Crypto Scalping Strategy by SAIFOverview
An optimized scalping strategy designed for cryptocurrency markets, focusing on breakout opportunities with strict risk controls and optional safe compounding features. This strategy combines price action, volume analysis, and multi-timeframe trend confirmation.
Key Features
Breakout Detection System
Identifies significant price breakouts using dynamic channel analysis
Confirms breakouts with volume surge validation
Filters trades based on multi-timeframe trend alignment
Multi-Timeframe Trend Confirmation
Analyzes 1-hour and 4-hour timeframes for trend direction
Only takes trades aligned with higher timeframe trends
Uses long-term moving averages for trend validation
Advanced Risk Management
Conservative default risk: 1% per trade
ATR-based stop-loss placement (2x ATR)
Trailing stop mechanism to protect profits
Minimum profit target before trailing activates
Built-in position sizing based on account equity
Safe Capital Management Options
Fixed Capital Mode: Trade with consistent position sizes
Safe Compounding Mode: Gradually scales position size based on realized profits only
Drawdown Protection: 80% equity floor prevents excessive capital erosion
Leverage Control: 10x leverage factored into position calculations
Technical Filters
Momentum confirmation via oscillator conditions
Directional movement analysis
Volume threshold requirements
Trend strength validation
Position Sizing
The strategy automatically calculates position sizes based on:
Your specified risk percentage
Current ATR volatility
Available leverage
Account equity (with optional compounding)
Trade Management
Entry: Executes on confirmed breakouts with volume and trend alignment
Stop Loss: Placed at 2x ATR from entry
Take Profit: Uses trailing stops that activate after minimum profit threshold
Exit: Automatically managed through strategy exits
Customization Options
Adjustable channel length for breakout detection
Configurable volume multiplier for surge detection
Customizable oscillator thresholds
Flexible ATR period for volatility measurement
Optional compounding vs. fixed capital modes
Adjustable trailing stop parameters
Visual Features
Channel boundaries plotted on chart
Entry signals marked with arrows
Background coloring indicates trend direction
Real-time info table shows:
Current risk level
Compounding status
Capital values
Drawdown protection status
Alert Capabilities
Built-in alert conditions for:
Buy signals (breakout opportunities)
Sell signals (breakdown opportunities)
Important Disclaimers
⚠️ Educational Purpose Only: This strategy is provided for educational and research purposes. It is not investment advice.
⚠️ High-Risk Trading: Scalping and leverage trading carry substantial risk of loss. Cryptocurrency markets are highly volatile.
⚠️ Not Financial Advice: This tool does not constitute financial, investment, or trading advice. Always conduct your own research and consult qualified professionals.
⚠️ Leverage Warning: This strategy uses 10x leverage, which can amplify both gains and losses significantly.
⚠️ Backtesting Limitations: Past performance does not guarantee future results. Real trading involves slippage, execution delays, and emotional factors not present in backtesting.
⚠️ Capital at Risk: Only trade with capital you can afford to lose completely. Never trade with borrowed money or funds needed for living expenses.
Commission & Fees
Commission: 0.13% per trade
Initial capital: $100 (default)
Commission costs are factored into backtest results
Best Practices
Start Small: Begin with minimum capital and conservative risk settings
Test Thoroughly: Backtest across different market conditions and timeframes
Monitor Performance: Track win rate, profit factor, and maximum drawdown
Adjust Parameters: Optimize settings for your specific trading pairs
Use Alerts: Set up notifications to avoid missing opportunities
Manage Emotions: Follow the strategy rules consistently without override
Recommended Markets
High liquidity cryptocurrency pairs (BTC, ETH major pairs)
Assets with clear trending behavior
Markets with sufficient volume for scalping
Timeframes: 1H to 4H charts recommended
Risk Reminder
Scalping requires:
Quick decision-making
Tight risk management
Consistent discipline
Understanding of market microstructure
Proper capitalization
Always practice proper risk management. The strategy includes safety features, but no system can eliminate trading risk entirely. Trade responsibly.
Recherche dans les scripts pour "liquidity"
Crypto Intraday Strategy by SAIFOverview
A comprehensive intraday trading strategy designed for cryptocurrency markets, combining multiple technical indicators and risk management principles to identify high-probability trading opportunities.
Key Features
Multi-Timeframe Analysis
Utilizes exponential moving averages for trend identification
Incorporates swing structure analysis for support and resistance levels
Applies momentum and trend strength filters
Risk Management
Configurable risk-reward ratios (default 1.6:1)
Maximum risk per trade capped at 3.1% of equity
Dynamic stop-loss placement based on market structure
Position sizing at 2% of equity per trade
Advanced Filters
Trend strength confirmation using ADX indicator
Momentum validation through multiple oscillators
Market correlation analysis for additional confluence
Optional weekend trading filter to avoid low-liquidity periods
Swing Structure Recognition
Automatically identifies key swing highs and lows
Uses pivot points to determine optimal entry zones
Prevents entries too far from established support/resistance
Trade Execution
The strategy employs a one-way trading approach, entering positions only when multiple technical conditions align. Each trade includes pre-defined stop-loss and take-profit levels calculated at entry.
Customization Options
Adjustable swing detection sensitivity
Configurable EMA distance thresholds
Optional correlation filters
Weekend trading toggle
Risk parameters can be modified to suit individual preferences
Important Disclaimers
⚠️ Educational Purpose Only: This strategy is provided for educational and informational purposes. Past performance does not guarantee future results.
⚠️ Risk Warning: Trading cryptocurrencies carries substantial risk of loss. Only trade with capital you can afford to lose.
⚠️ Not Financial Advice: This tool does not constitute financial, investment, or trading advice. Always conduct your own research and consult with qualified financial professionals.
⚠️ Backtesting Limitations: Historical backtesting results may not reflect actual trading conditions due to slippage, execution delays, and changing market dynamics.
Fees & Slippage
Commission: 0.12% per trade
Slippage: 2 ticks accounted for in backtesting
Recommended Usage
Thoroughly backtest on your preferred trading pairs
Start with small position sizes when live trading
Monitor performance across different market conditions
Adjust parameters based on asset volatility and your risk tolerance
Bollinger Bands Mean Reversion using RSI [Krishna Peri]How it Works
Long entries trigger when:
- RSI reaches oversold levels, and
- At least one bullish candle closes inside the lower Bollinger Band
Short entries trigger when:
- RSI reaches overbought levels, and
- At least one bearish candle closes inside the upper Bollinger Band
This approach aims to capture exhaustion moves where price pushes into extreme deviation from its mean and then snaps back toward the middle band.
Important Disclaimer
This is a mean-reversion strategy, which means it performs best in sideways, ranging, or slowly oscillating market conditions. When markets shift into strong trends, Bollinger Bands expand and volatility increases, which may cause some signals to become inaccurate or fail altogether.
For best results, combine this script with:
- Price action
- Market structure
- Higher-timeframe trend context
- Previous day/week/month highs & lows
- Untested liquidity levels or imbalance zones
- Session timing (Asia, London, NY)
Using these confluences helps filter out low-probability trades and significantly improves consistency and precision.
Options Scalper v2 - SPY/QQQHere's a comprehensive description of the Options Scalper v2 strategy:
---
## Options Scalper v2 - SPY/QQQ
### Overview
A multi-indicator confluence-based scalping strategy designed for trading SPY and QQQ options on short timeframes (1-5 minute charts). The strategy uses a scoring system to generate high-probability CALL and PUT signals by requiring alignment across multiple technical indicators before triggering entries.
---
### Core Logic
The strategy operates on a **scoring system (0-9 points)** where both bullish (CALL) and bearish (PUT) conditions are evaluated independently. A signal only fires when:
1. A recent EMA crossover occurred (within the last 3 bars)
2. The direction's score meets the minimum threshold (default: 4 points)
3. The signal's score is higher than the opposite direction
4. Enough bars have passed since the last signal (cooldown period)
5. Price action occurs during valid trading sessions
---
### Indicators Used
| Indicator | Purpose | CALL Condition | PUT Condition |
|-----------|---------|----------------|---------------|
| **9/21 EMA Cross** | Primary trigger | Fast EMA crosses above slow | Fast EMA crosses below slow |
| **200 EMA** | Trend filter | Price above 200 EMA | Price below 200 EMA |
| **RSI (14)** | Momentum filter | RSI between 45-65 | RSI between 35-55 |
| **VWAP** | Institutional level | Price above VWAP | Price below VWAP |
| **MACD (12,26,9)** | Momentum confirmation | MACD line > Signal line | MACD line < Signal line |
| **Stochastic (14,3)** | Overbought/Oversold | Oversold or K > D | Overbought or K < D |
| **Volume** | Participation confirmation | Spike on green candle | Spike on red candle |
| **Price Structure** | Breakout detection | Higher high formed | Lower low formed |
---
### Scoring Breakdown
**CALL Score (Max 9 points):**
- Recent EMA cross up: +2 pts
- EMA alignment (fast > slow): +1 pt
- RSI in bullish range: +1 pt
- Above VWAP: +1 pt
- MACD bullish: +1 pt
- Volume spike on green candle: +1 pt
- Stochastic setup: +1 pt
- Above 200 EMA: +1 pt
- Breaking higher high: +1 pt
**PUT Score (Max 9 points):**
- Recent EMA cross down: +2 pts
- EMA alignment (fast < slow): +1 pt
- RSI in bearish range: +1 pt
- Below VWAP: +1 pt
- MACD bearish: +1 pt
- Volume spike on red candle: +1 pt
- Stochastic setup: +1 pt
- Below 200 EMA: +1 pt
- Breaking lower low: +1 pt
---
### Risk Management
The strategy uses **ATR-based dynamic stops and targets**:
| Parameter | Default | Description |
|-----------|---------|-------------|
| Stop Loss | 1.5x ATR | Distance below entry for longs, above for shorts |
| Take Profit | 2.0x ATR | Creates a 1:1.33 risk-reward ratio |
Positions are also closed on:
- Opposite direction signal (flip trade)
- Take profit or stop loss hit
---
### Session Filtering
Trades are restricted to high-liquidity periods by default:
- **Morning Session:** 9:30 AM - 11:00 AM EST
- **Afternoon Session:** 2:30 PM - 3:55 PM EST
This avoids choppy midday price action and captures the highest volume periods.
---
### Input Parameters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Fast EMA | 9 | Fast moving average period |
| Slow EMA | 21 | Slow moving average period |
| Trend EMA | 200 | Long-term trend filter |
| RSI Length | 14 | RSI calculation period |
| RSI Overbought | 65 | Upper RSI threshold |
| RSI Oversold | 35 | Lower RSI threshold |
| Volume Multiplier | 1.2x | Volume spike detection threshold |
| Min Signal Strength | 4 | Minimum score required to trigger |
| Crossover Lookback | 3 | Bars to consider crossover "recent" |
| Min Bars Between Signals | 5 | Cooldown period between signals |
---
### Visual Elements
**Chart Plots:**
- Green line: 9 EMA (fast)
- Red line: 21 EMA (slow)
- Gray line: 200 EMA (trend)
- Purple dots: VWAP
**Signal Markers:**
- Green triangle up + "CALL" label: Buy call signal
- Red triangle down + "PUT" label: Buy put signal
- Small circles: EMA crossover reference points
**Info Table (Top Right):**
- Real-time CALL and PUT scores
- RSI, MACD, Stochastic values
- VWAP and 200 EMA position
- Recent crossover status
- Current signal state
---
### Alerts
| Alert Name | Trigger |
|------------|---------|
| CALL Entry | Standard call signal fires |
| PUT Entry | Standard put signal fires |
| Strong CALL | Call signal with score ≥ 6 |
| Strong PUT | Put signal with score ≥ 6 |
---
### Recommended Usage
| Setting | 0DTE Scalping | Intraday Swings |
|---------|---------------|-----------------|
| Timeframe | 1-2 min | 5 min |
| Min Signal Strength | 5-6 | 4 |
| ATR Stop Mult | 1.0 | 1.5 |
| ATR TP Mult | 1.5 | 2.0 |
| Option Delta | 0.40-0.50 | 0.30-0.40 |
---
### Key Improvements Over v1
1. **Requires actual crossover** - Eliminates false signals from simple trend continuation
2. **Balanced scoring** - Both directions evaluated equally, highest score wins
3. **Signal cooldown** - Prevents overtrading with minimum bar spacing
4. **Multi-indicator confluence** - 8 factors must align for signal generation
5. **Volume-candle alignment** - Volume spikes only count when matching candle direction
---
### Disclaimer
This strategy is for educational purposes. Backtest thoroughly before live trading. Options trading involves significant risk of loss. Past performance does not guarantee future results.
YCGH Ultimate Stocks Breakout Sniper📈 YCGH Ultimate Stocks Breakout Sniper
Overview
A sophisticated momentum-based breakout strategy designed to capture high-probability directional moves during volatility expansion phases. This system identifies breakout opportunities when price decisively breaks through established ranges, combining multiple technical filters to enhance signal quality and minimize false breakouts.
🎯 Strategy Features
Core Methodology:
Proprietary breakout detection algorithm
Multi-layered confirmation filters for signal validation
Adaptive trailing stops for profit protection
Systematic risk management with daily drawdown controls
Key Components:
✅ Volatility Expansion Filter - Only trades during periods of elevated market volatility to avoid choppy, range-bound conditions
✅ Optional Trend Alignment - Configurable trend filter (EMA/SMA/RMA/WMA) to align entries with broader market direction
✅ ROC Momentum Filter - Daily rate-of-change filter to capture strong momentum days (optional)
✅ Comprehensive Exit Strategy:
Fixed stop-loss (default 2%)
Take-profit targets (default 9%)
Dynamic trailing stops (2% activation, 0.5% offset)
✅ Flexible Direction Trading:
Auto-detect mode: Long+Short for perpetuals, Long-only for spot/equities
Manual override options available
Suitable for both crypto and stock markets
📊 Market Applicability
Optimized for: Cryptocurrency perpetual contracts and equity markets (1H-4H timeframes)
Also effective on: Futures and high-liquidity spot markets
The strategy adapts to different market regimes through configurable volatility and trend filters, making it versatile across various trading instruments and timeframes.
⚙️ Risk Management
Position Sizing: Percentage-based allocation with leverage support
Intraday Loss Limit: Maximum 10% drawdown protection (configurable)
Realistic Cost Modeling: 0.025% commission + 1 tick slippage
No Pyramiding: Single position management for controlled risk exposure
📈 Performance Visualization
Includes a comprehensive monthly returns table displaying:
Year-by-year performance breakdown
Monthly profit/loss percentages
Visual color-coding (green for profits, red for losses)
Clean, modern design with transparent styling
🔐 Access & Pricing
This is a PROTECTED, invite-only strategy.
The source code is not open-source and requires paid access for usage.
How to Get Access:
📧 Email: brijamohanjha@gmail.com
Include in your email:
Your TradingView username
Markets/assets you plan to trade
Preferred timeframe
What You'll Receive:
Full strategy access with invite-only permissions
Complete parameter documentation
Setup and optimization guidance
Implementation support
⚠️ Important Disclosures
Backtesting Parameters:
Commission: 0.025% per trade
Slippage: 1 tick
Results reflect realistic trading conditions
Risk Warning:
Past performance does not guarantee future results. This strategy involves substantial risk and may not be suitable for all investors. Users should thoroughly understand the risks and customize parameters based on their risk tolerance and market conditions.
📞 Contact for Access
Email: brijamohanjha@gmail.com
For questions about functionality, pricing, optimization, or market-specific settings, please reach out via email.
Note: This is a premium, paid strategy. Access is granted manually after consultation and payment confirmation.
Robrechtian Long-Medium Breakout Trend SystemRobrechtian Long–Medium-Term Breakout Trend System
A professional, rule-based trend-following strategy designed to capture large, sustained price movements using pure price action and breakouts.
This system follows long-established trend-following philosophy: no prediction, no volatility targeting, and no profit targets. Only disciplined entries, position additions, and exits driven entirely by trend structure.
Core Principles
Breakout-driven entries: Initial positions are taken only when price breaks above/below the 80-day Donchian channel, confirming a long–medium-term trend shift.
Short-term confirmation: Breakouts must also exceed the 20-day channel, reducing false positives.
Trend-direction filter: A 50-day moving average slope filter ensures alignment with the broader trend.
Explosive bar filter: Entries avoid excessively large, single-candle expansions (>2.5× ATR(20)) to prevent chasing exhaustion spikes.
Pyramiding into strength: Additional units are added only when price makes fresh 20-day breakouts in the direction of the trend. No scaling out. No adding on dips.
Exit only on trend violation: Positions are closed exclusively when price breaks the opposite 80-day channel. This preserves unlimited upside while enforcing disciplined exits.
Pure trend philosophy: No volatility targeting, no smoothing, no discretionary overrides, no optimization for short-term performance.
Intended Use
This system is designed primarily for diversified futures portfolios, where diversification across dozens of globally liquid markets creates robustness and stability. However, it may also be used on individual assets for educational and analytical purposes.
The system embraces the core trend-following logic:
Small losses, big winners, and unlimited upside when trends persist.
⚠️ WARNINGS / DISCLAIMERS
⚠️ Warning 1 — This strategy is not optimized for single stocks
The Robrechtian Trend System is designed for multi-asset futures portfolios, not single equities.
Performance on individual tickers may vary greatly due to lack of diversification.
⚠️ Warning 2 — Trend following includes substantial drawdowns
Deep drawdowns are a normal and expected feature of all long-term trend-following systems.
The strategy does not attempt to smooth returns or manage volatility.
If you seek steady, low-volatility equity curves, this system is not suitable.
⚠️ Warning 3 — No volatility targeting or risk smoothing
This system intentionally avoids volatility-based position sizing.
Trades may experience larger fluctuations than systems using risk parity or vol targeting.
⚠️ Warning 4 — Not financial advice
This script is for educational and research purposes only.
Past performance does not guarantee future results.
Use at your own risk.
⚠️ Warning 5 — TradingView backtests have known limitations
TradingView does not simulate:
futures contract roll logic
slippage
real bid/ask spreads
liquidity conditions
limit-up/limit-down behavior
Results may vary from live market execution.
VWAP + EMA9 + RSI + Edo Control (Edu)VWAP + EMA9 + RSI + Edo Control (Edu)
A complete intraday scalping system that combines institutional levels, fast trend signaling and enhanced candle-color analysis for maximum clarity and confirmation.
This indicator includes:
1. VWAP (Volume Weighted Average Price)
The institutional reference line used to determine value zones, liquidity bias and directional pressure.
2. EMA9 (Fast Exponential Moving Average)
A micro-trend guide that reacts quickly to short-term movements and improves timing on pullback entries.
3. RSI (Relative Strength Index)
A clean momentum filter using the classic >50 (bullish) and <50 (bearish) bias.
Edo Control – Advanced Colored Candle System
This version integrates Edo Control, a custom candle-color engine that visualizes market strength shifts based on Williams %R, directional movement and ADX behavior.
Each candle color represents a different market condition, such as:
Trend acceleration
Trend weakening
Possible reversals
Momentum spikes
Bullish or bearish pressure
Transition zones
A built-in movable legend explains the meaning of each color directly on the chart, so traders can identify conditions instantly without guessing.
Why this indicator works
The combination of VWAP + EMA9 + RSI + colored candle strength creates a multi-layer confirmation system that cuts noise and highlights only meaningful setups.
Designed for 1m, 3m, 5m charts, but also effective on higher timeframes.
Suitable for: stocks, indices, futures, forex, crypto.
TrendSight📌 TrendSight — The All-in-One Multi-Timeframe Trend Engine
Key Features & Logic
Multi-Timeframe Trend Confirmation:
Entries are filtered by confirming bullish/bearish alignment across three distinct Supertrend timeframes (e.g., 5-min, 15-min, 45-min, etc.), combined with an EMA and volatility filter, to ensure high-conviction trades that's a powerful combination! Designing the entire strategy around the 15-minute timeframe (M15) and focusing on high-volatility coins maximizes the strategy's effectiveness .
Guaranteed Single-Entry per Signal:
The strategy uses a powerful manual flag and counter system to ensure trades fire only once when a new signal begins. It absolutely prevents immediate re-entry if the signal remains true, waiting instead for the entire trend condition to reset to false.
Dynamic Trailing Stop Loss:
The Stop Loss is set to a moving Supertrend line (current_supertrend), ensuring tight risk management that trails the price as the trade moves into profit.Guaranteed Take Profit (4% Run-up): Uses a precise Limit Order via strategy.exit() to capture profits instantly at a 4% run-up. This ensures accurate profit capture, even on sudden spikes (wicks).
Automated Risk Management:
Position size is dynamically calculated based on a fixed risk percentage (default 2% of equity) relative to the distance to the trailing stop.
🔥 Core Components
1. Adaptive Multi-Timeframe SuperTrend Dashboard
The backbone of mTrendSight is a fully customizable SuperTrend system, enhanced with a multi-timeframe confirmation table displaying ST direction & value.
This compact “Trend Dashboard” provides instant clarity on higher-timeframe direction, trend strength, and market bias.
2. Dynamic Support & Resistance Channels
Automatically detects the strongest support/resistance zones using pivot clustering.
Key Features:
Clustered S/R Channels instead of thin lines
Adaptive width based on recent swings
Breakout markers (optional) for continuation signals
Helps identify structural zones, retest areas, and liquidity pockets
3. Multi-Timeframe Color-Coded EMAs
Plot up to three EMAs, each optionally pulled from a higher timeframe.
Benefits:
Instant visual trend alignment
Bullish/Bearish dynamic color shifts
Precision EMA value table for trade planning
Works perfectly with ST & RSI for multi-layer confirmation
4. Linear Regression Trend Channel
A statistically driven trend channel that measures the most probable path of price action.
Highlights:
Uses Pearson’s R to determine trend reliability
Provides a Confidence Level to judge whether trend slope is credible
Ideal for determining over-extension and mean-reversion zones
5. ATR Volatility Analyzer
A lightweight but powerful volatility classifier using ATR.
Features:
Detects High, Low, or Normal volatility
Clean table display
Helps filter entries during low-energy markets
Strengthens trend-following filters when volatility expands
6. RSI Momentum & Trend Classifier
A significantly improved RSI with multi-layer smoothing and structure-based classification.
Provides:
Bullish / Bearish / Neutral momentum states
Short-term momentum vs long-term RSI trend
Perfect for early trend shifts, pullback entries, and momentum confirmation
⚙️ How the Strategy Works (Execution Logic)
📌 Multi-Timeframe Supertrend + EMA + Volatility Confirmation
Entries are only triggered when:
Multiple Supertrend timeframes align (e.g., 5m + 15m + 45m)
EMA direction aligns with the trend
Volatility conditions (ATR filter) is not Low allow high-probability moves
This ensures strong directional confluence before every trade.
📌 Guaranteed Single-Entry Logic
The strategy uses a flag + counter system to ensure:
Only one entry is allowed per trend signal
Re-entries do not happen until the entire trend condition resets
The Strategy Tester remains clean, without duplicate overlapping trades
This eliminates revenge trades, repeated fills, and choppy overtrading.
📌 Dynamic Supertrend Trailing Stop
Stop Loss is anchored to current Supertrend value, creating:
Automatic trailing
Tight downside control
Protection against deep pullbacks
High responsiveness during volatility expansions
📌 Precision Take-Profit (4% Run-Up Capture)
A dedicated global exit block ensures:
Take Profit triggers exactly at 4% price run-up
Uses strategy.exit() with limit orders to catch spikes (wicks)
Works consistently on all timeframes & assets
📌 Automated Position Sizing (2% Risk Default)
Position size is dynamically calculated based on:
Account Equity
Distance to trailing stop
Configured risk %
This enforces proper risk management without manual adjustments.
📈 How to Interpret Results
Reliable Exits: All exits are globally managed, so stops and take profits trigger accurately on every bar.
Clean Trade History: Because of single-entry logic, backtests show one trade per valid signal.
Consistency: Multi-timeframe logic ensures only high-quality, structured trades.
Trendshift [CHE] StrategyTrendshift Strategy — First-Shift Structural Regime Trading
Profitfactor 2,603
Summary
Trendshift Strategy implements a structural regime-shift trading model built around the earliest confirmed change in directional structure. It identifies major swing highs and lows, validates breakouts through optional ATR-based conviction, and reacts only to the first confirmed shift in each direction. After a regime reversal, the strategy constructs a premium and discount band between the breakout candle and the previous opposite swing. This band is used as contextual bias and may optionally inform stop placement and position sizing.
The strategy focuses on clear, interpretable structural events rather than continuous signal generation. By limiting entries to the first valid shift, it reduces false recycles and allows the structural state to stabilize before a new trade occurs. All signals operate on closed-bar logic, and the strategy avoids higher-timeframe calls to stabilize execution behavior.
Motivation: Why this design?
Many structure-based systems repeatedly trigger as price fluctuates around prior highs and lows. This often leads to multiple flips during volatile or choppy conditions. Trendshift Strategy addresses this problem by restricting execution to the first confirmed structural event in each direction. ATR-based filters help differentiate genuine structural breaks from noise, while the contextual band ensures that the breakout is meaningful in relation to recent volatility.
The design aims to represent a minimalistic structural trading framework focused on regime turns rather than continuous trend signaling. This reduces chart noise and clarifies where the market transitions from one regime to another.
What’s different vs. standard approaches?
Baseline reference
Typical swing-based structure indicators report every break above or below recent swing points.
Architecture differences
First-shift-only regime logic that blocks repeated signals until direction reverses
ATR-filtered validation to avoid weak or momentum-less breaks
Premium and discount bands derived from breakout structure
Optional band-driven stop placement
Optional band-dependent position-sizing factor
Regime timeout system to neutralize structure after extended inactivity
Persistent-state architecture to prevent re-triggering
Practical effect
Only the earliest actionable structure change is traded
Fewer but higher-quality signals
Premium/discount tint assists contextual evaluation
Stops and sizing can be aligned with structural context rather than arbitrary volatility measures
Improved chart interpretability due to reduced marker frequency
How it works (technical)
The algorithm evaluates symmetric swing points using a fixed bar window. When a swing forms, its value and bar index are stored as persistent state. A structural shift occurs when price closes beyond the most recent major swing on the opposite side. If ATR filtering is enabled, the breakout must exceed a volatility-scaled distance to prevent micro-breaks from firing.
Once a valid shift is confirmed, the regime is updated to bullish or bearish. The script records the breakout level, the opposite swing, and derives a band between them. This band is checked for minimum size relative to ATR to avoid unrealistic contexts.
The first shift in a new direction generates both the strategy entry and a visual marker. Additional shifts in the same direction are suppressed until a reversal occurs. If a timeout is enabled, the regime resets after a specified number of bars without structural change, optionally clearing the band.
Stop placement, if enabled, uses either the opposite or same band edge depending on configuration. Position size is computed from account percentage and may optionally scale with the price-span-to-ATR relationship.
Parameter Guide
Market Structure
Swing length (default 5): Controls swing sensitivity. Lower values increase responsiveness.
Use ATR filter (default true): Requires breakouts to show momentum relative to ATR. Reduces false shifts.
ATR length (default 14): Volatility estimation for breakout and band validation.
Break ATR multiplier (default 1.0): Required breakout strength relative to ATR.
Premium/Discount Framework
Enable framework (default true): Activates premium/discount evaluation.
Persist band on timeout (default true): Keeps structural band after timeout.
Min band ATR mult (default 0.5): Rejects narrow bands.
Regime timeout bars (default 500): Neutralizes regime after inactivity.
Invert colors (default false): Color scheme toggle.
Visuals
Show zone tint (default true): Background shade in premium or discount region.
Show shift markers (default true): Display first-shift markers.
Execution and Risk
Risk per trade percent (default 1.0): Determines position size as account percentage.
Use band for size (default false): Scales size relative to band width behavior.
Flat on opposite shift (default true): Forces reversal behavior.
Use stop at band (default false): Stop anchored to band edges.
Stop band side: Chooses which band edge is used for stop generation.
Reading & Interpretation
A green background indicates discount conditions within the structural band; red indicates premium conditions. A green triangle below price marks the first bullish structural shift after a bearish regime. A red triangle above price marks the first bearish structural shift after a bullish regime.
When stops are active, the opposite band edge typically defines the protective level. Band width relative to ATR indicates how significant a structural change is: wider bands imply stronger volatility structure, while narrow bands may be suppressed by the minimum-size filter.
Practical Workflows & Combinations
Trend following: Use first-shift entries as initial regime confirmation. Add higher-timeframe trend filters for additional context.
Swing trading: Combine with simple liquidity or fair-value-gap concepts to refine entries.
Bias mapping: Use higher timeframes for structural regime and lower timeframes for execution within the premium/discount context.
Exit management: When using stops, consider ATR-scaling or multi-stage profit targets. When not using stops, reversals become the primary exit.
Behavior, Constraints & Performance
The strategy uses only confirmed swings and closed-bar logic, avoiding intrabar repaint. Pivot-based swings inherently appear after the pivot window completes, which is standard behavior. No higher-timeframe calls are used, preventing HTF-related repaint issues.
Persistent variables track regime and structural levels, minimizing recomputation. The maximum bars back setting is five-thousand. The design avoids loops and arrays, keeping performance stable.
Known limitations include limited signal density during consolidations, delayed swing confirmation, and sensitivity to extreme gaps that stretch band logic. ATR filtering mitigates some of these effects but does not eliminate them entirely.
Sensible Defaults & Quick Tuning
Fewer but stronger entries: Increase swing length or ATR breakout multiplier.
More responsive entries: Reduce swing length to capture earlier shifts.
More active band behavior: Lower the minimum band ATR threshold.
Stricter stop logic: Use the opposite band edge for stop placement.
Volatile markets: Increase ATR length slightly to stabilize behavior.
What this indicator is—and isn’t
Trendshift Strategy is a structural-regime trading engine that evaluates major directional shifts. It is not a complete trading system and does not include take-profit logic or prediction features. It does not attempt to forecast future price movement and should be used alongside broader market structure, volatility context, and disciplined risk management.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Super-AO with Risk Management Strategy Template - 11-29-25Super-AO Strategy with Advanced Risk Management Template
Signal Lynx | Free Scripts supporting Automation for the Night-Shift Nation 🌙
1. Overview
Welcome to the Super-AO Strategy. This is more than just a buy/sell indicator; it is a complete, open-source Risk Management (RM) Template designed for the Pine Script community.
At its core, this script implements a robust swing-trading strategy combining the SuperTrend (for macro direction) and the Awesome Oscillator (for momentum). However, the real power lies under the hood: a custom-built Risk Management Engine that handles trade states, prevents repainting, and manages complex exit conditions like Staged Take Profits and Advanced Adaptive Trailing Stops (AATS).
We are releasing this code to help traders transition from simple indicators to professional-grade strategy structures.
2. Quick Action Guide (TL;DR)
Best Timeframe: 4 Hours (H4) and above. Designed for Swing Trading.
Best Assets: "Well-behaved" assets with clear liquidity (Major Forex pairs, BTC, ETH, Indices).
Strategy Type: Trend Following + Momentum Confirmation.
Key Feature: The Risk Management Engine is modular. You can strip out the "Super-AO" logic and insert your own strategy logic into the template easily.
Repainting: Strictly Non-Repainting. The engine calculates logic based on confirmed candle closes.
3. Detailed Report: How It Works
A. The Strategy Logic: Super-AO
The entry logic is based on the convergence of two classic indicators:
SuperTrend: Determines the overall trend bias (Green/Red).
Awesome Oscillator (AO): Measures market momentum.
The Signal:
LONG (+2): SuperTrend is Green AND AO is above the Zero Line AND AO is Rising.
SHORT (-2): SuperTrend is Red AND AO is below the Zero Line AND AO is Falling.
By requiring momentum to agree with the trend, this system filters out many false signals found in ranging markets.
B. The Risk Management (RM) Engine
This script features a proprietary State Machine designed by Signal Lynx. Unlike standard strategies that simply fire orders, this engine separates the Signal from the Execution.
Logic Injection: The engine listens for a specific integer signal: +2 (Buy) or -2 (Sell). This makes the code a Template. You can delete the Super-AO section, write your own logic, and simply pass a +2 or -2 to the RM_EngineInput variable. The engine handles the rest.
Trade States: The engine tracks the state of the trade (Entry, In-Trade, Exiting) to prevent signal spamming.
Aggressive vs. Conservative:
Conservative Mode: Waits for a full trend reversal before taking a new trade.
Aggressive Mode: Allows for re-entries if the trend is strong and valid conditions present themselves again (Pyramiding Type 1).
C. Advanced Exit Protocols
The strategy does not rely on a single exit point. It employs a "Layered Defense" approach:
Hard Stop Loss: A fixed percentage safety net.
Staged Take Profits (Scaling Out): The script allows you to set 3 distinct Take Profit levels. For example, you can close 10% of your position at TP1, 10% at TP2, and let the remaining 80% ride the trend.
Trailing Stop: A standard percentage-based trailer.
Advanced Adaptive Trailing Stop (AATS): This is a highly sophisticated volatility stop. It calculates market structure using Hirashima Sugita (HSRS) levels and Bollinger Bands to determine the "floor" and "ceiling" of price action.
If volatility is high: The stop loosens to prevent wicking out.
If volatility is low: The stop tightens to protect profit.
D. Repainting Protection
Many Pine Script strategies look great in backtesting but fail in live trading because they rely on "real-time" price data that disappears when the candle closes.
This Risk Management engine explicitly pulls data from the previous candle close (close , high , low ) for its calculations. This ensures that the backtest results you see match the reality of live execution.
4. For Developers & Modders
We encourage you to tear this code apart!
Look for the section titled // Super-AO Strategy Logic.
Replace that block with your own RSI, MACD, or Price Action logic.
Ensure your logic outputs a 2 for Buy and -2 for Sell.
Connect it to RM_EngineInput.
You now have a fully functioning Risk Management system for your custom strategy.
5. About Signal Lynx
Automation for the Night-Shift Nation 🌙
This code has been in action since 2022 and is a known performer in PineScript v5. We provide this open source to help the community build better, safer automated systems.
If you are looking to automate your strategies, please take a look at Signal Lynx in your search.
License: Mozilla Public License 2.0 (Open Source). If you make beneficial modifications, please release them back to the community!
Best Entry Swing MASTER v3 PUBLIC (S.S)Strategy Description (English)
Best Entry Swing MASTER v3 – Quality Mode
The Best Entry Swing MASTER v3 is a structured swing trading and trend-following strategy designed to identify high-probability long and short entries during directional markets.
It combines three core setup types commonly used by momentum and breakout traders:
Breakout (BO)
Pullback Reversal (PB)
Volatility Contraction Pattern (VCP)
The strategy applies multiple layers of confirmation, including multi-EMA trend structure, volatility contraction, volume filters, and an optional market regime filter.
It is suitable for swing trading on higher timeframes (4H, Daily), as well as medium-term trend continuation setups.
Core Concepts
1. Trend Structure
A trend is considered valid when:
Uptrend: Price > EMA20 > EMA50 > EMA100
Downtrend: Price < EMA20 < EMA50 < EMA100
In addition, a simple but effective trend-strength metric is calculated using the percentage spread between EMA20 and EMA100.
This helps avoid signals during sideways or low-volatility environments.
2. Market Regime Filter
The market environment is determined using a higher timeframe benchmark (default: SPY on Daily).
Only long trades are allowed in bullish market conditions
Only short trades in bearish conditions
This significantly reduces false signals in counter-trend conditions.
Entry Logic
Breakout (BO)
A long breakout triggers when:
Price closes above the highest high of the lookback period
Volume exceeds its 20-period average
Trend and market regime confirm
(Optional A+ mode): true volatility contraction is required
Similar logic applies for short breakdowns.
Pullback (PB)
A pullback entry triggers after:
At least two corrective candles
A strong reversal candle (close above previous high for long)
Volume confirmation
Price interacts with EMA20
This structure models classical trend-reentry conditions.
Volatility Contraction Pattern (VCP)
A VCP entry triggers when:
True range contracts over multiple bars
Price holds near the breakout zone
Volume contracts
Trend and market regime are aligned
This setup aims to capture explosive continuation moves.
Quality Modes
The strategy offers two modes:
Balanced Mode
Moderate signal frequency
Broader trend-strength allowance
Suitable for more active traders
A+ Only Mode
Strict confirmation requirements
Only high-quality setups with multiple confluences
Designed to avoid low-probability trades entirely
Risk Management
Risk is managed using an ATR-based stop and target:
Long SL = Close − ATR × 1.5
Long TP = Close + ATR × 3
(Equivalent logic for short positions)
This provides a balanced reward-to-risk profile and avoids overly tight stops.
Early Entry Signals (Optional)
The script offers optional “Early Entry” markers that highlight when a setup is forming but not yet confirmed.
These are not entry signals and are disabled by default for public use.
Intended Use
This strategy is designed for:
Swing trading
Momentum continuation
Trend-following
Multi-day to multi-week trades
It performs best on:
4H
Daily
High-liquidity equities, indices, and futures
Disclaimer
This script is intended for educational and research purposes.
Past performance does not guarantee future results.
Always backtest thoroughly and use appropriate risk management.
Full Regime Engine – Trend / Mean Revert / No-Trade🚀 Full Regime Engine Strategy: Trend / Mean Revert / No-Trade
This comprehensive strategy, named the Full Regime Engine, is designed to adapt its trading logic based on prevailing market conditions, classifying the market into three distinct regimes: Trend, Mean Reversion (MR), and No-Trade. It uses a combination of Average True Range (ATR) volatility ratio and the Average Directional Index (ADX) to determine the current regime, ensuring the appropriate entry and exit logic is applied.
⚙️ How the Regime Engine Works
The strategy uses two core indicators to define the market regime:
Volatility Ratio (ATR / SMA of ATR):
High Volatility Ratio (above highVolThr) suggests an active, potentially trending market.
Low Volatility Ratio (below lowVolThr) suggests a calmer, mean-reverting environment.
Average Directional Index (ADX):
High ADX (above adxTrendMin) confirms the strength of a potential trend.
Low ADX (below adxChopMax) confirms a weak, non-directional, or choppy market suitable for mean reversion.
The regimes are defined as follows:
🟢 Trend Regime: High Volatility Ratio AND High ADX.
🔵 Mean Reversion (MR) Regime: Low Volatility Ratio AND Low ADX.
⚫ No-Trade Regime: Any other condition, including outside of the defined session/time filters.
🎯 Entry and Exit Logic by Regime
The strategy employs a different entry and exit approach for each active regime:
1. Trend Regime (Pullback Entries)
Definition: The trend is established using a cross of Fast and Slow EMAs (emaFastLen and emaSlowLen).
Entry Signal: A pullback entry, where the price momentarily touches the Fast EMA and then closes back in the direction of the trend.
Long: low <= Fast EMA and close > Fast EMA (during a bullish trend).
Short: high >= Fast EMA and close < Fast EMA (during a bearish trend).
Risk Management: Uses a wider Stop Loss (slTrend) and Take Profit (tpTrend) based on ATR multiples, reflecting the expectation of larger moves in a trending market.
2. Mean Reversion Regime (VWAP Deviation Fades)
Definition: Trades the fade of extreme price movements back towards the Volume-Weighted Average Price (VWAP).
Entry Signal: Price is significantly deviated from VWAP (measured in ATR multiples mrDevATR) and shows a reversal candle.
Long (Fade Short): Price is far below VWAP (devZ < -mrDevATR) and the current candle is bullish (close > open).
Short (Fade Long): Price is far above VWAP (devZ > mrDevATR) and the current candle is bearish (close < open).
Risk Management: Uses a tighter Stop Loss (slMR) and Take Profit (tpMR) based on ATR multiples, suitable for capturing smaller moves near the mean.
⏱️ Time-Based Filters
The strategy includes robust time filters to only trade during periods with higher liquidity and predictable activity:
RTH Session Filter: Trades only within the defined "Regular Trading Hours" session (sessionStr).
Midday Filter: Optionally avoids the typically slow and choppy midday trading hours (11:00–13:00).
📊 Visuals & Customization
Background Colors: The chart background automatically colors to display the current regime: Green for Trend, Blue for Mean Revert, and Gray for No-Trade.
Plot Shapes: Distinct shapes and labels mark the raw entry signals for both Trend (Triangles) and Mean Reversion (Circles).
ATR Exits: Plots the dynamically calculated Stop Loss (Red) and Take Profit (Green) lines based on the trade's entry mode (Trend or MR).
💡 Note: This is a comprehensive engine that requires careful optimization of the input parameters for your specific instrument and timeframe. Start with the default settings and adjust the regime thresholds (ATR Ratio and ADX) and the risk/reward multiples (SL/TP) to suit your trading style.
Time Syndicate: Sweep & ShiftTime Syndicate: Sweep & Shift
The Hierarchy of Time.
Most traders look at price and wonder "where." Time Syndicate asks "when."
This system is a paradigm shift away from lagging indicators. It is built on a proprietary temporal engine that mathematically divides market activity into predictive windows of opportunity. It does not guess; it waits for the market to reveal its hand at specific, algorithmically determined intervals.
Core Capabilities
100% Non-Repainting Logic: Built for professional reliability. Unlike tools that rewrite history to look perfect in hindsight, this strategy features Absolute Signal Permanence. Once a signal is confirmed and the bar closes, it never vanishes or shifts. What you see live is exactly what remains, ensuring that your backtesting reality matches your live execution.
Temporal Segmentation: The indicator ignores noise by isolating price action into a rigid, non-linear time hierarchy. It automatically detects when the market is in a "Reference Phase" versus an "Expansion Phase," keeping you out of the chop and aligning you with institutional volatility.
Algorithmic Bias Detection: Forget drawing manual support and resistance. The system utilizes a dynamic, time-weighted volatility model to determine the immediate directional bias. It identifies exactly when liquidity has been harvested and when the smart money is committing to a direction.
Fractal Confirmation Engine: A bias is nothing without timing. The "Shift" mechanism is a secondary confirmation layer that monitors sub-structural price delivery. It validates that the momentum matches the time cycle, ensuring you only execute when Time, Price, and Structure are in perfect confluence.
Adaptive Cycle Modes: Whether you are positioning for macro moves or scalp executions, the system adapts its internal clock to your objective:
Daily Mode: For capturing significant intraday expansions.
Session (Indian Market): A bespoke calibration tuned specifically to the volatility signature of the Indian trading session.
90-Min (Scalp): High-frequency cycle detection for rapid precision plays.
Discipline Protocols: Built-in execution filters prevent over-trading by locking signals once a cycle objective is met. This enforces a "sniper" mentality—one trigger, one cycle, zero noise.
Stop chasing candles. Start trading Time.
Retracement Strategy [OmegaTools]Retracement Strategy is a systematic trend–retracement framework designed to identify directional opportunities after a confirmed momentum shift, and to manage exits using either trend reversals or overextension conditions. It is built around a smoothed RSI regime filter and a simple, price-based retracement trigger, making it applicable across a wide range of markets and timeframes while remaining transparent and easy to interpret.
The strategy begins by defining the underlying trend through a two-stage RSI signal. A standard RSI is computed over the user-defined Length input, then smoothed with a short moving average to reduce noise. Two symmetric thresholds are derived from the Threshold parameter: an upper band at 100 minus the threshold and a lower band at the threshold itself. When the smoothed RSI crosses above the upper band, the environment is classified as bullish and the internal trend state is set to uptrend. When the smoothed RSI crosses below the lower band, the environment is classified as bearish and the trend state becomes downtrend. When RSI moves back into the central zone between the two bands, the trend is considered neutral. In addition to the current trend, the strategy tracks the last non-neutral trend direction, which is used to detect genuine trend changes rather than transient oscillations.
Once a trend is established, the strategy looks for retracement entries in the direction of that trend. For long setups in an uptrend, it computes the lowest low over the previous Length minus one bars, excluding the current bar. A long signal is generated when price dips below this recent low while the trend state remains bullish. Symmetrically, for short setups in a downtrend, it computes the highest high over the previous Length minus one bars and enters short when price spikes above this recent high while the trend state remains bearish. This logic is designed to capture pullbacks against the prevailing RSI-defined trend, entering when the market tests or slightly violates recent extremes, rather than chasing breakouts. The candles are visually coloured to reflect the detected trend, highlighting bullish and bearish environments while keeping neutral phases distinguishable on the chart. An ATR-based measure is used solely to position the “UP” and “DN” labels on the chart for clearer visualisation of entry points; it does not directly influence position sizing or stop calculation in this implementation.
Take profit and stop loss behaviour are fully parameterized through the “Take Profit” and “Stop Loss” inputs, each offering three modes: None, Trend Change and Extension. When “Trend Change” is selected for the take profit, the strategy will only exit profitable positions when a confirmed trend reversal occurs. For a long position, this means that the strategy will close the trade when the trend state flips from uptrend to downtrend, and the last recorded trend direction validates that this is a genuine reversal rather than a neutral fluctuation; the same logic applies symmetrically for short positions. When “Extension” is selected as the take profit mode, the strategy closes profitable long trades when the smoothed RSI reaches or exceeds the upper threshold, interpreted as an overbought extension within the bullish regime, and closes profitable short trades when the smoothed RSI falls to or below the lower threshold, interpreted as an oversold extension within the bearish regime. When “None” is chosen, the strategy does not apply any explicit take profit logic, leaving trades to be managed by the stop loss settings or by user discretion in backtesting.
The stop loss parameter works in a parallel way. With “Trend Change” selected as stop loss, any open long position is closed when the trend flips from uptrend to downtrend, regardless of whether the trade is currently in profit or loss, and any open short is closed when the trend flips from downtrend to uptrend. This turns the RSI trend regime into a hard invalidation rule: once the underlying momentum structure reverses, the position is exited. With “Extension” selected for stop loss, long positions are closed when RSI falls back below the upper band and moves towards the opposite side of the range, while short positions are closed when RSI rises above the lower band and moves towards the upper side. In practice, this acts as a dynamic exit based on the oscillator moving out of a favourable context for the existing trade. Selecting “None” for stop loss disables these automatic exits, leaving only the take profit logic, if any, to manage the position. Because take profit and stop loss configuration are independent, the user can construct different profiles, such as pure trend-change exits on both sides, pure overextension exits, or a mix (for example, take profit on overextension and stop loss on trend reversal).
This strategy is designed as an analytical and backtesting framework rather than a finished plug-and-play trading system. It does not include position sizing, risk-per-trade controls, multi-timeframe confirmation, volatility filters or instrument-specific fine-tuning. Its primary purpose is to provide a clear, rule-based structure for testing retracement logic within RSI-defined trends, and to allow users to explore how different exit regimes (trend-change based versus extension based) affect performance on their instruments and timeframes of interest.
Nothing in this script or its description should be interpreted as financial advice, investment recommendation or solicitation to buy or sell any financial instrument. Past performance on backtests does not guarantee future results. The behaviour of this strategy can vary significantly across symbols, timeframes and market conditions, and correlations, volatility and liquidity can change without warning. Before considering any live application, users should thoroughly backtest and forward test the strategy on their own data, adjust parameters to their risk profile and instrument characteristics, and integrate proper money management and trade management rules. Use of this script is entirely at the user’s own risk.
VWolf – Apex GateOverview
VWolf – Apex Gate is a trend-continuation system that blends a Pivot-weighted Supertrend (PVT ST) with an optional **Normal Supertrend** trigger, all **gated by a 200-EMA directional filter. The strategy’s risk controls are volatility-aware—**stops and targets scale by ATR**, and quantity is computed from a fixed **% risk per trade**. Clear **Backtest / Forwardtest** modes with date windows let you validate on segmented datasets before committing to live use.
Recommended Use
- **Markets:** High-liquidity instruments (indices, large-cap equities, liquid FX and major crypto pairs) where trends and pullbacks are clean.
- **Timeframes:** 15m–1h for active intraday; 4h–1D for swing. Lower timeframes may benefit from stricter EMA gating and slightly wider ATR stops.
- **Workflow:**
1. Start with **Backtest** to set baseline ATR/EMA parameters.
2. Move to **Forwardtest** to confirm generalization.
3. Consider walk-forward or multi-symbol rotation to assess robustness.
Strengths & Precautions
Strengths
- **Dual engine** (PVT ST + Normal ST) improves signal quality; the **EMA gate** screens counter-trend noise.
- **ATR-native** stops/targets standardize risk across regimes/instruments.
- **Capital-proportional sizing** preserves account geometry and smooths drawdowns.
- **Clear test segmentation** supports objective evaluation.
Precautions
- **Whipsaw risk** in tight ranges: widen ATR multipliers, enable the EMA gate, or require co-confirmation.
- **Supertrend-anchored stops** can expand in volatility spikes; ensure **% risk** remains within tolerance.
- **One-position policy** avoids stacking risk but forgoes scaling into strong trends; advanced users may prefer add-on frameworks outside this baseline.
Conclusion
VWolf – Apex Gate seeks to enter shortly after **regime flips**, demanding alignment between a **pivot-aware Supertrend** and (optionally) a **classic Supertrend**, while an **EMA gate** enforces directional discipline. With **ATR-driven** stops/targets and **fixed-fraction** sizing, the system adapts naturally to changing volatility. Use the **Backtest** window to dial ranges and the **Forwardtest** window to prove durability on unseen data. For best results, tailor ATR multipliers and the EMA gate to your instrument’s structure and your personal drawdown tolerance.
GraalSTRATEGY DESCRIPTION — “GRAAL”
GRAAL is an advanced algorithmic crypto-trading strategy designed for trend and semi-trend market conditions. It combines ATR-based trend/flat detection, dynamic Stop-Loss and multi-level Take-Profit, break-even (BE) logic, an optional trailing stop, and a “lock-on-trend” mechanism to hold positions until the market structure truly reverses.
The strategy is optimized for Binance, OKX and Bybit (USDT-M and USDC-M futures), but can also be used on spot as an indicator.
Core Logic
Trend Detection — dynamic trend zones built using ATR and local high/low structure.
Entry Logic — positions are opened only after trend confirmation and a momentum-based local trigger.
Exit Logic:
fixed TP levels (TP1/TP2/TP3),
dynamic ATR-based SL,
break-even move after TP1 or TP2,
optional trailing stop.
Lock-on-Trend — positions remain open until an opposite trend signal appears.
Noise Protection — flat filter disables entries during low-volatility conditions.
Key Advantages
Sophisticated and reliable risk-management system.
Minimal false entries due to robust trend filtering.
Optional trailing logic to maximize profit during strong directional moves.
Works well on BTC, ETH and major altcoins.
Easily adaptable for various timeframes (1m–4h).
Supports full automation via OKX / WunderTrading / 3Commas JSON alerts.
Recommended Use Cases
Crypto futures (USDT-M / USDC-M).
Intraday trading (5m–15m–1h).
Swing trading (4h–1D).
Fully automated signal-bot execution.
Important Notes
This is an algorithmic strategy, not financial advice.
Strategy Tester performance may differ from real execution due to liquidity, slippage and fees.
Always backtest and optimize parameters for your specific market and asset.
Recommended Settings: LONG only, no TP, no SL, Flat Policy: Hold, TP3 Mode: Trend, Trailing Stop 1.2%, Fixed size 100 USD, Leverage 10×, ATR=14, HH/LL=36.
Hash Supertrend [Hash Capital Research]Hash Supertrend Strategy by Hash Capital Research
Overview
Hash Supertrend is a professional-grade trend-following strategy that combines the proven Supertrend indicator with institutional visual design and flexible time filtering.
The strategy uses ATR-based volatility bands to identify trend direction and executes position reversals when the trend flips.This implementation features a distinctive fluorescent color system with customizable glow effects, making trend changes immediately visible while maintaining the clean, professional aesthetic expected in quantitative trading environments.
Entry Signals:
Long Entry: Price crosses above the Supertrend line (trend flips bullish)
Short Entry: Price crosses below the Supertrend line (trend flips bearish)
Controls the lookback period for volatility calculation
Lower values (7-10): More sensitive to price changes, generates more signals
Higher values (12-14): Smoother response, fewer signals but potentially delayed entries
Recommended range: 7-14 depending on market volatility
Factor (Default: 3.0)
Restricts trading to specific hours
Useful for avoiding low-liquidity sessions, overnight gaps, or known choppy periods
When disabled, strategy trades 24/7
Start Hour (Default: 9) & Start Minute (Default: 30)
Define when the trading session begins
Uses exchange timezone in 24-hour format
Example: 9:30 = 9:30 AM
End Hour (Default: 16) & End Minute (Default: 0)
Controls the vibrancy of the fluorescent color system
1-3: Subtle, muted colors
4-6: Balanced, moderate saturation
7-10: Bright, highly saturated fluorescent appearance
Affects both the Supertrend line and trend zones
Glow Effect (Default: On)
Adds luminous halo around the Supertrend line
Creates a multi-layered visual with depth
Particularly effective during strong trends
Glow Intensity (Default: 5.0)
Displays tiny fluorescent dots at entry points
Green dot below bar: Long entry
Red dot above bar: Short entry
Provides clear visual confirmation of executed trades
Show Trend Zone (Default: On)
Strong trending markets (2020-style bull runs, sustained bear markets)
Markets with clear directional bias
Instruments with consistent volatility patterns
Timeframes: 15m to Daily (optimal on 1H-4H)
Challenging Conditions:
Choppy, range-bound markets
Low volatility consolidation periods
Highly news-driven instruments with frequent gaps
Very low timeframes (1m-5m) prone to noise
Recommended AssetsCryptocurrency:
smart honey 2.0The smart honey 2.0 is a long-only trading strategy based on averaging entries.
At "Entry" you can set to enter a trade at a specified averaging level. The best backtest result at "only 4th averaging".
"Tp" is take profit.
"Sensitivity" controls the frequency of trades - lower sensitivity means fewer, but higher-quality trades.
Settings recommendations
For 1m-5m timeframes, use low sensitivity and take profit values. For higher timeframes, increase the take profit value.
For example, a profitable setting for many coins on a 5-minute timeframe is
Tp = 1.5%
Sensitivity = 2.7
Entry = only 4th averaging
The strategy features a "Blue line" showing liquidity clusters influenced by Sensitivity. Price often bounces off this line.
You can also set alerts for lists of coins, receiving notifications at each new candle about active positions
AlosAlgo V2 (BETA)— V2 BETA —
V2 – 2025-11-21 (Update)
• Rebuilt the core signal engine to remove repainting – higher-timeframe Heikin Ashi / Renko now use confirmed bars only for more stable signals & alerts.
• Added Trend Filter MA so longs are only taken above the MA and shorts only below (optional).
• Added MACD momentum filter and Price Action filter (Higher Low for longs, Lower High for shorts) to cut a lot of chop.
• Introduced a loss-streak “circuit breaker” – after X consecutive losing trades the strategy pauses for a set number of bars.
• New TP/SL engine with 2 modes: ATR-based or Fixed % moves, with 4 staged TPs plus an optional runner and break-even SL after TP2.
• Cleaned up TP/SL lines & labels so levels are fixed per trade and easier to read.
• General refactor for more realistic backtests, better live behaviour and easier parameter tuning compared to V1.
ABOUT
AlosAlgo V2 is a multi-timeframe trend + momentum strategy designed for BTC and other high-liquidity markets. It takes directional bias from a higher timeframe, then filters that bias with volatility, momentum and simple price-action structure before it ever opens a trade.
Purely rule-based, no AI / Bayesian / ML.
Core idea
– Use higher-timeframe structure for direction.
– Only trade when trend, momentum and basic price action agree.
– Manage exits with multiple TPs, an optional runner and a hard SL so risk is defined from the start.
Setups
Two main engines:
• Open/Close – Higher-timeframe Heikin Ashi body direction (close vs open) as the core trend signal.
• Renko – ATR-based Renko feed with EMA cross (fast vs slow) as the core trend signal.
Classic sideways filters (ATR + RSI) can be layered on top if you want to only trade in trending or ranging conditions.
Filters added in V2
• Trend Filter MA – Longs only above the MA, shorts only below (length configurable).
• Momentum Filter – Optional MACD filter; only takes longs when MACD is bullish and shorts when MACD is bearish.
• Price Action Filter – Optional HL/LH logic using pivots: longs after a Higher Low, shorts after a Lower High.
• Loss-Streak Circuit Breaker – After N losing trades in a row, the strategy pauses entries for a set number of bars to avoid bad regimes / tilt.
Risk & exits
Two TP/SL modes:
• ATR mode – SL and TP1–TP4 based on ATR at entry (stopFactor / profitFactor).
• Fixed % mode – SL and TP1–TP4 defined as % moves from entry.
On entry the strategy:
• Opens a single position.
• Places 4 staged TPs (TP1–TP4) with user-defined % sizing.
• Optionally leaves a “runner” managed only by SL and trend changes.
• Can move SL to break-even automatically after TP2 (toggle).
All TP/SL levels are locked at entry and drawn on the chart with labels so you can see exactly what the trade is trying to do.
Non-repainting behaviour
V2 is refactored to avoid the repainting behaviour that V1 used. Higher-timeframe and Renko data are taken from confirmed bars only, and entries are based on state (e.g. > / <) instead of repaint-prone crosses. Backtests are much closer to what you’ll see live, and alerts line up with executed trades more reliably.
How to use (suggested defaults)
• Setup: Open/Close
• TPSType: Fixed %
• Trend Filter: ON
• Momentum Filter: ON
• Price Action Filter: ON
• Sideways Filter: No Filtering
Then tweak TP/SL distances and filters per asset + timeframe, and forward-test before sizing up.
Disclaimer
This is not financial advice, not a guarantee of profit and not a “set and forget” money printer. Always forward-test, paper trade and tune risk before using real capital or automation. Markets change – this is a tool, not a promise.
ATH대비 지정하락률에 도착 시 매수 - 장기홀딩 선물 전략(ATH Drawdown Re-Buy Long Only)본 스크립트는 과거 하락 데이터를 이용하여, 정해진 하락 %가 발생하는 경우 자기 자본의 정해진 %만큼을 진입하게 설계되어진 스트레티지입니다.
레버리지를 사용할 수 있으며 기본적으로 셋팅해둔 값이 내장되어있습니다.(자유롭게 바꿔서 쓰시면 됩니다.) 추가적으로 2번의 진입 외에도 다른 진입 기준, 진입 %를 설정하실 수 있으며 - ChatGPT에게 요청하면 수정해줄 것입니다.
실제 사용용도로는 KillSwitch 기능을 꺼주세요. 바 돋보기 기능을 켜주세요.
ATH Drawdown Re-Buy Long Only 전략 설명
1. 전략 개요
ATH Drawdown Re-Buy Long Only 전략은 자산의 역대 최고가(ATH, All-Time High)를 기준으로 한 하락폭(드로우다운)을 활용하여,
특정 구간마다 단계적으로 롱 포지션을 구축하는 자동 재매수(Long Only) 전략입니다.
본 전략은 다음과 같은 목적을 가지고 설계되었습니다.
급격한 조정 구간에서 체계적인 분할 매수 및 레버리지 활용
ATH를 기준으로 한 명확한 진입 규칙 제공
실시간으로
평단가
레버리지
청산가 추정
계좌 MDD
수익률
등을 시각적으로 제공하여 리스크와 포지션 상태를 직관적으로 확인할 수 있도록 지원
※ 본 전략은 교육·연구·백테스트 용도로 제공되며,
어떠한 형태의 투자 권유 또는 수익을 보장하지 않습니다.
2. 전략의 핵심 개념
2-1. ATH(역대 최고가) 기준 드로우다운
전략은 차트 상에서 항상 가장 높은 고가(High)를 ATH로 기록합니다.
새로운 고점이 형성될 때마다 ATH를 갱신하고, 해당 ATH를 기준으로 다음을 계산합니다.
현재 바의 저가(Low)가 ATH에서 몇 % 하락했는지
현재 바의 종가(Close)가 ATH에서 몇 % 하락했는지
그리고 사전에 설정한 두 개의 드로우다운 구간에서 매수를 수행합니다.
1차 진입 구간: ATH 대비 X% 하락 시
2차 진입 구간: ATH 대비 Y% 하락 시
각 구간은 ATH가 새로 갱신될 때마다 한 번씩만 작동하며,
새로운 ATH가 생성되면 다시 “1차 / 2차 진입 가능 상태”로 초기화됩니다.
2-2. 첫 포지션 100% / 300% 특수 규칙
이 전략의 중요한 특징은 **“첫 포지션 진입 시의 예외 규칙”**입니다.
전략이 현재 어떠한 포지션도 들고 있지 않은 상태에서
최초로 롱 포지션을 진입하는 시점(첫 포지션)에 대해:
기본적으로는 **자산의 100%**를 기준으로 포지션을 구축하지만,
만약 그 순간의 가격이 ATH 대비 설정값 이상(예: 약 –72.5% 이상 하락한 상황) 이라면
→ 자산의 300% 규모로 첫 포지션을 진입하도록 설계되어 있습니다.
이 규칙은 다음과 같이 동작합니다.
첫 진입이 1차 드로우다운 구간에서 발생하든,
첫 진입이 2차 드로우다운 구간에서 발생하든,
현재 하락폭이 설정된 기준 이상(예: –72.5% 이상) 이라면
→ “이 정도 하락이면 첫 진입부터 더 공격적으로 들어간다”는 의미로 300% 규모로 진입
그 이하의 하락폭이라면
→ 첫 진입은 100% 규모로 제한
즉, 전략은 다음 두 가지 모드로 동작합니다.
일반적인 상황의 첫 진입: 자산의 100%
심각한 드로우다운 구간에서의 첫 진입: 자산의 300%
이 특수 규칙은 깊은 하락에서는 공격적으로, 평소에는 상대적으로 보수적으로 진입하도록 설계된 것입니다.
3. 전략 동작 구조
3-1. 매수 조건
차트 상 High 기준으로 ATH를 추적합니다.
각 바마다 해당 ATH에서의 하락률을 계산합니다.
사용자가 설정한 두 개의 드로우다운 구간(예시):
1차 구간: 예를 들어 ATH – 50%
2차 구간: 예를 들어 ATH – 72.5%
각 구간에 대해 다음과 같은 조건을 확인합니다.
“이번 ATH 구간에서 아직 해당 구간 매수를 한 적이 없는 상태”이고,
현재 바의 저가(Low)가 해당 구간 가격 이하를 찍는 순간
→ 해당 바에서 매수 조건 충족으로 간주
실제 주문은:
해당 구간 가격에 맞춰 롱 포지션 진입(리밋/시장가 기반 시뮬레이션) 으로 처리됩니다.
3-2. ATH 갱신과 진입 기회 리셋
차트 상에서 새로운 고점(High)이 기존 ATH를 넘어서는 순간,
ATH가 갱신되고,
1차 / 2차 진입 여부를 나타내는 내부 플래그가 초기화됩니다.
이를 통해, 시장이 새로운 고점을 돌파해 나갈 때마다,
해당 구간에서 다시 한 번씩 1차·2차 드로우다운 진입 기회를 갖게 됩니다.
4. 포지션 사이징 및 레버리지
4-1. 계좌 자산(Equity) 기준 포지션 크기 결정
전략은 현재 계좌 자산을 다음과 같이 정의하여 사용합니다.
현재 자산 = 초기 자본 + 실현 손익 + 미실현 손익
각 진입 구간에서의 포지션 가치는 다음과 같이 결정됩니다.
1차 진입 구간:
“자산의 몇 %를 사용할지”를 설정값으로 입력
설정된 퍼센트를 계좌 자산에 곱한 뒤,
다시 전략 내 레버리지 배수(Leverage) 를 곱하여 실제 포지션 가치를 계산
2차 진입 구간:
동일한 방식으로, 독립된 퍼센트 설정값을 사용
즉, 포지션 가치는 다음과 같이 계산됩니다.
포지션 가치 = 현재 자산 × (해당 구간 설정 % / 100) × 레버리지 배수
그리고 이를 해당 구간의 진입 가격으로 나누어 실제 수량(토큰 단위) 를 산출합니다.
4-2. 첫 포지션의 예외 처리 (100% / 300%)
첫 포지션에 대해서는 위의 일반적인 퍼센트 설정 대신,
다음과 같은 고정 비율이 사용됩니다.
기본: 자산의 100% 규모로 첫 포지션 진입
단, 진입 시점의 ATH 대비 하락률이 설정값 이상(예: –72.5% 이상) 일 경우
→ 자산의 300% 규모로 첫 포지션 진입
이때 역시 다음 공식을 사용합니다.
포지션 가치 = 현재 자산 × (100% 또는 300%) × 레버리지
그리고 이를 가격으로 나누어 실제 진입 수량을 계산합니다.
이 규칙은:
첫 진입이 1차 구간이든 2차 구간이든 동일하게 적용되며,
“충분히 깊은 하락 구간에서는 첫 진입부터 더 크게,
평소에는 비교적 보수적으로” 라는 운용 철학을 반영합니다.
4-3. 실레버리지(Real Leverage)의 추적
전략은 각 바 단위로 다음을 추적합니다.
바가 시작할 때의 기존 포지션 크기
해당 바에서 새로 진입한 수량
이를 바탕으로, 진입이 발생한 시점에 다음을 계산합니다.
실제 레버리지 = (포지션 가치 / 현재 자산)
그리고 차트 상에 예를 들어:
Lev 2.53x 와 같은 형식의 레이블로 표시합니다.
이를 통해, 매수 시점마다 실제 계좌 레버리지가 어느 정도였는지를 직관적으로 확인할 수 있습니다.
5. 시각화 및 모니터링 요소
5-1. 차트 상 시각 요소
전략은 차트 위에 다음과 같은 정보를 직접 표시합니다.
ATH 라인
High 기준으로 계산된 역대 최고가를 주황색 선으로 표시
평단가(평균 진입가) 라인
현재 보유 포지션이 있을 때,
해당 포지션의 평균 진입가를 노란색 선으로 표시
추정 청산가(고정형 청산가) 라인
포지션 수량이 변화하는 시점을 감지하여,
당시의 평단가와 실제 레버리지를 이용해 근사적인 청산가를 계산
이를 빨간색 선으로 차트에 고정 표시
포지션이 없거나 레버리지가 1배 이하인 경우에는 청산가 라인을 제거
매수 마커 및 레이블
1차/2차 매수 조건이 충족될 때마다 해당 지점에 매수 마커를 표시
"Buy XX% @ 가격", "Lev XXx" 형태의 라벨로
진입 비율과 당시 레버리지를 함께 시각화
레이블의 위치는 설정에서 선택 가능:
바 아래 (Below Bar)
바 위 (Above Bar)
실제 가격 위치 (At Price)
5-2. 우측 상단 정보 테이블
차트 우측 상단에는 현재 계좌·포지션 상태를 요약한 정보 테이블이 표시됩니다.
대표적으로 다음 항목들이 포함됩니다.
Pos Qty (Token)
현재 보유 중인 포지션 수량(토큰 기준, 절대값 기준)
Pos Value (USDT)
현재 포지션의 시장 가치 (수량 × 현재 가격)
Leverage (Now)
현재 실레버리지 (포지션 가치 / 현재 자산)
DD from ATH (%)
현재 가격 기준, 최근 ATH에서의 하락률(%)
Avg Entry
현재 포지션의 평균 진입 가격
PnL (%)
현재 포지션 기준 미실현 손익률(%)
Max DD (Equity %)
전략 전체 기간 동안 기록된 계좌 기준 최대 손실(MDD, Max Drawdown)
Last Entry Price
가장 최근에 포지션을 추가로 진입한 직후의 평균 진입 가격
Last Entry Lev
위 “Last Entry Price” 시점에서의 실레버리지
Liq Price (Fixed)
위에서 설명한 고정형 추정 청산가
Return from Start (%)
전략 시작 시점(초기 자본) 대비 현재 계좌 자산의 총 수익률(%)
이 테이블을 통해 사용자는:
현재 계좌와 포지션의 상태
리스크 수준
누적 성과
를 직관적으로 파악할 수 있습니다.
6. 시간 필터 및 라벨 옵션
6-1. 전략 동작 기간 설정
전략은 옵션으로 특정 기간에만 전략을 동작시키는 시간 필터를 제공합니다.
“Use Date Range” 옵션을 활성화하면:
시작 시각과 종료 시각을 지정하여
해당 구간에 한해서만 매매가 발생하도록 제한
옵션을 비활성화하면:
전략은 전체 차트 구간에서 자유롭게 동작
6-2. 진입 라벨 위치 설정
사용자는 매수/레버리지 라벨의 위치를 선택할 수 있습니다.
바 아래 (Below Bar)
바 위 (Above Bar)
실제 가격 위치 (At Price)
이를 통해 개인 취향 및 차트 가독성에 맞추어
시각화 방식을 유연하게 조정할 수 있습니다.
7. 활용 대상 및 사용 예시
본 전략은 다음과 같은 목적에 적합합니다.
현물 또는 선물 롱 포지션 기준 장기·스윙 관점 추매 전략 백테스트
“고점 대비 하락률”을 기준으로 한 규칙 기반 운용 아이디어 검증
레버리지 사용 시
계좌 레버리지·청산가·MDD를 동시에 모니터링하고자 하는 경우
특정 자산에 대해
“새로운 고점이 형성될 때마다
일정한 규칙으로 깊은 조정 구간에서만 분할 진입하고자 할 때”
실거래에 그대로 적용하기보다는,
전략 아이디어 검증 및 리스크 프로파일 분석,
자신의 성향에 맞는 파라미터 탐색 용도로 사용하는 것을 권장합니다.
8. 한계 및 유의사항
백테스트 결과는 미래 성과를 보장하지 않습니다.
과거 데이터에 기반한 시뮬레이션일 뿐이며,
실제 시장에서는
유동성
슬리피지
수수료 체계
강제청산 규칙
등 다양한 변수가 존재합니다.
청산가는 단순화된 공식에 따른 추정치입니다.
거래소별 실제 청산 규칙, 유지 증거금, 수수료, 펀딩비 등은
본 전략의 계산과 다를 수 있으며,
청산가 추정 라인은 참고용 지표일 뿐입니다.
레버리지 및 진입 비율 설정에 따라 손실 폭이 매우 커질 수 있습니다.
특히 **“첫 포지션 300% 진입”**과 같이 매우 공격적인 설정은
시장 급락 시 계좌 손실과 청산 리스크를 크게 증가시킬 수 있으므로
신중한 검토가 필요합니다.
실거래 연동 시에는 별도의 리스크 관리가 필수입니다.
개별 손절 기준
포지션 상한선
전체 포트폴리오 내 비중 관리 등
본 전략 외부에서 추가적인 안전장치가 필요합니다.
9. 결론
ATH Drawdown Re-Buy Long Only 전략은 단순한 “저가 매수”를 넘어서,
ATH 기준으로 드로우다운을 구조적으로 활용하고,
첫 포지션에 대한 **특수 규칙(100% / 300%)**을 적용하며,
레버리지·청산가·MDD·수익률을 통합적으로 시각화함으로써,
하락 구간에서의 규칙 기반 롱 포지션 구축과
리스크 모니터링을 동시에 지원하는 전략입니다.
사용자는 본 전략을 통해:
자신의 시장 관점과 리스크 허용 범위에 맞는
드로우다운 구간
진입 비율
레버리지 설정
다양한 시나리오에 대한 백테스트와 분석
을 수행할 수 있습니다.
다시 한 번 강조하지만,
본 전략은 연구·학습·백테스트를 위한 도구이며,
실제 투자 판단과 책임은 전적으로 사용자 본인에게 있습니다.
/ENG Version.
This script is designed to use historical drawdown data and automatically enter positions when a predefined percentage drop from the all-time high occurs, using a predefined percentage of your account equity.
You can use leverage, and default parameter values are provided out of the box (you can freely change them to suit your style).
In addition to the two main entry levels, you can add more entry conditions and custom entry percentages – just ask ChatGPT to modify the script.
For actual/live usage, please turn OFF the KillSwitch function and turn ON the Bar Magnifier feature.
ATH Drawdown Re-Buy Long Only Strategy
1. Strategy Overview
The ATH Drawdown Re-Buy Long Only strategy is an automatic re-buy (Long Only) system that builds long positions step-by-step at specific drawdown levels, based on the asset’s all-time high (ATH) and its subsequent drawdown.
This strategy is designed with the following goals:
Systematic scaled buying and leverage usage during sharp correction periods
Clear, rule-based entry logic using drawdowns from ATH
Real-time visualization of:
Average entry price
Leverage
Estimated liquidation price
Account MDD (Max Drawdown)
Return / performance
This allows traders to intuitively monitor both risk and position status.
※ This strategy is provided for educational, research, and backtesting purposes only.
It does not constitute investment advice and does not guarantee any profits.
2. Core Concepts
2-1. Drawdown from ATH (All-Time High)
On the chart, the strategy always tracks the highest high as the ATH.
Whenever a new high is made, ATH is updated, and based on that ATH the following are calculated:
How many percent the current bar’s Low is below the ATH
How many percent the current bar’s Close is below the ATH
Using these, the strategy executes buys at two predefined drawdown zones:
1st entry zone: When price drops X% from ATH
2nd entry zone: When price drops Y% from ATH
Each zone is allowed to trigger only once per ATH cycle.
When a new ATH is created, the “1st / 2nd entry possible” flags are reset, and new opportunities open up for that ATH leg.
2-2. Special Rule for the First Position (100% / 300%)
A key feature of this strategy is the special rule for the very first position.
When the strategy currently holds no position and is about to open the first long position:
Under normal conditions, it builds the position using 100% of account equity.
However, if at that moment the price has dropped by at least a predefined threshold from ATH (e.g. around –72.5% or more),
→ the strategy will open the first position using 300% of account equity.
This rule works as follows:
Whether the first entry happens at the 1st drawdown zone or at the 2nd drawdown zone,
If the current drawdown from ATH is at or below the threshold (e.g. –72.5% or worse),
→ the strategy interprets this as “a sufficiently deep crash” and opens the initial position with 300% of equity.
If the drawdown is less severe than the threshold,
→ the first entry is capped at 100% of equity.
So the strategy has two modes for the first entry:
Normal market conditions: 100% of equity
Deep drawdown conditions: 300% of equity
This special rule is intended to be aggressive in extremely deep crashes while staying more conservative in normal corrections.
3. Strategy Logic & Execution
3-1. Entry Conditions
The strategy tracks the ATH using the High price.
For each bar, it calculates the drawdown from ATH.
The user defines two drawdown zones, for example:
1st zone: ATH – 50%
2nd zone: ATH – 72.5%
For each zone, the strategy checks:
If no buy has been executed yet for that zone in the current ATH leg, and
If the current bar’s Low touches or falls below that zone’s price level,
→ That bar is considered to have triggered a buy condition.
Order simulation:
The strategy simulates entering a long position at that zone’s price level
(using a limit/market-like approximation for backtesting).
3-2. ATH Reset & Entry Opportunity Reset
When a new High goes above the previous ATH:
The ATH is updated to this new high.
Internal flags that track whether the 1st and 2nd entries have been used are reset.
This means:
Each time the market makes a new ATH,
The strategy once again has a fresh opportunity to execute 1st and 2nd drawdown entries for that new ATH leg.
4. Position Sizing & Leverage
4-1. Position Size Based on Account Equity
The strategy defines current equity as:
Current Equity = Initial Capital + Realized PnL + Unrealized PnL
For each entry zone, the position value is calculated as follows:
The user inputs:
“What % of equity to use at this zone”
The strategy:
Multiplies current equity by that percentage
Then multiplies by the strategy’s leverage factor
Thus:
Position Value = Current Equity × (Zone % / 100) × Leverage
Finally, this position value is divided by the entry price to determine the actual position size in tokens.
4-2. Exception for the First Position (100% / 300%)
For the very first position (when there is no open position),
the strategy does not use the zone % parameters. Instead, it uses fixed ratios:
Default: Enter the first position with 100% of equity.
If the drawdown from ATH at that moment is greater than or equal to a predefined threshold (e.g. –72.5% or more)
→ Enter the first position with 300% of equity.
The position value is computed as:
Position Value = Current Equity × (100% or 300%) × Leverage
Then it is divided by the entry price to obtain the token quantity.
This rule:
Applies regardless of whether the first entry occurs at the 1st zone or 2nd zone.
Embeds the philosophy:
“In very deep crashes, go much larger on the first entry; otherwise, stay more conservative.”
4-3. Tracking Real Leverage
On each bar, the strategy tracks:
The existing position size at the start of the bar
The newly added size (if any) on that bar
When a new entry occurs, it calculates the real leverage at that moment:
Real Leverage = (Position Value / Current Equity)
This is then displayed on the chart as a label, for example:
Lev 2.53x
This makes it easy to see the actual leverage level at each entry point.
5. Visualization & Monitoring
5-1. On-Chart Visual Elements
The strategy plots the following directly on the chart:
ATH Line
The all-time high (based on High) is plotted as an orange line.
Average Entry Price Line
When a position is open, the average entry price of that position is plotted as a yellow line.
Estimated Liquidation Price (Fixed) Line
The strategy detects when the position size changes.
At each size change, it uses the current average entry price and real leverage to compute an approximate liquidation price.
This “fixed liquidation price” is then plotted as a red line on the chart.
If there is no position, or if leverage is 1x or lower, the liquidation line is removed.
Entry Markers & Labels
When 1st/2nd entry conditions are met, the strategy:
Marks the entry point on the chart.
Displays labels such as "Buy XX% @ Price" and "Lev XXx",
showing both entry percentage and real leverage at that time.
The label placement is configurable:
Below Bar
Above Bar
At Price
5-2. Information Table (Top-Right Panel)
In the top-right corner of the chart, the strategy displays a summary table of the current account and position status. It typically includes:
Pos Qty (Token)
Absolute size of the current position (in tokens)
Pos Value (USDT)
Market value of the current position (qty × current price)
Leverage (Now)
Current real leverage (position value / current equity)
DD from ATH (%)
Current drawdown (%) from the latest ATH, based on current price
Avg Entry
Average entry price of the current position
PnL (%)
Unrealized profit/loss (%) of the current position
Max DD (Equity %)
The maximum equity drawdown (MDD) recorded over the entire backtest period
Last Entry Price
Average entry price immediately after the most recent add-on entry
Last Entry Lev
Real leverage at the time of the most recent entry
Liq Price (Fixed)
The fixed estimated liquidation price described above
Return from Start (%)
Total return (%) of equity compared to the initial capital
Through this table, users can quickly grasp:
Current account and position status
Current risk level
Cumulative performance
6. Time Filters & Label Options
6-1. Strategy Date Range Filter
The strategy provides an option to restrict trading to a specific time range.
When “Use Date Range” is enabled:
You can specify start and end timestamps.
The strategy will only execute trades within that range.
When this option is disabled:
The strategy operates over the entire chart history.
6-2. Entry Label Placement
Users can customize where entry/leverage labels are drawn:
Below Bar (Below Bar)
Above Bar (Above Bar)
At the actual price level (At Price)
This allows you to adjust visualization according to personal preference and chart readability.
7. Use Cases & Applications
This strategy is suitable for the following purposes:
Long-term / swing-style re-buy strategies for spot or futures long positions
Testing rule-based strategies that rely on “drawdown from ATH” as a main signal
Monitoring account leverage, liquidation price, and MDD when using leverage
Handling situations where, for a given asset:
“Every time a new ATH is formed,
you want to wait for deep corrections and enter only at specific drawdown zones”
It is generally recommended to use this strategy not as a direct plug-and-play live system, but as a tool for:
Strategy idea validation
Risk profile analysis
Parameter exploration to match your personal risk tolerance and style
8. Limitations & Warnings
Backtest results do not guarantee future performance.
They are based on historical data only.
In live markets, additional factors exist:
Liquidity
Slippage
Fee structures
Exchange-specific liquidation rules
Funding fees, etc.
The liquidation price is only an approximate estimate, derived from a simplified formula.
Actual liquidation rules, maintenance margin requirements, fees, and other details differ by exchange.
The liquidation line should be treated as a reference indicator, not an exact guarantee.
Depending on the configured leverage and entry percentages, losses can be very large.
In particular, extremely aggressive settings such as “first position 300% of equity” can greatly increase the risk of large account drawdowns and liquidation during sharp market crashes.
Use such settings with extreme caution.
For live trading, additional risk management is essential:
Your own stop-loss rules
Maximum position size limits
Portfolio-level exposure controls
And other external safety mechanisms beyond this strategy
9. Conclusion
The ATH Drawdown Re-Buy Long Only strategy goes beyond simple “buy the dip” logic. It:
Systematically utilizes drawdowns from ATH as a structural signal
Applies a special first-position rule (100% / 300%)
Integrates visualization of leverage, liquidation price, MDD, and returns
All of this supports rule-based long position building in drawdown phases and comprehensive risk monitoring.
With this strategy, users can:
Explore different:
Drawdown zones
Entry percentages
Leverage levels
Run various backtests and scenario analyses
Better understand the risk/return profile that fits their own market view and risk tolerance
Once again, this strategy is intended for research, learning, and backtesting only.
All real trading decisions and their consequences are solely the responsibility of the user.
LSI Pro - Enhanced Sweep Lines + Trading StrategyThis is a very powerful and sensitive indicator, it embrace the institutional sweep, signaling the high volumes area with the liquidity areas and levels with bear or bull confirmations.
and more ...
It works very good with most instruments such crypto - forex and stocks.
write me to get access.
Macketings 1min ScalpingThis is a hyper-reactive scalping strategy designed for the 1-minute chart. It utilizes a strict four-EMA hierarchy (80/90/340/500) to ensure trades are only taken in the strongest aligned market trend. The strategy is built to be extremely tight on risk and focuses on capturing the immediate, high-momentum swing that follows a confirmed EMA retest or breakout.
Key Mechanics (How it Works):
Strict Trend Alignment: Entry is only permitted when the faster EMA band (80/90) and the price action are correctly aligned with the slow trend (340/500).
Long: EMA 80/90 must be above EMA 340/500, AND EMA 340 must be above EMA 500. (And vice-versa for Short.)
Expanded Retest Entry: The strategy waits for the price to retest or briefly enter the 80/90 band, then immediately enters upon the confirmed momentum breakout from that band.
Dynamic Risk Management (Tight Ride): The strategy is engineered to ride the wave aggressively while protecting capital immediately:
Extremely Tight Initial Stop Loss (0.2% default): Limits initial risk instantly.
Break-Even Security: Once profit hits 0.3%, the Stop Loss is automatically trailed to secure 0.2% profit (a risk-free trade).
Aggressive Exit Logic: Positions are closed not only upon hitting the Take Profit target (2.5%) but also immediately if the 80/90 EMA band crosses the 340 EMA, signaling a critical loss of momentum.
Disclaimer:
This strategy requires high-liquidity instruments and is best used on low timeframes (1-minute) due to its dependency on fast momentum shifts and tight stops. Backtesting and forward testing are crucial before deployment.
Alpha VWAP Regime🔥 Alpha VWAP Regime — Institutional VWAP Strategy (Closed Source)
Alpha VWAP Regime is a multi-layered VWAP trading system that identifies the active market regime and adapts its signals based on institutional liquidity behavior.
This strategy is closed-source because it uses a proprietary combination of VWAP structures, anchored pivot logic, band deviations, and regime detection filters that are not publicly available.
🧠 How the Strategy Works (Conceptual Explanation)
This strategy does not rely on a single VWAP line.
Instead, it builds a VWAP matrix consisting of:
1) Session VWAP
Defines fair value for the current session.
Used to detect intraday directional bias.
2) Anchored VWAP (AVWAP)
Automatically anchored to swing highs and lows (pivot-based).
Tracks where large players accumulated or distributed positions.
3) VWAP Bands (±1σ and ±2σ)
Used as dynamic volatility envelopes:
±1σ = fair-value zone / no-trade area
±2σ = mean-reversion extremes
4) Market Regime Classification (ADX-based)
The strategy determines which environment the market is in:
Trending Regime: ADX above threshold
Ranging Regime: ADX below threshold
Breakout Regime: Volume-based breakout of AVWAP
Each regime activates a different entry model.
📌 Entry Logic (High-Level Overview)
Trend Mode
Triggered only when ADX confirms a trend.
Entries occur near VWAP or −1σ using price-action confirmation.
Mean Reversion Mode
Activated when the market is ranging.
Entries target the ±2σ deviation bands.
Breakout Mode
Triggered by price crossing AVWAP with above-average volume.
Used to catch institutional continuation moves.
ALL Mode
Combines the three models for a full adaptive system.
📉 Exits & Risk Management
All stops and targets use ATR-based volatility sizing
Trend trades aim for larger targets
Mean-reversion trades aim for smaller snapback moves
Breakouts use wider stops but high R:R
🔍 How to Use the Strategy
Load the script on a clean chart
Choose your preferred regime mode (Trend / MR / Breakout / ALL)
Optionally hide VWAP indicators and display signals only
Use realistic position sizing and commissions
Evaluate performance across multiple assets and timeframes
🔒 Why It Is Closed-Source
The code uses:
A custom anchoring engine
Multi-layered regime filters
Dynamic VWAP matrix
Prop logic for bias scoring
These components were built from scratch and form a unique decision model, so the source is protected.
🇸🇦 الشرح العربي لاستراتيجية Alpha VWAP Regime
Alpha VWAP Regime هي استراتيجية تداول مؤسسية متقدمة تعتمد على تحليل السيولة، وتحديد حالة السوق (Market Regime)، ودمج عدة طبقات من VWAP داخل نموذج واحد متكيف.
الهدف من الاستراتيجية هو التداول في المناطق التي يتواجد فيها المال الذكي، وتجنب التداول في المناطق العشوائية أو منخفضة الجودة.
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🧠 كيف تعمل الاستراتيجية؟
الاستراتيجية لا تعتمد على VWAP واحد، بل تستخدم “مصفوفة VWAP” كاملة تتكوّن من:
1) VWAP اليومي (Session VWAP)
يُستخدم لتحديد القيمة العادلة خلال الجلسة، وتحديد الاتجاه اللحظي (Intraday Bias).
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2) VWAP المثبّت (Anchored VWAP)
يتم تثبيته تلقائيًا على:
• القمم المهمة (Swing Highs)
• القيعان المهمة (Swing Lows)
ويساعد في تحديد مناطق تمركز المؤسسات، ومناطق الانعكاس أو الاختراقات الحقيقية.
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3) نطاقات VWAP (±1σ و ±2σ)
تُستخدم كأغلفة ديناميكية للسيولة والتقلب:
• ±1σ = منطقة القيمة العادلة (Fair-Value Zone)
→ غالبًا منطقة غير مناسبة للتداول (No-Trade Zone)
• ±2σ = مناطق التشبّع الحركي (Extremes)
→ مناسبة لاستراتيجيات الانعكاس (Mean Reversion)
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4) تصنيف حالة السوق Market Regimes
الاستراتيجية تستخدم مؤشر ADX لتحديد حالة السوق الحالية:
حالة السوق الوصف
Trending اتجاه واضح وقوي
Ranging تذبذب بدون اتجاه
Breakout اختراق مدعوم بحجم تداول
كل Regime يفعّل نموذج دخول مختلف داخل الاستراتيجية.
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🎯 نماذج الدخول داخل الاستراتيجية
1) نموذج الاتجاه (Trend Mode)
يعمل فقط عندما يكون السوق في اتجاه حقيقي.
يعتمد على دخول Pullbacks قرب VWAP أو نطاق −1σ مع تأكيد شموعي.
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2) نموذج الانعكاس (Mean Reversion Mode)
يعمل فقط عندما يكون السوق متذبذبًا (Range).
الدخول عند لمس ±2σ بهدف العودة نحو VWAP.
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3) نموذج الاختراق (Breakout Mode)
يستخدم اختراقات Anchored VWAP
ولكن بشرط وجود حجم تداول أعلى من المتوسط (Volume Confirmation).
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4) وضع الدمج (ALL Mode)
يجمع بين النماذج الثلاثة ويجعل الاستراتيجية متكيفة تلقائيًا مع كل حالات السوق.
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📉 الخروج وإدارة المخاطر
تستخدم الاستراتيجية نظامًا ديناميكيًا لإدارة المخاطر:
• وقف الخسارة مبني على ATR
• الأهداف مبنية على طبيعة النموذج
• الصفقات الاتجاهية تستهدف R:R أعلى
• صفقات MR أقصر وأسرع
• صفقات Breakout أوسع ولكن مدعومة بزخم قوي
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🧩 كيفية استخدام الاستراتيجية
1. ضع الاستراتيجية على رسم بياني نظيف بدون مؤشرات إضافية
2. اختر نموذج الدخول المناسب من الإعدادات
3. فعّل أو أخفِ خطوط VWAP حسب الحاجة
4. استخدم إعدادات مخاطرة واقعية
5. اختبر الاستراتيجية على عدة أسواق وفريمات
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🔒 سبب إغلاق الكود
تم إغلاق الكود لأنها تعتمد على:
• محرك تثبيت AVWAP خاص
• نظام Regime Detection متقدم
• مصفوفة VWAP متعددة الطبقات
• منطق دخول/خروج خاص تم تطويره بالكامل
كل ذلك يتطلب حماية الملكية الفكرية، لذا تم نشرها Closed-Source.
