เริ่มกันเลย

อินดิเคเตอร์และกลยุทธ์

Astra X v1.111353 StrategyAstra X – Trading Idea: Trade Only When The Market Is Clear This idea is based on a simple belief: The market becomes easier to trade when multiple timeframes show the same direction. Instead of trying to predict tops or bottoms, this approach waits for confirmation from higher timeframes before entering a trade. The Core Idea Markets move in trends, but small timeframes can be noisy and confusing. This idea looks at larger timeframes such as 1H, 6H, 8H, and Daily to understand the bigger picture. If these timeframes agree that the market is trending, a trade becomes valid. If they disagree, the safest decision is to stay out. How The Idea Finds Opportunities The strategy watches several things at the same time: Moving averages to detect trend direction Momentum indicators to measure strength Volatility channels to understand price behavior When multiple signals align, it suggests that the market may be entering a stable trend phase. Trade Management Philosophy Once a trade is opened, the focus shifts to risk control. Profit targets and stop losses are not fixed numbers. They are based on market volatility using ATR. This allows trades to adapt to changing market conditions. If the original trend signal disappears, the position is closed early. The goal is to avoid staying in trades when the market structure changes. What This Idea Tries To Avoid Overtrading Random entries during sideways markets Holding losing trades too long Summary This idea focuses on trading with confirmation, not prediction. It attempts to follow strong trends while managing risk using volatility-based exits. The approach works best in markets that show clear directional movement. This is a trading idea for educational and research purposes only. Always test and evaluate strategies before using them in live trading.
กลยุทธ์ Pine Script®
โดย nol-quant
Astra X v1 A Very Simple Trend StrategyAstra X v1 – A Very Simple Trend Strategy This strategy is made to trade only when the market direction is clear. It does not guess. It waits for many signals to agree before entering a trade. What does this strategy do? If the price is clearly going up, it buys If the price is clearly going down, it sells If the price is unclear or messy, it does nothing No random trades. No guessing. How does it know the direction? The strategy looks at the market from far away, not very close. It checks higher timeframes like 1 hour, 6 hours, 8 hours, and 1 day to understand the real trend. It uses: Moving averages (EMA) to see trend direction RSI and ADX to see if the move is strong Keltner Channels to understand volatility A trade is allowed only when several signals say the same thing. When does it enter a trade? Buy when multiple signals say the trend is going up Sell when multiple signals say the trend is going down Only one trade at a time. No stacking and no overtrading. When does it exit a trade? There are two ways to exit: 1. Take profit or stop loss Profit and loss levels are based on ATR ATR follows market volatility, so exits are flexible 2. Early exit If the entry signal is no longer valid The trade is closed immediately This helps avoid big losses when the trend changes. Risk management Each trade uses only a part of the account Leverage is optional Risk is known before entering the trade Simple summary Follow the trend Trade only when many timeframes agree Always know where to exit Do not chase or guess Not financial advice. Always test before using real money.
กลยุทธ์ Pine Script®
โดย nol-quant
Astra X v1 Multi-Timeframe Trend Strategy with ATR TP/SL This strategy is built around trend confirmation across multiple higher timeframes, combined with volatility-based risk management. The main idea is simple: Only trade when multiple timeframes agree on direction, and Let ATR decide take-profit and stop-loss instead of fixed percentages. Strategy Concept Instead of relying on a single indicator or timeframe, Astra X stacks confirmations from 1H to 1D to filter out noise and low-quality trades. It is designed to: Capture medium to long trend moves Reduce overtrading Adapt exits to market volatility Entry Logic (High Level) A trade is triggered when one of several predefined conditions is met. Each condition represents a different trend or momentum structure, such as: EMA crossovers on 6H, 8H, and Daily Trend strength using ADX Momentum confirmation using RSI and TSI Volatility context using Keltner Channels Both long and short signals are supported, depending on the condition. Only one position is allowed at a time. Exit Logic There are two exit layers: ATR-based take profit and stop loss Take profit = ATR × multiplier Stop loss = ATR × multiplier Uses 1H ATR so exits adapt to current volatility Early exit signal If the original entry condition is invalidated The position is closed immediately This helps protect profits when the trend structure breaks early. Risk and Position Sizing Position size is based on account equity Optional leverage support Percentage-based execution model Alert-ready for automation Notes Uses higher timeframe data with lookahead for strategy logic Focused on trend continuation, not scalping Best suited for BTC and high-liquidity markets Final Thoughts Astra X does not aim to predict tops or bottoms. It focuses on aligning with the dominant trend, managing risk dynamically, and letting volatility define exits. Not financial advice. Always backtest before live trading.
กลยุทธ์ Pine Script®
โดย nol-quant
Corrected NNSSThe NNSS system represents a sophisticated, institutional-grade approach to trading leveraged ETFs (specifically SPXL). This script acts as the **Visual Dashboard** for our proprietary backend algorithm, bringing high-performance computing signals directly to your TradingView chart. **🤖 The "Black Box" Advantage** Unlike standard indicators (RSI, MACD) that lag behind price, NNSS utilizes a complex **Statistical Probability Model** running on external servers. It analyzes market regimes, volatility structures, and historical patterns to generate high-confidence execution signals. **🛡️ Risk-First Methodology** Trading 3x leveraged ETFs requires precision. Our system prioritizes capital preservation: * **Risk-On:** Aggressively captures upside during stable trends. * **Risk-Off:** swiftly moves to **CASH (0% Exposure)** when the model detects elevated systemic risk or statistical anomalies. **🚀 Key Features** * **T+1 Action Plan:** The "T+1 PLAN" label clearly indicates the required action for the *next market open* (Buy, Add, Reduce, or Clear). * **Dynamic Positioning:** The system doesn't just "Buy" or "Sell"; it intelligently adjusts position sizing (e.g., 100%, 16%, 0%) based on the model's confidence level. * **Clarity:** No clutter. Only actionable signals are displayed. * 🟩 **Green Labels:** Accumulation / Holding * 🟥 **Red Labels:** Reduction / Liquidation / Cash Preservation **📊 Performance Goal** The strategy is engineered to deliver a superior **Profit Factor** compared to a standard Buy & Hold approach by minimizing drawdowns during bear markets and corrections. **🔒 Invite-Only Access** This is a private quantitative strategy. The source code is protected to maintain the integrity of our proprietary logic. **👉 How to Get Access** To unlock this strategy and receive daily signal updates, please check the **Signature** below or contact me directly via private message. --- *Disclaimer: This script is for informational purposes only. Trading leveraged assets involves significant risk. Past performance is not indicative of future results.*
กลยุทธ์ Pine Script®
โดย OneLookQuant
1
15 min orb//@version=5 strategy("15min ORB Retest Strategy", overlay=true, default_qty_type=strategy.fixed, default_qty_value=2, initial_capital=50000, commission_type=strategy.commission.cash_per_contract, commission_value=2.50) // ========== INPUTS ========== entryLevel = input.string("Top/Bottom", "Entry Level", options= ) stopPoints = input.float(5.0, "Stop Loss (Points)", minval=0.1) tpPoints = input.float(10.0, "Take Profit (Points)", minval=0.1) // ========== TIME SETTINGS (Mountain Time = UTC-7 or UTC-6 depending on DST) ========== // TradingView uses UTC, so adjust based on your MT offset // For simplicity, using session strings. Adjust if needed for DST. orbSession = "0600-0615:1234567" // 6:00-6:15 AM MT (adjust UTC offset as needed) tradeSession = "0700-0730:1234567" // 7:00-7:30 AM MT // ========== ORB BOX CALCULATION ========== var float boxHigh = na var float boxLow = na var float boxMid = na var bool boxSet = false var bool tradeToday = false var bool breakoutUp = false var bool breakoutDown = false // Detect ORB session (6:00-6:15 AM MT) inOrbSession = not na(time(timeframe.period, orbSession, "America/Denver")) if inOrbSession and not boxSet boxHigh := high boxLow := low boxSet := true else if inOrbSession and boxSet boxHigh := math.max(boxHigh, high) boxLow := math.min(boxLow, low) // Calculate midpoint if not na(boxHigh) and not na(boxLow) boxMid := (boxHigh + boxLow) / 2 // Reset daily if ta.change(time('D')) boxSet := false tradeToday := false breakoutUp := false breakoutDown := false boxHigh := na boxLow := na boxMid := na // ========== DRAW BOX ========== var line topLine = na var line bottomLine = na var line midLine = na if boxSet and not na(boxHigh) if na(topLine) topLine := line.new(bar_index, boxHigh, bar_index + 1, boxHigh, color=color.green, width=2) bottomLine := line.new(bar_index, boxLow, bar_index + 1, boxLow, color=color.red, width=2) midLine := line.new(bar_index, boxMid, bar_index + 1, boxMid, color=color.gray, width=1, style=line.style_dashed) else line.set_x2(topLine, bar_index) line.set_x2(bottomLine, bar_index) line.set_x2(midLine, bar_index) // ========== BREAKOUT DETECTION ========== inTradeSession = not na(time(timeframe.period, tradeSession, "America/Denver")) // Breakout = 1m close outside box if boxSet and not na(boxHigh) and not breakoutUp and not breakoutDown if close > boxHigh breakoutUp := true if close < boxLow breakoutDown := true // ========== MIDPOINT INVALIDATION (with re-setup) ========== if breakoutUp and close < boxMid breakoutUp := false // Allow re-setup if breakoutDown and close > boxMid breakoutDown := false // Allow re-setup // ========== RETEST & ENTRY LOGIC ========== longCondition = false shortCondition = false if boxSet and inTradeSession and not tradeToday // LONG: breakout up, retest top or midpoint if breakoutUp if entryLevel == "Top/Bottom" and close <= boxHigh and close >= boxHigh - 0.25 longCondition := true if entryLevel == "Midpoint" and close <= boxMid and close >= boxMid - 0.25 longCondition := true // SHORT: breakout down, retest bottom or midpoint if breakoutDown if entryLevel == "Top/Bottom" and close >= boxLow and close <= boxLow + 0.25 shortCondition := true if entryLevel == "Midpoint" and close >= boxMid and close <= boxMid + 0.25 shortCondition := true // ========== EXECUTE TRADES ========== if longCondition strategy.entry("Long", strategy.long) strategy.exit("TP/SL", "Long", stop=close - stopPoints, limit=close + tpPoints) tradeToday := true if shortCondition strategy.entry("Short", strategy.short) strategy.exit("TP/SL", "Short", stop=close + stopPoints, limit=close - tpPoints) tradeToday := true // ========== PLOT SIGNALS ========== plotshape(longCondition, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, title="Long Entry") plotshape(shortCondition, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, title="Short Entry")
กลยุทธ์ Pine Script®
โดย CashPort
Neural Network SPXL Strategy(Public Visualizer)The NNSS system represents a sophisticated, institutional-grade approach to trading leveraged ETFs (specifically SPXL). This script acts as the **Visual Dashboard** for our proprietary backend algorithm, bringing high-performance computing signals directly to your TradingView chart. **🤖 The "Black Box" Advantage** Unlike standard indicators (RSI, MACD) that lag behind price, NNSS utilizes a complex **Statistical Probability Model** running on external servers. It analyzes market regimes, volatility structures, and historical patterns to generate high-confidence execution signals. **🛡️ Risk-First Methodology** Trading 3x leveraged ETFs requires precision. Our system prioritizes capital preservation: * **Risk-On:** Aggressively captures upside during stable trends. * **Risk-Off:** swiftly moves to **CASH (0% Exposure)** when the model detects elevated systemic risk or statistical anomalies. **🚀 Key Features** * **T+1 Action Plan:** The "T+1 PLAN" label clearly indicates the required action for the *next market open* (Buy, Add, Reduce, or Clear). * **Dynamic Positioning:** The system doesn't just "Buy" or "Sell"; it intelligently adjusts position sizing (e.g., 100%, 16%, 0%) based on the model's confidence level. * **Clarity:** No clutter. Only actionable signals are displayed. * 🟩 **Green Labels:** Accumulation / Holding * 🟥 **Red Labels:** Reduction / Liquidation / Cash Preservation **📊 Performance Goal** The strategy is engineered to deliver a superior **Profit Factor** compared to a standard Buy & Hold approach by minimizing drawdowns during bear markets and corrections. **🔒 Invite-Only Access** This is a private quantitative strategy. The source code is protected to maintain the integrity of our proprietary logic. **👉 How to Get Access** To unlock this strategy and receive daily signal updates, please check the **Signature** below or contact me directly via private message. --- *Disclaimer: This script is for informational purposes only. Trading leveraged assets involves significant risk. Past performance is not indicative of future results.*
กลยุทธ์ Pine Script®
โดย OneLookQuant
4
Swing Strategy Feature Set C [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set C includes concepts beginning with the letter "C" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Candle Trend Candlestick Patterns Chande Momentum Oscillator Chandelier Exit Chart Patterns Commodity Channel Index Coppock Curve █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET C SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Candle Trend Filter The candle trend filter is an entry filter that evaluates short-term directional candle behaviour as a state-based trend, defined by transitions between candle colours. A green candle trend begins when a green candle forms following one or more red candles. The trend remains valid while consecutive green candles continue to form. The green candle trend terminates when a red candle forms, completing the sequence. A red candle trend begins when a red candle forms following one or more green candles. The trend remains valid while consecutive red candles continue to form. The red candle trend terminates when a green candle forms, completing the sequence. In the context of the core swing strategy, candle trends and swing confirmation are structurally synchronised but directionally inverted. Swing lows, which trigger long entries, are confirmed only at the termination of red candle trends, when a green candle completes the trough. Conversely, swing highs, which trigger short entries, are confirmed only at the termination of green candle trends, when a red candle completes the peak. As a result, long entries inherently occur following completed red candle trends and short entries inherently occur following completed green candle trends. This makes green candle trends incompatible with long entries and red candle trends incompatible with short entries. The default mode for the candle trend filter is set to "None". If the candle trend filter mode is set to "Green", the filter will return false for long trades. Conversely, if the candle trend filter mode is set to "Red", the filter will return false for short trades. The candle trend count defines the number of consecutive same-colour candles required to form a valid candle trend condition for the filter. The opposing-colour candle that follows is not part of the trend itself, but serves to terminate the trend and confirm its completion. The default candle trend count is set to 3. Users can apply the candle trend filter and adjust trend count via strategy Settings/Inputs/CANDLE TREND FILTER. Candlestick Pattern Filter The candlestick patterns used in this script are the same as those included in my candlestick patterns library and indicator. Link below for library and indicator, respectively: The candlestick pattern filter is an entry filter that validates trade signals based on the presence of a user-selected candlestick pattern. Separate filters are provided for long and short entries. Each filter evaluates only patterns that are directionally compatible with the corresponding core entry condition. Patterns that are structurally incompatible with the core swing logic are evaluated using a one-candle offset. This is necessary where a pattern would otherwise coincide with, or conflict with, the candle used to confirm the core swing high or swing low condition. In these cases, the offset ensures that the candlestick pattern can still be included in the feature set, regardless of its traditional bullish or bearish classification. The default long and short candlestick pattern filter modes are set to "None". Users can apply the candlestick pattern filter via strategy Settings/Inputs/CANDLESTICK PATTERN FILTERS. Chande Momentum Oscillator (CMO) Filters The default CMO inputs are as follows: Source is set to "Close". Length is set to 14. Users can adjust the CMO inputs via strategy Settings/Inputs/CHANDE MOMENTUM OSCILLATOR (CMO).
 The CMO minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply above-equal filter is set to false. Above-equal threshold is set to -100. Apply below-equal filter is set to false. Below-equal threshold is set to 100. The CMO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The CMO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the CMO filters and adjust filter parameters via strategy Settings/Inputs/CMO FILTERS. Chandelier Exit (CE) Filters Users can apply up to two independent close above-equal/below filters (see generic filters section above), one for each of the two CE values (long and short). The default mode for the close above-equal/below filters is set to "None". The CE rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined CE value is rejected exclusive of the other one. The default CE rejection filter mode is set to "None". The long CE above-equal/below short CE filter is an entry filter that evaluates the relative positioning of the long and short CE values and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when long CE is greater than or equal to short CE. "Below" returns true when long CE is less than short CE. 
Users can apply the CE filters and adjust filter parameters via strategy Settings/Inputs/CE FILTERS. Chart Pattern Filter The chart patterns used in this script are the same as those included in my chart patterns library and indicator. Link below for library and indicator, respectively: The chart pattern filter is an entry filter that validates trade signals based on the presence of a user-selected chart pattern. Separate filters are provided for long and short entries. Each filter evaluates only patterns that are directionally compatible with the corresponding core entry condition. The default long and short chart pattern filter modes are set to "None". Users can apply the chart pattern filter via strategy Settings/Inputs/CHART PATTERN FILTERS. Commodity Channel Index (CCI) Filters The default CCI length is set to 20. Users can adjust the CCI inputs via strategy Settings/Inputs/COMMODITY CHANNEL INDEX (CCI).
 The CCI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The CCI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the CCI filters and adjust filter parameters via strategy Settings/Inputs/CCI FILTERS. Coppock Curve (CC) Filters The default CC inputs are as follows: Long CC length is set to 10. Short CC length is set to 14. CC smoothing length is set to 11. Users can adjust the CC inputs via strategy Settings/Inputs/COPPOCK CURVE (CC).
 The CC above-equal/below zero filter is defined as an entry filter that evaluates the CC value relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the CC value is greater than or equal to zero. "Below" returns true when the CC value is less than zero. The default CC above-equal/below zero filter mode is set to "None". The CC minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The CC trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the CC filters and adjust filter parameters via strategy Settings/Inputs/CC FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
กลยุทธ์ Pine Script®
โดย theEccentricTrader
Envelope Master Pro v7.61Envelope Master Pro is an advanced trading strategy based on the WMA (Weighted Moving Average) Envelope system. It is designed to provide highly accurate trend-following signals with built-in risk management. 🔥 Key Features: Smart Latch Technology: Locks the Future Price at the exact moment of signal generation. Eliminates Repainting and ensures stable data fetching without 'NA' errors. Running Conflict Checker: Automatically detects ambiguous trades where both SL and Target are hit in the same candle. Optimized to work on all timeframes (1m to 1D) without runtime memory errors. Advanced Trade Management: Auto Lot Size: Automatically calculates quantity based on lot size (e.g., 8000 for Futures). Hybrid Exits: Takes profit on the 1st Lot for safety and lets the 2nd Lot run for jackpot trends. Beginner Friendly Visuals: Hindi Tooltips: Detailed explanation for every setting in the inputs menu. Color Coded Candles: 🟡 Yellow: Setup Candle. 🟠 Orange: Entry Ready. 🟣 Purple: Conflict Warning. Dynamic Dashboard: Displays real-time Win Rate, Drawdown, and Profit Factor directly on the chart. How to Use: Add the strategy to your chart (Best for 1D timeframe). Adjust WMA Length and Envelope % based on the stock volatility. Enable "Show Future Price" to see derivative pricing on the chart. Disclaimer: This script is for educational purposes only. Past performance does not guarantee future results.
กลยุทธ์ Pine Script®
โดย BheemPrakash
5m Trend Continuation Strategy [With Dashboard]Overview: This strategy is designed for Intraday Trading on the 5-minute timeframe. It focuses on capturing "Trend Continuation" moves by identifying pullbacks to the EMA and entering when the price resumes the trend. It includes a built-in Performance Dashboard and a strict Risk Management system. 📈 Strategy Logic: The strategy combines Trend, Momentum, and Price Action: Trend Filter (EMA 21): Buy: Price must be above the 21 EMA. Sell: Price must be below the 21 EMA. Momentum Filter (RSI 14): Trades are only taken if RSI is in favor (RSI > 50 for Buy, RSI < 50 for Sell). Entry Setup (Pullback & Breakout): The strategy waits for a valid pullback candle (Signal Candle). Once a signal is confirmed, it marks a "Ready" level (High/Low + Buffer). Entry: A trade is triggered immediately when the price crosses this level (Stop Limit Order). Setup Validity: If the entry is not triggered within Max Break Candles (default 3), the setup is automatically cancelled to avoid stale trades. 🛡️ Risk Management: Stop Loss (SL): Placed dynamically at the recent swing High/Low with a buffer. Target (TP): Calculated based on a fixed Risk:Reward (RR) Ratio (Default: 1.5R). Intraday Square-off: Forces exit at a specific time (Default: 23:40) to close all positions before the market ends. ✨ Key Features: Performance Dashboard: Shows Net Profit, Win Rate, Drawdown, and Profit Factor directly on the chart. Alerts Included: Ready, Entry, Target, SL, and Setup Cancel alerts are pre-configured. No Repainting: Uses bar confirmation for signals and real-time tick data for execution. Clean Visuals: Plots Entry, SL, and Target lines on the chart for active trades. ⚙️ Default Settings: Timeframe: 5 Minutes EMA Length: 21 RSI Length: 14 Risk:Reward: 1.5 Buffer: 0.10 (Fixed Points) ⚠️ Disclaimer: This strategy is for educational purposes only. Past performance does not guarantee future results. Please backtest on your specific instrument before using it with real capital.
กลยุทธ์ Pine Script®
โดย BheemPrakash
stelaraX - PSAR Trend StrategystelaraX – PSAR Trend Strategy stelaraX – PSAR Trend Strategy is a rule-based trend-following strategy built around the Parabolic SAR indicator. The strategy automatically evaluates trend direction by tracking the position of the PSAR relative to price and enters positions when a confirmed trend flip occurs. The logic is intentionally minimal and transparent, making the strategy suitable for backtesting, parameter studies, and trend behavior analysis across different markets and timeframes. Core logic The strategy calculates the Parabolic SAR using three user-defined parameters: * start value * increment * maximum acceleration factor A trend flip is defined as: * bullish when PSAR switches from above price to below price * bearish when PSAR switches from below price to above price When a bullish flip is detected, the strategy opens a long position. When a bearish flip is detected, the strategy opens a short position. Position sizing is based on a percentage of account equity and is set to 100 percent by default. Visualization The script plots the Parabolic SAR directly on the chart using circular markers: * green when PSAR is below price * red when PSAR is above price Buy and sell labels are placed on the chart at the moment a trend flip occurs to clearly mark entry points. Note: To hide strategy order arrows, disable “Show Orders on Chart” in the script settings under Properties. Alerts Alert conditions are included for: * buy signals when PSAR flips bullish * sell signals when PSAR flips bearish Alerts use the active ticker symbol and trigger only on confirmed flip conditions. Use case This strategy is intended for: * trend-following backtests * studying Parabolic SAR trend behavior * evaluating PSAR parameter sensitivity Disclaimer This strategy is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
กลยุทธ์ Pine Script®
โดย stelaraX_official
APS Nirala Algodawn One V.26.06 [Smart Lot Engine]Title: APS Nirala Algodawn One V.26.06 Description: APS Nirala Algodawn One V.26.06 — High-Performance Educational & Research Tool for Risk Management and Multi-Indicator Confluence Analysis. Fully optimized for the February 2026 Indian market structure across NSE (Stocks/Futures/Options), BSE (Sensex/Bankex), and MCX (Commodities). ⚠️ IMPORTANT DISCLAIMER (Please Read Carefully) • Strictly Educational: This script is intended only for Back testing, Logic study, and paper trading simulation. • Not Financial Advice: The author is not a SEBI-registered analyst or advisor. This tool provides no trading signals, recommendations, or profit guarantees. • Risk Warning: Past/back tested performance is not indicative of future results. Trading involves substantial risk of loss. Use at your own risk. 🛠️ CORE INNOVATION: SMART LOT ENGINE (V26.06) Automatically solves the Unit-vs-Lot challenge with exchange-aware precision calculations tailored to current regulations: • Indices — Nifty (65), BankNifty (30), FinNifty (60), MidcapNifty (120), Sensex/Bankex • MCX Commodities — Crude Oil (100), Natural Gas, Gold, Silver (auto-calculated) • Stock Futures — Dynamic lot detection for 190+ F&O stocks • Risk-Based Formula: Quantity = (Capital × Risk %) / (SL Points × Point Value) 📊 7-PILLAR CONFLUENCE FRAMEWORK Study institutional-grade market behavior through the synergy of seven carefully selected indicators: 1. Supertrend — Primary trend direction 2. Bollinger Bands — Volatility expansion & contraction 3. Central Pivot Range (CPR) — Intraday support/resistance & range profiling 4. SMA 200 — Global long-term trend filter 5. Volume Weighted Colored Bars (VWCB) — Volume intensity validation 6. VWAP — Institutional intraday benchmark 7. Nirala SMI — Custom Stochastic Momentum Index to filter choppy market noise 🎛️ INTERACTIVE DASHBOARD Dark-theme real-time status panel with: • Signal Checklist — Instant ✓/✗ verification for all 7 pillars • Live Trade Qty — Dynamic lot size calculation based on your risk settings • Market Status — Overall confluence readout: Long / Short / Flat • Manual Controls — Draggable Target, Stop Loss, and Trailing SL lines ⚙️ HOW TO USE (For Educational Research) 1. Apply to any chart (5-min or 15-min timeframes recommended) 2. Auto Segment Detection — Seamlessly switches logic for NSE, BSE, or MCX 3. Configure Risk — Set desired risk % per trade in settings (1–2% typical for study) 4. Observe confluence buildup and smart lot adaptation across instruments Access: Closed-source Invite-Only script to protect proprietary logic and intellectual property. Feedback welcome — let’s refine together!
กลยุทธ์ Pine Script®
โดย AELSLIS_OFFICIAL
Scalper By Rodel Bhuyain High efficiency and risk control. This script provides a structured framework for high-frequency execution while maintaining strict boundaries on losses and overtrading. ### Core Advantages **1. Strict Risk Management** The strategy enforces a fixed 1:3 risk-to-reward ratio. By automating the exit points immediately upon entry, it eliminates "hope-trading" or moving stop losses manually, ensuring that a single win covers the cost of three losses. **2. Overtrading Prevention** The daily trade limit (set to 100) acts as a mechanical circuit breaker. This protects the account from catastrophic "revenge trading" by hard-locking the script once the quota is reached, regardless of market conditions. **3. Execution Speed** Because the logic is purely mechanical and lacks heavy indicator processing, it is extremely lightweight. This minimizes calculation lag, allowing for rapid entry and exit cycles that are difficult to perform manually at high volumes. **4. Visual and Operational Clarity** The UI is streamlined for focus. The color-coded background provides instant confirmation of the current bias, and the simplified input panel allows for quick adjustments to pip targets without digging into the code. **5. Instrument Versatility** The pip-calculation logic is dynamic. It automatically detects the decimal precision of the asset (Forex vs. Yen pairs), making it portable across different markets without needing manual code rewrites for price formatting. **In short:** The script excels at enforcing discipline through hardcoded limits and a healthy reward-to-risk ratio. It removes emotional bias and provides a scalable framework for high-volume trading.
กลยุทธ์ Pine Script®
โดย oxaam479
MASU+ Institutional: The Ultimate Trading Ecosystem)Stop Trading Retail. Start Trading Institutional. Welcome to MASU+ Institutional, a comprehensive algorithmic trading framework designed to emulate the logic of hedge funds and institutional market makers. This is not just a "buy/sell" indicator; it is a complete decision-making engine that combines Smart Money Concepts (SMC), Order Flow, and Multi-Timeframe Analysis into a single, automated strategy. The script is built to filter out market noise and trade only when high-probability conditions align across structure, volume, and momentum. Key Features 1. Smart Money Intelligence (SMC) Order Blocks & FVG: Automatically identifies institutional footprints. Liquidity Sweeps: Detects stop-hunts and manipulation points. Break of Structure (BOS): Confirms trend continuations with precision. Demand & Supply Zones: Dynamic plotting of buying and selling pressure zones with mitigation logic. 2. Advanced Order Flow CVD (Cumulative Volume Delta): Analyses buying vs. selling pressure. VWAP Bands: Trades based on institutional value areas. Volume Profile POC: Pinpoints the Point of Control for the current session. 3. Adaptive Risk Management Kelly Criterion Sizing: Dynamically adjusts position size based on win-rate probability. Volatility-Based Stops: SL and TP are calculated using ATR to adapt to market conditions. Auto-Trailing: Locks in profits as the trade moves in your favor. 4. Professional Dashboard A compact, real-time table displaying: MTF Trends: Status of 15m, 1H, and 4H trends. Confluence Score: A rating (1-5) of the signal strength. Market Regime: Identifies if the market is Trending, Ranging, or Volatile. Risk/Reward: Live R:R calculation for the current setup. How It Works The strategy uses a "Waterfall Logic" to enter trades: Macro Filter: Checks the correlation with major indices (SPX, NDX) to ensure we are trading with the global market. Trend Alignment: Confirms direction using Multi-Timeframe EMAs. Volume Confirmation: Requires a spike in volume and positive Order Flow (CVD). SMC Trigger: Enters on Liquidity Sweeps, FVG fills, or Order Block retests. Time Filter: Operates only during high-volume sessions (London/NY) to avoid consolidation chop. Best Practices Timeframe: Optimized for 15m and 1H. Assets: Works best on Indices (US30, NAS100, DAX), Crypto (BTC, ETH), and Major Forex Pairs. Settings: The default settings are tuned for a balance of frequency and accuracy. Use the "Time Filter" to avoid low-volatility sessions. Disclaimer: This strategy is a tool for analysis and automated execution logic. Past performance does not guarantee future results. Always backtest on your specific asset and broker before deploying real capital. 👇 Drop a BOOST if you want more Institutional Tools! 🚀
กลยุทธ์ Pine Script®
โดย Mark_Novak
18
Master ORB (Custom TZ, TF 5m/15m/30m/60m)Master ORB (Custom TZ, TF 5m / 15m / 30m / 60m) is a precision Opening Range Breakout indicator built for traders who want clean, rule-based structure across global market sessions. The indicator automatically defines the Opening Range based on your selected timeframe (5, 15, 30, or 60 minutes) and session, with full custom time zone support. Once the opening range is formed, the high and low are clearly plotted on the chart, creating objective breakout levels for the rest of the session. Master ORB is designed to remove discretion and noise by: Locking in the opening range once it completes Maintaining fixed, non-repainting levels Visually separating range formation from breakout phase This allows traders to focus on execution, confirmation, and risk management, rather than constantly adjusting levels. The indicator works across major sessions including London, New York, Frankfurt, and NY PM, making it suitable for index futures, forex, and liquid equities. It integrates seamlessly with momentum tools, trend filters, and higher-timeframe bias. Best used for: Opening range breakout and breakdown trades Session-based trading plans Bias confirmation and invalidation levels Structured entries with defined risk Key features: Selectable ORB length: 5m, 15m, 30m, or 60m Custom time zone alignment Fixed, non-repainting range levels Multi-session support Clean visual structure with minimal chart clutter Master ORB is a framework indicator, not a signal generator. It provides the structure needed to trade with discipline, consistency, and clarity across sessions and markets.
กลยุทธ์ Pine Script®
โดย crxxx
Bollinger Band Options Trading StrategyBollinger Band Options Trading Strategy (BBOTS) Overview The Bollinger Band Options Trading Strategy (BBOTS) is a high-precision, mean-reversion and momentum-capture system designed specifically for liquid assets like Options, Equities, and Forex. Built on Pine Script v6, this strategy utilizes dual Bollinger Band sets—one for surgical entries and another for dynamic profit targeting—to exploit market volatility while maintaining strict capital preservation. Key Features 1. Dual-Band Logic Unlike standard strategies that use a single set of bands, BBOTS separates Entry Bands from TP (Take Profit) Bands. This allows you to enter on tight volatility constraints but exit based on wider, trend-confirming targets. 2. Advanced Entry Mechanics Price Filter: Protects your capital by ensuring trades only execute within a specific price range (essential for options premium consistency). 3. Professional Risk Management This script features one of the most comprehensive risk management modules available: Multi-Stop Logic: Toggle between "Tightest" or "Priority" modes when using multiple stop-loss types. Trailing Activation: A "Profit Threshold" feature that activates a trailing stop only after the trade has moved significantly into the green. Dynamic Exit Rules: Includes ATR-based stops, fixed percentage SL/TP, and Risk-Reward Ratio (R:R) automation. 4. Basis TP & Volatility Filter The strategy includes a unique Basis TP feature with a Band Width Threshold. It intelligently decides whether to take profit at the Middle Band (Basis) or hold for the opposite band, based on whether the current market volatility (Band Width) justifies the risk. 5. Institutional Session Controls Includes a built-in session filter to avoid "low-liquidity" noise and an optional "Auto-Exit" at session close to prevent overnight gap risk.
กลยุทธ์ Pine Script®
โดย shanu_singh04
RMSD Deviation Strategy (Adaptive MA Framework)Root Deviation + Bollinger Bands Strategy is a quantitative trend-following system designed to identify directional bias using statistical deviation and adaptive signal scoring. This strategy combines two core engines: • Root Mean Square Deviation (RMSD) framework • Multi-type Moving Average benchmark system By measuring price displacement from a dynamically selected average, the model detects expansion phases where momentum is likely to persist. ──────────────────────── 🔹 **Signal Architecture** The strategy supports three independent signal modes: • Bollinger-style RMSD bands • For-loop momentum scoring • Combined probabilistic signal The combined mode averages both engines to reduce noise and improve directional confidence. ──────────────────────── 🔹 **Adaptive Moving Average Engine** Includes multiple professional-grade averages: SMA, EMA, WMA, VWMA DEMA, TEMA, HMA ALMA, FRAMA, KAMA JMA, T3, ZLSMA and more. This allows traders to tune responsiveness vs stability depending on market regime. ──────────────────────── 🔹 **Risk Management Layer** Built-in controls include: • ATR-based stop system • Switch cooldown logic • Commission and slippage modeling • Percent-of-equity position sizing These features help produce more realistic backtests and reduce overtrading. ──────────────────────── 🔹 **Design Philosophy** The strategy is built around a simple idea: > Markets move in statistically measurable expansions. Instead of predicting direction, the model reacts to confirmed displacement. This makes it suitable for: • Crypto • Index futures • Forex • High-liquidity equities Works across multiple timeframes. ──────────────────────── ⚠️ **Important Notice** This script is provided for research and educational purposes only. It is not financial advice. All trading involves risk. Past performance does not guarantee future results. Users are responsible for their own trading decisions.
กลยุทธ์ Pine Script®
โดย Rock5111