Breakout Liquidity Strategy//@version=5
indicator("Breakout Liquidity Strategy", overlay=true)
// ===== Inputs =====
lenVol = input.int(20, "Volume MA")
lenMFI = input.int(14, "MFI Length")
// ===== Indicators =====
volMA = ta.sma(volume, lenVol)
mfi = ta.mfi(hlc3, lenMFI)
vwap = ta.vwap(close)
// ===== Conditions =====
liquidityIn = mfi > 50 and volume > volMA
priceBreak = close > ta.highest(high, 20)
aboveVWAP = close > vwap
breakout = liquidityIn and priceBreak and aboveVWAP
// ===== Plot =====
plotshape(breakout, title="BREAKOUT", style=shape.labelup,
location=location.belowbar, color=color.new(color.green, 0), text="🚀")
plot(vwap, color=color.orange, linewidth=2, title="VWAP")
Recherche dans les scripts pour "breakout"
Breakout Range Signal with Quality Analysis [Dova Lazarus]📌 Breakout Range Signal with Quality Analysis
🎓 Training-focused indicator for breakout logic, SL & TP behavior and signal quality assessment
🔷 PURPOSE
This tool identifies breakout candles from a calculated channel range and visually simulates entries, stop losses, and take profits, providing live and historical performance metrics.
⚙️ MAIN SETTINGS
1️⃣ Channel Setup
channel_length = 10 → how many candles are averaged to form channel boundaries
channel_multiplier = 0.0 → adds expansion above/below the base channel
channel_smoothing_type = SMA → smoothing method for high/low averaging
📊 The channel consists of two moving averages: one from highs, the other from lows. When expanded (via multiplier), it creates a buffer range for breakout validation.
2️⃣ Signal Detection
Body > Channel % = 50 → a breakout candle's body must exceed 150% of the channel width
Signal Mode:
• Weak → every valid breakout candle is highlighted
• Strong → only the first signal in a sequence is shown (helps reduce noise)
🟦 Bullish signals (blue):
• Candle opens inside the channel
• Closes above the channel
• Body is large enough
• Optional: confirms with trend (if enabled)
🟨 Bearish signals (yellow):
• Candle opens inside the channel
• Closes below the channel
• Body is large enough
• Optional: confirms with trend
3️⃣ Trend Filter (optional)
Enabled via checkbox
Uses a higher timeframe MA to filter signals
Bullish signals are allowed only if price is below the trend MA
Bearish signals only if price is above it
⏱️ trend_timeframe = 1D (typically set higher than the chart's timeframe)
🟢 Trend line is plotted if enabled
🎯 ENTRY, STOP LOSS & TAKE PROFIT LOGIC
SL and TP are based on channel width, not fixed pip/tick size:
📍 Entry Price = close of the breakout candle
🛑 Stop Loss:
• Bullish → below the lower channel border (minus offset)
• Bearish → above the upper channel border (plus offset)
🎯 Take Profit:
• Bullish → entry + channel width × profit multiplier
• Bearish → entry − channel width × profit multiplier
You can control:
Profit Target Multiplier (e.g., 1.0 → TP = 1×channel width)
Stop Loss Target Multiplier (e.g., 0.5 → SL = 0.5×channel width)
Signals to Show = how many historical SL/TP setups to display
📈 Lines and labels ("TP", "SL") are drawn on the chart for clarity.
🧪 QUALITY ANALYSIS MODULE
If enabled, the indicator will:
Track each new signal (entry, SL, TP)
Analyze outcomes:
• Win = TP hit before SL
• Loss = SL hit before TP
• Expired = signal unresolved after N bars
Display statistics in a table (top-right corner):
📋 Table fields:
✅ Overall win rate
📈 Bullish win rate
📉 Bearish win rate
🔢 Total signals
🕓 Pending (still active trades)
Maximum bars to wait for outcome is customizable (max_bars_to_analyze).
📐 VISUALIZATION TOOLS
TP / SL lines per signal
Labels “TP” and “SL”
Optional channel lines and trendline for better context
Colored bars for valid signals (blue/yellow)
📌 BEST USE CASES
Understand how breakout signals are formed
Learn SL/TP logic based on dynamic range
Test how volatility affects trade outcomes
Use as a visual simulation of trade behavior over time
Breakout Strategy with Dynamic SL LabelDescription:
This script identifies breakout trading opportunities using adaptive support and resistance levels, adjusted dynamically based on market volatility. A trade signal is generated only when a breakout candle is followed by a confirming close in the same direction. The signal is displayed on the chart as a labeled marker that includes a suggested stop-loss level based on the highest high or lowest low of the past 10 bars, ensuring structure-aware risk management.
🧩 How it Works:
Adaptive S/R Zones: Based on volatility-normalized swing highs/lows using ATR. These zones automatically adjust to changing market conditions.
Confirmation Logic: Trade signals only appear after the second candle confirms the breakout, helping reduce false signals.
Single Signal Rule: Only one buy or sell label is printed per breakout level, avoiding repeated triggers.
Embedded Stop Loss in Label: SL value is calculated from the 10-bar high (for shorts) or low (for longs) and included in the signal label.
⚙️ User Inputs Explained:
Base Swing Strength: Controls the pivot sensitivity; higher values detect stronger reversal points.
Line Duration: Number of bars that horizontal S/R levels remain visible.
ATR Period: Length used to calculate volatility for adaptive S/R logic.
Volatility Sensitivity: Adjusts how responsive the S/R zone strength is to volatility. Higher = more responsive.
Stop-Loss Lookback (Bars): Defines the number of candles to reference when calculating SL from high/low structure.
Max Lines Stored: Controls chart clutter by limiting how many S/R zones are kept active.
🟩 Ideal for:
Breakout traders who value clean structure, confirmation, and built-in risk logic.
Scalpers and swing traders looking for adaptive, low-latency signals without repainting.
Chartists who want minimal indicators but maximum signal clarity.
Breakout TrendTiltFolio Breakout Trend indicator
The Breakout Trend indicator is designed to help traders clearly visualize trend direction by combining two complementary techniques: moving averages and Donchian-style breakout logic.
Rather than relying on just one type of signal, this indicator merges short-term and long-term moving averages with breakout levels based on recent highs and lows. The moving averages define the broader trend regime, while the breakout logic pinpoints moments when price confirms directional momentum. This layered approach filters out many false signals while still capturing high-conviction moves.
Yes, these are lagging indicators by design — and that’s the point. Instead of predicting every wiggle, the Breakout Trend waits for confirmation, offering higher signal quality and fewer whipsaws. When the price breaks above a recent high and sits above the long-term moving average, the trend is more likely to persist. That’s when this indicator shines.
While it performs best on higher timeframes (daily/weekly), it's also adaptable to shorter timeframes for intraday traders who value clean, systematic trend signals.
For early signal detection, we recommend pairing this with TiltFolio’s Buying/Selling Proxy, which anticipates pressure buildups—albeit with more noise.
It's easy to read and built for real-world trading discipline.
Breakout indicatorThis indicator helps traders identify potential breakout levels based on the highest high and lowest low of the last N candles, inspired by the classic Turtle Trading strategy. The period (N) is fully customizable, allowing you to adapt it to your trading style. For daily charts, a period between 50 and 100 is recommended.
The indicator dynamically plots horizontal lines representing the highest high and lowest low over the selected period. These lines are updated in real-time as price action evolves. A breakout is confirmed when the price closes above the high line (for a bullish breakout) or below the low line (for a bearish breakout).
Customize the appearance of the lines with options for thickness, color, and style (solid, dotted, or dashed) to suit your chart preferences. Perfect for traders looking to implement a simple yet effective breakout strategy!
Key Features:
Editable period (N) for high/low calculation.
Real-time updates of high/low levels.
Customizable line thickness, color, and style.
Usage:
Use on daily charts for swing trading or position trading.
Combine with other indicators or price action analysis for better confirmation.
Breakout Trend Trading Strategy - V2This is an alternate version of Breakout Trend Trading Strategy - V1
Only difference is, this strategy places stop orders based on calculated targets whereas V1 waits for price to close target levels and then places market orders. Hence, you will receive the target prices before trade executes in strategy.
Parameters are same as that of Breakout Trend Trading Strategy - V1
There is one additional parameter on Trade Type - which permits user to allow only breakout, pullback or reverse trading or combination of all.
Backtesting parameters remain same :
Capital and position sizing : Capital and position sizing parameters are set to test investing 2000 wholly on certain stock without compounding.
Initial Capital : 2000
Order Size : 100% of equity
Pyramiding : 1
Test cases remain same :
Positive : AAPL , AMZN , TSLA , RUN, VRT , ASX:APT
Negative Test Cases: WPL , WHC , NHC , WOW, COL, NAB (All ASX stocks)
Special test case: WDI
Negative test cases still show losses in back-testing. I have attempted including many conditions to eliminate or reduce the loss. But, further efforts has resulted in reduction in profits in positive cases as well. Still experimenting. Will update whenever I find improvements. Comments and suggestions welcome :)
DI +/- Breakout SignalBreakout Signals based on the DI+ and DI- values cross and pass the treshold. Signals will be displayed when bullish and bearish momentum start building, move the mouse over the signal for explanation. For better results use along with other confirmation indicators like MACD and VWAP.
2-Minute Breakout After 15-Minute Opening RangeBreakout must happen before 8 am PST. I used Chat GPT to create this for me so I could do some backtesting on 15 min ORBs.
Breakout Trade LevelsThis indicator is designed for trading CFD indices, focusing specifically on breakout strategies.
For instance, utilize this indicator to set up a bracket order at the beginning of the trading day, anticipating a breakout in NAS100 with a movement of 1% in either direction. Utilizing the Open Price, it calculates the Entry Price, Stop Loss (SL), and Take Profit (TP) based on percentage movements.
FinancialWisdom Breakout IndicatorBreakout is detected when:
1- Price is higher than previous 6 bars
2- price is above 1% of previous high and below 20%
3- price is above 20 week moving average
4- Volume is higher by 30% of 1 candle before.
5-MACD is positive
Remember indicators/strategies are there to help you in your trading and not to trade based on them solely.
Not a financial advise.
Breakout Trend Follower V2This is a variation on my other Breakout Trend Follower script. In the other script, you can use a moving average to act as a filter for your trades (i.e. if the price is below the moving average, it won't go long). After making the tool that detects trends on higher timeframes, I wanted to see if that might be a better filter than a moving average.
So this script lets you look at higher time frame trends (i.e. are there higher highs and higher lows? If so, this is an uptrend). You only take trades when you are with the trend. You have the ability to select up to two trends to act as a filter. Each trend direction is shown on a table on the chart for easy reference. The current pivot highs and lows are plotted on the chart so you can see when you might be breaking both the current timeframe's trend and higher level trends.
What I found was that in general this does not perform as well as the other strategy, but it does seem to be a lot more picky with trades. Showing higher win rates and a better profit factor. It just takes a lot less trades and the net profit isn't as good.
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.
Breakout lineSimple script to find breakout levels. Set your choise of timeframe. (must to be higher then chart)
breakout and swingA Price Action system that use swing point and breakout
above the black line (breakout) is long, below short
swing/support/resistance points (blue circles) are displayed after a top or botton, breaking it means an inversion
red circles try to guest a target after a top/bottom or after a swing break.
the main trend is made by the black line that is set on Day period suitable for 1h to 15m time frame , for small TF you can set a smaller period from setting command
By default a set a 40 period channel high/low (the highest and lowest 40 bar back) that is ok for 1 h or smaller tf , but look to long for daily tf, adjust it yourself
Breakout Range LS alert 893 popup trigger ver For Japanese major donchain breakout bot's logic.
it's trigger are price range and highest/lowest price.
this script put on symbol/text in chart when price reach on trigger:)
recommend to use on 1h chart.
include alertcondition for TV alert.
RSI Apex: Breakout & DivergenceRSI Apex: Breakout & Divergence System
RSI Apex：突破与背离交易系统
🇬🇧 English Description
RSI Apex is a comprehensive trading system designed to capture both Trend Breakouts and Market Reversals. Unlike traditional RSI indicators that rely solely on fixed levels (70/30), RSI Apex integrates Donchian Channels, Volatility Squeeze, and the Libertus Divergence Algorithm to provide high-probability signals.
🚀 Key Features
Trend Push System (Donchian Breakout):
Detects when RSI momentum is strong enough to push the upper/lower Donchian Channel bands.
Signal: Displays ▲ (Bull) or ▼ (Bear) at levels 20/80.
Libertus Divergence (No-Lag):
Uses a real-time pivot tracking algorithm to identify divergences between Price and RSI without the lag of traditional pivot points.
Signal: Displays "Div" labels at levels 30/70.
Smart Coloring (Extreme Highlight):
Green/Red: Normal Trend.
White (Extreme): When RSI breaches 70 (Overbought) or 30 (Oversold), the line turns bright White. This highlights the most volatile zones where reversals or strong continuations occur.
Volatility Squeeze Filter:
Monitors market volatility. When the Donchian Channel compresses significantly (below historical average), the background turns Purple.
Meaning: "Calm before the storm"—expect a major move soon.
🛠 How to Use
Trend Following: Enter when you see Green/Red RSI lines accompanied by ▲ / ▼ signals. This indicates a "Trend Push."
Reversal Trading: Look for "Div" signals when the RSI line is White (Extreme). This suggests momentum is fading despite price action.
Exit/Take Profit: Watch for the "Weak" label, which appears when RSI falls back into the neutral zone.
Dashboard: Monitor real-time RSI Value, Market State (Bullish/Bearish/Extreme), and Volatility (Squeeze/Expanding) in the bottom-right table.
🇨🇳 中文简介
RSI Apex 是一套旨在捕捉趋势爆发 (Breakout) 和 市场反转 (Reversal) 的综合交易系统。与仅依赖固定 70/30 线的传统 RSI 不同，本指标融合了 唐奇安通道 (Donchian Channels)、波动率挤压 (Squeeze) 以及 Libertus 无滞后背离算法，以提供高胜率的交易信号。
🚀 核心功能
强趋势推动系统 (唐奇安突破):
检测 RSI 动能是否强劲到足以推动唐奇安通道的上轨或下轨扩张。
信号: 在 20/80 轴位置显示 ▲ (多头推动) 或 ▼ (空头推动)。
Libertus 智能背离 (无滞后):
采用实时 Pivot 追踪算法，精准识别价格与 RSI 之间的背离，解决了传统背离指标的滞后问题。
信号: 在 30/70 轴位置显示 "Div" 标签。
智能变色 (极端行情高亮):
绿色/红色: 正常趋势状态。
白色 (White): 极端区域。当 RSI 突破 70 (超买) 或跌破 30 (超卖) 时，线条会强制变为醒目的亮白色，提示此处为变盘/背离高发区。
波动率挤压 (Squeeze) 过滤器:
实时监控市场波动率。当通道宽度显著收窄（低于历史平均水平）时，背景会填充为半透明紫色。
含义: “暴风雨前的宁静”——预示着大行情即将爆发，此时应空仓等待突破方向。
🛠 使用策略
顺势交易 (Trend): 当 RSI 呈现 绿色/红色 并伴随 ▲ / ▼ 信号时进场。这代表动能极强，处于主升/主跌浪。
左侧反转 (Reversal): 重点关注 RSI 线条变为 白色 (Extreme) 时出现的 "Div" 背离信号。这通常意味着价格虽创新高，但动能已耗尽。
止盈/离场: 留意 "Weak" (衰竭) 标签，它出现在 RSI 掉回中间震荡区时。
仪表盘: 右下角面板实时显示 RSI 数值、市场状态 (极值/背离/趋势) 以及波动率状态 (挤压/扩张)。
Volatility Breaker Blocks [BigBeluga]The Volatility Breaker Blocks indicator identifies key market levels based on significant volatility at pivot highs and lows. It plots blocks that act as potential support and resistance zones, marked in green (support) and blue (resistance). Even after a breakout, these blocks leave behind shadow boxes that continue to impact price action. The sensitivity of block detection can be adjusted in the settings, allowing traders to customize the identification of volatility breakouts. The blocks print triangle labels (up or down) after breakouts, indicating potential areas of interest.
🔵 IDEA
The Volatility Breaker Blocks indicator is designed to highlight key areas in the market where volatility has created significant price action. These blocks, created at pivot highs and lows with increased volatility, act as potential support and resistance levels.
The idea is that even after price breaks through these blocks, the remaining shadow boxes continue to influence price movements. By focusing on volatility-driven pivot points, traders can better anticipate how price may react when it revisits these areas. The indicator also captures the natural tendency for price to retest broken resistance or support levels.
🔵 KEY FEATURES & USAGE
◉ High Volatility Breaker Blocks:
The indicator identifies areas of high volatility at pivot highs and lows, plotting blocks that represent these zones. Green blocks represent support zones (identified at pivot lows), while blue blocks represent resistance zones (identified at pivot highs).
Support:
Resistance:
◉ Shadow Blocks after Breakouts:
When price breaks through a block, the block doesn't disappear. Instead, it leaves behind a shadow box, which can still influence future price action. These shadow blocks act as secondary support or resistance levels.
If the price crosses these shadow blocks, the block stops extending, and the right edge of the box is fixed at the point where the price crosses it. This feature helps traders monitor important price levels even after the initial breakout has occurred.
◉ Triangle Labels for Breakouts:
After the price breaks through a volatility block, the indicator prints triangle labels (up or down) at the breakout points.
◉ Support and Resistance Retests:
One of the key concepts in this indicator is the retesting of broken blocks. After breaking a resistance block, price often returns to the shadow box, which then acts as support. Similarly, after breaking a support block, price tends to return to the shadow box, which becomes a resistance level. This concept of price retesting and bouncing off these levels is essential for understanding how the indicator can be used to identify potential entries and exits.
The natural tendency of price to retest broken resistance or support levels.
Additionaly indicator can display retest signals of broken support or resistance
◉ Customizable Sensitivity:
The sensitivity of volatility detection can be adjusted in the settings. A higher sensitivity captures fewer but more significant breakouts, while a lower sensitivity captures more frequent volatility breakouts. This flexibility allows traders to adapt the indicator to different trading styles and market conditions.
🔵 CUSTOMIZATION
Calculation Window: Defines the window of bars over which the breaker blocks are calculated. A larger window will capture longer-term levels, while a smaller window focuses on more recent volatility areas.
Volatility Sensitivity: Adjusts the threshold for volatility detection. Lower sensitivity captures smaller breakouts, while higher sensitivity focuses on larger, more significant moves.
Retest Signals: Display or hide retest signals of shadow boxes
