EBB & Flow: a multi-EMA-based BB cloudIntro
This is an idea evolved out of the market maker method and EMA convergence, divergence, and mean reversion.
The market maker method informs us that the 5, 13, 50 and 200 EMAs are important to regulating price. Those EMA lengths are multiples of the 50 and 200 on lower major timeframes -- the 1 minute, 5, 15, 1H, 4H, 1D. I include the 21 because it is also a multiple and in crypto very often respected.
When market makers are testing price, they set their range and spike in the direction they test for liquidity. This can get chaotic. For instance, in a shorter time frame consolidation inside a bigger timeframe uptrend, it can be too easy to forget where you are in the many trends playing out.
When the EMAs are dragged over each other during normal price movement, you get these crisscrossing tracks of price, and the individual breaks can be hard to trace.
The range is what matters, ultimately, and the range is dynamic. In that case, the Bollinger Band is a great tool for detecting outliers in this case.
The Answer
So the answer this indicator seeks to give, is to look for outliers. This gives you a scalping strategy built on Traders Reality thinking and best put together with the PVSRA indicator, which I may include in this indicator just for the sake of concision, but they can work alongside each other or separately.
The key thing is the different EMA clouds, which are bollinger bands. Tight bands mean imminent breaks, favouring the trend. Vector candles out of a zone, pins to the low/high, etc. are all very relevant alongside this indicator.
You can also use it on its own and scalp the breaks of a cloud.
How it works
Each cloud is a standard deviation from their respective EMA, all in the same colour. The deviation multiple is 1.618 by default. Yes, fibonacci sequences are usually nonsense, but it works better with the BB than 2, 2.5 or 3.
Using just the clouds, you can see where each EMA is headed and how it behaves within the deviation of the others.
But that on its own isn't enough.
The indicator will also print snowflakes above and below the candle for notable outliers. It will be in the colour of the cloud it breaks, but only if that break is also breaking the smaller EMA clouds too.
The most snowflakes will be yellow because that's the 13 EMA. That one is dependent on nothing else and every break will print a snowflake. The 21 will be dependent on the 13. The 50 dependent on the 13 and 21 breaks. The 200 the most important.
For example, if the 200 EMA-BB or EBB is broken at the upper band, deviating by more than 162% of price over a 200 period EMA, and that break is not above the 50 EMA cloud, there will be no snowflake. However, if it exceeds the 13, 21, 50, and 200 clouds, then a purple snowflake will appear above the bar.
Any snowflake is an extreme in price. The purple is an especially good point of entry. That doesn't mean it is a perfect entry. You can build position from it, though, and be relatively certain of a price correction in the near future, because not only was this major EMA cloud violated, but all of the smaller ones too.
Reminder
You still need your PVSRA and candlesticks. This indicator on its own may have a nice hit rate for scalping and building position, as an alternative to the TDI or alongside it, but it is not enough on its own, just like the TDI.
Enjoy!
ค้นหาในสคริปต์สำหรับ "entry"
[astropark] Volume AnalyzerDear Followers,
today another awesome Analysis Tool, that you can use for day scalping: Volume Analyzer !
This indicator
works on every market, pair and timeframe
lets you see analysis of a different timeframes using the resolution parameter
has an optional trend colored background (I suggest to disable it if you use a different resolution)
integrates a tape profit strategy based on RSI (you can config it and enable/disable it)
lets you setup alarms on bull/bear signal as well as on TP RSI-based signals
I prefer to use this indicator in my day trading on low timeframes , like 5m - 15m - 1h, as you can have access to a more detailed volume information, but it works on high timeframes too as you can see in examples at the bottom of the description.
I truly think that Volume says a lot about future price action, as stated in my Cumulative Volume Delta (CVD) indicator, which you can find here below:
In this indicator, I'm much more interested in the bullish or bearish effect of volume generated by traders and following price action.
Be sure to understand that at current status this is not a complete automated strategy, but an analysis tool which aims to give you a positive bias, a profitable hedge in your trading journey.
As I always say, all tools are great if you use them correctly: this is not the "Holy Grail", so always use proper money and risk management strategies.
This indicator quite often calls bottoms and tops , most of the times it announces a coming reversals , sometimes it fails too of course.
Check this screenshot to have a clear idea of what I'm talking about:
You are supposed to discard signals of the same type that comes later and at a worse price (related to the trend) or you can use to re-fill your still-open position, using it as a re-entry.
You are supposed to act at first signals and average up/down if price goes against you when a new bear/bull signal appears at a better price.
Here it is another element you must consider: price action can deny a reversal stated by volume analysis .
In these cases, you must apply a stop loss in your trade and reverse your position. Don't average up/down your entry.
The reason in this screenshot below:
As you can see, the local downtrend was broken, as it was a simple pullback, previous bull trend was restored and price went up a lot!
The indicator here detected bears rejecting the run-up as much violently as they could, but that was a pullback, nothing more than that: main bull trend was still intact.
Another important advice: don't be greedy, always remember to take profits ! Avoid turning a winning trade into a losing one, which is a common mistake traders do.
That's why I decided to include an RSI based Take Profit algorithm inside:
when background is colored by green (and you can't see any bull signal), then you are in over bought region: start taking profits on you buy/long position or close it or set a trailing stop or a stop loss in profit!
when background is colored by red (and you can't see any bear signal), then you are in over sold region: start taking profits on you sell/short position or close it or set a trailing stop or a stop loss in profit!
when price is in a big overbought or oversold region, then you can see a "ob" label or a "os" label respectively
if you are in a bullish trend (you can see it from the trend colored green background as last signal was a "bull" one), "ob" becomes a clear "tp" - Take Profit advice
if you are in a bearish trend (you can see it from the trend colored red background as last signal was a "bear" one), "os" becomes a clear "tp" - Take Profit advice
Here some examples how you can use the signals produced by the indicator in order to be a successful trader.
I circled with pink signals you as supposed to take, then with a "$" pink backgrounded region where you are supposed to take profits, I finally put an X on failing signals, where you would theoretically have been stopped-out.
GBPUSD, 15m
ETHUSD, 1h
TSLA, 5m
BTCUSD, 15m
XAGUSD, 1h
EURUSD, 15m
SPX500, 1h
ETHUSD, 1D
ETHBTC, 6h
This is a premium indicator , so send me a private message in order to get access to this script.
Divergence Sniper (Acc/Dist/Vol/MF @iam516)Volume + Money Flow + Accumulation Distribution Divergence Formula
1. Layer on top of price
2. Disable 'Hide Pivots'
3. Use Blue stripes (pivots) to identify areas of reversals. These are combined vol/mf/acc/dist divergences and points of exhaustion for either side. When the peaks are at the top, a blue pivot would indicate overbought, at the bottom oversold.
Green and Red stripes indicate areas of confirmed divergences / main areas of pivots, however, the blue stripes are more precise for scalping and work near perfectly. In strong trends, sometimes you will get 2 or even 3 pivots in a row before the price reverses, so I wouldn't suggest using the very first availble pivot to enter a position in a strong trend. In accumulative/range type scenarios, 1st blue pivots usually give you the perfect entry. In strong trend / impulsive move scenarios, I would wait for either a 2-drive or a 3-drive divergence (2nd or 3rd blue stripe to appear) to snipe an entry.
4. I suggest enabling all kinds of custom time frames: 1,2,3,4,5,6,7,8,9,10 minutes, 15 minutes, 20 minutes, 25 minutes. For medium time frames, I suggest adding 4 hours, 6 hours, 8 hours, 10 hours. For high time frames, add 4 day, 5 day, 6 day. For anything above, add 2 months and 5 months besides monthly and quarterly.
5. Default colors of peaks are green, you can customize them to make them match your chart's color scheme. I prefer light grey on top of black.
Good luck, let me know if you have any questions
ScalpyScalpy is made up of a 2 main parts.
- The cloud comprising of a 10 period SMA and a 30 period SMA.
- When the cloud is green you should be looking for long entries.
- When the cloud is red you should be looking for short entries.
- Price is most bullish above a green cloud and most bearish below a red cloud.
- Being within the cloud indicates indecision.
The blue and white lines on the indicator show the relationship between price and momentum.
They can be used to spot reversals in two ways:
- The first is a divergence between price (blue line) and RSI (white line)
- If the price makes a lower low but the RSI makes a higher low this shows the trend is weakening and may be reversing soon (as can be seen by the two yellow lines on the chart).
The second is a simple crossover:
- When the white line crosses the blue line to the upside this signals a long entry.
- When the white line crosses the blue line to the downside this signals a short entry.
Hoffman A/D BreakoutStudy based on Rob Hoffman's Accumulation/Distribution Breakout strategy.
- Green circle on the top wick indicates a "Distribution" wick
- Red circle on the bottom wick indicates an "Accumulation" wick
- A distribution wick in an uptrend gets marked as a Key Resistance. This is marked with green crosses
- An Accumulation wick in a downtrend gets marked as a Key Support. This is marked with red crosses
- Breaking above the Key Resistance indicates a buy entry. This is marked by a green background.
- Breaking below the Key Support indicates a sell entry. This is marked by a red background
Tersus Bollinger Bands Scalping Indicator V1.1Tersus Scalping Indicator
Tersus Scalping Indicator places buy and sell signals for Bitcoin in key areas using Bollinger Bands, Moving Averages, and Trend Analysis.
This indicator is very easy to use and makes for a great second opinion when trading.
The buy and sell positions are marked with B for buy and S for sell, in addition adds to position are market with red and green triangles.
The Bollinger Bands show general constriction and turn from red to green depending on market conditions. Red meaning bearish market, and green meaning bullish.
There are a number of lines all over the place and at first glance they can seem daunting. This is what they mean. The green and yellow dotted lines mark sell target stages 1 and 2, and buy target stages 1 and 2. The red dotted line is your buy and sell stop. The light blue is your buy and sell entry.
The candles also change color depending on if things are over sold or over bought using the Stochastic RSI. Purple for overbought and yellow/orange for oversold. The bars will also change to light blue during entry.
This should be limited to the 15 minute time frame for now. I have noticed some very good signals on the daily and some other time frames but this was written for 15 so don't expect it to be as accurate.
For purchasing information please direct message me.
OTE Scanner Charts Algo
The OTE Scanner Charts Algo is a powerful TradingView indicator designed to scan up to 40 tickers simultaneously and identify when a symbol's price enters the Optimal Trade Entry (OTE) zone based on Fibonacci retracement levels.
It simplifies trading by visually alerting you when any selected ticker enters the golden retracement levels (0.618–0.705), helping you pinpoint high-probability entry zones in both bullish and bearish trends.
🔧 How It Works
The scanner calculates recent swing highs and lows using a user-defined Swing Lookback Period, then plots Fibonacci levels based on those swings. When the current price falls within a defined OTE zone in confluence with trend direction, the ticker is displayed in the Bullish or Bearish table, along with its live price.
✅ Key Use Cases:
Identify potential retracement entries during trending moves
Spot symbols aligned with Smart Money's entry behavior
Scan up to 40 tickers instantly for trade setups
⚙️ Indicator Settings Explained
🔁 Fibonacci Levels
Customize your retracement levels:
Fib Level 1: Typically 0.5 (Mid-point)
Fib Level 2: 0.618 (OTE Entry Zone)
Fib Level 3: 0.705 (Inner OTE)
Fib Level 4: 0.786 (Deeper OTE entry)
These levels are used to define the bullish/bearish OTE zones on the chart and across your ticker list.
📉 Swing Lookback Period
Controls how far back the indicator looks to define swing highs and lows
A typical setting is 5 bars (or candles), but you can adjust this based on volatility or timeframe
📊 EMA Trend Filter
Source: Close (default)
Length: 200 EMA (default)
Determines market trend:
Price above EMA = Uptrend
Price below EMA = Downtrend
Ensures only retracements in the trend direction are shown (bullish OTE in uptrend, bearish OTE in downtrend)
📦 Symbols to Scan (1–40)
You can enter up to 40 different tickers (from any exchange) to scan simultaneously.
Each ticker will be evaluated in real-time, and if it enters the OTE zone, it will be added to the visual results table:
✅ Green = Bullish OTE
🔴 Red = Bearish OTE
🧠 Want to scan more than 40 symbols?
You can simply add the indicator again on your chart and input a new set of 40 tickers. Each instance of the script works independently.
📋 Results Table Options
Show Exchange: Enable this to display "NASDAQ:AAPL" instead of just "AAPL"
Wait for Bar Close: Ensures the signal only confirms on closed candles (helps avoid false positives)
Table Position: Move the table to your desired location on the chart
Table Color: Change the table’s background to match your theme
🎨 Visualization Controls
Show Fib Lines: Draws boxes and lines over the OTE zone on the active chart
Show Fib Labels: Displays Fibonacci levels and their values beside the lines
This makes it easy to visually align the scanner’s logic with price action.
🧠 Example Use Case
You’re watching 40 of your favorite tickers. You activate the OTE Scanner, and the table alerts you that AAPL and MSFT have entered their bullish OTE zones on the 1H chart.
From there, you can:
Check confluence with support zones or order blocks
Wait for bullish confirmation (e.g., bullish engulfing or market structure shift)
Plan your trade entry with precision
⚠️ Disclaimer
Charts Algo provides technical analysis tools and scanners for educational and informational purposes only. These indicators do not constitute financial advice or trading recommendations. Always do your own due diligence and manage your risk accordingly. Past performance is not indicative of future results.
Gabriel's Relative Strength IndexGabriel’s RSI—The Reinvention of Relative Strength
Not your average RSI.
This is a fully reengineered Relative Strength Index that merges the power of advanced signal processing, adaptive smoothing, volume dynamics, and intelligent divergence detection into a single, modular toolkit designed for precision trading across all markets.
Whether you’re scalping crypto, swing trading equities, or dissecting futures contracts—Gabriel’s RSI adapts to your strategy with unrivaled control and clarity.
1. RSI Settings
RSI Length (Jurik): Set to 51 by default to mimic a 21-period standard RSI when Jurik smoothing is applied. Adjust lower (e.g., 22) to mimic a 9-period RSI.
RSI Source: The default is hlc3 for smoother RSI inputs. Can be changed to any price-based series (close, open, etc.) for customization.
2. RSI Smoothing Options
MA Type: Smoothing applies to both RSI and its MA overlay simultaneously. I used to use the 56 EMA RSI, and it works well too.
JMA: Best for adaptive recursive smoothing. A power of 2 and a phase of 50 are used.
T3: Smooth and lag-reduced, suitable for trend detection. The alpha is 0.7.
SMA + Bollinger Bands: Adds deviation-based envelopes for volatility spotting.
MA Length: Affects how smooth or reactive the RSI signal is.
BB StdDev: Only relevant if BBs are used. Controls bandwidth for overbought/oversold zones.
3. MACD Settings
Fast/Slow Length: Defaults (21/81) optimized for smoother MACD with SMA or T3. For Algo trading, EMA/JMA is best.
Signal Length: Shorter (e.g., 2) gives more reactive crossover signals, it can be increased.
Source: Default is close. Close works best for the settings I input.
MA Types: JMA and EMA reduce noise and increase signal generation. Select SMA for simplicity or T3 for trend-following.
Histogram: Bar colors signal strength and trend of MACD directly on your chart.
4. Directional Movement Index (DMI)
ADX Smoothing: High values (e.g., 100) offer strong trend confirmation with Hann Window smoothing.
DI Length: Affects DI+/- sensitivity. 100 ADX - 12 DI or 15 ADX - 35 DI are suggested, the latter for quicker boot time, as 100 bars is quite long.
Smoothing Type: Choose Hann Window for refined smoothing; RMA (SMMA) for simplicity.
Volatility Type: ATR includes gaps; ADR is useful for gapless strategies.
Plotted as area fills, 0 to 100 scaled.
5. Volume Z-Score
%R Length: Normalizes volume to percentile range (73 swing, 112 exhaustion).
Z-Score Lengths: Compares short-term and long-term volume trends with Z-scores of volume.
Fast Z-Score < Slow Z-Score = Gives a Volume Squeeze.
Fast MA > Slow MA = Bullish Volume Divergence; volume has been fired. Not via Z-score, but instead via SMA, ALMA, and RMA of volume.
WPR Volume: Weighted %R used to highlight exhaustion/pivot points.
Plot volume bars after a volume squeeze has been fired; if bars aren't plotted, then it's under squeeze. Backtest on ES1! Prove it's good for catching bottoms below 15 minutes as well.
6. Divergence Engine
Pivot Settings: Pivot Period (12), Divergence minval Lookback (5), and max Lookback Bars (100) control sensitivity. Works well on any asset class; these are the optimal settings for the RSI.
Source Options: RSI, MACD, ADX, DI difference, or Volume %R.
Divergence Type:
Regular: Classic reversal signals.
Hidden: Continuation signals.
Heikin Ashi Mode: Enables use of HA candles on normal charts for smoother pivots. May distort values if your chart is H.A. so leave it unchecked then.
7. Squeeze Momentum (SQZMOM)
Squeeze Types:
Wide (Black): Regular compression
Normal (Red), Regular Squeeze
Narrow (Yellow), Golden Squeeze
Very Narrow (Purple) Extreme compression
Fired (Green): Breakout detected
Plotted as circles on the bottom of my indicator.
Momentum Bar Colors:
Cyan: Rising momentum
Blue: Pullback within uptrend
Red: Falling momentum
Yellow: Correction within downtrend
Reversal Lines: Dashed lines indicate momentum crossing its Jurik MA (DM-Style Pivots).
Plotted as squares on the top of my indicator.
8. Rate of Change (RoC)
RoC of Momentum: EMA-smoothed RoC on momentum for leading signals. Double smoothed, once and then another time for smoother signals.
Signal Line: JMA used to filter noise and generate reversal signals.
Crossovers: Bullish/bearish signals based on RoC vs signal line are plotted as triangles directly on your chart.
Optimized: Backtested for short-term setups like 1H or faster. Works on Daily timeframes as well for Futures.
9. Multi-Timeframe Squeeze Settings
Each timeframe (Hourly, 4H, Daily, Weekly, Monthly) has:
Reversal Toggle: Enables dashed line DM-Style Pivots on crossovers.
MA Length: For Jurik MA smoothing on momentum.
BB/KC Thresholds: Define squeeze sensitivity per timeframe. A shorter BB/KC length, 17-14-12, responds better on lower timeframes.
Momentum Length: Tailors oscillator responsiveness; 20 is ideal.
10. BB Std. Deviation Scaling
Low-Pass Super Smoother : Smooths (True Range) noise for BBs.
High-Pass Butterworth : Extracts cycles for BB Stdv. blend.
Root Mean Squared : Dynamic BB width adjustment based on market activity.
11. Alerts
RSI: Overbought/oversold reversals. Several types.
MACD: Histogram shift through zero line.
DMI/ADX: Crossovers and strength conditions. The 17 key level is used for the ADX.
Volume: Smart Money alerts on low-volume zones. May concentrate on ICT sessions.
Squeeze: Alerts on all 5 squeeze states.
Momentum: Crosses and reversals.
RoC: Bullish and bearish crosses.
Divergences: Regular, hidden, combined.
12. Visual Output Summary
RSI Line + MA/BBs
MACD Histogram Bar Colors
DMI/ADX as area fills
Volume %R columns
Squeeze Momentum Shapes and Dots
RoC Crossover Arrows
DM-style Breakout Pivots
Divergence Lines and Labels
Best Practices
Watch the slope of the RSI for pullbacks on a strong trend. Combine it with squeeze for exit timing.
Combine RSI Divergence with MACD histogram cross and Squeeze firing for precise entry.
Use Volume Z-Score to filter for institutional activity, and enter Long. Watch for reversals as well.
Watch RoC crossovers for fast, leading signals.
Enable Reversal Lines on 1H+ charts for breakout or breakdown pivots.
Use multi-timeframe thresholds for swing confirmation. The TFs I use the most are 2-5-15 minutes for futures and swinging with 1 hour daily and weekly. Those are the TFs I backtested.
[TH] Advanced SMC/ICT Strategy (Condark2)### **Indicator Settings (English)**
This script is designed to analyze market structure and identify trading opportunities based on Smart Money Concept (SMC) and Inner Circle Trader (ICT) principles. Users can customize the following settings:
#### **Timeframe Settings**
* **Higher Timeframe (HTF) - For Main Structure:** Sets the higher timeframe used to analyze the main market structure (e.g., the primary trend). The default is 5 minutes.
* **Lower Timeframe (LTF):** This is the current chart timeframe you are on, used for more precise entry timing.
---
#### **Market Structure Settings**
* **Swing Lookback (HTF/LTF):** Defines the number of candles used to identify Swing Highs and Swing Lows on both the HTF and LTF.
* **Break of Structure (BOS) Line Color:** Sets the color for lines indicating the price has broken the previous structure in the direction of the trend.
* **Change of Character (CHoCH) Line Color:** Sets the color for lines indicating a potential change in the market trend.
---
#### **Point of Interest (POI) Settings**
* **Order Block Color (Bullish/Bearish):** Sets the color for "Order Block" zones (areas with anticipated significant buy or sell orders) for both uptrends and downtrends.
* **Show Premium/Discount Zones:** Toggles the display of expensive (Premium) and cheap (Discount) price zones, calculated from the last swing, to aid in deciding whether to look for buy or sell setups.
---
#### **Trade & Risk Management Settings**
* **Entry Type:** This is a key setting that defines your entry strategy. There are four options:
1. **Confirmation Candle:** Waits for a confirmation candle to form within the Order Block before entering (most conservative).
2. **Instant OB Edge Entry (Limit Entry):** Sets a limit order to enter as soon as the price touches the edge of the Order Block.
3. **50% of OB Entry (Aggressive Limit):** Sets a limit order at the midpoint of the Order Block for a better price, but with higher risk.
4. **Confirmation + Candle SL (Aggressive):** Waits for a confirmation candle and then places the Stop Loss right at the wick of that candle. This is the most aggressive entry style.
* **Stop Loss Placement:** Determines where the stop loss is placed, based on the LTF Order Block, the last LTF swing, or the last HTF swing. (This is ignored if using the "Aggressive SL" entry type).
* **Take Profit Mode:** Sets the profit target, which can be an HTF Liquidity level or a fixed Risk/Reward Ratio from 1R to 5R.
* **SL Buffer (multiplied by ATR):** Adds a small buffer to the Stop Loss, calculated using the ATR, to help prevent being stopped out by minor volatility.
* **Number of Trade History to Display:** Sets how many past trades are shown on the performance dashboard.
---
#### **Display Settings**
* **Enable Alerts:** Toggles alerts for new trade signals and when a trade is closed (for either a win or a loss).
***
### **คำอธิบายการตั้งค่า (ภาษาไทย)**
สคริปต์นี้ถูกออกแบบมาเพื่อวิเคราะห์โครงสร้างตลาดและหาจังหวะเข้าเทรดตามหลักการ Smart Money Concept (SMC) และ Inner Circle Trader (ICT) โดยผู้ใช้สามารถปรับแต่งค่าต่างๆ ได้ดังนี้
#### **การตั้งค่า Timeframe**
* **Higher Timeframe (HTF) - สำหรับโครงสร้างหลัก:** ใช้สำหรับกำหนดไทม์เฟรมที่ใหญ่กว่าเพื่อวิเคราะห์โครงสร้างตลาดหลัก (เช่น แนวโน้มหลัก) ค่าเริ่มต้นคือ 5 นาที
* **Lower Timeframe (LTF):** คือไทม์เฟรมปัจจุบันของกราฟที่คุณเปิดอยู่ ใช้สำหรับหาจังหวะการเข้าเทรดที่ละเอียดขึ้น
---
#### **การตั้งค่าโครงสร้างตลาด (Market Structure)**
* **ระยะมองหา Swing (HTF/LTF):** กำหนดจำนวนแท่งเทียนที่จะใช้ในการระบุจุดสูงสุด (Swing High) และจุดต่ำสุด (Swing Low) ทั้งในไทม์เฟรมหลักและไทม์เฟรมปัจจุบัน
* **สีเส้น Break of Structure (BOS):** กำหนดสีของเส้นที่บ่งบอกว่าราคาสามารถทะลุโครงสร้างเดิมไปในทิศทางเดียวกับแนวโน้ม
* **สีเส้น Change of Character (CHoCH):** กำหนดสีของเส้นที่บ่งบอกว่าราคาเริ่มมีการเปลี่ยนทิศทางของแนวโน้ม
---
#### **การตั้งค่าจุดสนใจ (Point of Interest)**
* **สี Order Block (Bullish/Bearish):** กำหนดสีของโซน "Order Block" (โซนที่คาดว่ามีคำสั่งซื้อขายรออยู่) สำหรับแนวโน้มขาขึ้นและขาลง
* **แสดงโซน Premium/Discount:** เปิด/ปิดการแสดงโซนราคาแพง (Premium) และราคาถูก (Discount) ซึ่งคำนวณจาก Swingล่าสุด เพื่อช่วยในการตัดสินใจว่าควรหาจังหวะซื้อหรือขาย
---
#### **การตั้งค่าการเข้าเทรดและจัดการความเสี่ยง**
* **รูปแบบการเข้าเทรด (Entry Type):** เป็นหัวใจสำคัญในการกำหนดกลยุทธ์ มี 4 รูปแบบให้เลือก:
1. **ยืนยันด้วยแท่งเทียน (Confirmation):** รอแท่งเทียนยืนยันการกลับตัวในโซน Order Block ก่อนเข้าเทรด (ปลอดภัยที่สุด)
2. **เข้าที่ขอบ OB ทันที (Limit Entry):** ตั้งคำสั่งรอเข้าเทรดที่ขอบของโซน Order Block ทันทีเมื่อราคาวิ่งเข้ามา
3. **เข้าที่ 50% ของ OB (Aggressive Limit):** ตั้งคำสั่งรอเข้าเทรดที่จุดกึ่งกลางของโซน Order Block เพื่อให้ได้ราคาที่ดีขึ้นแต่เสี่ยงกว่า
4. **ยืนยัน + SL ที่แท่งเทียน (Aggressive):** รอแท่งเทียนยืนยัน แล้ววางจุดตัดขาดทุน (Stop Loss) ไว้ที่ปลายไส้ของแท่งเทียนนั้นทันที เป็นรูปแบบที่ดุดันและมีความเสี่ยงสูงสุด
* **รูปแบบการวาง Stop Loss:** กำหนดตำแหน่งของจุดตัดขาดทุน โดยอิงจาก Order Block, Swing ล่าสุดใน LTF, หรือ Swing ล่าสุดใน HTF (ตัวเลือกนี้จะถูกข้ามไปหากเลือกเข้าเทรดแบบ "Aggressive SL")
* **รูปแบบ Take Profit:** กำหนดเป้าหมายการทำกำไร โดยสามารถเลือกเป็นจุดสภาพคล่อง (Liquidity) ใน HTF หรือกำหนดเป็นอัตราส่วนความเสี่ยงต่อผลตอบแทน (Risk/Reward Ratio) ตั้งแต่ 1R ถึง 5R
* **ระยะห่าง SL (คูณด้วย ATR):** เพิ่มระยะห่างของ Stop Loss เล็กน้อยโดยคำนวณจากค่า ATR เพื่อป้องกันการถูกเกี่ยว SL โดยไม่จำเป็น
* **จำนวนประวัติการเทรดที่จะแสดง:** กำหนดจำนวนผลการเทรดย้อนหลังที่จะแสดงบน Dashboard
---
#### **การตั้งค่าการแสดงผล**
* **เปิดใช้งานการแจ้งเตือน:** สามารถเปิด/ปิดการแจ้งเตือนเมื่อมีสัญญาณการเข้าเทรด หรือเมื่อการเทรดปิดลง (ทั้งกำไรและขาดทุน)
Position Trading Strategy - EMA + FVG (Conservative)claude.ai
# 📊 Conservative Position Trading Strategy - EMA + FVG
## 🎯 **Strategy Overview**
This indicator combines **Exponential Moving Averages (EMA)** with **Fair Value Gap (FVG)** analysis to identify high-probability trading opportunities. Designed specifically for **funded account traders** who need consistent, conservative performance with strict risk management.
---
## 🔧 **Key Features**
### ✅ **Smart Entry Scoring System (1-10 Scale)**
- **EMA Alignment**: 3 points maximum
- **Price Position**: 2 points maximum
- **Momentum Confirmation**: 2 points maximum
- **Volume Validation**: 1 point maximum
- **FVG Proximity**: 2 points maximum
### ✅ **Advanced Signal Filtering**
- **Confluence Filter**: Ensures strong trend alignment
- **Volatility Filter**: Avoids choppy market conditions
- **Time Separation**: Prevents overtrading
- **Enhanced Exit Logic**: Color-coded position tracking
### ✅ **Risk Management Features**
- **Pyramiding Control**: Configurable position scaling
- **Conservative Position Sizing**: Based on account risk
- **Smart Exit Conditions**: Protects profits and limits losses
---
## ⚙️ **Settings Configuration**
### 🎯 **Entry Signal Strength**
| Setting | Conservative | Moderate | Aggressive |
|---------|-------------|----------|------------|
| **Minimum Entry Score** | 8-9 | 7-8 | 6-7 |
| **FVG Threshold** | 0.20% | 0.15% | 0.10% |
| **Use Confluence Filter** | ✅ ON | ✅ ON | ❌ OFF |
| **Volatility Filter** | ✅ ON | ✅ ON | ❌ OFF |
**📝 Recommendation**: Start with **Conservative** settings for funded accounts, then adjust based on performance.
### 🏗️ **Pyramiding Configuration**
| Account Type | Pyramid Levels | Risk Per Trade | Max Drawdown Target |
|-------------|----------------|----------------|---------------------|
| **Funded Account** | 1-2 | 0.25-0.5% | <3% |
| **Personal Account** | 2-3 | 0.5-1.0% | <5% |
| **High Risk** | 3-4 | 1.0-2.0% | <10% |
### 🔧 **Recommended Settings by Trading Style**
#### 🛡️ **Ultra Conservative (Funded Accounts)**
```
Minimum Entry Score: 8
Pyramid Levels: 1
Risk Per Trade: 0.25%
FVG Threshold: 0.20%
Confluence Filter: ON
Volatility Filter: ON
Min Candle Separation: 8
```
#### ⚖️ **Balanced Approach**
```
Minimum Entry Score: 7
Pyramid Levels: 2
Risk Per Trade: 0.5%
FVG Threshold: 0.15%
Confluence Filter: ON
Volatility Filter: ON
Min Candle Separation: 5
```
#### 🎯 **Moderate Aggressive**
```
Minimum Entry Score: 6
Pyramid Levels: 3
Risk Per Trade: 1.0%
FVG Threshold: 0.10%
Confluence Filter: OFF
Volatility Filter: OFF
Min Candle Separation: 3
```
---
## 📈 **How to Use**
### 1️⃣ **Setup Process**
1. Add the indicator to your chart
2. Configure settings based on your account type
3. Set up alerts for entry/exit signals
4. Monitor the info table for real-time metrics
### 2️⃣ **Signal Interpretation**
- **Green Labels (L + Score)**: Long entry signals
- **Red Labels (S + Score)**: Short entry signals
- **Green EXIT L**: Long position exits
- **Magenta EXIT S**: Short position exits
### 3️⃣ **Info Table Monitoring**
- **Long/Short Score**: Current entry strength
- **Trend**: Overall market direction
- **Position**: Current position status
- **Pyramids**: Active scaling levels
- **Volatility**: Market condition assessment
---
## 🎨 **Visual Elements**
### 📊 **Chart Display**
- **Blue Line**: EMA 21 (Short-term trend)
- **Orange Line**: EMA 55 (Medium-term trend)
- **Red Line**: EMA 233 (Long-term trend)
- **Background Colors**: Subtle trend indication
- **Entry/Exit Labels**: Clear signal identification
### 📋 **Information Table**
Real-time dashboard showing:
- Current signal strength
- Position status
- Risk metrics
- Market conditions
---
## ⚠️ **Important Notes**
### 🔴 **Risk Disclaimers**
- **Past performance does not guarantee future results**
- **Always use proper risk management**
- **Test thoroughly on demo accounts first**
- **Funded account rules vary by provider**
### 💡 **Best Practices**
- **Backtest extensively** before live trading
- **Start with conservative settings**
- **Monitor maximum drawdown closely**
- **Keep detailed trading records**
- **Follow your funded account rules**
### 📅 **Recommended Timeframes**
- **Primary Analysis**: 4H, 1D
- **Entry Timing**: 1H, 15M
- **Avoid**: <15M timeframes
---
## 🎓 **Strategy Logic**
### 📈 **Entry Conditions**
1. **EMA Alignment**: Trend direction confirmation
2. **Price Position**: Above/below key EMAs
3. **Momentum**: RSI and price change validation
4. **Volume**: Above-average trading activity
5. **FVG Proximity**: Near unfilled gaps
### 📉 **Exit Conditions**
- EMA crossovers (trend change)
- Price breaks key support/resistance
- Momentum reversal signals
- Position management rules
---
## 🏆 **Performance Optimization**
### 📊 **For Better Results**
- **Combine with market structure analysis**
- **Use multiple timeframe confirmation**
- **Respect overall market trends**
- **Avoid trading during major news events**
### 🔧 **Customization Tips**
- **Adjust EMA periods** for different markets
- **Modify FVG threshold** based on volatility
- **Experiment with scoring weights**
- **Fine-tune risk parameters**
---
## 💬 **Community & Support**
### 📝 **Feedback Welcome**
- Share your settings and results
- Report any bugs or issues
- Suggest improvements
- Post your backtesting results
### 🤝 **Collaboration**
This strategy is designed to evolve with community input. Your feedback helps make it better for everyone!
---
## 🎯 **Final Recommendations**
### ✅ **Do:**
- Start conservative and adjust gradually
- Backtest thoroughly across different market conditions
- Keep detailed performance records
- Follow strict risk management rules
### ❌ **Don't:**
- Use maximum aggressive settings immediately
- Ignore drawdown limits
- Trade without proper backtesting
- Violate your funded account rules
---
**📞 Remember**: This indicator is a tool to assist your trading decisions. Always combine it with proper risk management, market analysis, and your own trading plan. Success in trading comes from discipline, patience, and continuous learning.
**🎯 Good luck and trade safely!**
Alpha Trader University - London Continuation StrategyAlpha Trader University - London Continuation Strategy Indicator
OVERVIEW:
This educational indicator implements the London Continuation Strategy, a session-based trading methodology that capitalizes on price continuation patterns between the Asia and London trading sessions. Designed to teach traders about session timing, market structure, and continuation strategies.
STRATEGY METHODOLOGY:
The London Continuation Strategy is based on the market principle that directional movements established during the Asia session often continue during the early London session, creating high-probability trading opportunities.
SESSION ANALYSIS FRAMEWORK:
1. ASIA SESSION (4:00-9:00 Dubai Time):
- Establishes initial market direction and sentiment
- Creates key support and resistance levels
- Provides the foundation for continuation bias
- Blue box visualization with range tracking
2. PRE-LONDON SESSION (9:00-11:00 Dubai Time):
- Transition period between major sessions
- Setup and preparation phase for London entries
- Confirmation or negation of Asia session bias
- Teal box visualization for monitoring
3. LONDON SESSION (11:00-12:00 Dubai Time):
- Primary entry window for continuation trades
- Highest probability period for strategy execution
- Green box labeled "Entry Window" for clear identification
- Optimal timing for trade execution
EDUCATIONAL VALUE:
- Learn session-based trading concepts and timing
- Understand market flow between major trading centers
- Develop skills in identifying continuation patterns
- Practice using session ranges for risk management
- Build foundation for advanced session strategies
TRADING APPLICATIONS:
- Entry Timing: Use London session start for optimal entry points
- Direction Bias: Follow Asia session directional momentum
- Risk Management: Utilize session ranges for stop-loss placement
- Target Setting: Project targets based on session volatility patterns
- Market Structure: Respect key session levels and range breaks
UNIQUE FEATURES:
- Dubai timezone optimization for Middle East traders
- Three-session comprehensive analysis framework
- Real-time session range tracking and visualization
- Customizable visual elements and colors
- Educational labels and clear entry window identification
TECHNICAL IMPLEMENTATION:
- Accurate timezone conversion (UTC to Dubai time)
- Dynamic session detection and range calculation
- Real-time box and label updates during active sessions
- Clean visual design with professional color coding
- Efficient memory management for optimal performance
CUSTOMIZATION OPTIONS:
- Session colors for personal preference
- Box border width adjustment
- Label size customization
- Visual element toggle capabilities
RISK MANAGEMENT INTEGRATION:
- Session range-based stop-loss guidance
- Volatility assessment through range analysis
- Clear entry and exit timing signals
- Structure-based risk parameter definition
This indicator transforms complex session analysis into a systematic, visual trading approach, helping traders understand market timing and develop disciplined continuation strategies.
EDUCATIONAL DISCLAIMER: This indicator is designed for educational purposes and strategy development. It should be used as part of a comprehensive trading plan with proper risk management. Past performance of any strategy does not guarantee future results. Always practice proper risk management and consider market conditions before trading.
ATR Stop-Loss with Fibonacci Take-Profit [jpkxyz]ATR Stop-Loss with Fibonacci Take-Profit Indicator
This comprehensive indicator combines Average True Range (ATR) volatility analysis with Fibonacci extensions to create dynamic stop-loss and take-profit levels. It's designed to help traders set precise risk management levels and profit targets based on market volatility and mathematical ratios.
Two Operating Modes
Default Mode (Rolling Levels)
In default mode, the indicator continuously plots evolving stop-loss and take-profit levels based on real-time price action. These levels update dynamically as new bars form, creating rolling horizontal lines across the chart. I use this mode primarily to plot the rolling ATR-Level which I use to trail my Stop-Loss into profit.
Characteristics:
Levels recalculate with each new bar
All selected Fibonacci levels display simultaneously
Uses plot() functions with trackprice=true for price tracking
Custom Anchor Mode (Fixed Levels)
This is the primary mode for precision trading. You select a specific timestamp (typically your entry bar), and the indicator locks all calculations to that exact moment, creating fixed horizontal lines that represent your actual trade levels.
Characteristics:
Entry line (blue) marks your anchor point
Stop-loss calculated using ATR from the anchor bar
Fibonacci levels projected from entry-to-stop distance
Lines terminate when price breaks through them
Includes comprehensive alert system
Core Calculation Logic
ATR Stop-Loss Calculation:
Stop Loss = Entry Price ± (ATR × Multiplier)
Long positions: SL = Entry - (ATR × Multiplier)
Short positions: SL = Entry + (ATR × Multiplier)
ATR uses your chosen smoothing method (RMA, SMA, EMA, or WMA)
Default multiplier is 1.5, adjustable to your risk tolerance
Fibonacci Take-Profit Projection:
The distance from entry to stop-loss becomes the base unit (1.0) for Fibonacci extensions:
TP Level = Entry + (Entry-to-SL Distance × Fibonacci Ratio)
Available Fibonacci Levels:
Conservative: 0.618, 1.0, 1.618
Extended: 2.618, 3.618, 4.618
Complete range: 0.0 to 4.764 (23 levels total)
Multi-Timeframe Functionality
One of the indicator's most powerful features is timeframe flexibility. You can analyze on one timeframe while using stop-loss and take-profit calculations from another.
Best Practices:
Identify your entry point on execution timeframe
Enable "Custom Anchor" mode
Set anchor timestamp to your entry bar
Select appropriate analysis timeframe
Choose relevant Fibonacci levels
Enable alerts for automated notifications
Example Scenario:
Analyse trend on 4-hour chart
Execute entry on 5-minute chart for precision
Set custom anchor to your 5-minute entry bar
Configure timeframe setting to "4h" for swing-level targets
Select appropriate Fibonacci Extension levels
Result: Precise entry with larger timeframe risk management
Visual Intelligence System
Line Behaviour in Custom Anchor Mode:
Active levels: Lines extend to the right edge
Hit levels: Lines terminate at the breaking bar
Entry line: Always visible in blue
Stop-loss: Red line, terminates when hit
Take-profits: Green lines (1.618 level in gold for emphasis)
Customisation Options:
Line width (1-4 pixels)
Show/hide individual Fibonacci levels
ATR length and smoothing method
ATR multiplier for stop-loss distance
200 EMA Touch DetectorThis indicator give a alert when price touches the 200 ema that help for long entry.
BK AK-SILENCER (P8N)🚨Introducing BK AK-SILENCER (P8N) — Institutional Order Flow Tracking for Silent Precision🚨
After months of meticulous tuning and refinement, I'm proud to unleash the next weapon in my trading arsenal—BK AK-SILENCER (P8N).
🔥 Why "AK-SILENCER"? The True Meaning
Institutions don’t announce their moves—they move silently, hidden beneath the noise. The SILENCER is built specifically to detect and track these stealth institutional maneuvers, giving you the power to hunt quietly, execute decisively, and strike precisely before the market catches on.
🔹 "AK" continues the legacy, honoring my mentor, A.K., whose teachings on discipline, precision, and clarity form the cornerstone of my trading.
🔹 "SILENCER" symbolizes the stealth aspect of institutional trading—quiet but deadly moves. This indicator equips you to silently track, expose, and capitalize on their hidden footprints.
🧠 What Exactly is BK AK-SILENCER (P8N)?
It's a next-generation Cumulative Volume Delta (CVD) tool crafted specifically for traders who hunt institutional order flow, combining adaptive volatility bands, enhanced momentum gradients, and precise divergence detection into a single deadly-accurate weapon.
Built for silent execution—tracking moves quietly and trading with lethal precision.
⚙️ Core Weapon Systems
✅ Institutional CVD Engine
→ Dynamically measures hidden volume shifts (buying/selling pressure) to reveal institutional footprints that price alone won't show.
✅ Adaptive AK-9 Bollinger Bands
→ Bollinger Bands placed around a custom CVD signal line, pinpointing exactly when institutional accumulation or distribution reaches critical extremes.
✅ Gradient Momentum Intelligence
→ Color-coded momentum gradients reveal the strength, speed, and silent intent behind institutional order flow:
🟢 Strong Bullish (aggressive buying)
🟡 Moderate Bullish (steady accumulation)
🔵 Neutral (balance)
🟠 Moderate Bearish (quiet distribution)
🔴 Strong Bearish (aggressive selling)
✅ Silent Divergence Detection
→ Instantly spots divergence between price and hidden volume—your earliest indication that institutions are stealthily reversing direction.
✅ Background Flash Alerts
→ Visually highlights institutional extremes through subtle background flashes, alerting you quietly yet powerfully when market-moving players make their silent moves.
✅ Structural & Institutional Clarity
→ Optional structural pivots, standard deviation bands, volume profile anchors, and session lines clearly identify the exact levels institutions defend or attack silently.
🛡️ Why BK AK-SILENCER (P8N) is Your Edge
🔹 Tracks Institutional Footprints—Silently identifies hidden volume signals of institutional intentions before they’re obvious.
🔹 Precision Execution—Cuts through noise, allowing you to execute silently, confidently, and precisely.
🔹 Perfect for Traders Using:
Elliott Wave
Gann Methods (Angles, Squares)
Fibonacci Time & Price
Harmonic Patterns
Market Profile & Order Flow Analysis
🎯 How to Use BK AK-SILENCER (P8N)
🔸 Institutional Reversal Hunting (Stealth Mode)
Bearish divergence + CVD breaking below lower BB → stealth short signal.
Bullish divergence + CVD breaking above upper BB → quiet, early long entry.
🔸 Momentum Confirmation (Silent Strength)
Strong bullish gradient + CVD above upper BB → follow institutional buying quietly.
Strong bearish gradient + CVD below lower BB → confidently short institutional selling.
🔸 Noise Filtering (Patience & Precision)
Neutral gradient (blue) → remain quiet, wait patiently to strike precisely when institutional activity resumes.
🔸 Structural Precision (Institutional Levels)
Optional StdDev, POC, Value Areas, Session Anchors clearly identify exact institutional defense/offense zones.
🙏 Final Thoughts
Institutions move in silence, leaving subtle footprints. BK AK-SILENCER (P8N) is your specialized weapon for tracking and hunting their quiet, decisive actions before the market reacts.
🔹 Dedicated in deep gratitude to my mentor, A.K.—whose silent wisdom shapes every line of code.
🔹 Engineered for the disciplined, quiet hunter who knows when to wait patiently and when to strike decisively.
Above all, honor and gratitude to Gd—the ultimate source of wisdom, clarity, and disciplined execution. Without Him, markets are chaos. With Him, we move silently, purposefully, and precisely.
⚡ Stay Quiet. Stay Precise. Hunt Silently.
🔥 BK AK-SILENCER (P8N) — Track the Silent Moves. Strike with Precision. 🔥
May Gd bless every silent step you take. 🙏
Lot Size Calculator (SL Percentage) - Futures ⚠️ IMPORTANT DISCLAIMER
This indicator is provided for educational and informational purposes only. The author assumes no responsibility for any financial losses, code errors, calculation mistakes, or trading decisions based on this tool. Use at your own risk and responsibility. Always manually verify calculations before opening real positions.
Contract size calculations are based on standard full-size futures contracts, not micro contracts (even though micro contracts are supported for identification).
Description
Money management tool for automatic calculation of optimal contract size (lot size) in futures trading. Supports over 50 futures instruments with pre-configured tick sizes and pip values for CME and other exchanges.
Supported Instruments
Currency Futures: 6J, 6E, 6B, 6A, 6C, 6S, 6N
Index Futures: ES, NQ, YM, RTY, MES, MNQ, MYM, M2K, NKD
Energy: CL, NG, HO, RB, QM
Metals: GC, SI, HG, MGC, SIL
Agricultural: ZC, ZS, ZW, HE, LE, ZO, ZR, ZM, ZL
Interest Rates: ZN, ZB, ZT, ZF
Crypto: MBT, MET
Others: VX
Main Parameters
Equity : Total available capital
Risk : Maximum risk percentage per trade
Stop Loss : Percentage distance of stop loss
Risk/Reward Ratio: Ratio to calculate take profit
Entry Price: Entry price (0 = current price)
Stop Loss Modes
Percentage Stop Loss (Use SL in % = ON):
Automatically calculates SL level as percentage from entry price
Example: Entry 100, SL 2% → Long SL at 98, Short SL at 102
Manual Stop Loss (Use SL in % = OFF):
Enter exact stop loss price directly
Greater precision for specific technical levels (support/resistance)
Interactive feature: You can drag the red stop loss line directly on the chart to modify the level in real-time
How to Use
Set equity and risk % according to your trading plan
Choose direction (Long/Short) and stop loss (percentage or price)
Enter entry price (optional)
Read the CONTRACT SIZE in the green table
Verify levels Entry/SL/TP on the graphic lines
Output
Information table with all parameters and highlighted CONTRACT SIZE
Graphic lines: Entry (blue), Stop Loss (red), Take Profit (green)
Configurable alerts with calculated values
Advantages
✅ Automatic calculation of optimal size
✅ Precise tick sizes for each instrument
✅ Systematic risk management
✅ Clear visual interface
✅ Multi-asset support on futures
Warnings
⚠️ Always verify that the instrument is recognized (no orange warning)
⚠️ Manually check calculations before trading
⚠️ Test in demo before using with real money
⚠️ Update regularly for any contract modifications
⚠️ DISCLAIMER IMPORTANTE
Questo indicatore è fornito esclusivamente a scopo educativo e informativo. L'autore non si assume alcuna responsabilità per eventuali perdite finanziarie, errori nel codice, calcoli errati o decisioni di trading basate su questo strumento. L'utilizzo è a proprio rischio e responsabilità. Si raccomanda di verificare sempre manualmente i calcoli prima di aprire posizioni reali.
I calcoli della dimensione del contratto sono basati su contratti futures standard full-size, non micro contratti (anche se i micro contratti sono supportati per l'identificazione).
Descrizione
Strumento di money management per il calcolo automatico della dimensione ottimale del contratto (lot size) nel trading di futures. Supporta oltre 50 strumenti futures con tick size e pip value pre-configurati per mercati CME e altri exchange.
Strumenti Supportati
Currency Futures: 6J, 6E, 6B, 6A, 6C, 6S, 6N
Index Futures: ES, NQ, YM, RTY, MES, MNQ, MYM, M2K, NKD
Energy: CL, NG, HO, RB, QM
Metals: GC, SI, HG, MGC, SIL
Agricultural: ZC, ZS, ZW, HE, LE, ZO, ZR, ZM, ZL
Interest Rates: ZN, ZB, ZT, ZF
Crypto: MBT, MET
Altri: VX
Parametri Principali
Equity : Capitale totale disponibile
Risk : Percentuale massima di rischio per trade
Stop Loss : Distanza percentuale dello stop loss
Risk/Reward Ratio: Rapporto per calcolare il take profit
Entry Price: Prezzo di entrata (0 = prezzo corrente)
Modalità Stop Loss
Stop Loss Percentuale (Use SL in % = ON):
Calcola automaticamente il livello SL come percentuale dal prezzo di entrata
Esempio: Entry 100, SL 2% → SL Long a 98, SL Short a 102
Stop Loss Manuale (Use SL in % = OFF):
Inserisci direttamente il prezzo esatto dello stop loss
Maggiore precisione per livelli tecnici specifici (supporti/resistenze)
Funzione interattiva: Puoi trascinare direttamente la linea rossa dello stop loss sul grafico per modificare il livello in tempo reale
Come Usare
Imposta equity e risk % secondo il tuo piano di trading
Scegli direzione (Long/Short) e stop loss (percentuale o prezzo)
Inserisci entry price (opzionale)
Leggi il CONTRACT SIZE nella tabella verde
Verifica i livelli Entry/SL/TP sulle linee grafiche
Output
Tabella informativa con tutti i parametri e il CONTRACT SIZE evidenziato
Linee grafiche: Entry (blu), Stop Loss (rosso), Take Profit (verde)
Alert configurabile con i valori calcolati
Vantaggi
✅ Calcolo automatico della size ottimale
✅ Tick size precisi per ogni strumento
✅ Risk management sistematico
✅ Interfaccia visiva chiara
✅ Supporto multi-asset su futures
Avvertenze
⚠️ Verifica sempre che lo strumento sia riconosciuto (no warning arancione)
⚠️ Controlla manualmente i calcoli prima di tradare
⚠️ Testa in demo prima dell'uso con denaro reale
⚠️ Aggiorna regolarmente per eventuali modifiche ai contratti
配對交易waynecoin製作2原始策略邏輯
只要zScore大於某個值(如2)就做空ETH做多BTC
只要zScore小於某個值(如-2)就做多ETH做空BTC
但這種方式有時訊號太多、容易假突破、勝率不穩定
優化邏輯目標
1. 降低訊號頻率,過濾掉沒意義的雜訊交易
2. 等到「明顯極端」再動手,讓每一單都更有「均值回歸」的機會
3. 進場後,避免被盤整來回洗掉,強制休息一段時間(冷卻期)再考慮下一單
1. 「極端區才做」:提高入場門檻
以前你設定zScore>2或<-2就進場,這個「門檻」容易被雜訊觸發。
優化方式:把門檻拉高(例如2.5或3),訊號只會在「非常極端」的狀態下才出現,減少亂進場。
2. 「回歸動能確認」:等它真的要回來再做
傳統做法常在zScore剛突破極端值時就馬上進場,結果價格還是繼續爆走,導致虧損。
優化方式:
先等zScore跑到極端區(>2.5或<-2.5),
等它「開始回頭」(例如:zScore從3往下跌,跌破2.5時才進場),
這樣能增加「回歸」動能,少做那種「突破後持續單邊爆走」的盤。
3. 「冷卻期」:強制休息、減少來回被巴
很多交易在平倉後,立刻又收到新訊號反向進場,容易被盤整來回磨。
優化方式:設一個「冷卻期」(例如15根K線),這段期間內不再產生新訊號,即使條件觸發也忽略,讓你有時間等下一波「真正有利的極端機會」。
主要變數說明
plotH:入場門檻(如2.5),zScore超過這個數才考慮進場。
cooldown:冷卻K線數,這段期間內無論有無訊號都不能再進新倉。
last_entry_bar:紀錄上次開倉的bar_index,用於計算冷卻期。
進場邏輯
如果zScore「向上」突破-plotH,並且目前不在冷卻期,則產生一個做多ETH/做空BTC訊號(標籤顯示)。
如果zScore「向下」突破plotH,且不在冷卻期,則產生做空ETH/做多BTC訊號。
每次有訊號進場後,都把last_entry_bar更新為當下K線的bar_index,進入冷卻期。
入場標準差原本設定2.5,但可自行設定峰值,數值設定越高,信號越少
冷卻k線數可以自己設定,當你設定的數值越高,信號越少
Look-Back Periodu也可以自己設定,數值越高回朔時間越長,信號越少
我一直在思考什麼樣的策略適合散戶交易
想了一年多只想到兩種交易
1.對沖策略只吃異常波動率
2.資金費率套利
當前先針對對沖策略來發佈
後續會繼續發表資費套利
**Original Strategy Logic**
As long as the zScore is greater than a certain value (e.g., 2), short ETH and long BTC.
As long as the zScore is less than a certain value (e.g., -2), long ETH and short BTC.
However, this approach sometimes generates too many signals, is prone to false breakouts, and has unstable win rates.
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**Optimization Goals**
1. Reduce signal frequency and filter out meaningless/noisy trades
2. Wait for "obvious extremes" before taking action, giving each trade a better chance at mean reversion
3. After entry, avoid getting chopped in sideways markets by enforcing a cooldown period before considering the next trade
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**1. "Only trade in extreme zones": Increase entry threshold**
Previously, you entered whenever zScore > 2 or < -2. This threshold is easily triggered by noise.
**Optimization:** Raise the threshold (e.g., to 2.5 or 3), so signals only appear in "very extreme" conditions, reducing random entries.
**2. "Confirm mean reversion momentum": Wait until it actually starts to revert**
The traditional approach often enters right when zScore first breaks the extreme value, but sometimes price keeps moving in the same direction, leading to losses.
**Optimization:**
* First, wait until zScore reaches the extreme zone (>2.5 or <-2.5),
* Then, wait for it to "start reverting" (for example, zScore falls back below 2.5 from above 3),
* Only enter then. This increases the likelihood of actual mean reversion and avoids getting caught in one-sided trends after the breakout.
**3. "Cooldown period": Force a rest and reduce getting chopped**
Many trades, after closing, immediately receive a new signal and reverse position, which often leads to losses in choppy markets.
**Optimization:** Set a "cooldown period" (e.g., 15 candles). During this time, no new signals are generated—even if conditions are met—allowing you to wait for the next "truly favorable extreme opportunity."
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**Key Variables**
* `plotH`: Entry threshold (e.g., 2.5). Only consider entries when zScore exceeds this value.
* `cooldown`: Number of cooldown candles. No new entries can be made during this period, regardless of signals.
* `last_entry_bar`: Records the bar\_index of the last entry, used to calculate the cooldown period.
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**Entry Logic**
* If zScore breaks upwards through -plotH and you’re not in a cooldown period, generate a long ETH/short BTC signal (show a label).
* If zScore breaks downwards through plotH and not in a cooldown period, generate a short ETH/long BTC signal.
* Every time you enter a trade, update `last_entry_bar` to the current bar\_index and enter the cooldown period.
The entry standard deviation threshold is originally set to 2.5, but you can set it to any peak value you prefer—the higher the value, the fewer the signals.
The cooldown candle count is also customizable; the higher the value, the fewer the signals.
The look-back period is adjustable as well; the higher it is, the longer the historical window considered, and the fewer the signals.
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I’ve been thinking for over a year about what kind of strategies are suitable for retail traders.
After all this time, I’ve only come up with two types:
1. Hedge strategies that only capture abnormal volatility
2. Funding rate arbitrage
Currently, I’m publishing the hedge strategy first.
I’ll continue to share funding rate arbitrage in the future.