TASC 2024.08 Volume Confirmation For A Trend System█ OVERVIEW
This script demonstrates the use of volume data to validate price movements based on the techniques Buff Pelz Dormeier discusses in his "Volume Confirmation For A Trend System" article from the August 2024 edition of TASC's Traders' Tips . It presents a trend-following system implementation that utilizes a combination of three indicators: the Average Directional Index (ADX), the Trend Thrust Indicator (TTI), and the Volume Price Confirmation Indicator (VPCI).
█ CONCEPTS
In his article, Buff Pelz Dormeier recounts his search for an optimal trend-following strategy enhanced with volume data, starting with a simple system combining the ADX , MACD , and OBV indicators. Even in these early tests, the author observed that the volume confirmation from OBV notably improved trading performance. Subsequently, the author replaced OBV with his VPCI, which considers the proportional weights of volume and price, to enhance the validation of trend momentum. Lastly, the author explored the inclusion of his TTI, a modified MACD that features volume-based enhancements, as a strategy component for improved trend-following performance.
According to the author's research, the ADX+TTI+VPCI system outperformed similar strategies he tested in the article, yielding significantly higher returns and enhanced perceived reliability. Because the system's design revolves around catching pronounced trends, it performs best with a portfolio of individual stocks. The author applies the system in the article by allocating 5% of the equity to long positions in S&P 500 components that meet the ADX+TTI+VPCI entry criteria (see the Calculations section below for details). He uses the proceeds from closing positions to enter new positions in other stocks meeting the screening criteria, holding any excess proceeds in cash.
█ CALCULATIONS
The TTI is similar to the MACD. Its calculation entails the following steps:
Calculate fast (short-term) and slow (long-term) volume-weighted moving averages (VWMAs).
Compute the volume multiple (VM) as the square of the ratio of the fast VWMA to the slow VWMA.
Adjust these averages by multiplying the fast VWMA by the VM and dividing the slow VWMA by the VM.
Calculate the difference between the adjusted VWMAs to determine the TTI value, and take the average of that series to determine the signal line value.
The VPCI utilizes differences and ratios between VWMAs and corresponding simple moving averages (SMAs) to provide an alternative volume-price confirmation tool. Its calculation is as follows:
Subtract the slow SMA from the VWMA of the same length to calculate the volume-price confirmation/contradiction (VPC) value.
Divide the fast VWMA by the corresponding fast SMA to determine the volume-price ratio (VPR).
Divide the short-term VWMA by the long-term VWMA to calculate the VM.
Compute the VPCI as the product of the VPC, VPR, and VM values.
The long entry criteria of the ADX+TTI+VPCI system are as follows:
The ADX is above 30.
The TTI crosses above its signal line.
The VPCI is above 0, confirming the trend.
Signals to close positions occur when the VPCI is below 0, indicating a contradiction .
NOTE: Unlike in the article, this script applies the ADX+TTI+VPCI system to one stock at a time , not a portfolio of S&P 500 constituents.
█ DISCLAIMER
This strategy script educates users on the trading system outlined by the TASC article. By default, it uses 10% of equity as the order size and a slippage amount of 5 ticks. Traders should adjust these settings and the commission amount when using this script.
ค้นหาในสคริปต์สำหรับ "adx"
DMI Swings (by Coinrule)The Directional Movement Index is a handy indicator that helps catch the direction in which the price of an asset is moving. It compares the prior highs and lows to draw three lines:
Positive directional line (+DI)
Negative directional line (-DI)
Average direction index (ADX)
DMI is simple to interpret. When +DI > - DI, it means the price is trending up. On the other hand, when -DI > +DI, the trend is weak or moving on the downside.
The ADX does not give an indication about the direction but about the strength of the trend.
Typically values of ADX above 25 mean that the trend is steeply moving up or down, based on the -DI and +D positioning. This script aims to capture swings in the DMI, and thus, in the trend of the asset, using a contrarian approach.
ENTRY
-DI is greater than +DI
ADX is greater than 45
EXIT
+DI is greater than -DI
ADX is greater than 45
Trading on high values of ADX, the strategy tries to spot extremely oversold and overbought conditions. Values of ADX above 45 may suggest that the trend has overextended and is may be about to reverse.
Our backtests suggest that this script performs well for very short-term scalping strategies on low time frames, such as the 1-minute.
The script considers a 0.1% trading fee to make results more realistic to those you can expect from live market conditions. So realistically, live results should be similar to backtested results.
You can plug this script directly into your crypto exchange using TradingView Signals on Coinrule.
Trade Safely!
STRATEGY 1 │ Red Dragon │ Model 1 │ Pro │ [Titans_Invest]The Red Dragon Model 1 is a fully automated trading strategy designed to operate BTC/USDT.P on the 4-hour chart with precision, stability, and consistency. It was built to deliver reliable behavior even during strong market movements, maintaining operational discipline and avoiding abrupt variations that could interfere with the trader’s decision-making.
Its core is based on a professionally engineered logical structure that combines trend filters, confirmation criteria, and balanced risk management. Every component was designed to work in an integrated way, eliminating noise, avoiding unnecessary trades, and protecting capital in critical moments. There are no secret mechanisms or hidden logic: everything is built to be objective, clean, and efficient.
Even though it is based on professional quantitative engineering, Red Dragon Model 1 remains extremely simple to operate. All logic is clearly displayed and fully accessible within TradingView itself, making it easy to understand for both beginners and experienced traders. The structure is organized so that any user can quickly view entry conditions, exit criteria, additional filters, adjustable parameters, and the full mechanics behind the strategy’s behavior.
In addition, the architecture was built to minimize unnecessary complexity. Parameters are straightforward, intuitive, and operate in a balanced way without requiring deep adjustments or advanced knowledge. Traders have full freedom to analyze the strategy, understand the logic, and make personal adaptations if desired—always with total transparency inside TradingView.
The strategy was also designed to deliver consistent operational behavior over the long term. Its confirmation criteria reduce impulsive trades; its filters isolate noise; and its overall logic prioritizes high-quality entries in structured market movements. The goal is to provide a stable, clear, and repeatable flow—essential characteristics for any medium-term quantitative approach.
Combining clarity, professional structure, and ease of use, Red Dragon Model 1 offers a solid foundation both for users who want a ready-to-use automated strategy and for those looking to study quantitative models in greater depth.
This entire project was built with extreme dedication, backed by more than 14,000 hours of hands-on experience in Pine Script, continuously refining patterns, techniques, and structures until reaching its current level of maturity. Every line of code reflects this long process of improvement, resulting in a strategy that unites professional engineering, transparency, accessibility, and reliable execution.
🔶 MAIN FEATURES
• Fully automated and robust: Operates without manual intervention, ideal for traders seeking consistency and stability. It delivers reliable performance even in volatile markets thanks to the solid quantitative engineering behind the system.
• Multiple layers of confirmation: Combines 10 key technical indicators with 15 adaptive filters to avoid false signals. It only triggers entries when all trend, market strength, and contextual criteria align.
• Configurable and adaptable filters: Each of the 15 filters can be enabled, disabled, or adjusted by the user, allowing the creation of personalized statistical models for different assets and timeframes. This flexibility gives full freedom to optimize the strategy according to individual preferences.
• Clear and accessible logic: All entry and exit conditions are explicitly shown within the TradingView parameters. The strategy has no hidden components—any user can quickly analyze and understand each part of the system.
• Integrated exclusive tools: Includes complete backtest tables (desktop and mobile versions) with annualized statistics, along with real-time entry conditions displayed directly on the chart. These tools help monitor the strategy across devices and track performance and risk metrics.
• No repaint: All signals are static and do not change after being plotted. This ensures the trader can trust every entry shown without worrying about indicators rewriting past values.
🔷 ENTRY CONDITIONS & RISK MANAGEMENT
Red Dragon Model 1 triggers buy (long) or sell (short) signals only when all configured conditions are satisfied. For example:
• Volume:
• The system only trades when current volume exceeds the volume moving average multiplied by a user-defined factor, indicating meaningful market participation.
• RSI:
• Confirms bullish bias when RSI crosses above its moving average, and bearish bias when crossing below.
• ADX:
• Enters long when +DI is above –DI with ADX above a defined threshold, indicating directional strength to the upside (and the opposite conditions for shorts).
• Other indicators (MACD, SAR, Ichimoku, Support/Resistance, etc.)
Each one must confirm the expected direction before a final signal is allowed.
When all bullish criteria are met simultaneously, the system enters Long; when all criteria indicate a bearish environment, the system enters Short.
In addition, the strategy uses fixed Take Profit and Stop Loss targets for risk control:
Currently: TP around 1.5% and SL around 2.0% per trade, ensuring consistent and transparent risk management on every position.
⚙️ INDICATORS
__________________________________________________________
1) 🔊 Volume: Avoids trading on flat charts.
2) 🍟 MACD: Tracks momentum through moving averages.
3) 🧲 RSI: Indicates overbought or oversold conditions.
4) 🅰️ ADX: Measures trend strength and potential entry points.
5) 🥊 SAR: Identifies changes in price direction.
6) ☁️ Cloud: Accurately detects changes in market trends.
7) 🌡️ R/F: Improves trend visualization and helps avoid pitfalls.
8) 📐 S/R: Fixed support and resistance levels.
9)╭╯MA: Moving Averages.
10) 🔮 LR: Forecasting using Linear Regression.
__________________________________________________________
🟢 ENTRY CONDITIONS 🔴
__________________________________________________________
IF all conditions are 🟢 = 📈 Long
IF all conditions are 🔴 = 📉 Short
__________________________________________________________
🚨 CURRENT TRIGGER SIGNAL 🚨
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🟢 ALL ENTRY CONDITIONS AVAILABLE 🔴
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult) and (close) > (open)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult) and (close) < (open)
🍟 MACD
🟢 LONG = (MACD) > (Signal Smoothing)
🔴 SHORT = (MACD) < (Signal Smoothing)
🧲 RSI
🟢 LONG = (RSI) < (Upper)
🔴 SHORT = (RSI) > (Lower)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🅰️ ADX
🟢 LONG = (+DI) > (-DI) and (ADX) > (Treshold)
🔴 SHORT = (+DI) < (-DI) and (ADX) > (Treshold)
🥊 SAR
🟢 LONG = (close) > (SAR)
🔴 SHORT = (close) < (SAR)
☁️ Cloud
🟢 LONG = (Cloud A) > (Cloud B)
🔴 SHORT = (Cloud A) < (Cloud B)
☁️ Cloud
🟢 LONG = (Kama) > (Kama )
🔴 SHORT = (Kama) < (Kama )
🌡️ R/F
🟢 LONG = (high) > (UP Range) and (upward) > (0)
🔴 SHORT = (low) < (DOWN Range) and (downward) > (0)
🌡️ R/F
🟢 LONG = (high) > (UP Range)
🔴 SHORT = (low) < (DOWN Range)
📐 S/R
🟢 LONG = (close) > (Resistance)
🔴 SHORT = (close) < (Support)
╭╯MA2️⃣
🟢 LONG = (Cyan Bar MA2️⃣)
🔴 SHORT = (Red Bar MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (close) > (MA2️⃣)
🔴 SHORT = (close) < (MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (Positive MA2️⃣)
🔴 SHORT = (Negative MA2️⃣)
__________________________________________________________
🎯 TP / SL 🛑
__________________________________________________________
🎯 TP: 1.5 ％
🛑 SL: 2.0 ％
__________________________________________________________
🪄 UNIQUE FEATURES OF THIS STRATEGY
____________________________________
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
_____________________________
𝄜 BACKTEST / PERFORMANCE 𝄜
_____________________________
• Net Profit: +634.47%, Maximum Drawdown: -18.44%.
🪙 PAIR / TIMEFRAME ⏳
🪙 PAIR: BINANCE:BTCUSDT.P
⏳ TIME: 4 hours (240m)
✅ ON ☑️ OFF
✅ LONG
✅ SHORT
🎯 TP / SL 🛑
🎯 TP: 1.5 (％)
🛑 SL: 2.0 (％)
⚙️ CAPITAL MANAGEMENT
💸 Initial Capital: 10000 $ (TradingView)
💲 Order Size: 10 ％ (Of Equity)
🚀 Leverage: 10 x (Exchange)
💩 Commission: 0.03 ％ (Exchange)
📆 BACKTEST
🗓️ Start: Setember 24, 2019
🗓️ End: November 21, 2025
🗓️ Days: 2250
🗓️ Yers: 6.17
🗓️ Bars: 13502
📊 PERFORMANCE
💲 Net Profit: + 63446.89 $
🟢 Net Profit: + 634.47 ％
💲 DrawDown Maximum: - 10727.48 $
🔴 DrawDown Maximum: - 18.44 ％
🟢 Total Closed Trades: 1042
🟡 Percent Profitable: 63.92 ％
🟡 Profit Factor: 1.247
💲 Avg Trade: + 60.89 $
⏱️ Avg # Bars in Trades
🕯️ Avg # Bars: 4
⏳ Avg # Hrs: 15
✔️ Trades Winning: 666
❌ Trades Losing: 376
✔️ Maximum Consecutive Wins: 11
❌ Maximum Consecutive Losses: 7
📺 Live Performance : br.tradingview.com
• Use this strategy on the recommended pair and timeframe above to replicate the tested results.
• Feel free to experiment and explore other settings, assets, and timeframes.
STRATEGY 1 │ Red Dragon │ Model 1 │ [Titans_Invest]The Red Dragon Model 1 is a fully automated trading strategy designed to operate BTC/USDT.P on the 4-hour chart with precision, stability, and consistency. It was built to deliver reliable behavior even during strong market movements, maintaining operational discipline and avoiding abrupt variations that could interfere with the trader’s decision-making.
Its core is based on a professionally engineered logical structure that combines trend filters, confirmation criteria, and balanced risk management. Every component was designed to work in an integrated way, eliminating noise, avoiding unnecessary trades, and protecting capital in critical moments. There are no secret mechanisms or hidden logic: everything is built to be objective, clean, and efficient.
Even though it is based on professional quantitative engineering, Red Dragon Model 1 remains extremely simple to operate. All logic is clearly displayed and fully accessible within TradingView itself, making it easy to understand for both beginners and experienced traders. The structure is organized so that any user can quickly view entry conditions, exit criteria, additional filters, adjustable parameters, and the full mechanics behind the strategy’s behavior.
In addition, the architecture was built to minimize unnecessary complexity. Parameters are straightforward, intuitive, and operate in a balanced way without requiring deep adjustments or advanced knowledge. Traders have full freedom to analyze the strategy, understand the logic, and make personal adaptations if desired—always with total transparency inside TradingView.
The strategy was also designed to deliver consistent operational behavior over the long term. Its confirmation criteria reduce impulsive trades; its filters isolate noise; and its overall logic prioritizes high-quality entries in structured market movements. The goal is to provide a stable, clear, and repeatable flow—essential characteristics for any medium-term quantitative approach.
Combining clarity, professional structure, and ease of use, Red Dragon Model 1 offers a solid foundation both for users who want a ready-to-use automated strategy and for those looking to study quantitative models in greater depth.
This entire project was built with extreme dedication, backed by more than 14,000 hours of hands-on experience in Pine Script, continuously refining patterns, techniques, and structures until reaching its current level of maturity. Every line of code reflects this long process of improvement, resulting in a strategy that unites professional engineering, transparency, accessibility, and reliable execution.
🔶 MAIN FEATURES
• Fully automated and robust: Operates without manual intervention, ideal for traders seeking consistency and stability. It delivers reliable performance even in volatile markets thanks to the solid quantitative engineering behind the system.
• Multiple layers of confirmation: Combines 10 key technical indicators with 15 adaptive filters to avoid false signals. It only triggers entries when all trend, market strength, and contextual criteria align.
• Configurable and adaptable filters: Each of the 15 filters can be enabled, disabled, or adjusted by the user, allowing the creation of personalized statistical models for different assets and timeframes. This flexibility gives full freedom to optimize the strategy according to individual preferences.
• Clear and accessible logic: All entry and exit conditions are explicitly shown within the TradingView parameters. The strategy has no hidden components—any user can quickly analyze and understand each part of the system.
• Integrated exclusive tools: Includes complete backtest tables (desktop and mobile versions) with annualized statistics, along with real-time entry conditions displayed directly on the chart. These tools help monitor the strategy across devices and track performance and risk metrics.
• No repaint: All signals are static and do not change after being plotted. This ensures the trader can trust every entry shown without worrying about indicators rewriting past values.
🔷 ENTRY CONDITIONS & RISK MANAGEMENT
Red Dragon Model 1 triggers buy (long) or sell (short) signals only when all configured conditions are satisfied. For example:
• Volume:
• The system only trades when current volume exceeds the volume moving average multiplied by a user-defined factor, indicating meaningful market participation.
• RSI:
• Confirms bullish bias when RSI crosses above its moving average, and bearish bias when crossing below.
• ADX:
• Enters long when +DI is above –DI with ADX above a defined threshold, indicating directional strength to the upside (and the opposite conditions for shorts).
• Other indicators (MACD, SAR, Ichimoku, Support/Resistance, etc.)
Each one must confirm the expected direction before a final signal is allowed.
When all bullish criteria are met simultaneously, the system enters Long; when all criteria indicate a bearish environment, the system enters Short.
In addition, the strategy uses fixed Take Profit and Stop Loss targets for risk control:
Currently: TP around 1.5% and SL around 2.0% per trade, ensuring consistent and transparent risk management on every position.
⚙️ INDICATORS
__________________________________________________________
1) 🔊 Volume: Avoids trading on flat charts.
2) 🍟 MACD: Tracks momentum through moving averages.
3) 🧲 RSI: Indicates overbought or oversold conditions.
4) 🅰️ ADX: Measures trend strength and potential entry points.
5) 🥊 SAR: Identifies changes in price direction.
6) ☁️ Cloud: Accurately detects changes in market trends.
7) 🌡️ R/F: Improves trend visualization and helps avoid pitfalls.
8) 📐 S/R: Fixed support and resistance levels.
9)╭╯MA: Moving Averages.
10) 🔮 LR: Forecasting using Linear Regression.
__________________________________________________________
🟢 ENTRY CONDITIONS 🔴
__________________________________________________________
IF all conditions are 🟢 = 📈 Long
IF all conditions are 🔴 = 📉 Short
__________________________________________________________
🚨 CURRENT TRIGGER SIGNAL 🚨
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🟢 ALL ENTRY CONDITIONS AVAILABLE 🔴
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult) and (close) > (open)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult) and (close) < (open)
🍟 MACD
🟢 LONG = (MACD) > (Signal Smoothing)
🔴 SHORT = (MACD) < (Signal Smoothing)
🧲 RSI
🟢 LONG = (RSI) < (Upper)
🔴 SHORT = (RSI) > (Lower)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🅰️ ADX
🟢 LONG = (+DI) > (-DI) and (ADX) > (Treshold)
🔴 SHORT = (+DI) < (-DI) and (ADX) > (Treshold)
🥊 SAR
🟢 LONG = (close) > (SAR)
🔴 SHORT = (close) < (SAR)
☁️ Cloud
🟢 LONG = (Cloud A) > (Cloud B)
🔴 SHORT = (Cloud A) < (Cloud B)
☁️ Cloud
🟢 LONG = (Kama) > (Kama )
🔴 SHORT = (Kama) < (Kama )
🌡️ R/F
🟢 LONG = (high) > (UP Range) and (upward) > (0)
🔴 SHORT = (low) < (DOWN Range) and (downward) > (0)
🌡️ R/F
🟢 LONG = (high) > (UP Range)
🔴 SHORT = (low) < (DOWN Range)
📐 S/R
🟢 LONG = (close) > (Resistance)
🔴 SHORT = (close) < (Support)
╭╯MA2️⃣
🟢 LONG = (Cyan Bar MA2️⃣)
🔴 SHORT = (Red Bar MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (close) > (MA2️⃣)
🔴 SHORT = (close) < (MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (Positive MA2️⃣)
🔴 SHORT = (Negative MA2️⃣)
__________________________________________________________
🎯 TP / SL 🛑
__________________________________________________________
🎯 TP: 1.5 ％
🛑 SL: 2.0 ％
__________________________________________________________
🪄 UNIQUE FEATURES OF THIS STRATEGY
____________________________________
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
_____________________________
𝄜 BACKTEST / PERFORMANCE 𝄜
_____________________________
• Net Profit: +634.47%, Maximum Drawdown: -18.44%.
🪙 PAIR / TIMEFRAME ⏳
🪙 PAIR: BINANCE:BTCUSDT.P
⏳ TIME: 4 hours (240m)
✅ ON ☑️ OFF
✅ LONG
✅ SHORT
🎯 TP / SL 🛑
🎯 TP: 1.5 (％)
🛑 SL: 2.0 (％)
⚙️ CAPITAL MANAGEMENT
💸 Initial Capital: 10000 $ (TradingView)
💲 Order Size: 10 ％ (Of Equity)
🚀 Leverage: 10 x (Exchange)
💩 Commission: 0.03 ％ (Exchange)
📆 BACKTEST
🗓️ Start: Setember 24, 2019
🗓️ End: November 21, 2025
🗓️ Days: 2250
🗓️ Yers: 6.17
🗓️ Bars: 13502
📊 PERFORMANCE
💲 Net Profit: + 63446.89 $
🟢 Net Profit: + 634.47 ％
💲 DrawDown Maximum: - 10727.48 $
🔴 DrawDown Maximum: - 18.44 ％
🟢 Total Closed Trades: 1042
🟡 Percent Profitable: 63.92 ％
🟡 Profit Factor: 1.247
💲 Avg Trade: + 60.89 $
⏱️ Avg # Bars in Trades
🕯️ Avg # Bars: 4
⏳ Avg # Hrs: 15
✔️ Trades Winning: 666
❌ Trades Losing: 376
✔️ Maximum Consecutive Wins: 11
❌ Maximum Consecutive Losses: 7
📺 Live Performance : br.tradingview.com
• Use this strategy on the recommended pair and timeframe above to replicate the tested results.
• Feel free to experiment and explore other settings, assets, and timeframes.
V15.0 Adaptive Chameleon [Pro]
# **V15.0 Adaptive Chameleon – Strategy Description**
**Adaptive Chameleon** is a fully automated TradingView strategy powered by a signal engine based on multi-timeframe trend analysis, adaptive moving averages, and a volatility filter. The goal is to trade in the direction of a strong and confirmed trend, avoid opening trades in weak or manipulative price zones, and establish positions with a clearly defined risk/reward ratio.
---
## **1. General Logic and Philosophy**
The strategy divides tasks between two timeframes:
* **4-Hour Chart → Trend Manager (Boss)**
Determines the direction and strength of the trend.
* **4-Minute Chart → Entry Trigger (Operating Unit)**
Generates the ideal entry signal in the direction of the trend.
Thanks to this structure, the strategy both follows the long-term main direction and finds clear entries with low lag on smaller timeframes.
---
## **2. Trend Detection (4H)**
The strategy uses **KAMA (Kaufman Adaptive Moving Average)** and **ADX** to identify trends on the higher timeframe.
### **KAMA – Adaptive Trend Line**
* The KAMA is much more "smart" than traditional moving averages.
* It accelerates during price movements and decelerates during sideways movements.
* This allows for much clearer detection of trend direction.
### **ADX – Trend Strength Meter**
The strategy only opens trades when **trend strength** is rising (above the ADX average).
This prevents unnecessary trades when the trend is weak.
### **Trend Rules**
* Price above the KAMA → **Uptrend**
* Price below the KAMA → **Downtrend**
* ADX widening → **Trend strong**
The entry trigger is activated when these three conditions are met together.
---
## **3. Entry Engine (45m)**
On the 45-minute timeframe, the system uses the following components:
### **AlphaTrend (MFI + ATR-Based Adaptive Line)**
* Measures market flow direction with MFI (Money Flow Index),
* Measures price level breakouts with ATR (Volatility).
AlphaTrend detects whether the price is likely to reverse upwards or downwards.
### **Entry Signal**
* **Buy signal:** If the AlphaTrend has reversed upwards based on recent bars
* **Sell signal:** If the AlphaTrend has broken downwards
### **Pivot Points (For Stop)**
* The **pivotLow** and **pivotHigh** levels of the last 10 bars are calculated.
* These are used to determine the most logical stop distance.
---
## **4. Protection Shields**
The strategy uses two main filters to protect against the most dangerous conditions in the crypto market:
### **1. Pump/Dump Filter**
* A candlestick length greater than 4% is considered a "pump bar."
* Never open a trade on these bars.
The goal: to avoid sudden manipulation candlesticks.
### **2. RSI Filter**
* Long trades: RSI > 45 (open long on weak momentum)
* Short trades: RSI < 55 (open short on extremely strong momentum)
These filters provide more balanced entries.
---
## **5. Final Entry Conditions**
### **All conditions are required simultaneously for long:**
1. 4H trend up
2. ADX trend strength increasing
3. 45m AlphaTrend issued a "buy" signal
4. RSI > 45
5. No candlestick pump
6. Date range is suitable
### **All conditions apply in the opposite direction for short.**
---
## **6. Exit Mechanism (Stop, TP, Trailing)**
The strategy uses a three-layer structure on the exit side:
### **1. Pivot-Based Stop**
* Stop distance = Entry price − Pivot Low (for long)
* Minimum stop distance = **1% of the price**
Provides both structural and mathematical security.
### **2. Fixed R:R (Default 1:2)**
* TP = Entry + Stop Distance × R:R
The default 2R target is ideal for trend systems.
### **3. Optional Trailing Stop**
* Dynamic trailing stop that follows the price by a certain percentage.
* Allows trend trades to yield greater profits.
---
## **7. Chart Displays**
* Purple line:** 4H WEDGE (main trend line)
* Yellow background:** Pump protection is active (trades will not be opened on that bar)
---
## **8. Practical Effect of the Strategy**
This system has an adaptive structure based on trend variations.
**Strengths:**
* Very high accuracy (76–80% in SOL and ETH tests)
* Low drawdown (approximately 6–7%)
* Safe entries thanks to pump/dump and extreme momentum filters
* Clearly defined stop and target structure
* Low noise thanks to multi-timeframe compatibility
**Weaknesses:**
* Performance may decrease in sideways markets without trends
* Overtrading may occur if the ADX filter is closed
* Very small stops can sometimes cause unnecessary triggers
---
## **9. Conclusion**
**Adaptive Chameleon** is a trend-based and highly stable strategy with well-established risk management, manipulation filtering, and entry into lower timeframes with clear trend direction detection and low-latency signals.
SOL and ETH demonstrated strong and balanced performance in backtests with metrics such as:
* **600+ trades**
* **30–37% profit**
* **76–80% win rate**
* **Low max drawdown**
[Bybit BTCUSD.P] 7Years Backtest Results. 2,609% +Non-Repainting📊 I. Strategy Overview: Trust Backed by Numbers
The ADX Sniper v12 strategy has been rigorously tested over 7 years, from November 14, 2018 to November 8, 2025, spanning every major cycle of the Bitcoin
BTCUSD.P futures market. This strategy successfully balances two often-conflicting goals: maximizing profitability while minimizing volatility, all supported by objective performance data.
This strategy has been validated across all Bitcoin (BTCUSD.P) futures market cycles over a 7-year period.
■ Visual Proof: Bar Replay Simulation
The chart above demonstrates actual entry and exit points captured via TradingView's Bar Replay feature. The green rectangle highlights the core profitable trading zone, showing where the strategy successfully captured sustained uptrends. This visual evidence confirms:
Confirmed buy/sell signals with exact execution prices (marked in red and blue)
No repainting or signal distortion after candle close
Consistent performance across multiple market cycles within the highlighted zone
💰 Core Performance Metrics:
Cumulative Return: 2,609.14% (compounded growth over 7 years)
Maximum Drawdown (MDD): 6.999% (preserving over 93% of capital)
Average Profit/Loss Ratio: 8.003 (industry-leading risk-reward efficiency)
Total Trades: 24 (focused exclusively on high-conviction opportunities)
Sortino Ratio: 11.486 (mathematically proving robustness and stability)
✅ This strategy has been validated across all Bitcoin BTCUSD.P futures market cycles over a 7-year period.
📊 I. 전략 개요: 숫자로 입증된 신뢰
ADX Sniper v12 전략은 2018년 11월 14일부터 2025년 11월 8일까지 약 7년간 비트코인 (BTCUSD.P) 선물 시장의 모든 주요 사이클을 거치며 엄격하게 검증되었습니다. 수익성 극대화와 변동성 최소화라는 상충되는 목표를 동시에 달성한 이 전략의 핵심 성과 지표를 객관적 데이터를 통해 확인하실 수 있습니다.
본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다.
■ 시각적 증명: 바 리플레이 시뮬레이션
위 차트는 TradingView의 바 리플레이 기능으로 포착된 실제 진입 및 청산 시점을 보여줍니다. 녹색 네모는 핵심 수익 구간을 표시하며, 전략이 지속적인 상승 추세를 성공적으로 포착한 영역을 나타냅니다. 본 시각 자료는 다음을 입증합니다:
정확한 체결 가격이 표기된 확정된 매수/매도 신호 (빨강색과 파랑색으로 표시)
캔들 종가 후 신호 왜곡이나 리페인팅 없음
강조 표시된 구간 내 여러 시장 사이클에 걸친 일관된 성과
💰 핵심 성과 지표:
누적 수익률: 2,609.14% (7년간 복리 성장 입증)
최대 낙폭 (MDD): 6.999% (7년간 자본의 93% 이상 보존)
평균 손익비: 8.003 (업계 최고 수준의 위험-보상 효율성)
총 거래 횟수: 24회 (고확신 기회에만 집중)
소르티노 비율: 11.486 (전략의 견고성과 안정성을 수학적으로 입증)
✅ 본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다.
🛡️ II. Core Philosophy: Cut Losses Short, Let Profits Run
Why MDD Stays Below 7% in a Volatile Market
The crypto futures market typically experiences daily volatility exceeding 10%, with most strategies enduring drawdowns between 30% and 50%. In stark contrast, this strategy has never exceeded a 7% account loss over seven years. This exceptional low MDD is achieved through deliberate design mechanisms, not luck:
🎯 Entry Filtering: The 'ADX Pop-up Filter' is the core component. It enables the strategy to strictly avoid trading when market conditions indicate major reversals or consolidation phases, thereby minimizing exposure to high-risk zones.
🏛️ Capital Preservation Priority: The strategy prioritizes investor psychological stability and capital preservation over pursuing maximum potential returns.
The Power of an 8.003 Profit Factor
The Profit Factor measures the ratio of total profitable trades to total losing trades. It's the most critical metric for assessing risk-adjusted returns.
A Profit Factor of 8.003 means that for every dollar lost, the strategy earns an average of eight dollars. This demonstrates the efficiency of a true trend-following strategy:
Cutting losses quickly (averaging $177,419 USD loss per trade)
Riding winners for maximum extension (averaging $1,419,920 USD profit per trade)
🛡️ II. 핵심 철학: 손실은 빠르게 자르고, 수익은 끝까지
암호화폐 시장에서 MDD <7%의 의미
암호화폐 선물 시장은 일일 변동성이 10%를 초과하는 경우가 빈번하며, 일반적인 전략들은 30~50%의 MDD를 겪습니다. 이와 극명한 대조로, 본 전략은 7년간 단 한 번도 7%를 초과하는 계좌 손실을 기록하지 않았습니다. 이렇게 극도로 낮은 MDD는 운이 아닌 체계적인 메커니즘을 통해 달성되었습니다:
🎯 진입 필터링: 'ADX 팝업 필터'가 핵심 구성 요소로, 시장 상황이 주요 반전이나 횡보를 나타낼 때 거래를 엄격히 회피하여 고위험 구간 노출을 최소화합니다.
🏛️ 자본 보존 우선: 본 전략은 최대 잠재 손실을 감수하기보다 투자자의 심리적 안정성과 자본 보존을 우선시하도록 설계되었습니다.
손익비 8.003의 힘
손익비는 '총 수익 거래'와 '총 손실 거래'의 비율로, 위험 조정 수익을 측정하는 핵심 지표입니다.
8.003이라는 값은 1달러를 잃을 때마다 평균적으로 8달러 이상을 벌어들이는 구조를 의미합니다. 이는 진정한 추세 추종 전략의 최대 효율성을 보여줍니다:
손실은 빠르게 자르고 ($177,419 USD 평균 손실)
수익은 최대한 연장합니다 ($1,419,920 USD 평균 수익)
🎯 III. Strategy Reliability and Structural Edge
The Secret of 24 Trades in 7 Years
Only 24 trades over 7 years signifies that this strategy ignores 99% of market volatility and targets only the 1% of 'most certain buying cycles'. This approach eliminates the drag from excessive trading:
❌ No commission bleed
❌ No slippage erosion
❌ No psychological wear from overtrading
📈 Long-Term Trend Following: The strategy analyzes Bitcoin's long-term price cycles to capture the onset of massive trends while remaining undisturbed by short-term market noise.
Non-Repainting Structure: Alignment of Reality and Simulation
🎬 Non-Repainting Proof Video Available
※↑ "If you wish, I can also show you a video as evidence of the non-repainting throughout the 7 years."
✅ Real-Time Trading Reliability: This strategy is built with a non-repainting structure, generating buy/sell signals only after each candle's closing price is confirmed.
✅ Preventing Data Exaggeration: This design ensures that backtest results do not 'repaint' or distort past performance, guaranteeing high correlation between simulated results and actual live trading environments.
✅ Live Trading Advantage: While simulations use closing prices, live trading may allow entry at more favorable prices before candle close, potentially yielding even better execution than backtest results.
🎯 III. 전략의 신뢰성과 구조적 우위
7년간 24회 거래의 비밀
7년간 단 24회의 거래는 시장 변동성의 99%를 무시하고 오직 1%의 '가장 확실한 매수 사이클'만을 타겟으로 한다는 것을 의미합니다. 이는 과도한 거래로 인한 문제를 근본적으로 제거합니다:
❌ 수수료 소모 없음
❌ 슬리피지 침식 없음
❌ 과도한 트레이딩으로 인한 심리적 소모 없음
📈 장기 추세 추종: 비트코인 가격 역사를 지배하는 장기 사이클 분석을 활용하여, 단기 시장 노이즈에 흔들리지 않고 대규모 추세의 시작점을 포착하는 데 집중합니다.
논-리페인팅 구조: 현실과 시뮬레이션의 일치
🎬 논-리페인팅 증명 영상 제공 가능
※↑ "원하신다면 7년간 리페인팅이 없음을 증명하는 영상도 보여드릴 수 있습니다."
✅ 실시간 거래 신뢰성: 본 전략은 논-리페인팅 구조로 구축되어, 캔들의 종가가 확정된 후에만 매수/매도 신호를 생성합니다.
✅ 데이터 과장 방지: 이러한 설계는 백테스트 결과가 과거 성과를 '리페인팅'하거나 과장하지 않도록 보장하며, 시뮬레이션 결과와 실제 라이브 거래 환경 간의 높은 상관관계를 보장합니다.
✅ 라이브 실행 우위 가능성: 시뮬레이션은 종가 기준이지만, 라이브 운영 시 캔들이 마감되기 전 더 유리한 가격에 진입할 수 있어 시뮬레이션 결과보다 더 나은 실행 성과를 얻을 가능성이 있습니다.
📈 IV. Performance Summary (November 14, 2018 - November 8, 2025)
| Metric | Value || Metric | Value |
|--------|-------|
| Initial Capital | $1,000,000 |
| Net Profit | +$26,091,383.74 |
| Cumulative Return | +2,609.14% |
| Maximum Drawdown | -6.999% |
| Total Trades | 24 |
| Winning Trades | 19 (79.17%) |
| Losing Trades | 5 (20.83%) |
| Avg Winning Trade | +$1,419,920.16 |
| Avg Losing Trade | -$177,419.86 |
| Profit Factor | 8.003 |
| Sortino Ratio | 11.486 |
| Win/Loss Ratio | 8.003 |
⚙️ Default Settings:
Slippage: 0 ticks
Commission: 0.333% (Bybit standard)
📈 IV. 성과 지표 요약 (2018년 11월 14일 ~ 2025년 11월 8일)
|| 지표 | 값 |
|--------|-------|
| 초기 자본 | $1,000,000 |
| 순이익 | +$26,091,383.74 |
| 누적 수익률 | +2,609.14% |
| 최대 낙폭 | -6.999% |
| 총 거래 횟수 | 24 |
| 수익 거래 | 19 (79.17%) |
| 손실 거래 | 5 (20.83%) |
| 평균 수익 거래 | +$1,419,920.16 |
| 평균 손실 거래 | -$177,419.86 |
| 손익비 | 8.003 |
| 소르티노 비율 | 11.486 |
| 평균 손익 비율 | 8.003 |
⚙️ 기본 설정:
슬리피지: 0틱 (기본값)
수수료: 0.333% (Bybit 표준)
👥 V. Who Is This Strategy For?
✅ Long-term Bitcoin investors seeking stable, low-drawdown returns
✅ Traders tired of overtrading who prefer surgical, sniper-style precision entries
✅ Investors seeking psychological stability by avoiding large account swings
✅ Data-driven decision makers who value proven performance over marketing claims
👥 V. 이 전략은 누구를 위한 것인가요?
✅ 안정적이고 낮은 낙폭의 수익을 추구하는 장기 비트코인 투자자
✅ 과도한 매매에 지친 트레이더로 저격수 스타일의 정밀한 진입을 선호하는 분
✅ 큰 계좌 변동을 피하여 심리적 안정성을 추구하는 투자자
✅ 주장보다 검증된 객관적 성과를 중시하는 데이터 기반 의사 결정자
🔒 VI. Access & Disclaimer
🔐 Access Type: Invite-Only (Protected Source Code)
💬 How to Get Access: Send a private message or leave a comment below
⚠️ Important Disclaimer:
Past performance does not guarantee future results. Cryptocurrency and futures trading involve substantial risk of loss. This strategy is provided for educational and informational purposes only. Users should conduct their own research and consult with a financial advisor before making investment decisions. The author is not responsible for any financial losses incurred from using this strategy.
🔒 VI. 접근 방법 및 면책사항
🔐 접근 유형: 초대 전용 (소스코드 보호)
💬 접근 방법: 비공개 메시지 또는 아래 댓글 남기기
⚠️ 중요 면책사항:
과거 성과가 미래 결과를 보장하지 않습니다. 암호화폐 및 선물 거래는 상당한 손실 위험을 수반합니다. 본 전략은 교육 및 정보 제공 목적으로만 제공됩니다. 사용자는 투자 결정을 내리기 전 자체 조사를 수행하고 재무 자문가와 상담해야 합니다. 저자는 본 전략 사용으로 인한 재정적 손실에 대해 책임지지 않습니다.
🏷️ VII. Tags
Bitcoin |Bitcoin | BTCUSD | BTCUSD.P | Bybit | DailyChart | LongTerm | TrendFollowing | ADX | NonRepainting | Strategy | BacktestProven | SevenYears | LowDrawdown | HighProfitFactor | StableReturns | CapitalPreservation | Ichimoku | DMI | SuperTrend | TechnicalAnalysis | Volatility | RiskManagement | AutoTrading | Futures | PerpetualFutures | AlgorithmicTrading | SystematicTrading | DataDriven | InviteOnly | ProtectedScript | SnipperTrading | HighConviction | MDD | SortinoRatio
🏷️ VII. 태그
비트코인 |비트코인 | BTCUSD | BTCUSD.P | 바이비트 | 일봉 | 장기투자 | 추세추종 | ADX | 논리페인팅 | 전략 | 백테스트검증 | 7년검증 | 저낙폭 | 고손익비 | 안정수익 | 자본보존 | 일목균형표 | DMI | 슈퍼트렌드 | 기술적분석 | 변동성 | 위험관리 | 자동매매 | 선물 | 무기한선물 | 알고리즘트레이딩 | 시스템트레이딩 | 데이터기반 | 초대전용 | 보호스크립트 | 저격수트레이딩 | 고확신 | MDD | 소르티노비율
📌 Note: This strategy is designed exclusively for Bybit BTCUSD.P perpetual futures on the 1-day (daily) timeframe. Performance may vary significantly on other symbols or timeframes.
📌 참고: 본 전략은 Bybit BTCUSD.P 무기한 선물 계약의 1일봉(Daily) 타임프레임에 전용으로 설계되었습니다. 다른 심볼이나 타임프레임에서는 성과가 크게 달라질 수 있습니다.
多指标量化交易DIY- The indicator includes a very large menu of leading tools, each with its own logic to determine uptrend or downtrend impulses. Highlights include:
- Range Filter: Uses a dynamic centerline and bands computed via conditional EMA/SMA and range sizing to define directional movement. It can operate in a default mode or an alternative “DW” mode.
- Rational Quadratic Kernel (RQK): Applies a kernel smoothing model (Nadaraya Watson) to detect uptrends and downtrends with a focus on noise reduction.
- Supertrend, Half Trend, SSL Channel: Classic trend-following tools that derive direction from ATR-based bands or moving average channels.
- Ichimoku Cloud and SuperIchi: Multi-component systems validating trend via cloud position, conversion/base line relationships, projected cloud, and lagging span.
- TSI (True Strength Index), DPO (Detrended Price Oscillator), AO (Awesome Oscillator), MACD, STC (Schaff Trend Cycle), QQE Mod: Momentum and cycle tools that parse direction from crossovers, zero-line behavior, and momentum shifts.
- Donchian Trend Ribbon, Chandelier Exit: Trend and exit tools that can validate breakouts or sustained trend strength.
- ADX/DMI: Measures trend strength and directional movement via +DI/-DI relationships and minimum ADX thresholds.
- RSI and Stochastic: Use crossovers, level exits, or threshold filters to gate entries based on overbought/oversold dynamics or relative strength trends.
- Vortex, Chaikin Money Flow, VWAP, Bull Bear Power, ROC, Wolfpack Id, Hull Suite: A diverse set of directional, momentum, and volume-based indicators to suit different markets and styles.
- Trendline Breakout and Range Detector: Price-behavior filters that confirm signals during breakouts or within defined ranges.
Confirmation Filters
- Each filter is optional. When enabled, it must validate the leading condition for a signal to pass. Examples:
- EMA Filter: Requires price to be above a specified EMA for longs and below for shorts, filtering signals that contradict broader trend or baseline levels.
- 2 EMA Cross and 3 EMA Cross: Enforce moving average cross conditions (fast above slow for long, the reverse for short) or a three-line stacking logic for more stringent trend alignment.
- RQK, Supertrend, Half Trend, Donchian, QQE, Hull, MACD (crossover vs. zero-line), AO (zero line or AC momentum variants), SSL: Each adds its characteristic validation pattern.
- RSI family (MA cross, exits OB/OS zones, threshold levels) plus RSI MA direction and RSI/RSI MA limits: Multiple ways to constrain signals via relative strength behavior and trajectories.
- Choppiness Index and Damiani Volatility: Prevent entries during ranging conditions or insufficient volatility; choppiness thresholds and volatility states gate the trade.
- VWAP, Volume modes (above MA, simple up/down, delta), Chaikin Money Flow: Volume and flow conditions that ensure signals happen in supportive liquidity or accumulation/distribution contexts.
- ADX/DMI thresholds: Demand a minimum trend strength and directional DI alignment to reduce whipsaw trades.
- Trendline Breakout and Range Detector: Confirm that the price is breaking structure or remains within active range consistent with the leading setup.
- By combining several filters you can create strict, conservative entries or looser setups depending on your goals.
Range Filter Engine
- A core building block, the Range Filter uses conditional EMA and SMA functions to compute adaptive bands around a dynamic centerline. It supports two types:
- Type 1: The centerline updates when price exceeds the band thresholds; bands define acceptable drift ranges.
- Type 2: Uses quantized steps (via floor operations) relative to the previous centerline to handle larger moves in discrete increments.
- The engine offers smoothing for range values using a secondary EMA and can switch between raw and averaged outputs. Its hi/lo bands and centerline compose a corridor that defines directional movement and potential breakout confirmation.
Signal Construction
- The script computes:
- leadinglongcond and leadingshortcond : The primary directional signals from the chosen leading indicator.
- longCond and shortCond : Final signals formed by combining the leading conditions with all enabled confirmations. Each confirmation contributes a boolean gate. If a filter is disabled, it contributes a neutral pass-through, keeping the logic intact without enforcing that condition.
- Expiry Logic: The code counts consecutive bars where the leading condition remains true. If confirmations do not line up within the user-defined “Signal Expiry Candle Count,” the setup is abandoned and the signal does not trigger.
- Alternation: An optional state ensures that long and short signals alternate. This can reduce repeated entries in the same direction without a clear reset.
- Finally, longCondition and shortCondition represent the actionable signals after expiry and alternation logic. These drive the label plotting and alert conditions.
Visualization
- Buy and Sell Labels: When longCondition or shortCondition confirm, the script plots annotated labels directly on the chart, making entries easy to see at a glance. The labels use color coding and clear text tags (“long” vs. “short”).
- Dashboard: A table summarizes the status of the leading indicator and all confirmations. Each row shows the indicator label and whether it passed (✔️) or failed (❌) on the current bar. This intensely practical UI helps you diagnose why a signal did or did not trigger, empowering faster strategy iteration and parameter tuning.
- Failed Confirmation Markers: If a setup expires (count exceeds the limit) and confirmations failed to align, the script can mark the chart with a small label and provide a tooltip listing which confirmations did not pass. It’s a helpful audit trail to understand missed trades or prevent “chasing” invalid signals.
- Data Window Values: The script outputs signal states to the data window, which can be useful for debugging or building composite conditions in multi-indicator templates.
Inputs and Parameters
- You control the indicator from a comprehensive input panel:
- Setup: Signal expiry count, whether to enforce alternating signals, and whether to display labels and the dashboard (including position and size).
- Leading Indicator: Choose the primary signal generator from the large list.
- Per-Filter Toggles: For each confirmation, a respect... toggle enables or disables it. Many include sub-options (like MACD type, Stochastic mode, RSI mode, ADX variants, thresholds for choppiness/volatility, etc.) to fine-tune behavior.
- Range Filter Settings: Choose type and behavior; select default vs. DW mode and smoothing. The underlying functions adjust band sizes using ATR, average change, standard deviation, or user-defined scales.
- Because everything is customizable, you can adapt the indicator to different assets, volatility regimes, and timeframes.
Alerts and Automation
- The script defines alert conditions tied to longCondition and shortCondition . You can set these alerts in your chart to trigger notifications or webhook calls for automated execution in external bots. The alert text is simple, and you can configure your own message template when creating alerts in the chart, including JSON payloads for algorithmic integration.
Typical Workflow
- Select a Leading Indicator aligned with your style. For trend following, Supertrend or SSL may be appropriate; for momentum, MACD or TSI; for range/trend-change detection, Range Filter, RQK, or Donchian.
- Add a few key Confirmation Filters that complement the leading signal. For example:
- Pair Supertrend with EMA Filter and RSI MA Direction to ensure trend alignment and positive momentum.
- Combine MACD Crossover with ADX/DMI and Volume Above MA to avoid signals in low-trend or low-liquidity conditions.
- Use RQK with Choppiness Index and Damiani Volatility to only act when the market is trending and volatile enough.
- Set a sensible Signal Expiry Candle Count. Shorter expiry keeps entries timely and reduces lag; longer expiry captures setups that mature slowly.
- Observe the Dashboard during live markets to see which filters pass or fail, then iterate. Tighten or loosen thresholds and filter combinations as needed.
- For automation, turn on alerts for the final conditions and use webhook payloads to notify your trading robot.
Strengths and Practical Notes
- Flexibility: The indicator is a toolkit rather than a single rigid model. It lets you test different combinations rapidly and visualize outcomes immediately.
- Clarity: Labels, dashboard, and failed-confirmation markers make it easy to audit behavior and refine settings without digging into code.
- Robustness: The expiry and alternation options add discipline, avoiding the temptation to enter late or repeatedly in one direction without a reset.
- Modular Design: The logical gates (“respect…”) make the behavior transparent: if a filter is on, it must pass; if it’s off, the signal ignores it. This keeps reasoning clean.
- Avoiding Overfitting: Because you can stack many filters, it’s tempting to over-constrain signals. Start simple (one leading indicator and one or two confirmations). Add complexity only if it demonstrably improves your edge across varied market regimes.
Limitations and Recommendations
- No single configuration is universally optimal. Markets change; tune filters for the instrument and timeframe you trade and revisit settings periodically.
- Trend filters can underperform in choppy markets; likewise, momentum filters can false-trigger in quiet periods. Consider using Choppiness Index or Damiani to gate signals by regime.
- Use expiry wisely. Too short may miss good setups that need a few bars to confirm; too long may cause late entries. Balance responsiveness and accuracy.
- Always consider risk management externally (position sizing, stops, profit targets). The indicator focuses on signal quality; combining it with robust trade management methods will improve results.
Example Configurations
- Trend-Following Setup:
- Leading: Supertrend uptrend for longs and downtrend for shorts.
- Confirmations: EMA Filter (price above 200 EMA for long, below for short), ADX/DMI (trend strength above threshold with +DI/-DI alignment), Volume Above MA.
- Expiry: 3–4 bars to keep entries timely.
- Result: Strong bias toward sustained moves while avoiding weak trends and thin liquidity.
- Mean-Reversion to Momentum Crossover:
- Leading: RSI exits from OB/OS zones (e.g., RSI leaves oversold for long and leaves overbought for short).
- Confirmations: 2 EMA Cross (fast crossing slow in the same direction), MACD zero-line behavior for added momentum validation.
- Expiry: 2–3 bars for responsive re-entry.
- Result: Captures momentum transitions after short-term extremes, with extra confirmation to reduce head-fakes.
- Range Breakout Focus:
- Leading: Range Filter Type 2 or Donchian Trend Ribbon to detect breakouts.
- Confirmations: Damiani Volatility (avoid low-volatility false breaks), Choppiness Index (prefer trend-ready states), ROC positive/negative threshold.
- Expiry: 1–3 bars to act on breakout windows.
- Result: Better alignment to breakout dynamics, gating trades by volatility and regime.
Conclusion
- This indicator is a comprehensive, configurable framework that merges a chosen leading signal with an array of corroborating filters, disciplined expiry handling, and intuitive visualization. It’s designed to help you build high-quality entry signals tailored to your approach, whether that’s trend-following, breakout trading, momentum capturing, or a hybrid. By surfacing pass/fail states in a dashboard and allowing alert-based automation, it bridges the gap between discretionary analysis and systematic execution. With sensible parameter tuning and thoughtful filter selection, it can serve as a robust backbone for signal generation across diverse instruments and timeframes.
Liquid Pulse Liquid Pulse by Dskyz (DAFE) Trading Systems
Liquid Pulse is a trading algo built by Dskyz (DAFE) Trading Systems for futures markets like NQ1!, designed to snag high-probability trades with tight risk control. it fuses a confluence system—VWAP, MACD, ADX, volume, and liquidity sweeps—with a trade scoring setup, daily limits, and VIX pauses to dodge wild volatility. visuals include simple signals, VWAP bands, and a dashboard with stats.
Core Components for Liquid Pulse
Volume Sensitivity (volumeSensitivity) controls how much volume spikes matter for entries. options: 'Low', 'Medium', 'High' default: 'High' (catches small spikes, good for active markets) tweak it: 'Low' for calm markets, 'High' for chaos.
MACD Speed (macdSpeed) sets the MACD’s pace for momentum. options: 'Fast', 'Medium', 'Slow' default: 'Medium' (solid balance) tweak it: 'Fast' for scalping, 'Slow' for swings.
Daily Trade Limit (dailyTradeLimit) caps trades per day to keep risk in check. range: 1 to 30 default: 20 tweak it: 5-10 for safety, 20-30 for action.
Number of Contracts (numContracts) sets position size. range: 1 to 20 default: 4 tweak it: up for big accounts, down for small.
VIX Pause Level (vixPauseLevel) stops trading if VIX gets too hot. range: 10 to 80 default: 39.0 tweak it: 30 to avoid volatility, 50 to ride it.
Min Confluence Conditions (minConditions) sets how many signals must align. range: 1 to 5 default: 2 tweak it: 3-4 for strict, 1-2 for more trades.
Min Trade Score (Longs/Shorts) (minTradeScoreLongs/minTradeScoreShorts) filters trade quality. longs range: 0 to 100 default: 73 shorts range: 0 to 100 default: 75 tweak it: 80-90 for quality, 60-70 for volume.
Liquidity Sweep Strength (sweepStrength) gauges breakouts. range: 0.1 to 1.0 default: 0.5 tweak it: 0.7-1.0 for strong moves, 0.3-0.5 for small.
ADX Trend Threshold (adxTrendThreshold) confirms trends. range: 10 to 100 default: 41 tweak it: 40-50 for trends, 30-35 for weak ones.
ADX Chop Threshold (adxChopThreshold) avoids chop. range: 5 to 50 default: 20 tweak it: 15-20 to dodge chop, 25-30 to loosen.
VWAP Timeframe (vwapTimeframe) sets VWAP period. options: '15', '30', '60', '240', 'D' default: '60' (1-hour) tweak it: 60 for day, 240 for swing, D for long.
Take Profit Ticks (Longs/Shorts) (takeProfitTicksLongs/takeProfitTicksShorts) sets profit targets. longs range: 5 to 100 default: 25.0 shorts range: 5 to 100 default: 20.0 tweak it: 30-50 for trends, 10-20 for chop.
Max Profit Ticks (maxProfitTicks) caps max gain. range: 10 to 200 default: 60.0 tweak it: 80-100 for big moves, 40-60 for tight.
Min Profit Ticks to Trail (minProfitTicksTrail) triggers trailing. range: 1 to 50 default: 7.0 tweak it: 10-15 for big gains, 5-7 for quick locks.
Trailing Stop Ticks (trailTicks) sets trail distance. range: 1 to 50 default: 5.0 tweak it: 8-10 for room, 3-5 for fast locks.
Trailing Offset Ticks (trailOffsetTicks) sets trail offset. range: 1 to 20 default: 2.0 tweak it: 1-2 for tight, 5-10 for loose.
ATR Period (atrPeriod) measures volatility. range: 5 to 50 default: 9 tweak it: 14-20 for smooth, 5-9 for reactive.
Hardcoded Settings volLookback: 30 ('Low'), 20 ('Medium'), 11 ('High') volThreshold: 1.5 ('Low'), 1.8 ('Medium'), 2 ('High') swingLen: 5
Execution Logic Overview trades trigger when confluence conditions align, entering long or short with set position sizes. exits use dynamic take-profits, trailing stops after a profit threshold, hard stops via ATR, and a time stop after 100 bars.
Features Multi-Signal Confluence: needs VWAP, MACD, volume, sweeps, and ADX to line up.
Risk Control: ATR-based stops (capped 15 ticks), take-profits (scaled by volatility), and trails.
Market Filters: VIX pause, ADX trend/chop checks, volatility gates. Dashboard: shows scores, VIX, ADX, P/L, win %, streak.
Visuals Simple signals (green up triangles for longs, red down for shorts) and VWAP bands with glow. info table (bottom right) with MACD momentum. dashboard (top right) with stats.
Chart and Backtest:
NQ1! futures, 5-minute chart. works best in trending, volatile conditions. tweak inputs for other markets—test thoroughly.
Backtesting: NQ1! Frame: Jan 19, 2025, 09:00 — May 02, 2025, 16:00 Slippage: 3 Commission: $4.60
Fee Typical Range (per side, per contract)
CME Exchange $1.14 – $1.20
Clearing $0.10 – $0.30
NFA Regulatory $0.02
Firm/Broker Commis. $0.25 – $0.80 (retail prop)
TOTAL $1.60 – $2.30 per side
Round Turn: (enter+exit) = $3.20 – $4.60 per contract
Disclaimer this is for education only. past results don’t predict future wins. trading’s risky—only use money you can lose. backtest and validate before going live. (expect moderators to nitpick some random chart symbol rule—i’ll fix and repost if they pull it.)
About the Author Dskyz (DAFE) Trading Systems crafts killer trading algos. Liquid Pulse is pure research and grit, built for smart, bold trading. Use it with discipline. Use it with clarity. Trade smarter. I’ll keep dropping badass strategies ‘til i build a brand or someone signs me up.
2025 Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Market First - Relative Strength/Weakness (the ZenBot strategy)This market-first trading strategy gives BUY, SHORT, and CLOSE signals based on volume, trend, and relative strength or weakness to the market (SPY by default, can be customized). This indicator is useful for signaling day-trade entries and exits for tickers that are strong (or weak) against the market.
Stocks that are showing relative strength (or weakness) to the market, are trending, and have decent movement generate a buy (or short) signal. When the trend runs out, a CLOSE signal is fired.
Potential profit (based on ATR) and actual profit is calculated, predicting the type of move expected
Unique 'stay in trade' logic helps prevent unnecessary CLOSE signals if a trend is likely to continue
A colored plot indicates the strength of the current trend and turns orange/red when the strength is weakened.
Crypto traders can uncheck 'Trade during market hours' for 24-hour trading, and should change the comparison ticker from SPY to BTCUSD or something similar for their market.
Enjoy!
KEY CONCEPTS
The three- and five-minute timeframes are used to establish and verify trend ( ADX /DI with custom logic)
Entries and exits are based on Parabolic SAR and confirmed on multiple timeframes, trend, and relative volume
Relative strength /weakness to the market compares ticker to SPY
Chop is avoided at all costs. I've experimented with choppiness indicator below 38, but found that the ADX DI+/- readings work even better.
Trend is established using ADX DI+/- readings over 20, confirmed by EMA 5/13 crossover and EMA5 slope
Signals will fire only if the average volume for the current 5-min bar is above normal
Only tickers with a five-bar / 13 period ATR of 1% the ticker's price generate signal.
Only longs above daily-anchored VWAP , shorts below daily-anchored VWAP
Signals fire on bar close to prevent repainting / look-ahead bias
Indicator labels and alerts generated
SIGNALS
BUY: up-trending tickers showing relative strength are bought on the three-minute PSAR
SELL: when the close price falls below the 1, 3, and 5-minute PSAR, or the ADX DI- falls below 20
SHORT: down-trending tickers with relative weakness are shorted on the three-minute PSAR
COVER: when the close price moves above the 1, 3, and 5-minute PSAR, or the ADX DI- falls below 20
ALERTS
Alerts are generated on BUY, SELL, SHORT, and COVER signals, as well as optional LOST RELATIVE STRENGTH and LOST RELATIVE WEAKNESS
INPUTS
Use relative strength /weakness comparison with the market : trigger trades based on the ticker's strength or weakness to the selected comparison ticker (usually SPY for equities or BTCUSD for crypto)
[* ]Comparison Ticker for relative strength /weakness : Ticker to compare against for relative strength /weakness
Trade during market hours only : Take buy/sells during specified hours. Disable this for crypto trading.
[* ]Market hours (market time) : Customize market hours - defaults to 9:30 to 16:00 EST
[* ]"Only trade very strong trends" : take trades only if an established trend is very strong ( ADX over 40 ) (DEFAULT = ON)
"Limit trade direction to VWAP" : Long trades only above VWAP , shorts below (DEFAULT = ON)
"Limit trade direction to Market direction" : Long trades only if SPY (or selected comparison ticker) is up, shorts if the market is down. (DEFAULT= ON)
"Limit trades based on a ticker's green/red status for the day" : Long trades if the ticker is green for the day, shorts if red. (DEFAULT = ON)
BlueFX Strategy We are re publishing the script so the Script Title doesn't display the old version number, to stop further confusion with our members.
This title will now remain constant, until you click into the strategy and the latest version number will be shown.
The previous release notes below are copied from the previous descriptions with the release note updates shown.
Hi Traders,
I hope everyone is great - its a long one - but worth the read, I promise....
Firstly, thank you to our members for being patient with this release - it took longer than anticipated but now with even more functionality too - and some improved profitability in back-testing on our H1 time frame especially - explained further below.
Secondly, thank you to the individuals that have made this happen - you know who you are! Sounds like an Oscar speech right.... sorry.
This tool we believe really does change the game - please read on to find out more.
As a brief reminder this builds upon on initial V1 and V2 indicator/scripts ...
The strategy itself
Our strategy will help you identify the current trend in the markets and highlight when this is changing. The strategy itself is based upon 4 indicators lining up in total confluence to increase the probability of the trade being a success.
Absolutely no technical analysis is needed to trade this successfully - this can be used on all time frames and all pairs - obviously with varying profitability as all pairs work differently - this can be reviewed quickly in 'Strategy Tester' to hone in on your own desired settings.
When all criteria is in alignment the strategy will convert all candles to the relevant colour - Green for an uptrend and Red for a downtrend; a candle that is printed normally simply shows that no current trend is in place to warrant a colour change. A normal coloured candle could possibly indicate a change in current market direction or the market consolidating before a further move in the initial direction.
When a new signal is valid, 'Blue FX Buy'' or 'Blue FX Sell' will be displayed and the small arrow shown on candle open for entry. (*Now along with Entry Price (EP), Stop Loss (SL), Take Profit (TP) and Lot size that is based on the risk parameters you have set personally on V3)
Version 2 was created with H4 confluence built in and also a display of a suggested Stop Loss (SL) and multiple Take Profits (TP's) on the H1 (One Hour) time frame - thus making your entry even easier and your SL more reliable - these suggested SL's and targets were based on the ATR of that pair at that time - a popular choice amongst traders - automatically built in.
What is a Trading View Script?
A script is like an indicator but better, we can prove the success of our strategy by using Trading Views strategy tester function. As shown below and on the chart - you can see the 'Buy' and 'Close Buy' on the chart, supported by a live trading log showing you the entry, entry price date, volume and closing price.
This is a great function for numerous reasons; firstly, you know you are using a profitable strategy, secondly you can use this as a trading journal to support your trading too. This in itself can help you with your trading psychology - letting winning trades run is a prime example of this. Take confidence in the statistics and performance over time.
Ultimately, we believe we have saved YOU the need to firstly, find an edge and a strategy - and all of the time it takes to BACKTEST a strategy - to then find it may or may not work - and then you start again!
Well guess what?
We know this works and it takes you seconds to see it.
Everyone can see the statistics themselves for 2020 to date (and previous!); an account gain of over 500% if you managed to catch all trades risking 1% per trade. I understand that catching all trades is difficult but even if you caught a third, that's still not too bad right?
Disclaimer alert; Please remember past performance is exactly that - how our strategy performed over those dates tested, it is not obviously a guarantee of future performance.
Even better, you/we can still hone in these settings to find an improved performance per pair on any given time frame and money management plan. (We are currently looking into automating this process too)
Default settings are set for use with the H1 time frame - no extra confluence checking is needed with these settings.
So what are the specific changes I hear you ask?
- Visibility of the SL and TP labels across all time frames.
- Visibility of all previous SL and TP labels with the click of a button (Prev. was only 2).
- Proof of the profitability of the strategy - we had this in V1 but this was based on trend following with the exit - we didn't in V2 when we added the SL and TP display function.
- The ability to customise the parameters and see the instant impact of the desired pair/time-frame and testing date range - of course some work better than others and will do at different times - once we have found a way to test this in an automated way we could look to do this monthly/quarterly to ensure we are using 'optimal' parameters at all times.
- Another game changer here is the addition of a lot size calculator - set your balance, set your risk and the LOT SIZE you should be trading will appear as if by magic - no need to use any other tool to do this. For inexperienced traders and especially trading stocks/ gold / commodities we suggest you check the contract sizes first as some brokers may operate differently. This visual cue will help ensure you are managing your risk and save you time in checking the right Lot Size for your trade (every pair has a different pip value and every trade a different SL).
- Although not required in our H1 settings currently - we have added more higher time frame confluences - which can improve the profitability of different pairs on different time frames in testing.
- As our tool can be used across all instruments we have a pull down menu for Crypto/Metals/Stocks/ Commodities , etc.
- The option to also test fixed lot size or percentage - see the benefit of compounding right away.
- The option to turn the testing function on and off.
Let's see an example......
An example trade - display Entry, SL, multiple TP, lot size and contract size.
snapshot
We have deliberately set the TP3 to be an increased target, this way we can capitalise on a large move in the market, should the move reverse and the opposite signal appears we close the trade anyway and follow the new signal.
I am unable to add other pictures in this Script description - but we will include in our Public channel and update our website to show them over the coming days.
I hope you can all see the functionality in this tool, the profitability in historic tests and how it can be used to give you your edge.
How do you access this I hear you ask?
Please visit our website for signup / purchase information in the first instance (the link is on our trading view profile / signature) or send us a private message on here - its impossible to keep track of comments on our posts so to ensure we don't miss you, a private DM will be great please.
Thank you for reading, we hope you choose to join our vastly growing community.
Kind regards
Darren
Blue FX
Jun 14
Release Notes: Default settings have been improved, providing a 600% gain YTD in back testing with less trades too.
Jul 4
Release Notes: Trend filter using ADX - our strategy is based on a trending market, adding the ADX filter to our strategy allows us to remove trades under the threshold level set. Previously - we tried to teach our members how to spot the ranging markets to help further increase their successes (although the stats were not based on any manual intervention) - now they don't have too.
Specific parameters set into the code - detects the pair and TF to shown them automatically - our method has been solid YOY growth based on a fixed 0.01 lot size to gain consistent yearly consistent results.
Trade volumes substantially reduced with a much higher win rate - due to the specific parameters and ADX filter.
No pull down menu when flicking between instruments - all done automatically; making it easier for trades flicking between trading instruments.
More TP options for testing - we have TP1/2/3 and other variables including FT (Follow Trend) / FT + SL (Follow trend with Stop loss) / TS (Trail Stop function)
Smaller labels showing entry, SL and TP, etc - much clearer on screen and on your app.
Lot sizes fixed - we had a previous bug affecting some currencies - as always where money is involved and managing risk, ensure you check and are comfortable this is correct of course
Filter for days of the week - some pairs hate specific days, a great tool, see how removing Fridays affects the performance in seconds.
Back testing on all instruments - not previously available - trade stocks like Tesla or Lloyds - or indices? We can give you back testing data for them all.
Filter for trading sessions - like the days of the week - if you are only trading London and US sessions, back testing data for other sessions is pretty pointless - now you can remove them too!
If you wish to just stay with the default V3 settings its simple, turn 'Use pre-defined parameter?' Off - and turn off ADX - your chart will then look like the initial v3.0 strategy anyway. However, every pair has improved performance we have found when including ADX - each pair is affected differently with a higher or lower ADX Threshold - this is parameter #9.
I don't think there is much more that can be added now - fuelled by our ambition - to provide our members with an easy yet profitable trading strategy for both beginner or experienced trader. We have this at the forefront of our minds when adding and reviewing functions.
Follow the trades, stay disciplined and don't focus on the money. Focus on the 'process' of following the strategy, its much easier on your mind too. Far easier following instructions than trying to do something without - follow your plan, the process and the money will follow.
If you wish to see all of the back testing data for each pair - hop into our Discord Server and check out the #public-backtesting-channel - all of them will be there when I post them tonight.
Jul 5
Release Notes: Another quick update.
More days of week added - Sat and Sunday trading sessions - (Sat - just crypto is open on TV)
Also a specific setting for trading just a certain time of day - this is based on EST time you will will need to convert back to your time zone for this to work.
For example, if you would like to test trading EURUSD between 7am and 11am - you will need to find the EST time for this which is 2am to 6am, you will then see these trades in the list of trades section. This is ideal for scalping certain sessions where all trades will be open and closed promptly.
I use the 'Time Buddy' app for this as its quite straight forward.
Regards
Darren
18 hours ago
Release Notes: Update - correcting the entry price label error.
Full Regime Engine – Trend / Mean Revert / No-Trade🚀 Full Regime Engine Strategy: Trend / Mean Revert / No-Trade
This comprehensive strategy, named the Full Regime Engine, is designed to adapt its trading logic based on prevailing market conditions, classifying the market into three distinct regimes: Trend, Mean Reversion (MR), and No-Trade. It uses a combination of Average True Range (ATR) volatility ratio and the Average Directional Index (ADX) to determine the current regime, ensuring the appropriate entry and exit logic is applied.
⚙️ How the Regime Engine Works
The strategy uses two core indicators to define the market regime:
Volatility Ratio (ATR / SMA of ATR):
High Volatility Ratio (above highVolThr) suggests an active, potentially trending market.
Low Volatility Ratio (below lowVolThr) suggests a calmer, mean-reverting environment.
Average Directional Index (ADX):
High ADX (above adxTrendMin) confirms the strength of a potential trend.
Low ADX (below adxChopMax) confirms a weak, non-directional, or choppy market suitable for mean reversion.
The regimes are defined as follows:
🟢 Trend Regime: High Volatility Ratio AND High ADX.
🔵 Mean Reversion (MR) Regime: Low Volatility Ratio AND Low ADX.
⚫ No-Trade Regime: Any other condition, including outside of the defined session/time filters.
🎯 Entry and Exit Logic by Regime
The strategy employs a different entry and exit approach for each active regime:
1. Trend Regime (Pullback Entries)
Definition: The trend is established using a cross of Fast and Slow EMAs (emaFastLen and emaSlowLen).
Entry Signal: A pullback entry, where the price momentarily touches the Fast EMA and then closes back in the direction of the trend.
Long: low <= Fast EMA and close > Fast EMA (during a bullish trend).
Short: high >= Fast EMA and close < Fast EMA (during a bearish trend).
Risk Management: Uses a wider Stop Loss (slTrend) and Take Profit (tpTrend) based on ATR multiples, reflecting the expectation of larger moves in a trending market.
2. Mean Reversion Regime (VWAP Deviation Fades)
Definition: Trades the fade of extreme price movements back towards the Volume-Weighted Average Price (VWAP).
Entry Signal: Price is significantly deviated from VWAP (measured in ATR multiples mrDevATR) and shows a reversal candle.
Long (Fade Short): Price is far below VWAP (devZ < -mrDevATR) and the current candle is bullish (close > open).
Short (Fade Long): Price is far above VWAP (devZ > mrDevATR) and the current candle is bearish (close < open).
Risk Management: Uses a tighter Stop Loss (slMR) and Take Profit (tpMR) based on ATR multiples, suitable for capturing smaller moves near the mean.
⏱️ Time-Based Filters
The strategy includes robust time filters to only trade during periods with higher liquidity and predictable activity:
RTH Session Filter: Trades only within the defined "Regular Trading Hours" session (sessionStr).
Midday Filter: Optionally avoids the typically slow and choppy midday trading hours (11:00–13:00).
📊 Visuals & Customization
Background Colors: The chart background automatically colors to display the current regime: Green for Trend, Blue for Mean Revert, and Gray for No-Trade.
Plot Shapes: Distinct shapes and labels mark the raw entry signals for both Trend (Triangles) and Mean Reversion (Circles).
ATR Exits: Plots the dynamically calculated Stop Loss (Red) and Take Profit (Green) lines based on the trade's entry mode (Trend or MR).
💡 Note: This is a comprehensive engine that requires careful optimization of the input parameters for your specific instrument and timeframe. Start with the default settings and adjust the regime thresholds (ATR Ratio and ADX) and the risk/reward multiples (SL/TP) to suit your trading style.
Alpha VWAP Regime🔥 Alpha VWAP Regime — Institutional VWAP Strategy (Closed Source)
Alpha VWAP Regime is a multi-layered VWAP trading system that identifies the active market regime and adapts its signals based on institutional liquidity behavior.
This strategy is closed-source because it uses a proprietary combination of VWAP structures, anchored pivot logic, band deviations, and regime detection filters that are not publicly available.
🧠 How the Strategy Works (Conceptual Explanation)
This strategy does not rely on a single VWAP line.
Instead, it builds a VWAP matrix consisting of:
1) Session VWAP
Defines fair value for the current session.
Used to detect intraday directional bias.
2) Anchored VWAP (AVWAP)
Automatically anchored to swing highs and lows (pivot-based).
Tracks where large players accumulated or distributed positions.
3) VWAP Bands (±1σ and ±2σ)
Used as dynamic volatility envelopes:
±1σ = fair-value zone / no-trade area
±2σ = mean-reversion extremes
4) Market Regime Classification (ADX-based)
The strategy determines which environment the market is in:
Trending Regime: ADX above threshold
Ranging Regime: ADX below threshold
Breakout Regime: Volume-based breakout of AVWAP
Each regime activates a different entry model.
📌 Entry Logic (High-Level Overview)
Trend Mode
Triggered only when ADX confirms a trend.
Entries occur near VWAP or −1σ using price-action confirmation.
Mean Reversion Mode
Activated when the market is ranging.
Entries target the ±2σ deviation bands.
Breakout Mode
Triggered by price crossing AVWAP with above-average volume.
Used to catch institutional continuation moves.
ALL Mode
Combines the three models for a full adaptive system.
📉 Exits & Risk Management
All stops and targets use ATR-based volatility sizing
Trend trades aim for larger targets
Mean-reversion trades aim for smaller snapback moves
Breakouts use wider stops but high R:R
🔍 How to Use the Strategy
Load the script on a clean chart
Choose your preferred regime mode (Trend / MR / Breakout / ALL)
Optionally hide VWAP indicators and display signals only
Use realistic position sizing and commissions
Evaluate performance across multiple assets and timeframes
🔒 Why It Is Closed-Source
The code uses:
A custom anchoring engine
Multi-layered regime filters
Dynamic VWAP matrix
Prop logic for bias scoring
These components were built from scratch and form a unique decision model, so the source is protected.
🇸🇦 الشرح العربي لاستراتيجية Alpha VWAP Regime
Alpha VWAP Regime هي استراتيجية تداول مؤسسية متقدمة تعتمد على تحليل السيولة، وتحديد حالة السوق (Market Regime)، ودمج عدة طبقات من VWAP داخل نموذج واحد متكيف.
الهدف من الاستراتيجية هو التداول في المناطق التي يتواجد فيها المال الذكي، وتجنب التداول في المناطق العشوائية أو منخفضة الجودة.
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🧠 كيف تعمل الاستراتيجية؟
الاستراتيجية لا تعتمد على VWAP واحد، بل تستخدم “مصفوفة VWAP” كاملة تتكوّن من:
1) VWAP اليومي (Session VWAP)
يُستخدم لتحديد القيمة العادلة خلال الجلسة، وتحديد الاتجاه اللحظي (Intraday Bias).
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2) VWAP المثبّت (Anchored VWAP)
يتم تثبيته تلقائيًا على:
• القمم المهمة (Swing Highs)
• القيعان المهمة (Swing Lows)
ويساعد في تحديد مناطق تمركز المؤسسات، ومناطق الانعكاس أو الاختراقات الحقيقية.
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3) نطاقات VWAP (±1σ و ±2σ)
تُستخدم كأغلفة ديناميكية للسيولة والتقلب:
• ±1σ = منطقة القيمة العادلة (Fair-Value Zone)
→ غالبًا منطقة غير مناسبة للتداول (No-Trade Zone)
• ±2σ = مناطق التشبّع الحركي (Extremes)
→ مناسبة لاستراتيجيات الانعكاس (Mean Reversion)
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4) تصنيف حالة السوق Market Regimes
الاستراتيجية تستخدم مؤشر ADX لتحديد حالة السوق الحالية:
حالة السوق الوصف
Trending اتجاه واضح وقوي
Ranging تذبذب بدون اتجاه
Breakout اختراق مدعوم بحجم تداول
كل Regime يفعّل نموذج دخول مختلف داخل الاستراتيجية.
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🎯 نماذج الدخول داخل الاستراتيجية
1) نموذج الاتجاه (Trend Mode)
يعمل فقط عندما يكون السوق في اتجاه حقيقي.
يعتمد على دخول Pullbacks قرب VWAP أو نطاق −1σ مع تأكيد شموعي.
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2) نموذج الانعكاس (Mean Reversion Mode)
يعمل فقط عندما يكون السوق متذبذبًا (Range).
الدخول عند لمس ±2σ بهدف العودة نحو VWAP.
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3) نموذج الاختراق (Breakout Mode)
يستخدم اختراقات Anchored VWAP
ولكن بشرط وجود حجم تداول أعلى من المتوسط (Volume Confirmation).
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4) وضع الدمج (ALL Mode)
يجمع بين النماذج الثلاثة ويجعل الاستراتيجية متكيفة تلقائيًا مع كل حالات السوق.
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📉 الخروج وإدارة المخاطر
تستخدم الاستراتيجية نظامًا ديناميكيًا لإدارة المخاطر:
• وقف الخسارة مبني على ATR
• الأهداف مبنية على طبيعة النموذج
• الصفقات الاتجاهية تستهدف R:R أعلى
• صفقات MR أقصر وأسرع
• صفقات Breakout أوسع ولكن مدعومة بزخم قوي
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🧩 كيفية استخدام الاستراتيجية
1. ضع الاستراتيجية على رسم بياني نظيف بدون مؤشرات إضافية
2. اختر نموذج الدخول المناسب من الإعدادات
3. فعّل أو أخفِ خطوط VWAP حسب الحاجة
4. استخدم إعدادات مخاطرة واقعية
5. اختبر الاستراتيجية على عدة أسواق وفريمات
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🔒 سبب إغلاق الكود
تم إغلاق الكود لأنها تعتمد على:
• محرك تثبيت AVWAP خاص
• نظام Regime Detection متقدم
• مصفوفة VWAP متعددة الطبقات
• منطق دخول/خروج خاص تم تطويره بالكامل
كل ذلك يتطلب حماية الملكية الفكرية، لذا تم نشرها Closed-Source.
Braid Filter StrategyThis strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Chad Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving AveragesThese averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
Braid Filter StrategyAnother of TradeIQ's youtube strategies. It looks a little messy but it combines all the indicators into one so there are no extra panes. This strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Braid Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving Averages
These averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
Supertrend [TradingConToto]Supertrend — ADX/DI + EMA Gap + Breakout (with Mobile UI)
What makes it original
Supertrend combines trend strength (ADX/DI), multi-timeframe bias (EMA63 and EMA 200D equivalent), a structural filter based on the distance between EMA2400 and EMA4800 expressed in ATR units, and a momentum confirmation through a previous high breakout.
This is not a random mashup — it’s a sequence of filters designed to reduce trades in ranging markets and prioritize mature trends:
Direction: +DI > -DI (trend led by buyers).
Strength: ADX > mean(ADX) (avoids weak, choppy phases).
Short-term bias: Close > EMA63.
Long-term bias: Close > EMA4800 ≈ EMA200 daily on H1.
Momentum: Close > High (immediate breakout).
Structure: (EMA2400 − EMA4800) > k·ATR (ensures separation in ATR units, filters out flat phases).
Entries & exits
Entry: when all six conditions are met and no open position exists.
Exit: if +DI < -DI or Close < EMA63.
Visuals: EMA63 is painted green while in position and red otherwise, with a supertrend-style band; “BUY” labels appear below the green band and “SELL” labels above the red band.
UI: includes a compact table (mobile-friendly) showing the state of each condition.
Default parameters used in this publication
Initial capital: 10,000
Position size: 10% of equity (≤10% per trade is considered sustainable).
Commission: 0.01% per side (adjust to your broker/market).
Slippage: 1 tick
Pyramiding: 0 (only one position at a time)
Adjust commission/slippage to match your market. For US equities, commissions are often per share; for spot crypto, 0.10–0.20% total is common. I publish with 0.01% per side as a conservative example to avoid overestimating results.
Recommended backtest dataset
Timeframe: H1
Multi-cycle window (e.g. 2015–today)
Symbols with high liquidity (e.g. NASDAQ-100 large caps, or BTC/ETH spot) to generate 100+ trades. Avoid cherry-picked short windows.
Why each filter matters
+DI > -DI + ADX > mean: reduce counter-trend trades and weak signals.
Close > EMA63 + Close > EMA4800: enforce trend alignment in short and long horizons.
Breakout High : requires immediate momentum, avoids early entries.
EMA gap in ATR units: blocks flat or compressed structures where EMA200D aligns with price.
Limitations
The breakout filter may skip healthy pullbacks; the design prioritizes continuation over perfect entry price.
No fixed trailing stop/TP; exits depend on trend degradation via DI/EMA63.
Results vary with real costs (commissions, slippage, funding). Adjust defaults to your broker.
How to use
Apply it on a clean chart (no other indicators when publishing).
Keep in mind the default parameters above; if you change them, mention it in your notes and use the same values in the Strategy Tester.
Ensure your dataset produces 100+ trades for statistical validity.
Algoway V4.2📌 Algoway V4.2 — Multi-layered Strategy Powered by ADX, MACD & PSO
Overview
Algoway V4.2 is a layered algorithmic strategy designed for volatility-rich assets like cryptocurrencies. While some core components (such as PSO, MACD, and ADX oscillators) are adapted from known indicator models, the original logic, state tracking, and Candle Strength Oscillator (CSO) are fully custom-developed.
This strategy is not a simple combination of tools — it implements a conditional entry-exit logic system based on ADX zone transitions, momentum structure, and MACD/PSO signal synchronization, enhanced by custom-built CSO filtering.
🧠 Key Modules and How They Work Together
PSO (Premium Stochastic Oscillator)
Used to confirm local oversold/overbought pressure. Acts as a directional filter.
MACD (Normalized)
Volatility-normalized MACD values allow consistent signal detection even on volatile pairs. It triggers entries when momentum begins shifting.
ADX Zonal Logic
Divides the market into Range / MidRange / Trend Peak zones. Entries are allowed only under specific transitions — e.g., long entries only in yellow (low volatility) zones or in trend climax zones under certain pullbacks.
CSO (Candle Strength Oscillator) — Custom Module
Designed to measure real candle momentum and price structure consistency. It avoids false breakouts and filters trend fatigue.
🔁 How Logic Works
Strategy maintains state variables to track entry type and zone.
Exit conditions depend on the entry origin: entries from "Range" exit in "Peak", while "Peak" entries exit during pullbacks or mid-strength trend reversals.
Additional logic prevents entries when signals are not aligned across modules, minimizing noise.
Optional CSO module acts as a final microstructure confirmation before executing MACD-based midpoint entries.
📊 Example Parameters (for 5M crypto scalping)
Each module is tuned to respond to 5-minute crypto volatility:
Stochastic: fast response, tight thresholds
MACD: shortened EMAs, normalized
ADX: traditional smoothing, custom thresholds for zone switching
CSO: candle-based dynamic filter with visual zone mapping
🧪 Conclusion
Algoway V4.2 is not a script merger — it is a custom logic engine using familiar technical components but governed by a proprietary decision model, with additional filters and dynamic variable tracking.
It’s suitable for scalping or swing setups, and the internal logic is optimized for real trading conditions, not just visual backtests.
Sniper Trade Pro (ES 15-Min) - Topstep Optimized🔹 Overview
Sniper Trade Pro is an advanced algorithmic trading strategy designed specifically for E-mini S&P 500 (ES) Futures on the 15-minute timeframe. This strategy is optimized for Topstep 50K evaluations, incorporating strict risk management to comply with their max $1,000 daily loss limit while maintaining a high probability of success.
It uses a multi-confirmation approach, integrating:
✅ Money Flow Divergence (MFD) → To track liquidity imbalances and institutional accumulation/distribution.
✅ Trend Confirmation (EMA + VWAP) → To identify strong trend direction and avoid choppy markets.
✅ ADX Strength Filter → To ensure entries only occur in trending conditions, avoiding weak setups.
✅ Break-Even & Dynamic Stop-Losses → To reduce drawdowns and protect profits dynamically.
This script automatically generates Buy and Sell signals and provides built-in risk management for automated trading execution through TradingView Webhooks.
🔹 How Does This Strategy Work?
📌 1. Trend Confirmation (EMA + VWAP)
The strategy uses:
✔ 9-EMA & 21-EMA: Fast-moving averages to detect short-term momentum.
✔ VWAP (Volume-Weighted Average Price): Ensures trades align with institutional volume flow.
How it works:
Bullish Condition: 9-EMA above 21-EMA AND price above VWAP → Confirms buy trend.
Bearish Condition: 9-EMA below 21-EMA AND price below VWAP → Confirms sell trend.
📌 2. Liquidity & Money Flow Divergence (MFD)
This indicator measures liquidity shifts by tracking momentum changes in price and volume.
✔ MFD Calculation:
Uses Exponential Moving Average (EMA) of Momentum (MOM) to detect changes in buying/selling pressure.
If MFD is above its moving average, it signals liquidity inflows → bullish strength.
If MFD is below its moving average, it signals liquidity outflows → bearish weakness.
Why is this important?
Detects when Smart Money is accumulating or distributing before major moves.
Filters out false breakouts by confirming momentum strength before entry.
📌 3. Trade Entry Triggers (Candlestick Patterns & ADX Filter)
To avoid random entries, the strategy waits for specific candlestick confirmations with ADX trend strength:
✔ Bullish Entry (Buy Signal) → Requires:
Bullish Engulfing Candle (Reversal confirmation)
ADX > 20 (Ensures strong trending conditions)
MFD above its moving average (Liquidity inflows)
9-EMA > 21-EMA & price above VWAP (Trend confirmation)
✔ Bearish Entry (Sell Signal) → Requires:
Bearish Engulfing Candle (Reversal confirmation)
ADX > 20 (Ensures strong trending conditions)
MFD below its moving average (Liquidity outflows)
9-EMA < 21-EMA & price below VWAP (Trend confirmation)
📌 4. Risk Management & Profit Protection
This strategy is built with strict risk management to maintain low drawdowns and maximize profits:
✔ Dynamic Position Sizing → Automatically adjusts trade size to risk a fixed $400 per trade.
✔ Adaptive Stop-Losses → Uses ATR-based stop-loss (0.8x ATR) to adapt to market volatility.
✔ Take-Profit Targets → Fixed at 2x ATR for a Risk:Reward ratio of 2:1.
✔ Break-Even Protection → Moves stop-loss to entry once price moves 1x ATR in profit, locking in gains.
✔ Max Daily Loss Limit (-$1,000) → Stops trading if total losses exceed $1,000, complying with Topstep rules.
Premium Signal Strategy [BRTLab]🔍 Overview
BRTLab Premium Signal Strategy is a comprehensive multi-indicator trading strategy based on the integration of key technical indicators such as ADX, RSX, CAND, V9, PP, MA, and LVL. The strategy allows users to flexibly adjust the parameters of each indicator to optimize for specific market conditions, making it effective for both trending markets and for identifying reversals and breakouts.
🌟 What makes this strategy unique is its seamless compatibility with the BRT Premium Signals tool, allowing traders not only to receive real-time signals but also to conduct robust backtests. This feature enables users to fine-tune the best parameter settings or even test out their own trading ideas through historical data analysis. The ability to backtest empowers traders to validate strategies before going live, significantly improving the chances of success by offering data-driven insights.
💡 Signal Logic:
ADX
The ADX-based signals reflect the strength of market trends. Bullish or bearish signals are generated when directional indicators (+DI or -DI) show increasing strength relative to one another, indicating the start or continuation of a strong trend.
RSX
These signals focus on divergences within RSI, identifying potential reversals by detecting either classic or hidden divergences when the market is overbought or oversold.
V9
Signals are generated when the price interacts with a dynamic threshold, indicating trend continuation or reversal. Additional filters can be applied to refine these signals further, enhancing the dashboard's overall effectiveness.
CAND
Candlestick-based signals are triggered by key patterns such as bullish or bearish engulfing formations. These signals are cross-checked with other conditions, such as RSI levels and candle stability, making them especially useful for short-term trading.
PP (Pivot Points)
Pivot Point signals reinforce candlestick patterns by aligning with key support or resistance levels, suggesting potential reversals or continuation opportunities at significant price points.
MA (Moving Average)
MA signals help identify trends by analyzing price action relative to a moving average. Optional filters like ADX add an additional layer of validation, ensuring only high-confidence signals are displayed on the dashboard.
LVL (Levels)
These signals are based on shifts in RSI and help traders spot potential breakouts or reversals. The dashboard integrates these signals alongside MA and ADX filters to enhance their accuracy.
📊 Risk Management
This strategy includes built-in risk management features to help minimize losses:
Initial Capital: The user can set the initial capital (default is 10000), adjusting the strategy to their financial goals.
Position Size: Set the position size (default is 1000), allowing better risk management and controlling potential losses.
Stop-Loss: Multiple stop-loss methods are available, including ATR-based, fixed percentage, or prior high/low levels.
Take-Profit: Users can configure take-profit settings (default is 1.3%) to lock in gains while managing risk effectively.
⚠️ RISK DISCLAIMER
Trading involves significant risks, and most day traders experience losses. All content, tools, scripts, and educational materials from BRTLab are provided for informational and educational purposes only. Past performance is not a guarantee of future results. Please ensure you use realistic backtesting settings, including proper account size, commission, and slippage, to reflect market conditions.
⚡ CONCLUSION
We believe that successful trading comes from using indicators as supportive tools rather than relying on them for guaranteed success. The BRTLab Premium Signal Strategy is designed to be a comprehensive, customizable toolset that helps traders understand and interpret technical indicators more effectively.
By leveraging the power of backtesting and indicator optimization, traders can make well-informed decisions and develop a deeper understanding of market dynamics. Use this strategy to build a trading framework that aligns with your personal goals and trading style.
Follow the author’s instructions below to access the BRTLab Premium suite and unlock the full potential of this strategy.
Adaptive Price Channel StrategyThis strategy is an adaptive price channel strategy based on the Average True Range (ATR) indicator and the Average Directional Index (ADX). It aims to identify sideways markets and trends in the price movements and make trades accordingly.
The strategy uses a length parameter for the ATR and ADX indicators, which determines the length of the calculation for these indicators. The strategy also uses an ATR multiplier, which is multiplied by the ATR to determine the upper and lower bounds of the price channel.
The first step of the strategy is to calculate the highest high (HH) and lowest low (LL) over the specified length. The ATR is also calculated over the same length. Then the strategy calculates the positive directional indicator (+DI) and negative directional indicator (-DI) based on the up and down moves in the price, and uses these to calculate the ADX.
If the ADX is less than 25, the market is considered to be in a sideways phase. In this case, if the price closes above the upper bound of the price channel (HH - ATR multiplier * ATR), the strategy enters a long position, and if the price closes below the lower bound of the price channel (LL + ATR multiplier * ATR), the strategy enters a short position.
If the ADX is greater than or equal to 25 and the +DI is greater than the -DI, the market is considered to be in a bullish phase. In this case, if the price closes above the upper bound of the price channel, the strategy enters a long position. If the ADX is greater than or equal to 25 and the +DI is less than the -DI, the market is considered to be in a bearish phase. In this case, if the price closes below the lower bound of the price channel, the strategy enters a short position.
The strategy exits a position after a certain number of bars have passed since the entry, as specified by the exit_length input.
In summary, this strategy attempts to trade in accordance with the prevailing market conditions by identifying sideways markets and trends and making trades based on price movements within a dynamically-adjusted price channel.
This strategy takes a read on the market and either takes a channel strategy or trades volatility based on current trend. Works well on 2, 3 ,4, 12 hour for BTC. It’s my first attempt and creating a strategy. I am very interested in constructive criticism. I will look into better risk management, maybe a trailing stop loss. Other suggestions welcome. This is my first attempt at a strategy.
Here are the settings I used.
Inputs
Length 20
Exit 10
ATR 3.2
Dates I picked when I got into Crypto
Properties
Capital 1000
Order size 2 Contracts
Pyramiding 1
Commission .05
Combo Backtest 123 Reversal and ADXR This is combo strategies for get
a cumulative signal. Result signal will return 1 if two strategies
is long, -1 if all strategies is short and 0 if signals of strategies is not equal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Secon strategy
The Average Directional Movement Index Rating (ADXR) measures the strength
of the Average Directional Movement Index (ADX). It's calculated by taking
the average of the current ADX and the ADX from one time period before
(time periods can vary, but the most typical period used is 14 days).
Like the ADX, the ADXR ranges from values of 0 to 100 and reflects strengthening
and weakening trends. However, because it represents an average of ADX, values
don't fluctuate as dramatically and some analysts believe the indicator helps
better display trends in volatile markets.
WARNING:
- For purpose educate only
- This script to change bars colors.
Average Directional Movement Index Rating Backtest The Average Directional Movement Index Rating (ADXR) measures the strength
of the Average Directional Movement Index (ADX). It's calculated by taking
the average of the current ADX and the ADX from one time period before
(time periods can vary, but the most typical period used is 14 days).
Like the ADX, the ADXR ranges from values of 0 to 100 and reflects strengthening
and weakening trends. However, because it represents an average of ADX, values
don't fluctuate as dramatically and some analysts believe the indicator helps
better display trends in volatile markets.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
EMA Trend Pro [Hedging & Fixed Risk]
This strategy is a comprehensive trend-following system designed to capture significant market movements while strictly managing risk. It combines multiple Exponential Moving Averages (EMAs) for trend identification, ADX for trend strength filtering, and Volume confirmation to reduce false signals.
Key Features:
Hedging Mode Compatible: The script is designed to handle Long and Short positions independently. This is ideal for markets where trends can reverse quickly or for traders who prefer hedging logic (requires hedging=true in strategy settings).
Professional Risk Management: Unlike standard strategies that use fixed contract sizes, this script calculates Position Size based on Risk. You can define a fixed risk per trade (e.g., 1% of equity or $100 fixed risk). The script automatically adjusts the lot size based on the Stop Loss distance (ATR).
Multi-Stage Take Profit: The strategy scales out positions at 3 different levels (TP1, TP2, TP3) to lock in profits while letting the remaining position ride the trend.
Strategy Logic:
Trend Identification:
Long Entry: EMA 7 > EMA 14 > EMA 21 > EMA 144 (Bullish Alignment).
Short Entry: EMA 7 < EMA 14 < EMA 21 < EMA 144 (Bearish Alignment).
Filters:
ADX Filter: Entries are only taken if ADX (14) > Threshold (default 20) to ensure the market is trending, avoiding chopping ranging markets.
Volume Filter: Current volume must exceed the 20-period SMA volume by 10% to confirm momentum.
Exits & Trade Management:
Stop Loss: Dynamic SL based on ATR (e.g., 1.8x ATR).
Breakeven: Once TP1 is hit, the Stop Loss is automatically moved to Breakeven to protect capital.
Take Profits:
TP1: 1x Risk Distance (30% pos)
TP2: 2x Risk Distance (50% pos)
TP3: 3x Risk Distance (Remaining pos)
Settings Guide:
Risk Type: Choose between "Percent" (of equity) or "Fixed Amount" (USD).
Risk Value: Input your desired risk (e.g., 1.0 for 1% risk).
Fee %: Set your exchange's Taker fee (e.g., 0.05 or 0.06) for accurate backtesting.
ADX Threshold: Adjust to filter out noise (Higher = Stricter trend requirement).
Disclaimer: This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Please use proper risk management.
BB SPY Mean Reversion Investment StrategySummary
Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close.
Scope and intent
• Markets. Currently adapted for SPY, needs to be optimized for other assets
• Timeframes. Daily primary. Other frames are possible but not the default
• Default demo. SPY on daily
• Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments
Originality and usefulness
• Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed
• Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier
• Testability. Every module has Inputs and visible levels so users can see why a suggestion appears
• Portable yardstick. All risk and targets are expressed in ATR units
Method overview in plain language
The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears.
Base measures
• Range basis. True Range smoothed over a user defined ATR Length
• Return basis. Not required
Components
• Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias
• Candle and EMA filter. Close relative to open and close relative to EMA align direction
• ADX gate for shorts. Requires minimum trend strength for short trades
• Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions
• Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes
• Risk manager. ATR stop, ATR target, optional breakeven, optional time exit
• Bias memory. Array stores last confirmed direction and re arms entries while flat
Fusion rule
Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup.
Signal rule
• Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA
• Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum
• While flat the model keeps a pending order in the stored direction until a true opposite setup appears
• IN LONG or IN SHORT describes states between entry and exit
What you will see on the chart
• Markers for Long and Short setups
• Exit markers from ATR or time rules
• Reference levels for entry, stop, and target
• Bollinger bands and optional adaptive bands
Inputs with guidance
Setup
• Signal timeframe. Uses the chart timeframe
• Invert direction optional. Flips long and short
Logic
• BB Length. Typical 10 to 50. Higher smooths more
• BB Mult. Typical 1.0 to 2.5. Higher widens entries
• EMA Length long. Typical 10 to 50
• EMA Length short. Typical 5 to 30
• ADX Minimum for short. Typical 15 to 35
Filters
• Regime Type. none or trend or mean reversion
• Rank Lookback. Typical 100 to 300
• Basis Slope Length and Threshold. Larger values reduce false trends
Risk
• ATR Length. Typical 10 to 21
• ATR Stop Mult. Typical 1.0 to 3.0
• ATR Take Profit Mult. Typical 2.0 to 5.0
• Breakeven Trigger R. Move stop to entry after the chosen multiple
• Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR
Bias and rearm
• Bias flips kept. Array depth
• Keep rearm when flat. Maintain a pending order while flat
UI
• Show markers and levels. Clean defaults
Usage recipes
Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows.
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• If any higher timeframe calls are enabled, request.security uses lookahead off
• Commission 0.03 percent
• Slippage 3 ticks
• Default order size method Percent of equity with value 5
• Pyramiding 0
• Process orders on close On
• Bar magnifier Off
• Recalculate after order is filled Off
• Calc on every tick Off
Realism and responsible publication
No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only.
Honest limitations and failure modes
High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path.
Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes.
Open source reuse and credits
None.
Backtest realism
Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user.
If you got any questions please le me know
