read all of this
استراتيجية Pine Script®
من ‎exlux‎
MACD Master Strategy Suite🧩 Overview The MACD Master Strategy Suite is not a basic MACD crossover system, but a complete backtesting tool designed for traders who want to explore and optimize MACD-based logic. This suite offers a host of configurable options that transform the standard MACD into a powerful research framework. You can test multiple entry styles, apply trend filters, run contrarian setups, and study seasonality — all from one script. ⚙️ Key Features Multiple MACD entry modes: classic cross, zero-line flip, pullback, momentum burst, divergence, and more. Dual-EMA trend filter with optional Contrarian Mode. Higher-timeframe trend confirmation. Calendar filters for weekday, month, and day-of-month testing. Realistic trade management: stop/target exits, cooldowns, and same-bar recalculation guard. Adjustable position sizing and leverage for accurate SPY-style backtests. 🧠 How It Differs From TradingView’s Built-In MACD Strategy The built-in MACD strategy uses only histogram zero-cross entries with no filters or risk controls. The MACD Master Strategy Suite expands this into a fully modular testing environment, allowing you to analyze how different MACD behaviors perform under diverse market conditions — turning MACD from a simple signal into a measurable system. ⚖️ Disclaimer For research and educational use only. This script does not constitute financial advice or guarantee performance.
استراتيجية Pine Script®
من ‎ChartChow‎
1
DCA with the Money Supply Index DCA with the Money Supply Index (MSI) by zdmre This strategy is based on the Money Supply Index (MSI) by zdmre and enhances it with two functional options for users: a DCA (Dollar-Cost Averaging) approach and a signal-based buy/sell mode. It’s designed to help traders and investors make data-driven, disciplined entry decisions based on monetary supply trends. 🧠 Concept Overview The Money Supply Index (MSI) provides insight into how liquidity (money supply) influences market movements. This strategy builds upon that foundation by allowing users to either: Accumulate positions over time using DCA, based on favorable MSI conditions. Execute a single buy and sell trade, optimized for bull market conditions. ⚙️ Inputs Explained General Parameters Start Bar Index / Stop Bar Index Defines the range of bars (historical data) for backtesting or strategy visualization. Long DCA Activates the DCA mode. If unchecked, the strategy operates in single-entry/single-exit signal mode. Trading Signal Enables signal-based entries and exits when the MSI reaches predefined thresholds. DCA Parameters Entry Value The MSI value that triggers a DCA buy event. When the MSI crosses below this value, the strategy considers it a favorable moment to deploy the saved capital. Saved Amount The amount of money set aside regularly (e.g., monthly) for investment. This simulates the DCA effect by accumulating capital and deploying it when conditions are optimal. Data Inputs Money Supply The data source for the Money Supply Index (default: ECONOMICS:USM2). Relational Symbol The market instrument to compare against the money supply (default: NASDAQ_DLY:NDX). This allows the strategy to measure liquidity impact on a specific market. Chart Display Options You can toggle these metrics on the chart for better visualization: Entry Price (green) – The price level of executed buys. Cash Balance (yellow) – Remaining uninvested capital. Invested Capital (red) – Total amount currently invested. Current Value (blue) – The current valuation of the investment. Profit (purple) – The total realized and unrealized profit. Trades on Chart / Signal Labels / Quantity – Enables trade markers, signal text, and position size visualization. 📈 How the Strategy Works 1️⃣ DCA Mode In DCA mode, the strategy simulates periodic savings and only invests when the MSI indicates favorable liquidity conditions (based on the Entry Value). This approach aims to achieve the best possible average entry price over time — a powerful strategy for long-term investors seeking stable accumulation with reduced emotional bias. 2️⃣ Signal-Based Mode In signal mode (with DCA disabled), the strategy performs one buy and one sell trade based on MSI turning points. It’s most effective during bull markets, where liquidity expansion supports upward momentum. This mode helps identify high-probability entry and exit zones rather than averaging in continuously. 💡 Additional Notes This strategy includes helpful metrics to monitor your personal investment performance — showing invested capital, cash reserves, and profit in real-time. The goal is to combine macroeconomic insight (money supply) with disciplined execution and capital management. ⚠️ Disclaimer This strategy is for educational and research purposes only. It does not constitute financial advice. Always conduct your own analysis before making investment decisions.
استراتيجية Pine Script®
من ‎MightyCologne‎
Trend-Following & Breakout — Index Quant Strategy (NASDAQ)📈 Trend-Following & Breakout — Index Quant Strategy (NASDAQ & S&P 500) Type: Invite-only strategy Markets: NASDAQ 100 (NAS100 / US100 / NQ), S&P 500 (US500 / SPX), and other major equity indices. 🧠 Concept: Continuous trend model combining EWMAC (trend-following) and Donchian (breakout) signals, scaled by forecast strength and portfolio risk. ⚙️ Execution: Rebalances only on decision-bar closes, using hysteresis and a no-trade band to reduce churn. 📊 Default bias: Long-only — aligned with equity index drift. 🧩 How it works • EWMAC Trend: Difference between fast and slow EMAs, normalized by an EWMA of absolute returns. • Donchian Breakout: Distance beyond a 200-bar channel (Strict mode) or relative z-score position within it. • Forecast combination: Weighted sum of trend and breakout points, clamped to ± capPoints. • Hysteresis: Prevents quick sign flips near zero forecast. • Risk scaling: Maps forecast strength to position size using equity × risk budget × ATR-based stop distance. • Rebalance: Executes only if the required quantity change exceeds the Δqty threshold; can optionally block increases on Sundays (for CFDs). ⚙️ Default parameters Deployed on NQ / US100 / NAS100 on Daily Timeframe • Decision timeframe = 360 min (other options from 1 min to 1 week). • Trend (EWMAC): Fast = 64, Slow = 256, Vol Norm = 32, Weight = 0.8. • Breakout (Donchian): Length = 200, Mode = Strict, Weight = 0.2. • Forecast scaling: ptsPerSigma = 1.0, capPoints = 10. • Risk % per rebalance = 4 % of equity. • ATR stop: ATR(14) × 1.0. • No-trade band (Δqty) = 4 units. • Hysteresis = 2 forecast points. • Bias = Long-only (Neutral / Long-bias 50 % optional). • Skip Sunday increases = false (default). 📋 Backtest properties (documented) • Initial capital = 100 000 USD. • Commission = 0.20 % per trade. • Pyramiding = 10. • Calc on every tick = false. • Point value = 1 (for NAS100 CFD). • No financing or slippage modeled. • If using CFDs, account for overnight funding. • On futures (NQ / ES), carry is implicit. 📊 Typical behaviour • Many small scratches, a few large winners. • Performs best during multi-week / multi-month trends. • Underperforms in tight or volatile ranges. • Average hold ≈ 30 – 90 days in historical tests. 💡 Risk and performance guide (illustrative) Sharpe ≈ 1.25 Sortino ≈ 1.10 – 1.30 Max drawdown ≈ –18 % to –25 % Annual volatility ≈ 24 – 28 % CAGR ≈ 50 – 60 % (at 4 % risk) Edge ratio ≈ 5 (MFE / MAE) Historical backtests only — past performance does not guarantee future results. 🌍 Intended markets and timeframes Optimized for NASDAQ 100 and S&P 500; also effective on similar indices (DAX, Dow Jones, FTSE). Best on Daily or higher timeframes. Aligns with long-term index drift — suitable for long-bias systematic trend portfolios. ⚠️ Limitations • Backtests exclude CFD funding costs. • Trend models will have losing streaks in range-bound markets. • Designed for experienced traders seeking systematic exposure. 🔑 Requesting access Send a private TradingView message to with the text: “Request access to Trend-Following & Breakout — Index Quant Strategy.” Access is granted only on explicit request. For further information, see my TradingView Signature. 🆕 Release notes (v1.0) • Initial release (360 min TF): EWMAC 64/256 + Donchian 200 Strict. • Risk 4 %, ATR × 1.0, Long-only bias, hysteresis 2 pts, Δqty ≥ 4. • Developed for NASDAQ 100 and S&P 500 indices. • Implements continuous risk-scaled positioning and no-trade band logic. 🧾 Originality statement This strategy is original work built entirely from TradingView built-ins (EMA, ATR, Highest, Lowest). It does not reuse open-source invite-only code. Any future reuse of open scripts will be done with explicit permission and credit.
استراتيجية Pine Script®
من ‎Algorific‎
AstraAlgo BacktesterOVERVIEW The AstraAlgo Backtester allows traders to simulate and evaluate trading strategies directly on TradingView. By simulating trades across different timeframes and markets, it provides valuable insights into win rates, drawdowns, and overall strategy effectiveness. SIGNAL MODES Signal Modes generate proprietary trade signals based on live price data. Users can choose between Off, Basic, Advanced, or Custom modes to evaluate strategies under different conditions and refine their trading approach. ADJUSTABLE BACKTESTING Parameters for historical simulations can be customized to test different market conditions and trading scenarios. This allows traders to measure strategy performance, including win rate, profit/loss, and risk/reward ratios, helping refine and optimize strategies before live execution. BAR COLORING Bar Coloring highlights bullish and bearish bars on historical charts, allowing traders to visually assess trend direction and trade outcomes during backtesting. This makes it easier to analyze momentum and strategy effectiveness at a glance. ASTRA CLOUD Astra Cloud overlays dynamic support and resistance levels on live price data. These zones adapt automatically to past market movements, helping traders identify areas where trades would have reacted, aiding strategy evaluation and optimization.
استراتيجية Pine Script®
من ‎AstraAlgo‎
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
استراتيجية Pine Script®
من ‎MonkeyPhone‎
Lead Levels TP/SL v1.3 (close-only entries)Lead Levels — close-only signals, clean execution Notice: Designed for BTC 15-minute charts only. What it shows Four reliability tiers: L1, L2, L3, L4. A black “DON’T BET” marker for extreme conditions you should skip. All triangles print only on bar close to avoid repaint. How to read ▲ BUY L1–L4: higher level → stronger confidence. ▼ SELL L1–L4: higher level → stronger confidence. DON’T BET (black): stand aside. No trade. How to trade it When a triangle prints, run a 1:1 target/stop: Long: TP +1%, SL −1%. Short: TP −1%, SL +1%. Focus on normal conditions. Skip when the black marker appears. One entry per signal. Keep sizing consistent. Why traders like it Close-only printing keeps charts honest. Simple 1:1 playbook. No guesswork.
استراتيجية Pine Script®
من ‎xotjr8052‎
The Best Strategy Template[LuciTech]Hello Traders, This is a powerful and flexible strategy template designed to help you create, backtest, and deploy your own custom trading strategies. This template is not a ready-to-use strategy but a framework that simplifies the development process by providing a wide range of pre-built features and functionalities. What It Does The LuciTech Strategy Template provides a robust foundation for building your own automated trading strategies. It includes a comprehensive set of features that are essential for any serious trading strategy, allowing you to focus on your unique trading logic without having to code everything from scratch. Key Features The LuciTech Strategy Template integrates several powerful features to enhance your strategy development: • Advanced Risk Management: This includes robust controls for defining your Risk Percentage per Trade, setting a precise Risk-to-Reward Ratio, and implementing an intelligent Breakeven Stop-Loss mechanism that automatically adjusts your stop to the entry price once a specified profit threshold is reached. These elements are crucial for capital preservation and consistent profitability. • Flexible Stop-Loss Options: The template offers adaptable stop-loss calculation methods, allowing you to choose between ATR-Based Stop-Loss, which dynamically adjusts to market volatility, and Candle-Based Stop-Loss, which uses structural price points from previous candles. This flexibility ensures the stop-loss strategy aligns with diverse trading styles. • Time-Based Filtering: Optimize your strategy's performance by restricting trading activity to specific hours of the day. This feature allows you to avoid unfavorable market conditions or focus on periods of higher liquidity and volatility relevant to your strategy. • Customizable Webhook Alerts: Stay informed with advanced notification capabilities. The template supports sending detailed webhook alerts in various JSON formats (Standard, Telegram, Concise Telegram) to external platforms, facilitating real-time monitoring and potential integration with automated trading systems. • Comprehensive Visual Customization: Enhance your analytical clarity with extensive visual options. You can customize the colors of entry, stop-loss, and take-profit lines, and effectively visualize market inefficiencies by displaying and customizing Fair Value Gap (FVG) boxes directly on your chart. How It Does It The LuciTech Strategy Template is meticulously crafted using Pine Script, TradingView's powerful and expressive programming language. The underlying architecture is designed for clarity and modularity, allowing for straightforward integration of your unique trading signals. At its core, the template operates by taking user-defined entry and exit conditions and then applying a sophisticated layer of risk management, position sizing, and trade execution logic. For instance, when a longCondition or shortCondition is met, the template dynamically calculates the appropriate position size. This calculation is based on your specified risk_percent of equity and the stop_distance (the distance between your entry price and the calculated stop-loss level). This ensures that each trade adheres to your predefined risk parameters, a critical component of disciplined trading. The flexibility in stop-loss calculation is achieved through a switch statement that evaluates the sl_type input. Whether you choose an ATR-based stop, which adapts to market volatility, or a candle-based stop, which uses structural price points, the template seamlessly integrates these methods. The ATR calculation itself is further refined by allowing various smoothing methods (RMA, SMA, EMA, WMA), providing granular control over how volatility is measured. Time-based filtering is implemented by comparing the current bar's time with user-defined start_hour, start_minute, end_hour, and end_minute inputs. This allows the strategy to activate or deactivate trading during specific market sessions or periods of the day, a valuable tool for optimizing performance and avoiding unfavorable conditions. Furthermore, the template incorporates advanced webhook alert functionality. When a trade is executed, a customizable JSON message is formatted based on your webhook_format selection (Standard, Telegram, or Concise Telegram) and sent via alert function. This enables seamless integration with external services for real-time notifications or even automated trade execution through third-party platforms. Visual feedback is paramount for understanding strategy behavior. The template utilizes plot and fill functions to clearly display entry prices, stop-loss levels, and take-profit targets directly on the chart. Customizable colors for these elements, along with dedicated options for Fair Value Gap (FVG) boxes, enhance the visual analysis during backtesting and live trading, making it easier to interpret the strategy's actions. How It's Original The LuciTech Strategy Template distinguishes itself in the crowded landscape of TradingView scripts through its unique combination of integrated, advanced risk management features, highly flexible stop-loss methodologies, and sophisticated alerting capabilities, all within a user-friendly and modular framework. While many templates offer basic entry/exit signal integration, LuciTech goes several steps further by providing a robust, ready-to-use infrastructure for managing the entire trade lifecycle once a signal is generated. Unlike templates that might require users to piece together various risk management components or code complex stop-loss logic from scratch, LuciTech offers these critical functionalities out-of-the-box. The inclusion of dynamic position sizing based on a user-defined risk percentage, a configurable risk-to-reward ratio, and an intelligent breakeven mechanism significantly elevates its utility. This comprehensive approach to capital preservation and profit targeting is a cornerstone of professional trading and is often overlooked or simplified in generic templates. Furthermore, the template's provision for multiple stop-loss calculation types—ATR-based for volatility adaptation, and candle-based for structural support/resistance—demonstrates a deep understanding of diverse trading strategies. The underlying code for these calculations is already implemented, saving developers considerable time and effort. The subtle yet powerful inclusion of FVG (Fair Value Gap) related inputs also hints at advanced price action concepts, offering a sophisticated layer of analysis and execution that is not commonly found in general-purpose templates. The advanced webhook alerting system, with its support for various JSON formats tailored for platforms like Telegram, showcases an originality in catering to the needs of modern, automated trading setups. This moves beyond simple TradingView pop-up alerts, enabling seamless integration with external systems for real-time trade monitoring and execution. This level of external connectivity and customizable data output is a significant differentiator. In essence, the LuciTech Strategy Template is original not just in its individual features, but in how these features are cohesively integrated to form a powerful, opinionated, yet highly adaptable system. It empowers traders to focus their creative energy on developing their core entry/exit signals, confident that the underlying framework will handle the complexities of risk management, trade execution, and external communication with precision and flexibility. It's a comprehensive solution designed to accelerate the development of robust and professional trading strategies. How to Modify the Logic to Apply Your Strategy The LuciTech Strategy Template is designed with modularity in mind, making it exceptionally straightforward to integrate your unique trading strategy logic. The template provides a clear separation between the core strategy management (risk, position sizing, exits) and the entry signal generation. This allows you to easily plug in your own buy and sell conditions without altering the robust underlying framework. Here’s a step-by-step guide on how to adapt the template to your specific trading strategy: 1. Locate the Strategy Logic Section: Open the Pine Script editor in TradingView and navigate to the section clearly marked with the comment //Strategy Logic Example:. This is where the template’s placeholder entry conditions (a simple moving average crossover) are defined. 2. Define Your Custom Entry Conditions: Within this section, you will find variables such as longCondition and shortCondition. These are boolean variables that determine when a long or short trade should be initiated. Replace the existing example logic with your own custom buy and sell conditions. Your conditions can be based on any combination of indicators, price action patterns, candlestick formations, or other market analysis techniques. For example, if your strategy involves a combination of RSI and MACD, you would define longCondition as (rsi > 50 and macd_line > signal_line) and shortCondition as (rsi < 50 and macd_line < signal_line). 3. Leverage the Template’s Built-in Features: Once your longCondition and shortCondition are defined, the rest of the template automatically takes over. The integrated risk management module will calculate the appropriate position size based on your Risk % input and the chosen Stop Loss Type. The Risk:Reward ratio will determine your take-profit levels, and the Breakeven at R feature will manage your stop-loss dynamically. The time filter (Use Time Filter) will ensure your trades only occur within your specified hours, and the webhook alerts will notify you of trade executions.
استراتيجية Pine Script®
من ‎TradesLuci‎
2
DMI Toolbox StrategyThe Directional Movement Index (DMI) was originally developed by J. Welles Wilder Jr. in 1978. Wilder introduced the DMI along with the Average Directional Index (ADX) in his book, “New Concepts in Technical Trading Systems,” which became a foundational reference for technical analysis. The indicator can offer a myriad of signals for building a trading strategy. In an effort to provide the user with a meaningful way to evaluate these signals, this DMI Toolbox Strategy offers the chance to back-test various combinations and permutations of DMI signals on long trades. By default it will open a long position on the +DI (upward movement) crossing above the -DI (downward movement). By default, It exits long positions when the ADX (trend strength) reverses. Suggested Use Try a wide variety of long entry and exit signals across many different timeframes to see what is most effective for the item you wish to trade. There is a table in the upper right corner that will give a quick view of which signal is dominant across 5 timeframes, based on your current settings. Adjust the pyramidding, slippage, and commission values to more closely match your situation. Visual Helpers The DMI indicator has been altered to include a smoothed version of the ADX, as well as a colored background to show which signal is dominant (+DI or -DI). Small up arrows call your attention to ADX crossovers that may indicate a significant threshold in trend strength.
استراتيجية Pine Script®
من ‎Chart0bserver‎
3
Siege Gold Strategy-1m Siege Gold Strategy - An Advanced Trading Strategy with a Multi-Confirmation System This powerful indicator is designed to help you base your trading decisions on solid foundations. Thanks to its advanced algorithms and multi-confirmation mechanism, it helps you understand market trends more clearly. Key Features Trend Pivot Points: Instantly identify trend reversals and potential support/resistance levels with intelligent pivot points that react to real-time price movements. This allows you to analyze the trend's strength and direction more accurately. Relative Strength Index (RSI) Integration: We combine the classic overbought/oversold signals of the RSI with our custom strategies to generate more reliable and filtered signals. This integration minimizes false signals. "Range" Module: This feature measures the volatility range the price is currently in, showing whether the market is consolidating or moving. This helps reduce the risk of making incorrect trades in sideways markets. Who Is This For? Traders who follow trend-following strategies. Anyone who wants to automatically determine support and resistance levels. Those looking for a multi-confirmation mechanism instead of relying on a single indicator. Anyone who wants to generate more reliable trading signals. This strategy can be used in the XAUUSD pair, as well as in crypto and forex markets. To use this strategy more accurately, we encourage you to watch a few videos. It's important to remember that every instrument and indicator setting yields different results, and we cannot guarantee that you will make a profit.
استراتيجية Pine Script®
من ‎ahmedturker‎
Dynamic Swing Anchored VWAP STRAT (Zeiierman/PineIndicators)Dynamic Swing Anchored VWAP STRATEGY — Zeiierman × PineIndicators (Pine Script v6) A pivot-to-pivot Anchored VWAP strategy that adapts to volatility, enters long on bullish structure, and closes on bearish structure. Built for TradingView in Pine Script v6. Full credits to zeiierman. Repainting notice: The original indicator logic is repainting. Swing labels (HH/HL/LH/LL) are finalized after enough bars have printed, so labels do not occur in real time. It is not possible to execute at historical label points. Treat results as educational and validate with Bar Replay and paper trading before considering any discretionary use. Concept The script identifies swing highs/lows over a user-defined lookback ( Swing Period ). When structure flips (most recent swing low is newer than the most recent swing high, or vice versa), a new regime begins. At each confirmed pivot, a fresh Anchored VWAP segment is started and updated bar-by-bar using an EWMA-style decay on price×volume and volume. Responsiveness is controlled by Adaptive Price Tracking (APT) . Optionally, APT auto-adjusts with an ATR ratio so that high volatility accelerates responsiveness and low volatility smooths it. Longs are opened/held in bullish regimes and closed when the regime turns bearish. No short positions are taken by design. How it works (under the hood) Swing detection: Uses ta.highestbars / ta.lowestbars over prd to update swing highs (ph) and lows (pl), plus their bar indices (phL, plL). Regime logic: If phL > plL → bullish regime; else → bearish regime. A change in this condition triggers a re-anchor of the VWAP at the newest pivot. Adaptive VWAP math: APT is converted to an exponential decay factor ( alphaFromAPT ), then applied to running sums of price×volume and volume, producing the current VWAP estimate. Rendering: Each pivot-anchored VWAP segment is drawn as a polyline and color-coded by regime. Optional structure labels (HH/HL/LH/LL) annotate the swing character. Orders: On bullish flips, strategy.entry("L") opens/maintains a long; on bearish flips, strategy.close("L") exits. Inputs & controls Swing Period (prd) — Higher values identify larger, slower swings; lower values catch more frequent pivots but add noise. Adaptive Price Tracking (APT) — Governs the VWAP’s “half-life.” Smaller APT → faster/closer to price; larger APT → smoother/stabler. Adapt APT by ATR ratio — When enabled, APT scales with volatility so the VWAP speeds up in turbulent markets and slows down in quiet markets. Volatility Bias — Tunes the strength of APT’s response to volatility (above 1 = stronger effect; below 1 = milder). Style settings — Colors for swing labels and VWAP segments, plus line width for visibility. Trade logic summary Entry: Long when the swing structure turns bullish (latest swing low is more recent than the last swing high). Exit: Close the long when structure turns bearish. Position size: qty = strategy.equity / close × 5 (dynamic sizing; scales with account equity and instrument price). Consider reducing the multiplier for a more conservative profile. Recommended workflow Apply to instruments with reliable volume (equities, futures, crypto; FX tick volume can work but varies by broker). Start on your preferred timeframe. Intraday often benefits from smaller APT (more reactive); higher timeframes may prefer larger APT (smoother). Begin with defaults ( prd=50, APT=20 ); then toggle “Adapt by ATR” and vary Volatility Bias to observe how segments tighten/loosen. Use Bar Replay to watch how pivots confirm and how the strategy re-anchors VWAP at those confirmations. Layer your own risk rules (stops/targets, max position cap, session filters) before any discretionary use. Practical tips Context filter: Consider combining with a higher-timeframe bias (e.g., daily trend) and using this strategy as an entry timing layer. First pivot preference: Some traders prefer only the first bullish pivot after a bearish regime (and vice versa) to reduce whipsaw in choppy ranges. Deviations: You can add VWAP deviation bands to pre-plan partial exits or re-entries on mean-reversion pulls. Sessions: Session-based filters (RTH vs. ETH) can materially change behavior on futures and equities. Extending the script (ideas) Add stops/targets (e.g., ATR stop below last swing low; partial profits at k×VWAP deviation). Introduce mirrored short logic for two-sided testing. Include alert conditions for regime flips or for price-VWAP interactions. Incorporate HTF confirmation (e.g., only long when daily VWAP slope ≥ 0). Throttle entries (e.g., once per regime flip) to avoid over-trading in ranges. Known limitations Repainting: Swing labels and pivot confirmations depend on future bars; historical labels can look “perfect.” Treat them as annotations, not executable signals. Execution realism: Strategy includes commission and slippage fields, yet actual fills differ by venue/liquidity. No guarantees: Past behavior does not imply future results. This publication is for research/education only and not financial advice. Defaults (backtest environment) Initial capital: 10,000 Commission value: 0.01 Slippage: 1 Overlay: true Max bars back: 5000; Max labels/polylines set for deep swing histories Quick checklist Add to chart and verify that the instrument has volume. Use defaults, then tune APT and Volatility Bias with/without ATR adaptation. Observe how each pivot re-anchors VWAP and how regime flips drive entries/exits. Paper trade across several symbols/timeframes before any discretionary decisions. Attribution & license Original indicator concept and logic: Zeiierman — please credit the author. Strategy wrapper and publication: PineIndicators . License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike). Respect the license when forking or publishing derivatives.
استراتيجية Pine Script®
من ‎PineIndicators‎
9
EMA20 Cross Strategy with countertrades and signalsEMA20 Cross Strategy Documentation Overview The EMA20 Cross Strategy with Counter-Trades and Instant Signals is a Pine Script (version 6) trading strategy designed for the TradingView platform. It implements an Exponential Moving Average (EMA) crossover system to generate buy and sell signals, with optional trend filtering, session-based trading, instant signal processing, and visual/statistical feedback. The strategy supports counter-trades (closing opposing positions before entering new ones) and operates with a fixed trade size in EUR. Features EMA Crossover Mechanism: Uses a short-term EMA (configurable length, default: 1) and a long-term EMA (default: 20) to detect crossovers. A buy signal is generated when the short EMA crosses above the long EMA. A sell signal is generated when the short EMA crosses below the long EMA. Instant Signals: If enabled (useInstantSignals), signals are based on the current price crossing the short EMA, rather than waiting for the candle close. This allows faster trade execution but may increase sensitivity to price fluctuations. Trend Filter: Optionally filters trades based on the trend direction (useTrendFilter). Long trades are allowed only when the short EMA (or price, for instant signals) is above the long EMA. Short trades are allowed only when the short EMA (or price) is below the long EMA. Session Filter: Restricts trading to specific market hours (sessionStart, default: 09:00–17:00) if enabled (useSessionFilter). Ensures trades occur only during active market sessions, reducing exposure to low-liquidity periods. Customizable Timeframe: The EMA calculations can use a higher timeframe (e.g., 5m, 15m, 1H, 4H, 1D, default: 1H) via request.security. This allows the strategy to base signals on longer-term trends while operating on a shorter-term chart. Trade Management: Fixed trade size of €100,000 per trade (tradeAmount), with a maximum quantity cap (maxQty = 10,000) to prevent oversized trades. Counter-trades: Closes short positions before entering a long position and vice versa. Trades are executed with a minimum quantity of 1 to ensure valid orders. Visualization: EMA Lines: The short EMA is colored based on the last signal (green for buy, red for sell, gray for neutral), and the long EMA is orange. Signal Markers: Displays buy/sell signals as arrows (triangles) above/below candles if enabled (showSignalShapes). Background/Candle Coloring: Optionally colors the chart background or candles green (bullish) or red (bearish) based on the trend (useColoredBars). Statistics Display: If enabled (useStats), a label on the chart shows: Total closed trades Open trades Win rate (%) Number of winning/losing trades Profit factor (gross profit / gross loss) Net profit Maximum drawdown Configuration Inputs EMA Short Length (emaLength): Length of the short-term EMA (default: 1). Trend EMA Length (trendLength): Length of the long-term EMA (default: 20). Enable Trend Filter (useTrendFilter): Toggles trend-based filtering (default: true). Color Candles (useColoredBars): Colors candles instead of the background (default: true). Enable Session Filter (useSessionFilter): Restricts trading to specified hours (default: false). Trading Session (sessionStart): Defines trading hours (default: 09:00–17:00). Show Statistics (useStats): Displays performance stats on the chart (default: true). Show Signal Arrows (showSignalShapes): Displays buy/sell signals as arrows (default: true). Use Instant Signals (useInstantSignals): Generates signals based on live price action (default: false). EMA Timeframe (emaTimeframe): Timeframe for EMA calculations (options: 5m, 15m, 1H, 4H, 1D; default: 1H). Strategy Logic Signal Generation: Standard Mode: Signals are based on EMA crossovers (short EMA crossing long EMA) at candle close. Instant Mode: Signals are based on the current price crossing the short EMA, enabling faster reactions. Trade Execution: On a buy signal, closes any short position and opens a long position. On a sell signal, closes any long position and opens a short position. Position size is calculated as the minimum of €100,000 or available equity, divided by the current price, capped at 10,000 units. Filters: Trend Filter: Ensures trades align with the trend direction (if enabled). Session Filter: Restricts trades to user-defined market hours (if enabled). Visual Feedback EMA Lines: Provide a clear view of the short and long EMAs, with the short EMA’s color reflecting the latest signal. Signal Arrows: Large green triangles (buy) below candles or red triangles (sell) above candles for easy signal identification. Chart Coloring: Highlights bullish (green) or bearish (red) trends via background or candle colors. Statistics Label: Displays key performance metrics in a label above the chart for quick reference. Usage Notes Initial Capital: €100,000 (configurable via initial_capital). Currency: EUR (set via currency). Order Processing: Orders are processed at candle close (process_orders_on_close=true) unless instant signals are enabled. Dynamic Requests: Allows dynamic timeframe adjustments for EMA calculations (dynamic_requests=true). Platform: Designed for TradingView, compatible with any market supported by the platform (e.g., stocks, forex, crypto). Example Use Case Scenario: Trading on a 5-minute chart with a 1-hour EMA timeframe, trend filter enabled, and session filter set to 09:00–17:00. Behavior: The strategy will: Calculate EMAs on the 1-hour timeframe. Generate buy signals when the short EMA crosses above the long EMA (and price is above the long EMA). Generate sell signals when the short EMA crosses below the long EMA (and price is below the long EMA). Execute trades only during 09:00–17:00. Display green/red candles and performance stats on the chart. Limitations Instant Signals: May lead to more frequent signals, increasing the risk of false positives in volatile markets. Fixed Trade Size: Does not adjust dynamically based on market conditions beyond equity and max quantity limits. Session Filter: Simplified and may not account for complex session rules or holidays. Statistics: Displayed on-chart, which may clutter the view in smaller charts. Customization Adjust emaLength and trendLength to suit different market conditions (e.g., shorter for scalping, longer for swing trading). Toggle useInstantSignals for faster or more stable signal generation. Modify sessionStart to align with specific market hours. Disable useStats or showSignalShapes for a cleaner chart. This strategy is versatile for both manual and automated trading, offering flexibility for various markets and trading styles while providing clear visual and statistical feedback.
استراتيجية Pine Script®
من ‎osterhansi_‎
Optimized ADX DI CCI Strategy### Key Features: - Combines ADX, DI+/-, CCI, and RSI for signal generation. - Supports customizable timeframes for indicators. - Offers multiple exit conditions (Moving Average cross, ADX change, performance-based stop-loss). - Tracks and displays trade statistics (e.g., win rate, capital growth, profit factor). - Visualizes trades with labels and optional background coloring. - Allows countertrading (opening an opposite trade after closing one). 1. **Indicator Calculation**: - **ADX and DI+/-**: Calculated using the `ta.dmi` function with user-defined lengths for DI and ADX smoothing. - **CCI**: Computed using the `ta.cci` function with a configurable source (default: `hlc3`) and length. - **RSI (optional)**: Calculated using the `ta.rsi` function to filter overbought/oversold conditions. - **Moving Averages**: Used for CCI signal smoothing and trade exits, with support for SMA, EMA, SMMA (RMA), WMA, and VWMA. 2. **Signal Generation**: - **Buy Signal**: Triggered when DI+ > DI- (or DI+ crosses over DI-), CCI > MA (or CCI crosses over MA), and optional ADX/RSI filters are satisfied. - **Sell Signal**: Triggered when DI+ < DI- (or DI- crosses over DI+), CCI < MA (or CCI crosses under MA), and optional ADX/RSI filters are satisfied. 3. **Trade Execution**: - **Entry**: Long or short trades are opened using `strategy.entry` when signals are detected, provided trading is allowed (`allow_long`/`allow_short`) and equity is positive. - **Exit**: Trades can be closed based on: - Opposite signal (if no other exit conditions are used). - MA cross (price crossing below/above the exit MA for long/short trades). - ADX percentage change exceeding a threshold. - Performance-based stop-loss (trade loss exceeding a percentage). - **Countertrading**: If enabled, closing a trade triggers an opposite trade (e.g., closing a long opens a short). 4. **Visualization**: - Labels are plotted at trade entries/exits (e.g., "BUY," "SELL," arrows). - Optional background coloring highlights open trades (green for long, red for short). - A statistics table displays real-time metrics (e.g., capital, win rates). 5. **Trade Tracking**: - Tracks the number of long/short trades, wins, and overall performance. - Monitors equity to prevent trading if it falls to zero. ### 2.3 Key Components - **Indicator Calculations**: Uses `request.security` to fetch indicator data for the specified timeframe. - **MA Function**: A custom `ma_func` handles different MA types for CCI and exit conditions. - **Signal Logic**: Combines crossover/under checks with recent bar windows for flexibility. - **Exit Conditions**: Multiple configurable exit strategies for risk management. - **Statistics Table**: Updates dynamically with trade and capital metrics. ## 3. Configuration Options The script provides extensive customization through input parameters, grouped for clarity in the TradingView settings panel. Below is a detailed breakdown of each setting and its impact. ### 3.1 Strategy Settings (Global) - **Initial Capital**: Default `10000`. Sets the starting capital for backtesting. - **Effect**: Determines the base equity for calculating position sizes and performance metrics. - **Default Quantity Type**: `strategy.percent_of_equity` (50% of equity). - **Effect**: Controls the size of each trade as a percentage of available equity. - **Pyramiding**: Default `2`. Allows up to 2 simultaneous trades in the same direction. - **Effect**: Enables multiple entries if conditions are met, increasing exposure. - **Commission**: 0.2% per trade. - **Effect**: Simulates trading fees, reducing net profit in backtesting. - **Margin**: 100% for long and short trades. - **Effect**: Assumes no leverage; adjust for margin trading simulations. - **Calc on Every Tick**: `true`. - **Effect**: Ensures real-time signal updates for precise execution. ### 3.2 Indicator Settings - **Indicator Timeframe** (`indicator_timeframe`): - **Options**: `""` (chart timeframe), `1`, `5`, `15`, `30`, `60`, `240`, `D`, `W`. - **Default**: `""` (uses chart timeframe). - **Effect**: Determines the timeframe for ADX, DI, CCI, and RSI calculations. A higher timeframe reduces noise but may delay signals. ### 3.3 ADX & DI Settings - **DI Length** (`adx_di_len`): - **Default**: `30`. - **Range**: Minimum `1`. - **Effect**: Sets the period for calculating DI+ and DI-. Longer periods smooth trends but reduce sensitivity. - **ADX Smoothing Length** (`adx_smooth_len`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Smooths the ADX calculation. Longer periods produce smoother ADX values. - **Use ADX Filter** (`use_adx_filter`): - **Default**: `false`. - **Effect**: If `true`, requires ADX to exceed the threshold for signals to be valid, filtering out weak trends. - **ADX Threshold** (`adx_threshold`): - **Default**: `25`. - **Range**: Minimum `0`. - **Effect**: Sets the minimum ADX value for valid signals when the filter is enabled. Higher values restrict trades to stronger trends. ### 3.4 CCI Settings - **CCI Length** (`cci_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for CCI calculation. Longer periods reduce noise but may lag. - **CCI Source** (`cci_src`): - **Default**: `hlc3` (average of high, low, close). - **Effect**: Defines the price data for CCI. `hlc3` is standard, but users can choose other sources (e.g., `close`). - **CCI MA Type** (`ma_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the moving average type for CCI signal smoothing. EMA is more responsive; VWMA weights by volume. - **CCI MA Length** (`ma_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the CCI MA. Longer periods smooth the MA but may delay signals. ### 3.5 RSI Filter Settings - **Use RSI Filter** (`use_rsi_filter`): - **Default**: `false`. - **Effect**: If `true`, applies RSI-based overbought/oversold filters to signals. - **RSI Length** (`rsi_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for RSI calculation. Longer periods reduce sensitivity. - **RSI Lower Limit** (`rsi_lower_limit`): - **Default**: `30`. - **Range**: `0` to `100`. - **Effect**: Defines the oversold threshold for buy signals. Lower values allow trades in more extreme conditions. - **RSI Upper Limit** (`rsi_upper_limit`): - **Default**: `70`. - **Range**: `0` to `100`. - **Effect**: Defines the overbought threshold for sell signals. Higher values allow trades in more extreme conditions. ### 3.6 Signal Settings - **Cross Window** (`cross_window`): - **Default**: `0`. - **Range**: `0` to `5` bars. - **Effect**: Specifies the lookback period for detecting DI+/- or CCI crosses. `0` requires crosses on the current bar; higher values allow recent crosses, increasing signal frequency. - **Allow Long Trades** (`allow_long`): - **Default**: `true`. - **Effect**: Enables/disables new long trades. If `false`, only closing existing longs is allowed. - **Allow Short Trades** (`allow_short`): - **Default**: `true`. - **Effect**: Enables/disables new short trades. If `false`, only closing existing shorts is allowed. - **Require DI+/DI- Cross for Buy** (`buy_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI+ crossover DI- for buy signals; if `false`, DI+ > DI- is sufficient. - **Require CCI Cross for Buy** (`buy_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossover MA for buy signals; if `false`, CCI > MA is sufficient. - **Require DI+/DI- Cross for Sell** (`sell_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI- crossover DI+ for sell signals; if `false`, DI+ < DI- is sufficient. - **Require CCI Cross for Sell** (`sell_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossunder MA for sell signals; if `false`, CCI < MA is sufficient. - **Countertrade** (`countertrade`): - **Default**: `true`. - **Effect**: If `true`, closing a trade triggers an opposite trade (e.g., close long, open short) if allowed. - **Color Background for Open Trades** (`color_background`): - **Default**: `true`. - **Effect**: If `true`, colors the chart background green for long trades and red for short trades. ### 3.7 Exit Settings - **Use MA Cross for Exit** (`use_ma_exit`): - **Default**: `true`. - **Effect**: If `true`, closes trades when the price crosses the exit MA (below for long, above for short). - **MA Length for Exit** (`ma_exit_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the exit MA. Longer periods delay exits. - **MA Type for Exit** (`ma_exit_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the MA type for exit signals. EMA is more responsive; VWMA weights by volume. - **Use ADX Change Stop-Loss** (`use_adx_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the ADX changes by a specified percentage. - **ADX % Change for Stop-Loss** (`adx_change_percent`): - **Default**: `5.0`. - **Range**: Minimum `0.0`, step `0.1`. - **Effect**: Specifies the percentage change in ADX (vs. previous bar) that triggers a stop-loss. Higher values reduce premature exits. - **Use Performance Stop-Loss** (`use_perf_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the loss exceeds a percentage threshold. - **Performance Stop-Loss (%)** (`perf_stop_percent`): - **Default**: `-10.0`. - **Range**: `-100.0` to `0.0`, step `0.1`. - **Effect**: Specifies the loss percentage that triggers a stop-loss. More negative values allow larger losses before exiting. ## 4. Visual and Statistical Output - **Labels**: Displayed at trade entries/exits with arrows (↑ for buy, ↓ for sell) and text ("BUY," "SELL"). A "No Equity" label appears if equity is zero. - **Background Coloring**: Optionally colors the chart background (green for long, red for short) to indicate open trades. - **Statistics Table**: Displayed at the top center of the chart, updated on timeframe changes or trade events. Includes: - **Capital Metrics**: Initial capital, current capital, capital growth (%). - **Trade Metrics**: Total trades, long/short trades, win rate, long/short win rates, profit factor. - **Open Trade Status**: Indicates if a long, short, or no trade is open. ## 5. Alerts - **Buy Signal Alert**: Triggered when `buy_signal` is true ("Cross Buy Signal"). - **Sell Signal Alert**: Triggered when `sell_signal` is true ("Cross Sell Signal"). - **Usage**: Users can set up TradingView alerts to receive notifications for trade signals.
استراتيجية Pine Script®
من ‎osterhansi_‎
ORB FVG Strategy with telegram V6.1Summary Intraday NY-session strategy with Opening-Range bias (09:30–10:00 NY), FVG entries (incl. optional HTF FVGs), momentum filters (LinReg slope & Williams %R), limit entries inside the zone, SL from FVG anchors, and TP via risk-reward. Includes session/trade caps, pending-order handling, auto-cancel at NY time, and optional Telegram webhook alerts. Feature Overview Opening Range & Bias: OR high/low built until 10:00 NY, then frozen. Bias from confirmed 5-minute candles (modes: Body Close, Complete Candle, Wick Only). FVG Scanner: Bull/bear FVGs (choose wick or body gaps), min size, auto-extend, mitigation cleanup (touch or 50%). HTF FVG (10 min): Optional – displayed after ≥ 2 consecutive FVGs; cleans up on touch/50%. Entry/SL/TP: Entry at X% fill (+extra %) within the FVG; SL from FVG candle / FVG-1 / FVG-2 (smart) + buffer; TP via risk-reward. Momentum Filters: LinReg slope (MLL) + Williams %R with threshold/slope filters (individually switchable). Intrabar Mode (optional): Immediate Open/intrabar entry on touch (calc_on_every_tick=true) or classic bar-close confirmation (toggle). Trade Management: Max trades/day, pending cap, auto-cancel at defined NY time, pause after first winner (optional). Telegram: Programmatic alerts via alert() with Telegram-ready JSON payload. Parameters (compact) Group Parameter Purpose Sessions Trading session, Opening range Trading/OR window (internal NY TZ) Bias Body Close / Complete Candle / Wick Only Bias confirmation relative to OR Liquidity LQ session, lookback days, cleanup points, show lines Intraday liquidity marks & cleanup FVG Min size, wick/body, colors, extend, cleanup Detection/visualization & validity HTF FVG (10 m) Toggle/Display/Colors Conservative HTF filter/POI Entry Fill %, extra %, max pending, validity (bars), cancel time, intrabar switch Execution timing, order caps, auto-cancel Stop Loss Source: Candle / -1 / -2 (smart), buffer (points) SL anchor from FVG history + safety offset Take Profit Risk-Reward (R:R) Target calculation Momentum LinReg length/min slope, W%R length/min slope, HUD Trend/momentum filters Trade Mgmt Max trades/day, pause after win Daily cap / risk cooldown Telegram Enabled, tester, interval, channel id Webhook output & test signals Debug & Info Debug panel, rejection reasons On-chart status/diagnostics Alerts / Telegram Webhook (Quick Setup) Create an alert with Condition: “Any alert() function call”. Webhook URL: api.telegram.org Message: leave empty (the strategy provides JSON via alert() – includes chat_id, parse_mode, text). Ensure your bot can post to the channel and the chat_id is valid. Repainting & Backtesting HTF series via lookahead_off on closed higher-TF candles; FVG detection on confirmed bars (barstate.isconfirmed). Intrabar/Open entries allow earlier fills but typically cause differences between backtest and live (tick granularity/slippage, limit touch on bar OHLC). For reproducibility, trade without intrabar (bar-close only). Limitations No full tick simulation; limit fills rely on bar OHLC. Liquidity “cleanup” is rule-based (not an orderbook). Telegram depends on correct webhook configuration. Tips Timeframes: M5 (intrabar) Start with modest R:R (e.g., 1.5–2.0) and tune filters carefully. Disclaimer No financial advice. Past results do not guarantee future performance. Use responsibly and follow Public Library rules. License / Credits © 2025 Lean Trading (Lennart Pomreinke). License: MPL-2.0. Changelog V06.1: Intrabar switch (Open/intrabar vs bar-close), Telegram sanitizer & tester, HTF-FVG cleanup, refined pending/cancel logic, debug panel (status & rejections).
استراتيجية Pine Script®
من ‎Lean_Trading‎
2
FVG Ultra Assertive - Individual Filters (mtbr)FVG Ultra Assertive - Individual Filters (mtbr) What this script offers: This strategy detects and highlights FVGs (Fair Value Gaps) on the chart, providing traders with a visual and systematic approach to identify potential price inefficiencies. The script plots bullish and bearish FVG zones using customizable boxes and labels, allowing users to easily spot high-probability trading areas. In addition, it opens and closes simulated trades based on the detected FVGs, enabling full backtesting and strategy performance evaluation. It integrates multiple independent filters to validate the strength of each FVG signal before entering a trade. How it works: The script identifies: Bullish FVGs when the current low is higher than the high of two bars ago. Bearish FVGs when the current high is lower than the low of two bars ago. Once an FVG is detected, it applies three optional independent filters: GAP/ATR Filter: Measures the FVG size relative to the Average True Range (ATR). Only gaps exceeding a user-defined multiple of ATR are considered valid. Support/Resistance (S/R) Filter: Uses pivot points to check if the FVG overlaps with recent high/low pivot levels within a tolerance percentage. This ensures the gap aligns with meaningful market levels. Stochastic Filter: Applies a stochastic oscillator to confirm momentum. Bullish FVGs are validated when stochastic values are oversold, and bearish FVGs when overbought. After passing the selected filters, the strategy opens trades: LONG FVG for bullish signals (buy) SHORT FVG for bearish signals (sell) The strategy automatically closes positions when an opposite signal appears, generating a backtest report with trades, profits, and statistics. The final bullish or bearish FVG signals are plotted as colored boxes on the chart with labels “BULL FVG” or “BEAR FVG” for immediate visual reference. How to configure it for use: Use GAP/ATR Filter: Enable or disable the ATR-based filter and adjust the ATR period (ATR Length) and minimum gap multiplier (Minimum Gap x ATR). Use S/R Filter: Enable or disable the pivot-based S/R filter. Configure the pivot lookback periods (Pivot Left and Pivot Right) and the tolerance percentage (Gap Tolerance %). Use Stochastic Filter: Enable or disable stochastic confirmation. Adjust the K and D lengths (Stoch K Length and Stoch D Length) and the overbought/oversold thresholds (Stoch Overbought and Stoch Oversold). Colors: Customize the colors for bullish and bearish FVGs (FVG Bull and FVG Bear) to match your chart preferences. Usage Tips: Apply this strategy to any timeframe; shorter timeframes generate more frequent FVGs, while higher timeframes highlight stronger gaps. Combine FVG signals with other technical analysis tools for better trade confirmation. Use the box and label visualization to quickly scan charts for trade opportunities without cluttering the chart. The strategy’s trades (LONG and SHORT) provide backtesting results and performance statistics for each signal.
استراتيجية Pine Script®
من ‎MestredosTradersBR‎
Advanced Supertrend ADX Strategy with Highest ReturnOverview This sophisticated trading strategy combines the proven Supertrend indicator with advanced momentum filters and trend strength analysis to identify high-probability long entries in trending markets. Key Features ✅ Supertrend-Based Signals: Uses optimized ATR calculations for reliable trend detection ✅ Advanced Momentum Filtering: Multiple proprietary momentum filters ensure entry quality ✅ Trend Strength Validation: ADX-based confirmation prevents false signals in weak trends ✅ Intelligent Risk Management: Dynamic stop-loss system based on price action ✅ Visual Stop Loss Indicators: Clear visual representation of risk levels How It Works The strategy enters long positions when: Supertrend indicator confirms bullish trend reversal Proprietary momentum conditions align for optimal entry timing Trend strength exceeds minimum threshold (ADX > 20) Multiple timeframe momentum filters confirm signal quality Ideal For Trending markets (stocks, forex, crypto, indices) Swing trading timeframes (15m to 4H work best) Traders seeking systematic, rule-based entries Risk-conscious traders wanting clear stop levels Settings ATR Period: Adjustable for different volatility environments (default: 10) Supertrend Factor: Fine-tune sensitivity (default: 3.0) ADX Parameters: Customize trend strength requirements Performance Notes Long-only strategy optimized for uptrending markets Works best in trending conditions, may underperform in choppy markets Designed for systematic execution with clear entry/exit rules Disclaimer Past performance does not guarantee future results. Always use proper risk management and position sizing appropriate for your account size. This is just for education purpose only and not recomanded for trading in s
استراتيجية Pine Script®
من ‎VikramDivekar‎