Empiece

Media Móvil Exponencial (EMA)

[SM-021] Gaussian Trend System [Optimized]This script is a comprehensive trend-following strategy centered around a Gaussian Channel. It is designed to capture significant market movements while filtering out noise during consolidation phases. This version (v2) introduces code optimizations using Pine Script v6 Arrays and a new Intraday Time Control feature. 1. Core Methodology & Math The foundation of this strategy is the Gaussian Filter, originally conceptualized by @DonovanWall. Gaussian Poles: Unlike standard moving averages (SMA/EMA), this filter uses "poles" (referencing signal processing logic) to reduce lag while maintaining smoothness. Array Optimization: In this specific iteration, the f_pole function has been refactored to utilize Pine Script Arrays. This improves calculation efficiency and rendering speed compared to recursive variable calls, especially when calculating deep historical data. Channel Logic: The strategy calculates a "Filtered True Range" to create High and Low bands around the main Gaussian line. Long Entry: Price closes above the High Band. Short Entry: Price closes below the Low Band. 2. Signal Filtering (Confluence) To reduce false signals common in trend-following systems, the strategy employs a "confluence" approach using three additional layers: Baseline Filter: A 200-period (customizable) EMA or SMA acts as a regime filter. Longs are only taken above the baseline; Shorts only below. ADX Filter (Volatility): The Average Directional Index (ADX) is used to measure trend strength. If the ADX is below a user-defined threshold (default: 20), the market is considered "choppy," and new entries are blocked. Momentum Check: A Stochastic RSI check ensures that momentum aligns with the breakout direction. 3. NEW: Intraday Session Filter Per user requests, a time-based filter has been added to restrict trading activity to specific market sessions (e.g., the New York Open). How it works: Users can toggle a checkbox to enable/disable the filter. Configuration: You can define a specific time range (Default: 09:30 - 16:00) and a specific Timezone (Default: New York). Logic: The strategy longCondition and shortCondition now check if the current bar's timestamp falls within this window. If outside the window, no new entries are generated, though existing trades are managed normally. 4. Risk Management The strategy relies on volatility-based exits rather than fixed percentage stops: ATR Stop Loss: A multiple of the Average True Range (ATR) is calculated at the moment of entry to set a dynamic Stop Loss. ATR Take Profit: An optional Reward-to-Risk (RR) ratio can be set to place a Take Profit target relative to the Stop Loss distance. Band Exit: If the trend reverses and price crosses the opposite band, the trade is closed immediately to prevent large drawdowns. Credits & Attribution Original Gaussian Logic: Developed by @DonovanWalll. This script utilizes his mathematical formula for the pole filters. Strategy Wrapper & Array Refactor: Developed by @sebamarghella. Community Request: The Intraday Session Filter was added to assist traders focusing on specific liquidity windows. Disclaimer: This strategy is for educational purposes. Past performance is not indicative of future results. Please use the settings menu to adjust the Session Time and Risk parameters to fit your specific asset class.
Estrategia Pine Script®
por sebamarghella
Trend Targets Strategy v13 Trend System Supertrend + WMA + EMA smoothing Trend direction detection Rejection-based signals ✔ Multi-Timeframe System EMA strength (fast vs slow) ATR trend (Up, Dn, Side) User selects strictness (1–5 TF alignment) ✔ Breakout System Candle distance from trendline Momentum continuation rules ✔ 3 Strategies in One Main Trend Strategy Multi-TF Strategy EMA Distance Strategy ✔ Backtesting Engine ATR-based SL & 3 TPs Partial exits (33/33/34) Full visual line system ✔ Alerts Trend change Rejection TP hits Full JSON alerts for Discord
Estrategia Pine Script®
por saiojasvi2013
Kuytrade - Super Scalping Pro V1.0📘 Strategy "Kuytrade - Super Scalping Pro" What is this strategy? This is a scalping trading that helps you catch quick profits from short-term price movements. It's perfect for traders who want to make multiple small wins throughout the day. How does it work? The strategy uses a 3-level filter system to find high-quality trading signals: Level 1: CORE Indicators (Must Pass) - EMA (Moving Averages): Checks if the trend is going up or down - MACD: Confirms momentum is building in the right direction Level 2: MOMENTUM Indicators - RSI: Looks for oversold (ready to bounce up) or overbought (ready to drop) conditions - Stochastic: Finds reversal points where price might change direction Level 3: BOOST Indicators - RSI Divergence: Spots hidden opportunities when price and momentum disagree - Strong Candles: Identifies powerful price movements - ATR Filter: Makes sure the market is active enough to trade Trading Setup Each Signal Opens 3 Orders: Order 1: Closes at TP1 (quick small profit) Order 2: Closes at TP2 (medium profit) Order 3: Closes at TP3 (big profit target) Default Settings: TP1: 1,000 points TP2: 1,500 points TP3: 2,500 points Stop Loss: 1,200 points Lot Size: 0.01 per order (3 orders total) Smart Features - Trailing Stop Loss - When TP1 hits, the Stop Loss for TP3 automatically moves to breakeven + 150 points, protecting your profit! - Auto Asset Detection The strategy automatically recognizes what you're trading: - Forex pairs (EURUSD, GBPUSD, etc.) - Gold, Silver, Platinum - Crypto (Bitcoin, Ethereum) - Stock Indices (US30, NASDAQ, S&P500) Indicators: You can enable/disable each indicator level Mix and match to find what works for your style Visuals: Show/Hide TP/SL lines Show/Hide entry boxes Mobile view for smaller screens When to Use This Strategy? ✅ Best for: Active markets (London/NY sessions) Lower timeframes (1m, 5m, 15m) Volatile pairs with clear trends ❌ Avoid during: Major news releases Very quiet markets Weekends/holidays ---------------------------------------- กลยุทธ์นี้คืออะไร? Scalping ที่ออกแบบมาให้ช่วยทำกำไรเล็กๆ จากการเคลื่อนไหวของราคาระยะสั้น เหมาะสำหรับเทรดเดอร์ที่ต้องการทำกำไรเล็กน้อยบ่อยๆ ตลอดทั้งวัน ทำงานยังไง? กลยุทธ์ใช้ระบบกรองสัญญาณ 3 ระดับ เพื่อหาจุดเข้าที่มีคุณภาพสูง Level 1: ตัวบ่งชี้หลัก (ต้องผ่าน) - EMA (เส้นค่าเฉลี่ย): เช็คว่าเทรนด์กำลังขึ้นหรือลง - MACD: ยืนยันว่าแรงซื้อ/ขายกำลังมาถูกทาง Level 2: ตัวบ่งชี้โมเมนตัม - RSI: หาจุด Oversold (ราคาถูกเกินไป พร้อมกลับตัว) หรือ Overbought (ราคาแพงเกิน พร้อมลง) - Stochastic: หาจุดกลับตัวที่ราคาอาจจะเปลี่ยนทิศ Level 3: ตัวบ่งชี้เสริม - RSI Divergence: เจอโอกาสแอบแฝงเมื่อราคาและโมเมนตัมไม่สอดคล้องกัน - Strong Candles: จับแท่งเทียนที่แรงมาก - ATR Filter: ตรวจว่าตลาดมีความผันผวนพอจะเทรดไหม การตั้งค่าการเทรด แต่ละสัญญาณเปิด 3 ออเดอร์: ออเดอร์ 1: ปิดที่ TP1 (กำไรเล็กเร็ว) ออเดอร์ 2: ปิดที่ TP2 (กำไรกลางๆ) ออเดอร์ 3: ปิดที่ TP3 (กำไรใหญ่) ค่าเริ่มต้น: TP1: 800 จุด TP2: 1,500 จุด TP3: 2,500 จุด Stop Loss: 1,200 จุด ขนาดล็อต: 0.01 ต่อออเดอร์ (รวม 3 ออเดอร์) ฟีเจอร์พิเศษ - Trailing Stop Loss (ขยับ SL ตาม) - เมื่อ TP1 โดน SL ของ TP3 จะเลื่อนมาที่ราคาเข้า + 150 จุด ทำให้คุณไม่ขาดทุน! - ตรวจจับสินทรัพย์อัตโนมัติ กลยุทธ์จะจำคู่เงินที่คุณเทรดได้เอง: คู่เงิน Forex (EURUSD, GBPUSD ฯลฯ) - ทองคำ, เงิน, แพลตตินั่ม - คริปโต (Bitcoin, Ethereum) - ดัชนีหุ้น (US30, NASDAQ, S&P500) แดชบอร์ดผลงาน (ล่างซ้าย) - แสดง Win Rate แต่ละ TP - ติดตามกำไร/ขาดทุนรวม - แสดงสถิติทั้งหมด แดชบอร์ดสถานะ Level (บนขวา) สถานะตัวบ่งชี้แบบเรียลไทม์ เขียว = สัญญาณพร้อม แดง = รอเงื่อนไข ตั้งค่าที่ปรับได้ คุณภาพสัญญาณ: เปิด "Strict Filter" = สัญญาณน้อยแต่คุณภาพสูง ปิด "Strict Filter" = สัญญาณเยอะแต่อาจเสี่ยงขึ้น ตัวบ่งชี้: - เปิด/ปิดแต่ละ Level ได้ - ผสมผสานหาสูตรที่เหมาะกับคุณ การแสดงผล: - แสดง/ซ่อนเส้น TP/SL - แสดง/ซ่อนกล่องข้อมูล Entry - โหมดมือถือสำหรับจอเล็ก เมื่อไหร่ควรใช้กลยุทธ์นี้? ✅ เหมาะกับ: - ตลาดที่คึกคัก (เซสชั่นลอนดอน/นิวยอร์ก) - ไทม์เฟรมเล็ก (1m, 5m, 15m) - คู่เงินที่มีความผันผวนและเทรนด์ชัด ❌ หลีกเลี่ยง: - ช่วงมีข่าวเศรษฐกิจสำคัญ - ตลาดเงียบมาก - วันหยุดสุดสัปดาห์
Estrategia Pine Script®
por KuytradeTH
Quantellics: NQ Reverse From EMA [Strategy]//@version=5 // © 2025 Quantellics. All rights reserved. strategy("Quantellics: NQ Reverse From EMA ", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0) // Inputs emaLen = input.int(60, "EMA Length", minval = 1) rsiLen = input.int(14, "RSI Length", minval = 1) lb = input.int(10, "Lookback Candles", minval = 1) entryOff = input.float(75.0, "Entry Offset ($)", minval = 0, step = 1) slDollar = input.float(50.0, "Stop Loss ($)", minval = 0, step = 1) tpDollar = input.float(50.0, "Take Profit ($)", minval = 0, step = 1) trailAct = input.float(30.0, "Trail Activation ($)", minval = 0, step = 1) trailOff = input.float(30.0, "Trail Offset ($)", minval = 0, step = 1) trailDelay = input.int(2, "Trail Delay (Candles)", minval = 0, step = 1) ssH = input.int(9, "Session Start Hour (ET)", minval = 0, maxval = 23) ssM = input.int(30, "Session Start Minute (ET)", minval = 0, maxval = 59) seH = input.int(12, "Session End Hour (ET)", minval = 0, maxval = 23) seM = input.int(0, "Session End Minute (ET)", minval = 0, maxval = 59) // Session calc int h = hour(time, "America/New_York") int m = minute(time, "America/New_York") sStart = ssH * 60 + ssM sEnd = seH * 60 + seM nowMin = h * 60 + m inSess = nowMin >= sStart and nowMin < sEnd eos = nowMin >= sEnd // Indicators ema60 = ta.ema(close, emaLen) rsi = ta.rsi(close, rsiLen) hiN = ta.highest(high, lb) loN = ta.lowest(low, lb) // Levels longLvl = hiN - entryOff shortLvl = loN + entryOff // Conditions longOk = high > ema60 and rsi > 50 and strategy.position_size == 0 and inSess and not eos shortOk = low < ema60 and rsi < 50 and strategy.position_size == 0 and inSess and not eos // State var float ePrice = na var float slLvl = na var float tpLvl = na var int bars = 0 if strategy.position_size != 0 bars += 1 else bars := 0 // Orders if longOk strategy.entry("Long", strategy.long, limit = longLvl) else strategy.cancel("Long") if shortOk strategy.entry("Short", strategy.short, limit = shortLvl) else strategy.cancel("Short") if strategy.position_size > 0 if bars > trailDelay strategy.exit("Long Exit", "Long", stop = strategy.position_avg_price - slDollar, limit = strategy.position_avg_price + tpDollar, trail_points = trailAct, trail_offset = trailOff) else strategy.exit("Long Exit", "Long", stop = strategy.position_avg_price - slDollar, limit = strategy.position_avg_price + tpDollar) if strategy.position_size < 0 if bars > trailDelay strategy.exit("Short Exit", "Short", stop = strategy.position_avg_price + slDollar, limit = strategy.position_avg_price - tpDollar, trail_points = trailAct, trail_offset = trailOff) else strategy.exit("Short Exit", "Short", stop = strategy.position_avg_price + slDollar, limit = strategy.position_avg_price - tpDollar) // EOS flat if eos and strategy.position_size != 0 strategy.close_all(comment = "EOS Exit") if eos strategy.cancel_all() // Tracking if strategy.position_size > 0 and strategy.position_size <= 0 ePrice := strategy.position_avg_price slLvl := ePrice - slDollar tpLvl := ePrice + tpDollar if strategy.position_size < 0 and strategy.position_size >= 0 ePrice := strategy.position_avg_price slLvl := ePrice + slDollar tpLvl := ePrice - tpDollar // Plots plot(ema60, color = color.blue, title = "EMA 60", linewidth = 2) plot(hiN, color = color.new(color.green, 50), title = "Lookback High", linewidth = 1, style = plot.style_stepline) plot(loN, color = color.new(color.red, 50), title = "Lookback Low", linewidth = 1, style = plot.style_stepline) plot(longLvl, color = color.new(color.orange, 30), title = "Long Entry", linewidth = 2) plot(shortLvl, color = color.new(color.purple, 30), title = "Short Entry", linewidth = 2)
Estrategia Pine Script®
por mchernyshov
Hyper Insight MA Strategy [Universal]Hyper Insight MA Strategy ** is a comprehensive trend-following engine designed for traders who require precision and flexibility. Unlike standard indicators that lock you into a single calculation method, this strategy serves as a "Universal Adapter," allowing you to **Mix & Match 13 different Moving Average types** for both the Fast and Slow trend lines independently. Whether you need the smoothness of T3, the responsiveness of HMA, or the classic reliability of SMA, this script enables you to backtest thousands of combinations to find the perfect edge for your specific asset class. --- 🔬 Deep Dive: Calculation Logic of Included MAs This strategy includes 13 distinct calculation methods. Understanding the math behind them will help you choose the right tool for your specific market conditions. #### 1. Standard Averages * **SMA (Simple Moving Average):** The unweighted mean of the previous $n$ data points. * *Logic:* Treats every price point in the period with equal importance. Good for identifying long-term macro trends but reacts slowly to recent volatility. * **WMA (Weighted Moving Average):** A linear weighted average. * *Logic:* Assigns heavier weight to current data linearly (e.g., $1, 2, 3... n$). It reacts faster than SMA but is still relatively smooth. * **SWMA (Symmetrically Weighted Moving Average):** * *Logic:* Uses a fixed-length window (usually 4 bars) with symmetrical weights $ $. It prioritizes the center of the recent data window. #### 2. Exponential & Lag-Reducing Averages * **EMA (Exponential Moving Average):** * *Logic:* Applies an exponential decay weighting factor. Recent prices have significantly more impact on the average than older prices, reducing lag compared to SMA. * **RMA (Running Moving Average):** Also known as Wilder's Smoothing (used in RSI). * *Logic:* It is essentially an EMA but with a slower alpha weight of $1/length$. It provides a very smooth, stable line that filters out noise effectively. * **DEMA (Double Exponential Moving Average):** * *Logic:* Calculated as $2 \times EMA - EMA(EMA)$. By subtracting the "lag" (the smoothed EMA) from the original EMA, DEMA provides a much faster reaction to price changes with less noise than a standard EMA. * **TEMA (Triple Exponential Moving Average):** * *Logic:* Calculated as $3 \times EMA - 3 \times EMA(EMA) + EMA(EMA(EMA))$. This effectively eliminates the lag inherent in single and double EMAs, making it an extremely fast-tracking indicator for scalping. #### 3. Advanced & Adaptive Averages * **HMA (Hull Moving Average):** * *Logic:* A composite formula involving Weighted Moving Averages: ASX:WMA (2 \times Integer(n/2)) - WMA(n)$. The result is then smoothed by a $\sqrt{n}$ WMA. * *Effect:* It eliminates lag almost entirely while managing to improve curve smoothness, solving the traditional trade-off between speed and noise. * **ZLEMA (Zero Lag Exponential Moving Average):** * *Logic:* This calculation attempts to remove lag by modifying the data source before smoothing. It calculates a "lag" value $(length-1)/2$ and applies an EMA to the data: $Source + (Source - Source )$. This creates a projection effect that tracks price tightly. * **T3 (Tillson T3 Moving Average):** * *Logic:* A complex smoothing technique that runs an EMA through a filter multiple times using a "Volume Factor" (set to 0.7 in this script). * *Effect:* It produces a curve that is incredibly smooth and free of "overshoot," making it excellent for filtering out market chop. * **ALMA (Arnaud Legoux Moving Average):** * *Logic:* Uses a Gaussian distribution (bell curve) to assign weights. It allows the user to offset the moving average (moving the peak of the weight) to align it perfectly with the price, balancing smoothness and responsiveness. * **LSMA (Least Squares Moving Average):** * *Logic:* Calculates the endpoint of a Linear Regression line for the lookback period. It essentially guesses where the price "should" be based on the best-fit line of the recent trend. * **VWMA (Volume Weighted Moving Average):** * *Logic:* Weights the closing price by the volume of that bar. * *Effect:* Prices on high volume days pull the MA harder than prices on low volume days. This is excellent for validating true trend strength (i.e., a breakout on high volume will move the VWMA significantly). --- ### 🛠 Features & Settings * **Universal Switching:** Change the `Fast MA` and `Slow MA` types instantly via the settings menu. * **Trend Cloud:** A dynamic background fill (Green/Red) highlights the crossover zone for immediate visual trend identification. * **Strategy Mode:** Built-in Backtesting logic triggers `LONG` entries when Fast MA crosses over Slow MA, and `EXIT` when Fast MA crosses under. ### ⚠️ Disclaimer This script is intended for educational and research purposes. The wide variety of MA combinations can produce vastly different results. Past performance is not indicative of future results. Please use proper risk management.
Estrategia Pine Script®
por waranyutrkm
Pro Bollinger Bands Strategy [Breno]This strategy excels in highly volatile financial instruments, including cryptocurrencies, high-beta stocks, commodity futures, and certain exchange-traded funds (ETFs) that exhibit clear mean-reversion characteristics around their Bollinger Bands. The system's ability to utilize scaling (position averaging) and an ATR-based stop loss makes it particularly effective in markets with significant price swings, allowing the trader to capture profits from price extremes while managing increased volatility-related risk. Core Strategy Logic This Strategy implements a comprehensive trend-following and mean-reversion strategy primarily leveraging the Bollinger Bands (BB) indicator for entry and exit signals, complemented by an Average True Range (ATR)-based Stop Loss mechanism and an optional EMA filter. It is designed with robust features for capital management, including configurable leverage and a sophisticated position averaging (scaling) system. Long Entry: A long position is initiated when the closing price crosses over the Lower Bollinger Band (ta.crossover(close,lowerBB)). This signals a potential mean-reversion opportunity following a price dip. Short Entry: A short position is initiated when the closing price crosses under the Upper Bollinger Band (ta.crossunder(close,upperBB)). (Note: Short entries are disabled by default in the script inputs). Exit Conditions (Profit Target): Long positions aim to exit upon interaction with the Upper Bollinger Band. Users can select from three exit methods: "Close When Touch": Exits when close≥upperBB. "Close Above then Below": Exits when the previous close was above the upper band, and the current close is below it (a reversal signal). "High Above": Exits when high>upperBB. The strategy features an optional profitOnly setting, which restricts all exits to only occur if the trade is currently in profit (i.e., close is above the strategy.position_avg_price for longs). Key Features and Customization Bollinger Bands & Filters - Customizable BB Parameters: The Length and Deviation of the Bollinger Bands are fully adjustable, allowing users to fine-tune the sensitivity of the entry and exit signals. Optional EMA Filter: An optional EMA Filter can be enabled to align entries with the prevailing trend, where a Long entry is only permitted if close≥EMA(EmaFilterRange). Risk and Capital Management - Equity Allocation: Position size is dynamically calculated based on a Percentage of Equity (capitalPerc) combined with the set Leverage multiplier. Dynamic Stop Loss (ATR-Based): An optional Stop Loss (SL) is calculated using a multiple (slAtrInput) of the Average True Range (ATR). The SL is set relative to the entry price upon trade activation, providing a volatility-adjusted risk management layer. Position Averaging (Scaling): The script supports the addition of multiple units (pyramiding) to an existing position based on three user-selected criteria: "No": No averaging. "Percent": Adds to the position if the price has dropped by a set percentage (addPct) from the average price. "ATR": Adds to the position if the current price is significantly below a calculated ATR-based support level from the average price.
Estrategia Pine Script®
por brenosilver
EMA 12-26-100 Momentum Strategy# Triple EMA Multi-Signal Momentum Strategy ## 📊 Overview **Triple EMA Multi-Signal** is a comprehensive trend-following momentum strategy designed specifically for cryptocurrency markets. It combines multiple technical indicators and signal types to identify high-probability trading opportunities while maintaining strict risk management protocols. The strategy excels in trending markets and uses adaptive position sizing with trailing stops to maximize profits during strong trends while protecting capital during choppy conditions. ## 🎯 Core Algorithm ### Triple EMA System The strategy employs a three-layer EMA system to identify trend direction and strength: - **Fast EMA (12)**: Quick response to price changes - **Slow EMA (26)**: Confirmation of trend direction - **Trend EMA (100)**: Overall market bias filter Trades are only taken when all three EMAs align in the same direction, ensuring we trade with the dominant trend. ### Multi-Signal Confirmation (8 Signal Types) The strategy requires at least 1-2 confirmed signals from multiple independent sources before entering a position: 1. **EMA Crossover** - Fast EMA crossing Slow EMA (primary signal) 2. **MACD Cross** - MACD line crossing signal line (momentum confirmation) 3. **RSI Reversal** - RSI bouncing from oversold/overbought zones 4. **Price Action** - Strong bullish/bearish candles (>60% of range) 5. **Volume Spike** - Above-average volume confirmation 6. **Breakout** - Price breaking 20-period high/low with volume 7. **Pullback to EMA** - Trend continuation after healthy retracement 8. **Bollinger Bounce** - Price bouncing from BB bands This multi-signal approach significantly reduces false signals and improves win rate. ## 💰 Risk Management ### Position Sizing - Default: 20-25% of equity per trade - Adjustable based on risk tolerance - Smaller positions recommended for leveraged trading ### Stop Loss & Take Profit - **Stop Loss**: 2.0% (tight control of risk) - **Take Profit**: 5.5% (2.75:1 reward-to-risk ratio) - Both levels are fixed at entry to avoid emotional decisions ### Trailing Stop System - Activates after 1.8% profit - Trails at 1.3% below current price - Locks in profits during extended trends - Automatically adjusts as price moves in your favor ### Maximum Hold Time - 36-48 hours maximum (configurable) - Designed to minimize funding rate costs on futures - Forces position closure to avoid excessive exposure - Helps maintain capital velocity ## 📈 Key Features ### Trend Filters - **ADX Filter**: Ensures sufficient trend strength (threshold: 20) - **EMA Alignment**: All three EMAs must confirm trend direction - **RSI Boundaries**: Avoids extreme overbought/oversold entries ### Volume Analysis - Volume must exceed 20-period moving average - Configurable multiplier (default: 1.0x) - Helps identify institutional participation ### Automatic Exit Conditions 1. Take Profit target reached 2. Stop Loss triggered 3. Trailing stop activated 4. Trend reversal (EMA cross in opposite direction) 5. Maximum hold time exceeded ## 🎮 Recommended Settings ### For Spot Trading (Conservative) ``` Position Size: 15-20% Stop Loss: 2.5% Take Profit: 6.0% Max Hold: 72 hours Leverage: 1x ``` ### For Futures 3-5x Leverage (Balanced) ``` Position Size: 12-15% Stop Loss: 2.0% Take Profit: 5.5% Max Hold: 36 hours Trailing: Active ``` ### For Aggressive Trading 5-10x (High Risk) ``` Position Size: 8-12% Stop Loss: 1.5% Take Profit: 4.5% Max Hold: 24 hours ADX Filter: Disabled ``` ## 📊 Performance Metrics ### Backtested Results (BTC/USDT 1H, 2 years) - **Total Return**: ~19% (spot) / ~75% (5x leverage)* - **Total Trades**: 240-300 - **Win Rate**: 49-52% - **Profit Factor**: 1.25-1.50 - **Max Drawdown**: ~18-22% - **Average Trade**: 0.5-3 days *Leverage results exclude funding rates and real-world slippage ### Optimal Timeframes - **1 Hour**: Best for active trading (recommended) - **4 Hour**: More stable, fewer signals - **15 Min**: High frequency (requires monitoring) ### Best Performing Assets - BTC/USDT (most tested) - ETH/USDT - Major altcoins with good liquidity - Not recommended for low-cap or illiquid pairs ## ⚙️ How to Use 1. **Add to Chart**: Apply strategy to 1H BTC/USDT chart 2. **Adjust Settings**: Configure risk parameters based on your preference 3. **Review Signals**: Green = Long, Red = Short, labels show signal count 4. **Monitor Performance**: Check strategy tester for detailed statistics 5. **Optimize**: Use strategy optimization to find best parameters for your market ## 🎨 Visual Indicators The strategy provides clear visual feedback: - **EMA Lines**: Blue (Fast), Red (Slow), Orange (Trend) - **BUY/SELL Labels**: Show entry points with signal count - **Stop/Target Lines**: Red (SL), Green (TP) displayed during active trades - **Background Color**: Light green (long), light red (short) when in position - **Info Panel**: Shows current trend, RSI, ADX, and volume status ## ⚠️ Important Notes ### Risk Disclaimer - This strategy is for educational purposes only - Past performance does not guarantee future results - Cryptocurrency trading involves substantial risk - Only trade with capital you can afford to lose - Always use proper position sizing and risk management ### Limitations - Performs poorly in sideways/choppy markets - Requires sufficient liquidity for best execution - Backtests do not include: - Real-world slippage (especially during volatility) - Funding rates (for perpetual futures) - Exchange downtime or connection issues - Emotional trading decisions ### For Futures Trading If using this strategy on futures with leverage: - Reduce position size proportionally to leverage - Account for funding rates (~0.01% per 8h) - Set max hold time to minimize funding costs - Use lower leverage (3-5x max recommended) - Monitor liquidation price carefully ## 🔧 Customization All parameters are fully customizable: - EMA periods (fast/slow/trend) - MACD settings (12/26/9) - RSI levels (30/70) - Stop Loss / Take Profit percentages - Trailing stop activation and offset - Volume multiplier - ADX threshold - Maximum hold time ## 📚 Strategy Logic The strategy follows this decision tree: ``` 1. Check Trend Direction (EMA alignment) ↓ 2. Scan for Entry Signals (8 types) ↓ 3. Confirm with Filters (ADX, Volume, RSI) ↓ 4. Enter Position with Fixed SL/TP ↓ 5. Monitor for Exit Conditions: - TP Hit → Close with profit - SL Hit → Close with loss - Trailing Active → Follow price - Trend Reversal → Close position - Max Time → Force close ``` ## 🎓 Best Practices 1. **Start Conservative**: Use smaller position sizes initially 2. **Track Performance**: Monitor actual vs backtested results 3. **Optimize Regularly**: Market conditions change, adapt parameters 4. **Combine with Analysis**: Don't rely solely on automated signals 5. **Manage Emotions**: Stick to the system, avoid manual overrides 6. **Paper Trade First**: Test on demo before risking real capital ## 📞 Support & Updates This strategy is actively maintained and updated based on: - Market condition changes - User feedback and suggestions - Performance optimization - Bug fixes and improvements ## 🏆 Conclusion Triple EMA Multi-Signal Strategy offers a robust, systematic approach to cryptocurrency trading by combining trend following, momentum indicators, and strict risk management. Its multi-signal confirmation system helps filter false signals while the trailing stop mechanism captures extended trends. The strategy is suitable for both manual traders looking for high-probability setups and algorithmic traders seeking a proven systematic approach. **Remember**: No strategy wins 100% of the time. Success comes from consistent application, proper risk management, and continuous adaptation to changing market conditions. --- *Version: 1.0* *Last Updated: November 2025* *Tested on: BTC/USDT, ETH/USDT (1H, 4H timeframes)* *Recommended Capital: $5,000+ for optimal position sizing*
Estrategia Pine Script®
por RomanEnlil
RC - Crypto Scalper v3Cryptocurrency scalping strategy for perpetual futures with risk management and automation capabilities. ## Strategy Overview This strategy identifies high-probability scalping opportunities in cryptocurrency perpetual futures markets using adaptive position sizing, dynamic stop losses, and intelligent exit management to maintain consistent risk-adjusted returns across varying market conditions. ## Technical Foundation The strategy employs exponential moving averages for trend detection, Bollinger Bands for volatility measurement and mean reversion signals, RSI for momentum confirmation and overbought/oversold conditions, ATR for dynamic volatility-based stop placement, and VWAP for institutional price level identification. These technical indicators are combined with volume analysis and optional multi-timeframe confirmation to filter low-probability setups. ## Entry Methodology The strategy identifies trading opportunities using three complementary approaches that can be enabled individually or in combination: Momentum-Based Entries: Detects directional price movements aligned with short-term and intermediate-term trend indicators, with momentum oscillator confirmation to avoid entries at exhaustion points. Volume analysis provides additional confirmation of institutional participation. Mean Reversion Entries: Identifies price extremes using statistical volatility bands combined with momentum divergence, targeting high-probability reversal zones in ranging market conditions. Entries require initial price structure confirmation to reduce false signals. Institutional Flow Entries: Monitors volume-weighted price levels to identify areas where institutional orders are likely concentrated, entering on confirmed breaks of these key levels with supporting directional bias from trend indicators. Each methodology uses distinct combinations of the technical indicators mentioned above, with specific parameter relationships and confirmation requirements that can be customized based on trader preference and market conditions. ## Exit Framework Adaptive Stop Loss: Uses ATR-based stops (default 0.7x multiplier on 14-period ATR) that automatically adjust to current market volatility. Stop distance expands during volatile periods to avoid premature stops while tightening during consolidation to protect capital. Alternative percentage-based stops available for traders preferring fixed-distance risk management. Trailing Profit System: Employs a dual-target exit approach combining fixed limit orders with dynamic trailing stops. The system activates trailing stops when positions reach profitable thresholds, allowing winning trades to capture extended moves while protecting accumulated gains. The high fixed limit (6R default) serves as a ceiling for exceptional moves while the trailing mechanism handles the majority of exits at optimal profit levels. Time-Based Management: Implements maximum holding period constraints (50 bars default) to prevent capital from being trapped in directionless price action. This ensures consistent capital turnover and prevents the strategy from holding through extended consolidation periods. Breakeven Protection: Automatically adjusts stop loss to entry price plus commission costs once trades reach predefined profit thresholds (0.7R default), eliminating downside risk on positions that have demonstrated directional follow-through. ## Risk Management Position Sizing: Dynamic position sizing based on account equity percentage risk model (2% default). Calculates optimal position size based on entry price, stop distance, and account risk tolerance. Includes maximum position exposure caps and minimum position size thresholds to ensure practical trade execution. Daily Loss Limits: Automatic trading suspension when intraday losses exceed configured threshold (5% of equity default). Prevents catastrophic drawdown days and removes emotional decision-making during adverse market conditions. Resets automatically at the start of each new trading day. Leverage Controls: Comprehensive leverage monitoring with built-in liquidation protection for margined positions. Strategy calculates liquidation prices based on leverage settings and automatically closes positions approaching critical margin levels, preventing forced liquidations. Exposure Management: Multiple layers of position size controls including maximum position value as percentage of equity (50% default), leverage-adjusted margin requirements, and minimum capital availability thresholds before opening new positions. ## Market Filters Session-Based Filtering: Configurable trading windows for Asian (00:00-08:00 UTC), London (08:00-16:00 UTC), and New York (13:00-21:00 UTC) sessions. Allows traders to focus on specific market hours or avoid illiquid periods based on their asset and trading style. Volatility Requirements: Minimum and maximum ATR percentage thresholds ensure strategy only operates within optimal volatility ranges. Prevents trading during both insufficient movement periods and extreme volatility events where execution quality deteriorates. Trend Alignment: Optional higher timeframe trend filter ensures directional bias aligns with broader market structure, reducing counter-trend entries during strong directional moves. Volume Confirmation: Configurable volume requirements for entry validation, ensuring sufficient market participation and reducing false signals during low-liquidity periods. ## Automation Support Built-in webhook integration generates JSON payloads compatible with popular broker automation platforms. Alert system provides comprehensive notifications for all entry signals, exit executions, risk limit breaches, and daily trading status updates. Supports both automated and manual execution workflows. ## Settings Explanation Initial Capital: $5,000 Selected as realistic starting point for retail traders entering crypto futures markets. Strategy scales proportionally - larger accounts show similar percentage returns with proportionally larger absolute gains and position sizes. Risk Per Trade: 2% Conservative default providing significant drawdown tolerance. With 51% historical win rate and positive expectancy, risking 2% per trade allows for extended losing streaks without account impairment. Adjustable from 0.5% (very conservative) to 5% (aggressive, experienced traders only). Leverage: 10x Standard cross-margin leverage for cryptocurrency perpetual futures. Combined with 2% risk setting and maximum 50% equity position size caps, actual exposure remains controlled despite leverage. Built-in liquidation protection provides additional safety layer. Commission: 0.055% Modeled on major exchange maker fee structures (Bybit, Binance Futures). **Slippage: 50 ticks** Ultra-conservative slippage assumption representing extreme worst-case execution scenarios. ETH perpetual tick size is $0.01, therefore 50 ticks equals $0.50 per side or $1.00 round trip slippage per trade. Real-world slippage on 30-minute timeframe typically ranges from 2-5 ticks ($0.02-0.05 round trip) under normal conditions, with 10-20 ticks during highly volatile periods. The 50-tick setting assumes every single trade executes during extreme market stress conditions. This ultra-conservative modeling approach means real-world trading performance under typical market conditions may exceed backtest results, as the strategy has been tested under punishing execution cost assumptions that represent worst-case scenarios rather than expected outcomes. Stop Loss: ATR-based (0.7x multiplier) Volatility-adaptive stops optimized for 30-minute cryptocurrency perpetuals. The 0.7x multiplier balances protection against premature stops due to normal market noise. Lower multipliers (0.5-0.6x) suitable for lower timeframes, higher multipliers (0.8-1.2x) for higher timeframes. Take Profit: 6R (Risk:Reward) High target designed to work in conjunction with trailing stop system rather than as primary exit mechanism. Historical analysis shows most profitable trades exit via trailing stops at lower multiples, with the 6R limit capturing occasional extended moves. This configuration allows the trailing stop system to operate optimally while providing upside capture on exceptional price runs. Trailing Stop: Activates at 1R | Offset 0.5R Trailing mechanism engages when position reaches 1:1 risk-reward, then maintains 0.5R distance from peak favourable price. This configuration allows profitable trades room to develop while protecting accumulated gains from reversals. Maximum Holding Period: 50 bars Automatic exit trigger after 50 bars (25 hours on 30-minute timeframe) prevents capital commitment to non-trending price action. Adjustable based on timeframe and trading style preferences. ## Backtest Performance Test Period: November 2023 - November 2025 (2 years) Asset: ETH/USDT Perpetual Futures Timeframe: 30 minutes Initial Capital: $5,000 Performance Metrics: - Final Equity: $25,353.99 - Net Profit: $20,353.99 - Total Return: 407.08% - Annualized Return: ~204% - Total Trades: 2,549 - Winning Trades: 1,308 (51.28%) - Losing Trades: 1,241 (48.72%) - Profit Factor: 1.215 - Sharpe Ratio: 0.813 - Sortino Ratio: 6.428 - Maximum Drawdown: 11.53% - Average Drawdown: <2% Trade Statistics: - Average Win: 1.15% per trade - Average Loss: -0.98% per trade - Win/Loss Ratio: 1.17:1 - Largest Win: 7.14% - Largest Loss: -2.31% - Average Trade Duration: ~8 hours - Trades Per Month: ~106 Cost Analysis: - Total Commission Paid: $21,277.06 - Commission as % of Gross Profit: 18.5% - Modeled Slippage Impact: $2,549.00 (50 ticks per trade) - Total Trading Costs: $23,826.06 - Net Profit After All Costs: $20,353.99 Risk-Adjusted Performance: - Return/Max DD Ratio: 35.3 - Profit Per Trade: $7.98 average - Risk of Ruin: <0.001% (with 2% risk, 51% win rate, 1.17 R:R) ## Bear Market Validation To validate robustness across different market conditions, the strategy was additionally tested during the 2022 cryptocurrency bear market: Test Period: May 2022 - November 2022 (7 months) Market Conditions: ETH declined 57% (from ~$2,900 to ~$1,200) Bear Market Results: - Net Profit: $4,959.69 - Return: 99.19% - Total Trades: 845 - Win Rate: 51.72% - Maximum Drawdown: 18.54% - Profit Factor: 1.235 - Outperformance vs Buy & Hold: +156.3% The strategy demonstrated profitable performance during severe market decline, with short positions showing particular strength (54.1% win rate on shorts vs 49.4% on longs). This validates that the edge is not dependent on bullish market conditions and the multiple entry methodologies adapt naturally to different market environments. ## Recommended Usage Optimal Timeframes: - Primary: 30-minute (tested and optimized) - Alternative: 1-hour (more selective, fewer trades) - Not recommended: <15-minute (execution quality deteriorates) Suitable Assets: High-liquidity cryptocurrency perpetual futures recommended: - BTC/USDT (>$2B daily volume) - ETH/USDT (>$1B daily volume) - SOL/USDT, AVAX/USDT (>$100M daily volume) - Avoid low-liquidity pairs (<$50M daily volume) Risk Configuration: - Conservative: 1-1.5% per trade - Moderate: 2-3% per trade (default: 2%) - Aggressive: 3-5% per trade (requires discipline) ## Important Considerations Backtesting vs Live Trading: Always paper trade first. Real-world results vary based on execution quality, broker-specific factors, network latency, and individual trade management decisions. Backtest performance represents historical simulation with ultra-conservative cost assumptions, not guaranteed future results. Market Conditions: Strategy designed for liquid, actively-traded markets. Performance characteristics: - Strong trends: Optimal (trailing stops capture extended moves) - Ranging markets: Moderate (mean reversion component provides edge) - Low volatility: Reduced (ATR filter prevents most entries) - Extreme volatility: Protected (maximum volatility filter prevents entries) Cost Impact: Commission represents approximately 18.5% of gross profit in backtests. The 50-tick slippage assumption is deliberately punitive - typical execution will likely be 5-10x better (2-10 ticks actual vs 50 ticks modeled), meaning real-world net results may significantly exceed backtest performance under normal market conditions. Execution Quality: 30-minute timeframe provides sufficient time for order placement and management. Automated execution recommended for consistency. Manual execution requires discipline to follow signals without hesitation or second-guessing. Starting Procedures: 1. Run backtest on your specific asset and timeframe 2. Paper trade for minimum 50 trades or 2 weeks 3. Start with minimum position sizes (0.5-1% risk) 4. Gradually scale to target risk levels as confidence builds 5. Monitor actual execution costs vs backtest assumptions ## Strategy Limitations - Requires liquid markets; performance degrades significantly on low-volume pairs - No built-in news event calendar; traders should manually avoid scheduled high-impact events - Weekend/holiday trading may experience wider spreads and different price behaviour - Does not model spread costs (assumes mid-price fills); add 1-2 ticks additional cost for market orders - Performance during market structure changes (regime shifts) may differ from backtest period - Requires consistent monitoring during active trading hours for optimal automated execution - Slippage assumptions are deliberately extreme; actual slippage will typically be much lower ## Risk Disclosure Cryptocurrency trading involves substantial risk of loss. Leverage amplifies both gains and losses. This strategy will experience losing streaks and drawdowns. The 11.53% maximum historical drawdown in bull market testing and 18.54% in bear market testing do not represent ceilings - larger drawdowns are possible and should be expected in live trading. Past performance does not guarantee future results. Market conditions evolve, and historical edge may diminish or disappear. No strategy works in all market conditions. The strategy has been tested with extremely conservative slippage assumptions (50 ticks per trade) that significantly exceed typical execution costs; this provides a safety margin but does not eliminate risk. Capital at Risk: Only trade with capital you can afford to lose completely. The strategy's positive historical performance across both bull and bear markets does not eliminate the possibility of significant losses or account impairment. Not Financial Advice: This strategy is an educational tool, not investment advice. Users are solely responsible for their trading decisions, risk management, and outcomes. The developer assumes no liability for trading losses. Leverage Warning: Trading with leverage can result in losses exceeding initial investment. Ensure you understand leverage mechanics and liquidation risks before using leveraged products. ## Technical Requirements - TradingView Premium subscription (for strategy testing and alerts) - Understanding of risk management principles - Familiarity with perpetual futures mechanics - Broker account supporting crypto perpetuals (if trading live) - For automation: Webhook-compatible execution platform ## Version History v3.0 - November 2025 (Initial Release) - Multi-methodology entry system (Momentum, Mean Reversion, VWAP) - Comprehensive risk management framework - Adaptive exit system with trailing stops - Session and volatility filtering - Webhook automation support - Validated across bull market (2024-25) and bear market (2022) periods - Tested with ultra-conservative 50-tick slippage assumptions Disclaimer: This strategy is provided "as-is" for educational purposes. Past performance does not indicate future results. All backtests conducted with 50-tick slippage (ultra-conservative assumptions). Actual trading costs typically significantly lower. Trade responsibly and at your own risk.
Estrategia Pine Script®
por RealisticCrypto1
Anchor SafeSwing Gold StrategyOverview: The Anchor SafeSwing Gold Strategy is designed for users who prefer structured, rule-based swing trading on XAUUSD. It focuses on identifying high-quality trade setups rather than frequent entries. This strategy analyzes the market using multiple technical indicators and methods—including trend analysis, multi-chart confirmation, and support/resistance evaluation—to identify potential swing points. It also incorporates a dynamic approach to risk management through adaptive stop-loss and take-profit logic. How the Strategy Works 1. Multi-Chart & Trend Analysis: The strategy evaluates trend direction using several indicators and multiple charts. This helps determine whether the trend favors long or short setups. 2. Buy/Sell Conditions: a. Buy Conditions: When the broader trend is identified as bullish, the strategy waits for the formation of a strong support zone before considering a long position. b. Sell Conditions: When the trend is bearish, it waits for a confirmed resistance zone before initiating short positions. 3. Dynamic Take-Profit Logic The strategy uses adaptive take-profit behavior based on evolving market conditions. It monitors new support/resistance structures and various overbought/oversold signals to dynamically exit trades. 4. Dynamic and Configurable Stop-Loss: A flexible stop-loss system adjusts according to volatility and market structure. Users can modify the stop-loss threshold in the settings based on their own risk tolerance and account size. Trading Frequency : This strategy focuses on select, high-quality setups. As a result, trade frequency is relatively low and may vary depending on market conditions. Backtesting may show roughly several trades per month, but actual live performance can differ. Important Notes All trading involves risk, and users should evaluate the strategy and adjust settings according to their own risk management preferences.
Estrategia Pine Script®
por mdaupu
4
EMA Velocity Dual TF Momentum 1h (v2)BINANCE:SOLUSDT The result is calculated on futures x10 ### EMA Velocity Dual TF Momentum (v2) – Public Description **Overview** EMA Velocity Dual TF Momentum (v1) is a trend-following momentum strategy that uses the *speed of change* of Exponential Moving Averages (EMA) on two timeframes: the chart timeframe 1h. The strategy looks for moments when both timeframes point in the same direction and the short‑term momentum is significantly stronger than usual, then manages trades with configurable ATR filtering, stop‑loss / take‑profit and early exit logic. --- ### Core Idea (high level, without formulas) - On the **lower timeframe** (LTF), the strategy tracks how fast the EMA is moving (its “velocity”) and detects **impulse bars** where this velocity is unusually strong compared to its recent history. - On the **higher timeframe** (HTF), it also measures EMA velocity and requires that the HTF trend direction is **aligned** with the LTF (both bullish or both bearish), if enabled. - A **long trade** is opened when: - LTF EMA velocity is positive (upward momentum), - LTF momentum is strong enough (impulse), - HTF EMA velocity is also upwards (if HTF filter is enabled), - and ATR‑based volatility is above the minimum threshold. - A **short trade** is opened in the symmetric situation (downward momentum on both timeframes). - Positions are closed using configurable stop‑loss and take‑profit, and can be partially exited, moved to break‑even and trailed using early‑exit options. --- ### Inputs and Parameters #### Trend & Momentum (Lower Timeframe) - **`LTF EMA length (emaLenLTF)`** Length of the EMA on the chart timeframe used to measure short‑term trend and momentum. Smaller values react faster; larger values are smoother and slower. - **`LTF velocity lookback (velKLTF)`** Lookback for computing EMA “velocity” on LTF. Controls how sensitive the momentum calculation is to recent price changes. - **`LTF impulse lookback bars (impLookback)`** Window size used to estimate the “normal” average absolute velocity. The strategy compares current momentum against this baseline to detect strong impulse moves. - **`LTF |velocity| multiplier vs average (impMult)`** Multiplier for defining what counts as a strong impulse. Higher values = fewer but stronger signals; lower values = more frequent, weaker impulses. #### Trend & Momentum (Higher Timeframe) - **`Use higher timeframe alignment (useHTF)`** If enabled, trades are only taken when the higher‑timeframe EMA velocity confirms the same direction as the lower timeframe. - **`HTF timeframe (htf_tf)`** Higher timeframe used for confirmation (e.g. 60 minutes). Defines the “macro” context above the chart timeframe. - **`HTF EMA length (emaLenHTF)`** Length of the EMA on the higher timeframe. Controls how smooth and slow the higher‑timeframe trend filter is. - **`HTF velocity lookback (velKHTF)`** Lookback for the EMA velocity on HTF. Smaller values react quicker to changes in the higher‑timeframe trend. #### Volatility / ATR Filter - **`Use ATR filter (useAtrFilter)`** Enables a volatility filter based on Average True Range. When active, trades are allowed only if market volatility is not too low. - **`ATR Period (atrPeriod)`** Lookback period for ATR calculation. Shorter periods react faster to recent volatility shifts; longer ones are more stable. - **`ATR Min % for trading (atrMinPerc)`** Minimum ATR as a percentage of price required to trade. Filters out very quiet, choppy periods where the strategy is more likely to be whipsawed. #### Risk Management - **`Use stops (SL/TP) (useStops)`** Enables fixed stop‑loss and take‑profit exits. If disabled, positions are managed only by early exit logic and manual closing. - **`Stop Loss % (stopLossPerc)`** Distance of the protective stop from entry, in percent. Higher values give trades more room but increase risk per trade. - **`Take Profit % (takeProfitPerc)`** Distance of the primary profit target from entry, in percent. Controls the reward‑to‑risk profile of each trade. #### Early Exit / Break‑Even / Trailing - **`Enable early exit module (useEarlyExit)`** Master switch for all early exit features: partial profit taking, break‑even stops and trailing exits. - **`Take partial profit at +% (close 50%) (partialTP)`** Profit level (in %) at which the strategy closes a partial portion of the position (e.g. 50%), locking in gains while leaving a runner. - **`Trailing TP distance (%) (trailTP)`** Distance (in %) for dynamic trailing stop after entry. When positive, the strategy trails the price to protect profits as the move extends. - **`Break-even stop after +% profit (useBreakEven)`** Enables automatic move of the stop to the entry price once a certain profit threshold is reached. - **`Break-even activation (+%) (breakEvenPerc)`** Profit level (in %) at which the stop is moved to break‑even. Higher values require a larger unrealized profit before break‑even protection kicks in. #### Visuals - **`Show labels (showLabels)`** Toggles on‑chart labels that mark long and short entry signals for easier visual analysis. - **`Label offset (labelOffset)`** Horizontal offset (in bars) for placing labels relative to the signal bar. Used only for visual clarity; does not affect trading logic. --- Если нужно, могу на основе этого текста сразу подготовить компактную версию (ограниченную по символам) специально под поле описания публичного скрипта в TradingView.
Estrategia Pine Script®
por Paran03d
SMC Trend Filter Strategy (EMA50/EMA200 + FVG)Overview This strategy implements a multi-timeframe Smart Money Concept (SMC) trading system designed for intraday and swing trading. It combines a Daily trend filter, Break of Structure (BOS) detection, Order Block (OB) zones, Fair Value Gap (FVG) confirmation, and an ATR-based trailing stop system to achieve structured and rule-based entries. The strategy is fully automated for backtesting and allows users to evaluate SMC concepts without repainting or discretionary interpretation. - Core Components 1. Higher-Timeframe Trend Filter (Daily EMA50/EMA200) The strategy retrieves D1 data and determines market direction using EMA50 and EMA200: Uptrend → EMA50 > EMA200 Downtrend → EMA50 < EMA200 Trades are only taken in the direction of the Daily trend to avoid counter-trend setups. 2. Market Structure & Break of Structure (BOS) The strategy identifies swing highs/lows and detects when price breaks beyond them: Bullish BOS: price closes above previous swing high Bearish BOS: price closes below previous swing low This forms the foundation of SMC market structure recognition. 3. Order Block Zone (OB) Upon detecting a BOS, the strategy marks the previous candle as a potential Order Block: For bullish BOS → OB = previous candle’s high/low For bearish BOS → OB = previous candle’s high/low The OB zone is visualized using a semi-transparent box extended forward
Estrategia Pine Script®
por SMCFVL
1
Vital Wave 20-50Simplicity is almost always the most effective approach, and here I’m giving you a trend-following system that exploits the bullish bias of traditional markets and their trending nature, with very basic rules. Rules (long entries only) • Market entry: When the EMA 20 crosses above the EMA 50 (from below) • Main market exit: When the EMA 20 crosses below the EMA 50 (from above) • Fixed Stop Loss: Placed at the price level of the Lower Bollinger Band at the moment the trade is entered. In my strategy, the primary exit is when the EMA 20 crosses below the EMA 50. However, this crossover can sometimes take a while to occur, and in the meantime the price may have already dropped significantly. The Stop Loss based on the Lower Bollinger Band is designed to limit losses in case the market moves sharply against the position without giving the bearish crossover signal in time. Having two exit conditions makes the strategy much more robust in terms of risk management. Risk Management: • Initial capital: $10,000 • Position size: 10% of available capital per trade • Commissions: 0.1% on traded volume • Stop Loss: Based on the Lower Bollinger Band • Take Profit / Exit: When EMA 20 crosses below EMA 50 Recommended Markets: XAUUSD (OANDA) (Daily) Period: January 3, 1833 – November 23, 2025 Total Profit & Loss: +$6,030.62 USD (+57.57%) Maximum Drawdown: $541.53 USD (3.83%) Total Trades: 136 Winning Trades (Win Rate): 36.03% (49/136) Profit Factor: 2.483 XAUUSD (OANDA) (12-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,209.56 USD (+11.89%) Maximum Drawdown: $384.58 USD (3.61%) Total Trades: 97 Winning Trades (Win Rate): 35.05% (34/97) Profit Factor: 1.676 XAUUSD (OANDA) (8-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,179.36 USD (+11.81%) Maximum Drawdown: $246.88 USD (2.32%) Total Trades: 147 Winning Trades (Win Rate): 31.97% (47/147) Profit Factor: 1.626 Tesla (NASDAQ) (4-hour) Period: June 29, 2010 – November 23, 2025 Total Profit & Loss (Absolute): +$11,687.90 USD (+116.88%) Maximum Drawdown: $922.05 USD (6.50%) Total Trades: 68 Winning Trades (Win Rate): 39.71% (27/68) Profit Factor: 4.156 Tesla (NASDAQ) (3-hour) Total Profit & Loss: +$11,522.33 USD (+115.22%) Maximum Drawdown: $1,247.60 USD (8.80%) Total Trades: 114 Winning Trades: 33.33% (38/114) Profit Factor: 2.811 Additional Recommendations (These assets have shown good trending behavior with the same strategy across multiple timeframes): • NVDA (15 min, 30 min, 1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • NFLX (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • MA (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • META (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • AAPL (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • SPY (12h, Daily) About the Code The user can modify: • EMA periods (20 and 50 by default) • Bollinger Bands length (20 periods) • Standard deviation (2.0) Visualization • EMA 20: Blue line • EMA 50: Red line • Green background when EMA20 > EMA50 (bullish trend) • Red background when EMA20 < EMA50 (bearish trend) Important Note: We can significantly increase the profit factor and overall profitability by risking a fixed percentage per trade instead of a fixed amount. This would prevent losses from fluctuating with changes in volatility. This could be implemented by reducing position size or adjusting leverage based on the volatility percentage required for each trade, but I’m not sure if this is fully possible in Pine Script. In my other script, “ Golden Cross 50/200 EMA ,” I go deeper into this topic and provide examples. I hope you enjoy this contribution. Best regards!
Estrategia Pine Script®
por OldWave96
2
Golden Cross 50/200 EMATrend-following systems are characterized by having a low win rate, yet in the right circumstances (trending markets and higher timeframes) they can deliver returns that even surpass those of systems with a high win rate. Below, I show you a simple bullish trend-following system with clear execution rules: System Rules -Long entries when the 50-period EMA crosses above the 200-period EMA. -Stop Loss (SL) placed at the lowest low of the 15 candles prior to the entry candle. -Take Profit (TP) triggered when the 50-period EMA crosses below the 200-period EMA. Risk Management -Initial capital: $10,000 -Position size: 10% of capital per trade -Commissions: 0.1% per trade Important Note: In the code, the stop loss is defined using the swing low (15 candles), but the position size is not adjusted based on the distance to the stop loss. In other words, 10% of the equity is risked on each trade, but the actual loss on the trade is not controlled by a maximum fixed percentage of the account — it depends entirely on the stop loss level. This means the loss on a single trade could be significantly higher or lower than 10% of the account equity, depending on volatility. Implementing leverage or reducing position size based on volatility is something I haven’t been able to include in the code, but it would dramatically improve the system’s performance. It would fix a consistent percentage loss per trade, preventing losses from fluctuating wildly with changes in volatility. For example, we can maintain a fixed loss percentage when volatility is low by using the following formula: Leverage = % of SL you’re willing to risk / % volatility from entry point to stop loss And when volatility is high and would exceed the fixed percentage we want to expose per trade (if the SL is hit), we could reduce the position size accordingly. Practical example: Imagine we only want to risk 15% of the position value if the stop loss is triggered on Tesla (which has high volatility), but the distance to the SL represents a potential 23.57% drop. In this case, we subtract the desired risk (15%) from the actual volatility-based loss (23.57%): 23.57% − 15% = 8.57% Now suppose we normally use $200 per trade. To calculate 8.57% of $200: 200 × (8.57 / 100) = $17.14 Then subtract that amount from the original position size: $200 − $17.14 = $182.86 In summary: If we reduce the position size to $182.86 (instead of the usual $200), even if Tesla moves 23.57% against us and hits the stop loss, we would still only lose approximately 15% of the original $200 position — exactly the risk level we defined. This way, we strictly respect our risk management rules regardless of volatility swings. I hope this clearly explains the importance of capping losses at a fixed percentage per trade. This keeps risk under control while maintaining a consistent percentage of capital invested per trade — preventing both statistical distortion of the system and the potential destruction of the account. About the code: Strategy declaration: The strategy is named 'Golden Cross 50/200 EMA'. overlay=true means it will be drawn directly on the price chart. initial_capital=10000 sets the initial capital to $10,000. default_qty_type=strategy.percent_of_equity and default_qty_value=10 means each trade uses 10% of available equity. margin_long=0 indicates no margin is used for long positions (this is likely for simulation purposes only; in real trading, margin would be required). commission_type=strategy.commission.percent and commission_value=0.1 sets a 0.1% commission per trade. Indicators: Calculates two EMAs: a 50-period EMA (ema50) and a 200-period EMA (ema200). Crossover detection: bullCross is triggered when the 50-period EMA crosses above the 200-period EMA (Golden Cross). bearCross is triggered when the 50-period EMA crosses below the 200-period EMA (Death Cross). Recent swing: swingLow calculates the lowest low of the previous 15 periods. Stop Loss: entryStopLoss is a variable initialized as na (not available) and is updated to the current swingLow value whenever a bullCross occurs. Entry and exit conditions: Entry: When a bullCross occurs, the initial stop loss is set to the current swingLow and a long position is opened. Exit on opposite signal: When a bearCross occurs, the long position is closed. Exit on stop loss: If the price falls below entryStopLoss while a position is open, the position is closed. Visualization: Both EMAs are plotted (50-period in blue, 200-period in red). Green triangles are plotted below the bar on a bullCross, and red triangles above the bar on a bearCross. A horizontal orange line is drawn that shows the stop loss level whenever a position is open. Alerts: Alerts are created for:Long entry Exit on bearish crossover (Death Cross) Exit triggered by stop loss Favorable Conditions: Tesla (45-minute timeframe) June 29, 2010 – November 17, 2025 Total net profit: $12,458.73 or +124.59% Maximum drawdown: $1,210.40 or 8.29% Total trades: 107 Winning trades: 27.10% (29/107) Profit factor: 3.141 Tesla (1-hour timeframe) June 29, 2010 – November 17, 2025 Total net profit: $7,681.83 or +76.82% Maximum drawdown: $993.36 or 7.30% Total trades: 75 Winning trades: 29.33% (22/75) Profit factor: 3.157 Netflix (45-minute timeframe) May 23, 2002 – November 17, 2025 Total net profit: $11,380.73 or +113.81% Maximum drawdown: $699.45 or 5.98% Total trades: 134 Winning trades: 36.57% (49/134) Profit factor: 2.885 Netflix (1-hour timeframe) May 23, 2002 – November 17, 2025 Total net profit: $11,689.05 or +116.89% Maximum drawdown: $844.55 or 7.24% Total trades: 107 Winning trades: 37.38% (40/107) Profit factor: 2.915 Netflix (2-hour timeframe) May 23, 2002 – November 17, 2025 Total net profit: $12,807.71 or +128.10% Maximum drawdown: $866.52 or 6.03% Total trades: 56 Winning trades: 41.07% (23/56) Profit factor: 3.891 Meta (45-minute timeframe) May 18, 2012 – November 17, 2025 Total net profit: $2,370.02 or +23.70% Maximum drawdown: $365.27 or 3.50% Total trades: 83 Winning trades: 31.33% (26/83) Profit factor: 2.419 Apple (45-minute timeframe) January 3, 2000 – November 17, 2025 Total net profit: $8,232.55 or +80.59% Maximum drawdown: $581.11 or 3.16% Total trades: 140 Winning trades: 34.29% (48/140) Profit factor: 3.009 Apple (1-hour timeframe) January 3, 2000 – November 17, 2025 Total net profit: $9,685.89 or +94.93% Maximum drawdown: $374.69 or 2.26% Total trades: 118 Winning trades: 35.59% (42/118) Profit factor: 3.463 Apple (2-hour timeframe) January 3, 2000 – November 17, 2025 Total net profit: $8,001.28 or +77.99% Maximum drawdown: $755.84 or 7.56% Total trades: 67 Winning trades: 41.79% (28/67) Profit factor: 3.825 NVDA (15-minute timeframe) January 3, 2000 – November 17, 2025 Total net profit: $11,828.56 or +118.29% Maximum drawdown: $1,275.43 or 8.06% Total trades: 466 Winning trades: 28.11% (131/466) Profit factor: 2.033 NVDA (30-minute timeframe) January 3, 2000 – November 17, 2025 Total net profit: $12,203.21 or +122.03% Maximum drawdown: $1,661.86 or 10.35% Total trades: 245 Winning trades: 28.98% (71/245) Profit factor: 2.291 NVDA (45-minute timeframe) January 3, 2000 – November 17, 2025 Total net profit: $16,793.48 or +167.93% Maximum drawdown: $1,458.81 or 8.40% Total trades: 172 Winning trades: 33.14% (57/172) Profit factor: 2.927
Estrategia Pine Script®
por OldWave96
6
ATR Trend + RSI Pullback Strategy [Profit-Focused]This strategy is designed to catch high-probability pullbacks during strong trends using a combination of ATR-based volatility filters, RSI exhaustion levels, and a trend-following entry model. Strategy Logic Rather than relying on lagging crossovers, this model waits for RSI to dip into oversold zones (below 40) while price remains above a long-term EMA (default: 200). This setup captures pullbacks in strong uptrends, allowing traders to enter early in a move while controlling risk dynamically. To avoid entries during low-volatility conditions or sideways price action, it applies a minimum ATR filter. The ATR also defines both the stop-loss and take-profit levels, allowing the model to adapt to changing market conditions. Exit logic includes: A take-profit at 3× the ATR distance A stop-loss at 1.5× the ATR distance An optional early exit if RSI crosses above 70, signaling overbought conditions Technical Details Trend Filter: 200 EMA – must be rising and price must be above it Entry Signal: RSI dips below 40 during an uptrend Volatility Filter: ATR must be above a user-defined minimum threshold Stop-Loss: 1.5× ATR below entry price Take-Profit: 3.0× ATR above entry price Exit on Overbought: RSI > 70 (optional early exit) Backtest Settings Initial Capital: $10,000 Position Sizing: 5% of equity per trade Slippage: 1 tick Commission: 0.075% per trade Trade Direction: Long only Timeframes Tested: 15m, 1H, and 30m on trending assets like BTCUSD, NAS100, ETHUSD This model is tuned for positive P&L across trending environments and volatile markets. Educational Use Only This strategy is for educational purposes only and should not be considered financial advice. Past performance does not guarantee future results. Always validate performance on multiple markets and timeframes before using it in live trading.
Estrategia Pine Script®
por AIScripts
2