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D Money – EMA/TEMA Touch Strategy (Distance) What it’s trying to capture You want mean-reversion “tags” back to a moving average after price has stretched away and momentum flips: Bearish setup (short): price has been above EMA(9) for a few bars, then MACD turns bearish, and price is far enough above the EMA (by an adaptive threshold). Exit when price tags the EMA. Bullish setup (long): price has been below your chosen TEMA rail (actually an EMA of 50/100/200 you pick) for a few bars, then MACD turns bullish, and price is far enough below that TEMA. Exit when price tags that TEMA. The moving averages it uses EMA(9) — your fast “tag” for short take-profits. “TEMA line” input = one of EMA(50) / EMA(100) / EMA(200). (Labelled “Chosen TEMA” in the plot; it’s an EMA rail you pick.) When it will enter trades It requires four things per side: Short (EMA-Touch Short) MACD bearish cross on the signal bar If “Require NO MA touch on cross bar” = true, the bar’s low must be above EMA(9), so it didn’t touch EMA on the cross bar (fake-out guard). Extension/Context: you’ve had at least barsAbove consecutive closes above EMA(9) (default 3), so it’s truly stretched. Distance test: absolute % distance from price to EMA(9) must be ≥ minDistEMA_eff (an adaptive threshold; details below). Bounce filter: there was no bullish bounce off the EMA in the last bounceLookback bars (excluding the current one). If all pass and you’re inside the backtest window → strategy.entry short. Long (TEMA-Touch Long) MACD bullish cross on the signal bar With the same fake-out guard: the bar’s high must be below the chosen TEMA if the guard is on. Extension/Context: at least barsAbove consecutive closes below the chosen TEMA. Distance test: absolute % distance from price to TEMA must be ≥ minDistTEMA_eff (adaptive). Bounce filter: there was no bearish bounce off the TEMA in the last bounceLookback bars. If all pass and you’re in the window → strategy.entry long. MACD timing option: If Pure MACD Timing = ON, it only checks for the cross. If OFF (default), it also enforces “no touch on the cross bar” if that checkbox is true. That’s your “fake-out” filter. The adaptive distance threshold (the “secret sauce”) You can choose how “far enough away” is determined—per side: Fixed % Short uses Fixed: Min distance ABOVE EMA (%) Long uses Fixed: Min distance BELOW TEMA (%) Auto (ATR%) (default) Short threshold = max(floorEMA, kAtrShort × ATR%) Long threshold = max(floorTEMA, kAtrLong × ATR%) This scales distance by recent volatility, with a floor. Auto (AvgDist%) Short threshold = max(floorEMA, kAvgShort × average(|Dist to EMA|) over avgLen) Long threshold = max(floorTEMA, kAvgLong × average(|Dist to TEMA|) over avgLen) This adapts to the instrument’s typical stretch away from the rails. These become minDistEMA_eff and minDistTEMA_eff and are re-computed each bar. Fake-out / bounce logic (the “don’t get tricked” part) A touch means the bar’s high/low overlapped the MA ± a small buffer % (touchBufPct). A bounce is a touch plus a close on the “wrong” side (e.g., touch EMA and close above it on shorts = bullish bounce). The script blocks entries if a bounce happened within bounceLookback bars (excluding the current signal bar). Exits & risk Take profit: when price touches the target MA: Short TP = touch EMA(9) Long TP = touch chosen TEMA Stop loss: either ATR stop: entry ± (atrMultStop × ATR) (default ON), or Percent stop: entry × (1±stopPct%) Time stop: if timeExitBars > 0, close after that many bars if still open. Quality-of-life features Backtest window (btFrom, btTo) so you can limit evaluation. Labels on signal bars that show: MACD bucket (Small/Moderate/HUGE/Violent — based on % separation on the bar), the current absolute distance to the target MA, and the effective minimum the engine used (plus which engine mode). Data Window fields so you can audit: abs distance to EMA/TEMA, the effective min distance used on each side, ATR%, average absolute distances (for the AvgDist mode). Alerts fire when a short/long signal is confirmed. Optional debug panel to see the exact booleans & thresholds the bar had. Quick mental model Are we properly stretched away from the rail (by an adaptive threshold) and held on that side for a few bars? Did MACD flip the way we want without price already tagging the rail that bar? Have we avoided recent bounces off that rail (no fake-out)? → If yes, enter and aim for a tag back to the rail, with ATR/% stop and optional time stop. If you want, I can add a simple on-chart “rating” (0–100) similar to your Python scorer (distance beyond min, MACD bucket, extension streak) so you can visually rank signals in TradingView too.
กลยุทธ์ Pine Script®
โดย dareolowoniyi
Supertrend Strategy With Multi Tp & TslHello Traders, This strategy is based on the popular Supertrend indicator, which many traders use as a simple trend-following tool. The core entry logic is straightforward: Buy (Long) when the price closes above the Supertrend line. Sell (Short) when the price closes below the Supertrend line. However, trading success isn’t only about entries — proper risk management makes all the difference. That’s why this strategy includes four stop-loss methods, two take-profit types, and a trailing stop-loss system. You can customize all of these settings to create your own personalized version. 🛑 Stop-Loss Methods Tick – Uses the instrument’s smallest price increment. Ideal for tick-based markets such as Futures or Forex. Percent – Defines the stop-loss as a percentage of entry price. Commonly used in Crypto trading. ATR – Uses the Average True Range value to determine stop-loss distance. Perfect for adapting to changing market volatility. Supertrend – The stop-loss level is set at the Supertrend line value at the time of entry. 🔁 Trailing Stop-Loss & Reverse Signals Trailing SL: If enabled, the chosen stop-loss method will trail the price dynamically from the moment the position opens. Close with Reverse Signals: When activated, the current position closes and reverses on an opposite signal. If disabled, the strategy waits until the current position is closed before opening a new one. 🎯 Take-Profit Options Tick – Set a fixed take-profit level based on tick distance. Percent – Set take-profit based on a percentage change from entry. Ratio – Sets take-profit based on the entry-to-stop-loss distance × ratio value. Each take-profit method allows you to define the percentage of position to close at that level. ⚖️ Breakeven Option When Breakeven is enabled, after the first take-profit is triggered, the stop-loss automatically moves to the entry level, protecting your capital. ⚙️ Additional Settings Position Type: Choose between Long only, Short only, or Both directions. Session Filter: Trade only during specific time ranges. Activate this option and set your desired session hours (make sure to select your correct timezone). 📈 Visuals The strategy plots entry, stop-loss, and take-profit levels directly on the chart, allowing you to clearly visualize your trades and manage them effectively. Feel free to ask any questions or suggest improvements — this strategy is built for flexibility and experimentation!
กลยุทธ์ Pine Script®
โดย Milvetti
Ekoparaloji Futures Cyrpto Strategy Ekoparaloji Futures Crypto Strategy - Ladder Averaging System This strategy uses a ladder position entry (pyramiding) approach and average cost reduction principle for crypto futures markets. Key Features: Dynamic ladder entry system Profit-taking mechanism based on average price Adjustable leverage support (1x-125x) Long and Short position management Optional stop-loss protection Liquidation distance tracking Advantages: ✓ Optimizes average cost during price fluctuations ✓ User-controlled risk-reward ratio ✓ Adapts to different market conditions ✓ Provides detailed visual feedback ✓ Increases profit potential through pyramiding strategy Risks: ⚠ High leverage usage increases liquidation risk ⚠ Losses can accumulate during trend continuation ⚠ Pyramiding adds capital requirements ⚠ May produce unexpected results in sideways markets ⚠ Past performance does not guarantee future results Recommended Usage: This strategy is optimized for testing particularly on 30-minute and 1-hour timeframes. It may produce different results across various crypto pairs and market conditions. Important Warning: This strategy is for educational and research purposes. Extensive testing on demo accounts is strongly recommended before using in live trading. Leveraged trading involves high risk and you can lose all your capital. 📩 Message me to test the strategy and get access. Happy Trading! 🚀
กลยุทธ์ Pine Script®
โดย Ekoparaloji
Holy Grail Scalper 3.0 (LONG ONLY - MAX FREQUENCY) 92% winrateAlgorithmic Scalping Strategy (Long Only) This is a robust, long-only algorithmic strategy designed for high-frequency scalping operations within defined trading sessions. It employs a multi-layered, momentum-based approach to identify and capitalize on short-term bullish shifts. Primary Mechanics and Filters: Adaptive Entry System: The core entry signal is generated by a crossover system utilizing two adaptive moving averages (configured as a KAMA/EMA hybrid). This approach ensures the entry mechanism dynamically responds to current market volatility, providing responsive signals during fast-moving market conditions. Long-Term Trend Bias: The strategy incorporates a filter based on long-period Exponential Moving Averages (EMAs 50/200, representing a GDC structure). This ensures that all generated signals align with a dominant, higher-timeframe bullish market structure, minimizing entries against the main trend. It also features a specific re-entry logic designed to capture momentum shifts following pullbacks to the major trend line. Confirmation Criteria: For trade validation, the strategy uses multiple technical indicators, including: A Directional Filter (ADX) to confirm the presence of a trend. A Momentum Filter (RSI) to gauge buying pressure. A Money Flow Filter (CMF) to confirm volume conviction. Note on Frequency: This version is currently configured for maximum trade frequency by setting these confirmation criteria to their most permissive levels. Risk Management & Exits: Dynamic Position Sizing: Position size is calculated on a per-trade basis using the current Average True Range (ATR) and a user-defined maximum dollar risk. This promotes consistent risk allocation regardless of market volatility. ATR-Based Stop Loss: Initial stop-loss placement is determined dynamically by a multiple of the ATR. Multi-Stage Exit: Trades utilize a partial fixed take profit, with the remainder managed by a smart trailing stop/breakeven function to lock in profit. An optional max-bar time exit prevents trades from lingering beyond expected holding periods. Trading Session Control: The strategy operates only within user-defined hourly parameters (e.g., 8 AM to 4 PM ET), focusing trade execution during the most liquid market hours. Access Information This strategy is invite-only and is not publicly available on the platform. To gain access to the source code or request an invitation to use this tool, please contact the developer directly. Disclaimer: This is an algorithmic tool for live trading and simulation purposes. Back-test but also protect your capital in live sessions by monitoring trades. Past performance is not indicative of future results, and no guarantee of profit is implied or intended.
กลยุทธ์ Pine Script®
โดย ngukevin90
2
Alpha Nexus NavigatorThe Alpha Nexus Navigator (A-NEX) is a proprietary, hyper-optimized trend-following strategy that has redefined robust performance metrics. Based on deep structural refinements, the strategy is exclusively focused on high-conviction Long (Buy) entries and is stress-tested against the most volatile market conditions.The A-NEX strategy has elevated its performance from a previously profitable state (PF 1.456) to a state of Financial Alpha, achieving an extraordinary Profit Factor of 3.67 and maintaining ZERO Margin Calls. This is a testament to the power of disciplined, factor-based execution. 🧠 The Core Engine: Factor-Weighted Decision ScoringA-NEX employs a sophisticated, factor-weighted Decision Scoring System (DCS) that surpasses the efficacy of simple indicator logic. The strategy operates as a multi-stage validation process:Stage 1: Weekly Trend Identification: Filters out short-term noise and confirms the presence and direction of the medium-term primary trend (The Nexus).Stage 2: Daily Momentum Validation: Utilizes faster indicators to pinpoint the optimal entry timing only after the Weekly trend is confirmed.This design ensures that capital is deployed exclusively in high-probability scenarios, driving the unparalleled $3.67$ Profit Factor. 📈 Financial Metrics: Performance RedefinedThe A-NEX strategy's performance against industry benchmarks is exceptional:Profit Factor (3.67): This metric signifies that the strategy generates $3.67$ in Gross Profit for every $1.00$ unit of Gross Loss. This level of financial efficiency places A-NEX in the top echelon of mechanical trading systems.Sharpe Ratio (0.243) & Sortino Ratio (0.633): The significant increase in both ratios confirms a dramatic improvement in risk-adjusted returns. Specifically, the high Sortino Ratio indicates that the strategy is remarkably successful at mitigating and compensating for downside volatility (bad risk).Margin Calls (ZERO): Maintaining zero margin calls demonstrates flawless execution of the built-in risk management layers, providing extreme capital safety. 🎯 The 5-Factor Scoring Model (Entry Filter)To initiate a Long entry, the strategy requires an aggregate score of 80 points out of 100, demanding the highest level of factor confluence:HA-RSI Momentum (45 Pts): The highest weighted factor. Ensures the weekly trend momentum is actively accelerating.DMI Acceleration (25 Pts): Confirms the trend is gaining speed (+DI rising, -DI falling).HA Candle Confirmation (10 Pts): Basic weekly bullish directional confirmation.Daily StochRSI Signal (10 Pts): Validates the resurgence of momentum on the daily timeframe.Daily WaveTrend Position (10 Pts): Provides final alignment check for immediate positive momentum.🛡️ Superior Risk Mitigation and Capital PreservationThe backbone of the 3.67 Profit Factor is the three-tiered exit framework, engineered for maximum capital preservation:Dynamic Stop Loss (ATR Multiplier 2.5): The ATR Multiplier is precisely set to $2.5$. This creates a tight, volatility-adaptive stop-loss boundary that prevents the catastrophic, large-percentage losses commonly seen in high-volatility markets.Aggressive Core Correction Filter (CCF): This is a key differentiator. It triggers an immediate exit the moment the WaveTrend Main Line crosses below its Signal Line. This momentum-based rule acts as an early profit-lock mechanism, ensuring that the majority of accrued gains are secured at the first detectable sign of a pullback, thus preventing profitable trades from turning into losses.Optimized Take Profit (15.0%): The TP target is set to an achievable $15.0\%$, balancing the desire for high returns with a high success rate, further contributing to the stable Profit Factor. 💡 Why A-NEX is Superior to Standard SystemsThe A-NEX strategy's dominance lies in its unique fusion of indicators:Holistic Factor Confluence: While other strategies may use DMI or RSI individually, A-NEX requires a precise, weighted confluence of HA-RSI, DMI acceleration, StochRSI, and WaveTrend across two distinct timeframes. This drastically reduces false positives.Momentum-Based Profit Lock: The CCF utilizing the WaveTrend Signal Line is significantly more sensitive and faster than standard zero-line crossovers or simple trailing stops, offering a crucial edge in volatile markets.Proven Financial Discipline: The verified metrics (PF 3.67, Zero Margin Calls) establish a level of financial discipline that generic scripts cannot match. 📖 Usage and ApplicabilityIntended Application: Trading markets characterized by strong directional trends.Applicable Asset Classes (Universal Market Scope):The strategy's MTF design makes it suitable for virtually all trending financial markets, including:Cryptocurrencies: Excelling on highly volatile assets (BTC, ETH, Altcoins).Stocks: Specifically technology, growth, and high-beta stocks in sustained uptrends.Forex (Currencies): Major and minor currency pairs demonstrating clear trend dynamics.Commodities: Products such as Gold, Silver, and Oil that form defined, long-term trends.Key Reminder: While the system is robust, users must manually maintain the position size (default 25%) based on their individual risk appetite to ensure consistent compliance with the strategy’s risk profile.
กลยุทธ์ Pine Script®
โดย asilturk
EMA Fractal and vwap - FIMIDOIt is a testing only strategy with alerts - FOR MNQ and MES Futures This script implements a multi-indicator-based approach to generate long (buy) and short (sell) signals, incorporating elements like Exponential Moving Averages (EMAs), WaveTrend, volume filters, Cumulative Volume Delta (CVD) trends, fractal prime zones, and Volume Weighted Average Price (VWAP) with trend-based coloring. It includes risk management features such as stop-loss, take-profit, position sizing based on account risk, daily loss limits, and trade pauses after losses. The strategy is highly configurable through user inputs, allowing traders to enable/disable various filters and trade types. Important Note: This script is still in the testing phase. It has not been fully optimized or backtested across various market conditions, instruments, or timeframes. Users should thoroughly test it in a simulated environment before applying it to live trading, as it may contain bugs, inefficiencies, or unintended behaviors. Past performance in backtests does not guarantee future results, and trading involves significant financial risk. Key Features and Structure The script is structured into sections: inputs, functions, calculations, trading filters, strategy logic, plots, alerts, and visual elements. It operates as a strategy overlay on price charts, meaning it plots indicators directly on the main chart and executes hypothetical trades based on defined rules. Strategy Parameters: Initial capital: Starts with $50,000 (configurable). Margin: 1% for both long and short positions. Overlay: True, so it displays on the price chart. Inputs The script provides extensive user-configurable inputs grouped by category for ease of use: Risk Management: Risk % of Account: Percentage of equity risked per trade (default: 2%). Risk-Reward Ratio: Multiplier for take-profit relative to stop-loss (default: 1.7). Max Daily Loss %: Stops trading if daily losses exceed this threshold (default: 0.4%). Stop-Loss Points Buffer: Adjusts stop-loss placement (default: -8.1 points). Max Trades per Day: Limits trades per session (default: 3). Pause Candles After Loss: Halts trading for a set number of bars after a losing trade (default: 19). Trading Hours: Start/End Hour: Restricts trading to specific hours (default: 6 AM to 9 AM, in 24-hour format). Trade Types: Enable Long/Short Trades: Toggles long (buy) or short (sell) positions (both default: true). VWAP Filter Settings: Use VWAP Filter: Requires buys above VWAP and sells below (default: true). VWAP Trend Length: Period for trend calculation (default: 5 bars). VWAP Trend Threshold: Minimum change for considering a trend (default: 0.0 points). Disable Trades on Flat VWAP: Prevents trades when VWAP is gray (flat trend) (default: true). EMA Settings: EMA Master Length: A base EMA for general filtering (default: 6). Separate EMA configurations for long and short trades, including smoothing types (RMA, SMA, EMA, WMA) and fast/slow lengths. WaveTrend Settings: Use WaveTrend: Enables momentum-based signals (default: false). Channel, Average, and MA lengths for customization. Volume Filter Settings: Separate filters for long/short with MA lengths and threshold multipliers to ensure high-volume conditions. CVD Trend Settings: Use CVD for long/short: Filters based on volume delta trends using ATR multipliers and lengths. Fractal Prime Zones Settings: Use Fractal: Enables support/resistance zones based on fractals (default: true). Length, sensitivity, and options to include volume delta or show labels. These inputs allow for fine-tuning the strategy to different assets or market conditions. Functions Two main helper functions are defined: f_wavetrend: Calculates WaveTrend values using EMAs on a custom source, producing two lines (WT1 and WT2) for crossover detection. f_ema: A simple EMA wrapper (though it uses built-in ta.ema). ma_function: A versatile moving average calculator supporting RMA, SMA, EMA, or WMA based on user selection. Calculations The core of the script involves computing multiple indicators: VWAP: Based on HLC3 (high-low-close average), anchored daily. It's plotted with dynamic coloring: green for upward trend, red for downward, and gray for flat (based on slope over the trend length and threshold). Volume Filters: SMA-based checks to ensure volume exceeds a threshold multiple. EMAs: Custom fast/slow EMAs for long/short, with crossovers/crossunders generating signals. WaveTrend: Momentum oscillator with cross detection for up/down signals. CVD Trends: Bollinger-like bands using SMA and ATR multiples to detect uptrends (close above upper band) or downtrends. Fractal Prime Zones: Advanced zones using prime numbers, ATR, and optional CVD. Calculates density-based upper/lower zones, identifies support/resistance, and generates buy/sell signals on zone breaks. Trading Window and Counters: Checks time of day, resets daily trade counts, and manages pause after losses. Risk Calculations: Dynamically computes position size based on risk amount, stop-loss distance, and equity. Entry signals (buyTriangle and sellTriangle) combine these: All enabled filters must pass (e.g., EMA crossover, high volume, CVD trend, fractal signal, VWAP position, and trending VWAP if filtered). Strategy Logic Entry Conditions: Triggers long/short entries only if signals align, within trading hours, under max trades/day, not paused, and daily loss not exceeded. Stop-loss: Placed below low (long) or above high (short) with buffer. Position Size: Floored to nearest integer based on risk amount divided by per-unit risk. Take-Profit: Set at entry price plus/minus (risk distance * RR ratio). Exits: Via strategy.exit with stop and limit orders. Loss Handling: Updates daily loss on trade close; pauses if loss occurs. No Trades on Flat VWAP: If enabled, skips entries when VWAP trend is neutral (gray). Plots and Visuals Shapes: Triangles for buy (blue, below bar) and sell (red, above bar) signals. VWAP Line: Colored dynamically. Fractal Zones: Plotted with fill and optional labels for support/resistance. Debug Plots: Characters for trading window, pause, and max trades exceeded. TP/SL Lines: Drawn as arrows on entries. Daily Loss Table: Displays current loss and limit in a bottom-right table. Alerts Generates alerts on entries with details: entry price, SL, TP. This strategy emphasizes trend-following with filters to reduce false signals, but its complexity may lead to over-optimization. Again, as it is still in the testing phase, users are advised to backtest extensively, forward-test on demo accounts, and monitor for issues like slippage, commissions, or market regime changes before real-world use. If you need modifications or further analysis, let me know!
กลยุทธ์ Pine Script®
โดย fimido
Multi-GPS (Long Only, with Alert Mode)A guided long‑only strategy with built‑in risk controls and smart alerts — your GPS for trend trading **Multi‑GPS (Long Only, with Alert Mode)** The Multi‑GPS strategy is built to help traders navigate trends with a structured, risk‑managed approach. It focuses exclusively on **long opportunities**, combining multiple moving‑average signals with layered risk controls to keep trades disciplined and consistent. Key features include: - **Dynamic trade management** with stop loss, take profit, and trailing stop options (all adjustable by percentage). - **Flexible order sizing**, allowing positions to scale as a percentage of account equity. - **Customizable moving averages** (SMA or EMA) and timeframe selection to adapt to different markets and styles. - **Integrated alerts** with multiple modes, so traders can choose between order‑based notifications, alert() calls, or both. - **Clear chart visuals**, including entry/exit markers and plotted guide lines for transparency. This strategy is designed to act like a **navigation system for trend trading** — guiding entries, managing exits, and keeping risk under control, all while maintaining a clean and intuitive charting experience. --- Would you like me to also craft a **short tagline version** (like a one‑liner hook) for this strategy, so it pairs neatly with the longer description when you publish it?
กลยุทธ์ Pine Script®
โดย forexreward
Moon Phases + Blood MoonWhat it is This is a simple, time-based strategy that goes long on full moons and exits on the next new moon, while visually highlighting historically known “Blood Moon” (total lunar eclipse) dates. It’s built for exploratory testing of lunar timing effects on price, not for predictive claims. Why it’s useful / originality Most lunar scripts only mark phases. This one (1) computes lunar phases on the chart, (2) normalizes and flags Blood Moon days from a curated list, and (3) turns the phase changes into an executable strategy with clear, reproducible entry/exit rules and a configurable start date—so traders can quickly evaluate whether a lunar timing overlay adds any edge on their market/timeframe. How it works (concept) Moon phase detection: Uses Julian date conversion and standard astronomical approximations to determine the most recent phase change at each bar. The script classifies phase turns as +1 = New Moon and –1 = Full Moon, tracking the latest valid time to avoid lookahead. Blood Moon tagging: A built-in array of UTC timestamps (total lunar eclipses) is date-matched to the current session and marked as “Blood Moon” when a full moon coincides with a listed date. Signals & trades Plot circles above/below bars: New Moon (above), Full Moon (below), Blood Moon (below, red). Entry: Long at Full Moon once the bar time ≥ the user’s Start date. Exit: Close the long on the next New Moon. How to use Add to your chart (non-monthly timeframes only). Optionally adjust the Start date (default: 2001-12-31 UTC) to control the backtest window. Use the color inputs to style New Moon / Full Moon / Blood Moon markers. Evaluate performance on liquid symbols and timeframes that provide a sufficient number of phase cycles. Default / publish settings Initial capital: $10,000 (suggested) Commission: 0.05% per trade (suggested) Slippage: 1 tick (suggested) Position sizing: TradingView strategy defaults (no leverage logic is added). Timeframes: Intraday/Daily/Weekly supported. Monthly is blocked by design. Chart type: Use standard chart types only (no Heikin Ashi, Renko, Kagi, P&F, Range) for signals/backtests. Reading the chart New Moon: soft gray circle above bars. Full Moon: soft yellow circle below bars. Blood Moon (if date-matched): soft red circle below bars. The script also ensures symbol/timeframe context is visible—keep your chart clean so the markers are easy to interpret. Limitations & important notes This is a time-based heuristic. It does not forecast price and does not repaint via lookahead tricks; it avoids future leakage by anchoring to the last known phase time at each bar. No non-standard chart signals. Using non-standard charts can produce unrealistic results. Strategy properties like commission/slippage materially affect results—please set them to realistic values. Backtests should include a large sample (ideally >100 trades over many cycles) to make statistics meaningful. Past performance does not guarantee future results. Open-source reuse / credits Uses standard, public-domain techniques for Julian date conversion and lunar-phase approximations. Blood Moon dates are incorporated as a hard-coded list for convenience; you may extend or adjust this list as needed. No third-party proprietary code is reused. Changelog / versioning v1: Initial public release on Pine v6 with phase detection, Blood-Moon tagging, and a minimal long-only phase strategy.
กลยุทธ์ Pine Script®
โดย Investic_analytics
Universal Regime Alpha Thermocline StrategyCurrents settings adapted for BTCUSD Daily timeframe This description is written to comply with TradingView House Rules and Script Publishing Rules. It is self contained, in English first, free of advertising, and explains originality, method, use, defaults, and limitations. No external links are included. Nothing here is investment advice. 0. Publication mode and rationale This script is published as Protected . Anyone can add and test it from the Public Library, yet the source code is not visible. Why Protected The engine combines three independent lenses into one regime score and then uses an adaptive centering layer and a thermo risk unit that share a common AAR measure. The exact mapping and interactions are the result of original research and extensive validation. Keeping the implementation protected preserves that work and avoids low effort clones that would fragment feedback and confuse users. Protection supports a single maintained build for users. It reduces accidental misuse of internal functions outside their intended context which might lead to misleading results. 1. What the strategy does in one paragraph Universal Regime Alpha Thermocline builds a single number between zero and one that answers a practical question for any market and timeframe. How aligned is current price action with a persistent directional regime right now. To answer this the script fuses three views of the tape. Directional entropy of up versus down closes to measure unanimity. Convexity drift that rewards true geometric compounding and penalizes drag that comes from chop where arithmetic pace is high but growth is poor. Tail imbalance that counts decisive bursts in one direction relative to typical bar amplitude. The three channels are blended, optionally confirmed by a higher timeframe, and then adaptively centered to remove local bias. Entries fire when the score clears an entry gate. Exits occur when the score mean reverts below an exit gate or when thermo stops remove risk. Position size can scale with the certainty of the signal. 2. Why it is original and useful It mixes orthogonal evidence instead of leaning on a single family of tools. Many regime filters depend on moving averages or volatility compression. Here we add an information view from entropy, a growth view from geometric drift, and a structural view from tail imbalance. The drift channel separates growth from speed. Arithmetic pace can look strong in whipsaw, yet geometric growth stays weak. The engine measures both and subtracts drag so that only sequences with compounding quality rise. Tail counting is anchored to AAR which is the average absolute return of bars in the window. This makes the threshold self scaling and portable across symbols and timeframes without hand tuned constants. Adaptive centering prevents the score from living above or below neutral for long stretches on assets with strong skew. It recovers neutrality while still allowing persistent regimes to dominate once evidence accumulates. The same AAR unit used in the signal also sets stop distance and trail distance. Signal and risk speak the same language which makes the method portable and easier to reason about. 3. Plain language overview of the math Log returns . The base series is r equal to the natural log of close divided by the previous close. Log return allows clean aggregation and makes growth comparisons natural. Directional entropy . Inside the lookback we compute the proportion p of bars where r is positive. Binary entropy of p is high when the mix of up and down closes is balanced and low when one direction dominates. Intensity is one minus entropy. Directional sign is two times p minus one. The trend channel is zero point five plus one half times sign times intensity. It lives between zero and one and grows stronger as unanimity increases. Convexity drift with drag . Arithmetic mean of r measures pace. Geometric mean of the price ratio over the window measures compounding. Drag is the positive part of arithmetic minus geometric. Drift raw equals geometric minus drag multiplier times drag. We then map drift through an arctangent normalizer scaled by AAR and a nonlinearity parameter so the result is stable and remains between zero and one. Tail imbalance . AAR equals the average of the absolute value of r in the window. We count up tails where r is greater than aar_mult times AAR and down tails where r is less than minus aar_mult times AAR. The imbalance is their difference over their total, mapped to zero to one. This detects directional impulse flow. Fusion and centering . A weighted average of the three channels yields the raw score. If a higher timeframe is requested, the same function is executed on that timeframe with lookahead off and blended with a weight. Finally we subtract a fraction of the rolling mean of the score to recover neutrality. The result is clipped to the zero to one band. 4. Entries, exits, and position sizing Enter long when score is strictly greater than the entry gate. Enter short when score is strictly less than one minus the entry gate unless direction is restricted in inputs. Exit a long when score falls below the exit gate. Exit a short when score rises above one minus the exit gate. Thermo stops are expressed in AAR units. A long uses the maximum of an initial stop sized by the entry price and AAR and a trail stop that references the running high since entry with a separate multiple. Shorts mirror this with the running low. If the trail is disabled the initial stop is active. Cooldown is a simple bar counter that begins when the position returns to flat. It prevents immediate re entry in churn. Dynamic position size is optional. When enabled the order percent of equity scales between a floor and a cap as the score rises above the gate for longs or below the symmetric gate for shorts. 5. Inputs quick guide with recommended ranges Every input has a tooltip in the script. The same guidance appears here for fast reading. Core window . Shared lookback for entropy, drift, and tails. Start near 80 on daily charts. Try 60 to 120 on intraday and 80 to 200 for swing. Entry threshold . Typical range 0.55 to 0.65 for trend following. Faster entries 0.50 to 0.55. Exit threshold . Typical range 0.35 to 0.50. Lower holds longer yet gives back more. Weight directional entropy . Starting value 0.40. Raise on markets with clean persistence. Weight convexity drift . Starting value 0.40. Raise when compounding quality is critical. Weight tail imbalance . Starting value 0.20. Raise on breakout prone markets. Tail threshold vs AAR . Typical range 1.0 to 1.5 to count decisive bursts. Drag penalty . Typical range 0.25 to 0.75. Higher punishes chop more. Nonlinearity scale . Typical range 0.8 to 2.0. Larger compresses extremes. AAR floor in percent . Typical range 0.0005 to 0.002 for liquid instruments. This stabilizes the math during quiet regimes. Adaptive centering . Keep on for most symbols. Center strength 0.40 to 0.70. Confirm timeframe optional . Leave empty to disable. If used, try a multiple between three and five of the chart timeframe with a blend weight near 0.20. Dynamic position size . Enable if you want size to reflect certainty. Floor and cap define the percent of equity band. A practical band for many accounts is 0.5 to 2. Cooldown bars after exit . Start at 3 on daily or slightly higher on shorter charts. Thermo stop multiple . Start between 1.5 and 3.0 on daily. Adjust to your tolerance and symbol behavior. Thermo trailing stop and Trail multiple . Trail on locks gains earlier. A trail multiple near 1.0 to 2.0 is common. You can keep trail off and let the exit gate handle exits. Background heat opacity . Cosmetic. Set to taste. Zero disables it. 6. Properties used on the published chart The example publication uses BTCUSD on the daily timeframe. The following Properties and inputs are used so everyone can reproduce the same results. Initial capital 100000 Base currency USD Order size 2 percent of equity coming from our risk management inputs. Pyramiding 0 Commission 0.05 percent Slippage 10 ticks in the publication for clarity. Users should introduce slippage in their own research. Recalculate after order is filled off. On every tick off. Using bar magnifier on. On bar close on. Risk inputs on the published chart. Dynamic position size on. Size floor percent 2. Size cap percent 2. Cooldown bars after exit 3. Thermo stop multiple 2.5. Thermo trailing stop off. Trail multiple 1. 7. Visual elements and alerts The score is painted as a subtle dot rail near the bottom. A background heat map runs from red to green to convey regime strength at a glance. A compact HUD at the top right shows current score, the three component channels, the active AAR, and the remaining cooldown. Four alerts are included. Long Setup and Short Setup on entry gates. Exit Long by Score and Exit Short by Score on exit gates. You can disable trading and use alerts only if you want the score as a risk switch inside a discretionary plan. 8. How to reproduce the example Open a BTCUSD daily chart with regular candles. Add the strategy and load the defaults that match the values above. Set Properties as listed in section 6.(they are set by default) Confirm that bar magnifier is on and process on bar close is on. Run the Strategy Tester. Confirm that the trade count is reasonable for the sample. If the count is too low, slightly lower the entry threshold or extend history. If the count is excessively high, raise the threshold or add a small cooldown. 9. Practical tuning recipes Trend following focus . Raise the entry threshold toward 0.60. Raise the trend weight to 0.50 and reduce tail weight to 0.15. Keep drift near 0.35 to retain the growth filter. Consider leaving the trail off and let the exit threshold manage positions. Breakout focus . Keep entry near 0.55. Raise tail weight to 0.35. Keep aar_mult near 1.3 so only decisive bursts count. A modest cooldown near 5 can reduce immediate false flips after the first burst bar. Chop defense . Raise drag multiplier to 0.70. Raise exit threshold toward 0.48 to recycle capital earlier. Consider a higher cooldown, for example 8 to 12 on intraday. Higher timeframe blend . On a daily chart try a weekly confirm with a blend near 0.20. On a five minute chart try a fifteen minute confirm. This moderates transitions. Sizing discipline . If you want constant position size, set floor equal to cap. If you want certainty scaling, set a band like 0.5 to 2 and monitor drawdown behavior before widening it. 10. Strengths and limitations Strengths Self scaling unit through AAR makes the tool portable across markets and timeframes. Blends evidence that target different failure modes. Unanimity, growth quality, and impulse flow rarely agree by chance which raises confidence when they align. Adaptive centering reduces structural bias at the score level which helps during regime flips. Limitations In very quiet regimes AAR becomes small even with a floor. If your symbol is thin or gap prone, raise the floor a little to keep stops and drift mapping stable. Adaptive centering can delay early breakout acceptance. If you miss starts, lower center strength or temporarily disable centering while you evaluate. Tail counting uses a fixed multiple of AAR. If a market alternates between very calm and very violent weeks, a single aar_mult may not capture both extremes. Sweep this parameter in research. The engine reacts to realized structure. It does not anticipate scheduled news or liquidity shocks. Use event awareness if you trade around releases. 11. Realism and responsible publication No promises or projections of performance are made. Past results never guarantee future outcomes. Commission is set to 0.05 percent per round which is realistic for many crypto venues. Adjust to your own broker or exchange. Slippage is set at 10 in the publication . Introduce slippage in your own tests or use a percent model. Position size should respect sustainable risk envelopes. Risking more than five to ten percent per trade is rarely viable. The example uses a fixed two percent position size. Security calls use lookahead off. Standard candles only. Non standard chart types like Heikin Ashi or Renko are not supported for strategies that submit orders. 12. Suggested research workflow Begin with the balanced defaults. Confirm that the trade count is sensible for your timeframe and symbol. As a rough guide, aim for at least one hundred trades across a wide sample for statistical comfort. If your timeframe cannot produce that count, complement with multiple symbols or run longer history. Sweep entry and exit thresholds on a small grid and observe stability. Stability across windows matters more than the single best value. Try one higher timeframe blend with a modest weight. Large weights can drown the signal. Vary aar_mult and drag_mult together. This tunes the aggression of breakouts versus defense in chop. Evaluate whether dynamic size improves risk adjusted results for your style. If not, set floor equal to cap for constancy. Walk forward through disjoint segments and inspect results by regime. Bootstrapping or segmented evaluation can reveal sensitivity to specific periods. 13. How to read the HUD and heat map The HUD presents a compact view. Score is the current fused value. Trend is the directional entropy channel. Drift is the compounding quality channel. Tail is the burst flow channel. AAR is the current unit that scales stops and the drift map. CD is the cooldown counter. The background heat is a visual aid only. It can be disabled in inputs. Green zones near the upper band show alignment among the channels. Muted colors near the mid band show uncertainty. 14. Frequently asked questions Can I use this as a pure indicator . Yes. Disable entries by restricting direction to one side you will not trade and use the alerts as a regime switch. Will it work on intraday charts . Yes. The AAR unit scales with bar size. You will likely reduce the core window and increase cooldown slightly. Should I enable the adaptive trail . If you wish to lock gains sooner and accept more exits, enable it. If you prefer to let the exit gate do the heavy lifting, keep it off. Why do I sometimes see a green background without a position . Heat expresses the score. A position also depends on threshold comparisons, direction mode, and cooldown. Why is Order size set to one hundred percent if dynamic size is on . The script passes an explicit quantity percent on each entry. That explicit quantity overrides the property. The property is kept at one hundred percent to avoid confusion when users later disable dynamic sizing. Can I combine this with other tools on my chart . You can, yet for publication the chart is kept clean so users and moderators can see the output clearly. In your private workspace feel free to add other context. 15. Concepts glossary AAR . Average absolute return across the lookback. Serves as a unit for tails, drift scaling, and stops. Directional entropy . A measure of uncertainty of up versus down closes. Low entropy paired with a directional sign signals unanimity. Geometric mean growth . Rate that preserves the effect of compounding over many bars. Drag . The positive difference between arithmetic pace and geometric growth. Larger drag often signals churn that looks active but fails to compound. Thermo stops . Stops expressed in the same AAR unit as the signal. They adapt with volatility and keep risk and signal on a common scale. Adaptive centering . A bias correction that recenters the fused score around neutral so the meter does not drift due to persistent skew. 16. Educational notice and risk statement Markets involve risk. This publication is for education and research. It does not provide financial advice and it is not a recommendation to buy or sell any instrument. Use realistic costs. Validate ideas with out of sample testing and with conservative position sizing. Past performance never guarantees future results. 17. Final notes for readers and moderators The goal of this strategy is clarity and portability. Clarity comes from a single score that reflects three independent features of the tape. Portability comes from self scaling units that respect structure across assets and timeframes. The publication keeps the chart clean, explains the math plainly, lists defaults and Properties used, and includes warnings where care is required. The code is protected so the implementation remains consistent for the community while the description remains complete enough for users to understand its purpose and for moderators to evaluate originality and usefulness. If you explore variants, keep them self contained, explain exactly what they contribute, publish in English first, and treat others with respect in the comments. Load the strategy on BTCUSD daily with the defaults listed above and study how the score transitions across regimes. Then adjust one lever at a time. Observe how the trend channel, the drift channel, and the tail channel interact during starts, pauses, and reversals. Use the alerts as a risk switch inside your own process or let the built in entries and exits run if you prefer an automated study. The intent is not to promise outcomes. The intent is to give you a robust meter for regime strength that travels well across markets and helps you structure decisions with more confidence. Thank you for your time to read all of this
กลยุทธ์ Pine Script®
โดย exlux
Turtle Strategy - Triple EMA Trend with ADX and ATRDescription The Triple EMA Trend strategy is a directional momentum system built on the alignment of three exponential moving averages and a strong ADX confirmation filter. It is designed to capture established trends while maintaining disciplined risk management through ATR-based stops and targets. Core Logic The system activates only under high-trend conditions, defined by the Average Directional Index (ADX) exceeding a configurable threshold (default: 43). A bullish setup occurs when the short-term EMA is above the mid-term EMA, which in turn is above the long-term EMA, and price trades above the fastest EMA. A bearish setup is the mirror condition. Execution Rules Entry:  • Long when ADX confirms trend strength and EMA alignment is bullish.  • Short when ADX confirms trend strength and EMA alignment is bearish. Exit:  • Stop Loss: 1.8 × ATR below (for longs) or above (for shorts) the entry price.  • Take Profit: 3.3 × ATR in the direction of the trade. Both parameters are configurable. Additional Features  • Start/end date inputs for controlled backtesting.  • Selective activation of long or short trades.  • Built-in commission and position sizing (percent of equity).  • Full visual representation of EMAs, ADX, stop-loss, and target levels. This strategy emphasizes clean trend participation, strict entry qualification, and consistent reward-to-risk structure. Ideal for swing or medium-term testing across trending assets.
กลยุทธ์ Pine Script®
โดย cyatophilum
Fury by Tetrad Fury by Tetrad What it is: A rules-based Bollinger+RSI strategy that fades extremes: it looks for price stretching beyond Bollinger Bands while RSI confirms exhaustion, enters countertrend, then exits at predefined profit multipliers or optional stoploss. “Ultra Glow” visuals are purely cosmetic. How it works — logic at a glance Framework: Classic Bollinger Bands (SMA basis; configurable length & multiplier) + RSI (configurable length). Long entries: Price closes below the lower band and RSI < Long RSI threshold (default 28.3) → open LONG (subject to your “Market Direction” setting). Short entries: Price closes above the upper band and RSI > Short RSI threshold (default 88.4) → open SHORT. Profit exits (price targets): Uses simple multipliers of the strategy’s average entry price: Long exit = `entry × Long Exit Multiplier` (default 1.14). Short exit = `entry × Short Exit Multiplier` (default 0.915). Risk controls: Optional pricebased stoploss (disabled by default) via: Long stop = `entry × Long Stop Factor` (default 0.73). Short stop = `entry × Short Stop Factor` (default 1.05). Directional filter: “Market Direction” input lets you constrain entries to Market Neutral, Long Only, or Short Only. Visuals: “Ultra Glow” draws thin layered bands around upper/basis/lower; these do not affect signals. > Note: Inputs exist for a timebased stop tracker in code, but this version exits via targets and (optional) price stop only. Why it’s different / original Explicit extreme + momentum pairing: Entries require simultaneous band breach and RSI exhaustion, aiming to avoid entries on gardenvariety volatility pokes. Deterministic exits: Multiplier-based targets keep results auditable and reproducible across datasets and assets. Minimal, unobtrusive visuals: Thin, layered glow preserves chart readability while communicating regime around the Bollinger structure. Inputs you can tune Bollinger: Length (default 205), Multiplier (default 2.2). RSI: Length (default 23), Long/Short thresholds (28.3 / 88.4). Targets: Long Exit Mult (1.14), Short Exit Mult (0.915). Stops (optional): Enable/disable; Long/Short Stop Factors (0.73 / 1.05). Market Direction: Market Neutral / Long Only / Short Only. Visuals: Ultra Glow on/off, light bar tint, trade labels on/off. How to use it 1. Timeframe & assets: Works on any symbol/timeframe; start with liquid majors and 60m–1D to establish baseline behavior, then adapt. 2. Calibrate thresholds: Narrow/meanreverting markets often tolerate tighter RSI thresholds. Fast/volatile markets may need wider RSI thresholds and stronger stop factors. 3. Pick realistic targets: The default multipliers are illustrative; tune them to reflect typical mean reversion distance for your instrument/timeframe (e.g., ATRinformed profiling). 4. Risk: If enabling stops, size positions so risk per trade ≤ 1–2% of equity (max 5–10% is a commonly cited upper bound). 5. Mode: Use Long Only or Short Only when your discretionary bias or higher timeframe model favors one side; otherwise Market Neutral. Recommended publication properties (for backtests that don’t mislead) When you publish, set your strategy’s Properties to realistic values and keep them consistent with this description: Initial capital: 10,000 (typical retail baseline). Commission: ≥ 0.05% (adjust for your venue). Slippage: ≥ 2–3 ticks (or a conservative pertrade value). Position sizing: Avoid risking > 5–10% equity per trade; fixedfractional sizing ≤ 10% or fixedcash sizing is recommended. Dataset / sample size: Prefer symbols/timeframes yielding 100+ trades over the tested period for statistical relevance. If you deviate, say why. > If you choose different defaults (e.g., capital, commission, slippage, sizing), explain and justify them here, and use the same settings in your publication. Interpreting results & limitations This is a countertrend approach; it can struggle in strong trends where band breaches compound. Parameter sensitivity is real: thresholds and multipliers materially change trade frequency and expectancy. No predictive claims: Past performance is not indicative of future results. The future is unknowable; treat outputs as decision support, not guarantees. Suggested validation workflow Try different assets. (TSLA, AAPL, BTC, SOL, XRP) Run a walkforward across multiple years and market regimes. Test several timeframes and multiple instruments. (30m Suggested) Compare different commission/slippage assumptions. Inspect distribution of returns, max drawdown, win/loss expectancy, and exposure. Confirm behavior during trend vs. range segments. Alerts & automation This release focuses on chart execution and visualization. If you plan to automate, create alerts at your entry/exit conditions and ensure your broker/venue fills reflect your slippage/fees assumptions. Disclaimer This script is provided for educational and research purposes. It is not investment advice. Trading involves risk, including the possible loss of principal. © Tetrad Protocol.
กลยุทธ์ Pine Script®
โดย TetradProtocol
1
MoneyPlant-Auto Support Resistance MoneyPlant – Auto Support Resistance is an advanced trading indicator that combines trend structure with dynamic support/resistance mapping and momentum confirmation. 📊 How It Works: This indicator automatically identifies strong support and resistance levels based on real-time market structure. It generates buy/sell signals using EMA crossover and MACD confirmation. You can choose between: • EMA crossover only mode • EMA + MACD confirmation mode for flexible signal generation according to your trading style. 🎯 Risk Management: ATR-based Target 1 and Target 2 are automatically plotted, along with an ATR-based Stop Loss, helping traders maintain proper risk/reward control. 💡 Key Features: • Auto detection of dynamic Support & Resistance • Optional signal modes (EMA only or EMA + MACD) • ATR-based Stop Loss and Take Profit levels • Works across multiple timeframes • Ideal for intraday and swing trading setups ⚙️ Usage: Add this invite-only indicator to your chart, select your preferred signal mode from the input settings, and follow buy/sell alerts with plotted targets and stops. This indicator is designed for traders who value structure-based, automated decision support using price action and trend logic.
กลยุทธ์ Pine Script®
โดย saandeeppavaar
UTFS V2 | QR UTFS V2 | QR What it is UTFS V2 | QR (Universal Trend Following Strategy – Version 2) is a multi-component, adaptive trend system designed to work across almost any asset class — including crypto, equities, commodities, and forex. Its “universal” design comes from its modular structure: instead of being optimized for a single market, it combines three independent, general-purpose trend modules that each react to different aspects of price behavior. By averaging their outputs, UTFS V2 filters out much of the market noise and improves clarity and reliability of the overall signal. How it works UTFS V2 fuses three adaptive engines into one Trend Probability Index (TPI). Each module outputs +1 (bullish), −1 (bearish), or 0 (neutral). The average of these three signals becomes the composite TPI. This averaging approach is what gives the strategy its name Universal: it smooths out conflicting short-term readings and reduces false triggers across different market environments. 1) AVWO — Adaptive VWMA Oscillator Measures how far price deviates from its volume-weighted moving average. Thresholds expand and contract automatically with volatility. Detects sustained expansions above or below “fair value.” 2) ARSI — Adaptive RSI Baseline Filter Uses RSI-derived sensitivity to build a dynamic baseline of momentum. Flags overbought or oversold conditions only when momentum confirms direction. Provides a smoother and more adaptive alternative to raw RSI signals. 3) Median–Volatility Engine Combines a VWMA-median structure with ATR and standard deviation filters. Validates uptrends when price expands above volatility bands while VWMA rises. Detects breakdowns when price moves below lower ATR/SD limits. TPI aggregation → trading logic TPI = (AVWO + ARSI + MedianVol) / 3 Enter Long when TPI > T_up Exit to Cash when TPI < T_d No short exposure is taken by default, focusing instead on trend participation and capital preservation. What you see on the chart TPI Column Plot: green for bullish, red for bearish, gray for neutral. Live trend gauge (table): displays current state (“Bullish / Bearish / Do nothing”) and a compact bar gauge proportional to trend strength. Optional performance table (via Rocheur/Metric) showing return, Sharpe, Sortino, Omega, and drawdown. Clean visual layout: all outputs are self-contained for easy interpretation. Why it’s called Universal Most strategies rely on parameters tuned to one specific market. UTFS V2 is built differently — its averaging mechanism and adaptive thresholds make it applicable to a wide range of instruments and timeframes without re-optimization. Because the TPI reflects a consensus of three uncorrelated engines, it delivers a clearer, more stable signal that adapts to both high- and low-volatility assets. Inputs you can tune Thresholds: Up Threshold (T_up) and Down Threshold (T_d) AVWO parameters: VWMA length, threshold period, multipliers, adaptive smoothing ARSI parameters: RSI length, MA length, threshold length, multipliers, alpha Median/Volatility parameters: VWMA & median lengths, ATR & SD multipliers Visual controls: color mode, table display, and performance curve selection Backtest window: start and end times How to use it Apply to any market (crypto, stock, index, commodity, forex). Use higher timeframes for strategic trend detection. Trade only when TPI is clearly positive or negative; stay neutral otherwise. Adjust thresholds to tune sensitivity — wider thresholds for smoother signals, tighter for faster reactions. Monitor the table for current bias and historical performance. Originality & strengths Multi-engine averaging: smooths out conflicting short-term noise, resulting in more reliable, higher-clarity regime signals. Adaptive thresholds: each module self-adjusts to volatility, reducing parameter sensitivity. Universality: proven design concept that operates consistently across assets without asset-specific tuning. Self-contained: no external dependencies, full visual and performance diagnostics on one chart. Limitations & best practices No strategy fits all markets perfectly; adjust lookbacks for your timeframe and volatility. Very strong trends can hold the TPI at extremes for extended periods; treat exits contextually. In sideways markets, neutral (gray) zones indicate low conviction — use them to reduce exposure. Always validate parameters on out-of-sample data. Chart-publishing guidance Use a clean chart with UTFS V2 alone for clarity. If you add any drawings, they should only illustrate TPI behavior or signal transitions. Disclaimer This strategy is for research and educational purposes only and not financial advice. Markets carry risk, including loss of capital. Past performance does not predict or guarantee future results. Always backtest and manage risk appropriately before live use.
กลยุทธ์ Pine Script®
โดย QuantumResearch
ETH MACD DEMA Strategy By Harvey (Protected Script)Strategy Description – MACD + DEMA Quantitative Trading System This strategy combines the Moving Average Convergence Divergence (MACD) indicator with a Double Exponential Moving Average (DEMA) trend filter to capture both momentum shifts and trend reversals with precision. It’s designed for crypto perpetual futures, optimized for 1H–4H timeframes, and supports both long and short entries with configurable leverage and position sizing. Core Logic MACD Momentum Filter: Detects momentum acceleration and divergence between short- and long-term EMAs to confirm directional bias. DEMA Trend Filter: Reduces lag compared to traditional EMAs, improving timing for entries and exits. ATR-based Stop & Take-Profit: Dynamic risk control using ATR multipliers for stop-loss and target placement. Dual-side Logic: Separate long/short conditions ensure symmetry and flexibility across market regimes. Webhook Integration: Ready for automated execution via trading bots (e.g., Binance, Hyperliquid, Aster) using JSON-based alerts. Key Features Configurable parameters for DEMA, MACD, ATR, and leverage. Optional higher-timeframe (HTF) trend confirmation. Pyramiding control and adaptive volatility filters. Partial take-profit and full-stop exit logic. Detailed alert messages formatted for REST API automation. Use Case Ideal for traders seeking a balanced trend-following and momentum strategy, combining fast-moving averages with robust risk management. Suitable for algorithmic execution or manual validation with clear visual cues on TradingView. 💡 Important: To ensure correct signal generation, please set your chart’s Source to “MACD DEMA: signal.” For optimal trend filtering, enable the HTF filter and set it to 240 (4H) to align lower-timeframe entries with higher-timeframe trends. 5 分鐘前 發行說明 Strategy Description – MACD + DEMA Quantitative Trading System This strategy combines the Moving Average Convergence Divergence (MACD) indicator with a Double Exponential Moving Average (DEMA) trend filter to capture both momentum shifts and trend reversals with precision. It’s designed for crypto perpetual futures, optimized for 1H–4H timeframes, and supports both long and short entries with configurable leverage and position sizing. Core Logic MACD Momentum Filter: Detects momentum acceleration and divergence between short- and long-term EMAs to confirm directional bias. DEMA Trend Filter: Reduces lag compared to traditional EMAs, improving timing for entries and exits. ATR-based Stop & Take-Profit: Dynamic risk control using ATR multipliers for stop-loss and target placement. Dual-side Logic: Separate long/short conditions ensure symmetry and flexibility across market regimes. Webhook Integration: Ready for automated execution via trading bots (e.g., Binance, Hyperliquid, Aster) using JSON-based alerts. Key Features Configurable parameters for DEMA, MACD, ATR, and leverage. Optional higher-timeframe (HTF) trend confirmation. Pyramiding control and adaptive volatility filters. Partial take-profit and full-stop exit logic. Detailed alert messages formatted for REST API automation. Use Case Ideal for traders seeking a balanced trend-following and momentum strategy, combining fast-moving averages with robust risk management. Suitable for algorithmic execution or manual validation with clear visual cues on TradingView. 💡 Important: To ensure correct signal generation, please set your chart’s Source to “MACD DEMA: signal.” For optimal trend filtering, enable the HTF filter and set it to 240 (4H) to align lower-timeframe entries with higher-timeframe trends.
กลยุทธ์ Pine Script®
โดย qaw8975889
Solana 4H RSI->MACD — Counter-Trend By TetradTetrad RSI→RSI Cross→MACD (Sequenced) — Counter-Trend (SL-Only) Category: Market-neutral, counter-trend, sequenced entries Timeframe default: Works on any TF; designed around 4H On Solana Markets: Any (spot, perp, futures); parameterize to your asset What it does This strategy hunts reversals using a 3-step sequence on RSI and MACD, then optionally restricts entries by market regime and a price gate. It shows stop-loss lines only when hit (clean chart), and paints a Donchian glow for quick read of backdrop conditions. Entry logic (sequenced) 1. RSI Extreme: Long path activates when RSI < Oversold (default 27.5). Short path activates when RSI > Overbought (default 74). 2. RSI Cross confirmation: Long path: RSI crosses up back above the oversold level. Short path: RSI crosses down back below the overbought level. Each step has a max bar lookback so stale signals time out. 3. MACD Cross trigger: Long: MACD line crosses above Signal. Short: MACD line crosses below Signal. → When step 3 fires and gates are satisfied, a trade is entered. Optional gates & filters Regime Filter (Counter-Trend): Longs allowed in **Range / Short Trend / Short Parabolic** regimes. Shorts allowed in **Range / Long Trend / Long Parabolic** regimes. Based on ADX/DI and ATR% intensity. * Price Gate (Long Ceiling): Toggle to **disable new longs above a chosen price (default 209.0 For SOL). Useful for assets like SOL where you want longs only below a cap. Exits / Risk * Stop-Loss (% of entry):** default **14%**, toggleable. * SL visualization:** plots a **thin dashed red line only on the bar it’s hit**. * (No take-profit or time-based exit in this version—keep it pure to the sequence and regime. Add TP/time exits if desired.) Visuals * Donchian Glow (50): background band only (upper/lower lines hidden). * Regime HUD: compact table (top-right) highlighting the active regime. * Minimal marks: no entry/exit “arms” clutter; only SL-hit lines render. Inputs (key) * Core: RSI Length, Oversold/Overbought, MACD Fast/Slow/Signal. * Sequence: Max bars from Extreme→RSI Cross and RSI Cross→MACD Cross. * Regime: ADX Length, Trend/Parabolic thresholds, ATR length & floor. * Stops: Enable/disable; SL %. * Price Gate: Enable; Long ceiling price. Alerts Sequenced Long (CT): RSIhigh → RSI cross down → MACD bear cross. ## Notes & Tips Designed for counter-trend fades that become trend rides. The regime filter helps avoid fading true parabolics and aligns entries with safer contexts. The sequence is stateful (steps must occur in order). If a step times out, the path resets. Works on lower TFs, but the 4H baseline reduces noise and over-trading. Consider pairing with volume or structure filters if you want fewer but higher-conviction entries. Past performance ≠ future results. **Educational use only. Not financial advice.
กลยุทธ์ Pine Script®
โดย TetradProtocol
RSI SMA Cross StrategyRSI SMA Cross StrategyOverviewThis strategy is a simple yet effective trend-following system based on the Relative Strength Index (RSI) and its Simple Moving Average (SMA). It aims to capture long-term trends by entering long positions when the RSI crosses above its SMA (indicating bullish momentum) and exiting when it crosses below (signaling potential weakness). Designed for long-only trading, it's ideal for trending markets.Key FeaturesEntry Signal (Buy): Triggered when the current RSI value crosses above the SMA of RSI from the previous bar. Exit Signal (Sell): Triggered when the current RSI value crosses below the SMA of RSI from the previous bar. Position Sizing: Allocates 100% of available equity to each trade. Costs: Incorporates 0.1% commissions and 1 tick slippage for realistic backtesting. Date Range: Trades start from January 1, 2018, onwards. Source: Uses the low price for RSI calculation (customizable via inputs). Default ParametersRSI Length: 250 periods SMA Length: 73 periods Source: Low price Additional Visuals & AlertsBuy/Sell Shapes: Green triangle up for buys, red triangle down for sells. RSI 50 Level Crosses: Optional tiny circles marking when RSI crosses above/below 50 (green for above, red for below). Alerts: Built-in alerts for buy/sell signals and RSI 50 crosses. Usage TipsBest suited for daily or higher timeframes on stocks, indices, or forex pairs. Backtest on your preferred symbols to optimize parameters. Combine with other filters (e.g., trend confirmation) for better performance in ranging markets. This strategy is for educational purposes. Always manage risk and conduct your own research before trading. Enjoy trading!
กลยุทธ์ Pine Script®
โดย OAS1984
2
Scalping Pro Max - BVKScalping Pro Max Strategy is a powerful intraday setup built for precision and speed. It combines EMA 21, MACD, and RSI to identify short-term market momentum. The 21 EMA acts as a dynamic trend filter — price above it signals bullish bias. MACD confirms momentum strength and possible entry zones with crossover signals. RSI helps spot overbought or oversold levels for accurate entry timing. This setup works best on 1-min to 5-min charts for quick scalping opportunities. Traders aim for small but consistent profits with tight stop-losses. It avoids false breakouts by aligning all three indicators before entry. Perfect for volatile sessions like London and New York market hours. Scalping Pro Max delivers high-precision trades with disciplined execution and timing.
กลยุทธ์ Pine Script®
โดย BhaargeshVKoshti