Commencez

Candlestick analysis

Trend River Pullback (Avramis-style) v1//@version=5 strategy("Trend River Pullback (Avramis-style) v1", overlay=true, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.02, pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=true, margin_long=1, margin_short=1) // ===== Inputs // EMA "река" emaFastLen = input.int(8, "EMA1 (быстрая)") ema2Len = input.int(13, "EMA2") emaMidLen = input.int(21, "EMA3 (средняя)") ema4Len = input.int(34, "EMA4") emaSlowLen = input.int(55, "EMA5 (медленная)") // Откат и импульс rsiLen = input.int(14, "RSI длина") rsiOB = input.int(60, "RSI порог тренда (лонг)") rsiOS = input.int(40, "RSI порог тренда (шорт)") pullbackPct = input.float(40.0, "Глубина отката в % ширины реки", minval=0, maxval=100) // Риск-менеджмент riskPct = input.float(1.0, "Риск на сделку, % от капитала", step=0.1, minval=0.1) atrLen = input.int(14, "ATR длина (стоп/трейлинг)") atrMultSL = input.float(2.0, "ATR множитель для стопа", step=0.1) tpRR = input.float(2.0, "Тейк-профит R-множитель", step=0.1) // Трейлинг-стоп useTrail = input.bool(true, "Включить трейлинг-стоп (Chandelier)") trailMult = input.float(3.0, "ATR множитель трейлинга", step=0.1) // Торговые часы (по времени биржи TradingView символа) useSession = input.bool(false, "Ограничить торговые часы") sessInput = input.session("0900-1800", "Сессия (локальная для биржи)") // ===== Calculations ema1 = ta.ema(close, emaFastLen) ema2 = ta.ema(close, ema2Len) ema3 = ta.ema(close, emaMidLen) ema4 = ta.ema(close, ema4Len) ema5 = ta.ema(close, emaSlowLen) // "Река": верх/низ как конверт по средним riverTop = math.max(math.max(ema1, ema2), math.max(ema3, math.max(ema4, ema5))) riverBot = math.min(math.min(ema1, ema2), math.min(ema3, math.min(ema4, ema5))) riverMid = (riverTop + riverBot) / 2.0 riverWidth = riverTop - riverBot // Трендовые условия: выстроенность EMAs bullAligned = ema1 > ema2 and ema2 > ema3 and ema3 > ema4 and ema4 > ema5 bearAligned = ema1 < ema2 and ema2 < ema3 and ema3 < ema4 and ema4 < ema5 // Импульс rsi = ta.rsi(close, rsiLen) // Откат внутрь "реки" pullbackLevelBull = riverTop - riverWidth * (pullbackPct/100.0) // чем больше %, тем глубже внутрь pullbackLevelBear = riverBot + riverWidth * (pullbackPct/100.0) pullbackOkBull = bullAligned and rsi >= rsiOB and low <= pullbackLevelBull pullbackOkBear = bearAligned and rsi <= rsiOS and high >= pullbackLevelBear // Триггер входа: возврат в импульс (пересечение быстрой EMA) longTrig = pullbackOkBull and ta.crossover(close, ema1) shortTrig = pullbackOkBear and ta.crossunder(close, ema1) // Сессия inSession = useSession ? time(timeframe.period, sessInput) : true // ATR для стопов atr = ta.atr(atrLen) // ===== Position sizing по риску // Расчет размера позиции: риск% от капитала / (стоп в деньгах) capital = strategy.equity riskMoney = capital * (riskPct/100.0) // Предварительные уровни стопов longSL = close - atrMultSL * atr shortSL = close + atrMultSL * atr // Цена тика и размер — приблизительно через syminfo.pointvalue (может отличаться на разных рынках) tickValue = syminfo.pointvalue // Избежать деления на 0 slDistLong = math.max(close - longSL, syminfo.mintick) slDistShort = math.max(shortSL - close, syminfo.mintick) // Кол-во контрактов/лотов qtyLong = riskMoney / (slDistLong * tickValue) qtyShort = riskMoney / (slDistShort * tickValue) // Ограничение: не меньше 0 qtyLong := math.max(qtyLong, 0) qtyShort := math.max(qtyShort, 0) // ===== Entries if inSession and longTrig and strategy.position_size <= 0 strategy.entry("Long", strategy.long, qty=qtyLong) if inSession and shortTrig and strategy.position_size >= 0 strategy.entry("Short", strategy.short, qty=qtyShort) // ===== Exits: фиксированный TP по R и стоп // Храним цену входа var float entryPrice = na if strategy.position_size != 0 and na(entryPrice) entryPrice := strategy.position_avg_price if strategy.position_size == 0 entryPrice := na // Цели longTP = na(entryPrice) ? na : entryPrice + tpRR * (entryPrice - longSL) shortTP = na(entryPrice) ? na : entryPrice - tpRR * (shortSL - entryPrice) // Трейлинг: Chandelier trailLong = close - trailMult * atr trailShort = close + trailMult * atr // Итоговые уровни выхода useTrailLong = useTrail and strategy.position_size > 0 useTrailShort = useTrail and strategy.position_size < 0 // Для лонга if strategy.position_size > 0 stopL = math.max(longSL, na) // базовый стоп tStop = useTrailLong ? trailLong : longSL // Выход по стопу/трейлу и ТП strategy.exit("L-Exit", from_entry="Long", stop=tStop, limit=longTP) // Для шорта if strategy.position_size < 0 stopS = math.min(shortSL, na) tStopS = useTrailShort ? trailShort : shortSL strategy.exit("S-Exit", from_entry="Short", stop=tStopS, limit=shortTP) // ===== Visuals plot(ema1, "EMA1", display=display.all, linewidth=1) plot(ema2, "EMA2", display=display.all, linewidth=1) plot(ema3, "EMA3", display=display.all, linewidth=2) plot(ema4, "EMA4", display=display.all, linewidth=1) plot(ema5, "EMA5", display=display.all, linewidth=1) plot(riverTop, "River Top", style=plot.style_linebr, linewidth=1) plot(riverBot, "River Bot", style=plot.style_linebr, linewidth=1) fill(plot1=plot(riverTop, display=display.none), plot2=plot(riverBot, display=display.none), title="River Fill", transp=80) plot(longTP, "Long TP", style=plot.style_linebr) plot(shortTP, "Short TP", style=plot.style_linebr) plot(useTrailLong ? trailLong : na, "Trail Long", style=plot.style_linebr) plot(useTrailShort ? trailShort : na, "Trail Short", style=plot.style_linebr) // Маркеры сигналов plotshape(longTrig, title="Long Trigger", style=shape.triangleup, location=location.belowbar, size=size.tiny, text="L") plotshape(shortTrig, title="Short Trigger", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="S") // ===== Alerts alertcondition(longTrig, title="Long Signal", message="Long signal: trend aligned + pullback + momentum") alertcondition(shortTrig, title="Short Signal", message="Short signal: trend aligned + pullback + momentum")
Stratégie Pine Script®
par akhmedovadurdona1
NIFTY_2min_FVG_Buy_StrategySummary This strategy is designed for scalping Nifty on a 2-minute chart, focusing exclusively on long entries. The script's purpose is to identify and act on specific bullish reversal patterns based on volume analysis and price action. Concept & Core Logic The strategy operates on a two-stage confirmation process: Volume Absorption: The initial condition seeks to identify potential bullish reversals by detecting signs of selling pressure being absorbed by buyers. This suggests that a downward move may be losing momentum. Fair Value Gap (FVG) Confirmation: After a volume absorption signal, the strategy waits for a Fair Value Gap (FVG) to appear. A long entry signal is generated only after a candle closes above the FVG zone, serving as confirmation of bullish intent. Risk Management The strategy employs a fixed take profit and stop loss for each trade, based on the Nifty underlying price: Take Profit: The exit signal is triggered when a trade reaches a 25-point profit. Stop Loss: The exit signal is triggered when a trade reaches a 30-point loss. Intended Use This tool is intended for traders who: Utilize mechanical, rule-based systems for intraday trading and scalping. Are interested in studying a structured approach that combines volume analysis with price action inefficiencies like Fair Value Gaps.
Stratégie Pine Script®
par AlgoProfessor
Killzones SMT + IFVG detectorSummary Killzones SMT + IFVG detector is a rules-based tool that highlights short-term directional setups during defined “killzone” sessions by combining SMT (cross-market divergence between NQ and ES) with strict ICT-style IFVG confirmation. It draws clean, off-candle markers and (if enabled) alerts when conditions are met. Killzones (what they are and default times) The tool focuses on intraday windows where liquidity and directional moves commonly concentrate. It records session extremes (H/L) inside these windows and then looks for cross-market divergence and IFVG confirmation around those levels. 20:00–00:00 NY time — Early overnight window where new liquidity forms and prior sessions’ levels are often tested. 02:00–05:00 NY time — European/London activity window; fresh extremes often set here. 09:30–11:00 NY time — U.S. morning data/price discovery window (includes major economic prints at :30). 12:00–13:00 NY time — Midday probe/pause window; sweeps can occur as liquidity thins. 13:30–16:00 NY time — U.S. PM window; continuation/unwind into the session close. What the script does (high-level mechanics) Tracks each killzone’s session extremes (recent highs/lows) for NQ and ES and stores a limited number of untouched levels. Identifies SMT divergence (exclusive sweep) : within the same bar, only one index sweeps a stored session high/low while the other does not. • Bullish SMT: one index sweeps the low while the other remains above its session low. • Bearish SMT: one index sweeps the high while the other remains below its session high. Detection supports Sweep (Cross) with a user-set minimum tick penetration or Exact Tick equality. After an SMT candidate, the script locks onto a qualifying 3-bar IFVG on the chosen confirmation symbol (NQ or ES). A setup only confirms when the candle closes beyond the IFVG boundary in the candle’s direction (bull close above upper gap for longs; bear close below lower gap for shorts). An optional “re-lock” keeps tracking the newest valid IFVG until confirmation or expiry. Safety gates reduce low-quality triggers: same-bar high+low sweep on the same symbol suspends new setups until the next killzone; weekend lockout; optional cooldown; and an initial-stop size gate that skips entries when the computed initial SL exceeds a user-defined maximum. Optional stop/target engine: initial stop from last opposite-candle wick (+ buffer), fixed TP in points, and step-ups to BE → 50% → 80% of target as progress thresholds are reached. How to use it Apply to a chart with access to NQ and ES data (e.g., continuous futures). Select the confirmation symbol (NQ or ES). Manage risk according to your plan. * Alerts: enable SMT Bullish/Bearish and/or Confirm LONG/SHORT; “Once per bar close” is generally recommended. What markets it is meant for The logic is designed around the NQ/ES index futures pair on intraday timeframes during common session “killzones.” Under which conditions Works best when sessions produce clear highs/lows and a nearby IFVG forms on the confirmation symbol. Expect weaker performance on days with one-sided trend continuation without divergence or when spreads/feeds cause mismatched levels. Limitations Signals depend on data quality and session definitions; small variations across feeds/timeframes are normal. Divergence does not guarantee reversal; confirmations can fail. Past performance is not indicative of future results; use prudent risk management. Strategy Properties used for this publication Initial capital : $50,000 Commission : 0%(defualt) Slippage : 0 ticks(default) Position sizing : 1 contract by default (adjust to account size) [b} Time frame : 3mins time frame(can also work on any other time frame)
Stratégie Pine Script®
par eliran5060
Algo Future SKAlgo Trading Strategy for Nifty, Bank Nifty, and Sensex Futures Our advanced algo trading strategy is designed for trading Nifty, Bank Nifty, and Sensex Futures, offering high accuracy and seamless automation. Key Features: High Accuracy: Achieves up to 85% accuracy in backtesting based on historical data. Dynamic Quantity Management: Automatically adjusts lot size and quantity based on the selected index to optimize position sizing. Multi-Index Support: Works seamlessly with Nifty, Bank Nifty, and Sensex futures. Fully Automated Execution: Integrated with broker APIs for auto buy and sell signal execution. Supports API keys for direct and secure connection with supported brokers. Smart Signal Logic: Uses a combination of trend-following indicators and price action to generate precise entry and exit points. Risk Management Built-in: Configurable stop-loss and target levels. Options to set premium-based stop-loss and target for options trading. Backtested and Optimized: Strategy is rigorously tested on multiple market conditions for consistent performance. User-Friendly Interface: Simple controls to enable/disable automation and manual intervention. How It Works: The algo scans Nifty, Bank Nifty, and Sensex futures in real-time. When a trade opportunity is identified, a buy or sell signal is generated. If connected via API key, the algo automatically places the trade with your broker account. Smart trailing stop-loss and target management help lock profits and minimize risk. Use Cases: Intraday Futures Trading Automated Options Strategy (ITM calls and puts) Swing Trading with Auto Position Sizing Disclaimer: Past performance does not guarantee future results. Please trade responsibly and ensure proper risk management.
Stratégie Pine Script®
par investtwithalgo
1
Ramen & OJRamen & OJ — Session-Aware Intraday Futures Strategy Ramen & OJ targets clean, rules-based intraday entries with disciplined risk management. It supports pre-placed (native) take-profit rungs with OCO stops, optional $-based stops (per position or per contract), and robust market-day filters (US holidays & non-full Globex days). It’s designed to be automation-friendly (TradersPost-ready) while remaining transparent for discretionary oversight. Automation: Works great with TradersPost — use TradingView alert “Order fills only”. Referral: traderspost.io How the core system works Signal candle Engulfing (default) Bullish: current close > prior open and current open < prior close. Bearish: current open > prior close and current close < prior open. Optional body filter: current body ≥ the largest body in the last N bars. Momentum Bullish: close > open (green body). Bearish: close < open (red body). Body filter applies the same way if enabled. Entry style Market-on-signal, or Retracement limit at a % of the signal candle’s range. Retrace limits can post intrabar in real-time and also next-bar as fallback. Exit & management Primary MA exit: longs close on a close below the MA; shorts close on a close above it. Interval partial exits (optional): pre-place up to N take-profit “rungs” every K ticks. Pre-placed (native): each rung includes its own OCO stop. Manual (legacy): rungs execute at bar close without native orders. Per-trade stop: either a fixed tick distance or a $ stop, auto-converted to ticks for order routing. In Pre-placed mode, the stop attaches per rung (slice-sized OCO). Otherwise a single full-size stop attaches to the live entry. Filters (and how they can improve performance) Primary MA — Use in Entries When ON, longs only if price is above the MA and shorts only if below. Why: keeps entries aligned with prevailing drift; reduces counter-trend fades. (Note: The Primary MA always governs exits, even if this entry gate is off.) MA Slope Filter Require the MA’s slope ≥ Slope Up for longs or ≤ Slope Down for shorts. Why: avoids flat regimes; favors momentum continuation. Secondary MA (Trend Gate) — “Secondary MA” When ON, longs only if close > Secondary MA; shorts only if close < it. Why: higher-timeframe bias gate; pairs well with the Primary MA gate. CCI Dead Zone Blocks trades when CCI > Upper or CCI < Lower (default ±200). Why: avoids entries into overextended thrusts where reversals or chop are common. TTM Squeeze Filter Optional “no-trade during squeeze” check (BB inside KC). Why: if your edge relies on expansion, this can avoid tight compression phases. Retracement Entries Use a limit at a selected % retrace of the signal candle. Why: improves average entry prices and can raise average R multiples. Session Windows (up to 2) + End-of-Session Flatten Time-box trading to your preferred intraday windows (default America/Chicago, auto-DST). Why: focus on historically favorable times; flatten avoids overnight drift. Session P&L Stops — Soft/Hard Soft: when session target or loss limit is hit, block new entries. Hard: flatten & cancel immediately, and block new entries for the session. Why: protect daily gains and cap session drawdowns. Market-Day Filters (2 simple toggles) Skip Listed US Holidays (observed). Skip Non-Full Globex Days (Black Friday, Christmas Eve, weekday July 3). Why: avoid thin or irregular sessions that can distort fills & behavior. Order handling & risk (automation-friendly) Pre-placed rungs with OCO stops (loss in ticks, from either tick or $ input). $ Stops: choose Per Position or Per Contract; strategy converts $→ticks with pointvalue × ticksize. Pyramiding = 1: flips always close before opening the opposite side. Alerts: choose TradingView “Order fills only” (no custom alert() calls required). TradersPost: Connect your TradingView alerts to your broker via TradersPost. Referral: traderspost.io Quick start Pick Engulfing or Momentum setup. Decide on market vs retrace entries. If you want native brackets, enable Interval partial exits → Pre-placed (native), set slice size & ticks. Choose Tick or $ Stop (per position/contract). Turn on Primary MA for Entries and optionally Secondary MA / CCI Dead Zone. Define 1–2 Sessions, enable Session Soft/Hard stop if desired. Create an alert → “Order fills only” → connect to TradersPost. Advanced notes Intrabar posting: Retrace limits post intrabar only in real-time (barstate.isrealtime); backtests rely on next-bar fallback. Re-seating: Changing rung settings mid-trade cancels & re-seats brackets to keep orders consistent. Timezones: Sessions default to America/Chicago (auto-DST) to match CME Globex and market-day filters. Release Notes Added market-day filters: Listed US Holidays (observed) and non-full Globex days (Black Friday, Christmas Eve, weekday July 3). Added Secondary MA trend gate (hidden when disabled). Added CCI Dead Zone (blocks overextended conditions). Added $-based Stop with Per Position / Per Contract basis (auto-converted to ticks). Pre-placed (native) TP rungs now include per-rung OCO stops using the effective tick loss. Session P&L Soft/Hard: soft locks new entries; hard flattens & blocks for the session. Cleaned up plots, removed duplicate MA plot, and improved intrabar posting logic. Publishing defaults and tooltips revised for clarity; alerts: use “Order fills only.” Disclosure This script is for educational purposes only and is not financial advice. Futures and leveraged products involve substantial risk and are not suitable for all investors. Backtests and paper trading do not guarantee future results; slippage, commissions, liquidity, and partial/holiday sessions can materially impact live performance. You are responsible for your own trading decisions. Questions, bugs, suggestions? I’d love feedback. DM me here on TradingView with any questions, bug reports, or ideas to improve the strategy.
Stratégie Pine Script®
par TheSawce23
The DTC fix7 Best Combined (New York Time Sessions)The DTC Bot – Weekly Results Recap 🚀 This week the bot came back with serious momentum! Here’s the breakdown of performance across pairs: ✅ AUDCHF: +$6,018.14 ✅ NZDCHF: +$4,965.29 ✅ AUDUSD: +$2,867.04 ✅ NZDJPY: +$1,063.22 ❌ NZDCAD: -$5,138.61 📊 Net Result: + $9,775.08 💡 Key Insight: Trading isn’t about one single trade or even one single week — it’s about probabilities over time. After a tough performance last week, this bounce shows how quickly the tide can turn in our favor. The DTC Bot is designed to adapt across pairs, balance outcomes, and keep probabilities working for you. ⚡ Ready to get access? The DTC Bot is now available as an invite-only strategy on TradingView: $59/month subscription $499/year (save big with the yearly plan!)
Stratégie Pine Script®
par TheDTCEduOfficial
1
Armax LiteArmax Lite is the public edition of ArmaX—designed for 4H bounce / higher-low entries with multi-filter quality checks, ATR-based SL and 3-step TP planning. Key points: • Timeframe: 4H (multi-timeframe checks included) • Entry types: Support Bounce & Higher Low • Risk: ATR-based SL, 3 targets (TP1/TP2/TP3) • Quality filters: trend/EMA, momentum (RSI), initial RR, volume/OBV, ATR% band, wick control, resistance headroom • Public cap: MAX 1 signal per week (by design) Notes: • Works on crypto/forex/stocks (volume required for some filters) • Tune parameters responsibly; backtest before use • Educational only, not financial advice For the full, uncapped version with extra features, contact about **ArmaX Elite (private)**.
Stratégie Pine Script®
par ArmaxStrategy
J12Matic Builder by galgoomA flexible Renko/tick strategy that lets you choose between two entry engines (Multi-Source 3-way or QBand+Moneyball), with a unified trailing/TP exit engine, NY-time trading windows with auto-flatten, daily profit/loss and trade-count limits (HALT mode), and clean webhook routing using {{strategy.order.alert_message}}. Highlights Two entry engines Multi-Source (3): up to three long/short sources with Single / Dual / Triple logic and optional lookback. QBand + Moneyball: Gate → Trigger workflow with timing windows, OR/AND trigger modes, per-window caps, optional same-bar fire. Unified exit engine: Trailing by Bricks or Ticks, plus optional static TP/SL. Session control (NY time): Evening / Overnight / NY Session windows; auto-flatten at end of any enabled window. Day controls: Profit/Loss (USD) and Trade-count limits. When hit, strategy HALTS new entries, shows an on-chart label/background. Alert routing designed for webhooks: Every order sets alert_message= so you can run alerts with: Condition: this strategy Notify on: Order fills only Message: {{strategy.order.alert_message}} Default JSONs or Custom payloads: If a Custom field is blank, a sensible default JSON is sent. Fill a field to override. How to set up alerts (the 15-second version) Create a TradingView alert with this strategy as Condition. Notify on: Order fills only. Message: {{strategy.order.alert_message}} (exactly). If you want your own payloads, paste them into Inputs → 08) Custom Alert Payloads. Leave blank → the strategy sends a default JSON. Fill in → your text is sent as-is. Note: Anything you type into the alert dialog’s Message box is ignored except the {{strategy.order.alert_message}} token, which forwards the payload supplied by the strategy at order time. Publishing notes / best practices Renko users: Make sure “Renko Brick Size” in Inputs matches your chart’s brick size exactly. Ticks vs Bricks: Exit distances switch instantly when you toggle Exit Units. Same-bar flips: If enabled, a new opposite signal will first close the open trade (with its exit payload), then enter the new side. HALT mode: When day profit/loss limit or trade-count limit triggers, new entries are blocked for the rest of the session day. You’ll see a label and a soft background tint. Session end flatten: Auto-closes positions at window ends; these exits use the “End of Session Window Exit” payload. Bar magnifier: Strategy is configured for on-close execution; you can enable Bar Magnifier in Properties if needed. Default JSONs (used when a Custom field is empty) Open: {"event":"open","side":"long|short","symbol":""} Close: {"event":"close","side":"long|short|flat","reason":"tp|sl|flip|session|limit_profit|limit_loss","symbol":""} You can paste any text/JSON into the Custom fields; it will be forwarded as-is when that event occurs. Input sections — user guide 01) Entries & Signals Entry Logic: Choose Multi-Source (3) or QBand + Moneyball (pick one). Enable Long/Short Signals: Master on/off switches for entering long/short. Flip on opposite signal: If enabled, a new opposite signal will close the current position first, then open the other side. Signal Logic (Multi-Source): Single: any 1 of the 3 sources > 0 Dual: Source1 AND Source2 > 0 Triple (default): 1 AND 2 AND 3 > 0 Long/Short Signal Sources 1–3: Provide up to three series (often indicators). A positive value (> 0) is treated as a “pulse”. Use Lookback: Keeps a source “true” for N bars after it pulses (helps catch late triggers). Long/Short Lookback (bars): How many bars to remember that pulse. 01b) QBands + Moneyball (Gate -> Trigger) Allow same-bar Gate->Trigger: If ON, a trigger can fire on the same bar as the gate pulse. Trigger must fire within N bars after Gate: Size of the gate window (in bars). Max signals per window (0 = unlimited): Cap the number of entries allowed while a gate window is open. Buy/Sell Source 1 – Gate: Gate pulse sources that open the buy/sell window (often a regime/zone, e.g., QBands bull/bear). Trigger Pulse Mode (Buy/Sell): How to detect a trigger pulse from the trigger sources (Change / Appear / Rise>0 / Fall<0). Trigger A/B sources + Extend Bars: Primary/secondary triggers plus optional extension to persist their pulse for N bars. Trigger Mode: Pick S2 only, S3 only, S2 OR S3, or S2 AND S3. AND mode remembers both pulses inside the window before firing. 02) Exit Units (Trailing/TP) Exit Units: Choose Bricks (Renko) or Ticks. All distances below switch accordingly. 03) Tick-based Trailing / Stops (active when Exit Units = Ticks) Initial SL (ticks): Starting stop distance from entry. Start Trailing After (ticks): Start trailing once price moves this far in your favor. Trailing Distance (ticks): Offset of the trailing stop from peak/trough once trailing begins. Take Profit (ticks): Optional static TP distance. Stop Loss (ticks): Optional static SL distance (overrides trailing if enabled). 04) Brick-based Trailing / Stops (active when Exit Units = Bricks) Renko Brick Size: Must match your chart’s brick size. Initial SL / Start Trailing After / Trailing Distance (bricks): Same definitions as tick mode, measured in bricks. Take Profit / Stop Loss (bricks): Optional static distances. 05) TP / SL Switch Enable Static Take Profit: If ON, closes the trade at the fixed TP distance. Enable Static Stop Loss (Overrides Trailing): If ON, trailing is disabled and a fixed SL is used. 06) Trading Windows (NY time) Use Trading Windows: Master toggle for all windows. Evening / Overnight / NY Session: Define each session in NY time. Flatten at End of : Auto-close any open position when a window ends (sends the Session Exit payload). 07) Day Controls & Limits Enable Profit Limits / Profit Limit (Dollars): When daily net PnL ≥ limit → auto-flatten and HALT. Enable Loss Limits / Loss Limit (Dollars): When daily net PnL ≤ −limit → auto-flatten and HALT. Enable Trade Count Limits / Number of Trades Allowed: After N entries, HALT new entries (does not auto-flatten). On-chart HUD: A label and soft background tint appear when HALTED; a compact status table shows Day PnL, trade count, and mode. 08) Custom Alert Payloads (used as strategy.order.alert_message) Long/Short Entry: Payload sent on entries (if blank, a default open JSON is sent). Regular Long/Short Exit: Payload sent on closes from SL/TP/flip (if blank, a default close JSON is sent). End of Session Window Exit: Payload sent when any enabled window ends and positions are flattened. Profit/Loss/Trade Limit Close: Payload sent when daily profit/loss limit causes auto-flatten. Tip: Any tokens you include here are forwarded “as is”. If your downstream expects variables, do the substitution on the receiver side. Known limitations No bracket orders from Pine: This strategy doesn’t create OCO/attached brackets on the broker; it simulates exits with strategy logic and forwards your payloads for external automation. alert_message is per order only: Alerts fire on order events. General status pings aren’t sent unless you wire a separate indicator/alert. Renko specifics: Backtests on synthetic Renko can differ from live execution. Always forward-test on your instrument and settings. Quick checklist before you publish ✅ Brick size in Inputs matches your Renko chart ✅ Exit Units set to Bricks or Ticks as you intend ✅ Day limits/Windows toggled as you want ✅ Custom payloads filled (or leave blank to use defaults) ✅ Your alert uses Order fills only + {{strategy.order.alert_message}}
Stratégie Pine Script®
par galgoom
GMMA ABC Strategy Overview The strategy is built on the Guppy Multiple Moving Average (GMMA) framework with three different entry types (A, B, C). It adds multiple anti-chop filters (ATR, ADX, RSI, box filter, candle filters) to reduce false signals in sideways markets. 🟢 Type A – Structure Breakout Looks for tight EMA compression (spread below threshold). Confirms trend sequence alignment (short > mid > long EMAs for bullish, inverse for bearish). Requires a swing high/low breakout (close above recent high or below recent low). Entry represents a trend reversal breakout after consolidation. Tuning parameters: spreadThresh → how tight EMAs must compress. structLookback → lookback window for swing highs/lows. strictSeq → whether EMA stacking must be strictly ordered or loosely aligned. 🟡 Type B – Trend Continuation Detects strong price bars crossing multiple EMAs (body cross count ≥ threshold). Requires short-term EMAs above mid-term and price above long-term EMAs (for long, opposite for short). Includes anti-chop filters: Minimum GMMA spread (ensures trend is already strong). ADX filter (trend strength). RSI filter (avoid overbought/oversold traps). ADX and RSI can be combined using AND or OR logic. Tuning parameters: bodyThresh → how many EMAs the candle body must cross. minSpreadB → minimum GMMA expansion required. adxMin_B / rsiMinLong_B / rsiMaxShort_B → sensitivity of trend filters. bLogic → whether both ADX and RSI are required (AND) or just one (OR). 🔴 Type C – Momentum Breakout Identifies strong momentum candles crossing multiple EMAs (≥ cross threshold). Candle body must be large relative to ATR (default ≥ 0.8 * ATR). Typically captures impulsive breakout moves. Tuning parameters: crossThresh → number of EMAs crossed in a single bar. atrMultC → required body size relative to ATR. ⚪ Global Filters ATR filter: ensures the candle has enough body size relative to volatility. Candle patterns: Pin bar, Engulfing, Marubozu can override ATR filter. Box filter: suppresses signals when price is trapped inside a small consolidation range. Weekend filter: disables trading on Saturday/Sunday. 📊 Trade Management Stop loss (SL): last swing low (for long) or swing high (for short). Take profits (TP): TP1 = 1R, TP2 = 2R, TP3 = 3R (visual only, not automated exits). Strategy only executes with SL, TP levels are drawn for reference. 🎯 Key Idea Type A = breakout after consolidation (structure break). Type B = continuation of established trend (trend reinforcement). Type C = momentum impulse breakout. Multiple filters (ATR, ADX, RSI, box filter) are combined to reduce false signals in choppy markets. 👉 In short: This is a multi-logic GMMA strategy that adapts to different market phases: Type A for early breakout, Type B for trend continuation, Type C for explosive momentum. And it has strong noise filters to avoid being chopped up in sideways conditions.
Stratégie Pine Script®
par allen7326288
ORB FVG Strategy with telegram V6.1Summary Intraday NY-session strategy with Opening-Range bias (09:30–10:00 NY), FVG entries (incl. optional HTF FVGs), momentum filters (LinReg slope & Williams %R), limit entries inside the zone, SL from FVG anchors, and TP via risk-reward. Includes session/trade caps, pending-order handling, auto-cancel at NY time, and optional Telegram webhook alerts. Feature Overview Opening Range & Bias: OR high/low built until 10:00 NY, then frozen. Bias from confirmed 5-minute candles (modes: Body Close, Complete Candle, Wick Only). FVG Scanner: Bull/bear FVGs (choose wick or body gaps), min size, auto-extend, mitigation cleanup (touch or 50%). HTF FVG (10 min): Optional – displayed after ≥ 2 consecutive FVGs; cleans up on touch/50%. Entry/SL/TP: Entry at X% fill (+extra %) within the FVG; SL from FVG candle / FVG-1 / FVG-2 (smart) + buffer; TP via risk-reward. Momentum Filters: LinReg slope (MLL) + Williams %R with threshold/slope filters (individually switchable). Intrabar Mode (optional): Immediate Open/intrabar entry on touch (calc_on_every_tick=true) or classic bar-close confirmation (toggle). Trade Management: Max trades/day, pending cap, auto-cancel at defined NY time, pause after first winner (optional). Telegram: Programmatic alerts via alert() with Telegram-ready JSON payload. Parameters (compact) Group Parameter Purpose Sessions Trading session, Opening range Trading/OR window (internal NY TZ) Bias Body Close / Complete Candle / Wick Only Bias confirmation relative to OR Liquidity LQ session, lookback days, cleanup points, show lines Intraday liquidity marks & cleanup FVG Min size, wick/body, colors, extend, cleanup Detection/visualization & validity HTF FVG (10 m) Toggle/Display/Colors Conservative HTF filter/POI Entry Fill %, extra %, max pending, validity (bars), cancel time, intrabar switch Execution timing, order caps, auto-cancel Stop Loss Source: Candle / -1 / -2 (smart), buffer (points) SL anchor from FVG history + safety offset Take Profit Risk-Reward (R:R) Target calculation Momentum LinReg length/min slope, W%R length/min slope, HUD Trend/momentum filters Trade Mgmt Max trades/day, pause after win Daily cap / risk cooldown Telegram Enabled, tester, interval, channel id Webhook output & test signals Debug & Info Debug panel, rejection reasons On-chart status/diagnostics Alerts / Telegram Webhook (Quick Setup) Create an alert with Condition: “Any alert() function call”. Webhook URL: api.telegram.org Message: leave empty (the strategy provides JSON via alert() – includes chat_id, parse_mode, text). Ensure your bot can post to the channel and the chat_id is valid. Repainting & Backtesting HTF series via lookahead_off on closed higher-TF candles; FVG detection on confirmed bars (barstate.isconfirmed). Intrabar/Open entries allow earlier fills but typically cause differences between backtest and live (tick granularity/slippage, limit touch on bar OHLC). For reproducibility, trade without intrabar (bar-close only). Limitations No full tick simulation; limit fills rely on bar OHLC. Liquidity “cleanup” is rule-based (not an orderbook). Telegram depends on correct webhook configuration. Tips Timeframes: M5 (intrabar) Start with modest R:R (e.g., 1.5–2.0) and tune filters carefully. Disclaimer No financial advice. Past results do not guarantee future performance. Use responsibly and follow Public Library rules. License / Credits © 2025 Lean Trading (Lennart Pomreinke). License: MPL-2.0. Changelog V06.1: Intrabar switch (Open/intrabar vs bar-close), Telegram sanitizer & tester, HTF-FVG cleanup, refined pending/cancel logic, debug panel (status & rejections).
Stratégie Pine Script®
par Lean_Trading
Intraday Alpha Pro - ORB + Trend/MomentumOverview This is a pure intraday trading strategy designed for active traders seeking to capitalize on short-term price movements using two complementary modules: Opening Range Breakout (ORB) and Trend/Momentum. The strategy operates strictly within a user-defined trading session, automatically flattening all positions at session end to avoid overnight carry. It employs a points-based exit system with a trailing stop that activates only after the target is reached, ensuring disciplined risk management. Optional Martingale position sizing is included for users who prefer aggressive scaling after losses.Key Features Pure Intraday, No Carry: Trades are confined to a user-defined session (default: 9:15 AM–3:25 PM, Monday–Sunday). All positions are closed at session end. Non-Repainting: Entries are evaluated only on confirmed bar closes (barstate.isconfirmed), ensuring no lookahead or repainting. Dual Signal Modules: Opening Range Breakout (ORB): Captures breakouts above/below the high/low of a user-defined opening range (default: 9:15 AM–9:30 AM). Trend/Momentum: Combines EMA (9/21) crossovers, RSI filters, volume confirmation, and an optional 200-period MA trend filter for robust trend-following signals. Points-Based Exits: Uses fixed stop-loss (slPoints, default 16 points) and take-profit (tpPoints, default 32 points) distances. Once the take-profit level is reached, a trailing stop (trailDistPts, default 10 points) activates, ratcheting monotonically to lock in gains. Martingale Sizing (Optional): Allows position size increases after losses (up to maxQtyInput) with a reset option after wins. Cooldown Period: Prevents immediate re-entries after exits using a configurable cooldown (cooldownBars). Flexible Inputs: Toggle long/short entries, enable/disable ORB or Trend/Momentum modules, and customize all parameters (e.g., MA lengths, RSI thresholds, volume multiplier). Visuals & Alerts: Plots ORB high/low lines and moving averages (9, 21, 200). Includes alerts for long/short entries and end-of-day flattening. How It Works Session Management: Trades only within the specified tradeSes (default: 9:15 AM–3:25 PM). The ORB module uses a separate orbSes (default: 9:15 AM–9:30 AM) to calculate breakout levels. Positions are closed automatically at session end. Entry Conditions: ORB: Long when price closes above the ORB high after the ORB session ends; short when price closes below the ORB low. Trend/Momentum: Long on fast MA (default EMA 9) crossing above slow MA (default EMA 21), with RSI above rsiBuy (default 55), volume exceeding volMult (default 1.5x prior bar), and price above the 200-period MA (if enabled). Shorts use the inverse. Exit Logic: Stop-loss is set at entry price ± slPoints. Take-profit is monitored using a running high/low since entry. Once price moves tpPoints in profit, the stop trails at trailDistPts behind the current price, adjusting only in the favorable direction (never loosening). Exits use strategy.exit with stop only (no limit orders). Position Sizing: Default size is baseQtyInput (minimum 1 contract). With useMartingale enabled, size increases by martingaleFactor after a loss, capped at maxQtyInput. If resetOnWin is true, size resets to baseQtyInput after a winning trade. Cooldown: After an exit, no new trades are allowed for cooldownBars to prevent overtrading. Futures-Safe Volume: Volume filter accommodates markets with missing or zero volume data (e.g., futures), ensuring signals aren’t blocked unnecessarily. Inputs Trading Session: tradeSes (e.g., "0915-1525:1234567") and orbSes (e.g., "0915-0930:1234567"). Toggles: enableLong, enableShort, useORB, useTrendMom, useTrendFilter (200-MA). Trend/Momentum: maType (EMA/SMA), fastLen (9), slowLen (21), trendLen (200), rsiLen (14), rsiBuy (55), rsiSell (45), volMult (1.5). Exits: slPoints (16), tpPoints (32), trailDistPts (10). Martingale: useMartingale, baseQtyInput, maxQtyInput, martingaleFactor, resetOnWin. Cooldown: cooldownBars (1). Legacy (Ignored): tp1RR, tp2RR, tp3RR, tp1Pct, tp2Pct, tp3Pct, stepTrail for backward compatibility. Usage Notes Best suited for liquid, intraday markets (e.g., futures like ES, NQ, or forex pairs). Adjust slPoints, tpPoints, and trailDistPts to match instrument volatility. Use useMartingale cautiously, as it increases risk after losses. Ensure tradeSes and orbSes align with your market’s trading hours. Alerts can be set for long/short entries and EOD flattening. The strategy avoids lookahead and repainting, ensuring reliability in live trading. Risk Warning Trading involves significant risk. Backtest thoroughly and use appropriate risk management. The Martingale option can amplify losses if not carefully monitored. Past performance is not indicative of future results.
Stratégie Pine Script®
par bhanut
FVG Ultra Assertive - Individual Filters (mtbr)FVG Ultra Assertive - Individual Filters (mtbr) What this script offers: This strategy detects and highlights FVGs (Fair Value Gaps) on the chart, providing traders with a visual and systematic approach to identify potential price inefficiencies. The script plots bullish and bearish FVG zones using customizable boxes and labels, allowing users to easily spot high-probability trading areas. In addition, it opens and closes simulated trades based on the detected FVGs, enabling full backtesting and strategy performance evaluation. It integrates multiple independent filters to validate the strength of each FVG signal before entering a trade. How it works: The script identifies: Bullish FVGs when the current low is higher than the high of two bars ago. Bearish FVGs when the current high is lower than the low of two bars ago. Once an FVG is detected, it applies three optional independent filters: GAP/ATR Filter: Measures the FVG size relative to the Average True Range (ATR). Only gaps exceeding a user-defined multiple of ATR are considered valid. Support/Resistance (S/R) Filter: Uses pivot points to check if the FVG overlaps with recent high/low pivot levels within a tolerance percentage. This ensures the gap aligns with meaningful market levels. Stochastic Filter: Applies a stochastic oscillator to confirm momentum. Bullish FVGs are validated when stochastic values are oversold, and bearish FVGs when overbought. After passing the selected filters, the strategy opens trades: LONG FVG for bullish signals (buy) SHORT FVG for bearish signals (sell) The strategy automatically closes positions when an opposite signal appears, generating a backtest report with trades, profits, and statistics. The final bullish or bearish FVG signals are plotted as colored boxes on the chart with labels “BULL FVG” or “BEAR FVG” for immediate visual reference. How to configure it for use: Use GAP/ATR Filter: Enable or disable the ATR-based filter and adjust the ATR period (ATR Length) and minimum gap multiplier (Minimum Gap x ATR). Use S/R Filter: Enable or disable the pivot-based S/R filter. Configure the pivot lookback periods (Pivot Left and Pivot Right) and the tolerance percentage (Gap Tolerance %). Use Stochastic Filter: Enable or disable stochastic confirmation. Adjust the K and D lengths (Stoch K Length and Stoch D Length) and the overbought/oversold thresholds (Stoch Overbought and Stoch Oversold). Colors: Customize the colors for bullish and bearish FVGs (FVG Bull and FVG Bear) to match your chart preferences. Usage Tips: Apply this strategy to any timeframe; shorter timeframes generate more frequent FVGs, while higher timeframes highlight stronger gaps. Combine FVG signals with other technical analysis tools for better trade confirmation. Use the box and label visualization to quickly scan charts for trade opportunities without cluttering the chart. The strategy’s trades (LONG and SHORT) provide backtesting results and performance statistics for each signal.
Stratégie Pine Script®
par MestredosTradersBR
BRT T3 for BTC 1h [STRATEGY]## 📊 BRT T3 Adaptive Strategy for BTC 1H STRATEGY DESCRIPTION Professional trading strategy based on the adaptive T3 (Tillson T3) indicator with dynamic length controlled by the Relative Strength Index (RSI) . The strategy is specifically designed for Bitcoin trading on the hourly timeframe and includes a comprehensive filter system to minimize false signals. ═════════════════════════════════════════ 🔥 UNIQUE CODE FEATURES 1. RSI-Adaptive Architecture: • Innovative Approach: Unlike standard MA strategies with fixed periods, our code dynamically adjusts the moving average length based on RSI • Smart Formula: len = minLen + (maxLen - minLen) * (1 - RSI/100) - automatically accelerates response in extreme zones • Result: Strategy adapts to market conditions without manual reconfiguration 2. Modified Ichimoku Cloud: • Unique Calculation: Instead of classic high/low, uses ATR-based method • Dynamic Levels: Cloud is built based on volatility, not fixed periods • Advantage: More accurate trend determination in highly volatile cryptocurrency markets 3. Hybrid Signal System: • Dual-mode Generation: Switch between classic MA crossovers and volatility band breakouts • Multi-stage Confirmation: Optional signal verification across N forward bars • Effect: 40-60% reduction in false signals compared to simple MA strategies 4. All-in-One Solution: • 8 MA Types in One Code: The only strategy on TradingView with complete implementation of T3, EMA, SMA, WMA, VWMA, HMA, RMA, DEMA • Custom Functions: All MAs calculated through custom functions supporting series int • Versatility: One code replaces 8 different strategies 5. Intelligent Filtering: Combination of 4 independent filters: ├── Volume Filter (dynamic multiplier) ├── Trend Filter (adaptive period) ├── ATR Filter (volatility) └── Ichimoku Filter (cloud trend) • Unique Logic: Each filter can work independently or in combination • Master Switch: Single control for all filters 6. Advanced Risk Management: • Smart Stops: SL/TP levels are stored in variables and not recalculated on every bar • Slippage Protection: Checks both close and high/low for stop triggers • Visualization: Dynamic display of levels only for active positions 7. Performance Optimization: • Efficient Loops: Minimized calculations through intermediate result storage • Conditional Visualization: Element rendering only when necessary • Clean Code: Structured organization with clear logical block separation ═════════════════════════════════════════ 💎 TECHNICAL INNOVATIONS Adaptation Algorithm (exclusive development): // Dynamic length based on RSI rsi_scale = 1.0 - rsi / 100.0 len_adaptive = minLen + (maxLen - minLen) * rsi_scale ATR-based Ichimoku (unique modification): // Instead of classic (highest + lowest) / 2 // Using ATR for dynamic levels upper := close < upper ? min(hl2 + atr*mult, upper ) : hl2 + atr*mult lower := close > lower ? max(hl2 - atr*mult, lower ) : hl2 - atr*mult Multi-MA Architecture (complete implementation): • Each MA type has its own optimized function • Support for series int for dynamic length • Unified selection interface via switch statement ═════════════════════════════════════════ 🎯 KEY FEATURES • Adaptive System: Moving average length automatically adjusts based on RSI, providing quick response in trending movements and stability in sideways markets • 8 Moving Average Types: T3, EMA, SMA, WMA, VWMA, HMA, RMA, DEMA - ability to choose the optimal type for different market conditions • Multi-level Filtering: - Volume Filter - signal confirmation with increased activity - Trend Filter - trading in the direction of the main trend - ATR Filter - accounting for market volatility - Ichimoku Cloud - additional trend direction confirmation • Professional Risk Management: Customizable stop-loss and take-profit levels ═════════════════════════════════════════ ⚙️ HOW IT WORKS 1. Signal Generation: • Original Mode: Classic MA crossover signals with lagged version • Band Break Mode: Volatility band breakouts (based on standard deviation) 2. RSI Adaptation: • High RSI (overbought) → uses short MA length for quick response • Low RSI (oversold) → uses long MA for noise smoothing • Adaptation range is configured by Min/Max length parameters 3. Filter System: • Each filter can be enabled/disabled independently • Signal is generated only when passing all active filters • Ichimoku filter blocks counter-trend trades ═════════════════════════════════════════ 📈 STRATEGY PARAMETERS Main Settings: • Strategy Type: Long Only / Short Only / Both • Data Source: Close, Open, High, Low, HL2, HLC3, OHLC4 RSI Settings: • RSI Length: Calculation period (default 14) • RSI Smoothing: Smoothing to reduce noise T3/MA Settings: • Min/Max Length: Adaptive length range (5-50) • Volume Factor: T3 smoothing coefficient (0.7) • MA Type: Moving average type selection Filters: • Volume Filter: Volume multiplier (1.5x average) • Trend Filter: Trend MA period (200) • ATR Filter: Minimum volatility for entry • Ichimoku Filter: Cloud for trend determination Risk Management: • Stop Loss: Percentage from entry price (1.2%) • Take Profit: Percentage from entry price (5.9%) • Position Size: 50,000 USDT (effective leverage 5x) ═════════════════════════════════════════ 💡 USAGE RECOMMENDATIONS Optimal Conditions: • Timeframe: 1H (developed and optimized) • Instrument: BTC/USDT and other liquid cryptocurrencies • Market Conditions: Trending and moderately volatile markets Customize to Your Style: 1. Conservative: Increase signal confirmation period, enable all filters 2. Aggressive: Reduce filters, use Band Break mode 3. Scalping: Decrease Min/Max length, disable trend filter ═════════════════════════════════════════ 📊 VISUALIZATION Strategy displays: • Main MA Line - changes color depending on direction • Lag Line - for visualizing crossover moment • Volatility Bands - upper and lower boundaries • Trend MA - orange line (200 periods) • SL/TP Levels - red and green lines for open positions ═════════════════════════════════════════ 🔔 ALERTS Strategy supports alert configuration for: • Long position entry signals • Short position entry signals • Position exit signals • Ichimoku line crossings ═════════════════════════════════════════ ⚠️ RISK WARNING IMPORTANT NOTICE: Trading in financial markets involves substantial risk of capital loss. Past performance presented in this strategy is based solely on historical data and under no circumstances constitutes a guarantee of future returns. The strategy author is not responsible for: • Any direct or indirect financial losses resulting from the use of this strategy • Trading decisions made based on strategy signals • Interpretation of backtesting results as a forecast of future performance This strategy is provided exclusively for educational and research purposes. Backtesting results are affected by numerous factors including but not limited to: slippage, spread, commissions, market liquidity, and technical failures. Before using the strategy in live trading: • Conduct your own testing on a demo account • Ensure understanding of all parameters and logic • Only use funds you can afford to lose • Consider consulting with a qualified financial advisor DISCLAIMER: By using this strategy, you acknowledge and accept all risks associated with financial market trading and confirm that the author does not provide investment advice and bears no fiduciary responsibility to users. ═════════════════════════════════════════ 🛠 TECHNICAL SUPPORT For questions about setup and optimization: • Leave comments under the publication • Follow strategy updates • Study the code for deep understanding of logic ═════════════════════════════════════════ 📝 VERSION AND UPDATES Version: 1.0.0 Pine Script: v6 Last Updated: 2025 Changelog: • Added support for 8 MA types • Integrated Ichimoku Cloud filter • Optimized risk management system • Improved signal visualization ═════════════════════════════════════════ © 2025 BRT Trading Systems Strategy is protected by copyright. Commercial use without author's permission is prohibited.
Stratégie Pine Script®
par MaxBRFZCO
2