Nifty_2MIN_Rangereversal_Short_StrategySummary
This strategy is an intraday trend-following system designed for the Nifty index on a 2-minute timeframe, focusing exclusively on short (sell) entries. It is engineered to identify failed bounces within established bearish trends.
Concept & Core Logic
The strategy uses a multi-layered approach to confirm downward momentum before triggering an entry:
Trend Confirmation: The script analyzes the slope and positioning of the 20-period and 200-period Exponential Moving Averages (EMA). Short signals are only valid when the EMA configuration confirms a prevailing bearish trend.
Retracement Zone Filtering: To optimize entry pricing, the strategy monitors the daily price range. It looks for the market to be within the 35% to 75% range of the day's movement, specifically identifying a temporary upward "relief rally" or bounce after a significant fall.
Candlestick Trigger: The execution occurs when a specific bearish reversal pattern appears during the relief rally:
Two consecutive bullish candles (representing the temporary bounce).
Followed by a strong, high-momentum bearish candle (signaling the resumption of the primary downtrend).
Risk Management
The strategy utilizes fixed exit parameters based on the underlying Nifty price points:
Take Profit: 28 points.
Stop Loss: 30 points.
Intended Use
This tool is intended for traders who study mechanical, rule-based systems. It demonstrates how moving average trends can be combined with range analysis and price action sequences to time entries during market retracements.
Disclaimer: This script is for educational and informational purposes only. It is not financial advice. All trading involves risk, and past performance is not indicative of future results. Please conduct your own research and backtesting before making any trading decisions.
Indicadores y estrategias
Nifty_2MIN_ Rangereversal_Long _StrategySummary
This strategy is an intraday trend-following system designed for the Nifty index on a 2-minute timeframe. It focuses exclusively on long entries, seeking to identify high-probability recovery points within an established uptrend.
Concept & Core Logic
The strategy identifies entries based on a confluence of trend direction, price recovery levels, and specific candlestick patterns:
Trend Confirmation: The script utilizes the slope and positioning of the 20-period and 200-period Exponential Moving Averages (EMA). A long signal is only considered when the trend is determined to be positive, ensuring trades align with the broader market momentum.
Recovery Zone Filtering: To avoid buying at local peaks, the strategy filters for entries that occur when the market has retraced but is showing signs of recovery. Specifically, it looks for price to be within the 35% to 75% recovery range relative to the day's high.
Candlestick Trigger: The actual entry trigger is a "Bullish Reversal" sequence:
Two consecutive bearish candles (representing a minor pullback).
Followed immediately by a strong bullish candle (representing the resumption of strength).
Risk Management
The strategy uses fixed point-based exits to maintain a disciplined approach:
Take Profit: 30 points (underlying Nifty price).
Stop Loss: 35 points (underlying Nifty price).
Intended Use
This script is designed for traders interested in mechanical trend-following systems. It provides a structured way to observe how moving average slopes and specific price action sequences interact during intraday recoveries.
Disclaimer: This script is for educational and informational purposes only. It is not financial advice. All trading involves risk, and past performance is not indicative of future results. Please conduct your own research and backtesting before making any trading decisions.
NIFTY_2min_FVG_sell_StrategyThis strategy is designed for scalping Nifty on a 2-minute chart, focusing exclusively on short entries. The script's purpose is to identify and act on specific bearish patterns based on volume analysis and price action.
Concept & Core Logic
The strategy operates on a two-stage confirmation process:
Volume Absorption: The initial condition seeks to identify potential bearish movements by detecting signs of buying pressure being absorbed by sellers. This suggests that a upward move may be losing momentum.
Fair Value Gap (FVG) Confirmation: After a volume absorption signal, the strategy waits for a Bearish Fair Value Gap (FVG) to appear. A short entry signal is generated only after a candle closes below the FVG zone, serving as confirmation of bearish intent.
Risk Management
The strategy employs a fixed take profit and stop loss for each trade, based on the Nifty underlying price:
Take Profit: The exit signal is triggered when a trade reaches a 30-point profit.
Stop Loss: The exit signal is triggered when a trade reaches a 35-point loss.
Intended Use
This tool is intended for traders who:
Utilize mechanical, rule-based systems for intraday trading and scalping.
Are interested in studying a structured approach that combines volume analysis with price action inefficiencies like Fair Value Gaps.
ORB Fusion Adaptive🎯 ORB Fusion Adaptive Strategy
Professional Opening Range Breakout Trading System
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The first fully-automated, multi-instrument ORB strategy on TradingView.
💡 WHAT IT DOES:
Automatically trades Opening Range breakouts and failed breakout reversals with intelligent position sizing, professional risk management, and complete trade lifecycle tracking. Built for serious backtesting and live trading.
⚡ KEY FEATURES:
✓ Automated Entry & Exit (breakouts + reversals)
✓ Adaptive Position Sizing (3 modes: Fixed, Risk-Based, Risk-Based Initial)
✓ Multi-Instrument Support (Futures, Forex, Crypto, Stocks)
✓ Advanced Risk Management (daily limits, drawdown protection)
✓ ML-Powered Breakout Filtering (pContinue/pFail scoring)
✓ Failed Breakout Detection (high-probability reversals)
✓ Native Trailing Stops (Pine Script v5)
✓ Multi-Target Management (T1, T2, T3)
✓ Real-Time Performance Dashboard
✓ Comprehensive Backtesting (5+ years tested)
🎯 STRATEGY LOGIC:
Entry Signals
The strategy enters trades on two high-probability setups:
1. ORB Breakouts
• Detects when price breaks above/below Opening Range
• Confirms with volume (configurable threshold)
• ML filter scores probability of continuation
• Enters within 3 bars of breakout (no late entries)
• Stop placed at ORB midpoint or ATR-based
• Targets at Fibonacci extensions (1.0x, 1.618x, 2.5x ORB range)
2. Failed Breakout Reversals
• Monitors for breakouts that fail and reverse
• Confirms failure after price returns inside ORB
• Automatic reversal entry with tight stops
• Three profit targets (0.5x, 1.0x, 1.5x ORB range)
• Historical 65-75% win rate on reversals
Exit Management
• Stop Loss: Multiple methods (ATR, ORB Mid, ORB Opposite, Hybrid)
• Native Trailing Stop: Activates after configurable R-multiple profit
• Profit Targets: Single target or scaled exits at T1/T2/T3
• Daily Stop: Halts trading after max daily loss
• Drawdown Protection: Circuit breaker at max drawdown threshold
🔧 ADAPTIVE POSITION SIZING:
The strategy's most powerful feature - intelligent position sizing that adapts to your instrument and account:
Mode 1: Fixed
• Simple contract/lot size
• Best for: Testing, stable position sizing
• Use case: "Always trade 2 contracts"
Mode 2: Risk-Based (Current Equity)
• Size = (Current Equity × Risk%) / (Stop Distance × Point Value)
• Compounds with wins, reduces with losses
• Best for: Aggressive compounding
• Use case: Maximize geometric growth
Mode 3: Risk-Based (Initial Capital)
• Size = (Initial Capital × Risk%) / (Stop Distance × Point Value)
• No compounding - consistent risk exposure
• Best for: Professional risk management
• Use case: Live trading with stable risk
Multi-Instrument Intelligence
Auto-detects and calculates correctly for:
• Futures: Uses contract point value (ES $50/pt, NQ $20/pt, MES $5/pt, MNQ $2/pt)
• Forex: Uses pip value per lot (Standard/Mini/Micro/Nano)
• Crypto: Uses contract multiplier (1.0 BTC, 0.001 BTC, etc)
• Stocks: Uses $1 per share
Manual override available if auto-detect fails.
📊 RISK MANAGEMENT:
Multi-Layer Protection
• Per-Trade Risk: 0.5-2% of capital (configurable)
• Daily Risk Limit: Max 4% loss per day (halts trading)
• Max Drawdown Pause: Circuit breaker at 12% drawdown
• Position Size Limits: Min/max contracts enforced
• Max Stop Distance: ATR-based hard limit (prevents catastrophic losses)
Trailing Stop System
• Uses Pine Script's native trail_price and trail_offset
• Activates after configurable R-multiple profit (default 0.5R)
• Trail distance: ATR-based (tight 0.5 ATR to loose 2.0 ATR)
• Works reliably in backtesting AND live trading
• No manual stop management needed
🌍 GLOBAL MARKET SUPPORT:
Configurable Sessions
Unlike basic ORB indicators, this strategy works globally:
• US Equities: 9:30 AM ET default
• Forex London: Custom session 08:00-08:30 GMT
• Forex NY: Custom session 13:30-14:00 GMT
• Asian Markets: Custom session with Tokyo timezone
• Crypto: 24/7 support with custom ORB windows
Timezone support includes:
America/New_York, Europe/London, Asia/Tokyo, Asia/Hong_Kong, UTC, and more.
Session ORBs
• Asian Session ORB (Tokyo open)
• London Session ORB (Forex primary)
• NY Session ORB (US market hours)
Critical for Forex traders working multiple sessions.
📈 BACKTESTING CAPABILITIES:
Realistic Simulation
• Commission: Configurable (default $1 per order)
• Slippage: 2 ticks default (adjustable)
• Volume Confirmation: Prevents unrealistic fills
• RTH Filtering: Optional Regular Trading Hours only
• Bar Magnifier: Improved intrabar execution
Performance Metrics Dashboard
Real-time statistics displayed:
• Total Trades & Win Rate
• Net P&L & Profit Factor
• Current Drawdown
• Daily P&L tracking
• Position details (if in trade)
• Position sizing mode & current size
Historical Testing
• Supports 5000+ bars of history
• Test across multiple market conditions
• Bull markets, bear markets, range-bound periods
• Optimize by day type (trend vs rotation)
🎛️ CUSTOMIZATION OPTIONS:
ORB Settings
• Timeframe: 5, 15, 30, or 60 minutes
• Confirmation: Close, Wick, or Body
• Volume: On/off with multiplier threshold
• LTF Precision: Sub-minute high/low detection
• RTH Filter: Regular Trading Hours only option
Breakout Detection
• ML Filtering: Enable/disable with thresholds
• Failed Breakout: Sensitivity (2-10 bars)
• Failure Buffer: ATR-based confirmation
• Entry Window: Bars after signal (prevents late entries)
Stop Methods
• ATR: Tight dynamic stops (recommended)
• ORB Mid: Structural stop at midpoint
• ORB Opposite: Wide stop at opposite boundary
• Hybrid: Best of ATR and structural
Target Methods
• Single: One target, full exit
• Scaled: Partial exits at T1/T2/T3 (recommended)
• Trail Only: No fixed targets, trail to exit
🔬 OPTIMIZATION GUIDE:
For Futures (ES, NQ, MNQ, MES)
• ORB: 30 min
• Confirmation: Close
• Volume: ON (1.5x)
• Stop Method: ATR (1.0x multiplier)
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.5%
• Failed Breakouts: ENABLE
For Forex Majors
• ORB: 60 min (or 15 min at London open)
• Confirmation: Close
• Volume: OFF (tick volume unreliable)
• Stop Method: ATR (1.5x multiplier)
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.0%
• Custom Session: 0800-0900 GMT
• Timezone: Europe/London
For Crypto (BTC, ETH)
• ORB: 60 min
• Confirmation: Close
• Volume: OFF or ON (1.2x)
• Stop Method: ATR (2.0x wider stops)
• Position Mode: Fixed or Risk-Based
• Risk Per Trade: 2.0% (higher volatility)
• Custom Session: Define your preferred window
For Stocks/ETF
• ORB: 15-30 min
• Confirmation: Body (most conservative)
• Volume: ON (2.0x threshold)
• Stop Method: Hybrid
• Position Mode: Risk-Based (Initial)
• Risk Per Trade: 1.0%
• RTH Only: ENABLED
• Gap Analysis: ENABLED
💎 ADVANCED FEATURES:
Initial Balance Analysis
• First hour range tracking (A + B periods)
• IB extensions at 0.5x, 1.0x, 1.5x, 2.0x
• Day type classification (Trend/Normal/Rotation)
• Adjusts strategy behavior by day type
ORB Extensions
• Fibonacci targets: 1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x
• Dynamic monitoring for take-profit zones
• Extension tracking in statistics
VWAP Integration
• Institutional benchmark reference
• Standard deviation bands (1σ and 2σ)
• Breakout alignment scoring
• Context for trade quality
Gap Analysis
• Overnight gap detection
• Gap fill target projection
• Gap fill rate statistics
• Direction bias from gap type
Comprehensive Statistics
• Bull/Bear breakout win rates
• Reversal win rate (typically 65-75%)
• Day type distribution
• Extension statistics
• Gap fill rate
• Real-time performance tracking
🎨 VISUAL FEEDBACK:
Enhanced Plots
• ORB levels (High/Low/Mid continuous lines)
• Entry markers (L for long, S for short, 🔥 for reversals)
• Extension levels with labels
• Session ORBs (Asian/London/NY)
• IB levels and extensions
• VWAP with bands
• Failed breakout markers
Color-Coded Momentum Boxes
• Blue: Inside ORB (consolidation)
• Green: Above ORB (bullish momentum)
• Red: Below ORB (bearish momentum)
• Orange: Failed breakout zones
• Variable intensity based on distance
Dynamic Dashboards
• Main Dashboard: ORB status, breakout info, setup details, market context
• Strategy Dashboard: Trades, Win%, P&L, Profit Factor, Daily P&L, Drawdown, Position info
• Narrative Dashboard: Plain-language market interpretation
Three Display Modes
• Simple: Clean chart, essential ORB only
• Standard: ORB + IB + Sessions + VWAP (recommended)
• Advanced: All features + statistics
🔔 ALERT SYSTEM:
Strategy Alerts
• Breakout Entry (with ML probabilities)
• Failed Breakout Entry (with targets)
• Stop Hit (position closed)
• Target Hit (T1, T2, T3 partials)
• Extension Reached (profit zone)
• IB Break (potential trend day)
All alerts include:
• Direction and setup type
• Entry price and position size
• Stop and target levels
• ML scores (if enabled)
• Setup grade (A+ to D)
• Win rate context
⏱️ TIMEFRAMES: 1m-15m optimal (works on all)
💎 INSTRUMENTS: Futures, Forex, Crypto, Stocks, Indices
🎓 SKILL LEVEL: Intermediate to Advanced
📚 WHAT'S INCLUDED:
Comprehensive Documentation
• 200+ lines of detailed tooltips
• Every setting fully explained
• Optimization guides by market
• Position sizing calculator explanations
• Risk management framework
• Best practices and common pitfalls
Ready-to-Use Configurations
• Default settings optimized for ES/NQ
• Recommended settings for each instrument type
• Conservative vs Aggressive profiles
• Scalping vs Swing configurations
Full Transparency
• All calculations shown in dashboard
• Position sizing visible in real-time
• Strategy performance metrics live
• No black boxes or hidden logic
🚨 RISK DISCLAIMERS:
CRITICAL INFORMATION - PLEASE READ:
• This is a trading strategy that executes real trades in backtesting
• Past performance does NOT guarantee future results
• All trading involves substantial risk of loss
• Never risk money you cannot afford to lose
• This is NOT financial advice - for educational purposes only
• Requires understanding of ORB methodology and risk management
• Test thoroughly on paper/demo account before live trading
• Position sizing must be configured correctly for your account
• Stop losses are NOT guaranteed in all market conditions
• Slippage and commissions will affect live results
• Volatile markets may trigger circuit breakers (drawdown pause)
Strategy-Specific Risks:
• Opening range breakouts can fail (hence the reversal system)
• Volume confirmation may limit signals in low-volume instruments
• Custom sessions must match your market's actual hours
• Multi-instrument support requires correct point value configuration
• Trailing stops may exit early in volatile conditions
• Daily limits may prevent recovery trades
• Backtesting results may not match live execution
Position Sizing Warnings:
• Risk-Based modes can size large positions if stops are tight
• Always set max position size limits appropriate for your account
• Verify point values are correct for your instrument
• Test with small size first
• Monitor position size in dashboard before every trade
🎓 WHO THIS IS FOR:
Best Suited For:
• Traders with ORB methodology knowledge
• Those seeking a fully-automated system
• Backtesting enthusiasts
• Multi-instrument traders
• Risk-conscious systematic traders
• Traders who understand position sizing
Not Recommended For:
• Complete beginners to trading
• Those seeking "set and forget" with zero monitoring
• Traders unwilling to backtest first
• Those who don't understand risk management
• Accounts under $5,000 (position sizing too small)
💡 PRO TIPS:
Backtesting Best Practices
• Start with 2+ years of data
• Include both bull and bear markets
• Test on same timeframe you'll trade (5-min for 5-min ORB)
• Account for commissions/slippage realistically
• Verify win rate >45% and profit factor >1.3
Position Sizing
• Use Risk-Based (Initial Capital) for most consistent results
• Start with 1% risk per trade, increase to 1.5-2% if comfortable
• Set max position size to prevent oversizing
• Verify point values are correct before live trading
• Monitor dashboard for actual size before each trade
Risk Management
• NEVER disable daily loss limit
• Keep max drawdown pause at 12% or lower
• Use ATR stop method for best R:R
• Enable trailing stops for trend capturing
• Take partial profits at T1 (at least 30-40%)
Failed Breakout Trading
• These are your highest win-rate setups (65-75%)
• Always enable this feature
• Use tighter stops on reversals than breakouts
• Don't chase if you miss the entry window
• Three targets allow you to scale out profitably
ML Filtering
• Dramatically improves breakout quality
• Reduce signals but increase win rate
• Start with default thresholds (pCont≥0.55, pFail≤0.35)
• Lower signals = higher quality in choppy markets
• Can disable for more signals in strong trends
⚙️ TECHNICAL DETAILS:
Strategy Engine
• Pine Script v5
• Native strategy.entry() and strategy.exit()
• Trailing stops use trail_price/trail_offset (no repainting)
• Proper position sizing with strategy.position_size
• Realistic fills with commission and slippage
• Bar magnifier for improved intrabar execution
Performance
• Optimized for 1-minute to 15-minute charts
• Supports 5000+ bars of history
• Efficient calculations (no arrays in hot loops)
• Max 500 visual objects (boxes/lines/labels)
• No repainting - all signals confirmed on bar close
Position Sizing Engine
• Auto-detects Futures, Forex, Crypto, Stocks
• Uses syminfo.pointvalue when available
• Falls back to manual configuration
• Proper rounding to exchange increments
• Min/max limits enforced
Risk System
• Per-trade risk percentage enforced
• Daily P&L tracking
• Drawdown from peak equity
• Circuit breakers halt trading when limits hit
• Resets daily for fresh start
🔄 VERSION HISTORY:
Current Version: 1.0 (Initial Release)
• Complete ORB breakout + reversal strategy
• Adaptive position sizing (3 modes)
• Multi-instrument support
• Advanced risk management
• Native trailing stops
• ML filtering integration
• Comprehensive backtesting
• Real-time performance dashboard
Planned Updates:
• Additional session templates (Tokyo, Sydney)
• More stop methods
• Enhanced ML model training
• Volatility regime detection
• Trade journal export
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Trade the opening range with institutional precision.
Automated entries. Intelligent sizing. Professional risk management.
Test first. Trade smart. Scale safely.
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
ParetoCapital AlogrithmThis strategy is a volatility-based breakout system designed to trade only when the market shows sufficient expansion and directional clarity.
It operates by:
Filtering market regime using a long-term trend reference to avoid trading against dominant momentum.
Activating only during elevated volatility, ensuring trades are taken when price movement has enough energy to justify risk.
Entering via breakout orders, not market orders, so trades are triggered only if price confirms continuation.
Applying strict risk control, with capital usage and risk capped per trade.
Separating backtest logic from live execution, using fixed external order sizing for consistency in automation.
The strategy is intended for systematic, automated execution and avoids overtrading by remaining inactive during low-volatility or unclear market conditions.
Signal Algo - Elephant Edge Strategy🔶 Strategy Overview:
This strategy is designed for intraday trading and focuses on taking trades near important price reference areas instead of random market locations.
This strategy is designed to:
Take trades only near important price levels
Avoid random mid-market entries
Validate every trade using multiple confirmation filters
It combines the following core concepts:
Elephant Edge zones based on previous session volatility
Index & F&O strike price levels (psychological and liquidity-based levels)
Previous Day OHLC levels (important institutional reference prices)
The goal of this strategy is to allow trades only when price behavior is meaningful and occurs near key market reference areas, while filtering out low-quality signals. All filters are optional, allowing traders to customize the strategy according to their trading style, risk preference, and market conditions.
🔶 How to Use: Elephant Edge Support–Resistance
This strategy is based on the Elephant Edge Support–Resistance concept, where trades are taken only near important price zones instead of random market areas.
The image above shows how the strategy identifies Support Zones, Resistance Zones, and how trade entries and exits are generated.
🟩 Support Zones:
Shown as green areas. These are considered potential Buy zones.
A positive price reaction from these zones is required before a Buy entry is generated.
🟥 Resistance Zones:
Shown as red areas. These are considered potential Sell zones.
Price rejection from these zones is required before a Sell entry is generated.
Important:
The strategy does not blindly buy or sell at the zone. Entries are generated only after additional confirmation, such as: Candle structure validation, Directional filters, Optional, volume and time filters (if enabled)
Trade entries are generated only when price touches a Support or Resistance zone.
These zones represent areas where price is more likely to react, helping to avoid low-quality trades during sideways or random market movement.
Final Understanding:
This strategy is not about predicting the market. It is about reacting to price behavior at important levels and trading only when conditions are meaningful.
🔶 How to Use: Index Strike Price Support–Resistance
This concept is based on *Index & F&O Strike Price levels*, where trades are taken near important *round-number strike prices* (for example: every 50 or 100 points), instead of random price locations.
The image above shows how *strike prices act as natural Support and Resistance levels** in index trading.
🟩 Strike Price Support:
Strike levels below the current price act as potential Support zones. Price reaction from these levels is required before a Buy entry is generated.
🟥 Strike Price Resistance:
Strike levels above the current price act as potential Resistance zones. Price rejection from these levels is required before a Sell entry is generated.
Trade entries are generated only when price touches or reacts near a strike price level.
These levels represent *psychological and liquidity-based areas*, where price is more likely to pause, reverse, or react.
🔶 How to Use: Previous Day OHLC Levels
This concept is based on *Previous Day Open, High, Low, and Close (OHLC)* levels, which are widely used as *important market reference prices* by traders and institutions.
The image above shows how price reacts around Previous Day OHLC levels and how they act as natural *Support and Resistance areas** during intraday trading.
🟩 Previous Day Support Levels:
Previous Day Open, Low, or Close levels below the current price act as potential Support zones.
A positive price reaction from these levels is required before a Buy entry is generated.
🟥 Previous Day Resistance Levels:
Previous Day Open, High, or Close levels above the current price act as potential Resistance zones. Price rejection from these levels is required before a Sell entry is generated.
Trade entries are generated only when price touches or reacts near a Previous Day OHLC level.
These levels represent *high-interest price areas* where price is more likely to pause, reverse, or show strong reactions.
🔵 Strategy Setting Features Overview :
Trade Direction Controls : -
Buy Only When enabled: The strategy will generate only Buy trades All Sell signals are ignored Sell Only When enabled: The strategy will generate only Sell trades All Buy signals are ignored
Important Note If both Buy Only and Sell Only are enabled: The strategy can generate both Buy and Sell trades
Candle Direction & Color Filter : -
Available Options:
Both - Candle color is ignored Trades depend only on strategy logic
Trend - Buy → Green candles only. Sell → Red candles only
O-Trend - Buy → Red candles only. Sell → Green candles only
Continuous Buy / Sell Check : -
When enabled: Prevents repeated trades in the same direction Reduces over-trading during sideways markets Example: After a Buy trade, another Buy trade will not be taken immediately unless conditions reset.
Elephant Edge Percentile Levels : -
When enabled: Buy trades are allowed only near lower percentile levels Sell trades are allowed only near upper percentile levels
Why this matters: Percentile levels act as dynamic intraday support and resistance based on historical price movement.
Strike Price Level Filters : -
When enabled: Buy trades require price to touch lower strike zones Sell trades require price to touch upper strike zones
Why strike levels are important: Strike prices often act as psychological and liquidity zones, especially in index trading.
Previous Day OHLC Levels : -
When enabled: Draws Previous Day Open, High, Low, and Close on the chart Trades are allowed only when price touches any of these levels
Why Previous Day levels matter: These levels are widely watched by traders and institutions Price often reacts strongly near them Helps filter out low-probability trades
Stoploss Settings : -
Candle Touch: Stoploss triggers immediately when price touches the level
Candle Close: Stoploss triggers only after candle closes beyond the level
Stoploss Type Choose how stoploss distance is calculated:
Candle High / Low
Fixed Points
Percentage based
Trailing Stoploss : -
Trailing stoploss helps protect profits as price moves favorably. Trailing Mode
Points
Percentage
Trailing Activation Defines how much profit is required before trailing starts.
Candle Structure Filters : -
Candle Size : Filter Avoids trades on: Very small candles (low momentum) Extremely large candles (high risk)
Candle Body : Filter Ensures trades are taken only on candles with sufficient body strength.
Wick Filter : Filters out candles with unusually long wicks, which often indicate fake breakouts.
Hammer Candle Detection : -
Enable Hammer Pattern Detects hammer-type candles using wick-to-body ratios.
Useful for: Reversal-based setups near key levels
Entry & Stop Buffers : -
Buffers add small offsets to: Entry price Stoploss price
Purpose: Helps avoid false triggers caused by small price spikes or noise.
Volume-Based Validation : -
Use Volume Alert Validity Trades are allowed only after a high-volume candle appears.
Why volume matters: High volume confirms participation and interest.
Time & Trade Limits : -
Entry / Exit Time Restricts trades to specific market hours. Trade Count Limits Controls the maximum number of trades per session to avoid over-trading.
Quantity Calculation: -
Investment Amount Automatically calculates trade quantity based on capital amount.
Benefit: Helps maintain consistent risk across different instruments.
JSON Alert Output: -
Used for: Automation Broker integration This does not affect strategy logic.
⚠️ Disclaimer This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Users should test and manage risk independently.
mucip sat stratejisiThis strategy performs scaled short entries across multiple timeframes.
Position additions are executed using small capital allocations (1–2% per entry) to manage risk efficiently.
It is primarily optimized for major cryptocurrencies.
The strategy is designed for futures markets and operates with leverage in the 10–15x range.
Prop-Firm Ready 2% Drawdown Double-Digit PF 72% AccuracyPerformance snapshot (Strategy Tester):
• ~72% win rate
• Double-digit profit factor (11+)
• ~1.39% maximum drawdown
• 36 trades over a multi-month window
• 1-contract baseline (scalable)
This system was engineered specifically to solve the hardest problem in trading:
high return with institutional-grade drawdown control.
Prop-firm ready by design:
• Drawdown remains well below common prop-firm limits
• No martingale, no grid, no averaging down
• Controlled trade frequency with asymmetric risk/reward
• Capital efficiency prioritized over trade count
What this is:
A turnkey, all-factor trading system that integrates trend, momentum, volatility, and structural confirmation into a single execution framework. Independent engines operate in parallel to capture non-correlated opportunity while the core system maintains directional exposure.
What this is not:
• Not curve-fit
• Not over-leveraged
• Not dependent on winning every trade
The objective is simple:
extract maximum capital growth per unit of drawdown.
This script is published for full performance transparency.
Source code and inputs are protected.
Additional system details and updates:
www.empireostrading.com
Kairos MA Strategy [Personal Version] BHow it Works:
Trend Definition: Uses a Fast MA (e.g., SMA 10) and a Slow MA (e.g., SMA 11).
Uptrend: Fast MA > Slow MA.
Downtrend: Fast MA < Slow MA.
Entry Trigger: The price must retrace to touch the Fast MA.
Validation: The pullback is validated by ATR limits to ensure the price hasn't wicked or closed too far past the MA (preventing "catching a falling knife").
Filters:
Slope Filter: Ensures the MAs have a steep enough angle to avoid trading during flat/choppy markets.
Volatility: Checks VIX (maximum fear) and ATR (minimum movement) to ensure safe market conditions.
Confluence: Optional checks from oscillators like RSI, Stochastic, CCI, etc.
Exits:
Fixed Targets: Uses a defined Take Profit and Stop Loss in points.
No Trade Zone (NTZ): A specific time window that forces all active trades to close (e.g., to avoid holding overnight).
Unique Features:
Custom Dashboard: Displays real-time win rates, streaks, and a "Strategy Grade" directly on the chart.
Dual-Engine: Runs as both a visual indicator (with custom labels) and a backtestable strategy simultaneously.
New Rate - PREMIUM v2New Rate - PREMIUM v2
New Rate - PREMIUM v2 is an intraday Opening Range Breakout (ORB) strategy built around a strict one-trade-per-day execution model.
The strategy defines a price range using the first N candles of a user-defined session, freezes the High/Low at the close of candle N, and places OCO stop orders exactly at those levels. The first breakout fills, the opposite order is canceled, and no further trades are allowed until the next trading day.
This script is published for educational and research purposes, with documented mechanics and backtest settings to support transparency and reproducibility.
How the strategy works
Session range construction
The user selects a minutes-based timeframe, a session start time, and the number of candles N. During the session window, the strategy tracks the highest High and lowest Low formed by the first N candles. These candles are visually highlighted on the chart.
Range freeze
When candle N closes, the range is locked. Horizontal High/Low lines are drawn and extended forward. An optional 50% midpoint can be displayed for reference.
OCO breakout execution
Immediately after the range is frozen, the strategy places:
A buy stop at the frozen High
A sell stop at the frozen Low
Orders are linked using OCO (One-Cancels-Other) logic. When one side fills, the opposite order is automatically canceled.
Exit management
Two exit frameworks are available:
Tick-based exits: stop-loss and take-profit are fixed distances in ticks from entry.
Risk/Reward exits: optional stop at the opposite side of the range, with TP calculated as RR × risk.
Both modes can display SL/TP boxes projected forward for visual review.
Daily execution lock
After the first filled trade of the day, the strategy blocks any new entries until the next daily reset. This enforces strict discipline and prevents over-trading.
Visual features
Configurable High/Low lines and labels (color, style, width, alignment)
Optional midpoint (50%) line
Session background highlight with adjustable opacity
Optional SL/TP boxes with configurable colors, borders, and projection length
Weekday filter (trade only selected days)
Settings used for the published backtest (replication)
The performance screenshots included with this publication were generated using the following configuration:
Market & chart
Symbol: FX:XAUUSD
Timeframe: 15 minutes
Session & range
Session start: as configured on chart (exchange time)
Range candles (N): 1
Auto range end: enabled (TF × N)
Line extension: 20 bars
Exits
Exit mode: SL/TP by ticks
Stop-loss: 1500 ticks
Take-profit: 2000 ticks
Weekdays
Monday to Friday enabled
Strategy Properties (TradingView settings)
Initial capital: 1,000 USD
Commission: 0.1 (as set in Strategy Properties)
Slippage: 1 tick
Users should adjust commission, slippage, and position sizing to match their own broker and execution conditions.
Backtest context and limitations
This strategy uses stop orders that may fill intrabar depending on TradingView’s execution model.
Results vary by symbol, timeframe, session selection, and trading costs.
Past performance does not guarantee future results.
This script is not financial advice.
Originality and usefulness
While opening-range breakouts are a known concept, this strategy’s implementation focuses on:
Exact range-freeze timing: orders are armed precisely at the close of the N-th candle.
True OCO + hard daily lock: one-and-done execution enforced at the engine level.
Dual exit framework: fixed-tick and RR exits analyzed with the same SL/TP visual logic.
Operational safeguards: weekday filters and drawing limits designed for stable long-term backtesting.
FluxMA ProFluxMA Pro
FluxMA Pro is an intraday trend-following strategy based on moving-average cross signals , with built-in execution filters (time window + weekdays), direction control, and an optional strict one-trade-per-day rule.
The system enters when price crosses the selected moving average, and manages risk using fixed SL/TP in ticks . For clarity and auditing, it plots the MA and draws risk (SL) / reward (TP) zones on the chart.
This script is published for educational and research purposes , with documented mechanics and replication settings to support transparency and reproducibility.
How the strategy works
Signal engine (MA cross)
A base Moving Average (MA) is computed from a selectable price source.
A Long signal triggers when price crosses above the MA.
A Short signal triggers when price crosses below the MA.
Execution filters
Time filter : trades only inside the configured window (supports overnight windows correctly).
Weekday filter : enable/disable trading by day (Mon–Sun).
Direction filter : run Long only , Short only , or Both .
One trade per day (optional) : if enabled, once a trade is placed, no new trades are allowed until the next daily reset.
Risk management (ticks)
Stop-loss and take-profit are set using fixed distances in ticks from entry.
Orders are placed with a stop and a limit exit to keep execution auditable.
Visual audit layer
Plots the Moving Average on the chart.
Draws SL/TP zones as boxes that extend while the position is open.
Adds entry labels (“buy” / “sell”) for quick review in replays and optimizations.
Visual features
MA plot with selectable MA type (SMA/EMA/WMA/RMA) and length.
Risk/Reward boxes projected from entry (SL zone + TP zone).
Entry labels with configurable styling (label/flag) and colors.
Settings used for the published backtest (replication)
The performance screenshots included with this publication were generated using the following configuration:
Market & chart
Symbol : XAUUSD (FXCM feed)
Timeframe : 15 minutes
Date range : 02 Jan 2025 → 07 Nov 2025
Inputs (Strategy settings)
Source : Close
MA type : SMA
MA length : 10
Stop Loss : 1400 ticks
Take Profit : 2000 ticks
Time filter : enabled — 06:00 to 22:15 (exchange time)
Weekday filter : enabled — Monday to Sunday enabled
Direction : Long only
One trade per day : enabled
TradingView Strategy Properties used
Initial capital : 1,000 USD
Commission : 0.2 (as set in Strategy Properties)
Slippage : 1 tick
Backtest snapshot (as shown)
Net Profit : +727.41 USD (+72.74%)
Max Drawdown : 200.25 USD (12.71%)
Total Trades : 218
Win Rate : 52.29% (114 / 218)
Profit Factor : 1.485
Backtest context and limitations
Stop/limit fills may occur intrabar depending on TradingView’s execution model and bar magnifier assumptions.
Results vary by symbol, timeframe, broker feed, spreads, commissions, slippage, and session selection.
Past performance does not guarantee future results.
This script is not financial advice.
Originality and usefulness
While MA-cross strategies are a known concept, FluxMA Pro focuses on an execution-grade implementation designed for testing and disciplined deployment:
Execution guardrails : optional one-trade-per-day lock + direction filter to prevent over-trading and strategy drift.
Session handling done properly : time windows support overnight logic (no “broken window” edge cases).
MA modularity : SMA/EMA/WMA/RMA selection enables controlled experiments without rewriting logic.
Auditable visuals : SL/TP zones and labels allow fast review of behavior during replays, optimization, and multi-asset scans.
PRO TREND PULLBACK
PRO TREND PULLBACK – trend-following pullback strategy (NAS100 / US30 focus, 1m)
What is this?
- EMA-based trend + pullback entry logic, with optional VWAP and EMA-order filters.
- Built-in preset system for NAS100/US30 on the 1-minute timeframe (Safe / Balanced / Turbo), plus a fully manual “Custom” mode.
Core logic (quick overview)
1) Trend filter:
- Above EMA TREND: long bias, below: short bias
- Optional: VWAP filter, EMA order filter, HTF EMA TREND filter, Multi-EMA direction filter
2) Pullback trigger:
- Pullback level selectable: FAST / MID / SLOW EMA
- Long: touch + bullish confirmation, Short: touch + bearish confirmation (toggleable)
3) Quality filters:
- RSI zone filter (separate for long/short)
- Candle filters: doji / oversized candle / wick (pin-zone) / low-volatility block
- ADX trend-strength filter (via ta.dmi), entry cooldown (bar-based)
- Sideways/range handling: Filter / Penalty / Edge-only mode (ADX + slope + “chop” cross counter)
Risk management / trade management (backtest & automation)
- ATR-based SL/TP: SL, TP1, TP2 (TP1 partial close optional)
- Break-even trigger based on ATR (optional)
- “Max bars in trade” time-based exit (optional)
- Volatility-regime scaling: dynamic SL/TP scaling in high-volatility regimes (optional)
Signal grading (Grade / Score)
- Radar-style scoring + grade: S / A / B / C
- Structural penalties (e.g., lower low / higher high, EMA50 touch, proximity to swing high)
- Trend “fatigue” penalty (down-weights repeated same-direction signals)
- Optional “Lux SMC-lite” score layer (BOS/CHoCH + OB + EQH/EQL + Premium/Discount)
- Optional “ABC-lite (Elliott A-B-C)” score layer (pivot-based)
Alerts / Robot JSON (for webhook)
- Built-in JSON alerts via alert() with watchlist-friendly fields:
secret, strategy, signal, signal_type, symbol, timeframe, time (UTC), price, + optional grade/score
- TradingView alert setup: Condition = “Any alert() function call”
(Webhook URL + your own secret is recommended)
Important notes
- This is a STRATEGY (strategy) intended for backtesting and signal logic. Before live use, test thoroughly and account for slippage/spread differences.
- Pivot-based components (SMC-lite / ABC-lite) are naturally confirmation-based (delayed), so “structure/ABC” values do not print instantly.
- Not financial advice. Use at your own risk.
Suggested starting setup
- Presets: Auto + Balanced (NAS100/US30 1m), then fine-tune with Safe/Turbo.
- For robot mode: turn useRobotAlert=ON and change payloadSecret to a unique value.
Intraday for Future By TradeEarnIntraday Strategy (StochRSI + VWAP + EMA)
Overview The Intraday Pullback Scalper is a specialized trend-following strategy designed for futures and equity traders who prefer to enter existing trends on pullbacks rather than chasing breakouts. By combining volume-weighted data (VWAP) with exponential moving averages (EMA) and momentum oscillators (Stochastic RSI), this script identifies high-probability entry points during intraday sessions. It includes built-in automation hooks (Alerts) compatible with bridge services for seamless execution.
How It Works
The strategy relies on a three-step confirmation process to filter noise and precision-time entries:
Trend Definition (The Filter):
VWAP (Volume Weighted Average Price): Acts as the primary regime filter. Longs are only permitted if price > VWAP; Shorts only if price < VWAP.
EMA (Exponential Moving Average): A secondary trend filter (default 100 periods) ensures alignment with the broader trend.
Time Range Breakout (Optional): Users can enable an "Initial Balance" filter where trades are only taken if the price breaks out of a specific time range (e.g., first hour High/Low).
Entry Trigger (The Signal):
Long Entry: The market must be in an Uptrend (Price > VWAP & EMA). The script waits for a "dip" where the Stochastic RSI drops below the Oversold level (default 20) and then crosses back up.
Short Entry: The market must be in a Downtrend (Price < VWAP & EMA). The script waits for a "rally" where the Stochastic RSI rises above the Overbought level (default 80) and then crosses back down.
Risk Management:
The strategy uses fixed Target Profit and Stop Loss values defined in currency (₹) relative to the trade quantity.
It features visual SL and TP lines on the chart for the duration of the trade to assist with manual monitoring.
Key Features
Universal Compatibility: Works on the "Current Chart" (Nifty, Bank Nifty, Stocks, Commodities) without needing complex dropdown selection.
Visual Dashboard: An on-screen table displays the Current Trade Status (Long/Short), Trend Direction, and Running P&L in real-time.
Algobaba Bridge Ready: Pre-formatted alert messages are included for users utilizing the Algobaba bridge for automation (supports MIS/NRML product types).
Customizable Trend Filters: Users can toggle the Time Range filter or adjust the VWAP Anchor (Session, Week, Month).
Settings & Configuration
Trade Quantity: Set your default lot size (e.g., 50 for Nifty).
Risk Settings: Define Target and Stop Loss in Rupees (₹) per trade setup.
Indicators: Adjustable lengths for EMA, RSI, and Stochastic.
Trading Window: Restrict entries to specific session hours (e.g., 09:15 - 15:10).
⚠️ IMPORTANT DISCLAIMER & RISK WARNING ⚠️
1. Educational Purpose Only This strategy script is provided solely for educational, informational, and research purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any securities, futures, or derivatives. The author is not a SEBI registered Research Analyst or Investment Advisor.
2. No Guarantee of Profit The "P&L" and performance metrics displayed on the chart are hypothetical and based on historical data. Past performance is not indicative of future results. Market conditions change, and a strategy that worked in the past may fail in the future.
3. Limitations of Backtesting
Slippage & Commission: The script results may not fully account for real-world execution costs such as broker commissions, taxes (STT/GST), slippage, or liquidity issues.
Repainting/Data Lag: While every effort is made to ensure code stability, real-time data feeds may vary from historical data due to internet latency or data provider differences.
4. High Risk in Derivatives Trading Futures and Options (F&O) involves a substantial risk of loss and is not suitable for every investor. You can lose more than your initial capital. Please assess your risk tolerance and financial situation before trading.
5. Automation & Third-Party Tools This script includes alert messages formatted for third-party bridge services (e.g., Algobaba). The author assumes no responsibility for:
Technical failures, API errors, or connectivity issues with your broker or bridge provider.
Incorrect order execution resulting from automation.
Users are solely responsible for monitoring their trades and verifying order execution.
Usage Agreement By using this script, you acknowledge that you are trading at your own risk and hold the author harmless from any losses incurred. Always test on a paper trading account before deploying real capital.
Liquidity Sweep pro📌 Liquidity Sweep Pro – Strategy Description
Liquidity Sweep Pro is a price–action based trading strategy designed to identify liquidity grabs and smart money reversals around key swing highs and lows.
This strategy focuses on moments where price takes out resting liquidity above recent highs or below recent lows, then shows clear rejection and directional intent, which often precedes strong reversals or continuations.
🔍 Core Logic
The strategy is built on three main concepts:
1️⃣ Liquidity Sweep Detection
Identifies recent swing highs and swing lows using pivot structure
Detects when price sweeps above a high or below a low, signaling liquidity collection
2️⃣ CISD Confirmation (Change in State of Delivery)
After a liquidity sweep, the strategy waits for:
Bearish confirmation after sweeping highs
Bullish confirmation after sweeping lows
This confirmation is based on candle behavior and price closing back inside the structure, filtering out false breakouts.
3️⃣ Optional Trend Filter (Hull MA)
An optional Hull Moving Average filter can be enabled to trade:
Longs in bullish conditions
Shorts in bearish conditions
This helps reduce counter-trend trades while keeping the strategy flexible.
🎯 Risk Management
Stop Loss and Take Profit are calculated dynamically using ATR
Fully customizable Risk : Reward ratio
Designed to adapt to different market conditions and volatility levels
⚙️ Recommended Usage
Best suited for intraday and scalping trading
Works well on:
XAUUSD (Gold) – M3 / M5
Crypto – M5 / M15
Indices – M5
The strategy does not repaint and only generates signals after candle close.
⚠️ Disclaimer
This strategy is for educational and research purposes only.
Always test and optimize parameters for your specific market and timeframe before using it in live trading.
Best RSI (SIIT) By Nagaraj HiremathBest RSI (SIIT) By Nagaraj Hiremath is based on RSI shows when to By and sell .
Panic Spike Reversal Strategy | KR3000Panic Spike Reversal Strategy | KR3000
This is a highly attractive yet dangerous trading tool, designed for traders who understand risk and are willing to face it.
The core idea is simple but powerful:
when the market experiences an abnormal surge or collapse within a higher timeframe, this strategy identifies those panic-driven spikes and enters against the move, aiming to capture the natural price mean reversion that often follows extreme emotional behavior.
This strategy is not designed for comfort.
It is designed for discipline, execution, and courage.
🔍 What This Strategy Does
Monitors a higher timeframe (e.g. 1H) in real time
Detects sharp upward or downward price spikes based on user-defined percentage thresholds
Automatically enters contrarian positions:
Spike up → Short
Spike down → Long
Optionally allows both directions within the same monitoring bar, selecting the stronger extreme when both occur
Executes all entries only after bar close, ensuring non-repainting behavior
Uses fixed percentage-based take profit and stop loss, fully adjustable by the user
Limits signals to one trigger per monitoring timeframe bar (optional), preventing overtrading
⚙️ Core Logic & Principles
Markets do not move in straight lines.
Extreme moves are often driven by fear, greed, and forced liquidity, not balanced price discovery.
This strategy is built on the assumption that:
Violent price expansions are statistically unstable
Panic moves frequently overextend, creating short-term opportunities in the opposite direction
However, mean reversion is not guaranteed.
This is why strict stop loss control is essential and fully configurable.
⚠️ Risk Warning
This is a contrarian strategy by nature.
It intentionally trades against strong momentum
Losses can occur quickly if the trend continues
It is not suitable for beginners
Best used by experienced traders who understand:
market structure
volatility behavior
and emotional discipline
If you are looking for safety, this strategy is not for you.
If you are looking for controlled danger with defined risk, this tool may be worth your attention.
🧠 Who This Strategy Is For
Traders who specialize in mean reversion or fade setups
Instruments with high liquidity and volatility (e.g. indices, gold, FX majors)
Users who value transparent logic, non-repainting signals, and full parameter control
Traders who accept that high reward potential comes with high psychological pressure
Tether Dynamics - Statistical Exhaustion EngineOverview
This strategy detects statistical exhaustion in price movement by modeling price as a particle tethered to a dynamic anchor. When price stretches too far from equilibrium and multiple independent statistical detectors confirm anomalous behavior, the strategy identifies high-probability mean-reversion opportunities.
Unlike simple oversold/overbought indicators, this system fuses concepts from classical mechanics , stochastic filtering , multivariate statistics , and statistical process control into a unified detection framework.
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THEORETICAL FOUNDATION
1. The Tethered Particle Model
The framework draws inspiration from Polyak's heavy ball method in optimization theory, where a particle with momentum navigates a loss landscape. Here, price is modeled as a particle connected to a moving anchor (adaptive EMA) by an elastic "chain" whose length scales with volatility (ATR). This creates a natural physics framework:
Displacement (x) : Distance from anchor, normalized by chain length
Velocity (v) : Rate of change of displacement
Acceleration (a) : Rate of change of velocity
This state vector defines the system's "phase space" — a complete description of price dynamics relative to equilibrium.
2. Adaptive Anchor (Kaufman Efficiency)
The anchor uses an adaptive smoothing approach inspired by Perry Kaufman's Adaptive Moving Average. The Efficiency Ratio measures trend strength:
ER = |Direction| / Volatility = |Price - Price | / Σ|ΔPrice|
High efficiency (trending) → faster adaptation
Low efficiency (choppy) → slower, more stable anchor
This prevents whipsaws in ranging markets while staying responsive in trends.
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DETECTION ARCHITECTURE
The strategy employs three independent statistical detectors , each grounded in distinct mathematical frameworks. A signal fires when price shows extended tension AND any detector confirms anomalous behavior AND momentum is decelerating (exhaustion).
Detector 1: Mahalanobis Distance (Multivariate Outlier Detection)
The Mahalanobis distance measures how "unusual" the current state vector is, accounting for correlations between displacement, velocity, and acceleration:
D² = (x - μ)ᵀ Σ⁻¹ (x - μ)
Where Σ is the full 3×3 covariance matrix. Under multivariate normality, D² follows a chi-squared distribution with 3 degrees of freedom:
χ²(3, 0.90) = 6.25 → 10% of observations exceed this
χ²(3, 0.95) = 7.81 → 5% of observations exceed this
This detector identifies states that are jointly extreme — even if no single variable looks unusual alone.
Why it matters: A price might have moderate displacement and moderate velocity, but the combination could be highly improbable. Mahalanobis captures this multivariate structure that univariate indicators miss.
Detector 2: CUSUM Change-Point Detection
Cumulative Sum (CUSUM) is a sequential analysis technique from statistical process control. It accumulates standardized deviations from the mean:
S⁺ₜ = max(0, S⁺ₜ₋₁ + zₜ - drift)
S⁻ₜ = min(0, S⁻ₜ₋₁ + zₜ + drift)
When either cumulative sum breaches a threshold, a "change point" is detected — the process has shifted from its baseline regime.
Why it matters: CUSUM detects subtle, persistent shifts that might not trigger on any single bar. It's sensitive to regime changes that precede reversals.
Detector 3: Kalman Innovation Filter (Ornstein-Uhlenbeck Model)
This detector models displacement as an Ornstein-Uhlenbeck process — the continuous-time analog of AR(1) mean-reversion:
dx = θ(μ - x)dt + σdW
A Kalman filter tracks the expected displacement and computes the innovation (prediction error):
νₜ = (yₜ - x̂ₜ|ₜ₋₁) / √Sₜ
Under correct model specification, normalized innovations should be ~N(0,1). Large innovations indicate the mean-reversion model is breaking down — price is behaving "unexpectedly" relative to equilibrium dynamics.
Adaptive Q Estimation: The filter continuously adjusts its process noise estimate based on innovation autocorrelation, maintaining calibration across different volatility regimes.
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SIGNAL LOGIC
Long Signal Requirements:
Z-Displacement < -σ threshold (price stretched below anchor)
ANY detector fires (Mahalanobis outlier OR CUSUM change OR Kalman innovation < -2σ)
Z-Acceleration > 0 (downward momentum decelerating)
Short Signal Requirements:
Z-Displacement > +σ threshold (price stretched above anchor)
ANY detector fires
Z-Acceleration < 0 (upward momentum decelerating)
The deceleration requirement ensures we're catching exhaustion rather than fighting momentum.
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RISK MANAGEMENT
Scale-Out Exit Strategy
Rather than all-or-nothing exits, the strategy takes profits at multiple R-levels:
Scale 1: 20% at 0.5R
Scale 2: 20% at 1.0R
Scale 3: 10% at 1.5R (optional)
Remainder: Trailing stop
This locks in gains while allowing winners to run.
Adaptive Trailing Stop
After reaching the activation threshold (default 1R), the stop trails from the highest high (longs) or lowest low (shorts) at a configurable ATR multiple.
Reversal Logic
When an opposite signal fires while in position, the strategy can close and flip direction rather than waiting for a stop-out.
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PARAMETER GUIDANCE
Anchor Period (24) : Base period for adaptive anchor
ATR Period (14) : Volatility measurement
Chain Length Mult (2.5) : Tether elasticity — higher = more stretch allowed
Long Tension σ (1.5) : Lower = more signals
Short Tension σ (2.0) : Higher threshold for shorts (trend asymmetry)
Mahalanobis Threshold (6.25) : χ²(3, 0.90) — adjust for signal frequency
CUSUM Threshold (3.0) : Lower = more sensitive to regime shifts
Lookback Window (100) : Statistical estimation window
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BACKTEST NOTES
Historical testing on NQ (2020-2025) suggests:
Long signals show stronger edge than shorts in equity indices
1H and 30-min timeframes balance signal quality vs. frequency
"Long Only" mode recommended for equity index futures
Important: Past performance does not guarantee future results. This strategy involves significant risk of loss.
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MATHEMATICAL REFERENCES
Polyak, B.T. (1964). "Some methods of speeding up the convergence of iteration methods" (Heavy ball method)
Bertsekas, D.P. (1999). "Nonlinear Programming" (Heavy ball method / momentum dynamics)
Mahalanobis, P.C. (1936). "On the generalized distance in statistics"
Page, E.S. (1954). "Continuous inspection schemes" (CUSUM)
Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems"
Uhlenbeck, G.E. & Ornstein, L.S. (1930). "On the theory of Brownian motion"
Kaufman, P. (1995). "Smarter Trading" (Adaptive Moving Average)
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DISCLAIMER
This strategy is provided for educational and research purposes. Trading futures involves substantial risk of loss. The statistical methods employed do not guarantee profitable outcomes. Always use appropriate position sizing and risk management.
CPG - Institutional Premium Arbitrage SystemConcept & Logic:
This strategy captures institutional sentiment by analyzing the Cross-Exchange Arbitrage Data between Coinbase (USD pair) and Binance (USDT pair). Instead of using raw price difference which is noisy, this script employs a Proprietary Dynamic Threshold Algorithm. It normalizes the premium data using a custom volatility-adjusted window to filter out retail noise and identify genuine "Whale Accumulation" zones.
Key Features:
Data Source: Real-time BTC/USD vs BTC/USDT spread analysis.
Signal Filtering: The proprietary algorithm (closed-source logic) dynamically adjusts upper and lower bands to prevent false signals during low liquidity periods.
Execution:
Bullish: When the premium breaks the dynamic upper threshold (Strong Institutional Buying).
Bearish: When the premium drops below the dynamic lower threshold (Institutional Selling).
Usage:
Note: The dynamic threshold algorithm is specifically calibrated for Bitcoin's unique liquidity structure. Extensive backtesting shows that this logic is NOT suitable for altcoins (like ETH or SOL). Please strictly use it on BTC pairs.
策略核心：
本策略透過分析 Coinbase (USD) 與 Binance (USDT) 之間的跨交易所資金流 (Arbitrage Data)，來捕捉機構投資者的動向。 原始的價差數據通常充滿雜訊，因此本腳本內建了一套**「獨家動態閥值演算法」**。該算法能對數據進行平滑處理與正規化，有效過濾市場雜訊，精準識別出機構大戶的資金流向。
功能特點：
數據源： 即時運算 BTC/USD 與 BTC/USDT 的溢價差。
獨家過濾： 閉源的動態演算法會根據波動率自動調整上下軌閥值，避免假突破。
交易訊號：
看多： 溢價突破動態上軌（機構強力買入）。
看空： 溢價跌破動態下軌（機構拋售）。
用法：
注意： 本策略的動態閥值演算法是針對比特幣的流動性結構進行嚴格校準的。回測數據顯示，此邏輯不適用於 ETH 或 SOL 等其他幣種。請務必僅在 BTC 圖表上使用。
Intraday Options/Futures Naked By TradeEarnIntraday Momentum Strategy (Futures & Options)
Description: This is a specialized Intraday Momentum system designed for Indian Indices Nifty, BankNifty, FinNifty, Sensex and Crude Oil. It is engineered to simplify the automation process by standardizing quantity management for single-leg execution via third-party bridges.
Originality & Utility: Unlike standard momentum strategies, this script solves the complexity of position sizing across different asset classes. It features a custom "Smart Quantity" engine that automatically differentiates between Futures (Raw Quantity) and Index Options (Lot Multipliers), allowing traders to switch instruments without manually calculating order sizes.
Key Features:
Dual Mode: Supports both Futures (Long/Short) and Options Buying (Long CE / Long PE).
Smart Quantity Logic:
Futures/Crude: Inputs are treated as raw quantity (e.g., 1 Lot = 1 Qty).
Index Options: Inputs are automatically multiplied by the standard market lot size (e.g., 1 Lot Nifty = 25 Qty).
Rupee-Based Risk: Target, Stop Loss, and Trailing SL are defined in absolute Rupees (INR) rather than percentages, offering precise P&L control.
Choppiness Filter: Combines RSI and ADX to filter out low-volatility ranges.
Entry Logic:
Buy Signal: Green Impulse Candle + RSI > 55 + ADX > 20
Sell Signal: Red Impulse Candle + RSI < 45 + ADX > 20
Strategy Settings & Backtesting:
Commission: The strategy is backtested with a commission of ₹20 per order to reflect realistic net P&L.
Slippage: Users should account for realistic slippage in live trading, which is not factored into the script's hard values.
⚠️ Disclaimer & Statutory Warning
Strictly for Educational & Backtesting Purposes
1. SEBI Registration Status: The author of this script/strategy is NOT a SEBI registered Research Analyst (RA) or Investment Advisor (IA). This tool is provided solely to assist in backtesting logic and educational analysis. It does not constitute a recommendation to buy, sell, or hold any securities.
2. Market Risk: Investment in the securities market, particularly in Derivatives (Futures & Options), is subject to market risks. You may lose your entire capital. Please read all related scheme documents carefully before investing.
3. No Guarantees: Past performance of this algorithm (as shown in backtest results) is not indicative of future performance. Market conditions change, and slippage or execution errors can occur during live trading.
4. User Responsibility: By using this script, you acknowledge that you are solely responsible for your own trading decisions and financial losses. You are advised to consult a SEBI-registered financial advisor before deploying real capital. This script is intended for manual or semi-automated analysis and may not be compliant with high-frequency trading (HFT) regulations.
Supertrend Strategy PRO FiltersSupertrend Strategy — PRO Filters is an extended trend-following strategy based on the classic SuperTrend indicator, enhanced with 7 independent professional entry-quality filters, a Stop Loss / Take Profit system, and higher timeframe support.
The strategy is designed for intraday and swing trading on liquid instruments (stocks, futures, cryptocurrencies).
The core logic of the strategy
The strategy is built around the SuperTrend indicator calculated using ATR:
Long — when the trend changes from bearish to bullish
Short — when the trend changes from bullish to bearish
The trend reversal is determined by a breakout of the dynamic SuperTrend lines (up / down), which adapt to market volatility.
Filter system (7 levels)
Each filter can be enabled or disabled independently, allowing the strategy to be adapted to any market and trading style.
ATR Regime Filter
Purpose: trading only during active market phases
An entry is allowed when the current ATR is above its average value
Filters out flat and low-volatility periods
Higher Timeframe Trend Filter
Purpose: trading only in the direction of the higher timeframe trend
Uses SuperTrend on the higher timeframe
Long — only when the HTF trend is bullish
Short — only when the HTF trend is bearish
RSI Impulse Filter
Purpose: filtering out weak and late impulses
Long: RSI above a specified level
Short: RSI below a specified level
Candle Quality Filter
Purpose: excluding entries on “noisy” candles
Entries are allowed only when the candle body is significantly larger than the wicks
Helps avoid false breakouts
SuperTrend Slope Filter
Purpose: confirming trend strength
The slope of the SuperTrend lines is analyzed
Entries are allowed only when sufficient momentum is present
Volume Filter
Purpose: confirming price movement with volume
Volume must exceed the SMA of volume by a multiplier
Filters out moves without participation from large players
EMA Trend Filter
Purpose: additional direction filter
Long — price above EMA
Short — price below EMA
Final entry conditions
A trade is opened only when all of the following are met:
A SuperTrend trend-change signal
All enabled filters
This significantly reduces the number of trades while improving their quality.
Risk management (SL / TP)
An optional fixed-risk system:
Take Profit — as a percentage of the entry price
Stop Loss — as a percentage of the entry price
Works identically for both Long and Short positions
Usage recommendations
Best results are typically achieved on 15m–1h timeframes
It is recommended to optimize filters for each specific instrument
Especially effective in markets with strong, well-defined trends
Disclaimer
This strategy is intended for analysis and educational purposes only.
Before using it in live trading, be sure to conduct your own testing and optimization.
Supertrend Strategy — PRO Filters — это расширенная трендовая стратегия на базе классического SuperTrend, дополненная 7 независимыми профессиональными фильтрами качества входа, системой Stop Loss / Take Profit и поддержкой старшего таймфрейма.
Стратегия предназначена для интрадей- и свинг-торговли на ликвидных инструментах (акции, фьючерсы, криптовалюты).
Базовая логика стратегии
В основе стратегии лежит индикатор SuperTrend, построенный на ATR:
Long — при смене тренда с нисходящего на восходящий
Short — при смене тренда с восходящего на нисходящий
Смена направления определяется пробоем динамических линий SuperTrend (up / down), адаптирующихся к волатильности рынка.
Система фильтров (7 уровней)
Каждый фильтр можно включать или отключать независимо, что позволяет адаптировать стратегию под любой рынок и стиль торговли.
ATR Regime Filter
Назначение: торговля только в активной фазе рынка
Вход разрешён, если текущий ATR выше своего среднего значения
Отсекает флэт и низковолатильные периоды
Higher Timeframe Trend Filter
Назначение: торговля только в сторону тренда старшего таймфрейма
Используется SuperTrend на HTF
Long — только при восходящем тренде HTF
Short — только при нисходящем
RSI Impulse Filter
Назначение: фильтрация слабых и запаздывающих импульсов
Long: RSI выше заданного уровня
Short: RSI ниже заданного уровня
Candle Quality Filter
Назначение: исключение входов по «шумным» свечам
Вход только если тело свечи существенно больше фитилей
Помогает избежать ложных пробоев
SuperTrend Slope Filter
Назначение: подтверждение силы тренда
Анализируется наклон линий SuperTrend
Вход разрешён только при достаточной динамике
Volume Filter
Назначение: подтверждение движения объёмом
Объём должен превышать SMA объёма с коэффициентом
Исключает входы без участия крупных игроков
EMA Trend Filter
Назначение: дополнительный фильтр направления
Long — цена выше EMA
Short — цена ниже EMA
Итоговые условия входа
Сделка открывается только при одновременном выполнении:
Сигнала смены тренда SuperTrend
Всех активированных фильтров
Это значительно снижает количество сделок, но повышает их качество.
Управление рисками (SL / TP)
Опциональная система фиксированного риска:
Take Profit — в процентах от цены входа
Stop Loss — в процентах от цены входа
Работает одинаково для Long и Short
Рекомендации по использованию
Лучшие результаты показывает на 15m–1h таймфреймах
Рекомендуется оптимизация фильтров под конкретный инструмент
Особенно эффективна на рынках с выраженными трендами
Дисклеймер
Стратегия предназначена для анализа и обучения.
Перед использованием в реальной торговле обязательно проведите собственное тестирование и оптимизацию.
Переведи на английский. Не форматироу просто перевод
SU Trend Filter Box-15min-SOLSU Trend Filter Box-15min-SOL,Within this strategy, you can configure various box range criteria, freely combine them, select the number of filters to activate, and it supports 12 different box filtering methods.
