ORB + Key Session Levels Strategy W/SLAaron's ORB + Key Session Levels Strategy W/SL
Quantcrawler Aaron-Indicator turned strategy
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ORB + Key Session Levels Strategy +SLAaron's ORB indicator as a strategy with a move SL to BE at TP1
Chiến lược Pine Script®
LBR Cinderella Electric Curfew Session Capital ControlLinda Bradford Raschke's Cinderella Electric Curfew – Session Capital Control
Overview
This strategy demonstrates structured session-based trading with capital protection rules and volatility-adjusted risk management.
The core idea is simple:
Trade only during a defined exchange session, and automatically close all open positions once the session ends — enforcing a strict “capital curfew.”
The script includes configurable session templates for major global markets and applies risk-based position sizing using ATR-derived stop distance.
Core Features:
Session-Based Trading
Users can select a predefined exchange session (e.g., New York, London, Frankfurt, Tokyo, Hong Kong, Sydney).
Trades are only allowed during the selected session window.
Electric Curfew Logic
All open positions are automatically closed when the session ends (with optional grace period in minutes).
This prevents overnight exposure and reduces gap risk.
Risk-Based Position Sizing
Position size is calculated as:
Risk Amount ÷ Stop Distance
Where:
Risk Amount = % of current equity
Stop Distance = ATR × Multiplier
This ensures consistent capital allocation regardless of volatility regime.
ATR-Based Stops & Targets
Optional stop-loss and take-profit levels are volatility-adjusted.
Example Signal Logic
A simple SMA crossover is included as a placeholder.
Users are encouraged to replace it with their own entry logic.
Intended Use
This strategy is designed for:
• Intraday traders
• Session-based systems
• Traders avoiding overnight risk
• Prop-style capital discipline models
The session control framework can be integrated into any strategy logic.
Past performance does not guarantee future results.
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LBR Aberration Trend Following StrategyLinda Bradford Raschke's Aberration Trend Following Strategy
Overview
This strategy implements a directional Bollinger Band breakout model with volatility normalization and trend alignment.
Instead of trading every band breakout, the system applies:
• Trend bias using EMA
• ATR-based volatility regime filtering
• Volatility-adjusted stop-loss placement
• Fixed risk-to-reward targeting
Core Logic:
[Bollinger Band Expansion:
Entries trigger when price breaks beyond the outer band during acceptable volatility conditions.
Trend Confirmation:
Long trades require price above the trend EMA.
Short trades require price below the trend EMA.
Volatility Filter:
ATR is compared against its rolling percentile median to avoid extremely low or extreme volatility environments.
Risk Management:
Stops are ATR-based and targets are defined using configurable risk-reward ratios.
This strategy is designed for trending environments and performs best during volatility expansion phases.
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LBR's Game Theory EMA Strategy - Alternate Game Theory EMA Strategy
Overview:
This strategy combines EMA crossover structure with a normalized momentum “utility edge” model to filter low-conviction trades.
Instead of trading every EMA crossover, the script evaluates whether directional momentum statistically favors buyers or sellers before entering.
Core Logic:
EMA Structure Shift:
A fast EMA crossing a slow EMA signals a possible momentum transition.
Trend Alignment:
Trades are only taken in the direction of a higher timeframe trend (Trend EMA).
Utility Edge Filter:
RSI is normalized around 50 to estimate directional advantage:
• RSI > 55 → Buyers show advantage
• RSI < 45 → Sellers show advantage
• Between 45–55 → Considered equilibrium zone (no trade)
Optional ADX Filter
Trades can be restricted to environments with expanding trend strength.
Risk Management
Default Properties:
• Initial Capital: 10,000
• Risk per trade: 2% of equity
• Risk–Reward Ratio: 1.5:1
• Commission: 0.05%
• Slippage: 1 tick
• Max Trades per Day: 5
• Daily Loss Limit: 2%
Position sizing is volatility-adjusted:
Position Size = (2% Equity) ÷ ATR Stop Distance
Stops and targets expand or contract automatically based on market volatility.
Intended Use
Designed for trending instruments.
Users are encouraged to test on long historical datasets to ensure sufficient trade sample size.
This strategy does not predict price direction. It reacts to structural and momentum shifts.
Past performance does not guarantee future results.
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MACD Divergence UltimateMACD Divergence Ultimate (V6) —— Structural Lock & Price Action Confirmation
📖 Strategy Overview
This is a sophisticated trend-reversal and pullback strategy specifically engineered for the 15-minute timeframe and above. Unlike generic divergence scripts, this strategy implements a "Triple-Filter" mechanism: Momentum Decay Thresholds, Dynamic Structural Refreshing, and Candle Color Confirmation. It doesn't just look for "Divergence"—it hunts for the exact moment of exhaustion and confirmed reversal.
🚀 Core Logic Highlights
1. Momentum Decay Threshold
The strategy goes beyond simple price/MACD decoupling. It introduces a decay_threshold parameter. A signal is only valid if the current MACD histogram peak has decayed to 60% (default) or less of the previous peak. This ensures we only trade when the trend’s momentum is significantly depleted.
2. "One Wave, One Trade" & Structural Reset
This is the strategy’s primary defensive layer:
Wave Locking: Within a single MACD wave (on one side of the zero line), the strategy allows only one entry attempt to prevent "catching a falling knife" during strong trending moves.
Structural Refresh: If the market achieves a "New Price High + New MACD High" (for bulls), the system recognizes a trend continuation. It immediately unlocks and resets, preparing for the next valid divergence setup.
3. Candle Confirmation & "Golden Pullback" Entry
Upon detecting a divergence (A-Bar), the system enters "Stalking Mode":
Bullish Divergence: Must wait for the first Bullish Candle (Close > Open).
Bearish Divergence: Must wait for the first Bearish Candle (Close < Open).
Entry Optimization: Once confirmed, the system places a Limit Order at the 75% retracement level of that confirmation candle. We never chase; we only enter on high-probability pullbacks to maximize the Reward-to-Risk (RR) ratio.
4. New York Open Protection
Built-in Time Filtering (defaulting to 08:30-10:30 New York Time) helps avoid the high-volatility "whipsaws" typical of the market open, which often create trap-like divergence signals.
MACD 背离策略
📖 策略概述
这是一款专为 15分钟周期（及以上）设计的趋势反转/回调策略。与市面上平庸的背离脚本不同，本策略引入了动量衰减阈值、价格结构刷新锁以及K线行为确认三重过滤机制。它不只是在寻找“背离”，而是在寻找“力竭”且“确认反转”的黄金入场点。
🚀 核心逻辑亮点
1. 动量衰减阈值 (Momentum Decay)
本策略不仅要求 MACD 柱状图不创新高/新低，更引入了 decay_threshold 参数。只有当当前的 MACD 波峰衰减至前波的 60%（默认）以下时，系统才认为趋势动能已实质性枯竭，从而排除无效的微弱波动。
2. “一波一单”与结构刷新锁
这是本策略最强大的防御机制：
单波锁定：在 MACD 柱状图同属于零轴一侧的波动中，策略默认只进行一次交易尝试，避免在阴跌行情中反复抄底。
结构同步重置：如果行情出现“价格新高 + MACD新高”（多头能量增强），系统会判定之前的背离逻辑失效，并即刻解除锁定，重新捕捉下一个背离机会。
3. K线颜色确认与“黄金回撤”入场
系统在捕捉到背离信号（A柱）后，不会盲目入场，而是进入**“蹲守模式”**：
看涨背离：必须等到出现第一根阳线。
看跌背离：必须等到出现第一根阴线。
入场位优化：确认 K 线出现后，系统会挂出该 K 线 3/4 位置的回调单。这意味着我们始终在追求极致的盈亏比，不追高，只做高确定性的回调切入。
4. 纽约开盘保护
针对 15 分钟线，策略内置了时间过滤逻辑（默认避开纽约开盘 08:30-10:30），有效规避了开盘初期剧烈双向扫单带来的虚假背离信号。
Chiến lược Pine Script®
LBR's Game Theory - EMA StrategyLinda Bradford Raschke's Game Theory EMA Strategy:
Overview:
This strategy combines EMA crossover structure with a momentum-based utility edge model inspired by basic game theory concepts. The objective is to participate only when directional momentum suggests one side of the market has a measurable advantage.
Core Logic:
Structure Shift:
A fast EMA crossing a slow EMA signals a potential momentum transition.
Trend Alignment:
Trades are only taken in the direction of a higher timeframe trend (Trend EMA).
Utility Edge Model:
Momentum is normalized using RSI to approximate directional “utility.”
When RSI is above 50, buyer utility is positive.
When RSI is below 50, seller utility is positive.
If the difference between buyers and sellers is too small (equilibrium zone), trades are avoided.
Trend Strength Filter:
Optional ADX filter ensures trades occur in expanding trend conditions.
Risk Management:
Default Properties:
• Initial Capital: 10,000
• Risk per trade: 2% of equity
• Risk–Reward: 1.8 : 1
• Commission: 0.05%
• Slippage: 1 tick
• No pyramiding
Position size is dynamically calculated:
Position Size = (2% Equity) ÷ Stop Distance
Stops and targets are ATR-based to adapt to volatility.
Intended Use:
Best suited for:
• Trending instruments (Forex majors, Indices, Gold, Crypto)
• Multi-year datasets for proper statistical evaluation
This strategy reacts to structural and momentum shifts. It does not predict future price movement.
Past performance does not guarantee future results.
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VANTYX- Scalper Bot-Dr Abiram SivprasadVANTYX Scalper Bot is a high-precision algorithmic strategy designed for Crypto Perpetuals, Forex, and Indices. It combines robust trend-following logic with a multi-timeframe momentum filter to catch explosive moves while avoiding choppy "sideways" markets.Unlike many scalping scripts, this strategy is strictly engineered to be Non-Repainting. It uses a custom "Tuple Fix" to ensure that all Multi-Timeframe (MTF) data is pulled from Closed Candles only, guaranteeing that your backtest results match real-time performance.🧠 Core Strategy LogicThe strategy operates on a "Confluence" model, requiring four distinct conditions to align before entering a trade:Trend Direction (HalfTrend):We use the HalfTrend indicator to determine the immediate market bias.Long: Price is above the HalfTrend line (Blue).Short: Price is below the HalfTrend line (Red).Momentum Filter (MTF ADX & DI):A custom Multi-Timeframe ADX engine checks the strength of the trend on a higher timeframe (e.g., 15m or 1H).Rule: The ADX must be above a specific threshold (default 23) to confirm that the market is "Trending" and not "Sleeping."Direction: DI+ must be > DI- for Longs, and DI- > DI+ for Shorts.Macro Trend Filter (MTF EMA):To prevent trading against the major trend, the strategy checks a Higher Timeframe 200 EMA.Longs are only taken if Price > 200 EMA.Shorts are only taken if Price < 200 EMA.Volume Filter:Entries are only valid if the current Volume is above the average Volume (SMA 20), ensuring institutional participation.🛡️ Risk Management (The Engine)This strategy includes a professional-grade risk engine to protect capital:ATR-Based Stop Loss: Dynamic SL set at 1.5x ATR (Adjustable). This adapts to market volatility—wider stops in volatile markets, tighter stops in calm markets.ATR-Based Take Profit: Set at 3.0x ATR (Adjustable) to aim for a high Risk:Reward ratio (1:2 or 1:3).Ratchet Trailing Stop: An intelligent trailing stop that moves only in your favor. Once the price moves significantly, the stop tightens to lock in profits, ensuring winning trades don't turn into losers.⚙️ How to Use (Best Settings)Asset Class: Best for Crypto Perpetuals (BTC, SOL, ETH, XRP, MEME Coins) and Volatile Indices.Timeframe: Optimized for 5-Minute and 15-Minute charts.MTF Settings:If Trading 5m Chart $\rightarrow$ Set ADX to 15m and EMA to 1H.If Trading 15m Chart $\rightarrow$ Set ADX to 1H and EMA to 4H.Note: Always ensure ADX/EMA timeframes are higher than your chart timeframe.🛠️ Technical Note: The "Tuple Fix"Many TradingView strategies repaint because request.security leaks future data when using tuples. This script uses a custom function wrapper (f_adx_shifted) to explicitly request (previous closed bar) data for the ADX tuple calculation. This ensures 100% Backtest Accuracy.
⚠️ DisclaimerThis script is for educational and quantitative analysis purposes only. Past performance does not guarantee future results. Cryptocurrency trading involves high risk and leverage. Always forward-test on paper before deploying real capital.
Chiến lược Pine Script®
Shree Final Daily 55 EMA RSI Volume NIFTY Filter TableHi this is a good script. This Indicator can give ou more. This include what ou want. Lone run this will be beneicial.
Chiến lược Pine Script®
LBR Chaos Theory Butterfly Effect Regime Structure Momentum Linda Bradford Raschke's Chaos Theory Regime Momentum Strategy:
This strategy identifies regime shifts in market structure using a momentum spread model derived from exponential moving averages and volatility normalization.
Core Concept:
Markets alternate between expansion and contraction phases. When short-term momentum (Fast EMA) separates decisively from medium-term structure (Slow EMA) and aligns with a higher timeframe trend filter (200 EMA), it signals a potential transition into a directional expansion regime.
The strategy trades only when:
• Fast EMA crosses Slow EMA (momentum shift)
• Price aligns with major trend (200 EMA filter)
• ATR volatility exceeds a minimum regime threshold
This avoids ranging conditions and reduces low-probability trades.
Risk Model:
The system uses volatility-adjusted stops based on ATR.
Default properties:
• Initial Capital: 10,000
• Risk per trade: 2% of equity
• Risk-to-Reward: 1:2
• Commission: 0.05%
• Slippage: 1 tick
• No pyramiding
Position size is calculated dynamically using:
Position Size = (2% Equity) / Stop Distance
This ensures consistent capital preservation and sustainable drawdowns.
How to Use:
• Designed for trending markets (Forex, Gold, Indices, Crypto)
• Use multi-year datasets for proper statistical sample size
• Avoid very low liquidity markets
This strategy does not predict future prices. It reacts to structural momentum expansion supported by volatility confirmation.
Past performance does not guarantee future results.
Chiến lược Pine Script®
SCI EMA-RSI Edge🚀 SCI EMA-RSI Edge
Advanced Trend & Momentum Strategy by Speed Coding Infotech
SCI EMA-RSI Edge ek highly customizable trend-following strategy hai jo EMA (trend detection) aur RSI (momentum confirmation) ka smart combination use karti hai high-probability trade setups generate karne ke liye.
Ye strategy flexible design ki gayi hai taaki trader apne market, timeframe aur risk profile ke hisaab se parameters optimize kar sake.
⸻
🔥 How It Works
✅ EMA – Trend Filter
EMA overall market direction identify karta hai aur false entries ko reduce karta hai.
Trend alignment hone par hi trade consider hota hai.
✅ RSI – Momentum & Exit Engine
RSI entry confirmation aur exit timing ke liye use hota hai.
Overbought / Oversold zones profit booking aur reversal protection me help karte hain.
⸻
⚙️ Important Note About Parameters
📌 Strategy ke jo default inputs diye gaye hain wo sirf demonstration purpose ke liye hain.
Real performance completely depend karta hai:
• Market type (Equity / Options / Forex / Crypto)
• Timeframe (5min / 15min / 1H / Daily)
• Volatility condition
• User optimization
Users recommended hain ki:
✔️ RSI length adjust kare
✔️ Exit levels optimize kare
✔️ EMA period backtest kare
✔️ Candle range & filters tweak kare
Proper backtesting & optimization ke baad strategy significantly better results de sakti hai.
⸻
🎯 Customizable Inputs
• Exit RSI Length (Adjustable for faster/slower exits)
• Long Exit RSI Level
• Short Exit RSI Level
• Trade Direction Control (Long Only / Short Only)
• Day Filter
• Candle Range
• Buffer
• Quantity
• Webhook Automation Support
⸻
💡 Best Practice for Better Results
✔️ Trending market me use kare
✔️ Sideways market me filters tight kare
✔️ Higher timeframe trend confirm kare
✔️ Risk management apply kare
⸻
⚠️ Disclaimer
Performance depends on market conditions & parameter optimization.
Always backtest before live trading.
Chiến lược Pine Script®
Swing Strategy Feature Set U [theEccentricTrader]█ OVERVIEW
This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy.
Feature Set U includes concepts beginning with the letter "U" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts.
Concepts exclusive to the feature set are as follows:
Ulcer Index
Ultimate Oscillator
█ OPERATIONAL
Initial Capital
The initial capital is defined as a monetary value denominated in a given base currency.
The default initial capital is set to 100,000.
The default base currency is set to the selected symbol's default base currency.
Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties.
Risk as Percentage of Equity
The equity is defined as the sum of initial capital, net profit and open profit.
The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time.
The default risk is set to 1% of equity.
Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY.
For further information on how the risk is applied in practice, refer to the position sizing section below.
Unit of Value
The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol.
Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols.
Examples:
A unit of value of 1 corresponds to a price increment of 1.0.
A unit of value of 10 corresponds to a price increment of 0.1.
A unit of value of 100 corresponds to a price increment of 0.01.
A unit of value of 1000 corresponds to a price increment of 0.001.
A unit of value of 10000 corresponds to a price increment of 0.0001.
Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations.
The default unit of value is set to 1.
Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY.
Stop Buffer
The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached.
The default stop buffer is set to 0 points/pips.
Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY.
Risk Range
The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade.
Position Sizing
Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure.
"syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations.
The position size is calculated as follows:
The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent.
The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size.
This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications.
While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it.
For further information on the syminfo.pointvalue variable, please refer to:
www.tradingview.com
Margin
The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker.
A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position.
When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies.
Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details.
The default margin is set to 25% for both long and short positions.
Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN.
For further information on the strategy tester's margin functionality, please refer to:
www.tradingview.com
www.tradingview.com
Pyramiding
The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions.
The default pyramiding count is set to 100.
Users can adjust the pyramiding count via strategy Settings/Properties.
For further information on TradingView's strategy tester and broker emulator, please refer to:
www.tradingview.com
Spread
The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price.
Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details.
Commission
The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction.
Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details.
The default commission is set to 0.005% of position size.
Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION.
█ CORE STRATEGY
Green and Red Candles
A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price.
Swing Highs and Swing Lows
A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak.
A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough.
Peak and Trough Prices
The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher.
The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower.
Fixed Reward-to-Risk
Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk.
Variable Reward-to-Risk
Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk.
Swing High Swing Low (SHSL) Strategy
The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types.
All entries are processed at candle close and use the candle close price for the entry price.
Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak.
Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes.
The default direction is set to "Long" for a long-only configuration.
The default exit type is set to "Target" for a fixed reward-to-risk configuration.
Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price.
Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability.
The default reward-to-risk is set to 1.
Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive.
Trailing Stop Loss
A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak.
Risk Range Trailing Stop Loss
The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit.
Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY.
Trend Trailing Stop Loss
The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts).
Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY.
Candle Trailing Stop Loss
The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts).
Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY.
Opposing Candle Colour Close
The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms.
Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY.
█ CORE FILTERS
Minimum Risk Range Filter
The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold.
The default minimum risk range is set to 4 points/pips.
Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER.
It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions.
Time Zone
The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time.
The default time zone is set to Europe/London.
Users can change the time zone via strategy Settings/Inputs/TIME ZONE.
For further information on time zone configuration, please refer to:
data.iana.org
en.wikipedia.org
Session Filter
The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone.
TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close.
To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice.
When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary.
By default, the session filter is set to false and the default session is set to "2300-2155".
Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER.
Close At End of Session Filter
The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied.
When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session.
The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration.
Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps.
By default, the close at end of session filter is set to false.
Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER.
Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above.
Sample Period Filter
The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone.
TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close.
To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55.
The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively.
Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER.
█ GENERIC FILTERS
Generic Filter Behaviour
Unless otherwise stated:
"None" inputs return true.
Filters return true only when their selected condition is satisfied.
Minimum and Maximum Boundary Filters
Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together.
When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds.
"Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary.
"Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary.
Minimum Percentage Change Positive-Flat/Negative Filter
The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria.
The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both:
The selected directional requirement.
The user-defined minimum percentage change magnitude.
"Positive-Flat" direction logic:
Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold.
"Negative" direction logic:
Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold.
When the minimum threshold is set to 0%, the filter behaves as a pure directional check:
"Positive-Flat" accepts ≥ 0% changes.
"Negative" accepts < 0% changes only.
Basic and Multi-Part Trend Filters
Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition.
Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count.
"Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume.
"Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume.
"Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true.
"Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true.
█ FEATURE SET U SPECIFIC FILTERS
All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire.
For further information on how to apply built-in TradingView indicators, please refer to:
www.tradingview.com
Ulcer Index (UI) Filters
The UI indicator defaults are as follows:
Source is set to "Close".
Length is set to 14.
Users can adjust the UI inputs via strategy Settings/Inputs/ULCER INDEX (UI).
The UI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Minimum percent change is set to 0.
Lookback is set to 3.
The UI trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
Users can apply the UI filters and adjust filter parameters via strategy Settings/Inputs/UI FILTERS.
Ultimate Oscillator (UO) Filters
The UO indicator defaults are as follows:
Fast length is set to 7.
Medium length is set to 14.
Slow length is set to 28.
Users can adjust the Ultimate Oscillator inputs via strategy Settings/Inputs/ULTIMATE OSCILLATOR (UO).
The UO minimum and maximum boundary filter (see generic filters section above) defaults are as follows:
Apply UO above-equal is set to false.
UO above-equal threshold is set to 0.
Apply UO below-equal is set to false.
UO below-equal threshold is set to 100.
The UO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Minimum percent change is set to 0.
Lookback is set to 3.
The UO trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
Users can apply the UO filters and adjust filter parameters via strategy Settings/Inputs/UO FILTERS.
█ ALERTS
Users can set alerts for any given strategy configuration via the alerts dialogue box.
Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field.
Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations.
To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field.
Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts.
To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only".
The default alert messages generated by "Order fills only" are as follows:
"long entry".
"long exit".
"short entry".
"short exit".
The default alert messages generated by "alert() function calls only" are as follows:
"long entry".
"short entry".
Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints.
For further information on setting and managing alerts, please refer to:
www.tradingview.com
www.tradingview.com
www.tradingview.com
█ LIMITATIONS AND CONSIDERATIONS
Backtesting
Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful.
Statistical Significance and Path-Dependent Outcomes (Overfitting)
In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results.
Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period.
Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable.
Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies.
Bar Magnifier
Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined.
When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester.
Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited.
For further information on the bar magnifier functionality, please refer to:
www.tradingview.com
www.tradingview.com
TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS.
Processing Orders at Candle Close
Backtests cannot accurately account for slippage between signal generation and trade execution.
A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs.
Empirical Probabilities
Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades.
Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers.
Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance.
To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions.
█ DISCLAIMER
This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
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BTC Intraday Advanced Spot PRO V6BTC indicator in 5-minute spot intraday timeframe, automated strategy version, with SL, TP, BE crossing, alerts.
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Swing Strategy Feature Set T [theEccentricTrader]█ OVERVIEW
This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy.
Feature Set T includes concepts beginning with the letter "T" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts.
Concepts exclusive to the feature set are as follows:
Tilson Moving Average
Trend
Trendline
Triple Exponential Moving Average (TRIX)
True Strength Index
█ OPERATIONAL
Initial Capital
The initial capital is defined as a monetary value denominated in a given base currency.
The default initial capital is set to 100,000.
The default base currency is set to the selected symbol's default base currency.
Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties.
Risk as Percentage of Equity
The equity is defined as the sum of initial capital, net profit and open profit.
The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time.
The default risk is set to 1% of equity.
Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY.
For further information on how the risk is applied in practice, refer to the position sizing section below.
Unit of Value
The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol.
Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols.
Examples:
A unit of value of 1 corresponds to a price increment of 1.0.
A unit of value of 10 corresponds to a price increment of 0.1.
A unit of value of 100 corresponds to a price increment of 0.01.
A unit of value of 1000 corresponds to a price increment of 0.001.
A unit of value of 10000 corresponds to a price increment of 0.0001.
Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations.
The default unit of value is set to 1.
Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY.
Stop Buffer
The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached.
The default stop buffer is set to 0 points/pips.
Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY.
Risk Range
The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade.
Position Sizing
Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure.
"syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations.
The position size is calculated as follows:
The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent.
The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size.
This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications.
While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it.
For further information on the syminfo.pointvalue variable, please refer to:
www.tradingview.com
Margin
The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker.
A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position.
When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies.
Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details.
The default margin is set to 25% for both long and short positions.
Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN.
For further information on the strategy tester's margin functionality, please refer to:
www.tradingview.com
www.tradingview.com
Pyramiding
The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions.
The default pyramiding count is set to 100.
Users can adjust the pyramiding count via strategy Settings/Properties.
For further information on TradingView's strategy tester and broker emulator, please refer to:
www.tradingview.com
Spread
The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price.
Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details.
Commission
The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction.
Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details.
The default commission is set to 0.005% of position size.
Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION.
█ CORE STRATEGY
Green and Red Candles
A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price.
Swing Highs and Swing Lows
A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak.
A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough.
Peak and Trough Prices
The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher.
The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower.
Fixed Reward-to-Risk
Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk.
Variable Reward-to-Risk
Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk.
Swing High Swing Low (SHSL) Strategy
The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types.
All entries are processed at candle close and use the candle close price for the entry price.
Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak.
Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes.
The default direction is set to "Long" for a long-only configuration.
The default exit type is set to "Target" for a fixed reward-to-risk configuration.
Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price.
Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability.
The default reward-to-risk is set to 1.
Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive.
Trailing Stop Loss
A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak.
Risk Range Trailing Stop Loss
The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit.
Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY.
Trend Trailing Stop Loss
The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts).
Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY.
Candle Trailing Stop Loss
The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts).
Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY.
Opposing Candle Colour Close
The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms.
Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY.
█ CORE FILTERS
Minimum Risk Range Filter
The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold.
The default minimum risk range is set to 4 points/pips.
Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER.
It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions.
Time Zone
The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time.
The default time zone is set to Europe/London.
Users can change the time zone via strategy Settings/Inputs/TIME ZONE.
For further information on time zone configuration, please refer to:
data.iana.org
en.wikipedia.org
Session Filter
The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone.
TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close.
To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice.
When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary.
By default, the session filter is set to false and the default session is set to "2300-2155".
Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER.
Close At End of Session Filter
The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied.
When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session.
The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration.
Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps.
By default, the close at end of session filter is set to false.
Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER.
Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above.
Sample Period Filter
The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone.
TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close.
To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55.
The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively.
Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER.
█ GENERIC FILTERS
Generic Filter Behaviour
Unless otherwise stated:
"None" inputs return true.
Filters return true only when their selected condition is satisfied.
Above-Equal/Below Zero Filter
The above-equal/below zero filter is defined as an entry filter that evaluates zero centred indicator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition.
"Above-Equal" returns true when the oscillator value is greater than or equal to zero.
"Below" returns true when the oscillator value is less than zero.
Close Above-Equal/Below Filter
The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition.
"Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value.
"Below" returns true when the most recent candle close price is less than any given time-series value.
Minimum Percentage Change Positive-Flat/Negative Filter
The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria.
The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both:
The selected directional requirement.
The user-defined minimum percentage change magnitude.
"Positive-Flat" direction logic:
Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold.
"Negative" direction logic:
Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold.
When the minimum threshold is set to 0%, the filter behaves as a pure directional check:
"Positive-Flat" accepts ≥ 0% changes.
"Negative" accepts < 0% changes only.
Moving Average (MA) Double and Triple Trend Filters
MA double and triple trend filters are defined as entry filters that evaluate the relative positioning of two or more MA values and invalidate trade signals that do not satisfy a user-defined directional condition.
"Above-Equal" returns true when one MA is greater than or equal to another MA.
"Below" returns true when one MA is less than another MA.
Basic and Exclusive Rejection Filters
The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria.
For long trades, "Rejection" returns true when all three of the following conditions are met:
The previous candle open is above a given rejection price.
The trough price is less than or equal to a given rejection price.
The green candle that completes the swing closes above a given rejection price.
For short trades, "Rejection" returns true when all three of the following conditions are met:
The previous candle open is below a given rejection price.
The peak price is greater than or equal to a given rejection price.
The red candle that completes the swing closes below a given rejection price.
The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false.
Basic and Multi-Part Trend Filters
Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition.
Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count.
"Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume.
"Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume.
"Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true.
"Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true.
█ FEATURE SET T SPECIFIC FILTERS
All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire.
For further information on how to apply built-in TradingView indicators, please refer to:
www.tradingview.com
As there are no built-in TradingView indicators for the TMA (T3) and TRIX values used in this script, code samples are provided in the relevant sections so that users can build their own Pine Script indicators.
For further information on how to build Pine Script indicators, please refer to:
www.tradingview.com
www.tradingview.com
Tilson Moving Average (TMA) Filters
As there is no built-in indicator for the TMA (T3) value used in this script, users can build their own TMA (T3) indicator in Pine Script by copying the following code and pasting it into a new indicator:
//@version=6
indicator(title = "Tilson Moving Average (T3)", shorttitle = "TMA (T3)", overlay = true)
import TradingView/ta/12 as ta
tma_1_source = input.source(title = 'TMA 1 Source', defval = close, group = 'Tilson Moving Average (TMA)')
tma_1_length = input.int(title = 'TMA 1 Length', defval = 50, minval = 1, group = 'Tilson Moving Average (TMA)')
vf_1 = input.float(title = 'TMA 1 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)')
tma_1_colour = input.color(title = 'TMA 1 Colour', defval = color.green, group = 'Tilson Moving Average (TMA)')
tma_2_source = input.source(title = 'TMA 2 Source', defval = close, group = 'Tilson Moving Average (TMA)')
tma_2_length = input.int(title = 'TMA 2 Length', defval = 100, minval = 1, group = 'Tilson Moving Average (TMA)')
vf_2 = input.float(title = 'TMA 2 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)')
tma_2_colour = input.color(title = 'TMA 2 Colour', defval = color.orange, group = 'Tilson Moving Average (TMA)')
tma_3_source = input.source(title = 'TMA 3 Source', defval = close, group = 'Tilson Moving Average (TMA)')
tma_3_length = input.int(title = 'TMA 3 Length', defval = 200, minval = 1, group = 'Tilson Moving Average (TMA)')
vf_3 = input.float(title = 'TMA 3 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)')
tma_3_colour = input.color(title = 'TMA 3 Colour', defval = color.red, group = 'Tilson Moving Average (TMA)')
tma_1 = ta.t3(tma_1_source, tma_1_length, vf_1)
tma_2 = ta.t3(tma_2_source, tma_2_length, vf_2)
tma_3 = ta.t3(tma_3_source, tma_3_length, vf_3)
plot(tma_1, color = tma_1_colour)
plot(tma_2, color = tma_2_colour)
plot(tma_3, color = tma_3_colour)
Users can define up to three independent TMA (T3) series. The defaults are as follows:
TMA 1: source = close, length = 50, volume factor = 0.7.
TMA 2: source = close, length = 100, volume factor = 0.7.
TMA 3: source = close, length = 200, volume factor = 0.7.
Users can adjust the TMA inputs via strategy Settings/Inputs/TILSON MOVING AVERAGE (TMA).
Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each user-defined TMA (T3). The default mode for all three TMA close above-equal/below filters is set to "None".
Users can apply up to three independent TMA double trend filters (see generic filters section above), one filter for each of the three possible configurations. The defaults are as follows:
TMA 1 above-equal/below TMA 2 is set to "None".
TMA 2 above-equal/below TMA 3 is set to "None".
TMA 1 above-equal/below TMA 3 is set to "None".
The TMA rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined TMA is rejected exclusive of the other two TMAs.
The default mode for the TMA rejection filter is set to "None".
Users can apply the TMA filters and adjust filter parameters via strategy Settings/Inputs/TMA FILTERS.
Trend Filters
The trend filters in this section extend the generic basic and multi-part trend filters by applying the same logical framework to structurally defined peak and trough prices rather than to a continuous time-series. By operating on completed swing structures, these filters introduce an additional structural layer that differentiates between directional continuation and return line behaviour. This structural distinction necessitates the inclusion of return line variations alongside standard uptrend and downtrend conditions.
Within this framework, peak-to-peak sequences define upper trend filters and trough-to-trough sequences define lower trend filters.
A peak-to-peak upward structural progression is classified as a return line uptrend, while a peak-to-peak downward progression is classified as a downtrend.
Conversely, a trough-to-trough upward structural progression is classified as an uptrend, while a trough-to-trough downward progression is classified as a return line downtrend.
Upper trends include:
Return line uptrends.
Downtrends.
Lower trends include:
Uptrends.
Return line downtrends.
Below are links to my multi-part trend indicators, which can be used as visual aids for the relevant filter conditions included in this script:
The upper and lower trend filter's defaults are as follows:
Upper Trend mode is set to "None".
Upper Trend count is set to 3.
Lower Trend mode is set to "None".
Lower Trend count is set to 3.
When basic trend modes are selected, the trend count inputs are redundant and have no effect.
Users can apply the trend filters via strategy Settings/Inputs/TREND FILTERS.
Trendline Filters
The trendline value calculations used in this script are based on those included in my trendlines indicator (link below for visual reference). Note that previous trendline values are not factored into the filter logic used in this script, only the most recent peak-to-peak (resistance) and trough-to-trough (support) lines are evaluated.
The trendline rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined trendline value is rejected exclusive of the other trendline value.
Four rejection modes are available:
Support.
Resistance.
Support-turned-resistance.
Resistance-turned-support.
These operate asymmetrically depending on trade direction.
For long entry conditions, the filter will only evaluate support and resistance-turned-support, both of which require a bullish rejection (i.e. price rejecting upward from the relevant trendline).
For short entry conditions, the filter will only evaluate resistance and support-turned-resistance, both of which require a bearish rejection (i.e. price rejecting downward from the relevant trendline).
The default trendline rejection filter mode is set to "None".
Users can apply the trendline filter via strategy Settings/Inputs/TRENDLINE FILTERS.
Triple Exponential Moving Average (TRIX) Filters
As there is no built-in indicator for the TRIX values used in this script, users can build their own TRIX indicator in Pine Script by copying the following code and pasting it into a new indicator:
//@version=6
indicator(title = "Triple Exponential Moving Average (TRIX)", shorttitle = "TRIX", overlay = false)
import TradingView/ta/12 as ta
trix_source = input.source(title = 'TRIX Source', defval = close, group = 'Triple Exponential Moving Average (TRIX)')
trix_length = input.int(title = 'TRIX Length', defval = 14, minval = 1, group = 'Triple Exponential Moving Average (TRIX)')
trix_signal_length = input.int(title = 'TRIX Signal Length', defval = 9, minval = 1, group = 'Triple Exponential Moving Average (TRIX)')
trix_exponential = input.bool(title = 'TRIX Exponential', defval = true, group = 'Triple Exponential Moving Average (TRIX)')
trix_colour = input.color(title = 'TRIX Colour', defval = color.yellow, group = 'Triple Exponential Moving Average (TRIX)')
trix_sig_colour = input.color(title = 'TRIX Signal Colour', defval = color.blue, group = 'Triple Exponential Moving Average (TRIX)')
trix_hist_pos_colour = input.color(title = 'TRIX Histogram Positive Colour', defval = color.rgb(76, 175, 79, 80) , group = 'Triple Exponential Moving Average (TRIX)')
trix_neg_colour = input.color(title = 'TRIX Histogram Negative Colour', defval = color.rgb(255, 82, 82, 80), group = 'Triple Exponential Moving Average (TRIX)')
= ta.trix(trix_source, trix_length, trix_signal_length, trix_exponential)
plot(trix, color = trix_colour)
plot(trix_signal, color = trix_sig_colour)
plot(trix_hist, color = trix_hist >= 0 ? trix_hist_pos_colour : trix_neg_colour, style = plot.style_columns)
The TRIX defaults are as follows:
Source is set to "Close".
Length is set to 14.
Signal length is set to 9.
Exponential mode is set to true.
Users can adjust the TRIX inputs via strategy Settings/Inputs/TRIPLE EXPONENTIAL MOVING AVERAGE (TRIX).
The TRIX above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the TRIX value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition.
The default mode for the TRIX above-equal/below signal filter is set to "None".
The default mode for the TRIX Histogram above-equal/below zero filter (see generic filters section above) is set to "None".
The TRIX Histogram minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Minimum percent change is set to 0.
Lookback is set to 3.
The TRIX Histogram trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
Users can apply the TRIX filters and adjust filter parameters via strategy Settings/Inputs/TRIX FILTERS.
True Strength Index (TSI) Filters
The TSI defaults are as follows:
Long length is set to 25.
Short length is set to 13.
Signal length is set to 13.
Users can adjust the TSI inputs via strategy Settings/Inputs/TRUE STRENGTH INDEX (TSI).
The TSI above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the TSI value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition.
The default mode for the TSI above-equal/below signal filter is set to "None".
The default mode for the TSI above-equal/below zero filter (see generic filters section above) is set to "None".
The default mode for the TSI Signal above-equal/below zero filter (see generic filters section above) is set to "None".
The TSI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Minimum percent change is set to 0.
Lookback is set to 3.
The TSI Signal minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Minimum percent change is set to 0.
Lookback is set to 3.
The TSI trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
The TSI Signal trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
Users can apply the TSI filters and adjust filter parameters via strategy Settings/Inputs/TSI FILTERS.
█ ALERTS
Users can set alerts for any given strategy configuration via the alerts dialogue box.
Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field.
Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations.
To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field.
Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts.
To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only".
The default alert messages generated by "Order fills only" are as follows:
"long entry".
"long exit".
"short entry".
"short exit".
The default alert messages generated by "alert() function calls only" are as follows:
"long entry".
"short entry".
Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints.
For further information on setting and managing alerts, please refer to:
www.tradingview.com
www.tradingview.com
www.tradingview.com
█ LIMITATIONS AND CONSIDERATIONS
Backtesting
Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful.
Statistical Significance and Path-Dependent Outcomes (Overfitting)
In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results.
Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period.
Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable.
Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies.
Bar Magnifier
Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined.
When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester.
Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited.
For further information on the bar magnifier functionality, please refer to:
www.tradingview.com
www.tradingview.com
TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS.
Processing Orders at Candle Close
Backtests cannot accurately account for slippage between signal generation and trade execution.
A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs.
Empirical Probabilities
Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades.
Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers.
Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance.
To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions.
█ DISCLAIMER
This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
Chiến lược Pine Script®
X_FINAL_SECURE리페인팅 없고, 과최적화 되지 않았으며, 거래소와 거래 내역도 완벽히 일치합니다.
훌륭한 추세 전략입니다.
추후 유료 전환 예정 되어 있습니다.
누구도 전략을 흉내낼 수 없도록, 코드 보안상 어떤 조건으로 실행되는지도 보호 처리했습니다.
위에 보이는 백테스트는 3배 레버리지 + 100% 진입 시드 + 자가 복리 기준입니다.
셋팅 설명:
1-1 ~ 1-3: 백테스트 기간 설정 또는 자동매매 기간 설정입니다.
전략 시작할때는 1-1을 당일날짜 00:00 으로 맞추고 하셔야 합니다.
1-4: 백테스트에서 적용하는 진입 시드 비중입니다. (실제 진입 시드 비중은 속성에서 설정하세요.)
1-5: 백테스트 기록 보기용 배율 설정입니다. (실제 배율은 본인 거래소에서 설정하세요.)
1-6은 신경 쓰지 않으셔도 됩니다.
나머지 인풋값 설정은 아래 보고 설정하세요 "Use these input settings:"
2-1 =21 ㅡㅡ 2-2 =20
2-3 =1.8 ㅡㅡ 2-4 =1.5
2-5 =29 ㅡㅡ 2-6 =15
2-7 =1.4 ㅡㅡ 2-8=1.2
3-1= v check ㅡㅡ 3-2 = v check
3-3 =5 ㅡㅡ 3-4 =11
3-5 =60 ㅡㅡ 3-6 =30
3-7 =0.28 ㅡㅡ 3-8 =0.68
4-1 = no check
4-4 = v check ㅡㅡ 4-5 =13 ㅡㅡ 4-6 =2.7
5-1 =no check ㅡㅡ 5-2 =check
5-3 =check ㅡㅡ 5-4 =check
5-5 =check ㅡㅡ 5-6 =no check
5-7 =check ㅡㅡ 5-8 =check
6-1 = C ㅡㅡ 6-2 = C
6-3 = 2 ㅡㅡ 6-4 = 2
6-5 = 3.9 ㅡㅡ 6-6 =3.9
6-7 = 2 ㅡㅡ 6-8 =2.1
6-9 = 2 ㅡㅡ 6-0 = 2
t1 = v
t2 = v
Settings & Usage Guide (English)
No repainting, no over-optimization, and trade history matches the exchange perfectly.
A high-quality trend strategy.
This will transition to paid access in the future.
Code is fully secured – execution conditions are protected to prevent any copying or imitation.
The backtest shown is based on 3x leverage + 100% entry seed + full compounding.
Settings Explanation:
1-1 ~ 1-3: Backtest period and auto-trading period settings.
1-4: Entry seed percentage used in backtest. (Set real entry size in strategy properties.)
1-5: Leverage multiplier for viewing backtest records. (Set actual leverage on your exchange.)
1-6: Ignore – no need to adjust.
For the remaining input values, refer to the right side (Author Instructions) and set the numbers accordingly.
Chiến lược Pine Script®
RSI & MACD + D/S ZonesOverview
This strategy is a hybrid trading system that combines Institutional Supply & Demand concepts with a strict Momentum Validation Engine.
Supply & Demand indicators trigger signals the moment price touches a zone, often leading to "catching a falling knife." This script solves that problem by decoupling the "Zone Hit" from the "Trade Entry." It identifies key market structures first but only triggers a trade when momentum (MACD + RSI) explicitly confirms a reversal in the direction of the dominant trend.
How It Works
1. The Map: Supply & Demand Zones
The script automatically identifies zones based on the "Boring Candle + Explosive Move" pattern.
Creation: A zone is formed when a low-volatility "Boring Candle" (base) is followed by a high-volatility "Explosive Candle" (breakout).
Consumption: Zones are dynamic. If price wicks into a zone, the zone "shrinks" to reflect consumed orders. If price breaks through completely, the zone is removed.
Visuals:
Demand Zones: Faint Green (20% Opacity).
Supply Zones: Faint Red (20% Opacity).
"HIT" Labels: clearly identify when price tests a zone (Green for Demand, Orange for Supply).
2. The Filter: Trend & Safety
200 EMA (Red Line): Acts as the hard trend filter.
Longs are only taken above the Red Line.
Shorts are only taken below the Red Line.
RSI "Safe Zone" (35–65): The script filters out trades where RSI is overbought (>65) or oversold (<35), ensuring entries have room to run.
3. The Trigger: 2-Bar Momentum Confirmation
A trade is NOT taken just because a zone is hit. The script waits for a confirmed momentum shift:
MACD Logic: It requires two consecutive bars of expanding histogram momentum (e.g., for a Long, the histogram must be Green and rising for 2 bars).
Signal Decoupling: The "Buy" or "Sell" signal may appear 1-3 bars after the zone hit, ensuring the bounce is real.
---
Visual Guide
* 🔵 Buy Label (Sky Blue): A confirmed Long entry (Trend Up + RSI Safe + Momentum Rising).
* 🟣 Sell Label (Hot Pink): A confirmed Short entry (Trend Down + RSI Safe + momentum falling).
* 🔴 Red Line: The 200 EMA Trend Filter.
* 🟢 Green "Hit Demand": Price has touched a valid Demand Zone.
* 🟠 Orange "Hit Supply": Price has touched a valid Supply Zone.
Settings & Inputs
Zone Settings: Adjust `Boring Candle %` to filter which bases are detected.
Strategy Settings:
`EMA Trend Filter`: Defaults to 200.
`RSI Min/Max`: Defaults to 35/65 to avoid extremes.
Risk Disclaimer
This script is a technical analysis tool. Past performance does not guarantee future results. Always use proper risk management and stop losses when trading real capital.
Chiến lược Pine Script®
Crypto Algo Chakra by Pooja🔥 Crypto Algo Chakra by Pooja — Advanced Trading System
Crypto Algo Chakra is not just a traditional indicator or basic strategy — it is a complete rule-based trading system designed to assist traders with structured decision making.
This system integrates entry logic, risk management, dynamic stop loss, trailing logic, and target calculation into a single unified framework. The goal is to provide a systematic trading environment that can support discretionary traders as well as automation workflows.
The system focuses on structure confirmation, trend filtering, and adaptive risk control rather than simple signal generation.
⚙️ Core Concept
The trading system is built around a multi-layered filtering model where signals are validated through trend alignment and confirmation filters.
Instead of relying on a single indicator, Crypto Algo Chakra combines multiple conditions to reduce false signals and improve structural clarity.
All major components are optional and fully controlled by user inputs.
📈 Entry Engine
🔹 3 EMA Structure Protection
Fast EMA
Slow EMA
Trend EMA (200 EMA optional filter)
Entry signals are generated based on EMA crossover logic with optional trend structure confirmation to avoid counter-trend entries.
🔹 Fake Breakout Filters (Optional)
To reduce low-quality signals, the system includes:
ADX strength filter
RSI momentum filter
Supertrend directional confirmation
These filters help identify potential trend continuation environments.
🛑 Stop Loss System
Flexible risk control options:
Swing-based Stop Loss (structure aware)
Candle-based Stop Loss (dynamic recent price levels)
Minimum risk distance protection is included to avoid unrealistic trade sizing.
🔁 Advanced Trailing Stop Loss Engine
Multiple trailing methodologies available:
Candle Wise trailing
Swing Wise trailing
Structure Break trailing
Pivot Wise trailing
Trailing activates only after defined structural conditions to prevent premature exits.
🎯 Target System
Two independent target calculation methods:
Risk : Reward based targets
Pivot-based targets (multi-level extension supported)
Users can choose between close-based or wick-based target triggering.
🔄 Trend Reversal Protection
The system includes automatic trend flip handling:
Exit current trade when opposite structure appears
Optional delayed re-entry logic
Entry protection maintained after reversal
📍 Support & Resistance Integration
Traditional Pivot Points are included for:
Dynamic support and resistance reference
Target and trailing calculations
Structural context
⏰ Force Exit Protection
Optional session-based exit system designed for intraday traders to avoid holding positions beyond specified time.
🔔 Algo Ready Alert System
Built-in alerts designed for automation workflows:
Entry alerts
Stop loss exits
Trailing stop exits
Target hits
Trend reversal exits
Force exit events
Alerts are structured to support external automation platforms.
🧩 Built-in Indicators
3 EMA System
Supertrend
Pivot Support & Resistance
All modules are optional and fully customizable.
⭐ Why This System is Unique
Unlike traditional signal indicators, Crypto Algo Chakra focuses on complete trade lifecycle management.
Key design principles include:
Multi-layer confirmation instead of single-condition signals
Modular risk management and trailing systems
Structural trend validation
Adaptive pivot integration
Automation-friendly architecture
The system is intended to provide a structured framework rather than predictive guarantees.
🔒 Why Invite-Only Access
This trading system is published as invite-only to maintain controlled distribution, ensure proper usage understanding, and allow structured user onboarding.
The system contains multiple configurable modules such as entry filters, risk management logic, trailing stop mechanisms, and algorithm-ready alert conditions. Controlled access helps prevent misuse, confusion from incorrect settings, and maintains system stability for users who understand its framework.
Invite-only access does NOT imply guaranteed results or exclusive trading advantages. The purpose is structured distribution and support.
⚠️ Disclaimer
This tool is designed for educational and informational purposes only.
It does not provide financial advice or guarantee performance or profitability.
Market conditions vary, and users should conduct independent analysis and risk management before making trading decisions.
Past performance does not indicate future results.
Chiến lược Pine Script®
Intraday Momentum Signals This is an advanced divergence detection strategy designed to identify potential market reversals by analyzing the relationship between price action and momentum oscillator patterns. The strategy automatically detects divergence signals and executes trades based on configurable parameters.
⚠️ CRITICAL DISCLAIMER
READ THIS CAREFULLY BEFORE USING THIS STRATEGY:
This is NOT Financial Advice
❌ This is NOT a buy signal generator
❌ This is NOT a sell signal recommendation
❌ This is NOT investment advice
❌ This is NOT a guaranteed profit system
❌ This is NOT a substitute for professional financial guidance
Educational Purpose Only
✅ This tool is for educational and research purposes ONLY
✅ Provided for technical analysis learning
✅ Intended for strategy backtesting and study
✅ Use at your own risk and responsibility
Your Responsibility
🔍 DO YOUR OWN RESEARCH before making any trading decisions
🔍 VALIDATE all signals independently
🔍 BACKTEST thoroughly on historical data
🔍 PAPER TRADE before risking real capital
🔍 CONSULT a licensed financial advisor or SEBI-registered professional
🔍 UNDERSTAND the risks involved in trading
Risk Warning
⚠️ Trading involves substantial risk of loss
⚠️ You can lose your entire capital
⚠️ Past performance does NOT guarantee future results
⚠️ No strategy works 100% of the time
⚠️ Market conditions constantly change
⚠️ Never risk money you cannot afford to lose
Legal Notice
By using this strategy, you acknowledge that:
You are solely responsible for your trading decisions
The creator assumes no liability for your losses
You will not hold anyone responsible for outcomes
You understand this is not personalized advice
You agree to trade at your own discretion and risk
🎯 Best Use Cases
This strategy is primarily designed for intraday trading and works optimally on shorter timeframes:
Recommended Timeframes
✅ 3-minute charts - Ultra-short scalping (High risk, requires constant monitoring)
✅ 5-minute charts - MOST RECOMMENDED for intraday
✅ 15-minute charts - Balanced intraday approach
✅ 30-minute charts - Swing intraday positions
⚠️ 1-hour charts - Fewer signals but potentially higher quality
NOT Recommended For
❌ Daily or weekly timeframes
❌ Long-term investing
❌ Position trading
❌ Swing trading (multi-day holds)
Why Intraday? The divergence detection logic is specifically optimized for intraday price movements and momentum oscillations that occur within a single trading session.
🔧 Core Features
1. Divergence Detection Engine
The strategy identifies four types of divergence patterns:
Regular Bullish (UP) - Price makes lower lows while oscillator makes higher lows (potential reversal up)
Hidden Bullish (L+) - Price makes higher lows while oscillator makes lower lows (trend continuation)
Regular Bearish (DN) - Price makes higher highs while oscillator makes lower highs (potential reversal down)
Hidden Bearish (S+) - Price makes lower highs while oscillator makes higher highs (trend continuation)
2. Configurable Parameters
Oscillator Settings:
Period Length (default: 9) - Controls sensitivity
Source (default: close price) - Can use OHLC
Lookback Right/Left - Pivot detection sensitivity
Lookback Range (5-60) - Time window for divergence comparison
Exit Strategy:
Take Profit Level (default: 80) - Oscillator level for profit booking
Stop Loss Options: ATR-based, Percentage-based, or None
Trailing Stop Loss - Dynamic risk management
Visual Controls:
Toggle each divergence type on/off
Customizable dashboard position (4 corners)
Clear visual signals on oscillator panel
3. Risk Management System
The strategy includes three stop-loss mechanisms:
A) ATR Trailing Stop (Recommended for volatile markets)
Dynamically adjusts based on market volatility
Uses Average True Range multiplier
Trails as position moves in profit
B) Percentage Stop (Fixed risk)
Set percentage from entry price
Simple and predictable
Good for consistent position sizing
C) Manual Exit (Signal-based only)
Exits on oscillator threshold
Exits on counter-divergence signal
No automatic stop loss
4. Performance Dashboard
Real-time comprehensive statistics:
MetricDescriptionTotal TradesNumber of completed tradesWin RatePercentage of profitable tradesWinning TradesCount of profitable positionsLosing TradesCount of loss-making positionsNet ProfitTotal profit/loss in currencyProfit FactorGross profit ÷ Gross lossAvg WinAverage winning trade amountAvg LossAverage losing trade amountLargest WinBest single trade profitLargest LossWorst single trade loss
Color Coding:
🟢 Green - Positive/Good metrics (Win rate >60%, PF >2)
🟠 Orange - Neutral metrics (Win rate 50-60%, PF 1-2)
🔴 Red - Negative/Poor metrics (Win rate <50%, PF <1)
📈 How The Strategy Works
Signal Generation Process
Continuous Monitoring
Strategy scans every bar for pivot points
Compares current pivot with historical pivots
Checks for divergence between price and oscillator
Entry Trigger
Valid divergence pattern detected
Lookback range conditions met
Automatic long position opened
Entry price and stops calculated
Position Management
Selected stop-loss mechanism activated
Trailing stop updates on each bar (if enabled)
Take-profit level monitored
Exit Execution
Oscillator crosses take-profit threshold, OR
Opposite divergence signal appears, OR
Stop-loss triggered
Performance Logging
Trade recorded in statistics
Dashboard updated in real-time
Profit/loss calculated and displayed
⚙️ Recommended Settings for Intraday
🕐 For 3-Minute Charts (Scalping)
Period: 9-12
Lookback Range: 5-40 bars
Take Profit Level: 80-85
Stop Loss: 2-3% OR ATR (14, 2.5x)
Use Case: Rapid entries/exits, high frequency, requires constant attention
🕔 For 5-Minute Charts (MOST POPULAR)
Period: 9-14
Lookback Range: 5-60 bars
Take Profit Level: 75-80
Stop Loss: 3-5% OR ATR (14, 3.5x)
Use Case: Balanced risk/reward, good signal frequency, manageable monitoring
🕒 For 15-Minute Charts (Swing Intraday)
Period: 9-14
Lookback Range: 5-60 bars
Take Profit Level: 70-80
Stop Loss: 4-6% OR ATR (14, 3.5x)
Use Case: Fewer but higher quality signals, less screen time
🕧 For 30-Minute Charts
Period: 12-14
Lookback Range: 5-60 bars
Take Profit Level: 70-75
Stop Loss: 5-7% OR ATR (14, 4.0x)
Use Case: Extended intraday positions, better for part-time traders
📝 Important Usage Notes
Strategy Configuration
✅ Works in both indicator and strategy modes
✅ Pyramiding: Up to 2 concurrent positions allowed
✅ Default capital: ₹100,000 (customizable)
✅ Fixed quantity: 2 units per trade (customizable)
✅ Currency: INR (can be changed)
Visual Signals
Visual divergence signals plotted on oscillator panel (not price chart)
Entry/exit labels show profit/loss for each closed trade
Lines and shapes clearly mark divergence points
Dashboard provides at-a-glance performance overview
Limitations
⚠️ Divergences are lagging by nature (require confirmed pivots)
⚠️ Not all divergences result in reversals
⚠️ False signals increase in choppy/ranging markets
⚠️ Requires minimum volatility to function properly
⚠️ Performance degrades in strong trending markets (for counter-trend setups)
🎨 Visual Elements Explained
Oscillator Panel
Blue solid line - Main momentum oscillator (0-100 range)
Dotted line at 70 - Overbought threshold
Dotted line at 30 - Oversold threshold
Dotted line at 50 - Centerline (bullish above, bearish below)
Shaded background - Visual reference zone
Divergence Markers
Blue solid dots/lines - Regular bullish divergence
Light blue dots/lines - Hidden bullish divergence
Red solid dots/lines - Regular bearish divergence
Orange dots/lines - Hidden bearish divergence
Labels
"UP" label - Long entry on regular bullish divergence
"L+" label - Long entry on hidden bullish divergence
"DN" label - Potential exit/reversal (bearish divergence)
"S+" label - Potential exit/reversal (hidden bearish)
⚡ Performance Optimization Tips
Before Going Live
Backtest Extensively
Test on at least 6-12 months of historical data
Use different market conditions (trending, ranging, volatile)
Check performance across multiple instruments
Paper Trade First
Practice on demo account for minimum 1 month
Validate signals manually before trusting automation
Understand why trades win or lose
Optimize Parameters
Adjust lookback ranges for your specific market
Fine-tune take-profit levels based on average moves
Test different stop-loss methods
Monitor win rate - aim for >50% minimum
Risk Management
Never risk more than 1-2% of capital per trade
Use position sizing based on stop distance
Set maximum daily loss limits
Keep a trading journal
During Live Trading
✅ Monitor market conditions (trending vs ranging)
✅ Avoid trading during major news events
✅ Respect your stop losses - never remove them
✅ Take partial profits if trade moves significantly
✅ Review and adapt based on actual performance
Red Flags to Watch
🚩 Win rate suddenly drops below 40%
🚩 Profit factor falls below 1.0
🚩 Average loss exceeds average win
🚩 Consecutive losing streak (5+ trades)
🚩 Strategy stops generating signals
If you see these signs: Stop trading, re-evaluate parameters, check market conditions, or consider if market character has changed.
🔬 Research & Development Suggestions
Since you must DO YOUR OWN RESEARCH, here are areas to explore:
Parameter Optimization
Test different oscillator periods for your instrument
Experiment with lookback ranges
Find optimal take-profit levels through data analysis
Compare ATR vs percentage stops
Market Selection
Which stocks/indices show best results?
Does it work better in certain sectors?
Intraday vs specific session times (opening, closing)
Combination Strategies
Add volume filters
Combine with trend indicators
Use support/resistance confirmation
Add fundamental filters for stock selection
Risk Improvements
Implement time-based exits (close before market close)
Add volatility filters
Create different parameter sets for different market conditions
📚 Educational Resources
To properly understand and research this strategy:
Study divergence trading concepts thoroughly
Learn about momentum oscillators and their behavior
Understand pivot points and how they form
Research market psychology behind reversals
Learn proper position sizing and risk management
Study technical analysis fundamentals
Recommended Learning Path:
Technical Analysis basics
Oscillator indicators deep dive
Divergence patterns and their reliability
Backtesting methodologies
Risk and money management
Trading psychology
✋ Final Reminder
BEFORE YOU CLICK "BUY" OR "SELL":
✅ Have you backtested this thoroughly?
✅ Have you paper traded for at least 1 month?
✅ Do you understand WHY each signal triggers?
✅ Have you calculated your position size properly?
✅ Have you set your stop loss?
✅ Can you afford to lose this money completely?
✅ Have you consulted a financial professional?
✅ Are you trading with a clear, calm mind?
If you answered NO to any of these - DO NOT TRADE YET.
📞 Support & Responsibility
This strategy code is provided "as-is"
No warranty or guarantee of any kind
User assumes all responsibility and risk
Past results do not predict future performance
Creator is not liable for any trading losses
Trading is risky. Most traders lose money. Trade responsibly or not at all.
Chiến lược Pine Script®
1MF Buy The Dip - StrategyThis is the indicator "1MF Buy The Dip - Levels" but made a strategy so you can backtest the usage on each levels.
There are 2 ways to enter:
BY QUANTITY
If Use Shares option is enabled, the amount of shares to open on each level will come from the values above. If it's disabled, then it will use whatever settings you did on the Properties Tab.
The strategy works the following way:
@10% discount - a position is open, targeting the previous high
@25% discount - another position is open to price average, targeting the same highs.
@50% discount & %70% discount, other positions will be opened, targeting the same highs.
The volume of these positions will depend on the Shares Levels you defined (if Use Shares option is enabled), otherwise, on whatever settings you have setup on the Properties tab (percentage, amount, or shares itself).
It's a Buy the Dip and hold, so there's no stop loss as its expected to be an investing strategy instead of a trading strategy.
The look back bars amount is defaulted on 21, which represents 21 days on the daily timeframe (1-month = 30 days high), and from it will start calculating the discount down.
You can play with those numbers to see which one is the best efficient for each stock historically.
Any question, leave it below.
Chiến lược Pine Script®
Liquidity Day Strategy V1Title: Liquidity Day Strategy V1
Overview
Liquidity Day Strategy V1 is a professional-grade trading tool built on the principles of Institutional Liquidity. It automatically identifies and highlights the Previous Day's High (PDH) and Previous Day's Low (PDL) as critical "Walls of Liquidity." These levels are widely used by institutional traders for stop-hunting or as breakout triggers.
This script combines precise price-action levels with Session Visualization, allowing traders to see exactly when and where liquidity is being captured during the Asia, London, and New York market windows.
Key Features
Bold Liquidity Markers: Automatically plots thick, neon-colored lines for PDH and PDL, ensuring you never miss a key daily level.
Session Backgrounds: Visual overlays for Asia, London, and New York sessions to help you trade during peak volatility. Each session can be toggled on/off independently.
Built-in Strategy Engine: Includes a backtesting module to track performance, Win Rate, and Drawdown directly on your chart.
Dynamic Alert System: Real-time notifications for both "Buy Side" and "Sell Side" breakouts, including live price data in the alerts.
Input Settings & Risk Management
To ensure consistency across different assets (Gold, Forex, or Crypto), this strategy uses Percentage-Based risk management:
Take Profit (%): Sets your target gain. Adjust this based on the asset's average daily range (ADR).
Stop Loss (%): Defines your maximum risk per trade to protect your capital.
Session Visibility: Fully customizable colors and toggles for each trading session to keep your chart as clean or as detailed as you prefer.
Line Styles: Adjustable thickness and color for liquidity levels to suit any chart theme (Dark/Light).
How to Trade
Breakout Confirmation: The strategy triggers a Long entry when the price closes above the PDH and a Short entry when it closes below the PDL.
Session Context: Look for breakouts occurring during the London or NY Open for higher probability moves.
Risk Calibration: Use the Strategy Tester to find the optimal TP/SL ratio for your specific timeframe.
Disclaimer
This script is provided for educational and informational purposes only. Trading financial markets involves significant risk of loss. Past performance, whether real or simulated, is not a guarantee of future results. Always practice proper risk management.
Chiến lược Pine Script®
Mindicator - NQ 1Min ScalperMindicator – NQ 1-Min Scalper
Model Type: Intraday continuation / liquidity-based scalping
Market: NQ Futures
Timeframe: 1 Minute
🔎 Core Concept
The strategy looks for:
Liquidity Sweep
Price takes out the previous bar’s high or low and closes back inside — signaling a stop hunt.
Displacement Move
The candle body must exceed a percentage of ATR, confirming real momentum.
Fair Value Gap (FVG)
A 3-candle imbalance forms, showing aggressive institutional movement.
Higher Timeframe Bias
Trades are only taken in the direction of the 5-minute 50 EMA.
⏰ Session Filter
Trades only during the defined New York session window, avoiding low-liquidity periods.
📈 Entry & Risk Model
Longs: After a downside sweep + bullish displacement + bullish FVG + bullish 5m EMA bias
Shorts: After an upside sweep + bearish displacement + bearish FVG + bearish 5m EMA bias
Stop Loss: Signal candle high/low
Take Profit: Fixed Risk-Reward multiple (default 0.5R)
Max Trades: 2 longs and 2 shorts per session
🎯 Strategy Characteristics
Fast intraday scalper
Structure-based entries
Trend-aligned continuation model
Strict session discipline
Designed for NY volatility conditions
This is a liquidity-engineered scalping system that combines stop hunts, momentum confirmation, and imbalance continuation within a controlled session framework.
Chiến lược Pine Script®
NQ 1M BB Reversal (London + NY Only)Strategy Summary
This strategy trades NQ futures on the 1-minute timeframe using a Bollinger Band extreme reversal model.
It is built around one core idea:
When price stretches to statistically extreme levels (3 standard deviations from the mean), it is likely to revert.
🔎 Core Logic
Bollinger Bands
Length: 17
Standard Deviation: 3
Long Entry: When price closes at or below the lower band
Short Entry: When price closes at or above the upper band
Stop Loss: 10 ticks
Take Profit: 20 ticks
Risk-to-Reward: 1:2
⏰ Session Filter
Trades are only taken during:
London Session
New York Session
Asia session is excluded to avoid low-liquidity and grinding conditions.
📊 Strategy Characteristics
Mean-reversion based
Designed for high-volatility sessions
Tight risk control
Moderate trade frequency (~3–5 per day typical)
Performs best in rotational or range conditions
May struggle during strong trend expansion days
🎯 Edge Profile
With optimized settings:
Win rate ~52%
Profit Factor ~1.9+
Controlled drawdown
Positive expectancy per trade
Chiến lược Pine Script®
ORB SESSIONS## ORB SESSIONS — Multi-Session Opening Range Breakout + Retest Strategy
**ORB SESSIONS** is a multi-session Opening Range Breakout (ORB) strategy built for intraday trading across the **New York, Asia, and London** sessions, with optional overlays (PDH/PDL, session levels, FVGs) and an optional higher-timeframe bias dashboard. It is designed to standardize ORB execution with configurable **breakout vs retest** entry logic, **R-multiple targets**, optional **trailing-to-TP behavior**, and a **prop-firm “flat window”** to force risk compliance.
---
## Core concept
For each enabled session, the script:
1. Builds an **opening range** (high/low, optional midline) during a configurable ORB window.
2. Trades breakouts from that range using the selected **Entry Mode**:
* **Breakout**: enter on a confirmed close through the ORB boundary.
* **Retest Zone**: after breakout, wait for a wick back to the broken level.
* **Retest Midpoint**: after breakout, wait for a wick back to the ORB midpoint.
3. Manages risk via session-specific **Stop Loss methods** and up to **3 take-profits** expressed as **R:R multiples**.
4. Optionally uses a **trailing stop** mechanic that “arms” after price moves **N ticks beyond a TP**, then trails the stop to that TP level.
5. Optionally **re-arms** after a trade closes (with max trades/session, exit-type filter, direction filter, cooldown bars, and “bars inside ORB” requirements).
---
## What’s included
### Trading modules (per session)
* **Session 1: New York ORB** (enable, direction filter, ORB start/duration, session end, flatten at end, SL method, TP R:R and quantities).
* **Session 2: Asia ORB** (same structure).
* **Session 3: London ORB** (same structure).
### Filters & controls
* **Timezone selector** (all session times interpret in this timezone).
* **Day-of-week filter** (enable/disable specific weekdays).
* **Prop Firm Flat Window**: optionally flatten/block new entries during a specified time window.
### Visual overlays (optional)
* Historical ORB lines, optional midlines, labels.
* PDH/PDL, Asian/London/NY session overlays, and Fair Value Gaps (FVG) display.
---
## Recommended directions for use
1. **Apply to an intraday chart** (commonly 1m–15m).
2. Open **Settings → Global Settings**:
* Set **Timezone** to match your intended session definitions.
3. Open **Trade Settings (All Sessions)**:
* Choose **Entry Mode** (Breakout vs Retest Zone vs Retest Midpoint).
* Set **Contracts** and whether to show SL/TP visuals.
4. Configure each session you want to trade:
* Enable/disable sessions, choose direction (long/short/both), set ORB start + duration, and define session end/flatten behavior.
5. Configure exits:
* Pick an SL method (Midpoint / Opposite Side / Fixed Points) and set TP R:R levels and TP quantities per session.
6. Optional: turn on **Trailing Stop** and/or **Re-Arm**:
* Trailing: arms after N ticks beyond TP, then trails stop to TP.
* Re-arm: control max trades/session, cooldown bars, and re-arm conditions.
---
## Alerts (automation-ready)
This script is designed to run with **a single TradingView alert** that triggers only when the strategy actually fills orders.
**Create ONE alert** and set:
* **Condition**: this strategy
* **Trigger**: **Order fills only**
* **Message**: `{{strategy.order.alert_message}}`
The script attaches an order-specific alert payload at fill time (Buy/Sell/Exit), so your automation receives exactly what the strategy executed.
---
## Notes / expectations
* ORB behavior depends on how you define each session’s ORB window and the chart’s liquidity/volatility; optimize ORB duration + SL method + TP R:R per market.
* If you enable **Prop Firm Flat Window**, entries are blocked and positions can be forced flat during that period (use this to comply with rules).
Note : description written by ChatGPT
Chiến lược Pine Script®
