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ORB Fusion Adaptive🎯 ORB Fusion Adaptive Strategy Professional Opening Range Breakout Trading System ═══════════════════════════════════════════════════════════════════════════════ The first fully-automated, multi-instrument ORB strategy on TradingView. 💡 WHAT IT DOES: Automatically trades Opening Range breakouts and failed breakout reversals with intelligent position sizing, professional risk management, and complete trade lifecycle tracking. Built for serious backtesting and live trading. ⚡ KEY FEATURES: ✓ Automated Entry & Exit (breakouts + reversals) ✓ Adaptive Position Sizing (3 modes: Fixed, Risk-Based, Risk-Based Initial) ✓ Multi-Instrument Support (Futures, Forex, Crypto, Stocks) ✓ Advanced Risk Management (daily limits, drawdown protection) ✓ ML-Powered Breakout Filtering (pContinue/pFail scoring) ✓ Failed Breakout Detection (high-probability reversals) ✓ Native Trailing Stops (Pine Script v5) ✓ Multi-Target Management (T1, T2, T3) ✓ Real-Time Performance Dashboard ✓ Comprehensive Backtesting (5+ years tested) 🎯 STRATEGY LOGIC: Entry Signals The strategy enters trades on two high-probability setups: 1. ORB Breakouts • Detects when price breaks above/below Opening Range • Confirms with volume (configurable threshold) • ML filter scores probability of continuation • Enters within 3 bars of breakout (no late entries) • Stop placed at ORB midpoint or ATR-based • Targets at Fibonacci extensions (1.0x, 1.618x, 2.5x ORB range) 2. Failed Breakout Reversals • Monitors for breakouts that fail and reverse • Confirms failure after price returns inside ORB • Automatic reversal entry with tight stops • Three profit targets (0.5x, 1.0x, 1.5x ORB range) • Historical 65-75% win rate on reversals Exit Management • Stop Loss: Multiple methods (ATR, ORB Mid, ORB Opposite, Hybrid) • Native Trailing Stop: Activates after configurable R-multiple profit • Profit Targets: Single target or scaled exits at T1/T2/T3 • Daily Stop: Halts trading after max daily loss • Drawdown Protection: Circuit breaker at max drawdown threshold 🔧 ADAPTIVE POSITION SIZING: The strategy's most powerful feature - intelligent position sizing that adapts to your instrument and account: Mode 1: Fixed • Simple contract/lot size • Best for: Testing, stable position sizing • Use case: "Always trade 2 contracts" Mode 2: Risk-Based (Current Equity) • Size = (Current Equity × Risk%) / (Stop Distance × Point Value) • Compounds with wins, reduces with losses • Best for: Aggressive compounding • Use case: Maximize geometric growth Mode 3: Risk-Based (Initial Capital) • Size = (Initial Capital × Risk%) / (Stop Distance × Point Value) • No compounding - consistent risk exposure • Best for: Professional risk management • Use case: Live trading with stable risk Multi-Instrument Intelligence Auto-detects and calculates correctly for: • Futures: Uses contract point value (ES $50/pt, NQ $20/pt, MES $5/pt, MNQ $2/pt) • Forex: Uses pip value per lot (Standard/Mini/Micro/Nano) • Crypto: Uses contract multiplier (1.0 BTC, 0.001 BTC, etc) • Stocks: Uses $1 per share Manual override available if auto-detect fails. 📊 RISK MANAGEMENT: Multi-Layer Protection • Per-Trade Risk: 0.5-2% of capital (configurable) • Daily Risk Limit: Max 4% loss per day (halts trading) • Max Drawdown Pause: Circuit breaker at 12% drawdown • Position Size Limits: Min/max contracts enforced • Max Stop Distance: ATR-based hard limit (prevents catastrophic losses) Trailing Stop System • Uses Pine Script's native trail_price and trail_offset • Activates after configurable R-multiple profit (default 0.5R) • Trail distance: ATR-based (tight 0.5 ATR to loose 2.0 ATR) • Works reliably in backtesting AND live trading • No manual stop management needed 🌍 GLOBAL MARKET SUPPORT: Configurable Sessions Unlike basic ORB indicators, this strategy works globally: • US Equities: 9:30 AM ET default • Forex London: Custom session 08:00-08:30 GMT • Forex NY: Custom session 13:30-14:00 GMT • Asian Markets: Custom session with Tokyo timezone • Crypto: 24/7 support with custom ORB windows Timezone support includes: America/New_York, Europe/London, Asia/Tokyo, Asia/Hong_Kong, UTC, and more. Session ORBs • Asian Session ORB (Tokyo open) • London Session ORB (Forex primary) • NY Session ORB (US market hours) Critical for Forex traders working multiple sessions. 📈 BACKTESTING CAPABILITIES: Realistic Simulation • Commission: Configurable (default $1 per order) • Slippage: 2 ticks default (adjustable) • Volume Confirmation: Prevents unrealistic fills • RTH Filtering: Optional Regular Trading Hours only • Bar Magnifier: Improved intrabar execution Performance Metrics Dashboard Real-time statistics displayed: • Total Trades & Win Rate • Net P&L & Profit Factor • Current Drawdown • Daily P&L tracking • Position details (if in trade) • Position sizing mode & current size Historical Testing • Supports 5000+ bars of history • Test across multiple market conditions • Bull markets, bear markets, range-bound periods • Optimize by day type (trend vs rotation) 🎛️ CUSTOMIZATION OPTIONS: ORB Settings • Timeframe: 5, 15, 30, or 60 minutes • Confirmation: Close, Wick, or Body • Volume: On/off with multiplier threshold • LTF Precision: Sub-minute high/low detection • RTH Filter: Regular Trading Hours only option Breakout Detection • ML Filtering: Enable/disable with thresholds • Failed Breakout: Sensitivity (2-10 bars) • Failure Buffer: ATR-based confirmation • Entry Window: Bars after signal (prevents late entries) Stop Methods • ATR: Tight dynamic stops (recommended) • ORB Mid: Structural stop at midpoint • ORB Opposite: Wide stop at opposite boundary • Hybrid: Best of ATR and structural Target Methods • Single: One target, full exit • Scaled: Partial exits at T1/T2/T3 (recommended) • Trail Only: No fixed targets, trail to exit 🔬 OPTIMIZATION GUIDE: For Futures (ES, NQ, MNQ, MES) • ORB: 30 min • Confirmation: Close • Volume: ON (1.5x) • Stop Method: ATR (1.0x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.5% • Failed Breakouts: ENABLE For Forex Majors • ORB: 60 min (or 15 min at London open) • Confirmation: Close • Volume: OFF (tick volume unreliable) • Stop Method: ATR (1.5x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • Custom Session: 0800-0900 GMT • Timezone: Europe/London For Crypto (BTC, ETH) • ORB: 60 min • Confirmation: Close • Volume: OFF or ON (1.2x) • Stop Method: ATR (2.0x wider stops) • Position Mode: Fixed or Risk-Based • Risk Per Trade: 2.0% (higher volatility) • Custom Session: Define your preferred window For Stocks/ETF • ORB: 15-30 min • Confirmation: Body (most conservative) • Volume: ON (2.0x threshold) • Stop Method: Hybrid • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • RTH Only: ENABLED • Gap Analysis: ENABLED 💎 ADVANCED FEATURES: Initial Balance Analysis • First hour range tracking (A + B periods) • IB extensions at 0.5x, 1.0x, 1.5x, 2.0x • Day type classification (Trend/Normal/Rotation) • Adjusts strategy behavior by day type ORB Extensions • Fibonacci targets: 1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x • Dynamic monitoring for take-profit zones • Extension tracking in statistics VWAP Integration • Institutional benchmark reference • Standard deviation bands (1σ and 2σ) • Breakout alignment scoring • Context for trade quality Gap Analysis • Overnight gap detection • Gap fill target projection • Gap fill rate statistics • Direction bias from gap type Comprehensive Statistics • Bull/Bear breakout win rates • Reversal win rate (typically 65-75%) • Day type distribution • Extension statistics • Gap fill rate • Real-time performance tracking 🎨 VISUAL FEEDBACK: Enhanced Plots • ORB levels (High/Low/Mid continuous lines) • Entry markers (L for long, S for short, 🔥 for reversals) • Extension levels with labels • Session ORBs (Asian/London/NY) • IB levels and extensions • VWAP with bands • Failed breakout markers Color-Coded Momentum Boxes • Blue: Inside ORB (consolidation) • Green: Above ORB (bullish momentum) • Red: Below ORB (bearish momentum) • Orange: Failed breakout zones • Variable intensity based on distance Dynamic Dashboards • Main Dashboard: ORB status, breakout info, setup details, market context • Strategy Dashboard: Trades, Win%, P&L, Profit Factor, Daily P&L, Drawdown, Position info • Narrative Dashboard: Plain-language market interpretation Three Display Modes • Simple: Clean chart, essential ORB only • Standard: ORB + IB + Sessions + VWAP (recommended) • Advanced: All features + statistics 🔔 ALERT SYSTEM: Strategy Alerts • Breakout Entry (with ML probabilities) • Failed Breakout Entry (with targets) • Stop Hit (position closed) • Target Hit (T1, T2, T3 partials) • Extension Reached (profit zone) • IB Break (potential trend day) All alerts include: • Direction and setup type • Entry price and position size • Stop and target levels • ML scores (if enabled) • Setup grade (A+ to D) • Win rate context ⏱️ TIMEFRAMES: 1m-15m optimal (works on all) 💎 INSTRUMENTS: Futures, Forex, Crypto, Stocks, Indices 🎓 SKILL LEVEL: Intermediate to Advanced 📚 WHAT'S INCLUDED: Comprehensive Documentation • 200+ lines of detailed tooltips • Every setting fully explained • Optimization guides by market • Position sizing calculator explanations • Risk management framework • Best practices and common pitfalls Ready-to-Use Configurations • Default settings optimized for ES/NQ • Recommended settings for each instrument type • Conservative vs Aggressive profiles • Scalping vs Swing configurations Full Transparency • All calculations shown in dashboard • Position sizing visible in real-time • Strategy performance metrics live • No black boxes or hidden logic 🚨 RISK DISCLAIMERS: CRITICAL INFORMATION - PLEASE READ: • This is a trading strategy that executes real trades in backtesting • Past performance does NOT guarantee future results • All trading involves substantial risk of loss • Never risk money you cannot afford to lose • This is NOT financial advice - for educational purposes only • Requires understanding of ORB methodology and risk management • Test thoroughly on paper/demo account before live trading • Position sizing must be configured correctly for your account • Stop losses are NOT guaranteed in all market conditions • Slippage and commissions will affect live results • Volatile markets may trigger circuit breakers (drawdown pause) Strategy-Specific Risks: • Opening range breakouts can fail (hence the reversal system) • Volume confirmation may limit signals in low-volume instruments • Custom sessions must match your market's actual hours • Multi-instrument support requires correct point value configuration • Trailing stops may exit early in volatile conditions • Daily limits may prevent recovery trades • Backtesting results may not match live execution Position Sizing Warnings: • Risk-Based modes can size large positions if stops are tight • Always set max position size limits appropriate for your account • Verify point values are correct for your instrument • Test with small size first • Monitor position size in dashboard before every trade 🎓 WHO THIS IS FOR: Best Suited For: • Traders with ORB methodology knowledge • Those seeking a fully-automated system • Backtesting enthusiasts • Multi-instrument traders • Risk-conscious systematic traders • Traders who understand position sizing Not Recommended For: • Complete beginners to trading • Those seeking "set and forget" with zero monitoring • Traders unwilling to backtest first • Those who don't understand risk management • Accounts under $5,000 (position sizing too small) 💡 PRO TIPS: Backtesting Best Practices • Start with 2+ years of data • Include both bull and bear markets • Test on same timeframe you'll trade (5-min for 5-min ORB) • Account for commissions/slippage realistically • Verify win rate >45% and profit factor >1.3 Position Sizing • Use Risk-Based (Initial Capital) for most consistent results • Start with 1% risk per trade, increase to 1.5-2% if comfortable • Set max position size to prevent oversizing • Verify point values are correct before live trading • Monitor dashboard for actual size before each trade Risk Management • NEVER disable daily loss limit • Keep max drawdown pause at 12% or lower • Use ATR stop method for best R:R • Enable trailing stops for trend capturing • Take partial profits at T1 (at least 30-40%) Failed Breakout Trading • These are your highest win-rate setups (65-75%) • Always enable this feature • Use tighter stops on reversals than breakouts • Don't chase if you miss the entry window • Three targets allow you to scale out profitably ML Filtering • Dramatically improves breakout quality • Reduce signals but increase win rate • Start with default thresholds (pCont≥0.55, pFail≤0.35) • Lower signals = higher quality in choppy markets • Can disable for more signals in strong trends ⚙️ TECHNICAL DETAILS: Strategy Engine • Pine Script v5 • Native strategy.entry() and strategy.exit() • Trailing stops use trail_price/trail_offset (no repainting) • Proper position sizing with strategy.position_size • Realistic fills with commission and slippage • Bar magnifier for improved intrabar execution Performance • Optimized for 1-minute to 15-minute charts • Supports 5000+ bars of history • Efficient calculations (no arrays in hot loops) • Max 500 visual objects (boxes/lines/labels) • No repainting - all signals confirmed on bar close Position Sizing Engine • Auto-detects Futures, Forex, Crypto, Stocks • Uses syminfo.pointvalue when available • Falls back to manual configuration • Proper rounding to exchange increments • Min/max limits enforced Risk System • Per-trade risk percentage enforced • Daily P&L tracking • Drawdown from peak equity • Circuit breakers halt trading when limits hit • Resets daily for fresh start 🔄 VERSION HISTORY: Current Version: 1.0 (Initial Release) • Complete ORB breakout + reversal strategy • Adaptive position sizing (3 modes) • Multi-instrument support • Advanced risk management • Native trailing stops • ML filtering integration • Comprehensive backtesting • Real-time performance dashboard Planned Updates: • Additional session templates (Tokyo, Sydney) • More stop methods • Enhanced ML model training • Volatility regime detection • Trade journal export ═══════════════════════════════════════════════════════════════════════════════ Trade the opening range with institutional precision. Automated entries. Intelligent sizing. Professional risk management. Test first. Trade smart. Scale safely. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Chiến lược Pine Script®
của DskyzInvestments
1
ML Adaptive SuperTrend Strategy [trade_crush]# ML Adaptive SuperTrend Strategy - User Guide ## Introduction The **ML Adaptive SuperTrend Strategy** is a sophisticated trading tool that combines traditional trend-following logic with **Machine Learning (K-Means Clustering)** to dynamically adapt to market volatility. Unlike standard SuperTrend indicators that use a fixed ATR, this strategy analyzes historical volatility to categorize the current market into distinct clusters, providing more precise entries and exits. > > **Special Thanks:** This strategy is based on the innovative work of **AlgoAlpha**. You can explore their extensive library of high-quality indicators and strategies on TradingView: (www.tradingview.com). --- ## Machine Learning Engine (K-Means) The core of this strategy is its ability to "learn" from recent market behavior. - **K-Means Clustering**: The script takes the last $N$ bars of ATR data and runs an iterative clustering algorithm to find three "centroids" representing **High**, **Medium**, and **Low** volatility. - **Adaptive ATR**: Based on the current volatility, the strategy selects the nearest centroid to use as the ATR value for the SuperTrend calculation. This ensures the trailing stop tightens during low volatility and widens during high volatility to avoid "noise". --- ## Key Features ### 1. Non-Repainting Signals - **Confirm Signals**: When enabled, signals are only triggered after a bar closes. This ensures that the arrows and entries you see on the chart are permanent and reliable for backtesting. ### 2. Intelligent Risk Management - **Multiple SL/TP Types**: Choose between **Percentage** based stops or **ATR** based stops for both Stop Loss and Take Profit. - **Trailing Stop Loss (TSL)**: - Supports both Percentage and ATR modes. - **Activation Offset**: Only activates the trailing mechanism after the price has moved a certain percentage in your favor, protecting early-stage trades. ### 3. Risk-Based Position Sizing - **Dynamic Quantity**: If enabled, the strategy automatically calculates the trade size based on your **Risk % Per Trade** and the distance to your **Stop Loss**. This ensures you never lose more than your defined risk on a single trade. --- ## User Input Guide ### SuperTrend & ML Settings - **ATR Length**: The window used to calculate market volatility. - **SuperTrend Factor**: The multiplier that determines the distance of the trailing stop from the price. - **Use ML Adaptive ATR**: Toggle between the ML-enhanced logic and standard ATR. - **Training Data Length**: How many historical bars the ML engine analyzes to find clusters. ### Risk Management - **Stop Loss Type**: Set to Percentage, ATR, or None. - **TS Activation Offset**: The profit buffer required before the trailing stop starts following the price. - **Use Risk-Based Sizing**: Toggle this to let the script manage your position size automatically. --- ## How to Trade with This Strategy 1. **Monitor the Dashboard**: Check the top-right table to see which volatility cluster the market is currently in. 2. **Observe the Fills**: The adaptive fills (green/red) visualize the "breathing room" the strategy is giving the price. 3. **Execution**: The strategy enters on "ML Bullish" (Triangle Up) and "ML Bearish" (Triangle Down) signals. 4. **Exits**: The script will automatically exit based on your SL, TP, or Trailing Stop settings. --- ## Credits Original Concept: **AlgoAlpha** Strategy Conversion & Enhancements: **Antigravity AI**
Chiến lược Pine Script®
của trade_crush
Prop-Firm Ready 2% Drawdown Double-Digit PF 72% AccuracyPerformance snapshot (Strategy Tester): • ~72% win rate • Double-digit profit factor (11+) • ~1.39% maximum drawdown • 36 trades over a multi-month window • 1-contract baseline (scalable) This system was engineered specifically to solve the hardest problem in trading: high return with institutional-grade drawdown control. Prop-firm ready by design: • Drawdown remains well below common prop-firm limits • No martingale, no grid, no averaging down • Controlled trade frequency with asymmetric risk/reward • Capital efficiency prioritized over trade count What this is: A turnkey, all-factor trading system that integrates trend, momentum, volatility, and structural confirmation into a single execution framework. Independent engines operate in parallel to capture non-correlated opportunity while the core system maintains directional exposure. What this is not: • Not curve-fit • Not over-leveraged • Not dependent on winning every trade The objective is simple: extract maximum capital growth per unit of drawdown. This script is published for full performance transparency. Source code and inputs are protected. Additional system details and updates: www.empireostrading.com
Chiến lược Pine Script®
của Empire-OS-Trading
Kairos MA Strategy [Personal Version] BHow it Works: Trend Definition: Uses a Fast MA (e.g., SMA 10) and a Slow MA (e.g., SMA 11). Uptrend: Fast MA > Slow MA. Downtrend: Fast MA < Slow MA. Entry Trigger: The price must retrace to touch the Fast MA. Validation: The pullback is validated by ATR limits to ensure the price hasn't wicked or closed too far past the MA (preventing "catching a falling knife"). Filters: Slope Filter: Ensures the MAs have a steep enough angle to avoid trading during flat/choppy markets. Volatility: Checks VIX (maximum fear) and ATR (minimum movement) to ensure safe market conditions. Confluence: Optional checks from oscillators like RSI, Stochastic, CCI, etc. Exits: Fixed Targets: Uses a defined Take Profit and Stop Loss in points. No Trade Zone (NTZ): A specific time window that forces all active trades to close (e.g., to avoid holding overnight). Unique Features: Custom Dashboard: Displays real-time win rates, streaks, and a "Strategy Grade" directly on the chart. Dual-Engine: Runs as both a visual indicator (with custom labels) and a backtestable strategy simultaneously.
Chiến lược Pine Script®
của kingdomcitizendavid
New Rate - PREMIUM v2New Rate - PREMIUM v2 New Rate - PREMIUM v2 is an intraday Opening Range Breakout (ORB) strategy built around a strict one-trade-per-day execution model. The strategy defines a price range using the first N candles of a user-defined session, freezes the High/Low at the close of candle N, and places OCO stop orders exactly at those levels. The first breakout fills, the opposite order is canceled, and no further trades are allowed until the next trading day. This script is published for educational and research purposes, with documented mechanics and backtest settings to support transparency and reproducibility. How the strategy works Session range construction The user selects a minutes-based timeframe, a session start time, and the number of candles N. During the session window, the strategy tracks the highest High and lowest Low formed by the first N candles. These candles are visually highlighted on the chart. Range freeze When candle N closes, the range is locked. Horizontal High/Low lines are drawn and extended forward. An optional 50% midpoint can be displayed for reference. OCO breakout execution Immediately after the range is frozen, the strategy places: A buy stop at the frozen High A sell stop at the frozen Low Orders are linked using OCO (One-Cancels-Other) logic. When one side fills, the opposite order is automatically canceled. Exit management Two exit frameworks are available: Tick-based exits: stop-loss and take-profit are fixed distances in ticks from entry. Risk/Reward exits: optional stop at the opposite side of the range, with TP calculated as RR × risk. Both modes can display SL/TP boxes projected forward for visual review. Daily execution lock After the first filled trade of the day, the strategy blocks any new entries until the next daily reset. This enforces strict discipline and prevents over-trading. Visual features Configurable High/Low lines and labels (color, style, width, alignment) Optional midpoint (50%) line Session background highlight with adjustable opacity Optional SL/TP boxes with configurable colors, borders, and projection length Weekday filter (trade only selected days) Settings used for the published backtest (replication) The performance screenshots included with this publication were generated using the following configuration: Market & chart Symbol: FX:XAUUSD Timeframe: 15 minutes Session & range Session start: as configured on chart (exchange time) Range candles (N): 1 Auto range end: enabled (TF × N) Line extension: 20 bars Exits Exit mode: SL/TP by ticks Stop-loss: 1500 ticks Take-profit: 2000 ticks Weekdays Monday to Friday enabled Strategy Properties (TradingView settings) Initial capital: 1,000 USD Commission: 0.1 (as set in Strategy Properties) Slippage: 1 tick Users should adjust commission, slippage, and position sizing to match their own broker and execution conditions. Backtest context and limitations This strategy uses stop orders that may fill intrabar depending on TradingView’s execution model. Results vary by symbol, timeframe, session selection, and trading costs. Past performance does not guarantee future results. This script is not financial advice. Originality and usefulness While opening-range breakouts are a known concept, this strategy’s implementation focuses on: Exact range-freeze timing: orders are armed precisely at the close of the N-th candle. True OCO + hard daily lock: one-and-done execution enforced at the engine level. Dual exit framework: fixed-tick and RR exits analyzed with the same SL/TP visual logic. Operational safeguards: weekday filters and drawing limits designed for stable long-term backtesting.
Chiến lược Pine Script®
của PoPeyGroupinc
1
FluxMA ProFluxMA Pro FluxMA Pro is an intraday trend-following strategy based on moving-average cross signals , with built-in execution filters (time window + weekdays), direction control, and an optional strict one-trade-per-day rule. The system enters when price crosses the selected moving average, and manages risk using fixed SL/TP in ticks . For clarity and auditing, it plots the MA and draws risk (SL) / reward (TP) zones on the chart. This script is published for educational and research purposes , with documented mechanics and replication settings to support transparency and reproducibility. How the strategy works Signal engine (MA cross) A base Moving Average (MA) is computed from a selectable price source. A Long signal triggers when price crosses above the MA. A Short signal triggers when price crosses below the MA. Execution filters Time filter : trades only inside the configured window (supports overnight windows correctly). Weekday filter : enable/disable trading by day (Mon–Sun). Direction filter : run Long only , Short only , or Both . One trade per day (optional) : if enabled, once a trade is placed, no new trades are allowed until the next daily reset. Risk management (ticks) Stop-loss and take-profit are set using fixed distances in ticks from entry. Orders are placed with a stop and a limit exit to keep execution auditable. Visual audit layer Plots the Moving Average on the chart. Draws SL/TP zones as boxes that extend while the position is open. Adds entry labels (“buy” / “sell”) for quick review in replays and optimizations. Visual features MA plot with selectable MA type (SMA/EMA/WMA/RMA) and length. Risk/Reward boxes projected from entry (SL zone + TP zone). Entry labels with configurable styling (label/flag) and colors. Settings used for the published backtest (replication) The performance screenshots included with this publication were generated using the following configuration: Market & chart Symbol : XAUUSD (FXCM feed) Timeframe : 15 minutes Date range : 02 Jan 2025 → 07 Nov 2025 Inputs (Strategy settings) Source : Close MA type : SMA MA length : 10 Stop Loss : 1400 ticks Take Profit : 2000 ticks Time filter : enabled — 06:00 to 22:15 (exchange time) Weekday filter : enabled — Monday to Sunday enabled Direction : Long only One trade per day : enabled TradingView Strategy Properties used Initial capital : 1,000 USD Commission : 0.2 (as set in Strategy Properties) Slippage : 1 tick Backtest snapshot (as shown) Net Profit : +727.41 USD (+72.74%) Max Drawdown : 200.25 USD (12.71%) Total Trades : 218 Win Rate : 52.29% (114 / 218) Profit Factor : 1.485 Backtest context and limitations Stop/limit fills may occur intrabar depending on TradingView’s execution model and bar magnifier assumptions. Results vary by symbol, timeframe, broker feed, spreads, commissions, slippage, and session selection. Past performance does not guarantee future results. This script is not financial advice. Originality and usefulness While MA-cross strategies are a known concept, FluxMA Pro focuses on an execution-grade implementation designed for testing and disciplined deployment: Execution guardrails : optional one-trade-per-day lock + direction filter to prevent over-trading and strategy drift. Session handling done properly : time windows support overnight logic (no “broken window” edge cases). MA modularity : SMA/EMA/WMA/RMA selection enables controlled experiments without rewriting logic. Auditable visuals : SL/TP zones and labels allow fast review of behavior during replays, optimization, and multi-asset scans.
Chiến lược Pine Script®
của PoPeyGroupinc
PRO TREND PULLBACK PRO TREND PULLBACK – trend-following pullback strategy (NAS100 / US30 focus, 1m) What is this? - EMA-based trend + pullback entry logic, with optional VWAP and EMA-order filters. - Built-in preset system for NAS100/US30 on the 1-minute timeframe (Safe / Balanced / Turbo), plus a fully manual “Custom” mode. Core logic (quick overview) 1) Trend filter: - Above EMA TREND: long bias, below: short bias - Optional: VWAP filter, EMA order filter, HTF EMA TREND filter, Multi-EMA direction filter 2) Pullback trigger: - Pullback level selectable: FAST / MID / SLOW EMA - Long: touch + bullish confirmation, Short: touch + bearish confirmation (toggleable) 3) Quality filters: - RSI zone filter (separate for long/short) - Candle filters: doji / oversized candle / wick (pin-zone) / low-volatility block - ADX trend-strength filter (via ta.dmi), entry cooldown (bar-based) - Sideways/range handling: Filter / Penalty / Edge-only mode (ADX + slope + “chop” cross counter) Risk management / trade management (backtest & automation) - ATR-based SL/TP: SL, TP1, TP2 (TP1 partial close optional) - Break-even trigger based on ATR (optional) - “Max bars in trade” time-based exit (optional) - Volatility-regime scaling: dynamic SL/TP scaling in high-volatility regimes (optional) Signal grading (Grade / Score) - Radar-style scoring + grade: S / A / B / C - Structural penalties (e.g., lower low / higher high, EMA50 touch, proximity to swing high) - Trend “fatigue” penalty (down-weights repeated same-direction signals) - Optional “Lux SMC-lite” score layer (BOS/CHoCH + OB + EQH/EQL + Premium/Discount) - Optional “ABC-lite (Elliott A-B-C)” score layer (pivot-based) Alerts / Robot JSON (for webhook) - Built-in JSON alerts via alert() with watchlist-friendly fields: secret, strategy, signal, signal_type, symbol, timeframe, time (UTC), price, + optional grade/score - TradingView alert setup: Condition = “Any alert() function call” (Webhook URL + your own secret is recommended) Important notes - This is a STRATEGY (strategy) intended for backtesting and signal logic. Before live use, test thoroughly and account for slippage/spread differences. - Pivot-based components (SMC-lite / ABC-lite) are naturally confirmation-based (delayed), so “structure/ABC” values do not print instantly. - Not financial advice. Use at your own risk. Suggested starting setup - Presets: Auto + Balanced (NAS100/US30 1m), then fine-tune with Safe/Turbo. - For robot mode: turn useRobotAlert=ON and change payloadSecret to a unique value.
Chiến lược Pine Script®
của Adimadi
Antigravity OCC Strategy (MA 5 + Delayed TSL)# OCC Strategy Optimized (MA 5 + Delayed TSL) - User Guide ## Introduction The **OCC Strategy Optimized** is an enhanced version of the classic **Open Close Cross (OCC)** strategy. This strategy is designed for high-precision trend following, utilizing the crossover logic of Open and Close moving averages to identify market shifts. This optimized version incorporates advanced risk management, multi-timeframe analysis, and a variety of moving average types to provide a robust trading solution for modern markets. > > **Special Thanks:** This strategy is based on the original work of **JustUncleL**, a renowned Pine Script developer. You can find their work and profile on TradingView here: (in.tradingview.com). --- ## Key Features ### 1. Optimized Core Logic - **MA Period (Default: 5):** The strategy is tuned with a shorter MA length to reduce lag and capture trends earlier. - **Crossing Logic:** Signals are generated when the Moving Average of the **Close** crosses the Moving Average of the **Open**. ### 2. Multi-Timeframe (MTF) Analysis - **Alternate Resolution:** Use a higher timeframe (Resolution Multiplier) to filter out noise. By default, it uses $3 \times$ your current chart timeframe to confirm the trend. - **Non-Repainting:** Includes an optional delay offset to ensure signals are confirmed and do not disappear (repaint) after the bar closes. ### 3. Advanced Risk Management This script features a hierarchical exit system to protect your capital and lock in profits: - **Fixed Stop Loss (Initial):** Protects against sudden market reversals immediately after entry. - **Delayed Trailing Stop Loss (TSL):** - **Activation Delay:** The TSL only activates after the trade reaches a specific profit threshold (e.g., 1%). This prevents being stopped out too early in the trade's development. - **Ratchet Trail:** Once activated, the stop loss "ratchets" up/down, never moving backward, ensuring you lock in profits as the trend continues. - **Take Profit (TP):** A fixed percentage target to exit the trade at a pre-defined profit level. ### 4. Versatility - **12 MA Types:** Choose from SMA, EMA, DEMA, TEMA, WMA, VWMA, SMMA, HullMA, LSMA, ALMA, SSMA, and TMA. - **Trade Direction:** Toggle between Long-only, Short-only, or Both. - **Visuals:** Optional bar coloring to visualize the trend directly on the candlesticks. --- ## User Input Guide ### Core Settings - **Use Alternate Resolution?:** Enable this to use the MTF logic. - **Multiplier for Alternate Resolution:** How many charts higher the "filter" timeframe should be. - **MA Type:** Select your preferred moving average smoothing method. - **MA Period:** The length of the Open/Close averages. - **Delay Open/Close MA:** Use `1` or higher to force non-repainting behavior. ### Risk Management Settings - **Use Trailing Stop Loss?:** Enables the TSL system. - **Trailing Stop %:** The distance the stop follows behind the price. - **TSL Activation % (Delay):** The profit % required before the TSL starts moving. - **Initial Fixed Stop Loss %:** Your hard stop if the trade immediately goes against you. - **Take Profit %:** Your ultimate profit target for the trade. --- ## How to Trade with This Strategy 1. **Identify the Trend:** Look for the Moving Average lines (Close vs Open) to cross. 2. **Wait for Confirmation:** If using MTF, ensure the higher timeframe also shows a trend change. 3. **Manage the Trade:** Let the TSL work. Once the trade hits the activation threshold, the TSL will take over, protecting your runner. 4. **Position Sizing:** Adjust the `Properties` tab in the script settings to match your desired capital allocation (Default is 10% of equity). --- ## Credits Original Strategy by: **JustUncleL** Optimized and Enhanced by: **Antigravity AI**
Chiến lược Pine Script®
của trade_crush
13
SMH_DualMomentum (ROC + Volume Trend)SMH Dual Momentum (ROC + Volume Confirmation) This indicator identifies high-quality bullish trends by combining price momentum (Rate of Change) with volume confirmation, and exits when momentum structurally fails. Core Logic BUY signal Rate of Change (ROC) over N periods is above a positive threshold (strong upside momentum) Current volume is above its moving average (rising market participation) SELL signal ROC crosses below zero, indicating loss of bullish momentum Why It Works ROC measures the speed and strength of price movement, filtering out weak or drifting trends Volume confirmation ensures momentum is supported by real capital flow, reducing false breakouts Momentum-based exit avoids prolonged drawdowns and capital stagnation Key Advantages Focuses on trend continuation, not prediction Filters out low-quality price moves and range-bound markets Captures long, high-conviction trends with relatively few trades Simple, robust rules using only price and volume Best Use Cases Designed for trend-driven ETFs such as SMH (Semiconductors) Suitable for swing to position trading on daily charts Works best in markets with strong sector rotation and institutional participation Notes This is a trend-following momentum tool, not a mean-reversion indicator No stop-loss is built in; risk management should be handled externally if required Parameters can be adjusted to match different timeframes or assets
Chiến lược Pine Script®
của yellowpierid
Trend Pulse Channel StrategyOverview Trend Pulse Channel Strategy is a long-only trend-following breakout strategy built around an adaptive multi-pole smoothing filter and a volatility-adjusted price channel. The strategy is designed to participate in sustained directional moves by entering only when price confirms momentum strength beyond a dynamic upper boundary, while avoiding mean-reversion and low-quality consolidation phases. This script is published as a strategy and includes realistic backtesting assumptions for position sizing, commissions, and slippage. Core Concept At the heart of the strategy is a multi-pole adaptive EMA-based filter, inspired by advanced digital signal smoothing techniques. Using multiple poles allows the filter to reduce noise while preserving responsiveness to genuine trend changes. To adapt the channel width to changing market conditions, the strategy applies the same filtering logic to True Range, producing a volatility-aware envelope rather than a static or fixed-percentage band. This combination allows the strategy to: Track directional bias using a smoothed central filter Adjust channel width dynamically based on market volatility Trigger entries only when price expansion confirms trend strength Entry Logic A long position is opened when: Price crosses above the upper channel band The signal occurs within the user-defined date range This condition represents a volatility-confirmed breakout aligned with the prevailing directional filter. Exit Logic The long position is closed when: Price crosses back below the upper band This exit logic aims to stay in trending moves while exiting when upside momentum weakens. The strategy does not open short positions by design. Inputs and Defaults The default inputs are selected to balance smoothness, responsiveness, and stability: Source (HLC3): Reduces single-price noise by averaging high, low, and close Period (144): Defines the primary smoothing horizon of the adaptive filter Poles (4): Controls the smoothness vs. responsiveness trade-off Range Multiplier (1.414): Scales the volatility envelope using filtered True Range Reduced Lag (optional): Applies lag compensation to improve responsiveness Fast Response (optional): Blends multi-pole and single-pole filters for quicker reaction at the cost of smoothness All inputs are fully configurable and can be adjusted to suit different instruments and timeframes. Risk Management & Position Sizing The strategy uses: Position size: 10% of equity per trade No pyramiding Long positions only This sizing approach is intended to reflect sustainable risk exposure rather than aggressive capital deployment. Users may further adjust position size based on their own risk tolerance. Backtesting Assumptions The strategy is tested using : Initial capital: 10,000 Commission: 0.1% Slippage: 1 tick Order fill model: Standard OHLC These settings are chosen to provide more realistic performance estimates compared to idealized backtests. This strategy is best suited for : Trend-oriented markets Higher timeframes where breakouts are more reliable Users seeking systematic trend participation rather than frequent scalping In sideways or range-bound market conditions, price may cross the channel boundaries frequently. This can result in a higher number of entry and exit signals that do not develop into sustained trends. For this reason, the strategy should be used with an understanding of basic technical analysis concepts, including market structure, trend identification, and consolidation behavior. It is intended as a decision-support tool, not a standalone trading system. Users—whether beginners or experienced traders—should avoid relying solely on this strategy and are encouraged to combine it with broader market context and additional analysis methods. Disclaimer This script is provided for educational and analytical purposes only. It does not constitute financial advice. Past performance does not guarantee future results.
Chiến lược Pine Script®
của ADXAE
sullaojo 3mHere is the English translation for the alert setup instructions: **How to Set Up Alerts (After Adding the Code)** 1. Click the **Add to chart** button to apply the indicator to your graph. 2. Click the **Alarm Clock icon (Alerts)** on the top right toolbar of TradingView, or press `Alt + A`. 3. In the **Condition** field: * Select the indicator named **"MA Crossover Buy Alert..."** * Select **"แจ้งเตือนซื้อ (Buy Alert)"** to receive only buy signals. 4. In the **Trigger** (or Options) section: Select **Once per bar close**. *(This is recommended per the textbook to confirm that the closing price actually crossed the line, avoiding false signals during intraday volatility.)* 5. Check **Notify on App** (for mobile) or **Show pop-up** as desired, then click **Create**. Now, when the moving averages cross according to the textbook's conditions, the system will send you an alert immediately!
Chiến lược Pine Script®
của sullaojo
Intraday for Future By TradeEarnIntraday Strategy (StochRSI + VWAP + EMA) Overview The Intraday Pullback Scalper is a specialized trend-following strategy designed for futures and equity traders who prefer to enter existing trends on pullbacks rather than chasing breakouts. By combining volume-weighted data (VWAP) with exponential moving averages (EMA) and momentum oscillators (Stochastic RSI), this script identifies high-probability entry points during intraday sessions. It includes built-in automation hooks (Alerts) compatible with bridge services for seamless execution. How It Works The strategy relies on a three-step confirmation process to filter noise and precision-time entries: Trend Definition (The Filter): VWAP (Volume Weighted Average Price): Acts as the primary regime filter. Longs are only permitted if price > VWAP; Shorts only if price < VWAP. EMA (Exponential Moving Average): A secondary trend filter (default 100 periods) ensures alignment with the broader trend. Time Range Breakout (Optional): Users can enable an "Initial Balance" filter where trades are only taken if the price breaks out of a specific time range (e.g., first hour High/Low). Entry Trigger (The Signal): Long Entry: The market must be in an Uptrend (Price > VWAP & EMA). The script waits for a "dip" where the Stochastic RSI drops below the Oversold level (default 20) and then crosses back up. Short Entry: The market must be in a Downtrend (Price < VWAP & EMA). The script waits for a "rally" where the Stochastic RSI rises above the Overbought level (default 80) and then crosses back down. Risk Management: The strategy uses fixed Target Profit and Stop Loss values defined in currency (₹) relative to the trade quantity. It features visual SL and TP lines on the chart for the duration of the trade to assist with manual monitoring. Key Features Universal Compatibility: Works on the "Current Chart" (Nifty, Bank Nifty, Stocks, Commodities) without needing complex dropdown selection. Visual Dashboard: An on-screen table displays the Current Trade Status (Long/Short), Trend Direction, and Running P&L in real-time. Algobaba Bridge Ready: Pre-formatted alert messages are included for users utilizing the Algobaba bridge for automation (supports MIS/NRML product types). Customizable Trend Filters: Users can toggle the Time Range filter or adjust the VWAP Anchor (Session, Week, Month). Settings & Configuration Trade Quantity: Set your default lot size (e.g., 50 for Nifty). Risk Settings: Define Target and Stop Loss in Rupees (₹) per trade setup. Indicators: Adjustable lengths for EMA, RSI, and Stochastic. Trading Window: Restrict entries to specific session hours (e.g., 09:15 - 15:10). ⚠️ IMPORTANT DISCLAIMER & RISK WARNING ⚠️ 1. Educational Purpose Only This strategy script is provided solely for educational, informational, and research purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any securities, futures, or derivatives. The author is not a SEBI registered Research Analyst or Investment Advisor. 2. No Guarantee of Profit The "P&L" and performance metrics displayed on the chart are hypothetical and based on historical data. Past performance is not indicative of future results. Market conditions change, and a strategy that worked in the past may fail in the future. 3. Limitations of Backtesting Slippage & Commission: The script results may not fully account for real-world execution costs such as broker commissions, taxes (STT/GST), slippage, or liquidity issues. Repainting/Data Lag: While every effort is made to ensure code stability, real-time data feeds may vary from historical data due to internet latency or data provider differences. 4. High Risk in Derivatives Trading Futures and Options (F&O) involves a substantial risk of loss and is not suitable for every investor. You can lose more than your initial capital. Please assess your risk tolerance and financial situation before trading. 5. Automation & Third-Party Tools This script includes alert messages formatted for third-party bridge services (e.g., Algobaba). The author assumes no responsibility for: Technical failures, API errors, or connectivity issues with your broker or bridge provider. Incorrect order execution resulting from automation. Users are solely responsible for monitoring their trades and verifying order execution. Usage Agreement By using this script, you acknowledge that you are trading at your own risk and hold the author harmless from any losses incurred. Always test on a paper trading account before deploying real capital.
Chiến lược Pine Script®
của MANJUCSW5
Liquidity Sweep pro📌 Liquidity Sweep Pro – Strategy Description Liquidity Sweep Pro is a price–action based trading strategy designed to identify liquidity grabs and smart money reversals around key swing highs and lows. This strategy focuses on moments where price takes out resting liquidity above recent highs or below recent lows, then shows clear rejection and directional intent, which often precedes strong reversals or continuations. 🔍 Core Logic The strategy is built on three main concepts: 1️⃣ Liquidity Sweep Detection Identifies recent swing highs and swing lows using pivot structure Detects when price sweeps above a high or below a low, signaling liquidity collection 2️⃣ CISD Confirmation (Change in State of Delivery) After a liquidity sweep, the strategy waits for: Bearish confirmation after sweeping highs Bullish confirmation after sweeping lows This confirmation is based on candle behavior and price closing back inside the structure, filtering out false breakouts. 3️⃣ Optional Trend Filter (Hull MA) An optional Hull Moving Average filter can be enabled to trade: Longs in bullish conditions Shorts in bearish conditions This helps reduce counter-trend trades while keeping the strategy flexible. 🎯 Risk Management Stop Loss and Take Profit are calculated dynamically using ATR Fully customizable Risk : Reward ratio Designed to adapt to different market conditions and volatility levels ⚙️ Recommended Usage Best suited for intraday and scalping trading Works well on: XAUUSD (Gold) – M3 / M5 Crypto – M5 / M15 Indices – M5 The strategy does not repaint and only generates signals after candle close. ⚠️ Disclaimer This strategy is for educational and research purposes only. Always test and optimize parameters for your specific market and timeframe before using it in live trading.
Chiến lược Pine Script®
của hashem-trader
Panic Spike Reversal Strategy | KR3000Panic Spike Reversal Strategy | KR3000 This is a highly attractive yet dangerous trading tool, designed for traders who understand risk and are willing to face it. The core idea is simple but powerful: when the market experiences an abnormal surge or collapse within a higher timeframe, this strategy identifies those panic-driven spikes and enters against the move, aiming to capture the natural price mean reversion that often follows extreme emotional behavior. This strategy is not designed for comfort. It is designed for discipline, execution, and courage. 🔍 What This Strategy Does Monitors a higher timeframe (e.g. 1H) in real time Detects sharp upward or downward price spikes based on user-defined percentage thresholds Automatically enters contrarian positions: Spike up → Short Spike down → Long Optionally allows both directions within the same monitoring bar, selecting the stronger extreme when both occur Executes all entries only after bar close, ensuring non-repainting behavior Uses fixed percentage-based take profit and stop loss, fully adjustable by the user Limits signals to one trigger per monitoring timeframe bar (optional), preventing overtrading ⚙️ Core Logic & Principles Markets do not move in straight lines. Extreme moves are often driven by fear, greed, and forced liquidity, not balanced price discovery. This strategy is built on the assumption that: Violent price expansions are statistically unstable Panic moves frequently overextend, creating short-term opportunities in the opposite direction However, mean reversion is not guaranteed. This is why strict stop loss control is essential and fully configurable. ⚠️ Risk Warning This is a contrarian strategy by nature. It intentionally trades against strong momentum Losses can occur quickly if the trend continues It is not suitable for beginners Best used by experienced traders who understand: market structure volatility behavior and emotional discipline If you are looking for safety, this strategy is not for you. If you are looking for controlled danger with defined risk, this tool may be worth your attention. 🧠 Who This Strategy Is For Traders who specialize in mean reversion or fade setups Instruments with high liquidity and volatility (e.g. indices, gold, FX majors) Users who value transparent logic, non-repainting signals, and full parameter control Traders who accept that high reward potential comes with high psychological pressure
Chiến lược Pine Script®
của Kr-3000
Tether Dynamics - Statistical Exhaustion EngineOverview This strategy detects statistical exhaustion in price movement by modeling price as a particle tethered to a dynamic anchor. When price stretches too far from equilibrium and multiple independent statistical detectors confirm anomalous behavior, the strategy identifies high-probability mean-reversion opportunities. Unlike simple oversold/overbought indicators, this system fuses concepts from classical mechanics , stochastic filtering , multivariate statistics , and statistical process control into a unified detection framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THEORETICAL FOUNDATION 1. The Tethered Particle Model The framework draws inspiration from Polyak's heavy ball method in optimization theory, where a particle with momentum navigates a loss landscape. Here, price is modeled as a particle connected to a moving anchor (adaptive EMA) by an elastic "chain" whose length scales with volatility (ATR). This creates a natural physics framework: Displacement (x) : Distance from anchor, normalized by chain length Velocity (v) : Rate of change of displacement Acceleration (a) : Rate of change of velocity This state vector defines the system's "phase space" — a complete description of price dynamics relative to equilibrium. 2. Adaptive Anchor (Kaufman Efficiency) The anchor uses an adaptive smoothing approach inspired by Perry Kaufman's Adaptive Moving Average. The Efficiency Ratio measures trend strength: ER = |Direction| / Volatility = |Price - Price | / Σ|ΔPrice| High efficiency (trending) → faster adaptation Low efficiency (choppy) → slower, more stable anchor This prevents whipsaws in ranging markets while staying responsive in trends. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DETECTION ARCHITECTURE The strategy employs three independent statistical detectors , each grounded in distinct mathematical frameworks. A signal fires when price shows extended tension AND any detector confirms anomalous behavior AND momentum is decelerating (exhaustion). Detector 1: Mahalanobis Distance (Multivariate Outlier Detection) The Mahalanobis distance measures how "unusual" the current state vector is, accounting for correlations between displacement, velocity, and acceleration: D² = (x - μ)ᵀ Σ⁻¹ (x - μ) Where Σ is the full 3×3 covariance matrix. Under multivariate normality, D² follows a chi-squared distribution with 3 degrees of freedom: χ²(3, 0.90) = 6.25 → 10% of observations exceed this χ²(3, 0.95) = 7.81 → 5% of observations exceed this This detector identifies states that are jointly extreme — even if no single variable looks unusual alone. Why it matters: A price might have moderate displacement and moderate velocity, but the combination could be highly improbable. Mahalanobis captures this multivariate structure that univariate indicators miss. Detector 2: CUSUM Change-Point Detection Cumulative Sum (CUSUM) is a sequential analysis technique from statistical process control. It accumulates standardized deviations from the mean: S⁺ₜ = max(0, S⁺ₜ₋₁ + zₜ - drift) S⁻ₜ = min(0, S⁻ₜ₋₁ + zₜ + drift) When either cumulative sum breaches a threshold, a "change point" is detected — the process has shifted from its baseline regime. Why it matters: CUSUM detects subtle, persistent shifts that might not trigger on any single bar. It's sensitive to regime changes that precede reversals. Detector 3: Kalman Innovation Filter (Ornstein-Uhlenbeck Model) This detector models displacement as an Ornstein-Uhlenbeck process — the continuous-time analog of AR(1) mean-reversion: dx = θ(μ - x)dt + σdW A Kalman filter tracks the expected displacement and computes the innovation (prediction error): νₜ = (yₜ - x̂ₜ|ₜ₋₁) / √Sₜ Under correct model specification, normalized innovations should be ~N(0,1). Large innovations indicate the mean-reversion model is breaking down — price is behaving "unexpectedly" relative to equilibrium dynamics. Adaptive Q Estimation: The filter continuously adjusts its process noise estimate based on innovation autocorrelation, maintaining calibration across different volatility regimes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC Long Signal Requirements: Z-Displacement < -σ threshold (price stretched below anchor) ANY detector fires (Mahalanobis outlier OR CUSUM change OR Kalman innovation < -2σ) Z-Acceleration > 0 (downward momentum decelerating) Short Signal Requirements: Z-Displacement > +σ threshold (price stretched above anchor) ANY detector fires Z-Acceleration < 0 (upward momentum decelerating) The deceleration requirement ensures we're catching exhaustion rather than fighting momentum. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RISK MANAGEMENT Scale-Out Exit Strategy Rather than all-or-nothing exits, the strategy takes profits at multiple R-levels: Scale 1: 20% at 0.5R Scale 2: 20% at 1.0R Scale 3: 10% at 1.5R (optional) Remainder: Trailing stop This locks in gains while allowing winners to run. Adaptive Trailing Stop After reaching the activation threshold (default 1R), the stop trails from the highest high (longs) or lowest low (shorts) at a configurable ATR multiple. Reversal Logic When an opposite signal fires while in position, the strategy can close and flip direction rather than waiting for a stop-out. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PARAMETER GUIDANCE Anchor Period (24) : Base period for adaptive anchor ATR Period (14) : Volatility measurement Chain Length Mult (2.5) : Tether elasticity — higher = more stretch allowed Long Tension σ (1.5) : Lower = more signals Short Tension σ (2.0) : Higher threshold for shorts (trend asymmetry) Mahalanobis Threshold (6.25) : χ²(3, 0.90) — adjust for signal frequency CUSUM Threshold (3.0) : Lower = more sensitive to regime shifts Lookback Window (100) : Statistical estimation window ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BACKTEST NOTES Historical testing on NQ (2020-2025) suggests: Long signals show stronger edge than shorts in equity indices 1H and 30-min timeframes balance signal quality vs. frequency "Long Only" mode recommended for equity index futures Important: Past performance does not guarantee future results. This strategy involves significant risk of loss. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MATHEMATICAL REFERENCES Polyak, B.T. (1964). "Some methods of speeding up the convergence of iteration methods" (Heavy ball method) Bertsekas, D.P. (1999). "Nonlinear Programming" (Heavy ball method / momentum dynamics) Mahalanobis, P.C. (1936). "On the generalized distance in statistics" Page, E.S. (1954). "Continuous inspection schemes" (CUSUM) Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems" Uhlenbeck, G.E. & Ornstein, L.S. (1930). "On the theory of Brownian motion" Kaufman, P. (1995). "Smarter Trading" (Adaptive Moving Average) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This strategy is provided for educational and research purposes. Trading futures involves substantial risk of loss. The statistical methods employed do not guarantee profitable outcomes. Always use appropriate position sizing and risk management.
Chiến lược Pine Script®
của public_username_twice
9 EMA Trend-Flow StrategyThis strategy avoids trading inside the noise and waits for Bitcoin to "coil up" before exploding. 1. Chart Setup Timeframe: 5 Minutes Bollinger Bands: Length 20, Standard Deviation 2 (Default). RSI (Relative Strength Index): Length 14. EMA (Exponential Moving Average): Length 200 (Trend Filter). 2. The Rules Long Setup (Buy) The Trend Filter: Price must be above the 200 EMA. The Squeeze: The Bollinger Bands must visually contract (narrow), indicating volatility is dying down. The Trigger: A 5m candle closes strongly above the Upper Bollinger Band. Confirmation: RSI must be rising and above 50 (but ideally not yet "pegged" at 90+). Short Setup (Sell) The Trend Filter: Price must be below the 200 EMA. The Squeeze: The Bollinger Bands contract. The Trigger: A 5m candle closes strongly below the Lower Bollinger Band. Confirmation: RSI must be falling and below 50. Execution Guide Entry Technique Don't enter immediately when the candle touches the band. Wait for the candle close. Why? Bitcoin frequently "wicks" through bands to trap traders (fakeouts) before reversing. A solid close outside the band confirms momentum. Exit Strategy (Take Profit) Target 1 (Conservative): Close 50% of the position when price expands to a fixed risk-reward ratio (e.g., 1.5R). Target 2 (Runner): Keep the remaining position open as long as price "walks the band" (stays outside or touching the outer band). Close the rest when a candle finally closes back inside the Bollinger Bands. Stop Loss Placement: Place your Stop Loss (SL) slightly below the Middle Band (the 20 SMA) at the time of entry. Trailing: As the price moves in your favor, move your SL to trail the Middle Band.
Chiến lược Pine Script®
của esshka
NQ Lunch High Low First Sweep StrategyThis script identifies the FIRST liquidity sweep of the Lunch session high or low after the Lunch session has ended, based on ICT / Killzone concepts. Logic summary: • Tracks Lunch session High and Low (New York time) • After Lunch session closes, monitors the market on 5-minute timeframe • Triggers ONLY on the first sweep: – Price wicks beyond Lunch High and closes back below → SHORT signal – Price wicks beyond Lunch Low and closes back above → LONG signal • Generates an alert at the exact bar where entry is expected • Designed specifically for Nasdaq (NQ) futures • One trade per day – no overtrading Notes: • Intended for 5-minute charts only • Uses New York session timing • This script does NOT manage exits (TP/SL) – entry logic only • Best used as a confluence tool, not a standalone system Educational & discretionary use only.
Chiến lược Pine Script®
của yt_tr