Commencez

Recherche dans les scripts pour "stop loss"

System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter Overview: This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals. How It Works: 1. Signal Initiation (e.g., 5-Minute Timeframe): Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30). Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe. 2. Signal Confirmation (15-Minute Timeframe): Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars). Long Confirmation: The 15-minute Stochastic RSI %K must be greater than or equal to its %D line. The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40). Short Confirmation: The 15-minute Stochastic RSI %K must be less than or equal to its %D line. The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60). 3. Filters: ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold. Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading. 4. Entry and Exit Logic: Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met. Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script. Key User-Adjustable Parameters: Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing. Signal Trigger & Confirmation: 5-minute %K trigger levels for long and short. 15-minute %K confirmation thresholds for long and short. Wait window (in 5-minute bars) for 15-minute confirmation. Filters: Enable/disable and configure the Signal Cooldown filter (minimum bars between signals). Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks). Strategy Parameters: Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks). Recommendations for Users: Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade. Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions. Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals. Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable. Disclaimer: This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
Stratégie Pine Script®
par Archertoria
Adaptive Volume‐Demand‐Index (AVDI)Demand Index (according to James Sibbet) – Short Description The Demand Index (DI) was developed by James Sibbet to measure real “buying” vs. “selling” strength (Demand vs. Supply) using price and volume data. It is not a standalone trading signal, but rather a filter and trend confirmer that should always be used together with chart structure and additional indicators. --- \ 1. Calculation Basis\ 1. Volume Normalization $$ \text{normVol}_t = \frac{\text{Volume}_t}{\mathrm{EMA}(\text{Volume},\,n_{\text{Vol}})_t} \quad(\text{e.g., }n_{\text{Vol}} = 13) $$ This smooths out extremely high volume spikes and compares them to the average (≈ 1 means “average volume”). 2. Price Factor $$ \text{priceFactor}_t = \frac{\text{Close}_t - \text{Open}_t}{\text{Open}_t}. $$ Positive values for bullish bars, negative for bearish bars. 3. Component per Bar $$ \text{component}_t = \text{normVol}_t \times \text{priceFactor}_t. $$ If volume is above average (> 1) and the price rises slightly, this yields a noticeably positive value; conversely if the price falls. 4. Raw DI (Rolling Sum) Over a window of \$w\$ bars (e.g., 20): $$ \text{RawDI}_t = \sum_{i=0}^{w-1} \text{component}_{\,t-i}. $$ Alternatively, recursively for \$t \ge w\$: $$ \text{RawDI}_t = \text{RawDI}_{t-1} + \text{component}_t - \text{component}_{\,t-w}. $$ 5. Optional EMA Smoothing An EMA over RawDI (e.g., \$n\_{\text{DI}} = 50\$) reduces short-term fluctuations and highlights medium-term trends: $$ \text{EMA\_DI}_t = \mathrm{EMA}(\text{RawDI},\,n_{\text{DI}})_t. $$ 6.Zero Line Handy guideline: RawDI > 0: Accumulated buying power dominates. RawDI < 0: Accumulated selling power dominates. 2. Interpretation & Application Crossing Zero RawDI above zero → Indication of increasing buying pressure (potential long signal). RawDI below zero → Indication of increasing selling pressure (potential short signal).  Not to be used alone for entry—always confirm with price action. RawDI vs. EMA_DI RawDI > EMA\_DI → Acceleration of demand. RawDI < EMA\_DI → Weakening of demand. Divergences Price makes a new high, RawDI does not make a higher high → potential weakness in the uptrend. Price makes a new low, RawDI does not make a lower low → potential exhaustion of the downtrend. 3. Typical Signals (for Beginners) \ 1. Long Setup\ RawDI crosses zero from below, RawDI > EMA\_DI (acceleration), Price closes above a short-term swing high or resistance. Stop-Loss: just below the last swing low, Take-Profit/Trailing: on reversal signals or fixed R\:R. 2. Short Setup RawDI crosses zero from above, RawDI < EMA\_DI (increased selling pressure), Price closes below a short-term swing low or support. Stop-Loss: just above the last swing high. --- 4. Notes and Parameters Recommended Values (Beginners): Volume EMA (n₍Vol₎) = 13 RawDI window (w) = 20 EMA over DI (n₍DI₎) = 50 (medium-term) or 1 (no smoothing) Attention:\ NEVER use in isolation. Always in combination with price action analysis (trendlines, support/resistance, candlestick patterns). Especially during volatile news phases, RawDI can fluctuate strongly → EMA\_DI helps to avoid false signals. --- Conclusion The Demand Index by James Sibbet is a powerful filter to assess price movements by their volume backing. It shows whether a rally is truly driven by demand or merely a short-term volume anomaly. In combination with classic chart analysis and risk management, it helps to identify robust entry points and potential trend reversals earlier.
Indicateur Pine Script®
par TradeQUO
Three Candle Bullish Engulfing StrategyThe Three Candle Bullish Engulfing Strategy is a versatile, multi-mode trading system designed for TradingView, combining classic candlestick patterns with momentum confirmation and dynamic risk management. This script supports both swing trading and intraday approaches, as well as an optional RSI-based breakout mode for additional signal filtering. Key Features: Three Candle Pattern Detection: The strategy identifies potential trend reversal points using a three-candle pattern: The first candle is a strong bullish (or bearish) move. The second candle is a doji or small-bodied candle, indicating indecision. The third candle is a bullish (or bearish) engulfing candle that closes above (or below) the previous high (or low), confirming the reversal. Flexible Trading Modes: Swing Long Only: Enter long trades on bullish three-candle setups. Intraday Long & Short: Trade both long and short based on bullish and bearish three-candle patterns, with automatic session-end exits. RSI Breakout Mode: Enter long trades when the 1-hour RSI exceeds a user-defined threshold (default 80) and a bullish candle forms, with breakout confirmation and a fixed-percentage stop loss. Visual Aids: Plots the RSI breakout trigger price and stop loss on the chart for easy monitoring. How It Works: Three Candle Pattern Entries: Long Entry: Triggered when a bullish candle is followed by a doji, then a bullish engulfing candle closes above the previous high. Short Entry (Intraday only): Triggered by the inverse pattern—bearish candle, doji, then bearish engulfing candle closing below the previous low. RSI Breakout Entries: When the RSI on a higher timeframe (default 1 hour) exceeds the set threshold and a bullish candle forms, the script records a trigger price. A long trade is entered if the price breaks above this trigger, with a stop loss set a fixed percentage below. Exits: Positions are closed if the trailing stop is hit, the session ends (for intraday mode), or the stop loss is triggered in RSI breakout mode. In RSI breakout mode, positions are also closed if a new breakout trigger forms while in position.
Stratégie Pine Script®
par Somwereinhell
Dual MACD Strategy [Js.k]Strategy Overview The Dual MACD Strategy leverages two MACD indicators with different parameters to generate buy and sell signals. By combining the trend-following properties of MACD with specific entry/exit criteria, this strategy aims to capture significant price movements while effectively managing risk. Entry and Exit Conditions Long Entry: A buy signal is triggered when: The histogram of MACD1 crosses above zero. The histogram of MACD2 is positive and rising. Short Entry: A sell signal is triggered when: The histogram of MACD1 crosses below zero. The histogram of MACD2 is negative and declining. Risk Management Stop Loss and Take Profit: Stop Loss is set at 1% below the entry price for long positions and 1% above the entry price for short positions. Take Profit is set at 1.5% above the entry price for long positions and 1.5% below the entry price for short positions. Position Sizing: Each trade risks a maximum of 10% of account equity, keeping potential losses manageable and in line with standard trading practices. Backtesting Results The strategy is tested on BTCUSDT with a time frame of 1 hour, resulting in 200+ trades. The initial capital for backtesting is set to $10,000, with a realistic commission of 0.04% and a slippage of 2 ticks. Conclusion This strategy is inspired by Dreadblitz's Double MACD Buy and Sell, as well as some YouTube videos. My purpose in redeveloping them into this strategy is to validate the practicality of the Double MACD. After multiple modifications, this is the final version. I believe its profitability is limited and may lead to losses; please do not use this strategy for live trading.
Stratégie Pine Script®
par Jasonkasei
1
AltcoinEvreni Entry/TP RR ToolMulti-Entry / Take-Profit Risk-Reward Tool This indicator is designed to help traders visually plan and manage their trade entries, take-profit targets, stop-loss levels, and risk/reward calculations directly on the chart. Key Features: --- Up to 3 customizable entry levels with separate position sizing for each. --- Up to 5 take-profit (TP) levels, each with individual allocation percentages. --- Automatic calculation of weighted average entry price. --- Dynamic risk and potential profit calculation based on your inputs. --- Visual colored zones for entry, stop-loss, and take-profit areas on the chart. --- Adjustable leverage and margin for position sizing. --- Informative floating table displaying position type, entries, stop-loss, risk in $, potential --- profit in $, and overall RR ratio. --- Fully customizable appearance (colors, box width, table font size, etc.). How to Use: 1- Set your trade direction (Long or Short). 2- Enter your planned entry prices, allocation percentages, and stop-loss. 3- Configure your take-profit levels and their respective allocation percentages. 4- Adjust margin, leverage, and visual preferences as desired. 5- The tool will display all relevant zones and statistics, helping you make better risk-managed trading decisions. Notes: --- All calculations and drawings update dynamically as you change your parameters. --- Works on any symbol and timeframe. --- For educational and planning purposes – always use your own judgment and risk management.
Indicateur Pine Script®
par ahmetakyurek
NY Opening Range Breakout - MA StopCore Concept This strategy trades breakouts from the New York opening range (9:30-9:45 AM NY time) on intraday timeframes, designed for scalping and day trading. Setup Requirements Timeframe: Works on any timeframe under 15 minutes (1m, 2m, 3m, 5m, 10m) Session: New York market hours Range Period: 9:30-9:45 AM NY time (15-minute opening range) Entry Rules Long Entries: Wait for a candle to close above the opening range high Enter long on the next candle (before 12:00 PM NY time) Must be above moving average if using MA-based take profit Short Entries: Wait for a candle to close below the opening range low Enter short on the next candle (before 12:00 PM NY time) Must be below moving average if using MA-based take profit Risk Management Stop Loss: Long trades: Opening range low Short trades: Opening range high Take Profit Options: Fixed Risk Reward: 1.5x the range size (customizable ratio) Moving Average: Exit when price crosses back through MA Both: Whichever comes first Key Features Trade Direction Options: Long Only Short Only Both directions Moving Average Filter: Prevents entries that would immediately hit stop loss Uses EMA/SMA/WMA/VWMA with customizable length Acts as dynamic support/resistance Time Restrictions: No entries after 12:00 PM NY time (customizable cutoff) One trade per direction per day Daily reset of all variables Visual Elements Red/green lines showing opening range Purple line for moving average Entry and breakout signals with shapes Take profit and stop loss levels plotted Information table with current status Strategy Logic Flow Morning: Capture 9:30-9:45 range high/low Wait: Monitor for breakout (previous candle close outside range) Filter: Check MA condition if using MA-based exits Enter: Trade on next candle after breakout Manage: Exit at fixed TP, MA cross, or stop loss Reset: Start fresh next trading day This is a momentum-based breakout strategy that capitalizes on early market volatility while using the opening range as natural support/resistance levels.
Stratégie Pine Script®
par shui2967
7
Candle/Keltner Channels BUY SELLWhy Use Candlesticks? They help traders visualize price action Used in technical analysis and price pattern recognition (e.g., Doji, Engulfing, Hammer) Assist in determining entry and exit points Why Traders Use Keltner Channels? Keltner Channels are widely used by traders for identifying trends, detecting volatility, and spotting trade opportunities. 1. Trend Identification The middle line (EMA) shows the general trend. If price consistently stays above the middle line, it indicates a strong uptrend. If price stays below, it signals a downtrend. Use: Traders follow the trend direction to enter trades in line with momentum. 2. Volatility Measurement The width of the channel expands and contracts based on Average True Range (ATR). Wider channels = high volatility, tighter channels = low volatility. Use: Helps traders decide when to expect breakouts or calm periods. 3. Breakout Signals A break above the upper band can signal a bullish breakout. A break below the lower band can signal a bearish breakout. Use: Traders use this for momentum trading and breakout entries. 4. Overbought/Oversold Conditions Price touching or crossing the upper band may suggest it's overbought. Price touching or crossing the lower band may suggest it's oversold. Use: Traders combine this with RSI or MACD to confirm reversal setups. 5. Trade Entry and Exit When price pulls back to the middle EMA during a trend, it may present a buy/sell opportunity. Exits can also be planned if price returns inside the bands after a breakout. Use: Helps with precise entry and exit timing. 6. Combines Well With Other Indicators Commonly used with: RSI (for confirmation) MACD (for momentum) Candlestick patterns (for price action signals) Combining Candlestick Patterns with Keltner Channels gives traders a powerful method to confirm entries, spot reversals, and improve accuracy. Here’s why this combination works so well: 1. Context for Candlestick Signals Candlestick patterns (like doji, engulfing, or pin bars) show potential price reversals, but they need context to be reliable. Keltner Channels provide that context: A bullish candlestick near the lower band suggests a stronger buy signal. A bearish candlestick near the upper band strengthens a sell signal. 2. Filtering False Signals Candlestick patterns occur frequently, and not all are meaningful. The location within the Keltner Channel helps filter out weak or false patterns. Example: A bullish engulfing candle outside the lower band = high-probability reversal. 3. Improved Entry Timing Traders wait for a candlestick pattern confirmation when price touches or crosses a Keltner band. This avoids premature entries and allows tighter stop-losses. 4. Better Risk-Reward Setup Candlestick entry near channel extremes (upper/lower band) lets traders place stop-losses just beyond recent highs/lows. The target can be the opposite side of the channel or the middle EMA. 5. Visual Simplicity Keltner Channels + Candles are visually intuitive. Even beginner traders can easily recognize: Overextended candles near channel edges. Confirmed breakouts or reversals. This Timeframe 5 min : XAUUSD
Indicateur Pine Script®
par dudedicate26
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner This is a trend-following strategy built for leveraged ETFs like SOXL, designed to ride high-momentum waves with minimal interference. Unlike most short-term scalping scripts, this model allows trades to develop over multiple days to even several months, capitalizing on the full power of extended directional moves — all without using a stop-loss. 🔍 How It Works Entry Logic: Price is above the 200 EMA (long-term trend confirmation) Supertrend is bullish (momentum confirmation) ATR is rising (volatility expansion) Volume is above its 20-bar average (liquidity filter) Price is outside a small buffer zone from the 200 EMA (to avoid whipsaws) Trades are restricted to market hours only (9 AM to 2 PM EST) Cooldown of 15 bars after each exit to prevent overtrading Exit Strategy: Takes partial profit at +2× ATR if held for at least 2 bars Rides the remaining position with a trailing stop at 1.5× ATR No hard stop-loss — giving space for volatile pullbacks ⚙️ Strategy Settings Initial Capital: $500 Risk per Trade: 100% of equity (fully allocated per entry) Commission: 0.1% Slippage: 1 tick Recalculate after order is filled Fill orders on bar close Timeframe Optimized For: 45-minute chart These parameters simulate an aggressive, high-volatility trading model meant for forward-testing compounding potential under realistic trading costs. ✅ What Makes This Unique No stop-loss = fewer premature exits Partial profit-taking helps lock in early wins Trailing logic gives room to ride large multi-week moves Uses strict filters (volume, ATR, EMA bias) to enter only during high-probability windows Ideal for leveraged ETF swing or position traders looking to hold longer than the typical intraday or 2–3 day strategies ⚠️ Important Note This is a high-risk, high-reward strategy meant for educational and testing purposes. Without a stop-loss, trades can experience deep drawdowns that may take weeks or even months to recover. Always test thoroughly and adjust position sizing to suit your risk tolerance. Past results do not guarantee future returns. Backtest range: May 8, 2020 – May 23, 2025
Stratégie Pine Script®
par MrStockaton
[blackcat] L2 EMA NexusOVERVIEW The L2 EMA Nexus is a comprehensive trading indicator that utilizes a three-tiered Exponential Moving Average (EMA) system to identify potential trading opportunities. This script combines technical analysis with robust risk management features to help traders make informed decisions. KEY FEATURES • Triple EMA Analysis: Customizable source inputs for each EMA Adjustable length parameters (3, 8, 21 periods) Dynamic color coding based on trend direction Real-time price action monitoring • Advanced Entry Signals: High-low price action verification EMA cross-overs and cross-unders Multi-timeframe trend confirmation Dynamic position sizing limits • Risk Management: Configurable Take Profit levels Flexible Stop Loss settings Optional TP/SL activation Clear visual indicators for levels HOW TO USE Setup Initial Parameters: Configure EMA lengths for your timeframe Set Take Profit percentage (default 25%) Define Stop Loss percentage (default 2.5%) Adjust pyramiding limit as needed Enable/Disable Features: Toggle TP/SL settings based on strategy Customize alert conditions Modify visual labels for clarity Monitor Trading Signals: Watch for buy/sell labels Track TP/SL levels Monitor position status TRADE MANAGEMENT • Entry Conditions: Long Entry: Higher high with rising EMA1 and stable EMA3 Short Entry: Lower low with falling EMA1 and stable EMA2 • Exit Conditions: Take Profit: Price reaches defined percentage above/below entry Stop Loss: Price reaches defined percentage below/above entry • Position Control: Limited to specified number of positions Automatic position tracking Clear visual indication of current trades TECHNICAL DETAILS • EMA Calculation: Uses Exponential Moving Average for trend following Color-coded based on 2-bar trend direction Multiple timeframe compatibility • Label System: Clear buy/sell markers Take Profit and Stop Loss indicators Real-time position status updates • Alert Configuration: Customizable alert messages Multiple alert conditions Option to enable/disable specific alerts LIMITATIONS ⚠️ Important Considerations: Results may vary across different market conditions Historical performance does not guarantee future results Always backtest strategy before live trading Consider complementing with additional analysis tools BEST PRACTICES • Recommended Timeframes: Daily charts for long-term strategies 4-hour charts for swing trading 1-hour charts for short-term trading • Risk Management Tips: Start with small position sizes Always use TP/SL in live trading Monitor market volatility before entering trades TROUBLESHOOTING • Common Issues: Ensure proper chart resolution Verify alert conditions are enabled Check for conflicting indicators • Performance Optimization: Use appropriate timeframe for your strategy Adjust indicator parameters based on market conditions Monitor for potential overfitting
Indicateur Pine Script®
par blackcat1402
8
EMA Crossover Strategy with Trailing Stop and AlertsPowerful EMA Crossover Strategy with Dynamic Trailing Stop and Real-Time Alerts This strategy combines the simplicity and effectiveness of EMA crossovers with a dynamic trailing stop-loss mechanism for robust risk management. **Key Features:** * **EMA Crossover Signals:** Identifies potential trend changes using customizable short and long period Exponential Moving Averages. * **Trailing Stop-Loss:** Automatically adjusts the stop-loss level as the price moves favorably, helping to protect profits and limit downside risk. The trailing stop percentage is fully adjustable. * **Visual Buy/Sell Signals:** Clear buy (green upward label) and sell (red downward label) signals are plotted directly on the price chart. * **Customizable Inputs:** Easily adjust the lengths of the short and long EMAs, as well as the trailing stop percentage, to optimize the strategy for different assets and timeframes. * **Real-Time Alerts:** Receive instant alerts for buy and sell signals, ensuring you don't miss potential trading opportunities. **How to Use:** 1. Add the strategy to your TradingView chart. 2. Customize the "Short EMA Length," "Long EMA Length," and "Trailing Stop Percentage" in the strategy's settings. 3. Enable alerts in TradingView to receive notifications when buy or sell signals are generated. This strategy is intended to provide automated trading signals based on EMA crossovers with built-in risk management. Remember to backtest thoroughly on your chosen instruments and timeframes before using it for live trading. #EMA #Crossover #TrailingStop #Strategy #TradingView #TechnicalAnalysis #Alerts #TradingStrategy
Stratégie Pine Script®
par roymanojit4
Moving Average Shift WaveTrend StrategyMoving Average Shift WaveTrend Strategy 🧭 Overview The Moving Average Shift WaveTrend Strategy is a trend-following and momentum-based trading system designed to be overlayed on TradingView charts. It executes trades based on the confluence of multiple technical conditions—volatility, session timing, trend direction, and oscillator momentum—to deliver logical and systematic trade entries and exits. 🎯 Strategy Objectives Enter trades aligned with the prevailing long-term trend Exit trades on confirmed momentum reversals Avoid false signals using session timing and volatility filters Apply structured risk management with automatic TP, SL, and trailing stops ⚙️ Key Features Selectable MA types: SMA, EMA, SMMA (RMA), WMA, VWMA Dual-filter logic using a custom oscillator and moving averages Session and volatility filters to eliminate low-quality setups Trailing stop, configurable Take Profit / Stop Loss logic “In-wave flag” prevents overtrading within the same trend wave Visual clarity with color-shifting candles and entry/exit markers 📈 Trading Rules ✅ Long Entry Conditions: Price is above the selected MA Oscillator is positive and rising 200-period EMA indicates an uptrend ATR exceeds its median value (sufficient volatility) Entry occurs between 09:00–17:00 (exchange time) Not currently in an active wave 🔻 Short Entry Conditions: Price is below the selected MA Oscillator is negative and falling 200-period EMA indicates a downtrend All other long-entry conditions are inverted ❌ Exit Conditions: Take Profit or Stop Loss is hit Opposing signals from oscillator and MA Trailing stop is triggered 🛡️ Risk Management Parameters Pair: ETH/USD Timeframe: 4H Starting Capital: $3,000 Commission: 0.02% Slippage: 2 pips Risk per Trade: 2% of account equity (adjustable) Total Trades: 224 Backtest Period: May 24, 2016 — April 7, 2025 Note: Risk parameters are fully customizable to suit your trading style and broker conditions. 🔧 Trading Parameters & Filters Time Filter: Trades allowed only between 09:00–17:00 (exchange time) Volatility Filter: ATR must be above its median value Trend Filter: Long-term 200-period EMA 📊 Technical Settings Moving Average Type: SMA Length: 40 Source: hl2 Oscillator Length: 15 Threshold: 0.5 Risk Management Take Profit: 1.5% Stop Loss: 1.0% Trailing Stop: 1.0% 👁️ Visual Support MA and oscillator color changes indicate directional bias Clear chart markers show entry and exit points Trailing stops and risk controls are transparently managed 🚀 Strategy Improvements & Uniqueness In-wave flag avoids repeated entries within the same trend phase Filtering based on time, volatility, and trend ensures higher-quality trades Dynamic high/low tracking allows precise trailing stop placement Fully rule-based execution reduces emotional decision-making 💡 Inspirations & Attribution This strategy is inspired by the excellent concept from: ChartPrime – “Moving Average Shift” It expands on the original idea with advanced trade filters and trailing logic. Source reference: 📌 Summary The Moving Average Shift WaveTrend Strategy offers a rule-based, reliable approach to trend trading. By combining trend and momentum filters with robust risk controls, it provides a consistent framework suitable for various market conditions and trading styles. ⚠️ Disclaimer This script is for educational purposes only. Trading involves risk. Always use proper backtesting and risk evaluation before applying in live markets.
Stratégie Pine Script®
par PakunFX
Reversal & Breakout Strategy with ORB### Reversal & Breakout Strategy with ORB This strategy combines three distinct trading approaches—reversals, trend breakouts, and opening range breakouts (ORB)—into a single, cohesive system. The goal is to capture high-probability setups across different market conditions, leveraging a mashup of technical indicators for confirmation and risk management. Below, I’ll explain why this combination works, how the components interact, and how to use it effectively. #### Why the Mashup? - **Reversals**: Identifies overextended moves using RSI (overbought/oversold) and SMA50 crosses, filtered by VWAP and SMA200 trend direction. This targets mean-reversion opportunities in trending markets. - **Breakouts**: Uses EMA9/EMA20 crossovers with VWAP and SMA200 confirmation to catch momentum-driven trend continuations. - **Opening Range Breakout (ORB)**: Detects early momentum by breaking the high/low of a user-defined opening range (default: 15 bars) with volume confirmation. This adds a time-based edge, ideal for intraday trading. The synergy comes from blending these methods: reversals catch pullbacks, breakouts ride trends, and ORB exploits early volatility—all filtered by trend (SMA200) and anchored by VWAP for context. #### How It Works 1. **Indicators**: - **EMA9/EMA20**: Fast-moving averages for breakout signals. - **SMA50**: Medium-term trend filter for reversals. - **SMA200**: Long-term trend direction to align trades. - **RSI (14)**: Measures overbought (>70) or oversold (<30) conditions. - **VWAP**: Acts as a dynamic support/resistance level. - **ATR (14)**: Sets stop-loss distance (default: 1.5x ATR). - **Volume**: Confirms ORB breakouts (1.5x average volume of opening range). 2. **Entry Conditions**: - **Long**: Triggers on reversal (SMA50 cross + RSI < 30 + below VWAP + uptrend), breakout (EMA9 > EMA20 + above VWAP + uptrend), or ORB (break above opening range high + volume). - **Short**: Triggers on reversal (SMA50 cross + RSI > 70 + above VWAP + downtrend), breakout (EMA9 < EMA20 + below VWAP + downtrend), or ORB (break below opening range low + volume). 3. **Risk Management**: - Risks 5% of equity per trade (based on the initial capital set in the strategy tester). - Stop-loss: Based on lowest low/highest high over 7 bars ± 1.5x ATR. - Targets: Two exits at 1:1 and 1:2 risk:reward (50% of position at each). - Break-even: Stop moves to entry price after the first target is hit. 4. **Backtesting Settings**: - Commission: Hardcoded at 0.1% per trade (realistic for most brokers). - Slippage: Hardcoded at 2 ticks (realistic for most markets). - Tested on datasets yielding 100+ trades (e.g., 2-min or 5-min charts over months). #### How to Use It - **Timeframe**: Works best on intraday (2-min, 5-min) or daily charts. Adjust `Opening Range Bars` (e.g., 15 bars = 30 min on 2-min chart) for your timeframe. - **Settings**: - Set your initial equity in the TradingView strategy tester’s "Properties" tab under "Initial Capital" (e.g., $10,000). The script automatically risks 5% of this equity per trade. - Adjust `Stop Loss ATR Multiplier` or `Risk:Reward Targets` based on your risk tolerance. - Note that commission (0.1%) and slippage (2 ticks) are fixed in the script for backtesting consistency. - **Execution**: Enter on signal, monitor plotted stop (red) and targets (green/blue). The strategy supports pyramiding (up to 2 positions) for scaling into trends. #### Backtesting Notes Results are realistic with commission (0.1%) and slippage (2 ticks) included. For a sufficient sample, test on volatile instruments (e.g., stocks, forex) over 3-6 months on lower timeframes. The default 1.5x ATR stop may seem wide, but it’s justified to avoid premature exits in volatile markets—feel free to tweak it with justification. The script assumes an initial capital of $10,000 in the strategy tester for the 5% risk calculation (e.g., $500 risk per trade); adjust this in the "Properties" tab as needed. This mashup isn’t just a random mix; it’s a deliberate fusion of complementary strategies, offering traders flexibility across market phases. Questions? Let me know!
Stratégie Pine Script®
par Stock_Reaver
Penny King**Penny King Trend Indicator** The **Penny King** is a powerful and versatile trend-following indicator designed to assist traders in identifying market trends and dynamic support/resistance levels. This tool effectively leverages Adaptive True Range (ATR) and Exponential Moving Average (EMA) or a Delta Price method to establish a trailing stop level, ensuring traders can capture strong trends while minimizing risk. ### **Key Features:** 1. **Dual Calculation Modes:** - **ATR & EMA-Based Mode (Mode 0)**: Uses ATR (Average True Range) and EMA (Exponential Moving Average) to determine the trailing stop level dynamically. - **Delta Price Mode (Mode 1)**: Utilizes a fixed price change threshold (Delta Price) to define stop levels based on market volatility. 2. **Adjustable Parameters for Customization:** - **Range (akk_range)**: Defines the lookback period for the ATR calculation. - **IMA Range (ima_range)**: Specifies the EMA smoothing factor applied to the ATR. - **Factor (akk_factor)**: Multiplier applied to the ATR-based calculation to refine trailing stop sensitivity. - **Delta Price (DeltaPrice)**: Fixed price-based stop level for an alternative trend calculation. 3. **Intelligent Trailing Stop Mechanism:** - The trailing stop level dynamically adjusts based on price movement, following the trend while preventing premature exits. - If the price moves in favor of the trend, the stop level is adjusted accordingly to lock in profits. - If the price reverses against the trend, the stop level remains intact until a new trend direction is established. 4. **Efficient Market Adaptability:** - The ATR-based method ensures adaptability to changing market conditions, expanding stop levels in high volatility and tightening them in low volatility periods. - The Delta Price method offers a fixed approach, ideal for traders who prefer a non-ATR-based system for managing stop levels. 5. **Clean Visual Representation:** - The indicator plots a clear, orange-colored trend stop line that dynamically follows the market movement. - Provides a visual cue to determine potential entry and exit points efficiently. ### **How to Use:** - **Trend Confirmation:** - If the price remains above the trend stop line, it signals a bullish trend. - If the price falls below the trend stop line, it indicates a bearish trend. - **Trade Entries & Exits:** - Consider long positions when the price remains above the trend stop. - Consider short positions when the price stays below the trend stop. - Utilize the trend stop line as a dynamic trailing stop-loss mechanism to protect gains and minimize losses. - **Parameter Optimization:** - Adjust the **Range**, **IMA Range**, and **Factor** to optimize settings based on the trading asset and time frame. - Experiment with **Delta Price Mode** for assets where fixed price-based trailing stops are more effective. ### **Conclusion:** The **Penny King Trend Indicator** is an essential tool for traders looking to capture market trends while ensuring effective risk management. Whether you prefer ATR-based adaptability or a fixed price stop approach, this indicator provides the flexibility needed to navigate different market conditions successfully. By integrating the **Penny King**, traders can enhance their trading strategy with a reliable and efficient trend-following system.
Indicateur Pine Script®
par nawazhaider60
Multi-Timeframe PSAR Indicator ver 1.0Enhance your trend analysis with the Multi-Timeframe Parabolic SAR (MTF PSAR) indicator! This powerful tool displays the Parabolic SAR (Stop and Reverse) from both the current chart's timeframe and a higher timeframe, all in one convenient view. Identify potential trend reversals and set dynamic trailing stops with greater confidence by understanding the broader market context. Key Features: Dual Timeframe Analysis: Simultaneously visualize the PSAR on your current chart and a user-defined higher timeframe (e.g., see the Daily PSAR while trading on the 1-hour chart). This helps you align your trades with the dominant trend. Customizable PSAR Settings: Fine-tune the PSAR calculation with adjustable Start, Increment, and Maximum values. Optimize the indicator's sensitivity to match your trading style and the volatility of the asset. Independent Timeframe Control: Choose to display either or both the current timeframe PSAR and the higher timeframe PSAR. Focus on the information most relevant to your analysis. Clear Visual Representation: Distinct colors for the current and higher timeframe PSAR dots make it easy to differentiate between the two. Quickly identify potential entry and exit points. Configurable Colors You can easily change colors of Current and HTF PSAR. Standard PSAR Logic: Uses the classic Parabolic SAR algorithm, providing a reliable and widely-understood trend-following indicator. lookahead=barmerge.lookahead_off used in the security function, there is no data leak or repainting. Benefits: Improved Trend Identification: Spot potential trend changes earlier by observing divergences between the current and higher timeframe PSAR. Enhanced Risk Management: Use the PSAR as a dynamic trailing stop-loss to protect profits and limit potential losses. Greater Trading Confidence: Make more informed decisions by considering the broader market trend. Reduced Chart Clutter: Avoid the need to switch between multiple charts to analyze different timeframes. Versatile Application: Suitable for various trading styles (swing trading, day trading, trend following) and markets (stocks, forex, crypto, etc.). How to Use: Add to Chart: Add the "Multi-Timeframe PSAR" indicator to your TradingView chart. Configure Settings: PSAR Settings: Adjust the Start, Increment, and Maximum values to control the PSAR's sensitivity. Multi-Timeframe Settings: Select the desired "Higher Timeframe PSAR" resolution (e.g., "D" for Daily). Enable or disable the display of the current and/or higher timeframe PSAR using the checkboxes. Interpret Signals: Current Timeframe PSAR: Dots below the price suggest an uptrend; dots above the price suggest a downtrend. Higher Timeframe PSAR: Provides context for the overall trend. Agreement between the current and higher timeframe PSAR strengthens the trend signal. Divergences may indicate potential reversals. Trade Management: Use PSAR dots as dynamic trailing stop. Example Use Cases: Confirming Trend Strength: A trader on a 1-hour chart sees the 1-hour PSAR flip bullish (dots below the price). They check the MTF PSAR and see that the Daily PSAR is also bullish, confirming the strength of the uptrend. Identifying Potential Reversals: A trader sees the current timeframe PSAR flip bearish, but the higher timeframe PSAR remains bullish. This divergence could signal a potential pullback within a larger uptrend, or a warning of a more significant reversal. Trailing Stops: A trader enters a long position and uses the current timeframe PSAR as a trailing stop, moving their stop-loss up as the PSAR dots rise. Disclaimer: The Parabolic SAR is a lagging indicator and may produce false signals, especially in ranging markets. It is recommended to use this indicator in conjunction with other technical analysis tools and risk management strategies. Past performance is not indicative of future results.
Indicateur Pine Script®
par fenyesk
is_strategyCorrection-Adaptive Trend Strategy (Open-Source) Core Advantage: Designed specifically for the is_correction indicator, with full transparency and customization options. Key Features: Open-Source Code: ✅ Full access to the strategy logic – study how every trade signal is generated. ✅ Freedom to customize – modify entry/exit rules, risk parameters, or add new indicators. ✅ No black boxes – understand and trust every decision the strategy makes. Built for is_correction: Filters out false signals during market noise. Works only in confirmed trends (is_correction = false). Adaptable for Your Needs: Change Take Profit/Stop Loss ratios directly in the code. Add alerts, notifications, or integrate with other tools (e.g., Volume Profile). For Developers/Traders: Use the code as a template for your own strategies. Test modifications risk-free on historical data. How the Strategy Works: Main Goal: Automatically buys when the price starts rising and sells when it starts falling, but only during confirmed trends (ignoring temporary pullbacks). What You See on the Chart: 📈 Up arrows ▼ (below the candle) = Buy signal. 📉 Down arrows ▲ (above the candle) = Sell signal. Gray background = Market is in a correction (no trades). Key Mechanics: Buy Condition: Price closes higher than the previous candle + is_correction confirms the main trend (not a pullback). Example: Red candle → green candle → ▼ arrow → buy. Sell Condition: Price closes lower than the previous candle + is_correction confirms the trend (optional: turn off short-selling in settings). Exit Rules: Closes trades automatically at: +0.5% profit (adjustable in settings). -0.5% loss (adjustable). Or if a reverse signal appears (e.g., sell signal after a buy). User-Friendly Settings: Sell – On (default: ON): ON → Allows short-selling (selling when price falls). OFF → Strategy only buys and closes positions. Revers (default: OFF): ON → Inverts signals (▼ = sell, ▲ = buy). %Profit & %Loss: Adjust these values (0-30%) to increase/decrease profit targets and risk. Example Scenario: Buy Signal: Price rises for 3 days → green ▼ arrow → strategy buys. Stop loss set 0.5% below entry price. If price keeps rising → trade closes at +0.5% profit. Correction Phase: After a rally, price drops for 1 day → gray background → strategy ignores the drop (no action). Stop Loss Trigger: If price drops 0.5% from entry → trade closes automatically. Key Features: Correction Filter (is_correction): Acts as a “noise filter” → avoids trades during temporary pullbacks. Flexibility: Disable short-selling, flip signals, or tweak profit/loss levels in seconds. Transparency: Open-source code → see exactly how every signal is generated (click “Source” in TradingView). Tips for Beginners: Test First: Run the strategy on historical data (click the “Chart” icon in TradingView). See how it performed in the past. Customize It: Increase %Profit to 2-3% for volatile assets like crypto. Turn off Sell – On if short-selling confuses you. Trust the Stop Loss: Even if you think the price will rebound, the strategy will close at -0.5% to protect your capital. Where to Find Settings: Click the strategy name on the top-left of your chart → adjust sliders/toggles in the menu. Русская Версия Трендовая стратегия с открытым кодом Главное преимущество: Полная прозрачность логики и адаптация под ваши нужды. Особенности: Открытый исходный код: ✅ Видите всю «кухню» стратегии – как формируются сигналы, когда открываются сделки. ✅ Меняйте правила – корректируйте тейк-профит, стоп-лосс или добавляйте новые условия. ✅ Никаких секретов – вы контролируете каждое правило. Заточка под is_correction: Игнорирует ложные сигналы в коррекциях. Работает только в сильных трендах (is_correction = false). Гибкая настройка: Подстройте параметры под свой риск-менеджмент. Добавьте свои индикаторы или условия для входа. Для трейдеров и разработчиков: Используйте код как основу для своих стратегий. Тестируйте изменения на истории перед реальной торговлей. Простыми словами: Почему это удобно: Открытый код = полный контроль. Вы можете: Увидеть, как именно стратегия решает купить или продать. Изменить правила закрытия сделок (например, поставить TP=2% вместо 1.5%). Добавить новые условия (например, торговать только при высоком объёме). Примеры кастомизации: Новички: Меняйте только TP/SL в настройках (без кодинга). Продвинутые: Добавьте RSI-фильтр, чтобы избегать перекупленности. Разработчики: Встройте стратегию в свою торговую систему. Как начать: Скачайте код из TradingView. Изучите логику в разделе strategy.entry/exit. Меняйте параметры в блоке input.* (безопасно!). Тестируйте изменения и оптимизируйте под свои цели. Как работает стратегия: Главная задача: Автоматически покупает, когда цена начинает расти, и продаёт, когда падает. Но делает это «умно» — только когда рынок в основном тренде, а не во временном откате (коррекции). Что видно на графике: 📈 Стрелки вверх ▼ (под свечой) — сигнал на покупку. 📉 Стрелки вниз ▲ (над свечой) — сигнал на продажу. Серый фон — рынок в коррекции (не торгуем). Как это работает: Когда покупаем: Если цена закрылась выше предыдущей и индикатор is_correction показывает «основной тренд» (не коррекция). Пример: Была красная свеча → стала зелёная → появилась стрелка ▼ → покупаем. Когда продаём: Если цена закрылась ниже предыдущей и is_correction подтверждает тренд (опционально, можно отключить в настройках). Когда закрываем сделку: Автоматически при достижении: +0.5% прибыли (можно изменить в настройках). -0.5% убытка (можно изменить). Или если появился противоположный сигнал (например, после покупки пришла стрелка продажи). Настройки для чайников: «Sell – On» (включено по умолчанию): Если включено → стратегия будет продавать в шорт. Если выключено → только покупки и закрытие позиций. «Revers» (выключено по умолчанию): Если включить → стратегия будет работать наоборот (стрелки ▼ = продажа, ▲ = покупка). «%Profit» и «%Loss»: Меняйте эти цифры (от 0 до 30), чтобы увеличить/уменьшить прибыль и риски. Пример работы: Сигнал на покупку: Цена 3 дня растет → появляется зелёная стрелка ▼ → стратегия покупает. Стоп-лосс ставится на 0.5% ниже цены входа. Если цена продолжает расти → сделка закрывается при +0.5% прибыли. Коррекция: После роста цена падает на 1 день → фон становится серым → стратегия игнорирует это падение (не закрывает сделку). Стоп-лосс: Если цена упала на 0.5% от точки входа → сделка закрывается автоматически. Важные особенности: Фильтр коррекций (is_correction): Это «защита от шума» — стратегия не реагирует на мелкие откаты, работая только в сильных трендах. Гибкие настройки: Можно запретить шорты, перевернуть сигналы или изменить уровни прибыли/убытка за 2 клика. Прозрачность: Весь код открыт → вы можете увидеть, как формируется каждый сигнал (меню «Исходник» в TradingView). Советы для новичков: Начните с теста: Запустите стратегию на исторических данных (кнопка «Свеча» в окне TradingView). Посмотрите, как она работала в прошлом. Настройте под себя: Увеличьте %Profit до 2-3%, если торгуете валюты. Отключите «Sell – On», если не понимаете шорты. Доверяйте стоп-лоссу: Даже если кажется, что цена развернётся — стратегия закроет сделку при -0.5%, защитив ваш депозит. Где найти настройки: Кликните на название стратегии в верхнем левом углу графика → откроется меню с ползунками и переключателями. Важно: Стратегия предоставляет «рыбу» – чтобы она стала «уловистой», адаптируйте её под свой стиль торговли!
Stratégie Pine Script®
par JinFlark
Money Flow Indicator (Chaikin Oscillator) with VWAPStrategy Overview Entry Conditions: Buy Entry: The Chaikin Oscillator crosses above the signal line. The current price is above the VWAP. Sell Entry: The Chaikin Oscillator crosses below the signal line. The current price is below the VWAP. Exit Conditions: Profit Taking: Take profit when a target profit is reached (e.g., a 2% increase from the entry price). Stop Loss: Set a stop loss, for example, at a 1% decline from the entry price. Risk Management: Manage risk by limiting each trade to no more than 1-2% of the account balance. Calculate position size based on risk and trade accordingly. Trend Confirmation: Use other indicators (like moving averages) to confirm the overall trend and focus trades in the direction of the trend. In an uptrend, prioritize buy entries; in a downtrend, prioritize sell entries. Specific Trade Scenarios Example 1: Buy Entry: Enter a buy position when the Chaikin Oscillator crosses above the signal line and the price is above the VWAP. Set a stop loss 1% below the entry price and a profit target 2% above the entry price. Example 2: Sell Entry: Enter a sell position when the Chaikin Oscillator crosses below the signal line and the price is below the VWAP. Set a stop loss 1% above the entry price and a profit target 2% below the entry price. Additional Considerations Backtesting: Test this strategy with historical data to evaluate performance and make adjustments as needed. Market Conditions: Pay attention to market volatility and economic indicators, adjusting the trading strategy flexibly. Psychological Factors: Avoid emotional decisions and follow clear rules when trading.
Indicateur Pine Script®
par okinawan21
ATR Levels and Zones with Signals📌 ATR Levels and Zones with Signals – User Guide Description 🔹 Overview The ATR Levels and Zones with Signals indicator is a volatility-based trading tool that helps traders identify: ✔ Key support & resistance levels based on ATR (Average True Range) ✔ Buy & Sell signals triggered when price enters key ATR zones ✔ Breakout confirmations to detect high-momentum moves ✔ Dynamic Stop-Loss & Take-Profit suggestions Unlike traditional ATR bands, this indicator creates layered ATR zones based on multiple ATR multipliers, allowing traders to gauge volatility and risk-adjust their trading strategies. 🔹 How It Works 🔸 The script calculates a baseline SMA (Simple Moving Average) of the price. 🔸 ATR (Average True Range) is then used to create six dynamic price levels above & below the baseline. 🔸 These levels define different risk zones—higher levels indicate increased volatility and potential trend exhaustion. 📈 ATR Zones Explained 🔹 Lower ATR Levels (Buying Opportunities) 📉 Lower Level 1-2 → Mild Oversold Zone (Potential trend continuation) 📉 Lower Level 3-4 → High Volatility Buy Zone (Aggressive traders start scaling in) 📉 Lower Level 5-6 → Extreme Oversold Zone (High-Risk Reversal Area) 🔹 If price enters these lower zones, it may indicate a potential buying opportunity, especially if combined with trend reversal confirmation. 🔹 Upper ATR Levels (Selling / Take Profit Zones) 📈 Upper Level 1-2 → Mild Overbought Zone (Potential pullback area) 📈 Upper Level 3-4 → High Volatility Sell Zone (Aggressive traders start scaling out) 📈 Upper Level 5-6 → Extreme Overbought Zone (High-Risk for Reversal) 🔹 If price enters these upper zones, it may indicate a potential selling opportunity or trend exhaustion, especially if momentum slows. 🔹 Sensitivity Modes 🔹 Aggressive Mode (More Frequent Signals) → Triggers buy/sell signals at Lower/Upper Level 3 & 4 🔹 Conservative Mode (Stronger Confirmation) → Triggers buy/sell signals at Lower/Upper Level 5 & 6 📌 Choose the mode based on your trading style: ✔ Scalpers & short-term traders → Use Aggressive Mode ✔ Swing & trend traders → Use Conservative Mode for stronger confirmations 🚀 How to Use the Indicator 🔹 For Trend Trading: ✅ Buy when price enters the lower ATR zones (especially in uptrends). ✅ Sell when price enters the upper ATR zones (especially in downtrends). 🔹 For Breakout Trading: ✅ Breakout Buy: Price breaks above Upper ATR Level 3 → Momentum entry for trend continuation ✅ Breakout Sell: Price breaks below Lower ATR Level 3 → Momentum short opportunity 🔹 Stop-Loss & Take-Profit Suggestions 🚨 Stop-Loss: Suggested at Lower ATR Level 6 (for longs) or Upper ATR Level 6 (for shorts) 🎯 Take-Profit: Suggested at Upper ATR Level 3 (for longs) or Lower ATR Level 3 (for shorts) 🔹 Why This Indicator is Unique ✔ Multiple ATR layers for better risk-adjusted trading decisions ✔ Combines ATR-based zones with SMA trend confirmation ✔ Both aggressive & conservative trading modes available ✔ Includes automatic stop-loss & take-profit suggestions ✔ Breakout signals for momentum traders 📢 Final Notes ✅ Free & open-source for the TradingView community! ⚠ Risk Warning: Always confirm signals with other confluences (trend, volume, support/resistance) before trading. 📌 Developed by: Maddog Blewitt 📩 Feedback & improvements are welcome! 🚀
Indicateur Pine Script®
par renderingnature1
Iron Bot Statistical Trend Filter📌 Iron Bot Statistical Trend Filter 📌 Overview Iron Bot Statistical Trend Filter is an advanced trend filtering strategy that combines statistical methods with technical analysis. By leveraging Z-score and Fibonacci levels, this strategy quantitatively analyzes market trends to provide high-precision entry signals. Additionally, it includes an optional EMA filter to enhance trend reliability. Risk management is reinforced with Stop Loss (SL) and four Take Profit (TP) levels, ensuring a balanced approach to risk and reward. 📌 Key Features 🔹 1. Statistical Trend Filtering with Z-Score This strategy calculates the Z-score to measure how much the price deviates from its historical mean. Positive Z-score: Indicates a statistically high price, suggesting a strong uptrend. Negative Z-score: Indicates a statistically low price, signaling a potential downtrend. Z-score near zero: Suggests a ranging market with no strong trend. By using the Z-score as a filter, market noise is reduced, leading to more reliable entry signals. 🔹 2. Fibonacci Levels for Trend Reversal Detection The strategy integrates Fibonacci retracement levels to identify potential reversal points in the market. High Trend Level (Fibo 23.6%): When the price surpasses this level, an uptrend is likely. Low Trend Level (Fibo 78.6%): When the price falls below this level, a downtrend is expected. Trend Line (Fibo 50%): Acts as a midpoint, helping to assess market balance. This allows traders to visually confirm trend strength and turning points, improving entry accuracy. 🔹 3. EMA Filter for Trend Confirmation (Optional) The strategy includes an optional 200 EMA (Exponential Moving Average) filter for trend validation. Price above 200 EMA: Indicates a bullish trend (long entries preferred). Price below 200 EMA: Indicates a bearish trend (short entries preferred). Enabling this filter reduces false signals and improves trend-following accuracy. 🔹 4. Multi-Level Take Profit (TP) and Stop Loss (SL) Management To ensure effective risk management, the strategy includes four Take Profit levels and a Stop Loss: Stop Loss (SL): Automatically closes trades when the price moves against the position by a certain percentage. TP1 (+0.75%): First profit-taking level. TP2 (+1.1%): A higher probability profit target. TP3 (+1.5%): Aiming for a stronger trend move. TP4 (+2.0%): Maximum profit target. This system secures profits at different stages and optimizes risk-reward balance. 🔹 5. Automated Long & Short Trading Logic The strategy is built using Pine Script®’s strategy.entry() and strategy.exit(), allowing fully automated trading. Long Entry: Price is above the trend line & high trend level. Z-score is positive (indicating an uptrend). (Optional) Price is also above the EMA for stronger confirmation. Short Entry: Price is below the trend line & low trend level. Z-score is negative (indicating a downtrend). (Optional) Price is also below the EMA for stronger confirmation. This logic helps filter out unnecessary trades and focus only on high-probability entries. 📌 Trading Parameters This strategy is designed for flexible capital management and risk control. 💰 Account Size: $5000 📉 Commissions and Slippage: Assumes 94 pips commission per trade and 1 pip slippage. ⚖️ Risk per Trade: Adjustable, with a default setting of 1% of equity. These parameters help preserve capital while optimizing the risk-reward balance. 📌 Visual Aids for Clarity To enhance usability, the strategy includes clear visual elements for easy market analysis. ✅ Trend Line (Blue): Indicates market midpoint and helps with entry decisions. ✅ Fibonacci Levels (Yellow): Highlights high and low trend levels. ✅ EMA Line (Green, Optional): Confirms long-term trend direction. ✅ Entry Signals (Green for Long, Red for Short): Clearly marked buy and sell signals. These features allow traders to quickly interpret market conditions, even without advanced technical analysis skills. 📌 Originality & Enhancements This strategy is developed based on the IronXtreme and BigBeluga indicators, combining a unique Z-score statistical method with Fibonacci trend analysis. Compared to conventional trend-following strategies, it leverages statistical techniques to provide higher-precision entry signals, reducing false trades and improving overall reliability. 📌 Summary Iron Bot Statistical Trend Filter is a statistically-driven trend strategy that utilizes Z-score and Fibonacci levels. High-precision trend analysis Enhanced accuracy with an optional EMA filter Optimized risk management with multiple TP & SL levels Visually intuitive chart design Fully customizable parameters & leverage support This strategy reduces false signals and helps traders ride the trend with confidence. Try it out and take your trading to the next level! 🚀
Stratégie Pine Script®
par PakunFX
Pure Price Action Breakout with 1:5 RR Description of the Price Action Trading Script (Pine Script v6) Overview This script is a pure price action-based breakout strategy designed for TradingView. It identifies key breakout levels and executes long and short trades based on market structure. The strategy ensures a minimum risk-to-reward ratio (RR) of 1:5, aiming for high profitability with well-defined stop-loss and take-profit levels. How the Script Works 1️⃣ Breakout Identification The script uses a lookback period to find the highest high and lowest low over the last n bars. A bullish breakout occurs when the price closes above the previous highest high. A bearish breakout happens when the price closes below the previous lowest low. 2️⃣ Entry & Exit Strategy Long Entry: If a bullish breakout is detected, the script enters a long position. Short Entry: If a bearish breakout is detected, the script enters a short position. The stop-loss is placed at the recent swing low (for long trades) or recent swing high (for short trades). The target price is calculated based on a risk-to-reward ratio of 1:5, ensuring profitable trades. 3️⃣ Risk Management The stop-loss prevents excessive losses by exiting trades when the market moves unfavorably. The strategy ensures that each trade has a reward potential at least 5 times the risk. Positions are executed based on price action only, without indicators like moving averages or RSI. 4️⃣ Visual Representation The script plots breakout levels to help traders visualize potential trade setups. Entry points, stop-loss, and take-profit levels are labeled on the chart for easy tracking. Key Features & Benefits ✔ Pure Price Action – No lagging indicators, only real-time price movements. ✔ High Risk-to-Reward Ratio (1:5) – Ensures high-profit potential trades. ✔ Real-time Entry & Exit Signals – Provides accurate trade setups. ✔ Dynamic Stop-loss Calculation – Adjusts based on recent market structure. ✔ Customizable Parameters – Lookback periods and risk ratios can be modified.
Stratégie Pine Script®
par drypacific
EMA SHIFT & PARALLEL [n_dot]BINANCE:ETHUSDT.P This strategy was developed for CRYPTO FUTURES, (the settings for ETHUSDT.P) . I aimed for the strategy to function in a live environment, so I focused on making its operation realistic: When determining the position, only 80% (adjustable) of the available cash is invested to reduce the risk of position liquidation. I account for a 0.05% commission, typical on the futures market, for each entry and exit. Concept: I modified a simple, well-known method: the crossover of two exponential moving averages (FAST, SLOW) generates the entry and exit signals. I enhanced the base idea as follows: For the fast EMA, I incorporated a multiplier (offset) to filter out market noise and focus only on strong signals. I use different EMAs for long and short entry points; both have their own FAST and SLOW EMAs and their own offset. For longs, the FAST EMA is adjusted downward (<1), while for shorts, it is adjusted upward (>1). Consequently, the signal is generated when the modified FAST EMA crosses the SLOW EMA. Risk Management: The position includes the following components: Separate stop-losses for long and short positions. Separate trailers for long and short positions. The strategy operates so that the entry point is determined by the EMA crossover, while the exit is governed only by the Stop Loss or Trailer. Optionally, it can be set to close the position at the EMA recrossing ("Close at Signal"). Trailer Operation: An entry percentage and offset are defined. The trailer activates when the price surpasses the entry price, calculated automatically by the system. The trailer closes the position when the price drops by the offset percentage from the highest reached price. Example for trailer: Purchase Price = 100 Trailer Enter = 5% → Activation Price = 105 (triggers trailer if market price crosses it). Trailer Offset = 2% If the price rises to 110, the exit price becomes 107.8. If the price goes to 120, the exit price becomes 117.6. If the price falls below 117.6, the trailer closes the position. Settings: Source: Determines the market price reference. End Close: Closes positions at the end of the simulation to avoid "shadow positions" and provide an objective result. Lot proportional to free cash (%): Only a portion of free cash is invested to meet margin requirements. Plot Short, Plot Long: Simplifies displayed information by toggling indicator lines on/off. Long Position (toggleable): EMA Fast ws: Window size for FAST EMA. EMA Slow ws: Window size for SLOW EMA. EMA Fast down shift: Adjustment factor for FAST EMA. Stop Loss long (%): Percent drop to close the position. Trailer enter (%): Percent above the purchase price to activate the trailer. Trailer offset (%): Percent drop to close the position. Short Position (toggleable): EMA Fast ws: Window size for FAST EMA. EMA Slow ws: Window size for SLOW EMA. EMA Fast up shift: Adjustment factor for FAST EMA. Stop Loss short (%): Percent rise to close the position. Trailer enter (%): Percent below the purchase price to activate the trailer. Trailer offset (%): Percent rise to close the position. Operational Framework: If in a long position and a short EMA crossover occurs, the strategy closes the long and opens a short (flip). If in a short position and a long EMA crossover occurs, the strategy closes the short and opens a long (flip). A position can close in three ways: Stop Loss Trailer Signal Recrossing If none are active, the position remains open until the end of the simulation. Observations: Shifts significantly deviating from 1 increase overfitting risk. Recommended ranges: 0.96–0.99 (long) and 1.01–1.05 (short). The strategy's advantage lies in risk management, crucial in leveraged futures markets. It operates with relatively low DrawDown. Recommendations: Bullish Market: Higher entry threshold (e.g., 6%) and larger offset (e.g., 3%). Volatile/Sideways Market: Tighter parameters (e.g., 3%, 1%). The method is stable, and minor parameter adjustments do not significantly impact results, helping assess overfitting: if small changes lead to drastic differences, the strategy is over-optimized. EMA Settings: Adjust FAST and SLOW EMAs based on the asset's volatility and cyclicality. On the crypto market, especially in the Futures market, short time periods (1–15 minutes) often show significant noise, making patterns/repetitions hard to identify. I recommend setting the interval to at least 1 hour. I hope this contributes to your success!
Stratégie Pine Script®
par n_dot
R-based Strategy Template [Daveatt]Have you ever wondered how to properly track your trading performance based on risk rather than just profits? This template solves that problem by implementing R-multiple tracking directly in TradingView's strategy tester. This script is a tool that you must update with your own trading entry logic. Quick notes Before we dive in, I want to be clear: this is a template focused on R-multiple calculation and visualization. I'm using a basic RSI strategy with dummy values just to demonstrate how the R tracking works. The actual trading signals aren't important here - you should replace them with your own strategy logic. R multiple logic Let's talk about what R-multiple means in practice. Think of R as your initial risk per trade. For instance, if you have a $10,000 account and you're risking 1% per trade, your 1R would be $100. A trade that makes twice your risk would be +2R ($200), while hitting your stop loss would be -1R (-$100). This way of measuring makes it much easier to evaluate your strategy's performance regardless of account size. Whenever the SL is hit, we lose -1R Proof showing the strategy tester whenever the SL is hit: i.imgur.com The magic happens in how we calculate position sizes. The script automatically determines the right position size to risk exactly your specified percentage on each trade. This is done through a simple but powerful calculation: risk_amount = (strategy.equity * (risk_per_trade_percent / 100)) sl_distance = math.abs(entry_price - sl_price) position_size = risk_amount / (sl_distance * syminfo.pointvalue) Limitations with lower timeframe gaps This ensures that if your stop loss gets hit, you'll lose exactly the amount you intended to risk. No more, no less. Well, could be more or less actually ... let's assume you're trading futures on a 15-minute chart but in the 1-minute chart there is a gap ... then your 15 minute SL won't get filled and you'll likely to not lose exactly -1R This is annoying but it can't be fixed - and that's how trading works anyway. Features The template gives you flexibility in how you set your stop losses. You can use fixed points, ATR-based stops, percentage-based stops, or even tick-based stops. Regardless of which method you choose, the position sizing will automatically adjust to maintain your desired risk per trade. To help you track performance, I've added a comprehensive statistics table in the top right corner of your chart. It shows you everything you need to know about your strategy's performance in terms of R-multiples: how many R you've won or lost, your win rate, average R per trade, and even your longest winning and losing streaks. Happy trading! And remember, measuring your performance in R-multiples is one of the most classical ways to evaluate and improve your trading strategies. Daveatt
Stratégie Pine Script®
par Daveatt
2
IU EMA Channel StrategyIU EMA Channel Strategy Overview: The IU EMA Channel Strategy is a simple yet effective trend-following strategy that uses two Exponential Moving Averages (EMAs) based on the high and low prices. It provides clear entry and exit signals by identifying price crossovers relative to the EMAs while incorporating a built-in Risk-to-Reward Ratio (RTR) for effective risk management. Inputs ( Settings ): - RTR (Risk-to-Reward Ratio): Define the ratio for risk-to-reward (default = 2). - EMA Length: Adjust the length of the EMA channels (default = 100). How the Strategy Works 1. EMA Channels: - High-based EMA: EMA calculated on the high price. - Low-based EMA: EMA calculated on the low price. The area between these two EMAs creates a "channel" that visually highlights potential support and resistance zones. 2. Entry Rules: - Long Entry: When the price closes above the high-based EMA (crossover). - Short Entry: When the price closes below the low-based EMA (crossunder). These entries ensure trades are taken in the direction of momentum. 3. Stop Loss (SL) and Take Profit (TP): - Stop Loss: - For long positions, the SL is set at the previous bar's low. - For short positions, the SL is set at the previous bar's high. - Take Profit: - TP is automatically calculated using the Risk-to-Reward Ratio (RTR) you define. - Example: If RTR = 2, the TP will be 2x the risk distance. 4. Exit Rules: - Positions are closed at either the stop loss or the take profit level. - The strategy manages exits automatically to enforce disciplined risk management. Visual Features 1. EMA Channels: - The high and low EMAs are dynamically color-coded: - Green: Price is above the EMA (bullish condition). - Red: Price is below the EMA (bearish condition). - The area between the EMAs is shaded for better visual clarity. 2. Stop Loss and Take Profit Zones: - SL and TP levels are plotted for both long and short positions. - Zones are filled with: - Red: Stop Loss area. - Green: Take Profit area. Be sure to manage your risk and position size properly.
Stratégie Pine Script®
par Shivam_Mandrai
MicuRobert EMA Cross StrategyThis is a repost of a old strategy that cant be updated anymore, it was a request for a user made in Oct, 6, 2015 Here's a possible engaging description for the tradingview script: **MicuRobert EMA Cross V2: A Powerful Trading Strategy** Join the ranks of successful traders with this advanced strategy, designed to help you profit from market trends. The MicuRobert EMA Cross V2 combines two essential indicators - Exponential Moving Average (EMA) and Divergence EMA (DEMA) - to generate buy and sell signals. **Key Features:** * **Trading Session Filter**: Only trade during your preferred session, ensuring you're in sync with market conditions. * **Trailing Stop**: Automatically adjust stop-loss levels to lock in profits or limit losses. * **Customizable Trade Size**: Set the size of each trade based on your risk tolerance and trading goals. **How it Works:** The script uses two EMAs (5-period and 34-period) to identify trends. When the shorter EMA crosses above the longer one, a buy signal is generated. Conversely, when the shorter EMA falls below the longer one, a sell signal is triggered. The strategy also incorporates divergence analysis between price action and the EMAs. **Visual Aids:** * **EMA Plots**: Visualize the two EMAs on your chart to gauge market momentum. * **Buy/Sell Signals**: See when buy or sell signals are generated, along with their corresponding entry prices. * **Trailing Stop Lines**: Monitor stop-loss levels as they adjust based on price action. **Get Started:** Download this script and start trading like a pro! With its robust features and customizable settings, the MicuRobert EMA Cross V2 is an excellent addition to any trader's arsenal. ~Llama3
Stratégie Pine Script®
par RicardoSantos