Shock Gap Bot [Enhanced]Shock Gap bot this to provide entry for pre market stocks , so you can get the bounce back
กลยุทธ์ Pine Script®
อินดิเคเตอร์และกลยุทธ์
Testthis is a test script
bool newClosed = strategy.closedtrades > strategy.closedtrades
if newClosed
int last = strategy.closedtrades - 1
// 最新平仓 trade 的关键信息
string eid = strategy.closedtrades.entry_id(last)
float epx = strategy.closedtrades.entry_price(last)
string xid = strategy.closedtrades.exit_id(last)
float xpx = strategy.closedtrades.exit_price(last)
float pnl = strategy.closedtrades.profit(last) // 注意：单位是策略币种/合约计价（受 commission 等影响）
// 判断是不是“止损”触发（看 exit_id）
bool isStop = str.startswith(xid, "S_SL_")
string msg = "CLOSED TRADE (new) " +"entry: " + eid + " @ " + str.tostring(epx) + " " +"exit : " + xid + " @ " + str.tostring(xpx) + " " +"pnl : " + str.tostring(pnl) + " " +"isStop=" + str.tostring(isStop)
label.new(bar_index, high, msg, style=label.style_label_down, textalign=text.align_left)
กลยุทธ์ Pine Script®
Marvis Gold 10.0Overview Marvis Gold 10.0 is a specialized trend-following system designed specifically for the unique volatility characteristics of Gold (GLD / XAUUSD). Unlike high-frequency scalpers that get eaten alive by spread and commission, this strategy prioritizes Efficiency. It sits on the sidelines during noise and strikes aggressively only when a high-probability trend is confirmed.
Core Philosophy: "Earn the Right to Risk" The defining feature of this engine is its Profit-Driven Position Sizing.
Safety Mode: The strategy begins every campaign with a defensive posture to protect initial capital.
Beast Mode: Only after the strategy has secured a "Safety Buffer" of realized profits does it unlock its full dynamic leverage capabilities. This allows the account to compound rapidly during strong bull runs while remaining conservative during drawdowns.
Key Features
Trend Pyramiding (The Compounder)
We do not average down. We do not catch falling knives.
Marvis 10.0 adds to winning positions only when the trend accelerates. This asymmetric approach ensures that our winning trades are significantly larger than our losing trades.
Macro & Momentum Filtration
A dual-layer filter system prevents the strategy from trading during choppy, sideways markets. It requires both Macro Trend alignment and immediate Momentum confirmation before executing a signal.
Intraday Crash Protection (The Circuit Breaker)
Black swan events happen. The strategy includes a hard-coded "Panic Exit" that monitors intraday volatility tick-by-tick. If a liquidity crash occurs, the strategy liquidates positions instantly to preserve capital, regardless of technical indicators.
No Repainting
All entry and exit signals are calculated on confirmed bar closes (except the emergency Crash Protection). What you see on the backtest is exactly how the logic executes live.
Performance Profile
High Profit Factor: Designed to achieve a high return per dollar risked.
Low Frequency: Reduces commission drag by holding trades for days or weeks.
Objective: Outperform standard "Buy & Hold" returns by avoiding major bear market drawdowns.
How to Use
Asset: Best suited for GLD .
Timeframe: Optimized for the Daily (1D) chart.
Alerts: Compatible with "Order Fills Only" for automation.
Disclaimer: Past performance is not indicative of future results. Gold is a volatile asset class. This script is for educational purposes and quantitative analysis only; use it at your own risk.
กลยุทธ์ Pine Script®
Quantum X Strategy (with Alert.)Quantum X Strategy — Expanded Description
Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent.
Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases.
This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution.
Trade Dynamics
Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored.
Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades.
Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading.
Backtesting Context
The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior.
Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation.
Intended Use
Instrument: MIDCAPNIFTY Futures
Timeframe: 15-Minute
Application: Intraday trading and short-term directional participation
Position Size: 1 lot (120 quantity)
Initial Capital (Backtest Reference): ₹10,000
Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user
Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework.
Dhan In-Built Execution (Usage Summary)
This strategy supports alert-based automated execution via Dhan, using TradingView webhooks.
TradingView generates alerts only
Order execution is handled externally via Dhan’s system
TradingView does not place trades directly
Futures Quantity Logic (Important)
MIDCAPNIFTY 1 lot = 120 quantity
Because the strategy uses reversal logic:
If you want to trade 1 lot, set quantity = 2
One quantity is used to exit the existing position
The second quantity creates the new reversed position
Contract Symbol Mapping
Current month: MIDCPNIFTY1!
Next month: MIDCPNIFTY2!
Far month: MIDCPNIFTY3!
To trade a different expiry, simply replace the symbol in the input field accordingly.
Intellectual Property Notice
The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
This prevents direct replication while still allowing conceptual understanding for evaluation and moderation.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions change over time, and past performance does not guarantee future results.
Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments.
Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot (120 quantity)
Initial Capital: ₹10,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Multi-dimensional internal alignment model
Trade Activation: Only when strong directional consensus is achieved
Trade Closure: Alignment deterioration or trend bias reversal
Market Inactivity: Passive during low-information or ambiguous phases
Execution: Alert-based, via third-party (Dhan) webhook system
Risk Management: User-defined stop-loss and capital allocation required
IP Protection: Internal logic abstracted
Purpose: Educational, research, and demonstration use only
กลยุทธ์ Pine Script®
TSLA ORB + VWAP + Squeeze Momentum (v6)The optimization logic (what to tweak first)
Since your problem is profit too low, optimize in this exact order:
กลยุทธ์ Pine Script®
Session Liquidity Reversion Strategy (Asia Range False Breakout)Overview
This strategy is based on a session-driven liquidity hypothesis rather than a simple indicator combination.
During the Asian trading session, many markets enter a low-liquidity equilibrium, forming a relatively narrow price range. When higher-volume participants enter during the London and New York sessions, price often performs false expansions beyond this Asian range before reverting back toward fair value.
This script systematically identifies and trades those failed session expansions.
Core Concept
The strategy operates in three distinct phases:
Asia Session Range Formation
The high and low of the Asian session are recorded.
This range represents a temporary balance area formed under reduced participation.
Range Locking
Once the Asian session ends, the range is frozen.
No repainting or forward-looking calculations are used.
False Breakout Detection & Reversion
During the London/New York session, price must break beyond the Asia range and fail to hold.
A momentum filter (RSI) confirms rejection strength.
Trades are entered only after price closes back inside the range, targeting reversion rather than continuation.
This approach avoids chasing breakouts and instead focuses on liquidity traps and failed expansions.
Risk Management & Assumptions
Risk parameters are intentionally conservative and realistic:
Position sizing uses percentage of equity
Default risk per trade is approximately 2%
Stop losses are ATR-based, adapting to volatility
Risk-to-reward is fixed and configurable
Realistic commission and slippage are included
One trade per session is allowed to avoid over-exposure
No martingale, grid, or averaging logic is used.
Usage Notes
Recommended timeframes: 5m – 30m
Designed for: Forex, Indices, Crypto
Performance will vary by instrument and session volatility
All parameters are configurable for research and optimization
This strategy is intended for educational and research purposes, demonstrating how session-based liquidity behavior can be tested systematically using Pine Script.
กลยุทธ์ Pine Script®
ETH Scalping Bot V2.1(normal) [Tori System]🚀 ETH Scalping Strategy v2.1 (Major Update) "Stop Gambling. Start Automating."
Are you tired of emotional trading and staring at charts 24/7? This is the v2.1 Updated Version of my high-winrate scalping strategy. We have significantly improved the logic to make it safer and more profitable in volatile markets.
This strategy is designed for fully automated trading via alerts (Signal -> Whop -> Execution).
💎 What's New in v2.1? (Update Log)
1. ⚡ "Fast Fail-Loss" Logic Added We introduced a smart cut-loss mechanism.
Previously, the bot might hold a losing position hoping for a reversal.
Now: If the momentum fades or a false breakout is detected, the bot instantly closes the trade to minimize drawdown. Small losses, Big wins.
2. 🛡️ Enhanced Stability We optimized the parameters to filter out market noise (chop). The equity curve is now much smoother and safer for long-term compounding.
🔥 Key Features
✅ No Repainting: What you see in the backtest is what you get in real-time. ✅ High Net Profit: Optimized for compounding growth (See the backtest results above). ✅ Automated Ready: Perfect for connecting with Binance/Bybit via 3rd party tools. ✅ Risk Management: Built-in Stop Loss and Trailing Profit logic.
🤖 How to get Access?
This script is Invite-Only. To start automating your trading with this strategy, please check the link in my Signature below or visit my Profile.
👉 Check the "Signature" section below 👇 (Or click my profile name to find the website link)
⚠️ Disclaimer
Past performance does not guarantee future results.
This script is for educational purposes. Always test with paper trading first.
Cryptocurrency trading involves high risk.
กลยุทธ์ Pine Script®
Swing Strategy Feature Set B [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 B includes concepts beginning with the letter "B" 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:
Balance of Power
Bollinger Bands
█ 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.
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 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.
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.
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.
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.
█ FEATURE SET B 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
Balance of Power (BOP) Filters
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 -1.
Apply below-equal filter is set to false.
Below-equal threshold is set to 1.
The BOP 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 BOP trend filter (see generic filters section above) defaults are as follows:
Mode is set to "None".
Trend count is set to 3.
Due to the way BOP is calculated and the structure of the core entry conditions, basic uptrend and basic downtrend modes are intentionally omitted for the BOP trend filter, as they would be trivially satisfied for long and short entries respectively. Consequently, downtrend evaluation is redundant for long trades and uptrend evaluation is redundant for short trades.
Users can apply the BOP filters and adjust filter parameters via strategy Settings/Inputs/BALANCE OF POWER (BOP) FILTERS.
Bollinger Bands (BB) Filters
The default BB inputs are as follows:
Source is set to "Close".
Length is set to 20.
Standard deviation is set to 2.
Users can adjust the BB inputs via strategy Settings/Inputs/BOLLINGER BANDS (BB).
The BB bandwidth increasing/decreasing filter is defined as an entry filter that evaluates whether the distance between the upper and lower BB is expanding or contracting over a configurable lookback period.
The default BB bandwidth increasing/decreasing filter mode is set to "None".
Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each BB (upper, middle, lower).
The default mode for all three close above-equal/below BB filters is set to "None".
The BB rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined BB is rejected exclusive of the other two BBs.
The default BB rejection filter mode is set to "None".
Users can apply the BB filters and adjust filter parameters via strategy Settings/Inputs/BB 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®
OTE PRO FuturesOTE PRO – Futures HighFreq PRO (SMC)
OTE PRO is a Smart Money Concepts (SMC)–based futures strategy designed to capture institutional displacement moves followed by precise Optimal Trade Entry (OTE) retracements.
The strategy focuses on identifying intent, liquidity displacement, and premium/discount re-entries rather than indicators or lagging signals.
Market StrucLogic
ture
A Market Structure Shift (MSS) is confirmed when price breaks internal structure
- The MSS candle must show strong body expansion relative to ATR, filtering weak or engineered breaks
. MSS defines the directional bias and activates the setup window
Displacement & Liquidity Expansion
- Following MSS, the strategy waits for impulsive displacement
- Displacement is validated by:
- Large candle range relative to ATR
- Optional volume expansion (institutional participation filter)
- This displacement defines the dealing range used for execution
Optimal Trade Entry (OTE)
- After displacement, the impulse high/low is locked
- Entry is placed in the 0.618 Fibonacci retracement zone
- A configurable tolerance accounts for fast, high-frequency market conditions
- If price fails to retrace within the allowed time window, the setup is invalidated
Risk & Trade Management
- Stop Loss: Protected structure (origin of the displacement)
- Partial Take Profit: 50% at the 0.382 Fibonacci level
- Final Take Profit: Liquidity target at the displacement high/low
- All risk parameters are fixed at entry to prevent dynamic repainting
Additional Context
- 200 EMA plotted for higher-timeframe directional awareness
- ATR normalization ensures consistency across instruments
- MSS markers visualize structural shifts clearly
Usage Notes
- Built for futures markets and lower timeframes
- Performs best during high-liquidity sessions
- Not designed for ranging or low-volatility environments
กลยุทธ์ Pine Script®
OTE PROOTE PRO – Futures HighFreq PRO (SMC)
OTE PRO is a Smart Money Concepts (SMC)–based futures strategy designed to capture institutional displacement moves followed by precise Optimal Trade Entry (OTE) retracements.
- The strategy focuses on identifying intent, liquidity displacement, and premium/discount re-entries rather than indicators or lagging signals.
Market Structure Logic
- A Market Structure Shift (MSS) is confirmed when price breaks internal structure
- The MSS candle must show strong body expansion relative to ATR, filtering weak or engineered breaks
- MSS defines the directional bias and activates the setup window
Displacement & Liquidity Expansion
- Following MSS, the strategy waits for impulsive displacement
- Displacement is validated by:
- Large candle range relative to ATR
- Optional volume expansion (institutional participation filter)
- This displacement defines the dealing range used for execution
Optimal Trade Entry (OTE)
- After displacement, the impulse high/low is locked
- Entry is placed in the 0.618 Fibonacci retracement zone
- A configurable tolerance accounts for fast, high-frequency market conditions
- If price fails to retrace within the allowed time window, the setup is invalidated
Risk & Trade Management
- Stop Loss: Protected structure (origin of the displacement)
- Partial Take Profit: 50% at the 0.382 Fibonacci level
- Final Take Profit: Liquidity target at the displacement high/low
- All risk parameters are fixed at entry to prevent dynamic repainting
Additional Context
- 200 EMA plotted for higher-timeframe directional awareness
- ATR normalization ensures consistency across instruments
- MSS markers visualize structural shifts clearly
Usage Notes
- Built for futures markets and lower timeframes
- Performs best during high-liquidity sessions
- Not designed for ranging or low-volatility environments
กลยุทธ์ Pine Script®
ORB System Builder v1.5TradeX ORB System Builder v1.5 — Configurable Opening Range Breakout Framework
TradeX ORB System Builder is a configurable Opening Range Breakout (ORB) strategy framework designed to allow users to construct, test, and evaluate their own ORB-based rule sets.
This is not a single preset trading strategy.
Instead, it functions as a system-building tool that allows users to define how entries, exits, and risk logic are applied around an opening range using a structured and repeatable rule engine.
All logic is developed in-house and operates under a unified internal framework to ensure consistent behavior across instruments and timeframes.
Core Concept & Originality
The script is built around a modular ORB engine that separates:
• range construction
• breakout detection
• execution method
• risk logic
• trade limits
Rather than using a fixed ORB template, the framework allows users to study how different breakout definitions and risk models behave under the same structured logic.
This differs from standard ORB scripts by allowing users to modify execution behavior and risk management rules without altering the underlying range logic, enabling controlled experimentation inside one framework.
Entry Logic
Users can select between two internally coded breakout execution methods:
Entry on Cross of the Range
A trade is triggered when price crosses the defined opening range boundary intrabar.
Entry on Close Outside the Range
A trade is triggered only when a candle closes fully outside the defined range.
Both methods follow the same internal range calculation rules, allowing users to compare breakout behavior while preserving a consistent structure.
Range & Session Configuration
The framework provides precise control over how the opening range and trading session are defined:
• Range start time (hour, minute, second)
• Range end time (hour, minute, second)
• Trade start time (hour and minute)
• Trade end time (hour and minute)
• End-of-day cutoff time
• Time zone selection
An optional setting allows users to include or exclude U.S. market holidays from testing to prevent distorted datasets.
These controls allow users to define exactly which market session is being tested and ensure reproducible backtesting conditions.
Risk & Trade Management Logic
Trade behavior is governed by user-defined risk parameters, including:
• Risk allocation per trade
• Stop loss placement based on candle structure or as a percentage of the opening range
• Take profit targets defined using risk-to-reward multiples
• Optional break-even adjustment based on achieved risk-to-reward
• Maximum long trades per day
• Maximum short trades per day
• Maximum winning trades per day
• Maximum losing trades per day
This structure allows users to study how different risk models interact with the same breakout logic while enforcing controlled exposure and trade frequency.
Visualization & Diagnostic Tools
The script includes optional visual and diagnostic components to assist configuration and testing:
• Debug panel displaying active input settings
• Adjustable panel position and text size
• Customizable opening range line color, width, and style
Position fills can be enabled or disabled, with adjustable:
• Profit fill color
• Loss fill color
• Transparency
• Label size
These tools are intended to help users visually verify system behavior and ensure inputs are being applied as intended.
Strategy Properties & Backtesting
This script is published as a strategy for structured backtesting and evaluation.
Users should:
• Use realistic account sizes
• Apply realistic commission and slippage
• Select datasets that generate sufficient trade samples (ideally more than 100 trades)
• Avoid excessive risk per trade
Default settings are provided for demonstration and framework testing only.
Users are responsible for configuring position sizing, commissions, slippage, and session parameters appropriate to their market and timeframe.
Development Process
The ORB System Builder was initially prototyped using Python-based simulations to evaluate variations in:
• breakout execution logic
• timing rules
• session structure
• risk management behavior
The most consistent and stable rule sets were then implemented in Pine Script as a configurable framework rather than a single fixed strategy.
Intended Use
This script is designed for:
• strategy research
• ORB rule development
• controlled backtesting
• comparative model testing
It is not intended as a pre-optimized trading system.
Disclaimer
TradeX ORB System Builder is a proprietary TradeX Labs system-building framework.
It is provided for educational and research purposes only.
It does not guarantee profitability and is not financial advice.
Default configurations are illustrative only.
Users must adjust the system based on their own instruments, sessions, and risk tolerance.
This script enables users to define their own ORB-based logic and does not represent a pre-optimized or preset trading strategy.
กลยุทธ์ Pine Script®
Box Theory PROBox Theory PRO is a rule-based, multi-system trading framework designed to analyze intraday market structure using volatility expansion, session context, and higher-timeframe alignment.
This script extends traditional Box Theory beyond static visual levels by integrating multiple trade systems, confirmation logic, and performance statistics into a single, structured decision-support tool.
Box Theory PRO emphasizes structured trade selection, risk-defined execution, and repeatable market behavior across varying market conditions, rather than focusing on any single performance metric.
Core Systems
Box-based structural analysis using prior session high and low levels
ATR-based volatility expansion and contraction detection
Manipulation, continuation, and structure-based trade systems
Multi-timeframe alignment across 5-minute, 1-hour, and 4-hour levels
Optional Supertrend and EMA filters for directional bias
Configurable take-profit, stop-loss, and time-based exits
Built-in performance statistics for informational analysis by individual system
Important: While calculations may occur during bar formation for display and internal tracking, all trade signals are confirmed and finalized on candle close only. No intrabar or tick-based execution logic is used.
Intended Use
Box Theory PRO is designed for:
Index products, futures, and other liquid intraday markets
Traders seeking structured, rules-driven decision logic
Backtesting, market study, and discretionary execution support
This script does not connect to any brokerage and does not place trades automatically.
Recommended Starting Preset
For new users:
Chart timeframe
15-minute
Enabled systems
Manipulation: ON
Box: ON
1H / 4H: Optional or OFF for beginners
Filters
EMA filter: ON
Supertrend: ON
ATR-based exits: ON
Session filters: ON
This preset prioritizes structural clarity and learning over trade frequency. It is not optimized for any specific market.
Timeframe Behavior Notes
Higher timeframes (15-minute charts and above) typically exhibit cleaner volatility structure and reduced noise
Lower timeframes may generate more trade opportunities but can experience reduced consistency during choppy or low-liquidity periods
Users are encouraged to evaluate multiple timeframes and select configurations aligned with their trading style and risk tolerance
Performance Notes
Performance will vary depending on market, timeframe, and enabled systems
Box Theory PRO is designed to support structured decision-making rather than maximize win rate alone
Focus is placed on:
Risk-defined execution
Structured trade selection
Consistency across changing market conditions
Users should evaluate multiple metrics—including drawdown, trade frequency, and risk-to-reward ratios—through both backtesting and forward testing.
Historical behavior does not guarantee future results.
Access
Box Theory PRO is offered as a TradingView invite-only script.
Subscription management and billing are handled externally.
Ongoing Updates
The script may receive periodic updates, refinements, and feature improvements to reflect evolving market conditions and user feedback.
Disclaimer
For educational and informational purposes only.
Not financial or investment advice. Trading involves risk; past performance is not indicative of future results.
Use at your own discretion.
Step-by-Step Guide to Using Box Theory PRO
Step 1: Understand the Framework
On your chart (recommended 1-minute or 5-minute for precision, with sufficient historical data):
Daily Box
Yellow box based on previous day high (PDH) and low (PDL)
PDH displayed as a red line, PDL as a green line
Box extends a fixed number of bars to the right
Midline displayed as a dashed line
Opening Range (OR)
Locked to the first 15 minutes of the session (09:30–09:45 EST by default)
OR High (blue), OR Low (purple)
“Strong Opening” flagged when OR exceeds a configurable percentage of daily ATR
Swings and Pivots
Pivot levels derived from price structure
Hourly swing highs/lows from 1-hour data
Higher-timeframe swing levels from 4-hour data
Trend Filters and Overlays
EMA overlays (20, 50, 200) for trend context
Bollinger Bands for volatility expansion and contraction
VWAP with daily reset
Supertrend as an optional directional filter
Manipulation Detection
Identifies large 15-minute candles relative to daily ATR
Labels “Bull Manip” or “Bear Manip” when thresholds are exceeded
Entry and Exit Signals
Strategy-labeled entries (e.g., MANIP LONG, BOX SHORT, OR LONG)
Exit labels displayed when TP, SL, or time-based exits occur
Independent performance statistics provided for informational purposes
Sessions
Optional overlays for London, New York, Tokyo, and Sydney
Session-based trade filtering available
Tables
ATR table
Performance table
Information table
Trades are simulated within TradingView’s Strategy Tester only. No pyramiding is used. Position sizing is fixed unless modified. Ensure chart timeframe, session settings, display toggles, and historical data are properly loaded.
Step 2: Customize Settings
Core visual options (box display, extensions, pivots)
Strategy toggles (Manipulation, Box, 1H, 4H, OR)
Filters (EMA, Supertrend, session filters)
Per-strategy exit logic (fixed or ATR-based TP/SL, maximum hold time)
Futures mode for tick-based instruments
Alerts for entry and exit signals
Appearance options for labels, tables, and colors
Strategy Tester properties (capital, commission, slippage)
Step 3: Interpret and Use
Daily Box: evaluate reactions at prior session levels
Manipulation strategies: observe volatility expansion followed by confirmation
OR strategies: focus on early-session structure
Entries occur only when confirmation and filter conditions are met
Exits occur via TP, SL, or time-based logic
Emphasis is placed on consistency, drawdown control, and structural alignment rather than any single performance statistic
Step 4: Alerts
Alerts are added through TradingView’s strategy alert conditions
Alerts fire on confirmed bar close only
Alerts provide notification only and do not execute trades
Step 5: Troubleshooting
No signals: verify enabled systems, session filters, and loaded historical data
Cluttered chart: disable unused overlays or tables
Futures instruments: confirm tick value and futures mode settings
Intraday focus: behavior may vary outside regular session hours
กลยุทธ์ Pine Script®
Auto Decision Box PRO Auto Decision Box PRO
Auto Decision Box PRO is a rule-based market structure framework that identifies balance, expansion, breakout continuations, and failed breakout reversals using adaptive volatility and higher-timeframe structure logic.
The indicator automatically builds decision zones (“boxes”) after impulse moves and consolidation, then analyzes how price reacts around these zones to generate structured breakout and reversal signals.
By defining clear rules for balance, expansion, confirmation, and failure, this framework reduces subjectivity and allows traders to study repeatable market behavior.
Core Logic
Automatically builds structure boxes after impulse moves and periods of balance
Adaptive logic adjusts box size based on current volatility
Supports both breakout continuation and failed breakout reversal entries
Higher-timeframe box construction with lower-timeframe execution
Optional VWAP + EMA trend alignment and Supertrend filtering
Detects fake breakouts with delayed failure confirmation
Optional volume filter for breakout strength
Configurable ATR-based or fixed-value risk management
Optional RTH session filtering
All entries are confirmed by candle close; no discretionary drawing required
Strategy Behavior
Breakout entries occur only after confirmed structure breaks
Reversal entries trigger only after defined breakout failure behavior
Fake breakouts are filtered and can trigger early exits
Logic adapts dynamically to changing volatility conditions
Designed for structured decision-making, not prediction
This script does not place trades automatically; it is intended for analysis, backtesting, and discretionary execution support
Intended Use
Futures, indices, and liquid intraday markets
Traders seeking structure-based decision zones
Study breakout vs. rejection behavior
Backtesting and rules-driven execution frameworks
Access
Auto Decision Box is offered as a TradingView invite-only script.
Subscription management and billing are handled externally.
Ongoing Development
This script is actively maintained and updated with:
Continued logic refinement
Structural improvements
Additional filters and confirmations
Quality-of-life updates based on user feedback
Disclaimer
For educational and informational purposes only.
Not financial advice. Trading involves risk; past performance is not indicative of future results.
Use at your own discretion.
Step-by-Step Guide to Using Auto Decision Box PRO
Step 1: Understand What the Strategy Shows
Decision Box: Orange high/low lines with translucent fill, based on 15m “balance bars” after impulses. Box size uses ATR(20) and adapts to volatility. Manual override is available.
Supertrend (optional): Red = bearish, lime = bullish. Acts as entry filter.
Signals & Labels:
Breakout entries: BRC LONG / BRC SHORT
Reversal entries: REV LONG / REV SHORT
Rejection labels: LBR / SBR (optional)
Bar colors indicate failed breakouts (optional)
Static daily label: “Auto Decision Box” reminder
Trades: Simulated only (pyramiding=1, fixed quantity=1). Exits based on TP/SL.
Stats Table: Shows trades, wins/losses, and percentages for educational purposes.
Filters: Session limits, trend, Supertrend, volume, fake break detection.
Boxes form automatically after impulse → balance periods.
Step 2: Customize Settings
Box setup: Timeframe, ATR, impulse multiplier
Balance bars: Adaptive/manual override
Session filter: Enable/disable, set minutes after open
Modes: Breakouts & reversals
Risk management: ATR-based TP/SL or fixed values
Filters: Trend, Supertrend, volume, fake break
Appearance: Show/hide signals, labels
Strategy tab: Adjust quantity, capital, commission for backtesting
Step 3: Interpret and Use
Breakouts: Confirmed cross above box high → long; below low → short
Reversals: Fade fake breakouts (brief break above/below then reject)
Entries only during filtered sessions
Exits occur on TP/SL or failure detection
Focus on studying structure and behavior; performance varies by market and timeframe
Step 4: Alerts
Alerts available for entries and rejections
Add alerts via right-click → Add Alert → Select strategy → Frequency: Once per bar
Notifications via app/email
Step 5: Troubleshooting
No boxes/signals? Verify 15m data, session, and filters
Missing labels/colors? Enable in settings
Backtest skewed? Include commission/slippage
Limitations: Intraday/RTH focus; pyramiding=1
กลยุทธ์ Pine Script®
Trend Aware Smart Strategy (ADX Filter)📘 第一部分：策略核心逻辑解析
这个策略不是传统的“死扛马丁”，它有一个“大脑”（ADX 指标），会根据市场温度改变行为。
1. 两种运行模式（自动切换）
• 🌊 震荡整理模式 (Normal Mode)
• 触发条件：市场无明显趋势 (ADX < 25)。
• 行为：只要跌了 1.5% 且 RSI 稍微超卖 (<35)，就开始补仓。
• 目的：在横盘震荡中快速低买高卖，赚取波段利润，资金利用率高。
• 🚨 单边暴跌模式 (Crash Mode)
• 触发条件：空头力量极强，大瀑布来了 (ADX > 25 且 DI- > DI+)。
• 行为：立刻启动防御。补仓间距自动扩大到 3%~5%，且 RSI 必须极度恐慌 (<20) 才出手。
• 目的：不接第一把飞刀。防止在半山腰把子弹打光，确保接到真正的底部。
2. 逃顶止盈
• 逻辑：当 RSI > 75 且价格突破布林带上轨时，视为行情过热。
• 动作：如果此时账户总体盈利，直接全仓止盈，落袋为安
⚙️ 第二部分：参数详解与设置建议
在 TradingView 的策略设置界面中，你需要按照以下逻辑进行调整，以确保策略处于最佳防御状态。
A. 💰 核心资金设置 (Money Management)
这部分决定了你的账户能活多久，是风控的基石。
• 模拟杠杆倍数 (Leverage)：建议设置为 3.0 到 5.0。
• 请注意，这个参数主要用于面板上的盈亏计算显示。但在实盘操作中，为了安全起见，绝对不要超过 5 倍杠杆。
• 首单保证金 (Base Margin)：建议严格控制在 总本金的 1%。
• 例如你有 1000 美金，首单就只开 10 美金。起步一定要轻，因为马丁策略的资金大头都在后面的补仓里。
• 马丁补仓倍率 (Martingale Multiplier)：推荐设置为 1.2 到 1.3。
• 这意味着每次补仓的金额只比上一单多一点点（温和递增）。千万不要设置为 2.0（翻倍投），那会让你的资金在几次补仓后迅速耗尽。
• 最大补仓次数 (Max Adds)：建议设置为 8 到 10 次。
• 这是你的“子弹库”。设置 8 次补仓，配合上面的倍率，足够覆盖市场约 40%-50% 的极端跌幅。
B. 🧠 趋势感知设置 (The Brain)
这部分决定了策略有多“聪明”，能否识别暴跌。
• ADX 阈值 (ADX Threshold)：推荐设置为 25。
• 这是判断“震荡”还是“单边”的分界线。数值越高，触发防御模式越难。25 是一个经典的趋势分界值。
• 单边防御系数 (Trend Multiplier)：这是最核心的风控参数，建议设置为 2.0 到 2.5。
• 它的意思是：当系统检测到暴跌时，补仓的间距要扩大多少倍？如果你设为 2.0，原本跌 1.5% 就买的，现在要跌 3.0% 才肯买。这能有效防止在暴跌途中过早接飞刀。
• RSI 阈值设定：
• 震荡市 RSI：建议设为 35。在普通行情下，稍微跌一点（超卖）就开始建仓套利。
• 单边市 RSI (恐慌阈值)：建议降至 20。在暴跌模式下，必须等到市场极度恐慌、指标严重超卖时才出手抄底。
• 震荡市最小间距 (Min Drop)：建议设为 1.5% 到 2.0%。
• 这是为了防止在同一个价格附近重复买入。只有价格至少跌了这么多，系统才会开始检测是否需要补仓。
🎮 第三部分：实战玩法与风控指南
1. 资金配置作业 (以 1000U 本金为例)
这是为了保证 不爆仓、不深套 的稳健配置：
• 交易对：ETH/USDT 或 BTC/USDT (严禁操作山寨币/Meme币)。
• 时间周期：15分钟图 (15m) (最适合 ADX 过滤震荡和趋势)。
• 首单：10 U (1%)。
• 补仓倍数：1.2。
• 最大补仓：8 次。
• 杠杆：3x (最高不要超过 5x)。
2. 如何看懂 UI 仪表盘 (Dashboard)
代码右上角的面板是你驾驶策略的仪表盘：
• 市场状态：
• 🌊 震荡整理：安心睡觉，策略在帮你刷单。
• 🚨 单边暴跌：警惕。此时策略会停止频繁买入，你会发现很久才成交一单，这是正常的防御表现。
• 下次补仓需：
• 显示 跌 3.0% & RSI < 20：说明策略正在等待暴跌到位，不要手动干预去买，相信策略的耐心。
• 浮动盈亏：
• 如果是 绿色：随时可以手动平仓吃肉。
• 如果是 红色：只要不超过 -20% (200U)，都属于安全范围。
3. “装死”与“逃生”技巧
• 情况一：被套 10% 左右
• 操作：什么都不用做。等待 RSI 触及 75 或价格反弹，策略会自动止盈。
• 情况二：遇到史诗级黑天鹅 (如 ETH 一天跌 30%)
• 操作：观察面板上的 “浮动盈亏”。如果接近你心理承受极限 (如 -300U)，且市场还没有止跌迹象，可以手动点击 TradingView 的 "Close All Positions" 认赔离场，保住剩下的本金。
• 但在本策略逻辑下：由于暴跌时它会拉大补仓间距（防御系数），通常能抗住 40%-50% 的跌幅而不爆仓。
4. 进阶：如何扩大利润？
如果你发现策略太保守，几个月都没怎么亏钱但赚得少，可以微调：
• 将 震荡市 RSI 阈值 从 35 提高到 40 (增加出手频率)。
• 将 震荡市最小间距 从 1.5% 降低到 1.0% (更密集的网格)。
• 前提：必须保持 ADX 和 单边防御系数 不变，确保暴跌时的安全底裤还在。
📝 总结
这个脚本是一个 “聪明”的网格马丁。
• 它的优点：在 80% 的震荡行情里赚钱，在 20% 的暴跌行情里少亏或抄到底部。
• 它的底线：不要在高位梭哈，不要开高倍杠杆。严格执行 1% 首仓 + 3倍杠杆，这套策略能成为你非常稳定的现金流工具。
### 📝 Strategy Introduction
This script is an advanced Martingale strategy equipped with a "Trend-Aware" brain using the **ADX (Average Directional Index)**.
Unlike traditional Martingale strategies that blindly buy during a crash, this script distinguishes between **Sideways Markets** and **Trend Crashes**, automatically switching between "Offensive" and "Defensive" modes to protect your capital.
### 🧠 Core Logic
**1. 🌊 Sideways Mode (Normal)**
* **Condition:** ADX < 25 (Market has no strong trend).
* **Behavior:** The strategy trades actively with smaller grid spacing and higher RSI thresholds to capture profits from volatility.
**2. 🚨 Crash Mode (Defensive)**
* **Condition:** ADX > 25 (Strong trend detected) AND Bearish momentum.
* **Behavior:** A defensive mechanism is triggered. The grid spacing (drop requirement) is automatically widened by a factor (e.g., 2.0x), and the RSI threshold is lowered (e.g., < 20).
* **Goal:** To avoid catching falling knives too early and aim for the true market bottom.
### 🎨 Key Features
* **Professional Dashboard:** A UI panel displaying real-time leverage, PnL (USDT & %), Market Status (Sideways/Crash), and the next buy condition.
* **Smart Take Profit:** Uses RSI Overbought + Bollinger Bands Upper Breakout to exit positions dynamically at the top.
### 🛡️ Risk Management (Crucial)
To use this strategy safely, please strictly follow these settings:
1. **Initial Capital:** Use only **1%** of your total account for the first order.
2. **Leverage:** Keep it under **3x - 5x**.
3. **Multiplier:** Recommended **1.2 - 1.3** (Do not use 2.0).
---
### ⚠️ Disclaimer
This script is for quantitative research and educational purposes only. Martingale strategies involve high risk, especially in extreme market conditions. Please backtest thoroughly and use at your own risk.
-----------------------------------------
(以下为中文说明 / Chinese Translation)
**策略简介**
这是一个拥有趋势感知能力的智能马丁策略。通过 ADX 指标，它能识别“震荡”与“暴跌”，拒绝在单边下跌中过早接飞刀。
**核心逻辑**
1. **震荡模式**：当 ADX < 25 时，采用小间距积极套利。
2. **暴跌模式**：当 ADX > 25 且行情剧烈下跌时，触发防御机制，自动拉大补仓间距，只在极值位抄底。
**风控建议**
请严格遵守：首仓仅投入 1% 本金，杠杆不超过 5 倍。
กลยุทธ์ Pine Script®
Money Machine💰 Money Machine Trading Strategy
An advanced TradingView Pine Script strategy that combines RSI, MACD, and trend analysis with visual buy/sell zones for optimal trade entries and exits.
🎯 Strategy Overview
The Money Machine follows a strict set of rules to ensure high-probability trades:
Entry Rules
✅ BUY (Long) Conditions:
1. MACD line crosses ABOVE signal line (bullish crossover)
2. Overall trend is bullish (price above EMAs)
3. RSI is below 70 (not overbought)
✅ SELL (Short) Conditions:
1. MACD line crosses BELOW signal line (bearish crossover)
2. Overall trend is bearish (price below EMAs)
3. RSI is above 30 (not oversold)
Exit Rules
🚪 Exit Long: MACD line crosses below signal line
🚪 Exit Short: MACD line crosses above signal line
กลยุทธ์ Pine Script®
กลยุทธ์ Pine Script®
Manipulation Candle Strategy PROManipulation Candle Strategy PRO is a rule-based reversal framework designed to identify potential short-term exhaustion moves using higher-timeframe volatility expansion and structured lower-timeframe confirmation.
The indicator focuses on large 15-minute candles relative to daily ATR, treating these volatility expansions as potential liquidity events. After detection, it waits for defined lower-timeframe structure and confirmation before signaling potential reversals.
This framework provides structured, rules-driven analysis rather than discretionary or subjective signals.
Core Logic
Detects 15-minute candles exceeding a user-defined percentage of daily ATR
Classifies bullish and bearish volatility expansion
Waits for an opposite 5-minute candle to define potential reversal structure
Confirms entries using candle-close conditions across multiple timeframes
Uses 1-minute price confirmation to trigger entries beyond defined levels
Optional Supertrend and EMA filters for directional alignment
Configurable fixed or ATR-based take profit and stop loss
Optional session filtering for intraday markets
All signals are based on confirmed candle closes
Signals may update intrabar but only execute after confirmation conditions are met
Strategy Behavior
Reversal entries trigger only after defined manipulation and confirmation conditions
Fake or incomplete setups are filtered automatically
Logic adapts dynamically to volatility and market structure
Designed for structured decision-making, not prediction
This script does not place trades automatically; it is intended for analysis, backtesting, and discretionary execution support
Intended Use
Futures, indices, and liquid intraday markets
Traders seeking repeatable, rules-based reversal logic
Study short-term exhaustion moves and reversals
Backtesting and educational analysis of volatility-based setups
Access
Manipulation Candle is offered as a TradingView invite-only script.
Subscription management and billing are handled externally.
Ongoing Development
This script is actively maintained with:
Continued logic refinement
Additional filters and confirmations
Performance and execution improvements
Quality-of-life updates based on user feedback
Disclaimer
For educational and informational purposes only.
Not financial or investment advice. Trading involves risk; past performance is not indicative of future results.
Use at your own discretion.
Step-by-Step Guide to Using Manipulation Candle Strategy PRO
Step 1: Understand the Strategy
Manipulation Candles: Large 15-minute candles exceeding a percentage of daily ATR; bullish or bearish
Lower-Timeframe Structure: 5-minute candle opposite the manipulation defines potential reversal structure
Confirmation: 1-minute price confirmation triggers entry beyond defined levels
Filters: Optional Supertrend and EMA filters for trend alignment
Labels & Tables:
Bull/Bear manipulation labels
Entry labels: REV LONG / REV SHORT
Exit labels: EXIT LONG / EXIT SHORT
ATR and win/loss table updates
Step 2: Customize Settings
Strategy Inputs: Max hold time, max wait for confirmation, TP/SL values, ATR multipliers
Manipulation Detection: Daily ATR length, manipulation percentage threshold
Session Filtering: Enable/disable, define session times
Trend Filters: Supertrend factor/period, EMA length, enable/disable
Appearance: Show/hide manipulation, entry, exit labels; limit number of visible labels
Strategy Tester: Adjust capital, quantity, and commission for backtesting
Step 3: Interpret and Use
Reversals:
Fade bear manipulation → long reversal
Fade bull manipulation → short reversal
Entry Confirmation: Only during filtered sessions and after 5-minute + 1-minute confirmation
Exits: Based on TP/SL or max hold time
Filters: Trend, Supertrend, EMA, session, fake break detection
Focus on studying structure and behavior; performance varies by market and timeframe
Step 4: Alerts
Alerts can be added for entries and exits via TradingView’s alert system
Right-click chart → Add Alert → Select strategy → Condition → Frequency: Once per bar
Notifications sent via app/email
Step 5: Troubleshooting
No labels/signals? Load sufficient historical data, check session and filters
Missing labels/colors? Enable in appearance settings
Backtest skewed? Include commission/slippage
Limitations: Intraday and RTH focus; pyramiding = 0 (one position at a time)
กลยุทธ์ Pine Script®
KELTNER BREAKOUT STRATEGY FOR CRYPTO ASSETS 1. Philosophy: The "Volatility Breakout"
The core philosophy is that **momentum precedes price**. By waiting for a break above the Keltner Channel, you aren't just betting that the price will go up; you are betting that the price has enough energy (volatility) to move outside its standard deviation.
Asset Class Suitability: This strategy is specifically designed for **Cryptocurrencies**. Because Crypto often moves in parabolic cycles with high volatility, it can sustain the "overextended" moves required to stay outside the Keltner Channels.
Why not FX or Stocks? Traditional markets like Forex are typically mean-reverting, and Stocks often have "gap" risks or lower intraday volatility. In those markets, hitting the upper KC band often signals exhaustion. In Crypto, it’s often the signal that the "real" move is starting.
The "Let Winners Run" Mantra: No fixed Take Profit (TP) allows you to capture "fat-tail" returns—those rare, massive trends that make up the bulk of a trend-follower's profits.
2. Background: The Components
*Keltner Channels: Uses Average True Range (ATR) rather than standard deviation. This makes the bands more representative of actual price action and volatility gaps common in crypto.
The 100 MA Anchor: The 100-period Simple Moving Average acts as the "line in the sand." It filters out noise and provides a trailing exit that only triggers when the macro trend has officially shifted.
3. Trading Cheat Sheet (Copy-Paste Ready)
Market Environment
Asset Focus: Crypto Only (High Volatility assets).
Trend Filter: Price must be outside the KC 100 bands to confirm a macro trend.
Long Setup (Buy)
Macro Requirement: Price must be trading ABOVE the KC 100 Upper Band.
Entry Trigger: Price crosses ABOVE the KC 20 Upper Band.
Mandatory Exit: Price closes BELOW the MA 100.
Short Setup (Sell)
Macro Requirement: Price must be trading BELOW the KC 100 Lower Band.
Entry Trigger: Price crosses BELOW the KC 20 Lower Band.
Mandatory Exit: Price closes ABOVE the MA 100.
Risk Management
Take Profit: None (Trend-following approach).
Stop Loss: Trailing via the MA 100.
กลยุทธ์ Pine Script®
Etherium 4H backtester&strategy&signal ALPHAThis is a comprehensive 4-hour trend-following strategy designed specifically for Ethereum (ETHUSDT), optimized for long-term growth and drawdown protection.
1. Hybrid Trend Filter: Combines Trend Magic (CCI+ATR) and ZLSMA (Zero-Lag LSMA) to identify the true market direction with minimal lag.
2. Volatility Squeeze: Uses TTM Squeeze logic (Bollinger Bands inside Keltner Channels) to enter trades only when volatility expands.
3. Daily Regime Filter: Checks the Daily 200 EMA to ensure trades align with the macro trend (Longs only in Bull markets, Shorts only in Bear markets).
1. Dynamic Stop Loss: Utilizes a "Smart" Stop Loss system that automatically selects the tighter stop between ATR Chandelier and Recent Swing High/Low.
2. Equity Guard: A unique feature that reduces position size by 50% when the current equity falls below its moving average, protecting the account during drawdown periods.
1. Timeframe: 4 Hours (Recommended)
2. Symbol: ETHUSDT.P (Binance/Bybit Perpetual)
3. Settings: All parameters (Risk, Filters, SL Mode) are fully customizable in the settings menu.
This script does not guarantee future profits. Past performance is not indicative of future results. Use at your own risk.
To access this script, please check the link in my signature or profile status.
กลยุทธ์ Pine Script®
Serhan deneme 2Sadece deneme için yapılan bir çalışma, geliştirdikçe paylaşacağm, lütfen fazla dikkate almayınız.
กลยุทธ์ Pine Script®
Bullish Divergent Bar DCA Strategy [Skyrexio]Overview
Bullish Divergent Bar DCA Strategy is a long-only, multi-layer Dollar-Cost Averaging (DCA) strategy that builds positions around bullish divergent bars formed below the Williams Alligator. It detects potential local bottoms and then scales into the move using up to four pyramiding entries, each with its own size and price threshold. The strategy optionally incorporates Market Facilitation Index (MFI) and Awesome Oscillator (AO) momentum to strengthen reversal confirmation and uses ATR-based take profit on the averaged entry price.
Unique Features
Layered DCA entries with equity-based sizing . It supports up to four DCA layers, where each additional layer is opened only after a configurable percentage drawdown from the first entry and position size is computed as a fraction of current equity via a geometric weighting scheme.
Optional AO and MFI confirmation . Users can require Awesome Oscillator momentum divergence, MFI/volume “squat” bars, or both to confirm that the reversal bar is accompanied by capitulation and weakening downside momentum.
ATR-based dynamic take profit . Take profit is defined as a multiple of ATR added to the current average entry price, automatically adjusting exits to prevailing volatility.
Built-in DCA visualization . The script can plot the initial entry level and all DCA thresholds to make the averaging structure and risk visually transparent on the chart.
Methodology
The core entry logic starts from a bullish divergent bar definition: the bar must close above its midpoint (close > hl2) and be the lowest low within the user-defined lookback window, flagging a local swing low. On top of this, the bar must form entirely below all three Alligator lines, ensuring that the pattern appears after a sustained downside move rather than inside noise.
If enabled, AO adds a momentum filter by requiring the Awesome Oscillator difference to be negative (descending bar on AO histogram), signaling fading downside momentum at the potential bottom. If the MFI filter is enabled, the bar (or one of the last two bars) must be a “squat” bar where spread narrows while volume increases, approximating effort vs. result exhaustion.
Once a valid bullish reversal bar is detected and the time is within the configured trading window, the strategy opens the first DCA layer using a stop entry at the bar’s high (confirmation level), only entering if price actually breaks the bar high. Additional layers (second, third, and fourth entries) are only allowed if price trades below percentage thresholds from the first entry price and a new valid bullish reversal bar forms, thereby averaging down into deep pullbacks while still requiring fresh reversal evidence.
While any DCA position is open, the strategy continuously recalculates the take profit as the current volume-weighted average entry price plus ATR multiplied by a user-defined factor. All individual entries share the same take profit level through separate strategy exit calls, so the entire stacked position exits together once price has moved sufficiently above the averaged entry.
Strategy settings
In the inputs window, users can configure the following strategy settings:
sourceUuid / secretToken: Identifiers used to format JSON alerts for automated execution through webhooks.
Trade Start Date/Time: Beginning of the backtest/live-trading window.
Trade Stop Date/Time: End of the backtest/live-trading window.
Show DCA Levels (default = false): Toggles plotting of the initial entry level and all three DCA thresholds on the chart.
Enable MFI (default = false): Enables the MFI-style volume/spread filter.
Enable AO (default = false): Enables Awesome Oscillator confirmation.
Number Of Bar For Lowest Bar (default = 7): Lookback window used to identify the lowest low bar for the bullish reversal bar condition.
Layer 2 Threshold Percent (default = 4.0): Percentage drop from the first layer price that must be reached to allow the second DCA entry.
Layer 3 Threshold Percent (default = 10.0): Percentage drop from the first layer price required to unlock the third DCA layer.
Layer 4 Threshold Percent (default = 22.0): Percentage drop from the first layer price required to unlock the fourth DCA layer.
Position Size Multiplier (default = 2.0): Multiplier used in the geometric weighting scheme to determine how much equity is allocated to each additional DCA layer.
Number Of ATR For Take Profit (default = 2.0): ATR multiple added to the current average entry price to calculate the shared take profit for all open layers.
Users can refine these parameters during backtesting to fit the volatility profile and structure of the specific asset and timeframe.
Justification of Methodology
Before understanding why this particular combination of indicator has been chosen let's briefly explain what is Williams Alligator, MFI and AO.
let’s start with the Williams Alligator. Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages:
Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead.
Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward.
Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward.
When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades.
The Awesome Oscillator (AO), developed by Bill Williams, is a momentum indicator designed to measure market momentum by contrasting recent price movements with a longer-term historical perspective. It helps traders detect potential trend reversals and assess the strength of ongoing trends.
The formula for AO is as follows:
AO = SMA5(Median Price) − SMA34(Median Price)
where:
Median Price = (High + Low) / 2
SMA5 = 5-period Simple Moving Average of the Median Price
SMA 34 = 34-period Simple Moving Average of the Median Price
The Market Facilitation Index (MFI) is a technical indicator that measures the price movement per unit of volume, helping traders gauge the efficiency of price movement in relation to trading volume. Here's how you can calculate it:
MFI = (High−Low)/Volume
MFI can be used in combination with volume, so we can divide 4 states. Bill Williams introduced these to help traders interpret the interaction between volume and price movement. Here’s a quick summary:
Green Window (Increased MFI & Increased Volume): Indicates strong momentum with both price and volume increasing. Often a sign of trend continuation, as both buying and selling interest are rising.
Fake Window (Increased MFI & Decreased Volume): Shows that price is moving but with lower volume, suggesting weak support for the trend. This can signal a potential end of the current trend.
Squat Window (Decreased MFI & Increased Volume): Shows high volume but little price movement, indicating a tug-of-war between buyers and sellers. This often precedes a breakout as the pressure builds.
Fade Window (Decreased MFI & Decreased Volume): Indicates a lack of interest from both buyers and sellers, leading to lower momentum. This typically happens in range-bound markets and may signal consolidation before a new move.
For our purposes we are interested in squat bars. This is the sign that volume cannot move the price easily. This type of bar increases the probability of trend reversal. In this indicator we added to enable the MFI filter of reversal bars. If potential divergent bar or two preceding bars have squat state this bar can be interpret as a reversal one.
The strategy intentionally focuses on bullish divergent bars forming at local lows and below the Alligator to catch potential exhaustion points in downtrends where risk/reward becomes asymmetric. The Alligator (Jaw, Teeth, Lips) acts as a dynamic structure filter: requiring price to be below all three lines before reversal helps avoid chasing minor pullbacks inside an ongoing uptrend and instead concentrates entries on deeper corrections where mean reversion potential is higher.
The custom bullish divergent bar rule (close above midpoint and being the lowest low over N bars) approximates a local capitulation candle, which often precedes short squeezes or at least strong reactions. By combining this with AO and MFI-style filters, the strategy further increases the likelihood that the pattern coincides with downside momentum(as a confirmation that current trend is downward, AO difference < 0) and effort vs. result anomalies (squat bars), which is common signatures of trend exhaustion.
The DCA structure is designed to deploy capital progressively rather than all at once: the first entry is triggered only if price confirms the reversal by breaking above the bar’s high, while subsequent layers require both a deeper discount relative to the initial entry and a new bullish reversal signal. Percentage thresholds from the first entry ensure that each additional allocation is made at meaningfully better prices, improving the blended entry level and reducing the break-even distance.
Finally, using ATR as the basis for take profit aligns exits with current volatility. A fixed-percentage target can be too tight in volatile regimes or too loose in quiet markets, whereas ATR-based targets scale with average bar range. Applying ATR to the evolving average entry price of all open layers keeps the risk/reward framework consistent across different volatility regimes and DCA configurations.
Backtest Results
Operating window: Date range of backtests is 2025.01.01 - 2026.01.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Maximum Single Position Loss: -6.56%
Maximum Single Profit: +4.92%
Net Profit: +934.08 USDT (+9.34%)
Total Trades: 121 (82.64% win rate)
Profit Factor: 2.948
Maximum Accumulated Loss: 624.72 USDT (-6.15%)
Average Profit per Trade: 7.72 USDT (+0.37%)
Average Trade Duration: 60 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
You should run your own backtests on the target asset and timeframe (for example, BTC/USDT on intraday charts) and adjust threshold percentages, layer sizing, and ATR take profit factor to match your risk tolerance and market conditions.
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart.
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
กลยุทธ์ Pine Script®
กลยุทธ์ Pine Script®
S/R Breakout 5% TP / 3% SL (v5)Strategy
Support & Resistance Breakout Strategy – 5% TP / 3% SL (Optimized for NIFTY)
This strategy identifies non‑repainting Support and Resistance levels using confirmed pivot highs and pivot lows. Once a level is confirmed, the strategy waits for a breakout above resistance (for Long trades) or a breakdown below support (for Short trades).
Trades are entered only when a valid breakout occurs, optionally validated by higher‑timeframe trend and volatility filters for more reliable signals.
Key Features
✔️ Non‑repainting Support/Resistance based on ta.pivothigh & ta.pivotlow
✔️ Breakout entry above resistance / breakdown entry below support
✔️ Built‑in 5% Take‑Profit and 3% Stop‑Loss per trade
✔️ Optional higher timeframe (HTF) trend filter using 200‑EMA
✔️ Optional ATR volatility filter to avoid low‑movement markets
✔️ Optional volume filter for futures
✔️ Optional setting to require new S/R formation before next trade
✔️ Designed for NIFTY Futures and intraday timeframes (5m, 15m, 30m)
✔️ Includes proper NSE trading session limitation (09:15–15:30 IST)
กลยุทธ์ Pine Script®
