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Trend Flow & Volatility Guard Strategy [ROSTOK V5]Description: This strategy is a comprehensive trend-following system designed to identify high-probability entries by aligning long-term market direction with short-term momentum, while strictly filtering out low-quality "choppy" market conditions. How it Works: The strategy operates on a multi-stage logic system: Trend Identification: The core direction is determined by a customizable Main Trend Line (selectable between a long-period EMA or Supertrend). Trades are only taken in the direction of the dominant trend. Signal Generation: Entries are triggered when a fast-moving Signal Line crosses the Main Trend Line, confirmed by specific candlestick price action (Close > Open). Advanced Filtering (Confluence): To avoid false signals, the strategy employs a robust set of filters. A trade is only valid if: Momentum: RSI is within safe operating zones (avoiding extreme overbought/oversold unless a strong trend override is active). Cycle: CCI and MACD histograms align with the trade direction. Volatility: The ADX is analyzed to ensure sufficient trend strength, while a Choppiness Index filter blocks trades during sideways/ranging markets. Risk Management & Recovery: The strategy features built-in money management tools, including: ADR (Average Daily Range) Filter: Prevents entering trades when the asset has already moved its expected daily distance. Daily Limits: Hard stops for Max Daily Loss and Target Daily Profit to preserve capital. Recovery Logic: An optional mechanism to manage drawdowns on difficult days using calculated recovery targets. Settings & Customization: Users can toggle individual filters (Volume, Choppiness, ADX) and adjust the sensitivity of the trend lines to fit different assets and timeframes (e.g., EURAUD 15m). Disclaimer: Past performance is not indicative of future results. This script is for educational purposes and backtesting analysis.
Pine Script™ 전략
leecoop1999의
Logic Flow Signals & Backtest [bercutiatia]To understand the advanced logic of the tool, it is essential that you carefully read each topic and check the visual examples in this presentation. -- Who is the Logic Flow Signals & Backtest tool recommended for? Ideal for traders looking to increase the reliability and level of their operations. Recommended for those who want to create rigorous confluences, validate strategies with backtesting, and transform emotional management into systematic and measurable processes. How can the Logic Flow Signals & Backtest tool help me? High-confidence signals! You combine TradingView indicators and create a single robust signal, eliminating the frustration of having to spend hours in front of the chart and still clicking at the wrong time. This ensures that your entry is validated by logic, not emotional impulse. -- Logic Flow Signals & Backtest is a versatile and powerful tool designed to test and validate your trading ideas with indicators from the TradingView community. Extreme flexibility: Allows you to combine indicators available on TradingView (EMAs, RSI, MACD, SMC, etc.) to create custom entry and exit logics. Sequential Logic: Goes far beyond simple crossovers. You can define rules where signal A must occur before signal B — and, if desired, before signal C or D — to validate an entry. Add time, order, and context filters, creating truly intelligent sequential logic that generates a single final alert only when all conditions align. With Stages (Stage 1, Stage 2, etc.), your entries follow the exact sequence you define. And the best part: you no longer need to spend hours in front of the chart waiting for confluences. Simply set up your stages once, create an alert in TradingView, and the system will automatically notify you when the ideal combination of signals occurs. Sequence Invalidation: Offers the option to define conditions that, if they occur, immediately cancel an ongoing entry sequence, helping to avoid entries in unfavorable scenarios. Explaining the first image example (chart below): LONG INDICATOR 1 (Stage 1): The market confirms a change in character (CHoCH Bullish). The system enters an alert state awaiting the confluence of the next indicators. LONG INDICATOR 2 and 3 (Stage 2): Entry is only released when the SMA17 crosses above the SMA72 (indicator 2), but with one condition: The SMA72 must be ABOVE the SMA305 (indicator 3); Without this alignment of indicator 3, the signal of indicator 2 does not occur. LONG INDICATOR 4 (Invalidation Rule): If at any point in the sequence the SMA72 crosses below the SMA305, the setup is immediately canceled and no entry signal is generated. The sequence restarts with indicator 1. EXIT LONG (Hybrid Exit TP + SIGNAL): The trade seeks a TP target of 1000 ticks, but has a technical "Trailing Stop": if the trend reverses (Exit Long Indicator 1 = SMA72 crosses below the SMA305) before the target, the position is closed to protect capital. SHORT INDICATOR 1 (Stage 1): Identification of weakness in the market with a Bearish CHoCH. SHORT INDICATOR 2 and 3 (Stage 2): Entry is only released when the SMA17 crosses below the SMA72 (indicator 2), but with a strict condition: The SMA72 must be BELOW the SMA305 (indicator 3); Without this STATE of indicator 3, the signal from indicator 2 does not occur. SHORT INDICATOR 4 (Invalidation Rule): If at any point in the sequence the SMA72 crosses above the SMA305, the setup is immediately canceled and no entry signal is generated. The sequence starts again with indicator 1. EXIT SHORT (Hybrid Exit TP + SIGNAL): The trade seeks a target of 1000 ticks, but has a technical "Trailing Stop": if the downtrend reverses (Exit Short Indicator 1 = SMA72 crosses above the SMA305) before the target, the position is closed to protect capital. In this strategy, we use the external indicators: Multiple MTF MA and Smart Money Concepts (Advanced) -- Stage Duration: In STAGE DURATION , you control the maximum time (in candles) allowed for each transition between stages to occur. If the time limit expires before the next stage is reached, the sequence is reset. Keep it at 0 to disable the time limit. The "Stage Duration" function is available in four separate blocks on the settings panel: - LONG - STAGE DURATION: Controls the time limit (in candles) between Long entry stages (for example from Stage 1 to Stage 2). - LONG EXIT - STAGE DURATION: Controls the time limit between Long exit stages. - SHORT - STAGE DURATION: Controls the time limit between Short entry stages. - SHORT EXIT - STAGE DURATION: Controls the time limit between Short exit stages. Explaining the second image example (chart below): Stage 1 (INDICATOR 1): New Fair Value Gap (FVG) Bullish Confirmed. - Meaning: The move starts with a bullish FVG (Fair Value Gap), indicating a confirmed imbalance where buyers were much more aggressive than sellers. Stage 2 (INDICATOR 2): EMA10 crossing above the EMA50. - Meaning: Immediately after the FVG trigger, the fast moving average (10 periods) crosses the intermediate moving average (50 periods). This confirms that the initial FVG impulse was not an isolated event but the beginning of a short-term trend. Stage 3: In this final stage, we require two simultaneous confirmations to validate the entry: - INDICATOR 3: The EMA10 crosses above the EMA100, indicating that the movement has enough strength to break through larger barriers. - INDICATOR 4: The RSI must be above its own moving average (SMA14). This ensures the asset is gaining momentum at the exact moment the averages are broken, avoiding entries in "tired" markets. Stage Duration: The most important feature of this setup is the restricted time window. - Rule: From Stage 1 to 2, and from Stage 2 to 3, the maximum interval to accept confluences is only 3 candles. - Why this is vital? If the market took 20 candles to align these conditions, it would indicate weakness or indecision. By demanding that everything happens within a maximum of 3 candles per step, the setup filters only the moves where buying pressure is urgent and aggressive, increasing the probability of an explosive move in favor of the trade. Asymmetric Risk Management: To complement a high-probability and high-pressure setup, we use aggressive risk management: - Stop Loss (Technical/Short): 200 Ticks. If the buying pressure fails quickly, we exit early with a small loss. - Take Profit (Long Target): 1000 Ticks. We aim to ride the impulse "leg" that the setup identified. - Risk/Reward: 5:1. This means a single winning trade covers five losing trades, making the strategy mathematically viable in the long term. In this strategy, we use the external indicators: Multiple MTF MA , Smart Money Concepts (Advanced) and Relative Strength Index (RSI) . -- Multiple Operating Modes It is not limited to sequences. It can operate by confluence (where all signals must be valid at the same time), by single trigger (only one signal is required), or by "OR" logic (any one of the defined signals). - If you use only Stage 1 in more than one indicator session, the entry will only occur if all enabled conditions are true simultaneously. - Any condition defined as OR can trigger the entry by itself. - If only one condition block is enabled, the single indicator will function as a simple signal. Multiple and Simultaneous Exits It allows for the configuration of exits by both indicators and TP/SL targets. The strategy will close the trade as soon as any of these conditions are met first (indicator signal, profit target, or loss limit Integrated Risk Management It includes Stop Loss and Take Profit exits by percentage and ticks, which are easy to configure and essential for risk management. The strategy calculates the exact TP and SL prices based on your entry price and monitors the market on every tick. Explaining the Third Image Example (Chart Below) The move was validated by a 4-step logical sequence (Stage 1) and managed by a hybrid exit system. Short Indicator 1, 2, and 3: The price (Close) crossed below the SMA200, SMA72, and SMA17 averages simultaneously. - What this means: When a single candle has the strength to break below the short-term (17), mid-term (72), and long-term (200) averages, it indicates a high probability for the price to seek lower levels. To reinforce Indicators 1 through 3, we added an extra layer of confirmation. Short Indicator 4: The Positive Volume Index (PVI) needed to be below its own long-term average (EMA300). - Why this is important: PVI below the average confirms that selling volume is dominant, validating that the break of the averages was not just noise. Triple Exit Management (Maximum Security) The great advantage of this tool is the ability to manage risk dynamically. In this trade, we configured three simultaneous exit conditions, where the first one to be met closes the position: 1. Financial Target (TP): A fixed Take Profit of 15%. 2. Exit Short Indicator 1 (Technical Exit 1): If the average (SMA72) crosses above the average (SMA200), the trade is closed. 3. Exit Short Indicator 2 (Technical Exit 2): If the PVI crosses above the EMA300, indicating an entry of buying strength, the trade is closed. "OR" Logic: The tool monitors these conditions in real-time. Whichever occurs first triggers the exit, ensuring you lock in profit (TP) or protect your capital at the first sign from the indicators. In this strategy, we use the external indicators: Multiple MTF MA and Positive Volume Index . -- Reversal Mode (Stop and Reverse) The Reversal Mode (Stop and Reverse) allows a new signal in the opposite direction (e.g., a SELL signal) to automatically close an existing position (e.g., BUY) and open a new one (sell). This "stop and reverse" function can be enabled or disabled in the settings, giving you full control over whether the strategy should only exit (awaiting a new signal) or immediately reverse the position. Explaining the Fourth Image Example (Chart Below) In this example, we demonstrate a setup focused on capturing every market "flip," keeping the trader positioned 100% of the time ("Always-in"), a technique widely used in automation. - Long Entry: Occurs immediately upon confirming a bullish change of character (New CHoCH Bullish). - Short Entry: Occurs immediately upon confirming a bearish change of character (New CHoCH Bearish). - Exit (The Differentiator): We are not using fixed TP or SL here. The exit is triggered by Automatic Reversal. The Power of "Exit by Opposite Signal" Notice the labels on the chart: "Close Short" followed immediately by a "Long." This happens because the Allow Reversal function is enabled in the tool's settings. When the market generates a buy signal, the tool understands that the sell thesis has been invalidated. It simultaneously sends an order to close the Short position and open a new Long position. When to use this exit rule? - Capturing Long Trends / Directional Movements: Ideal for volatile assets where you want to ride the trend until the market structure effectively changes. - Operational Simplification: Eliminates the need to guess profit targets and acts as a loss limiter when the price moves against your position. The market dictates when to enter and when to exit. Hybrid Flexibility: The strongest point of Logic Flow is that you don't have to choose just one method. Reversal can be used in two ways: 1. Individually (as in the image): Reversal is the only form of exit. You stay in the move until the opposite signal. 2. Combined (Hybrid): You can enable Reversal and configure a safety Stop Loss + technical Take Profit (Exit Long/Short Indicator). - Example: If the price hits your TP/SL first, you exit. If the market turns before the TP, the Reversal takes you out of the trade and generates a new trend alert. In this strategy, we use the external indicators: Smart Money Concepts . -- Backtesting: Far beyond creating logic and generating signals, Logic Flow Signals stands out due to its Integrated Backtest. Backtesting serves as a reality check for the trader. It takes the strategy out of the realm of "imagination" and puts it to the test against historical data. Here are the 4 main practical uses: 1. Verifying Feasibility (Proof of Concept): The most obvious use is to answer: "Does this idea make money?". Many strategies look visually perfect on the chart, but when you run the backtest, you discover that brokerage fees or frequent "stops" consume all the profit. 2. Knowing the "Worst-Case Scenario" (Drawdown): Maximum Drawdown: It shows you what the largest accumulated drop the strategy has ever experienced was. By identifying a Drawdown that exceeds the desired risk tolerance, the backtest allows for parameter optimization in search of a more efficient balance between risk and return. 3. Fine-Tuning (Optimization): It allows you to make changes such as: Increasing the profit target, changing the stop, removing an indicator, changing the chart timeframe, among other actions. You can test various variations instantly to find the most efficient configuration. 4. Expectation Management and Discipline: Backtesting does not eliminate fear nor guarantee that the future will repeat the past, but it serves as a reference map. The Real Role: Aligning expectation with reality. In the image below, you can check out how a backtest result is generated: To understand the backtest results shown above, check the chart and the detailed operational logic below: This operational example seeks to identify altcoins that are demonstrating an explosive decorrelation relative to Bitcoin. The logic is: we want to buy only the assets that are outperforming the market leader, precisely at the moment when speculative money (Open Interest) heavily enters the market. For the buy signal (Long) to be triggered, three conditions must be simultaneously true (Stage 1): Long Indicator 1 (Altcoin Strength): The asset's RSI must be above the 70 level (Overbought), indicating extremely strong bullish momentum. Long Indicator 2 (Bitcoin Weakness): Bitcoin's RSI must be below the 50 level. This confirms that the Altcoin's rally is genuine and independent. Long Indicator 3 (Money Flow): The Open Interest (open contracts) must be above the Extreme level of the OI DELTA indicator. This validates that new money is aggressively entering the asset to sustain the rally. Risk Management: In this example, we configured an aggressive target to capture the altcoin volatility: - Take Profit: 100% - Stop Loss: 20% - Risk/Reward: 5:1 In this strategy, we use the external indicators: RSI Crypto Strength (Asset vs BTC) and Open Interest Delta . -- Configuring an Indicator Block Each block (BUY INDICATOR 1, BUY INDICATOR 2, ...) allows you to define a complete condition. - Enable (Activate): Simply turns this indicator block on or off. - Source A: The first value you want to analyze. example: The Closing Price (Close), Opening Price (Open), or another TradingView indicator. - Condition: How 'Source A' will be compared. example: Crossover/Crossunder, Greater Than, Less Than, Cross Up. - Comparison Type: The option that defines whether you will compare 'Source A' with a fixed number or with another indicator. - Fixed Value: Used if you selected "Fixed Value". example: For an RSI greater than 70 condition, Source A would be the RSI, the Condition would be Greater Than, and the Fixed Value would be 70. - Source B: Used if you selected "Source B". example: For a condition where the EMA10 crosses above the EMA200, Source A would be the EMA10, the Condition would be 'Cross Up', and Source B would be the EMA200. -- Configurable Alert Signals Configurable Alert Signals: The tool allows for the creation of fully customized alerts for different types of events, such as entries, signal-based exits, take profit, and stop loss. These alerts can be used for both strategy automation and manual, real-time notifications. The message field is highly flexible: it accepts dynamic placeholders, JSON structure, UUID identifiers, or any custom text, allowing integration with other external tools and systems via webhook. Configuring Your Messages: - LONG/SHORT - ALERTS: Defines the message for new entries. - LONG/SHORT INDICATOR EXIT - ALERTS: Defines the message for signal-based exits (e.g., moving average cross). - REVERSAL - ALERTS: Defines the message for when a position is closed by an opposite signal (stop-and-reverse). - LONG/SHORT TP/SL EXIT - ALERTS: Defines the message for exits triggered by take profit (TP) or stop loss (SL), via percentage or ticks. A Single Alert to Control Everything You don't need to create separate alerts for "Buy," "Sell," or "Exits." On a single screen, you can create strategies by defining entries, signal-based exits, profit targets, or stop limits. Alert Times (Operating Window) In the Alert Times section, you can define a specific time (and time zone) for the strategy to generate entry or exit signals. -- To create your alert, simply follow these steps: - Condition: Select the script name: "Logic Flow Signals & Backtest". - Message: Insert only the placeholder: {{strategy.order.alert_message}} Once this single alert is active, it will "listen" to all orders executed by the strategy. This means you can have your Long-Term, Short-Term, Signal-Based Exits, and TP/SL strategies active simultaneously. When any of these events are plotted on the chart, the script will send the customized message (which you wrote in the fields) to your single alert. -- Advanced period filters: Allow you to test the strategy in specific date ranges, over the last X days, or over the last X bars, facilitating performance analysis in different market environments. -- Status Panel: Displays a clear summary of all active rules and settings directly on the chart, facilitating the visualization and confirmation of the running logic. Additionally, it has a settings box where you can activate or deactivate the panel, choose its position (such as at the bottom or side), and adjust its size. -- The Thumbnail strategy uses the following external indicators: Multiple MTF MA and Breakout Finder . -- Final Considerations: The Logic Flow Signals & Backtest tool is a versatile and powerful system, designed to test and apply trading ideas based on multiple indicators from TradingView. Its differential is being a customization environment: the script does not have integrated graphical indicators, as the objective is precisely to allow the user to combine and integrate multiple existing indicators in the TradingView community to build unique entry and exit logics. It offers flexibility and precision, but the true value emerges when the trader integrates the tool into a consistent trading plan, with efficient risk management (Stop Loss and Take Profit), leverage control, and a professional mindset. Important: Risk of Repainting (Unstable Data): Avoid indicators that 'repaint' (those that change their values ​​in past bars after the closing of new candles). The backtest will be invalidated, and the actual performance of the strategy will fail. Legal Warning and Didactic Purpose: It is fundamental to understand that all visual examples, charts, and texts contained in this description do not constitute financial advice, buy or sell recommendations, nor a promise of easy or guaranteed gains. This is an advanced support tool, not an automatic profit system. Use the integrated backtesting to evaluate the historical behavior of strategies before real execution and understand how different market conditions impact your results. The sole purpose of this material is to demonstrate the logical and execution capacity of the script, serving as a didactic guide for you to test and validate your own ideas. Conclusion and Risk Warning: Success in financial markets comes not only from a set of charting indicators, but from the trader's understanding, practice, and discipline. Our objective is to provide a robust, customizable, and intuitive solution, created to enhance your technical analysis and broaden your strategic vision, without replacing critical thinking and conscious decision-making. Finally, remember: past results do not guarantee future performance. The real differentiator lies in continuous learning, testing, and evolution.
Pine Script™ 전략
BERCUTIATIA의
TrendSight📌 TrendSight — The All-in-One Multi-Timeframe Trend Engine Key Features & Logic Multi-Timeframe Trend Confirmation: Entries are filtered by confirming bullish/bearish alignment across three distinct Supertrend timeframes (e.g., 5-min, 15-min, 45-min, etc.), combined with an EMA and volatility filter, to ensure high-conviction trades that's a powerful combination! Designing the entire strategy around the 15-minute timeframe (M15) and focusing on high-volatility coins maximizes the strategy's effectiveness . Guaranteed Single-Entry per Signal: The strategy uses a powerful manual flag and counter system to ensure trades fire only once when a new signal begins. It absolutely prevents immediate re-entry if the signal remains true, waiting instead for the entire trend condition to reset to false. Dynamic Trailing Stop Loss: The Stop Loss is set to a moving Supertrend line (current_supertrend), ensuring tight risk management that trails the price as the trade moves into profit.Guaranteed Take Profit (4% Run-up): Uses a precise Limit Order via strategy.exit() to capture profits instantly at a 4% run-up. This ensures accurate profit capture, even on sudden spikes (wicks). Automated Risk Management: Position size is dynamically calculated based on a fixed risk percentage (default 2% of equity) relative to the distance to the trailing stop. 🔥 Core Components 1. Adaptive Multi-Timeframe SuperTrend Dashboard The backbone of mTrendSight is a fully customizable SuperTrend system, enhanced with a multi-timeframe confirmation table displaying ST direction & value. This compact “Trend Dashboard” provides instant clarity on higher-timeframe direction, trend strength, and market bias. 2. Dynamic Support & Resistance Channels Automatically detects the strongest support/resistance zones using pivot clustering. Key Features: Clustered S/R Channels instead of thin lines Adaptive width based on recent swings Breakout markers (optional) for continuation signals Helps identify structural zones, retest areas, and liquidity pockets 3. Multi-Timeframe Color-Coded EMAs Plot up to three EMAs, each optionally pulled from a higher timeframe. Benefits: Instant visual trend alignment Bullish/Bearish dynamic color shifts Precision EMA value table for trade planning Works perfectly with ST & RSI for multi-layer confirmation 4. Linear Regression Trend Channel A statistically driven trend channel that measures the most probable path of price action. Highlights: Uses Pearson’s R to determine trend reliability Provides a Confidence Level to judge whether trend slope is credible Ideal for determining over-extension and mean-reversion zones 5. ATR Volatility Analyzer A lightweight but powerful volatility classifier using ATR. Features: Detects High, Low, or Normal volatility Clean table display Helps filter entries during low-energy markets Strengthens trend-following filters when volatility expands 6. RSI Momentum & Trend Classifier A significantly improved RSI with multi-layer smoothing and structure-based classification. Provides: Bullish / Bearish / Neutral momentum states Short-term momentum vs long-term RSI trend Perfect for early trend shifts, pullback entries, and momentum confirmation ⚙️ How the Strategy Works (Execution Logic) 📌 Multi-Timeframe Supertrend + EMA + Volatility Confirmation Entries are only triggered when: Multiple Supertrend timeframes align (e.g., 5m + 15m + 45m) EMA direction aligns with the trend Volatility conditions (ATR filter) is not Low allow high-probability moves This ensures strong directional confluence before every trade. 📌 Guaranteed Single-Entry Logic The strategy uses a flag + counter system to ensure: Only one entry is allowed per trend signal Re-entries do not happen until the entire trend condition resets The Strategy Tester remains clean, without duplicate overlapping trades This eliminates revenge trades, repeated fills, and choppy overtrading. 📌 Dynamic Supertrend Trailing Stop Stop Loss is anchored to current Supertrend value, creating: Automatic trailing Tight downside control Protection against deep pullbacks High responsiveness during volatility expansions 📌 Precision Take-Profit (4% Run-Up Capture) A dedicated global exit block ensures: Take Profit triggers exactly at 4% price run-up Uses strategy.exit() with limit orders to catch spikes (wicks) Works consistently on all timeframes & assets 📌 Automated Position Sizing (2% Risk Default) Position size is dynamically calculated based on: Account Equity Distance to trailing stop Configured risk % This enforces proper risk management without manual adjustments. 📈 How to Interpret Results Reliable Exits: All exits are globally managed, so stops and take profits trigger accurately on every bar. Clean Trade History: Because of single-entry logic, backtests show one trade per valid signal. Consistency: Multi-timeframe logic ensures only high-quality, structured trades.
Pine Script™ 전략
nkchughtai의
15
The Oracle: Dip & Top Adaptive Sniper [Hakan Yorganci]█ OVERVIEW The Oracle: Dip & Top Adaptive Sniper is a precision-focused trend trading strategy designed to solve the biggest problem in swing trading: Timing. Most trend-following strategies chase price ("FOMO"), buying when the asset is already overextended. The Oracle takes a different approach. It adopts a "Sniper" mentality: it identifies a strong macro trend but patiently waits for a Mean Reversion (pullback) to execute an entry at a discounted price. By combining the structural strength of Moving Averages (SMA 50/200) with the momentum precision of RSI and the volatility filtering of ADX, this script filters out noise and targets high-probability setups. █ HOW IT WORKS This strategy operates on a strictly algorithmic protocol known as "The Yorganci Protocol," which involves three distinct phases: Filter, Target, and Execute. 1. The Macro Filter (Trend Identification) * SMA 200 Rule: By default, the strategy only scans for buy signals when the price is trading above the 200-period Simple Moving Average. This ensures we are always trading in the direction of the long-term bull market. * Adaptive Switch: A new feature allows users to toggle the Only Buy Above SMA 200? filter OFF. This enables the strategy to hunt for oversold bounces (dead cat bounces) even during bearish or neutral market structures. 2. The Volatility Filter (ADX Integration) * Sideways Protection: One of the main weaknesses of moving average strategies is "whipsaw" losses during choppy, ranging markets. * Solution: The Oracle utilizes the ADX (Average Directional Index). It will BLOCK any trade entry if the ADX is below the threshold (Default: 20). This ensures capital is only deployed when a genuine trend is present. 3. The Sniper Entry (Buying the Dip) * Instead of buying on breakout strength (e.g., RSI > 60), The Oracle waits for the RSI Moving Average to dip into the "Value Zone" (Default: 45) and cross back up. This technique allows for tighter stops and higher Risk/Reward ratios compared to traditional breakout systems. █ EXIT STRATEGY The Oracle employs a dynamic dual-exit mechanism to maximize gains and protect capital: * Take Profit (The Peak): The strategy monitors RSI heat. When the RSI Moving Average breaches the Overbought Threshold (Default: 75), it signals a "Take Profit", securing gains near the local top before a potential reversal. * Stop Loss (Trend Invalidated): If the market structure fails and the price closes below the 50-period SMA, the position is immediately closed to prevent deep drawdowns. █ SETTINGS & CONFIGURATION * Moving Averages: Fully customizable lengths for Support (SMA 50) and Trend (SMA 200). * Trend Filter: Checkbox to enable/disable the "Bull Market Only" rule. * RSI Thresholds: * Sniper Buy Level: Adjustable (Default: 45). Lower values = Deeper dips, fewer trades. * Peak Sell Level: Adjustable (Default: 75). Higher values = Longer holds, potentially higher profit. * ADX Filter: Checkbox to enable/disable volatility filtering. █ BEST PRACTICES * Timeframe: Designed primarily for 4H (4-Hour) charts for swing trading. It can also be used on 1H for more frequent signals. * Assets: Highly effective on trending assets such as Bitcoin (BTC), Ethereum (ETH), and high-volume Altcoins. * Risk Warning: This strategy is designed for "Long Only" spot or leverage trading. Always use proper risk management. █ CREDITS * Original Concept: Inspired by the foundational work of Murat Besiroglu (@muratkbesiroglu). * Algorithm Development & Enhancements: Developed by Hakan Yorganci (@hknyrgnc). * Modifications include: Integration of ADX filters, Mean Reversion entry logic (RSI Dip), and Dynamic Peak Profit taking.
Pine Script™ 전략
hknyrgnc의
SSL ST Strategy – Accuracy Enhanced v2.0 (Parser Safe)This strategy is built to identify high-probability trend breakouts using a combination of SSL Channel, Baseline, Hull / EMA signals, and Candle-based confirmations. The goal is to filter noise, avoid false breakouts, and enter only when the trend is truly shifting. This strategy identifies high-probability trend breakouts using SSL Channel, Baseline, Hull/EMA, and candle confirmations. 1. SSL shows trend shift when price breaks high/low levels. 2. Baseline filters direction (price above = buy bias, below = sell bias). 3. Hull/EMA gives early momentum confirmation. 4. Candle breakout ensures real momentum (breaks previous high/low). 5. Optional filters: ATR, reversal logic, continuation entries. 6. Exits occur on SSL flip, baseline cross, or weakness Disclaimer This strategy is provided strictly for educational and informational purposes only. It does not guarantee any profit, nor does it protect against losses of any kind. Financial markets are inherently unpredictable, and any market movement can only be assumed or estimated with a probability that is never guaranteed and can often be no better than a 50/50 chance. By using this strategy, you acknowledge that all trading decisions are made solely at your own risk. I am not liable for any profits, losses, or financial consequences incurred by anyone using or relying on this strategy. Always perform your own research, manage your risk responsibly, and consult with a qualified financial advisor before trading.
Pine Script™ 전략
vinodkummarnair의
1
Adaptive Trend Navigator [ATH Filter & Risk Engine]Description: This strategy implements a systematic Trend Following approach designed to capture major moves while actively protecting capital during severe bear markets. It combines a classic Moving Average "Fan" logic with two advanced risk management layers: a 4-Stage Dynamic Stop Loss and a macro-economic "Circuit Breaker" filter. Core Concepts: 1. Trend Identification (Entry Logic) The script uses a cascade of Simple Moving Averages (SMA 25, 50, 100, 200) to identify the maturity of a trend. Entries are triggered by specific crossovers (e.g., SMA 25 crossing SMA 50) or by breaking above the previous trade's high ("High-Water Mark" Re-Entry). 2. The "Circuit Breaker" (Crash Protection) To prevent trading during historical market collapses (like 2000 or 2008), the strategy monitors the Nasdaq 100 (QQQ) as a global benchmark: Normal Regime: If the market is within 20% of its All-Time High, the strategy operates normally. Crisis Regime: If the QQQ falls more than 20% from its ATH, the "Circuit Breaker" activates (Visualized by a Red Background). Recovery Rule: In a Crisis Regime, new long positions are blocked unless the QQQ reclaims its SMA 200. This filters out "bull traps" in secular bear markets. 3. 4-Stage Risk Engine (Exit Logic) Once in a trade, the risk management adapts to the position's performance: Stage 1: Fixed initial Stop Loss (default 10%) for breathing room. Stage 2: Moves to Break-Even area once the price rises 12%. Stage 3: Tightens to a trailing stop (8%) after 25% profit. Stage 4: Maximizes gains with a tight trailing stop (5%) during parabolic moves (>40% profit). Visual Guide: SMAs: 25/50/100/200 period lines for trend visualization. Red Background: Indicates the "Crisis Regime" where trading is halted due to broad market weakness. Blue Background: Indicates a "Recovery Phase" (Crisis is active, but market is above SMA 200). Red Line: Shows the dynamic Stop Loss level for active positions. Settings: All parameters (SMA lengths, Drawdown threshold, Risk Stages) are fully customizable. The QQQ benchmark ticker can also be changed to SPY or other indices depending on the asset class traded.
Pine Script™ 전략
oppliger79의
Dynamic SMA Trend System [Multi-Stage Risk Engine]Description: This script implements a robust Trend Following strategy based on a multiple Simple Moving Average (SMA) crossover logic (25, 50, 100, 200). What sets this strategy apart is its advanced "4-Stage Risk Engine" and a smart "High-Water Mark" Re-Entry system, designed to protect profits during parabolic moves while filtering out chop during sideways markets. How it works: The strategy operates on three core pillars: Trend Identification, Dynamic Risk Management, and Momentum Re-Entry. 1. Entry Logic (Trend Identification) The script looks for crossovers at different trend stages to capture early reversals as well as established trends: Short-Term: SMA 25 crosses over SMA 50. Mid-Term: SMA 50 crosses over SMA 100. Macro-Trend: SMA 100 crosses over SMA 200. 2. The 4-Stage Risk Engine (Dynamic Stop Loss) Instead of a static Stop Loss, this strategy uses a progressive system that adapts as the price increases: Stage 1 (Protection): Starts with a fixed Stop Loss (default -10%) to give the trade room to breathe. Stage 2 (Break-Even): Once the price rises by 12%, the Stop is moved to trailing mode (10% distance), effectively securing a near break-even state. Stage 3 (Profit Locking): At 25% profit, the trailing stop tightens to 8% to lock in gains. Stage 4 (Parabolic Mode): At 40% profit, the trailing stop tightens further to 5% to capture the peak of parabolic moves. 3. Dual Exit Mechanism The strategy exits a position if EITHER of the following happens: Stop Loss Hit: Price falls below the dynamic red line (Risk Engine). Dead Cross: The trend structure breaks (e.g., SMA 25 crosses under SMA 50), signaling a momentum loss even if the Stop Loss wasn't hit. 4. "High-Water Mark" Re-Entry To avoid "whipsaws" in choppy markets, the script does not re-enter immediately after a stop-out. It marks the highest price of the previous trade (Green Dotted Line). A Re-Entry only occurs if the price breaks above this previous high (showing renewed strength) AND the long-term trend is bullish (Price > SMA 200). Visuals: SMAs: 25 (Yellow), 50 (Orange), 100 (Blue), 200 (White). Red Line: Visualizes the dynamic Stop Loss level. Green Dots: Visualizes the target price needed for a valid re-entry. Settings: All parameters (SMA lengths, Stop Loss percentages, Staging triggers) are fully customizable in the settings menu to fit different assets (Crypto, Stocks, Forex) and timeframes.
Pine Script™ 전략
oppliger79의
EVS BTC V1Overview The "EVS BTC V1" is a momentum-based trading strategy designed for Bitcoin (BTC) or similar volatile assets on TradingView. It combines Exponential Moving Averages (EMAs) for trend direction, volume confirmation to filter for strong moves, and an optional Relative Strength Index (RSI) filter to avoid overextended entries. The strategy uses a trailing stop for exits to lock in profits dynamically. It's set up for backtesting with an initial capital of $10,000, risking 10% of equity per trade, and accounting for 0.1% commissions.This is a crossover strategy: it goes long on bullish EMA crossovers with high volume (and RSI not overbought) and short on bearish crossunders (with high volume and RSI not oversold). It's overlayed on the main price chart for easy visualization.Key Parameters (User-Adjustable)Fast EMA Period: 9 (default) – Shorter-term trend line. Slow EMA Period: 21 (default) – Longer-term trend line. Volume Multiplier: 1.5 (default) – Requires volume to be 1.5x the 20-period average for signal validation. Use RSI Filter?: Enabled (default) – Optional toggle to apply RSI conditions. RSI Period: 14 (default), with overbought threshold at 70 and oversold at 30. Trailing Stop Profit: 50 points (default) – Activates trailing once this profit level is hit. Trailing Stop Offset: 20 points (default) – Distance from the high/low to trail the stop-loss. Indicators UsedEMAs: 9-period (fast, blue line) and 21-period (slow, red line) on close prices. Volume Filter: Compares current volume to a 20-period SMA; signals only trigger if volume exceeds the average by the multiplier (highlighted in yellow bars). RSI: 14-period on close; plotted in purple on a sub-panel if enabled, with dashed horizontal lines at 70 (overbought) and 30 (oversold). Entry RulesEntries are triggered only when all conditions align on a bar close:Direction Conditions Long (Buy) - Fast EMA crosses over Slow EMA (bullish trend shift). - Volume is "high" (> 1.5x 20-period avg). - RSI < 70 (not overbought; skipped if filter disabled). Short (Sell) - Fast EMA crosses under Slow EMA (bearish trend shift). - Volume is "high" (> 1.5x 20-period avg). - RSI > 30 (not oversold; skipped if filter disabled). On entry: Places a market order using 10% of current equity. Alerts: Fires a one-time alert per bar (e.g., "Long Signal: EMA Crossover + High Volume!"). Exit RulesNo fixed take-profit or stop-loss on entry. Uses a trailing stop for both long and short positions:Trails the stop-loss 20 points below the highest high (for longs) or 20 points above the lowest low (for shorts), but only activates after 50 points of unrealized profit. This allows winners to run while protecting gains dynamically. Positions close automatically on opposite signals or trailing stop hits (no pyramiding; only one position per direction at a time). VisualizationMain Chart: Blue fast EMA and red slow EMA lines. Green background tint on long signals, red on short signals. Volume Sub-Panel: Gray columns for normal volume, yellow for high-volume bars; zero line for reference. RSI Sub-Panel (if enabled): Purple RSI line with overbought/oversold dashed lines. Strengths and ConsiderationsStrengths: Simple, trend-following with volume to avoid weak signals; RSI adds mean-reversion protection; trailing stops suit trending markets like BTC. Risks: Whipsaws in sideways markets (EMA crossovers can false-signal); volume filter may miss low-volume breakouts; trailing parameters (50/20 points) assume a specific price scale (e.g., BTC/USD in dollars—adjust for other pairs). Best For: Higher timeframes (e.g., 1H or 4H) on volatile crypto pairs. Backtest on historical data to tune parameters.
Pine Script™ 전략
ArcNobody13의
EB/TB V24: Fixed Risk Trend-Following (Elephant Bar / Trend Bar)This is an advanced trend-following strategy built around the Elephant Bar (EB) and Trend Bar (TB) candle patterns. It uses a fixed dollar risk per trade to automatically size positions and employs a sophisticated exit management system, including partial profit taking, a dynamic Trailing Stop Loss (SL), and a 180° immediate reversal mechanism. Detailed Description This strategy is designed for active trend capture and robust risk management: Fixed Risk Position Sizing: Automatically calculates trade quantity based on a defined maximum dollar risk (mlpt_max_risk) and the initial Stop Loss placement. Trend Identification: Entries are triggered by confirmed Elephant Bars (strong momentum candles) or Trend Bars, filtered by two short-term MAs (MA #1, MA #2) and a long-term MA (MA #3 / MA200) for context. Dual Exit Management: Partial Take Profit (50%): Half the position is closed at a fixed profit target (tp_fixed_pct). Dynamic Trailing SL (50%): The remaining 50% is protected by a Trailing SL that adjusts based on the low/high of subsequent valid EB/TB signals, maximizing trend ride duration. Emergency Exits: SAma Exit: Uses the crossing of the price below/above the MA #1 (short period) as a dynamic exit criterion. 180° Reversal: Features an immediate close (Cap8) and reverse (180) entry when a strong, unfiltered opposite raw EB signal appears. Note: This published version only displays the Moving Averages, the entry signals, and the Take Profit lines for a clean chart view.
Pine Script™ 전략
manueldelcura1의
inyerneck Diaper Sniper v16 — LOW VOL V CATCHERDiaper Sniper v16 — Low-Vol Reversal Hunter Catches dead-cat bounces and V-shaped reversals on the day’s biggest losers. Designed for pennies and trash stocks that drop 6 %+ from recent high and snap back on any volume + green candle. Features: • Tiny green “D” = reversal signal • Works on 1m → daily • Fully adjustable filters Best on low-float runners that bleed hard and bounce harder. Use tiny size — it fires a lot. Public version — code visible. No invite-only on Essential plan. do not alter settings with out first recording defaults.. defaults are quite effective 2025 build. Test at your own risk.
Pine Script™ 전략
oogabooger의
SenxseAiSenxseiAI is a fully modular, multi-framework trading system designed for precision, clarity, and ease of use. This tool blends market structure, dynamic S/R mapping, trend-logic, and session-based liquidity levels into a unified visual workflow. It highlights real-time entry signals with clean rays and labeled flags, while optional session, daily, and weekly highs/lows anchor traders to key liquidity points. A comprehensive theme engine—with multiple color packs and custom overrides—allows the interface to adapt to any chart style or user preference. The UI is intentionally minimal, using toggle-based controls instead of overwhelming parameter lists, making the script beginner-friendly while maintaining professional depth.
Pine Script™ 전략
Senxsei의
Classic Wave: The Easy WayClassic Wave is a simple strategy with few rules and no over-optimization. Despite its simplicity, it is backed by a nearly century-long historical track record, delivering excellent returns on the weekly chart of the SPX (TVC). I also recommend observing its strong performance on the SPY (weekly), which is the perfect instrument for executing this strategy with futures in the future. Strategy Rules and Parameters When a bullish candle closes above the 20-period EMA, we place the stop-loss below the low of that candle and target a risk-reward ratio of 1:1. A second, more profitable variant is to change the risk-reward ratio in the code to 2:1. -Total capital: $10,000 -We use 10% of the total capital per trade. -Commissions: 0.1% per trade. The code construction is simple and very well detailed within the script itself. Risk-Reward Ratio 2:1 Using a 2:1 risk-reward ratio reduces the win rate but significantly increases profitability. Across the full historical data of the SPX index (weekly), the system would have generated 236 trades, with a win rate of 51.27% and a profit factor of 2.53. From January 1, 2023, to November 28, 2025, the system would have generated 5 trades, with an 80% win rate and a profit factor of 9.244. What makes this system so good? -It takes advantage of the long-term bullish bias of U.S. stock indices and traditional markets. -It filters out a lot of noise thanks to the weekly timeframe. -It uses simple parameters with no over-optimization. Final Notes: This strategy has consistently outperformed the returns offered by most traditional funds over time, with fewer drawdowns and significantly less stress. I hope you like it.
Pine Script™ 전략
OldWave96의
1
Trend Breakout & Ratchet Stop System [Market Filter]Description: This strategy implements a robust trend-following system designed to capture momentum moves while strictly managing downside risk through a multi-stage "Ratchet" exit mechanism and broad market filters. It is designed for swing traders who want to align individual stock entries with the overall market direction. How it works: 1. Market Regime Filters (The "Safety Check") Before taking any position, the strategy checks the health of the broader market to avoid "catching falling knives." Broad Market Filter: By default, it checks NASDAQ:QQQ (adjustable). If the benchmark is trading below its SMA 200, the strategy assumes a Bear Market and suppresses all new long entries. Volatility Filter (VIX): Uses CBOE:VIX to gauge fear. If the VIX is above a specific threshold (Default: 32), entries are paused, and existing positions can optionally be closed to preserve capital. 2. Entry Logic Entries are based on Momentum and Trend confirmation. A position is opened if filters are clear AND one of the following occurs: Golden Cross: SMA 25 crosses over SMA 50. SMA Breakouts: A "Three-Bar-Break" logic confirms a breakout above the SMA 50, 100, or 200 (price must establish itself above the moving average). 3. The "Ratchet" Exit System The exit logic evolves as the trade progresses, tightening risk like a ratchet: Stage 0 (Initial Risk): Starts with a standard percentage Stop Loss from the entry price. Stage 1 (Breakeven/Lock): Once the price rises by Profit Step 1 (e.g., +10%), the Stop Loss jumps to a tighter level and locks there. This secures the initial move. Stage 2 (Trailing Mode): If the price continues to rise to Profit Step 2 (e.g., +15%), the Stop Loss converts into a dynamic Trailing Stop relative to the Highest High. This allows the trade to run as long as the trend persists. Additional Exits: Dead Cross: Closes position if SMA 25 crosses under SMA 50. VIX Panic: Emergency exit if volatility spikes above the threshold. Settings & Customization: SMAs: Adjustable lengths for all Moving Averages. Filters: Toggle Market/VIX filters on/off and choose your benchmark ticker (e.g., SPY or QQQ). Risk Management: Fully customizable percentages for the Ratchet steps (Initial SL, Stage 1 Trigger, Trailing distance).
Pine Script™ 전략
oppliger79의
Dynamic Ratchet Trend Strategy [VIX Filter]Overview This strategy is a long-only trend-following system designed to capture major market moves while strictly managing downside risk through a state-machine based "Ratchet" exit logic. It incorporates a volatility filter using the CBOE VIX index to stay out of (or exit) the market during high-stress environments. Key Features 1. Multi-Condition Entries The strategy looks for momentum shifts and trend breakouts using four Simple Moving Averages (25, 50, 100, 200). Momentum Cross: SMA 25 crossover above SMA 50. Trend Breakouts: A specific "3-Bar Breakout" logic above the SMA 50, 100, or 200. This requires the price to hold above the SMA for 3 consecutive bars after being below it, reducing false signals compared to simple closes. 2. VIX Volatility Filter Before entering any trade, the script checks the CBOE:VIX. Filter: If VIX is above the threshold (default 32), new entries are blocked. Panic Exit: If you are in a position and the VIX spikes above the threshold, the strategy executes an immediate "Panic Exit" to preserve capital during market crashes. 3. The "Ratchet" Exit System (3 Stages) Unlike a standard trailing stop, this strategy uses a 3-stage dynamic exit mechanism that tightens as profits grow: Stage 0 (Initial Risk): Standard percentage-based Stop Loss from the entry price. Stage 1 (The Lock-In): Triggered when profit hits 10% (configurable). Unique Logic: Instead of trailing from the highest high, the stop is calculated based on the price at the exact moment this stage was triggered. It "steps up" once and holds, securing the initial move without being prematurely stopped out by normal volatility. Stage 2 (Trailing Mode): Triggered when profit hits 15% (configurable). The strategy switches to a classic Trailing Stop, following the percentage distance from the Highest High. 4. Emergency Backup A "Dead Cross" (SMA 25 crossing under SMA 50) acts as a final fail-safe to close positions if the trend reverses completely before hitting a stop. Settings & Inputs SMAs: Customize the lengths for all four moving averages. VIX Filter: Toggle the filter on/off and set the panic threshold. Exit Logic: Fully customizable percentages for Initial SL, Stage 1 Trigger/Distance, and Stage 2 Trigger/Trailing Distance. Disclaimer This script is for educational purposes only. Past performance is not indicative of future results. Always manage your risk appropriately.
Pine Script™ 전략
oppliger79의
The Lighthouse Protocol (Auditor)This is the official backtesting engine for the Lighthouse Protocol system. It allows users to verify the performance of the strategy on historical data before trading. System Overview: The Lighthouse Protocol is an institutional swing trading system optimized for the 4-Hour (H4) timeframe. It utilizes a "Fortress" logic that filters signals based on: The Horizon: Daily 50 EMA Trend alignment. The Beam: H1/H4 Trend Cloud alignment. The Fog Light: ADX Volatility filter to prevent trading in chop. The Tide: RSI Momentum checks. Risk Management: This strategy uses a dynamic ATR-based Stop Loss (2.5 Multiplier) and includes a Trailing Stop feature to maximize trend capture. Instructions: Load this strategy on GBPUSD 4H or EURUSD 4H to view the backtest performance (Profit Factor, Drawdown, and Net Profit). This script is Invite-Only.
Pine Script™ 전략
TheSirRob의
Third eye • StrategyThird eye • Strategy – User Guide 1. Idea & Concept Third eye • Strategy combines three things into one system: Ichimoku Cloud – to define market regime and support/resistance. Moving Average (trend filter) – to trade only in the dominant direction. CCI (Commodity Channel Index) – to generate precise entry signals on momentum breakouts. The script is a strategy, not an indicator: it can backtest entries, exits, SL, TP and BreakEven logic automatically. 2. Indicators Used 2.1 Ichimoku Standard Ichimoku settings (by default 9/26/52/26) are used: Conversion Line (Tenkan-sen) Base Line (Kijun-sen) Leading Span A & B (Kumo Cloud) Lagging Span is calculated but hidden from the chart (for visual simplicity). From the cloud we derive: kumoTop – top of the cloud under current price. kumoBottom – bottom of the cloud under current price. Flags: is_above_kumo – price above the cloud. is_below_kumo – price below the cloud. is_in_kumo – price inside the cloud. These conditions are used as trend / regime filters and for stop-loss & trailing stops. 2.2 Moving Average You can optionally display and use a trend MA: Types: SMA, EMA, DEMA, WMA Length: configurable (default 200) Source: default close Filter idea: If MA Direction Filter is ON: When Close > MA → strategy allows only Long signals. When Close < MA → strategy allows only Short signals. The MA is plotted on the chart (if enabled). 2.3 CCI & Panel The CCI (Commodity Channel Index) is used for entry timing: CCI length and source are configurable (default length 20, source hlc3). Two thresholds: CCI Upper Threshold (Long) – default +100 CCI Lower Threshold (Short) – default –100 Signals: Long signal: CCI crosses up through the upper threshold cci_val < upper_threshold and cci_val > upper_threshold Short signal: CCI crosses down through the lower threshold cci_val > lower_threshold and cci_val < lower_threshold There is a panel (table) in the bottom-right corner: Shows current CCI value. Shows filter status as colored dots: Green = filter enabled and passed. Red = filter enabled and blocking trades. Gray = filter is disabled. Filters shown in the panel: Ichimoku Cloud filter (Long/Short) Ichimoku Lines filter (Conversion/Base vs Cloud) MA Direction filter 3. Filters & Trade Direction All filters can be turned ON/OFF independently. 3.1 Ichimoku Cloud Filter Purpose: trade only when price is clearly above or below the Kumo. Long Cloud Filter (Use Ichimoku Cloud Filter) – when enabled: Long trades only if close > cloud top. Short Cloud Filter – when enabled: Short trades only if close < cloud bottom. If the cloud filter is disabled, this condition is ignored. 3.2 Ichimoku Lines Above/Below Cloud Purpose: stronger trend confirmation: Ichimoku lines should also be on the “correct” side of the cloud. Long Lines Filter: Long allowed only if Conversion Line and Base Line are both above the cloud. Short Lines Filter: Short allowed only if both lines are below the cloud. If this filter is OFF, the conditions are not checked. 3.3 MA Direction Filter As described above: When ON: Close > MA → only Longs. Close < MA → only Shorts. 4. Anti-Re-Entry Logic (Cloud Touch Reset) The strategy uses internal flags to avoid continuous re-entries in the same direction without a reset. Two flags: allowLong allowShort After a Long entry, allowLong is set to false, allowShort to true. After a Short entry, allowShort is set to false, allowLong to true. Flags are reset when price touches the Kumo: If Low goes into the cloud → allowLong = true If High goes into the cloud → allowShort = true If Close is inside the cloud → both allowLong and allowShort are set to true There is a key option: Wait Position Close Before Flag Reset If ON: cloud touch will reset flags only when there is no open position. If OFF: flags can be reset even while a trade is open. This gives a kind of regime-based re-entry control: after a trend leg, you wait for a “cloud interaction” to allow new signals. 5. Risk Management All risk management is handled inside the strategy. 5.1 Position Sizing Order Size % of Equity – default 10% The strategy calculates: position_value = equity * (Order Size % / 100) position_qty = position_value / close So position size automatically adapts to your current equity. 5.2 Take Profit Modes You can choose one of two TP modes: Percent Fibonacci 5.2.1 Percent Mode Single Take Profit at X% from entry (default 2%). For Long: TP = entry_price * (1 + tp_pct / 100) For Short: TP = entry_price * (1 - tp_pct / 100) One strategy.exit per side is used: "Long TP/SL" and "Short TP/SL". 5.2.2 Fibonacci Mode (2 partial TPs) In this mode, TP levels are based on a virtual Fib-style extension between entry and stop-loss. Inputs: Fib TP1 Level (default 1.618) Fib TP2 Level (default 2.5) TP1 Share % (Fib) (default 50%) TP2 share is automatically 100% - TP1 share. Process for Long: Compute a reference Stop (see SL section below) → sl_for_fib. Compute distance: dist = entry_price - sl_for_fib. TP levels: TP1 = entry_price + dist * (Fib TP1 Level - 1) TP2 = entry_price + dist * (Fib TP2 Level - 1) For Short, the logic is mirrored. Two exits are used: TP1 – closes TP1 share % of position. TP2 – closes remaining TP2 share %. Same stop is used for both partial exits. 5.3 Stop-Loss Modes You can choose one of three Stop Loss modes: Stable – fixed % from entry. Ichimoku – fixed level derived from the Kumo. Ichimoku Trailing – dynamic SL following the cloud. 5.3.1 Stable SL For Long: SL = entry_price * (1 - Stable SL % / 100) For Short: SL = entry_price * (1 + Stable SL % / 100) Used both for Percent TP mode and as reference for Fib TP if Kumo is not available. 5.3.2 Ichimoku SL (fixed, non-trailing) At the time of a new trade: For Long: Base SL = cloud bottom minus small offset (%) For Short: Base SL = cloud top plus small offset (%) The offset is configurable: Ichimoku SL Offset %. Once computed, that SL level is fixed for this trade. 5.3.3 Ichimoku Trailing SL Similar to Ichimoku SL, but recomputed each bar: For Long: SL = cloud bottom – offset For Short: SL = cloud top + offset A red trailing SL line is drawn on the chart to visualize current stop level. This trailing SL is also used as reference for BreakEven and for Fib TP distance. 6. BreakEven Logic (with BE Lines) BreakEven is optional and supports two modes: Percent Fibonacci Inputs: Percent mode: BE Trigger % (from entry) – move SL to BE when price goes this % in profit. BE Offset % from entry – SL will be set to entry ± this offset. Fibonacci mode: BE Fib Level – Fib level at which BE will be activated (default 1.618, same style as TP). BE Offset % from entry – how far from entry to place BE stop. The logic: Before BE is triggered, SL follows its normal mode (Stable/Ichimoku/Ichimoku Trailing). When BE triggers: For Long: New SL = max(current SL, BE SL). For Short: New SL = min(current SL, BE SL). This means BE will never loosen the stop – only tighten it. When BE is activated, the strategy draws a violet horizontal line at the BreakEven level (once per trade). BE state is cleared when the position is closed or when a new position is opened. 7. Entry & Exit Logic (Summary) 7.1 Long Entry Conditions for a Long: CCI signal: CCI crosses up through the upper threshold. Ichimoku Cloud Filter (optional): If enabled → price must be above the Kumo. Ichimoku Lines Filter (optional): If enabled → Conversion Line and Base Line must be above the Kumo. MA Direction Filter (optional): If enabled → Close must be above the chosen MA. Anti-re-entry flag: allowLong must be true (cloud-based reset). Position check: Long entries are allowed when current position size ≤ 0 (so it can also reverse from short to long). If all these conditions are true, the strategy sends: strategy.entry("Long", strategy.long, qty = calculated_qty) After entry: allowLong = false allowShort = true 7.2 Short Entry Same structure, mirrored: CCI signal: CCI crosses down through the lower threshold. Cloud filter: price must be below cloud (if enabled). Lines filter: conversion & base must be below cloud (if enabled). MA filter: Close must be below MA (if enabled). allowShort must be true. Position check: position size ≥ 0 (allows reversal from long to short). Then: strategy.entry("Short", strategy.short, qty = calculated_qty) Flags update: allowShort = false allowLong = true 7.3 Exits While in a position: The strategy continuously recalculates SL (depending on chosen mode) and, in Percent mode, TP. In Fib mode, fixed TP levels are computed at entry. BreakEven may raise/tighten the SL if its conditions are met. Exits are executed via strategy.exit: Percent mode: one TP+SL exit per side. Fib mode: two partial exits (TP1 and TP2) sharing the same SL. At position open, the script also draws visual lines: White line — entry price. Green line(s) — TP level(s). Red line — SL (if not using Ichimoku Trailing; with trailing, the red line is updated dynamically). Maximum of 30 lines are kept to avoid clutter. 8. How to Use the Strategy Choose market & timeframe Works well on trending instruments. Try crypto, FX or indices on H1–H4, or intraday if you prefer more trades. Adjust Ichimoku settings Keep defaults (9/26/52/26) or adapt to your timeframe. Configure Moving Average Typical: EMA 200 as a trend filter. Turn MA Direction Filter ON if you want to trade only with the main trend. Set CCI thresholds Default ±100 is classic. Lower thresholds → more signals, higher noise. Higher thresholds → fewer but stronger signals. Enable/disable filters Turn on Ichimoku Cloud and Ichimoku Lines if you want only “clean” trend trades. Use Wait Position Close Before Flag Reset to control how often re-entries are allowed. Choose TP & SL mode Percent mode is simpler and easier to understand. Fibonacci mode is more advanced: it aligns TP levels with the distance to stop, giving asymmetric RR setups (two partial TPs). Choose Stable SL for fixed-risk trades, or Ichimoku / Ichimoku Trailing to tie stops to the cloud structure. Set BreakEven Enable BE if you want to lock in risk-free trades after a certain move. Percent mode is straightforward; Fib mode keeps BreakEven in harmony with your Fib TP setup. Run Backtest & Optimize Press “Add to chart” → go to Strategy Tester. Adjust parameters to your market and timeframe. Look at equity curve, PF, drawdown, average trade, etc. Live / Paper Trading After you’re satisfied with backtest results, use the strategy to generate signals. You can mirror entries/exits manually or connect them to alerts (if you build an alert-based execution layer).
Pine Script™ 전략
RezzoRedPriest의
3