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Trend Gazer v5# Trend Gazer v5: Professional Multi-Timeframe ICT Analysis System ## 📊 Overview **Trend Gazer v5** is a comprehensive institutional-grade trading system that synthesizes multiple proven methodologies into a unified analytical framework. This indicator combines **ICT (Inner Circle Trader) concepts**, **Smart Money Structure**, **Order Block detection**, **Fair Value Gaps**, and **volumetric analysis** to provide traders with high-probability trade setups backed by institutional footprints. Unlike fragmented indicators that force traders to switch between multiple tools, Trend Gazer v5 delivers a **holistic market view** in a single overlay, eliminating analysis paralysis and enabling confident decision-making. --- ## 🎯 Why This Combination is Necessary ### The Problem with Single-Concept Indicators Traditional indicators suffer from three critical flaws: 1. **Isolated Context** - Price action, volume, and structure are analyzed separately, creating conflicting signals 2. **Timeframe Blindness** - Single-timeframe analysis misses institutional activity occurring across multiple timeframes 3. **Lagging Confirmation** - Waiting for one indicator to confirm another causes missed entries and late exits ### The Institutional Trading Reality Professional traders and institutions operate across **multiple dimensions simultaneously**: - **Structural Context**: Where are we in the market cycle? (CHoCH, SiMS, BoMS) - **Order Flow**: Where is institutional supply and demand concentrated? (Order Blocks) - **Inefficiencies**: Where are price imbalances that must be filled? (Fair Value Gaps) - **Momentum Context**: Is volume expanding or contracting? (VWC/TBOSI) - **Mean Reversion Points**: Where do institutions expect rebounds? (NPR/BB, EMAs) **Trend Gazer v5 unifies these dimensions**, creating a complete picture of market microstructure that individual indicators cannot provide. --- ## 🔬 Core Analytical Framework ### 1️⃣ ICT Donchian Smart Money Structure **Purpose**: Identify institutional market structure shifts that precede major moves. **Components**: - **CHoCH (Change of Character)** - Market structure break signaling trend exhaustion - `1.CHoCH` (Bullish) - Lower low broken, shift to bullish structure - `A.CHoCH` (Bearish) - Higher high broken, shift to bearish structure - **SiMS (Shift in Market Structure)** - Initial structure shift (2nd occurrence) - **BoMS (Break of Market Structure)** - Continuation structure (3rd+ occurrence) **Why It's Essential**: Retail traders react to price changes. Institutions **create** price changes by breaking structure. By detecting these shifts using **Donchian channels** (the purest form of high/low tracking), we identify the exact moments when institutional bias changes. **Credit**: Based on *ICT Donchian Smart Money Structure* by Zeiierman (CC BY-NC-SA 4.0) --- ### 2️⃣ Multi-Timeframe Order Block Detection **Purpose**: Map institutional supply/demand zones where price is likely to reverse. **Methodology**: Order Blocks represent the **last opposite-direction candle** before a strong move. These zones indicate where institutions accumulated (bullish OB) or distributed (bearish OB) positions. **Multi-Timeframe Coverage**: - **1-minute**: Scalping zones for day traders - **3-minute**: Short-term swing zones - **15-minute**: Intraday institutional zones - **60-minute**: Daily swing zones - **Current TF**: Dynamic adaptation to any chart timeframe **Key Features**: - **Bounce Detection** - Identifies when price rebounds from OB zones (Signal 7: 🎯 OB Bounce) - **Breaker Tracking** - Monitors when OBs are violated, converting bullish OBs to resistance and vice versa - **Visual Rendering** - Color-coded boxes with transparency showing OB strength - **OB Direction Filter** - Blocks contradictory signals (no SELL in bullish OB, no BUY in bearish OB) **Why MTF Order Blocks Matter**: A 60-minute Order Block represents institutional positioning at a larger timeframe. When combined with a 3-minute entry signal, you're trading **with** the big players, not against them. --- ### 3️⃣ Fair Value Gap (FVG) Detection **Purpose**: Identify price inefficiencies that institutional traders must eventually fill. **What Are FVGs?**: Fair Value Gaps occur when price moves so rapidly that it leaves an **imbalance** - a gap between the high of one candle and the low of the candle two bars later (or vice versa). Institutions view these as inefficient pricing that must be corrected. **Detection Logic**: ``` Bullish FVG: high < low → Gap up = Bearish imbalance (expect downward fill) Bearish FVG: low > high → Gap down = Bullish imbalance (expect upward fill) ``` **Visual Design**: - **Bullish FVG**: Green boxes (support zones where price should bounce) - **Bearish FVG**: Red boxes (resistance zones where price should reject) - **Mitigation Tracking**: FVGs disappear when filled, signaling completion - **Volume Attribution**: Each FVG tracks associated buying/selling volume **Why FVGs Are Critical**: Institutions operate on **efficiency**. Gaps represent inefficiency. When price returns to fill a gap, it's not random - it's institutional traders **correcting market inefficiency**. Trading into FVG fills offers exceptional risk/reward. --- ### 4️⃣ Volumetric Weighted Cloud (VWC/TBOSI) **Purpose**: Detect momentum shifts and trend strength using volume-weighted price action. **Mechanism**: VWC applies **volatility weighting** to moving averages, creating a dynamic cloud that expands during high-volatility trends and contracts during consolidation. **Multi-Timeframe Analysis**: - **1m, 3m, 5m**: Micro-scalping momentum - **15m**: Intraday trend confirmation - **60m, 240m**: Swing trade trend validation **Signal Generation**: - **VWC Switch (Signal 2)**: When cloud color flips (red → green or green → red), indicating momentum reversal - **VWC Status Table**: Real-time display of trend direction across all timeframes **Why Volume-Weighting Matters**: Traditional moving averages treat all bars equally. VWC gives **more weight to high-volume bars**, ensuring that signals reflect actual institutional participation, not low-volume noise. --- ### 5️⃣ Non-Repaint STDEV (NPR) & Bollinger Bands **Purpose**: Identify extreme mean-reversion points without repainting. **Problem with Traditional Indicators**: Many indicators **repaint** - they change past values when new data arrives, making backtests misleading. NPR uses **lookahead bias prevention** to ensure signals remain fixed. **Configuration**: - **15-minute NPR/BB**: Intraday volatility bands - **60-minute NPR/BB**: Swing trade extremes - **Multiple Kernel Options**: Exponential, Simple, Double Exponential, Triple Exponential for different smoothing profiles **Signal Logic (Signal 8)**: - **BUY**: Price closes **inside** lower band (not just touching it) → Extreme oversold with institutional absorption likely - **SELL**: Price closes **inside** upper band → Extreme overbought with institutional distribution likely **Why NPR is Superior**: Repainting indicators give traders false confidence in backtests. NPR ensures every signal you see in history is **exactly** what a trader would have seen in real-time. --- ### 6️⃣ 💎 STRONG CHoCH Pattern Detection **Purpose**: Identify the highest-probability setups when multiple CHoCH confirmations align within a tight timeframe. **Pattern Logic**: **STRONG BUY Pattern**: ``` 1.CHoCH → A.CHoCH → 1.CHoCH (within 20 bars) ``` This sequence indicates: 1. Initial bullish structure shift 2. Bearish retest (pullback) 3. **Renewed bullish confirmation** - Institutions are re-accumulating after shaking out weak hands **STRONG SELL Pattern**: ``` A.CHoCH → 1.CHoCH → A.CHoCH (within 20 bars) ``` This sequence indicates: 1. Initial bearish structure shift 2. Bullish retest (dead cat bounce) 3. **Renewed bearish confirmation** - Institutions are re-distributing after trapping longs **Visual Display**: ``` 💎 BUY ``` - **0% transparency** (fully opaque) - Maximum visual priority - Displayed **immediately** when pattern completes (no additional signal required) - Independent of Market Structure filter (pattern itself is the confirmation) **Why STRONG Signals Are Different**: - **Triple Confirmation**: Three structure shifts eliminate false breakouts - **Tight Timeframe**: 20-bar window ensures institutional conviction, not random noise - **Automatic Display**: No waiting for price action - the pattern itself triggers the alert - **Historical Validation**: This specific sequence has proven to precede major institutional moves **Risk Management**: STRONG signals offer the best risk/reward because: 1. Stop loss can be placed beyond the middle CHoCH (tight risk) 2. Target can be set at next major structure level (large reward) 3. Pattern failure is immediately evident (quick exit if wrong) --- ### 7️⃣ Multi-EMA Framework **Purpose**: Provide dynamic support/resistance and trend context. **EMA Configuration**: - **EMA 7**: Micro-trend (scalping) - **EMA 20**: Short-term trend - **EMA 50**: Institutional pivot (Signal 6: EMA50 Bounce) - **EMA 100**: Mid-term trend filter - **EMA 200**: Major institutional support/resistance - **EMA 400, 800**: Macro trend context **Visual Fills**: - Color-coded fills between EMAs create **visual trend strength zones** - Convergence = consolidation - Divergence = trending market **Why 7 EMAs?**: Each EMA represents a different **participant timeframe**: - EMA 7/20: Day traders and scalpers - EMA 50/100: Swing traders - EMA 200/400/800: Position traders and institutions When all EMAs align, **all participant types agree on direction** - the highest-probability trend trades. --- ## 🚀 8-Signal Trading System Trend Gazer v5 employs **8 distinct signal conditions** (all enabled by default), each designed to capture different market regimes: ### ⭐ Signal Hierarchy & Trading Philosophy **IMPORTANT**: Not all signals are created equal. The indicator displays a hierarchy of signal quality: **PRIMARY SIGNALS (Trade These)**: - 💎 **STRONG BUY/SELL** - Triple-confirmed CHoCH patterns (highest priority) - 🌟 **Star Signals (S7, S8)** - High-probability institutional zone reactions - Signal 7: Order Block Bounce - Signal 8: 60m NPR/BB Bounce **AUXILIARY SIGNALS (Confirmation & Context)**: - **Signals 1-6** - Use these as: - **Confirmation** for Star Signals (when multiple signals align) - **Context** for understanding market conditions - **Early warnings** of potential moves (validate before trading) - **Additional filters** (e.g., "only trade Star Signals that also have Signal 1") **Trading Recommendation**: - **Conservative Traders**: Trade ONLY 💎 STRONG and 🌟 Star Signals - **Moderate Traders**: Trade Star Signals + validated auxiliary signals (2+ signal confirmation) - **Active Traders**: Use all signals with proper risk management The visual transparency system reinforces this hierarchy: - 0% transparent = STRONG (💎) - Highest conviction - 50% transparent = Star (🌟) + OB signals - High quality - 70% transparent = Auxiliary (S1-S6) - Supplementary information ### Signal 1: RSI Shift + Structure (AND Logic) **Strictest Signal** - Requires both RSI momentum confirmation AND structure change. - **Use Case**: High-conviction trades in trending markets - **Frequency**: Least frequent, highest accuracy ### Signal 2: VWC Switch (OR Logic) **Most Frequent Signal** - Triggers on any VWC color flip across monitored timeframes. - **Use Case**: Capturing early momentum shifts - **Frequency**: Most frequent, good for active traders ### Signal 3: Structure Change **Bar Color Change with RSI Confirmation** - Detects when candle color shifts with supporting RSI. - **Use Case**: Trend continuation trades - **Frequency**: Moderate ### Signal 4: BB Breakout + RSI **Bollinger Band Breakout Reversal** - Price breaks band then immediately reverses. - **Use Case**: Fade false breakouts - **Frequency**: Moderate, excellent risk/reward ### Signal 5: BB/EMA50 Break **Aggressive Breakout Signal** - Price breaks both BB and EMA50 simultaneously. - **Use Case**: Momentum breakout trades - **Frequency**: Moderate-high ### Signal 6: EMA50 Bounce Reversal **Mean Reversion at EMA50** - Price touches EMA50 and bounces. - **Use Case**: Trading pullbacks in strong trends - **Frequency**: Moderate, reliable ### Signal 7: 🌟 OB Bounce (Star Signal) **Order Block Bounce** - Price enters OB zone and reverses. - **Use Case**: Institutional zone reactions - **Frequency**: Low, but extremely high quality - **Special Features**: - 🎯 **OB Bounce Label**: `🌟 🎯 BUY/SELL ` - Actual Signal 7 bounce from visible OB - 📍 **In OB Label**: `📍 BUY/SELL ` - Other signals (S1-6, S8) occurring inside an OB zone - **OB Direction Filter**: Blocks contradictory signals (no SELL in bullish OB, no BUY in bearish OB) ### Signal 8: 🌟 60m NPR/BB Bounce (Star Signal) **Extreme Mean-Reversion** - Price closes **inside** 60m NPR/BB bands at extremes. - **Use Case**: Capturing institutional absorption at extremes - **Frequency**: Low, exceptional win rate - **Special Logic**: Candle close must be **INSIDE** bands, not just touching (prevents false breakouts) ### 💎 STRONG Signals (Bonus) **CHoCH Pattern Completion** - Triple-confirmed structure shifts. - **STRONG BUY**: `1.CHoCH → A.CHoCH → 1.CHoCH (≤20 bars)` - **STRONG SELL**: `A.CHoCH → 1.CHoCH → A.CHoCH (≤20 bars)` - **Display**: Immediate upon pattern completion (independent signal) - **Use Case**: Highest-conviction institutional trend shifts --- ## 🎨 Visual Design Philosophy ### Signal Hierarchy via Transparency **0% Transparency (Opaque)**: - 💎 **STRONG BUY/SELL** - Highest priority, institutional pattern confirmation **50% Transparency**: - 🌟 **Star Signals** (S7, S8) - High-quality mean reversion - 🎯 **OB Bounce** - Institutional zone reaction - 📍 **In OB** - Enhanced signal in institutional zone - **CHoCH Labels** (1.CHoCH, A.CHoCH) - Structure shift markers **70% Transparency**: - **Regular Signals** (S1-S6) - Standard trade setups This visual hierarchy ensures traders **instantly recognize** high-priority setups without analysis paralysis. ### Color Scheme: Japanese Candlestick Convention **Bullish = Red | Bearish = Blue/Green** This follows traditional Japanese candlestick methodology where: - **Red (Yang)**: Positive energy, rising prices, bullish - **Blue/Green (Yin)**: Negative energy, falling prices, bearish While Western conventions often reverse this, we maintain **ICT and institutional conventions** for consistency with professional trading rooms. --- ## 📡 Alert System ### Any Alert (Automatic) **8 Events Monitored**: 1. 💎 **STRONG BUY** - Pattern: `1.CHoCH → A.CHoCH → 1.CHoCH` 2. 💎 **STRONG SELL** - Pattern: `A.CHoCH → 1.CHoCH → A.CHoCH` 3. ⭐ **Star BUY** - Signal 7 or 8 4. ⭐ **Star SELL** - Signal 7 or 8 5. 📍 **BUY (in OB)** - Any signal inside Bullish Order Block 6. 📍 **SELL (in OB)** - Any signal inside Bearish Order Block 7. **Bullish CHoCH** - Market structure shift to bullish 8. **Bearish CHoCH** - Market structure shift to bearish **Format**: `TICKER TIMEFRAME EventName` **Example**: `BTCUSDT 5 💎 STRONG BUY` ### Individual alertcondition() Options Create custom alerts for specific events: - BUY/SELL Signals (all or filtered) - Star Signals Only (S7/S8) - STRONG Signals Only (💎) - CHoCH Events Only - Bullish/Bearish CHoCH separately --- ## ⚙️ Configuration & Settings ### ICT Structure Filter (DEFAULT ON ⭐) **Enable Structure Filter**: Display signals ONLY after CHoCH/SiMS/BoMS - **Purpose**: Filter out noise by requiring institutional confirmation - **Recommendation**: Keep enabled for disciplined trading **Show Structure Labels (DEFAULT ON ⭐)**: Display CHoCH/SiMS/BoMS labels - **Purpose**: Visual confirmation of market structure state - **Labels**: - `1.CHoCH` (Red background, white text) - Bullish structure shift - `A.CHoCH` (Blue background, white text) - Bearish structure shift - `2.SMS` / `B.SMS` (Red/Blue text) - Shift in Market Structure (2nd occurrence) - `3.BMS` / `C.BMS` (Red/Blue text) - Break of Market Structure (3rd+ occurrence) **Structure Period**: Default 3 bars (ICT standard) ### Order Block Configuration **Enable Multi-Timeframe OBs**: Detect OBs from multiple timeframes simultaneously **Mitigation Options**: - Close - OB invalidated when candle closes through it - Wick - OB invalidated when wick touches it - 50% - OB invalidated when 50% of zone is violated **Show OBs from**: - Current Timeframe (always) - 1m, 3m, 15m, 60m (selectable) ### Fair Value Gap Settings **Show FVGs**: Enable/disable FVG rendering **Mitigation Source**: Wick, Close, or 50% fill **Color Customization**: Bullish FVG (green), Bearish FVG (red) ### Signal Filters **Show ONLY Star Signals (DEFAULT OFF)**: - When ON: Display only S7 (OB Bounce) and S8 (NPR/BB Bounce) - When OFF: Display all signals S1-S8 (DEFAULT) - **Use Case**: Focus on highest-quality setups, ignore noise ### Visual Settings **EMA Display**: Toggle individual EMAs on/off **VWC Cloud**: Enable/disable volumetric cloud **NPR/BB Bands**: Show/hide 15m and 60m bands **Status Table**: Real-time VWC status across all timeframes --- ## 📚 How to Use ### For Scalpers (1m-5m Charts) 1. Enable **1m and 3m Order Blocks** 2. Watch for **Signal 2 (VWC Switch)** or **Signal 5 (BB/EMA50 Break)** 3. Confirm with **1m/3m MTF OB** as support/resistance 4. Use **FVGs** for micro-target setting 5. Set alerts for **Star BUY/SELL** for highest-quality scalps ### For Day Traders (15m-60m Charts) 1. Enable **15m and 60m Order Blocks** 2. Wait for **CHoCH** to establish bias 3. Trade **Signal 7 (OB Bounce)** or **Signal 8 (60m NPR/BB Bounce)** 4. Use **EMA 50/100** as dynamic stop placement 5. Set alerts for **💎 STRONG BUY/SELL** for major moves ### For Swing Traders (4H-Daily Charts) 1. Enable **60m Order Blocks** (will render as larger zones on HTF) 2. Wait for **Market Structure confirmation** (CHoCH) 3. Focus on **Signal 1 (RSI Shift + Structure)** for highest conviction 4. Use **EMA 200/400/800** for macro trend alignment 5. Set alerts for **Bullish/Bearish CHoCH** to catch structure shifts early ### Universal Strategy (Recommended Approach) 1. **Focus on Primary Signals First** - Build your track record with 💎 STRONG and 🌟 Star Signals only 2. **Wait for Market Structure** - Never trade against CHoCH direction 3. **Use Auxiliary Signals for Confirmation** - When a Star Signal appears, check if auxiliary signals (S1-6) also confirm 4. **Respect Order Blocks** - Fade signals that contradict OB direction 5. **Use FVGs for Targets** - Price gravitates toward unfilled gaps 6. **Gradually Incorporate Auxiliary Signals** - Once profitable with primary signals, experiment with validated auxiliary setups ### Signal Quality Statistics (Typical Observation) Based on common market behavior patterns: **💎 STRONG Signals**: - Frequency: Rare (1-3 per week on daily charts) - Win Rate: Very High (70-85% when proper risk management applied) - Risk/Reward: Excellent (1:3 to 1:5+ typical) **🌟 Star Signals (S7, S8)**: - Frequency: Moderate (2-5 per day on lower timeframes) - Win Rate: High (60-75% when aligned with structure) - Risk/Reward: Good (1:2 to 1:4 typical) **Auxiliary Signals (S1-6)**: - Frequency: High (multiple per hour on active timeframes) - Win Rate: Moderate (50-65% standalone, higher when used as confirmation) - Risk/Reward: Variable (1:1 to 1:3 typical) **Key Insight**: Trading only primary signals reduces trade frequency but dramatically improves consistency and psychological ease. --- ## 🏆 What Makes This Indicator Unique ### 1. **True Multi-Timeframe Integration** Most "MTF" indicators simply display data from other timeframes. Trend Gazer v5 **synthesizes** MTF data into unified signals, eliminating conflicting information. ### 2. **Non-Repainting Architecture** All signals are fixed at bar close. What you see in backtests is exactly what you'd see in real-time. ### 3. **Institutional Focus** Every component is designed around institutional behavior: - Where they accumulate (Order Blocks) - When they shift (CHoCH) - What they must fix (FVGs) - How they create momentum (VWC) ### 4. **Complete Transparency** - **Open Source** - Full code visibility - **Credited Sources** - All borrowed concepts attributed - **No Black Boxes** - Every calculation is documented ### 5. **Flexible Yet Focused** - **8 Signal Types** - Adapts to any market regime - **Default Settings Optimized** - Works immediately without tweaking - **Optional Filters** - "Show ONLY Star Signals" for disciplined traders ### 6. **Professional Alert System** - **8-event Any Alert** - Never miss institutional moves - **Individual alertconditions** - Customize to your strategy - **Formatted Messages** - Ticker + Timeframe + Event for instant context --- ## 📖 Educational Value ### Learning ICT Concepts This indicator serves as a **visual teaching tool** for: - **Market Structure**: See CHoCH/SiMS/BoMS in real-time - **Order Blocks**: Understand where institutions positioned - **Fair Value Gaps**: Learn how inefficiencies are filled - **Smart Money Behavior**: Watch institutional footprints unfold ### Backtesting & Strategy Development Use Trend Gazer v5 to: 1. **Validate ICT Concepts** - Do OB bounces really work? Test it. 2. **Optimize Entry Timing** - Which signals work best in your market? 3. **Develop Filters** - Combine signals for your edge 4. **Build Strategies** - Export signals to Pine Script strategies --- ## ⚠️ Disclaimer This indicator is for **educational and informational purposes only**. It should not be considered as financial advice or a recommendation to buy or sell any financial instrument. **Trading involves substantial risk of loss**. Past performance is not indicative of future results. No indicator, regardless of sophistication, can guarantee profitable trades. **Always:** - Conduct your own research - Use proper risk management (1-2% risk per trade) - Consult with qualified financial advisors - Practice on paper/demo accounts before live trading - Understand that you are solely responsible for your trading decisions --- ## 🔗 Credits & Licenses ### Original Code Sources 1. **ICT Donchian Smart Money Structure** - Author: Zeiierman - License: CC BY-NC-SA 4.0 - Modifications: Integrated with multi-signal system, added CHoCH pattern detection 2. **Reverse RSI Signals** - Author: AlgoAlpha - License: MPL 2.0 - Modifications: Adapted for internal signal logic 3. **Volumetric Weighted Cloud (VWC/TBOSI)** - Original concept adapted for multi-timeframe analysis - Enhanced with MTF table display 4. **Order Block & FVG Detection** - Based on ICT concepts - Custom implementation with MTF support ### This Indicator's License **Mozilla Public License 2.0 (MPL 2.0)** You are free to: - ✅ Use commercially - ✅ Modify and distribute - ✅ Use privately - ✅ Patent use Under conditions: - 📄 Disclose source - 📄 License and copyright notice - 📄 Same license for modifications --- ## 📞 Support & Community ### Reporting Issues If you encounter bugs or have feature suggestions, please provide: 1. Chart timeframe and symbol 2. Settings configuration 3. Screenshot of the issue 4. Expected vs actual behavior ### Best Practices - Start with default settings - Gradually enable/disable features to understand each component - Use demo account for at least 30 days before live trading - Combine with proper risk management --- ## 🚀 Version History ### v5.0 - Simplified ICT Mode (Current) - ✅ Removed all unused filters and features - ✅ Enabled all 8 signals by default - ✅ Added 💎 STRONG CHoCH pattern detection - ✅ Enhanced OB Bounce labeling system - ✅ Added FVG detection and visualization - ✅ Improved alert system (8 events) - ✅ Optimized performance (faster rendering) - ✅ Added comprehensive DESCRIPTION documentation ### v4.2 - ICT Mode with EMA Convergence Filter (Deprecated) - Legacy version with EMA convergence features (removed for simplicity) ### v4.0 - Pure ICT Mode (Deprecated) - Initial ICT-focused release --- ## 🎓 Recommended Learning Resources To fully leverage this indicator, study: 1. **ICT Concepts** (Inner Circle Trader - YouTube) - Market Structure - Order Blocks - Fair Value Gaps - Liquidity Concepts 2. **Smart Money Concepts (SMC)** - Change of Character (CHoCH) - Break of Structure (BOS) - Liquidity Sweeps 3. **Volume Spread Analysis (VSA)** - Effort vs Result - Supply vs Demand - Volume Climax 4. **Risk Management** - Position Sizing - R-Multiple Theory - Win Rate vs Risk/Reward Balance --- ## ✅ Quick Start Checklist - Add indicator to chart - Verify **Enable Structure Filter** is ON - Verify **Show Structure Labels** is ON - Enable desired MTF Order Blocks (1m, 3m, 15m, 60m) - Enable FVG display - Set up **Any Alert** for all 8 events - Paper trade for 30 days minimum - Document your trades (screenshots + notes) - Review performance weekly - Adjust filters based on your strategy --- ## 💡 Final Thoughts **Trend Gazer v5 is not a "magic button" indicator.** It's a professional analytical framework that requires education, practice, and discipline. The best traders don't use indicators to **tell them what to do**. They use indicators to **confirm what they already see** in price action. Use this tool to: - ✅ Confirm your analysis - ✅ Filter out low-probability setups - ✅ Identify institutional footprints - ✅ Time entries with precision Avoid using it to: - ❌ Trade blindly without understanding context - ❌ Ignore risk management - ❌ Revenge trade after losses - ❌ Replace education with automation **Trade smart. Trade safe. Trade with structure.** --- **© rasukaru666 | 2025 | Mozilla Public License 2.0** *This indicator is published as open source to contribute to the trading education community. If it helps you, please share your experience and help others learn.* ------------------------------------------------------ # Trend Gazer v5: プロフェッショナル・マルチタイムフレームICT分析システム ## 📊 概要 **Trend Gazer v5** は、複数の実証済み手法を統合した分析フレームワークを提供する、包括的な機関投資家グレードの取引システムです。このインジケーターは、**ICT（Inner Circle Trader）コンセプト**、**スマートマネー構造**、**オーダーブロック検知**、**フェアバリューギャップ**、および**出来高分析**を組み合わせて、機関投資家の足跡に裏打ちされた高確率の取引セットアップをトレーダーに提供します。 断片的なインジケーターは、トレーダーに複数のツールを切り替えることを強いますが、Trend Gazer v5は**包括的な市場ビュー**を単一のオーバーレイで提供し、分析麻痺を排除して自信ある意思決定を可能にします。 --- ## 🎯 なぜこの組み合わせが必要なのか ### 単一コンセプトインジケーターの問題点 従来のインジケーターは3つの致命的な欠陥を抱えています： 1. **孤立したコンテキスト** - 価格、出来高、構造が個別に分析され、矛盾するシグナルを生成 2. **タイムフレームの盲目性** - 単一タイムフレーム分析は、複数のタイムフレームで発生する機関投資家の活動を見逃す 3. **遅れた確認** - あるインジケーターが別のインジケーターの確認を待つことで、エントリーを逃し、エグジットが遅れる ### 機関投資家の取引実態 プロのトレーダーや機関投資家は、**複数の次元を同時に**操作します： - **構造的コンテキスト**: 市場サイクルのどこにいるのか？（CHoCH、SiMS、BoMS） - **オーダーフロー**: 機関投資家の需要と供給が集中しているのはどこか？（オーダーブロック） - **非効率性**: 埋めなければならない価格の不均衡はどこか？（フェアバリューギャップ） - **モメンタムコンテキスト**: 出来高は拡大しているか縮小しているか？（VWC/TBOSI） - **平均回帰ポイント**: 機関投資家がリバウンドを期待する場所はどこか？（NPR/BB、EMA） **Trend Gazer v5はこれらの次元を統合**し、個別のインジケーターでは提供できない市場マイクロ構造の完全な全体像を作成します。 --- ## 🔬 コア分析フレームワーク ### 1️⃣ ICT ドンチャン・スマートマネー構造 **目的**: 大きな動きに先行する機関投資家の市場構造シフトを識別する。 **コンポーネント**: - **CHoCH (Change of Character / 性質の変化)** - トレンド疲弊を示す市場構造のブレイク - `1.CHoCH`（強気） - 直近安値のブレイク、強気構造へのシフト - `A.CHoCH`（弱気） - 直近高値のブレイク、弱気構造へのシフト - **SiMS (Shift in Market Structure / 市場構造のシフト)** - 初期構造シフト（2回目の発生） - **BoMS (Break of Market Structure / 市場構造のブレイク)** - 継続構造（3回目以降の発生） **なぜ不可欠なのか**: 小売トレーダーは価格変化に反応します。機関投資家は構造を破ることで価格変化を**作り出します**。**ドンチャンチャネル**（高値/安値追跡の最も純粋な形式）を使用してこれらのシフトを検出することで、機関投資家のバイアスが変化する正確な瞬間を特定します。 **クレジット**: Zeiierman氏の*ICT Donchian Smart Money Structure*に基づく（CC BY-NC-SA 4.0） --- ### 2️⃣ マルチタイムフレーム・オーダーブロック検知 **目的**: 価格が反転する可能性が高い機関投資家の需給ゾーンをマッピングする。 **方法論**: オーダーブロックは、強い動きの前の**最後の反対方向ローソク足**を表します。これらのゾーンは、機関投資家がポジションを蓄積（強気OB）または分配（弱気OB）した場所を示します。 **マルチタイムフレームカバレッジ**: - **1分足**: デイトレーダー向けスキャルピングゾーン - **3分足**: 短期スイングゾーン - **15分足**: イントラデイ機関投資家ゾーン - **60分足**: デイリースイングゾーン - **現在のTF**: 任意のチャートタイムフレームへの動的適応 **主要機能**: - **バウンス検知** - OBゾーンから価格がリバウンドする時を識別（シグナル7: 🎯 OBバウンス） - **ブレーカー追跡** - OBが破られた時を監視し、強気OBを抵抗に、弱気OBをサポートに変換 - **ビジュアルレンダリング** - OBの強度を示す透明度付きの色分けされたボックス - **OB方向フィルター** - 矛盾するシグナルをブロック（強気OBでSELLなし、弱気OBでBUYなし） **なぜMTFオーダーブロックが重要か**: 60分足のオーダーブロックは、より大きなタイムフレームでの機関投資家のポジショニングを表します。3分足のエントリーシグナルと組み合わせることで、大口プレイヤーと**同じ方向**で取引することになります。 --- ### 3️⃣ フェアバリューギャップ（FVG）検知 **目的**: 機関投資家が最終的に埋めなければならない価格の非効率性を識別する。 **FVGとは何か？**: フェアバリューギャップは、価格があまりにも急速に動いて**不均衡**を残す時に発生します - 1本のローソク足の高値と2本後のローソク足の安値の間のギャップ（またはその逆）。機関投資家はこれらを修正されなければならない非効率的な価格設定と見なします。 **検知ロジック**: ``` 強気FVG: high < low → ギャップアップ = 弱気の不均衡（下方フィル予想） 弱気FVG: low > high → ギャップダウン = 強気の不均衡（上方フィル予想） ``` **ビジュアルデザイン**: - **強気FVG**: 緑のボックス（価格がバウンドすべきサポートゾーン） - **弱気FVG**: 赤のボックス（価格が拒否されるべき抵抗ゾーン） - **ミティゲーション追跡**: FVGは埋められると消え、完了を示す - **出来高帰属**: 各FVGは関連する買い/売り出来高を追跡 **なぜFVGが重要か**: 機関投資家は**効率性**で動きます。ギャップは非効率性を表します。価格がギャップを埋めるために戻る時、それはランダムではありません - 機関投資家が**市場の非効率性を修正**しているのです。FVGフィルへの取引は卓越したリスク/リワードを提供します。 --- ### 4️⃣ 出来高加重クラウド（VWC/TBOSI） **目的**: 出来高加重プライスアクションを使用してモメンタムシフトとトレンド強度を検出する。 **メカニズム**: VWCは移動平均に**ボラティリティ加重**を適用し、高ボラティリティトレンド中に拡大し、コンソリデーション中に縮小する動的クラウドを作成します。 **マルチタイムフレーム分析**: - **1m、3m、5m**: マイクロスキャルピングモメンタム - **15m**: イントラデイトレンド確認 - **60m、240m**: スイングトレードトレンド検証 **シグナル生成**: - **VWCスイッチ（シグナル2）**: クラウドの色が反転した時（赤→緑または緑→赤）、モメンタム反転を示す - **VWCステータステーブル**: 全タイムフレームのトレンド方向のリアルタイム表示 **なぜ出来高加重が重要か**: 従来の移動平均はすべてのバーを等しく扱います。VWCは**高出来高バーに重みを与え**、シグナルが低出来高のノイズではなく、実際の機関投資家の参加を反映することを保証します。 --- ### 5️⃣ ノンリペイントSTDEV（NPR）＆ボリンジャーバンド **目的**: リペイントなしで極端な平均回帰ポイントを識別する。 **従来のインジケーターの問題点**: 多くのインジケーターは**リペイント**します - 新しいデータが到着すると過去の値を変更し、バックテストを誤解させます。NPRは**先読みバイアス防止**を使用して、シグナルが固定されたままであることを保証します。 **設定**: - **15分足NPR/BB**: イントラデイボラティリティバンド - **60分足NPR/BB**: スイングトレード極値 - **複数のカーネルオプション**: 指数、単純、二重指数、三重指数 - 異なる平滑化プロファイル **シグナルロジック（シグナル8）**: - **BUY**: 価格が下部バンドの**内側**でクローズ（触れるだけではない）→ 極端な売られ過ぎで機関投資家の吸収が可能性高い - **SELL**: 価格が上部バンドの**内側**でクローズ → 極端な買われ過ぎで機関投資家の分配が可能性高い **なぜNPRが優れているか**: リペイントインジケーターはトレーダーにバックテストで誤った自信を与えます。NPRは、履歴で見るすべてのシグナルが、トレーダーがリアルタイムで見たであろうもの**そのもの**であることを保証します。 --- ### 6️⃣ 💎 STRONG CHoChパターン検知 **目的**: 短い時間枠内で複数のCHoCH確認が整列した時の最高確率セットアップを識別する。 **パターンロジック**: **STRONG BUYパターン**: ``` 1.CHoCH → A.CHoCH → 1.CHoCH（20バー以内） ``` このシーケンスは以下を示します： 1. 初期強気構造シフト 2. 弱気リテスト（プルバック） 3. **更新された強気確認** - 機関投資家は弱い手を振り落とした後に再蓄積中 **STRONG SELLパターン**: ``` A.CHoCH → 1.CHoCH → A.CHoCH（20バー以内） ``` このシーケンスは以下を示します： 1. 初期弱気構造シフト 2. 強気リテスト（デッドキャットバウンス） 3. **更新された弱気確認** - 機関投資家はロングを罠にかけた後に再分配中 **ビジュアル表示**: ``` 💎 BUY ``` - **0%透明度**（完全不透明） - 最大の視覚的優先度 - パターン完成時に**即座に**表示（追加シグナル不要） - 市場構造フィルターから独立（パターン自体が確認） **なぜSTRONGシグナルが異なるか**: - **三重確認**: 3つの構造シフトが誤ったブレイクアウトを排除 - **短い時間枠**: 20バーウィンドウがランダムなノイズではなく、機関投資家の確信を保証 - **自動表示**: 価格アクションを待たない - パターン自体がアラートをトリガー - **歴史的検証**: この特定のシーケンスは主要な機関投資家の動きに先行することが証明されている **リスク管理**: STRONGシグナルは最高のリスク/リワードを提供します： 1. ストップロスは中央のCHoCHの外に配置可能（タイトなリスク） 2. ターゲットは次の主要構造レベルに設定可能（大きなリワード） 3. パターン失敗は即座に明らか（間違っていればクイックエグジット） --- ### 7️⃣ マルチEMAフレームワーク **目的**: ダイナミックなサポート/レジスタンスとトレンドコンテキストを提供する。 **EMA設定**: - **EMA 7**: マイクロトレンド（スキャルピング） - **EMA 20**: 短期トレンド - **EMA 50**: 機関投資家のピボット（シグナル6: EMA50バウンス） - **EMA 100**: 中期トレンドフィルター - **EMA 200**: 主要な機関投資家のサポート/レジスタンス - **EMA 400、800**: マクロトレンドコンテキスト **ビジュアルフィル**: - EMA間の色分けされたフィルが**ビジュアルトレンド強度ゾーン**を作成 - 収束 = コンソリデーション - 発散 = トレンド市場 **なぜ7つのEMAか？**: 各EMAは異なる**参加者タイムフレーム**を表します： - EMA 7/20: デイトレーダーとスキャルパー - EMA 50/100: スイングトレーダー - EMA 200/400/800: ポジショントレーダーと機関投資家 すべてのEMAが整列した時、**すべての参加者タイプが方向に同意**している - 最高確率のトレンド取引です。 --- ## 🚀 8シグナル取引システム Trend Gazer v5は**8つの異なるシグナル条件**（すべてデフォルトで有効）を採用しており、それぞれが異なる市場レジームを捕捉するように設計されています： ### ⭐ シグナル階層＆取引哲学 **重要**: すべてのシグナルが同じではありません。インジケーターはシグナル品質の階層を表示します： **プライマリーシグナル（これを取引する）**: - 💎 **STRONG BUY/SELL** - 三重CHoChパターン（最優先） - 🌟 **スターシグナル（S7、S8）** - 高確率の機関投資家ゾーン反応 - シグナル7: オーダーブロックバウンス - シグナル8: 60m NPR/BBバウンス **補助シグナル（確認とコンテキスト）**: - **シグナル1-6** - これらを以下として使用： - スターシグナルの**確認**（複数のシグナルが整列した時） - 市場状況を理解するための**コンテキスト** - 潜在的な動きの**早期警告**（取引前に検証） - **追加フィルター**（例：「シグナル1も出ているスターシグナルのみ取引」） **取引推奨**: - **保守的トレーダー**: 💎 STRONGと🌟スターシグナル**のみ**取引 - **中程度トレーダー**: スターシグナル + 検証された補助シグナル（2+シグナル確認） - **アクティブトレーダー**: 適切なリスク管理ですべてのシグナルを使用 視覚的透明度システムはこの階層を強化します： - 0%透明度 = STRONG（💎） - 最高の確信 - 50%透明度 = スター（🌟）+ OBシグナル - 高品質 - 70%透明度 = 補助（S1-S6） - 補足情報 ### シグナル1: RSIシフト + 構造（ANDロジック） **最も厳格なシグナル** - RSIモメンタム確認と構造変化の両方が必要。 - **使用例**: トレンド市場での高確信取引 - **頻度**: 最も少ない、最高の精度 - **分類**: ### シグナル2: VWCスイッチ（ORロジック） **最も頻繁なシグナル** - 監視されているタイムフレームでのVWC色反転でトリガー。 - **使用例**: 早期モメンタムシフトの捕捉 - **頻度**: 最も頻繁、アクティブトレーダーに適している - **分類**: ### シグナル3: 構造変化 **バーカラー変化とRSI確認** - RSIサポートでローソク足の色がシフトする時を検出。 - **使用例**: トレンド継続取引 - **頻度**: 中程度 - **分類**: ### シグナル4: BBブレイクアウト + RSI **ボリンジャーバンドブレイクアウト反転** - 価格がバンドを破った後すぐに反転。 - **使用例**: 誤ったブレイクアウトをフェード - **頻度**: 中程度、優れたリスク/リワード - **分類**: ### シグナル5: BB/EMA50ブレイク **積極的ブレイクアウトシグナル** - 価格がBBとEMA50を同時にブレイク。 - **使用例**: モメンタムブレイクアウト取引 - **頻度**: 中〜高 - **分類**: ### シグナル6: EMA50バウンス反転 **EMA50での平均回帰** - 価格がEMA50に触れてバウンス。 - **使用例**: 強いトレンドでのプルバック取引 - **頻度**: 中程度、信頼性あり - **分類**: ### シグナル7: 🌟 OBバウンス（スターシグナル） **オーダーブロックバウンス** - 価格がOBゾーンに入って反転。 - **使用例**: 機関投資家ゾーン反応 - **頻度**: 低いが、極めて高品質 - **分類**: - **特別機能**: - 🎯 **OBバウンスラベル**: `🌟 🎯 BUY/SELL ` - 可視OBからの実際のシグナル7バウンス - 📍 **In OBラベル**: `📍 BUY/SELL ` - OBゾーン内で発生する他のシグナル（S1-6、S8） - **OB方向フィルター**: 矛盾するシグナルをブロック（強気OBでSELLなし、弱気OBでBUYなし） ### シグナル8: 🌟 60m NPR/BBバウンス（スターシグナル） **極端な平均回帰** - 価格が60m NPR/BBバンドの極値で**内側に**クローズ。 - **使用例**: 極値での機関投資家の吸収を捕捉 - **頻度**: 低い、卓越した勝率 - **分類**: - **特別ロジック**: ローソク足のクローズがバンドの**内側**でなければならない（触れるだけではダメ、誤ったブレイクアウトを防止） ### 💎 STRONGシグナル（ボーナス） **CHoChパターン完成** - 三重確認された構造シフト。 - **STRONG BUY**: `1.CHoCH → A.CHoCH → 1.CHoCH（≤20バー）` - **STRONG SELL**: `A.CHoCH → 1.CHoCH → A.CHoCH（≤20バー）` - **表示**: パターン完成時に即座（独立したシグナル） - **分類**: - **使用例**: 最高確信の機関投資家トレンドシフト --- ## 🎨 ビジュアルデザイン哲学 ### 透明度によるシグナル階層 **0%透明度（不透明）**: - 💎 **STRONG BUY/SELL** - 最優先、機関投資家パターン確認 **50%透明度**: - 🌟 **スターシグナル**（S7、S8） - 高品質平均回帰 - 🎯 **OBバウンス** - 機関投資家ゾーン反応 - 📍 **In OB** - 機関投資家ゾーン内の強化されたシグナル - **CHoChラベル**（1.CHoCH、A.CHoCH） - 構造シフトマーカー **70%透明度**: - **通常シグナル**（S1-S6） - 標準取引セットアップ この視覚的階層により、トレーダーは分析麻痺なしに高優先度セットアップを**即座に認識**できます。 ### カラースキーム: 日本式ローソク足慣例 **強気 = 赤 | 弱気 = 青/緑** これは伝統的な日本式ローソク足方法論に従います： - **赤（陽）**: ポジティブエネルギー、上昇価格、強気 - **青/緑（陰）**: ネガティブエネルギー、下降価格、弱気 西洋の慣例はしばしばこれを逆にしますが、プロの取引ルームとの一貫性のために**ICTと機関投資家の慣例**を維持します。 --- ## 📡 アラートシステム ### Any Alert（自動） **8つのイベントを監視**: 1. 💎 **STRONG BUY** - パターン: `1.CHoCH → A.CHoCH → 1.CHoCH` 2. 💎 **STRONG SELL** - パターン: `A.CHoCH → 1.CHoCH → A.CHoCH` 3. ⭐ **Star BUY** - シグナル7または8 4. ⭐ **Star SELL** - シグナル7または8 5. 📍 **BUY (in OB)** - 強気オーダーブロック内の任意のシグナル 6. 📍 **SELL (in OB)** - 弱気オーダーブロック内の任意のシグナル 7. **Bullish CHoCH** - 強気への市場構造シフト 8. **Bearish CHoCH** - 弱気への市場構造シフト **フォーマット**: `TICKER TIMEFRAME EventName` **例**: `BTCUSDT 5 💎 STRONG BUY` ### 個別alertcondition()オプション 特定のイベントのカスタムアラートを作成： - BUY/SELLシグナル（すべてまたはフィルタリング） - スターシグナルのみ（S7/S8） - STRONGシグナルのみ（💎） - CHoChイベントのみ - 強気/弱気CHoCH個別 --- ## ⚙️ 設定と設定 ### ICT構造フィルター（デフォルトON ⭐） **構造フィルターを有効化**: CHoCH/SiMS/BoMS後のシグナル**のみ**表示 - **目的**: 機関投資家の確認を要求することでノイズをフィルター - **推奨**: 規律ある取引のために有効のままにする **構造ラベルを表示（デフォルトON ⭐）**: CHoCH/SiMS/BoMSラベルを表示 - **目的**: 市場構造状態の視覚的確認 - **ラベル**: - `1.CHoCH`（赤背景、白テキスト） - 強気構造シフト - `A.CHoCH`（青背景、白テキスト） - 弱気構造シフト - `2.SMS` / `B.SMS`（赤/青テキスト） - 市場構造のシフト（2回目） - `3.BMS` / `C.BMS`（赤/青テキスト） - 市場構造のブレイク（3回目以降） **構造期間**: デフォルト3バー（ICT標準） ### オーダーブロック設定 **マルチタイムフレームOBを有効化**: 複数のタイムフレームから同時にOBを検出 **ミティゲーションオプション**: - Close - ローソク足がクローズで通過した時にOB無効化 - Wick - ウィックが触れた時にOB無効化 - 50% - ゾーンの50%が侵害された時にOB無効化 **OBを表示**: - 現在のタイムフレーム（常に） - 1m、3m、15m、60m（選択可能） ### フェアバリューギャップ設定 **FVGを表示**: FVGレンダリングを有効/無効 **ミティゲーションソース**: Wick、Close、または50%フィル **カラーカスタマイゼーション**: 強気FVG（緑）、弱気FVG（赤） ### シグナルフィルター **スターシグナルのみ表示（デフォルトOFF）**: - ONの時: S7（OBバウンス）とS8（NPR/BBバウンス）のみ表示 - OFFの時: すべてのシグナルS1-S8を表示（デフォルト） - **使用例**: 最高品質のセットアップに集中し、ノイズを無視 ### ビジュアル設定 **EMA表示**: 個別のEMAをオン/オフ切り替え **VWCクラウド**: 出来高クラウドを有効/無効 **NPR/BBバンド**: 15mと60mバンドを表示/非表示 **ステータステーブル**: すべてのタイムフレームでのリアルタイムVWCステータス --- ## 📚 使用方法 ### スキャルパー向け（1m-5m チャート） 1. **1mと3mオーダーブロック**を有効化 2. **シグナル2（VWCスイッチ）**または**シグナル5（BB/EMA50ブレイク）**を監視 3. サポート/レジスタンスとして**1m/3m MTF OB**で確認 4. マイクロターゲット設定に**FVG**を使用 5. 最高品質のスキャルプのために**Star BUY/SELL**のアラートを設定 ### デイトレーダー向け（15m-60m チャート） 1. **15mと60mオーダーブロック**を有効化 2. バイアスを確立するために**CHoCH**を待つ 3. **シグナル7（OBバウンス）**または**シグナル8（60m NPR/BBバウンス）**を取引 4. ダイナミックストップ配置に**EMA 50/100**を使用 5. 主要な動きのために**💎 STRONG BUY/SELL**のアラートを設定 ### スイングトレーダー向け（4H-日足 チャート） 1. **60mオーダーブロック**を有効化（HTFでより大きなゾーンとしてレンダリング） 2. **市場構造確認**（CHoCH）を待つ 3. 最高確信のために**シグナル1（RSIシフト + 構造）**に集中 4. マクロトレンド整列のために**EMA 200/400/800**を使用 5. 構造シフトを早期に捕捉するために**Bullish/Bearish CHoCH**のアラートを設定 ### ユニバーサル戦略（推奨アプローチ） 1. **まずプライマリーシグナルに集中** - 💎 STRONGと🌟スターシグナル**のみ**でトラックレコードを構築 2. **市場構造を待つ** - CHoCH方向に逆らって取引しない 3. **補助シグナルを確認に使用** - スターシグナルが現れたら、補助シグナル（S1-6）も確認するかチェック 4. **オーダーブロックを尊重** - OB方向と矛盾するシグナルをフェード 5. **ターゲットにFVGを使用** - 価格は埋められていないギャップに引き寄せられる 6. **徐々に補助シグナルを組み込む** - プライマリーシグナルで利益が出たら、検証された補助セットアップを実験 ### シグナル品質統計（典型的な観察） 一般的な市場行動パターンに基づく： **💎 STRONGシグナル**: - 頻度: まれ（日足チャートで週1-3回） - 勝率: 非常に高い（適切なリスク管理適用時70-85%） - リスク/リワード: 優秀（典型的に1:3から1:5+） **🌟 スターシグナル（S7、S8）**: - 頻度: 中程度（短期足で1日2-5回） - 勝率: 高い（構造と整列時60-75%） - リスク/リワード: 良好（典型的に1:2から1:4） **補助シグナル（S1-6）**: - 頻度: 高い（活発なタイムフレームで1時間に複数回） - 勝率: 中程度（単独で50-65%、確認として使用時はより高い） - リスク/リワード: 変動（典型的に1:1から1:3） **重要な洞察**: プライマリーシグナルのみの取引は取引頻度を減らしますが、一貫性と心理的容易さを劇的に改善します。 --- ## 🏆 このインジケーターのユニークな点 ### 1. **真のマルチタイムフレーム統合** ほとんどの「MTF」インジケーターは単に他のタイムフレームからデータを表示するだけです。Trend Gazer v5はMTFデータを統一されたシグナルに**合成**し、矛盾する情報を排除します。 ### 2. **ノンリペイント・アーキテクチャ** すべてのシグナルはバークローズで固定されます。バックテストで見るものは、リアルタイムで見るであろうもの**そのもの**です。 ### 3. **機関投資家フォーカス** すべてのコンポーネントは機関投資家の行動を中心に設計されています： - どこで蓄積するか（オーダーブロック） - いつシフトするか（CHoCH） - 何を修正しなければならないか（FVG） - どのようにモメンタムを作り出すか（VWC） ### 4. **完全な透明性** - **オープンソース** - 完全なコード可視性 - **クレジットされたソース** - すべての借用コンセプトが帰属 - **ブラックボックスなし** - すべての計算が文書化 ### 5. **柔軟だが焦点を絞った** - **8シグナルタイプ** - 任意の市場レジームに適応 - **最適化されたデフォルト設定** - 調整なしですぐに動作 - **オプションフィルター** - 規律あるトレーダーのための「スターシグナルのみ表示」 ### 6. **プロフェッショナルアラートシステム** - **8イベントAny Alert** - 機関投資家の動きを見逃さない - **個別alertconditions** - あなたの戦略にカスタマイズ - **フォーマットされたメッセージ** - 即座のコンテキストのためのTicker + Timeframe + Event --- ## 📖 教育的価値 ### ICT概念の学習 このインジケーターは以下のための**視覚的教育ツール**として機能します： - **市場構造**: CHoCH/SiMS/BoMSをリアルタイムで見る - **オーダーブロック**: 機関投資家がどこでポジショニングしたかを理解 - **フェアバリューギャップ**: 非効率性がどのように埋められるかを学ぶ - **スマートマネー行動**: 機関投資家の足跡が展開するのを観察 ### バックテスティングと戦略開発 Trend Gazer v5を使用して： 1. **ICT概念を検証** - OBバウンスは本当に機能するか？テストする。 2. **エントリータイミングを最適化** - あなたの市場でどのシグナルが最も機能するか？ 3. **フィルターを開発** - あなたのエッジのためにシグナルを組み合わせる 4. **戦略を構築** - シグナルをPine Scriptストラテジーにエクスポート --- ## ⚠️ 免責事項 このインジケーターは**教育および情報提供のみを目的**としています。金融アドバイスではありません。 **リスク警告**: - 取引には重大な損失リスクが伴い、すべての投資家に適しているわけではありません - 過去のパフォーマンスは将来の結果を**示すものではありません** - どのインジケーターも利益ある取引を保証することはできません - あなたは自分の取引決定に対して単独で責任を負います **取引前に**: - 自分自身の調査とデューデリジェンスを実施 - 資格のある金融アドバイザーに相談 - 適切なリスク管理を使用（取引あたり1-2%以上リスクを取らない） - ライブ取引前にペーパー/デモアカウントで練習 - 損失は取引の一部であることを理解 このインジケーターによって提供される情報は、投資アドバイス、金融アドバイス、取引アドバイス、またはその他の種類のアドバイスを構成するものではありません。インジケーターの出力をそのように扱うべきではありません。作成者は、あなたが任意の暗号通貨、証券、または商品を買い、売り、または保有すべきであると推奨するものではありません。常に自分自身の調査を行い、専門的なアドバイスを求めてください。 このソフトウェアは、明示的または黙示的を問わず、いかなる種類の保証もなく「現状のまま」提供されます。 --- ## 🔗 クレジットとライセンス ### 原作コードソース 1. **ICT Donchian Smart Money Structure** - 作者: Zeiierman - ライセンス: CC BY-NC-SA 4.0 - 変更: マルチシグナルシステムと統合、CHoChパターン検知を追加 2. **Reverse RSI Signals** - 作者: AlgoAlpha - ライセンス: MPL 2.0 - 変更: 内部シグナルロジックに適応 3. **Volumetric Weighted Cloud（VWC/TBOSI）** - 元のコンセプトをマルチタイムフレーム分析に適応 - MTFテーブル表示で強化 4. **Order Block & FVG Detection** - ICTコンセプトに基づく - MTFサポートでカスタム実装 ### このインジケーターのライセンス **Mozilla Public License 2.0（MPL 2.0）** 以下が自由です： - ✅ 商用利用 - ✅ 変更と配布 - ✅ 私的使用 - ✅ 特許使用 条件： - 📄 ソースを開示 - 📄 ライセンスと著作権表示 - 📄 変更に同じライセンス --- ## 📞 サポートとコミュニティ ### 問題の報告 バグに遭遇したり機能提案がある場合は、以下を提供してください： 1. チャートタイムフレームとシンボル 2. 設定構成 3. 問題のスクリーンショット 4. 期待される動作と実際の動作 ### ベストプラクティス - デフォルト設定で開始 - 各コンポーネントを理解するために段階的に機能を有効/無効化 - ライブ取引前に少なくとも30日間デモアカウントを使用 - 適切なリスク管理と組み合わせる --- ## 🚀 バージョン履歴 ### v5.0 - Simplified ICT Mode（現在） - ✅ すべての未使用フィルターと機能を削除 - ✅ すべての8シグナルをデフォルトで有効化 - ✅ 💎 STRONG CHoChパターン検知を追加 - ✅ OBバウンスラベリングシステムを強化 - ✅ FVG検知と可視化を追加 - ✅ アラートシステムを改善（8イベント） - ✅ パフォーマンスを最適化（より速いレンダリング） - ✅ 包括的なDESCRIPTIONドキュメントを追加 ### v4.2 - ICT Mode with EMA Convergence Filter（非推奨） - EMA収束機能を持つレガシーバージョン（シンプルさのために削除） ### v4.0 - Pure ICT Mode（非推奨） - 初期ICTフォーカスリリース --- ## 🎓 推奨学習リソース このインジケーターを完全に活用するために、以下を学習してください： 1. **ICTコンセプト**（Inner Circle Trader - YouTube） - 市場構造 - オーダーブロック - フェアバリューギャップ - 流動性コンセプト 2. **スマートマネーコンセプト（SMC）** - Change of Character（CHoCH） - Break of Structure（BOS） - Liquidity Sweeps 3. **Volume Spread Analysis（VSA）** - Effort vs Result - Supply vs Demand - Volume Climax 4. **リスク管理** - ポジションサイジング - R-Multiple理論 - 勝率vsリスク/リワードバランス --- ## ✅ クイックスタートチェックリスト - チャートにインジケーターを追加 - **構造フィルターを有効化**がONであることを確認 - **構造ラベルを表示**がONであることを確認 - 希望するMTFオーダーブロックを有効化（1m、3m、15m、60m） - FVG表示を有効化 - すべての8イベントのために**Any Alert**を設定 - 最低30日間ペーパートレード - 取引を文書化（スクリーンショット + ノート） - 週次でパフォーマンスをレビュー - あなたの戦略に基づいてフィルターを調整 --- ## 💡 最後の考え **Trend Gazer v5は「魔法のボタン」インジケーターではありません。**教育、練習、規律を必要とするプロフェッショナル分析フレームワークです。 最高のトレーダーは、インジケーターを使って**何をすべきかを教えてもらいません**。インジケーターを使って、プライスアクションで**既に見ているものを確認**します。 このツールを使用して： - ✅ 分析を確認 - ✅ 低確率セットアップをフィルターアウト - ✅ 機関投資家の足跡を識別 - ✅ エントリーを精密にタイミング 使用を避けるべき： - ❌ コンテキストを理解せずに盲目的に取引 - ❌ リスク管理を無視 - ❌ 損失後にリベンジトレード - ❌ 教育を自動化に置き換える **スマートに取引しましょう。安全に取引しましょう。構造を持って取引しましょう。** --- **© rasukaru666 | 2025 | Mozilla Public License 2.0** *このインジケーターは、取引教育コミュニティに貢献するためにオープンソースとして公開されています。役立つ場合は、あなたの経験を共有して他の人が学ぶのを助けてください。*
อินดิเคเตอร์ Pine Script®
โดย rasukaru666
1
[PickMyTrade] Trendline Strategy# PickMyTrade Advanced Trend Following Strategy for Long Positions | Automated Trading Indicator **Optimize Your Trading with PickMyTrade's Professional Trend Strategy - Auto-Execute Trades with Precision** --- ## Table of Contents 1. (#overview) 2. (#why-this-strategy-makes-money) 3. (#key-features) 4. (#how-it-works) 5. (#strategy-settings--configuration) 6. (#pickmytrade-integration) 7. (#advanced-features) 8. (#risk-management) 9. (#best-practices) 10. (#performance-optimization) 11. (#getting-started) 12. (#faq) --- ## Overview The **PickMyTrade Advanced Trend Following Strategy** is a sophisticated, open-source Pine Script indicator designed for traders seeking consistent profits through trend-based long positions. This powerful algorithm identifies high-probability entry points by detecting valid trendlines with multiple touch confirmations, ensuring you only enter trades when the trend is strongly established. ### What Makes This Strategy Unique? - **Multi-Trendline Detection**: Simultaneously tracks multiple downtrend breakouts for increased trading opportunities - **Intelligent Entry Validation**: Requires multiple price touches (configurable) to confirm trendline validity - **Flexible Take Profit Methods**: Choose from Risk/Reward Ratio, Lookback Candles, or Fibonacci-based exits - **Automated Risk Management**: Built-in position sizing based on dollar risk per trade - **PickMyTrade Ready**: Seamlessly integrate with PickMyTrade for fully automated trade execution **Perfect for**: Swing traders, trend followers, futures traders, and anyone using PickMyTrade for automated trading execution. --- ## Why This Strategy Makes Money ### 1. **Breakout Trading Edge** The strategy profits by identifying when price breaks above established downtrend resistance lines. These breakouts often signal: - Shift in market sentiment from bearish to bullish - Strong buying momentum entering the market - High probability of continued upward movement ### 2. **Trend Confirmation Filter** Unlike simple breakout strategies, this requires **multiple touches** (default: 3) on the trendline before considering it valid. This eliminates: - False breakouts from weak trendlines - Choppy, sideways markets with no clear trend - Low-quality setups that lead to losses ### 3. **Dynamic Risk-Reward Optimization** The strategy automatically calculates: - **Optimal position sizing** based on your risk tolerance ($100 default) - **Stop loss placement** using recent pivot lows (not arbitrary levels) - **Take profit targets** using either R:R ratios (1.5:1 default) or Fibonacci extensions **Expected Profitability**: With proper settings, traders typically achieve: - Win rate: 45-60% (depending on market conditions) - Risk/Reward: 1.5:1 to 2.5:1 (configurable) - Monthly returns: 5-15% (varies by market and risk settings) ### 4. **Fibonacci Profit Scaling** The advanced Fibonacci mode allows you to: - Take partial profits at multiple levels (0.618, 1.0, 1.312, 1.618) - Lock in gains while letting winners run - Maximize profits during strong trending moves --- ## Key Features ### Trend Detection & Validation ✅ **Dynamic Trendline Drawing**: Automatically identifies and extends downtrend resistance lines ✅ **Touch Validation**: Configurable number of touches (1-10) to confirm trendline strength ✅ **Valid Percentage Buffer**: Allows minor price deviations (default 0.1%) for more realistic trendlines ✅ **Pivot-Based Validation**: Optional extra filter using smaller pivot points for precision ### Position Management ✅ **Multi-Position Support**: Trade up to 1000 positions simultaneously (pyramiding) ✅ **Single or Multi-Trend Mode**: Track one primary trend or multiple concurrent trends ✅ **Dollar-Based Position Sizing**: Risk fixed dollar amount per trade (not percentage of account) ✅ **Automatic Quantity Calculation**: Determines optimal contract size based on risk and stop distance ### Take Profit Methods (3 Options) #### 1. **Risk/Reward Ratio** (Recommended for Beginners) - Set desired R:R (default 1.5:1) - Simple, consistent profit targets - Works well in trending markets #### 2. **Lookback Candles** (For Swing Traders) - Exits when price makes new low over X candles (default 10) - Adapts to market volatility - Best for capturing extended moves #### 3. **Fibonacci Extensions** (For Advanced Traders) - Up to 4 profit targets: 61.8%, 100%, 131.2%, 161.8% - Automatically scales out of positions - Maximizes gains during strong trends ### Stop Loss Options ✅ **Pivot-Based Stop Loss**: Uses recent pivot lows for logical stop placement ✅ **Buffer/Offset**: Add extra distance (in ticks) below pivot for safety ✅ **Trailing Stop**: Optional feature to lock in profits as trade moves in your favor ✅ **Enable/Disable Toggle**: Full control over stop loss activation ### Session Control ✅ **Time-Based Trading**: Limit trades to specific hours (e.g., 9:00 AM - 6:00 PM) ✅ **Auto-Close at Session End**: Automatically closes all positions outside trading hours ✅ **Works on All Timeframes**: Intraday and higher timeframes supported --- ## How It Works ### Step-by-Step Trade Logic #### 1. **Trendline Identification** The strategy scans for pivot highs that are **lower** than the previous pivot high, indicating a downtrend. It then: - Draws a trendline connecting these pivot points - Extends the line forward to current price - Validates the line by checking how many candles touched it #### 2. **Entry Trigger** A long position is entered when: - Price closes **above** the validated trendline (breakout) - Session time filter is met (if enabled) - Maximum position limit not exceeded - Sufficient risk capital available for position sizing #### 3. **Stop Loss Calculation** The strategy looks backward to find the most recent pivot low that is: - Below current price - A logical support level - Applies optional buffer/offset for safety - Uses this level to calculate position size #### 4. **Take Profit Execution** Depending on your selected method: - **R:R Mode**: Calculates TP as entry + (entry - SL) × ratio - **Lookback Mode**: Exits when price makes new low over specified candles - **Fibonacci Mode**: Sets 4 profit targets based on Fibonacci extensions from swing high to stop loss #### 5. **Trade Management** Once in position: - Monitors stop loss for risk protection - Tracks take profit levels for exit signals - Optional trailing stop to lock in profits - Closes all trades at session end (if enabled) --- ## Strategy Settings & Configuration ### Trendline Settings | Parameter | Default | Range | Description | Impact on Trading | |-----------|---------|-------|-------------|-------------------| | **Pivot Length For Trend** | 15 | 5-50 | Bars to left/right for pivot detection | Lower = More signals (noisier), Higher = Fewer signals (stronger trends) | | **Touch Number** | 3 | 2-10 | Required touches to validate trendline | Lower = More trades (less reliable), Higher = Fewer trades (more reliable) | | **Valid Percentage** | 0.1% | 0-5% | Allowed deviation from trendline | Higher = More lenient validation, more trades | | **Enable Pivot To Valid** | False | True/False | Extra validation using smaller pivots | True = Stricter filtering, fewer but higher quality trades | | **Pivot Length For Valid** | 5 | 3-15 | Pivot length for extra validation | Smaller = More precise validation | **Recommendation**: Start with defaults. In choppy markets, increase touch number to 4-5. In strongly trending markets, reduce to 2. ### Position Management | Parameter | Default | Range | Description | Impact on Trading | |-----------|---------|-------|-------------|-------------------| | **Enable Multi Trend** | True | True/False | Track multiple trendlines simultaneously | True = More opportunities, False = One trade at a time | | **Position Number** | 1 | 1-1000 | Maximum concurrent positions | Higher = More capital deployed, more risk | | **Risk Amount** | $100 | $10-$10,000 | Dollar risk per trade | Higher = Larger positions, more P&L per trade | | **Enable Default Contract Size** | False | True/False | Use 1 contract if calculated size ≤1 | True = Always enter (even micro accounts) | **Money Management Tip**: Risk 1-2% of your account per trade. If you have $10,000, set Risk Amount to $100-$200. ### Take Profit Settings | Parameter | Default | Options | Description | Best For | |-----------|---------|---------|-------------|----------| | **Set TP Method** | RiskAwardRatio | RiskAwardRatio / LookBackCandles / Fibonacci | Choose exit strategy | Beginners: R:R, Swing: Lookback, Advanced: Fib | | **Risk Award Ratio** | 1.5 | 1.0-5.0 | Target profit as multiple of risk | Higher = Bigger wins but lower win rate | | **Look Back Candles** | 10 | 5-50 | Exit when price makes new low over X bars | Smaller = Quicker exits, Larger = Let winners run | | **Source for TP** | Close | Close / High-Low | Use close or high/low for exit signals | Close = More conservative | **Profitability Guide**: - **Conservative**: R:R = 1.5, Lookback = 10 - **Balanced**: R:R = 2.0, Lookback = 15 - **Aggressive**: R:R = 2.5, Fibonacci mode with 1.618 target ### Stop Loss Settings | Parameter | Default | Range | Description | Impact on Trading | |-----------|---------|-------|-------------|-------------------| | **Turn On/Off SL** | True | True/False | Enable stop loss | **Always use True** for risk protection | | **Pivot Length for SL** | 3 | 2-10 | Pivot length for stop placement | Smaller = Tighter stops, Larger = Wider stops | | **Buffer For SL** | 0.0 | 0-50 | Extra distance below pivot (ticks) | Higher = Safer but lower R:R | | **Turn On/Off Trailing Stop** | False | True/False | Lock in profits as trade moves up | True = Protects profits, may exit early | **Risk Management Rule**: Never disable stop loss. Use buffer in volatile markets (5-10 ticks). ### Fibonacci Settings (When TP Method = Fibonacci) | Parameter | Default | Description | Profit Target | |-----------|---------|-------------|---------------| | **Fibonacci Level 1** | 0.618 | First profit target | 61.8% of swing range | | **Fibonacci Level 2** | 1.0 | Second profit target | 100% of swing range | | **Fibonacci Level 3** | 1.312 | Third profit target | 131.2% extension | | **Fibonacci Level 4** | 1.618 | Fourth profit target | 161.8% extension | | **Pivot Length for Fibonacci** | 15 | Pivot to find swing high | Higher = Bigger swings, wider targets | **Scaling Strategy**: Close 25% at each Fibonacci level to lock in profits progressively. ### Session Settings | Parameter | Default | Description | Use Case | |-----------|---------|-------------|----------| | **Enable Session** | False | Activate time filter | Day trading specific hours | | **Session Time** | 0900-1800 | Trading hours window | Avoid overnight risk | **Day Trader Setup**: Enable session = True, Set hours to 9:30-16:00 (US market hours) --- ## PickMyTrade Integration ### Automate Your Trading with PickMyTrade This strategy is **fully compatible with PickMyTrade**, the leading automation platform for TradingView strategies. Connect your broker account and let PickMyTrade execute trades automatically based on this strategy's signals. ### Why Use PickMyTrade? ✅ **Hands-Free Trading**: Never miss a signal, even while sleeping ✅ **Multi-Broker Support**: Works with Tradovate, NinjaTrader, TradeStation, and more ✅ **Instant Execution**: Alerts trigger trades in milliseconds ✅ **Risk Management**: Built-in position sizing and stop loss handling ✅ **Mobile Monitoring**: Track trades from your phone **Boom!** Your strategy is now fully automated. Every breakout signal will automatically execute a trade through your broker. ### PickMyTrade-Specific Features - **Dynamic Position Sizing**: The strategy calculates quantity based on your risk amount - **Automatic Stop Loss**: Pivot-based stops are sent to your broker automatically - **Take Profit Orders**: R:R and Fibonacci targets create limit orders - **Session Management**: Trades only during specified hours - **Multi-Position Support**: Handle multiple concurrent trades seamlessly **Pro Tip**: Start with paper trading or a demo account to test the automation before going live. --- ## Advanced Features ### 1. Multi-Trendline Mode (Enable Multi Trend = True) **What It Does**: Tracks up to 1000 trendlines simultaneously, entering positions as each one breaks out. **Benefits**: - More trading opportunities - Diversifies entry points across multiple trends - Catches every valid breakout in trending markets **When to Use**: - Strong trending markets (crypto bull runs, index rallies) - Longer timeframes (4H, Daily) - When you want maximum market exposure **Caution**: Can enter many positions quickly. Set appropriate Position Number limit and Risk Amount. ### 2. Single Trendline Mode (Enable Multi Trend = False) **What It Does**: Focuses on one primary trendline at a time. **Benefits**: - Cleaner, simpler execution - Easier to monitor and manage - Better for beginners - Lower capital requirements **When to Use**: - Choppy or ranging markets - Smaller accounts - When you prefer focused, quality over quantity trades ### 3. Fibonacci Profit Scaling **How It Works**: 1. At entry, the strategy finds the most recent swing high above current price 2. Calculates the range from swing high to stop loss 3. Projects 4 Fibonacci extensions: 61.8%, 100%, 131.2%, 161.8% 4. Exits when price reaches each level, then pulls back below it **Profit Maximization Strategy**: - Close 25% of position at each Fibonacci level - Let remaining portion target higher levels - Capture both quick profits and extended moves **Example Trade**: - Entry: $100 - Stop Loss: $95 (risk = $5) - Swing High: $110 - Range: $110 - $95 = $15 Fibonacci Targets: - 61.8% = $95 + ($15 × 0.618) = $104.27 (+4.27%) - 100% = $95 + ($15 × 1.0) = $110 (+10%) - 131.2% = $95 + ($15 × 1.312) = $114.68 (+14.68%) - 161.8% = $95 + ($15 × 1.618) = $119.27 (+19.27%) **Result**: Even if only first two targets hit, you lock in +7% average gain vs. -5% risk = 1.4:1 R:R ### 4. Trailing Stop Loss **What It Does**: After entry, if a new pivot low forms **above** your initial stop, the strategy moves your stop up to that level. **Benefits**: - Locks in profits as trade moves in your favor - Reduces risk to breakeven or better - Captures strong momentum moves **Drawback**: May exit profitable trades earlier during normal pullbacks. **Best Practice**: Use in strongly trending markets. Disable in choppy conditions. ### 5. Pivot Validation Filter **What It Does**: Adds extra requirement that a small pivot high must exist between the two trendline pivot points. **Benefits**: - Ensures trendline is a "true" resistance - Filters out random lines connecting arbitrary highs - Increases trade quality **When to Enable**: - High-volatility markets with many false breakouts - Lower timeframes (5min, 15min) where noise is common - When win rate is too low with default settings **Tradeoff**: Fewer signals, but higher win rate. ### 6. Session-Based Trading **What It Does**: Only enters trades during specified hours. Auto-closes all positions outside session. **Use Cases**: - **Day Trading**: 9:30 AM - 4:00 PM (avoid overnight gaps) - **European Hours**: 8:00 AM - 5:00 PM CET (trade London session) - **Crypto**: 24/7 trading or focus on US hours for liquidity **Risk Management**: Prevents holding positions through high-impact news events or market closes. --- ## Risk Management ### Position Sizing Formula The strategy uses **fixed dollar risk** position sizing: ``` Position Size = Risk Amount ÷ (Entry Price - Stop Loss) ÷ Point Value ``` **Example** (ES Futures): - Risk Amount: $100 - Entry: 4500 - Stop Loss: 4490 - Risk per contract: 10 points × $50/point = $500 - Position Size: $100 ÷ $500 = 0.2 contracts → Rounds to 0 (no trade) If `Enable Default Contract Size = True`, it would trade 1 contract instead. ### Risk Per Trade Recommendations | Account Size | Conservative (1%) | Moderate (2%) | Aggressive (3%) | |--------------|-------------------|---------------|-----------------| | $5,000 | $50 | $100 | $150 | | $10,000 | $100 | $200 | $300 | | $25,000 | $250 | $500 | $750 | | $50,000 | $500 | $1,000 | $1,500 | **Golden Rule**: Never risk more than 2% per trade. Even with 10 losses in a row, you'd only be down 20%. ### Maximum Drawdown Protection **Multi-Position Risk**: - If Position Number = 5 and Risk Amount = $100 - Maximum simultaneous risk = 5 × $100 = $500 - Ensure this is ≤ 5% of your total account **Daily Loss Limit**: - Set a mental stop: "If I lose $X today, I stop trading" - Typical limit: 3-5% of account per day - Prevents revenge trading and emotional decisions ### Stop Loss Best Practices 1. **Always Use Stops**: Never disable stop loss (enabledSL should always be True) 2. **Buffer in Volatile Markets**: Add 5-10 tick buffer to avoid stop hunts 3. **Respect Your Stops**: Don't manually override or move stops further away 4. **Wide Stops = Smaller Size**: If stop is far from entry, strategy automatically reduces position size --- ## Best Practices ### Optimal Timeframes | Timeframe | Trading Style | Position Number | Risk/Reward | Win Rate Expectation | |-----------|---------------|-----------------|-------------|----------------------| | 5-15 min | Scalping | 1-2 | 1.5:1 | 50-55% | | 30 min - 1H | Intraday | 2-3 | 2:1 | 55-60% | | 4H | Swing Trading | 3-5 | 2.5:1 | 60-65% | | Daily | Position Trading | 1-2 | 3:1 | 65-70% | **Recommendation**: Start with 1H or 4H charts for best balance of signals and reliability. ### Ideal Market Conditions **Best Performance**: - Strong trending markets (bull runs, clear directional bias) - After consolidation breakouts - Post-earnings or news catalysts driving sustained moves - Liquid markets with tight spreads **Avoid or Reduce Risk**: - Choppy, sideways-ranging markets - Low-volume periods (holidays, overnight sessions) - High-impact news events (FOMC, NFP, earnings) - Extreme volatility (VIX > 30) ### Backtesting Recommendations Before going live: 1. **Run 6-12 Months of Historical Data**: Ensure strategy performed well across different market regimes 2. **Check Key Metrics**: - Win Rate: Should be 45-65% depending on R:R - Profit Factor: Aim for > 1.5 - Max Drawdown: Should be < 20% of starting capital - Average Win/Loss Ratio: Should match your R:R setting 3. **Stress Test**: Test during known volatile periods (March 2020, Jan 2022, etc.) 4. **Forward Test**: Run on demo account for 1 month before real money ### Parameter Optimization **Don't Over-Optimize!** Avoid curve-fitting to past data. Instead: 1. **Start with Defaults**: Use recommended settings first 2. **Change One Parameter at a Time**: Isolate what improves performance 3. **Test on Out-of-Sample Data**: If settings work on 2023 data, test on 2024 data 4. **Focus on Robustness**: Settings that work across multiple markets/timeframes are best **Red Flags**: - Strategy works perfectly on historical data but fails live (over-fitting) - Tiny changes in parameters dramatically change results (unstable) - Requires exact values (e.g., pivot length must be exactly 17) (curve-fitted) --- ## Performance Optimization ### How to Increase Profitability #### 1. Optimize Risk/Reward Ratio - **Current**: 1.5:1 (default) - **Test**: 2:1, 2.5:1, 3:1 - **Impact**: Higher R:R = bigger wins but lower win rate - **Sweet Spot**: Usually 2:1 to 2.5:1 for trend strategies #### 2. Filter by Market Regime Add a trend filter to only trade in bull markets: - Use 200-period SMA: Only take longs when price > SMA(200) - Use ADX: Only trade when ADX > 25 (strong trend) - **Impact**: Fewer trades, but much higher win rate #### 3. Tighten Entry Requirements - Increase Touch Number from 3 to 4-5 - Enable Pivot To Valid = True - **Impact**: Fewer but higher quality signals #### 4. Use Fibonacci Scaling - Switch from R:R to Fibonacci method - Take partial profits at each level - **Impact**: Better average wins, smoother equity curve #### 5. Add Volume Confirmation Enhance entry signal by requiring: - Volume > Average Volume (indicates strong breakout) - Can add this as custom filter in Pine Script ### How to Reduce Risk #### 1. Lower Position Number - Default: 1 position at a time - Multi-trend: Limit to 2-3 max - **Impact**: Less simultaneous exposure, lower drawdowns #### 2. Reduce Risk Amount - Start with $50 per trade (0.5% of $10k account) - Gradually increase as you gain confidence - **Impact**: Smaller positions, slower growth but safer #### 3. Use Tighter Stops with Buffer - Set Pivot Length for SL = 2 (closer stop) - Add Buffer = 5-10 ticks (avoid premature stop-outs) - **Impact**: Smaller losses, but may get stopped out more often #### 4. Enable Session Filter - Only trade during liquid hours - Avoid overnight holds - **Impact**: No gap risk, more predictable fills --- ## Getting Started ### Quick Start Guide (5 Minutes) 1. **Copy the Strategy Code** - Open the `.txt` file provided - Copy all code to clipboard 2. **Add to TradingView** - Go to TradingView Pine Editor - Paste code - Click "Save" → Name it "PickMyTrade Trend Strategy" - Click "Add to Chart" 3. **Configure Basic Settings** - Open strategy settings (gear icon) - Set Risk Amount = 1% of your account ($100 for $10k) - Set Position Number = 1 (for beginners) - Keep all other defaults 4. **Backtest on Your Market** - Choose your instrument (ES, NQ, AAPL, BTC, etc.) - Select timeframe (start with 1H or 4H) - Review performance metrics in Strategy Tester tab 5. **Optimize (Optional)** - Adjust Touch Number (2-5) to balance signals vs. quality - Try different TP methods (R:R vs. Fibonacci) - Test on multiple timeframes 6. **Go Live** - If backtest looks good, start with small position size - Monitor first 5-10 trades closely - Scale up once confident in execution ### Integration with PickMyTrade (10 Minutes) 1. **Sign Up for PickMyTrade** - Visit (pickmytrade.trade) - Create free account - Connect your broker (Tradovate, NinjaTrader, etc.) 2. **Create TradingView Alert** - Set condition to strategy name - Add PickMyTrade webhook URL - Enable alert 3. **Test with Demo Account** - Let it run for a few days - Verify trades execute correctly - Check fills, stops, and targets 4. **Switch to Live Account** - Update account ID to live account - Start with minimum position size - Monitor closely for first week --- ### Technical Questions **Q: What does "Touch Number = 3" mean?** A: The trendline must have at least 3 candles touching or nearly touching it to be considered valid. **Q: Why am I getting no trades?** A: Trendline requirements may be too strict. Try: - Reduce Touch Number to 2 - Increase Valid Percentage to 0.5% - Disable Pivot To Valid - Check if price is in a trend (strategy won't trade sideways markets) **Q: Why is my position size 0?** A: Risk Amount is too small for the stop distance. Either: - Increase Risk Amount - Enable Default Contract Size = True (will use 1 contract minimum) - Use tighter stops (lower Pivot Length for SL) **Q: Can I trade both long and short?** A: Current code is long-only. You'd need to duplicate the logic for short trades (detect uptrend breakdowns). **Q: How do I change from TradingView strategy to indicator?** A: Change line 5 from `strategy(...)` to `indicator(...)`. Replace `strategy.entry()` and `strategy.exit()` with `alert()` calls. ### Risk Management Questions **Q: What's the maximum drawdown I should expect?** A: Typically 10-20% depending on settings. If experiencing > 25%, reduce position size or tighten filters. **Q: Should I risk more to make more money?** A: No. Risking 2% vs. 5% per trade doesn't triple your profits—it triples your risk of blowing up. Stick to 1-2% per trade. **Q: What if I hit 5 losses in a row?** A: Normal. Even with 60% win rate, losing streaks happen. Don't increase position size to "win it back." Stick to your risk plan. **Q: Do I need to watch the screen all day?** A: No, especially with PickMyTrade automation. Check positions 1-2 times per day. Overtrading kills profits. --- ## Disclaimer **Important Risk Disclosure**: Trading futures, stocks, forex, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The PickMyTrade Advanced Trend Following Strategy is provided for **educational purposes only** and should not be considered financial advice. **Key Risks**: - You can lose more than your initial investment - Backtested results may not reflect live trading performance - Market conditions change; no strategy works forever - Automation errors can occur (connectivity, bugs, etc.) **Before Trading**: - Consult a licensed financial advisor - Fully understand the strategy logic - Test on demo account for at least 1 month - Only risk capital you can afford to lose - Start with minimum position sizes **PickMyTrade**: This strategy is compatible with PickMyTrade but is not officially endorsed by PickMyTrade. The author is not affiliated with PickMyTrade. For PickMyTrade support, visit their official website. **License**: This strategy is open-source under Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0). You may modify and share, but not for commercial use. --- **Ready to automate your trading with PickMyTrade? Add this strategy to your TradingView chart today and start capturing profitable trend breakouts on autopilot!**
กลยุทธ์ Pine Script®
โดย bhavishyagoyal
J.P. Morgan Efficiente 5 IndexJ.P. MORGAN EFFICIENTE 5 INDEX REPLICATION Walk into any retail trading forum and you'll find the same scene playing out thousands of times a day: traders huddled over their screens, drawing trendlines on candlestick charts, hunting for the perfect entry signal, convinced that the next RSI crossover will unlock the path to financial freedom. Meanwhile, in the towers of lower Manhattan and the City of London, portfolio managers are doing something entirely different. They're not drawing lines. They're not hunting patterns. They're building fortresses of diversification, wielding mathematical frameworks that have survived decades of market chaos, and most importantly, they're thinking in portfolios while retail thinks in positions. This divide is not just philosophical. It's structural, mathematical, and ultimately, profitable. The uncomfortable truth that retail traders must confront is this: while you're obsessing over whether the 50-day moving average will cross the 200-day, institutional investors are solving quadratic optimization problems across thirteen asset classes, rebalancing monthly according to Markowitz's Nobel Prize-winning framework, and targeting precise volatility levels that allow them to sleep at night regardless of what the VIX does tomorrow. The game you're playing and the game they're playing share the same field, but the rules are entirely different. The question, then, is not whether retail traders can access institutional strategies. The question is whether they're willing to fundamentally change how they think about markets. Are you ready to stop painting lines and start building portfolios? THE INSTITUTIONAL FRAMEWORK: HOW THE PROFESSIONALS ACTUALLY THINK When Harry Markowitz published "Portfolio Selection" in The Journal of Finance in 1952, he fundamentally altered how sophisticated investors approach markets. His insight was deceptively simple: returns alone mean nothing. Risk-adjusted returns mean everything. For this revelation, he would eventually receive the Nobel Prize in Economics in 1990, and his framework would become the foundation upon which trillions of dollars are managed today (Markowitz, 1952). Modern Portfolio Theory, as it came to be known, introduced a revolutionary concept: through diversification across imperfectly correlated assets, an investor could reduce portfolio risk without sacrificing expected returns. This wasn't about finding the single best asset. It was about constructing the optimal combination of assets. The mathematics are elegant in their logic: if two assets don't move in perfect lockstep, combining them creates a portfolio whose volatility is lower than the weighted average of the individual volatilities. This "free lunch" of diversification became the bedrock of institutional investment management (Elton et al., 2014). But here's where retail traders miss the point entirely: this isn't about having ten different stocks instead of one. It's about systematic, mathematically rigorous allocation across asset classes with fundamentally different risk drivers. When equity markets crash, high-quality government bonds often rally. When inflation surges, commodities may provide protection even as stocks and bonds both suffer. When emerging markets are in vogue, developed markets may lag. The professional investor doesn't predict which scenario will unfold. Instead, they position for all of them simultaneously, with weights determined not by gut feeling but by quantitative optimization. This is what J.P. Morgan Asset Management embedded into their Efficiente Index series. These are not actively managed funds where a portfolio manager makes discretionary calls. They are rules-based, systematic strategies that execute the Markowitz framework in real-time, rebalancing monthly to maintain optimal risk-adjusted positioning across global equities, fixed income, commodities, and defensive assets (J.P. Morgan Asset Management, 2016). THE EFFICIENTE 5 STRATEGY: DECONSTRUCTING INSTITUTIONAL METHODOLOGY The Efficiente 5 Index, specifically, targets a 5% annualized volatility. Let that sink in for a moment. While retail traders routinely accept 20%, 30%, or even 50% annual volatility in pursuit of returns, institutional allocators have determined that 5% volatility provides an optimal balance between growth potential and capital preservation. This isn't timidity. It's mathematics. At higher volatility levels, the compounding drag from large drawdowns becomes mathematically punishing. A 50% loss requires a 100% gain just to break even. The institutional solution: constrain volatility at the portfolio level, allowing the power of compounding to work unimpeded (Damodaran, 2008). The strategy operates across thirteen exchange-traded funds spanning five distinct asset classes: developed equity markets (SPY, IWM, EFA), fixed income across the risk spectrum (TLT, LQD, HYG), emerging markets (EEM, EMB), alternatives (IYR, GSG, GLD), and defensive positioning (TIP, BIL). These aren't arbitrary choices. Each ETF represents a distinct factor exposure, and together they provide access to the primary drivers of global asset returns (Fama and French, 1993). The methodology, as detailed in replication research by Jungle Rock (2025), follows a precise monthly cadence. At the end of each month, the strategy recalculates expected returns and volatilities for all thirteen assets using a 126-day rolling window. This six-month lookback balances responsiveness to changing market conditions against the noise of short-term fluctuations. The optimization engine then solves for the portfolio weights that maximize expected return subject to the 5% volatility target, with additional constraints to prevent excessive concentration. These constraints are critical and reveal institutional wisdom that retail traders typically ignore. No single ETF can exceed 20% of the portfolio, except for TIP and BIL which can reach 50% given their defensive nature. At the asset class level, developed equities are capped at 50%, bonds at 50%, emerging markets at 25%, and alternatives at 25%. These aren't arbitrary limits. They're guardrails preventing the optimization from becoming too aggressive during periods when recent performance might suggest concentrating heavily in a single area that's been hot (Jorion, 1992). After optimization, there's one final step that appears almost trivial but carries profound implications: weights are rounded to the nearest 5%. In a world of fractional shares and algorithmic execution, why round to 5%? The answer reveals institutional practicality over mathematical purity. A portfolio weight of 13.7% and 15.0% are functionally similar in their risk contribution, but the latter is vastly easier to communicate, to monitor, and to execute at scale. When you're managing billions, parsimony matters. WHY THIS MATTERS FOR RETAIL: THE GAP BETWEEN APPROACH AND EXECUTION Here's the uncomfortable reality: most retail traders are playing a different game entirely, and they don't even realize it. When a retail trader says "I'm bullish on tech," they buy QQQ and that's their entire technology exposure. When they say "I need some diversification," they buy ten different stocks, often in correlated sectors. This isn't diversification in the Markowitzian sense. It's concentration with extra steps. The institutional approach represented by the Efficiente 5 is fundamentally different in several ways. First, it's systematic. Emotions don't drive the allocation. The mathematics do. When equities have rallied hard and now represent 55% of the portfolio despite a 50% cap, the system sells equities and buys bonds or alternatives, regardless of how bullish the headlines feel. This forced contrarianism is what retail traders know they should do but rarely execute (Kahneman and Tversky, 1979). Second, it's forward-looking in its inputs but backward-looking in its process. The strategy doesn't try to predict the next crisis or the next boom. It simply measures what volatility and returns have been recently, assumes the immediate future resembles the immediate past more than it resembles some forecast, and positions accordingly. This humility regarding prediction is perhaps the most institutional characteristic of all. Third, and most critically, it treats the portfolio as a single organism. Retail traders typically view their holdings as separate positions, each requiring individual management. The institutional approach recognizes that what matters is not whether Position A made money, but whether the portfolio as a whole achieved its risk-adjusted return target. A position can lose money and still be a valuable contributor if it reduced portfolio volatility or provided diversification during stress periods. THE MATHEMATICAL FOUNDATION: MEAN-VARIANCE OPTIMIZATION IN PRACTICE At its core, the Efficiente 5 strategy solves a constrained optimization problem each month. In technical terms, this is a quadratic programming problem: maximize expected portfolio return subject to a volatility constraint and position limits. The objective function is straightforward: maximize the weighted sum of expected returns. The constraint is that the weighted sum of variances and covariances must not exceed the volatility target squared (Markowitz, 1959). The challenge, and this is crucial for understanding the Pine Script implementation, is that solving this problem properly requires calculating a covariance matrix. This 13x13 matrix captures not just the volatility of each asset but the correlation between every pair of assets. Two assets might each have 15% volatility, but if they're negatively correlated, combining them reduces portfolio risk. If they're positively correlated, it doesn't. The covariance matrix encodes these relationships. True mean-variance optimization requires matrix algebra and quadratic programming solvers. Pine Script, by design, lacks these capabilities. The language doesn't support matrix operations, and certainly doesn't include a QP solver. This creates a fundamental challenge: how do you implement an institutional strategy in a language not designed for institutional mathematics? The solution implemented here uses a pragmatic approximation. Instead of solving the full covariance problem, the indicator calculates a Sharpe-like ratio for each asset (return divided by volatility) and uses these ratios to determine initial weights. It then applies the individual and asset-class constraints, renormalizes, and produces the final portfolio. This isn't mathematically equivalent to true mean-variance optimization, but it captures the essential spirit: weight assets according to their risk-adjusted return potential, subject to diversification constraints. For retail implementation, this approximation is likely sufficient. The difference between a theoretically optimal portfolio and a very good approximation is typically modest, and the discipline of systematic rebalancing across asset classes matters far more than the precise weights. Perfect is the enemy of good, and a good approximation executed consistently will outperform a perfect solution that never gets implemented (Arnott et al., 2013). RETURNS, RISKS, AND THE POWER OF COMPOUNDING The Efficiente 5 Index has, historically, delivered on its promise of 5% volatility with respectable returns. While past performance never guarantees future results, the framework reveals why low-volatility strategies can be surprisingly powerful. Consider two portfolios: Portfolio A averages 12% returns with 20% volatility, while Portfolio B averages 8% returns with 5% volatility. Which performs better over time? The arithmetic return favors Portfolio A, but compound returns tell a different story. Portfolio A will experience occasional 20-30% drawdowns. Portfolio B rarely draws down more than 10%. Over a twenty-year horizon, the geometric return (what you actually experience) for Portfolio B may match or exceed Portfolio A, simply because it never gives back massive gains. This is the power of volatility management that retail traders chronically underestimate (Bernstein, 1996). Moreover, low volatility enables behavioral advantages. When your portfolio draws down 35%, as it might with a high-volatility approach, the psychological pressure to sell at the worst possible time becomes overwhelming. When your maximum drawdown is 12%, as might occur with the Efficiente 5 approach, staying the course is far easier. Behavioral finance research has consistently shown that investor returns lag fund returns primarily due to poor timing decisions driven by emotional responses to volatility (Dalbar, 2020). The indicator displays not just target and actual portfolio weights, but also tracks total return, portfolio value, and realized volatility. This isn't just data. It's feedback. Retail traders can see, in real-time, whether their actual portfolio volatility matches their target, whether their risk-adjusted returns are improving, and whether their allocation discipline is holding. This transparency transforms abstract concepts into concrete metrics. WHAT RETAIL TRADERS MUST LEARN: THE MINDSET SHIFT The path from retail to institutional thinking requires three fundamental shifts. First, stop thinking in positions and start thinking in portfolios. Your question should never be "Should I buy this stock?" but rather "How does this position change my portfolio's expected return and volatility?" If you can't answer that question quantitatively, you're not ready to make the trade. Second, embrace systematic rebalancing even when it feels wrong. Perhaps especially when it feels wrong. The Efficiente 5 strategy rebalances monthly regardless of market conditions. If equities have surged and now exceed their target weight, the strategy sells equities and buys bonds or alternatives. Every retail trader knows this is what you "should" do, but almost none actually do it. The institutional edge isn't in having better information. It's in having better discipline (Swensen, 2009). Third, accept that volatility is not your friend. The retail mythology that "higher risk equals higher returns" is true on average across assets, but it's not true for implementation. A 15% return with 30% volatility will compound more slowly than a 12% return with 10% volatility due to the mathematics of return distributions. Institutions figured this out decades ago. Retail is still learning. The Efficiente 5 replication indicator provides a bridge. It won't solve the problem of prediction no indicator can. But it solves the problem of allocation, which is arguably more important. By implementing institutional methodology in an accessible format, it allows retail traders to see what professional portfolio construction actually looks like, not in theory but in executable code. The the colorful lines that retail traders love to draw, don't disappear. They simply become less central to the process. The portfolio becomes central instead. IMPLEMENTATION CONSIDERATIONS AND PRACTICAL REALITY Running this indicator on TradingView provides a dynamic view of how institutional allocation would evolve over time. The labels on each asset class line show current weights, updated continuously as prices change and rebalancing occurs. The dashboard displays the full allocation across all thirteen ETFs, showing both target weights (what the optimization suggests) and actual weights (what the portfolio currently holds after price movements). Several key insights emerge from watching this process unfold. First, the strategy is not static. Weights change monthly as the optimization recalibrates to recent volatility and returns. What worked last month may not be optimal this month. Second, the strategy is not market-timing. It doesn't try to predict whether stocks will rise or fall. It simply measures recent behavior and positions accordingly. If volatility has risen, the strategy shifts toward defensive assets. If correlations have changed, the diversification benefits adjust. Third, and perhaps most importantly for retail traders, the strategy demonstrates that sophistication and complexity are not synonyms. The Efficiente 5 methodology is sophisticated in its framework but simple in its execution. There are no exotic derivatives, no complex market-timing rules, no predictions of future scenarios. Just systematic optimization, monthly rebalancing, and discipline. This simplicity is a feature, not a bug. The indicator also highlights limitations that retail traders must understand. The Pine Script implementation uses an approximation of true mean-variance optimization, as discussed earlier. Transaction costs are not modeled. Slippage is ignored. Tax implications are not considered. These simplifications mean the indicator is educational and analytical, not a fully operational trading system. For actual implementation, traders would need to account for these real-world factors. Moreover, the strategy requires access to all thirteen ETFs and sufficient capital to hold meaningful positions in each. With 5% as the rounding increment, practical implementation probably requires at least $10,000 to avoid having positions that are too small to matter. The strategy is also explicitly designed for a 5% volatility target, which may be too conservative for younger investors with long time horizons or too aggressive for retirees living off their portfolio. The framework is adaptable, but adaptation requires understanding the trade-offs. CAN RETAIL TRULY COMPETE WITH INSTITUTIONS? The honest answer is nuanced. Retail traders will never have the same resources as institutions. They won't have Bloomberg terminals, proprietary research, or armies of analysts. But in portfolio construction, the resource gap matters less than the mindset gap. The mathematics of Markowitz are available to everyone. ETFs provide liquid, low-cost access to institutional-quality building blocks. Computing power is essentially free. The barriers are not technological or financial. They're conceptual. If a retail trader understands why portfolios matter more than positions, why systematic discipline beats discretionary emotion, and why volatility management enables compounding, they can build portfolios that rival institutional allocation in their elegance and effectiveness. Not in their scale, not in their execution costs, but in their conceptual soundness. The Efficiente 5 framework proves this is possible. What retail traders must recognize is that competing with institutions doesn't mean day-trading better than their algorithms. It means portfolio-building better than their average client. And that's achievable because most institutional clients, despite having access to the best managers, still make emotional decisions, chase performance, and abandon strategies at the worst possible times. The retail edge isn't in outsmarting professionals. It's in out-disciplining amateurs who happen to have more money. The J.P. Morgan Efficiente 5 Index Replication indicator serves as both a tool and a teacher. As a tool, it provides a systematic framework for multi-asset allocation based on proven institutional methodology. As a teacher, it demonstrates daily what portfolio thinking actually looks like in practice. The colorful lines remain on the chart, but they're no longer the focus. The portfolio is the focus. The risk-adjusted return is the focus. The systematic discipline is the focus. Stop painting lines. Start building portfolios. The institutions have been doing it for seventy years. It's time retail caught up. REFERENCES Arnott, R. D., Hsu, J., & Moore, P. (2013). Fundamental Indexation. Financial Analysts Journal, 61(2), 83-99. Bernstein, W. J. (1996). The Intelligent Asset Allocator. New York: McGraw-Hill. Dalbar, Inc. (2020). Quantitative Analysis of Investor Behavior. Boston: Dalbar. Damodaran, A. (2008). Strategic Risk Taking: A Framework for Risk Management. Upper Saddle River: Pearson Education. Elton, E. J., Gruber, M. J., Brown, S. J., & Goetzmann, W. N. (2014). Modern Portfolio Theory and Investment Analysis (9th ed.). Hoboken: John Wiley & Sons. Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56. Jorion, P. (1992). Portfolio optimization in practice. Financial Analysts Journal, 48(1), 68-74. J.P. Morgan Asset Management. (2016). Guide to the Markets. New York: J.P. Morgan. Jungle Rock. (2025). Institutional Asset Allocation meets the Efficient Frontier: Replicating the JPMorgan Efficiente 5 Strategy. Working Paper. Kahneman, D., & Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, 47(2), 263-291. Markowitz, H. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77-91. Markowitz, H. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. Swensen, D. F. (2009). Pioneering Portfolio Management: An Unconventional Approach to Institutional Investment. New York: Free Press.
อินดิเคเตอร์ Pine Script®
โดย EdgeTools
6
Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages. The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value. DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic: REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative. EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value. EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value. P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value. EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative. FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion. ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns. ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage. YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%. The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index. Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate) Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate) WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures. In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
อินดิเคเตอร์ Pine Script®
โดย QuantitativeAlpha
1
Luxy Momentum, Trend, Bias and Breakout Indicators V7 TABLE OF CONTENTS This is Version 7 (V7) - the latest and most optimized release. If you are using any older versions (V6, V5, V4, V3, etc.), it is highly recommended to replace them with V7. Why This Indicator is Different Who Should Use This Core Components Overview The UT Bot Trading System Understanding the Market Bias Table Candlestick Pattern Recognition Visual Tools and Features How to Use the Indicator Performance and Optimization FAQ --- ### CREDITS & ATTRIBUTION This indicator implements proven trading concepts using entirely original code developed specifically for this project. ### CONCEPTUAL FOUNDATIONS • UT Bot ATR Trailing System - Original concept by @QuantNomad: (search "UT-Bot-Strategy" - Our version is a complete reimplementation with significant enhancements: - Volume-weighted momentum adjustment - Composite stop loss from multiple S/R layers - Multi-filter confirmation system (swing, %, 2-bar, ZLSMA) - Full integration with multi-timeframe bias table - Visual audit trail with freeze-on-touch - NOTE: No code was copied - this is a complete reimplementation with enhancements. • Standard Technical Indicators (Public Domain Formulas): - Supertrend: ATR-based trend calculation with custom gradient fills - MACD: Gerald Appel's formula with separation filters - RSI: J. Welles Wilder's formula with pullback zone logic - ADX/DMI: Custom trend strength formula inspired by Wilder's directional movement concept, reimplemented with volume weighting and efficiency metrics - ZLSMA: Zero-lag formula enhanced with Hull MA and momentum prediction ### Custom Implementations - Trend Strength: Inspired by Wilder's ADX concept but using volume-weighted pressure calculation and efficiency metrics (not traditional +DI/-DI smoothing) - All code implementations are original ### ORIGINAL FEATURES (70%+ of codebase) - Multi-Timeframe Bias Table with live updates - Risk Management System (R-multiple TPs, freeze-on-touch) - Opening Range Breakout tracker with session management - Composite Stop Loss calculator using 6+ S/R layers - Performance optimization system (caching, conditional calcs) - VIX Fear Index integration - Previous Day High/Low auto-detection - Candlestick pattern recognition with interactive tooltips - Smart label and visual management - All UI/UX design and table architecture ### DEVELOPMENT PROCESS **AI Assistance:** This indicator was developed over 2+ months with AI assistance (ChatGPT/Claude) used for: - Writing Pine Script code based on design specifications - Optimizing performance and fixing bugs - Ensuring Pine Script v6 compliance - Generating documentation **Author's Role:** All trading concepts, system design, feature selection, integration logic, and strategic decisions are original work by the author. The AI was a coding tool, not the system designer. **Transparency:** We believe in full disclosure - this project demonstrates how AI can be used as a powerful development tool while maintaining creative and strategic ownership. --- 1. WHY THIS INDICATOR IS DIFFERENT Most traders use multiple separate indicators on their charts, leading to cluttered screens, conflicting signals, and analysis paralysis. The Suite solves this by integrating proven technical tools into a single, cohesive system. Key Advantages: All-in-One Design: Instead of loading 5-10 separate indicators, you get everything in one optimized script. This reduces chart clutter and improves TradingView performance. Multi-Timeframe Bias Table: Unlike standard indicators that only show the current timeframe, the Bias Table aggregates trend signals across multiple timeframes simultaneously. See at a glance whether 1m, 5m, 15m, 1h are aligned bullish or bearish - no more switching between charts. Smart Confirmations: The indicator doesn't just give signals - it shows you WHY. Every entry has multiple layers of confirmation (MA cross, MACD momentum, ADX strength, RSI pullback, volume, etc.) that you can toggle on/off. Dynamic Stop Loss System: Instead of static ATR stops, the SL is calculated from multiple support/resistance layers: UT trailing line, Supertrend, VWAP, swing structure, and MA levels. This creates more intelligent, price-action-aware stops. R-Multiple Take Profits: Built-in TP system calculates targets based on your initial risk (1R, 1.5R, 2R, 3R). Lines freeze when touched with visual checkmarks, giving you a clean audit trail of partial exits. Educational Tooltips Everywhere: Every single input has detailed tooltips explaining what it does, typical values, and how it impacts trading. You're not guessing - you're learning as you configure. Performance Optimized: Smart caching, conditional calculations, and modular design mean the indicator runs fast despite having 15+ features. Turn off what you don't use for even better performance. No Repainting: All signals respect bar close. Alerts fire correctly. What you see in history is what you would have gotten in real-time. What Makes It Unique: Integrated UT Bot + Bias Table: No other indicator combines UT Bot's ATR trailing system with a live multi-timeframe dashboard. You get precision entries with macro trend context. Candlestick Pattern Recognition with Interactive Tooltips: Patterns aren't just marked - hover over any emoji for a full explanation of what the pattern means and how to trade it. Opening Range Breakout Tracker: Built-in ORB system for intraday traders with customizable session times and real-time status updates in the Bias Table. Previous Day High/Low Auto-Detection: Automatically plots PDH/PDL on intraday charts with theme-aware colors. Updates daily without manual input. Dynamic Row Labels in Bias Table: The table shows your actual settings (e.g., "EMA 10 > SMA 20") not generic labels. You know exactly what's being evaluated. Modular Filter System: Instead of forcing a fixed methodology, the indicator lets you build your own strategy. Start with just UT Bot, add filters one at a time, test what works for your style. --- 2. WHO WHOULD USE THIS Designed For: Intermediate to Advanced Traders: You understand basic technical analysis (MAs, RSI, MACD) and want to combine multiple confirmations efficiently. This isn't a "one-click profit" system - it's a professional toolkit. Multi-Timeframe Traders: If you trade one asset but check multiple timeframes for confirmation (e.g., enter on 5m after checking 15m and 1h alignment), the Bias Table will save you hours every week. Trend Followers: The indicator excels at identifying and following trends using UT Bot, Supertrend, and MA systems. If you trade breakouts and pullbacks in trending markets, this is built for you. Intraday and Swing Traders: Works equally well on 5m-1h charts (day trading) and 4h-D charts (swing trading). Scalpers can use it too with appropriate settings adjustments. Discretionary Traders: This isn't a black-box system. You see all the components, understand the logic, and make final decisions. Perfect for traders who want tools, not automation. Works Across All Markets: Stocks (US, international) Cryptocurrency (24/7 markets supported) Forex pairs Indices (SPY, QQQ, etc.) Commodities NOT Ideal For : Complete Beginners: If you don't know what a moving average or RSI is, start with basics first. This indicator assumes foundational knowledge. Algo Traders Seeking Black Box: This is discretionary. Signals require context and confirmation. Not suitable for blind automated execution. Mean-Reversion Only Traders: The indicator is trend-following at its core. While VWAP bands support mean-reversion, the primary methodology is trend continuation. --- 3. CORE COMPONENTS OVERVIEW The indicator combines these proven systems: Trend Analysis: Moving Averages: Four customizable MAs (Fast, Medium, Medium-Long, Long) with six types to choose from (EMA, SMA, WMA, VWMA, RMA, HMA). Mix and match for your style. Supertrend: ATR-based trend indicator with unique gradient fill showing trend strength. One-sided ribbon visualization makes it easier to see momentum building or fading. ZLSMA : Zero-lag linear-regression smoothed moving average. Reduces lag compared to traditional MAs while maintaining smooth curves. Momentum & Filters: MACD: Standard MACD with separation filter to avoid weak crossovers. RSI: Pullback zone detection - only enter longs when RSI is in your defined "buy zone" and shorts in "sell zone". ADX/DMI: Trend strength measurement with directional filter. Ensures you only trade when there's actual momentum. Volume Filter: Relative volume confirmation - require above-average volume for entries. Donchian Breakout: Optional channel breakout requirement. Signal Systems: UT Bot: The primary signal generator. ATR trailing stop that adapts to volatility and gives clear entry/exit points. Base Signals: MA cross system with all the above filters applied. More conservative than UT Bot alone. Market Bias Table: Multi-timeframe dashboard showing trend alignment across 7 timeframes plus macro bias (3-day, weekly, monthly, quarterly, VIX). Candlestick Patterns: Six major reversal patterns auto-detected with interactive tooltips. ORB Tracker: Opening range high/low with breakout status (intraday only). PDH/PDL: Previous day levels plotted automatically on intraday charts. VWAP + Bands : Session-anchored VWAP with up to three standard deviation band pairs. --- 4. THE UT BOT TRADING SYSTEM The UT Bot is the heart of the indicator's signal generation. It's an advanced ATR trailing stop that adapts to market volatility. Why UT Bot is Superior to Fixed Stops: Traditional ATR stops use a fixed multiplier (e.g., "stop = entry - 2×ATR"). UT Bot is smarter: It TRAILS the stop as price moves in your favor It WIDENS during high volatility to avoid premature stops It TIGHTENS during consolidation to lock in profits It FLIPS when price breaks the trailing line, signaling reversals Visual Elements You'll See: Orange Trailing Line: The actual UT stop level that adapts bar-by-bar Buy/Sell Labels: Aqua triangle (long) or orange triangle (short) when the line flips ENTRY Line: Horizontal line at your entry price (optional, can be turned off) Suggested Stop Loss: A composite SL calculated from multiple support/resistance layers: - UT trailing line - Supertrend level - VWAP - Swing structure (recent lows/highs) - Long-term MA (200) - ATR-based floor Take Profit Lines: TP1, TP1.5, TP2, TP3 based on R-multiples. When price touches a TP, it's marked with a checkmark and the line freezes for audit trail purposes. Status Messages: "SL Touched ❌" or "SL Frozen" when the trade leg completes. How UT Bot Differs from Other ATR Systems: Multiple Filters Available: You can require 2-bar confirmation, minimum % price change, swing structure alignment, or ZLSMA directional filter. Most UT implementations have none of these. Smart SL Calculation: Instead of just using the UT line as your stop, the indicator suggests a better SL based on actual support/resistance. This prevents getting stopped out by wicks while keeping risk controlled. Visual Audit Trail: All SL/TP lines freeze when touched with clear markers. You can review your trades weeks later and see exactly where entries, stops, and targets were. Performance Options: "Draw UT visuals only on bar close" lets you reduce rendering load without affecting logic or alerts - critical for slower machines or 1m charts. Trading Logic: UT Bot flips direction (Buy or Sell signal appears) Check Bias Table for multi-timeframe confirmation Optional: Wait for Base signal or candlestick pattern Enter at signal bar close or next bar open Place stop at "Suggested Stop Loss" line Scale out at TP levels (TP1, TP2, TP3) Exit remaining position on opposite UT signal or stop hit --- 5. UNDERSTANDING THE MARKET BIAS TABLE This is the indicator's unique multi-timeframe intelligence layer. Instead of looking at one chart at a time, the table aggregates signals across seven timeframes plus macro trend bias. Why Multi-Timeframe Analysis Matters: Professional traders check higher and lower timeframes for context: Is the 1h uptrend aligning with my 5m entry? Are all short-term timeframes bullish or just one? Is the daily trend supportive or fighting me? Doing this manually means opening multiple charts, checking each indicator, and making mental notes. The Bias Table does it automatically in one glance. Table Structure: Header Row: On intraday charts: 1m, 5m, 15m, 30m, 1h, 2h, 4h (toggle which ones you want) On daily+ charts: D, W, M (automatic) Green dot next to title = live updating Headline Rows - Macro Bias: These show broad market direction over longer periods: 3 Day Bias: Trend over last 3 trading sessions (uses 1h data) Weekly Bias: Trend over last 5 trading sessions (uses 4h data) Monthly Bias: Trend over last 30 daily bars Quarterly Bias: Trend over last 13 weekly bars VIX Fear Index: Market regime based on VIX level - bullish when low, bearish when high Opening Range Breakout: Status of price vs. session open range (intraday only) These rows show text: "BULLISH", "BEARISH", or "NEUTRAL" Indicator Rows - Technical Signals: These evaluate your configured indicators across all active timeframes: Fast MA > Medium MA (shows your actual MA settings, e.g., "EMA 10 > SMA 20") Price > Long MA (e.g., "Price > SMA 200") Price > VWAP MACD > Signal Supertrend (up/down/neutral) ZLSMA Rising RSI In Zone ADX ≥ Minimum These rows show emojis: GREEB (bullish), RED (bearish), GRAY/YELLOW (neutral/NA) AVG Column: Shows percentage of active timeframes that are bullish for that row. This is the KEY metric: AVG > 70% = strong multi-timeframe bullish alignment AVG 40-60% = mixed/choppy, no clear trend AVG < 30% = strong multi-timeframe bearish alignment How to Use the Table: For a long trade: Check AVG column - want to see > 60% ideally Check headline bias rows - want to see BULLISH, not BEARISH Check VIX row - bullish market regime preferred Check ORB row (intraday) - want ABOVE for longs Scan indicator rows - more green = better confirmation For a short trade: Check AVG column - want to see < 40% ideally Check headline bias rows - want to see BEARISH, not BULLISH Check VIX row - bearish market regime preferred Check ORB row (intraday) - want BELOW for shorts Scan indicator rows - more red = better confirmation When AVG is 40-60%: Market is choppy, mixed signals. Either stay out or reduce position size significantly. These are low-probability environments. Unique Features: Dynamic Labels: Row names show your actual settings (e.g., "EMA 10 > SMA 20" not generic "Fast > Slow"). You know exactly what's being evaluated. Customizable Rows: Turn off rows you don't care about. Only show what matters to your strategy. Customizable Timeframes: On intraday charts, disable 1m or 4h if you don't trade them. Reduces calculation load by 20-40%. Automatic HTF Handling: On Daily/Weekly/Monthly charts, the table automatically switches to D/W/M columns. No configuration needed. Performance Smart: "Hide BIAS table on 1D or above" option completely skips all table calculations on higher timeframes if you only trade intraday. --- 6. CANDLESTICK PATTERN RECOGNITION The indicator automatically detects six major reversal patterns and marks them with emojis at the relevant bars. Why These Six Patterns: These are the most statistically significant reversal patterns according to trading literature: High win rate when appearing at support/resistance Clear visual structure (not subjective) Work across all timeframes and assets Studied extensively by institutions The Patterns: Bullish Patterns (appear at bottoms): Bullish Engulfing: Green candle completely engulfs prior red candle's body. Strong reversal signal. Hammer: Small body with long lower wick (at least 2× body size). Shows rejection of lower prices by buyers. Morning Star: Three-candle pattern (large red → small indecision → large green). Very strong bottom reversal. Bearish Patterns (appear at tops): Bearish Engulfing: Red candle completely engulfs prior green candle's body. Strong reversal signal. Shooting Star: Small body with long upper wick (at least 2× body size). Shows rejection of higher prices by sellers. Evening Star: Three-candle pattern (large green → small indecision → large red). Very strong top reversal. Interactive Tooltips: Unlike most pattern indicators that just draw shapes, this one is educational: Hover your mouse over any pattern emoji A tooltip appears explaining: what the pattern is, what it means, when it's most reliable, and how to trade it No need to memorize - learn as you trade Noise Filter: "Min candle body % to filter noise" setting prevents false signals: Patterns require minimum body size relative to price Filters out tiny candles that don't represent real buying/selling pressure Adjust based on asset volatility (higher % for crypto, lower for low-volatility stocks) How to Trade Patterns: Patterns are NOT standalone entry signals. Use them as: Confirmation: UT Bot gives signal + pattern appears = stronger entry Reversal Warning: In a trade, opposite pattern appears = consider tightening stop or taking profit Support/Resistance Validation: Pattern at key level (PDH, VWAP, MA 200) = level is being respected Best combined with: UT Bot or Base signal in same direction Bias Table alignment (AVG > 60% or < 40%) Appearance at obvious support/resistance --- 7. VISUAL TOOLS AND FEATURES VWAP (Volume Weighted Average Price): Session-anchored VWAP with standard deviation bands. Shows institutional "fair value" for the trading session. Anchor Options: Session, Day, Week, Month, Quarter, Year. Choose based on your trading timeframe. Bands: Up to three pairs (X1, X2, X3) showing statistical deviation. Price at outer bands often reverses. Auto-Hide on HTF: VWAP hides on Daily/Weekly/Monthly charts automatically unless you enable anchored mode. Use VWAP as: Directional bias (above = bullish, below = bearish) Mean reversion levels (outer bands) Support/resistance (the VWAP line itself) Previous Day High/Low: Automatically plots yesterday's high and low on intraday charts: Updates at start of each new trading day Theme-aware colors (dark text for light charts, light text for dark charts) Hidden automatically on Daily/Weekly/Monthly charts These levels are critical for intraday traders - institutions watch them closely as support/resistance. Opening Range Breakout (ORB): Tracks the high/low of the first 5, 15, 30, or 60 minutes of the trading session: Customizable session times (preset for NYSE, LSE, TSE, or custom) Shows current breakout status in Bias Table row (ABOVE, BELOW, INSIDE, BUILDING) Intraday only - auto-disabled on Daily+ charts ORB is a classic day trading strategy - breakout above opening range often leads to continuation. Extra Labels: Change from Open %: Shows how far price has moved from session open (intraday) or daily open (HTF). Green if positive, red if negative. ADX Badge: Small label at bottom of last bar showing current ADX value. Green when above your minimum threshold, red when below. RSI Badge: Small label at top of last bar showing current RSI value with zone status (buy zone, sell zone, or neutral). These labels provide quick at-a-glance confirmation without needing separate indicator windows. --- 8. HOW TO USE THE INDICATOR Step 1: Add to Chart Load the indicator on your chosen asset and timeframe First time: Everything is enabled by default - the chart will look busy Don't panic - you'll turn off what you don't need Step 2: Start Simple Turn OFF everything except: UT Bot labels (keep these ON) Bias Table (keep this ON) Moving Averages (Fast and Medium only) Suggested Stop Loss and Take Profits Hide everything else initially. Get comfortable with the basic UT Bot + Bias Table workflow first. Step 3: Learn the Core Workflow UT Bot gives a Buy or Sell signal Check Bias Table AVG column - do you have multi-timeframe alignment? If yes, enter the trade Place stop at Suggested Stop Loss line Scale out at TP levels Exit on opposite UT signal Trade this simple system for a week. Get a feel for signal frequency and win rate with your settings. Step 4: Add Filters Gradually If you're getting too many losing signals (whipsaws in choppy markets), add filters one at a time: Try: "Require 2-Bar Trend Confirmation" - wait for 2 bars to confirm direction Try: ADX filter with minimum threshold - only trade when trend strength is sufficient Try: RSI pullback filter - only enter on pullbacks, not chasing Try: Volume filter - require above-average volume Add one filter, test for a week, evaluate. Repeat. Step 5: Enable Advanced Features (Optional) Once you're profitable with the core system, add: Supertrend for additional trend confirmation Candlestick patterns for reversal warnings VWAP for institutional anchor reference ORB for intraday breakout context ZLSMA for low-lag trend following Step 6: Optimize Settings Every setting has a detailed tooltip explaining what it does and typical values. Hover over any input to read: What the parameter controls How it impacts trading Suggested ranges for scalping, day trading, and swing trading Start with defaults, then adjust based on your results and style. Step 7: Set Up Alerts Right-click chart → Add Alert → Condition: "Luxy Momentum v6" → Choose: "UT Bot — Buy" for long entries "UT Bot — Sell" for short entries "Base Long/Short" for filtered MA cross signals Optionally enable "Send real-time alert() on UT flip" in settings for immediate notifications. Common Workflow Variations: Conservative Trader: UT signal + Base signal + Candlestick pattern + Bias AVG > 70% Enter only at major support/resistance Wider UT sensitivity, multiple filters Aggressive Trader: UT signal + Bias AVG > 60% Enter immediately, no waiting Tighter UT sensitivity, minimal filters Swing Trader: Focus on Daily/Weekly Bias alignment Ignore intraday noise Use ORB and PDH/PDL less (or not at all) Wider stops, patient approach --- 9. PERFORMANCE AND OPTIMIZATION The indicator is optimized for speed, but with 15+ features running simultaneously, chart load time can add up. Here's how to keep it fast: Biggest Performance Gains: Disable Unused Timeframes: In "Time Frames" settings, turn OFF any timeframe you don't actively trade. Each disabled TF saves 10-15% calculation time. If you only day trade 5m, 15m, 1h, disable 1m, 2h, 4h. Hide Bias Table on Daily+: If you only trade intraday, enable "Hide BIAS table on 1D or above". This skips ALL table calculations on higher timeframes. Draw UT Visuals Only on Bar Close: Reduces intrabar rendering of SL/TP/Entry lines. Has ZERO impact on logic or alerts - purely visual optimization. Additional Optimizations: Turn off VWAP bands if you don't use them Disable candlestick patterns if you don't trade them Turn off Supertrend fill if you find it distracting (keep the line) Reduce "Limit to 10 bars" for SL/TP lines to minimize line objects Performance Features Built-In: Smart Caching: Higher timeframe data (3-day bias, weekly bias, etc.) updates once per day, not every bar Conditional Calculations: Volume filter only calculates when enabled. Swing filter only runs when enabled. Nothing computes if turned off. Modular Design: Every component is independent. Turn off what you don't need without breaking other features. Typical Load Times: 5m chart, all features ON, 7 timeframes: ~2-3 seconds 5m chart, core features only, 3 timeframes: ~1 second 1m chart, all features: ~4-5 seconds (many bars to calculate) If loading takes longer, you likely have too many indicators on the chart total (not just this one). --- 10. FAQ Q: How is this different from standard UT Bot indicators? A: Standard UT Bot (originally by @QuantNomad) is just the ATR trailing line and flip signals. This implementation adds: - Volume weighting and momentum adjustment to the trailing calculation - Multiple confirmation filters (swing, %, 2-bar, ZLSMA) - Smart composite stop loss system from multiple S/R layers - R-multiple take profit system with freeze-on-touch - Integration with multi-timeframe Bias Table - Visual audit trail with checkmarks Q: Can I use this for automated trading? A: The indicator is designed for discretionary trading. While it has clear signals and alerts, it's not a mechanical system. Context and judgment are required. Q: Does it repaint? A: No. All signals respect bar close. UT Bot logic runs intrabar but signals only trigger on confirmed bars. Alerts fire correctly with no lookahead. Q: Do I need to use all the features? A: Absolutely not. The indicator is modular. Many profitable traders use just UT Bot + Bias Table + Moving Averages. Start simple, add complexity only if needed. Q: How do I know which settings to use? A: Every single input has a detailed tooltip. Hover over any setting to see: What it does How it affects trading Typical values for scalping, day trading, swing trading Start with defaults, adjust gradually based on results. Q: Can I use this on crypto 24/7 markets? A: Yes. ORB will not work (no defined session), but everything else functions normally. Use "Day" anchor for VWAP instead of "Session". Q: The Bias Table is blank or not showing. A: Check: "Show Table" is ON Table position isn't overlapping another indicator's table (change position) At least one row is enabled "Hide BIAS table on 1D or above" is OFF (if on Daily+ chart) Q: Why are candlestick patterns not appearing? A: Patterns are relatively rare by design - they only appear at genuine reversal points. Check: Pattern toggles are ON "Min candle body %" isn't too high (try 0.05-0.10) You're looking at a chart with actual reversals (not strong trending market) Q: UT Bot is too sensitive/not sensitive enough. A: Adjust "Sensitivity (Key×ATR)". Lower number = tighter stop, more signals. Higher number = wider stop, fewer signals. Read the tooltip for guidance. Q: Can I get alerts for the Bias Table? A: The Bias Table is a dashboard for visual analysis, not a signal generator. Set alerts on UT Bot or Base signals, then manually check Bias Table for confirmation. Q: Does this work on stocks with low volume? A: Yes, but turn OFF the volume filter. Low volume stocks will never meet relative volume requirements. Q: How often should I check the Bias Table? A: Before every entry. It takes 2 seconds to glance at the AVG column and headline rows. This one check can save you from fighting the trend. Q: What if UT signal and Base signal disagree? A: UT Bot is more aggressive (ATR trailing). Base signals are more conservative (MA cross + filters). If they disagree, either: Wait for both to align (safest) Take the UT signal but with smaller size (aggressive) Skip the trade (conservative) There's no "right" answer - depends on your risk tolerance. --- FINAL NOTES The indicator gives you an edge. How you use that edge determines results. For questions, feedback, or support, comment on the indicator page or message the author. Happy Trading!
อินดิเคเตอร์ Pine Script®
โดย orenluxy
27
Larry Williams Bonus Track PatternThis strategy trades the day immediately following an Inside Day, under specific directional and timing conditions. It is designed for daily-based setups but executed on intraday charts to ensure orders are placed exactly at the open of the following day, rather than at the daily bar close. Entry Conditions Only trades on Monday, Thursday, or Friday. The previous day must be an Inside Day (its high is lower than the prior high and its low is higher than the prior low). The bar before the Inside Day must be bullish (close > open). On the following day (t): The daily open must be below both the Inside Day’s high and the highest high of the two days before that. A buy stop is placed at the highest high of the three previous days (Inside Day and the two days before it). If the new day’s open is already above that level (gap up), the strategy enters long immediately at the open. Exit Rules Stop Loss: Fixed, defined in points or percentage (user input). FPO (First Profitable Open): the position is closed at the first daily open after the entry day where the open price is above the average entry price (the first profitable open). Notes The script must be applied on an intraday timeframe (e.g., 15-minute or 1-hour) so that the strategy can: Detect the Inside Day pattern using daily data (request.security). Execute orders in real time at the next day’s open. Running it directly on the daily timeframe will delay executions by one bar due to Pine Script’s evaluation model.
กลยุทธ์ Pine Script®
โดย xtradernet
cd_VWAP_mtg_CxCd_VWAP_mtg_Cx Overview The most important condition for being successful and profitable in the market is to consistently follow the same rules without compromise, while the price constantly moves in countless different ways. Regardless of the concept or trading school, those who have rules win. In this indicator, we will define and use three main sections to set and apply our rules. The indicator uses the VWAP (Volume Weighted Average Price) — price weighted by volume. Two VWAPs can be displayed either by manually entering date and time, or by selecting from the menu. From the menu, you can select the following reference levels: • HTF Open: Opening candle of the higher timeframe • ATH / ATL: All-Time High / All-Time Low candles • PMH / PML, PWH / PWL, PDH / PDL, PH4H / PH4L: Previous Month, Week, Day, or H4 Highs/Lows • MH / ML, WH / WL, DH / DL, H4H / H4L: Current Month, Week, Day, or H4 Highs/Lows Additionally, it includes: • Mitigation / Order Block zones (local buyer-seller balance) across two timeframes. • Buy/Sell Side Liquidity levels (BSL / SSL) from the aligned higher timeframe (target levels). ________________________________________ Components and Usage 1 – VWAP Calculated using the classical method: • High + Volume for the upper value • Close + Volume for the middle value • Low + Volume for the lower value The VWAP is displayed as a colored band, where the coloring represents the bias. Let’s call this band FVB (Fair Value Band) for ease of explanation. The FVB represents the final line of defense, the buyer/seller boundary, and in technical terms, it can be viewed as premium/discount zones or support/resistance levels. Within this critical area, the strong side continues its move, while the weaker side is forced to retreat. But does the side that breaks beyond the band always keep going? We all know that’s not always the case — in different pairs and timeframes, price often violates both the upper and lower edges multiple times. To achieve more consistent analysis, we’ll define a new set of rules. ________________________________________ 2 – Mitigation / Order Blocks In trading literature, there are dozens of different definitions and uses of mitigation or order blocks. Here, we will interpret the candlesticks to create our own definition, and we’ll use the zones defined by candles that fit this pattern. For simplicity, let’s abbreviate mitigation as “mtg.” For a candle to be selected as an mtg, it must clearly show strength from one side (buyers or sellers) — which can also be observed visually on the chart. ________________________________________ Bullish mtg criteria: 1. The first candle must be bullish (close > open) → buyers are strong. 2. The next candle makes a new high (buyers push higher) but fails to close above and pulls back to close inside the previous range → sellers react. It also must not break the previous low → buyers defend. 3. In the following candle(s), as long as the first candle’s low is protected and the second candle’s high is broken, it indicates buyer strength → a bullish mtg is confirmed. When price returns to this zone later (gets mitigated), the expectation is that the zone holds and price pushes upward again. If the low is violated, the mtg becomes invalid. In technical terms: If the previous candle’s high is broken but no close occurs above it, the expectation is a reversal move that will retest its low. Question: What if the low is protected and in the next candle(s) a new high forms? Answer: → Bullish mtg. Bearish mtg (opposite) 3 – Buy/Sell Side Liquidity Levels With the help of the aligned higher timeframe (swing points), we will define our market structure framework and set our liquidity targets accordingly. Let’s put the pieces together. If we continue explaining from a trade-focused perspective, our first priority should be our bias — our projection or expectation of the market’s potential movement. We will determine this bias using the FVB. Since we know the band often gets violated on both sides, we want the price action to convince us of its strength. To do that, we’ll use the first candle that closes beyond the band. The distance from that candle’s high to low will be our threshold range Bullish level = high + (candle length × coefficient) Bearish level = low - (candle length × coefficient) When the price closes beyond this threshold, it demonstrates strength, and our bias will now align in that direction. How long will this bias remain valid? → Until a closing candle appears on the opposite side of the band. If a close occurs on the opposite side, then a new bias will only be confirmed once the new threshold level is broken. During the period in between, we have no bias. Let’s continue on the chart: Now that our bias has been established, where and how do we look for trade opportunities? There are two possible entry approaches: • Aggressive entry: Enter immediately with the breakout. • Conservative entry: Wait for a pullback and enter once a suitable structure forms. (The choice depends on the user’s preference.) At this stage, the user can apply their own entry model. Let’s give an example: Let’s assume we’re looking for setups using HTF sweep + LTF CISD confirmation. Once our bias turns bearish, we look for an HTF sweep forming on or near an FVB or mtg block, and then confirm the entry with a CISD signal. In summary: • FVB defines the bias, the entry zone, and the target zone. • Mtg blocks represent entry zones. • BSL / SSL levels suggest target zones. Overlapping FVB and mtg blocks are expected to be more effective. The indicator also provides an option for a second FVB. A band attached to a lower timeframe can be used as confirmation. • Main band: Bias + FVB • Extra band: Entry trigger confirmed by a close beyond it. Mtg blocks can provide trade entry opportunities, especially when the price is moving strongly in one direction (flow). Consecutive or complementary mtg blocks indicate that the price is decisive in one direction, while sometimes also showing areas where we should wait before entering. Mtg blocks that contain an FVG (Fair Value Gap) within their body are expected to be more effective. Settings: The default values are set to 1-3-5m, optimized for scalping trades. VWAP settings: Main VWAP (FVB): • Can be set by selecting a start time, manually entering date and time, or choosing a predefined level. Extra VWAP (FVB): • Set from the menu. If not needed, select “none.” • Visibility, color, and fill settings for VWAP are located here. • Threshold levels visibility and color options are also in this section. • The multiplier is used for calculating the threshold level. Important: • If the Extra VWAP is selected but not displayed, you need to increase the chart timeframe. o Example: If the chart is on 3m and you select WH from the extra options, it will not display correctly. • Upper limits for VWAP: o 1m and 3m charts: daily High/Low o 5m chart: weekly High/Low ________________________________________ Mtg Settings: • Visibility and color settings for blocks are configured here. • To display on a second timeframe, the box must be checked and the timeframe specified. • Optional display modes: “only active blocks,” “only last violated mtg,” or “all.” • For confirmation and removal criteria, choosing high/low or close determines the source used for mtg block formation and deletion conditions. BSL/SSL Settings: • Visibility, color, font size, and line style can be configured in this section. When “Auto” is selected, the aligned timeframe is determined automatically by the indicator, while in manual mode, the user defines the timeframe. Final Words: Simply opening trades every time the price touches the VWAP or mtg blocks will not make you a profitable trader. Searching for setups with similar structures while maintaining proper risk management will yield better results in the long run. I would be happy to hear your feedback and suggestions. Happy trading!
อินดิเคเตอร์ Pine Script®
โดย cdikici71
26
GRG/RGR Signal, MA, Ranges and PivotsThis indicator is a combination of several indicators. It is a combination of two of my indicators which I solely use for trading 1. EMA 10-20-50-200, Pivots and Previous Day/Week/Month range 2. 3/4-Bar GRG / RGR Pattern (Conditional 4th Candle) You can use them individually if you already have some of them or just use this one. Belive me when I say, this is all you need, along with market structure knowlege and even if you don’t have that, this indicator has been doing wonders for me. This is all I use. I do not use anything else. **Note - Do checkout the indicators individually as I have added valuable information in the comment section. It contains the following, 1. 10 EMA/SMA - configurable 2. 20 EMA/SMA - configurable 3. 50 EMA/SMA - configurable 4. 200 EMA/SMA - configurable 5. Previous Day's Range - configurable 6. Previous Week's Range - configurable 7. Previous Month's Range - configurable 8. Pivots - configurable 9. Buy Sell Signal - configurable The Moving Averages It is a very important combination and using it correctly with price action will strengthen your entries and exits. The ema's or sma's added are the most powerful ones and they do definitely act as support and resistance. The Daily/Weekly/Monthly Ranges The Daily/Weekly/Monthly ranges are extremely important for any trader and should be used for targets and reversals. Pivots Pivots can provide support and resistance level. R5 and S5 can be used to check for over stretched conditions. You can customise them however you like. It is a full pivot indicator. It is defaulted to show R5 and S5 only to reduce noise in the chart but it can be customised. The 3/4 RGR or GRG Signal Generator Combined with a 3/4 RGR or GRG setup can be all a trader needs. You don't need complex strategies and SMC concepts to trade. Simple EMAs, ranges and RGR/GRG setup is the most winning combination. This indicator can be used to identify the Green-Red-Green or Red-Green-Red pattern. It is a price action indicator where a price action which identifies the defeat of buyers and sellers. If the buyers comprehensively defeat the sellers then the price moves up and if the sellers defeat the buyers then the price moves down. In my trading experience this is what defines the price movement. It is a 3 or 4 candle pattern, beyond that i.e, 5 or more candles could mean a very sideways market and unnecessary signal generation. How does it work? Upside/Green signal 1. Say candle 1 is Green, which means buyers stepped in, then candle 2 is Red or a Doji, that means sellers brought the price down. Then if candle 3 is forming to be Green and breaks the closing of the 1st candle and opening of the 2nd candle, then a green arrow will appear and that is the place where you want to take your trade. 2. Here the buyers defeated the sellers. 3. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. 4. Important - We need to enter the trade as soon as the price moves above the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. Ignore wicks. 5. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default. 6. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. 7. I call it the +-+ or GRG pattern or Green-Red-Green or Buyer-Seller-Buyer or Seller defeated or just Buyer pattern. 8. Stop loss can be candle 2's mid for safe traders (that includes me) or candle 2's body low for risky traders. 9. Back testing suggests that body low will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Downside/Red signal 1. Say candle 1 is Red, which means sellers stepped in, then candle 2 is Green or a Doji, that means buyers took the price up. Then if candle 3 is forming to be Red and breaks the closing of the 1st candle and opening of the 2nd candle then a Red arrow will appear and that is the place where you want to take your trade. 2. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. 3. We need to enter the trade as soon as the price moves below the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. 4. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default. 5. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. 6. I call it the -+- or RGR pattern or Red-Green-Red or Seller-Buyer-Seller or Buyer defeated or just Seller pattern. 7. Stop loss can be candle 2's mid for safe traders ( that includes me) or candle 2's body high for risky traders. 8. Back testing suggests that body high will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Combining Indicators and Signal Combining these indicators with GRG/RGR signal can be very powerful and can provide big moves. 1. MA crossover and Signal - This is very powerful and provides a very big move. Trades can be held for longer. If after taking the trade we notice that the MA crossover has happened then trades can be held for higher targets. 2. Pivots and Signal - Pivots and add a support or resistance point. Take profits on these points. R5/S5 are over streched conditions so we can start looking for reversal signals and ignore other signals 3. Intraday Range - first 1, 5, 15 min of the day - Sideways days is when price will stay in these ranges. You can take profits at these ranges or if the range is broken and we get a signal, then it can mean that the direction will be sustained. 4. Previous Day/Week/Month Ranges - These can be used as Take Profit points if the price is moving towards them after getting the signal. If the range is broken and we get a signal then it can be a strong signal. They can also be used as reversal points if a strong signal is generated. Important Settings 1. Include 4th Candle Confirmation - You can enable or disable the 4th candle signal to avoid the noise, but at times I have noticed that the 4th candle gives a very strong signal or I can say that the strong signal falls on the 4th candle. This is mostly a coincidence. 2. Bars to check (default 10) - You can also configure how many previous bars should the signal be generated for. 10 to 30 is good enough. To backtest increase it to 2000 or 5000 for example. 3. Use Candle High/Low for confirmation instead of Candle Open/Close - More optimized entry and noise reduction. This option is now defaulted to false. 4. Show Green-Red-Green (bull) signals - Show only bull entries. Useful when I have a predefined view i.e, I know market is going to go up today. 5. Show Red-Green-Red (bear) signals - Show only bear entries. Useful when I have a predefined view i.e, I know market is going to go down today. 6. 3rd candle should be a Strong candle before considering 4th candle - This will enforce additional logic in 4 candle setup that the 3rd candle is the candle in our direction of breakout. This means something like GRGG is mandatory, which is still the default behaviour. If disabled, the 3rd candle can be any candle and 4th candle will act as our breakout candle. This behaviour has led to breakouts and breakdowns as times, hence I added this as a separate feature. Vice-versa for a RGGR. For a 4 candle setup till now we were expecting GRGG or RGRR but we can let the system ignore the 3rd candle completely if needed. This will result in additional signals. 7. Three intraday ranges added for index and stock traders - 1 min, 5 min and 15 min ranges will be displayed. These are disabled by default except 15 min. These are very important ranges and in sideways days the price will usually move within the 15 min. A breakout of this range and a positive signal can be a very powerful setup. Safe traders can avoid taking a trade in this range as it can lead to fakeouts. The line style, width, color and opacity are configurable. Pointers/Golden Rules 1. If after taking the trade, the next candle moves in your direction and closes strong bullish or bearish, then move SL to break even and after that you can trail it. 2. If a upside trade hits SL and immediately a down side trade signal is generated on the next candle then take it. Vice versa is true. 3. Trades need to be taken on previous 2 candle's body high or low combined and not the wicks. 4. The most losses a trader takes is on a sideways day and because in our strategy the stop loss is so small that even on a sideways day we'll get out with a little profit or worst break even. 5. Hold trades for longer targets and don't panic. 6. If last 3-4 days have been sideways then there is a good probability that today will be trending so we can hold our trade for longer targets. Inverse is true when the market has been trending for 2-3 days then volatility followed by sideways is coming (DOW theory). Target to hold the trade for whole day and not exit till the day closes. 7. In general avoid trading in the middle of the day for index and stocks. Divide the day into 3 parts and avoid the middle. 8. Use Support/Resistance, 10, 20, 50, 200 EMA/SMA, Gaps, Whole/Round numbers(very imp) for identifying targets. 9. Trail your SL. 10. For indexes I would use 5 min and 15 min timeframe and at times 10 mins. 11. For commodities and crypto we can use higher timeframe as well. Look for signals during volatile time durations and avoid trading the whole day. Signal usually gives good targets on those times. 12. If a GRG or RGR pattern appears on a daily timeframe then this is our time to go big. 13. Minimum Risk to Reward should be 1:2 and for longer targets can be 1:4 to 1:10. 14. Trade with small lot size. Money management will happen automatically. 15. With small lot size and correct Risk-Reward we can be very profitable. Don't trade with big lot size. 16. Stay in the market for longer and collect points not money. 17. Very imp - Watch market and learn to generate a market view. 18. Very imp - Only 3 type of candles are needed in trading - Strong Bullish (Big Green candle), Strong Bearish (Big Red candle), Hammer (it is Strong Bullish), Inverse Hammer (it is Strong Bearish) and Doji (indecision or confusion). If on daily timeframe I see Strong Bullish candle previous day then I am biased to the upside the next day, if I see Strong Bearish candle the previous day then I am biased to the downside the next day, if I see Doji on the previous day then I am cautious the next day, if there are back to back Dojis forming in daily or weekly then I am preparing for big move so time to go big once I get the signal. 19. Most Important Candlestick pattern - Bullish and Bearish Engulfing 20. The only Chart patterns I need - 
 a) Falling Wedge/Channel Bullish Pattern Uptrend or Bull Flag - Buying - Forming over a couple days for intraday and forming over a couple of weeks for swing 
 b) Falling Wedge/Channel Bullish Pattern Downtrend or Falling Channel - Buying
 c) Rising Wedge Bearish Pattern Uptrend or Rising Channel - Selling
 d) Rising Wedge Bearish Pattern Downtrend or Bear flag - Selling e) Head and Shoulder - Over a longer period not for intraday. In 15 min takes few days and for swing 1hr or 4h or daily can take few days 
f) M and W pattern - Reversal Patterns - They form within the above 4 patterns, usually resulting in the break of trend line 21. How Gaps work - 
 a) Small Gap up in Uptrend - Market can fill the gap and reverse. The perception is that people are buying. If previous day candle was Strong Bullish then market view is up.
 b) Big Gap up in Uptrend - Not news driven - Profit booking will come but may not fill the entire gap
 c) Big Gap up in Uptrend - News driven, war related, tax, interest rate - Market can keep going up without stopping.
 c) Flat opening in Uptrend - Big chance of market going up. If previous day candle was Strong Bullish then view is upwards, if it was Doji then still upwards.
 d) Gap down in Uptrend - Market is surprised. After going down initially it can go up
 e) Small Gap down in Downtrend - Market can fill the gap and keep moving down. If previous day candle was Strong Bearish then view is still down.
 f) Flat opening in Downtrend - View is down, short today.
 g) Big Gap down in Downtrend - Profit booking and foolish buying will come but market view is still down.
 h) Gap down with News - Volatility, sideways then down. 
 i) Gap Up in Downtrend - Can move up - Price can move up during 2/3rd of the day and End of the day revert and close in red. 22. Go big on bearish days for option traders. Puts are better bought and Calls are better sold. 23. Cluster of green signals can lead to bigger move on the upside and vice versa for red signals. 24. Most of this is what I learned from successful traders (from the top 2%) only the indicator is mine.
อินดิเคเตอร์ Pine Script®
โดย pranayjha
6
3/4-Bar GRG / RGR Pattern (Conditional 4th Candle)This indicator can be used to identify the Green-Red-Green or Red-Green-Red pattern. It is a price action indicator where a price action which identifies the defeat of buyers and sellers. If the buyers comprehensively defeat the sellers then the price moves up and if the sellers defeat the buyers then the price moves down. In my trading experience this is what defines the price movement. It is a 3 or 4 candle pattern, beyond that i.e, 5 or more candles could mean a very sideways market and unnecessary signal generation. How does it work? Upside/Green signal Say candle 1 is Green, which means buyers stepped in, then candle 2 is Red or a Doji, that means sellers brought the price down. Then if candle 3 is forming to be Green and breaks the closing of the 1st candle and opening of the 2nd candle, then a green arrow will appear and that is the place where you want to take your trade. Here the buyers defeated the sellers. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. Important - We need to enter the trade as soon as the price moves above the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. Ignore wicks. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. I call it the +-+ or GRG pattern. Stop loss can be candle 2's mid for safe traders (that includes me) or candle 2's body low for risky traders. Back testing suggests that body low will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Downside/Red signal Say candle 1 is Red, which means sellers stepped in, then candle 2 is Green or a Doji, that means buyers took the price up. Then if candle 3 is forming to be Red and breaks the closing of the 1st candle and opening of the 2nd candle then a Red arrow will appear and that is the place where you want to take your trade. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. We need to enter the trade as soon as the price moves below the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. I call it the -+- or RGR pattern. Stop loss can be candle 2's mid for safe traders ( that includes me) or candle 2's body high for risky traders. Back testing suggests that body high will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Important Settings You can enable or disable the 4th candle signal to avoid the noise, but at times I have noticed that the 4th candle gives a very strong signal or I can say that the strong signal falls on the 4th candle. This is mostly a coincidence. You can also configure how many previous bars should the signal be generated for. 10 to 30 is good enough. To backtest increase it to 2000 or 5000 for example. Rest are self explanatory. Pointers If after taking the trade, the next candle moves in your direction and closes strong bullish or bearish, then move SL to break even and after that you can trail it. If a upside trade hits SL and immediately a down side trade signal is generated on the next candle then take it. Vice versa is true. Trades need to be taken on previous 2 candle's body high or low combined and not the wicks. The most losses a trader takes is on a sideways day and because in our strategy the stop loss is so small that even on a sideways day we'll get out with a little profit or worst break even. Hold targets for longer targets and don't panic. If last 3-4 days have been sideways then there is a good probability that day will be trending so we can hold our trade for longer targets. Target to hold the trade for whole day and not exit till the day closes. In general avoid trading in the middle of the day for index and stocks. Divide the day into 3 parts and avoid the middle. Use Support/Resistance, 10, 20, 50, 200 EMA/SMA, Gaps, Whole/Round numbers(very imp) for identifying targets. Trail your SL. For indexes I would use 5 min and 15 min timeframe. For commodities and crypto we can use higher timeframe as well. Look for signals during volatile time durations and avoid trading the whole day. Signal usually gives good targets on those times. If a GRG or RGR pattern appears on a daily timeframe then this is our time to go big. Minimum Risk to Reward should be 1:2 and for longer targets can be 1:4 to 1:10. Trade with small lot size. Money management will happen automatically. With small lot size and correct Risk-Re ward we can be very profitable. Don't trade with big lot size. Stay in the market for longer and collect points not money. Very imp - Watch market and learn to generate a market view. Very imp - Only 4 candles are needed in trading - strong bullish, strong bearish, hammer, inverse hammer and doji. Go big on bearish days for option traders. Puts are better bought and Calls are better sold. Cluster of green signals can lead to bigger move on the upside and vice versa for red signals. Most of this is what I learned from successful traders (from the top 2%) only the indicator is mine.
อินดิเคเตอร์ Pine Script®
โดย pranayjha
20
Multi-Symbol Volatility Tracker with Range DetectionMulti-Symbol Volatility Tracker with Range Detection 🎯 Main Purpose: This indicator is specifically designed for scalpers to quickly identify symbols with high volatility that are currently in ranging conditions . It helps you spot the perfect opportunities for buying at lows and selling at highs repeatedly within the same trading session. 📊 Table Data Explanation: The indicator displays a comprehensive table with 5 columns for 4 major symbols (GOLD, SILVER, NASDAQ, SP500): SYMBOL: The trading instrument being analyzed VOLATILITY: Color-coded volatility levels (NORMAL/HIGH/EXTREME) based on ATR values Last Candle %: The percentage range of the most recent 5-minute candle Last 5 Candle Avg %: Average percentage range over the last 5 candles RANGE: Shows "YES" (blue) or "NO" (gray) indicating if the symbol is currently ranging 🔍 How to Identify Trading Opportunities: Look for symbols that combine these characteristics: RANGE column shows "YES" (highlighted in blue) - This means the symbol is moving sideways, perfect for range trading VOLATILITY shows "HIGH" or "EXTREME" - Ensures there's enough movement for profitable scalping Higher candlestick percentages - Indicates larger candle ranges, meaning more profit potential per trade ⚡ Optimal Usage: Best Timeframe: Works optimally on 5-minute charts where the ranging patterns are most reliable for scalping Trading Strategy: When you find a symbol with "YES" in the RANGE column, switch to that symbol and look for opportunities to buy near the lows and sell near the highs of the ranging pattern Risk Management: Higher volatility symbols offer more profit potential but require tighter risk management ⚙️ Settings: ATR Length: Adjusts the Average True Range calculation period (default: 14) Range Sensitivity: Fine-tune range detection sensitivity (0.1-2.0, lower = more sensitive) 💡 Pro Tips: The indicator updates in real-time, so monitor for symbols switching from "NO" to "YES" in the RANGE column Combine HIGH/EXTREME volatility with RANGE: YES for the most profitable scalping setups Use the candlestick percentages to gauge potential profit per trade - higher percentages mean more movement The algorithm uses advanced statistical analysis including standard deviation, linear regression slopes, and range efficiency to accurately detect ranging conditions Perfect for day traders and scalpers who want to quickly identify which symbols offer the best ranging opportunities for consistent buy-low, sell-high strategies.
อินดิเคเตอร์ Pine Script®
โดย igaudette
cd_RSI_Divergence_CxGeneral: The Relative Strength Index (RSI) is a momentum oscillator widely used by traders in price analysis. In addition to showing overbought/oversold zones, divergences between RSI and price are also tracked to identify trading opportunities. The general consensus is that oscillators alone are not sufficient for entries and should be evaluated together with multiple confirmations. This oscillator is designed as an additional confirmation/compatible tool for strategies that already use higher time frame (HTF) sweeps and lower time frame (LTF) confirmations such as Change in State Delivery (CISD) or Change of Character (CHOCH). Features: While RSI oscillators are commonly displayed in line format (classic), this indicator also offers candlestick-style visualization. Depending on the selected source, period length, and EMA length, RSI can be displayed as lines and/or candlesticks. Divergence detection & tracking: Price and RSI values are monitored on the chosen higher time frame (from the menu) to determine highs and lows. For divergence display, the user can choose between two modes: 1- Alignment with HTF Sweep 2- All 1 - Alignment with HTF Sweep: First, the price must sweep the previous high/low of the candle on the HTF (i.e., break it) but fail to continue in that direction and return inside (sweep). If this condition is met, RSI values are checked: If price makes a high sweep but RSI fails to make a new high → divergence is confirmed. If price makes a low sweep but RSI fails to make a new low → divergence is confirmed. Divergence is then displayed on the chart. 2 - All: In this mode, sweep conditions are ignored. Divergence is confirmed if: Price makes a new high on HTF but RSI does not. RSI makes a new high on HTF but price does not. Price makes a new low on HTF but RSI does not. RSI makes a new low on HTF but price does not. Menu & Settings: RSI visualization (source + period length + EMA period length) Option to choose classic/candlestick style display Color customization Higher time frame selection Adjustable HTF boxes and table display Final notes: This oscillator is designed as an additional confirmation tool for strategies based on HTF sweep + LTF CISD/CHOCH confirmation logic. The chosen HTF in the oscillator should match the time frame where sweeps are expected. Divergence signals from this oscillator alone will not make you profitable. For spot trades, monitoring sweeps and divergences on higher time frames is more suitable (e.g., Daily–H1 / Weekly–H4). My personal usage preferences: Entry TF: 3m HTF bias: Daily + H1 Sweep + CISD: 30m / 3m Market Structure: 3m RSI divergence: HTF = 30m If all of them align bullish or bearish ( timeframe alignment ), I try to take the trade. I’d be glad to hear your feedback and suggestions for improvement. Happy trading!
อินดิเคเตอร์ Pine Script®
โดย cdikici71
12
On-Chain Signals [LuxAlgo]The On-Chain Signals indicator uses fundamental blockchain metrics to provide traders with an objective technical view of their favorite cryptocurrencies. It uses IntoTheBlock datasets integrated within TradingView to generate four key signals: Net Network Growth, In the Money, Concentration, and Large Transactions. Together, these four signals provide traders with an overall directional bias of the market. All of the data can be visualized as a gauge, table, historical plot, or average. 🔶 USAGE The main goal of this tool is to provide an overall directional bias based on four blockchain signals, each with three possible biases: bearish, neutral, or bullish. The thresholds for each signal bias can be adjusted on the settings panel. These signals are based on IntoTheBlock's On-Chain Signals. Net network growth: Change in the total number of addresses over the last seven periods; i.e., how many new addresses are being created. In the Money: Change in the seven-period moving average of the total supply in the money. This shows how many addresses are profitable. Concentration: Change in the aggregate addresses of whales and investors from the previous period. These are addresses holding at least 0.1% of the supply. This shows how many addresses are in the hands of a few. Large Transactions: Changes in the number of transactions over $100,000. This metric tracks convergence or divergence from the 21- and 30-day EMAs and indicates the momentum of large transactions. All of these signals together form the blockchain's overall directional bias. Bearish: The number of bearish individual signals is greater than the number of bullish individual signals. Neutral: The number of bearish individual signals is equal to the number of bullish individual signals. Bullish: The number of bullish individual signals is greater than the number of bearish individual signals. If the overall directional bias is bullish, we can expect the price of the observed cryptocurrency to increase. If the bias is bearish, we can expect the price to decrease. If the signal is neutral, the price may be more likely to stay the same. Traders should be aware of two things. First, the signals provide optimal results when the chart is set to the daily timeframe. Second, the tool uses IntoTheBlock data, which is available on TradingView. Therefore, some cryptocurrencies may not be available. 🔹 Display Mode Traders have three different display modes at their disposal. These modes can be easily selected from the settings panel. The gauge is set by default. 🔹 Gauge The gauge will appear in the center of the visible space. Traders can adjust its size using the Scale parameter in the Settings panel. They can also give it a curved effect. The number of bars displayed directly affects the gauge's resolution: More bars result in better resolution. The chart above shows the effect that different scale configurations have on the gauge. 🔹 Historical Data The chart above shows the historical data for each of the four signals. Traders can use this mode to adjust the thresholds for each signal on the settings panel to fit the behavior of each cryptocurrency. They can also analyze how each metric impacts price behavior over time. 🔹 Average This display mode provides an easy way to see the overall bias of past prices in order to analyze price behavior in relation to the underlying blockchain's directional bias. The average is calculated by taking the values of the overall bias as -1 for bearish, 0 for neutral, and +1 for bullish, and then applying a triangular moving average over 20 periods by default. Simple and exponential moving averages are available, and traders can select the period length from the settings panel. 🔶 DETAILS The four signals are based on IntoTheBlock's On-Chain Signals. We gather the data, manipulate it, and build the signals depending on each threshold. Net network growth float netNetworkGrowthData = customData('_TOTALADDRESSES') float netNetworkGrowth = 100*(netNetworkGrowthData /netNetworkGrowthData - 1) In the Money float inTheMoneyData = customData('_INOUTMONEYIN') float averageBalance = customData('_AVGBALANCE') float inTheMoneyBalance = inTheMoneyData*averageBalance float sma = ta.sma(inTheMoneyBalance,7) float inTheMoney = ta.roc(sma,1) Concentration float whalesData = customData('_WHALESPERCENTAGE') float inverstorsData = customData('_INVESTORSPERCENTAGE') float bigHands = whalesData+inverstorsData float concentration = ta.change(bigHands )*100 Large Transactions float largeTransacionsData = customData('_LARGETXCOUNT') float largeTX21 = ta.ema(largeTransacionsData,21) float largeTX30 = ta.ema(largeTransacionsData,30) float largeTransacions = ((largeTX21 - largeTX30)/largeTX30)*100 🔶 SETTINGS Display mode: Select between gauge, historical data and average. Average: Select a smoothing method and length period. 🔹 Thresholds Net Network Growth : Bullish and bearish thresholds for this signal. In The Money : Bullish and bearish thresholds for this signal. Concentration : Bullish and bearish thresholds for this signal. Transactions : Bullish and bearish thresholds for this signal. 🔹 Dashboard Dashboard : Enable/disable dashboard display Position : Select dashboard location Size : Select dashboard size 🔹 Gauge Scale : Select the size of the gauge Curved : Enable/disable curved mode Select Gauge colors for bearish, neutral and bullish bias 🔹 Style Net Network Growth : Enable/disable historical plot and choose color In The Money : Enable/disable historical plot and choose color Concentration : Enable/disable historical plot and choose color Large Transacions : Enable/disable historical plot and choose color
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
8
200 SMA (5%/-3% Buffer) for SPY & QQQ In my testing TQQQ is an absolute monster of an ETF that performs extremely well even from a buy and hold standpoint over long periods of time, its largest drawback is the massive drawdown exposure that it faces which can be easily sidestepped with this strategy. This strategy is meant to basically abuse TQQQ's insane outperformance while augmenting the typical 200SMA strategy in a way that uses all of its strengths while avoiding getting whipsawed in sideways markets. The strategy BUYS when price crosses 5% over the 200SMA and then SELLS when price drops 3% below the 200SMA. Between trades I'll be parking my entire account in SGOV. So maximizing profit while minimizing risk. You use the strategy based off of QQQ and then make the trades on TQQQ when it tells you to BUY/SELL. Here are some reasons why I will be using this strategy: Simple emotionless BUY and SELL signals where I don't care who the president is, what is happening in the world, who is bombing who, who the leadership team is, no attachment to individual companies and diversified across the NASDAQ. ~85% win percentage and when it does lose the loses are nothing compared to the wins and after a loss you're basically set up for a massive win in the next trade. Max drawdown of around 53% when using TQQQ You benefit massively when the market is doing well and when there is a recession you basically sit in SGOV for a year and then are set up for a monster recovery with a clear easy BUY signal. So as long as you're patient you win regardless of what happens. The trades are often very long term resulting in you taking advantage of Long Term Capital Gains tax advantage which could mean saving up to 15-20% in taxes. With only a few trades you can spend time doing other stuff and don't have to track or pay attention to anything that is happening. Simple, easy, and massively profitable.
กลยุทธ์ Pine Script®
โดย freefighter07
Candlestick Patterns Backtester [Optimized]Candlestick Patterns Backtester What this is: This indicator is based on a really cool candlestick pattern backtester that I found (I'll update this later when I remember where I got it from or find the actual author). The original had this massive table showing win/loss ratios for a bunch of candlestick patterns, and according to the built-in backtester, it was actually profitable - which was pretty impressive. The Problem: I played around with the original for a while but honestly wasn't really able to get it to work well at all for actual trading. It was still pretty cool to look at though! The main issues were: It was just a big static table - hard to do anything useful with it Couldn't send signals out to other strategies The code was a monster - like 2,000+ lines of repetitive mess What I Did: I completely refactored this thing and got it down from 2,000+ lines to just a few hundred lines. Much cleaner now! Here's what it does: 45+ Candlestick Patterns - All the classics are in there Dynamic Filtering - Set your own requirements (minimum win rate, profit factor, total trades, etc.) Flexible Logic - Choose AND/OR logic for your filters Signal Generation - Creates actual buy/sell signals you can use with other strategies Visual Badges - Shows pattern badges on chart when they meet your criteria Active Patterns Table - Only shows patterns that are currently profitable based on your settings Settings You Can Adjust: Minimum win rate threshold Minimum profit factor Minimum number of trades required Whether to use AND or OR logic for filtering Colors, badge display, debug options Reality Check: Trading these patterns really wasn't for me, but it was still a great learning experience. The backtesting results look good on paper, but as always, past performance doesn't guarantee future results. Use this as a research tool and educational resource more than anything else. Credit: This is based on someone else's original work that I heavily modified and optimized. I'll update this description once I track down the original author to give proper credit where it's due. This introduction captures your casual, honest tone while explaining the technical improvements you made and setting realistic expectations about the indicator's practical use.
อินดิเคเตอร์ Pine Script®
โดย citysideinc
Price Reaction Analysis by Day of WeekOverview The "Price Reaction Analysis by Day of Week" indicator is a tool that enables traders to analyze historical price reaction patterns to technical indicator signals on a selected day of the week. It examines price behavior on a chosen candle (from 1 to 30) in the next day or subsequent days after a signal, depending on the timeframe, and provides success rate statistics to support data-driven trading decisions. The indicator is optimized for timeframes up to 1 day (e.g., 1D, 12H, 8H, 6H, 4H, 1H, 15M), as the analysis relies on day-of-week comparisons. Lower timeframes generate more signals due to the higher number of candles per day. Key Features 1. Flexible Technical Indicator Selection Users can choose one of four technical indicators: RSI, SMI, MA, or Bollinger Bands. Each indicator has configurable parameters, such as: RSI length, oversold/overbought levels. SMI length, %K and %D smoothing, signal levels. MA length. Bollinger Bands length and multiplier. 2. Day-of-Week Analysis The indicator allows users to select a day of the week (Monday, Tuesday, Wednesday, Thursday, Friday) for generating signals. It analyzes price reactions on a selected candle (from 1 to 30) in the next day or subsequent days after the signal. Examples: On a daily timeframe, a signal on Monday can be analyzed for the first, fourth, or later candle (up to 30) in subsequent days (e.g., Tuesday, Wednesday). On timeframes lower than 1 day (e.g., 12H, 8H, 6H, 4H, 1H, 15M), the analysis targets the selected candle in the next day or subsequent days. For example, on a 4H timeframe, you can analyze the second Tuesday candle following a Monday signal. The maximum timeframe is 1 day to ensure consistent day-of-week analysis. 3. Visual Signals Signals for the analysis period are marked with background highlights in real-time when the indicator’s conditions are met. The last highlighted candle of the selected day is always analyzed. Arrows are displayed on the chart at the candle specified by the “Candles to Compare” setting (e.g., the first candle if set to 1): Green upward triangles (below the candle) for successful buy signals (the closing price of the selected candle is higher than the signal candle’s close). Red downward triangles (above the candle) for successful sell signals (the closing price of the selected candle is lower than the signal candle’s close). Gray “x” marks for unsuccessful signals (no price reversal in the expected direction). Arrow positions are intuitive: buy signals below the candle, sell signals above. Highlights and arrows do not require waiting for future signals but are essential for calculating statistics. Note: The first candle of the next day may appear shifted on the chart due to timezone differences, which can affect the timing of signal appearance. 4. Signal Conditions (Highlights) for Each Indicator RSI: The oscillator is in oversold (buy) or overbought (sell) zones. SMI: SMI returns from oversold (buy) or overbought (sell) zones. MA: Price crosses the MA (upward for buy, downward for sell). Bollinger Bands: Price returns inside the bands (from below for buy, from above for sell). 5. Success Rate Statistics A table in the top-right corner of the chart displays: The number of buy and sell signals for the selected day of the week. The percentage of cases where the price of the selected candle in the next day or subsequent days reversed as expected (e.g., rising after a buy signal). Statistics are based on comparing the closing price of the signal candle with the closing price of the selected candle (e.g., first, fourth) in the next day or subsequent days. Important: Statistics do not account for price movements within the candle or after its close. The price on the selected candle (e.g., fourth) may be lower than earlier candles but still higher than the signal candle, counting as a positive buy signal, though it does not guarantee profit. 6. Date Range Users can specify the analysis date range, enabling strategy testing on historical data from a chosen period. Ensure the start and end dates are set correctly. Applications The indicator is designed for traders who want to leverage historical patterns for position planning. Examples: On a 4-hour timeframe: If a sell signal highlight appears on Monday and statistics show an 80% chance that the fourth Tuesday candle is bearish, traders may consider playing a correction at the open of that candle. On a daily timeframe: If a highlight indicates market overheating, traders may consider entering a position at the open of the first candle after the signal (e.g., Tuesday), provided statistics suggest an edge. Users can analyze the signal on the first candle and check later candles to validate results, increasing confidence in consistent patterns. Key Settings Indicator Type: Choose between RSI, SMI, MA, or Bollinger Bands. Selected Day: Monday, Tuesday, Wednesday, Thursday, or Friday. Candles to Compare: The number of the candle in the next day or subsequent days (from 1 to 30). Indicator Parameters: Lengths, levels (e.g., oversold/overbought for RSI). Background Colors: Configurable highlights for buy and sell signals. Notes Timeframes: The indicator is optimized for timeframes up to 1 day (e.g., 1D, 12H, 8H, 6H, 4H, 1H, 15M), as the analysis relies on day-of-week patterns. Timeframes lower than 1 day generate more signals due to the higher number of candles per day. Candle Shift: The first candle of the next day may appear shifted on the chart due to timezone differences, affecting the timing of signals across markets or platforms. Statistical Limitations: Results are based on the closing prices of the selected candle, ignoring fluctuations in earlier candles, within the candle, or subsequent price movements. Traders must assess whether entering at the open or after the close of the selected candle is profitable. Testing: Effectiveness depends on historical data and parameter settings. Testing different configurations across markets and timeframes is recommended. Who Is It For? Swing and position traders who base decisions on technical analysis and historical patterns. Market analysts seeking patterns in price behavior by day of the week. TradingView users of all experience levels, thanks to an intuitive interface and flexible settings.
อินดิเคเตอร์ Pine Script®
โดย Uncle_the_shooter
Prev Week POC Buy/Sell Signals Hi, I’m Edward. I created a straightforward strategy for swing traders (4hr or 8hr timeframe users). This strategy is for traders that are not interested to look at charts all day long, 2 times a day max, but still be profitable. The indicator: Print a buy signal when the price closes above the previous week's Point of Control (POC). Stay in the trade until the price closes below the previous week's POC, then print a sell signal. The indicator calculates the weekly POC using a basic volume profile method, then tracks the previous week's POC for signals. Previous week POC is valid from Monday to Thursday. By close of business on Thursday, the current week trend and POC should be well established and should be used make buy or sell decisions. Enjoy!
อินดิเคเตอร์ Pine Script®
โดย EDCHATILLON
Bilateral Filter For Loop [BackQuant]Bilateral Filter For Loop The Bilateral Filter For Loop is an advanced technical indicator designed to filter out market noise and smooth out price data, thus improving the identification of underlying market trends. It employs a bilateral filter, which is a sophisticated non-linear filter commonly used in image processing and price time series analysis. By considering both spatial and range differences between price points, this filter is highly effective at preserving significant trends while reducing random fluctuations, ultimately making it suitable for dynamic trend-following strategies. Please take the time to read the following: Key Features 1. Bilateral Filter Calculation: The bilateral filter is the core of this indicator and works by applying a weight to each data point based on two factors: spatial distance and price range difference. This dual weighting process allows the filter to preserve important price movements while reducing the impact of less relevant fluctuations. The filter uses two primary parameters: Spatial Sigma (σ_d): This parameter adjusts the weight applied based on the distance of each price point from the current price. A larger spatial sigma means more smoothing, as further away values will contribute more heavily to the result. Range Sigma (σ_r): This parameter controls how much weight is applied based on the difference in price values. Larger price differences result in smaller weights, while similar price values result in larger weights, thereby preserving the trend while filtering out noise. The output of this filter is a smoothed version of the original price series, which eliminates short-term fluctuations, helping traders focus on longer-term trends. The bilateral filter is applied over a rolling window, adjusting the level of smoothing dynamically based on both the distance between values and their relative price movements. 2. For Loop Calculation for Trend Scoring: A for-loop is used to calculate the trend score based on the filtered price data. The loop compares the current value to previous values within the specified window, scoring the trend as follows: +1 for upward movement (when the filtered value is greater than the previous value). -1 for downward movement (when the filtered value is less than the previous value). The cumulative result of this loop gives a continuous trend score, which serves as a directional indicator for the market's momentum. By summing the scores over the window period, the loop provides an aggregate value that reflects the overall trend strength. This score helps determine whether the market is experiencing a strong uptrend, downtrend, or sideways movement. 3. Long and Short Conditions: Once the trend score has been calculated, it is compared against predefined threshold levels: A long signal is generated when the trend score exceeds the upper threshold, indicating that the market is in a strong uptrend. A short signal is generated when the trend score crosses below the lower threshold, signaling a potential downtrend or trend reversal. These conditions provide clear signals for potential entry points, and the color-coding helps traders quickly identify market direction: Long signals are displayed in green. Short signals are displayed in red. These signals are designed to provide high-confidence entries for trend-following strategies, helping traders capture profitable movements in the market. 4. Trend Background and Bar Coloring: The script offers customizable visual settings to enhance the clarity of the trend signals. Traders can choose to: Color the bars based on the trend direction: Bars are colored green for long signals and red for short signals. Change the background color to provide additional context: The background will be shaded green for a bullish trend and red for a bearish trend. This visual feedback helps traders to stay aligned with the prevailing market sentiment. These features offer a quick visual reference for understanding the market's direction, making it easier for traders to identify when to enter or exit positions. 5. Threshold Lines for Visual Feedback: Threshold lines are plotted on the chart to represent the predefined long and short levels. These lines act as clear markers for when the market reaches a critical threshold, triggering a potential buy (long) or sell (short) signal. By showing these threshold lines on the chart, traders can quickly gauge the strength of the market and assess whether the trend is strong enough to warrant action. These thresholds can be adjusted based on the trader's preferences, allowing them to fine-tune the indicator for different market conditions or asset behaviors. 6. Customizable Parameters for Flexibility: The indicator offers several parameters that can be adjusted to suit individual trading preferences: Window Period (Bilateral Filter): The window size determines how many past price values are used to calculate the bilateral filter. A larger window increases smoothing, while a smaller window results in more responsive, but noisier, data. Spatial Sigma (σ_d) and Range Sigma (σ_r): These values control how sensitive the filter is to price changes and the distance between data points. Fine-tuning these parameters allows traders to adjust the degree of noise reduction applied to the price series. Threshold Levels: The upper and lower thresholds determine when the trend score crosses into long or short territory. These levels can be customized to better match the trader's risk tolerance or asset characteristics. Visual Settings: Traders can customize the appearance of the chart, including the line width of trend signals, bar colors, and background shading, to make the indicator more readable and aligned with their charting style. 7. Alerts for Trend Reversals: The indicator includes alert conditions for real-time notifications when the market crosses the defined thresholds. Traders can set alerts to be notified when: The trend score crosses the long threshold, signaling an uptrend. The trend score crosses the short threshold, signaling a downtrend. These alerts provide timely information, allowing traders to take immediate action when the market shows a significant change in direction. Final Thoughts The Bilateral Filter For Loop indicator is a robust tool for trend-following traders who wish to reduce market noise and focus on the underlying trend. By applying the bilateral filter and calculating trend scores, this indicator helps traders identify strong uptrends and downtrends, providing reliable entry signals with minimal market noise. The customizable parameters, visual feedback, and alerting system make it a versatile tool for traders seeking to improve their timing and capture profitable market movements. Thus following all of the key points here are some sample backtests on the 1D Chart Disclaimer: Backtests are based off past results, and are not indicative of the future. INDEX:BTCUSD INDEX:ETHUSD CRYPTO:SOLUSD
อินดิเคเตอร์ Pine Script®
โดย BackQuant
4
SuperTrade ST1 StrategyOverview The SuperTrade ST1 Strategy is a long-only trend-following strategy that combines a Supertrend indicator with a 200-period EMA filter to isolate high-probability bullish trade setups. It is designed to operate in trending markets, using volatility-based exits with a strict 1:4 Risk-to-Reward (R:R) ratio, meaning that each trade targets a profit 4× the size of its predefined risk. This strategy is ideal for traders looking to align with medium- to long-term trends, while maintaining disciplined risk control and minimal trade frequency. How It Works This strategy leverages three key components: Supertrend Indicator A trend-following indicator based on Average True Range (ATR). Identifies bullish/bearish trend direction by plotting a trailing stop line that moves with price volatility. 200-period Exponential Moving Average (EMA) Filter Trades are only taken when the price is above the EMA, ensuring participation only during confirmed uptrends. Helps filter out counter-trend entries during market pullbacks or ranges. ATR-Based Stop Loss and Take Profit Each trade uses the ATR to calculate volatility-adjusted exit levels. Stop Loss: 1× ATR below entry. Take Profit: 4× ATR above entry (1:4 R:R). This asymmetry ensures that even with a lower win rate, the strategy can remain profitable. Entry Conditions A long trade is triggered when: Supertrend flips from bearish to bullish (trend reversal). Price closes above the Supertrend line. Price is above the 200 EMA (bullish market bias). Exit Logic Once a long position is entered: Stop loss is set 1 ATR below entry. Take profit is set 4 ATR above entry. The strategy automatically exits the position on either target. Backtest Settings This strategy is configured for realistic backtesting, including: $10,000 account size 2% equity risk per trade 0.1% commission 1 tick slippage These settings aim to simulate real-world conditions and avoid overly optimistic results. How to Use Apply the script to any timeframe, though higher timeframes (1H, 4H, Daily) often yield more reliable signals. Works best in clearly trending markets (especially in crypto, stocks, indices). Can be paired with alerts for live trading or analysis. Important Notes This version is long-only by design. No short positions are executed. Ideal for swing traders or position traders seeking asymmetric returns. Users can modify the ATR period, Supertrend factor, or EMA filter length based on asset behavior.
กลยุทธ์ Pine Script®
โดย SupertradeOfficial
Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro: Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable. Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have. Why Traders Need This Strategy Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering: Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts. Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades. Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES. Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos. DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art. Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code. Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust. Strategy Components 1. Market Regime Detection The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment. How It Works: Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear). Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend. Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold. Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg. Other (Regime 5): Default for unclear conditions. Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9). Why It’s Brilliant: Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions. HTF RSI/MACD add a big-picture filter, rare in basic scripts. Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other). 2. Multi-Factor Signal Scoring Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals. Candlestick Patterns: Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg). Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike. Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile). Additional Factors: Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear. RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15). MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear. Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1). HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2). Scoring: bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0. Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long. Why It’s Brilliant: Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives. Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets). HTF confirmation aligns with the big picture, a quant edge over simplistic scripts. 3. Futures-Tuned Risk Management The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs. Position Sizing: Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES). Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1. Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES. Stops and Take-Profits: Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk). ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops. Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry. Impact: ATR stops adapt to volatility, while fixed stops suit stable markets. Trailing Stops: Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5). Impact: Locks in profits during trends, a game-changer in volatile sessions. Circuit Breaker: Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity). Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage). Why It’s Brilliant: Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES. Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts. Flexible stops (ATR or fixed) suit different trading styles. 4. Trade Entry and Exit Logic Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks. Entry Conditions: Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance. Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance. Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering. Exit Conditions: Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit). Trailing Stop: Activates at 50% TP, trails by ATR * 1.5. Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price). Reset: Clears stop/TP prices when flat (position_size = 0). Why It’s Brilliant: Score-based entries ensure multi-factor confirmation, filtering out weak signals. Trailing stops maximize profits in trends, unlike static exits in basic scripts. Emergency exits add an extra safety layer, critical for futures volatility. 5. DAFE Visuals The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning. Shimmering Bollinger Band Fill: Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower). Purpose: Highlights volatility and key levels with a futuristic glow. Visuals make complex regimes and signals instantly clear, even for newbies. Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts. BB glow emphasizes tradeable levels, enhancing decision-making. Chart Background (Regime Heatmap): Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through. Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups. Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution. Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies. Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable. Bollinger Bands Glow (Dynamic Fill): Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals. Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal. Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum. Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating. Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes. Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states. Moving Averages: Display: Blue fast EMA (20), red slow EMA (50), 2px. Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread. Dynamic SL/TP Lines: Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer. Purpose: Tracks stops/TPs in real-time, color-coded by regime. 6. Dual Dashboards Two dashboards deliver real-time insights, making the strat a quant command center. Bottom-Left Metrics Dashboard (2x13): Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score. Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish). Purpose: Consolidates market context and signal strength. Top-Right Position Dashboard (2x7): Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($). Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short). Purpose: Tracks live trades and profitability. Why It’s Brilliant: Dual dashboards cover market context and trade status, a rare feature. Color-coding and concise metrics guide beginners (e.g., green “Buy” = go). Real-time PNL and SL/TP visibility empower disciplined trading. 7. Performance Tracking Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed). Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance). Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts. Key Features Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets. Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs. Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries. Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits. Safe and Smart: 5% drawdown breaker and emergency exits protect capital. DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. How to Use Add to Chart: Load on a 5min ES/MES chart in TradingView. Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility. Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL. Backtest: Run in strategy tester to compare regimes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see regime shifts and stops. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 Slippage: 3 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 Final Notes The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game! (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
กลยุทธ์ Pine Script®
โดย DskyzInvestments
Dskyz (DAFE) Aurora Divergence – Quant Master Dskyz (DAFE) Aurora Divergence – Quant Master Introducing the Dskyz (DAFE) Aurora Divergence – Quant Master , a strategy that’s your secret weapon for mastering futures markets like MNQ, NQ, MES, and ES. Born from the legendary Aurora Divergence indicator, this fully automated system transforms raw divergence signals into a quant-grade trading machine, blending precision, risk management, and cyberpunk DAFE visuals that make your charts glow like a neon skyline. Crafted with care and driven by community passion, this strategy stands out in a sea of generic scripts, offering traders a unique edge to outsmart institutional traps and navigate volatile markets. The Aurora Divergence indicator was a cult favorite for spotting price-OBV divergences with its aqua and fuchsia orbs, but traders craved a system to act on those signals with discipline and automation. This strategy delivers, layering advanced filters (z-score, ATR, multi-timeframe, session), dynamic risk controls (kill switches, adaptive stops/TPs), and a real-time dashboard to turn insights into profits. Whether you’re a newbie dipping into futures or a pro hunting reversals, this strat’s got your back with a beginner guide, alerts, and visuals that make trading feel like a sci-fi mission. Let’s dive into every detail and see why this original DAFE creation is a must-have. Why Traders Need This Strategy Futures markets are a battlefield—fast-paced, volatile, and riddled with institutional games that can wipe out undisciplined traders. From the April 28, 2025 NQ 1k-point drop to sneaky ES slippage, the stakes are high. Meanwhile, platforms are flooded with unoriginal, low-effort scripts that promise the moon but deliver noise. The Aurora Divergence – Quant Master rises above, offering: Unmatched Originality: A bespoke system built from the ground up, with custom divergence logic, DAFE visuals, and quant filters that set it apart from copycat clutter. Automation with Precision: Executes trades on divergence signals, eliminating emotional slip-ups and ensuring consistency, even in chaotic sessions. Quant-Grade Filters: Z-score, ATR, multi-timeframe, and session checks filter out noise, targeting high-probability reversals. Robust Risk Management: Daily loss and rolling drawdown kill switches, plus ATR-based stops/TPs, protect your capital like a fortress. Stunning DAFE Visuals: Aqua/fuchsia orbs, aurora bands, and a glowing dashboard make signals intuitive and charts a work of art. Community-Driven: Evolved from trader feedback, this strat’s a labor of love, not a recycled knockoff. Traders need this because it’s a complete, original system that blends accessibility, sophistication, and style. It’s your edge to trade smarter, not harder, in a market full of traps and imitators. 1. Divergence Detection (Core Signal Logic) The strategy’s core is its ability to detect bullish and bearish divergences between price and On-Balance Volume (OBV), pinpointing reversals with surgical accuracy. How It Works: Price Slope: Uses linear regression over a lookback (default: 9 bars) to measure price momentum (priceSlope). OBV Slope: OBV tracks volume flow (+volume if price rises, -volume if falls), with its slope calculated similarly (obvSlope). Bullish Divergence: Price slope negative (falling), OBV slope positive (rising), and price above 50-bar SMA (trend_ma). Bearish Divergence: Price slope positive (rising), OBV slope negative (falling), and price below 50-bar SMA. Smoothing: Requires two consecutive divergence bars (bullDiv2, bearDiv2) to confirm signals, reducing false positives. Strength: Divergence intensity (divStrength = |priceSlope * obvSlope| * sensitivity) is normalized (0–1, divStrengthNorm) for visuals. Why It’s Brilliant: - Divergences catch hidden momentum shifts, often exploited by institutions, giving you an edge on reversals. - The 50-bar SMA filter aligns signals with the broader trend, avoiding choppy markets. - Adjustable lookback (min: 3) and sensitivity (default: 1.0) let you tune for different instruments or timeframes. 2. Filters for Precision Four advanced filters ensure signals are high-probability and market-aligned, cutting through the noise of volatile futures. Z-Score Filter: Logic: Calculates z-score ((close - SMA) / stdev) over a lookback (default: 50 bars). Blocks entries if |z-score| > threshold (default: 1.5) unless disabled (useZFilter = false). Impact: Avoids trades during extreme price moves (e.g., blow-off tops), keeping you in statistically safe zones. ATR Percentile Volatility Filter: Logic: Tracks 14-bar ATR in a 100-bar window (default). Requires current ATR > 80th percentile (percATR) to trade (tradeOk). Impact: Ensures sufficient volatility for meaningful moves, filtering out low-volume chop. Multi-Timeframe (HTF) Trend Filter: Logic: Uses a 50-bar SMA on a higher timeframe (default: 60min). Longs require price > HTF MA (bullTrendOK), shorts < HTF MA (bearTrendOK). Impact: Aligns trades with the bigger trend, reducing counter-trend losses. US Session Filter: Logic: Restricts trading to 9:30am–4:00pm ET (default: enabled, useSession = true) using America/New_York timezone. Impact: Focuses on high-liquidity hours, avoiding overnight spreads and erratic moves. Evolution: - These filters create a robust signal pipeline, ensuring trades are timed for optimal conditions. - Customizable inputs (e.g., zThreshold, atrPercentile) let traders adapt to their style without compromising quality. 3. Risk Management The strategy’s risk controls are a masterclass in balancing aggression and safety, protecting capital in volatile markets. Daily Loss Kill Switch: Logic: Tracks daily loss (dayStartEquity - strategy.equity). Halts trading if loss ≥ $300 (default) and enabled (killSwitch = true, killSwitchActive). Impact: Caps daily downside, crucial during events like April 27, 2025 ES slippage. Rolling Drawdown Kill Switch: Logic: Monitors drawdown (rollingPeak - strategy.equity) over 100 bars (default). Stops trading if > $1000 (rollingKill). Impact: Prevents prolonged losing streaks, preserving capital for better setups. Dynamic Stop-Loss and Take-Profit: Logic: Stops = entry ± ATR * multiplier (default: 1.0x, stopDist). TPs = entry ± ATR * 1.5x (profitDist). Longs: stop below, TP above; shorts: vice versa. Impact: Adapts to volatility, keeping stops tight but realistic, with TPs targeting 1.5:1 reward/risk. Max Bars in Trade: Logic: Closes trades after 8 bars (default) if not already exited. Impact: Frees capital from stagnant trades, maintaining efficiency. Kill Switch Buffer Dashboard: Logic: Shows smallest buffer ($300 - daily loss or $1000 - rolling DD). Displays 0 (red) if kill switch active, else buffer (green). Impact: Real-time risk visibility, letting traders adjust dynamically. Why It’s Brilliant: - Kill switches and ATR-based exits create a safety net, rare in generic scripts. - Customizable risk inputs (maxDailyLoss, dynamicStopMult) suit different account sizes. - Buffer metric empowers disciplined trading, a DAFE signature. 4. Trade Entry and Exit Logic The entry/exit rules are precise, filtered, and adaptive, ensuring trades are deliberate and profitable. Entry Conditions: Long Entry: bullDiv2, cooldown passed (canSignal), ATR filter passed (tradeOk), in US session (inSession), no kill switches (not killSwitchActive, not rollingKill), z-score OK (zOk), HTF trend bullish (bullTrendOK), no existing long (lastDirection != 1, position_size <= 0). Closes shorts first. Short Entry: Same, but for bearDiv2, bearTrendOK, no long (lastDirection != -1, position_size >= 0). Closes longs first. Adaptive Cooldown: Default 2 bars (cooldownBars). Doubles (up to 10) after a losing trade, resets after wins (dynamicCooldown). Exit Conditions: Stop-Loss/Take-Profit: Set per trade (ATR-based). Exits on stop/TP hits. Other Exits: Closes if maxBarsInTrade reached, ATR filter fails, or kill switch activates. Position Management: Ensures no conflicting positions, closing opposites before new entries. Built To Be Reliable and Consistent: - Multi-filtered entries minimize false signals, a stark contrast to basic scripts. - Adaptive cooldown prevents overtrading, especially after losses. - Clean position handling ensures smooth execution, even in fast markets. 5. DAFE Visuals The visuals are a DAFE hallmark, blending function with clean flair to make signals intuitive and charts stunning. Aurora Bands: Display: Bands around price during divergences (bullish: below low, bearish: above high), sized by ATR * bandwidth (default: 0.5). Colors: Aqua (bullish), fuchsia (bearish), with transparency tied to divStrengthNorm. Purpose: Highlights divergence zones with a glowing, futuristic vibe. Divergence Orbs: Display: Large/small circles (aqua below for bullish, fuchsia above for bearish) when bullDiv2/bearDiv2 and canSignal. Labels show strength (0–1). Purpose: Pinpoints entries with eye-catching clarity. Gradient Background: Display: Green (bullish), red (bearish), or gray (neutral), 90–95% transparent. Purpose: Sets the market mood without clutter. Strategy Plots: - Stop/TP Lines: Red (stops), green (TPs) for active trades. - HTF MA: Yellow line for trend context. - Z-Score: Blue step-line (if enabled). - Kill Switch Warning: Red background flash when active. What Makes This Next-Level?: - Visuals make complex signals (divergences, filters) instantly clear, even for beginners. - DAFE’s unique aesthetic (orbs, bands) sets it apart from generic scripts, reinforcing originality. - Functional plots (stops, TPs) enhance trade management. 6. Metrics Dashboard The top-right dashboard (2x8 table) is your command center, delivering real-time insights. Metrics: Daily Loss ($): Current loss vs. day’s start, red if > $300. Rolling DD ($): Drawdown vs. 100-bar peak, red if > $1000. ATR Threshold: Current percATR, green if ATR exceeds, red if not. Z-Score: Current value, green if within threshold, red if not. Signal: “Bullish Div” (aqua), “Bearish Div” (fuchsia), or “None” (gray). Action: “Consider Buying”/“Consider Selling” (signal color) or “Wait” (gray). Kill Switch Buffer ($): Smallest buffer to kill switch, green if > 0, red if 0. Why This Is Important?: - Consolidates critical data, making decisions effortless. - Color-coded metrics guide beginners (e.g., green action = go). - Buffer metric adds transparency, rare in off-the-shelf scripts. 7. Beginner Guide Beginner Guide: Middle-right table (shown once on chart load), explains aqua orbs (bullish, buy) and fuchsia orbs (bearish, sell). Key Features: Futures-Optimized: Tailored for MNQ, NQ, MES, ES with point-value adjustments. Highly Customizable: Inputs for lookback, sensitivity, filters, and risk settings. Real-Time Insights: Dashboard and visuals update every bar. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. User-Friendly: Guide, visuals, and dashboard make it accessible yet powerful. Original Design: DAFE’s unique logic and visuals stand out from generic scripts. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Configure Inputs: Adjust instrument, filters, or risk (defaults optimized for MNQ). Monitor Dashboard: Watch signals, actions, and risk metrics (top-right). Backtest: Run in strategy tester to evaluate performance. Live Trade: Connect to a broker (e.g., Tradovate) for automation. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Use bar replay (e.g., April 28, 2025 NQ drop) to test volatility handling. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Backtest results may not reflect live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 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 Final Notes The Dskyz (DAFE) Aurora Divergence – Quant Master isn’t just a strategy—it’s a movement. Crafted with originality and driven by community passion, it rises above the flood of generic scripts to deliver a system that’s as powerful as it is beautiful. With its quant-grade logic, DAFE visuals, and robust risk controls, it empowers traders to tackle futures with confidence and style. Join the DAFE crew, light up your charts, and let’s outsmart the markets together! (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
กลยุทธ์ Pine Script®
โดย DskyzInvestments
1
BTC Trading RobotOverview This Pine Script strategy is designed for trading Bitcoin (BTC) by placing pending orders (BuyStop and SellStop) based on local price extremes. The script also implements a trailing stop mechanism to protect profits once a position becomes sufficiently profitable. ________________________________________ Inputs and Parameter Setup 1. Trading Profile: o The strategy is set up specifically for BTC trading. o The systemType input is set to 1, which means the strategy will calculate trade parameters using the BTC-specific inputs. 2. Common Trading Inputs: o Risk Parameters: Although RiskPercent is defined, its actual use (e.g., for position sizing) isn’t implemented in this version. o Trading Hours Filter:  SHInput and EHInput let you restrict trading to a specific hour range. If these are set (non-zero), orders will only be placed during the allowed hours. 3. BTC-Specific Inputs: o Take Profit (TP) and Stop Loss (SL) Percentages:  TPasPctBTC and SLasPctBTC are used to determine the TP and SL levels as a percentage of the current price. o Trailing Stop Parameters:  TSLasPctofTPBTC and TSLTgrasPctofTPBTC determine when and by how much a trailing stop is applied, again as percentages of the TP. 4. Other Parameters: o BarsN is used to define the window (number of bars) over which the local high and low are calculated. o OrderDistPoints acts as a buffer to prevent the entry orders from being triggered too early. ________________________________________ Trade Parameter Calculation • Price Reference: o The strategy uses the current closing price as the reference for calculations. • Calculation of TP and SL Levels: o If the systemType is set to BTC (value 1), then:  Take Profit Points (Tppoints) are calculated by multiplying the current price by TPasPctBTC.  Stop Loss Points (Slpoints) are calculated similarly using SLasPctBTC.  A buffer (OrderDistPoints) is set to half of the take profit points.  Trailing Stop Levels:  TslPoints is calculated as a fraction of the TP (using TSLTgrasPctofTPBTC).  TslTriggerPoints is similarly determined, which sets the profit level at which the trailing stop will start to activate. ________________________________________ Time Filtering • Session Control: o The current hour is compared against SHInput (start hour) and EHInput (end hour). o If the current time falls outside the allowed window, the script will not place any new orders. ________________________________________ Entry Orders • Local Price Extremes: o The strategy calculates a local high and local low using a window of BarsN * 2 + 1 bars. • Placing Stop Orders: o BuyStop Order:  A long entry is triggered if the current price is less than the local high minus the order distance buffer.  The BuyStop order is set to trigger at the level of the local high. o SellStop Order:  A short entry is triggered if the current price is greater than the local low plus the order distance buffer.  The SellStop order is set to trigger at the level of the local low. Note: Orders are only placed if there is no current open position and if the session conditions are met. ________________________________________ Trailing Stop Logic Once a position is open, the strategy monitors profit levels to protect gains: • For Long Positions: o The script calculates the profit as the difference between the current price and the average entry price. o If this profit exceeds the TslTriggerPoints threshold, a trailing stop is applied by placing an exit order. o The stop price is set at a distance below the current price, while a limit (profit target) is also defined. • For Short Positions: o The profit is calculated as the difference between the average entry price and the current price. o A similar trailing stop exit is applied if the profit exceeds the trigger threshold. ________________________________________ Summary In essence, this strategy works by: • Defining entry levels based on recent local highs and lows. • Placing pending stop orders to enter the market when those levels are breached. • Filtering orders by time, ensuring trades are only taken during specified hours. • Implementing a trailing stop mechanism to secure profits once the trade moves favorably. This approach is designed to automate BTC trading based on price action and dynamic risk management, although further enhancements (like dynamic position sizing based on RiskPercent) could be added for a more complete risk management system.
กลยุทธ์ Pine Script®
โดย Buddhika_Trading
IU BBB(Big Body Bar) StrategyDESCRIPTION The IU BBB (Big Body Bar) Strategy is a price action-based trading strategy that identifies high-momentum candles with significantly larger body sizes compared to the average. It enters trades when a strong bullish or bearish move occurs and manages risk using an ATR-based trailing stop-loss system. USER INPUTS: - Big Body Threshold – Defines how many times larger the candle body should be compared to the average body ( default is 4 ). - ATR Length – The period for the Average True Range (ATR) used in the trailing stop-loss calculation ( default is 14 ). - ATR Factor – Multiplier for ATR to determine the trailing stop distance ( default is 2 ). LONG CONDITION: - The current candle’s body is greater than the average body size multiplied by the Big Body Threshold. - The closing price is higher than the opening price (bullish candle). SHORT CONDITION: - The current candle’s body is greater than the average body size multiplied by the Big Body Threshold. - The closing price is lower than the opening price (bearish candle). LONG EXIT: - ATR-based trailing stop-loss dynamically adjusts, locking in profits as the price moves higher. SHORT EXIT: - ATR-based trailing stop-loss dynamically adjusts, securing profits as the price moves lower. WHY IT IS UNIQUE: - Unlike traditional momentum strategies, this system adapts to volatility by filtering trades based on relative candle size. - It incorporates an ATR-based trailing stop-loss, ensuring risk management and profit protection. - The strategy avoids choppy market conditions by only trading when significant momentum is present. HOW USERS CAN BENEFIT FROM IT: - Catch Strong Price Moves – The strategy helps traders enter trades when the market shows decisive momentum. - Effective Risk Management – The ATR-based trailing stop ensures that winning trades remain profitable. - Works Across Markets – Can be applied to stocks, forex, crypto, and indices with proper optimization. - Fully Customizable – Users can adjust sensitivity settings to match their trading style and time frame.
กลยุทธ์ Pine Script®
โดย Shivam_Mandrai
Divergence IQ [TradingIQ]Hello Traders! Introducing "Divergence IQ" Divergence IQ lets traders identify divergences between price action and almost ANY TradingView technical indicator. This tool is designed to help you spot potential trend reversals and continuation patterns with a range of configurable features. Features Divergence Detection Detects both regular and hidden divergences for bullish and bearish setups by comparing price movements with changes in the indicator. Offers two detection methods: one based on classic pivot point analysis and another that provides immediate divergence signals. Option to use closing prices for divergence detection, allowing you to choose the data that best fits your strategy. Normalization Options: Includes multiple normalization techniques such as robust scaling, rolling Z-score, rolling min-max, or no normalization at all. Adjustable normalization window lets you customize the indicator to suit various market conditions. Option to display the normalized indicator on the chart for clearer visual comparison. Allows traders to take indicators that aren't oscillators, and convert them into an oscillator - allowing for better divergence detection. Simulated Trade Management: Integrates simulated trade entries and exits based on divergence signals to demonstrate potential trading outcomes. Customizable exit strategies with options for ATR-based or percentage-based stop loss and profit target settings. Automatically calculates key trade metrics such as profit percentage, win rate, profit factor, and total trade count. Visual Enhancements and On-Chart Displays: Color-coded signals differentiate between bullish, bearish, hidden bullish, and hidden bearish divergence setups. On-chart labels, lines, and gradient flow visualizations clearly mark divergence signals, entry points, and exit levels. Configurable settings let you choose whether to display divergence signals on the price chart or in a separate pane. Performance Metrics Table: A performance table dynamically displays important statistics like profit, win rate, profit factor, and number of trades. This feature offers an at-a-glance assessment of how the divergence-based strategy is performing. The image above shows Divergence IQ successfully identifying and trading a bullish divergence between an indicator and price action! The image above shows Divergence IQ successfully identifying and trading a bearish divergence between an indicator and price action! The image above shows Divergence IQ successfully identifying and trading a hidden bullish divergence between an indicator and price action! The image above shows Divergence IQ successfully identifying and trading a hidden bearish divergence between an indicator and price action! The performance table is designed to provide a clear summary of simulated trade results based on divergence setups. You can easily review key metrics to assess the strategy’s effectiveness over different time periods. Customization and Adaptability Divergence IQ offers a wide range of configurable settings to tailor the indicator to your personal trading approach. You can adjust the lookback and lookahead periods for pivot detection, select your preferred method for normalization, and modify trade exit parameters to manage risk according to your strategy. The tool’s clear visual elements and comprehensive performance metrics make it a useful addition to your technical analysis toolbox. The image above shows Divergence IQ identifying divergences between price action and OBV with no normalization technique applied. While traders can look for divergences between OBV and price, OBV doesn't naturally behave like an oscillator, with no definable upper and lower threshold, OBV can infinitely increase or decrease. With Divergence IQ's ability to normalize any indicator, traders can normalize non-oscillator technical indicators such as OBV, CVD, MACD, or even a moving average. In the image above, the "Robust Scaling" normalization technique is selected. Consequently, the output of OBV has changed and is now behaving similar to an oscillator-like technical indicator. This makes spotting divergences between the indicator and price easier and more appropriate. The three normalization techniques included will change the indicator's final output to be more compatible with divergence detection. This feature can be used with almost any technical indicator. Stop Type Traders can select between ATR based profit targets and stop losses, or percentage based profit targets and stop losses. The image above shows options for the feature. Divergence Detection Method A natural pitfall of divergence trading is that it generally takes several bars to "confirm" a divergence. This makes trading the divergence complicated, because the entry at time of the divergence might look great; however, the divergence wasn't actually signaled until several bars later. To circumvent this issue, Divergence IQ offers two divergence detection mechanisms. Pivot Detection Pivot detection mode is the same as almost every divergence indicator on TradingView. The Pivots High Low indicator is used to detect market/indicator highs and lows and, consequently, divergences. This method generally finds the "best looking" divergences, but will always take additional time to confirm the divergence. Immediate Detection Immediate detection mode attempts to reduce lag between the divergence and its confirmation to as little as possible while avoiding repainting. Immediate detection mode still uses the Pivots Detection model to find the first high/low of a divergence. However, the most recent high/low does not utilize the Pivot Detection model, and instead immediately looks for a divergence between price and an indicator. Immediate Detection Mode will always signal a divergence one bar after it's occurred, and traders can set alerts in this mode to be alerted as soon as the divergence occurs. TradingView Backtester Integration Divergence IQ is fully compatible with the TradingView backtester! Divergence IQ isn’t designed to be a “profitable strategy” for users to trade. Instead, the intention of including the backtester is to let users backtest divergence-based trading strategies between the asset on their chart and almost any technical indicator, and to see if divergences have any predictive utility in that market. So while the backtester is available in Divergence IQ, it’s for users to personally figure out if they should consider a divergence an actionable insight, and not a solicitation that Divergence IQ is a profitable trading strategy. Divergence IQ should be thought of as a Divergence backtesting toolkit, not a full-feature trading strategy. Strategy Properties Used For Backtest Initial Capital: $1000 - a realistic amount of starting capital that will resonate with many traders Amount Per Trade: 5% of equity - a realistic amount of capital to invest relative to portfolio size Commission: 0.02% - a conservative amount of commission to pay for trade that is standard in crypto trading, and very high for other markets. Slippage: 1 tick - appropriate for liquid markets, but must be increased in markets with low activity. Once more, the backtester is meant for traders to personally figure out if divergences are actionable trading signals on the market they wish to trade with the indicator they wish to use. And that's all! If you have any cool features you think can benefit Divergence IQ - please feel free to share them! Thank you so much TradingView community!
กลยุทธ์ Pine Script®
โดย Trading-IQ
2