Golden Cross by -Westy-Quick Guide
- Yellow cross and green MA on top = Potential uptrend
- Yellow cross and red MA on top = Potential downtrend
A simple golden cross indicator of the green 50 and red 200 SMA with a yellow cross for ease of visibility and backtesting.
Generally, longer time frames more powerful signals but are less frequent. I typically use it on the 4 hour, daily and weekly.
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WOW no repainting and no security() call! 100% real results!If you couldn't tell by the title, this is a joke lmao.
TV has an awful backtesting engine and I just wanted to prove this with a super simple script.
We buy when close > open
and sell when close < open.
That's it.
There is also some risk management and trade closing when we reach a certain drawdown, but wait!
TradingView doesn't know what equity drawdown is because they don't use tick data or any lower timeframe data! Wowow!
Ps - all tickdata for Forex & CFD historical data is free from Dukascopy if you want to perform your own backtesting ;)
Dukascopy Data
Enjoy
-DasanC
Complete turtles strategy based on the donchian channelsDear Traders and investor,
I want to demonstrate scrypt of the iconic "trend following strategy" coded by my
The main idea was borrowed from the book "Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary". The strategy is based on the donchian channels and is one of the oldest and easiest strategy in the using. Also strategy include risk managment and trends filter which prevent false entries and high drawndowns. The results are based on the period from 2006 to present, but you can also change timeframe and period of backtesting.
Best regards,
Vlad
Multiple Moving Averages Alerts ScriptAlerts script that has triggers on multiple moving average crossovers so that profit is maximised, it also has an optional control moving average, enabled by default, that when active will stop trading when the price (first ma) is below the control moving average.
Source code is open so that others can use and modify
Click Below for Backtesting version:
Disclaimers, not an expert, not intended to be financial advise.
Biffy
SimpleCrossOver_BotThis is a simple example of how you can compile your own strategy
This script contains the code for alerts and for backtesting.
In order to use the backtester, comment out the sections to be used for signals, and comment in the sections to be used on the back tester, and visa versa for using the script for alerts in order to automate your own bot.
Awesome Oscillator.MMouse_Lager_BCEAwesome Oscillator with added options for turning short trades on and off, as well as a start date for backtesting.
Two Bar Break Line Alerts R1.0 by JustUncleLThis indicator with default settings is designed for BINARY OPTIONS trading. The indicator can also be used for Forex trading with some setting changes. The script shows Two Bar Pullback Break lines and alerts when those Break lines are Touched (broken) creating a short term momentum entry condition.
For a Bullish Break (Green Up Arrow) to occur: first must have two (or three) consecutive bear (red) candles which is followed by a bull (green) candle creating a pivot point. The breakout occurs then the High of the current Bull (green) exceeds the highest point of the previous two (or three) pivotal bear candles. The green channel Line shows where the current Bullish BreakOut occurs.
For a Bearish Break (Red Down Arrow) to occur: first must have two (or three) consecutive bull (green) candles which is followed by a bear (red) candle creating a pivot point. The breakout occurs when the Low of the current Bear (red) drops below the lowest point of the previous two (or three) pivotal Bull candles. The red channel Line shows where the current Bearish BreakOut occurs.
The break Line Arrows can optionally be filtered by the Coloured MA (enabled by default), a longer term directional MA (disabled by default) and/or a MACD condition (enabled by default) as a momentum filter.
You can optionally select three Bar break lines instead of two. The three bar break lines are actually equivalent to Guppy's Three Bar Count Back Line method for trade entries (see Guppy's video reference below).
Included in this indicator is an ability to display some basic Binary Option statistics, when enabled (enabled by default) it shows Successful Bars in Yellow and failed Bars in Black and the last Nine numbers on the script title line represent the Binary option Statistics in order:
%ITM rate
Total orders
Successful Orders
Failed Orders
Total candles tested
Candles per Day
Trades per Day
Max Consecutive Wins
Max Consecutive Losses
You can start the Binary Option statistics from a specific Date, which is handy for checking more recent history.
HINTS:
BINARY OPTIONS trading: use 5min, 15m, 1hr or even Daily charts. Trade after the price touches one of the Breakout lines and the Arrow first appears. Wait for the price to come back from Break Line by 1 or 2 pips, the alert arrow must stay on and candle change to black, then take Binary trade expiry End of Candle. If price pull back and arrow turns off, don't trade this candle, move on you probably don't have momentum, there will be plenty of other trigger events. The backtesting results are good with ITM rates 65% to 72% on many currency pairs, commodities and indices. Realtime trading has confirmed the backtesting results and they could even be bettered, provided you are selective on which signals to trade (strong MACD support etc), that you are patient and disciplined to this trading method.
FOREX trading: the default settings should work with scalping. For longer term trades try with settings change to a more standard MACD filter or slower to catch the longer term momentum swings and the idea would be to trade the first Break Line alert that occurs after a decent Pullback in the direction of the trend. Setting the SL to just above/below the Pivot High/Low and set target to two or three times SL.
References:
"Fundamentals of Price Action Trading for Forex, Stocks, Options and Futures" video:
www.youtube.com
Other videos by "basecamptrading" on Naked Trading.
"Taking Profits in Today's Market by Daryl Guppy" video:
www.youtube.com
Pivot Reversal Strategy - TimeFramedThis is Pivot Reversal Strategy including the time frames for backtesting.
Updated TurtlesThis script has been updated to prevent double orders (short/long) from occurring and modifying backtests results.
This is an update to the script that was written a few years ago to prevent double longs/shorts from occurring and skewin backtesting results. Check out the updated indicator here and let me know what you think.
I also added:
- date range inputs if you want to do some backtesting on a particular set of dates.
- the ability to toggle shorting
3 Duck's Trading System from Babypips.comThe 3 Duck's Trading System from Babypips.com
The 3 Duck's Trading System is the most popular and active trading system thread on the the babypips.com forum. It is a system that is mainly for beginners because it teaches you discipline, learning to cope with price moving against your position and learning to stay in a trade and keep profits running. For the thread and more info on the 3 Duck's Trading System click here
How does it work?
The system is a very simple enter/exit based on the 60 SMA of 3 different time frames: 4 hour, 1 hour and 5 minute.
The Rules, er, the Ducks! The Ducks must all be in a row for a trade to take place!
Duck 1 - To go long, price must be above the 60 SMA on the 4 hour chart.
Duck 2 - To go long, price must be above the 60 SMA on the 1 hour chart.
Duck 3 - To go long, price must cross above the 60 SMA on the 5 minute chart and the 60 SMA of the 5 minute chart must be below that of the 4 hour and 1 hour chart. (obviously the reverse for shorting)
YOU MUST USE THIS SYSTEM ONLY ON THE 5 MINUTE CHART.
I say this because I have already charted all of the Ducks into the 5 minute chart so you don't have to flip back and forth.
I have also added some inputs for profit targets, stop targets, trailing stops and times to trade for backtesting.
If you have any questions or comments, please let me know! If you see I messed up on something, please let me know!
Also a VERY special thanks to the babypips.com user Captain_Currency . He wrote this strategy 10 years ago (2007 was 10 years ago?!) and he is still active on the thread and posting results and offering help!
Adam Smith - MovingAvg CrossSimple Moving Average Cross script. Test on stocks and currency. For stocks test shorter time periods, meaning intra-day time periods such as 3min to 30min and so on to fit what is best. For currency, try longer periods with this model such as day to weeks depending on which currency.
NOTE: Take a look at your Max Drawdowns when testing. This will be the main indicator once you figure out your time period for backtesting. This will also let you know how much money to save and/or hold back in savings for down periods.
Adding some essential components to a prebuilt RSI strategyThis is more to be used as a blank_slate for any strategy build adding more effective backtesting with a period selector and inputs like TS, TP, SL that can all be used as plots for alerts.
It has the BackTest Component created by Pbergden
It also includes the standard long/short with trailing stop, take profit, stop loss and margin call.
Here is a video using the blank_slate to add in the built-in RSI Strategy.
youtu.be
We hope this brings good results and helps speed things up for everyone.
Trend v4.0 Another updateYet another update, default settings can be customized to your needs. Be aware that while this is similar to the other versions, this can only repaint an active bar, but that slows it down by one period. You are warned. Be that as it may, the basic idea is the same; trying to capture the really strong moves into overbought or oversold territory as defined by Relative Strength index. In RSI mode, you can see the smoothing has slowed it down a bit, but warrants backtesting.
First green bar go long, First red bar go short, first white bar possible trend exhaustion. Or use crossovers and such, play with the inputs OB/OS, RSI length, signal length, tick length, swing length, as I said customize to your tastes. I offer no surety as to its efficacy, but we all learn.
Trade Responsibly,
Shiroki
CM Stochastic POP Method 2-Jake Bernstein_V1Yesterday Jake Bernstein authorized me to post his updated results with the Stochastic Pop Trading System he developed many years ago.
You can take a look at the Original System with Updated Settings at
This indicator is a different set of rules Jake mentioned in the PDF he allowed me to post.
To view the PDF use this link:
dl.dropboxusercontent.com
Today we’re releasing the version described in the PDF that uses the StochK values of 55, 50, and 45. The rules are discussed in the PDF but here is a simple breakdown:
Enter Long when StochK is below 50 and Crosses Above 55
Exit Long on Cross Below 55
Enter Short when StochK is Above 50 and crosses Below 45
Exit Short on Cross Above 45
Two Important Items to understand about this method:
To code the rules Precisely we need a function that will be available when Strategy Capabilities are released on TradingView.
There is one of Jakes Profit Maximizing Strategies that needs to be integrated with this code…which again we need the Strategy based Function that will be coming soon.
To Compare this system to the Stochastic Pop Method 1 System shown yesterday at I used the same Symbol and dates for you to compare…but remember to give this Method 2 System a Fair Look/Evaluation…we need the Soon To Be Released…TradingView Strategy Capabilities.
BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005
Strategy 1 – Stochastic Pop Method 2 System:
Go Long When Stochasticis below 50 and Crosses Above 55. Go Short When Stochastic is above 50 and Crosses Below 45. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value.
Results:
Total Trades = 151
Profit = 40,758 Pips
Win% = 37.1%
Profit Factor = 1.26
Avg Trade = 270 Pips Profit
***Most Consecutive Wins = 4 ... Most Consecutive Losses = 7
Strategy 2:
Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule.
Results:
Total Trades = 151
Profit = 60.305 Pips
Win% = 37.1%
Profit Factor = 1.38
Avg Trade = 399 Pips Profit
***Most Consecutive Wins = 4 ... Most Consecutive Losses = 7
Indicator Includes:
-Ability to Color Candles (CheckBox In Inputs Tab)
Green = Long Trade
Blue = No Trade
Red = Short Trade
Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach TradingView.com’s community how to create Trading Systems and how to Optimize the correct way.
Link To PDF:
dl.dropboxusercontent.com
Link to Original Version of Indicator with Updated Settings.
CM Stochastic POP Method 1 - Jake Bernstein_V1A good friend ucsgears recently published a Stochastic Pop Indicator designed by Jake Bernstein with a modified version he found.
I spoke to Jake this morning and asked if he had any updates to his Stochastic POP Trading Method. Attached is a PDF Jake published a while back (Please read for basic rules, which also Includes a New Method). I will release the Additional Method Tomorrow.
Jake asked me to share that he has Updated this Method Recently. Now across all symbols he has found the Stochastic Values of 60 and 30 to be the most profitable. NOTE - This can be Significantly Optimized for certain Symbols/Markets.
Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach how to create Trading Systems and how to Optimize the correct way.
Below are a few Strategy Results....Soon You Will Be Able To Find Results Like This Yourself on TradingView.com
BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005
Strategy 1:
Go Long When Stochastic Crosses Above 60. Go Short When Stochastic Crosses Below 30. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value.
Results:
Total Trades = 164
Profit = 50, 126 Pips
Win% = 38.4%
Profit Factor = 1.35
Avg Trade = 306 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 2:
Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule.
Results:
Total Trades = 164
Profit = 62, 876 Pips!!!
Win% = 38.4%
Profit Factor = 1.44
Avg Trade = 383 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 3:
Rules - Proprietary Optimization Jake Will Teach. Only added 1 Additional Exit Rule.
Results:
Winning Percent Increases to 72.6%!!! , Same Amount of Trades.
***Most Consecutive Wins = 21 ...Most Consecutive Losses = 4
Indicator Includes:
-Ability to Color Candles (CheckBox In Inputs Tab)
Green = Long Trade
Blue = No Trade
Red = Short Trade
-Color Coded Stochastic Line based on being Above/Below or In Between Entry Lines.
Link To Jakes PDF with Rules
dl.dropboxusercontent.com
XAU Aurum Precision Scalper Pro v1.0🏆 Aurum Precision Scalper Pro v1.0
SMMA 21/50/200 + RSI14 | Multi-Rule Gold Strategy (M3–M15)
💡 Overview
Aurum Precision Scalper Pro is a professional multi-rule intraday strategy built for scalping and day-trading XAUUSD (Gold) on short timeframes (3m, 5m, 15m).
It combines RSI, SMMA trend filters, volume, and volatility logic with clean breakout and mean-reversion mechanics.
Optimized for the London–New York overlap, this system captures directional moves while filtering out noise and false breakouts — the most common trap for gold traders.
⚙️ Core Components
1️⃣ Multi-Timeframe Guardrail
Works only on 3m / 5m / 15m charts for precision.
Prevents accidental backtests on irrelevant timeframes.
2️⃣ SMMA Trend Framework
Uses SMMA(21) for short-term bias,
SMMA(50) for medium-term direction,
SMMA(200) for higher-order trend control.
RSI(14) confirms momentum and prevents chasing extreme moves.
3️⃣ Global Filters
✅ Trend filter (optional):
• Longs only if close > SMMA200
• Shorts only if close < SMMA200
✅ SMMA proximity filters:
• Blocks trades when SMMA21–SMMA50 or SMMA21–SMMA200 are too close → reduces chop.
✅ Volume filter:
• Requires volume > SMA(volume) × multiplier.
✅ Impulse filter:
• Body size ≥ k × ATR (volatility confirmation).
✅ Active-session filter:
• Default: 07:00–20:00 CET (Europe/Brussels).
4️⃣ XAUUSD Preset (optional toggle)
When symbol = “XAU” or “GOLD”, auto-applies gold-specific tuning:
RSI thresholds tightened (BUY > 55 / SELL < 45)
Stronger volume & volatility filters
Stricter SMMA distance checks
Automatic session activation
⚔️ Entry Rules
Rule Setup Type Logic Summary
R1 Full SMMA breakout Price closes above (or below) all SMMAs + RSI confirms direction
R2 SMMA21 touch + alignment Price bounces on 21 while aligned with 50 & 200 + RSI filter
R3 3-bar engulfing reversal After 3 candles in one direction, an engulfing opposite bar + RSI momentum
R4 SMMA21/50 crossover 21 crosses 50 with trend & volume confirmation
All rules respect your global filters (trend, volume, impulse, proximity, sessions).
R2–R4 entries can be individually toggled ON/OFF in inputs.
💰 Exit Logic
Simple % exits (for quick prototyping):
• TP = +X% (default 1.0%)
• SL = −X% (default 0.5%)
All entries are managed individually (R1–R4 IDs).
More advanced versions include ATR-based partials, breakeven and dynamic trailing logic.
🎨 Visuals
SMMA21 → teal line
SMMA50 → orange line
SMMA200 → magenta line
On-chart labels for each rule (BUY/SELL R1–R4).
Alerts for all entry conditions — ready for automation or alerting bots.
🧠 Suggested Usage
Best window: 14:00–17:00 CET (London–New York overlap).
Ideal timeframes: M5 and M15.
Avoid over-trading during low volatility (Asian session).
For XAUUSD, enable all filters for realistic conditions.
Recommended baseline:
TP = 1.0%
SL = 0.5%
UseVolFilter = true
UseImpulse = true
GapFilter = true
TrendFilter = true
📈 Performance Tips
✅ Stronger filter = fewer but higher-quality trades.
✅ When gold volatility spikes (CPI/NFP/FOMC), increase “minGap%” thresholds slightly.
✅ For smooth trend capture, use R4 (SMMA21/50 cross) with trend filters ON.
✅ For reversals, combine R3 (engulfing) + RSI confirmation.
🧾 Changelog (v1.0)
✅ Multi-timeframe guard (3/5/15min only)
✅ 4 rule logic (R1–R4)
✅ Global filters: trend, volume, impulse, proximity
✅ XAUUSD preset with adaptive parameters
✅ Session/timezone logic
✅ Simple exits for fast backtesting
✅ On-chart labels and alert system
🧭 Recommended Title / Tagline for TradingView
Aurum Precision Scalper Pro v1.0
“A high-precision RSI-SMMA strategy for Gold scalpers — designed for the London–NY overlap.”
🔖 Tags
#XAUUSD #Gold #Scalping #SMMA #RSI #Strategy #DayTrading #PineScriptV6 #ATR #TrendFollowing #Breakout
LW Outside Day Strategy[SpeculationLab]This strategy is inspired by the “Outside Day” concept introduced by Larry Williams in Long-Term Secrets to Short-Term Trading, and has been extended with configurable risk management tools and realistic backtesting parameters.
Concept
The “Outside Day” is a classic price action pattern that reflects strong market rejection or continuation pressure.
An Outside Bar occurs when the current bar’s high exceeds the previous high and the low falls below the previous low.
A body-size filter ensures only significant candles are included.
Entry Logic
Buy setup: Price closes below the previous low (bullish rejection).
Sell setup: Price closes above the previous high (bearish rejection).
Only confirmed bars are used (no intrabar signals).
Stop-Loss Modes
Prev Low/High: Uses the previous swing point ± ATR-based buffer.
ATR: Dynamic stop based on Average True Range × multiplier.
Fixed Pips: User-defined fixed distance (for forex testing).
Take-Profit Modes
Prev High/Low (PHL): Exits near the opposite swing.
Risk-Reward (RR): Targets a user-defined multiple of the stop distance (default = 2 : 1).
Following Price Open (FPO): Exits on the next bar’s open if price opens in profit (used to test overnight price continuation).
Risk Management & Backtest Settings
Default risk per trade is set at 10% of account equity (user-adjustable).
Commission = 0.1% and slippage = 2 ticks are applied to simulate realistic conditions.
For reliable statistics, test on data that yields over 100 trades.
Suitable for daily and 4-hour timeframes across stocks, forex, and crypto markets.
Visual Elements
Green and red triangles show entry signals.
Stop-loss (red) and take-profit (green) reference lines are drawn for clarity.
Optional alerts notify when a valid setup forms.
Disclaimer
This script is for educational and research purposes only.
It does not constitute financial advice or guarantee profits.
Always backtest thoroughly and manage your own risk.
Enhancements over Classic Outside Bar Models
Adjustable stop and target logic with ATR and buffer multipliers.
“Following Price Open” exit logic for realistic day-end management.
Optimized to avoid repainting and bar-confirmation issues.
Built with realistic trading costs and position sizing.
策略逻辑
外包线识别
当日最高价高于前一日最高价，且当日最低价低于前一日最低价，即形成外包线。
同时过滤掉较小实体的 K 线，仅保留实体显著大于前一根的形态。
方向过滤
收盘价低于前一日最低价 → 视为买入信号。
收盘价高于前一日最高价 → 视为卖出信号。
止损设置（可选参数）
前低/高止损：以形态前低/前高为止损，带有缓冲倍数。
ATR 止损：根据平均波动率（ATR）动态调整。
固定点数止损：按照用户设定的点数作为止损范围。
止盈设置（可选参数）
前高/低止盈（PHL）：以前高/前低为目标。
固定盈亏比（RR）：根据用户设定的风险回报比自动计算。
隔夜开盘（FPO）：若次日开盘价高于进场价（多单）或低于进场价（空单），则平仓。
信号标记
在图表中标注买入/卖出信号（三角形标记）。
绘制止损与目标位参考线。
使用说明
适用周期：建议用于 日线图（Daily）。
适用市场：股票、外汇、加密货币等各类市场均可。
提示：此策略为历史研究与学习用途，不构成投资建议。实际交易请结合自身风险管理。
Stochastic Enhanced [DCAUT]█ Stochastic Enhanced
📊 ORIGINALITY & INNOVATION
The Stochastic Enhanced indicator builds upon George Lane's classic momentum oscillator (developed in the late 1950s) by providing comprehensive smoothing algorithm flexibility. While traditional implementations limit users to Simple Moving Average (SMA) smoothing, this enhanced version offers 21 advanced smoothing algorithms, allowing traders to optimize the indicator's characteristics for different market conditions and trading styles.
Key Improvements:
Extended from single SMA smoothing to 21 professional-grade algorithms including adaptive filters (KAMA, FRAMA), zero-lag methods (ZLEMA, T3), and advanced digital filters (Kalman, Laguerre)
Maintains backward compatibility with traditional Stochastic calculations through SMA default setting
Unified smoothing algorithm applies to both %K and %D lines for consistent signal processing characteristics
Enhanced visual feedback with clear color distinction and background fill highlighting for intuitive signal recognition
Comprehensive alert system covering crossovers and zone entries for systematic trade management
Differentiation from Traditional Stochastic:
Traditional Stochastic indicators use fixed SMA smoothing, which introduces consistent lag regardless of market volatility. This enhanced version addresses the limitation by offering adaptive algorithms that adjust to market conditions (KAMA, FRAMA), reduce lag without sacrificing smoothness (ZLEMA, T3, HMA), or provide superior noise filtering (Kalman Filter, Laguerre filters). The flexibility helps traders balance responsiveness and stability according to their specific needs.
📐 MATHEMATICAL FOUNDATION
Core Stochastic Calculation:
The Stochastic Oscillator measures the position of the current close relative to the high-low range over a specified period:
Step 1: Raw %K Calculation
%K_raw = 100 × (Close - Lowest Low) / (Highest High - Lowest Low)
Where:
Close = Current closing price
Lowest Low = Lowest low over the %K Length period
Highest High = Highest high over the %K Length period
Result ranges from 0 (close at period low) to 100 (close at period high)
Step 2: Smoothed %K Calculation
%K = MA(%K_raw, K Smoothing Period, MA Type)
Where:
MA = Selected moving average algorithm (SMA, EMA, etc.)
K Smoothing = 1 for Fast Stochastic, 3+ for Slow Stochastic
Traditional Fast Stochastic uses %K_raw directly without smoothing
Step 3: Signal Line %D Calculation
%D = MA(%K, D Smoothing Period, MA Type)
Where:
%D acts as a signal line and moving average of %K
D Smoothing typically set to 3 periods in traditional implementations
Both %K and %D use the same MA algorithm for consistent behavior
Available Smoothing Algorithms (21 Options):
Standard Moving Averages:
SMA (Simple): Equal-weighted average, traditional default, consistent lag characteristics
EMA (Exponential): Recent price emphasis, faster response to changes, exponential decay weighting
RMA (Rolling/Wilder's): Smoothed average used in RSI, less reactive than EMA
WMA (Weighted): Linear weighting favoring recent data, moderate responsiveness
VWMA (Volume-Weighted): Incorporates volume data, reflects market participation intensity
Advanced Moving Averages:
HMA (Hull): Reduced lag with smoothness, uses weighted moving averages and square root period
ALMA (Arnaud Legoux): Gaussian distribution weighting, minimal lag with good noise reduction
LSMA (Least Squares): Linear regression based, fits trend line to data points
DEMA (Double Exponential): Reduced lag compared to EMA, uses double smoothing technique
TEMA (Triple Exponential): Further lag reduction, triple smoothing with lag compensation
ZLEMA (Zero-Lag Exponential): Lag elimination attempt using error correction, very responsive
TMA (Triangular): Double-smoothed SMA, very smooth but slower response
Adaptive & Intelligent Filters:
T3 (Tilson T3): Six-pass exponential smoothing with volume factor adjustment, excellent smoothness
FRAMA (Fractal Adaptive): Adapts to market fractal dimension, faster in trends, slower in ranges
KAMA (Kaufman Adaptive): Efficiency ratio based adaptation, responds to volatility changes
McGinley Dynamic: Self-adjusting mechanism following price more accurately, reduced whipsaws
Kalman Filter: Optimal estimation algorithm from aerospace engineering, dynamic noise filtering
Advanced Digital Filters:
Ultimate Smoother: Advanced digital filter design, superior noise rejection with minimal lag
Laguerre Filter: Time-domain filter with N-order implementation, adjustable lag characteristics
Laguerre Binomial Filter: 6-pole Laguerre filter, extremely smooth output for long-term analysis
Super Smoother: Butterworth filter implementation, removes high-frequency noise effectively
📊 COMPREHENSIVE SIGNAL ANALYSIS
Absolute Level Interpretation (%K Line):
%K Above 80: Overbought condition, price near period high, potential reversal or pullback zone, caution for new long entries
%K in 70-80 Range: Strong upward momentum, bullish trend confirmation, uptrend likely continuing
%K in 50-70 Range: Moderate bullish momentum, neutral to positive outlook, consolidation or mild uptrend
%K in 30-50 Range: Moderate bearish momentum, neutral to negative outlook, consolidation or mild downtrend
%K in 20-30 Range: Strong downward momentum, bearish trend confirmation, downtrend likely continuing
%K Below 20: Oversold condition, price near period low, potential bounce or reversal zone, caution for new short entries
Crossover Signal Analysis:
%K Crosses Above %D (Bullish Cross): Momentum shifting bullish, faster line overtakes slower signal, consider long entry especially in oversold zone, strongest when occurring below 20 level
%K Crosses Below %D (Bearish Cross): Momentum shifting bearish, faster line falls below slower signal, consider short entry especially in overbought zone, strongest when occurring above 80 level
Crossover in Midrange (40-60): Less reliable signals, often in choppy sideways markets, require additional confirmation from trend or volume analysis
Multiple Failed Crosses: Indicates ranging market or choppy conditions, reduce position sizes or avoid trading until clear directional move
Advanced Divergence Patterns (%K Line vs Price):
Bullish Divergence: Price makes lower low while %K makes higher low, indicates weakening bearish momentum, potential trend reversal upward, more reliable when %K in oversold zone
Bearish Divergence: Price makes higher high while %K makes lower high, indicates weakening bullish momentum, potential trend reversal downward, more reliable when %K in overbought zone
Hidden Bullish Divergence: Price makes higher low while %K makes lower low, indicates trend continuation in uptrend, bullish trend strength confirmation
Hidden Bearish Divergence: Price makes lower high while %K makes higher high, indicates trend continuation in downtrend, bearish trend strength confirmation
Momentum Strength Analysis (%K Line Slope):
Steep %K Slope: Rapid momentum change, strong directional conviction, potential for extended moves but also increased reversal risk
Gradual %K Slope: Steady momentum development, sustainable trends more likely, lower probability of sharp reversals
Flat or Horizontal %K: Momentum stalling, potential reversal or consolidation ahead, wait for directional break before committing
%K Oscillation Within Range: Indicates ranging market, sideways price action, better suited for range-trading strategies than trend following
🎯 STRATEGIC APPLICATIONS
Mean Reversion Strategy (Range-Bound Markets):
Identify ranging market conditions using price action or Bollinger Bands
Wait for Stochastic to reach extreme zones (above 80 for overbought, below 20 for oversold)
Enter counter-trend position when %K crosses %D in extreme zone (sell on bearish cross above 80, buy on bullish cross below 20)
Set profit targets near opposite extreme or midline (50 level)
Use tight stop-loss above recent swing high/low to protect against breakout scenarios
Exit when Stochastic reaches opposite extreme or %K crosses %D in opposite direction
Trend Following with Momentum Confirmation:
Identify primary trend direction using higher timeframe analysis or moving averages
Wait for Stochastic pullback to oversold zone (<20) in uptrend or overbought zone (>80) in downtrend
Enter in trend direction when %K crosses %D confirming momentum shift (bullish cross in uptrend, bearish cross in downtrend)
Use wider stops to accommodate normal trend volatility
Add to position on subsequent pullbacks showing similar Stochastic pattern
Exit when Stochastic shows opposite extreme with failed cross or bearish/bullish divergence
Divergence-Based Reversal Strategy:
Scan for divergence between price and Stochastic at swing highs/lows
Confirm divergence with at least two price pivots showing divergent Stochastic readings
Wait for %K to cross %D in direction of anticipated reversal as entry trigger
Enter position in divergence direction with stop beyond recent swing extreme
Target profit at key support/resistance levels or Fibonacci retracements
Scale out as Stochastic reaches opposite extreme zone
Multi-Timeframe Momentum Alignment:
Analyze Stochastic on higher timeframe (4H or Daily) for primary trend bias
Switch to lower timeframe (1H or 15M) for precise entry timing
Only take trades where lower timeframe Stochastic signal aligns with higher timeframe momentum direction
Higher timeframe Stochastic in bullish zone (>50) = only take long entries on lower timeframe
Higher timeframe Stochastic in bearish zone (<50) = only take short entries on lower timeframe
Exit when lower timeframe shows counter-signal or higher timeframe momentum reverses
Zone Transition Strategy:
Monitor Stochastic for transitions between zones (oversold to neutral, neutral to overbought, etc.)
Enter long when Stochastic crosses above 20 (exiting oversold), signaling momentum shift from bearish to neutral/bullish
Enter short when Stochastic crosses below 80 (exiting overbought), signaling momentum shift from bullish to neutral/bearish
Use zone midpoint (50) as dynamic support/resistance for position management
Trail stops as Stochastic advances through favorable zones
Exit when Stochastic fails to maintain momentum and reverses back into prior zone
📋 DETAILED PARAMETER CONFIGURATION
%K Length (Default: 14):
Lower Values (5-9): Highly sensitive to price changes, generates more frequent signals, increased false signals in choppy markets, suitable for very short-term trading and scalping
Standard Values (10-14): Balanced sensitivity and reliability, traditional default (14) widely used,适合 swing trading and intraday strategies
Higher Values (15-21): Reduced sensitivity, smoother oscillations, fewer but potentially more reliable signals, better for position trading and lower timeframe noise reduction
Very High Values (21+): Slow response, long-term momentum measurement, fewer trading signals, suitable for weekly or monthly analysis
%K Smoothing (Default: 3):
Value 1: Fast Stochastic, uses raw %K calculation without additional smoothing, most responsive to price changes, generates earliest signals with higher noise
Value 3: Slow Stochastic (default), traditional smoothing level, reduces false signals while maintaining good responsiveness, widely accepted standard
Values 5-7: Very slow response, extremely smooth oscillations, significantly reduced whipsaws but delayed entry/exit timing
Recommendation: Default value 3 suits most trading scenarios, active short-term traders may use 1, conservative long-term positions use 5+
%D Smoothing (Default: 3):
Lower Values (1-2): Signal line closely follows %K, frequent crossover signals, useful for active trading but requires strict filtering
Standard Value (3): Traditional setting providing balanced signal line behavior, optimal for most trading applications
Higher Values (4-7): Smoother signal line, fewer crossover signals, reduced whipsaws but slower confirmation, better for trend trading
Very High Values (8+): Signal line becomes slow-moving reference, crossovers rare and highly significant, suitable for long-term position changes only
Smoothing Type Algorithm Selection:
For Trending Markets:
ZLEMA, DEMA, TEMA: Reduced lag for faster trend entry, quick response to momentum shifts, suitable for strong directional moves
HMA, ALMA: Good balance of smoothness and responsiveness, effective for clean trend following without excessive noise
EMA: Classic choice for trending markets, faster than SMA while maintaining reasonable stability
For Ranging/Choppy Markets:
Kalman Filter, Super Smoother: Superior noise filtering, reduces false signals in sideways action, helps identify genuine reversal points
Laguerre Filters: Smooth oscillations with adjustable lag, excellent for mean reversion strategies in ranges
T3, TMA: Very smooth output, filters out market noise effectively, clearer extreme zone identification
For Adaptive Market Conditions:
KAMA: Automatically adjusts to market efficiency, fast in trends and slow in congestion, reduces whipsaws during transitions
FRAMA: Adapts to fractal market structure, responsive during directional moves, conservative during uncertainty
McGinley Dynamic: Self-adjusting smoothing, follows price naturally, minimizes lag in trending markets while filtering noise in ranges
For Conservative Long-Term Analysis:
SMA: Traditional choice, predictable behavior, widely understood characteristics
RMA (Wilder's): Smooth oscillations, reduced sensitivity to outliers, consistent behavior across market conditions
Laguerre Binomial Filter: Extremely smooth output, ideal for weekly/monthly timeframe analysis, eliminates short-term noise completely
Source Selection:
Close (Default): Standard choice using closing prices, most common and widely tested
HLC3 or OHLC4: Incorporates more price information, reduces impact of sudden spikes or gaps, smoother oscillator behavior
HL2: Midpoint of high-low range, emphasizes intrabar volatility, useful for markets with wide intraday ranges
Custom Source: Can use other indicators as input (e.g., Heikin Ashi close, smoothed price), creates derivative momentum indicators
📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Responsiveness Characteristics:
Traditional SMA-Based Stochastic:
Fixed lag regardless of market conditions, consistent delay of approximately (K Smoothing + D Smoothing) / 2 periods
Equal treatment of trending and ranging markets, no adaptation to volatility changes
Predictable behavior but suboptimal in varying market regimes
Enhanced Version with Adaptive Algorithms:
KAMA and FRAMA reduce lag by up to 40-60% in strong trends compared to SMA while maintaining similar smoothness in ranges
ZLEMA and T3 provide near-zero lag characteristics for early entry signals with acceptable noise levels
Kalman Filter and Super Smoother offer superior noise rejection, reducing false signals in choppy conditions by estimations of 30-50% compared to SMA
Performance improvements vary by algorithm selection and market conditions
Signal Quality Improvements:
Adaptive algorithms help reduce whipsaw trades in ranging markets by adjusting sensitivity dynamically
Advanced filters (Kalman, Laguerre, Super Smoother) provide clearer extreme zone readings for mean reversion strategies
Zero-lag methods (ZLEMA, DEMA, TEMA) generate earlier crossover signals in trending markets for improved entry timing
Smoother algorithms (T3, Laguerre Binomial) reduce false extreme zone touches for more reliable overbought/oversold signals
Comparison with Standard Implementations:
Versus Basic Stochastic: Enhanced version offers 21 smoothing options versus single SMA, allowing optimization for specific market characteristics and trading styles
Versus RSI: Stochastic provides range-bound measurement (0-100) with clear extreme zones, RSI measures momentum speed, Stochastic offers clearer visual overbought/oversold identification
Versus MACD: Stochastic bounded oscillator suitable for mean reversion, MACD unbounded indicator better for trend strength, Stochastic excels in range-bound and oscillating markets
Versus CCI: Stochastic has fixed bounds (0-100) for consistent interpretation, CCI unbounded with variable extremes, Stochastic provides more standardized extreme readings across different instruments
Flexibility Advantages:
Single indicator adaptable to multiple strategies through algorithm selection rather than requiring different indicator variants
Ability to optimize smoothing characteristics for specific instruments (e.g., smoother for crypto volatility, faster for forex trends)
Multi-timeframe analysis with consistent algorithm across timeframes for coherent momentum picture
Backtesting capability with algorithm as optimization parameter for strategy development
Limitations and Considerations:
Increased complexity from multiple algorithm choices may lead to over-optimization if parameters are curve-fitted to historical data
Adaptive algorithms (KAMA, FRAMA) have adjustment periods during market regime changes where signals may be less reliable
Zero-lag algorithms sacrifice some smoothness for responsiveness, potentially increasing noise sensitivity in very choppy conditions
Performance characteristics vary significantly across algorithms, requiring understanding and testing before live implementation
Like all oscillators, Stochastic can remain in extreme zones for extended periods during strong trends, generating premature reversal signals
USAGE NOTES
This indicator is designed for technical analysis and educational purposes to provide traders with enhanced flexibility in momentum analysis. The Stochastic Oscillator has limitations and should not be used as the sole basis for trading decisions.
Important Considerations:
Algorithm performance varies with market conditions - no single smoothing method is optimal for all scenarios
Extreme zone signals (overbought/oversold) indicate potential reversal areas but not guaranteed turning points, especially in strong trends
Crossover signals may generate false entries during sideways choppy markets regardless of smoothing algorithm
Divergence patterns require confirmation from price action or additional indicators before trading
Past indicator characteristics and backtested results do not guarantee future performance
Always combine Stochastic analysis with proper risk management, position sizing, and multi-indicator confirmation
Test selected algorithm on historical data of specific instrument and timeframe before live trading
Market regime changes may require algorithm adjustment for optimal performance
The enhanced smoothing options are intended to provide tools for optimizing the indicator's behavior to match individual trading styles and market characteristics, not to create a perfect predictive tool. Responsible usage includes understanding the mathematical properties of selected algorithms and their appropriate application contexts.
Session-Conditioned Regime ATRWhy this exists
Classic ATR is great—until the open. The first few bars often inherit overnight gaps and 24-hour noise that have nothing to do with the intraday regime you actually trade. That inflates early ATR, scrambles thresholds, and invites hyper-recency bias (“today is crazy!”) when it’s just the open being the open.
This tool was built to:
Separate session reality from 24h noise. Measure volatility only inside your defined session (e.g., NYSE 09:30–16:00 ET).
Judge candles against the current regime, not the last 2–3 bars. A rolling statistic from the last N completed sessions defines what “typical” means right now.
Label “large” and “small” objectively. Bars are colored only when True Range meaningfully departs from the session regime—no gut feel, no open-bar distortion (gap inclusion optional).
Overview
Purpose: objectively identify unusually big or small candles within the active trading session, compared to the recent session regime.
Use cases: volatility filters, entry/exit confirmation, session bias detection, adaptive sizing.
This indicator replaces generic ATR with a session-conditioned, regime-aware measure. It colors candles only when their True Range (TR) is abnormally large/small versus the last N completed sessions of the same session window.
How it works
Session gating: Only bars inside the selected session are evaluated (presets for NYSE, CME RTH, FX NY; custom supported).
Per-bar TR: TR = max(high, prevRef) − min(low, prevRef).
prevRef is the prior close for in-session bars.
First bar of the session can include the overnight gap (optional; default off).
Regime statistic: For any bar in session k, aggregate all in-session TRs from the previous N completed sessions (k−N … k−1), then compute Median (default) or Mean.
Today’s anchor: Running statistic from today’s session start → current bar (for context and the on-chart ratio).
Color logic:
Big if TR ≥ bigMult × RegimeStat
Small if TR ≤ smallMult × RegimeStat
Colored states: big bull, big bear, small bull, small bear.
Non-triggering bars retain the chart’s native colors.
Panel (top-right by default)
Regime ATR (Nd): session-conditioned statistic over the past N completed sessions.
Today ATR (anchored): running statistic for the current session.
Ratio (Today/Regime): intraday volatility vs regime.
Sample size n: number of bars used in the regime calculation.
Inputs
Session Preset: NYSE (09:30–16:00 ET), CME RTH (08:30–15:00 CT), FX NY (08:00–17:00 ET), Custom (session + IANA timezone).
Regime Window: number of completed sessions (default 5).
Statistic: Median (robust) or Mean.
Include Open Gap: include overnight gap in the first in-session bar’s TR (default off).
Big/Small thresholds: multipliers relative to RegimeStat (defaults: Big=1.5×, Small=0.67×).
Colors: four independent colors for big/small × bull/bear.
Panel position & text size.
Hidden outputs: expose RegimeStat, TodayStat, Ratio, and Z-score to other scripts.
Alerts
RegimeATR: BIG bar — triggers when a bar meets the “Big” condition.
RegimeATR: SMALL bar — triggers when a bar meets the “Small” condition.
Hidden outputs (for strategies/screeners)
RegimeATR_stat, TodayATR_stat, Today_vs_Regime_Ratio, BarTR_Zscore.
Notes & limitations
No look-ahead: calculations only use information available up to that bar. Historical colors reflect what would have been known then.
Warm-up: colors begin once there are at least N completed sessions; before that, regime is undefined by design.
Changing inputs (session window, multipliers, median/mean, gap toggle) recomputes the full series using the same rolling regime logic per bar.
Designed for standard candles. Styling respects existing chart colors when no condition triggers.
Practical tips
For a broader or tighter notion of “unusual,” adjust Big/Small multipliers.
Prefer Median in markets prone to outliers; use Mean if you want Z-score alignment with the panel’s regime mean/std.
Use the Ratio readout to spot compression/expansion days quickly (e.g., <0.7× = compressed session, >1.3× = expanded).
Roadmap
More session presets:
24h continuous (crypto, index CFDs).
23h/Globex futures (CME ETH with a 60-minute maintenance break).
Regional equities (LSE, Xetra, TSE), Asia/Europe/NY overlaps for FX.
Half-day/holiday templates and dynamic calendars.
Multi-regime comparison: track multiple overlapping regimes (e.g., RTH vs ETH for futures) and show separate stats/ratios.
Robust stats options: trimmed mean, MAD/Huber alternatives; optional percentile thresholds instead of fixed multipliers.
Subpanel visuals: rolling TodayATR and Ratio plots; optional Z-score ribbon.
Screener/strategy hooks: export boolean series for BIG/SMALL, plus a lightweight strategy template for backtesting entries/exits conditioned on regime volatility.
Performance/QOL: per-symbol presets, smarter warm-up, and finer control over sample caps for ultra-low TF charts.
Changelog
v0.9b (Beta)
Session presets (NYSE/CME RTH/FX NY/Custom) with timezone handling.
Panel enhancements: ratio + sample size n.
Four-state bar coloring (big/small × bull/bear).
Alerts for BIG/SMALL bars.
Hidden Z-score stream for downstream use.
Gap-in-TR toggle for the first in-session bar.
Disclaimer
For educational purposes only. Not investment advice. Validate thresholds and session settings across symbols/timeframes before live use.
Bitcoin Halving Strategy
A systematic, data-driven trading strategy based on Bitcoin's 4-year halving cycles. This strategy capitalizes on historical price patterns that emerge around halving events, providing clear entry and exit signals for both accumulation and profit-taking phases.
🎯 Strategy Overview
This automated trading system identifies optimal buy and sell zones based on the predictable Bitcoin halving cycle that occurs approximately every 4 years. By analyzing historical data from all previous halvings (2012, 2016, 2020, 2024), the strategy pinpoints high-probability trading opportunities.
📊 Key Features
Automated Signal Generation: Buy signals at halving events and DCA zones, sell signals at profit-taking peaks
Multi-Phase Analysis: Tracks Accumulation, Profit Taking, Bear Market, and DCA phases
Visual Dashboard: Real-time performance metrics, phase countdown, and position tracking
Backtesting Enabled: Comprehensive historical performance analysis with configurable parameters
Risk Management: Built-in position sizing, slippage control, and optional short trading
⚙️ Strategy Logic
Buy Signals:
At halving event (Week 0)
DCA zone entry (Week 135 post-halving)
Sell Signals:
Profit-taking zone (Week 80 post-halving)
Optional short position entry for advanced traders
📈 Performance Highlights
Captures major bull run profits while avoiding prolonged bear markets
Clear visual indicators for all phases and transitions
Customizable timing parameters for personalized risk tolerance
Professional dashboard with live P&L, win rate, and drawdown metrics
🛠️ Customization Options
Adjustable phase timing (profit start/end, DCA timing)
Position sizing control
Enable/disable short trading
Visual customization (colors, labels, zones)
Table positioning and transparency
⚠️ Risk Disclosure
Past performance does not guarantee future results. This strategy is based on historical halving cycle patterns and should be used as part of a comprehensive trading plan. Always conduct your own research and consider your risk tolerance before trading.
💡 Ideal For
Long-term Bitcoin investors seeking systematic entry/exit points
Swing traders capitalizing on multi-month trends
Portfolio managers implementing cycle-based allocation strategies
Twisted Forex's Doji + Area StrategyTitle
Twisted Forex’s Doji + Area Strategy
Description
What this strategy does
This strategy looks for doji candles forming inside or near supply/demand areas . Areas are built from swing pivots and sized with ATR, then tracked for retests (“confirmations”). When a doji prints close to an area and quality checks pass, the strategy places a trade with the stop beyond the doji and a configurable R:R target.
How areas (zones) are built
• Swings are detected with a user-set pivot length.
• Each swing spawns a horizontal area centered at the pivot price with half-height = zoneHalfATR × ATR .
• Duplicates are de-duplicated by center distance (ATR-scaled).
• Areas fade when broken beyond a buffer or after an optional age (expiry).
• Retests are recorded when price touches and then bounces away from the area; repeated reactions increase the zone’s “strength”.
Signal logic (summary)
Doji detection: strict or loose body criteria with optional minimum wick fractions and ATR-scaled minimum range.
Proximity: price must be inside/near a supply or demand area (proxATR × ATR).
Side resolution: overlap is resolved by (a) which side price penetrates more, (b) fast/slow EMA trend, or (c) nearest distance. Optional “previous candle flip” can bias long after a bearish candle and short after a bullish one.
Optional 1-bar confirmation: the bar after the doji must close away from the area by confirmATR × ATR .
Quality filter (Off/Soft/Strict): four checks—(i) wick rejection past the edge, (ii) doji closes in an edge “band” of the area, (iii) fresh touch (cooldown), (iv) approach impulse over a short lookback. In Strict , thresholds auto-tighten.
Orders & exits
• Long: stop below doji low minus buffer; Short: above doji high plus buffer.
• Target = rrMultiple × risk distance .
• Pyramiding is off by default.
Position sizing
You can size from the script or from Strategy Properties:
• Script-driven (default): set Position sizing = “Risk % of equity” and choose riskPercent (e.g., 1.0%). The script applies safe floors/rounding (FX micro-lots by default) so quantity never rounds to zero.
• Properties-driven : toggle Use TV Properties → Order size ON, then pick “Percent of equity” in Properties (e.g., 1%). The header includes safe defaults so trades still place.
Key inputs to explore
• Zone building : pivotLen, zoneHalfATR, minDepartureATR, expiryBars, breakATR, leftBars, dedupeATR.
• Doji & proximity : strictDoji, dojiBodyFrac, minWickFrac, minRangeATR, proxATR, minBarsBetween.
• Overlap resolution : usePenetration, useTrend (EMA 21/55), “previous candle flip”, needNextBarConf & confirmATR.
• Quality : qualityMode (Off/Soft/Strict), minQualPass/kStrict, wickPenATR, edgeBandFrac, approachLookback, approachMinATR, freshTouchBars.
• Zone strength gating : minStrengthSoft / minStrengthStrict.
• HTF confluence (optional) : useHTFTrend (HTF EMA 34/89) and/or useHTFZoneProx (HTF swing bands).
Tips to make it cleaner / higher quality
• Turn needNextBarConf ON and use confirmATR = 0.10–0.15 .
• Increase approachMinATR (e.g., 0.35–0.45) to require a stronger pre-touch impulse.
• Raise minStrengthSoft/Strict (e.g., 4–6) so only well-reacted zones can signal.
• Use signalsOnlyConfirmed ON if you prefer trades only from zones with retests (the script falls back gracefully when none exist yet).
• Nudge proxATR to 0.5–0.6 to demand tighter proximity to the level.
• Optional: enable useHTFTrend to filter counter-trend setups.
Default settings used in this publication
• Initial capital: 100,000 (illustrative).
• Slippage: 1 tick; Commission: 0% (you can raise commission if you prefer—spread is partly modeled by slippage).
• Sizing: Risk % of equity via inputs; riskPercent = 1.0% ; FX uses micro-lot floors by default.
• Quality: Off by default (Soft/Strict available).
• HTF trend gate: Off by default.
Backtesting notes
For a meaningful sample size, test on liquid symbols/timeframes that yield 100+ trades (e.g., majors on 5–15m over 1–2 years). Backtests are modelled and broker costs/spread vary—validate on your feed and forward-test.
How to read the chart
Shaded bands are supply (above) and demand (below). Brighter bands are the nearest K per side (visual aid). BUY/SELL labels mark entries; colored dots show entry/SL/TP levels. You can hide zones or unconfirmed zones for a cleaner view.
Disclaimer
This is educational material, not financial advice. Trading involves risk. Always test and size responsibly.
BTC 5-MA Multi Cross Strategy By Hardik Prajapati Ai TradelabThis strategy is built around the five most powerful and commonly used moving averages in crypto trading — 5, 20, 50, 100, and 200-period SMAs (Simple Moving Averages) — applied on a 1-hour Bitcoin chart.
Core Idea:
The strategy aims to identify strong bullish trends by confirming when the price action crosses above all key moving averages. This alignment of multiple MAs indicates momentum shift and helps filter out false breakouts.
⸻
⚙️ How It Works:
1. Calculates 5 Moving Averages:
• 5 MA → Short-term momentum (fastest signal)
• 20 MA → Near-term trend confirmation
• 50 MA → Mid-term trend filter
• 100 MA → Long-term trend foundation
• 200 MA → Macro-trend direction (strongest support/resistance)
2. Buy Condition (Entry):
• A Buy is triggered when:
• The price crosses above the 5 MA, and
• The closing price remains above all other MAs (20, 50, 100, 200)
This signals that momentum is aligned across all time horizons — a strong uptrend confirmation.
3. Sell Condition (Exit):
• The position is closed when price crosses below the 20 MA, showing weakness in short-term momentum.
4. Visual Signals:
• 🟢 BUY triangle below candles → Entry signal
• 🔴 SELL triangle above candles → Exit signal
• Colored MAs plotted for trend clarity.
⸻
📈 Recommended Usage:
• Chart: BTC/USDT
• Timeframe: 1 Hour
• Type: Trend-following crossover strategy
• Ideal for: Identifying major breakout moves and confirming trend reversals.
⸻
⚠️ Notes:
• This script is meant for educational and backtesting purposes only.
• Always apply additional confirmation tools (like RSI, Volume, or VIX-style filters) before live trading.
• Works best during trending markets; may produce whipsaws in sideways zones.
PG DMean & Price Sync ver 9.4 - ConsolidatedPG DMean & Price Sync Strategy (SD Filter)
This strategy combines the momentum-oscillator properties of the Detrended Mean (DMean) with a Standard Deviation (SD) Price Filter for confirming trend direction, aiming to isolate high-conviction trades while actively managing risk.
🔑 Core Logic
DMean Momentum Signal: The strategy's primary engine is the DMean, which measures the percentage difference between the current closing price and a longer-term Moving Average (price_ma). It is then smoothed by a DMean Signal line (MA of the DMean).
Entry Signal: A trade is triggered when the DMean line crosses above (for Long) or below (for Short) its Signal Line, but it must clear a user-defined Dead Zone Threshold to confirm momentum commitment.
SD Filter Confirmation (Price Sync): A Standard Deviation Channel, based on a separate user-defined price source and period, is used to filter trades.
Long Filter: Allows Long entries only when the price is trading above the lower SD band, suggesting the current price action is stronger than the recent average volatility to the downside.
Short Filter: Allows Short entries only when the price is currently below the Filter Basis (SMA), confirming a bearish stance within the SD channel.
🛡️ Risk & Exit Management
Primary Exit: All trades are exited by reverse DMean Crossover/Crossunder, meaning the position is closed when the DMean momentum reverses against the open trade (e.g., DMean crosses under the Signal to exit a Long).
Hard Stop Loss (Short Trades): A mandatory percentage-based Hard Stop Loss is implemented only for short positions to protect against sudden upward price spikes, closing the trade if the loss exceeds the set percentage. (Note: This version does not include a Hard SL for Long trades).
📊 Performance Dashboard
A custom Performance Dashboard Table is displayed at the bottom right of the chart to provide real-time, at-a-glance comparison of the strategy's equity performance versus a simple Buy & Hold over the selected backtesting date range.
