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Lunar calendar day Crypto Trading StrategyLunar calendar day Crypto Trading Strategy This strategy explores the potential impact of the lunar calendar on cryptocurrency price cycles. It implements a simple but unconventional rule: Buy on the 5th day of each lunar month Sell on the 26th day of the lunar month No trades between January 1 (solar) and Lunar New Year’s Day (holiday buffer period) Research background Several academic studies have investigated the influence of lunar cycles on financial markets. Their findings suggest: Returns tend to be higher around the full moon compared to the new moon. Periods between the full moon and the waning phase often show stronger average returns than the waxing phase. This strategy combines those observations into a practical implementation by testing fixed entry (lunar day 5) and exit (lunar day 26) points, while excluding the transition period from solar New Year to Lunar New Year, effectively capturing mid-month lunar effects. How it works The script includes a custom lunar date calculation function, reconstructing lunar months and days for each year (2020–2026). On lunar day 5, the strategy opens a long position with 100% of equity. On lunar day 26, the strategy closes the position. No trades are executed between Jan 1 and Lunar New Year’s Day. All trades include: Commission: 0.1% Slippage: 3 ticks Position sizing uses the entire equity (100%) for simplicity, but this is not recommended for live trading. Why this is original Unlike mashups of built-in indicators, this script: Implements a full lunar calendar system inside Pine Script. Translates academic findings on lunar effects into an applied backtest. Adds a realistic trading filter (holiday gap) based on cultural/seasonal calendar rules. Provides researchers and traders with a framework to explore non-traditional, time-based signals. Notes This is an experimental, research-oriented strategy, not financial advice. Results are highly dependent on the chosen period (2020–2026). Using 100% equity per trade is for simplification only and is not a viable money management practice. The purpose is to investigate whether cyclical patterns linked to lunar time can provide any statistical edge in ETHUSDT.
กลยุทธ์ Pine Script®
โดย lsh9500
Parabolic CCI Pro — Long & Short + ATR Risk — [AlphaFinansData]English Description (Enhanced) 🔹 CCI + Parabolic SAR Strategy (Long & Short, Smart Risk Management) This indicator combines the power of CCI (Commodity Channel Index) and Parabolic SAR, creating a highly reliable trading system that adapts to market conditions. 🚀 How It Works: Trend Hunting: CCI detects weakening momentum and potential reversal zones. Confirmation: Parabolic SAR confirms the trend direction, reducing false signals. Smart Risk Management: Offers both fixed-percentage and ATR-based dynamic Stop Loss & Take Profit, adjusting to volatility automatically. Performance Dashboard: Tracks win rate, average profit/loss, max drawdown, and winning/losing streaks for deeper strategy insights. ⚡ Who Is It For? Day traders looking for quick entries and exits, Swing traders seeking to capture trend reversals, Risk-conscious investors who want disciplined SL/TP management. 💡 More than just a signal generator, this indicator provides traders with a structured trading framework that helps maintain consistency and discipline.
อินดิเคเตอร์ Pine Script®
โดย trade-can
10
Realized Volatility (StdDev of Returns, %)Realized Volatility (StdDev of Returns, %) This indicator measures realized (historical) volatility by calculating the standard deviation of log returns over a user-defined lookback period. It helps traders and analysts observe how much the price has varied in the past, expressed as a percentage. How it works: Computes close-to-close logarithmic returns. Calculates the standard deviation of these returns over the selected lookback window. Provides three volatility measures: Daily Volatility (%): Standard deviation over the chosen period. Annualized Volatility (%): Scaled using the square root of the number of trading days per year (default = 250). Horizon Volatility (%): Scaled to a custom horizon (default = 5 days, useful for short-term views). Inputs: Lookback Period: Number of bars used for volatility calculation. Trading Days per Year: Used for annualizing volatility. Horizon (days): Adjusts volatility to a shorter or longer time frame. Notes: This is a statistical measure of past volatility, not a forecasting tool. If you change the scale to logarithmic, the indicator readibility improves. It should be used for analysis in combination with other tools and not as a standalone signal.
อินดิเคเตอร์ Pine Script®
โดย risk_alpha
Triple Momentum Strategy High Winrate Nifty & Bank OPT & FUT🚀High Accuracy Triple Momentum Strategy - Access High Winrate This system is designed for job holders who want to invest and trade using a proven, back tested strategy without needing to sit in front of charts all day. 📢 Need auto-trade alerts? A dedicated **indicator version with real-time BUY/SELL/EXIT alerts** is available to this code same strategy script 📊 Results: No Repainting Historical Win Rate: 90.0% (314/349 signals) Study Period: 1 Year on NIFTY Futures Educational Return: 81.4% annualized Max Drawdown: ₹49,132.50 📊 Optimized Parameters: "This strategy achieves 90% win rate on NIFTY Futures using optimized settings: 📈PARAM A: 69 📉PARAM B: 34 ⚡PARAM C : 10 🎯 Source: Close 📊PARAM D: 39 🔴 Use Live Bar Signals: Enabled (may repaint) 💰 Long Profit %: 0.09 💸 Short Profit %: 0.05 💡 Features: Non-repainting signal methodology 🧠 Triple Momentum Engine 🎯 Works best on **15-minute timeframe (Index Nifty Futures)** Clean BUY/SELL/EXIT educational logic Risk management principles included 🔎 Clean BUY / SELL / EXIT logic, optimized for high-probability trades 📧 Educational Access: Send TradingView message for access. 📌 **Important Notes:** - 🟢 Signals are real-time & backtest-matching (normal 1–2 pt slippage can occur its normal ) - 🧪 This tool has been **extensively tested**, and results shown are from actual backtests on TradingView 🔒 Access is invite-only for quality control ⚠️ Disclaimer: Shared for learning and research purposes only. Not financial advice. Past educational results don't guarantee future outcomes. Trading involves risk of loss. We are not SEBI registered. #MomentumStrategy #TradingEducation #InviteOnly #NIFTYFutures #AlgoTrading #EducationalStrategy
กลยุทธ์ Pine Script®
โดย pharsha8676
1
Triple Momentum Indicator ALERT CODE (opt & fut )Nifty and Bank 🚀High Accuracy Triple Momentum Strategy - no repainting HIGH WINRATE This system is designed for job holders who want to invest and trade using a proven, back tested strategy without needing to sit in front of charts all day. 📢 Need auto-trade alerts? its an dedicated **indicator version with real-time BUY/SELL/EXIT alerts** Strategy code review 📊 Results: Historical Win Rate: 90.0% (314/349 signals) Study Period: 1 Year on NIFTY Futures Educational Return: 81.4% annualized Max Drawdown: ₹49,132.50 📊 Optimized Parameters: "This strategy achieves 90% win rate on NIFTY Futures using optimized settings: 📈PARAM A: 69 📉PARAM B: 34 ⚡PARAM C : 10 🎯 Source: Close 📊PARAM D: 39 🔴 Use Live Bar Signals: Enabled (may repaint) 💰 Long Profit %: 0.09 💸 Short Profit %: 0.05 🔎 Clean BUY / SELL / EXIT logic, optimized for high-probability trades 📧 Educational Access: Send TradingView message for access. 📌 **Important Notes:** - 🧪 This tool has been **extensively tested**, and results shown are from actual backtests on TradingView 🔒 Access is invite-only for quality control @How to Create Alerts in TradingView (Step by Step) Add the Indicator to Your Chart Open your chart in TradingView. Add your custom indicator (from Pine Script) to the chart. Set Your Indicator Parameters@ Click on the indicator’s name in the chart or in the “Indicators” list. Click the gear/settings icon. Enter the suggested parameters (Long Length: 69, Short Length: 34, etc.), then click OK. Open the Alert Creation Window Click the Alerts (clock/bell) icon at the top of the TradingView interface. Or right-click on the chart and select “Add Alert”. Configure Each Alert In the “Condition” dropdown, select your indicator. Choose the specific alert condition (e.g., Buy Alert, Sell Alert, Exit Buy Alert, Exit Sell Alert) from the list. Set the “Options” to Once per bar close. (Optional) Enter your webhook URL if you want alerts to be sent to another app or bot. In the Message box, enter the JSON format for automation: For Buy: {"SYMBOL":"{{ticker}}","ACTION":"BUY","PRICE":{{close}}} For Sell: {"SYMBOL":"{{ticker}}","ACTION":"SELL","PRICE":{{close}}} For Buy Exit: {"SYMBOL":"{{ticker}}","ACTION":"BUY_EXIT","PRICE":{{close}}} For Sell Exit: {"SYMBOL":"{{ticker}}","ACTION":"SELL_EXIT","PRICE":{{close}}} Save the Alert Click Create to save your alert. Repeat Repeat steps (Buy, Sell, Buy Exit, Sell Exit). Manage Alerts You can edit, remove, or pause alerts any time in the “Alerts” panel at the bottom of TradingView. ⚠️ Disclaimer: Shared for learning and research purposes only. Not financial advice. Past educational results don't guarantee future outcomes. Trading involves risk of loss. We are not SEBI registered. #MomentumStrategy #TradingEducation #InviteOnly #NIFTYFutures #AlgoTrading #EducationalStrategy #NIFTYOptions
อินดิเคเตอร์ Pine Script®
โดย pharsha8676
Trojan Cycle: Dip & Profit Hunter📉 Crypto is changing. Your signals should too. This script doesn’t try to outguess price — it helps you track capital rotation and flow behavior in alignment with the evolving macro structure of the digital asset market. Trojan Cycle: Dip & Profit Hunter is a signal engine built to support and validate the capital rotation models outlined in the Trojan Cycle and Synthetic Rotation theses — available via RWCS_LTD’s published charts It is not a classic “buy low, sell high” tool. It is a structural filter that uses price/volume statistics to surface accumulation zones, synthetic traps, and macro context shifts — all aligned with the institutionalization of crypto post-2024. 🧠 Purpose & Value Crypto no longer follows the retail-led, halving-driven pattern of 2017 or 2021. Instead, institutional infrastructure, regulatory filters, and equity-market Trojan horses define the new path of capital. This tool helps you visualize that path by interpreting behavior through statistical imbalances and real-time momentum signals. Use it to: Track where capital is accumulating or exiting Identify signals consistent with true cycle rotation (vs. synthetic traps) Validate your macro view with real-time statistical context 🔍 How It Works The engine combines four signal layers: 1. Z-Score Logic - Measures how far price and volume have deviated from their mean - Detects dips, blowoffs, and exhaustion zones 2. Percentile Logic - Compares current price and volume to historical rank distribution - Flags statistically rare conditions (e.g. bottom 10% price, top 90% volume) 3. Combined Context Engine - Integrates both models to generate one of 36 unique output states - Each state provides a labeled market context (e.g., 🟢 Confluent Buy, 🔴 Confluent Sell, 🧨 Synthetic Trap ) 4. Momentum Spread & Divergence - Measures whether price is leading volume (trap risk) or volume is leading price (accumulation) - Outputs intuitive momentum context with emoji-coded alerts 📋 What You See 🧠 Contextual Table UI with key Z-Scores, percentiles, signals, and market commentary 🎯 Emoji-coded signals to quickly grasp high-probability setups or risk zones 🌊 Optional overlays: price/volume divergence, momentum spread 🎨 Visual table customization (size, position) and chart highlights for signal clarity 🔔 Alert System ✅ Single dynamic alert using alert() that only fires when signal context changes Prevents alert fatigue and allows clean webhook/automation integration 🧭 Use Cases For macro cycle traders: Track where we are in the Trojan Cycle using statistical context For thesis explorers: Use the 36-output signal map to match against your rotation thesis For capital rotation watchers: Identify structural setups consistent with ETF-driven or compliance-filtered flow For narrative skeptics: Avoid synthetic altseason traps where volume lags or flow dries up 🧪 Suggested Pairing for Thesis Validation To use this tool as part of a thesis-confirmation framework , pair it with: BTC.D — Bitcoin Dominance ETH/BTC — Ethereum strength vs. Bitcoin TOTALE100/ETH — Altcoin strength relative to ETH RWCS_LTD’s published charts and macro cycle models 🏁 Final Note Crypto has matured. So should your signals. This tool doesn’t try to game the next 2 candles. It helps you understand the current phase in a compliance-filtered, institutionalized rotation model. It’s not built for hype — it’s built for conviction. Explore the thesis → Validate the structure → Trade with clarity. 🚨 Disclaimer This script is not financial advice. It is an analytical tool designed to support market structure research and rotation thesis validation. Use this as part of a broader framework including technical structure, dominance charts, and macro data.
อินดิเคเตอร์ Pine Script®
โดย RWCS_LTD
2
Triple Momentum Strategy: #NIFTY Futures # High Winrate 🚀 Triple Momentum Strategy – Smart Automation for Working Professionals This system is designed for job holders who want to invest and trade using a proven, back tested strategy without needing to sit in front of charts all day. 📢 Need auto-trade alerts? A dedicated **indicator version with real-time BUY/SELL/EXIT alerts** is available to this code same strategy script Access will be provided upon request. DM @ here in message trade view or @@ pharsha8676@gmail.com @@@ to get it. 📈 **Proven Backtest Performance (Verified by Strategy Tester):** - ✅ Net Profit: ₹8,16,588.75 - ✅ Win Rate: 90.0% (314 out of 349 trades) - ✅ Profit Factor: 3.15 - ✅ Max Drawdown: ₹49,132.50 - ✅ Backtest Duration: 1 Year - ✅ Annualized Return: 81.4% 💡 **Key Features:** - 🔁 **Non-Repainting Signals** – What you see in back test is what you get in live charts - ⚡ **Real-Time Ready** – Signals fire on bar close with excellent precision - 🧠 Triple Momentum Engine - 🎯 Works best on **15-minute timeframe (Index Nifty Futures)** - 🔎 Clean BUY / SELL / EXIT logic, optimized for high-probability trades - 📊 Verified with TradingView’s built-in strategy tester 📌 **Important Notes:** - 🟢 Signals are real-time & backtest-matching (normal 1–2 pt slippage can occur its normal ) - 🧪 This tool has been **extensively tested**, and results shown are from actual backtests on TradingView - 🔒 **Access is invite-only to maintain signal quality and avoid misuse* Your preferred trading style (manual or auto) 👀 Limited access spots available. 🔐 This script is part of a carefully curated library used by serious traders. 🛡️ Note: This tool is shared for research and educational purposes. It is not financial advice. Use at your own discretion. #MomentumStrategy #TradingEdge #InviteOnly #Index Nifty Futures #NIFTYFutures #AlgoTrading #Strategy # winrate best #BEST Strategy
กลยุทธ์ Pine Script®
โดย pharsha8676
ATR by Session Library [1CG]Library "ATRxSession" This library shows you how big the bars usually are during a trading session. It looks only at the times you choose (like New York or London hours), measures the “true range” of every bar in that session, then finds the average for that session. It keeps the last N sessions and gives you their overall average, so you can quickly see how much the market typically moves per bar during your chosen session. Call getSessionAtr(timezone, session, sessionCount) from your script, and it will return a single number: the average per-bar volatility during the chosen session, based on the last N completed sessions. This makes it easy to plug session-specific volatility into your own indicators or strategies. getSessionAtr(_timezone, _session, _sessionCount)   getSessionAtr - Computes a session-aware ATR over completed sessions.   Parameters:      _timezone (string) : (string) - Timezone string to evaluate session timing.      _session (string) : (string) - Session time range string (e.g., "0930-1600").      _sessionCount (int) : (int) - Number of past completed sessions to include in the rolling average.   Returns: (float) - The average ATR across the last N completed sessions, or na if not enough data.
ไลบรารี Pine Script®
โดย OneCleverGuy
Size & LeverageSize and Leverage calculator for trading, using market orders. It will calculate maximum possible leverage by default in order to prioritize capital efficiency. If you wish to use manual leverage you need to manually enter it in the settings. The script rounds both auto leverage and size to your liking. Entry price is always last price. Size is the actual size you need to input, adjusted to your leverage, cost means the margin required to open the trade. I made this indicator as a binance futures user.
อินดิเคเตอร์ Pine Script®
โดย Radu779
AndrologQuartileAndrologQuartile This indicator is based on the assumption that if a candle closes in the upper or lower quartile of its range, the next candle often tends to take out the high or low of that candle. The script does two things: It calculates and displays live statistics on how often this condition occurs and how often it is successful. It highlights candles that meet the quartile condition so you can track them in real time. It is most meaningful to use this indicator on higher timeframes (from 1h upwards). You can also set an alert: once configured, the alert will always trigger for the timeframe that was active at the moment of setup. Usage tip: Click the statistics panel in the top right corner to adjust settings and alerts. Adjustable parameters: Quartiles: Default values are 25% and 75%. Min Distance: Defines how far the high/low must be from the candle’s close (in %) to be considered relevant. A smaller value is applied automatically on intraday timeframes under 5 minutes.
อินดิเคเตอร์ Pine Script®
โดย trueandrolog
Custom Support & Resistance Levels (Manual Input)This indicator lets you plot your own support levels (and can be extended for resistance) directly on the chart by entering them as comma-separated values. 📌 Supports manual input for multiple price levels. 📊 Lines are extended across the chart for clear visualization. 🎨 Dynamic coloring: Green if the current price is above the level. Red if the current price is below the level. 🧹 Old lines are automatically cleared to avoid clutter. This tool is ideal if you: Prefer to mark your own key zones instead of relying only on auto-detected levels. Want clean and simple visualization of critical price areas. 👉 Coming soon: Resistance levels input (commented in the code, can be enabled).
อินดิเคเตอร์ Pine Script®
โดย Jothy_9645
VSA Highlight & Relative Strength of Volume [odnac]This is a TradingView indicator combining VSA (Volume Spread Analysis) signals with a relative strength of volume visualization. The indicator has two main parts: 1. VSA Volume Highlight: Detects common VSA signals, including Stopping Volume, Buying Climax, No Supply, No Demand, Test, Up-thrust, Shakeout, Demand Absorption, and Supply Absorption. Supports a trend filter using a user-selectable moving average type (SMA, EMA, WMA, or VWMA) and length. Calculates spread and volume moving averages to determine wide/narrow spreads and high/low volume relative to the averages. Determines relative bar positions (close near high, close near low, or mid-close) to categorize VSA signals. Optionally colors the background based on the detected VSA signal. Supports alerts for each VSA signal type. 2. Relative Strength of Volume: Splits total volume into buying and selling components based on the candle’s high, low, and close. Buying volume is calculated as volume times the proportion of the candle’s close above the low. Selling volume is calculated as volume times the proportion of the candle’s close below the high. Plots buying and selling volume as colored columns in the pane. Plots total volume in the status line colored according to the dominant side (buying or selling). Inputs include: Toggle visibility for each VSA signal. Trend filter options (type and length). Volume and spread moving average lengths and multipliers for high/low volume and wide/narrow spread detection. Thresholds for close positions near high or low, and for identifying Buying Climax. Opacity for VSA volume highlights. The indicator is designed to help traders visually identify key volume patterns and analyze buying and selling pressure in the market.
อินดิเคเตอร์ Pine Script®
โดย odnac
Multi Channel GRID & DCA LTF [trade_lexx]Multi Channel GRID & DCA LTF Usage Guide Part 1: The concept and general possibilities of the "Multi Channel GRID & DCA LTF" strategy Introduction Welcome to the guide to "Multi Channel GRID & DCA LTF", a powerful and versatile automated trading strategy for the TradingView platform. This tool was developed for traders who are looking for flexibility, control and a high degree of adaptability to various market conditions. The strategy is based on a hybrid approach that combines two popular and time-tested techniques.: 1. GRID (grid trading): The classic method of averaging a position is by placing a grid of limit orders. 2. DCA (Dollar Cost averaging): Smart position averaging based on signals from external indicators. However, "Multi Channel GRID & DCA LTF" goes far beyond the simple combination of these two techniques. The strategy includes a number of unique and innovative features, such as cascading MultiGRID grids for dealing with extreme volatility, Channel Mode range trading mode for profiting from sideways movement, and Low Time Frame analysis (LTF) to achieve surgical accuracy in backtesting. Deep customization options for risk management, capital, take profits, and stop losses allow you to configure a strategy for almost any trading style, asset, and timeframe. The basic idea: How does it work? Let's take a detailed look at each of the key concepts embedded in the logic of the strategy. 1. GRID — Automatic placement of buy and sell orders at certain price intervals. This is a fundamental mode of operation. Its main goal is to systematically improve the average entry price for a position if the market is going against you. * The principle of operation: After opening the base (first) order (`BO`), the strategy automatically places a series of pending limit orders (here they are called "safety orders" or "SO") at certain price intervals. For a long position, orders are placed below the entry price, and for a short position, orders are placed higher. * Target: When the price moves against an open position, it consistently hits and executes safety orders. Each such execution adds additional volume to the position at a more favorable price, thereby shifting the overall average entry price (`position_avg_price') closer to the current market price. This means that a much smaller corrective movement will be required to gain ground. * Flexibility: You have full control over the geometry of the grid: the number of safety orders, the percentage distance between them (`SO Step`), and you can even set a coefficient that will increase this step for each subsequent order (`SO Multiplier`), creating an expanding grid. 2. DCA (Signal Averaging) — Smart Averaging This mode adds an additional layer of analysis to the averaging process. Instead of just buying/selling at the set price levels, the strategy waits for a confirmation signal. * Working principle: You can connect any external indicator (for example, RSI, CCI, or even your own complex signal system) to the strategy, which outputs numerical values. As standard, 1 is used for a long signal, and -1 is used for a short signal. The strategy will place the next averaging order only at the moment when it receives the appropriate signal. * Goal: To average a position not just during a fall (or a rise for a short), but at the moments that your main trading system considers the most favorable for this. This allows you to avoid "catching falling knives" and enter only if there are good reasons. 3. Hybrid Mode (GRID+DCA) is the best of the previous two modes This mode is designed for maximum filtering and control. It requires two conditions to be fulfilled simultaneously. * Working principle: The safety order will be executed only if the price has reached the calculated grid level and a confirmation signal has been received from your external indicator. If a confirmation signal is received from an external indicator, the next calculated grid level activates the limit order. * Goal: To create the most reliable averaging system that protects against premature entries and requires double confirmation (both by price and indicator) before increasing the position size. 4. MultiGRID — Adaptation to extreme volatility This is one of the most powerful and unique features of a strategy designed to survive and make a profit in the face of strong, protracted trends or "black swans". * The problem it solves: The usual grid of orders has a limited depth. If the price goes beyond the last safety order, the strategy loses the opportunity to average and becomes vulnerable. * The principle of operation: The MultiGRID function allows you to create "cascades" — several grids following one another. When all the orders of the first grid are executed, the strategy does not stop. Instead, she can activate the second, third (and so on) a grid of orders. The new grid can be activated by one of two triggers: 1. Offset: The new grid is activated when the price passes another set percentage deviation from the last executed order. 2. Signal: The new grid is activated when a signal is received from an external indicator. * Goal: To significantly expand the working range of the strategy. This allows it to adapt to strong market movements that would "break" the usual grid, and continue to effectively average a position at a much greater depth of decline or growth. 5. Channel Mode — Trading in the range This feature turns a standard averaging strategy into a machine for "farming" profits within a price channel that is formed during a sideways market movement. * The problem it solves: In the standard grid strategy, after partially closing a take profit position, the volume of this part "leaves" the trade until the deal is fully closed. You are missing the opportunity to reuse this capital. * Operating principle: When Channel Mode is enabled, the following happens. Suppose the price went against you, executed several safety orders, and then turned around and reached one of the partial take profits. At this point, the strategy is: 1. Fixes the profit, as it should be. 2. Instantly places a new limit order to buy (or sell for a short) at exactly the same price level where the last triggered safety order was executed. The volume of this order is equal to the volume of the part that was just closed for take profit. 3. If the price goes down again and executes this "repeat" order, the strategy immediately sets a corresponding take profit for it at the level where the previous profit was taken. * Goal: To create a continuous buy-sell cycle within the local range (channel). The lower limit of the channel is the price of the last averaging, and the upper limit is the price of a partial take profit. This allows you to repeatedly profit from sideways price fluctuations, without waiting for the full closure of the main, large transaction. 6. LTF (Lower Timeframe Analysis) — Surgical precision of backtesting This feature is critically important for obtaining reliable results during historical testing (backtesting) of grid strategies. * The problem it solves: The standard testing mechanism in TradingView has a serious limitation. Working, for example, on a 4-hour chart, he sees only 4 candle points: Open, High, Low and Close. He does not know in what order the price moved within these 4 hours. He could have touched High first and then Low, or vice versa. For grid strategies, this is fatal — the engine can show that a take profit has been executed, although in reality the price first went down, collected the entire grid of orders and only then turned around. * How it works: When you turn on the LTF mode, the strategy for each candle on your main chart (for example, 4H) requests and analyzes all candles from the lower timeframe you specified (for example, 1-minute). Then it virtually trades the entire price path for these minute candles, executing orders, take profits and stop losses in the sequence in which they would occur in reality. It works in the single take profit mode of the Grid strategy. * Goal: To provide the most realistic and reliable backtest that reflects the real dynamics of the market. This allows you to avoid false expectations and accurately assess the potential performance of the strategy. // ------------------------ Part 2: Detailed description of the strategy settings This section is your main guide to all the switches and options available in the strategy. Understanding each setting is the key to unlocking the full potential of this powerful tool. 1. 🛡️ Risk Management 🛡️ This group contains fundamental parameters that determine the basic logic of risk management and the geometry of grid orders. * Strategy type: Determines the direction of transactions. * Long: The strategy will only open long positions (buy). * Short: The strategy will only open short positions (sell). * Both: The strategy will work both ways, opening long or short depending on the incoming signal. * SO Count: Sets the maximum number of Safety (averaging) Orders (SO) that the strategy will place within the same grid. If you have MultiGRID enabled, this number applies to each individual grid. * SO Step (%): This is the base percentage deviation from the entry price at which the first safety order will be placed. For example, at a value of 0.5, the first SO in a long trade will be placed 0.5% lower than the opening price of the base order. * SO Multiplier: A coefficient that exponentially increases the step for each subsequent safety order. This allows you to create an expanding grid where averaging orders are placed further and further apart, which is effective with strong and accelerating price movements. * *The step formula for the nth order*: Step(N) = (SO Step) * (SO Multiplier ^(N-1)). * If the value is 1, all steps will be the same. * With a value of 1.6, the step of the second SO will be 1.6 times larger than the first, the step of the third will be 1.6 times larger than the second, and so on. * 1️⃣ TP/SL: These are simplified settings for quick configuration. They allow you to turn on/off the main take profit and stop loss and set basic percentage values for them. More detailed settings for these parameters can be found in the relevant sections below. // ------------------------ 2. 💰 Money Management 💰 Everything related to position size, leverage, and capital is configured here. * Volume BO (Base Order): Determines the size of the trade's opening order. * Volume BO: A fixed amount in the quote currency (for example, in USDT). * USDT (check mark): Manages the information in the comments to the orders. If enabled, the volume of orders in USDT will be displayed in the comments. This is convenient for visual analysis and for sending the amount of USDT by the placeholder {{strategy.order.comment}} via webhooks when connecting the strategy to the exchange or trading terminals. * or % of deposit: The amount calculated as a percentage of the available capital of the strategy. The check mark to the right of this field enables this mode. Important: using a percentage activates the effect of compounding (compound interest), as the amount of each new transaction will be automatically recalculated based on the current capital (initial capital + profit/loss). If enabled, the percentage of orders will be displayed in the comments. This is convenient for visual analysis and for sending percentages on the placeholder {{strategy.order.comment}} via webhooks when connecting the strategy to the stock exchange, trading terminals, or creating Copy trading. * Martingale: The coefficient applied to the volume of orders. It increases the size of each subsequent insurance order compared to the base one. * Volume formula for the nth SO: Volume SO (N) = (Volume BO) * (Martingale^N). * With a value of 1.2, the volume of the first SO will be 1.2 times greater than the base, the second — 1.44 times (`1.2 * 1.2`) and so on. * Leverage: Specify the size of your leverage. This parameter is used exclusively for calculating and displaying the approximate liquidation price. It does not affect the size of positions, but it helps to visually assess the risks. * Liquidation: Enables or disables the calculation and display of the liquidation line on the chart. * Margin type: Allows you to select a method for calculating the liquidation price, simulating the logic of exchanges: * Isolated: The liquidation price is calculated based on the size and leverage of the current open position only. * Cross: The calculation simulates using the entire available balance to maintain a position. In the strategy, the liquidation price is calculated as the level at which the loss on the current transaction is equal to the current capital. * Commission (%): Specify the percentage of your exchange's commission per transaction. The correct value of this parameter is crucial for obtaining realistic backtest results. // ------------------------ 3. 🕸️ Grid Management 🕸️ This group is responsible for the logic of safety orders and advanced mechanics such as Channel Mode and MultiGRID. * SO Type: Defines the logic of placing averaging orders. * GRID: Classic grid. All safety orders are placed in advance as limit orders. * DCA: Signal averaging. The strategy is waiting for a signal from an external indicator to place a market averaging order. * GRID+DCA: Hybrid. The strategy waits for a signal, and if it arrives, places a limit order at the appropriate price level of the grid or executes a market order if the signal has arrived below the limit order level. * Signal for SO: A data source (indicator) that will be used for signals in DCA and GRID+DCA modes. * ↔️ Channel Mode: When this option is enabled, the strategy tries to trade in a sideways range. After partially closing a take profit position, it immediately places a limit order for re-entry at the price of the last triggered safety order. This creates a buy-sell cycle within the local channel. * Best Price Only: This filter adds an additional condition for averaging in DCA and MultiGRID modes (when it operates on a signal). The next averaging order or a new grid will be activated only if the current price is more favorable (lower for long, higher for short) than the price of the previous entry. * 🧩 MultiGRID ⮕ Enables cascading grid mode. * Grid Count: The total number of grids that can be activated sequentially. * Offset: Percentage deviation from the price of the last order of the previous grid. When this margin is reached, the following grid of orders is activated (this mode does not require a signal). * Or signal: Allows you to use the signal from an external indicator as a trigger to activate the next grid. The checkmark on the right turns on this mode. // ------------------------ 4. 🎯 Entry and Stop 🎯 This group of settings allows you to fine-tune the conditions for starting a new trade and all aspects related to protective stop orders, including the complex mechanics of trailing and managing SL after partial take profits. * 🎯 Signal: A data source (indicator) that will be used to determine when to enter a trade. The strategy expects a value of 1 for the start of a long trade and -1 for a short trade. * Min Bars: Sets the minimum number of candles that must pass from the moment of opening the previous trade to the moment of opening the next one. A value of 0 disables this filter. This is a useful tool to prevent overly frequent entries in a "noisy" market. * Non-stop: If this option is enabled, the strategy ignores the Entry Signal and opens a new trade immediately after closing the previous one (taking into account the Min Bars filter, if it is set). This turns the strategy into a constantly working mechanism that is always on the market. * 🛑 SL Type: Defines the base price from which the stop loss percentage will be calculated. The stop loss in the first section must be enabled for this block of settings to work. * From the entry point: SL is always calculated from the opening price of the very first base order. It remains static throughout the entire transaction unless it is moved by other functions. * From breakeven line: SL is dynamically recalculated and shifted each time a safety order is executed. It always follows the average price of the position, being at a given percentage distance from it. * From last executed SO: SL is recalculated from the price of the last executed order, whether it is a base or a safety order. * From last SO: SL is calculated from the price of the most recent possible safety order in the grid. This is usually the most remote and conservative type of SL. * Trailing SL Type: Defines the algorithm by which the stop loss will move after its activation. * Standard: Classic trailing. After activation, SL will follow the price at a fixed distance. * ATR: SL will follow the price at a distance equal to the value of the ATR indicator multiplied by the specified multiplier. * External Source: SL will follow any selected line of the third-party indicator. * Period and Multiplier: Common parameters for all types of trailing. * Source: The source of the line for the trailing SL of the third-party indicator. * Trailing SL after entry: The mode of activation of the trailing SL after entering the transaction * SL management after TP (sections 1️⃣, 2️⃣, 3️⃣): These three blocks allow you to create a complex stop loss management logic as profits are recorded. For each take profit level (TP1, TP2, TP3), you can configure: * SL BE / SL TP1 / SL TP2: When the corresponding TP is reached, the stop loss will be moved to the breakeven point (for TP1), to the TP1 price level (for TP2) or to the TP2 price level (for TP3). * Trailing SL: When the corresponding TP is reached, the trailing stop loss is activated according to the settings above. * By ↔️ Signal: A very powerful option. If it is enabled, the above action (SL transfer or trailing activation) will occur when the opposite trading signal is received from an external indicator. This allows you to protect profits or reduce losses if the market turns sharply, even before reaching the target. * SL Delay ⮕ Allows you to delay the activation of the stop loss. * Number of Bars: The Stop loss will be physically placed on the market only after the specified number of candles has passed since entering the trade. This can help to avoid "taking out" the stop with a random short movement (squiz) immediately after opening a position. * SL Block: Unique defensive mechanics for trading both ways (`Strategy Type: Both`). * Number of SL: If the strategy receives the specified number of stop losses in a row in one direction (for example, 2 stops long), it temporarily blocks the opportunity to open new trades in that direction. * Lock Reset mode: * By direction: The lock is lifted if a profitable trade is closed in the allowed direction or if a stop loss is triggered in the opposite direction. * First profit: The lock is lifted after closing any profitable transaction, regardless of its direction. // ------------------------ 5. ✅ Take Profit ✅ This group of settings provides comprehensive control over profit taking, from a simple take profit to a complex system of partial closures and trailing. * ✅ TP Type: Defines the base price for calculating the percentage deviation of the take profit. * From entry point: TP is calculated from the base order price. * From breakeven line: TP dynamically follows the average position price. * From last executed SO: TP is calculated from the price of the last executed order. * Filters for closing on signal * Only ➕: If TP is triggered by a signal, the deal will be closed only if it is in the black relative to the average price. * Or >TP: If TP is triggered by a signal, the trade will be closed only if the closing price is better than (or equal to) the estimated price of this TP. * TP type of trailing: Yes, take profit has a trailing too! It works differently than the SL trailing. * Standard / ATR: After the price touches the "virtual" TP level, the trailing is activated. He does not place a stop order, but begins to move away from the price, dynamically moving the limit order to close further and further in the profitable direction, allowing him to collect the maximum from the impulse movement. * External Source: TP will follow any selected line of the third-party indicator. * Period and Multiplier: Parameters for calculating the trailing margin TP. * Source: The source of the line for the trailing TP of the third-party indicator. * TP level settings (sections 1️⃣, 2️⃣, 3️⃣, 4️⃣): The strategy supports up to four independent take profit levels, which allows for a flexible system of partial commits. For each level, you can set: * TP: Enable the level and set its percentage deviation from the base price. * Size: What percentage of the current position will be closed when this level is reached. For the last active TP, this parameter is ignored, and 100% of the remaining position is closed. * Trailing TP: Enable the above-described trailing mechanism for this particular level. * Signal: Enable closing based on the signal from the external indicator for this level. * Or take: If both the closing on the signal and the limit order are enabled, then whatever comes first will work. * After SO: Activate this TP level only after the specified number of safety orders has been executed. This allows you to set closer targets for riskier (deeply averaged) positions. // ------------------------ 6. 🔬 GRID and MultiGrid Analysis on Lower TFs (LTF) 🔬 This group activates one of the most important functions for accurate testing of grid strategies. * Enable LTF Calculation ⮕ The main switch of the analysis mode on the lower timeframes. * Timeframe selection: A drop-down list where you can select a timeframe for detailed analysis. For example, if your main schedule is 1 hour, you can select 1 minute here. The strategy will emulate the trading of minute candles within each hour candle. ❗️Important: As mentioned in the first part, the use of this mode is critically necessary to obtain realistic backtest results, especially for strategies with a dense grid of orders. Without it, the results may be overly optimistic and not reflect the real dynamics of the market. It should be remembered that TradingView imposes a limit on the number of intra-bars (minor TF bars) that can be requested. This is usually about 100,000 bars. // ------------------------ 7. 🕘 Backtest Date Range 🕘 This group allows you to focus testing on a specific historical period. * Limit Date Range: Enables date filtering. * Start time: The date and time when the strategy will start analyzing and opening deals. * End time: The date and time after which the strategy will stop opening new deals and complete testing. // ------------------------ 8. 🎨 Visualization 🎨 All the options responsible for the appearance and information content of the chart are collected here. * Show PnL labels: Enables/disables the display of text labels with the result (profit/loss) after closing each trade. * Statistics Table: Enables/disables the main dashboard with detailed statistics on the results of the backtest. * Strategy Settings Table: Enables/disables an additional panel that summarizes all the key parameters of the current configuration. * Monthly Profit Table: Enables/disables a table with a breakdown of percentage returns by month and year. * Table settings: For each of the three tables, you can individually adjust the Text size and Table Position on the screen to position them as conveniently as possible. * Decimal places: Defines how many decimal places will be displayed in numeric values in tables and on labels. // ------------------------ 9. ✉️ Webhook Settings ✉️ This group is intended for traders who want to automate trading on strategy signals using third-party services and exchanges (for example, 3Commas, WunderTrading, Cryptorobotics, Cryptohopper, Bitsgap, Binance, ByBit, OKX, Pionex, Bitget or proprietary solutions). For each key event in the strategy, there is a separate switch and a text field: * Webhook for Open: Enable and set a message for the webhook that will be sent when the base order is opened. * Webhook for Averaging: A message sent when executing any insurance order. * Webhook for Take Profit: A message sent when closing on take profit (including partial ones). * Webhook for Stop-Loss: A message sent when a stop loss is closed. You can insert a JSON code or any other message format that your service requires for automation into the text fields. The strategy supports special placeholders (for example, `{{strategy.order.alert_message}}`), which allow you to dynamically insert the necessary data into the message, such as the amount of USDT or the percentage of the deposit for entry, averaging and take profit orders.
กลยุทธ์ Pine Script®
โดย trade_lexx
1
Valid H/L Strategy Tester with MFE/MAE Analytics ## Overview A data-driven trading indicator that identifies valid high/low price levels and provides statistical insights through Maximum Favorable Excursion (MFE) and Maximum Adverse Excursion (MAE) analytics. Make informed trading decisions based on historical price behavior rather than guesswork. ## Key Features ### 🎯 Smart Pattern Recognition - Automatically detects valid highs and lows with confirmation system - Color-coded candles and lines for clear visual identification - Inside/Outside print filtering for higher probability setups ### 📊 Statistical Analytics - Analyzes up to 500 historical setups for MFE/MAE calculations - 1-hour and 3-hour timeframe data with percentile-based targets (20th, 50th, 80th) - Real-time performance tracking with comprehensive statistics table ### ⚙️ Flexible Strategy Options **Entry Methods:** Confirmation-based or MAE percentile entries **Take Profit:** MFE-based, fixed points, percentage, or R:R ratio targets **Risk Management:** Multiple stop loss types with position sizing controls ### 🕐 Advanced Time Filtering - Session filters (Asia, London, New York) - Individual hourly controls (24-hour precision in ET) - Pre-configured for optimal NY trading hours (9 AM - 2 PM) ### 📈 Visual Dashboard - MFE target lines (blue) and MAE risk lines (orange) - Customizable colors, styles, and line weights - Statistics table showing daily/hourly/weekly performance breakdowns ## How It Works 1. **Pattern Detection** - Scans for valid high/low formations using price structure and gap behavior 2. **Statistical Analysis** - Calculates historical MFE/MAE percentiles from past setups 3. **Trade Framework** - Executes entries/exits based on your configuration with real-time performance tracking ## Ideal For - **Day/Swing Traders** seeking data-driven entry/exit levels - **Risk Managers** wanting historical drawdown data for stop placement - **Performance Trackers** needing detailed analytics across timeframes and sessions - **Flexible Strategies** - adapts to scalping, day trading, or swing trading styles ## Quick Setup 1. Select analysis timeframe (default: 5-minute) 2. Choose entry method and exit strategy 3. Enable MFE/MAE analytics display 4. Apply session/hourly filters 5. Customize visual elements and table settings Transform your trading from guesswork to statistical precision with historical price behavior insights.
กลยุทธ์ Pine Script®
โดย PacTRADES
Gott's Copernican Trend PredictorThe Gott's Copernican Trend Predictor predicts trend duration using the Copernican Principle - Based on astrophysicist Richard Gott's temporal prediction method. I had the idea to create this indicator after reading the book The Doomsday Calculation by William Poundstone. Background & Theory This indicator implements J. Richard Gott III's Copernican Principle - a statistical method that famously predicted the fall of the Berlin Wall and the duration of Broadway shows with remarkable accuracy. The Copernican Principle Explained Named after Copernicus who showed that Earth is not at the center of the universe, this principle assumes that you are not observing something at a special moment in time. When you observe a trend at any random point, you're statistically more likely to be seeing it during the "middle portion" of its lifetime rather than at its very beginning or end. The Mathematics Gott's formula provides a 95% confidence interval for how much longer a trend will continue: Minimum remaining duration = Current Age ÷ 39 Maximum remaining duration = Current Age × 39 The factor of 39 comes from statistical analysis where: There's only a 2.5% chance you're observing in the first 1/40th of the trend's life There's only a 2.5% chance you're observing in the last 1/40th of the trend's life This gives us 95% confidence that the trend will last between Age/39 and Age×39 How It Works Trend Detection The indicator uses dual moving averages (default: 50 & 200 period) to identify trend changes: Bullish Cross: Fast MA crosses above Slow MA → Uptrend begins Bearish Cross: Fast MA crosses below Slow MA → Downtrend begins Real-Time Predictions Once a trend is detected, the indicator continuously calculates: Trend Age: How long the current trend has been active Gott's 95% CI: Statistical range for remaining trend duration Projected End Dates: Calendar dates when the trend might end How to Use Setup Add the indicator to any timeframe (works on minutes, hours, days, weeks) Customize MA periods and type (SMA, EMA, WMA) Choose table position and font size for optimal viewing Interpretation Example: If a trend is 100 hours old: Minimum duration: 100 ÷ 39 = ~3 more hours Maximum duration: 100 × 39 = ~3,900 more hours 95% confidence: The trend will end between these times This indicator might be useful for swing traders, trend followers, and quantitative analysts. Coca-Cola example: Coca-Cola's chart shows an uptrend spanning 810 weeks, approximately 15.5 years. According to Gott's Copernican Principle, this trend age generates a 95% confidence interval predicting the trend will continue for a minimum of 20 weeks and a maximum of 31,590 weeks. On the other hand, a shorter trend age produces a proportionally smaller minimum duration and different risk profile in terms of statistical continuation probability. For this reason, more recent trends (and more recent companies) are likely to remain in trend for shorter.
อินดิเคเตอร์ Pine Script®
โดย HenriqueCentieiro