Trend Following with Donchian Channels and MACDThis is a trend following system based on the Donchian Channels. Instead of using a simple moving average crossover, this system uses the MACD as the trendfilter:
Long positions:
* Price makes a new 50 day high,
* The MACD-line crosses above or is above the Signal-line.
* Both the MACD and the Signal-lines are above the zero-line.
Short positions:
* Price makes a new 50 day low,
* The MACD-line crosses below or is below the Signal-line.
* Both the MACD and the Signal-lines are below the zero-line.
Stoploss:
The initial and the trailing stoploss are 4 ATRs away from the price.
Recherche dans les scripts pour "Trailing stop"
Risk Management Tool [LuxAlgo]Good money management is one of the fundamental pillars of successful trading. With this indicator, we propose a simple way to manage trading positions. This tool shows Profit & Loss (P&L), suggests position size given a certain risk, sets stop losses and take profit levels using fixed price value/percentage/ATR/Range, and can also determine entries from crosses with technical indicators which is particularly handy if you don't want to set an entry manually.
1. Settings
Position Type: Determines if the position should be a "Long" or "Short".
Account Size: Determines the total capital of the trading account.
Risk: The maximum risk amount for a trade. Can be set as a percentage of the account size or as a fixed amount.
Entry Price: Determines the entry price of the position.
Entry From Cross: When enabled, allows to set the entry price where a cross with an external source was produced.
1.1 Stop Loss/Take Profit
Take Profit: Determines the take profit level, which can be determined by a value or percentage.
Stop Loss: Determines the stop loss level, which can be determined by a value or percentage.
2. Usage
One of the main usages of position management tools is to determine the position size to allocate given a specific risk amount and stop-loss. 2% of your capital is often recommended as a risk amount.
Our tool allows setting stop losses and take profits with different methods.
The ATR method sets the stop loss/take profit one ATR away from the entry price, with the ATR period being determined in the drop-down menu next to the selected methods. The range method works similarly but instead of using the ATR, we use a rolling range with a period determined in the drop-down menu next to the selected methods as well.
Unlike the available position management tool on TradingView, the entry can be determined from a cross between the price an an external source. The image above shows entries from the Volatility Stop indicator. This is particularly useful if you set positions based on trailing stops.
CCI45/SMA50 indy for 30 min SP500SPCFD:SPX
The script determines entry points using 45 period CCI and 50 period SMA.
Long condition: When CCI crosses up 150 treshold while price above 50 period SMA
Short condition: When CCI crosses down -150 treshold while price below 50 period SMA
Trades are executed above/below 1 point of high/low for long/short positions. Stops are just 1 point below/above of SMA. After 4 points of profit stops should be tightened. If you do not plan to hold the position for a long time, it can produce quick profit within 5-6 bars namely 2.5-3 hour. Otherwise you can manage the trade using SMA as trailing stop. This can be treated as a strategy of scalping which turns out a trend trading eventually if conditions good.
Have a nice trading
[fareid] Quick Backtest Framework█ OVERVIEW
This Framework allows Pine Coders to quickly code Study() based signal/strategy and validate its viability before proceed to code with more advance/complex customized rules for entry, exit, trailstop, risk management etc..
This is somewhat an upgraded version of my earlier personal template with different strategy used, cleaner code
and additional features.
█ USE CASES
- You have an idea for trade signal and need a quick way to verify its potential before writing lengthy/complicated code
- You found a study script for trading signal in public library and want to validate it profitability with minimum effort before including it in your trading playbook
█ FEATURES
- Alert: Ready to use alert function based on signals from your custom indicator.
- Visual Backtest: Auto-plot entry, stop-loss and take profit for simple strategy performance analysis
- Backtest Statistic: Provide basic key metrics based on backtest strategy
- BTE External Signal Protocol: Ready to use code that will supply required state to PineCoders Backtesting & Trading Engine if you wish to have more advance and sophisticated backtesting engine
Notes: All of the above features have On/Off toggle
█ Description & How To Use
This Framework consist of 5 Modules but you only need to edit the first 2 Modules:
Module1: Indicator
Module2: Framework Input Protocol
Module3: Alert
Module4: Backtest
Module5: Backtest & Trading Engine
Tips: The source-code includes collapsible block by module for easy navigating
Module1: Indicator:
-----------------------------------------------------------------------------------
Main Module. Place custom indicator input parameter/calculation/indicator plotting here
Sample Strategy: Double MACD Crossover
MACD Signal: 1st MACD Cross above signal line indicate Buy Signal
1st MACD Cross below signal line indicate Sell Signal
MACD Filter: 2nd MACD is above 0 line indicate Uptrend
2nd MACD is below 0 line indicate Downtrend
Module2: Framework Input Protocol:
-----------------------------------------------------------------------------------
Use this module to connect main indicator/signal calculated in Module1 to the rest of the framework's module
4 variables needed to be defined here:
1. Uptrend
2. Dntrend
3. BuySignal
4. SellSignal
i'm not sure how to place a code snippet here to show you example so in the source code i already put a comment in Module2 on which part u need to edit. I hope its pretty simple to use.
Module3: Alert Module Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the alert module is ready to use without any further modification.
Input:
Enable Alert --> Enable TV's alert and plot signal to chart
Alert Type --> Set to take Buy only, Sell only or Both alert
Module4: Backtest Module Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the backtest module is ready to use without any further modification.
Input:
Backtest Stat --> Enable Backtest Statistic Label
Backtest Visual --> Enable Backtest visual simulation
Backtest Type --> Set to take Buy only or Sell only or both
SL Type -->
ATR : Set SL in ATR times Multiplier below entry price
Fixed : Set SL in fixed point below entry point (in 'Dollar'). e.g. for Stocks -> 0.5 equals to 50cent while for EURUSD currency -> 0.005 equal to 50 pips
HiLo Bar: Set SL at highest/lowest wick of previous bar plus/minus Fixed point. e.g. EURUSD HiLo=3 and Fixed Point = 0.0005, buy trade will place SL 5 Pips below lowest of previous 3 bar
SL ATR Multi --> Set Lookback Period used for SL's ATR calculation
SL ATR Multi --> Set ATR Multiplier for SL
SL Fixed --> Set Fixed Level for SL
SL Bar --> Set Number of previous bar to check for SL placement
TP RR Ratio --> Set TP based on RR multiplier. e.g. 2 means TP level will be twice further from entry point compared to Entry-SL distance.
Notes: The point is for preliminary testing, so it only supports 1 trade at a time and no Trailing Stop
Module5: Backtest & Trading Engine Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the Pinecoders BTE module is ready to use without any further modification.
Input:
External Signal Protocol --> Set ESP State to send to "Backtesting & Trading Engine "
Signal With Filter --> Use this to send entry signal that already filtered by this study indicator (without stoploss level)
Signal Without Filter --> Use this to send raw entry signal that are NOT YET FILTERED by this study indicator (without stoploss level)
Signal and Stop With Filter --> Use this to send entry signal WITH StopLoss that already filtered by this study indicator (with stoploss level)
Signal and Stop Without Filter --> Use this to send raw entry signal WITH StopLoss that are NOT YET FILTERED by this study indicator (with stoploss level)
Notes: Backtesting & Trading Engine already have built-in Filter, Entries and Stop Level. e.g. Unselect all their filter state if only want to use custom filter and make sure send Signal with Filter (with or without SL level)
█ DISCLAIMER:
This framework main objective is to create my personal indicator template so that i just have to modify the indicator module for preliminary testing in future.
The sample strategy included are for educational purpose only. Use at your own risk
credit: LucF/PineCoders for a lot of his scripts that i use as a guide to complete this
Anti-Volume Stop LossFINALLY!
As everyone who tried to create, understand, or even find the Buff Pelz Dormeier Anti-volume stop-loss indicator knows that - it's not easy. Personally, I have partially, or perhaps completely figured out, the tips Buff had given in Investing with Volume Analysis book.
AVSL now is ready.
Please do some test and give me a feedback how it works in your trade strategy.
Anti-Volume stop loss - AVSL
from Investing with Volume Analysis book CHAPTER 20 • RISKY BUSINESS 253-256:
"It is important in any risk-management process to predetermine an objective decision point level (a stop loss) to exit, thereby protecting principal in case you are wrong. My objective sell point is determined by using a quantitative formula I refer to as Anti-Volume Stop Loss (AVSL). Having a quantitative, yet intelligent sell point eliminates the emotional struggles involved in deciding when to exit a position.
AVSL is a technical methodology that incorporates the concepts of support, volatility, and, most importantly, the inverse relationship between price and volume. The AVSL combines the concepts of the VPCI (Volume Price Confirmation Indicator) and John Bollinger’s Bollinger Bands to create a trailing stop loss.
AVSL = Lower Bollinger Band – (Price, Length, Standard Deviation)
Where:
Length = Round (3 + VPCI)
Price = Average (Lows × 1 / VPC × 1 / VPR, Length)
Standard Deviation = 2 × (VPCI × VM)
One of the most difficult decisions is determining what one’s maximum loss threshold should be. Some say 2 percent; others say 20 percent. I believe the more volatile a security, the looser the stop should be. A nonvolatile security, such as Coca-Cola, might move 7 percent a year, while a volatile security such as Google might move 7 percent in a day. If you use a 7 percent stop for Coca-Cola, it might take a year to be stopped out while the security underperforms.
However, if you use 7 percent for Google, you can be stopped out intraday, not allowing the investment an opportunity to develop. By using the lower Bollinger Band of the securities lows, the AVSL considers each individual security’s own volatility. Thus, a volatile security would be granted more room of the stocks low while a stable security would have a tighter leash (see Figure 20.7).
The next important step is employing the price-volume relationship into the calculation. Volume gauges the power behind price moves. In accounting for this, when a security is in an uptrend and has positive volume characteristics, it is given more room. However, if the security exhibits contracting volume characteristics, then the stop is tightened. In this way, if a negative news event affects an unhealthy security, the stop is tighter, thus preserving more of your profits.
However, if the negative news event affects a security whose price-volume relationship is healthy, the stop has been loosened, avoiding the temporary whipsaw of an otherwise strong position. In these ways, AVSL lets the market decide when to exit your position.
AVSL tailors each security for support, volatility, and the pricevolume relationship based on an investor’s time frame as calculated from the chart data. For example, my portfolio positions are continually re-evaluated with this AVSL methodology, which yields the possibility of raising the decision point threshold periodically based on the time frame of my investment objective. With my short-term Giddy-up portfolios, I use daily chart data and seek to raise my maximum loss stop on a daily basis.
My intermediate ETF and stock positions are calculated off of weekly data and then re-evaluated weekly. With my longer term stock portfolios, the decision point is calculated off data revised monthly. This analytical approach that uses measurable facts over emotion or gut instincts allows me to maintain my objectivity. Thus objectivity, not emotion, informs my investment decisions."
How look mine AVSL:
Price component = low × 1/VPC × 1/VPR : for VPC > 1 and VPC < -1 | low × 1 × 1/VPR : for 1 > VPC > 0 | low × -1 × 1/VPR : for 0 > VPC > -1
AVSL Price = sma((low × 1/VPC × 1/VPR) , length) / 100
length = round : for VPCI > 0 | round [ absolute ] : for VPCI < 0 | 3 : for VPCI=0
Standard Deviation = mult × VPCI × VM)
AVSL = sma(Actual low price - AWSL Price + Standard Deviation, 26)
It's hard to say is it the same as in Buff Pelz Dormeier book, but I encourage you to modify the script for better results.
Percent Drop from Highest HighBuy and hold investors may decide to use trailing stops to protect profits and capital from market crashes, especially during bull markets.
The purpose of this indicator is to hep investors to identify a location to place them. The indicator plots the highest high from 'x' bars ago. It then plots a trailing stop loss 'y' percent below that line.
The indicator enables its users to input different 'x' and 'y' values to observe what they think works best for them in different markets.
Users might choose to pair the indicator with trend confirming indicators, such as moving average cross overs, to determine that the market is trending and not ranging.
There is no magic in this indicator, only maths. Like every indicator, it has no ability to predict anything. Just because the market is doing one thing now, it might do something different later. The past does not equal the present nor the future. Make your own decisions and be responsible for them.
All the best to you and your family.
Gap Down Reversal StrategyA "Gap down Reversal" is when the current days candle, opens, below the prior days close, and "finishes up" on the day with the close greater than the open. This type of price action can provide traders with favorable entry points to trade long, as anyone who was short the prior day, can get squeezed or panic out of the trade as they would see profits erode quickly from the gap down at the open.
Strategy results are shown on SHOP with 10k starting capital and 10k per trade. The strategy enters at next days close after the gap down reversal fires off, and a 5% trailing stop order is also executed. This is important to understand when experimenting with different trailing stops on different symbols and observing results to find the most viable strategy. The discretionary trader may choose to enter at the close, or at the next days open, so understand results are not calculated for those entry points.
You also may alter the start date of the strategy, so you can include, or exclude certain dates.
Experiment with different stops and symbols! More volatile symbols most likely will need looser stops and Vice Versa. Concentrate on symbols in up trends, as "the dips" usually get consistently bought in these names, but hard reversals in downtrends can happen as well.
Any questions/concerns please let me know and happy trading.
Candle Type w/2Up + 2Dn v2.0This script builds on Candle Type w/2Up + 2Dn by incorporating signals for inside + up, outside + up, + rev strat set-ups. All of these can be turned off if they compete w/ other indicators or just clutter up the chart.
Briefly, the script works based on #thestrat developed by Rob Smith and the 1-2-3 bar script coded by @Crinklebine. Candle Type w/2Up + 2Dn is a "fork" of @Crinklebine's excellent indicator. I find the visualization of U-D-I-O (up/dn/inside/outside candles) easier to scan through 100's of charts than 1-2-3's. This is just personal preference, but they work based on the exact same principles. Performance is enhanced with a trend filter like @boardriderb's "TC" script or similar timeframe continuity filters based on the #thestrat developed by Rob Smith. I also prefer an ATR-based trailing stop; Rob recommends pSAR for trailing stops.
Together these indicators form a power system, but users are still responsible for their own trade management, entries & exits, risk profiles, stop loss, etc.
Volatility StopThis is a new version of the classic Volatility Stop originally published in 2014 by admin and written in Pine v1. While the code has evolved, its logic is identical. It is an ATR-based trend detector that can also be used as a stop. It belongs to the same family of indicators as:
• Charles Le Beau's Chandelier Exit ,
• Olivier Seban's Super Trend , and
• Sylvain Vervoort's Average True Range Trailing Stop .
Unlike the Chandelier Exit , Volatility Stop will not move against the trend.
This new version is written in Pine v4. The indicator can be used as a chart overlay, like the original. The calculations have been functionalized for easier reuse, so it is now easier to lift the logic out of the script and use it in others.
Features
• Choice of 2 color themes.
• Choice of display as a line, circles, diamonds or arrows. The line can be used with the other shapes. If no line is required, set its thickness to zero.
• Same default of length=20 and ATR factor=2 used in the original Volatility Stop.
• 3 alerts: on any trend change, or on changes into up or downtrends only. Alerts should be configured to trigger Once Per Bar Close .
Original version:
Look first. Then leap.
Trailing ATR StopsThis script plots a trailing stop of the ATR multiplied by a user-defined number. Since it is meant to be used as a trailing stop, the value doesn't fluctuate with the price as a normal ATR indicator does, but stays fixed unless price moves away from it. In that case it follows the price. If price crosses the stop level, it resets itself based on current price and starts trailing all over again.
User Settings:
Support - Use for a trailing stop while long
Resistance - Use for a trailing stop while short
Both - Acts like a channel and can spot periods of lower volatility
SAR Trend Trader w/ Alerts By: jhanson107This strategy utilizes Parabolic SAR (Stop and Reverse) along with EMA filtering to improve accuracy. Use the strategy to find optimal settings for the pair your are trading.
Long:
1. SAR below price action
2. Above slow EMA (Default 100 EMA)
3. Update trailing stop daily and exit trade once stopped out.
Short
1. SAR above price action
2. Below slow EMA (Default 100 EMA)
3. Update trailing stop daily and exit trade once stopped out.
White Bars = No trade zone which helps filter out bad trades compared to only using Parabolic SAR.
SAR Trend Trader Strategy By: jhanson107This strategy utilizes Parabolic SAR (Stop and Reverse) along with EMA filtering to improve accuracy. Use the strategy to find optimal settings for the pair your are trading.
Long:
1. SAR below price action
2. Above slow EMA (Default 100 EMA)
3. Update trailing stop daily and exit trade once stopped out.
Short
1. SAR above price action
2. Below slow EMA (Default 100 EMA)
3. Update trailing stop daily and exit trade once stopped out.
White Bars = No trade zone which helps filter out bad trades compared to only using Parabolic SAR.
Breakout Reversal Entry on WMA - NG1! Overnight ver 1This script is for learning purposes only
This strategy will plot arrows when price breaks so far above/below WMA. The strategy will enter when the price breaks away from WMA. All entries are reversals. Users can set WMA length and source; also the distance of the price away from WMA to enter. Adjustable bracket orders are placed for exit, with trailing stop or market stop choice. Last, users can set the time of day they want to enter a trade.
My Preference: I am testing this strategy on NG1! over night on 1 minute candle. with .003 on price drop/climb, I get entries almost every night. Also 10 tick stop and 5 tick profit seems backward to most, but with a high win/loss ratio, it performs quite well. Trailing stops generally help out as well.
INPUTS:
Length - The is the WMA length
Source - WMA source (High, Low, Open, Close...)
When Price Drops - This is the distance in ticks when the price drops away from WMA, an arrow is plotted, and reversal entry order is placed
When Price Climbs - Same as price drop, just in the opposite direction
Trailing Stop check box - Check if you want to place a trailing stop so many tick away from entry. Unchecked is Market (hard) stop so many ticks from entry.
Stop - Number of ticks away from entry a the stop or trailing stop is set (for NG 1 tick = $0.001)
Limit Out - Number of ticks away from entry a limit order is placed to take profits
Limit Time of day check box - check to use the time of day to limit what time of day order entry will occur.
Start/Stop Trades (Est Time) - First box is when the strategy will be allowed to start buying and stop is when the strategy will stop being allowed to buy. Sell orders continue until a stop or limit triggers an exit. These times are Eastern time zone
PROPERTIES:
Pyramiding - This feature will allow multiple entries to occur. If set to 1, the strategy should only trade 1 contract at a time. If set to 2, the strategy will enter a second order if entry requirements are met. This allows you to be holding 2 contracts. Basically on a good day, it will multiply your earnings, on a bad day, you'll just lose more. For testing, I keep this on 1.
TIPS:
- If you want to go long only, set "When Price Climbs" to an impossible number, like 10,000. It's not possible for NG to move $10 is a matter of minutes so it will not enter the market with a short order. Also keep in mind you can set different requirements for going long vs going short. If you think there is more pull on the market in a particular direction.
Trade Manager (Open Source Version)Hello my young padawans looking for the FORCE to get richer on your next trade
I got pinged at least three times today asking where the hell is the indicator of the day. You asked, I delivered :)
Here's your free open-source Trade Manager Version. My associates might kill me for sharing that one... anyway this is a real GIFT.
I won't share such quality indicators too often for FREE so hope you'll appreciate its value. It can really help with your day to day trading (on top of making your charts looking more awesome)
This is an even better version compared to my previous Trade Manager Trade-Manager . It's basically a standalone version, meaning you'll have to update with 2 lines your own indicator and follow my educational post from yesterday (pasted it below also) to learn how to do it
Please read this educational post I published for you before proceeding further : How-to-connect-your-indicator-with-the-Trade-Manager
From here you normally connected the data source of your own indicator to the Trade Manager. If not, here's a reminder of the article mentionned above
Step 1 - Update your indicator
For the screenshot you see above, I used this indicator : Two-MM-Cross-MACD/ . "But sir are you really advertising your other indicators here ??" ... hmmm.... YES but I gave them for free so ... stop complaining my friend :)
Somewhere in the code you'll have a LONG and a SHORT condition. If not, please go back to study trading for noobs (I'm kidding !!!)
So it should look to something similar
nUP = ma_crossover and macd_crossover
nDN = ma_crossunder and macd_crossunder
What you will need to add at the very end of your script is a Signal plot that will be captured by the Trade Manager. This will give us :
// Signal plot to be used as external
// if crossover, sends 1, otherwise sends -1
Signal = (nUP) ? 1 : (nDN) ? -1 : na
plot(Signal, title="Signal")
The Trade Manager engines expects to receive 1 for a bullishg signal and -1 for bearish .
Step 2 - Add the Trade Manager to your chart and select the right Data Source
I feel the questions coming so I prefer to anticipate :) When you add the Trade Manager to your chart, nothing will be displayed. THIS IS NORMAL because you'll have to select the Data Source to be "Signal"
Remember our Signal variable from the Two MM Cross from before, now we'll capture it and.....drumb rolll...... that's from that moment that your life became even more AWESOME
The Engine will capture the last signal from the MM cross or any indicator actually and will update the Stop Loss, Take Profit levels based on the parameters you set on the Trade Manager
It should work with any indicator as long as you're providing a plot Signal with values 1 and -1 . In any case, you can change the Trade Manager you'll find a better logic for your trading
Now let's cover the different parameters of the tool
It should be straightforward but better to explain everything here
+Label lines : if unchecked, no SL/TPs/... will be displayed
+Show Stop Loss Signal : Will display the stop loss label. You have the choice between three options :
By default, the Stop Loss is set to NONE. You'll have to select a different option to enable the Stop Loss for real
++Percentage : Will set the SL at a percent distance from the price
++Fixed : SL fixed at a static price
++Trailing % : Trailing stop loss based on percentage level
The following is a KEY feature and I got asked for it many times those past two days. I got annoyed of getting the same request so I just did it
++Trailing TP: Will move the Stop Loss if the take profit levels are hit
Example: if TP1 is hit, SL will be moved to breakeven. If TP2 is hit, SL will be moved from TP1 to TP2
+Take Profit 1,2,3 : Visually define the three Take Profit levels. Those are percentage levels .
Meaning if you set TP1 = 2, it will set the TP1 level 2% away from the entry signal
Please note that once a Take profit level is reached, it will magically disappear. This is to be expected
I'll share in the future a way more complete version with invalidation, stop loss/take profits based on indicator, take profit based on supports/resistances, ...
I believe is such a great tool because can be connected to any indicator. I confess that I tried it only with a few... if you find any that's not working with the Trade manager, please let me know and I'll have a look
PS
I want to give a HUUUUUUUGE shoutout to the PineCoders community who helped me finishing it
Wishing you all the best and a pleasant experience with my work
David
Modular Filter - Spot Trends And Smooth PriceIntroduction
This indicator can have a wide variety of usages, and since it is based on exponential averaging then the whole indicator can be made adaptive, thus ending up with a really promising tool. This indicator who can both smooth price and act as a trailing stop depending on user preferences, i tried to make it as reactive, stable and efficient as possible in order to both smooth and spot trends, lets view it more in depth.
The Indicator
line 8 and 9 create two bands, one upper and one lower, then based on certain conditions the indicator will only return a certain band or an average of both with different weights, this weight is controlled by the beta parameter, values of 1 will return a simple filter while values of 0 will return a classical trailing stop.
beta = 0
The indicator can use output values as input, thus using smoother values as input, in order to do so just check "Feedback", this help the overall output to be smoother as well as giving more long terms signals
The amount of feedback is controlled by the feedback weighting parameter, lower values will weight more the output values thus creating smoother results.
Feedback weighting of 0.2
Using beta = 0 thus having the indicator act as a trailing stop while having the feedback option activated return more long terms signals. Notes that the colors are based on the initial conditions of the indicator.
Conclusion
You can replace length and change alpha for any smoothing variable such as the efficiency ratio or anything with scale (1,0), same goes for beta and the feedback weighting parameter, this is why the indicator is "Modular" in addition of providing different usages. This indicator can look like cluster filters (smooth price monarch, forexguru) , filters with the ability to follow the price quite fine while being stables. I really hope you find an use to it.
Thanks for reading !
A.I.Driven TradersAI Model Trades for 20190612The entry and exit levels here are NOT derived from any specific indicator but are coming from our A.I. driven proprietary models.
This is an attempt at exploring the trading community here at TradingView and sharing our daily trading plans published at our site with the community here in the form a Pine Script - just starting and learning this platform. Please help point out any obvious errors or gotchas committed in the scripts. Thanks and have a great trading day!
**** The Trading Plan Published for today ****
>>>> Medium-Frequency Models: <<<<< For today, Wednesday 06/12, our medium-frequency models indicate using the 2895 as a pivot point - opening a long on a break above 2895, and opening a short on a break below 2895 (wait for a close on at least a five minute chart to determine the break), both sides with a 9-point trailing stop.
Note: For the trades to trigger, the breaks should occur during the regular session hours starting at 9:30am ET. By design, these models do NOT open any new positions after 3:45pm. Only one open position at any given time.
>>>>> Aggressive Intraday Models: <<<<< For today, Wednesday 06/12, our aggressive intraday models indicate going long on a break above 2892 or 2875 with an 6-point trailing stop, and going short on a break below 2887 or 2878 with an 8-point trailing stop.
Note: For the trades to trigger, the breaks should occur during regular session hours starting at 9:30am ET. Due to the intraday nature of these aggressive models, they indicate closing any open trades at 3:55pm and remaining flat into the session close. No opening of new positions after 3:45pm. Only one open position at any given time.
[Autoview][BackTest]Dual MA Ribbons R0.12 by JustUncleLThis is an implementation of a strategy based on two MA Ribbons, a Fast Ribbon and a Slow Ribbon. This strategy can be used on Normal candlestick charts or Renko charts (if you are familiar with them).
The strategy revolves around a pair of scripts: One to generate alerts signals for Autoview and one for Backtesting, to tune your settings.
The risk management options are performed within the script to set SL(StopLoss), TP(TargetProfit), TSL(Trailing Stop Loss) and TTP (Trailing Target Profit). The only requirement for Autoview is to Buy and Sell as directed by this script, no complicated syntax is required.
The Dual Ribbons are designed to capture the inferred behavior of traders and investors by using two groups of averages:
> Traders MA Ribbon: Lower MA and Upper MA (Aqua=Uptrend, Blue=downtrend, Gray=Neutral), with center line Avg MA (Orange dotted line).
> Investors MAs Ribbon: Lower MA and Upper MA (Green=Uptrend, Red=downtrend, Gray=Neutral), with center line Avg MA (Fuchsia dotted line).
> Anchor time frame (0=current). This is the time frame that the MAs are calculated for. This way 60m MA Ribbons can be viewed on a 15 min chart to establish tighter Stop Loss conditions.
Trade Management options:
Option to specify Backtest start and end time.
Trailing Stop, with Activate Level (as % of price) and Trailing Stop (as % of price)
Target Profit Level, (as % of price)
Stop Loss Level, (as % of price)
BUY green triangles and SELL dark red triangles
Trade Order closed colour coded Label:
>> Dark Red = Stop Loss Hit
>> Green = Target Profit Hit
>> Purple = Trailing Stop Hit
>> Orange = Opposite (Sell) Order Close
Trade Management Indication:
Trailing Stop Activate Price = Blue dotted line
Trailing Stop Price = Fuschia solid stepping line
Target Profit Price = Lime '+' line
Stop Loss Price = Red '+' line
Dealing With Renko Charts:
If you choose to use Renko charts, make sure you have enabled the "IS This a RENKO Chart" option, (I have not so far found a way to Detect the type of chart that is running).
If you want non-repainting Renko charts you MUST use TRADITIONAL Renko Bricks. This type of brick is fixed and will not change size.
Also use Renko bricks with WICKS DISABLED. Wicks are not part of Renko, the whole idea of using Renko bricks is not to see the wick noise.
Set you chart Time Frame to the lowest possible one that will build enough bricks to give a reasonable history, start at 1min TimeFrame. Renko bricks are not dependent on time, they represent a movement in price. But the chart candlestick data is used to create the bricks, so lower TF gives more accurate Brick creation.
You want to size your bricks to 2/1000 of the pair price, so for ETHBTC the price is say 0.0805 then your Renko Brick size should be about 2*0.0805/1000 = 0.0002 (round up).
You may find there is some slippage in value, but this can be accounted for in the Backtest by setting your commission a bit higher, for Binance for example I use 0.2%
Special thanks goes to @CryptoRox for providing the initial Risk management Framework in his "How to automate this strategy for free using a chrome extension" example.
EMA StrategyThis strategy is in testing and development.
**USE AT YOUR OWN RISK. **
This defaults to a 13/48 EMA using the closing price. When the fast EMA crosses above the slow it triggers a buy. When it crosses below the slow EMA it triggers a sell and potentially a short, but that is not implemented. Stops, trailing stops, and pyramiding to be added. The purpose of this strategy is to signal recommended entry and exit point and back test whether the strategy works. It is not intended to be an automated buy/sell script.
* stop loss added. Not yet configurable from the settings panel. Defaults to 8% from the entry price.
TODO:
Add the ability to configure the stop-loss level in the settings panel
Add trailing stop functionality
Add profit taking, likely configurable sell targets (2:1 risk to reward gain for example)
Add another signal or two to help improve odds of making a winning trade.
CM MACD Ultimate MTF + SuperTrend Strategy [PickMyTrade]Overview
This strategy is built upon ChrisMoody's legendary "CM_MacD_Ult_MTF" indicator (one of the most popular MACD indicators on TradingView with over 1.7 million views). The PickMyTrade team has converted this powerful indicator into a fully automated trading strategy with an essential SuperTrend filter for improved trade quality.
What Makes This Different?
While ChrisMoody's original MACD indicator provides excellent momentum signals with multi-timeframe analysis and 4-color histogram visualization, our strategy adds a critical enhancement:
SuperTrend Trend Filter – We only take trades when both momentum AND trend agree:
Long trades: MACD crosses above Signal Line AND SuperTrend is bullish (green)
Short trades: MACD crosses below Signal Line AND SuperTrend is bearish (red)
This combination dramatically reduces false signals in choppy markets and keeps you on the right side of the trend.
How It Works
The MACD Calculation
Fast EMA (12) - Slow EMA (26) = MACD Line
Signal Line = 9-period SMA of MACD
Histogram = MACD - Signal (shows momentum strength)
4-Color Histogram Logic (ChrisMoody's Innovation)
The histogram changes color based on direction AND position:
Above Zero Line (Bullish Territory):
Aqua → Histogram rising (strengthening bullish momentum)
Blue → Histogram falling (weakening bullish momentum)
Below Zero Line (Bearish Territory):
Maroon → Histogram rising (weakening bearish momentum)
Red → Histogram falling (strengthening bearish momentum)
SuperTrend Filter
Green background = Bullish trend (SuperTrend below price)
Red background = Bearish trend (SuperTrend above price)
Uses ATR (Average True Range) to adapt to market volatility
Entry Signals
Long Entry (Green Background Flash):
MACD Line crosses above Signal Line
SuperTrend is bullish (green)
Optional: MACD above zero line for extra confirmation
Short Entry (Red Background Flash):
MACD Line crosses below Signal Line
SuperTrend is bearish (red)
Optional: MACD below zero line for extra confirmation
Exit Signals:
Opposite MACD/Signal crossover (configurable)
SuperTrend reversal (configurable)
Stop Loss / Take Profit levels (configurable)
Key Features
Multi-Timeframe Support – Analyze MACD on higher timeframes while trading on lower timeframes
Visual Crossover Dots – Clear markers when MACD crosses Signal Line
4-Color Histogram – Instant visual feedback on momentum strength and direction
SuperTrend Filter – Only trade with the trend, not against it
Flexible Exit Options – Exit on opposite signal, SuperTrend flip, or fixed targets
Risk Management Built-In – Customizable Stop Loss and Take Profit percentages
Prop Firm Friendly – Conservative approach with trend confirmation
Works on All Markets – Stocks, Forex, Crypto, Futures, Indices
No Repainting – All signals are confirmed on bar close
Recommended Settings
For Stocks & Indices:
MACD: 12/26/9 (default)
SuperTrend: ATR Period 10, Multiplier 3.0
Timeframes: 1H, 4H, Daily
Stop Loss: 2%
For Crypto:
MACD: 8/17/9 (faster settings for crypto volatility)
SuperTrend: ATR Period 10, Multiplier 2.0
Timeframes: 15M, 1H, 4H
Stop Loss: 3%
For Forex:
MACD: 12/26/9 (default)
SuperTrend: ATR Period 10, Multiplier 3.0
Timeframes: 4H, Daily
Stop Loss: 1.5%
Input Parameters
Timeframe Settings
Use Current Chart Resolution: Toggle ON for current timeframe, OFF for custom MTF
Custom Timeframe: Select higher timeframe for MACD calculation (e.g., 60 = 1 hour)
MACD Settings
Fast Length (12): Fast EMA period
Slow Length (26): Slow EMA period
Signal Length (9): Signal line smoothing period
Source: Price input (default: close)
SuperTrend Filter
Use SuperTrend Filter: Toggle trend filter ON/OFF
ATR Period (10): Period for ATR calculation
ATR Multiplier (3.0): Sensitivity (lower = more signals, higher = stronger trends)
Display Settings
Show MACD & Signal Line: Toggle line display
Show Dots at Crossovers: Visual markers at crosses
Show Histogram: Toggle histogram display
Change MACD Line Color: Dynamic coloring based on Signal Line cross
MACD Histogram 4 Colors: Enable ChrisMoody's color scheme
Strategy Settings
Allow Short Positions: Enable/disable short trades
Only Trade in Trend Direction: Extra filter (MACD > 0 for longs)
Exit on Opposite Signal: Close position on reverse crossover
Exit on SuperTrend Reversal: Close when trend changes
Risk Management
Use Stop Loss: Enable fixed stop loss
Stop Loss % (2.0): Percentage from entry
Use Take Profit: Enable fixed take profit
Take Profit % (4.0): Percentage from entry
Usage Tips
Entry Tips:
Wait for alignment – Don't force trades. Wait for both MACD cross AND SuperTrend confirmation
Higher timeframe confirmation – Check the trend on a higher timeframe before entering
Avoid low volatility – Best results during active trading sessions
Volume confirmation – Look for above-average volume on entry signals
Exit Tips:
Let winners run – Consider using trailing stops instead of fixed take profits
Cut losers quickly – Respect your stop loss levels
Watch for divergences – If price makes new highs/lows but MACD doesn't, consider exiting
Exit on SuperTrend flip – Strong signal that trend is changing
Optimization Tips:
Backtest thoroughly – Test on at least 6 months of data for your specific market
Adjust for volatility – Lower ATR multiplier in volatile markets, higher in stable markets
Match your timeframe – Shorter timeframes need faster MACD settings
Consider session times – Some markets perform better during specific sessions
Best Practices
DO:
Use on trending markets for best results
Combine with higher timeframe analysis
Test on demo account before going live
Adjust parameters for each market/timeframe
Use proper position sizing (1-2% risk per trade)
DON'T:
Trade during major news events without experience
Use on choppy, range-bound markets
Ignore the SuperTrend background color
Overtrade – quality over quantity
Risk more than you can afford to lose
Performance Notes
The strategy performs best when:
Markets are trending (avoid ranging markets)
Volatility is moderate to high
Volume is above average
Multiple timeframes align
The strategy may underperform when:
Markets are choppy or sideways
During major news events (whipsaw risk)
In extremely low volatility conditions
Against strong macro trends
Credits
Original MACD Indicator: ChrisMoody - "CM_MacD_Ult_MTF" (April 10, 2014)
Special thanks to ChrisMoody for creating one of the most comprehensive and visually intuitive MACD indicators on TradingView. His 4-color histogram and multi-timeframe features are preserved in this strategy.
Strategy Conversion & Enhancement: PickMyTrade Team
Added SuperTrend filter, automated trading logic, and risk management system.
About PickMyTrade
Strategy Automation:
Love this strategy? Automate it with real-time execution!
For Stock, Crypto, Futures & Options Trading:
Visit pickmytrade.io
Supported Brokers: Rithmic, TradeStation, TradeLocker, Interactive Brokers, ProjectX
For Tradovate Futures Trading:
Visit pickmytrade.trade
Transform your TradingView strategies into fully automated trading systems with:
Real-time order execution
Alert-based automation
Multiple broker connectivity
Risk management controls
Portfolio management
24/7 trading (crypto/forex)
Disclaimer
This strategy is for educational and informational purposes only.
Important Risk Disclosure:
Past performance does NOT guarantee future results
Trading involves substantial risk of loss
Never risk more than you can afford to lose
Always test strategies on paper/demo accounts first
This is not financial advice – consult a professional advisor
Results will vary based on market conditions and individual execution
Slippage, commissions, and spread costs will affect real-world performance
Recommended:
Start with small position sizes
Use proper risk management (stop losses)
Backtest thoroughly on your specific market
Paper trade for at least 30 days before live trading
Keep a trading journal to track performance
CSS_LFU_v0.1Overview:
A multi-factor, market-adaptive swing strategy designed for intraday and short-term crypto trading. It synthesizes momentum, volatility, and trend signals into a unified composite score over a configurable lookback window. The strategy leverages a modular, signal-weighted approach to ensure robust entry timing while remaining compatible with human-in-the-loop validation and algorithmic execution.
Core Modules:
AJFFRSI (RSX-based Momentum): Measures smoothed price momentum with noise-reduction filters to detect crossovers relative to the QQE trailing stop.
QQE (Quantitative Qualitative Easing RSI): A modified RSI with a dynamic trailing stop that adapts to short-term volatility, identifying exhaustion and potential reversal points.
Keltner Channel Zones: Determines overextension relative to trend, providing buy/sell zones based on ATR-banded EMA.
WaveTrend Oscillator: Confirms short-term swings and market direction through smoothed oscillator cross signals.
Rolling Composite Score: Aggregates module signals over a unified lookback (e.g., 144 bars) to normalize noise and capture consistent trends.
Signal Logic:
Each module outputs a discrete score (+1 / 0 / -1).
The rolling composite score sums all module scores over the lookback period.
Long positions trigger when the rolling score meets or exceeds the long threshold.
Short positions trigger when the rolling score meets or falls below the short threshold.
Multi-dimensional signal aggregation reduces false positives from single indicators.
Rolling lookback ensures score normalization across different volatility regimes.
Highly modular: easy to adapt modules or weights to different instruments or timeframes.
Fully compatible with automated execution pipelines, including custom exchange screener bots.
Use Case:
Ideal for quant-driven altcoin or multi-asset strategies where high-frequency validation is critical and sequential module weighting enhances trend flip detection.
The Strat Lite [rdjxyz]◆ OVERVIEW
The Strat Lite is a stripped down version of the Strat Assistant indicator by rickyzcarroll—focusing on visual simplicity and script performance. If you're new to The Strat, you may prefer the Strat Assistant as a learning aid.
◇ FEATURES REMOVED FROM THE ORIGINAL SCRIPT
Candle Numbering & Up/Down Arrows
Previous Week High & Low Lines
Previous Day High & Low Lines
Action Wick Percentage
Actionable Signals Plot
Strat Combo Plots
Extensive Alerts
◇ FEATURES KEPT FROM THE ORIGINAL SCRIPT
Full Timeframe Continuity
Candle Coloring
◇ FEATURES ADDED TO THE ORIGINAL SCRIPT
Failed 2 Down Classification
Failed 2 Up Classification
◆ DETAILS
The Strat is a trading methodology developed by Rob Smith that offers an objective approach to trading by focusing on the 3 universal scenarios regarding candle behavior:
SCENARIO ONE
The 1 Bar - Inside Bar: A candle that doesn't take out the highs or the lows of the previous candle; aka consolidation.
These are shown as gray candles by default.
SCENARIO TWO
The 2 Bar - Directional Bar: A candle that takes out one side of the previous candle; aka trending (or at least attempting to trend).
SCENARIO THREE
The 3 Bar - Outside Bar: A candle that takes out both sides of the previous candle; aka broadening formation.
In addition to Rob's 3 universal scenarios, this indicator identifies two variations of 2 bars:
Failed 2 up: A candle that takes out the high of the previous candle but closes bearish.
Failed 2 down: A candle that takes out the low of the previous candle but closes bullish.
◆ SETTINGS
◇ INPUTS
FTC (FULL TIMEFRAME CONTINUITY)
Show/hide FTC plots
Offset FTC plots from current bar
◇ STYLE
STRAT COLORS
Color 0 (Failed 2 Up) - Default is fuchsia
Color 1 (Failed 2 Down) - Default is teal
Color 2 (Inside 1) - Default is gray
Color 3 (Outside 3) - Default is dark purple
Color 4 (2 up) - Default is aqua
Color 5 (2 down) - Default is white
◆ USAGE
It's recommended to use The Strat Lite with a top down analysis so you can find lower timeframe positions with higher timeframe context.
◇ TOP DOWN ANALYSIS
MONTHLY LEVELS
Starting on a monthly chart, the previous month's high and low are manually plotted.
WEEKLY LEVELS
Dropping down to a weekly chart, the previous week's high and low are manually plotted.
DAILY LEVELS
Dropping down to a daily chart, the previous day's high and low are manually plotted.
12H LEVELS
Dropping down to a 12h chart, the previous 12h's high and low are manually plotted.
ANALYSIS
The monthly low was broken, creating a lower low (aka a broadening formation), signalling potential exhaustion risk, which can be a catalyst for reversals. The daily candle that tested the monthly low closed as a Failed 2 Down—potentially an early sign of a reversal. With these 2 confluences, it's reasonable to expect the next daily candle to be a 2 Up. Now it's time to look for a lower timeframe entry.
◇ LOWER TIMEFRAME POSITION
HOURLY PRICE ACTION
Dropping down to an hourly chart, we're anticipating a 2 Up on the daily timeframe, so we're looking for a bullish pattern to enter a position long. I personally like the 6:00 AM UTC-5 hourly candle, as it's the midpoint of the day (for futures).
In this specific example, we see the opening gap was filled and there's a potential 2-1-2 bullish reversal set up.
At this point, price can either do one of 5 things:
Form another 1 (inside) candle
Form a 2 up (directional) candle
Form a 2 down (directional) candle
Form a 2 up, fail, and potentially flip to form a bearish 3 (outside) candle
Form a 2 down, fail, and potentially flip to form a bullish 3 (outside) candle
Knowing the finite potential outcomes helps us set up our positions, manage them accordingly, and flip bias if needed.
POSITION SETUP
Here we can set up a position long AND short. To go long, we set a buy stop at the 1h high and stop loss just below the 50% level of the inside candle; to go short, we set a sell stop at 1h low and stop loss just above the 50% level of the inside candle.
If the short gets triggered first, we can wait for price to move in our favor before cancelling the buy order. If the short becomes a failed 2 down, potentially reversing to become a bullish 3, we can either wait for the stop loss to trigger and for the long position to trigger OR we can move the buy stop to our short stop loss and move the long stop loss to the low of the 1h candle.
POSITION REFINEMENT
For an even tighter risk-to-reward, we can drop to a lower timeframe and look for setups that would be an early trigger of the 1h entry. Just know, the lower you go the more noise there is—increasing risk of getting stopped out before the 1h trigger.
Above are 30m refined entries.
In this example, the long buy stop was triggered. It closed bullish, so the sell stop order can be cancelled.
◇ TARGETS & POSITION MANAGEMENT
TARGETS
These depend on whether you intend to scalp, day trade, or swing trade, but targets are typically the highs of previous candles (when bullish) and lows of previous candles (when bearish). It's advised to be cautious of swing pivots as there's a risk of exhaustion and reversal at these levels.
In this example, the nearest target was the previous 12h high and the next target was the previous day high; if you're a swing trader, you could target previous week's high and previous month's high.
POSITION MANAGEMENT
This largely depends on your risk tolerance, but it's common to either:
Move stop loss slightly into profit
Trail stop loss behind higher highs (bullish) or lower lows (bearish)
Scale out of positions at potential pivot points, leaving a runner
Scale into positions on pullbacks on the way to target
◆ WRAP UP
As demonstrated, The Strat Lite offers a stripped down version of the Strat Assistant—making it visually simple for more experienced Strat traders. By following a top-down approach with The Strat methodology, you can find high probability setups and manage risk with relative ease.
◆ DISCLAIMER
This indicator is a tool for visual analysis and is intended to assist traders who follow The Strat methodology. As with any trading methodology, there's no guarantee of profits; trading involves a high degree of risk and you could lose all of your invested capital. The example shown is of past performance and is not indicative of future results and does not constitute and should not be construed as investment advice. All trading decisions and investments made by you are at your own discretion and risk. Under no circumstances shall the author be liable for any direct, indirect, or incidental damages. You should only risk capital you can afford to lose.
Scout Regiment - KSI# Scout Regiment - KSI Indicator
## English Documentation
### Overview
Scout Regiment - KSI (Key Stochastic Indicators) is a comprehensive momentum oscillator that combines three powerful technical indicators - RSI, CCI, and Williams %R - into a single, unified display. This multi-indicator approach provides traders with diverse perspectives on market momentum, overbought/oversold conditions, and potential reversal points through advanced divergence detection.
### What is KSI?
KSI stands for "Key Stochastic Indicators" - a composite momentum indicator that:
- Displays multiple oscillators normalized to a 0-100 scale
- Uses standardized bands (20/50/80) for consistent interpretation
- Combines RSI for trend, CCI for cycle, and Williams %R for reversal detection
- Provides enhanced divergence detection specifically for RSI
### Key Features
#### 1. **Triple Oscillator System**
**① RSI (Relative Strength Index)** - Primary Indicator
- **Purpose**: Measures momentum and identifies overbought/oversold conditions
- **Default Length**: 22 periods
- **Display**: Blue line (2px)
- **Key Levels**:
- Above 50: Bullish momentum
- Below 50: Bearish momentum
- Above 80: Overbought
- Below 20: Oversold
- **Special Features**:
- Background color indication (green/red)
- Crossover labels at 50 level
- Full divergence detection (4 types)
**② CCI (Commodity Channel Index)** - Dual Period
- **Purpose**: Identifies cyclical trends and extreme conditions
- **Dual Display**:
- CCI(33): Short-term cycle - Green line (1px)
- CCI(77): Medium-term cycle - Orange line (1px)
- **Default Source**: HLC3 (typical price)
- **Normalized Scale**: Mapped from ±100 to 0-100 for consistency
- **Interpretation**:
- Above 80: Strong upward momentum
- Below 20: Strong downward momentum
- 50 level: Neutral
- Divergence between periods: Trend change warning
**③ Williams %R** - Optional
- **Purpose**: Identifies overbought/oversold extremes
- **Default Length**: 28 periods
- **Display**: Magenta line (2px)
- **Scale**: Inverted and normalized to 0-100
- **Best For**: Short-term reversal signals
- **Default**: Disabled (enable when needed for extra confirmation)
#### 2. **Standardized Band System**
**Three-Level Structure:**
- **Upper Band (80)**: Overbought zone
- Strong momentum area
- Watch for reversal signals
- Divergences here are most reliable
- **Middle Line (50)**: Equilibrium
- Separates bullish/bearish zones
- Crossovers indicate momentum shifts
- Key decision level
- **Lower Band (20)**: Oversold zone
- Weak momentum area
- Look for bounce signals
- Divergences here signal potential reversals
**Band Fill**: Dark background between 20-80 for visual clarity
#### 3. **RSI Visual Enhancements**
**Background Color Indication**
- Green background: RSI above 50 (bullish bias)
- Red background: RSI below 50 (bearish bias)
- Optional display for cleaner charts
- Helps identify overall momentum direction
**Crossover Labels**
- "突破" (Breakout): RSI crosses above 50
- "跌破" (Breakdown): RSI crosses below 50
- Marks momentum shift points
- Can be toggled on/off
#### 4. **Advanced RSI Divergence Detection**
The indicator includes comprehensive divergence detection for RSI only (most reliable oscillator):
**Regular Bullish Divergence (Yellow)**
- **Price**: Lower lows
- **RSI**: Higher lows
- **Signal**: Potential upward reversal
- **Label**: "涨" (Up)
- **Most Common**: Near oversold levels (below 30)
**Regular Bearish Divergence (Blue)**
- **Price**: Higher highs
- **RSI**: Lower highs
- **Signal**: Potential downward reversal
- **Label**: "跌" (Down)
- **Most Common**: Near overbought levels (above 70)
**Hidden Bullish Divergence (Light Yellow)**
- **Price**: Higher lows
- **RSI**: Lower lows
- **Signal**: Uptrend continuation
- **Label**: "隐涨" (Hidden Up)
- **Use**: Add to existing longs
**Hidden Bearish Divergence (Light Blue)**
- **Price**: Lower highs
- **RSI**: Higher highs
- **Signal**: Downtrend continuation
- **Label**: "隐跌" (Hidden Down)
- **Use**: Add to existing shorts
**Divergence Parameters** (Fully Customizable):
- **Right Lookback**: Bars to right of pivot (default: 5)
- **Left Lookback**: Bars to left of pivot (default: 5)
- **Max Range**: Maximum bars between pivots (default: 60)
- **Min Range**: Minimum bars between pivots (default: 5)
### Configuration Settings
#### KSI Display Settings
- **Show RSI**: Toggle RSI indicator
- **Show CCI**: Toggle both CCI lines
- **Show Williams %R**: Toggle Williams %R (optional)
#### RSI Settings
- **RSI Length**: Period for calculation (default: 22)
- **Data Source**: Price source (default: close)
- **Show Background**: Toggle green/red background
- **Show Cross Labels**: Toggle 50-level crossover labels
#### RSI Divergence Settings
- **Right Lookback**: Pivot detection right side
- **Left Lookback**: Pivot detection left side
- **Max Range**: Maximum lookback distance
- **Min Range**: Minimum lookback distance
- **Show Regular Divergence**: Enable regular divergence lines
- **Show Regular Labels**: Enable regular divergence labels
- **Show Hidden Divergence**: Enable hidden divergence lines
- **Show Hidden Labels**: Enable hidden divergence labels
#### CCI Settings
- **CCI Length**: Short-term period (default: 33)
- **CCI Mid Length**: Medium-term period (default: 77)
- **Data Source**: Price calculation (default: HLC3)
- **Show CCI(33)**: Toggle short-term CCI
- **Show CCI(77)**: Toggle medium-term CCI
#### Williams %R Settings
- **Length**: Calculation period (default: 28)
- **Data Source**: Price source (default: close)
### How to Use
#### For Basic Momentum Trading
1. **Enable RSI Only** (primary indicator)
- Focus on 50-level crossovers
- Enable crossover labels for signals
2. **Identify Momentum Direction**
- RSI > 50 = Bullish momentum
- RSI < 50 = Bearish momentum
- Background color confirms direction
3. **Look for Extremes**
- RSI > 80 = Overbought (consider selling)
- RSI < 20 = Oversold (consider buying)
4. **Trade Setup**
- Enter long when RSI crosses above 50 from oversold
- Enter short when RSI crosses below 50 from overbought
#### For Divergence Trading
1. **Enable RSI with Divergence Detection**
- Turn on regular divergence
- Optionally add hidden divergence
2. **Wait for Divergence Signal**
- Yellow label = Bullish divergence
- Blue label = Bearish divergence
3. **Confirm with Price Structure**
- Wait for support/resistance break
- Look for candlestick patterns
- Check volume confirmation
4. **Enter Position**
- Enter after confirmation
- Stop beyond divergence pivot
- Target next key level
#### For Multi-Oscillator Confirmation
1. **Enable All Three Indicators**
- RSI (momentum)
- CCI dual (cycle analysis)
- Williams %R (extremes)
2. **Look for Alignment**
- All above 50 = Strong bullish
- All below 50 = Strong bearish
- Mixed signals = Consolidation
3. **Identify Extremes**
- All indicators > 80 = Extreme overbought
- All indicators < 20 = Extreme oversold
4. **Trade Reversals**
- Enter counter-trend when all aligned at extremes
- Confirm with divergence if available
- Use tight stops
#### For CCI Dual-Period Analysis
1. **Enable Both CCI Lines**
- CCI(33) = Short-term
- CCI(77) = Medium-term
2. **Watch for Crossovers**
- Green crosses above orange = Bullish acceleration
- Green crosses below orange = Bearish acceleration
3. **Analyze Divergence Between Periods**
- Short-term rising, medium falling = Potential reversal
- Both rising together = Strong trend
4. **Trade Accordingly**
- Follow crossover direction
- Exit when lines converge
### Trading Strategies
#### Strategy 1: RSI 50-Level Crossover
**Setup:**
- Enable RSI with background and labels
- Wait for clear trend
- Look for retracement to 50 level
**Entry:**
- Long: "突破" label appears after pullback
- Short: "跌破" label appears after bounce
**Stop Loss:**
- Long: Below recent swing low
- Short: Above recent swing high
**Exit:**
- Opposite crossover label
- Or predetermined target (2:1 risk-reward)
**Best For:** Trend following, clear markets
#### Strategy 2: RSI Divergence Reversal
**Setup:**
- Enable RSI with regular divergence
- Wait for extreme levels (>70 or <30)
- Look for divergence signal
**Entry:**
- Long: Yellow "涨" label at oversold level
- Short: Blue "跌" label at overbought level
**Confirmation:**
- Wait for price to break structure
- Check for volume increase
- Look for candlestick reversal pattern
**Stop Loss:**
- Beyond divergence pivot point
**Exit:**
- Take partial profit at 50 level
- Exit remainder at opposite extreme or divergence
**Best For:** Swing trading, range-bound markets
#### Strategy 3: Triple Oscillator Confluence
**Setup:**
- Enable all three indicators
- Wait for all to reach extreme (>80 or <20)
- Look for alignment
**Entry:**
- Long: All three below 20, first one crosses above 20
- Short: All three above 80, first one crosses below 80
**Confirmation:**
- All indicators must align
- Price at support/resistance
- Volume spike helps
**Stop Loss:**
- Fixed percentage or ATR-based
**Exit:**
- When any indicator crosses 50 level
- Or at predetermined target
**Best For:** High-probability reversals, volatile markets
#### Strategy 4: CCI Dual-Period System
**Setup:**
- Enable both CCI lines only
- Disable RSI and Williams %R for clarity
- Watch for crossovers
**Entry:**
- Long: CCI(33) crosses above CCI(77) below 50 line
- Short: CCI(33) crosses below CCI(77) above 50 line
**Confirmation:**
- Both should be moving in entry direction
- Price breaking key level helps
**Stop Loss:**
- When CCIs cross back in opposite direction
**Exit:**
- Both CCIs enter opposite extreme zone
- Or trailing stop
**Best For:** Catching trend continuations, momentum trading
#### Strategy 5: Hidden Divergence Continuation
**Setup:**
- Enable RSI with hidden divergence
- Confirm existing trend
- Wait for pullback
**Entry:**
- Uptrend: "隐涨" label during pullback
- Downtrend: "隐跌" label during bounce
**Confirmation:**
- Price holds key moving average
- Trend structure intact
**Stop Loss:**
- Beyond pullback extreme
**Exit:**
- Regular divergence appears (reversal warning)
- Or trend structure breaks
**Best For:** Adding to positions, trend trading
### Best Practices
#### Choosing Which Indicators to Display
**For Beginners:**
- Use RSI only
- Enable background color and labels
- Focus on 50-level crossovers
- Simple and effective
**For Intermediate Traders:**
- RSI + Regular Divergence
- Add CCI for confirmation
- Use dual perspectives
- Better accuracy
**For Advanced Traders:**
- All three indicators
- Full divergence detection
- Multi-timeframe analysis
- Maximum information
#### Oscillator Priority
**Primary**: RSI (22)
- Most reliable
- Best divergence detection
- Good for all timeframes
- Use this as your main decision maker
**Secondary**: CCI (33/77)
- Adds cycle analysis
- Great for confirmation
- Dual-period crossovers valuable
- Use to confirm RSI signals
**Tertiary**: Williams %R (28)
- Extreme readings useful
- More volatile
- Best for short-term
- Use sparingly for extra confirmation
#### Timeframe Considerations
**Lower Timeframes (1m-15m):**
- More signals, less reliable
- Use tight divergence parameters
- Focus on RSI crossovers
- Quick entries and exits
**Medium Timeframes (30m-4H):**
- Balanced signal frequency
- Default settings work well
- Best for divergence trading
- Swing trading optimal
**Higher Timeframes (Daily+):**
- Fewer but stronger signals
- Widen divergence ranges
- All indicators more reliable
- Position trading best
#### Divergence Trading Tips
1. **Wait for Confirmation**
- Divergence alone isn't enough
- Need price structure break
- Volume helps validate
2. **Best at Extremes**
- Divergences near 80/20 levels most reliable
- Mid-level divergences often fail
- Combine with support/resistance
3. **Multiple Divergences**
- Second divergence stronger than first
- Third divergence extremely powerful
- Watch for "triple divergence"
4. **Timeframe Alignment**
- Check higher timeframe for direction
- Trade divergences in direction of larger trend
- Counter-trend divergences riskier
### Indicator Combinations
**With Moving Averages:**
- Use EMAs (21/55/144) for trend
- KSI for entry timing
- Enter when both align
**With Volume:**
- Volume confirms breakouts
- Divergence + volume divergence = Stronger
- Low volume at extremes = Reversal likely
**With Support/Resistance:**
- Price levels for targets
- KSI for entry timing
- Divergences at levels = Highest probability
**With Bias Indicator:**
- Bias shows price deviation
- KSI shows momentum
- Both diverging = Strong reversal signal
**With OBV Indicator:**
- OBV shows volume trend
- KSI shows price momentum
- Volume/momentum divergence powerful
### Common Patterns
1. **Bullish Reversal**: All oscillators oversold + RSI bullish divergence
2. **Bearish Reversal**: All oscillators overbought + RSI bearish divergence
3. **Trend Acceleration**: RSI > 50, both CCIs rising, Williams %R not extreme
4. **Weakening Trend**: RSI declining while price rising (pre-divergence warning)
5. **Strong Trend**: All oscillators stay above/below 50 for extended period
6. **Consolidation**: Oscillators crossing 50 frequently without extremes
7. **Exhaustion**: Multiple oscillators at extreme + hidden divergence failure
### Performance Tips
- Start simple: RSI only
- Add indicators gradually as you learn
- Disable unused features for cleaner charts
- Use labels strategically (not always on)
- Test different RSI lengths for your market
- Adjust divergence parameters based on volatility
### Alert Conditions
The indicator includes alerts for:
- RSI crossing above 50
- RSI crossing below 50
- RSI regular bullish divergence
- RSI regular bearish divergence
- RSI hidden bullish divergence
- RSI hidden bearish divergence
---
## 中文说明文档
### 概述
Scout Regiment - KSI(关键随机指标)是一个综合性动量振荡器,将三个强大的技术指标 - RSI、CCI和威廉指标 - 组合到一个统一的显示中。这种多指标方法为交易者提供了市场动量、超买超卖状况和通过高级背离检测发现潜在反转点的多元视角。
### 什么是KSI?
KSI代表"关键随机指标" - 一个综合动量指标:
- 显示多个振荡器,标准化到0-100刻度
- 使用标准化波段(20/50/80)便于一致解读
- 结合RSI用于趋势、CCI用于周期、威廉指标用于反转检测
- 专门为RSI提供增强的背离检测
### 核心功能
#### 1. **三重振荡器系统**
**① RSI(相对强弱指数)** - 主要指标
- **用途**:测量动量并识别超买超卖状况
- **默认长度**:22周期
- **显示**:蓝色线(2像素)
- **关键水平**:
- 50以上:看涨动量
- 50以下:看跌动量
- 80以上:超买
- 20以下:超卖
- **特殊功能**:
- 背景颜色指示(绿色/红色)
- 50水平穿越标签
- 完整背离检测(4种类型)
**② CCI(顺势指标)** - 双周期
- **用途**:识别周期性趋势和极端状况
- **双重显示**:
- CCI(33):短期周期 - 绿色线(1像素)
- CCI(77):中期周期 - 橙色线(1像素)
- **默认数据源**:HLC3(典型价格)
- **标准化刻度**:从±100映射到0-100以保持一致性
- **解读**:
- 80以上:强劲上升动量
- 20以下:强劲下降动量
- 50水平:中性
- 周期间背离:趋势变化警告
**③ 威廉指标 %R** - 可选
- **用途**:识别超买超卖极值
- **默认长度**:28周期
- **显示**:洋红色线(2像素)
- **刻度**:反转并标准化到0-100
- **最适合**:短期反转信号
- **默认**:禁用(需要额外确认时启用)
#### 2. **标准化波段系统**
**三层结构:**
- **上轨(80)**:超买区域
- 强动量区域
- 注意反转信号
- 此处的背离最可靠
- **中线(50)**:均衡线
- 分隔看涨/看跌区域
- 穿越表示动量转变
- 关键决策水平
- **下轨(20)**:超卖区域
- 弱动量区域
- 寻找反弹信号
- 此处的背离预示潜在反转
**波段填充**:20-80之间的深色背景,增强视觉清晰度
#### 3. **RSI视觉增强**
**背景颜色指示**
- 绿色背景:RSI在50以上(看涨偏向)
- 红色背景:RSI在50以下(看跌偏向)
- 可选显示,图表更清爽
- 帮助识别整体动量方向
**穿越标签**
- "突破":RSI向上穿越50
- "跌破":RSI向下穿越50
- 标记动量转变点
- 可开关
#### 4. **高级RSI背离检测**
指标仅为RSI(最可靠的振荡器)提供全面背离检测:
**常规看涨背离(黄色)**
- **价格**:更低的低点
- **RSI**:更高的低点
- **信号**:潜在向上反转
- **标签**:"涨"
- **最常见**:在超卖水平附近(30以下)
**常规看跌背离(蓝色)**
- **价格**:更高的高点
- **RSI**:更低的高点
- **信号**:潜在向下反转
- **标签**:"跌"
- **最常见**:在超买水平附近(70以上)
**隐藏看涨背离(浅黄色)**
- **价格**:更高的低点
- **RSI**:更低的低点
- **信号**:上升趋势延续
- **标签**:"隐涨"
- **用途**:加仓现有多头
**隐藏看跌背离(浅蓝色)**
- **价格**:更低的高点
- **RSI**:更高的高点
- **信号**:下降趋势延续
- **标签**:"隐跌"
- **用途**:加仓现有空头
**背离参数**(完全可自定义):
- **右侧回溯**:枢轴点右侧K线数(默认:5)
- **左侧回溯**:枢轴点左侧K线数(默认:5)
- **最大范围**:枢轴点之间最大K线数(默认:60)
- **最小范围**:枢轴点之间最小K线数(默认:5)
### 配置设置
#### KSI显示设置
- **显示RSI**:切换RSI指标
- **显示CCI**:切换两条CCI线
- **显示威廉指标 %R**:切换威廉指标(可选)
#### RSI设置
- **RSI长度**:计算周期(默认:22)
- **数据源**:价格源(默认:收盘价)
- **显示背景**:切换绿色/红色背景
- **显示穿越标签**:切换50水平穿越标签
#### RSI背离设置
- **右侧回溯**:枢轴检测右侧
- **左侧回溯**:枢轴检测左侧
- **回溯范围最大值**:最大回溯距离
- **回溯范围最小值**:最小回溯距离
- **显示常规背离**:启用常规背离线
- **显示常规背离标签**:启用常规背离标签
- **显示隐藏背离**:启用隐藏背离线
- **显示隐藏背离标签**:启用隐藏背离标签
#### CCI设置
- **CCI长度**:短期周期(默认:33)
- **CCI中期长度**:中期周期(默认:77)
- **数据源**:价格计算(默认:HLC3)
- **显示CCI(33)**:切换短期CCI
- **显示CCI(77)**:切换中期CCI
#### 威廉指标 %R 设置
- **长度**:计算周期(默认:28)
- **数据源**:价格源(默认:收盘价)
### 使用方法
#### 基础动量交易
1. **仅启用RSI**(主要指标)
- 关注50水平穿越
- 启用穿越标签获取信号
2. **识别动量方向**
- RSI > 50 = 看涨动量
- RSI < 50 = 看跌动量
- 背景颜色确认方向
3. **寻找极值**
- RSI > 80 = 超买(考虑卖出)
- RSI < 20 = 超卖(考虑买入)
4. **交易设置**
- RSI从超卖区向上穿越50时做多
- RSI从超买区向下穿越50时做空
#### 背离交易
1. **启用RSI和背离检测**
- 打开常规背离
- 可选添加隐藏背离
2. **等待背离信号**
- 黄色标签 = 看涨背离
- 蓝色标签 = 看跌背离
3. **用价格结构确认**
- 等待支撑/阻力突破
- 寻找K线形态
- 检查成交量确认
4. **进入仓位**
- 确认后进入
- 止损设在背离枢轴点之外
- 目标下一个关键水平
#### 多振荡器确认
1. **启用全部三个指标**
- RSI(动量)
- CCI双周期(周期分析)
- 威廉指标 %R(极值)
2. **寻找一致性**
- 全部在50以上 = 强劲看涨
- 全部在50以下 = 强劲看跌
- 信号混合 = 盘整
3. **识别极值**
- 所有指标 > 80 = 极度超买
- 所有指标 < 20 = 极度超卖
4. **交易反转**
- 所有指标在极值一致时逆势进入
- 可能的话用背离确认
- 使用紧密止损
#### CCI双周期分析
1. **启用两条CCI线**
- CCI(33) = 短期
- CCI(77) = 中期
2. **观察穿越**
- 绿色线穿越橙色线向上 = 看涨加速
- 绿色线穿越橙色线向下 = 看跌加速
3. **分析周期间背离**
- 短期上升,中期下降 = 潜在反转
- 两者同时上升 = 强趋势
4. **相应交易**
- 跟随穿越方向
- 线条汇合时退出
### 交易策略
#### 策略1:RSI 50水平穿越
**设置:**
- 启用RSI及背景和标签
- 等待明确趋势
- 寻找回调至50水平
**入场:**
- 多头:回调后出现"突破"标签
- 空头:反弹后出现"跌破"标签
**止损:**
- 多头:近期波动低点之下
- 空头:近期波动高点之上
**离场:**
- 出现相反穿越标签
- 或预定目标(2:1风险收益比)
**适合:**趋势跟随、明确市场
#### 策略2:RSI背离反转
**设置:**
- 启用RSI和常规背离
- 等待极端水平(>70或<30)
- 寻找背离信号
**入场:**
- 多头:超卖水平出现黄色"涨"标签
- 空头:超买水平出现蓝色"跌"标签
**确认:**
- 等待价格突破结构
- 检查成交量增加
- 寻找K线反转形态
**止损:**
- 背离枢轴点之外
**离场:**
- 在50水平部分获利
- 其余在相反极值或背离处离场
**适合:**波段交易、震荡市场
#### 策略3:三重振荡器汇合
**设置:**
- 启用全部三个指标
- 等待全部达到极值(>80或<20)
- 寻找一致性
**入场:**
- 多头:三个全部低于20,第一个向上穿越20
- 空头:三个全部高于80,第一个向下穿越80
**确认:**
- 所有指标必须一致
- 价格在支撑/阻力位
- 成交量激增有帮助
**止损:**
- 固定百分比或基于ATR
**离场:**
- 任一指标穿越50水平时
- 或在预定目标
**适合:**高概率反转、波动市场
#### 策略4:CCI双周期系统
**设置:**
- 仅启用两条CCI线
- 禁用RSI和威廉指标以保持清晰
- 观察穿越
**入场:**
- 多头:CCI(33)在50线下方向上穿越CCI(77)
- 空头:CCI(33)在50线上方向下穿越CCI(77)
**确认:**
- 两者都应朝入场方向移动
- 价格突破关键水平有帮助
**止损:**
- CCI反向穿越时
**离场:**
- 两条CCI进入相反极值区域
- 或移动止损
**适合:**捕捉趋势延续、动量交易
#### 策略5:隐藏背离延续
**设置:**
- 启用RSI和隐藏背离
- 确认现有趋势
- 等待回调
**入场:**
- 上升趋势:回调期间出现"隐涨"标签
- 下降趋势:反弹期间出现"隐跌"标签
**确认:**
- 价格守住关键移动平均线
- 趋势结构完整
**止损:**
- 回调极值之外
**离场:**
- 出现常规背离(反转警告)
- 或趋势结构破坏
**适合:**加仓、趋势交易
### 最佳实践
#### 选择显示哪些指标
**新手:**
- 仅使用RSI
- 启用背景颜色和标签
- 关注50水平穿越
- 简单有效
**中级交易者:**
- RSI + 常规背离
- 添加CCI确认
- 使用双重视角
- 更高准确度
**高级交易者:**
- 全部三个指标
- 完整背离检测
- 多时间框架分析
- 信息最大化
#### 振荡器优先级
**主要**:RSI (22)
- 最可靠
- 最佳背离检测
- 适用所有时间框架
- 用作主要决策依据
**次要**:CCI (33/77)
- 添加周期分析
- 确认效果好
- 双周期穿越有价值
- 用于确认RSI信号
**第三**:威廉指标 %R (28)
- 极值读数有用
- 更波动
- 最适合短期
- 谨慎使用以获额外确认
#### 时间框架考虑
**低时间框架(1分钟-15分钟):**
- 更多信号,可靠性较低
- 使用紧密背离参数
- 关注RSI穿越
- 快速进出
**中等时间框架(30分钟-4小时):**
- 信号频率平衡
- 默认设置效果好
- 最适合背离交易
- 波段交易最优
**高时间框架(日线+):**
- 信号较少但更强
- 扩大背离范围
- 所有指标更可靠
- 最适合仓位交易
#### 背离交易技巧
1. **等待确认**
- 仅背离不够
- 需要价格结构突破
- 成交量帮助验证
2. **极值处最佳**
- 80/20水平附近的背离最可靠
- 中间水平背离常失败
- 结合支撑/阻力
3. **多重背离**
- 第二次背离强于第一次
- 第三次背离极其强大
- 注意"三重背离"
4. **时间框架对齐**
- 检查更高时间框架方向
- 顺大趋势方向交易背离
- 逆势背离风险更大
### 指标组合
**与移动平均线配合:**
- 使用EMA(21/55/144)确定趋势
- KSI用于入场时机
- 两者一致时进入
**与成交量配合:**
- 成交量确认突破
- 背离 + 成交量背离 = 更强
- 极值处低成交量 = 可能反转
**与支撑/阻力配合:**
- 价格水平作为目标
- KSI用于入场时机
- 水平处的背离 = 最高概率
**与Bias指标配合:**
- Bias显示价格偏离
- KSI显示动量
- 两者都背离 = 强反转信号
**与OBV指标配合:**
- OBV显示成交量趋势
- KSI显示价格动量
- 成交量/动量背离强大
### 常见形态
1. **看涨反转**:所有振荡器超卖 + RSI看涨背离
2. **看跌反转**:所有振荡器超买 + RSI看跌背离
3. **趋势加速**:RSI > 50,两条CCI上升,威廉指标不极端
4. **趋势减弱**:价格上升时RSI下降(背离前警告)
5. **强趋势**:所有振荡器长时间保持在50上方/下方
6. **盘整**:振荡器频繁穿越50无极值
7. **衰竭**:多个振荡器在极值 + 隐藏背离失败
### 性能提示
- 从简单开始:仅RSI
- 学习时逐渐添加指标
- 禁用未使用功能以保持图表清晰
- 策略性使用标签(不总是开启)
- 为您的市场测试不同RSI长度
- 根据波动性调整背离参数
### 警报条件
指标包含以下警报:
- RSI向上穿越50
- RSI向下穿越50
- RSI常规看涨背离
- RSI常规看跌背离
- RSI隐藏看涨背离
- RSI隐藏看跌背离
---
## Technical Support
For questions or issues, please refer to the TradingView community or contact the indicator creator.
## 技术支持
如有问题,请参考TradingView社区或联系指标创建者。






















