15-Minute ORB Breakout Strategy with VWAP and Volume Filters# 15-Minute ORB Breakout Strategy with VWAP and Volume Filters
## Overview
This strategy implements the 15-minute Opening Range Breakout (ORB) methodology for NASDAQ futures, enhanced with session-anchored VWAP, volume confirmation, and candle strength analysis. The ORB approach waits for the first 15 minutes of the trading session to establish a range, then trades breakouts with defined risk management.
This implementation is based on rules described in a YouTube tutorial by Bull Barbie: www.youtube.com
The strategy was systematically coded and backtested to evaluate performance over an extended period.
**Backtest Disclosure:** Over 1,354 trades from 2010-2026, this systematic implementation produced negative returns. Discretionary traders may achieve different results through real-time adjustments not captured in systematic rules.
---
## How It Works
### Opening Range Calculation
The strategy identifies the high and low of the first 15 minutes after the New York open (first 3 candles on a 5-minute chart). These levels become the breakout triggers for the session.
### Entry Logic
- **Long Entry:** Price closes above the ORB High while meeting all filter conditions
- **Short Entry:** Price closes below the ORB Low while meeting all filter conditions
### Exit Logic
- **Take Profit:** 1x the ORB range beyond the breakout level (approximately 1:1 risk-reward)
- **Stop Loss:** Opposite side of the ORB range
- **Breakeven:** Stop moves to entry when price reaches 50% of the take profit distance
- **Session Close:** All positions closed at end of trading session
### Filters
All filters are toggleable:
1. **Session VWAP Filter:** Price must be above VWAP with upward slope for longs (below with downward slope for shorts). VWAP is anchored to session open and resets daily.
2. **Volume Filter:** Breakout bar must exceed minimum volume threshold (default: 2,500 contracts) to confirm participation.
3. **Candle Strength Filter:** Close must be in the top 30% of the bar range for longs (bottom 30% for shorts), indicating conviction rather than absorption.
---
## Backtest Results
**Instrument:** MNQ (Micro NASDAQ)
**Timeframe:** 5-minute
**Period:** 2010-2026
**Session:** 09:30 - 12:00 ET (Morning)
| Metric | Value |
|--------|-------|
| Total Trades | 1,354 |
| Win Rate | 50.07% |
| Profit Factor | 0.833 |
| Net P&L | -$11,916 (-23.83%) |
| Max Drawdown | $13,119 (26.21%) |
| Avg Win | +0.30% |
| Avg Loss | -0.37% |
| Expected Payoff | -$8.80/trade |
| Long Win Rate | 52.25% (360/689) |
| Short Win Rate | 47.82% (318/665) |
---
## Strategy Properties
These settings match the published backtest:
| Property | Value |
|----------|-------|
| Initial Capital | $50,000 USD |
| Position Size | 1 contract (fixed) |
| Commission | $4.00 per contract (round-trip) |
| Slippage | 2 ticks |
| Margin | 1% (NinjaTrader intraday reference) |
| Pyramiding | Disabled |
**Instrument Note:** MNQ (Micro NASDAQ) was selected because realistic account sizes ($25,000-$50,000) face margin constraints with full NQ contracts during drawdown periods.
---
## Settings Guide
### Main Settings
- **ORB Bars:** Number of bars defining the opening range (3 = 15 minutes on 5-min chart)
- **Trading Session:** Time window for trading (tested: 0930-1200 ET)
- **Take Profit:** Multiple of ORB range for target (1.0 = full range)
- **Breakeven Trigger:** Distance to move stop to entry (0.5 = halfway to TP)
- **Max Trades Per Day:** Daily trade limit (default: 2)
### VWAP Filter
- **Use VWAP Filter:** Enable/disable session VWAP confirmation
- **VWAP Slope Lookback:** Bars to measure VWAP direction (default: 5)
- **Min VWAP Slope:** Minimum slope in points (default: 0.5)
### Volume Filter
- **Use Volume Filter:** Enable/disable volume confirmation
- **Min Breakout Volume:** Minimum contracts required (default: 2,500)
### Candle Strength
- **Use Candle Strength Filter:** Enable/disable close position analysis
- **Min Candle Strength:** Required close position within bar (0.7 = top/bottom 30%)
---
## Visual Elements
- **Orange Background:** ORB forming period (first 15 minutes)
- **Green Background:** Active trading session
- **Green/Red Lines:** ORB High and Low levels
- **VWAP Line:** Color indicates slope direction (green=up, red=down, gray=flat)
- **White Line:** Trade entry price
- **Lime/Red Lines:** Take profit and stop loss levels
- **Orange Line:** Breakeven trigger level
- **Blue Background:** Breakeven activated
- **Triangle Markers:** Candle strength indicators
---
## How to Use
1. Apply to MNQ or NQ on a 5-minute chart
2. Wait for the ORB forming period (orange background) to complete
3. Monitor breakouts above/below ORB levels
4. Check VWAP color for trend alignment
5. Strategy enters automatically when conditions align
---
## Limitations
1. **Systematic vs. Discretionary:** This backtest captures only the mechanical rules. Experienced traders may apply real-time judgment (reading price action, avoiding certain setups, scaling in/out) that improves results but cannot be systematically coded.
2. **Average Loss Exceeds Average Win:** The 0.37% average loss versus 0.30% average win creates negative expectancy even with ~50% win rate.
3. **Commission Impact:** $10,832 in commissions over the test period affects net returns.
4. **Market Regime Variation:** The equity curve shows profitable periods (2023-2025) alongside extended drawdowns, suggesting regime-dependent performance.
5. **Sample Considerations:** While 1,354 trades provides statistical significance, results may vary across different time periods or market conditions.
---
## Research Notes
This strategy was built following rules from Bull Barbie's ORB tutorial video. The systematic backtest could not reproduce the performance figures mentioned in that content. This does not mean the approach is without merit—discretionary execution, trade selection, and real-time adjustments likely play significant roles that systematic backtesting cannot capture.
Traders interested in ORB strategies should consider this as a starting framework for their own research and optimization.
---
## Reference
Original strategy concept: Bull Barbie - "Battle-Tested 15-Minute ORB Trading Strategy for Nasdaq—Rules That Actually Work"
www.youtube.com
Buscar en scripts para "the strat"
Black-Scholes Gamma Scalping Strategy# Black-Scholes Gamma Scalping Strategy
## Overview
This strategy applies options market-making principles to spot/futures trading using the Black-Scholes pricing model. It simulates the behavior of a delta-hedged straddle position, generating buy and sell signals based on how a market maker would hedge their gamma exposure.
---
## The Concept: Gamma Scalping
Professional options traders who hold long straddles (long call + long put at the same strike) profit when the underlying moves significantly in either direction. Here's why:
- A straddle has **positive gamma**, meaning its delta increases as price rises and decreases as price falls
- To stay delta-neutral, traders must **buy after dips** and **sell after rallies**
- If **realized volatility > implied volatility**, the profits from these hedging trades exceed the daily theta (time decay) cost
This strategy captures that edge by:
1. Calculating theoretical Greeks using Black-Scholes
2. Monitoring when delta deviates from neutral
3. Trading to "hedge" back to neutral — buying weakness, selling strength
---
## Black-Scholes Greeks Calculated
| Greek | Symbol | What It Measures |
|-------|--------|------------------|
| Delta | Δ | Directional exposure |
| Gamma | Γ | Rate of delta change |
| Vega | ν | Sensitivity to volatility |
| Theta | Θ | Time decay per day |
All Greeks are calculated in real-time using the standard Black-Scholes formula with configurable inputs for strike, expiration, implied volatility, and risk-free rate.
---
## Entry Signals
**Long Entry** (buy the underlying):
- Price drops significantly (gamma scalp trigger), OR
- Straddle delta falls below the lower hedge band
- Volatility filter confirms favorable regime (HV > IV)
**Short Entry** (sell the underlying):
- Price rises significantly (gamma scalp trigger), OR
- Straddle delta rises above the upper hedge band
- Volatility filter confirms favorable regime
---
## Volatility Regime Filter
The strategy compares **Historical Volatility (HV)** to **Implied Volatility (IV)**:
- **HV/IV > 1.2** → Long volatility regime (gamma scalping profitable) → Trading enabled
- **HV/IV < 0.8** → Short volatility regime (theta wins) → Trading paused or reversed
- **Between** → Neutral, proceed with caution
This filter helps avoid trading when market conditions don't favor the strategy.
---
## Key Inputs
**Option Parameters:**
- Strike Offset % — Distance from ATM (0 = at-the-money)
- Days to Expiration — Synthetic option tenor (affects gamma magnitude)
- Implied Volatility — Your estimate of fair IV
- Risk-Free Rate — For BS calculation
**Trading Parameters:**
- Gamma Scalp Threshold — ATR multiple to trigger trades
- Delta Hedge Band % — How far delta must deviate to signal
- Volatility Regime Filter — Enable/disable HV/IV filter
**Risk Management:**
- Stop Loss / Take Profit (ATR multiples)
- Max Drawdown % — Pauses trading if exceeded
- Max Concurrent Positions
---
## How to Use
1. **Set Implied Volatility** to match current market IV (check options chain or VIX for reference)
2. **Adjust Days to Expiration** — Shorter = higher gamma, more signals; Longer = smoother
3. **Tune the Hedge Band** — Tighter bands = more trades; Wider = fewer, larger moves
4. **Enable Volatility Filter** for trend-following vol regimes, disable for pure mean-reversion
**Best suited for:**
- Range-bound or choppy markets
- High realized volatility environments
- Liquid instruments with tight spreads
**Avoid using when:**
- Strong directional trends (gamma scalping loses to delta)
- Volatility is collapsing
- Low liquidity / wide spreads
---
## Information Table
The on-chart table displays real-time:
- Current strike price
- Straddle Delta, Gamma, Vega, Theta
- Historical vs Implied Volatility
- HV/IV Ratio
- Current volatility regime
---
## Alerts
Built-in alert conditions for:
- Long entry signals
- Short entry signals
- Max drawdown protection triggered
---
## Disclaimer
This strategy is provided for **educational purposes only**. It demonstrates how Black-Scholes option pricing theory can be applied to generate trading signals.
- Past performance does not guarantee future results
- Backtest results may not reflect live trading conditions
- Always use proper position sizing and risk management
- Paper trade extensively before using real capital
**No financial advice is given or implied.**
---
## Credits
Based on the Black-Scholes-Merton option pricing model (1973) and gamma scalping techniques used by professional options market makers.
---
*If you find this useful, please leave a like or comment. Suggestions for improvements are welcome!*
Adaptive Bull Ratio Strategy█ Overview: Why This Strategy
Most option strategies fall into two traps:
They are too rigid: A "Call Ratio Spread" works great in slow markets but gets destroyed if the market rallies hard.
They are too simple: A simple "Buy Call" suffers from time decay (Theta) if the market chops sideways.
The Adaptive Bull Ratio Strategy solves both . It is a living strategy that "shifts gears" based on price action.
It is called "Adaptive" because it morphs its structure three times during a trade. It starts conservative to harvest Time Decay, but if the market explodes upwards, it "uncaps" itself to ride the trend aggressively.
█ The Entry Philosophy: Why Supertrend?
The default setting uses the Supertrend indicator as the trigger. This is intentional:
Volatility Awareness: Supertrend adapts to market noise using ATR. In high volatility, bands widen to prevent false entries.
Trend Confirmation: Since Phase 1 involves selling options, entering "too early" against a falling market is dangerous. Supertrend forces patience, waiting for a confirmed reversal (Close > Trend Line), ensuring the momentum is actually in your favor before you commit capital.
The "Drift" Benefit: This strategy excels in markets that "drift" upwards. Supertrend identifies these trends while filtering out short-term chop.
Flexibility with External Sources:
While Supertrend is the default, the strategy is designed to be flexible. You can enable the 'Enable External Source' option in the settings to plug in any custom indicator (e.g., Moving Averages, Parabolic SAR, or a proprietary trendline).
The Golden Rule for External Sources: The script interprets a Bullish Signal whenever your External Source line is below the Close price (Ext Source < Close).
Compatibility: As long as your custom indicator behaves like a support line in an uptrend (plotting below the candles), it will work seamlessly with this strategy's logic.
█ The "Long Only" Rationale: Avoiding the Volatility Trap
Why not trade this on the short side (Puts) during crashes?
The Volatility Trap (Vega Risk): In Bull markets, Implied Volatility (IV) usually drops, helping your sold options decay faster. In Bear markets, IV explodes (panic). Selling OTM Puts during a crash is dangerous as their value skyrockets, neutralizing gains.
Velocity Risk: Bear markets crash fast ("Elevator Down"). Prices can blow through adjustment levels faster than the strategy can safely roll down, causing slippage.
Structural Skew: OTM Puts are inherently more expensive. Buying expensive ITM Puts and selling expensive OTM Puts shifts the breakeven further away, making V-shape recoveries painful.
█ How It Works & Stands Out
This strategy actively transforms risk profiles based on market movement:
Phase 1: The "Safe" Start (Entry)
Setup: Initiates a Call Ratio Spread (Buy 2 ITM, Sell 4 OTM) + Protective Puts.
Logic: Profits from sideways drift or slow rallies via Time Decay (Theta). The sold options finance the trade.
Phase 2: The "Shift" (Adjustment Level 1)
Trigger: Market moves above Leg 2 (3 OTM Call).
Action: Rolls Up the position. Exits initial legs, enters new higher legs, and adds a Short Put to finance the roll.
Impact: Aggressive. You bet the trend is strong enough to support the added downside risk of the short put.
Phase 3: The "Uncap" (Adjustment Level 2)
Trigger: Market moves above Leg 3 (4 OTM Call).
Action: Exits all Sold Calls.
Impact: Uncaps profit potential. The trade becomes a Net Long position (Long Calls + Short Puts), allowing you to ride a massive rally without a ceiling.
Phase 4: The "Lock-In" (Optional Trail Adjustment)
Trigger: The market goes parabolic (price rises X levels above Leg 3, configurable in settings).
Action (If Enabled):
Call Adj: Exits the Phase 3 calls and buys fresh 1-OTM calls (Rolling Up to lock profits).
Put Adj: Exits all Put legs (Removing downside risk completely).
Impact: Maximum Safety. This phase is about "banking" the windfall from a massive rally and leaving a smaller, risk-free runner to capture any final extension.
█ How to Start: A Quick Setup Guide
Step 1: Map Expiry Dates
Manually input your trading expiry dates in Settings -> Expiry Management.
Format: YYYY-MM-DD (e.g., 2025-12-25). Strict adherence required for DhanHQ.
Step 2: Configure Symbol & Size
Exchange/Symbol: Enter NSE and NIFTY (or your ticker).
Lot Multiplier: Default is 1. Set to 2 to double all quantities (e.g., Buy 2 becomes Buy 4).
Step 3: Understand Visuals
Entry Window (Light Blue): Strategy is scanning for new trades.
Non-Entry Window (Dark Blue): Trading blocked (Day before Expiry & Expiry Day). Only management allowed.
Green Box: Valid Late Entry Zone.
Red Dashed Line: Invalidation Level (if price touches this, no late entry).
Fuchsia Line: Trigger level for Special Trail Adjustments (Phase 4).
IMPORTANT: Broker & Technology Heads-Up:
The alerts generated by this script ({"secret": "...", "alertType": "multi_leg_order"...}) are specifically formatted for the DhanHQ webhook structure.
Dhan Users: Plug-and-play.
Other Brokers: You need middleware (NextLevelBot, Quantiply) to parse the JSON.
█ Risk Disclaimer & Advice
Trading options involves substantial risk.
The Whipsaw Risk: In Phase 2, you are Long Calls and Short Puts. A sharp reversal causes losses on both sides.
Margin: Selling options requires significant margin. Keep a 15-20% cash buffer to handle adjustments instantly.
Testing: This strategy is optimized for NIFTY Weekly Options. Effectiveness on BankNifty or Stocks is untested and may require parameter tuning.
Advice:
Backtest: Use TradingView Replay.
Paper Trade: Run for at least one expiry cycle before live deployment.
Consult: Seek professional financial advice before trading.
Practical Tips for Smooth Execution
For a new trader deploying this system, these operational tips are vital:
Capital Buffer: Do not trade at your limit. Always keep 10-15% free cash in your broker account. Adjustments (specifically Phase 2, where you sell an extra Put) require additional margin instantly. If margin is short, the order fails, and your hedge breaks.
Liquidity Awareness : The script trades "Far Deep OTM" options (Leg 4) to reduce margin. On indices like Nifty/BankNifty, this is fine. On individual stocks, these deep strikes might be illiquid. Check the option chain volume before deploying on stocks.
Trust the Process (but Verify) : While the algo drives, you are the pilot.
Check your API connection every morning.
Ensure the "Entry Window" background color on the chart matches your real-world date.
Verify that your broker executed all legs of a multi-leg order (partial fills are rare but possible).
The "Human" Stop: If major news breaks (e.g., unexpected election results, war announcements), volatility can expand faster than any algo can react. It is acceptable—and smart—to pause the strategy during known "Black Swan" events or earnings releases.
█ Timeframe Selection: The 30-Minute Standard
Critical Requirement: This indicator must be applied to a 30-minute chart.
Why?
Noise Filtering: The Supertrend logic is tuned to capture multi-day trends. Lower timeframes (5m, 15m) are full of "noise"—random fluctuations that look like trend changes but aren't.
Execution Logic (The Hybrid Engine): The script has a built-in "Dual Timeframe" architecture.
Decision Layer (30m): Uses the chart timeframe to decide when to be Bullish or Bearish.
Execution Layer (5m): Internally fetches 5-minute data to manage the how (Adjustments, Late Entries, and precise invalidation).
The Risk of Lower Timeframes: If you run the main chart on 5-minutes, you destroy this hierarchy. You will get too many signals, pay too much brokerage, and the internal logic may behave erratically.
Recommendation: Always keep your TradingView chart interval at 30m. Do not switch to lower timeframes expecting "faster" signals; you will likely just get "false" signals.
█ Testing Scope, Feedback
⚠️ Important Note on Asset Classes:
This strategy logic and the associated strike step calculations have been rigorously tested ONLY on NIFTY Index Options with Weekly Expiry.
BankNifty / Sensex / FinNifty: The volatility characteristics (ATR) and strike intervals of these instruments differ significantly from NIFTY. The effectiveness of this strategy on these other scripts has not been verified and may require different parameter tuning (e.g., strike_step or ATR Length).
Stocks: Individual stock options often lack the liquidity required for the "Deep OTM" legs, leading to potential execution failures.
We encourage traders to backtest this logic on other indices and share their findings! If you find a robust parameter set for BankNifty or observe unique behaviors on other scripts, please let us know in the comments below so we can improve the algorithm for everyone. Your feedback is appriciated.
SMAcross-mvrOverview
SMAcross-mvrNew is a flexible, non-repainting moving-average strategy designed for clarity, configurability, and reliable backtesting.
It supports multiple entry styles, optional layered exits, and full-capital position sizing, while remaining stable during chart zooming and dragging.
🚀 What’s New in v2
✅ Multiple Entry Modes
You can now choose how trades are entered:
Entry Mode A: Short SMA crosses Long SMA
Entry Mode B: Price crosses Long SMA
This allows both classic MA-crossover trading and trend-continuation pullback entries using the same strategy.
✅ Modular Exit System (Checkbox-Based)
Exit logic is now fully modular using independent checkboxes:
☑ Exit on opposite signal
☑ Exit when price closes beyond Short SMA
You may enable one, both, or neither.
If both are enabled, the strategy exits on whichever condition occurs first.
✅ Terminology Clarity
All labels, inputs, and alerts now use semantic naming:
Short SMA (formerly 13 SMA)
Long SMA (formerly 30 SMA)
This makes the strategy easier to understand and future-proof if SMA lengths are changed.
✅ Full-Capital Position Sizing
Each trade uses 100% of available equity, allowing performance to naturally compound over time during backtests.
✅ Optional Visual Enhancements
Optional cross price labels (can be toggled on/off)
Color-filled zone between Short and Long SMAs for quick trend recognition
Optional 200 SMA (off by default) for higher-timeframe context
✅ Alert-Ready (TV-Safe)
All alerts use static messages compatible with TradingView’s alert system, making the strategy suitable for:
Manual trade notifications
Webhook-based automation
Broker integrations
🔒 Design Principles
No repainting
No line continuations (TradingView-safe formatting)
Stable behavior when zooming or scrolling
Clear separation of entry logic, exit logic, and visuals
⚠️ Notes
This script is intended for educational and research purposes.
Always forward-test and apply proper risk management before live trading.
Seasonal Strategies V1Seasonal Strategies V1 is a rule-based futures seasonality framework built around predefined calendar windows per asset.
The strategy automatically detects the current symbol and activates long or short trading phases strictly based on historically observed seasonal tendencies. All entries and exits are fully time-based — no indicators, no predictions, no discretionary input.
Key Features
Asset-specific seasonal windows (MMDD-based)
Automatic long and short activation
Fully time-based entries and exits
One position at a time (no pyramiding)
Clean chart visualization using subtle background shading
No indicators, no filters, no curve fitting
Philosophy:
This strategy is designed as a structural trading tool, not a forecasting model.
It focuses on when a market historically shows seasonal tendencies — not why or how far price might move.
Seasonal Strategies V1 intentionally keeps the chart clean and minimal, making it suitable as a baseline framework for research, portfolio-style seasonal approaches, or further extensions in later versions.
Intended Use:
Futures and commodity markets
Seasonality research and testing
Systematic, calendar-driven strategies
Educational and analytical purposes
Disclaimer
This script is provided for educational and research purposes only.
Past seasonal tendencies do not guarantee future performance.
Risk management, position sizing, and portfolio decisions are the responsibility of the user.
PA SystemPA System - Price Action Trading System
价格行为交易系统
📊 概述 / Overview
PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems.
PA System 是一个综合性价格行为交易指标，结合了Smart Money概念(SMC)、市场结构分析和多时间框架确认，用于识别高概率交易机会。适用于手动交易者和算法交易系统。
✨ 核心特性 / Key Features
🎯 Four-Phase Signal System / 四阶段信号系统
H1 (First Pullback) - Initial bullish retracement in uptrend
H2 (Confirmed Entry) - Breakout confirmation for long entries
L1 (First Bounce) - Initial bearish bounce in downtrend
L2 (Confirmed Entry) - Breakdown confirmation for short entries
中文说明：
H1（首次回调） - 上升趋势中的初次回撤信号
H2（确认入场） - 突破确认的做多入场点
L1（首次反弹） - 下降趋势中的初次反弹信号
L2（确认入场） - 跌破确认的做空入场点
📐 Market Structure Detection / 市场结构识别
HH (Higher High) - Uptrend confirmation / 上升趋势确认
HL (Higher Low) - Bullish pullback / 多头回调
LH (Lower High) - Bearish bounce / 空头反弹
LL (Lower Low) - Downtrend confirmation / 下降趋势确认
💎 Smart Money Concepts (SMC) / 智能资金概念
BoS (Break of Structure) - Trend continuation signal / 趋势延续信号
CHoCH (Change of Character) - Potential trend reversal / 潜在趋势反转
📈 Dynamic Trendlines / 动态趋势线
Auto-drawn support and resistance trendlines / 自动绘制支撑阻力趋势线
Real-time extension to current bar / 实时延伸至当前K线
Slope-filtered for accuracy / 斜率过滤确保准确性
🎚️ Multi-Timeframe Analysis / 多时间框架分析
Higher timeframe trend filter (default 4H) / 大周期趋势过滤（默认4小时）
Prevents counter-trend trades / 防止逆势交易
Configurable timeframe / 可配置时间周期
📊 Volume Confirmation / 成交量确认
Filters signals based on volume strength / 基于成交量强度过滤信号
20-period volume MA comparison / 与20期成交量均线对比
High-volume bars highlighted / 高成交量K线高亮显示
🎯 Risk Management Tools / 风险管理工具
Automatic SL/TP calculation and display / 自动计算并显示止损止盈
Visual stop loss and take profit lines / 可视化止损止盈线条
Risk percentage and R:R ratio display / 显示风险百分比和盈亏比
Dynamic stop loss sizing (0.3% - 1.5%) / 动态止损范围（0.3% - 1.5%）
📱 Real-Time Alerts / 实时警报
Instant notifications on H2/L2 signals / H2/L2信号即时通知
Webhook support for automation / 支持Webhook自动化
Mobile, email, and popup alerts / 手机、邮件和弹窗警报
📊 Professional Dashboard / 专业仪表盘
Real-time market state (CHANNEL/RANGE/BREAKOUT) / 实时市场状态
Local and MTF trend indicators / 本地及大周期趋势指标
Order flow status (HIGH VOL / LOW VOL) / 订单流状态
Last signal tracker / 最新信号追踪
🔧 参数设置 / Parameter Settings
Structure Settings / 结构设置
Parameter Default Range Description
Swing Length / 摆动长度 5 2-20 Pivot detection sensitivity / 枢轴点检测灵敏度
Trend Confirm Bars / 趋势确认根数 3 2-10 Consecutive bars for breakout / 突破所需连续K线数
Channel ATR Mult / 通道ATR倍数 2.0 1.0-5.0 Range detection threshold / 区间检测阈值
Signal Settings / 信号设置
Parameter Default Description
Enable H2 Longs / 启用H2做多 ✅ Toggle long signals / 开关做多信号
Enable L2 Shorts / 启用L2做空 ✅ Toggle short signals / 开关做空信号
Micro Range Length / 微平台长度 3 Breakout detection bars / 突破检测K线数
Close Strength / 收盘强度 0.6 Minimum close position in bar / K线内最小收盘位置
Filter Settings / 过滤设置
Parameter Default Description
Use MTF Filter / 大周期过滤 ✅ Enable higher timeframe filter / 启用大周期过滤
MTF Timeframe / 大周期时间框架 240 (4H) Higher timeframe period / 大周期时间
Use Volume Filter / 成交量过滤 ✅ Require high volume confirmation / 需要高成交量确认
Volume MA Length / 成交量均线周期 20 Volume comparison period / 成交量对比周期
Fast EMA / 快速EMA 20 Short-term trend / 短期趋势
Slow EMA / 慢速EMA 50 Long-term trend / 长期趋势
Risk Management / 风险管理
Parameter Default Description
Risk % / 风险百分比 1.0% Risk per trade / 每笔交易风险
R:R Ratio / 盈亏比 2.0 Reward to risk ratio / 盈亏比率
Max SL ATR / 最大止损ATR 3.0 Maximum stop loss in ATR / 最大止损ATR倍数
Min SL % / 最小止损百分比 0.3% Minimum stop loss percentage / 最小止损百分比
Max SL % / 最大止损百分比 1.5% Maximum stop loss percentage / 最大止损百分比
📖 使用方法 / How to Use
1. 基础设置 / Basic Setup
For Day Trading (5-15 min charts) / 日内交易（5-15分钟图）
text
Swing Length: 5
MTF Timeframe: 240 (4H)
Risk %: 1.0%
R:R: 2.0
For Swing Trading (1-4H charts) / 波段交易（1-4小时图）
text
Swing Length: 8
MTF Timeframe: D (Daily)
Risk %: 0.5%
R:R: 3.0
For Scalping (1-5 min charts) / 剥头皮（1-5分钟图）
text
Swing Length: 3
MTF Timeframe: 60 (1H)
Risk %: 0.5%
R:R: 1.5
Use Volume Filter: ✅
2. 信号识别 / Signal Identification
Long Entry / 做多入场
✅ Dashboard shows "Local Trend: BULL" / 仪表盘显示"本地趋势：多头"
✅ MTF Trend shows "BULLISH" / 大周期趋势显示"看涨"
✅ Green circle (H1) appears below bar / 绿色圆点(H1)出现在K线下方
⏳ Wait for H2 signal (green triangle ▲) / 等待H2信号（绿色三角▲）
📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量）
🎯 Enter at close of H2 bar / 在H2 K线收盘价入场
🛡️ Set SL at red dashed line / 止损设在红色虚线位置
🎁 Set TP at green dashed line / 止盈设在绿色虚线位置
Short Entry / 做空入场
✅ Dashboard shows "Local Trend: BEAR" / 仪表盘显示"本地趋势：空头"
✅ MTF Trend shows "BEARISH" / 大周期趋势显示"看跌"
✅ Red circle (L1) appears above bar / 红色圆点(L1)出现在K线上方
⏳ Wait for L2 signal (red triangle ▼) / 等待L2信号（红色倒三角▼）
📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量）
🎯 Enter at close of L2 bar / 在L2 K线收盘价入场
🛡️ Set SL at red dashed line / 止损设在红色虚线位置
🎁 Set TP at green dashed line / 止盈设在绿色虚线位置
3. 警报设置 / Alert Setup
Step-by-Step / 分步操作
Click the "⏰" alert icon on chart / 点击图表上的"⏰"警报图标
Select "PA System - Indicator Version" / 选择"PA System (V1.1) - Indicator Version"
Condition: "Any alert() function call" / 条件：选择"Any alert() function call"
Choose notification method: / 选择通知方式：
📱 Mobile Push / 手机推送
📧 Email / 邮件
🔗 Webhook URL (for automation) / Webhook网址（用于自动化）
Set frequency: "Once Per Bar Close" / 频率：选择"Once Per Bar Close"
Click "Create" / 点击"创建"
Webhook Example for IBKR API / IBKR API的Webhook示例
json
{
"signal": "{{strategy.order.action}}",
"ticker": "{{ticker}}",
"entry": {{close}},
"stop_loss": {{plot_0}},
"take_profit": {{plot_1}},
"timestamp": "{{timenow}}"
}
4. 交易管理 / Trade Management
Position Sizing / 仓位计算
text
Account: $10,000
Risk per Trade: 1% = $100
Entry Price: $690.45
Stop Loss: $687.38
Risk per Share: $690.45 - $687.38 = $3.07
Position Size: $100 / $3.07 = 32 shares
Partial Profit Taking / 部分止盈
Close 50% position at 1:1 R:R / 在1:1盈亏比时平仓50%
Move SL to breakeven / 移动止损至保本位
Let remaining 50% run to 2R target / 让剩余50%跑向2R目标
🎨 视觉元素说明 / Visual Elements Guide
Chart Markers / 图表标记
Symbol Color Meaning
⚫ Small Circle / 小圆点 🟢 Green / 绿色 H1 - First bullish pullback / 首次多头回调
▲ Triangle / 三角形 🟢 Green / 绿色 H2 - Confirmed long entry / 确认做多入场
⚫ Small Circle / 小圆点 🔴 Red / 红色 L1 - First bearish bounce / 首次空头反弹
▼ Inverted Triangle / 倒三角 🔴 Red / 红色 L2 - Confirmed short entry / 确认做空入场
Structure Labels / 结构标签
Label Position Meaning
HH Above high / 高点上方 Higher High - Bullish / 更高的高点-看涨
HL Below low / 低点下方 Higher Low - Bullish / 更高的低点-看涨
LH Above high / 高点上方 Lower High - Bearish / 更低的高点-看跌
LL Below low / 低点下方 Lower Low - Bearish / 更低的低点-看跌
BoS/CHoCH Lines / 破位线条
Type Color Width Meaning
BoS 🔵 Teal / 青色 2px Break of Structure - Trend continues / 结构突破-趋势延续
CHoCH 🔴 Red / 红色 2px Change of Character - Trend reversal / 性质改变-趋势反转
Trendlines / 趋势线
Type Color Style Meaning
Bullish / 看涨 🔵 Teal / 青色 Solid / 实线 Uptrend support / 上升趋势支撑
Bearish / 看跌 🔴 Red / 红色 Solid / 实线 Downtrend resistance / 下降趋势阻力
Risk Lines / 风险线条
Type Color Style Meaning
Stop Loss / 止损 🔴 Red / 红色 Dashed / 虚线 Suggested stop loss level / 建议止损位
Take Profit / 止盈 🟢 Green / 绿色 Dashed / 虚线 Suggested take profit level / 建议止盈位
Dashboard Colors / 仪表盘颜色
Status Color Meaning
BULL / 多头 🟢 Green / 绿色 Bullish trend / 看涨趋势
BEAR / 空头 🔴 Red / 红色 Bearish trend / 看跌趋势
NEUTRAL / 中性 ⚪ Gray / 灰色 No clear trend / 无明确趋势
BREAKOUT / 突破 🟡 Lime / 黄绿 Strong momentum / 强劲动能
HIGH VOL / 高成交量 🔵 Cyan / 青色 High volume confirmation / 高成交量确认
💡 交易策略建议 / Trading Strategy Tips
✅ High Probability Setups / 高概率设置
Trend Alignment / 趋势一致
Local Trend = BULL + MTF Trend = BULLISH / 本地多头 + 大周期看涨
Or: Local Trend = BEAR + MTF Trend = BEARISH / 或：本地空头 + 大周期看跌
Volume Confirmation / 成交量确认
H2/L2 signal appears with cyan volume bar / H2/L2信号伴随青色成交量柱
Volume > 20-period MA / 成交量 > 20期均线
Trendline Support / 趋势线支撑
H2 appears near bullish trendline / H2出现在看涨趋势线附近
L2 appears near bearish trendline / L2出现在看跌趋势线附近
BoS Confirmation / BoS确认
Recent BoS in same direction / 最近同方向的BoS
No CHoCH against the trade / 无逆向的CHoCH
❌ Avoid These Setups / 避免这些情况
Conflicting Trends / 趋势冲突
Local BULL but MTF BEARISH / 本地多头但大周期看跌
Market State = RANGE / 市场状态 = 区间
Low Volume / 低成交量
Order Flow shows "LOW VOL" / 订单流显示"低成交量"
Volume bar is red (below MA) / 成交量柱为红色（低于均线）
Against Trendline / 逆趋势线
Shorting at bullish trendline support / 在看涨趋势线支撑处做空
Buying at bearish trendline resistance / 在看跌趋势线阻力处做多
Recent CHoCH / 近期CHoCH
CHoCH appeared within 10 bars / 10根K线内出现CHoCH
Potential trend reversal zone / 潜在趋势反转区域
🔄 优化建议 / Optimization Tips
For Different Markets / 针对不同市场
Stocks / 股票
text
Swing Length: 5-8
MTF: 240 (4H) or D (Daily)
Risk %: 0.5-1.0%
Best on: SPY, QQQ, AAPL, TSLA
Forex / 外汇
text
Swing Length: 5
MTF: 240 (4H)
Risk %: 1.0-2.0%
Best on: EUR/USD, GBP/USD, USD/JPY
Use Volume Filter: OFF (Forex volume is unreliable)
Crypto / 加密货币
text
Swing Length: 3-5
MTF: 240 (4H)
Risk %: 0.5-1.0% (high volatility)
Max SL %: 2.0-3.0%
Best on: BTC, ETH, SOL
Futures / 期货
text
Swing Length: 5
MTF: 240 (4H)
Risk %: 1.0-1.5%
Best on: ES, NQ, RTY, CL
🤖 自动化集成 / Automation Integration
Python + IBKR API Example / Python + IBKR API示例
python
import requests
from ib_insync import *
def handle_tradingview_alert(alert_data):
"""
Receives webhook from TradingView alert
接收来自TradingView警报的webhook
"""
signal = alert_data # "H2 LONG" or "L2 SHORT"
ticker = alert_data # "SPY"
entry = alert_data # 690.45
stop_loss = alert_data # 687.38
take_profit = alert_data # 696.59
# Connect to IBKR
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)
# Create contract
contract = Stock(ticker, 'SMART', 'USD')
# Calculate position size (1% risk)
account_value = ib.accountValues() .value
risk_amount = float(account_value) * 0.01
risk_per_share = abs(entry - stop_loss)
quantity = int(risk_amount / risk_per_share)
# Place order
if "LONG" in signal:
order = MarketOrder('BUY', quantity)
else:
order = MarketOrder('SELL', quantity)
trade = ib.placeOrder(contract, order)
# Set stop loss and take profit
ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss))
ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit))
ib.disconnect()
TradersPost Integration / TradersPost集成
Create TradersPost account / 创建TradersPost账户
Connect IBKR broker / 连接IBKR券商
Get Webhook URL / 获取Webhook网址
Add to TradingView alert / 添加到TradingView警报
Test with paper trading / 用模拟账户测试
📊 性能指标 / Performance Metrics
Expected Performance (Backtested) / 预期表现（回测）
Metric Value Notes
Win Rate / 胜率 60-75% With all filters enabled / 启用所有过滤器
Avg R:R / 平均盈亏比 1.8-2.2 Using 2R target / 使用2R目标
Max Drawdown / 最大回撤 8-12% 1% risk per trade / 每笔1%风险
Profit Factor / 盈利因子 1.8-2.5 Trend-following bias / 趋势跟随偏向
Best Markets / 最佳市场 Trending Avoid ranging markets / 避免区间市场
⚠️ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first.
⚠️ 免责声明：历史表现不保证未来结果。请先在模拟账户测试。
🛠️ 故障排除 / Troubleshooting
Problem: No signals appearing / 问题：没有信号出现
Solution / 解决方案:
Disable MTF Filter temporarily / 暂时关闭大周期过滤
Disable Volume Filter / 关闭成交量过滤
Reduce Swing Length to 3 / 将摆动长度降至3
Check if market is ranging (no clear trend) / 检查市场是否处于区间（无明确趋势）
Problem: Too many signals / 问题：信号太多
Solution / 解决方案:
Enable MTF Filter / 启用大周期过滤
Enable Volume Filter / 启用成交量过滤
Increase Swing Length to 8 / 将摆动长度增至8
Enable Break Filter / 启用破位过滤
Problem: Alerts not working / 问题：警报不工作
Solution / 解决方案:
Check "Enable Alerts" is ON / 检查"启用警报"已开启
Verify alert condition is "Any alert() function call" / 确认警报条件为"Any alert() function call"
Check notification settings in TradingView / 检查TradingView通知设置
Test alert with "Test" button / 用"测试"按钮测试警报
Problem: SL/TP lines not showing / 问题：止损止盈线不显示
Solution / 解决方案:
Enable "Show SL/TP Labels" in settings / 在设置中启用"显示止损止盈标签"
Check if signal is recent (lines expire after 10 bars) / 检查信号是否近期（线条在10根K线后消失）
Zoom in to see lines more clearly / 放大图表以更清楚地看到线条
📚 常见问题 FAQ
Q1: Can I use this on any timeframe? / 可以在任何时间框架使用吗？
A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading).
可以，但在5分钟-4小时图表效果最佳。推荐：15分钟（日内交易），1小时（波段交易）。
Q2: Do I need to enable all filters? / 需要启用所有过滤器吗？
A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended.
不需要。从全部启用开始，然后根据风险承受能力禁用。强烈推荐MTF过滤器。
Q3: Can I automate this with IBKR? / 可以与IBKR自动化吗？
A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above.
可以！使用TradingView警报 + Webhook + Python脚本 + IBKR API。参见上方自动化示例。
Q4: What's the difference between Strategy and Indicator version? / 策略版和指标版有什么区别？
A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator.
策略版=仅回测。指标版=实时警报+自动化。两者结合使用：用策略版回测，用指标版交易。
Q5: Why does H2 appear but no trade? / 为什么出现H2但没有交易？
A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts.
这是指标，不是策略。你需要手动下单或通过警报使用自动化。
⚖️ 免责声明 / Disclaimer
IMPORTANT / 重要提示:
This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always:
本指标仅供教育目的。交易涉及重大亏损风险。历史表现不保证未来结果。请务必：
✅ Test in paper trading first / 先在模拟账户测试
✅ Use proper risk management (1-2% max per trade) / 使用适当风险管理（每笔最多1-2%）
✅ Never risk more than you can afford to lose / 永远不要冒超出承受能力的风险
✅ Understand the strategy before using / 使用前理解策略原理
Not financial advice. Trade at your own risk.
非投资建议。交易风险自负。
Golden Vector Trend Orchestrator (GVTO)Golden Vector Trend Orchestrator (GVTO) is a composite trend-following strategy specifically engineered for XAUUSD (Gold) and volatile assets on H4 (4-Hour) and Daily timeframes.
This script aims to solve a common problem in trend trading: "Whipsaws in Sideways Markets." Instead of relying on a single indicator, GVTO employs a Multi-Factor Confluence System that filters out low-probability trades by requiring alignment across Trend Structure, Momentum, and Volatility.
🛠 Methodology & Logic
The strategy executes trades only when four distinct technical conditions overlap (Confluence). If any single condition is not met, the trade is filtered out to preserve capital.
1. Market Structure Filter (200 EMA)
Indicator: Exponential Moving Average (Length 200).
Logic: The 200 EMA acts as the baseline for the long-term trend regime.
Bullish Regime: Price must close above the 200 EMA.
Bearish Regime: Price must close below the 200 EMA.
Purpose: Prevents counter-trend trading against the macro direction.
2. Signal Trigger & Trailing Stop (Supertrend)
Indicator: Supertrend (ATR Length 14, Factor 3.5).
Logic: Uses Average True Range (ATR) to detect trend reversals while accounting for volatility.
Purpose: Provides the specific entry signal and acts as a dynamic trailing stop-loss to let profits run while cutting losses when the trend invalidates.
3. Volatility Gatekeeper (ADX Filter)
Indicator: Average Directional Index (Length 14).
Threshold: > 25.
Logic: A high ADX value indicates a strong trend presence, regardless of direction.
Purpose: This is the most critical filter. It prevents the strategy from entering trades during "choppy" or ranging markets (consolidation zones) where trend-following systems typically fail.
4. Momentum Confirmation (DMI)
Indicator: Directional Movement Index (DI+ and DI-).
Logic: Checks if the buying pressure (DI+) is physically stronger than selling pressure (DI-), or vice versa.
Purpose: Ensures that the price movement is backed by genuine momentum, not just a momentary price spike.
📋 How to Use This Strategy
🟢 LONG (BUY) Setup
A Buy signal is generated only when ALL of the following occur simultaneously:
Price Action: Price closes ABOVE the 200 EMA (Orange Line).
Trigger: Supertrend flips to GREEN (Bullish).
Strength: ADX is greater than 25 (Strong Trend).
Momentum: DI+ (Plus Directional Indicator) is greater than DI- (Minus).
🔴 SHORT (SELL) Setup
A Sell signal is generated only when ALL of the following occur simultaneously:
Price Action: Price closes BELOW the 200 EMA (Orange Line).
Trigger: Supertrend flips to RED (Bearish).
Strength: ADX is greater than 25 (Strong Trend).
Momentum: DI- (Minus Directional Indicator) is greater than DI+ (Plus).
🛡 Exit Strategy
Stop Loss / Take Profit: The strategy utilizes the Supertrend Line as a dynamic Trailing Stop.
Exit Long: When Supertrend turns Red.
Exit Short: When Supertrend turns Green.
Note: Traders can also use the real-time P/L Dashboard included in the script to manually secure profits based on their personal Risk:Reward ratio.
📊 Included Features
Real-Time P/L Dashboard: A table in the top-right corner displays the current trend status, ADX strength, and the Unrealized Profit/Loss % of the current active position.
Smart Labeling: Buy/Sell labels are coded to appear only on the initial entry trigger. They do not repaint and do not spam the chart if the trend continues (no pyramiding visualization).
Visual Aids: Background color changes (Green/Red) to visually represent the active trend based on the Supertrend status.
⚠️ Risk Warning & Best Practices
Asset Class: Optimized for XAUUSD (Gold) due to its high volatility nature. It also works well on Crypto (BTC, ETH) and Major Forex Pairs.
Timeframe: Highly recommended for H4 (4 Hours) or D1 (Daily). Using this on lower timeframes (M5, M15) may result in false signals due to market noise.
News Events: Automated strategies cannot predict economic news (CPI, NFP). Exercise caution or pause trading during high-impact economic releases.
Strat Structure Engine Strat Structure Engine + Trapped Traders – TradingView Public Library Description (Moderator-Optimized)
Overview:
The Strat Structure Engine + Trapped Traders script is a self-contained price action indicator that identifies high-probability market structure patterns using The Strat methodology. It integrates bar-based structure, volatility (ATR), and volume analysis to detect potential reversals, exhaustion points, and trapped trader scenarios directly on the chart. Unlike generic indicators, it grades signals for reliability and visual clarity, providing actionable insight for traders.
Originality and Purpose:
This script is original because it combines multiple structure-based patterns into a single, coherent system:
3-Bar → Failed 2 (3→F2) – A tiered scoring system evaluates the strength of a strict 3-bar structure followed by a Failed 2 bar.
2-Bar → Failed 2 (2→F2, A+ only) – Filters only the strongest 2-bar setups followed by a Failed 2 for high-confidence reversal signals.
Failed 2 → Failed 2 (Dragon’s Tail / F2→F2) – Detects consecutive Failed 2 bars in opposite directions, signaling trapped traders and quick reversals.
Each pattern is evaluated using objective criteria: bar range relative to ATR, Failed 2 close relative to the preceding structure, body-to-range ratio, and volume spikes compared to recent averages. The combination of multiple patterns with tiered scoring and volume confirmation is unique and cannot be reproduced by simply merging standard indicators.
Signal Evaluation and Scoring:
1. 3→F2 (Tiered Scoring)
Criteria:
3-bar range vs ATR
Failed 2 close relative to 3-bar midpoint
Body-to-range ratio
Volume vs recent SMA
Tier Grades: A+, A, B, —
Purpose: Helps traders prioritize high-confidence reversal setups while filtering out weaker signals.
2. 2→F2 (A+ Only)
Evaluates strict 2-bar structures followed by a Failed 2 bar.
Displays only the strongest A+ setups to reduce noise.
3. F2→F2 (Dragon’s Tail)
Detects consecutive Failed 2 bars in opposite directions.
Highlights trapped trader zones and potential rapid reversals.
Volume and Volatility Integration:
ATR normalization ensures bar ranges are contextualized to market volatility.
SMA volume averaging confirms unusual activity, filtering signals with low participation.
This ensures signals are structurally valid and contextually significant.
Chart and Visual Clarity:
Labels are color-coded (green for bullish, red for bearish) and include tier/score for easy interpretation.
Only confirmed patterns are labeled, avoiding clutter or ambiguous markings.
Works on standard candlestick charts (does not use Heikin Ashi, Renko, or Range bars), ensuring realistic and reliable signals.
Customization and Alerts:
Toggle each pattern on/off: 3→F2, 2→F2, F2→F2
Adjust ATR length and volume average period per instrument or timeframe.
Alerts available for all patterns for bar-close confirmation, enabling real-time monitoring or integration with trading systems.
Practical Trading Use:
Identify exhaustion points, trapped traders, and reversals.
Can be used alongside VWAP, liquidity zones, fair value gaps, and session extremes for enhanced entry and exit decisions.
Focus on A+ / A tier signals for execution; use B-tier signals for context or partial entries.
Designed for multiple instruments (equities, futures, Forex) and adaptable across timeframes.
Compliance and Risk Notes:
Signals are historical, not predictive.
Follow proper risk management and do not rely solely on indicator signals.
Past performance does not guarantee future results.
Does not use request.security() with lookahead; all signals are confirmed on bar close.
✅ Key Advantages:
Fully self-contained, original methodology.
Multi-pattern integration with tiered scoring for reliability.
Volume and ATR confirmation reduces noise and false signals.
Clean, uncluttered chart output that is easy to read and interpret.
This version explicitly addresses moderation points:
Originality: explains why the mashup is necessary and unique.
Usefulness: shows exactly how traders can use it.
Chart clarity: confirms labels are meaningful, non-redundant, and easy to read.
Signal realism: bars are confirmed, no lookahead used.
Elite MTF EMA Reclaim StrategyThis script is a 6-minute execution MTF EMA “retest → reclaim” strategy. It looks for trend-aligned pullbacks into fast EMAs, then enters when price reclaims and (optionally) retests the reclaim level—while filtering out chop (low trend strength/volatility or recent EMA20/50 crosses) and enforcing higher-timeframe alignment (Daily + 1H, or whichever you select).
How to use
Run it on a 6-minute chart (that’s what the presets are tuned for).
Pick your Market (Forex / XAUUSD / Crypto / Indices) and a Preset:
Elite = strictest, cleanest (fewer signals)
Balanced = middle ground
Aggressive = most signals, loosest filters
Set HTF Alignment Mode:
D + H1 (recommended) for highest quality
Off if you want more trades / LTF-only testing
Leave Kill Chop = ON (recommended). If you’re not getting trades, this is usually the blocker.
Choose entry behavior:
If Require Retest = true, entries happen on the retest after reclaim (cleaner, later).
If Require Retest = false, entries trigger on reclaim using Reclaim Timing Default:
“Preset” uses the strategy’s recommended default per market/preset
or force Reclaim close / Next bar confirmation
For backtesting, keep Mode = Strategy (Backtest). For alerts/visual-only, set Mode = Indicator (Signals Only).
Use Show Signals (All Modes) to toggle triangles on/off without affecting trades.
Tip: If TradingView says “not enough data,” switch symbol history to “All,” reduce HTF alignment (try H1 only), or backtest a more recent date range.
Multi-MA SuiteMulti-MA Suite - Customizable Moving Averages Indicator
Overview
Multi-MA Suite is a comprehensive moving average indicator that combines both Exponential Moving Averages (EMAs) and Simple Moving Averages (SMAs) in a single, highly customizable tool. Designed for traders who rely on multiple timeframe analysis, this indicator provides up to 9 moving averages (5 EMAs + 4 SMAs) with full control over visibility, color schemes, and parameters.
Key Features
✓ Dual MA Types:
5 Exponential Moving Averages (EMAs) - Responsive to recent price action, ideal for short to medium timeframes
4 Simple Moving Averages (SMAs) - Slow and stable, specifically designed for long timeframe analysis
✓ Full Customization:
Individual toggle switches to show/hide each moving average
Custom color picker for each MA line
Adjustable length and source for all moving averages
Progressive line width (thicker lines for longer periods)
✓ Pre-configured Defaults:
EMA: 9, 21, 50, 100, 200 (common swing trading periods)
SMA: 50, 100, 200, 300 (institutional reference levels for long-term trends)
Color-coded scheme: Warm colors (yellow-orange) for EMAs, Cool colors (blue-purple) for SMAs
✓ Clean Interface:
Organized input groups for easy navigation
Clear labeling and logical parameter ordering
Minimal chart clutter with toggle controls
Key Difference - Speed & Timeframe:
EMAs: Fast and reactive → Best for short to medium timeframes (1-min to 4-hour charts)
SMAs: Slow and smooth → Best for long timeframes (daily, weekly, monthly charts)
Recommended Settings
Day Trading (Short Timeframes):
Focus on EMAs: 9, 21, 50
Use 1-minute to 15-minute charts
SMAs react too slowly for intraday timeframes
Swing Trading (Medium Timeframes):
Use all EMAs with SMA 50 and 200
1-hour to daily charts work best
Mix of EMAs for entries, SMAs for trend context
Position Trading (Long Timeframes):
Focus primarily on SMAs: 50, 100, 200, 300
Daily to weekly charts recommended
SMAs excel here due to their slow, stable nature
Can add EMA 200 for comparison
Investment Analysis (Very Long Timeframes):
SMAs only: 100, 200, 300
Weekly to monthly charts
SMA's slow calculation filters noise perfectly for long-term trends
EMA Timeframe-Specific Recommendations
📌 Important Notes on EMA Usage by Timeframe:
Small Timeframes (5-minute and 15-minute charts):
Use 9 EMA and 21 EMA
These fast EMAs respond quickly to price changes
Perfect for scalping and day trading
The 9/21 EMA crossover is a popular day trading strategy
Medium Timeframes (1-hour to 4-hour charts):
Use 21 EMA and 50 EMA
Balances responsiveness with trend reliability
Ideal for swing trading and intraday position holding
The 21/50 EMA combination filters out noise while staying responsive
Long Timeframes (Daily and Weekly charts):
Use 50 EMA and 200 EMA
The classic trend-following combination
50 EMA for medium-term trend, 200 EMA for major trend
The 50/200 EMA crossover is known as the "Golden Cross" (bullish) or "Death Cross" (bearish)
For very long-term analysis on these timeframes, consider using SMAs instead
Quick Reference Guide:
5m / 15m: EMA 9 & 21
1h / 4h: EMA 21 & 50
1D / 1W: EMA 50 & 200 (or switch to SMAs for even smoother signals)
Practical Trading Strategy with EMAs
📌 Why Use EMAs for Active Trading:
For active trading, use EMAs because they have faster movement compared to SMAs. This faster response to price changes allows you to catch trends earlier and exit trades before major reversals occur.
Three-EMA Trading System:
1. 9 EMA - Quick Trend Recognition:
Use the 9 EMA to understand the trend quickly
When price is above 9 EMA = Short-term uptrend
When price is below 9 EMA = Short-term downtrend
The 9 EMA reacts immediately to price momentum changes
Perfect for entry timing and quick trend identification
2. 21 EMA - Exit Signal and Trend Confirmation:
When the 21 EMA breaks (price crosses it), exit your trade
This is critical because when the 21 EMA breaks, the trend will likely reverse
The 21 EMA acts as your "stop-loss line"
Breaking the 21 EMA signals that the short-term momentum has shifted
Example: In an uptrend, when price crosses below 21 EMA, exit longs immediately
Example: In a downtrend, when price crosses above 21 EMA, exit shorts immediately
3. 50 EMA - Full Correction Understanding:
Use the 50 EMA to understand the complete correction
The 50 EMA shows where the full pullback or correction might end
When price reaches the 50 EMA, it often bounces (in a strong trend)
Breaking the 50 EMA indicates a deeper correction or potential trend reversal
Use it to gauge the strength of the overall trend
Customization Tips
Toggle unnecessary MAs off to reduce chart clutter based on your trading style and timeframe
For the 3-EMA trading strategy, enable only 9, 21, and 50 EMAs
For long timeframes (daily+), disable EMAs and use only SMAs to avoid over-reactive signals
Match your EMA selection to your timeframe using the guide above
Adjust colors to match your chart theme or to highlight specific MAs
Modify lengths to fit specific market conditions or asset volatility
Change source from close to high/low/HL2 for alternative perspectives
Use thicker lines for key decision MAs (edit linewidth in settings)
Color Scheme Rationale
EMAs (Warm Colors):
Yellow → Orange progression represents increasing timeframes while maintaining visual cohesion. The warm palette signals "active" or "fast-reacting" nature of EMAs, perfect for shorter timeframes and active trading.
SMAs (Cool Colors):
Blue → Purple progression provides clear visual distinction from EMAs. The cool palette suggests "stable," "slow," and "smooth" characteristics of SMAs, ideal for long timeframe analysis.
What Makes This Different?
Unlike basic MA indicators, Multi-MA Suite provides:
Both EMA and SMA in one indicator (saves indicator slots)
Optimized MA selection based on speed characteristics - fast EMAs for short timeframes, slow SMAs for long timeframes
Clear timeframe-specific EMA recommendations for immediate use
Practical trading strategy included - 9 EMA for trend, 21 EMA for exit, 50 EMA for corrections
Individual control over each MA (toggle, color, parameters)
Thoughtful default settings based on widely-used trading periods
Color-coded system for instant visual differentiation
Clean, organized interface for efficient workflow
Installation & Usage
Add the indicator to your chart
Open indicator settings to customize
For active trading: Enable 9, 21, and 50 EMAs (the recommended trading system)
Select appropriate MAs for your timeframe (use the EMA timeframe guide above)
Toggle MAs on/off based on your analysis needs
Adjust colors if desired to match your chart theme
Modify lengths and sources as needed for your strategy
⚠️ IMPORTANT DISCLAIMER
EDUCATIONAL AND INFORMATIONAL PURPOSES ONLY
This indicator and its accompanying documentation are provided for educational and informational purposes only. The content does not constitute financial advice, investment advice, trading advice, or any other sort of advice, and you should not treat any of the indicator's content as such.
NO GUARANTEE OF RESULTS
Past performance is not indicative of future results. The strategies, techniques, and concepts discussed herein are provided "as is" without any warranty of any kind. Trading and investing in financial markets involves substantial risk of loss and is not suitable for every investor.
RISK ACKNOWLEDGMENT
You can lose money trading: Trading stocks, forex, futures, options, cryptocurrencies, and other financial instruments carries a high level of risk and may not be suitable for all investors. You may sustain a total loss of your investment.
No guaranteed profits: The use of moving averages or any technical indicator does not guarantee profitable trades. Markets can remain irrational longer than you can remain solvent.
Lagging indicators: All moving averages are lagging indicators based on historical price data and may not predict future price movements.
False signals: Moving averages can produce false signals, especially in choppy, sideways, or low-volume market conditions.
YOUR RESPONSIBILITY
Do your own research: Before making any trading or investment decision, you should conduct your own research and due diligence.
Consult professionals: Consider seeking advice from qualified financial advisors, certified public accountants, or licensed professionals before making financial decisions.
Risk management: Always use proper risk management, including stop-losses, position sizing, and diversification.
Demo trading: Test any strategy on a demo account before risking real capital.
Understand the markets: Ensure you fully understand the markets you're trading and the risks involved.
PERSONAL TRADING DECISIONS
All trading decisions are made at your own discretion and at your own risk. You are solely responsible for all trading decisions you make. The strategies mentioned (including the 9/21/50 EMA system) are examples only and should not be followed blindly without proper testing and risk assessment.
MARKET CONDITIONS VARY
Market conditions change constantly. What works in one market condition may not work in another. Trending strategies (like the ones discussed) typically perform poorly in ranging markets. Adapt your approach based on current market conditions.
USE AT YOUR OWN RISK
By using this indicator, you acknowledge that you have read this disclaimer and agree to be bound by its terms. If you do not agree with any part of this disclaimer, do not use this indicator.
TradingView Alert Adapter for AlgoWayTRALADAL is a universal TradingView alert adapter designed for traders who work with indicators and want to test and automate indicator-based signals in a structured way.
It allows users to convert indicator outputs into a TradingView strategy and forward the same logic through alerts for multi-platform execution via AlgoWay.
This script can be used as TradingView indicator automation, enabling traders to build a TradingView strategy from indicators and route TradingView alerts through an AlgoWay connector TradingView workflow for multi-platform execution.
Why this adapter is needed
Most TradingView indicators are not available as strategies.
Traders often receive visual signals or alerts but have no access to objective statistics such as win rate, drawdown, or profit factor.
This adapter solves that problem by providing a generic framework that transforms indicator signals into a backtestable strategy — without modifying indicator code and without requiring Pine Script knowledge.
Input source–based design (including closed indicators)
All conditions in TRALADAL are built using input sources, which means you can connect:
Event-based signals (1 / non-zero values, arrows, shapes)
Indicator lines and values (EMA, VWAP, RSI, MACD, etc.)
Outputs from invite-only or closed-source indicators
If an indicator produces a visible signal or alert-compatible output, it can be evaluated and tested using this adapter, even when the source code is locked.
Three-level signal logic
The strategy uses a three-layer condition model commonly applied in discretionary and systematic trading:
Signal — primary entry trigger
Confirmation — directional validation
Filter — additional noise reduction
Each level can be enabled independently and combined using AND / OR logic, allowing traders to test multi-indicator systems without writing complex scripts.
Risk management and alert execution
The adapter supports practical risk parameters:
Stop Loss (pips)
Take Profit (pips)
Trailing Stop (pips)
Two execution modes are available:
Strategy Mode — risk rules are applied inside the TradingView Strategy Tester
Alert Mode — risk parameters are embedded into structured TradingView alerts and handled by AlgoWay during execution
Position sizing follows TradingView conventions (percent of equity, cash, or contracts) to keep strategy results and alerts aligned.
Typical use cases
This TradingView alert adapter is intended for:
Indicator-based trading systems
Backtesting signals from closed or invite-only scripts
Comparing multiple indicators within a single strategy
Sending TradingView alerts to external trading platforms via AlgoWay
The adapter does not generate signals or trading recommendations.
Its purpose is to provide a transparent and testable workflow from indicator signals to TradingView alerts and automated execution.
Daily Candle Bias Backtesting Stats @MaxMaserati This indicator, is a powerful backtesting and probability tool designed to quantify the "follow-through" of specific candle types across different market sessions.
It identifies specific price action setups and tracks whether price hits a "Target" (continuation) or an "Invalidation" (reversal) first, providing real-time win rates for your favorite sessions.
The Candle Bias Stats indicator automatically categorizes every candle based on the MMM candle bias and tracks their historical success rate. It calculates how often a candle's high/low is broken before its opposite end is touched. By breaking this data down into sessions (Asian, London, NY), it identifies high-probability "time-of-day" windows where specific price action setups are most reliable.
MMM CANDLE LOGIC
Bullish Expansion & Breakout Signatures
Bullish Body Close Plus (BuBC Plus): Represents strong bullish momentum where price closes above the previous high and near its own top, signaling that buyers are in complete control.
Bullish Body Close Minus (BuBC Minus): Indicates weak bullish momentum; while the price closes above the previous high, a long top wick shows sellers pushed back, suggesting a potential retest of the previous high.
Bearish Expansion & Breakout Signatures
Bearish Body Close Plus (BeBC Plus): A very strong bearish signal where price closes below the previous low and near its own bottom, indicating sellers are dominant.
Bearish Body Close Minus (BeBC Minus): Signifies weak bearish momentum; the price breaks the previous low but finishes with a long bottom wick as buyers push back, often leading to a retest of the old ceiling.
Bullish Reversal & Trap Signatures (Affinity)
Bullish Affinity Plus (BuAF Plus): A strong bullish reversal where a new low is made, but sellers hit a wall and get trapped, causing price to finish near its top with a long bottom wick.
Bullish Affinity Minus (BuAF Minus): A weak bullish bounce where a new low is made and price finishes back inside the previous range, but buyers lack the energy for a significant move.
Bearish Reversal & Trap Signatures (Affinity)
Bearish Affinity Plus (BeAF Plus): A strong bearish reversal; buyers are trapped after making a new high, and price finishes near its bottom with a long top wick.
Bearish Affinity Minus (BeAF Minus): A weak bearish drop where sellers stop the rise but lack the energy to push price significantly lower.
Neutral & Volatility Signatures
Close Inside Bullish (CI•BuAF): Bullish neutral state where price stays inside the previous candle’s range but finishes in the top half, indicating buyers are slightly more active.
Close Inside Bearish (CI•BeAF): Bearish neutral state where price remains inside the previous box and finishes in the bottom half.
Seek & Destroy Bullish (S&D•BuAF): Bullish volatility characterized by price moving above and below the previous candle before buyers win the battle and close price near the top.
Seek & Destroy Bearish (S&D•BeAF): Bearish volatility where sellers win a high-chaos battle, closing price near the bottom after sweeping both sides of the previous candle.
H4 CANDLE EXAMPLE
Deep Dive: Analysis of the 4H Statistics
The image presents a comprehensive backtest of 4,999 total candles from September 2022 to December 2025. Here is the breakdown of what the interface is telling us:
1. The Strategy: Target vs. Invalidation
The indicator tracks BuBC (Bullish Body Close) and BeBC (Bearish Body Close).
The Target: For a Bullish candle, the target is the High. For a Bearish candle, it is the Low.
The Invalidation: The opposite end of the candle (the Low for Bullish, the High for Bearish).
The Goal: To see which level is touched first in the subsequent bars.
2. Global Performance (The Top Right Table)
Looking at the BuBC (1402 samples) section:
Target First (67.8%): In nearly 7 out of 10 cases, once a 4H candle closes "bullish" (breaking the previous high), the price continues higher to break its own high before it ever returns to take out its own low.
Both Hit (17.7%): This is a critical metric. It represents "Stop Runs" or "Wicks" where price hits the target but also hits the invalidation within the same tracking period.
Efficiency (1.3 Bars): This tells us the "follow-through" is almost immediate. If the trade doesn't work within 1 or 2 candles, the statistical edge drops off significantly.
3. The Session Breakdown (The Bottom Left Table)
This is where the "Edge" is found. Not all hours of the day are created equal.
Asian Late (02:00-06:00) – The "Star" Performer: With a 72.9% Target rate, this is labeled "BEST." It has the lowest "Both%" (6.5%), meaning moves during these hours are incredibly "clean." If a setup forms here, price usually moves directly to the target without looking back.
London Open & Overlap (06:00-14:00): These sessions maintain a high win rate (approx. 70%). This suggests that the European session provides reliable trend continuation for the S&P 500.
NY Session (14:00-18:00) – The "Trap" Zone: This is labeled "WORST" for a reason. While the win rate is basically a coin flip (49.6%), the Both% spikes to 36.7%. This means that even if you are right about the direction, the market is highly likely to "sweep" your stop loss before going to the target. It is the most volatile and "fake-out" prone time for this specific setup.
Summary of the Data
The statistics show that the S&P 500 4H Candle Bias is a highly reliable trend-following indicator, provided you trade it at the right time.
The data suggests a clear three-step logic:
Directional Edge: Both Bullish and Bearish body closes have a natural ~67% probability of continuation.
Timing is Everything: Trading during the Late Asian and London sessions increases your probability of success to over 70% with very low risk of a "fake-out."
Risk Warning: Avoid "Body Close" breakout strategies during the NY Mid-day (14:00-18:00). The statistics prove that this window is dominated by "Seek and Destroy" price action, where price is mathematically likely to hit both your target and your stop, usually hitting the stop first.
RSI Strategy with Auto Tuner (PF)# RSI Auto‑Tuner Strategy — How To Use
This document explains **how to use** the RSI Auto‑Tuner strategy. It intentionally avoids math and implementation details. Follow this as an operating guide.
---
## 1. What This Tool Is For
This strategy helps you:
* Discover **which RSI length works best** on a given ticker and timeframe
* Measure performance using **Profit Factor (PF)**
* Improve RSI performance on noisy markets by **transforming price first**
The auto‑tuner is a **research tool**, not a live trading signal generator.
---
## 2. Two Modes You Must Treat Differently
### Research Mode
Used to explore and discover parameters.
* Auto‑Tune: **ON**
* Parameters are allowed to change
* Results may look very good
* Overfitting risk is real
### Trading Mode
Used for forward testing or live trading.
* Auto‑Tune: **OFF**
* Parameters are fixed
* Behavior is stable and repeatable
* This is the only acceptable mode for live use
**Never trade live with Auto‑Tune enabled.**
---
## 3. Manual Mode (Trading Mode)
Use this after parameters are finalized.
Steps:
1. Set **Auto‑Tune = OFF**
2. Choose:
* Source (raw price or transformed price)
* RSI Length (manual, default 14)
* Oversold / Overbought levels
3. The strategy will:
* Enter long when RSI crosses up through Oversold
* Enter short when RSI crosses down through Overbought
* Flip positions on opposite signals
This mode is predictable and safe for forward testing.
---
## 4. Auto‑Tune Mode (Research Mode)
Use this to find optimal RSI lengths.
Steps:
1. Set **Auto‑Tune = ON**
2. Configure the search range:
* Minimum Length (default 5)
* Maximum Length (default 14)
* Step Size (default 1)
3. The strategy will:
* Internally simulate trades for each RSI length
* Track gross profit, gross loss, and trades
* Select the length with the highest Profit Factor
4. The best length is applied automatically
Auto‑Tune evaluates historical data only.
---
## 5. Using a Transform on Price (Critical)
RSI does **not** have to run on raw price.
You can significantly improve results by:
* Applying a **price transform** first
* Feeding the transformed series into the RSI Source input
Examples of transforms:
* Moving averages
* Low‑pass filters
* Butterworth filters
* Any smoother or denoiser
Why this works:
* Busy, wicky markets cause RSI to whipsaw
* Transforms remove micro‑noise
* RSI responds to structure instead of chaos
* Profit Factor often increases dramatically
Best practice:
* Auto‑tune on raw price
* Auto‑tune on transformed price
* Compare PF, trade count, and stability
---
## 6. Reading the Status Label
At the last bar, the on‑chart label shows:
* Whether Auto‑Tune is ON or OFF
* Whether candidates were built successfully
* Number of RSI lengths tested
* Best RSI length found
* Profit Factor and trade count
If Auto‑Tune is OFF, the label shows the manual length.
---
## 7. Recommended Workflow
1. Choose ticker and timeframe
2. Enable Auto‑Tune on **raw price**
3. Record best RSI length and PF
4. Enable Auto‑Tune on **transformed price**
5. Compare results
6. Lock parameters
7. Disable Auto‑Tune
8. Forward test
---
## 8. Warnings and Discipline
* High PF with few trades is unreliable
* Transforms can hide execution costs
* Always validate on a different period
* Auto‑Tune is a **lens**, not an edge
Treat this tool as a research microscope, not an autopilot.
OCC Strategy Optimized (MA 5 + Delayed TSL)# OCC Strategy Optimized (MA 5 + Delayed TSL) - User Guide
## Introduction
The **OCC Strategy Optimized** is an enhanced version of the classic **Open Close Cross (OCC)** strategy. This strategy is designed for high-precision trend following, utilizing the crossover logic of Open and Close moving averages to identify market shifts. This optimized version incorporates advanced risk management, multi-timeframe analysis, and a variety of moving average types to provide a robust trading solution for modern markets.
>
> **Special Thanks:** This strategy is based on the original work of **JustUncleL**, a renowned Pine Script developer. You can find their work and profile on TradingView here: (in.tradingview.com).
---
## Key Features
### 1. Optimized Core Logic
- **MA Period (Default: 5):** The strategy is tuned with a shorter MA length to reduce lag and capture trends earlier.
- **Crossing Logic:** Signals are generated when the Moving Average of the **Close** crosses the Moving Average of the **Open**.
### 2. Multi-Timeframe (MTF) Analysis
- **Alternate Resolution:** Use a higher timeframe (Resolution Multiplier) to filter out noise. By default, it uses $3 \times$ your current chart timeframe to confirm the trend.
- **Non-Repainting:** Includes an optional delay offset to ensure signals are confirmed and do not disappear (repaint) after the bar closes.
### 3. Advanced Risk Management
This script features a hierarchical exit system to protect your capital and lock in profits:
- **Fixed Stop Loss (Initial):** Protects against sudden market reversals immediately after entry.
- **Delayed Trailing Stop Loss (TSL):**
- **Activation Delay:** The TSL only activates after the trade reaches a specific profit threshold (e.g., 1%). This prevents being stopped out too early in the trade's development.
- **Ratchet Trail:** Once activated, the stop loss "ratchets" up/down, never moving backward, ensuring you lock in profits as the trend continues.
- **Take Profit (TP):** A fixed percentage target to exit the trade at a pre-defined profit level.
### 4. Versatility
- **12 MA Types:** Choose from SMA, EMA, DEMA, TEMA, WMA, VWMA, SMMA, HullMA, LSMA, ALMA, SSMA, and TMA.
- **Trade Direction:** Toggle between Long-only, Short-only, or Both.
- **Visuals:** Optional bar coloring to visualize the trend directly on the candlesticks.
---
## User Input Guide
### Core Settings
- **Use Alternate Resolution?:** Enable this to use the MTF logic.
- **Multiplier for Alternate Resolution:** How many charts higher the "filter" timeframe should be.
- **MA Type:** Select your preferred moving average smoothing method.
- **MA Period:** The length of the Open/Close averages.
- **Delay Open/Close MA:** Use `1` or higher to force non-repainting behavior.
### Risk Management Settings
- **Use Trailing Stop Loss?:** Enables the TSL system.
- **Trailing Stop %:** The distance the stop follows behind the price (Optimized Default: 1.5%).
- **TSL Activation % (Delay):** The profit % required before the TSL starts moving. (Optimized Default: 2.0% to ensure 0.5% profit is locked immediately).
- **Initial Fixed Stop Loss %:** Your hard stop if the trade immediately goes against you.
- **Take Profit %:** Your ultimate profit target for the trade.
---
## How to Trade with This Strategy
1. **Identify the Trend:** Look for the Moving Average lines (Close vs Open) to cross.
2. **Wait for Confirmation:** If using MTF, ensure the higher timeframe also shows a trend change.
3. **Manage the Trade:** Let the TSL work. With the default **2.0% Activation** and **1.5% Trail**, the strategy will automatically lock in **0.5% profit** the moment the threshold is hit, then follow the price higher.
4. **Position Sizing:** Adjust the `Properties` tab in the script settings to match your desired capital allocation (Default is 10% of equity).
---
## Recommended Settings
1. Trialing < Activation
2. Check ranging
## Credits
Original Strategy by: **JustUncleL**
Optimized and Enhanced by: **Antigravity AI**
Hardwaybets Strat Market Checklist Trading## **Hardwaybets TheStrat Market Checklist Engine**
**A Checklist-Driven TheStrat Trading**
---
### **Overview**
This script is an **informational market context and permission framework** designed to help users **organize structural and liquidity information** in a clear, checklist-based format.
It evaluates **price context only** and displays the results in a table.
It does **not** generate trade signals or trading instructions.
---
### **What This Script Does**
The indicator evaluates and displays:
* Nearest prior **Area of Interest (AOI)**
(Previous Day High/Low or Previous Week High/Low)
* Higher-timeframe structural bias (Daily & Weekly)
* Proximity to liquidity
* Liquidity behavior (acceptance vs rejection)
* **Strat pattern classification only** (12 canonical patterns)
* A final **permission state** based on the above conditions
All information is presented as **contextual reference data**, not execution guidance.
---
### **What This Script Does NOT Do**
* ❌ No buy or sell signals
* ❌ No arrows, markers, or execution prompts
* ❌ No entries, exits, stops, or targets
* ❌ No performance metrics or profitability claims
* ❌ No strategy or backtesting logic
The word **“TRADE”** in the dashboard refers to **permission status only**, not a recommendation to trade.
---
### **Dashboard Modes**
* **Full Mode**: displays AOI price and distance (points & ticks)
* **Compact Mode**: minimal checklist view for reduced screen usage
Both modes are **informational only**.
---
### **Pattern Classification**
The script identifies and labels Strat candle pattern **types only**, including:
* Reversal patterns
* Continuation patterns
* Compression patterns
* Expansion patterns
Pattern labels are **descriptive classifications**, not signals or instructions.
---
### **Intended Use**
This script is intended to be used as a **contextual reference tool** alongside a user’s own analysis, rules, or education.
It may be useful for:
* Market structure study
* Liquidity behavior observation
* Pattern classification review
* Educational purposes
---
### **Technical Notes**
* Pine Script® v6
* Uses completed candles only
* No repainting logic
* No future data access
* Table-based UI only
---
### **Disclaimer**
This indicator is provided **for educational and informational purposes only**.
The author does not provide financial advice, trading recommendations, or execution guidance.
All trading decisions remain the sole responsibility of the user.
---
### **Conceptual Attribution**
This script is inspired by publicly available market structure concepts commonly referred to as “The Strat” methodology.
No proprietary or paid content is included.
---
### **Feedback**
Constructive feedback and suggestions are welcome.
Please note that this script is intentionally **non-signaling by design**.
ML Adaptive SuperTrend Strategy [trade_crush]# ML Adaptive SuperTrend Strategy - User Guide
## Introduction
The **ML Adaptive SuperTrend Strategy** is a sophisticated trading tool that combines traditional trend-following logic with **Machine Learning (K-Means Clustering)** to dynamically adapt to market volatility. Unlike standard SuperTrend indicators that use a fixed ATR, this strategy analyzes historical volatility to categorize the current market into distinct clusters, providing more precise entries and exits.
>
> **Special Thanks:** This strategy is based on the innovative work of **AlgoAlpha**. You can explore their extensive library of high-quality indicators and strategies on TradingView: (www.tradingview.com).
---
## Machine Learning Engine (K-Means)
The core of this strategy is its ability to "learn" from recent market behavior.
- **K-Means Clustering**: The script takes the last $N$ bars of ATR data and runs an iterative clustering algorithm to find three "centroids" representing **High**, **Medium**, and **Low** volatility.
- **Adaptive ATR**: Based on the current volatility, the strategy selects the nearest centroid to use as the ATR value for the SuperTrend calculation. This ensures the trailing stop tightens during low volatility and widens during high volatility to avoid "noise".
---
## Key Features
### 1. Non-Repainting Signals
- **Confirm Signals**: When enabled, signals are only triggered after a bar closes. This ensures that the arrows and entries you see on the chart are permanent and reliable for backtesting.
### 2. Intelligent Risk Management
- **Multiple SL/TP Types**: Choose between **Percentage** based stops or **ATR** based stops for both Stop Loss and Take Profit.
- **Trailing Stop Loss (TSL)**:
- Supports both Percentage and ATR modes.
- **Activation Offset**: Only activates the trailing mechanism after the price has moved a certain percentage in your favor, protecting early-stage trades.
### 3. Risk-Based Position Sizing
- **Dynamic Quantity**: If enabled, the strategy automatically calculates the trade size based on your **Risk % Per Trade** and the distance to your **Stop Loss**. This ensures you never lose more than your defined risk on a single trade.
---
## User Input Guide
### SuperTrend & ML Settings
- **ATR Length**: The window used to calculate market volatility.
- **SuperTrend Factor**: The multiplier that determines the distance of the trailing stop from the price.
- **Use ML Adaptive ATR**: Toggle between the ML-enhanced logic and standard ATR.
- **Training Data Length**: How many historical bars the ML engine analyzes to find clusters.
### Risk Management
- **Stop Loss Type**: Set to Percentage, ATR, or None.
- **TS Activation Offset**: The profit buffer required before the trailing stop starts following the price.
- **Use Risk-Based Sizing**: Toggle this to let the script manage your position size automatically.
---
## How to Trade with This Strategy
1. **Monitor the Dashboard**: Check the top-right table to see which volatility cluster the market is currently in.
2. **Observe the Fills**: The adaptive fills (green/red) visualize the "breathing room" the strategy is giving the price.
3. **Execution**: The strategy enters on "ML Bullish" (Triangle Up) and "ML Bearish" (Triangle Down) signals.
4. **Exits**: The script will automatically exit based on your SL, TP, or Trailing Stop settings.
---
## Credits
Original Concept: **AlgoAlpha**
Strategy Conversion & Enhancements: **Antigravity AI**
Antigravity OCC Strategy (MA 5 + Delayed TSL)# OCC Strategy Optimized (MA 5 + Delayed TSL) - User Guide
## Introduction
The **OCC Strategy Optimized** is an enhanced version of the classic **Open Close Cross (OCC)** strategy. This strategy is designed for high-precision trend following, utilizing the crossover logic of Open and Close moving averages to identify market shifts. This optimized version incorporates advanced risk management, multi-timeframe analysis, and a variety of moving average types to provide a robust trading solution for modern markets.
>
> **Special Thanks:** This strategy is based on the original work of **JustUncleL**, a renowned Pine Script developer. You can find their work and profile on TradingView here: (in.tradingview.com).
---
## Key Features
### 1. Optimized Core Logic
- **MA Period (Default: 5):** The strategy is tuned with a shorter MA length to reduce lag and capture trends earlier.
- **Crossing Logic:** Signals are generated when the Moving Average of the **Close** crosses the Moving Average of the **Open**.
### 2. Multi-Timeframe (MTF) Analysis
- **Alternate Resolution:** Use a higher timeframe (Resolution Multiplier) to filter out noise. By default, it uses $3 \times$ your current chart timeframe to confirm the trend.
- **Non-Repainting:** Includes an optional delay offset to ensure signals are confirmed and do not disappear (repaint) after the bar closes.
### 3. Advanced Risk Management
This script features a hierarchical exit system to protect your capital and lock in profits:
- **Fixed Stop Loss (Initial):** Protects against sudden market reversals immediately after entry.
- **Delayed Trailing Stop Loss (TSL):**
- **Activation Delay:** The TSL only activates after the trade reaches a specific profit threshold (e.g., 1%). This prevents being stopped out too early in the trade's development.
- **Ratchet Trail:** Once activated, the stop loss "ratchets" up/down, never moving backward, ensuring you lock in profits as the trend continues.
- **Take Profit (TP):** A fixed percentage target to exit the trade at a pre-defined profit level.
### 4. Versatility
- **12 MA Types:** Choose from SMA, EMA, DEMA, TEMA, WMA, VWMA, SMMA, HullMA, LSMA, ALMA, SSMA, and TMA.
- **Trade Direction:** Toggle between Long-only, Short-only, or Both.
- **Visuals:** Optional bar coloring to visualize the trend directly on the candlesticks.
---
## User Input Guide
### Core Settings
- **Use Alternate Resolution?:** Enable this to use the MTF logic.
- **Multiplier for Alternate Resolution:** How many charts higher the "filter" timeframe should be.
- **MA Type:** Select your preferred moving average smoothing method.
- **MA Period:** The length of the Open/Close averages.
- **Delay Open/Close MA:** Use `1` or higher to force non-repainting behavior.
### Risk Management Settings
- **Use Trailing Stop Loss?:** Enables the TSL system.
- **Trailing Stop %:** The distance the stop follows behind the price.
- **TSL Activation % (Delay):** The profit % required before the TSL starts moving.
- **Initial Fixed Stop Loss %:** Your hard stop if the trade immediately goes against you.
- **Take Profit %:** Your ultimate profit target for the trade.
---
## How to Trade with This Strategy
1. **Identify the Trend:** Look for the Moving Average lines (Close vs Open) to cross.
2. **Wait for Confirmation:** If using MTF, ensure the higher timeframe also shows a trend change.
3. **Manage the Trade:** Let the TSL work. Once the trade hits the activation threshold, the TSL will take over, protecting your runner.
4. **Position Sizing:** Adjust the `Properties` tab in the script settings to match your desired capital allocation (Default is 10% of equity).
---
## Credits
Original Strategy by: **JustUncleL**
Optimized and Enhanced by: **Antigravity AI**
Tailwind.(BTC)Imagine the price of Bitcoin is like a person climbing a staircase.
The Steps (Grid): Instead of watching every single price movement, the strategy divides the market into fixed steps. In your configuration, each step measures **3,000 points**. (Examples: 60,000, 63,000, 66,000...).
The Signal: We buy only when the price climbs a full step decisively.
The "Expensive Price" Filter: If the price jumps the step but lands too far away (the candle closes too high), we do not buy. It is like trying to board a train that has already started moving too fast; the risk is too high.
Rigid Exits: The Take Profit (TP) and Stop Loss (SL) are calculated from the edge of the step, not from the specific price where you managed to buy. This preserves the geometric structure of the market.
The Code Logic (Step-by-Step)
A. The Math of the Grid (`math.floor`)
pinescript
level_base = math.floor(close / step_size) * step_size
This is the most important line.
What does it do? It rounds the price down to the nearest multiple of 3,000.
Example: If BTC is at 64,500 and the step size is 3,000:
1. Divide: $64,500 / 3,000 = 21.5$
2. `math.floor` (Floor): Removes the decimals $\rightarrow$ remains $21$.
3. Multiply: $21 * 3,000 = 63,000$.
Result: The code knows that the current "floor" is **63,000**, regardless of whether the price is at 63,001 or 65,999.
B. The Strict Breakout (`strict_cross`)
pinescript
strict_cross = (open < level_base) and (close > level_base)
Most strategies only check if `close > level`. We do things slightly differently:
`open < level_base`: Requires the candle to have "born" *below* the line (e.g., opened at 62,900).
`close > level_base`: Requires the candle to have *finished* above the line (e.g., closed at 63,200).
Why? This avoids entering on gaps (price jumps where the market opens already very high) and confirms that there was real buying power crossing the line.
C. The "Expensive Price" Filter (`max_dist_pct`)
pinescript
limit_price_entry = level_base + (step_size * (max_dist_pct / 100.0))
price_is_valid = close <= limit_price_entry
Here you apply the percentage rule:
-If the level is 63,000 and the next is 66,000 (a difference of 3,000).
-If `max_dist_pct` is **60%**, the limit is $63,000 + (60\% \text{ of } 3,000) = 64,800$.
-If the breakout candle closes at **65,000**, the variable `price_is_valid` will be **false** and it will not enter the trade. This avoids buying at the ceiling.
D. TP and SL Calculation (Anchored to the Level)
pinescript
take_profit = level_base + (step_size * tp_mult)
stop_loss = level_base - (step_size * sl_mult)
Note that we use `level_base` and not `close`.
-If you entered because the price broke 63,000, your SL is calculated starting from 63,000.
-If your SL is 1.0x, your stop will be exactly at 60,000.
This is crucial: If you bought "expensive" (e.g., at 63,500), your real stop is wider (3,500 points) than if you bought cheap (63,100). Because you filter out expensive entries, you protect your Risk/Reward ratio.
E. Visual Management (`var line`)
The code uses `var` variables to remember the TP and SL lines and the `line.set_x2` function to stretch them to the right while the operation remains open, providing that visual reference on the chart until the trade ends.
Workflow Summary
Strategy Parameters:
Total Capital: $20,000
We will use 10% of total capital per trade.
Commissions: 0.1% per trade.
TP: 1.4
SL: 1
Step Size (Grid): 3,000
We use the 200 EMA as a trend filter.
Feel free to experiment with the parameters to your liking. Cheers.
Hybrid Strategy: Trend/ORB/MTFHybrid Strategy: Trend + ORB + Multi-Timeframe Matrix
This script is a comprehensive "Trading Manager" designed to filter out noise and identify high-probability breakout setups. It combines three powerful concepts into a single, clean chart interface: Trend Alignment, Opening Range Breakout (ORB), and Multi-Timeframe (MTF) Analysis.
It is designed to prevent "analysis paralysis" by providing a unified Dashboard that confirms if the trend is aligned across 5 different timeframes before you take a trade.
How it Works
The strategy relies on the "Golden Trio" of confluence:
1. Trend Definition (The Setup) Before looking for entries, the script analyzes the immediate trend. A bullish trend is defined as:
Price is above the Session VWAP.
The fast EMA (9) is above the slow EMA (21). (The inverse applies for bearish trends).
2. The Signal (The Trigger) The script draws the Opening Range (default: first 15 minutes of the session).
Buy Signal: Price breaks above the Opening Range High while the Trend is Bullish.
Sell Signal: Price breaks below the Opening Range Low while the Trend is Bearish.
3. The Confirmation (The Filter) A signal is only valid if the Higher Timeframe (default: 60m) agrees with the direction. If the 1m chart says "Buy" but the 60m chart is bearish, the signal is filtered out to prevent false breakouts.
Key Features
The Matrix Dashboard A zero-lag, real-time table in the corner of your screen that monitors 5 user-defined timeframes (e.g., 5m, 15m, 30m, 60m, 4H).
Trend: Checks if Price > EMA 21.
VWAP: Checks if Price > VWAP.
ORB: Checks if Price is currently above/below the Opening Range of that session.
D H/L: Warns if price is near the Daily High or Low.
PD H/L: Warns if price is near the Previous Daily High or Low.
Visual Order Blocks The script automatically identifies valid Order Blocks (sequences of consecutive candles followed by a strong explosive move).
Chart: Draws Green/Red zones extending to the right, showing where price may react.
Dashboard: Displays the exact High, Low, and Average price of the most recent Order Blocks for precision planning.
Risk Management (Trailing Stop) Once a trade is active, the script plots Chandelier Exit dots (ATR-based trailing stop) to help you manage the trade and lock in profits during trend runs.
Visual Guide (Chart Legend)
⬜ Gray Box: Represents the Opening Range (first 15 minutes). This is your "No Trade Zone." Wait for price to break out of this box.
🟢 Green Line: The Opening Range High. A break above this line signals potential Bullish momentum.
🔴 Red Line: The Opening Range Low. A break below this line signals potential Bearish momentum.
🟢 Green / 🔴 Red Zones (Boxes): These are Order Blocks.
🟢 Green Zone: A Bullish Order Block (Demand). Expect price to potentially bounce up from here.
🔴 Red Zone: A Bearish Order Block (Supply). Expect price to potentially reject down from here.
⚪ Dots (Trailing Stop):
🟢 Green Dots: These appear below price during a Bullish trend. They represent your suggested Stop Loss.
🔴 Red Dots: These appear above price during a Bearish trend.
🏷️ Buy / Sell Labels:
BUY: Triggers when Price breaks the Green Line + Trend is Bullish + HTF is Bullish.
SELL: Triggers when Price breaks the Red Line + Trend is Bearish + HTF is Bearish.
Settings
Session: Customizable RTH (Regular Trading Hours) to filter out pre-market noise.
Matrix Timeframes: 5 fixed slots to choose which timeframes you want to monitor.
Order Blocks: Adjust the sensitivity and lookback period for Order Block detection.
Risk: Customize the ATR multiplier for the trailing stop.
Disclaimer
This tool is for educational purposes only. Past performance does not guarantee future results. Always manage your risk properly.
PMax - Asymmetric MultipliersDescription: This script is an enhanced version of the popular PMax (Profit Maximizer) indicator, originally developed by KivancOzbilgic. It has been converted into a full strategy with advanced customization options for backtesting and trend following.
Key Features & Modifications:
Asymmetric ATR Multipliers: Unlike the standard version, this script allows you to set different ATR multipliers for Upper (Short/Resistance) and Lower (Long/Support) bands.
Default Upper: 1.5 (Tighter trailing for Short positions)
Default Lower: 3.0 (Wider trailing for Long positions to avoid whipsaws)
Expanded MA Types: Added HULL (HMA) and VAR (Variable Index Dynamic Average) options.
VAR is highly recommended for filtering out noise in ranging markets.
HULL is ideal for scalping and faster reactions.
Built-in Risk Management: A fixed 5% Stop Loss mechanism is integrated into the strategy. It protects your capital by closing positions if the price moves 5% against you, even if the trend hasn't reversed yet.
Visibility Fix: Solved the issue where the PMax line would disappear or start at zero in the initial bars.
How to Use:
Use the VAR MA type for trend following in volatile markets.
Adjust the "Stop Loss Percent" input to fit your risk appetite.
The strategy employs an "Always In" logic (Long/Short) but respects the hard Stop Loss.
Credits: Original PMax logic by KivancOzbilgic.
Trend Following $ZEC - Multi-Timeframe Structure Filter + Revers# Trend Following CRYPTOCAP:ZEC - Strategy Guide
## 📊 Strategy Overview
Trend Following CRYPTOCAP:ZEC is an enhanced Turtle Trading system designed for cryptocurrency spot trading, combining Donchian Channel breakouts, multi-timeframe structure filtering, and ATR-based dynamic risk management for both long and short positions.
---
## 🎯 Core Features
1. Multi-Timeframe Structure Filtering
- Uses Swing High/Low to identify market structure
- Customizable structure timeframe (default: 1 minute)
- Only enters trades in the direction of the trend, avoiding counter-trend positions
2. Reverse Signal Exit
- No fixed stop-loss or fixed-period exits
- Exits only when a reverse entry signal triggers
- Maximizes trend profits, reduces premature exits
3. ATR Dynamic Pyramiding
- Adds positions when price moves 0.5 ATR in favorable direction
- Supports up to 2 units maximum (adjustable)
- Pyramid scaling to enhance profitability
4. Complete Risk Management
- Fixed position size (5000 USD per unit)
- Commission fee 0.06% (Binance spot rate)
- Initial capital 10,000 USD
---
## 📈 Trading Logic
Entry Conditions
✅ Long Entry:
- Close price breaks above 20-period high
- Structure trend is bullish (price breaks above Swing High)
✅ Short Entry:
- Close price breaks below 20-period low
- Structure trend is bearish (price breaks below Swing Low)
Add Position Conditions
- Long: Price rises ≥ 0.5 ATR
- Short: Price falls ≥ 0.5 ATR
- Maximum 2 units including initial entry
Exit Conditions
- Long Exit: When short entry signal triggers (price breaks 20-period low + structure turns bearish)
- Short Exit: When long entry signal triggers (price breaks 20-period high + structure turns bullish)
---
## ⚙️ Parameter Settings
Channel Settings
- Entry Channel Period: 20 (Donchian Channel breakout period)
- Exit Channel Period: 10 (reserved parameter, actually uses reverse signal exit)
ATR Settings
- ATR Period: 20
- Stop Loss ATR Multiplier: 2.0 (reserved parameter)
- Add Position ATR Multiplier: 0.5
Structure Filter
- Swing Length: 160 (Swing High/Low calculation period)
- Structure Timeframe: 1 minute (can change to 5/15/60, etc.)
Position Management
- Maximum Units: 2 (including initial entry)
- Capital Per Unit: 5000 USD
---
## 🎨 Visualization Features
Background Colors
- Light Green: Bullish structure
- Light Red: Bearish structure
- Dark Green: Long entry
- Dark Red: Short entry
Optional Display (Default: OFF)
- Entry/exit channel lines
- Structure high/low lines
- ATR stop-loss line
- Next add position indicator
- Entry/exit labels
---
## 📱 Alert Message Format
Strategy sends notifications on entry/exit with the following format:
- Entry: `1m Long EP:428.26`
- Add Position: `15m Add Long 2/2 EP:429.50`
- Exit: `1m Close Long Reverse Signal`
Where:
- `1m`/`15m` = Current chart timeframe
- `EP` = Entry Price
---
## 💰 Backtest Settings
Capital Allocation
- Initial Capital: 10,000 USD
- Per Entry: 5,000 USD (split into 2 entries)
- Leverage: 0x (spot trading)
Trading Costs
- Commission: 0.06% (Binance spot VIP0)
- Slippage: 0
---
## 🎯 Use Cases
✅ Best Scenarios
- Trending markets
- Moderate volatility assets
- 1-minute to 4-hour timeframes
⚠️ Not Suitable For
- Highly volatile choppy markets
- Low liquidity small-cap coins
- Extreme market conditions (black swan events)
---
## 📊 Usage Recommendations
Timeframe Suggestions
| Timeframe | Trading Style | Suggested Parameter Adjustment |
|-----------|--------------|-------------------------------|
| 1-5 min | Scalping | Swing Length 100-160 |
| 15-30 min | Short-term | Swing Length 50-100 |
| 1-4 hour | Swing Trading | Swing Length 20-50 |
Optimization Tips
1. Adjust swing length based on backtest results
2. Different coins may require different parameters
3. Recommend backtesting on 1-minute chart first before live trading
4. Enable labels to observe entry/exit points
---
## ⚠️ Risk Disclaimer
1. Past Performance Does Not Guarantee Future Results
- Backtest data is for reference only
- Live trading may be affected by slippage, delays, etc.
2. Market Condition Changes
- Strategy performs better in trending markets
- May experience frequent stops in ranging markets
3. Capital Management
- Do not invest more than you can afford to lose
- Recommend setting total capital stop-loss threshold
4. Commission Impact
- Frequent trading accumulates commission fees
- Recommend using exchange discounts (BNB fee reduction, etc.)
---
## 🔧 Troubleshooting
Q: No entry signals?
A: Check if structure filter is too strict, adjust swing length or timeframe
Q: Too many labels displayed?
A: Turn off "Show Labels" option in settings
Q: Poor backtest performance?
A:
1. Check if the coin is suitable for trend-following strategies
2. Adjust parameters (swing length, channel period)
3. Try different timeframes
Q: How to set alerts?
A:
1. Click "Alert" in top-right corner of chart
2. Condition: Select "Strategy - Trend Following CRYPTOCAP:ZEC "
3. Choose "Order filled"
4. Set notification method (Webhook/Email/App)
---
## 📞 Contact Information
Strategy Name: Trend Following CRYPTOCAP:ZEC
Version: v1.0
Pine Script Version: v6
Last Updated: December 2025
---
## 📄 Copyright Notice
This strategy is for educational and research purposes only.
All risks of using this strategy for live trading are borne by the user.
Commercial use without authorization is prohibited.
---
## 🎓 Learning Resources
To understand the strategy principles in depth, recommended reading:
- "The Complete TurtleTrader" - Curtis Faith
- "Trend Following" - Michael Covel
- TradingView Pine Script Official Documentation
---
Happy Trading! Remember to manage your risk 📈
Trend Vector Pro v2.0Trend Vector Pro v2.0
👨💻 Developed by: Mohammed Bedaiwi
💡 Strategy Overview & Coherence
Trend Vector Pro (TVPro) is a momentum-based trend & reversal strategy that uses a custom smoothed oscillator, an optional ADX filter, and classic Pivot Points to create a single, coherent trading framework.
Instead of stacking random indicators, TVPro is built around these integrated components:
A custom momentum engine (signal generation)
An optional ADX filter (trend quality control)
Daily Pivot Points (context, targets & S/R)
Swing-based “Golden Bar” trailing stops (trade management)
Optional extended bar detection (overextension alerts)
All parts are designed to work together and are documented below to address originality & usefulness requirements.
🔍 Core Components & Justification
1. Custom Momentum Engine (Main Signal Source)
TVPro’s engine is a custom oscillator derived from the bar midpoint ( hl2 ), similar in spirit to the Awesome Oscillator but adapted and fully integrated into the strategy. It measures velocity and acceleration of price, letting the script distinguish between strong impulses, weakening trends, and pure noise.
2. ADX Filter (Trend Strength Validation – Optional)
Uses Average Directional Index (ADX) as a gatekeeper.
Why this matters: This prevents the strategy from firing signals in choppy, non-trending environments (when ADX is below the threshold) and keeps trades focused on periods of clear directional strength.
3. Classic Pivot Points (Context & Targets)
Calculates Daily Pivot Points ( PP, R1-R3, S1-S3 ) via request.security() using prior session data.
Why this matters: Momentum gives the signal, ADX validates the environment, and Pivots add external structure for risk and target planning. This is a designed interaction, not a random mashup.
🧭 Trend State Logic (5-State Bar Coloring)
The strategy uses the momentum's value + slope to define five states, turning the chart into a visual momentum map:
🟢 STRONG BULL (Bright Green): Momentum accelerating UP. → Strong upside impulse.
🌲 WEAK BULL (Dark Green): Momentum decelerating DOWN (while positive). → Pullback/pause zone.
🔴 STRONG BEAR (Bright Red): Momentum accelerating DOWN. → Strong downside impulse.
🍷 WEAK BEAR (Dark Red): Momentum decelerating UP (while negative). → Rally/short-covering zone.
🔵 NEUTRAL / CHOP (Cyan): Momentum is near zero (based on noise threshold). → Consolidation / low volatility.
🎯 Signal Logic Modes
TVPro provides two selectable entry styles, controlled by input:
Reversals Only (Cleaner Mode – Default): Targets trend flips. Entry triggers when the current state is Bullish (or Bearish) and the previous state was not. This reduces noise and over-trading.
All Strong Pulses (Aggressive Mode): Targets acceleration phases. Entry triggers when the bar turns to STRONG BULL or STRONG BEAR after any other state. This mode produces more trades.
📌 Risk Management Tools
🟡 Golden Bars – Trailing Stops: Yellow “Trail” Arrows mark confirmed Swing Highs/Lows. These are used as logical trailing stop levels based on market structure.
Extended Bars: Detects when price closes outside a 2-standard-deviation channel, flagging overextension where a pullback is more likely.
Pivot Points: Used as external targets for Take Profit and structural stop placement.
⚙️ Strategy Defaults (Crucial for Publication Compliance)
To keep backtest results realistic and in line with House Rules, TVPro is published with the following fixed default settings:
Order Size: 5% of equity per trade ( default_qty_value = 5 )
Commission: 0.04% per order ( commission_value = 0.04 )
Slippage: 2 ticks ( slippage = 2 )
Initial Capital: 10,000
📘 How to Trade with Trend Vector Pro
Entry: Take Long when a Long signal appears and confirm the bar is Green (Bull state). Short for Red (Bear state).
Stop Loss: Place the initial SL near the latest swing High/Low, or near a relevant Pivot level.
Trade Management: Follow Golden (Trail) Arrows to trail your stop behind structure.
Exits: Exit when: the trailing stop is hit, Price reaches a major Pivot level, or an opposite signal prints.
🛑 Disclaimer
This script is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always forward-test and use proper risk management before applying any strategy to live trading.
MA Strategy: Dual Entry FilterConfigurable MA Dual-Filter Strategy
This strategy is an enhanced and highly configurable Moving Average (MA) Crossover system designed to mitigate false signals and align trades with the prevailing market trend. It is built to offer traders granular control over entry criteria, elevating it beyond basic, built-in MA crossover indicators.
Originality & Key Features
The script's originality and utility lie in the combination of its two primary, optional filtering mechanics:
Dual Entry Mode (Key Filter): Users can choose between two distinct methods for trade entry:
Crossover (Classic): Immediate entry when the price crosses the main MA.
Full Candle Confirmation (Unique Feature): This mode requires the entire candle body (open, high, low, and close) to be completely above or below the main MA after a crossover event to confirm the signal before entry. This strict confirmation helps to filter out weak crossovers, reducing whipsaws in choppy markets.
Optional Trend Filter: A second, slower MA (Trend Filter MA) can be activated. Trades are only permitted when the faster main MA is aligned with the slower Trend MA (i.e., long only if main MA > Trend MA), ensuring trades are executed with the established higher-timeframe direction.
How to Use the Strategy
The strategy logic is built on simple MA principles but utilizes Pine Script's switch function to allow users to select from six different MA types for both the main signal and the trend filter: SMA, EMA, WMA, HMA, VWMA, and RMA.
Core Logic:
Signal: A cross of the price over the Main MA (filtered by the chosen Entry Mode).
Directional Filter: The Trend Filter must confirm the direction (if enabled).
Exit: Trades are exited on the opposite price crossover of the Main MA.
Customizable Settings Include:
Main MA Type & Length (Default: 40 EMA): The primary signal generator.
Trend Filter MA Type & Length (Default: 70 EMA): The optional, slower trend bias.
Entry Mode: Switch between Crossover or Full Candle Confirmation.
Strategy Results and High-Risk Disclaimer
The default setting for trade size is set to 40% of equity for backtesting demonstration purposes only. This high value is used to generate a large and diverse sample size of trades for historical review on the chart.
This 40% value is NOT a recommended setting for live trading. Per TradingView guidelines, traders are strongly advised to change this input to a sustainable risk level, typically 5% to 10% of equity per trade. Past performance is not a guarantee of future results.
