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BTC Volatility Aligned Momentum EngineTitle BTC Volatility Aligned Momentum Engine Version and compatibility Pine Script v6 All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update intrabar and settle on close. For conservative workflows, evaluate on bar close Summary in one paragraph BTC Volatility Aligned Momentum Engine is a daily first strategy built for liquid crypto, with BTC in mind. It only participates when three independent layers agree: directional state, structural location, and momentum phase. The novelty is not a random stack of indicators, it is a small decision engine that treats momentum as a regime variable and volatility as the unit of risk, so stops and targets scale with the market rather than staying static. Scope and intent Markets. Liquid crypto pairs, then liquid indices and FX as secondary use Timeframes. Intraday through daily. Defaults are tuned for BTC 1D behavior and weekly volatility scaling Purpose. Filter low quality participation by requiring alignment of state, structure, and phase instead of reacting to one signal Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness This is designed as a compact regime filter, not a mashup. Each component solves a different failure mode and the entry requires agreement, not majority voting. Unique concept or fusion. A three layer gate that separates direction from structure and then confirms with momentum phase, while risk is expressed in weekly ATR units What failure mode it addresses. Trend filters often enter during late stage drift or chop. Here, the histogram slope is treated as a phase constraint, meaning entries are biased toward continuation when momentum is still improving in the chosen direction Testability. Inputs map directly to the decision layers, so you can stress test each layer independently without touching the rest Portable yardstick. Weekly ATR is used as a volatility denominator for risk distances, which reduces the common issue of fixed stops becoming too tight in expansion and too wide in contraction Protected scripts. The implementation is kept private to prevent cloning of the execution details, while the full method, assumptions, and reproduction settings are disclosed so users can evaluate it transparently Method overview in plain language Base measures Structural location. Price is evaluated relative to an EMA rail, acting as a simple market structure proxy Directional state. Heikin Ashi candles are used only as a state filter to reduce noisy flips. Execution is still done on standard candles Momentum phase. A MACD style histogram with an Internal HA calculation is computed and compared to its prior value. The model reads this as phase acceleration or deceleration rather than absolute level Volatility unit. Weekly ATR defines the distance unit used for stop and target placement Components State Gate. Heikin Ashi open and close define a bias state. This is not used for prices, only to avoid trading against the immediate directional state Structural Rail. A primary EMA defines whether price is operating above or below the model reference structure Phase Gradient. The histogram slope acts like a gradient test. Longs require improving momentum, shorts require deteriorating momentum. This avoids the classic issue where an oscillator can remain positive while momentum is already fading Weekly Volatility Engine. ATR is sampled on weekly timeframe and used as an adaptive risk ruler. Stops and targets are expressed as ATR multiples rather than fixed points Fusion rule This is a strict gate, not a score. All required conditions must be true. Directional state must agree with the trade direction Price must be on the correct side of the structural rail for longs Momentum phase must be improving for longs and deteriorating for shorts Risk distances use weekly volatility scaling when enabled Signal rule Long entry appears when the HA state is bullish, close is above the primary EMA rail, and the histogram is rising versus the prior bar Short entry appears when the HA state is bearish, price crosses under the short trigger EMA, and the histogram is falling versus the prior bar Long exit appears when close drops below the exit rail EMA Inputs with guidance Execution Control Allowed Direction. Both, Long Only, Short Only. Useful for regime isolation and research without changing the core model Enable ATR Risk Engine. On places ATR stop and target orders. Off disables those orders so you can evaluate pure signal exits Quantum MACD Engine Signal Source. Default close Impulse Length. Typical 8 to 20. Higher means fewer, slower phase changes Inertia Length. Typical 18 to 40. Higher means less sensitivity to short bursts Phase Sync Length. Typical 5 to 14. Higher reduces false phase flips but adds lag Oscillator Kernel and Signal Kernel. EMA reacts faster, SMA is smoother. Mixing kernels changes the histogram texture and can materially change frequency Trend Rails Primary Rail Length. Higher reduces churn and increases trend selectivity Cross Trigger Length. Short side sensitivity. Lower increases short triggers, higher filters them Exit Rail Length. Controls long exit responsiveness Volatility Risk Engine ATR Sample Length. Weekly ATR smoothing. Higher stabilizes risk unit Loss Guard ATR Mult. Stop distance in volatility units. Typical 1.0 to 3.0 Profit Guard ATR Mult. Target distance in volatility units. Typical 1.0 to 4.0 Usage recipes BTC daily core Chart BTC 1D Allowed Direction Both ATR Risk Engine On Defaults for rails and MACD engine Directional research Allowed Direction Long Only, then Short Only Keep everything else unchanged and compare drawdown behavior across regimes Lower frequency swing Increase Primary Rail Length Increase Phase Sync Length Use a slightly higher Profit Guard ATR Mult while keeping stop conservative Properties visible in this publication Initial capital 10000 Order sizing percent of equity with value 5 Pyramiding 1 Commission 0.1 percent per side, round turn is two sides Slippage 10 ticks Process orders on close ON Bar magnifier ON Recalculate after order is filled OFF Calc on every tick OFF All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results do not imply future results BTC can gap and liquidity can thin. Slippage and fills vary by venue and regime If both stop and target can be hit within one bar, TradingView engine sequencing applies. Interpret single bar outcomes cautiously This strategy is designed for standard candles and does not claim realistic execution on non standard chart types Honest limitations and failure modes Fast volatility shocks can invalidate weekly ATR as a risk ruler for several bars Choppy ranges can produce alternating state and phase signals, increasing churn Short logic is structurally different from long logic by design, so symmetry should not be assumed across all regimes Parameter changes can materially alter behavior. Treat this as a framework and test on out of sample windows Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when directional state is bullish, price is above the primary EMA rail, and momentum phase is improving. Short when directional state is bearish, price crosses under the short trigger EMA, and momentum phase is deteriorating Exit logic. Long exits when price drops below the exit rail. ATR stops and targets can be enabled or disabled via inputs Risk model. Weekly ATR multiple stop and take profit when enabled Tie handling. If stop and target are both hit in the same bar, TradingView bar resolution rules apply under the chosen magnifier settings
กลยุทธ์ Pine Script®
โดย exlux
Momentum Fusion X Strategy (with data filter.)Momentum Fusion X Strategy — Conceptual Overview Momentum Fusion X Strategy is a selectively reactive market-participation system designed to engage only when price behavior exhibits structured directional clarity across multiple internal evaluation layers. Rather than responding to isolated indicators or short-term noise, the strategy operates on a confirmation-based framework where trades are activated only when the broader internal state of the market demonstrates sufficient directional agreement. This approach intentionally prioritizes quality of participation over frequency, allowing the system to remain inactive during uncertain or low-information phases. The strategy has demonstrated its strongest performance characteristics on MIDCAPNIFTY, while remaining structurally adaptable to other instruments and market environments. Structural Philosophy The internal architecture is built around a multi-layered decision model: Directional Consensus Framework Trades are considered only when multiple independent internal components align in the same directional bias. No single condition is capable of triggering a trade independently. Momentum Confirmation Logic Price movement is evaluated in a manner that emphasizes continuation strength rather than short-lived reactions. This helps reduce participation during false breakouts or choppy market behavior. Noise Suppression The system actively filters out ambiguous conditions, remaining flat during periods where directional intent lacks clarity or conviction. This structural discipline ensures consistency and prevents over-trading, particularly on lower timeframes. Trade Behaviour & Execution Trade Initiation Positions are initiated only when internal directional alignment reaches a predefined quality threshold. Partial or conflicting conditions are intentionally ignored. Trade Exit Positions are closed dynamically when internal momentum deteriorates or when directional alignment weakens, helping limit exposure during transitions or reversals. Market Inactivity The strategy may display selective trade participation during backtests. This behavior is intentional and reflects strict filtering logic rather than missed opportunities. Backtesting & Configuration Notes Data Filter: The strategy includes a data filter input, allowing controlled backtesting from a specific start date. Backtest Start Date: Historical evaluation has been conducted starting from 5 August 2025. Initial Capital: Backtests are configured using an initial capital of 10,000. Primary Timeframe: The strategy is intended to be evaluated and used on the 15-minute timeframe for optimal structural behavior. Automation & Execution Support The script includes a built-in Dhan webhook alert system, enabling optional automation of execution workflows. Alerts are synchronized directly with the strategy’s internal execution logic to ensure alignment between backtest results and live alert behavior. Commission and slippage are incorporated into the strategy configuration to provide a more realistic simulation of execution conditions. Commission: 0.01% Slippage: 2 points Intended Usage Context Instrument Focus: MIDCAPNIFTY (best observed performance) Trading Style: Intraday, momentum-based participation Trade Frequency: Selective by design Timeframe: 15-Minute Users are encouraged to apply independent capital allocation, position sizing, and risk controls appropriate to their individual trading plan. Intellectual Property Notice The internal construction, scoring logic, alignment thresholds, and execution conditions are intentionally abstracted. This description explains the conceptual philosophy without exposing implementation details, preserving the originality and intellectual integrity of the strategy. Direct replication of the internal logic is neither implied nor supported by this publication. Disclaimer This strategy is provided strictly for educational, research, and analytical purposes. Market behavior evolves over time, and historical performance does not guarantee future results. Users are responsible for forward testing, execution decisions, and risk management when applying this strategy in live market conditions.
กลยุทธ์ Pine Script®
โดย algovisionx2
The Mechanical Trader - StrategyThe Mechanical Trader — Strategy (Invite-Only) This strategy is designed to help traders backtest and execute a mechanical workflow based on price action concepts. It combines context filters (liquidity context, daily bias, EMA, and premium/discount) with three selectable entry modules, allowing users to build a rules-based approach that can be evaluated in Strategy Tester. The goal is to translate discretionary price action ideas into explicit, repeatable rules. This can make it easier to backtest, review, and learn from a consistent process. Core concepts / filters - Liquidity context (e.g., sweep/reversal-type setups) - Daily bias (optional) - EMA filter (optional) - Premium/Discount framework (optional) Entry modules (selectable) - Engulfing patterns - Fair Value Gaps (FVG) - Breakouts Trade management - Multiple stop-loss and take-profit options (including structure-based placement) - Trailing stop options - Break-even logic - Partial take-profits Position sizing Includes risk-based sizing utilities intended to support consistent decision making. It can calculate sizing when risking a % of equity and size based on different stop methods (e.g., ATR or structure-based stops such as beyond an FVG or pattern). Stop levels can also be used in alert-based execution workflows. Suggested workflow (testing & execution) This script is intended to be tested and used on the selected chart timeframe (intraday or swing). Some constraints (like trading windows and max trades/day) are primarily intended for intraday use. - Trading window (time filter) - Max trades per day - Clearly defined rules for entries, exits, and management To reduce random noise when evaluating settings: - Build a ruleset first (modules + filters + management) - Use a minimum sample size (for example 20–30 trades total or more) - If you decide to forward-test, keep settings unchanged during a defined sample (for example at least 20 trades) to avoid mixing results from different parameter sets Note: Strategy Tester results depend on instrument settings and execution assumptions. For realistic evaluation, adjust Strategy Properties to match your market conditions. How to access See the Author’s Instructions below. Disclaimer Not financial advice. Trading involves risk. Past performance is not indicative of future results.
กลยุทธ์ Pine Script®
โดย krissemannen
Kinetic Delta Lockout System StrategyTitle Kinetic Delta Lockout System Version and compatibility Pine Script v6 used All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update while a bar is forming and settle on bar close. For conservative workflows select alerts on bar close Summary in one paragraph Kinetic Delta Lockout System is a session scoped intraday strategy for ES and NQ on 10 minute charts that trades only when a lower timeframe cumulative volume delta regime flip aligns with a volatility spread filter. It focuses on catching directional bursts while explicitly limiting activity after a losing trade. The core novelty is the fusion of anchored lower timeframe CVD regime shifts with an ATR percent spread gate, wrapped in a strict daily loss lockout to reduce churn and slippage during noisy conditions. Add it to a clean chart, keep the session windows consistent, and treat the signals as a structured decision framework rather than a forecast. Scope and intent Markets. Optimized for ES and NQ index futures. Designed for liquid index futures with reliable volume Timeframes. Intraday, with the default demo optimized for 10 minute charts Default demo used in the publication. ES1! on 10 minute Purpose. Capture intraday regime shifts in volume flow and volatility context while avoiding repeated trades after a loss Limits. This is a strategy. Orders are simulated by the TradingView engine on standard candles only Originality and usefulness This strategy is not a simple combination of common indicators. It uses a single regime variable, anchored cumulative volume delta built from lower timeframe signed volume, and triggers only when that regime crosses through zero. It then applies a volatility context gate defined as the difference between fast and slow ATR percent, which is a portable unit across related index futures. Finally, it adds a behavioral risk control: a hard stop trading rule after the first losing trade of the day. This combination addresses a specific failure mode: repeated flip trades during intraday chop, where costs and slippage can dominate. Unique concept or fusion. Anchored lower timeframe CVD regime flips plus ATR percent spread gating plus daily stop after first losing trade What failure mode it addresses. False starts and repeated flips during chop, especially after early day losses Testability. Each gate is exposed in Inputs so users can isolate what is driving each entry Portable yardstick. ATR is converted to percent of price so the volatility filter scales across ES and NQ Method overview in plain language Base measures Range basis. True Range smoothed with two ATR windows, a slow baseline and a fast baseline Yardstick. ATR percent equals ATR divided by price in percent. The filter uses the spread between fast ATR percent and slow ATR percent Components Anchored CVD. The script aggregates signed volume from a lower timeframe into a cumulative series and resets it on the chosen reset basis. Signed volume is positive when the bar is classified as buy side and negative otherwise CVD smoothing. A simple moving average of anchored CVD defines the regime line used for cross events ATR percent spread. The strategy requires fast ATR percent to exceed slow ATR percent, indicating short term expansion relative to baseline. Longs also require the spread to remain below a cap Session windows. Entries are only allowed inside the entry window. Positions are forcibly flattened inside the force flat window Daily loss lockout. After the first losing trade of the day, the strategy stops taking new entries until the next day Fusion rule Session gate must be ON and force flat must be OFF Daily lockout must be OFF ATR percent spread must be positive. Longs additionally require spread below the long cap CVD regime must produce a valid cross event and directional confirmations must align Signal rule Long suggestion appears when the smoothed CVD crosses above zero, the candle closes above its open, the anchored CVD is rising versus the prior bar, and the ATR spread is positive but below the long cap Short suggestion appears when the smoothed CVD crosses below zero, the anchored CVD is below its smoothing line and falling versus the prior bar, and the ATR spread is positive No new entries occur after the first losing trade of the day when the lockout is enabled What you will see on the chart Entry markers. Strategy entries labeled A for longs and B for shorts Exit behavior. Positions are closed when force flat is active, when outside the entry window, after lockout, or when an opposite signal occurs while in a position Optional diagnostic lines. Anchored CVD and its smoothing line can be shown to confirm regime flips Protected publication note This strategy is published as a protected script. The implementation details and source code are intentionally hidden, while the full methodology, logic structure, inputs, and usage guidelines are disclosed in this description. The purpose of protection is to preserve the integrity of the execution logic and prevent accidental modification or misuse of internal mechanisms, not to obscure how the strategy works or how it should be evaluated. Users are encouraged to assess the behavior through the visible signals, documented rules, and Strategy Tester results rather than relying on source inspection. Inputs with guidance Setup Reset basis (empty = chart). Defines when the anchored CVD resets. Blank uses the chart timeframe. Higher anchors reduce resets and can reduce flip frequency Entry window. Times when new positions are allowed Force flat window. Times when all positions are closed and no new entries occur Clock. Timezone used for session windows and the daily lockout day boundary Logic Smoothing. SMA length applied to anchored CVD. Typical range 3 to 20. Higher reduces sensitivity and trade frequency ATR slow. Baseline ATR length. Typical range 10 to 30 ATR fast. Short term ATR length. Typical range 2 to 10 Long cap. Upper bound for the ATR spread for long entries. Typical range 0.05 to 0.20 Risk Stop after first red trade. If enabled, once a losing trade closes, the strategy stops taking new entries until the next day Usage recipes Intraday trend focus for ES and NQ 10 minute Reset basis. Chart Smoothing. 5 Entry window. 09:45 to 12:45 New York time Force flat window. 13:30 to 16:00 New York time ATR slow 14, ATR fast 3, Long cap 0.10 Stop after first red trade ON More selective regime focus Increase Smoothing to 8 or 10 to reduce flip entries Reduce Long cap to tighten long entries during volatility expansion Keep Stop after first red trade ON for better chop control Broader session participation Extend Entry window earlier or later, but keep Force flat near the close Keep volatility settings unchanged first, then adjust only one parameter at a time Properties visible in this publication Initial capital 25000 Base currency Default Default order size 1 contract fixed Pyramiding 0 Commission 3 USD per contract Slippage 5 ticks Process orders on close ON Recalculate after order is filled ON Calc on every tick OFF Bar magnifier OFF Using standard OHLC OFF Strategy uses standard candles only All security calls use lookahead off Realism and responsible publication This script is for education and research only. Not investment advice Past results never guarantee future outcomes Commission and slippage vary by venue and broker. Backtests are approximations Signals can change intrabar and settle on bar close. Use on bar close alerts for conservative workflows Honest limitations and failure modes Intraday chop can create multiple regime flips. Smoothing and the daily lockout reduce but do not eliminate this risk Economic releases can invalidate volatility assumptions and increase slippage beyond modeled values Session windows depend on timezone and exchange calendar. Verify windows when changing instrument or venue If you apply this to symbols with unreliable volume, the CVD component can degrade Backtests do not include all real world frictions such as partial fills, queue priority, or variable spreads Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when smoothed anchored CVD crosses above zero with bullish candle confirmation, rising anchored CVD, and positive ATR spread below the long cap. Short when smoothed anchored CVD crosses below zero with anchored CVD below its smoother and falling, and positive ATR spread Exit logic. Close positions during the force flat window, outside the entry window, after daily lockout, or when an opposite signal appears while holding a position Risk model. Daily lockout after the first losing trade when enabled. No fixed stop or target is included by default Position sizing Fixed size. Default is 1 contract. Adjust based on your risk tolerance and venue constraints Dataset and sample size Default test window. Feb 2024 to Feb 2026 on ES1! 10 minute Trade count. Depends on session settings and costs. The published settings generate more than 100 trades for statistical relevance Account and sizing assumptions used in this publication For the examples shown in this publication, the strategy is configured with an initial capital of 25,000 to approximate a small intraday futures account under typical day trading margin assumptions. Position sizing is fixed to the minimum of one contract to keep exposure simple and conservative and to avoid compounding effects that can distort backtest interpretation. These settings are used only to standardize the simulation and make results easier to compare across sessions and market conditions. They do not imply suitability for any specific account size or trading arrangement, and users should adapt capital and sizing to their own risk constraints and broker requirements.
กลยุทธ์ Pine Script®
โดย exlux
Volatility ES/NQ VIX Bands System StrategyVIX Time Band Strategy for ES and NQ Version and compatibility Pine Script v6 used All higher timeframe calls use request.security with lookahead off Strategy execution uses standard candles only UI text is English Summary in one paragraph This is a volatility anchored strategy for ES and NQ designed for the 5 minute chart. It combines two complementary entry modes inside one engine. The primary mode is a time driven directional trigger based on the session held VIX percentile change and basic candle direction. If that trigger does not fire, a fallback mode allows a single band based entry when price reaches a VIX implied session move level. The core novelty is treating implied volatility as the first class input, building a session anchored expected move framework, and using that framework to decide when trading is allowed. Add it to a clean chart, keep the bands visible, and use bar close alerts for conservative operation. Intrabar values can update while a bar forms and settle on close. Scope and intent Markets ES and NQ index futures Timeframes Optimized for 5 minute charts Default demo used in publication ES or NQ on 5 minute, standard candles Purpose Provide a volatility first decision framework that trades only when conditions align and exits ahead of session end Limits This is a strategy. Orders are simulated by TradingView on standard candles only Originality and usefulness Unique concept or fusion Session held VIX implied move bands combined with a time based directional trigger, where the band logic acts as a controlled fallback instead of constant signal spam What failure mode it addresses Avoids trading the middle of the range without context and reduces participation during sessions that do not reach volatility defined locations Testability Core components are exposed as Inputs, and the plotted bands show exactly what the strategy is reacting to Portable yardstick Implied move is derived from VIX annualized volatility converted to a daily unit using sqrt(252), then anchored to the session open Protected scripts If published as protected, the implementation is kept private to prevent low effort cloning while the full method and usage are disclosed here Method overview in plain language Base measures Implied volatility input VIX daily close is treated as annualized volatility in percent Conversion to daily move VIX is converted to an approximate daily standard deviation using VIX divided by sqrt(252) Session anchor Bands are anchored to the configured session open and held constant through the session Components VIX Percentile held at session open A rolling daily array stores the last N VIX closes and computes percentile rank from 0 to 100. The value is sampled at the first bar of the configured trading session and held for the entire session. Two implied move band sets A narrower band set is used for the time logic exits and a wider band set is used for the band entry sizing and breach limits. Both are derived from the same daily implied move unit and remain static throughout the session. Time entry mode A directional entry can trigger early based on the session held VIX percentile change compared to the prior value, with an optional green candle requirement for long. Band fallback mode If no time entry happens for the session, one controlled entry is allowed when price reaches a percentile mapped location inside the VIX implied move framework. Session windows Trading is only allowed inside the configured trading session and the strategy exits inside the configured exit window. Fusion rule The engine runs two entry logics with a strict priority rule If the time logic enters, the band fallback is disabled for that session If the time logic does not enter, the band fallback is allowed once per session when price reaches the mapped level Signal rule Time Long Triggers when the held VIX percentile is lower than its prior value and the candle filter allows it Time Short Triggers when the held VIX percentile is higher than its prior value and above the configured threshold Band Long If no time entry occurred, triggers once when price reaches the lower mapped band location and the percentile is in the lower zone Band Short If no time entry occurred, triggers once when price reaches the upper mapped band location and the percentile is in the upper zone What you will see on the chart Two horizontal bands that represent the session anchored implied move levels A session open reference line Optional entry level lines for the band mode Order markers for time entries and band entries, plus exit markers when stops or targets are hit Optional background shading tied to the VIX percentile zones Inputs with guidance VIX VIX symbol Default CBOE:VIX Daily lookback Default 252. Higher values smooth percentile behavior and reduce regime flipping Session Trading session Sets when the system can enter and manage trades Exit window Forces flat positions inside this window to reduce end of day tail risk Session timezone Must match the intended exchange session timing Bands Use previous daily VIX close Uses the last completed daily VIX value for stability Annual to daily using sqrt(252) Converts annualized VIX into a daily unit Band mult for Time exits Controls how tight the directional exit bands are Band mult for Band entry sizing Controls how far away band entry locations and breach buffers are Time Logic Time short threshold (VIX pct) Higher values reduce short frequency Time long requires green candle When enabled, long time entries require close above open Band Entry Band short zone starts (pct) Typical range 60 to 80. Higher means fewer short band entries Band long zone ends (pct) Typical range 20 to 40. Lower means fewer long band entries Breach buffer (fraction of implied move) Controls how far beyond the band a hard failure stop is placed Band TP target Session Open is the default. VWAP can be used as an alternative mid target Band time stop minutes Forces exit if the band trade does not resolve within the set time Usage recipes Intraday trend focus Band mult for Time exits: 0.5 to 0.75 Time short threshold: 80 to 95 Band zones tighter: 75 and 25 Intraday mean reversion focus Band mult for Band entry sizing: 0.75 to 1.25 Band short zone starts: 60 to 70 Band long zone ends: 30 to 40 Breach buffer: 0.15 to 0.25 Higher sensitivity mode Reduce Daily lookback to 126 to make percentile adapt faster Use a tighter Band mult for Band entry sizing to increase touches Alerts Use the strategy order alerts for entries and exits Behavior. Alerts evaluate in real time and can update while the bar forms. For conservative workflows select on bar close Chart cleanliness and reproduction Open ES or NQ on the 5 minute chart with standard candles Add VIX Time|Band and load defaults Confirm Properties match the publication settings below Run Strategy Tester on bar close Properties visible in this publication Initial capital 25000 Default order size method Fixed with value 1 Pyramiding 0 Commission 0.01 percent Slippage 3 ticks Process orders on close ON Using standard OHLC ON All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results never guarantee future outcomes Fills and slippage vary by venue and market conditions Intrabar reminder. Orders and shapes can update while a bar forms and settle on close Non standard chart types are not supported for strategies Honest limitations and failure modes High impact economic releases can invalidate implied move assumptions and cause band breaches Fast expansion regimes can reduce containment style expectancy when price trends beyond bands Very quiet regimes may reduce band touches and lower trade frequency Session windows use the exchange time of the chart and must be verified when changing symbols or venues If both stop and target can be hit within one bar, TradingView backtester tie handling applies and can differ from live fills Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic Time entry mode triggers first based on the held VIX percentile change and thresholds. If no time entry occurs, a single band entry can trigger when price reaches the percentile mapped band location in the allowed zone. Exit logic Time entries use the time band set for profit and stop. Band entries target the session open or VWAP and stop out on a breach beyond the implied band plus buffer or a time stop. Tie handling If stop and target are hit in the same bar, TradingView strategy tester rules apply Account and sizing assumptions used in this publication For the examples shown in this publication, the strategy is configured with an initial capital of 25,000 to approximate a small intraday futures account under typical day trading margin assumptions. Position sizing is fixed to the minimum of one contract to keep exposure simple and conservative and to avoid compounding effects that can distort backtest interpretation. These settings are used only to standardize the simulation and make results easier to compare across sessions and market conditions. They do not imply suitability for any specific account size or trading arrangement, and users should adapt capital and sizing to their own risk constraints and broker requirements.
กลยุทธ์ Pine Script®
โดย exlux
Momentum Fusion X Strategy (with data filter) Momentum Fusion X Strategy — Conceptual Overview Momentum Fusion X Strategy is a selectively reactive market-participation system designed to engage only when price behavior exhibits structured directional clarity across multiple internal evaluation layers. Rather than responding to isolated indicators or short-term noise, the strategy operates on a confirmation-based framework where trades are activated only when the broader internal state of the market demonstrates sufficient directional agreement. This approach intentionally prioritizes quality of participation over frequency, allowing the system to remain inactive during uncertain or low-information phases. The strategy has demonstrated its strongest performance characteristics on MIDCAPNIFTY, while remaining structurally adaptable to other instruments and market environments. Structural Philosophy The internal architecture is built around a multi-layered decision model: Directional Consensus Framework Trades are considered only when multiple independent internal components align in the same directional bias. No single condition is capable of triggering a trade independently. Momentum Confirmation Logic Price movement is evaluated in a manner that emphasizes continuation strength rather than short-lived reactions. This helps reduce participation during false breakouts or choppy market behavior. Noise Suppression The system actively filters out ambiguous conditions, remaining flat during periods where directional intent lacks clarity or conviction. This structural discipline ensures consistency and prevents over-trading, particularly on lower timeframes. Trade Behaviour & Execution Trade Initiation Positions are initiated only when internal directional alignment reaches a predefined quality threshold. Partial or conflicting conditions are intentionally ignored. Trade Exit Positions are closed dynamically when internal momentum deteriorates or when directional alignment weakens, helping limit exposure during transitions or reversals. Market Inactivity The strategy may display selective trade participation during backtests. This behavior is intentional and reflects strict filtering logic rather than missed opportunities. Backtesting & Configuration Notes Data Filter: The strategy includes a data filter input, allowing controlled backtesting from a specific start date. Backtest Start Date: Historical evaluation has been conducted starting from 5 August 2025. Initial Capital: Backtests are configured using an initial capital of 10,000. Primary Timeframe: The strategy is intended to be evaluated and used on the 15-minute timeframe for optimal structural behavior. Automation & Execution Support The script includes a built-in Dhan webhook alert system, enabling optional automation of execution workflows. Alerts are synchronized directly with the strategy’s internal execution logic to ensure alignment between backtest results and live alert behavior. Commission and slippage are incorporated into the strategy configuration to provide a more realistic simulation of execution conditions. Commission: 0.01% Slippage: 2 points Intended Usage Context Instrument Focus: MIDCAPNIFTY (best observed performance) Trading Style: Intraday, momentum-based participation Trade Frequency: Selective by design Timeframe: 15-Minute Users are encouraged to apply independent capital allocation, position sizing, and risk controls appropriate to their individual trading plan. Intellectual Property Notice The internal construction, scoring logic, alignment thresholds, and execution conditions are intentionally abstracted. This description explains the conceptual philosophy without exposing implementation details, preserving the originality and intellectual integrity of the strategy. Direct replication of the internal logic is neither implied nor supported by this publication. Disclaimer This strategy is provided strictly for educational, research, and analytical purposes. Market behavior evolves over time, and historical performance does not guarantee future results. Users are responsible for forward testing, execution decisions, and risk management when applying this strategy in live market conditions.
กลยุทธ์ Pine Script®
โดย algovisionx2
WStdvB - weighted bands [cc]WStdvB is a volatility-driven trading strategy designed to identify high-probability breakouts and trend continuations using weighted standard deviation bands combined with multiple confirmation filters. At its core, the strategy adapts dynamically to market conditions by measuring volatility expansion and filtering trades only when structure, momentum, and trend alignment are present. ⸻ Core Concepts • Weighted Standard Deviation Bands Dynamic bands built around a configurable moving average to detect volatility breakouts. • Directional Bias Filters Trend filters ensure longs and shorts are only taken in the dominant market direction. • Volatility Confirmation Trades are allowed only when volatility is expanding relative to its own average, helping avoid low-energy market phases. • Supertrend Confirmation & Exit Logic Optional Supertrend filter for trend validation and adaptive exits during reversals. ⸻ Risk & Exit Management • ATR-Based Stop Loss Adaptive volatility stops that adjust to current market conditions. • Multiple Exit Conditions Positions can close based on: • Opposite band interaction • ATR stop • Moving average cross • Supertrend flip This layered exit logic is designed to protect capital while allowing profitable trends to develop. ⸻ Customization Every component can be enabled, disabled, or tuned: • Separate logic for long and short trades • Independent parameters for filters, bands, and exits • Optimized for both trending and volatile markets ⸻ Notes • Designed for experienced traders who understand volatility-based systems • Works best on liquid instruments and higher-quality price feeds • The indicator isn't repainting Please note that this strategy is for educational purposes only and should not be used for trading without further testing and analysis.
กลยุทธ์ Pine Script®
โดย zendrer
1
Voce Eterna - Forza1. The Philosophy: "Take It and Bring It Home" Unlike standard strategies that wait months to close a single trade, this system is designed with surgical precision: to extract €100 from the market at every possible opportunity. Fixed Target: As soon as the open profit reaches or exceeds €100, the algorithm instantly closes the position. Frequency: The system aims to generate dozens of these "micro-withdrawals" (63 or more per year), creating a compounded and psychologically sustainable return. 2. Technical Architecture: Power and Precision The plan utilizes a high-impact configuration to maximize the probability of success: Real Exposure: Despite an initial capital of €10,000, the code is programmed to manage a monetary mass of €50,000 (5x Leverage). This allows minor index movements to rapidly generate the required €100 profit. Volatility Filter: The robot only enters the market when the ATR (volatility) is 20% higher than its average, ensuring it operates only when the market is "active" and capable of hitting the target quickly. Rapid Crossover: It uses SMA 9 and SMA 21 moving averages to identify the onset of explosive trends. 3. Safety and Protection Capital preservation is hard-coded into every line: Emergency Exit: If the trend reverses (crossunder), the system closes all positions immediately to limit downside, without waiting for the stop loss. Tick-by-Tick Monitoring: Calculations occur on every single price variation, ensuring the €100 withdrawal is executed to the millisecond. 4. Performance Expectations (2025-2026 Analysis) Based on the visualized backtest history, the plan has demonstrated its ability to outperform traditional market approaches: Total Return: Over 21% net profit accumulated in just over a year. Transparent Management: Through the "Diamond Edition" dashboard, investors can always see the progress toward the target and the amount already secured. Conclusion: This is not a gamble; it is an algorithmic ATM. While others wait for the "big score," we secure €100 at a time.
กลยุทธ์ Pine Script®
โดย abcdddiego
Adaptive ER-Supertrend StrategyDescription: This strategy is an advanced trend-following system that evolves the classic Supertrend concept by adding dynamic volatility adjustment and multi-stage signal filtering. Core Logic: Efficiency Scaling: Instead of a static multiplier, this script calculates the Kaufman Efficiency Ratio (ER). The multiplier is dynamically adjusted: in trending markets (high ER), the bands tighten; in choppy markets (low ER), the bands expand to reduce noise. Price Hysteresis: To prevent "whipsaws" during minor pullbacks, a 0.5% buffer zone is integrated into the trend detection. The trend only flips when price closes beyond this buffer. Execution Filters: - Trend Filter: Optional MA filter (supporting SMA, EMA, WMA, HMA, VWMA, RMA, and ALMA) to ensure trading with the trend. - Momentum Filter: MACD signal cross-confirmation. - Liquidity Filter: Volume must be above its 50-period moving average (default) to validate the breakout. Optimization: Specifically tuned for ETHUSD on the 4H timeframe.
กลยุทธ์ Pine Script®
โดย mk77777
T.S.T PRO (JakDongJung Collection)Overview The is a high-performance trend-following strategy designed to capture major market moves while filtering out "noise" and false breakouts. It utilizes a sophisticated Triple Supertrend engine combined with multiple analytical layers—Volume, Momentum (ADX), Volatility (BBW), and Multi-Timeframe (HTF) analysis—to ensure high-probability entries. Core Entry Logic 1. Triple Supertrend Alignment: The strategy confirms a trend only when three Supertrends with different sensitivities (Fast, Medium, Slow) align in the same direction. 2. Median Filter: To prevent entering at the very top or bottom of a local spike, the price must be positioned relative to the Median Supertrend line. 3. Strategic Filters (Optional): - Volume Filter: Ensures the move is backed by sufficient market participation. - ADX Filter: Confirms trend strength to avoid weak or exhausting trends. - Volatility (BBW) Filter: Uses Bollinger Band Width to ensure the market is in an active expansion phase. - HTF Trend Filter: Syncs the current timeframe trades with a higher time frame (e.g., Daily) to ensure you are trading with the "Big Picture" trend. Advanced Money Management This strategy is built with professional risk management at its core: - 4 Sizing Modes: Choose between Risk % of Equity, Fixed Capital Amount, % of Equity, or Fixed Quantity. - Dual Stop-Loss Modes: * Supertrend Mode: Dynamically tracks the Median Supertrend line. - Fixed Mode: Locks the SL at entry based on ATR multiplier or fixed percentage. - Execution Flexibility: Choose between "Real-Time Touch" (instant SL) or "On Close" (confirmed bar) for exit execution. Profit Taking & Protection - 5-Stage Take Profit: Scale out of positions systematically. Each TP level can be set via ATR Multiplier or Fixed Percentage. - Automatic Break-Even: Once Take Profit 1 (TP1) is hit, the strategy automatically moves the Stop Loss to the entry price, securing a "risk-free" trade. Visual Analytics - Dynamic Visuals: Clearly displays your active Stop Loss, Entry Price, and all 5 Take Profit levels on the chart. - Performance Table: Includes an integrated Monthly Performance Table to track your strategy's historical returns, drawdown, and consistency directly on the UI. Recommended Settings - Timeframes: 1H, 4H, and Daily (D) timeframes are recommended for the best trend-following results. - Assets: Highly liquid assets such as Major Crypto Pairs (BTC, ETH) and Major Forex pairs. - Optimization: While the default settings are robust, users are encouraged to adjust the Supertrend factors and ATR multipliers based on the specific volatility of their chosen asset. Disclaimer This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Trading involves significant risk, and it is highly recommended to test the strategy thoroughly on a demo account before live deployment.
กลยุทธ์ Pine Script®
โดย hamsung
Ross GPT - Momentum Scalp 1mThis strategy is a long-only momentum scalping system designed for the 1-minute timeframe, combining VWAP, EMA trend alignment, MACD momentum, volume confirmation, and session filtering to identify high-probability intraday entries for pre-market session and U.S small cap stocks with high % change compared to previous day. Apply only for stock price between $2-$20. ⸻ 1️⃣ Date Range Filter The strategy trades only within a user-defined date range. • Default range: Feb 1, 2026 – Dec 31, 2069 • Trades are ignored outside this period • Useful for controlled backtesting and forward testing ⸻ 2️⃣ Indicators Used VWAP • Used as a trend and mean-reversion filter • Only long trades are allowed when price is above VWAP MACD (12, 26, 9) • Momentum confirmation • Entry requires MACD line > Signal line • Exit is triggered if MACD crosses below Signal Exponential Moving Averages • EMA 9 • EMA 20 • EMA 50 • EMA 200 (visual reference) Trend Bias Requirement • Bullish alignment: • EMA 9 > EMA 20 > EMA 50 Volume Strength (Price Action Proxy) • Counts bullish candles over the last 5 bars • Entry requires at least 3 green candles • Used as a confirmation of buying pressure ⸻ 3️⃣ Session Filter Trades are allowed only during a specific intraday session: • 06:59 – 09:00 (exchange time) • Designed to focus on high-liquidity morning momentum ⸻ 4️⃣ Entry Conditions (Long Only) A buy signal is generated when all of the following are true: • Price is above VWAP • MACD line is above Signal line • EMA alignment confirms bullish trend • Bullish candle count condition is met • Current bar is within the allowed session • Current bar is within the selected date range • No existing open position Only one position at a time is allowed. ⸻ 5️⃣ Trade Execution • Market entry when all conditions align • Fixed position sizing (default: 500 units) • Commission and slippage are included for realism ⸻ 6️⃣ Exit Logic Primary Exit (Bracket Order) • Take Profit: +0.25 • Stop Loss: -0.10 • Managed using strategy.exit for intra-bar accuracy Indicator-Based Exit • If MACD crosses below the Signal line, the position is closed immediately at market This dual exit system allows both quick scalps and early momentum failure exits. ⸻ 7️⃣ Visual Aids The strategy plots all key indicators used in decision-making: • EMA 9, 20, 50, 200 • VWAP This allows easy visual verification of entries and exits directly on the chart. ⸻ ⚠️ Notes • Designed for scalping and short-duration trades • Best suited for high-liquidity instruments • Results may vary depending on symbol, spread, and market conditions • This script is for educational and research purposes only
กลยุทธ์ Pine Script®
โดย rikhilrozario
High Breakout PRO - Huy Hoang Trader # High Breakout PRO - Huy Hoang Trader - Strategy Description ## 🚀 Overview **High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**. This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes. ## 💎 Key Features 1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability. 2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines: * **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support). * **Volatility:** Uses ATR-based trailing (Chandelier Exit logic). * *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation. 3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter. ## 🛠 Strategy Logic ### entry rules * **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20). * **Trend Confirmation:** Closing Price > EMA 200 (Configurable). ### Exit Rules * **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**. * The Trailing Stop never moves down. It only moves up as price increases. * It effectively adapts to both slow-grinding trends and explosive spikes. ## ⚙️ Best Settings (Recommended) * **Timeframe:** H4 (Swing Trading) or Daily (Position Trading). * **Entry Period (X):** 20 * **Exit Period (Y):** 10 * **Trend Filter:** ON (EMA 200) * **Risk Management:** Hybrid Mode (ATR Multiplier 3.0) ## ⚠️ Disclaimer This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading. --- *Developed by Antigravity. Empowering traders with institutional-grade tools.* Contact for work: www.facebook.com
กลยุทธ์ Pine Script®
โดย ngohuyhoanghcm
High Breakout PRO Huy Hoang Trader High Breakout PRO - Strategy Description ## 🚀 Overview **High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**. This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes. ## 💎 Key Features 1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability. 2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines: * **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support). * **Volatility:** Uses ATR-based trailing (Chandelier Exit logic). * *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation. 3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter. ## 🛠 Strategy Logic ### entry rules * **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20). * **Trend Confirmation:** Closing Price > EMA 200 (Configurable). ### Exit Rules * **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**. * The Trailing Stop never moves down. It only moves up as price increases. * It effectively adapts to both slow-grinding trends and explosive spikes. ## ⚙️ Best Settings (Recommended) * **Timeframe:** H4 (Swing Trading) or Daily (Position Trading). * **Entry Period (X):** 20 * **Exit Period (Y):** 10 * **Trend Filter:** ON (EMA 200) * **Risk Management:** Hybrid Mode (ATR Multiplier 3.0) ## ⚠️ Disclaimer This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading. --- *Developed by Huy Hoang Trader. Empowering traders with institutional-grade tools.* Contact for work: www.facebook.com
กลยุทธ์ Pine Script®
โดย ngohuyhoanghcm
Quantum X Strategy (with Alert.)Quantum X Strategy — Expanded Description Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions. Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement. Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency. Structural Design The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior: Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent. Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold. Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases. This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution. Trade Dynamics Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored. Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades. Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading. Backtesting Context The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior. Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation. Intended Use Instrument: MIDCAPNIFTY Futures Timeframe: 15-Minute Application: Intraday trading and short-term directional participation Position Size: 1 lot (120 quantity) Initial Capital (Backtest Reference): ₹10,000 Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework. Dhan In-Built Execution (Usage Summary) This strategy supports alert-based automated execution via Dhan, using TradingView webhooks. TradingView generates alerts only Order execution is handled externally via Dhan’s system TradingView does not place trades directly Futures Quantity Logic (Important) MIDCAPNIFTY 1 lot = 120 quantity Because the strategy uses reversal logic: If you want to trade 1 lot, set quantity = 2 One quantity is used to exit the existing position The second quantity creates the new reversed position Contract Symbol Mapping Current month: MIDCPNIFTY1! Next month: MIDCPNIFTY2! Far month: MIDCPNIFTY3! To trade a different expiry, simply replace the symbol in the input field accordingly. Intellectual Property Notice The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy. This prevents direct replication while still allowing conceptual understanding for evaluation and moderation. Disclaimer This strategy is provided strictly for educational, research, and backtesting purposes only. Market conditions change over time, and past performance does not guarantee future results. Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments. Moderator-Friendly Expanded Summary Instrument & Timeframe: MIDCAPNIFTY, 15-Minute Start Date: January 2025 onward Position Size: 1 lot (120 quantity) Initial Capital: ₹10,000 Commission & Slippage: 0.01% commission, 2-point slippage Trade Logic: Multi-dimensional internal alignment model Trade Activation: Only when strong directional consensus is achieved Trade Closure: Alignment deterioration or trend bias reversal Market Inactivity: Passive during low-information or ambiguous phases Execution: Alert-based, via third-party (Dhan) webhook system Risk Management: User-defined stop-loss and capital allocation required IP Protection: Internal logic abstracted Purpose: Educational, research, and demonstration use only
กลยุทธ์ Pine Script®
โดย algovisionx2
ORB System Builder v1.5TradeX ORB System Builder v1.5 — Configurable Opening Range Breakout Framework TradeX ORB System Builder is a configurable Opening Range Breakout (ORB) strategy framework designed to allow users to construct, test, and evaluate their own ORB-based rule sets. This is not a single preset trading strategy. Instead, it functions as a system-building tool that allows users to define how entries, exits, and risk logic are applied around an opening range using a structured and repeatable rule engine. All logic is developed in-house and operates under a unified internal framework to ensure consistent behavior across instruments and timeframes. Core Concept & Originality The script is built around a modular ORB engine that separates: • range construction • breakout detection • execution method • risk logic • trade limits Rather than using a fixed ORB template, the framework allows users to study how different breakout definitions and risk models behave under the same structured logic. This differs from standard ORB scripts by allowing users to modify execution behavior and risk management rules without altering the underlying range logic, enabling controlled experimentation inside one framework. Entry Logic Users can select between two internally coded breakout execution methods: Entry on Cross of the Range A trade is triggered when price crosses the defined opening range boundary intrabar. Entry on Close Outside the Range A trade is triggered only when a candle closes fully outside the defined range. Both methods follow the same internal range calculation rules, allowing users to compare breakout behavior while preserving a consistent structure. Range & Session Configuration The framework provides precise control over how the opening range and trading session are defined: • Range start time (hour, minute, second) • Range end time (hour, minute, second) • Trade start time (hour and minute) • Trade end time (hour and minute) • End-of-day cutoff time • Time zone selection An optional setting allows users to include or exclude U.S. market holidays from testing to prevent distorted datasets. These controls allow users to define exactly which market session is being tested and ensure reproducible backtesting conditions. Risk & Trade Management Logic Trade behavior is governed by user-defined risk parameters, including: • Risk allocation per trade • Stop loss placement based on candle structure or as a percentage of the opening range • Take profit targets defined using risk-to-reward multiples • Optional break-even adjustment based on achieved risk-to-reward • Maximum long trades per day • Maximum short trades per day • Maximum winning trades per day • Maximum losing trades per day This structure allows users to study how different risk models interact with the same breakout logic while enforcing controlled exposure and trade frequency. Visualization & Diagnostic Tools The script includes optional visual and diagnostic components to assist configuration and testing: • Debug panel displaying active input settings • Adjustable panel position and text size • Customizable opening range line color, width, and style Position fills can be enabled or disabled, with adjustable: • Profit fill color • Loss fill color • Transparency • Label size These tools are intended to help users visually verify system behavior and ensure inputs are being applied as intended. Strategy Properties & Backtesting This script is published as a strategy for structured backtesting and evaluation. Users should: • Use realistic account sizes • Apply realistic commission and slippage • Select datasets that generate sufficient trade samples (ideally more than 100 trades) • Avoid excessive risk per trade Default settings are provided for demonstration and framework testing only. Users are responsible for configuring position sizing, commissions, slippage, and session parameters appropriate to their market and timeframe. Development Process The ORB System Builder was initially prototyped using Python-based simulations to evaluate variations in: • breakout execution logic • timing rules • session structure • risk management behavior The most consistent and stable rule sets were then implemented in Pine Script as a configurable framework rather than a single fixed strategy. Intended Use This script is designed for: • strategy research • ORB rule development • controlled backtesting • comparative model testing It is not intended as a pre-optimized trading system. Disclaimer TradeX ORB System Builder is a proprietary TradeX Labs system-building framework. It is provided for educational and research purposes only. It does not guarantee profitability and is not financial advice. Default configurations are illustrative only. Users must adjust the system based on their own instruments, sessions, and risk tolerance. This script enables users to define their own ORB-based logic and does not represent a pre-optimized or preset trading strategy.
กลยุทธ์ Pine Script®
โดย tradexictsmc
Manipulation Candle Strategy PROManipulation Candle Strategy PRO is a rule-based reversal framework designed to identify potential short-term exhaustion moves using higher-timeframe volatility expansion and structured lower-timeframe confirmation. The indicator focuses on large 15-minute candles relative to daily ATR, treating these volatility expansions as potential liquidity events. After detection, it waits for defined lower-timeframe structure and confirmation before signaling potential reversals. This framework provides structured, rules-driven analysis rather than discretionary or subjective signals. Core Logic Detects 15-minute candles exceeding a user-defined percentage of daily ATR Classifies bullish and bearish volatility expansion Waits for an opposite 5-minute candle to define potential reversal structure Confirms entries using candle-close conditions across multiple timeframes Uses 1-minute price confirmation to trigger entries beyond defined levels Optional Supertrend and EMA filters for directional alignment Configurable fixed or ATR-based take profit and stop loss Optional session filtering for intraday markets All signals are based on confirmed candle closes Signals may update intrabar but only execute after confirmation conditions are met Strategy Behavior Reversal entries trigger only after defined manipulation and confirmation conditions Fake or incomplete setups are filtered automatically Logic adapts dynamically to volatility and market structure Designed for structured decision-making, not prediction This script does not place trades automatically; it is intended for analysis, backtesting, and discretionary execution support Intended Use Futures, indices, and liquid intraday markets Traders seeking repeatable, rules-based reversal logic Study short-term exhaustion moves and reversals Backtesting and educational analysis of volatility-based setups Access Manipulation Candle is offered as a TradingView invite-only script. Subscription management and billing are handled externally. Ongoing Development This script is actively maintained with: Continued logic refinement Additional filters and confirmations Performance and execution improvements Quality-of-life updates based on user feedback Disclaimer For educational and informational purposes only. Not financial or investment advice. Trading involves risk; past performance is not indicative of future results. Use at your own discretion. Step-by-Step Guide to Using Manipulation Candle Strategy PRO Step 1: Understand the Strategy Manipulation Candles: Large 15-minute candles exceeding a percentage of daily ATR; bullish or bearish Lower-Timeframe Structure: 5-minute candle opposite the manipulation defines potential reversal structure Confirmation: 1-minute price confirmation triggers entry beyond defined levels Filters: Optional Supertrend and EMA filters for trend alignment Labels & Tables: Bull/Bear manipulation labels Entry labels: REV LONG / REV SHORT Exit labels: EXIT LONG / EXIT SHORT ATR and win/loss table updates Step 2: Customize Settings Strategy Inputs: Max hold time, max wait for confirmation, TP/SL values, ATR multipliers Manipulation Detection: Daily ATR length, manipulation percentage threshold Session Filtering: Enable/disable, define session times Trend Filters: Supertrend factor/period, EMA length, enable/disable Appearance: Show/hide manipulation, entry, exit labels; limit number of visible labels Strategy Tester: Adjust capital, quantity, and commission for backtesting Step 3: Interpret and Use Reversals: Fade bear manipulation → long reversal Fade bull manipulation → short reversal Entry Confirmation: Only during filtered sessions and after 5-minute + 1-minute confirmation Exits: Based on TP/SL or max hold time Filters: Trend, Supertrend, EMA, session, fake break detection Focus on studying structure and behavior; performance varies by market and timeframe Step 4: Alerts Alerts can be added for entries and exits via TradingView’s alert system Right-click chart → Add Alert → Select strategy → Condition → Frequency: Once per bar Notifications sent via app/email Step 5: Troubleshooting No labels/signals? Load sufficient historical data, check session and filters Missing labels/colors? Enable in appearance settings Backtest skewed? Include commission/slippage Limitations: Intraday and RTH focus; pyramiding = 0 (one position at a time)
กลยุทธ์ Pine Script®
โดย aaronrileycheer
Etherium 4H backtester&strategy&signal ALPHAThis is a comprehensive 4-hour trend-following strategy designed specifically for Ethereum (ETHUSDT), optimized for long-term growth and drawdown protection. 1. Hybrid Trend Filter: Combines Trend Magic (CCI+ATR) and ZLSMA (Zero-Lag LSMA) to identify the true market direction with minimal lag. 2. Volatility Squeeze: Uses TTM Squeeze logic (Bollinger Bands inside Keltner Channels) to enter trades only when volatility expands. 3. Daily Regime Filter: Checks the Daily 200 EMA to ensure trades align with the macro trend (Longs only in Bull markets, Shorts only in Bear markets). 1. Dynamic Stop Loss: Utilizes a "Smart" Stop Loss system that automatically selects the tighter stop between ATR Chandelier and Recent Swing High/Low. 2. Equity Guard: A unique feature that reduces position size by 50% when the current equity falls below its moving average, protecting the account during drawdown periods. 1. Timeframe: 4 Hours (Recommended) 2. Symbol: ETHUSDT.P (Binance/Bybit Perpetual) 3. Settings: All parameters (Risk, Filters, SL Mode) are fully customizable in the settings menu. This script does not guarantee future profits. Past performance is not indicative of future results. Use at your own risk. To access this script, please check the link in my signature or profile status.
กลยุทธ์ Pine Script®
โดย GODSTARY
Quantum X Strategy (with Alert)Quantum X Strategy — Expanded Description Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions. Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement. Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency. Structural Design The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior: Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent. Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold. Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases. This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution. Trade Dynamics Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored. Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades. Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading. Backtesting Context The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior. Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation. Intended Use Instrument: MIDCAPNIFTY Futures Timeframe: 15-Minute Application: Intraday trading and short-term directional participation Position Size: 1 lot (120 quantity) Initial Capital (Backtest Reference): ₹10,000 Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework. Dhan In-Built Execution (Usage Summary) This strategy supports alert-based automated execution via Dhan, using TradingView webhooks. TradingView generates alerts only Order execution is handled externally via Dhan’s system TradingView does not place trades directly Futures Quantity Logic (Important) MIDCAPNIFTY 1 lot = 120 quantity Because the strategy uses reversal logic: If you want to trade 1 lot, set quantity = 2 One quantity is used to exit the existing position The second quantity creates the new reversed position Contract Symbol Mapping Current month: MIDCPNIFTY1! Next month: MIDCPNIFTY2! Far month: MIDCPNIFTY3! To trade a different expiry, simply replace the symbol in the input field accordingly. Intellectual Property Notice The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy. This prevents direct replication while still allowing conceptual understanding for evaluation and moderation. Disclaimer This strategy is provided strictly for educational, research, and backtesting purposes only. Market conditions change over time, and past performance does not guarantee future results. Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments. Moderator-Friendly Expanded Summary Instrument & Timeframe: MIDCAPNIFTY, 15-Minute Start Date: January 2025 onward Position Size: 1 lot (120 quantity) Initial Capital: ₹10,000 Commission & Slippage: 0.01% commission, 2-point slippage Trade Logic: Multi-dimensional internal alignment model Trade Activation: Only when strong directional consensus is achieved Trade Closure: Alignment deterioration or trend bias reversal Market Inactivity: Passive during low-information or ambiguous phases Execution: Alert-based, via third-party (Dhan) webhook system Risk Management: User-defined stop-loss and capital allocation required IP Protection: Internal logic abstracted Purpose: Educational, research, and demonstration use only
กลยุทธ์ Pine Script®
โดย algovisionx2