Aurum DCX AVE Gold and Silver StrategySummary in one paragraph
Aurum DCX AVE is a volatility break strategy for gold and silver on intraday and swing timeframes. It aligns a new Directional Convexity Index with an Adaptive Volatility Envelope and an optional USD/DXY bias so trades appear only when direction quality and expansion agree. It is original because it fuses three pieces rarely combined in one model for metals: a convexity aware trend strength score, a percentile based envelope that widens with regime heat, and an intermarket DXY filter.
Scope and intent
• Markets. Gold and silver futures or spot, other liquid commodities, major indices
• Timeframes. Five minutes to one day. Defaults to 30min for swing pace
• Default demo used in this publication. TVC:GOLD on 30m
• Purpose. Enter confirmed volatility breaks while muting chop using regime heat and USD bias
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. DCX combines DI strength with path efficiency and curvature. AVE blends ATR with a high TR percentile and widens with DCX heat. DXY adds an intermarket bias
• Failure mode addressed. False starts inside compression and unconfirmed breakouts during USD swings
• Testability. Each component has a named input. Entry names L and S are visible in the list of trades
• Portable yardstick. Weekly ATR for stops and R multiples for targets
• Open source. Method and implementation are disclosed for community review
Method overview in plain language
You score direction quality with DCX, size an adaptive envelope with a blend of ATR and a high TR percentile, and only allow breaks that clear the band while DCX is above a heat threshold in the same direction. An optional DXY filter favors long when USD weakens and short when USD strengthens. Orders are bracketed with a Weekly ATR stop and an R multiple target, with optional trailing to the envelope.
Base measures
• Range basis. True Range and ATR over user windows. A high TR percentile captures expansion tails used by AVE
• Return basis. Not required
Components
• Directional Convexity Index DCX. Measures directional strength with DX, multiplies by path efficiency, blends a curvature term from acceleration, scales to 0 to 100, and uses a rise window
• Adaptive Volatility Envelope AVE. Midline ALMA or HMA or EMA plus bands sized by a blend of ATR and a high TR percentile. The blend weight follows volatility of volatility. Band width widens with DCX heat
• DXY Bias optional. Daily EMA trend of DXY. Long bias when USD weakens. Short bias when USD strengthens
• Risk block. Initial stop equals Weekly ATR times a multiplier. Target equals an R multiple of the initial risk. Optional trailing to AVE band
Fusion rule
• All gates must pass. DCX above threshold and rising. Directional lead agrees. Price breaks the AVE band in the same direction. DXY bias agrees when enabled
Signal rule
• Long. Close above AVE upper and DCX above threshold and DCX rising and plus DI leads and DXY bias is bearish
• Short. Close below AVE lower and DCX above threshold and DCX falling and minus DI leads and DXY bias is bullish
• Exit and flip. Bracket exit at stop or target. Optional trailing to AVE band
Inputs with guidance
Setup
• Symbol. Default TVC:GOLD (Correlation Asset for internal logic)
• Signal timeframe. Blank follows the chart
• Confirm timeframe. Default 1 day used by the bias block
Directional Convexity Index
• DCX window. Typical 10 to 21. Higher filters more. Lower reacts earlier
• DCX rise bars. Typical 3 to 6. Higher demands continuation
• DCX entry threshold. Typical 15 to 35. Higher avoids soft moves
• Efficiency floor. Typical 0.02 to 0.06. Stability in quiet tape
• Convexity weight 0..1. Typical 0.25 to 0.50. Higher gives curvature more influence
Adaptive Volatility Envelope
• AVE window. Typical 24 to 48. Higher smooths more
• Midline type. ALMA or HMA or EMA per preference
• TR percentile 0..100. Typical 75 to 90. Higher favors only strong expansions
• Vol of vol reference. Typical 0.05 to 0.30. Controls how much the percentile term weighs against ATR
• Base envelope mult. Typical 1.4 to 2.2. Width of bands
• Regime adapt 0..1. Typical 0.6 to 0.95. How much DCX heat widens or narrows the bands
Intermarket Bias
• Use DXY bias. Default ON
• DXY timeframe. Default 1 day
• DXY trend window. Typical 10 to 50
Risk
• Risk percent per trade. Reporting field. Keep live risk near one to two percent
• Weekly ATR. Default 14. Basis for stops
• Stop ATR weekly mult. Typical 1.5 to 3.0
• Take profit R multiple. Typical 1.5 to 3.0
• Trail with AVE band. Optional. OFF by default
Properties visible in this publication
• Initial capital. 20000
• Base currency. USD
• request.security lookahead off everywhere
• Commission. 0.03 percent
• Slippage. 5 ticks
• Default order size method percent of equity with value 3% of the total capital available
• Pyramiding 0
• Process orders on close ON
• Bar magnifier ON
• Recalculate after order is filled OFF
• Calc on every tick OFF
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Strategies use standard candles for signals and orders only
Honest limitations and failure modes
• Economic releases and thin liquidity can break assumptions behind the expansion logic
• Gap heavy symbols may prefer a longer ATR window
• Very quiet regimes can reduce signal contrast. Consider higher DCX thresholds or wider bands
• Session time follows the exchange of the chart and can change symbol to symbol
• Symbol sensitivity is expected. Use the gates and length inputs to find stable settings
Open source reuse and credits
• None
Mode
Public open source. Source is visible and free to reuse within TradingView House Rules
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Strategy
🚀 DocBrown V73++ EstrategiaStrategy Overview
The "DocBrown V73+ Unified Strategy" is a complex and multifaceted algorithmic trading system designed to operate in trending markets. Its core strategy is following the main trend, but its main strength lies in the numerous risk management modules and market filters it uses to protect capital and optimize trade exits.
The strategy combines classic trend indicators (EMAs, MACD, ADX) with volatility analysis (Bollinger Band Width) and volume to identify high-probability entry points. However, its most distinctive feature is its sophisticated exit system, which includes multiple Stop Loss (SL) and Take Profit (TP) types that adapt to various market conditions.
Entry Logic
To open a position (long or short), the strategy evaluates a set of conditions. The main entry is based on:
Market Regime Filter: This is a master filter that ensures trading is only carried out in favorable trend conditions. To do this, it simultaneously requires:
A minimum ADX to confirm the strength of the trend.
A minimum Bollinger Band Width (BBW) to ensure sufficient volatility.
A minimum slope in the slow EMA to confirm the market's direction.
EMA Alignment: Uses three Exponential Moving Averages (fast, medium, and slow). A long entry requires the fast EMA to be above the average, and the average above the slow EMA. For a short entry, the condition is the reverse.
Momentum Confirmation: The MACD must be crossed in the direction of the trade (the MACD line must be above the signal line for longs, and vice versa for shorts).
Volume Filter: The volume of the current candle must exceed a minimum ratio compared to its moving average to avoid signals of low market interest.
Trend Exhaustion Filter: Prevents new entries if the ADX, after reaching a very high peak, begins to decline, suggesting that the trend may be losing strength.
It also includes an alternative entry condition based on a "3-Candle Momentum," which looks for three consecutive candles in the same direction with progressively increasing volume, signaling a possible explosive move.
Risk Management and Exit Strategies
This is the most complex and robust part of the strategy, with multiple defense and profit-taking mechanisms:
Take Profit (TP)
Dynamic TP (Enabled by default): Instead of a fixed target, the strategy calculates the TP based on the nearest support and resistance levels. For a long position, it will look for the next resistance, and for a short position, the next support.
Trailing After a Breakout: If the price breaks an S&R level and the trade continues in favor, the strategy can move the SL to that broken level and recalculate a new TP target.
Stop Loss (SL) and Defensive Closes
The strategy features an arsenal of different types of Stop Losses for different situations:
Breakeven SL: Once the trade reaches a predefined profit percentage, the SL automatically moves to the entry price plus a small buffer to cover commissions. This ensures that a winning trade doesn't turn into a losing one.
Safety Bracket (Anti-Liquidation): This is an "emergency stop" that can be activated to prevent catastrophic losses. It is calculated based on the ATR or a fixed percentage of the price.
Adverse Volume Spike SL: Closes the position if a candle appears against the trade with abnormally high volume, which may indicate a violent reversal.
Consecutive Candle SL: If a certain number of candles (for example, 3.5) form in a row against the position, the strategy closes the trade to cut the loss.
Stagnant Stop: Closes the trade if it enters a loss and the price then remains sideways (without movement) for a defined number of bars, avoiding being trapped in a directionless position.
Derivative Stop (Anti-Trend and Counter-Trend): An advanced system that monitors price momentum and acceleration. If it detects that the price begins to move sharply against the trend after accumulating a certain amount of profit, it closes the position to protect profits.
Drawdown Stop (Loss): A special trailing stop that is only activated while the trade is in a loss. If the price attempts to recover but then falls again, this Stop is adjusted to minimize the loss from the peak of that small recovery.
Counter-Trend SL (BB-CT): Closes the position if, despite being in profit, the market shows clear signs of a trend reversal, such as the price returning within the Bollinger Bands and the MACD crossing against it.
Additional Features
Multi-Timeframe (MTF) Analysis: The strategy can run on a single chart (e.g., 1-minute) but makes all its decisions based on data from a longer timeframe (e.g., 5 or 15 minutes), allowing it to filter out market noise.
Frequency Control: Includes options to limit trades to one per candle and to set a cooldown period after closing a trade, preventing overtrading.
Date Filter: Allows backtesting over a specific timeframe.
Information Panel: Displays key data such as the strategy status, current TP/SL levels, unrealized profits (MFE), and the status of internal signals in real time on the chart.
Full Display: Draws S&R levels, EMAs, Bollinger Bands, and active entry, TP, and SL levels on the chart.
IMPORTANT:
Use in Isolated Leverage x5 (limit), start small and test tokens before jumping in.
DONATIONS: Token: USDT - Network: BSC Binance Smart Chain
Wallet: 0xe87b4589a53443d8ffed2e9b5a7ef58f261f087c
Curved Radius Supertrend [Strategy]This strategy blends the power of Supertrend logic with a visually dynamic approach to trend detection.
It uses ATR-based adaptive bands to define trend shifts and plots a responsive trendline to simulate a "curved radius" transition between bullish and bearish phases. While the curved effect is conceptual due to Pine Script limitations, the system is logically optimized for clear, decisive trades.
💡 Strategy Logic:
Entry (Long): When price breaks above the trailing support band
Entry (Short): When price breaks below the trailing resistance band
Exit: Opposite signal triggers a position flip
📊 Backtest Notes (XAU/USDT, 1H, 6 months):
Win Rate: ~48%
Profit Factor: ~1.6
Max Drawdown: ~12%
Positive expectancy over trending conditions
⚙️ Features:
No repainting
Clean trendline visualization
Strategy-ready with entries and flips
🛠 Want to customize this?
Add your own SL/TP logic
Use moving average filters
Adjust the ATR parameters
Ultra-Premium Strategy: Cloud + RSI Momentum + ZigZag VPThis strategy combines trend, momentum, and volume profiling for high-probability trading signals.
🔹 MA Cloud Trend Filter
Uses configurable Fast and Slow MAs (EMA, SMA, WMA) to define bullish or bearish bias visually and logically.
🔹 RSI Liquidity Momentum
Enhances the classic RSI with a liquidity-adjusted momentum score — stronger signals based on both price and volume dynamics.
🔹 ZigZag Structure Detection
Identifies meaningful price pivots with customizable percent-based swing thresholds.
🔹 Volume Profile Zones
Displays dynamic volume zones between recent pivots to highlight potential support/resistance areas.
🔹 Entry Conditions
Long: Fast MA crossover + strong momentum + RSI above threshold
Short: Fast MA crossunder + weak momentum + RSI below threshold
🔹 Exit Conditions
Configurable ATR-based Stop Loss and Take Profit
Optional trailing stop
No repainting; trades confirmed on bar close
🔹 Alerts
Set real-time alerts for long and short entries
✅ Works on any timeframe and asset (crypto, stocks, forex, futures)
✅ Fully adjustable risk and logic settings
✅ Strategy mode enables backtesting and performance review
Institutional Signal Engine (ISE) 🧭 Overview
ISE is a multi-layer institutional trading system that combines trend, volatility, volume, and multi-timeframe logic into one advanced framework.
It identifies high-probability reversals, institutional accumulation/distribution phases, and Smart Buy/Sell setups confirmed by higher-timeframe filters.
The indicator integrates:
TSI–RSI–ATR dashboard (weekly basis)
Monthly trend filter (long-term direction)
A/D Line divergences and volume spikes on compression
Dynamic Sigma ±1…±4 volume bands (VWMA-based)
Smart visual signals, alerts, and real-time data tables
⚙️ Core Logic – Step by Step
1️⃣ Multi-Timeframe Engine
Calculates TSI, RSI, and ATR on the weekly timeframe to filter out short-term noise.
Uses a 10-period SMA on monthly close as long-term filter:
Above = monthly bullish bias
Below = monthly bearish bias
2️⃣ Weekly Trend Change Detection
A 10-bar SMA defines the weekly trend:
Green arrow “▲” = Bullish reversal
Red arrow “▼” = Bearish reversal
Automatic alerts are triggered when a reversal occurs.
3️⃣ Directional Score (0–100%)
A 4-factor composite score measures directional strength:
Component Weight Effect
TSI trend direction 25% Momentum bias
RSI above/below 50 25% Market strength
ATR above volatility threshold 25% Volatility confirmation
Monthly trend alignment 25% Institutional filter
Score ≥ 75% = strong institutional confirmation
Combined with monthly bias, this defines Smart Entry Zones
4️⃣ Institutional Module
🔸 A/D Line Divergences
Detects when volume flow diverges from price:
Price down + A/D up → bullish divergence (accumulation)
Price up + A/D down → bearish divergence (distribution)
🔸 Volume Spikes on Compression
Flags breakouts when price range contracts but volume surges sharply.
Indicates institutional activity and momentum expansion.
🔸 Smart Buy / Smart Sell Conditions
Smart signals appear only when all conditions align:
Divergence or volume spike,
Score ≥ 75%,
Monthly trend confirmation,
(Optional) Weekly trend reversal if enabled.
✅ Smart Buy (C) → Green triangle below bar
✅ Smart Sell (V) → Red triangle above bar
5️⃣ Advanced Visual Signals
Symbol Meaning Interpretation
▲ / ▼ Weekly trend reversal Direction change
🟢 C / 🔴 V Smart Buy / Smart Sell Institutional setup
🔵 / 🟠 Circles Ideal confirmed trades Retrospective validation
💠 Fuchsia Diamond Probable low Anticipated bullish reversal
↟ / ↡ RSI/SMA extreme cross Visual early warning
6️⃣ Sigma ±1..±4 Volume Bands (VWMA-70)
Based on Volume Weighted Moving Average (VWMA 70), not Bollinger.
Defines 4 upper and 4 lower Sigma levels relative to the current equilibrium (POC).
Acts as a probabilistic map of volume balance zones.
Labels display real-time price values for each band (auto-updated each bar).
7️⃣ Real-Time Information Tables
📋 Oscillator Table (Right side)
Displays the status of three oscillators:
Indicator Signal
Stochastic BUY / SELL / NEUTRAL
Fisher Transform BUY / SELL / NEUTRAL
Williams %R BUY / SELL / NEUTRAL
Colors: 🟢 = Buy, 🔴 = Sell, 🟠 = Neutral
📊 Volume Table (Top right)
Shows:
Volume Direction: buying / selling / neutral
Trend vs previous bar: increasing / decreasing / stable
Current vs previous volume values
🧠 How to Use and Interpret
🔹 Step 1 – Identify Context
Use the monthly filter and weekly arrows to determine the institutional direction.
📈 Both up = bullish environment
📉 Both down = bearish environment
Mixed = neutral / uncertain
🔹 Step 2 – Wait for Alignment
Trade only when Smart Signals appear in the same direction as the higher timeframe trend.
Green “C” = buy signal within bullish structure
Red “V” = sell signal within bearish structure
🔹 Step 3 – Confirm with Volumes and Sigma Bands
If price is near Sigma −2 / −3, expect potential rebound (buy zones).
If price is near Sigma +2 / +3, expect exhaustion (sell zones).
Strong volume spike + Smart signal = institutional confirmation
🔹 Step 4 – Manage Trades
Use weekly ATR or Sigma ±2 as volatility-based stop levels.
Exit on opposite Smart signal or trend reversal arrow.
📈 Interpretation Summary
Condition Meaning Bias
Green ▲ + Smart Buy + Score ≥75 Confirmed bullish reversal Long setup
Red ▼ + Smart Sell + Score ≥75 Confirmed bearish reversal Short setup
Fuchsia Diamond ⚡ Probable local bottom Early long opportunity
Narrow Sigma bands Compression → Pre-breakout Wait for expansion
Wide Sigma bands High volatility / exhaustion Avoid new entries
⚡ Summary
Aspect Description
Name Lanfranco Bilotti – Institutional Trading + Alert
Structure Multi-timeframe, multi-indicator system
Core Modules TSI, RSI, ATR, A/D Divergence, Volume Spike, Sigma Bands
Signals Smart Buy/Sell, Probable Low, Trend Arrows
Alerts Automatic weekly reversal alerts
Filters Weekly and monthly trend filters
Output Visual dashboard + dual data tables
Best timeframe Weekly or Daily (for institutional flow)
Main goal Detect institutional trend phases and confirm high-probability entries
💼 Trading Instructions (Usage Guide) !!!!
🔹 Step-by-Step Usage
1️⃣ Choose timeframe
Recommended use on Daily or Weekly charts.
Institutional alignment works best when Weekly = Monthly trend.
2️⃣ Identify market context
📈 Bullish environment: Monthly filter = UP and weekly arrow ▲
📉 Bearish environment: Monthly filter = DOWN and weekly arrow ▼
3️⃣ Wait for confirmation
Smart BUY (C) → appears only when volume, trend, and oscillators align.
Smart SELL (V) → confirmed institutional distribution setup.
4️⃣ Entry rules (example)
Long entry: when Smart BUY (C) appears and the current price is near Sigma −1 or −2.
Short entry: when Smart SELL (V) appears and the price is near Sigma +1 or +2.
5️⃣ Stop loss suggestion (statistical)
Use weekly ATR or next Sigma band as volatility-based stop.
Example: if entry at Sigma −1 → stop below Sigma −2.
6️⃣ Exit strategy
Exit when the opposite Smart Signal appears (C → V or V → C).
Or when a new weekly reversal arrow ▲ / ▼ is printed.
🔹 Interpretation Summary
Symbol Meaning Action Bias
▲ / ▼ Weekly trend reversal Confirms long / short bias
🟢 C Smart Buy Long entry zone
🔴 V Smart Sell Short entry zone
💠 Fuchsia Diamond Probable low Early long opportunity
↟ / ↡ RSI/SMA extreme Momentum exhaustion zone
=================================================
Trade only in the direction of the higher timeframe trend.
Smart BUY (C) → enter long when price is near Sigma −1 / −2 and monthly trend = UP.
Smart SELL (V) → enter short when price is near Sigma +1 / +2 and monthly trend = DOWN.
Exit on the opposite Smart signal or when a new weekly arrow ▲ / ▼ appears.
Use the weekly ATR or next Sigma band for stop-loss placement.
Always confirm signals at candle close.
ProbRSI Adaptive SPY and QQQ Swing One Hour Strategy Summary in one paragraph
A probabilistic RSI engine for large cap ETFs and index names on intraday and swing timeframes. It converts ATR scaled returns into a 0 to 100 probability line, adapts its smoothing from path efficiency, and gates flips with simple percent levels. It is original because it fuses three pieces that traders rarely combine in one signal line: ATR normalized return probability, curvature compression, and per bar adaptive EMA. Add it to a clean chart, keep the default one hour signal on QQQ, and read the entry and exit markers generated by the strategy. For conservative alerts select on bar close.
Scope and intent
• Markets. Major ETFs and large cap equities. Index futures. Liquid crypto. Major FX pairs
• Timeframes. One minute to daily. Defaults to one hour for swing pace
• Default demo used in this publication. SPY/QQQ on one hour
• Purpose. Reduce false flips by adapting to path efficiency and by gating long and short separately
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. Logistic probability of ATR scaled returns with arcsine pre transform, optional curvature compression, and per bar adaptive EMA steered by an efficiency ratio
• Failure mode addressed. Fast whips in congestion and late entries after spikes
• Testability. Each component has a named input and can be tuned directly. Entry names Long and Short are visible in the list of trades
• Portable yardstick. ATR scaled return is a common unit across symbols and venues
• Protected rationale. The code stays protected to preserve implementation details of the adaptive engine and curvature assist while the method and usage are fully explained here for community review
Method overview in plain language
You convert raw returns into a probability scale, adapt the smoothing to the straightness of the path, and only allow flips when a simple gate is satisfied. The probability line crosses its own EMA to generate signals. When the cross happens below a short gate or above a long gate, the flip is allowed. Otherwise it is ignored.
Base measures
• Return basis. Close minus prior close normalized by ATR, then arcsine to damp large steps. ATR window is set by ATR length. Sensitivity is adjusted by an ATR scale input
• Probability map. A logistic function maps the normalized return to 0 to 1 which becomes 0 to 100 after scaling
Components
• Probability core. Logistic probability of ATR scaled returns. Higher values imply upside pressure. Smoothed by an adaptive EMA
• Curvature assist optional. A curvature proxy compresses extreme spikes toward neutral. Useful after news bars. Weight controls strength
• Efficiency ratio. A path efficiency score from 0 to 1 extends the smoothing length during noisy paths and shortens it during directional paths
• Signal line. An EMA of the probability line creates the reference for cross up and cross down
• Gates. Two simple percent levels define when long and short flips are allowed
Fusion rule
• The adaptive EMA length is computed as a linear map between a minimum and a maximum bound based on one minus efficiency
• If curvature assist is enabled the probability is adjusted by a small counter spike term
• Final probability is compared to its EMA
Signal rule
• Long. A long entry is suggested when probability crosses above the signal line and the current probability is above the Long gate level
• Short. A short entry is suggested when probability crosses below the signal line and the current probability is below the Short gate level
• Exit and flip. When an opposite entry condition appears the current position is closed and a new position opens in the opposite direction
What you will see on the chart
• Strategy markers on suggestion bars. Orders named Long and Short
• Exit marker when the opposite signal closes the open side
• No table by design. All tuning lives in Inputs for a clean chart
Inputs with guidance
Market TF
• Symbol. Series used for oscillator computation. Use the instrument you trade or a close proxy
• Signal timeframe. Timeframe where the oscillator is evaluated. Leave blank to follow the chart
Core
• Price source. Series used for returns. Typical choice close
• Base length. Fallback EMA length used when adaptation is off. Typical range 20 to 200. Larger smooths more
• ATR length. Window for ATR that scales returns. Typical range 10 to 30. Larger normalizes more and lowers sensitivity
• Logit sharpness. Steepness of the logistic link. Typical range 1 to 8. Raising it reacts more to the same input
• ATR scale. Extra divisor on ATR. Typical range 0.5 to 2. Smaller is more sensitive
• Signal length. EMA of the probability line. Typical range 5 to 20. Larger gives fewer flips
• Long gate. Allow long flips only above this level. Typical range 20 to 40
• Short gate. Allow short flips only below this level. Typical range 20 to 40
Adaptive
• Adaptive smoothing. If on, the efficiency ratio controls the per bar EMA length
• Min effective length. Lower bound of adaptive EMA. Typical range 5 to 50
• Max effective length. Upper bound of adaptive EMA. Typical range 50 to 300
• Efficiency window. Window for efficiency ratio. Typical range 30 to 100
Shape Assist
• Curvature influence. If on, extreme spikes are nudged toward neutral
• Curvature weight. Strength of compression. Typical range 0.1 to 0.3
Properties visible in this publication
• Initial capital. 25000
• Base currency. USD
• request.security lookahead off everywhere
• Commission. 0.03 percent
• Slippage. 5 ticks
• Default order size method percent of equity with value 3 for realistic testing
• Pyramiding 0
• Process orders on close ON
• Bar magnifier OFF
• Recalculate after order is filled OFF
• Calc on every tick OFF
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Strategies use standard candles for signals and orders only
Honest limitations and failure modes
• Economic releases and thin liquidity can break assumptions behind the curvature assist
• Gap heavy symbols may prefer a longer ATR window
• Very quiet regimes can reduce signal contrast. Consider higher gates or longer signal length
• Session time follows the exchange of the chart and can change symbol to symbol
• Symbol sensitivity is expected. Use the gates and length inputs to find stable settings
• Past results never guarantee future outcomes
Open source reuse and credits
• None
Mode
Public protected. Source is hidden while access is free. Implementation detail remains private. Method and use are fully disclosed here
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
TalaJooy V1.31 𓅂💎 استراتژی معاملاتی TalaJooy V1.31 𓅂
TalaJooy (طلاجوی) یک چارچوب معاملاتی حرفهای و کامل برای TradingView است که برای حذف حدس و گمان، احساسات و تصمیمگیریهای هیجانی از فرآیند معاملات طراحی شده است.
این محصول یک «اندیکاتور سیگنالدهی» ساده نیست؛ بلکه یک استراتژی (Strategy) کامل است که چهار وظیفه کلیدی را به صورت خودکار انجام میدهد:
تحلیل بازار (بر اساس یک موتور امتیازدهی کمی)
صدور سیگنال (ورود و خروج شفاف)
مدیریت ریسک پویا (محاسبه خودکار حد ضرر)
مدیریت حجم پوزیشن (محاسبه خودکار حجم بر اساس ریسک)
هدف «طلاجوی» تبدیل معاملهگری شهودی به یک فرآیند مکانیکی، مبتنی بر داده و مدیریت ریسک است.
⚙️ قابلیتهای کلیدی (آنچه دریافت میکنید)
این استراتژی مجهز به مجموعهای از ابزارهای حرفهای است که مستقیماً روی چارت شما اجرا میشوند:
🎯 ۱. سیگنالهای ورود و خروج شفاف
فلشهای واضح خرید (▲) و فروش (▼) که نقاط دقیق ورود بر اساس منطق استراتژی را مشخص میکنند. این سیستم تنها زمانی سیگنال صادر میکند که فیلترهای روند، همسویی لازم را تایید کنند.
🛡️ ۲. مدیریت ریسک پویای ATR
بزرگترین چالش معاملهگران، تعیین حد ضرر (SL) مناسب است. این استراتژی حد ضرر را به صورت خودکار و پویا بر اساس نوسانات واقعی بازار (با استفاده از ATR) محاسبه میکند.
نتیجه: در بازارهای پرنوسان، استاپ شما برای جلوگیری از استاپهانت شدن، فاصله ایمنتری میگیرد و در بازارهای آرام، بهینهتر و نزدیکتر تنظیم میشود.
💰 ۳. محاسبه خودکار حجم پوزیشن
دیگر نیازی به «ماشین حساب پوزیشن» ندارید. استراتژی به صورت اتوماتیک، حجم دقیق هر معامله را بر اساس درصد ریسک ثابتی که شما از کل سرمایهتان تعیین میکنید، محاسبه مینماید. این ویژگی، مدیریت سرمایه حرفهای را در تمام معاملات شما تضمین میکند.
🎨 ۴. نواحی بصری سود و زیان (TP/SL)
هنگامی که یک معامله باز است، این ابزار به صورت زنده، نواحی حد سود (سبز) و حد ضرر (قرمز) را مشابه ابزار پوزیشن خود تریدینگ ویو، مستقیماً روی چارت برای شما رسم میکند.
📈 ۵. پنل آمار عملکرد پیشرفته
یک جدول آماری جامع که تمام معیارهای کلیدی عملکرد شما را به صورت زنده نمایش میدهد:
سود و زیان خالص (دلاری و درصدی)
ضریب سود (Profit Factor)
نرخ موفقیت (Win Rate)
تعداد معاملات سودده / زیانده
حداکثر افت سرمایه (Max Drawdown)
و موارد دیگر...
🚦 ۶. آیکونهای بازخورد معامله
با آیکونهای هوشمند، فوراً کیفیت معاملات بسته شده خود را ارزیابی کنید:
😎🚀 (سود ویژه و قابل توجه)
💰 (سود عادی)
🙈 (زیان)
📈 چگونه از این ابزار استفاده کنید؟
«طلاجوی» یک 'ماشین چاپ پول' جادویی نیست، بلکه یک ابزار تست و اجرای حرفهای است.
۱. بکتست و بهینهسازی (Backtesting)
مهمترین قدرت این اسکریپت، قابلیت Strategy بودن آن است. شما میتوانید این استراتژی را روی هر جفتارز و تایم فریمی که معامله میکنید (طلا، کریپتو، جفتارزها و...) بکتست بگیرید تا آمار عملکرد آن را مشاهده کنید.
۲. تنظیم پارامترها
از طریق منوی تنظیمات، پارامترهای کلیدی مانند درصد ریسک، نسبت ریسک به ریوارد (R:R)، و فیلترهای زمانی را مطابق با سبک معاملاتی و دارایی مورد نظر خود بهینهسازی کنید.
۳. اجرای سیستماتیک
پس از یافتن تنظیمات بهینه در بکتست، در معاملات زنده به سیگنالها پایبند بمانید و اجازه دهید منطق مکانیکی، معاملات شما را مدیریت کند.
⚠️ سلب مسئولیت مهم (مطابق با قوانین TradingView)
این اسکریپت صرفاً یک ابزار تحلیلی و معاملاتی است و نباید به عنوان سیگنال مالی یا توصیهای برای خرید و فروش تلقی شود. تمام معاملات دارای ریسک هستند و نتایج گذشته تضمینکننده عملکرد آینده نمیباشد.
لطفاً قبل از استفاده از این استراتژی در حساب واقعی، آن را به طور کامل در حالت دمو یا بکتست ارزیابی کنید. مسئولیت تمامی سودها و زیانها بر عهده خود معاملهگر است.
💎 TalaJooy V1.31 𓅂 Trading Strategy
TalaJooy (meaning "Gold Seeker") is a complete, professional trading framework for TradingView, designed to remove guesswork, emotion, and impulsive decisions from your trading process.
This is not a simple signal indicator; it is a complete Strategy script that automates four key tasks:
Market Analysis (Based on a quantitative scoring engine)
Signal Generation (Clear entries and exits)
Dynamic Risk Management (Automated Stop Loss calculation)
Position Sizing (Automated trade sizing based on risk)
The goal of "TalaJooy" is to transform intuitive trading into a mechanical, data-driven, and risk-managed process.
⚙️ Key Features (What You Get)
This strategy comes equipped with a suite of professional tools that run directly on your chart:
🎯 1. Clear Entry & Exit Signals
Receive unambiguous Buy (▲) and Sell (▼) arrows identifying precise entry points based on the strategy's logic. The system only generates signals when its trend-confirmation filters are aligned.
🛡️ 2. Dynamic ATR Risk Management
A trader's biggest challenge is setting a proper Stop Loss (SL). This strategy calculates your SL automatically and dynamically based on real-time market volatility (using ATR).
The Benefit: In volatile markets, your stop is placed at a safer distance to avoid being "stopped out" by noise. In calm markets, it's set tighter and more efficiently.
💰 3. Automated Position Sizing
Stop using external "position size calculators." The strategy automatically calculates the exact trade size for every position based on a fixed risk percentage of your total equity (which you define). This enforces professional money management on every trade.
🎨 4. Visual Profit & Loss (TP/SL) Zones
While a trade is active, this tool plots live, visual zones for your Take Profit (green) and Stop Loss (red) targets, similar to TradingView's native "Long/Short Position" tool.
📈 5. Advanced Performance Stats Panel
A comprehensive statistics table displays all your key performance metrics in real-time:
Net Profit (% and $)
Profit Factor
Win Rate
Win / Loss Trade Count
Max Drawdown
And more...
🚦 6. Smart Trade Feedback Icons
Instantly review the quality of your closed trades with intelligent emoji feedback:
😎🚀 (Exceptional Profit)
💰 (Standard Profit)
🙈 (Loss)
📈 How to Use This Tool
"TalaJooy" is not a "magic money machine"; it is a professional-grade tool for testing and execution.
1. Backtesting & Optimization
The most powerful feature of this script is its Strategy component. You can backtest it on any asset or timeframe you trade (Gold, Crypto, Forex, etc.) to see its historical performance data.
2. Parameter Tuning
Use the settings menu to optimize key parameters—such as Risk Percentage, Risk:Reward Ratio, and core filter settings—to match your personal trading style and preferred assets.
3. Systematic Execution
After identifying optimal settings via backtesting, adhere to the signals in your live trading and let the mechanical logic manage your trades.
⚠️ Important Disclaimer (TradingView Compliant)
This script is provided for educational and analytical purposes only. It is not financial advice or a recommendation to buy or sell any asset. All trading involves substantial risk. Past performance is not indicative of future results.
Please thoroughly evaluate this strategy via backtesting or paper trading before deploying it with real funds. The user assumes full responsibility for all profits and losses incurred.
FluxGate Daily Swing Strategy Summary in one paragraph
FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close.
Scope and intent
• Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs
• Timeframes. From one minute to daily
• Default demo in this publication. SPY on one day timeframe
• Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy
• Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution
Originality and usefulness
• Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another.
• Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean.
• Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common.
• Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart.
• Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number.
Method overview in plain language
Base measures
• Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window.
• Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks.
Components
• Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating.
• Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms.
• Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss.
• Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior.
• Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there.
• Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act.
• Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule.
• Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize.
Fusion rule
• Normalize the three drivers after removing overlap
• Blend with weights that adapt to your aggression input
• Multiply by the gates to respect path quality
• Smooth just enough to avoid jitter while keeping timing responsive
• Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign
• The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug
Signal rule
• A long suggestion appears when the long score crosses above its long threshold while all gates are active
• A short suggestion appears when the short score crosses below its short threshold while all gates are active
• If any required gate is missing the state is wait
• When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips
Inputs with guidance
Setup Long
• Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise
• Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing
Setup Short
• Base length Short. Master window for the short engine. Typical range twenty eight to ninety six
• Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols
Entries and UI
• Entry mode. Both or Long only or Short only
Complementary risk engine
• Enable risk engine. Turns on bracket exits while keeping your signal logic untouched
• ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance
• ATR length. Default fourteen
• Stop multiple. Default one point five times the anchor ATR
• Use take profit. On by default
• Take profit in R. Default two R
• Breakeven trigger in R. Default one R
Usage recipes
Intraday trend focus
• Entry mode Both
• ATR anchor Week
• Aggression Long zero point five Aggression Short zero point three
• Stop multiple one point five Take profit two R
• Expect fewer trades that stick to directional pushes and skip treadmill noise
Intraday mean reversion focus
• Session windows optional if you add them in your copy
• ATR anchor Day
• Lower aggression both sides
• Breakeven later and trailing later so the first bounce has room
• This favors fade entries that still convert into trends when the path stays clean
Swing continuation
• Signal timeframe four hours or one day
• Confirm timeframe one day if you choose to include bias
• ATR anchor Week or Month
• Larger base windows and a steady two R target
• This accepts fewer entries and aims for larger holds
Properties visible in this publication
• Initial capital 25.000
• Base currency USD
• Default order size percent of equity value three - 3% of the total capital
• Pyramiding zero
• Commission zero point zero three percent - 0.03% of total capital
• Slippage five ticks
• Process orders on close off
• Recalculate after order is filled off
• Calc on every tick off
• Bar magnifier off
• Any request security calls use lookahead off everywhere
Realism and responsible publication
• No performance promises. Past results never guarantee future outcomes
• Fills and slippage vary by venue and feed
• Strategies run on standard candles only
• Shapes can update while a bar is forming and settle on close
• Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable
Honest limitations and failure modes
• Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads
• Gap heavy symbols often behave better with a True Range basis for risk than a simple range
• Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep
• Session windows follow the exchange time of the chart if you add them
• If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative
Open source reuse and credits
• No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
Universal Regime Alpha Thermocline StrategyCurrents settings adapted for BTCUSD Daily timeframe
This description is written to comply with TradingView House Rules and Script Publishing Rules. It is self contained, in English first, free of advertising, and explains originality, method, use, defaults, and limitations. No external links are included. Nothing here is investment advice.
0. Publication mode and rationale
This script is published as Protected . Anyone can add and test it from the Public Library, yet the source code is not visible.
Why Protected
The engine combines three independent lenses into one regime score and then uses an adaptive centering layer and a thermo risk unit that share a common AAR measure. The exact mapping and interactions are the result of original research and extensive validation. Keeping the implementation protected preserves that work and avoids low effort clones that would fragment feedback and confuse users.
Protection supports a single maintained build for users. It reduces accidental misuse of internal functions outside their intended context which might lead to misleading results.
1. What the strategy does in one paragraph
Universal Regime Alpha Thermocline builds a single number between zero and one that answers a practical question for any market and timeframe. How aligned is current price action with a persistent directional regime right now. To answer this the script fuses three views of the tape. Directional entropy of up versus down closes to measure unanimity.
Convexity drift that rewards true geometric compounding and penalizes drag that comes from chop where arithmetic pace is high but growth is poor.
Tail imbalance that counts decisive bursts in one direction relative to typical bar amplitude. The three channels are blended, optionally confirmed by a higher timeframe, and then adaptively centered to remove local bias. Entries fire when the score clears an entry gate. Exits occur when the score mean reverts below an exit gate or when thermo stops remove risk. Position size can scale with the certainty of the signal.
2. Why it is original and useful
It mixes orthogonal evidence instead of leaning on a single family of tools. Many regime filters depend on moving averages or volatility compression. Here we add an information view from entropy, a growth view from geometric drift, and a structural view from tail imbalance.
The drift channel separates growth from speed. Arithmetic pace can look strong in whipsaw, yet geometric growth stays weak. The engine measures both and subtracts drag so that only sequences with compounding quality rise.
Tail counting is anchored to AAR which is the average absolute return of bars in the window. This makes the threshold self scaling and portable across symbols and timeframes without hand tuned constants.
Adaptive centering prevents the score from living above or below neutral for long stretches on assets with strong skew. It recovers neutrality while still allowing persistent regimes to dominate once evidence accumulates.
The same AAR unit used in the signal also sets stop distance and trail distance. Signal and risk speak the same language which makes the method portable and easier to reason about.
3. Plain language overview of the math
Log returns . The base series is r equal to the natural log of close divided by the previous close. Log return allows clean aggregation and makes growth comparisons natural.
Directional entropy . Inside the lookback we compute the proportion p of bars where r is positive. Binary entropy of p is high when the mix of up and down closes is balanced and low when one direction dominates. Intensity is one minus entropy. Directional sign is two times p minus one. The trend channel is zero point five plus one half times sign times intensity. It lives between zero and one and grows stronger as unanimity increases.
Convexity drift with drag . Arithmetic mean of r measures pace. Geometric mean of the price ratio over the window measures compounding. Drag is the positive part of arithmetic minus geometric. Drift raw equals geometric minus drag multiplier times drag. We then map drift through an arctangent normalizer scaled by AAR and a nonlinearity parameter so the result is stable and remains between zero and one.
Tail imbalance . AAR equals the average of the absolute value of r in the window. We count up tails where r is greater than aar_mult times AAR and down tails where r is less than minus aar_mult times AAR. The imbalance is their difference over their total, mapped to zero to one. This detects directional impulse flow.
Fusion and centering . A weighted average of the three channels yields the raw score. If a higher timeframe is requested, the same function is executed on that timeframe with lookahead off and blended with a weight. Finally we subtract a fraction of the rolling mean of the score to recover neutrality. The result is clipped to the zero to one band.
4. Entries, exits, and position sizing
Enter long when score is strictly greater than the entry gate. Enter short when score is strictly less than one minus the entry gate unless direction is restricted in inputs.
Exit a long when score falls below the exit gate. Exit a short when score rises above one minus the exit gate.
Thermo stops are expressed in AAR units. A long uses the maximum of an initial stop sized by the entry price and AAR and a trail stop that references the running high since entry with a separate multiple. Shorts mirror this with the running low. If the trail is disabled the initial stop is active.
Cooldown is a simple bar counter that begins when the position returns to flat. It prevents immediate re entry in churn.
Dynamic position size is optional. When enabled the order percent of equity scales between a floor and a cap as the score rises above the gate for longs or below the symmetric gate for shorts.
5. Inputs quick guide with recommended ranges
Every input has a tooltip in the script. The same guidance appears here for fast reading.
Core window . Shared lookback for entropy, drift, and tails. Start near 80 on daily charts. Try 60 to 120 on intraday and 80 to 200 for swing.
Entry threshold . Typical range 0.55 to 0.65 for trend following. Faster entries 0.50 to 0.55.
Exit threshold . Typical range 0.35 to 0.50. Lower holds longer yet gives back more.
Weight directional entropy . Starting value 0.40. Raise on markets with clean persistence.
Weight convexity drift . Starting value 0.40. Raise when compounding quality is critical.
Weight tail imbalance . Starting value 0.20. Raise on breakout prone markets.
Tail threshold vs AAR . Typical range 1.0 to 1.5 to count decisive bursts.
Drag penalty . Typical range 0.25 to 0.75. Higher punishes chop more.
Nonlinearity scale . Typical range 0.8 to 2.0. Larger compresses extremes.
AAR floor in percent . Typical range 0.0005 to 0.002 for liquid instruments. This stabilizes the math during quiet regimes.
Adaptive centering . Keep on for most symbols. Center strength 0.40 to 0.70.
Confirm timeframe optional . Leave empty to disable. If used, try a multiple between three and five of the chart timeframe with a blend weight near 0.20.
Dynamic position size . Enable if you want size to reflect certainty. Floor and cap define the percent of equity band. A practical band for many accounts is 0.5 to 2.
Cooldown bars after exit . Start at 3 on daily or slightly higher on shorter charts.
Thermo stop multiple . Start between 1.5 and 3.0 on daily. Adjust to your tolerance and symbol behavior.
Thermo trailing stop and Trail multiple . Trail on locks gains earlier. A trail multiple near 1.0 to 2.0 is common. You can keep trail off and let the exit gate handle exits.
Background heat opacity . Cosmetic. Set to taste. Zero disables it.
6. Properties used on the published chart
The example publication uses BTCUSD on the daily timeframe. The following Properties and inputs are used so everyone can reproduce the same results.
Initial capital 100000
Base currency USD
Order size 2 percent of equity coming from our risk management inputs.
Pyramiding 0
Commission 0.05 percent
Slippage 10 ticks in the publication for clarity. Users should introduce slippage in their own research.
Recalculate after order is filled off. On every tick off.
Using bar magnifier on. On bar close on.
Risk inputs on the published chart. Dynamic position size on. Size floor percent 2. Size cap percent 2. Cooldown bars after exit 3. Thermo stop multiple 2.5. Thermo trailing stop off. Trail multiple 1.
7. Visual elements and alerts
The score is painted as a subtle dot rail near the bottom. A background heat map runs from red to green to convey regime strength at a glance. A compact HUD at the top right shows current score, the three component channels, the active AAR, and the remaining cooldown. Four alerts are included. Long Setup and Short Setup on entry gates. Exit Long by Score and Exit Short by Score on exit gates. You can disable trading and use alerts only if you want the score as a risk switch inside a discretionary plan.
8. How to reproduce the example
Open a BTCUSD daily chart with regular candles.
Add the strategy and load the defaults that match the values above.
Set Properties as listed in section 6.(they are set by default) Confirm that bar magnifier is on and process on bar close is on.
Run the Strategy Tester. Confirm that the trade count is reasonable for the sample. If the count is too low, slightly lower the entry threshold or extend history. If the count is excessively high, raise the threshold or add a small cooldown.
9. Practical tuning recipes
Trend following focus . Raise the entry threshold toward 0.60. Raise the trend weight to 0.50 and reduce tail weight to 0.15. Keep drift near 0.35 to retain the growth filter. Consider leaving the trail off and let the exit threshold manage positions.
Breakout focus . Keep entry near 0.55. Raise tail weight to 0.35. Keep aar_mult near 1.3 so only decisive bursts count. A modest cooldown near 5 can reduce immediate false flips after the first burst bar.
Chop defense . Raise drag multiplier to 0.70. Raise exit threshold toward 0.48 to recycle capital earlier. Consider a higher cooldown, for example 8 to 12 on intraday.
Higher timeframe blend . On a daily chart try a weekly confirm with a blend near 0.20. On a five minute chart try a fifteen minute confirm. This moderates transitions.
Sizing discipline . If you want constant position size, set floor equal to cap. If you want certainty scaling, set a band like 0.5 to 2 and monitor drawdown behavior before widening it.
10. Strengths and limitations
Strengths
Self scaling unit through AAR makes the tool portable across markets and timeframes.
Blends evidence that target different failure modes. Unanimity, growth quality, and impulse flow rarely agree by chance which raises confidence when they align.
Adaptive centering reduces structural bias at the score level which helps during regime flips.
Limitations
In very quiet regimes AAR becomes small even with a floor. If your symbol is thin or gap prone, raise the floor a little to keep stops and drift mapping stable.
Adaptive centering can delay early breakout acceptance. If you miss starts, lower center strength or temporarily disable centering while you evaluate.
Tail counting uses a fixed multiple of AAR. If a market alternates between very calm and very violent weeks, a single aar_mult may not capture both extremes. Sweep this parameter in research.
The engine reacts to realized structure. It does not anticipate scheduled news or liquidity shocks. Use event awareness if you trade around releases.
11. Realism and responsible publication
No promises or projections of performance are made. Past results never guarantee future outcomes.
Commission is set to 0.05 percent per round which is realistic for many crypto venues. Adjust to your own broker or exchange.
Slippage is set at 10 in the publication . Introduce slippage in your own tests or use a percent model.
Position size should respect sustainable risk envelopes. Risking more than five to ten percent per trade is rarely viable. The example uses a fixed two percent position size.
Security calls use lookahead off. Standard candles only. Non standard chart types like Heikin Ashi or Renko are not supported for strategies that submit orders.
12. Suggested research workflow
Begin with the balanced defaults. Confirm that the trade count is sensible for your timeframe and symbol. As a rough guide, aim for at least one hundred trades across a wide sample for statistical comfort. If your timeframe cannot produce that count, complement with multiple symbols or run longer history.
Sweep entry and exit thresholds on a small grid and observe stability. Stability across windows matters more than the single best value.
Try one higher timeframe blend with a modest weight. Large weights can drown the signal.
Vary aar_mult and drag_mult together. This tunes the aggression of breakouts versus defense in chop.
Evaluate whether dynamic size improves risk adjusted results for your style. If not, set floor equal to cap for constancy.
Walk forward through disjoint segments and inspect results by regime. Bootstrapping or segmented evaluation can reveal sensitivity to specific periods.
13. How to read the HUD and heat map
The HUD presents a compact view. Score is the current fused value. Trend is the directional entropy channel. Drift is the compounding quality channel. Tail is the burst flow channel. AAR is the current unit that scales stops and the drift map. CD is the cooldown counter. The background heat is a visual aid only. It can be disabled in inputs. Green zones near the upper band show alignment among the channels. Muted colors near the mid band show uncertainty.
14. Frequently asked questions
Can I use this as a pure indicator . Yes. Disable entries by restricting direction to one side you will not trade and use the alerts as a regime switch.
Will it work on intraday charts . Yes. The AAR unit scales with bar size. You will likely reduce the core window and increase cooldown slightly.
Should I enable the adaptive trail . If you wish to lock gains sooner and accept more exits, enable it. If you prefer to let the exit gate do the heavy lifting, keep it off.
Why do I sometimes see a green background without a position . Heat expresses the score. A position also depends on threshold comparisons, direction mode, and cooldown.
Why is Order size set to one hundred percent if dynamic size is on . The script passes an explicit quantity percent on each entry. That explicit quantity overrides the property. The property is kept at one hundred percent to avoid confusion when users later disable dynamic sizing.
Can I combine this with other tools on my chart . You can, yet for publication the chart is kept clean so users and moderators can see the output clearly. In your private workspace feel free to add other context.
15. Concepts glossary
AAR . Average absolute return across the lookback. Serves as a unit for tails, drift scaling, and stops.
Directional entropy . A measure of uncertainty of up versus down closes. Low entropy paired with a directional sign signals unanimity.
Geometric mean growth . Rate that preserves the effect of compounding over many bars.
Drag . The positive difference between arithmetic pace and geometric growth. Larger drag often signals churn that looks active but fails to compound.
Thermo stops . Stops expressed in the same AAR unit as the signal. They adapt with volatility and keep risk and signal on a common scale.
Adaptive centering . A bias correction that recenters the fused score around neutral so the meter does not drift due to persistent skew.
16. Educational notice and risk statement
Markets involve risk. This publication is for education and research. It does not provide financial advice and it is not a recommendation to buy or sell any instrument. Use realistic costs. Validate ideas with out of sample testing and with conservative position sizing. Past performance never guarantees future results.
17. Final notes for readers and moderators
The goal of this strategy is clarity and portability. Clarity comes from a single score that reflects three independent features of the tape. Portability comes from self scaling units that respect structure across assets and timeframes. The publication keeps the chart clean, explains the math plainly, lists defaults and Properties used, and includes warnings where care is required. The code is protected so the implementation remains consistent for the community while the description remains complete enough for users to understand its purpose and for moderators to evaluate originality and usefulness. If you explore variants, keep them self contained, explain exactly what they contribute, publish in English first, and treat others with respect in the comments.
Load the strategy on BTCUSD daily with the defaults listed above and study how the score transitions across regimes. Then adjust one lever at a time. Observe how the trend channel, the drift channel, and the tail channel interact during starts, pauses, and reversals. Use the alerts as a risk switch inside your own process or let the built in entries and exits run if you prefer an automated study. The intent is not to promise outcomes. The intent is to give you a robust meter for regime strength that travels well across markets and helps you structure decisions with more confidence.
Thank you for your time to read all of this
Binary Options Fast Scalping [TradingFinder] M1 & M5 Signals🔵 Introduction
In the structure of financial markets, spiky moments and sudden price movements play a key role in Liquidity Grabs and Market Structure Resets. These movements usually occur after the accumulation of orders in Buy Side or Sell Side Liquidity zones and are accompanied by rapid breaks in the form of Break of Structure (BoS) or Change of Character (CHoCH).
At this stage, the market temporarily moves in the direction of liquidity to trigger counter orders and then enters a Retracement or Pullback phase, a point where professional traders using the Smart Money Concept (SMC) look for candle confirmation to enter with precision.
This strategy is built upon the same logic : an initial spiky move as a signal of institutional or liquidity driven algorithms, followed by a controlled pullback toward areas such as the Order Block, Fair Value Gap (FVG), or Imbalance Zone, and finally an entry based on a strong confirmation candle (Engulf, Rejection, Breaker) that defines the true direction of order flow.
This combination of price behavior, especially on lower timeframes such as M1 or M5, provides an ideal setup for fast Scalping, Micro Structure Trading, and even short term directional prediction in Binary Options Trading.
Since the main focus of this method is on identifying liquidity phases, structural confirmations, and momentum confirmation candles, the trader can design entries with high probability and logical stop loss placement using the concepts of Fractal Market Structure and Multi Timeframe Confirmation.
In the scalping version, the main objective is to capture the move toward the next liquidity pool or opposite demand and supply zone, while in the binary version, only the prediction of the next candle’s direction matters. This strategy inherently operates based on Smart Money Behavior, Liquidity Engineering, and Order Flow Dynamics, allowing the extraction of fast and profitable moves from the internal logic of market structure.
🔵 How to Use
The operational logic of this strategy is based on Liquidity Sweep, Pullback, and Confirmation Candle. The trader should first identify the initial Impulse Move, which is often accompanied by liquidity absorption around Buy Side or Sell Side Liquidity areas. After that, the market enters the Retracement phase and returns to structural zones such as the Order Block or the Fair Value Gap (FVG).
At this point, a position is taken only when a confirmation candle (Engulf, Breaker, or Rejection Candle) closes in the direction of continuation and aligns with the new structure (BOS or CHoCH). Applying this model on lower timeframes offers the highest precision for fast Scalping or for predicting the next candle’s direction in Binary Option trading.
🟣 Bullish Setup
In the bullish setup, the market first forms a spiky upward move with a sudden increase in momentum, indicating the activation of liquidity flow in the Buy Side Liquidity zone. This movement is usually accompanied by a Break of Structure (BOS) to the upside and marks the beginning of the Impulse Move phase. After this move, the price enters the Pullback phase and returns to structural areas such as the Bullish Order Block, Fair Value Gap (FVG), or Mitigation zone.
At this stage, the trader waits for a bullish confirmation candle (Bullish Engulf or Breaker Candle) to validate the end of the retracement. Entry is made at the close of the confirmation candle or on a minor pullback, with the stop loss placed below the Swing Low or below the pullback zone. The target is set at the next Buy Side Liquidity or Equal Highs. In the binary version, only the direction of the next candle matters and the entry takes place immediately after the confirmation candle.
🟣 Bearish Setup
In the bearish setup, the market first forms a spiky downward move, signaling increased selling pressure and liquidity absorption at the Sell Side Liquidity zone. This movement is accompanied by a Break of Structure (BOS) to the downside and represents the beginning of a bearish momentum phase. After the spike, the price enters the Retracement phase and returns to the Bearish Order Block or bearish Fair Value Gap zone. Within these areas, the formation of a bearish confirmation candle (Bearish Engulf, Breaker, or Rejection Candle) validates the continuation of the downtrend.
The entry is taken at the close of the confirmation candle, with the stop loss placed above the Swing High or above the pullback zone, and the target set toward the next Sell Side Liquidity or Equal Lows. In binary applications, only the direction of the next candle is considered and the confirmation candle serves as the entry trigger.
🔵 Conclusion
This strategy, by combining the principles of the Smart Money Concept, Liquidity Dynamics, and Candle Confirmation Logic, offers a precise and multi functional approach to market entry. Its core structure, identifying the initial spiky movement, waiting for a structural pullback, and entering based on a confirmation candle allows quick interpretation of institutional liquidity behavior and provides trading opportunities with high accuracy and controlled risk.
On lower timeframes, this logic becomes a powerful tool for Scalping and Micro Structure Trading, while in binary markets it delivers high success rates due to its focus on predicting the next candle’s direction. Built upon the foundations of Order Flow, Market Structure, and Fractal Liquidity Behavior, this strategy demonstrates that even in the fastest and noisiest market conditions, the order of Smart Money remains observable and exploitable.
AI Bot Regime Feed (v6) — stableThis indicator generates real-time, structured JSON alerts for external trading bots or automation systems.
It combines multiple technical layers to identify market regimes and high-probability buy/sell events, and sends them to any webhook endpoint (e.g., a FastAPI or Zapier listener).
MACD Master Strategy Suite🧩 Overview
The MACD Master Strategy Suite is not a basic MACD crossover system, but a complete backtesting tool designed for traders who want to explore and optimize MACD-based logic.
This suite offers a host of configurable options that transform the standard MACD into a powerful research framework. You can test multiple entry styles, apply trend filters, run contrarian setups, and study seasonality — all from one script.
⚙️ Key Features
Multiple MACD entry modes: classic cross, zero-line flip, pullback, momentum burst, divergence, and more.
Dual-EMA trend filter with optional Contrarian Mode.
Higher-timeframe trend confirmation.
Calendar filters for weekday, month, and day-of-month testing.
Realistic trade management: stop/target exits, cooldowns, and same-bar recalculation guard.
Adjustable position sizing and leverage for accurate SPY-style backtests.
🧠 How It Differs From TradingView’s Built-In MACD Strategy
The built-in MACD strategy uses only histogram zero-cross entries with no filters or risk controls.
The MACD Master Strategy Suite expands this into a fully modular testing environment, allowing you to analyze how different MACD behaviors perform under diverse market conditions — turning MACD from a simple signal into a measurable system.
⚖️ Disclaimer
For research and educational use only. This script does not constitute financial advice or guarantee performance.
Supertrend + MACD + EMA200 (Pro) V2 — Strict & TrailingThis strategy uses Supertrend, MACD and EMA 200 as indicators. When all three indicators shows the sema direction, you enter the trade.
Force of Strategy (FoS, Multi TF/TA, Backtest, Alerts)Introducing the FoS Trading System
A comprehensive and innovative solution designed for both novice and experienced traders to enhance their intraday trading.
The basic idea of creating this script is to stay profitable in any market
Key Features:
There are over 25 no-repaint strategies for generating buy and sell signals to choose from
10 symbols for simultaneous trading
Webhook alerts in TTA format (tradingview to anywhere) pre-configured to send messages for trading cross-margin futures on major Crypto Exchanges: Binance, Bitget, BingX, Bybit, GateIO and OKX
A unique automated "Strategy switcher" feature for backtesting and live trading—not just a specific strategy, but the logic behind choosing a trading one or another strategy based on backtesting data obtained in real time
Advanced risk management options and backtest result metrics
Higher Timeframe filters (Technical Rating, ADX, Volatility) and ability for check backtest results with 9 main higher timeframes
Buy and sell signals are generated using TradingView Technical Ratings, indicators with adaptive length algorithms and various classic indicators with standard settings to avoid overfitting
Next, I will describe in detail what this script does and what settings it operates with:
"All Strategies" off
- In the global settings block, as shown in the main chart screenshot, you select how long the script will perform backtests in days, with a limitation on the number of bars for calculations. This limitation is necessary to maintain an acceptable calculation speed. You also choose which two higher timeframes we will use for signal and filters when confirming the opening of trades
- With "All Strategies" off - as in the example on the main chart screenshot, trading is carried out by strategy #1 on 10 selected tickers simultaneously. By default, I selected the 9 top-capitalized cryptocurrencies on the Bitget exchange and the chart symbol. You can change that choice of 9 non chart opened instruments and # strategy for each them
- The first row in the table 1 shows some of the main choosen script settings, in attached example: initial capital 20$, leverage 50L, 20 backtest days, 3$ is invest in one deal, 60m - is chart timeframe, next 60m is higher timeframe 1 and last 90m is higher timeframe 2. In first column you see shortened to 5 characters ticker names
- The exchange name in the second row determines the alert messages format
I've attached another example of trading with setting "All strategies" off in the image below. In this example, trading 10 standard symbols on an hourly timeframe, 2 coins from 10: 1000SATS and DOGE have generated a profit of over $65 over the past 20 days using strategy #4
Can you browse a wide range of trading instruments and select the 10 best strategies and settings for future trading? Of course, trading is what this script is do!
The parameters in the table 1 mean the following:
TR - count of closed trading deals
WR - Winning Rate, PF - Profit Factor
MDD - Max Draw Down for all calculated time from initial capital
R$ - trading profit result in usd
The parameters in the table 2 is just more metrics for chart symbol:
PT - result in usd Per one Trade
PW - result Per Win, PL - result Per Lose
ROI - Rate of Investments
SR - Sharpe Ratio, MR - CalMAR ration
Tx - Commision Fee in Usd
R$ - trading profit result in usd again
Table 2 separate trade results of backtesting for longs and shorts. In first column you see how many USD were invested in one trade, taking into account possible position splitting (will be discussed in more detail in the risk management section)
Settings:
"All Strategies" on, "Check Last" off
When "All Strategies" is active, trading changed from 10 symbols and one strategy to all strategies and one chart symbol. If option "Check Last" is inactive you will see backtest results for each of strategy in backtest setting days. This is useful, for example, if you want to see backtest results under different settings over a long period of time for calibrating risk management or entry rules
"All Strategies" on, "Check Last" on
- If "All Strategies" and "Check Last" is active trading will occur on the chart symbol only for those strategies that meet the criteria of the settings block for the enabled "All Strategies" option. For example your criteria is: for last 5 trades for all strategies, open next trade only on strategy which reached ROI 25% and WinRate 50%. When strategy with this setting criteria receive Buy or Sell Signal this trade will be opened, and when trade will be close "check last" will repeat. This feature i called "Strategy switcher"
-In Table 1 if strategy meet criteria you will see "Ok" label, if strategy meet criteria and have maximum from other reached ROI they labeled "Best". Chart strategy labeled "Chart", Chart and Ok labels in one time is "Chart+", "Chart" and "Best" is labeled "Best+"
- The color in the first column of table 1 indicates that the strategy is currently in an open position: green means an open long position, red means an open short position.
In picture bellow you will see good example for trading with check results for last 10 trades, and make desicion for trading when criteries 0.25 ROI and WinRate 50% reached for Top 2 by ROI strategies from all list of them. This example of trading logic in last 20 days (include periods when strategy don't arise 10 trades) give a profit $30+. At the bottom of the screen, you can see Labels with the numbers of the strategies that opened the trades. In this example, trades were primarily opened using strategy number 2, and the second most effective strategy after the 20-day backtest was strategy number 9
Who can promise you'll make a profit of $30 in the next 20 days with a drawdown of no more than $8 from the initial $20 with invest in one trade just 2.7$? No one. But this script guarantees that in the future it will repeat the same logic of switching trading strategies that brought profit over the last 20 days
Risk management options
- When a buy or sell trade is opened, you'll see three lines on the chart: a red stop-loss line (SL), a green take-profit line (TP), and a blue line representing the entry price. The trade will be closed if the high price or low price reaches the line TP or SL (no wait for bar close) and alert will be triggered once per bar when script recalculates
- Several options are available to control the behavior of SL/TP lines, such as stop-loss by percentage, ATR, or Highest High (HH) and Lowest Low (LL). Take Profit can be in percent, ATR or in Risk Reward ratio. There some Trailing Stop with start trail trigger options, like ATR, percent or HH / LL
- Additionally, in risk managment settings a function has been implemented for adding a position when the breakeven level expressed in the current ROI is reached for opened trade (splitting position). The position is added within the bar.
- Webhook alerts in TTA format with message contained next info : Buy / Sell or adding Quantity, Leverage, SL price, TP price and close trade
Keep in mind if the stop-loss changed when adding a position, the stop-loss will not be able to be higher than the current bar's low price, regardless of your settings, as backtest trades do not use intra-bar data, in this situation SL will be correct at next bar (but alert message don't be sended twice). And please note that this script does not have an option to simultaneously open trades in different directions. Only 1 trade can be opened for 1 trading instrument at a time
Backtest Engine
Backtest is a very important part of this script. Here describe how its calculate:
- Profit or Loss is USD: close trade price * open trade quantity - open trade price * open trade quantity - open trade quantity * (open trade price + close trade price)/2 * commision fee
Possible slippage or alert sending delay needed to be include in commission % which you will set in risk managment settings block, default settings is 0.15% (0,06% for open, 0,06% for close and 0,03% for possible slippage or additional fees)
- Maximum Draw Down: Drawdown = (peak - current equity) / peak * 100 ;
Drawdown > maxDrawdown ? maxDrawdown = Drawdown
- ROI: profit result in USD / sum of all positions margin
- CalMAR Ratio: ROI / (-MaxDrawDown)
- Sharpe Ratio: ROI / standard deviation for (Sum of all Profits and Loses) / (Sum of all Position Margins)
This description was added because in metrics i don't use parameters like "The risk-free rate of return". Keep in mind how exactly this script calculate profit and perfomance when adjusting key criteria in the strategy switching parameters block of script settings
Strategies itself
For trading, you can enable or disable various Higher Timeframes Filters (ADX, volatility, technical rating).
With filters enabled, trades will only open when the setting parameters are reached
- Strategy number 1, 2 and 3: is Higher Timeframe TradingView Technical Ratings itself, 1 is summary total rating, 2 is oscillators and 3 is moving averages. When TR filter cross filter levels trade will be open at chart bar close. By Default on chart you see Summary Technical Rating oscillator, but here the options for change it to Oscillator TR or Moving Average TR
- Strategy number 4, 5 and 6: is Chart TimeFrame TR. Trades will open when its values (Summary, Oscillators and Moving Averages) reached setting buy sell level
- Strategy number 7, 8 and 9: is Alternative buy sell logic for Chart TimeFrame TR, trades will open when counting rising or falling values will be reached
- Strategies with number from 10 to 18: is chosen by user adaptive moving averages and oscillators indicators. There in settings you will see many different adaptive length algorithms for trading and different types of moving averages and oscillators. In tooltips in settings you will find very more information, and in settings you will see list of all indicators and algorithms (more than 30 variations). All adaptive strategies have their options in settings for calibrating and plotting
- Strategies with number from 19: its can't be chosen or calibarted, this is needed for avoid overfitting, i try to found mostly time worked strategies and use its with standard settings. In future it's possible to changing current or adding additional strategies. At the time of publication this script uses: Dynamic Swing HH LL (19), Composite indicator (20), %R Exhausting with different signals (21,22,23), Pivot Point SuperTrend (24), Ichimoku Cloud (25), TSI (26), Fib Level RSI (27). I don't plot classic strategies in this script
Let me explain, the value of this script is not in the strategies it includes, but in how exactly it collects the results of their work, how it filters the opening of trades, what risk management it applies and what strategy switching logic it performs. The system itself that you are now reading about represents the main value of this script
Finally if you get access for this script
- You will see many other not described options and possibilities like Kelly position or list of settings for adaptive strategies, also i added many usefull tooltips in script settings
Happy trading, and stay tuned for updates!
DISCLAIMER: No sharing, copying, reselling, modifying, or any other forms of use are authorized for this script, and the information published with them. This script is strictly for individual use. No one know future and Investments are always made at your own risk. I am not responsible for any losses you may incur. Please before investment make sure that chosen logic is enaugh profitable on virtual demo account.
AMF PG Strategy v2.3 The AMF PG Strategy (Praetorian Guard) is an advanced trading system designed to seamlessly adapt to market conditions. Its unique structure balances precise entries with intelligent protection, giving traders confidence in both trending and volatility environments.
Key points include:
Adaptive Core (AMF Engine) – A dynamic framework that automatically adjusts for clearer long- and short-term opportunities and generates a robust tracking line.
Praetorian Guard – A built-in protective shield that activates in extreme conditions and helps stabilize performance when markets become turbulent.
Versatility – Effective across multiple timeframes, from scalping to swing trading, without constant parameter adjustments.
Clarity – Clear visual signals and color-coded monitoring for instant decision-making.
This strategy is designed for traders who want more than just entries and exits; it offers a command center for disciplined, adaptable, and resilient trading.
Disclaimer:
It should be noted that no strategy is guaranteed. This strategy does not provide buy-sell-hold advice. Responsibility rests with the user.
Version 2.3: Bugs overlooked in Version 2 have been corrected and improvements have been made.
DCA with the Money Supply Index DCA with the Money Supply Index (MSI) by zdmre
This strategy is based on the Money Supply Index (MSI) by zdmre and enhances it with two functional options for users: a DCA (Dollar-Cost Averaging) approach and a signal-based buy/sell mode. It’s designed to help traders and investors make data-driven, disciplined entry decisions based on monetary supply trends.
🧠 Concept Overview
The Money Supply Index (MSI) provides insight into how liquidity (money supply) influences market movements. This strategy builds upon that foundation by allowing users to either:
Accumulate positions over time using DCA, based on favorable MSI conditions.
Execute a single buy and sell trade, optimized for bull market conditions.
⚙️ Inputs Explained
General Parameters
Start Bar Index / Stop Bar Index
Defines the range of bars (historical data) for backtesting or strategy visualization.
Long DCA
Activates the DCA mode. If unchecked, the strategy operates in single-entry/single-exit signal mode.
Trading Signal
Enables signal-based entries and exits when the MSI reaches predefined thresholds.
DCA Parameters
Entry Value
The MSI value that triggers a DCA buy event. When the MSI crosses below this value, the strategy considers it a favorable moment to deploy the saved capital.
Saved Amount
The amount of money set aside regularly (e.g., monthly) for investment. This simulates the DCA effect by accumulating capital and deploying it when conditions are optimal.
Data Inputs
Money Supply
The data source for the Money Supply Index (default: ECONOMICS:USM2).
Relational Symbol
The market instrument to compare against the money supply (default: NASDAQ_DLY:NDX). This allows the strategy to measure liquidity impact on a specific market.
Chart Display Options
You can toggle these metrics on the chart for better visualization:
Entry Price (green) – The price level of executed buys.
Cash Balance (yellow) – Remaining uninvested capital.
Invested Capital (red) – Total amount currently invested.
Current Value (blue) – The current valuation of the investment.
Profit (purple) – The total realized and unrealized profit.
Trades on Chart / Signal Labels / Quantity – Enables trade markers, signal text, and position size visualization.
📈 How the Strategy Works
1️⃣ DCA Mode
In DCA mode, the strategy simulates periodic savings and only invests when the MSI indicates favorable liquidity conditions (based on the Entry Value).
This approach aims to achieve the best possible average entry price over time — a powerful strategy for long-term investors seeking stable accumulation with reduced emotional bias.
2️⃣ Signal-Based Mode
In signal mode (with DCA disabled), the strategy performs one buy and one sell trade based on MSI turning points.
It’s most effective during bull markets, where liquidity expansion supports upward momentum.
This mode helps identify high-probability entry and exit zones rather than averaging in continuously.
💡 Additional Notes
This strategy includes helpful metrics to monitor your personal investment performance — showing invested capital, cash reserves, and profit in real-time.
The goal is to combine macroeconomic insight (money supply) with disciplined execution and capital management.
⚠️ Disclaimer
This strategy is for educational and research purposes only. It does not constitute financial advice. Always conduct your own analysis before making investment decisions.
OPR 4 ZonesThe OPR 4-Zone Boxes indicator visualizes four distinct market sessions on your chart by automatically drawing boxed ranges (high / low) and dotted midlines for each session. Each session box is created using time-based timestamps (timezone-aware) and updates in real time during the session. When the session closes, the box is locked to the session end, while an optional extension can display the session range for a configurable period afterward — useful for spotting retests, breakouts, and bias zones.
Designed for traders who rely on session structure and price-action, OPR 4-Zone provides clear, non-intrusive visuals and is fully configurable: enable or disable individual sessions, set start/end and extension times per session, choose colors and transparency for both the primary box and the extension, and display dotted midlines to quickly gauge session control. Objects are cleaned up at the start of each new day to prevent clutter and ensure reliable behavior when scrolling or changing timeframes.
Key features :
- Four independent session boxes (Morning, Afternoon, Evening, Night) with separate enable switches
- Timezone-aware timestamping so boxes align with the session times you want
- Locked session ranges at session close and optional extension period after close
- Dotted midline for quick reference to the session midpoint
- Customizable colors and background transparency for both base and extended boxes
- Automatic cleanup of session objects on new trading day to avoid frozen or stray boxes
- Lightweight and overlay-friendly with sensible defaults for fast setup
Suggested usage :
Use the indicator to mark session ranges for intraday support/resistance, identify where price is trading relative to session midpoint, and watch for breakout or rejection setups near session highs/lows. Combine with volume-based or momentum indicators to confirm breakouts through the session box.
Trend-Following & Breakout — Index Quant Strategy (NASDAQ)📈 Trend-Following & Breakout — Index Quant Strategy (NASDAQ & S&P 500)
Type: Invite-only strategy
Markets: NASDAQ 100 (NAS100 / US100 / NQ), S&P 500 (US500 / SPX), and other major equity indices.
🧠 Concept: Continuous trend model combining EWMAC (trend-following) and Donchian (breakout) signals, scaled by forecast strength and portfolio risk.
⚙️ Execution: Rebalances only on decision-bar closes, using hysteresis and a no-trade band to reduce churn.
📊 Default bias: Long-only — aligned with equity index drift.
🧩 How it works
• EWMAC Trend: Difference between fast and slow EMAs, normalized by an EWMA of absolute returns.
• Donchian Breakout: Distance beyond a 200-bar channel (Strict mode) or relative z-score position within it.
• Forecast combination: Weighted sum of trend and breakout points, clamped to ± capPoints.
• Hysteresis: Prevents quick sign flips near zero forecast.
• Risk scaling: Maps forecast strength to position size using equity × risk budget × ATR-based stop distance.
• Rebalance: Executes only if the required quantity change exceeds the Δqty threshold; can optionally block increases on Sundays (for CFDs).
⚙️ Default parameters
Deployed on NQ / US100 / NAS100 on Daily Timeframe
• Decision timeframe = 360 min (other options from 1 min to 1 week).
• Trend (EWMAC): Fast = 64, Slow = 256, Vol Norm = 32, Weight = 0.8.
• Breakout (Donchian): Length = 200, Mode = Strict, Weight = 0.2.
• Forecast scaling: ptsPerSigma = 1.0, capPoints = 10.
• Risk % per rebalance = 4 % of equity.
• ATR stop: ATR(14) × 1.0.
• No-trade band (Δqty) = 4 units.
• Hysteresis = 2 forecast points.
• Bias = Long-only (Neutral / Long-bias 50 % optional).
• Skip Sunday increases = false (default).
📋 Backtest properties (documented)
• Initial capital = 100 000 USD.
• Commission = 0.20 % per trade.
• Pyramiding = 10.
• Calc on every tick = false.
• Point value = 1 (for NAS100 CFD).
• No financing or slippage modeled.
• If using CFDs, account for overnight funding.
• On futures (NQ / ES), carry is implicit.
📊 Typical behaviour
• Many small scratches, a few large winners.
• Performs best during multi-week / multi-month trends.
• Underperforms in tight or volatile ranges.
• Average hold ≈ 30 – 90 days in historical tests.
💡 Risk and performance guide (illustrative)
Sharpe ≈ 1.25
Sortino ≈ 1.10 – 1.30
Max drawdown ≈ –18 % to –25 %
Annual volatility ≈ 24 – 28 %
CAGR ≈ 50 – 60 % (at 4 % risk)
Edge ratio ≈ 5 (MFE / MAE)
Historical backtests only — past performance does not guarantee future results.
🌍 Intended markets and timeframes
Optimized for NASDAQ 100 and S&P 500; also effective on similar indices (DAX, Dow Jones, FTSE).
Best on Daily or higher timeframes.
Aligns with long-term index drift — suitable for long-bias systematic trend portfolios.
⚠️ Limitations
• Backtests exclude CFD funding costs.
• Trend models will have losing streaks in range-bound markets.
• Designed for experienced traders seeking systematic exposure.
🔑 Requesting access
Send a private TradingView message to with the text:
“Request access to Trend-Following & Breakout — Index Quant Strategy.”
Access is granted only on explicit request.
For further information, see my TradingView Signature.
🆕 Release notes (v1.0)
• Initial release (360 min TF): EWMAC 64/256 + Donchian 200 Strict.
• Risk 4 %, ATR × 1.0, Long-only bias, hysteresis 2 pts, Δqty ≥ 4.
• Developed for NASDAQ 100 and S&P 500 indices.
• Implements continuous risk-scaled positioning and no-trade band logic.
🧾 Originality statement
This strategy is original work built entirely from TradingView built-ins (EMA, ATR, Highest, Lowest).
It does not reuse open-source invite-only code.
Any future reuse of open scripts will be done with explicit permission and credit.
Not Your Daddy's EMA CrossoverNot Your Daddy's EMA Crossover - Quick Guide
What It Does
This isn't your typical 50/200 EMA crossover. It uses academically-proven, optimized EMA periods specifically backtested for crypto markets. Instead of generic settings, it adapts to different trading styles with research-backed parameter combinations that have demonstrated real returns.
Core Logic
Enters when fast EMA crosses slow EMA in the trend direction (confirmed by 200 SMA filter)
Exits either on opposite EMA cross (trend-following) or at fixed profit targets (scalping)
Uses a 200 SMA to filter trades - only longs above it, only shorts below it
Key Settings & Toggles
1. Trading Style (Auto-adjusts EMA periods):
"15 Min Scalping": 9/21 EMA - Fast-paced, frequent signals
"1 Hour Swing": 13/48 EMA - For swing trading
"Daily Trend": 15/150 MA - Captured +97.87% in bull runs
2. Entry Method:
"Crossover Entry": Enters immediately on EMA cross
"Pullback to EMA Entry": Waits for first pullback to slow EMA (better risk/reward)
3. Exit Method:
"EMA Cross Exit": Trend-following, lets winners run until EMAs reverse
"Fixed % Target (Scalping)": Quick 0.5-1% profits with tight stops
4. Optional Features:
MACD Confirmation: Adds 6-15-1 MACD filter for higher-probability setups
Periodic Compounding: Compounds every 30 hours (research shows 1-30 hour compounding is optimal)
Recommended Timeframes
📊 Match your chart to your selection:
Select "15 Min Scalping" → Use 15-minute chart
Select "1 Hour Swing" → Use 1-hour chart
Select "Daily Trend" → Use daily chart
I personally like this on the daily, which coincidentally is printing a long signal today on Bitcoin.
Enjoy!
AstraAlgo BacktesterOVERVIEW
The AstraAlgo Backtester allows traders to simulate and evaluate trading strategies directly on TradingView. By simulating trades across different timeframes and markets, it provides valuable insights into win rates, drawdowns, and overall strategy effectiveness.
SIGNAL MODES
Signal Modes generate proprietary trade signals based on live price data. Users can choose between Off, Basic, Advanced, or Custom modes to evaluate strategies under different conditions and refine their trading approach.
ADJUSTABLE BACKTESTING
Parameters for historical simulations can be customized to test different market conditions and trading scenarios. This allows traders to measure strategy performance, including win rate, profit/loss, and risk/reward ratios, helping refine and optimize strategies before live execution.
BAR COLORING
Bar Coloring highlights bullish and bearish bars on historical charts, allowing traders to visually assess trend direction and trade outcomes during backtesting. This makes it easier to analyze momentum and strategy effectiveness at a glance.
ASTRA CLOUD
Astra Cloud overlays dynamic support and resistance levels on live price data. These zones adapt automatically to past market movements, helping traders identify areas where trades would have reacted, aiding strategy evaluation and optimization.
Price Deviation StrategyThis strategy getting in long position only after the price drop
The % of the drop is Determined by SMA for the first trade
The inputs of SMA and % of the drop can be adjust from the User
After that bot start taking safe trades if not take profit from the first trade
The safe trades are Determined by step down deviation % and by quantity
There is no Stop loss is not for one with small tolerance to getting under
Take profit is average price + take profit - note if you use % trailing profit back test is not realistic but is working on real time
Max Safe Trades = 15
Capital max = $30000
Doge-USDT is just a example What the Strategy Can do
Green line - take profit
Black line - Brake even with fee - adjust for exchange
RSI Momentum ScalperOverview
The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking.
Why I Created This Strategy
I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets.
How It Works
The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management.
Customizable Settings
The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings:
Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction.
(Default: Both)
RSI Length: Sets the lookback period for the RSI calculation (2 to 30).
(Default: 8)
A shorter length increases RSI sensitivity, suitable for volatile assets.
RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries.
(Default: 90)
Higher values signal stronger overbought conditions.
RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries.
(Default: 10)
Lower values indicate stronger oversold conditions.
RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries.
(Default: 14)
Adjusts the sensitivity to price momentum.
Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0).
(Default: 1)
Higher values require stronger volume confirmation.
Volume MA Length: Sets the lookback period for the volume moving average (5 to 50).
(Default: 13)
Influences the volume trend sensitivity.
Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0).
(Default: 4.15)
Determines when to close a winning trade.
Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0).
(Default: 1.85)
Protects against significant losses.
Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0).
(Default: 2.55)
Locks in profits as the price moves favorably.
Visual Features
Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position.
Performance Table: Displays win rate, total trades, and net profit in the top-right corner.
How to Use
Add the strategy to your chart in TradingView.
Adjust the input settings based on the cryptocurrency and timeframe you’re trading.
Monitor the plotted exit levels for trade management.
Use the performance table to assess the strategy’s performance over time.
Notes
Test the strategy on a demo account or with historical data before live trading.
The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
1m OPTION BUY_Multi indi-01 (P) SEMI AUTOEnter every monday choose the option price range between 50 tp 100 , set strategy for a week or 3 three days, set upper limit 120 and lower limit 30 and input your own contract size and all parameters as you wish, and execute the alert (this is how the strtegy made). if you dont have any idea of market direction execute this strtegy for put and call both. be aware this strategy may incurred loss . we r not recomending to use this strategy , this is for education purpose only, watch and analyze then take your own decision.
