Linear Regression Pearson's R - Trend Channel StrategyThis script takes advantage of the Pearson's R attribute of the data set you provide.
Pearson's R attempts to find how correlated data is with a potential pattern. If the number is negative the correlation is upwards . If it's positive the correlation is downwards . Pearson's R can only be a number between -1 and 1. It should be impossible to ever reach -1 or 1 as that would be a perfect correlation.
This particular strategy involves using linear regression and Pearson's R to keep recalculating steps back from the current position until the Pearson's R reaches the desired amount. For example, in my experience I have found that 0.85 for as a buy point is very good as it means the trend is very reliable and solid. When the market tends to be bullish it tends to do so longer then when it's bearish.
Likewise when a downtrend is more real, I found that 0.71 for the negative Pearson's R value is ideal and gives the best results.
These can all be changed in the settings section (with the gear icon) next to when you set your results.
This strategy is really fun/useful to watch if you have the replay bar mode enabled for TradingView. This script supports this and all you have to do is go into the settings and enable realtime mode . Doing this you can actually see the trend lines change in realtime and comes in very handy for seeing long term reversals as you will see the Pearson's R value start to go down or up indicating the path it's going on.
WARNING: This script is very intensive on the processing power of your machine. If you find that it's to slow you may have to go into the settings of the script and adjust the 'step by' parameter so that it calculates a little faster. It won't be as accurate but it will be good enough. I feel I've optimized it with it's current setting as an example of what you want to aim for.
If there are any questions do no hesitate to message or ask me. I love feedback on the community for new features and ideas!
This works best with with XBTUSD on the 4 hourly chart . It does not seem to work well if you go below hourly or go above daily.
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[astropark] Super RSI [strategy]Dear Followers,
today a new Scalper Tool , which works great on 3 minutes and 5 minutes timeframes , but also down to 1m and up to 30m!
I called it " Super RSI ", as it is based on RSI and inherits some basic functionality from it.
If you check its settings, you will see that you can have 3 different buy-sell sources (first two are active by default):
STRONG BUY/SELL : buy when white area deeply falls into oversold-red zone and sell when white area gets into overbought-green zone (you can set and edit at which level oversold and overbought zones start);
CROSSES : buy when the black RSI line in the middle between red and green area cross under the buy cross limit value and sell when it crosso over the sell cross limit value (you can set and edit specific cross ranges for both buy and sell);
WEAK BUY/SELL : buy when green area at least go below 50 level and sell when red area at least goes above 50 level (you can edit both levels); these conditions are highlighted as background color and are very useful for taking (at least partial) profits in trades.
By default the script will be placed as oscillator on a specific pane below the chart, but
> you can disable the oscillator plot by enabling the "hide all plot" option
> and place it as overlay on chart by clicking on the black arrow at then end on the indicator name in chart and selecting "move to -> existing pane above"
This strategy can trigger till 10 buy or 10 sell signals in a row before reverting, so use a proper money management .
Strategy results are calculated on 20 trading days using 1000$ as initial capital and working at 10x leverage.
The user who wants to use this strategy, especially via an automated bot, must always set a stoploss at 3-5% from entry point or use a proper risk management strategy .
This is not the "Holy Grail", so use it with caution.
This script will let you backtest the strategy and find best settings for your preferred market.
The alarms script version of this indicator, which will let you set all notifications you may need in order to be alerted on each triggered signals, can be found by searching for " Super RSI".
This is a premium indicator , so send me a private message in order to get access to this script .
[astropark] Super Stochastic RSI [strategy]Dear Followers,
today a new Scalper Tool , which works great on 3 minutes and 5 minutes timeframes !
I called it " Super Stochastic RSI ", as it is based on StochRSI and inherits some basic functionality from it.
If you check its settings, you will see that you can have 3 different buy-sell sources (first two are active by default):
STRONG BUY/SELL : buy when green area deeply falls into oversold zone and sell when red area gets into overbought zone (you can set and edit at which level oversold and overbought zones start);
K/D CROSSES : buy when k-line cross above d-line and sell viceversa (you can set and edit specific cross ranges for both buy and sell);
WEAK BUY/SELL : buy when green area at least go below 50 level and sell when red area at least goes above 50 level (you can edit both levels); these conditions are highlighted as background color and are very useful for taking (at least partial) profits in trades.
By default the script will be placed as oscillator on a specific pane below the chart, but
> you can disable the oscillator plot by enabling the "hide all plot" option
> and place it as overlay on chart by clicking on the black arrow at then end on the indicator name in chart and selecting "move to -> existing pane above"
This strategy can trigger till 10 buy or 10 sell signals in a row before reverting, so use a proper money management .
Strategy results are calculated on 20 trading days using 1000$ as initial capital and working at 10x leverage.
The user who wants to use this strategy, especially via an automated bot, must always set a stoploss at 3-5% from entry point or use a proper risk management strategy .
This is not the "Holy Grail", so use it with caution.
This script will let you backtest the strategy and find best settings for your preferred market.
The alarms script version of this indicator, which will let you set all notifications you may need in order to be alerted on each triggered signals, can be found here below:
This is a premium indicator , so send me a private message in order to get access to this script .
[M10] MA Squeeze Funding Trader [Backtest]Hey all,
My latest script combines a few indicators together in order to create a powerful, more reliable automation of trading based on short-term Trend direction and BixMex Funding with various filters, including three Moving Averages, Keltner Channels and Bollinger Bands.
This script will buy/sell based on the current trend determined by three customisable moving averages, with the option to apply the following filters:
Moving Average Filter: Will only buy/sell once the price overextends above/below moving averages, with reversal likely.
BitMex Funding: Will only buy/sell based on BitMex's current funding. The price is often found to trend with funding.
Squeeze Indicator: A combination of Keltner Channels and Bollinger Bands find areas with stable price movement for optimal entry points.
The script will exit a position upon a reversal signal from the three moving averages.
This script appears to work very well in ranging markets, however will not always perform so well in trending markets. Applying the squeeze and funding filters will reduce the frequency at which positions are entered, however has proven powerful in preventing losing trades.
I have also created an alerts version of this script available at no cost on my page - enjoy!
Any questions? Let me know!
[M10] Quad MA Trend ScalperFour adjustable moving averages set in order to produce buy and sell signals, works best on smaller timeframes from my backtesting, 10M - 30M seems optimal for scalping.
The idea behind this script is to only enter positions that are following the trend in order to minimise drawdown and decrease risk when using leverage.
The script will only enter long positions when MA crossover occurs above the Long MA 2.
The script will exit a long position when MA Short crosses below Long MA 1.
The script will only enter short positions when MA cross under occurs below the Long MA 2.
The script will exit a short position when MA Short crosses below Long MA 1.
MACD/EMA Long StrategyThis incredibly simple strategy uses a combination of the 20 EMA and bullish/bearish MACD crosses as a low risk method of getting in and out of markets.
Depending on whether the market is above or below the 200 SMA, the script determines if the market is in bullish or bearish territory. Above the 200 SMA, the script will ignore the 20 EMA as a buy condition and buy solely on the confirmation of a bullish MACD cross upon the close of a candle. In this bullish market, the script will only enable the sell condition if both the MACD is bearish AND a close below the 20 EMA occurs. This is to reduce the chances of the script selling prematurely in the event of a bearish MACD cross, if the market is still in overall bullish territory.
When the market is below the 200 SMA, the confirmation occurs in the opposite direction. The buy condition will only be met if both the MACD is bullish AND a close above the 20 EMA occurs. However, the sell condition ignores the 20 EMA and will sell solely on the confirmation of a bearish MACD cross upon the close of the candle.
This strategy can be used in both bullish and bearish markets. This conservative strategy will slightly underperform in a bull market, with the sell condition occasionally being met and then potentially buying back higher. However, it will successfully get you out of a turning market and automatically switch into a more 'risk-off' mentality during a bear market. This strategy is not recommended for sideways markets, as trading around the 20 EMA coupled with a relatively flat MACD profile can cause the strategy to buy the peaks and sell troughs easily.
CS Basic Script - Customizable Crossing Moving AveragesThis Crossing MA Script features inputs for:
- Custom Date Range for Backtesting
- Optional Trailing Stop Loss
- Buy/Sell and Long/Short Selections
- Customizable MA Types and Ranges
- Includes EMA, SMA, WMA, ALMA, VMA, HMA, and LSMA Moving Average Types
- Ability to Enable Automated Trading with the Autoview Trading Bot Chrome Extension
For access to the Strategy Script for backtesting, simply favorite the script and add it to any TradingView chart.
For access to the Study Script for Custom Alerts and the Ability to Automize Trades through Autoview, please visit our website at www.cryptoscores.org .
TradeSpot Pro || Accompanying Strategy indicatorTradeSpot Pro
Overview
This script is an accompaniment to the existing TradeSpot Pro || All Purpose Advanced Trading Indicator
This script is for swing trading with longs, primarily on Binance / Kucoin / Coinbase and other crypto exchanes but is not limited to those markets. The details of what logic is behind the script can be found on the indicator version linked above.
Bags? This script has been tweaked and modified to completely destroy bear markets despite being focused on longs, see the BTCUSD image or PM me for any chart of your liking. I dislike indicators that show an amazing looking run in a bull market but in bear markets they fall apart - well with TradeSpot Pro that is not the case, it is completely market agnostic
Access
For details of access please join the TradeSpot community server where we can sort you out: discord.gg
Alternatively PM me if you would like to directly purchase the strategy and paired indicator.
[Strategy]-=The Script=- On Fire - Leverage EditionStrategy version of =The Scrip=- On Fire - Leverage Edition
Back-test period starts 01-01-2018
The settings used
• Strategy Period 3h and Chart Period 7 minute
DISCLAIMER:
The creators of these script are not financial advisors, and as such, this script is not financial advice. Anything seen or used within this script is here simply for educational purposes and it is up to you to decide what to do with this information and results. Please do your own research and verify any outcome made before deciding to act upon them. Do not commit any of your own resources to any trading or cryptocurrency activities without first verifying the accuracy of the information and know that your decisions are your own.
profit_trailer_backtesting v2As a result of I can't update my previous post,https://www.tradingview.com/script/2SdFFndn/,I just post new one,change the visibility to protected.
Features:
Backtesting in profit trailer's strategy.
Support profit trailer's buy strategy :
HIGHBB,LOWBB,EMAGAIN,EMASPREAD,EMACROSS,SMAGAIN,SMASPREAD,SMACROSS
Sell strategy:
GAIN,HIGHBB
DCA_buy strategy:
LOWBB,EMAGAIN,EMASPREAD,SMAGAIN,SMASPREAD,SMACROSS
DCA_sell strategy:
GAIN,HIGHBB
SOM(Sell only mode),Use BTCUSD data in specific time range, because of the limit of tradingview,you will need to change the data resolution by BTC_data_source_resolution to backtest further date from now,but the result will be inaccurate.
trailing buy > This method may not be in the same way as PT itself,because we can't truly get the bid and ask in order book by tradingview. set it to 0 if you don't want to use it.
Indicators of those strategy.
PLEASE READ THE NOTE BELOW IF YOU WANT TO USE DCA STRATEGY
DCA_enabled_value (negative number) should be ALWAYS > ALL_stop_limit_trigger or the script will just do stop loss,this follow the setting of PT.
And it means the value of net loss you want to let the trade to be DCA. if second trade (DCA trade) be made, all setting prefix by ALL_ will be ignored exclude ALL_BTC_XXX prefix for sell only mode.
CA_buy_contracts will overwrite the value you set in script option > properties > order size to number of contract,default is 100% in qty_percent.
DCA_buy_value work like same thing ALL_buy_value does.
DCA_buy_trigger is the net loss value (negative number) of open trades,if statement of strategy reach and net loss < DCA_buy_trigger,the DCA will buy.
DCA_sell_trigger will only work when DCA sell strategy is HIGHBB,it work like ALL_min_profit.
DCA_sell_value means % profit in GAIN, % of BB in HIGHBB.
DCA_stop_loss_trigger will only work when ALL BUYS have be completed,that means if you set DCA_max_buy_times = 10 ,the script will buy 11 times include the first buy(not DCA buy).
The indicators of DCA may looks terrible,you can turn them off in option.
comment if you got bug or anything suggestion.
ToDo:
rebuy_time,stop_loss_timeout
Feel free to buy me some redbull.
ETH:
0xd793607CBA1d07fE5A94884076AE94C36B6e7D8d
Euro/Dollar StrengthHey all,
I have been using this strategy for a while, just like my last script (XAG/USD Spread) this utilizes my 'holy grail' method of basket weighting (aka why the script is protected).
This script just looks for periods of time when the euro is gaining against a basket of currencies and the USD is losing vs the basket (and vice versa)
I use this script on the 4H time frame; although I can make this script work for almost any currency pair and time frame I have the most success with EURUSD 4H.
I personally use 3 of these 'strength meters' in triangular arbitrage for EU UJ and EJ
if I get good feedback and support I may publish the other 2 of the 'triangle' or even make a version that automatically detects the currency pair and adjusts settings accordingly.
Thanks for the feedback and support, hope this helps!
Snoop
AMF PG Strategy Pro_v2.0AMF PG Strategy Pro _v2.0: We've taken the core strengths of the acclaimed AMF PG Strategy Pro and upgraded it with three new features professional traders demand: Dynamic Trailing Stop that maximizes profits, Multi-Timeframe Confirmation that improves signal accuracy, and intelligent Kelly Criterion Position Sizing that optimizes capital growth. Introducing v2.0: Smarter, safer, and more profitable.
Are you ready to go beyond standard indicators and rigid algorithms? AMF PG Strategy Pro _v2.0 isn't just an upgrade; it's a complete evolution. It's an advanced, closed-loop trading engine designed for savvy traders who demand more than just signals; they demand an intelligent partner in the markets.
While our free strategy offers a glimpse into adaptive trading, the Pro version unleashes the full power of our proprietary engine, designed to navigate the complexities of today's markets with a level of intelligence never before achieved.
The Heart of the System: The Praetorian Guard (PG) Core
At the heart of the Pro version is the refined Praetorian Guard (PG) Core. Its mission is surgical: to examine market movements, eliminate deceptive noise, and isolate genuine, high-conviction moments of opportunity. It's designed to remain neutral in chaotic and low-probability conditions, only activating when the odds are strategically in your favor.
What Makes the Pro Engine Superior?
This is where the Pro version surpasses everything else. It operates on a framework of proprietary concepts designed to think, adapt, and protect.
🧠 Cognitive Reflex Engine™: This is our most significant breakthrough. The Pro engine is market-aware and continuously evaluates its own operational effectiveness in the live environment. During periods of high uncertainty or underperformance, it instinctively shifts to a more defensive stance to preserve capital—a self-protective feature rarely seen outside of enterprise-level systems.
🛡️ Intelligent Position Sizing™: The engine understands that not all opportunities are equal. Instead of applying a static risk model, it assesses the fundamental quality of each potential trade. In high-probability scenarios, it knows when to be assertive and when to be cautious, allocating your capital with calculated precision.
🤖 Full Automation Protocol™: The Pro version is designed from the ground up for uninterrupted 24/7 trading. With a fully configurable JSON alert structure, it seamlessly integrates with leading automation platforms (3Commas, PineConnector, etc.). Execute your strategy with the cold, calculated discipline of a machine.
📈 Momentum Compounding™: A profitable trade doesn't always mean the move is over. The Pro engine is designed to identify high-potential continuation scenarios. When a strong trend continues, it can intelligently seek re-engagement opportunities by compounding gains from a single, strong market move.
📉 Capital Shield™: Protection is your top priority. The integrated Maximum Drawdown feature acts as the ultimate safety net. When a predetermined risk threshold is reached, the system acts as a circuit breaker, protecting your capital from unforeseen market events.
Our Promise to You: WHAT This Engine IS and WHAT IT IS NOT?
✔️ WHAT IT IS:
A powerful tool designed to provide discipline and a systematic advantage.
A methodology for identifying high-probability opportunities based on a proprietary, confidential model.
A robust framework for intelligent risk and capital management.
A turnkey solution for professional-level trading automation.
❌ WHAT IT IS:
A "get rich quick" scheme or a guaranteed Holy Grail.
A promise of zero-loss trading. All trading involves risk.
Financial advice. An advanced tool for your responsible use.
Legal Disclaimer and Risk Warning
Past performance is not indicative of future results. Trading involves significant risks and the potential for total loss of capital. This strategy is provided as an analytical tool and should not be construed as financial advice. All trading decisions made using this tool are your sole responsibility. The developer is not responsible for any profits or losses resulting from its use. Please trade responsibly.
Intellectual Property and Terms of Use
© 2025 . All Rights Reserved.
The "AMF PG Strategy Pro _v2.0" script is the exclusive intellectual property of . Access to this script is licensed for personal and individual use only. Any unauthorized resale, distribution, reproduction or commercial use of the script, its signals or underlying logic is strictly prohibited and will result in legal action.
Note:
Correlation Cycle Strategy - Level 1This strategy is based on John Ehlers idea of the correlation cycle, and that markets often oscillate. They move up and down in cycles, though not perfectly sinusoidal, they can be approximated by a sinusoidal wave. This script measures the strength of the correlation between price and a range of ideal sine wave components of different periods. By doing this, we estimate which cycle length the market is most currently following and from that, we find the phase to learn in which part of the cycle we are in.
Bull (green) – when price is at the bottom of the sinusoidal going to the top (positive phases), the strategy favors long entries.
Bear (red) – when price is at the top of the sinusoidal going down to the bottom (negative phases), the strategy favors short entries.
Range (brown) – when the phase is in the transition zones we detect range conditions and no trades are initiated.
The transition between these regimes depends mainly on 3 key parameters.
The first parameter controls the maximum lookback period for correlation detection and so the maximum cycle length.
The second controls how much range is detected in bull conditions, it changes the transition from bull to range conditions. The bigger it is, the less bull and the more range.
The third parameter is similar to the second, but for bear conditions. The bigger it is, the less bear and the more range conditions are detected
The user can configure the strategy to run long-only, short-only, or both directions, depending on the market or preference. In addition to the core regime logic, the strategy includes several risk and trade management controls that are featured in all my strategies.
Four oscillators are also integrated into the logic to detect short-term overbought and oversold conditions. These help the strategy avoid entering or exiting a trade when price has already extended too far in one direction, improving timing and potentially reducing false entries and exits. When overbought or oversold are detected, a red or green dot appears on the chart.
The script is designed to be flexible across different assets and timeframes. However, to achieve consistent results, it is important to optimize parameters carefully. A recommended workflow is as follows:
Disable the walk-forward option during the optimization phase.
Optimize the first main parameter while keeping others fixed.
Once a satisfactory value is found, move to the second parameter.
Continue the process for subsequent parameters.
Optionally, repeat the full sequence once more to refine the results.
Finally, activate walk-forward analysis and check the out-of-sample results.
This strategy is published as invite-only with hidden source code. Access may be granted upon request for research or evaluation purposes. It is part of a broader collection of technical analysis strategies I have developed, which focus on regime detection and adaptive trading systems.
There are five levels of strategy complexity and performance in my collection. This script represents a Level 1 strategy, designed as a solid foundation and introduction to the framework. More advanced levels progressively add greater complexity, adaptability, and robustness.
When multiple strategies are combined under this same framework, the results become more robust and stable. In particular, combining my suite of technical analysis strategies with my macro strategies and alternative data strategies, such as onchain for cryptocurrencies. It creates a multi-layered system that adapts across regimes, timeframes, and market conditions.
Market Structure Strategy - Level 1This strategy identifies peaks and valleys (local tops and bottoms) in price to construct a dynamic market structure, labeling Higher Highs (HH), Lower Lows (LL), Higher Lows (HL), and Lower Highs (LH). From this evolving structure, the script determines the dominant market regime, which can be:
Bull (green) – when price forms new highs and maintains a bullish structure, the strategy favors long entries.
Bear (red) – when price forms new lows and confirms a bearish structure, the strategy favors short entries.
Range (brown) – when price fluctuates between recent highs and lows, suggesting sideways conditions where no trades are initiated.
The transition between these regimes depends mainly on four key parameters.
The first parameter controls the lookback period into the past to find the top or bottom.
The second controls the period of the looback to the right of the top or bottom.
The “Entry Margin” parameter determines how much ranging behavior the model will detect before switching regimes.
The 4 parameter select the source to construct the top and bottom, the close the wick, etc.
The user can configure the strategy to run long-only, short-only, or both directions, depending on the market or preference. In addition to the core regime logic, the strategy includes several risk and trade management controls that are featured in all my strategies.
Four oscillators are also integrated into the logic to detect short-term overbought and oversold conditions. These help the strategy avoid entering or exiting a trade when price has already extended too far in one direction, improving timing and potentially reducing false entries and exits. When overbought or oversold are detected, a red or green dot appears on the chart.
The script is designed to be flexible across different assets and timeframes. However, to achieve consistent results, it is important to optimize parameters carefully. A recommended workflow is as follows:
Disable the walk-forward option during the optimization phase.
Optimize the first main parameter while keeping others fixed.
Once a satisfactory value is found, move to the second parameter.
Continue the process for subsequent parameters.
Optionally, repeat the full sequence once more to refine the results.
Finally, activate walk-forward analysis and check the out-of-sample results.
This strategy is published as invite-only with hidden source code. Access may be granted upon request for research or evaluation purposes. It is part of a broader collection of technical analysis strategies I have developed, which focus on regime detection and adaptive trading systems.
There are five levels of strategy complexity and performance in my collection. This script represents a Level 1 strategy, designed as a solid foundation and introduction to the framework. More advanced levels progressively add greater complexity, adaptability, and robustness.
Finally, when multiple strategies are combined under this same framework, the results become more robust and stable. In particular, combining my suite of technical analysis strategies with my macro strategies and alternative data strategies, such as onchain for cryptocurrencies. It creates a multi-layered system that adapts across regimes, timeframes, and market conditions.
Hilly 3.0 Advanced Crypto Scalping Strategy - 1 & 5 Min ChartsHow to Use
Copy the Code: Copy the script above.
Paste in TradingView: Open TradingView, go to the Pine Editor (bottom of the chart), paste the code, and click “Add to Chart.”
Check for Errors: Verify no errors appear in the Pine Editor console. The script uses Pine Script v5 (@version=5).
Select Timeframe:
1-Minute Chart: Use defaults (emaFastLen=7, emaSlowLen=14, rsiLen=10, rsiOverbought=80, rsiOversold=20, slPerc=0.5, tpPerc=1.0, useCandlePatterns=false, patternLookback=10).
5-Minute Chart: Adjust to emaFastLen=9, emaSlowLen=21, rsiLen=14, rsiOverbought=75, rsiOversold=25, slPerc=0.8, tpPerc=1.5, useCandlePatterns=true, patternLookback=10.
Apply to Chart: Use a liquid crypto pair (e.g., BTC/USDT, ETH/USDT on Binance or Coinbase).
Verify Signals:
Green “BUY” or “EMA BUY” labels and triangle-up arrows below candles for bullish signals (EMA crossovers, bullish engulfing, hammer, doji, morning star, three white soldiers, double bottom).
Red “SELL” or “EMA SELL” labels and triangle-down arrows above candles for bearish signals (EMA crossovers, bearish engulfing, shooting star, doji, evening star, three black crows, double top).
Green/red background highlights for signal candles.
Backtest: Use TradingView’s Strategy Tester to evaluate performance over 1–3 months, checking Net Profit, Win Rate, and Drawdown.
Demo Test: Run on a demo account to confirm signal visibility and performance before trading with real funds.
Hilly 2.0 Advanced Crypto Scalping Strategy - 1 & 5 Min ChartsHow to Use
Copy the Code: Copy the script above.
Paste in TradingView: Open TradingView, go to the Pine Editor (bottom of the chart), paste the code, and click “Add to Chart.”
Check for Errors: Verify no errors appear in the Pine Editor console. The script uses Pine Script v5 (@version=5).
Select Timeframe:
1-Minute Chart: Use defaults (emaFastLen=7, emaSlowLen=14, rsiLen=10, rsiOverbought=80, rsiOversold=20, slPerc=0.5, tpPerc=1.0, useCandlePatterns=false).
5-Minute Chart: Adjust to emaFastLen=9, emaSlowLen=21, rsiLen=14, rsiOverbought=75, rsiOversold=25, slPerc=0.8, tpPerc=1.5, useCandlePatterns=true.
Apply to Chart: Use a liquid crypto pair (e.g., BTC/USDT, ETH/USDT on Binance or Coinbase).
Verify Signals:
Green “BUY” or “EMA BUY” labels and triangle-up arrows below candles.
Red “SELL” or “EMA SELL” labels and triangle-down arrows above candles.
Green/red background highlights for signal candles.
Arrows use size.normal for consistent visibility.
Backtest: Use TradingView’s Strategy Tester to evaluate performance over 1–3 months, checking Net Profit, Win Rate, and Drawdown.
Demo Test: Run on a demo account to confirm signal visibility and performance before trading with real funds.
FVG Ultra Assertive - Individual Filters (mtbr)FVG Ultra Assertive - Individual Filters (mtbr)
What this script offers:
This strategy detects and highlights FVGs (Fair Value Gaps) on the chart, providing traders with a visual and systematic approach to identify potential price inefficiencies. The script plots bullish and bearish FVG zones using customizable boxes and labels, allowing users to easily spot high-probability trading areas. In addition, it opens and closes simulated trades based on the detected FVGs, enabling full backtesting and strategy performance evaluation. It integrates multiple independent filters to validate the strength of each FVG signal before entering a trade.
How it works:
The script identifies:
Bullish FVGs when the current low is higher than the high of two bars ago.
Bearish FVGs when the current high is lower than the low of two bars ago.
Once an FVG is detected, it applies three optional independent filters:
GAP/ATR Filter:
Measures the FVG size relative to the Average True Range (ATR). Only gaps exceeding a user-defined multiple of ATR are considered valid.
Support/Resistance (S/R) Filter:
Uses pivot points to check if the FVG overlaps with recent high/low pivot levels within a tolerance percentage. This ensures the gap aligns with meaningful market levels.
Stochastic Filter:
Applies a stochastic oscillator to confirm momentum. Bullish FVGs are validated when stochastic values are oversold, and bearish FVGs when overbought.
After passing the selected filters, the strategy opens trades:
LONG FVG for bullish signals (buy)
SHORT FVG for bearish signals (sell)
The strategy automatically closes positions when an opposite signal appears, generating a backtest report with trades, profits, and statistics. The final bullish or bearish FVG signals are plotted as colored boxes on the chart with labels “BULL FVG” or “BEAR FVG” for immediate visual reference.
How to configure it for use:
Use GAP/ATR Filter: Enable or disable the ATR-based filter and adjust the ATR period (ATR Length) and minimum gap multiplier (Minimum Gap x ATR).
Use S/R Filter: Enable or disable the pivot-based S/R filter. Configure the pivot lookback periods (Pivot Left and Pivot Right) and the tolerance percentage (Gap Tolerance %).
Use Stochastic Filter: Enable or disable stochastic confirmation. Adjust the K and D lengths (Stoch K Length and Stoch D Length) and the overbought/oversold thresholds (Stoch Overbought and Stoch Oversold).
Colors: Customize the colors for bullish and bearish FVGs (FVG Bull and FVG Bear) to match your chart preferences.
Usage Tips:
Apply this strategy to any timeframe; shorter timeframes generate more frequent FVGs, while higher timeframes highlight stronger gaps.
Combine FVG signals with other technical analysis tools for better trade confirmation.
Use the box and label visualization to quickly scan charts for trade opportunities without cluttering the chart.
The strategy’s trades (LONG and SHORT) provide backtesting results and performance statistics for each signal.
Signalgo Strategy ISignalgo Strategy I: Technical Overview
Signalgo Strategy I is a systematically engineered TradingView strategy script designed to automate, test, and manage trend-following trades using multi-timeframe price/volume logic, volatility-based targets, and multi-layered exit management. This summary covers its operational structure, user inputs, entry and exit methodology, unique technical features, and practical application.
Core Logic and Workflow
Multi-Timeframe Data Synthesis
User-Defined Timeframe: The user chooses a timeframe (e.g., 1H, 4H, 1D, etc.), on which all strategy signals are based.
Cross-Timeframe Inputs: The strategy imports closing price, volume, and Average True Range (ATR) for the selected interval, independently from the chart’s native timeframe, enabling robust multi-timeframe analysis.
Price Change & Volume Ratio: It calculates the percent change of price per bar and computes a volume ratio by comparing current volume to its 20-bar moving average—enabling detection of true “event” moves vs. normal market noise.
Hype Filtering
Anti-Hype Mechanism: An entry is automatically filtered out if abnormal high volume occurs without corresponding price movement, commonly observed during manipulation or announcement periods. This helps isolate genuine market-driven momentum.
User Inputs
Select Timeframe: Choose which interval drives signal generation.
Backtest Start Date: Specify from which date historical signals are included in the strategy (for precise backtests).
Take-Profit/Stop-Loss Configuration: Internally, risk levels are set as multiples of ATR and allow for three discrete profit targets.
Entry Logic
Trade Signal Criteria:
Price change magnitude in the current bar must exceed a fixed sensitivity threshold.
Volume for the bar must be significantly elevated compared to average, indicating meaningful participation.
Anti-hype check must not be triggered.
Bullish/Bearish Determination: If all conditions are met and price change direction is positive, a long signal triggers. If negative, a short signal triggers.
Signal Debouncing: Ensures a signal triggers only when a new condition emerges, avoiding duplicate entries on flat or choppy bars.
State Management: The script tracks whether an active long or short is open to avoid overlapping entries and to facilitate clean reversals.
Exit Strategy
Take-Profits: Three distinct profit targets (TP1, TP2, TP3) are calculated as fixed multiples of the ATR-based stop loss, adapting dynamically to volatility.
Reversals: If a buy signal appears while a short is open (or vice versa), the existing trade is closed and reversed in a single step.
Time-Based Exit: If, 49 bars after entry, the trade is in-profit but hasn’t reached TP1, it exits to avoid stagnation risk.
Adverse Move Exit: The position is force-closed if it suffers a 10% reversal from entry, acting as a catastrophic stop.
Visual Feedback: Each TP/SL/exit is plotted as a clear, color-coded line on the chart; no hidden logic is used.
Alerts: Built-in TradingView alert conditions allow automated notification for both entries and strategic exits.
Distinguishing Features vs. Traditional MA Strategies
Event-Based, Not Just Slope-Based: While classic moving average strategies enter trades on MA crossovers or slope changes, Signalgo Strategy I demands high-magnitude price and volume confirmation on the chosen timeframe.
Volume Filtering: Very few MA strategies independently filter for meaningful volume spikes.
Real Market Event Focus: The anti-hype filter differentiates organic market trends from manipulated “high-volume, no-move” sessions.
Three-Layer Exit Logic: Instead of a single trailing stop or fixed RR, this script manages three profit targets, time-based closures, and hard adverse thresholds.
Multi-Timeframe, Not Chart-Dependent: The “main” analytical interval can be set independently from the current chart, allowing for in-depth cross-timeframe backtests and system runs.
Reversal Handling: Automatic handling of signal reversals closes and flips positions precisely, reducing slippage and manual error.
Persistent State Tracking: Maintains variables tracking entry price, trade status, and target/stop levels independently of chart context.
Trading Application
Strategy Sandbox: Designed for robust backtesting, allowing users to simulate performance across historical data for any major asset or interval.
Active Risk Management: Trades are consistently managed for both fixed interval “stall” and significant loss, not just via trailing stops or fixed-day closes.
Alert Driven: Can power algorithmic trading bots or notify discretionary traders the moment a qualifying market event occurs.
The Barking Rat PercentilesPercentile Reversion with Multi-Layered Smoothing
The Barking Rat Percentiles is a multi-tiered reversion strategy based on fixed percentage movements away from the mean, designed to capture price extremes through a structured, practical approach. It combines statistically derived percentile bands, RSI momentum filtering, and ATR-driven exits to identify potential turning points while managing opportunity with precision. The aim is to isolate high-quality reversal opportunities at progressively deeper extremes while avoiding noise and low-conviction setups.
At its core, the strategy measures the current market position relative to long-term percentile thresholds. When price moves significantly beyond these smoothed levels and momentum shows signs of exhaustion, staged entries are triggered. Exits are managed using independent ATR-based take profit and stop loss logic to adapt to varying volatility conditions.
🧠 Core Logic: Tiered Extremes & Structured Management
This strategy is intentionally methodical, layering multiple thresholds and validation checks before highlighting potential setups. By combining percentile-based extremes with momentum confirmation and adaptive trade management, it offers a disciplined and repeatable framework for mean reversion trading.
1. Percentile Thresholds as the Primary Framework
The script calculates the highest high and lowest low over a long lookback period of more than 1000 candles to define the overall price range. It then derives upper and lower percentile thresholds to determine extreme price levels. These thresholds are smoothed using a simple moving average to filter out short-term noise, ensuring that only statistically significant deviations from the mean are considered for potential trades.
2. Multi-Tier Entry Levels
Based on the percentile distance away from the mean, the script plots and references five discrete trigger levels beyond the primary thresholds for both long and short positions. Each tier represents progressively deeper extremes, typically 1–3% beyond the smoothed threshold, balancing the benefits of early entries with the safety of more confirmed extremes. Custom logic ensures only one signal is generated per threshold level, avoiding duplicate entries in the same zone.
3. RSI Momentum Filter
A 14-period RSI filter is applied to prevent entering trades against strong momentum. Long trades are only triggered when RSI falls below 30 (oversold), and short trades only when RSI rises above 70 (overbought). This helps align entries with potential exhaustion points, reducing the risk of entering prematurely into a strong ongoing trend.
4. ATR-Based Trade Management
For each trade sequence, the strategy will exit on the first exit condition met: either the take profit (TP) or the stop loss (SL). Because the TP uses a smaller ATR multiplier, it’s generally closer to the entry price, so most trades will hit the TP before reaching the SL. The SL is intentionally set with a larger ATR multiplier to give the trade room to develop, acting as a protective fallback rather than a frequent exit.
So in practice, you’ll usually see the TP executed for a trade, and the SL only triggers in cases where price moves further against the position than expected.
5. Position Reset Logic
Once price returns to the smoothed threshold region, all entry tiers in that direction are reset. This allows the system to prepare for new opportunities if the market revisits extreme levels, without triggering duplicate trades at the same threshold.
Why These Parameters Were Chosen
Multi-tier thresholds ensure that only meaningful extremes are acted upon, while the long-range SMA provides historical context and filters out noise. The staged entry logic per level balances the desire for early participation with the discipline of risk management. ATR-based TP and SL levels adapt to changing volatility, while the RSI filter improves timing by aligning trades with potential exhaustion points. Together, these elements create a balanced, structured, and repeatable approach to mean reversion trading.
📈 Chart Visuals: Clear & Intuitive
Green “▲” below a candle: Potential long entry
Red “▼” above a candle: Potential short entry
Blue “✔️”: Exit when ATR take profit is hit
Orange “✘”: Exit when ATR stop loss is hit
Tier threshold lines (smoothed upper/lower bounds)
🔔Alerts: Stay Notified Without Watching
The strategy supports real-time alerts on candle close, ensuring that signals are only triggered once fully confirmed.
You must manually set up alerts within your TradingView account. Once configured, you’ll be able to set up one alert per instrument. This one alert covers all relevant signals and exits — ideal for hands-free monitoring.
⚙️Strategy report properties
Position size: 25% equity per trade
Initial capital: 10,000.00 USDT
Pyramiding: 10 entries per direction
Slippage: 2 ticks
Commission: 0.055% per side
Backtest timeframe: 1-minute
Backtest instrument: SOLUSDT
Backtesting range: Jul 28, 2025 — Aug 14, 2025
Note on Sample Size:
You’ll notice the report displays fewer than the ideal 100 trades in the strategy report above. This is intentional. The goal of the script is to isolate high-quality, short-term reversal opportunities while filtering out low-conviction setups. This means that the Barking Rat Percentiles strategy is ultra-selective, filtering out over 90% of market noise by enforcing multiple validation layers. The brief timeframe shown in the strategy report here illustrates its filtering logic over a short window — not its full capabilities. As a result, even on lower timeframes like the 1-minute chart, signals are deliberately sparse — each one must pass all criteria before triggering.
For a larger dataset:
Once the strategy is applied to your chart, users are encouraged to expand the lookback range or apply the strategy to other volatile pairs to view a full sample.
💡Why 25% Equity Per Trade?
While it's always best to size positions based on personal risk tolerance, we defaulted to 25% equity per trade in the backtesting data — and here’s why:
Backtests using this sizing show manageable drawdowns even under volatile periods
The strategy generates a sizeable number of trades, reducing reliance on a single outcome
Combined with conservative filters, the 25% setting offers a balance between aggression and control
Users are strongly encouraged to customize this to suit their risk profile.
🔍 What Makes This Strategy Unique?
Multi-Tier Percentile Triggers – Instead of relying on a single overbought/oversold zone, this strategy uses five distinct entry tiers per direction, allowing for staged, precision entries at progressively deeper extremes.
Long-Term Percentile Smoothing – By calculating extremes over a 1000+ candle range and smoothing them with a moving average, the strategy focuses only on statistically significant deviations.
Custom One-Signal-Per-Tier Logic – Prevents duplicate trades at the same threshold level, reducing overtrading and noise.
Dual ATR Exit System – Independent TP and SL levels adapt to volatility. TP uses a smaller ATR multiplier for realistic, achievable exits and generally executes first, while the SL has a larger ATR multiplier to provide protective breathing room if the trade moves further against the position.
Momentum-Aware Filtering – A 14-period RSI filter ensures trades are only taken when momentum is likely exhausted, avoiding entries into strong trends.
Automatic Position Reset – Once price normalizes, tiers reset, allowing for fresh entries without interference from previous trades.
Strategi FVG 09:31 (Pro)FVG 09:31 Strategy (Pro)
In short, this is an automated trading strategy (bot) for TradingView designed to execute buy or sell orders based on a Fair Value Gap (FVG) pattern. The strategy is highly specific, as it only triggers on the 1-minute timeframe and looks for an FVG that forms precisely at 09:32 AM New York time.
Main Purpose of the Strategy
The primary goal of this script is to identify and capitalize on short-term price imbalances, known as Fair Value Gaps (FVGs). It operates during a specific, high-volatility window right after the U.S. stock market opens, often referred to by traders as the "Silver Bullet" session. By automating the detection and execution, it aims to trade these fleeting opportunities with precision.
How the Strategy Works
The strategy follows a clear, step-by-step logical flow on your chart.
1. Time & Timeframe Restriction
1-Minute Timeframe: The strategy is hard-coded to work only on the 1-minute (1m) chart. A warning label will appear on your chart if you apply it to any other timeframe.
Specific Time Window: The core logic activates only between 09:32 and 09:33 AM New York time. It searches for an FVG pattern formed by the three candles from 09:29, 09:30, and 09:31, with the pattern confirmation happening on the close of the 09:31 candle.
2. Fair Value Gap (FVG) Detection
An FVG is a three-candle pattern that signals a price imbalance.
Bullish FVG (Potential Buy): Occurs when the low of the first candle is higher than the high of the third candle. The space between these two prices is the FVG zone.
Bearish FVG (Potential Sell): Occurs when the high of the first candle is lower than the low of the third candle. The space between these two prices is the FVG zone.
If this pattern is detected at the target time, the strategy draws a colored box on the chart to visualize the FVG zone (aqua for bullish, fuchsia for bearish).
3. Entry Logic
The strategy provides two user-selectable methods for entering a trade:
Retracement (Immediate Entry): The strategy will open a position with a market order as soon as the price retraces back into the identified FVG zone.
For a Bullish FVG, a Long (buy) position is opened when the price drops to touch the upper boundary of the FVG.
For a Bearish FVG, a Short (sell) position is opened when the price rises to touch the lower boundary of the FVG.
Limit Order (Pending Entry): The strategy places a pending limit order at the edge of the FVG zone.
For a Bullish FVG, a Buy Limit order is placed at the upper boundary of the FVG.
For a Bearish FVG, a Sell Limit order is placed at the lower boundary of the FVG.
Order Expiration: If the limit order is not filled within a specified number of candles (default is 15), it is automatically canceled to avoid chasing a stale setup.
4. Exit Logic
Once a position is active, the strategy automatically manages the exit by setting a Take Profit (TP) and Stop Loss (SL) level. You can choose between two types:
Ticks (Fixed Points): You define a fixed profit target and loss limit in ticks (the smallest price movement). For example, a 200-tick TP and a 100-tick SL.
Last Swing (Dynamic Levels): The TP and SL are set dynamically based on the most recent swing high or swing low.
For a Long position: Take Profit is set at the last swing high; Stop Loss is at the last swing low.
For a Short position: Take Profit is set at the last swing low; Stop Loss is at the last swing high.
5. Daily Management
At the start of each new trading day, the script performs a reset. All variables, including any FVG data from the previous day, are cleared. This ensures the strategy only acts on fresh signals from the current day and cancels any pending orders from the day before.
Explanation of Settings (Inputs)
Here is what each user-configurable setting does:
Entry Type: Choose your preferred entry method: Retracement or Limit Order.
Order Expiration (Candles): Applies only to the Limit Order type. Sets how many candles an unfilled order will remain active before being canceled.
Stop Loss Type: Choose Ticks for a fixed-distance stop loss or Last Swing for a dynamic level.
Take Profit Type: Choose Ticks for a fixed-distance profit target or Last Swing for a dynamic level.
Pivot Lookback (SL/TP Swing): Defines how many candles the script looks back to identify the most recent swing high/low for the Last Swing SL/TP type.
Contract Size: The quantity or lot size for each trade.
Take Profit (in Ticks): The profit target distance if using the Ticks type.
Stop Loss (in Ticks): The maximum loss distance if using the Ticks type.
Timeshifter Triple Timeframe Strategy w/ SessionsOverview
The "Enhanced Timeshifter Triple Timeframe Strategy with Session Filtering" is a sophisticated trading strategy designed for the TradingView platform. It integrates multiple technical indicators across three different timeframes and allows traders to customize their trading Sessions. This strategy is ideal for traders who wish to leverage multi-timeframe analysis and session-based trading to enhance their trading decisions.
Features
Multi-Timeframe Analysis and direction:
Higher Timeframe: Set to a daily timeframe by default, providing a broader view of market trends.
Trading Timeframe: Automatically set to the current chart timeframe, ensuring alignment with the trader's primary analysis period.
Lower Timeframe: Set to a 15-minute timeframe by default, offering a granular view for precise entry and exit points.
Indicator Selection:
RMI (Relative Momentum Index): Combines RSI and MFI to gauge market momentum.
TWAP (Time Weighted Average Price): Provides an average price over a specified period, useful for identifying trends.
TEMA (Triple Exponential Moving Average): Reduces lag and smooths price data for trend identification.
DEMA (Double Exponential Moving Average): Similar to TEMA, it reduces lag and provides a smoother trend line.
MA (Moving Average): A simple moving average for basic trend analysis.
MFI (Money Flow Index): Measures the flow of money into and out of a security, useful for identifying overbought or oversold conditions.
VWMA (Volume Weighted Moving Average): Incorporates volume data into the moving average calculation.
PSAR (Parabolic SAR): Identifies potential reversals in price movement.
Session Filtering:
London Session: Trade during the London market hours (0800-1700 GMT+1).
New York Session: Trade during the New York market hours (0800-1700 GMT-5).
Tokyo Session: Trade during the Tokyo market hours (0900-1800 GMT+9).
Users can select one or multiple sessions to align trading with specific market hours.
Trade Direction:
Long: Only long trades are permitted.
Short: Only short trades are permitted.
Both: Both long and short trades are permitted, providing flexibility based on market conditions.
ADX Confirmation:
ADX (Average Directional Index): An optional filter to confirm the strength of a trend before entering a trade.
How to Use the Script
Setup:
Add the script to your TradingView chart.
Customize the input parameters according to your trading preferences and strategy requirements.
Indicator Selection:
Choose the primary indicator you wish to use for generating trading signals from the dropdown menu.
Enable or disable the ADX confirmation based on your preference for trend strength analysis.
Session Filtering:
Select the trading sessions you wish to trade in. You can choose one or multiple Sessions based on your trading strategy and market focus.
Trade Direction:
Set your preferred trade direction (Long, Short, or Both) to align with your market outlook and risk tolerance. You can use this feature to gauge the market and understand the possible directions.
Tips for Profitable and Safe Trading:
Recommended Timeframes Combination:
LT: 1m , CT: 5m, HT: 1H
LT: 1-5m , CT: 15m, HT: 4H
LT: 5-15m , CT: 4H, HT: 1W
Backtesting:
Always backtest the strategy on historical data to understand its performance under various market conditions.
Adjust the parameters based on backtesting results to optimize the strategy for your specific trading style.
Risk Management:
Use appropriate risk management techniques, such as setting stop-loss and take-profit levels, to protect your capital.
Avoid over-leveraging and ensure that you are trading within your risk tolerance.
Market Analysis:
Combine the script with other forms of market analysis, such as fundamental analysis or market sentiment, to make well-rounded trading decisions.
Stay informed about major economic events and news that could impact market volatility and trading sessions.
Continuous Monitoring:
Regularly monitor the strategy's performance and make adjustments as necessary.
Keep an eye on the results and settings for real-time statistics and ensure that the strategy aligns with current market conditions.
Education and Practice:
Continuously educate yourself on trading strategies and market dynamics.
Practice using the strategy in a demo account before applying it to live trading to gain confidence and understanding.
VWAP Breakout Strategy + EMAs + Clean Cycle/TP/SL PlotsHere’s a quick user-guide to get you up and running with your “VWAP Breakout Strategy + EMAs + Clean Cycle/TP/SL Plots” script in TradingView:
⸻
1. Installing the Script
1. Open TradingView, go to Pine Editor (bottom panel).
2. Paste in your full Pine-v6 code and hit Add to chart.
3. Save it (“Save as…”): give it a memorable name (e.g. “VWAP Breakout+EMAs”).
⸻
2. Configuring Your Inputs
Once it’s on the chart, click the ⚙️ Settings icon to tune:
Setting Default What it does
ATR Length 14 Period for average true range (volatility measure)
ATR Multiplier for Stop 1.5 How many ATRs away your stop-loss sits
TP1 / TP2 Multipliers (ATR) 1.0 / 2.0 Distance of TP1 and TP2 in ATR multiples
Show VWAP / EMAs On Toggles the blue VWAP line & EMAs (100/34/5)
Full Cycle Range Points 200 Height of the shaded “cycle zone”
Pivot Lookback 5 How many bars back to detect a pivot low
Round Number Step 500 Spacing of your dotted horizontal lines
Show TP/SL Labels On Toggles all the “ENTRY”, “TP1”, “TP2”, “STOP” tags
Feel free to adjust ATR multipliers and cycle-zone size based on the instrument’s typical range.
⸻
3. Reading the Signals
• Long Entry:
• Trigger: price crosses above VWAP
• You’ll see a green “Buy” tag at the low of the signal bar, plus an “ENTRY (Long)” label at the close.
• Stop is plotted as a red dashed line below (ATR × 1.5), and TP1/TP2 as teal and purple lines above.
• Short Entry:
• Trigger: price crosses below VWAP
• A red “Sell” tag appears at the high, with “ENTRY (Short)” at the close.
• Stop is the green line above; TP1/TP2 are dashed teal/purple lines below.
⸻
4. Full Cycle Zone
Whenever a new pivot low is detected (using your Pivot Lookback), the script deletes the old box and draws a shaded yellow rectangle from that low up by “Full Cycle Range Points.”
• Use this to visualize the “maximum expected swing” from your pivot.
• You can quickly see whether price is still traveling within a normal cycle or has overstretched.
⸻
5. Round-Number Levels
With Show Round Number Levels enabled, you’ll always get horizontal dotted lines at the nearest multiples of your “Round Number Step” (e.g. every 500 points).
• These often act as psychological support/resistance.
• Handy to see confluence with VWAP or cycle-zone edges.
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6. Tips & Best-Practices
• Timeframes: Apply on any intraday chart (5 min, 15 min, H1…), but match your ATR length & cycle-points to the timeframe’s typical range.
• Backtest first: Use the Strategy Tester tab to review performance, tweak ATR multipliers or cycle size, then optimize.
• Combine with context: Don’t trade VWAP breakouts blindly—look for confluence (e.g. support/resistance zones, higher-timeframe trend).
• Label clutter: If too many labels build up, you can toggle Show TP/SL Labels off and rely just on the lines.
⸻
That’s it! Once you’ve added it to your chart and dialed in the inputs, your entries, exits, cycle ranges, and key levels will all be plotted automatically. Feel free to experiment with the ATR multipliers and cycle-zone size until it fits your instrument’s personality. Happy trading!
Breadth-Driven Swing StrategyWhat it does
This script trades the S&P 500 purely on market breadth extremes:
• Data source : INDEX:S5TH = % of S&P 500 stocks above their own 200-day SMA (range 0–100).
• Buy when breadth is washed-out.
• Sell when breadth is overheated.
It is long-only by design; shorting and ATR trailing stops have been removed to keep the logic minimal and transparent.
⸻
Signals in plain English
1. Long entry
A. A 200-EMA trough in breadth is printed and the trough value is ≤ 40 %.
or
B. A 5-EMA trough appears, its prominence passes the user threshold, and the lowest breadth reading in the last 20 bars is ≤ 20 %.
(Toggle this secondary trigger on/off with “ Enter also on 5-EMA trough ”.)
2. Exit (close long)
First 200-EMA peak whose breadth value is ≥ 70 %.
3. Risk control
A fixed stop-loss (% of entry price, default 8 %) is attached to every long trade.
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Key parameters (defaults shown)
• Long EMA length 200 • Short EMA length 5
• Peak prominence 0.5 pct-pts • Trough prominence 3 pct-pts
• Peak level 70 % • Trough level 40 % • 5-EMA trough level 20 %
• Fixed stop-loss 8 %
• “Enter also on 5-EMA trough” = true (allows additional entries on extreme momentum reversals)
Feel free to tighten or relax any of these thresholds to match your risk profile or account for different market regimes.
⸻
How to use it
1. Load the script on a daily SPX / SPY chart.
(The price chart drives order execution; the breadth series is pulled internally and does not need to be on the chart.)
2. Verify the breadth feed.
INDEX:S5TH is updated after each session; your broker must provide it.
3. Back-test across several cycles.
Two decades of daily data is recommended to see how the rules behave in bear markets, range markets, and bull trends.
4. Adjust position sizing in the Properties tab.
The default is “100 % of equity”; change it if you prefer smaller allocations or pyramiding caps.
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Why it can help
• Breadth signals often lead price, allowing entries before index-level momentum turns.
• Simple, rule-based exits prevent “waiting for confirmation” paralysis.
• Only one input series—easy to audit, no black-box math.
Trade-offs
• Relies on a single breadth metric; other internals (advance/decline, equal-weight returns, etc.) are ignored.
• May sit in cash during shallow pullbacks that never push breadth ≤ 40 %.
• Signals arrive at the end of the session (breadth is EoD data).
⸻
Disclaimer
This script is provided for educational purposes only and is not financial advice. Markets are risky; test thoroughly and use your own judgment before trading real money.
ストラテジー概要
本スクリプトは S&P500 のマーケットブレッド（内部需給） だけを手がかりに、指数をスイングトレードします。
• ブレッドデータ : INDEX:S5TH
（S&P500 採用銘柄のうち、それぞれの 200 日移動平均線を上回っている銘柄比率。0–100 %）
• 買い : ブレッドが極端に売られたタイミング。
• 売り : ブレッドが過熱状態に達したタイミング。
余計な機能を削り、ロングオンリー & 固定ストップ のシンプル設計にしています。
⸻
シグナルの流れ
1. ロングエントリー
• 条件 A : 200-EMA がトラフを付け、その値が 40 % 以下
• 条件 B : 5-EMA がトラフを付け、
・プロミネンス条件を満たし
・直近 20 本のブレッドス最小値が 20 % 以下
• B 条件は「5-EMA トラフでもエントリー」を ON にすると有効
2. ロング決済
最初に出現した 200-EMA ピーク で、かつ値が 70 % 以上 のバーで手仕舞い。
3. リスク管理
各トレードに 固定ストップ（初期価格から 8 %）を設定。
⸻
主なパラメータ（デフォルト値）
• 長期 EMA 長さ : 200 • 短期 EMA 長さ : 5
• ピーク判定プロミネンス : 0.5 %pt • トラフ判定プロミネンス : 3 %pt
• ピーク水準 : 70 % • トラフ水準 : 40 % • 5-EMA トラフ水準 : 20 %
• 固定ストップ : 8 %
• 「5-EMA トラフでもエントリー」 : ON
相場環境やリスク許容度に合わせて閾値を調整してください。
⸻
使い方
1. 日足の SPX / SPY チャート にスクリプトを適用。
2. ブレッドデータの供給 (INDEX:S5TH) がブローカーで利用可能か確認。
3. 20 年以上の期間でバックテスト し、強気相場・弱気相場・レンジ局面での挙動を確認。
4. 資金配分 は プロパティ → 戦略実行 で調整可能（初期値は「資金の 100 %」）。
⸻
強み
• ブレッドは 価格より先行 することが多く、天底を早期に捉えやすい。
• ルールベースの出口で「もう少し待とう」と迷わずに済む。
• 入力 series は 1 本のみ、ブラックボックス要素なし。
注意点・弱み
• 単一指標に依存。他の内部需給（A/D ライン等）は考慮しない。
• 40 % を割らない浅い押し目では機会損失が起こる。
• ブレッドは終値ベースの更新。ザラ場中の変化は捉えられない。
⸻
免責事項
本スクリプトは 学習目的 で提供しています。投資助言ではありません。
実取引の前に必ず自己責任で十分な検証とリスク管理を行ってください。
