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BTC Trading strategy 30 MinThis strategy is designed for disciplined intraday trading on BTC, focusing on structured market moves, trend confirmation, and controlled risk management. The system aims to participate only in high-quality directional opportunities while avoiding over-trading and choppy market conditions. 🔹 Core Philosophy Trades are taken only when market conditions align Focuses on momentum continuation rather than prediction Strict risk control and capital protection Designed to limit trades to selective, high-confidence setups 🔹 Key Characteristics Trend-aware trading Trades in alignment with prevailing market direction Momentum confirmation Avoids weak or indecisive price action Volatility and strength filtering Helps reduce entries during sideways or low-quality conditions One trade at a time Prevents over-exposure and emotional over-trading Intraday discipline Designed for controlled session-based participation 🔹 Risk & Trade Management Pre-defined risk control on every trade Dynamic exit handling to: Protect capital Lock profits when conditions allow Structured approach to: Stop loss Take profit Profit protection during favorable moves 🔹 What This Strategy Is NOT ❌ Not a scalping strategy ❌ Not a martingale or averaging system ❌ Not a signal spam strategy ❌ Not designed to trade every market condition This strategy intentionally filters aggressively to focus on quality over quantity. 🔹 Recommended Usage Best suited for BTC intraday charts Designed for traders who prefer: Fewer trades Clear structure Strong risk discipline Can be used for: Backtesting Market study Trade planning and visualization ⚠️ Disclaimer This strategy is shared for educational and research purposes only. Market conditions change, and no strategy performs consistently in all environments. Always test, adjust risk appropriately, and trade responsibly.
Chiến lược Pine Script®
của Nishadubey
Seasonal Strategies V1Seasonal Strategies V1 is a rule-based futures seasonality framework built around predefined calendar windows per asset. The strategy automatically detects the current symbol and activates long or short trading phases strictly based on historically observed seasonal tendencies. All entries and exits are fully time-based — no indicators, no predictions, no discretionary input. Key Features Asset-specific seasonal windows (MMDD-based) Automatic long and short activation Fully time-based entries and exits One position at a time (no pyramiding) Clean chart visualization using subtle background shading No indicators, no filters, no curve fitting Philosophy: This strategy is designed as a structural trading tool, not a forecasting model. It focuses on when a market historically shows seasonal tendencies — not why or how far price might move. Seasonal Strategies V1 intentionally keeps the chart clean and minimal, making it suitable as a baseline framework for research, portfolio-style seasonal approaches, or further extensions in later versions. Intended Use: Futures and commodity markets Seasonality research and testing Systematic, calendar-driven strategies Educational and analytical purposes Disclaimer This script is provided for educational and research purposes only. Past seasonal tendencies do not guarantee future performance. Risk management, position sizing, and portfolio decisions are the responsibility of the user.
Chiến lược Pine Script®
của DerAndi72
Xbirch_Turtle_ Crypto_CalcМодернизированная стратегия Черепах. Вход/выход по каналу Дончиана, стопы по величине ATR, возможность выбора лонг/шорт/всё. Имеется пирамидинг - добавление по +0,5ATR от первого бая, не более 4х входов. Модернизированный стоп - по ATR от первого бая. Не финансовый совет. A modernized Turtle strategy. Entry/exit based on the Donchian Channel, stops based on the ATR value, and the ability to choose long/short/all options. Pyramiding is available – adding +0.5 ATR from the first buy, with a maximum of four entries. The modernized stop is based on the ATR value from the first buy. This is not financial advice.
Chiến lược Pine Script®
của Xbirch
NexTrade Concept NTC Strategy v3.3 BTCNexTrade Concept NTC – Strategy v3.2 BTC NexTrade Concept NTC – Strategy v3.2 BTC is a rule-based trading strategy developed for educational and analytical purposes, focused on BTC market behavior under structured, volatility-aware conditions. This strategy is not a signal service and does not guarantee profitability. Its objective is to provide a systematic framework to study how market structure, volatility regimes, and risk-defined execution interact in Bitcoin environments. Core Concept The strategy is built around clean structural logic, prioritizing: Directional bias via recent market structure (BOS / CHoCH logic) Volatility filtering to avoid low-quality conditions Risk-controlled execution using ATR-based stop validation Premium / Discount contextual positioning Displacement confirmation to avoid weak price movement All entries are generated only when multiple independent conditions align, reducing noise and over-trading. Key Components Market Structure Swing-based structure detection Trend direction tracking Recency filter to avoid outdated breaks Volatility Regime Control ATR mean comparison Optional blocking of low-volatility environments Cooldown system after position exits Displacement Validation Optional requirement of real price expansion Body-to-ATR proportional confirmation Risk & Execution Logic Fixed percentage risk per trade Dynamic position sizing based on stop distance Predefined Risk-to-Reward framework One-position-at-a-time logic (no pyramiding) Important Notes This script is intended for backtesting, research, and learning purposes only. It does not provide financial advice. Performance results depend on market conditions, execution settings, and user configuration. Always validate any strategy in a simulated environment before considering real-world use. Recommended Use BTC-focused analysis Intraday to swing timeframes Study of volatility-adjusted structure-based trading Strategy optimization and parameter research
Chiến lược Pine Script®
của NexTrade_Academy
ORB Fusion Adaptive🎯 ORB Fusion Adaptive Strategy Professional Opening Range Breakout Trading System ═══════════════════════════════════════════════════════════════════════════════ The first fully-automated, multi-instrument ORB strategy on TradingView. 💡 WHAT IT DOES: Automatically trades Opening Range breakouts and failed breakout reversals with intelligent position sizing, professional risk management, and complete trade lifecycle tracking. Built for serious backtesting and live trading. ⚡ KEY FEATURES: ✓ Automated Entry & Exit (breakouts + reversals) ✓ Adaptive Position Sizing (3 modes: Fixed, Risk-Based, Risk-Based Initial) ✓ Multi-Instrument Support (Futures, Forex, Crypto, Stocks) ✓ Advanced Risk Management (daily limits, drawdown protection) ✓ ML-Powered Breakout Filtering (pContinue/pFail scoring) ✓ Failed Breakout Detection (high-probability reversals) ✓ Native Trailing Stops (Pine Script v5) ✓ Multi-Target Management (T1, T2, T3) ✓ Real-Time Performance Dashboard ✓ Comprehensive Backtesting (5+ years tested) 🎯 STRATEGY LOGIC: Entry Signals The strategy enters trades on two high-probability setups: 1. ORB Breakouts • Detects when price breaks above/below Opening Range • Confirms with volume (configurable threshold) • ML filter scores probability of continuation • Enters within 3 bars of breakout (no late entries) • Stop placed at ORB midpoint or ATR-based • Targets at Fibonacci extensions (1.0x, 1.618x, 2.5x ORB range) 2. Failed Breakout Reversals • Monitors for breakouts that fail and reverse • Confirms failure after price returns inside ORB • Automatic reversal entry with tight stops • Three profit targets (0.5x, 1.0x, 1.5x ORB range) • Historical 65-75% win rate on reversals Exit Management • Stop Loss: Multiple methods (ATR, ORB Mid, ORB Opposite, Hybrid) • Native Trailing Stop: Activates after configurable R-multiple profit • Profit Targets: Single target or scaled exits at T1/T2/T3 • Daily Stop: Halts trading after max daily loss • Drawdown Protection: Circuit breaker at max drawdown threshold 🔧 ADAPTIVE POSITION SIZING: The strategy's most powerful feature - intelligent position sizing that adapts to your instrument and account: Mode 1: Fixed • Simple contract/lot size • Best for: Testing, stable position sizing • Use case: "Always trade 2 contracts" Mode 2: Risk-Based (Current Equity) • Size = (Current Equity × Risk%) / (Stop Distance × Point Value) • Compounds with wins, reduces with losses • Best for: Aggressive compounding • Use case: Maximize geometric growth Mode 3: Risk-Based (Initial Capital) • Size = (Initial Capital × Risk%) / (Stop Distance × Point Value) • No compounding - consistent risk exposure • Best for: Professional risk management • Use case: Live trading with stable risk Multi-Instrument Intelligence Auto-detects and calculates correctly for: • Futures: Uses contract point value (ES $50/pt, NQ $20/pt, MES $5/pt, MNQ $2/pt) • Forex: Uses pip value per lot (Standard/Mini/Micro/Nano) • Crypto: Uses contract multiplier (1.0 BTC, 0.001 BTC, etc) • Stocks: Uses $1 per share Manual override available if auto-detect fails. 📊 RISK MANAGEMENT: Multi-Layer Protection • Per-Trade Risk: 0.5-2% of capital (configurable) • Daily Risk Limit: Max 4% loss per day (halts trading) • Max Drawdown Pause: Circuit breaker at 12% drawdown • Position Size Limits: Min/max contracts enforced • Max Stop Distance: ATR-based hard limit (prevents catastrophic losses) Trailing Stop System • Uses Pine Script's native trail_price and trail_offset • Activates after configurable R-multiple profit (default 0.5R) • Trail distance: ATR-based (tight 0.5 ATR to loose 2.0 ATR) • Works reliably in backtesting AND live trading • No manual stop management needed 🌍 GLOBAL MARKET SUPPORT: Configurable Sessions Unlike basic ORB indicators, this strategy works globally: • US Equities: 9:30 AM ET default • Forex London: Custom session 08:00-08:30 GMT • Forex NY: Custom session 13:30-14:00 GMT • Asian Markets: Custom session with Tokyo timezone • Crypto: 24/7 support with custom ORB windows Timezone support includes: America/New_York, Europe/London, Asia/Tokyo, Asia/Hong_Kong, UTC, and more. Session ORBs • Asian Session ORB (Tokyo open) • London Session ORB (Forex primary) • NY Session ORB (US market hours) Critical for Forex traders working multiple sessions. 📈 BACKTESTING CAPABILITIES: Realistic Simulation • Commission: Configurable (default $1 per order) • Slippage: 2 ticks default (adjustable) • Volume Confirmation: Prevents unrealistic fills • RTH Filtering: Optional Regular Trading Hours only • Bar Magnifier: Improved intrabar execution Performance Metrics Dashboard Real-time statistics displayed: • Total Trades & Win Rate • Net P&L & Profit Factor • Current Drawdown • Daily P&L tracking • Position details (if in trade) • Position sizing mode & current size Historical Testing • Supports 5000+ bars of history • Test across multiple market conditions • Bull markets, bear markets, range-bound periods • Optimize by day type (trend vs rotation) 🎛️ CUSTOMIZATION OPTIONS: ORB Settings • Timeframe: 5, 15, 30, or 60 minutes • Confirmation: Close, Wick, or Body • Volume: On/off with multiplier threshold • LTF Precision: Sub-minute high/low detection • RTH Filter: Regular Trading Hours only option Breakout Detection • ML Filtering: Enable/disable with thresholds • Failed Breakout: Sensitivity (2-10 bars) • Failure Buffer: ATR-based confirmation • Entry Window: Bars after signal (prevents late entries) Stop Methods • ATR: Tight dynamic stops (recommended) • ORB Mid: Structural stop at midpoint • ORB Opposite: Wide stop at opposite boundary • Hybrid: Best of ATR and structural Target Methods • Single: One target, full exit • Scaled: Partial exits at T1/T2/T3 (recommended) • Trail Only: No fixed targets, trail to exit 🔬 OPTIMIZATION GUIDE: For Futures (ES, NQ, MNQ, MES) • ORB: 30 min • Confirmation: Close • Volume: ON (1.5x) • Stop Method: ATR (1.0x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.5% • Failed Breakouts: ENABLE For Forex Majors • ORB: 60 min (or 15 min at London open) • Confirmation: Close • Volume: OFF (tick volume unreliable) • Stop Method: ATR (1.5x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • Custom Session: 0800-0900 GMT • Timezone: Europe/London For Crypto (BTC, ETH) • ORB: 60 min • Confirmation: Close • Volume: OFF or ON (1.2x) • Stop Method: ATR (2.0x wider stops) • Position Mode: Fixed or Risk-Based • Risk Per Trade: 2.0% (higher volatility) • Custom Session: Define your preferred window For Stocks/ETF • ORB: 15-30 min • Confirmation: Body (most conservative) • Volume: ON (2.0x threshold) • Stop Method: Hybrid • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • RTH Only: ENABLED • Gap Analysis: ENABLED 💎 ADVANCED FEATURES: Initial Balance Analysis • First hour range tracking (A + B periods) • IB extensions at 0.5x, 1.0x, 1.5x, 2.0x • Day type classification (Trend/Normal/Rotation) • Adjusts strategy behavior by day type ORB Extensions • Fibonacci targets: 1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x • Dynamic monitoring for take-profit zones • Extension tracking in statistics VWAP Integration • Institutional benchmark reference • Standard deviation bands (1σ and 2σ) • Breakout alignment scoring • Context for trade quality Gap Analysis • Overnight gap detection • Gap fill target projection • Gap fill rate statistics • Direction bias from gap type Comprehensive Statistics • Bull/Bear breakout win rates • Reversal win rate (typically 65-75%) • Day type distribution • Extension statistics • Gap fill rate • Real-time performance tracking 🎨 VISUAL FEEDBACK: Enhanced Plots • ORB levels (High/Low/Mid continuous lines) • Entry markers (L for long, S for short, 🔥 for reversals) • Extension levels with labels • Session ORBs (Asian/London/NY) • IB levels and extensions • VWAP with bands • Failed breakout markers Color-Coded Momentum Boxes • Blue: Inside ORB (consolidation) • Green: Above ORB (bullish momentum) • Red: Below ORB (bearish momentum) • Orange: Failed breakout zones • Variable intensity based on distance Dynamic Dashboards • Main Dashboard: ORB status, breakout info, setup details, market context • Strategy Dashboard: Trades, Win%, P&L, Profit Factor, Daily P&L, Drawdown, Position info • Narrative Dashboard: Plain-language market interpretation Three Display Modes • Simple: Clean chart, essential ORB only • Standard: ORB + IB + Sessions + VWAP (recommended) • Advanced: All features + statistics 🔔 ALERT SYSTEM: Strategy Alerts • Breakout Entry (with ML probabilities) • Failed Breakout Entry (with targets) • Stop Hit (position closed) • Target Hit (T1, T2, T3 partials) • Extension Reached (profit zone) • IB Break (potential trend day) All alerts include: • Direction and setup type • Entry price and position size • Stop and target levels • ML scores (if enabled) • Setup grade (A+ to D) • Win rate context ⏱️ TIMEFRAMES: 1m-15m optimal (works on all) 💎 INSTRUMENTS: Futures, Forex, Crypto, Stocks, Indices 🎓 SKILL LEVEL: Intermediate to Advanced 📚 WHAT'S INCLUDED: Comprehensive Documentation • 200+ lines of detailed tooltips • Every setting fully explained • Optimization guides by market • Position sizing calculator explanations • Risk management framework • Best practices and common pitfalls Ready-to-Use Configurations • Default settings optimized for ES/NQ • Recommended settings for each instrument type • Conservative vs Aggressive profiles • Scalping vs Swing configurations Full Transparency • All calculations shown in dashboard • Position sizing visible in real-time • Strategy performance metrics live • No black boxes or hidden logic 🚨 RISK DISCLAIMERS: CRITICAL INFORMATION - PLEASE READ: • This is a trading strategy that executes real trades in backtesting • Past performance does NOT guarantee future results • All trading involves substantial risk of loss • Never risk money you cannot afford to lose • This is NOT financial advice - for educational purposes only • Requires understanding of ORB methodology and risk management • Test thoroughly on paper/demo account before live trading • Position sizing must be configured correctly for your account • Stop losses are NOT guaranteed in all market conditions • Slippage and commissions will affect live results • Volatile markets may trigger circuit breakers (drawdown pause) Strategy-Specific Risks: • Opening range breakouts can fail (hence the reversal system) • Volume confirmation may limit signals in low-volume instruments • Custom sessions must match your market's actual hours • Multi-instrument support requires correct point value configuration • Trailing stops may exit early in volatile conditions • Daily limits may prevent recovery trades • Backtesting results may not match live execution Position Sizing Warnings: • Risk-Based modes can size large positions if stops are tight • Always set max position size limits appropriate for your account • Verify point values are correct for your instrument • Test with small size first • Monitor position size in dashboard before every trade 🎓 WHO THIS IS FOR: Best Suited For: • Traders with ORB methodology knowledge • Those seeking a fully-automated system • Backtesting enthusiasts • Multi-instrument traders • Risk-conscious systematic traders • Traders who understand position sizing Not Recommended For: • Complete beginners to trading • Those seeking "set and forget" with zero monitoring • Traders unwilling to backtest first • Those who don't understand risk management • Accounts under $5,000 (position sizing too small) 💡 PRO TIPS: Backtesting Best Practices • Start with 2+ years of data • Include both bull and bear markets • Test on same timeframe you'll trade (5-min for 5-min ORB) • Account for commissions/slippage realistically • Verify win rate >45% and profit factor >1.3 Position Sizing • Use Risk-Based (Initial Capital) for most consistent results • Start with 1% risk per trade, increase to 1.5-2% if comfortable • Set max position size to prevent oversizing • Verify point values are correct before live trading • Monitor dashboard for actual size before each trade Risk Management • NEVER disable daily loss limit • Keep max drawdown pause at 12% or lower • Use ATR stop method for best R:R • Enable trailing stops for trend capturing • Take partial profits at T1 (at least 30-40%) Failed Breakout Trading • These are your highest win-rate setups (65-75%) • Always enable this feature • Use tighter stops on reversals than breakouts • Don't chase if you miss the entry window • Three targets allow you to scale out profitably ML Filtering • Dramatically improves breakout quality • Reduce signals but increase win rate • Start with default thresholds (pCont≥0.55, pFail≤0.35) • Lower signals = higher quality in choppy markets • Can disable for more signals in strong trends ⚙️ TECHNICAL DETAILS: Strategy Engine • Pine Script v5 • Native strategy.entry() and strategy.exit() • Trailing stops use trail_price/trail_offset (no repainting) • Proper position sizing with strategy.position_size • Realistic fills with commission and slippage • Bar magnifier for improved intrabar execution Performance • Optimized for 1-minute to 15-minute charts • Supports 5000+ bars of history • Efficient calculations (no arrays in hot loops) • Max 500 visual objects (boxes/lines/labels) • No repainting - all signals confirmed on bar close Position Sizing Engine • Auto-detects Futures, Forex, Crypto, Stocks • Uses syminfo.pointvalue when available • Falls back to manual configuration • Proper rounding to exchange increments • Min/max limits enforced Risk System • Per-trade risk percentage enforced • Daily P&L tracking • Drawdown from peak equity • Circuit breakers halt trading when limits hit • Resets daily for fresh start 🔄 VERSION HISTORY: Current Version: 1.0 (Initial Release) • Complete ORB breakout + reversal strategy • Adaptive position sizing (3 modes) • Multi-instrument support • Advanced risk management • Native trailing stops • ML filtering integration • Comprehensive backtesting • Real-time performance dashboard Planned Updates: • Additional session templates (Tokyo, Sydney) • More stop methods • Enhanced ML model training • Volatility regime detection • Trade journal export ═══════════════════════════════════════════════════════════════════════════════ Trade the opening range with institutional precision. Automated entries. Intelligent sizing. Professional risk management. Test first. Trade smart. Scale safely. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Chiến lược Pine Script®
của DskyzInvestments
1
Kairos MA Strategy [Personal Version] BHow it Works: Trend Definition: Uses a Fast MA (e.g., SMA 10) and a Slow MA (e.g., SMA 11). Uptrend: Fast MA > Slow MA. Downtrend: Fast MA < Slow MA. Entry Trigger: The price must retrace to touch the Fast MA. Validation: The pullback is validated by ATR limits to ensure the price hasn't wicked or closed too far past the MA (preventing "catching a falling knife"). Filters: Slope Filter: Ensures the MAs have a steep enough angle to avoid trading during flat/choppy markets. Volatility: Checks VIX (maximum fear) and ATR (minimum movement) to ensure safe market conditions. Confluence: Optional checks from oscillators like RSI, Stochastic, CCI, etc. Exits: Fixed Targets: Uses a defined Take Profit and Stop Loss in points. No Trade Zone (NTZ): A specific time window that forces all active trades to close (e.g., to avoid holding overnight). Unique Features: Custom Dashboard: Displays real-time win rates, streaks, and a "Strategy Grade" directly on the chart. Dual-Engine: Runs as both a visual indicator (with custom labels) and a backtestable strategy simultaneously.
Chiến lược Pine Script®
của kingdomcitizendavid
Tether Dynamics - Statistical Exhaustion EngineOverview This strategy detects statistical exhaustion in price movement by modeling price as a particle tethered to a dynamic anchor. When price stretches too far from equilibrium and multiple independent statistical detectors confirm anomalous behavior, the strategy identifies high-probability mean-reversion opportunities. Unlike simple oversold/overbought indicators, this system fuses concepts from classical mechanics , stochastic filtering , multivariate statistics , and statistical process control into a unified detection framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THEORETICAL FOUNDATION 1. The Tethered Particle Model The framework draws inspiration from Polyak's heavy ball method in optimization theory, where a particle with momentum navigates a loss landscape. Here, price is modeled as a particle connected to a moving anchor (adaptive EMA) by an elastic "chain" whose length scales with volatility (ATR). This creates a natural physics framework: Displacement (x) : Distance from anchor, normalized by chain length Velocity (v) : Rate of change of displacement Acceleration (a) : Rate of change of velocity This state vector defines the system's "phase space" — a complete description of price dynamics relative to equilibrium. 2. Adaptive Anchor (Kaufman Efficiency) The anchor uses an adaptive smoothing approach inspired by Perry Kaufman's Adaptive Moving Average. The Efficiency Ratio measures trend strength: ER = |Direction| / Volatility = |Price - Price | / Σ|ΔPrice| High efficiency (trending) → faster adaptation Low efficiency (choppy) → slower, more stable anchor This prevents whipsaws in ranging markets while staying responsive in trends. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DETECTION ARCHITECTURE The strategy employs three independent statistical detectors , each grounded in distinct mathematical frameworks. A signal fires when price shows extended tension AND any detector confirms anomalous behavior AND momentum is decelerating (exhaustion). Detector 1: Mahalanobis Distance (Multivariate Outlier Detection) The Mahalanobis distance measures how "unusual" the current state vector is, accounting for correlations between displacement, velocity, and acceleration: D² = (x - μ)ᵀ Σ⁻¹ (x - μ) Where Σ is the full 3×3 covariance matrix. Under multivariate normality, D² follows a chi-squared distribution with 3 degrees of freedom: χ²(3, 0.90) = 6.25 → 10% of observations exceed this χ²(3, 0.95) = 7.81 → 5% of observations exceed this This detector identifies states that are jointly extreme — even if no single variable looks unusual alone. Why it matters: A price might have moderate displacement and moderate velocity, but the combination could be highly improbable. Mahalanobis captures this multivariate structure that univariate indicators miss. Detector 2: CUSUM Change-Point Detection Cumulative Sum (CUSUM) is a sequential analysis technique from statistical process control. It accumulates standardized deviations from the mean: S⁺ₜ = max(0, S⁺ₜ₋₁ + zₜ - drift) S⁻ₜ = min(0, S⁻ₜ₋₁ + zₜ + drift) When either cumulative sum breaches a threshold, a "change point" is detected — the process has shifted from its baseline regime. Why it matters: CUSUM detects subtle, persistent shifts that might not trigger on any single bar. It's sensitive to regime changes that precede reversals. Detector 3: Kalman Innovation Filter (Ornstein-Uhlenbeck Model) This detector models displacement as an Ornstein-Uhlenbeck process — the continuous-time analog of AR(1) mean-reversion: dx = θ(μ - x)dt + σdW A Kalman filter tracks the expected displacement and computes the innovation (prediction error): νₜ = (yₜ - x̂ₜ|ₜ₋₁) / √Sₜ Under correct model specification, normalized innovations should be ~N(0,1). Large innovations indicate the mean-reversion model is breaking down — price is behaving "unexpectedly" relative to equilibrium dynamics. Adaptive Q Estimation: The filter continuously adjusts its process noise estimate based on innovation autocorrelation, maintaining calibration across different volatility regimes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC Long Signal Requirements: Z-Displacement < -σ threshold (price stretched below anchor) ANY detector fires (Mahalanobis outlier OR CUSUM change OR Kalman innovation < -2σ) Z-Acceleration > 0 (downward momentum decelerating) Short Signal Requirements: Z-Displacement > +σ threshold (price stretched above anchor) ANY detector fires Z-Acceleration < 0 (upward momentum decelerating) The deceleration requirement ensures we're catching exhaustion rather than fighting momentum. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RISK MANAGEMENT Scale-Out Exit Strategy Rather than all-or-nothing exits, the strategy takes profits at multiple R-levels: Scale 1: 20% at 0.5R Scale 2: 20% at 1.0R Scale 3: 10% at 1.5R (optional) Remainder: Trailing stop This locks in gains while allowing winners to run. Adaptive Trailing Stop After reaching the activation threshold (default 1R), the stop trails from the highest high (longs) or lowest low (shorts) at a configurable ATR multiple. Reversal Logic When an opposite signal fires while in position, the strategy can close and flip direction rather than waiting for a stop-out. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PARAMETER GUIDANCE Anchor Period (24) : Base period for adaptive anchor ATR Period (14) : Volatility measurement Chain Length Mult (2.5) : Tether elasticity — higher = more stretch allowed Long Tension σ (1.5) : Lower = more signals Short Tension σ (2.0) : Higher threshold for shorts (trend asymmetry) Mahalanobis Threshold (6.25) : χ²(3, 0.90) — adjust for signal frequency CUSUM Threshold (3.0) : Lower = more sensitive to regime shifts Lookback Window (100) : Statistical estimation window ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BACKTEST NOTES Historical testing on NQ (2020-2025) suggests: Long signals show stronger edge than shorts in equity indices 1H and 30-min timeframes balance signal quality vs. frequency "Long Only" mode recommended for equity index futures Important: Past performance does not guarantee future results. This strategy involves significant risk of loss. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MATHEMATICAL REFERENCES Polyak, B.T. (1964). "Some methods of speeding up the convergence of iteration methods" (Heavy ball method) Bertsekas, D.P. (1999). "Nonlinear Programming" (Heavy ball method / momentum dynamics) Mahalanobis, P.C. (1936). "On the generalized distance in statistics" Page, E.S. (1954). "Continuous inspection schemes" (CUSUM) Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems" Uhlenbeck, G.E. & Ornstein, L.S. (1930). "On the theory of Brownian motion" Kaufman, P. (1995). "Smarter Trading" (Adaptive Moving Average) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This strategy is provided for educational and research purposes. Trading futures involves substantial risk of loss. The statistical methods employed do not guarantee profitable outcomes. Always use appropriate position sizing and risk management.
Chiến lược Pine Script®
của public_username_twice
NQ Lunch High Low First Sweep StrategyThis script identifies the FIRST liquidity sweep of the Lunch session high or low after the Lunch session has ended, based on ICT / Killzone concepts. Logic summary: • Tracks Lunch session High and Low (New York time) • After Lunch session closes, monitors the market on 5-minute timeframe • Triggers ONLY on the first sweep: – Price wicks beyond Lunch High and closes back below → SHORT signal – Price wicks beyond Lunch Low and closes back above → LONG signal • Generates an alert at the exact bar where entry is expected • Designed specifically for Nasdaq (NQ) futures • One trade per day – no overtrading Notes: • Intended for 5-minute charts only • Uses New York session timing • This script does NOT manage exits (TP/SL) – entry logic only • Best used as a confluence tool, not a standalone system Educational & discretionary use only.
Chiến lược Pine Script®
của yt_tr
Improved Candle Strategy (without daily squared)# Candle Pattern Trading Strategy ## Core Logic Analyzes the last 5 candlesticks to identify "close at high" and "close at low" patterns, generating long/short signals. ## Trading Conditions - **Long**: ≥2 bars closed at high in past 5 bars + current bar closes at high → Open long - **Short**: ≥2 bars closed at low in past 5 bars + current bar closes at low → Open short - **Filter**: If ≥3 doji patterns detected, skip trading ## Risk Management - Stop Loss: Based on entry bar's high/low - Take Profit: Risk × 2x multiplier - Cooldown: No trading for 2 bars after entry - Session Filter: No trading for first 5 bars after market open ## Configurable Parameters - Lookback period, doji threshold, close proximity ratio, TP/SL ratio, cooldown bars, etc. **Use Cases**: 1-minute and higher timeframes on stocks/futures
Chiến lược Pine Script®
của masteraux101
Simple Candle Strategy# Candle Pattern Strategy - Pine Script V6 ## Overview A TradingView trading strategy script (Pine Script V6) that identifies candlestick patterns over a configurable lookback period and generates trading signals based on pattern recognition rules. ## Strategy Logic The strategy analyzes the most recent N candlesticks (default: 5) and classifies their patterns into three categories, then generates buy/sell signals based on specific pattern combinations. ### Candlestick Pattern Classification Each candlestick is classified as one of three types: | Pattern | Definition | Formula | |---------|-----------|---------| | **Close at High** | Close price near the highest price of the candle | `(high - close) / (high - low) ≤ (1 - threshold)` | | **Close at Low** | Close price near the lowest price of the candle | `(close - low) / (high - low) ≤ (1 - threshold)` | | **Doji** | Opening and closing prices very close; long upper/lower wicks | `abs(close - open) / (high - low) ≤ threshold` | ### Trading Rules | Condition | Action | Signal | |-----------|--------|--------| | Number of Doji candles ≥ 3 | **SKIP** - Market is too chaotic | No trade | | "Close at High" count ≥ 2 + Last candle closes at high | **LONG** - Bullish confirmation | Buy Signal | | "Close at Low" count ≥ 2 + Last candle closes at low | **SHORT** - Bearish confirmation | Sell Signal | ## Configuration Parameters All parameters are adjustable in TradingView's "Settings/Inputs" tab: | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | **K-line Lookback Period** | 5 | 3-20 | Number of candlesticks to analyze | | **Doji Threshold** | 0.1 | 0.0-1.0 | Body size / Total range ratio for doji identification | | **Doji Count Limit** | 3 | 1-10 | Number of dojis that triggers skip signal | | **Close at High Proximity** | 0.9 | 0.5-1.0 | Required proximity to highest price (0.9 = 90%) | | **Close at Low Proximity** | 0.9 | 0.5-1.0 | Required proximity to lowest price (0.9 = 90%) | ### Parameter Tuning Guide #### Proximity Thresholds (Close at High/Low) - **0.95 or higher**: Stricter - only very strong candles qualify - **0.90 (default)**: Balanced - good for most market conditions - **0.80 or lower**: Looser - catches more patterns, higher false signals #### Doji Threshold - **0.05-0.10**: Strict doji identification - **0.10-0.15**: Standard doji detection - **0.15+**: Includes near-doji patterns #### Lookback Period - **3-5 bars**: Fast, sensitive to recent patterns - **5-10 bars**: Balanced approach - **10-20 bars**: Slower, filters out noise ## Visual Indicators ### Chart Markers - **Green Up Arrow** ▲: Long entry signal triggered - **Red Down Arrow** ▼: Short entry signal triggered - **Gray X**: Skip signal (too many dojis detected) ### Statistics Table Located at top-right corner, displays real-time pattern counts: - **Close at High**: Count of candles closing near the high - **Close at Low**: Count of candles closing near the low - **Doji**: Count of doji/near-doji patterns ### Signal Labels - Green label: "✓ Long condition met" - below entry bar - Red label: "✓ Short condition met" - above entry bar - Gray label: "⊠ Too many dojis, skip" - trade skipped ## Risk Management ### Exit Strategy The strategy includes built-in exit rules based on ATR (Average True Range): - **Stop Loss**: ATR × 2 - **Take Profit**: ATR × 3 Example: If ATR is $10, stop loss is at -$20 and take profit is at +$30 ### Position Sizing Default: 100% of equity per trade (adjustable in strategy properties) **Recommendation**: Reduce to 10-25% of equity for safer capital allocation ## How to Use ### 1. Copy the Script 1. Open TradingView 2. Go to Pine Script Editor 3. Create a new indicator 4. Copy the entire `candle_pattern_strategy.pine` content 5. Click "Add to Chart" ### 2. Apply to Chart - Select your preferred timeframe (1m, 5m, 15m, 1h, 4h, 1d) - Choose a trading symbol (stocks, forex, crypto, etc.) - The strategy will generate signals on all historical bars and in real-time ### 3. Configure Parameters 1. Right-click the strategy on chart → "Settings" 2. Adjust parameters in the "Inputs" tab 3. Strategy will recalculate automatically 4. Backtest results appear in the Strategy Tester panel ### 4. Backtesting 1. Click "Strategy Tester" (bottom panel) 2. Set date range for historical testing 3. Review performance metrics: - Win rate - Profit factor - Drawdown - Total returns ## Key Features ✅ **Execution Model Compliant** - Follows official Pine Script V6 standards ✅ **Global Scope** - All historical references in global scope for consistency ✅ **Adjustable Sensitivity** - Fine-tune all pattern detection thresholds ✅ **Real-time Updates** - Works on both historical and real-time bars ✅ **Visual Feedback** - Clear signals with labels and statistics table ✅ **Risk Management** - Built-in ATR-based stop loss and take profit ✅ **No Repainting** - Signals remain consistent after bar closes ## Important Notes ### Before Trading Live 1. **Backtest thoroughly**: Test on at least 6-12 months of historical data 2. **Paper trading first**: Practice with simulated trades 3. **Optimize parameters**: Find the best settings for your trading instrument 4. **Manage risk**: Never risk more than 1-2% per trade 5. **Monitor performance**: Review trades regularly and adjust as needed ### Market Conditions The strategy works best in: - Trending markets with clear directional bias - Range-bound markets with defined support/resistance - Markets with moderate volatility The strategy may underperform in: - Highly choppy/noisy markets (many false signals) - Markets with gaps or overnight gaps - Low liquidity periods ### Limitations - Works on chart timeframes only (not intrabar analysis) - Requires at least 5 bars of history (configurable) - Fixed exit rules may not suit all trading styles - No trend filtering (will trade both directions) ## Technical Details ### Historical Buffer Management The strategy declares maximum bars back to ensure enough historical data: ```pine max_bars_back(close, 20) max_bars_back(open, 20) max_bars_back(high, 20) max_bars_back(low, 20) ``` This prevents runtime errors when accessing historical candlestick data. ### Pattern Detection Algorithm ``` For each bar in lookback period: 1. Calculate (high - close) / (high - low) → close_to_high_ratio 2. If close_to_high_ratio ≤ (1 - threshold) → count as "Close at High" 3. Calculate (close - low) / (high - low) → close_to_low_ratio 4. If close_to_low_ratio ≤ (1 - threshold) → count as "Close at Low" 5. Calculate abs(close - open) / (high - low) → body_ratio 6. If body_ratio ≤ doji_threshold → count as "Doji" Signal Generation: 7. If doji_count ≥ cross_count_limit → SKIP_SIGNAL 8. If close_at_high_count ≥ 2 AND last_close_at_high → LONG_SIGNAL 9. If close_at_low_count ≥ 2 AND last_close_at_low → SHORT_SIGNAL ``` ## Example Scenarios ### Scenario 1: Bullish Signal ``` Last 5 bars pattern: Bar 1: Closes at high (95%) ✓ Bar 2: Closes at high (92%) ✓ Bar 3: Closes at mid (50%) Bar 4: Closes at low (10%) Bar 5: Closes at high (96%) ✓ (last bar) Result: - Close at high count: 3 (≥ 2) ✓ - Last closes at high: ✓ - Doji count: 0 (< 3) ✓ → LONG SIGNAL ✓ ``` ### Scenario 2: Skip Signal ``` Last 5 bars pattern: Bar 1: Doji pattern ✓ Bar 2: Doji pattern ✓ Bar 3: Closes at mid Bar 4: Doji pattern ✓ Bar 5: Closes at high Result: - Doji count: 3 (≥ 3) → SKIP SIGNAL - Market too chaotic ``` ## Performance Optimization ### Tips for Better Results 1. **Use Higher Timeframes**: 15m or higher reduces false signals 2. **Combine with Indicators**: Add volume or trend filters 3. **Seasonal Adjustment**: Different parameters for different seasons 4. **Instrument Selection**: Test on liquid, high-volume instruments 5. **Regular Rebalancing**: Adjust parameters quarterly based on performance ## Troubleshooting ### No Signals Generated - Check if lookback period is too large - Verify proximity thresholds aren't too strict (try 0.85 instead of 0.95) - Ensure doji limit allows for trading (try 4-5 instead of 3) ### Too Many False Signals - Increase proximity thresholds to 0.95+ - Reduce lookback period to 3-4 bars - Increase doji limit to 3-4 - Test on higher timeframes ### Strategy Tester Shows Losses - Review individual trades to identify patterns - Adjust stop loss and take profit ratios - Change lookback period and thresholds - Test on different market conditions ## References - (www.tradingview.com) - (www.tradingview.com) - (www.investopedia.com) - (www.investopedia.com) ## Disclaimer **This strategy is provided for educational and research purposes only.** - Not financial advice - Past performance does not guarantee future results - Always conduct thorough backtesting before live trading - Trading involves significant risk of loss - Use proper risk management and position sizing ## License Created: December 15, 2025 Version: 1.0 --- **For updates and modifications, refer to the accompanying documentation files.**
Chiến lược Pine Script®
của masteraux101
Backtest any Indicator [Target Mode] StrategyUniversal Backtester Strategy with Sequential Logic This strategy serves as a highly versatile, universal backtesting engine designed to test virtually any indicator-based trading system without requiring custom code for every new idea. It transforms standard indicator comparisons into a robust trading strategy with advanced features like sequential entry steps, dynamic target modes, and automated webhook alerts. The core philosophy of this script is flexibility. Whether you are testing simple crossovers (e.g., MA Cross) or complex multi-stage setups (e.g., RSI overbought followed by a MACD flip), this tool allows you to configure logic via the settings panel and immediately see backtested results with professional-grade risk management. Core Logic: Source vs. Target Mode The fundamental building block of this strategy is the "Comparator" engine. Instead of hard-coding specific indicators, the script allows users to define logic slots (L1-L5 for Longs, S1-S5 for Shorts). Each slot operates on a flexible comparison logic: Source: The primary indicator you are testing (e.g., Close Price, RSI, Volume). Operator: The condition to check (Equal/Cross, Greater Than, Less Than). Target Mode: Value Mode: Compares the Source against a fixed number (e.g., RSI > 70). Source Mode: Compares the Source against another dynamic indicator (e.g., Close > SMA 200). This "Target Mode" switch allows the strategy to adapt to almost any technical analysis concept, from oscillator levels to moving average trends. Advanced Entry System: Sequential Steps (1-5) Unlike standard backtesters that usually require all conditions to happen simultaneously (AND logic), this strategy implements a State Machine for sequential execution. Each of the 5 entry slots (L1-L5 / S1-S5) is assigned a "Step" number. The logic flows as follows: Stage 1: The strategy waits for all conditions assigned to "Step 1" to be true. Latch & Wait: Once Step 1 is met, the strategy "remembers" this and advances to Stage 2. It waits for a subsequent bar to satisfy Step 2 conditions. Trigger: The actual trade entry is only executed once the highest assigned step is completed. Example Use Case: Step 1: Price closes below the Lower Bollinger Band (Dip). Step 2: RSI crosses back above 30 (Confirmation). Execution: Buy Signal triggers on the Step 2 confirmation candle. This creates a realistic "Setup -> Trigger" workflow common in professional trading, preventing premature entries. Exit Logic & Risk Management The strategy employs a dual-layer exit system to maximize profit retention and protect capital. 1. Signal-Based Exits (OR Logic) There are 5 configurable exit slots (LX1-LX5 / SX1-SX5). Unlike entries, these operate on "OR" logic. If any enabled exit condition is met (e.g., RSI becomes overbought OR Price crosses below EMA), the position is closed immediately. 2. Hard Stop & Take Profit Fixed %: Users can set a hard percentage-based Stop Loss and Take Profit. Trailing Stop: A toggleable "Trailing?" feature allows the Stop Loss to dynamically trail the price. Longs: The SL moves up as the price makes new highs. Shorts: The SL moves down as the price makes new lows. Automated Alerts & Webhooks This script is built with automation in mind. It includes a dedicated makeJson() function that constructs a JSON payload compatible with most trading bots (e.g., 3Commas, TradersPost, Tealstreet). Alert Modes Supported: | Alert Type | Description | | :--- | :--- | | Order Fills Only | Triggers standard TradingView strategy alerts when the broker emulator fills an order. | | Alert() Function | Triggers specific JSON payloads defined in the code ("action": "buy", "ticker": "MNQ", etc.). | The script automatically calculates the alert quantity based on your equity percentage settings, ensuring the payload matches your backtest sizing. Dashboard & Visuals To aid in rapid analysis, the strategy includes visual tools directly on the chart: Performance Table: A dashboard (top-right) displays real-time stats including Net Profit, Win Rate, Profit Factor, and Max Drawdown. Trade Markers: Custom labels (goLong, exLong) show exactly where trades opened and closed, including the trade number and profit percentage. SL/TP Visualization: Dynamic step-lines (Orange for SL, Lime for TP) show exactly where your protection levels are sitting, helping you visually verify if your stops are too tight or too loose.
Chiến lược Pine Script®
của jegbejimba
FxAST LiteWave Universal Profiles (intraday / swing)FxAST Lite Wave — Universal (Profiles) This strategy is intended for educational and analytical use. Derivative works must retain attribution and license terms. _____________________________________________________________________________ Overview FxAST Lite Wave is a rule-based trend participation strategy designed to adapt across multiple markets and timeframes using a simple profile switch. Rather than attempting to predict reversals or tops and bottoms, the strategy focuses on identifying continuation opportunities once directional alignment and market participation are already present. Its purpose is to provide a structured, repeatable framework for studying trend behavior and managing trades within established directional moves. _______________________________________________________________________________ How It Works FxAST Lite Wave evaluates market conditions using a layered confirmation process that includes: • Directional bias • Trend alignment • Momentum participation • Volatility suitability • Market regime awareness Trades are only considered when these conditions align, helping to reduce low-quality signals and overtrading during unfavorable environments. Two built-in profiles are provided: Intraday — designed for shorter-term participation Swing — designed for higher-timeframe continuation _______________________________________________________________________________ Core Concepts (Plain English) Direction Identifies which side of the market is currently in control. This answers: “Is pressure aligned for continuation?” _______________________________________________________________________________ Momentum Confirms that price is moving with intent rather than drifting or stalling. This answers: “Is participation present?” _______________________________________________________________________________ Regime Filters out unfavorable conditions such as congestion, compression, or low-energy chop. This answers: “Is this a tradable environment?” _______________________________________________________________________________ Continuation Focus Entries are designed to occur after alignmen t, not at arbitrary turning points. The strategy favors: • Pullbacks within trend • Momentum resumption • Sustained directional movement _______________________________________________________________________________ Risk & Trade Management FxAST Lite Wave includes structured trade management logic: • Volatility-aware initial risk • Optional partial profit taking • Optional breakeven and trailing behavior • Optional time-based exits • Optional equity-based position sizing A built-in on-chart Backtesting HUB displays live performance statistics for transparency and review. _______________________________________________________________________________ Philosophy FxAST Lite Wave is intentionally not a signal-spamming strategy . It is designed to: • Reduce decision fatigue • Encourage rule-based consistency • Support disciplined execution If you need: precise entries → use price action precise exits → use structure system context → use Lite Wave _______________________________________________________________________________ Disclaimer This strategy is provided for educational and analytical purposes only and does not constitute financial advice. Trading involves risk, and users are responsible for their own decisions. responsible for their own decisions.
Chiến lược Pine Script®
của alldyn_pip_king
Recovery Adaptive Strategy [Starbots]🔁 Recovery Adaptive Strategy Recovery Adaptive Strategy is an advanced, single-position trading strategy designed for professional traders who require adaptive exposure control, dynamic profit targeting, and rule-based recovery mechanics in high-volatility market environments. The strategy applies a structured loss-streak framework where position sizing and take-profit objectives evolve systematically based on prior trade outcomes, while maintaining strict one-position execution at all times. 🧠 Strategic Framework This strategy is built around a controlled adaptive execution model: Only one position is active at any time Each closed trade directly influences the parameters of the next entry After a losing trade: Position size scales according to a defined factor Take-profit expands proportionally using a configurable multiplier After a winning trade: All parameters reset to their base configuration Scaling progression is capped via a configurable maximum step limit The methodology is designed to efficiently capitalize on expansion phases, volatility impulses, and directional inefficiencies, making it particularly suitable for high-volatility instruments and regimes. ⚙️ Adaptive Position Management Position Sizing Modes Percentage of Equity Fixed Base Currency Amount (USDT / USD / EUR, etc.) Each subsequent step applies a configurable size multiplier, enabling precise control over exposure progression across loss streaks. 🎯Dynamic Take-Profit Scaling Take-profit levels increase automatically with each scaling step A dedicated TP multiplier allows fine-tuning of profit expansion behavior All targets are recalculated and updated dynamically while positions are open Execution Control Single-position logic (no grid, no concurrent hedging) Optional forced exit and full reset upon reaching the maximum scaling step Bar-confirmed execution to avoid signal repainting 📈 Signal Generation & Market Filters The strategy supports multiple professional-grade entry models, selectable via settings: MACD (12,26,9) DMI (14) RSI (70 / 30) Stochastic (14,3,3) Bollinger Bands + RSI Market Structure (BOS / CHoCH) Additional execution layers include: Higher-timeframe signal evaluation Volatility-based trade filtering EMA trend alignment Flat-market detection (optional) The strategy is optimized for active, volatile markets, where price expansion and follow-through are frequent. 📊 Institutional-Style Analytics & Visualization Integrated analytics provide full transparency into strategy behavior: Adaptive Scaling Table Position size per step Take-profit expansion per step Loss-streak hit distribution On-Chart Execution Labels Equity Usage Overview Monthly & Yearly Performance Calendar Backtest vs. Leverage Projection Dashboard All dashboards and visual components are optional and configurable. 🧩 Intended Use This strategy is designed for: Advanced discretionary traders Systematic traders Quantitative research and optimization High-volatility instruments and environments It emphasizes structure, adaptability, and execution discipline, rather than static position sizing or fixed targets.
Chiến lược Pine Script®
của Starbots
SVTR [Ultimate]SVTR v1.0 is a fully automated trading strategy designed to identify high-probability market opportunities using structured momentum, trend validation, and risk-controlled execution logic. This strategy is not a simple signal generator. It is a complete decision engine that evaluates market conditions, confirms entries with multiple filters, and manages trades automatically according to predefined logic. Built for traders who want consistency, discipline, and objective execution, SVTR removes emotional bias and delivers rule-based trading across different market environments. KEY FEATURES • Fully automated entry and exit logic • Multi-layer confirmation system • Momentum and trend validation • Smart trade filtering to reduce noise • Works on multiple markets and timeframes • Non-repainting logic • Alert-ready for automation and integrations AUTOMATED STRATEGY LOGIC SVTR continuously analyzes the market and only executes trades when all required conditions align. This prevents overtrading and avoids weak or low-quality setups. The strategy is designed to: Enter when momentum and direction are confirmed Avoid choppy and uncertain market phases Exit trades based on objective, rule-driven logic Maintain consistency regardless of emotions or bias WHY THIS STRATEGY? Most traders fail not because of bad ideas, but because of: Late entries Emotional decisions Overtrading Lack of discipline SVTR v1.0 solves these problems by automating the decision process and executing trades exactly as designed, every time. You trade the system. Not your emotions. WHO IS IT FOR? • Traders looking for automated execution • System-based and rule-driven traders • Swing traders and intraday traders • Traders who want consistency over discretion • Users who want a ready-to-use strategy framework IMPORTANT NOTES • Invite-Only / Private access • Source code is protected • Designed for backtesting, automation, and live monitoring • Strategy behavior may vary depending on market conditions and settings VERSION v1.0 – Initial Private Release Future updates may include optimizations, additional filters, and performance improvements. FINAL STATEMENT SVTR v1.0 is built for traders who value structure, confirmation, and automation over guesswork. If you are looking for a strategy that executes with discipline, filters weak setups, and operates as a complete automated system, this strategy is designed for you.
Chiến lược Pine Script®
của Mo1ra
2
Mutanabby_AI | ONEUSDT_MR1 ONEUSDT Mean-Reversion Strategy | 74.68% Win Rate | 417% Net Profit This is a long-only mean-reversion strategy designed specifically for ONEUSDT on the 1-hour timeframe. The core logic identifies oversold conditions following sharp declines and enters positions when selling pressure exhausts, capturing the subsequent recovery bounce. Backtested Period: June 2019 – December 2025 (~6 years) Performance Summary | Metric | Value | |--------|-------| | Net Profit | +417.68% | | Win Rate | 74.68% | | Profit Factor | 4.019 | | Total Trades | 237 | | Sharpe Ratio | 0.364 | | Sortino Ratio | 1.917 | | Max Drawdown | 51.08% | | Avg Win | +3.14% | | Avg Loss | -2.30% | | Buy & Hold Return | -80.44% | Strategy Logic : Entry Conditions (Long Only): The strategy seeks confluence of three conditions that identify exhausted selling: 1. Prior Move Filter:*The price change from 5 bars ago to 3 bars ago must be ≥ -7% (ensures we're not entering during freefall) 2. Current Move Filter: The price change over the last 2 bars must be ≤ 0% (confirms momentum is stalling or reversing) 3. Three-Bar Decline: The price change from 5 bars ago to 3 bars ago must be ≤ -5% (confirms a significant recent drop occurred) When all three conditions align, the strategy identifies a potential reversal point where sellers are exhausted. Exit Conditions: - Primary Exit: Close above the previous bar's high while the open of the previous bar is at or below the close from 9 bars ago (profit-taking on strength) - Trailing Stop: 11x ATR trailing stop that locks in profits as price rises Risk Management - Position Sizing:Fixed position based on account equity divided by entry price - Trailing Stop:11× ATR (14-period) provides wide enough room for crypto volatility while protecting gains - Pyramiding:Up to 4 orders allowed (can scale into winning positions) - **Commission:** 0.1% per trade (realistic exchange fees included) Important Disclaimers ⚠️ This is NOT financial advice. - Past performance does not guarantee future results - Backtest results may contain look-ahead bias or curve-fitting - Real trading involves slippage, liquidity issues, and execution delays - This strategy is optimized for ONEUSDT specifically — results may differ on other pairs - Always test before risking real capital Recommended Usage - Timeframe:*1H (as designed) - Pair: ONEUSDT (Binance) - Account Size: Ensure sufficient capital to survive max drawdown Source Code Feedback Welcome I'm sharing this strategy freely for educational purposes. Please: - Drop a comment with your backtesting results any you analysis - Share any modifications that improve performance - Let me know if you spot any issues in the logic Happy trading As a quant trader, do you think this strategy will survive in live trading? Yes or No? And why? I want to hear from you guys
Chiến lược Pine Script®
của Mutanabby_AI
1
Market Dynamics - Backtest Engine [NeuraAlgo]Market Dynamics – Backtest Engine Market Dynamics – Backtest Engine is an advanced research-grade trading framework engineered by NeuraAlgo. 🔹 Core Engine – Dynamic Trend Model The strategy leverages the NeuraAlgo – Market Dynamics indicator as its foundation, providing intelligent insights to guide trading decisions. It is designed to automatically identify the optimal settings for the NeuraAlgo – Market Dynamics indicator, helping traders fine-tune their strategy for maximum efficiency, accuracy, and profitability. This engine dynamically adapts to market conditions, ensuring your strategy stays optimized in real-time. 🔹 Optimization Engine A built-in optimization module allows automatic testing of: Winrate-focused configurations Profit-focused configurations Sensitivity ranges Step sizes Main Entry, Main Filter, Feature Filter, and Risk Manager categories This enables rapid identification of optimal parameters similar to a lightweight AI optimizer. This Backtesting + Auto Optimization Engine includes an integrated optimizer that automatically tests sensitivity ranges: Maximize Winrate Maximize Profits Optimize Main Entries, Risk Manager, or Feature Filters Users can set: start sensitivity step size parameter category The engine autonomously computes which parameter delivers the strongest performance. 🔹 How To Use 1. Identify the Parameters First, you need to know which indicator parameters can be optimized. For the NeuraAlgo – Market Dynamics indicator, these might include: Trend sensitivity Smoothing periods Threshold values for bullish/bearish signals These parameters are the inputs your engine will test. 2. Define a Range For each parameter, define a range of values to test. Example: Sensitivity: 2 → 10 Trend period: 14 → 50 Threshold: 0.1 → 1.0 The more granular the range, the more precise the optimization—but it will also take longer. 3. Run Backtest Optimization Attach the strategy to a chart. Select optimization mode in your engine (or set the range for each parameter). Start the backtest: the engine will simulate trades for every combination of parameter values. The system will automatically record key metrics for each run: Net profit Win rate Profit factor Max drawdown 4. Analyze the Results After the backtest, your engine will display a results table or chart showing performance for each parameter combination. Look for: Highest net profit Highest win rate Or a combination depending on your strategy goals Some engines will highlight the “best” parameter set automatically. 5. Apply Optimal Settings Once identified: Select the best-performing parameter values. Apply them to your live strategy or paper trade. Optionally, forward test to confirm they work on unseen market data. Congratulations! The setup is now optimized. 🔹 Conclusion The backtest optimization process helps you find the best parameter values for the NeuraAlgo – Market Dynamics indicator by systematically testing different settings and measuring their performance. By analyzing metrics like net profit, win rate, and drawdown, you can select optimized parameters that are more likely to perform consistently in real trading. Proper optimization ensures your strategy is data-driven, adaptable, and reduces guesswork, giving you a stronger edge in the market.
Chiến lược Pine Script®
của NeuraAlgo