Adaptive Trend Flow Strategy with Filters for SPXThe Adaptive Trend Flow Strategy with Filters for SPX is a complete trading algorithm designed to identify traits and offer actionable alerts for the SPX index. This Pine Script approach leverages superior technical signs and user-described parameters to evolve to marketplace conditions and optimize performance.
Key Features and Functionality
Dynamic Trend Detection: Utilizes a dual EMA-based totally adaptive method for fashion calculation.
The script smooths volatility the usage of an EMA filter and adjusts sensitivity through the sensitivity enter. This allows for real-time adaptability to market fluctuations.
Trend Filters for Precision:
SMA Filter: A Simple Moving Average (SMA) guarantees that trades are achieved best while the rate aligns with the shifting average trend, minimizing false indicators.
MACD Filter: The Moving Average Convergence Divergence (MACD) adds some other layer of confirmation with the aid of requiring alignment among the MACD line and its sign line.
Signal Generation:
Long Signals: Triggered when the fashion transitions from bearish to bullish, with all filters confirming the pass.
Short Signals: Triggered while the trend shifts from bullish to bearish, imparting opportunities for final positions.
User Customization:
Adjustable parameters for EMAs, smoothing duration, and sensitivity make certain the strategy can adapt to numerous buying and selling patterns.
Enable or disable filters (SMA or MACD) based totally on particular market conditions or consumer possibilities.
Leverage and Position Sizing: Incorporates a leverage aspect for dynamic position sizing.
Automatically calculates the exchange length based on account fairness and the leverage element, making sure hazard control is in area.
Visual Enhancements: Plots adaptive fashion ranges (foundation, top, decrease) for actual-time insights into marketplace conditions.
Color-coded bars and heritage to visually represent bullish or bearish developments.
Custom labels indicating crossover and crossunder occasions for clean sign visualization.
Alerts and Automation: Configurable alerts for each lengthy and quick indicators, well matched with automated buying and selling structures like plugpine.Com.
JSON-based alert messages consist of account credentials, motion type, and calculated position length for seamless integration.
Backtesting and Realistic Assumptions: Includes practical slippage, commissions, and preliminary capital settings for backtesting accuracy.
Leverages excessive-frequency trade sampling to make certain strong strategy assessment.
How It Works
Trend Calculation: The method derives a principal trend basis with the aid of combining fast and gradual EMAs. It then uses marketplace volatility to calculate adaptive upper and decrease obstacles, creating a dynamic channel.
Filter Integration: SMA and MACD filters work in tandem with the fashion calculation to ensure that handiest excessive-probability signals are accomplished.
Signal Execution: Signals are generated whilst the charge breaches those dynamic tiers and aligns with the fashion and filters, ensuring sturdy change access situations.
How to Use
Setup: Apply the approach to SPX or other well suited indices.
Adjust person inputs, together with ATR length, EMA smoothing, and sensitivity, to align together with your buying and selling possibilities.
Enable or disable the SMA and MACD filters to test unique setups.
Alerts: Configure signals for computerized notifications or direct buying and selling execution through third-celebration systems.
Use the supplied JSON payload to integrate with broking APIs or automation tools.
Optimization:
Experiment with leverage, filter out settings, and sensitivity to find most effective configurations to your hazard tolerance and marketplace situations.
Considerations and Best Practices
Risk Management: Always backtest the method with realistic parameters, together with conservative leverage and commissions.
Market Suitability: While designed for SPX, this method can adapt to other gadgets by means of adjusting key parameters.
Limitations: The method is trend-following and can underperform in enormously risky or ranging markets. Regularly evaluate and modify parameters primarily based on recent market conduct.
If you have any questions please let me know - I'm here to help!
지표 및 전략
BullBear with Volume-Percentile TP - Strategy [presentTrading] Happy New Year, everyone! I hope we have a fantastic year ahead.
It's been a while since I published an open script, but it's time to return.
This strategy introduces an indicator called Bull Bear Power, combined with an advanced take-profit system, which is the main innovative and educational aspect of this script. I hope all of you find some useful insights here. Welcome to engage in meaningful exchanges. This is a versatile tool suitable for both novice and experienced traders.
█ Introduction and How it is Different
Unlike traditional strategies that rely solely on price or volume indicators, this approach combines Bull Bear Power (BBP) with volume percentile analysis to identify optimal entry and exit points. It features a dynamic take-profit mechanism based on ATR (Average True Range) multipliers adjusted by volume and percentile factors, ensuring adaptability to diverse market conditions. This multifaceted strategy not only improves signal accuracy but also optimizes risk management, distinguishing it from conventional trading methods.
BTCUSD 6hr performance
Disable the visualization of Bull Bear Power (BBP) to clearly view the Z-Score.
█ Strategy, How it Works: Detailed Explanation
The BBP Strategy with Volume-Percentile TP utilizes several interconnected components to analyze market data and generate trading signals. Here's an overview with essential equations:
🔶 Core Indicators and Calculations
1. Exponential Moving Average (EMA):
- **Purpose:** Smoothens price data to identify trends.
- **Formula:**
EMA_t = (Close_t * (2 / (lengthInput + 1))) + (EMA_(t-1) * (1 - (2 / (lengthInput + 1))))
- Usage: Baseline for Bull and Bear Power.
2. Bull and Bear Power:
- Bull Power: `BullPower = High_t - EMA_t`
- Bear Power: `BearPower = Low_t - EMA_t`
- BBP:** `BBP = BullPower + BearPower`
- Interpretation: Positive BBP indicates bullish strength, negative indicates bearish.
3. Z-Score Calculation:
- Purpose: Normalizes BBP to assess deviation from the mean.
- Formula:
Z-Score = (BBP_t - bbp_mean) / bbp_std
- Components:
- `bbp_mean` = SMA of BBP over `zLength` periods.
- `bbp_std` = Standard deviation of BBP over `zLength` periods.
- Usage: Identifies overbought or oversold conditions based on thresholds.
🔶 Volume Analysis
1. Volume Moving Average (`vol_sma`):
vol_sma = (Volume_1 + Volume_2 + ... + Volume_vol_period) / vol_period
2. Volume Multiplier (`vol_mult`):
vol_mult = Current Volume / vol_sma
- Thresholds:
- High Volume: `vol_mult > 2.0`
- Medium Volume: `1.5 < vol_mult ≤ 2.0`
- Low Volume: `1.0 < vol_mult ≤ 1.5`
🔶 Percentile Analysis
1. Percentile Calculation (`calcPercentile`):
Percentile = (Number of values ≤ Current Value / perc_period) * 100
2. Thresholds:
- High Percentile: >90%
- Medium Percentile: >80%
- Low Percentile: >70%
🔶 Dynamic Take-Profit Mechanism
1. ATR-Based Targets:
TP1 Price = Entry Price ± (ATR * atrMult1 * TP_Factor)
TP2 Price = Entry Price ± (ATR * atrMult2 * TP_Factor)
TP3 Price = Entry Price ± (ATR * atrMult3 * TP_Factor)
- ATR Calculation:
ATR_t = (True Range_1 + True Range_2 + ... + True Range_baseAtrLength) / baseAtrLength
2. Adjustment Factors:
TP_Factor = (vol_score + price_score) / 2
- **vol_score** and **price_score** are based on current volume and price percentiles.
Local performance
🔶 Entry and Exit Logic
1. Long Entry: If Z-Score crosses above 1.618, then Enter Long.
2. Short Entry: If Z-Score crosses below -1.618, then Enter Short.
3. Exiting Positions:
If Long and Z-Score crosses below 0:
Exit Long
If Short and Z-Score crosses above 0:
Exit Short
4. Take-Profit Execution:
- Set multiple exit orders at dynamically calculated TP levels based on ATR and adjusted by `TP_Factor`.
█ Trade Direction
The strategy determines trade direction using the Z-Score from the BBP indicator:
- Long Positions:
- Condition: Z-Score crosses above 1.618.
- Short Positions:
- Condition: Z-Score crosses below -1.618.
- Exiting Trades:
- Long Exit: Z-Score drops below 0.
- Short Exit: Z-Score rises above 0.
This approach aligns trades with prevailing market trends, increasing the likelihood of successful outcomes.
█ Usage
Implementing the BBP Strategy with Volume-Percentile TP in TradingView involves:
1. Adding the Strategy:
- Copy the Pine Script code.
- Paste it into TradingView's Pine Editor.
- Save and apply the strategy to your chart.
2. Configuring Settings:
- Adjust parameters like EMA length, Z-Score thresholds, ATR multipliers, volume periods, and percentile settings to match your trading preferences and asset behavior.
3. Backtesting:
- Use TradingView’s backtesting tools to evaluate historical performance.
- Analyze metrics such as profit factor, drawdown, and win rate.
4. Optimization:
- Fine-tune parameters based on backtesting results.
- Test across different assets and timeframes to enhance adaptability.
5. Deployment:
- Apply the strategy in a live trading environment.
- Continuously monitor and adjust settings as market conditions change.
█ Default Settings
The BBP Strategy with Volume-Percentile TP includes default parameters designed for balanced performance across various markets. Understanding these settings and their impact is essential for optimizing strategy performance:
Bull Bear Power Settings:
- EMA Length (`lengthInput`): 21
- **Effect:** Balances sensitivity and trend identification; shorter lengths respond quicker but may generate false signals.
- Z-Score Length (`zLength`): 252
- **Effect:** Long period for stable mean and standard deviation, reducing false signals but less responsive to recent changes.
- Z-Score Threshold (`zThreshold`): 1.618
- **Effect:** Higher threshold filters out weaker signals, focusing on significant market moves.
Take Profit Settings:
- Use Take Profit (`useTP`): Enabled (`true`)
- **Effect:** Activates dynamic profit-taking, enhancing profitability and risk management.
- ATR Period (`baseAtrLength`): 20
- **Effect:** Shorter period for sensitive volatility measurement, allowing tighter profit targets.
- ATR Multipliers:
- **Effect:** Define conservative to aggressive profit targets based on volatility.
- Position Sizes:
- **Effect:** Diversifies profit-taking across multiple levels, balancing risk and reward.
Volume Analysis Settings:
- Volume MA Period (`vol_period`): 100
- **Effect:** Longer period for stable volume average, reducing the impact of short-term spikes.
- Volume Multipliers:
- **Effect:** Determines volume conditions affecting take-profit adjustments.
- Volume Factors:
- **Effect:** Adjusts ATR multipliers based on volume strength.
Percentile Analysis Settings:
- Percentile Period (`perc_period`): 100
- **Effect:** Balances historical context with responsiveness to recent data.
- Percentile Thresholds:
- **Effect:** Defines price and volume percentile levels influencing take-profit adjustments.
- Percentile Factors:
- **Effect:** Modulates ATR multipliers based on price percentile strength.
Impact on Performance:
- EMA Length: Shorter EMAs increase sensitivity but may cause more false signals; longer EMAs provide stability but react slower to market changes.
- Z-Score Parameters:*Longer Z-Score periods create more stable signals, while higher thresholds reduce trade frequency but increase signal reliability.
- ATR Multipliers and Position Sizes: Higher multipliers allow for larger profit targets with increased risk, while diversified position sizes help in securing profits at multiple levels.
- Volume and Percentile Settings: These adjustments ensure that take-profit targets adapt to current market conditions, enhancing flexibility and performance across different volatility environments.
- Commission and Slippage: Accurate settings prevent overestimation of profitability and ensure the strategy remains viable after accounting for trading costs.
Conclusion
The BBP Strategy with Volume-Percentile TP offers a robust framework by combining BBP indicators with volume and percentile analyses. Its dynamic take-profit mechanism, tailored through ATR adjustments, ensures that traders can effectively capture profits while managing risks in varying market conditions.
High-Frequency EMA Scalping Strategy for CryptoThe High-Frequency EMA Scalping Strategy is designed for active traders who seek frequent trading opportunities. This strategy uses fast EMA crossovers with dynamic ATR-based stop-loss and take-profit levels to capture short-term trends in high-volatility markets.
Features:
Fast EMAs: Short EMA lengths (default: 3 and 8) provide rapid signals for high-frequency trading.
Dynamic Position Sizing: Risk is dynamically managed using ATR and account equity for consistent risk across trades.
Scalping Logic: Tight stop-loss and reward settings enable quick exits and multiple trades per session.
How to Use:
Apply the script to a chart with a 1-minute or 5-minute timeframe for maximum trade frequency.
Optimize parameters for specific assets and market conditions.
Use dynamic or fixed position sizing based on your preference.
Disclaimer: Past performance is not indicative of future results. Use this strategy at your own risk and adjust parameters for live trading.
BAML Strategy (SPXL) - testbacktest of strategy based on BAML credit spread
330d ema
180 days horizon to define local top/highs
all major parameters could be adjusted
NOT finalized and polish - could contain some errors
ALGOX V6 Best Buy Sell Indicator..............
The buy-sell indicator on TradingView helps traders identify trends and make trading decisions:
Trend direction
The indicator uses a combination of volatility and SMA to determine the trend's strength and direction. Channels are color-coded to indicate the trend: green for uptrend and orange for downtrend.
Buy and sell signals
The indicator generates buy signals when bullish conditions align with oversold RSI levels, and sell signals when bearish conditions align with overbought RSI levels.
Exit signals
The indicator provides optional exit points for long and short positions.
Multi-Timeframe Supertrend StrategyIndicator Name: Multi-Timeframe Supertrend Strategy
Description:
The Multi-Timeframe Supertrend Strategy is a powerful indicator designed to combine the insights of the Supertrend indicator across multiple timeframes to provide highly reliable trading signals. This strategy caters to traders who want to leverage the confluence of trend signals from different timeframes, enabling precise entry and exit points in various market conditions.
Key Features:
Multi-Timeframe Analysis:
Integrates Supertrend signals from the 15-minute, 5-minute, and 2-minute timeframes, offering a robust framework for identifying the prevailing trend with higher accuracy.
Buy and Sell Conditions:
Buy Signal: Triggered when the price is above the Supertrend lines in all three timeframes, indicating strong bullish momentum.
Sell Signal: Activated when the price drops below the 5-minute Supertrend, ensuring timely exits during trend reversals or pullbacks.
Trading Session Filter:
Includes a customizable trading session filter to limit signals to active trading hours (e.g., 9:30 AM to 3:30 PM), avoiding noise and signals outside preferred trading times.
End-of-Day Exit:
Automatically closes open positions at the end of the trading session, providing clarity and preventing overnight exposure.
Visualization:
Displays the Supertrend lines for each timeframe directly on the chart, color-coded to indicate bullish or bearish trends.
Plots buy and sell signals as clearly labeled markers for easy reference.
Alerts:
Supports customizable alerts for buy and sell signals, ensuring you never miss a trading opportunity.
Use Cases:
Ideal for intraday traders looking to align with short-term trends while maintaining a comprehensive multi-timeframe perspective.
Suitable for swing traders who want to time entries and exits based on strong confluence of trend signals.
Customization Options:
Adjustable parameters for the Supertrend indicator, including ATR Period and Multiplier, to tailor the sensitivity to your preferred trading style.
Configurable trading session times and timezones to suit your specific market or time preferences.
Fibonacci Retracement Strategy for CryptoThe Enhanced Fibonacci Retracement Strategy is designed to help traders capitalize on key Fibonacci levels for both long and short trades. This script automatically identifies significant swing highs and lows within a customizable lookback period and dynamically plots Fibonacci retracement levels (0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, and 100%) as support and resistance levels.
Key Features:
Automatic Fibonacci Levels:
The script identifies the highest high and lowest low over a user-defined lookback period to calculate Fibonacci retracement levels.
Dual-Directional Trading:
Long Trades: Triggered when the price crosses above the 61.8% retracement level, anticipating a reversal.
Short Trades: Triggered when the price crosses below the 38.2% retracement level, capturing potential downward movement.
Compact Line Option:
Users can toggle "Compact Fibonacci Lines" to reduce visual clutter on the chart, making the lines shorter and easier to interpret.
Dynamic Alerts:
Alerts are embedded directly into the strategy logic for entry and exit points.
Long Entry: Triggered when the price bounces above the 61.8% level.
Long Exit: Triggered when the price reaches the 23.6% level.
Short Entry: Triggered when the price crosses below the 38.2% level.
Short Exit: Triggered when the price reaches the 78.6% level.
Clear Visualization:
Fibonacci levels are plotted with distinct colors and dashed lines (optional compact view),
providing traders with clear and actionable levels to make decisions.
Inputs:
Lookback Period: Number of candles to calculate swing highs and lows.
Plot Fibonacci Levels: Toggle to enable/disable plotting levels.
Compact Fibonacci Lines: Reduce the length of Fibonacci lines for a cleaner chart.
How It Works:
The strategy identifies a high-low range within the lookback period.
Fibonacci levels are calculated based on the range and plotted on the chart.
Long Trade Example:
Enter when the price crosses above the 61.8% level.
Exit when the price reaches the 23.6% level.
Short Trade Example:
Enter when the price crosses below the 38.2% level.
Exit when the price reaches the 78.6% level.
Best Use Cases:
Trending Markets: Use retracements to time entries in the direction of the trend.
Range-Bound Markets: Identify and trade reversals near key Fibonacci levels.
Important Notes:
This strategy is not financial advice and should be backtested thoroughly before live trading.
Risk management is crucial! Consider using stop-loss orders for protection.
Customize inputs to suit your preferred timeframe and trading style.
Link Long/Short Strategy - Long1. Introduction and structure
Your strategy is divided into several logical blocks, each block corresponding to a specific trading configuration (e.g. ‘Long_1’, ‘Long_2’, etc.). These configurations follow the same pattern:
Entry conditions (long/short): Based on the price position between predefined levels (LongRangeHigh, LongRangeLow, etc.) and a cross of EMA9 and SMA6 indicators.
Exit conditions: Conditional closing of a position if certain conditions are met (positive profit, inverse cross, etc.).
Stop Loss (SL) and Take Profit (TP): Defined by fixed levels for each configuration.
2. Technical indicators
You use two main indicators:
EMA9: Exponential moving average calculated over 9 periods.
SMA6: Simple moving average calculated over 6 periods.
These indicators are used to detect crossovers for entry and exit signals. The EMA9 crossover above the SMA6 triggers long opportunities, while the opposite crossover generates exit signals.
3. Price ranges and trading logic
For each ‘block’ in the strategy :
Price ranges are defined (LongRangeHigh, LongRangeLow, etc.) to determine where the price must be to execute a position.
Each range is divided into levels for long and short positions.
Example: Block 1
Long Range: Between 9.3 (LongRangeLow) and 10.85 (LongRangeHigh).
Short Range: Between 10.85 (ShortRangeLow) and 11.70 (ShortRangeHigh).
Special features:
An EMA9 crossover above SMA6 in the Long Range generates a long entry.
An inverse cross in the Short Range generates a conditional output.
4. Risk management
Each position is associated with Stop Loss (SL) and Take Profit (TP) levels. These are defined as follows:
TP: Often equal to the upper limit of the Long Range or Short Range.
SL: Based on the lower levels of the ranges or other configurations.
Example: Block 1
TP set to LongRangeHigh (10.85).
SL could be adjusted according to ShortRangeHigh.
5. Visual display
The script uses plot to display the following elements on the chart:
The EMA9 (blue) and SMA6 (orange) indicators.
Price levels (LongRangeHigh, LongRangeLow, etc.) and SL/TP limits.
EDIT :
SMA: 1
EMA: 23
Period : From May 2024 to January 2024
Institutional Analysis NASDAQ100 & US30Script para operar NAS100 & US30 con relación 3 a 1 usando análisis institucional
Scalping Strategy RSI & ADX### Description: Scalping Strategy Using RSI & ADX
This Pine Script implements a scalping strategy that leverages the Relative Strength Index (RSI) and the Average Directional Index (ADX) to identify short-term trading opportunities. The strategy is designed for traders who aim to profit from quick price movements in highly volatile markets.
#### Key Components:
1. **RSI (Relative Strength Index):**
- RSI is used to identify overbought and oversold conditions in the market.
- If RSI is below the oversold level (default: 30), the script generates a buy signal.
- If RSI is above the overbought level (default: 70), the script generates a sell signal.
2. **ADX (Average Directional Index):**
- ADX measures the strength of a trend.
- The script only triggers buy or sell signals when ADX is above a specified threshold (default: 25), ensuring trades occur only in strong trending markets.
3. **Combined Logic:**
- A buy condition is met when RSI is below the oversold level and ADX indicates a strong trend.
- A sell condition is met when RSI is above the overbought level and ADX indicates a strong trend.
#### Inputs:
- `RSI Length`: Period for RSI calculation (default: 14).
- `RSI Overbought Level`: Threshold for overbought conditions (default: 70).
- `RSI Oversold Level`: Threshold for oversold conditions (default: 30).
- `ADX Length`: Period for ADX calculation (default: 14).
- `ADX Smoothing`: Smoothing factor for ADX (default: 14).
- `ADX Threshold`: Minimum value for ADX to consider a trend strong (default: 25).
#### Visual Signals:
- Green upward arrows indicate buy signals.
- Red downward arrows indicate sell signals.
#### Strategy Execution:
- The script uses `strategy.entry` to open positions based on the defined conditions.
- It plots RSI and ADX values for additional visual confirmation.
#### How to Use:
1. Apply this script to your TradingView chart.
2. Adjust the input parameters to suit your preferred market and timeframe.
3. Backtest the strategy on historical data to assess its performance.
4. Use in live markets with appropriate risk management measures.
This strategy is ideal for traders who prefer a systematic and rule-based approach to scalping. However, always test and validate the strategy before using it with real funds.
EMA Crossover Strategy with Take Profit and Candle HighlightingStrategy Overview:
This strategy is based on the Exponential Moving Averages (EMA), specifically the EMA 20 and EMA 50. It takes advantage of EMA crossovers to identify potential trend reversals and uses multiple take-profit levels and a stop-loss for risk management.
Key Components:
EMA Crossover Signals:
Buy Signal (Uptrend): A buy signal is generated when the EMA 20 crosses above the EMA 50, signaling the start of a potential uptrend.
Sell Signal (Downtrend): A sell signal is generated when the EMA 20 crosses below the EMA 50, signaling the start of a potential downtrend.
Take Profit Levels:
Once a buy or sell signal is triggered, the strategy calculates multiple take-profit levels based on the range of the previous candle. The user can define multipliers for each take-profit level.
Take Profit 1 (TP1): 50% of the previous candle's range above or below the entry price.
Take Profit 2 (TP2): 100% of the previous candle's range above or below the entry price.
Take Profit 3 (TP3): 150% of the previous candle's range above or below the entry price.
Take Profit 4 (TP4): 200% of the previous candle's range above or below the entry price.
These levels are adjusted dynamically based on the previous candle's high and low, so they adapt to changing market conditions.
Stop Loss:
A stop-loss is set to manage risk. The default stop-loss is 3% from the entry price, but this can be adjusted in the settings. The stop-loss is triggered if the price moves against the position by this amount.
Trend Direction Highlighting:
The strategy highlights the bars (candles) with colors:
Green bars indicate an uptrend (when EMA 20 crosses above EMA 50).
Red bars indicate a downtrend (when EMA 20 crosses below EMA 50).
These visual cues help users easily identify the market direction.
Strategy Entries and Exits:
Entries: The strategy enters a long (buy) position when the EMA 20 crosses above the EMA 50 and a short (sell) position when the EMA 20 crosses below the EMA 50.
Exits: The strategy exits the positions at any of the defined take-profit levels or the stop-loss. Multiple exit levels provide opportunities to take profit progressively as the price moves in the favorable direction.
Entry and Exit Conditions in Detail:
Buy Entry Condition (Uptrend):
A buy position is opened when EMA 20 crosses above EMA 50, signaling the start of an uptrend.
The strategy calculates take-profit levels above the entry price based on the previous bar's range (high-low) and the multipliers for TP1, TP2, TP3, and TP4.
Sell Entry Condition (Downtrend):
A sell position is opened when EMA 20 crosses below EMA 50, signaling the start of a downtrend.
The strategy calculates take-profit levels below the entry price, similarly based on the previous bar's range.
Exit Conditions:
Take Profit: The strategy attempts to exit the position at one of the take-profit levels (TP1, TP2, TP3, or TP4). If the price reaches any of these levels, the position is closed.
Stop Loss: The strategy also has a stop-loss set at a default value (3% below the entry for long trades, and 3% above for short trades). The stop-loss helps to protect the position from significant losses.
Backtesting and Performance Metrics:
The strategy can be backtested using TradingView's Strategy Tester. The results will show how the strategy would have performed historically, including key metrics like:
Net Profit
Max Drawdown
Win Rate
Profit Factor
Average Trade Duration
These performance metrics can help users assess the strategy's effectiveness over historical periods and optimize the input parameters (e.g., multipliers, stop-loss level).
Customization:
The strategy allows for the adjustment of several key input values via the settings panel:
Take Profit Multipliers: Users can customize the multipliers for each take-profit level (TP1, TP2, TP3, TP4).
Stop Loss Percentage: The user can also adjust the stop-loss percentage to a custom value.
EMA Periods: The default periods for the EMA 50 and EMA 20 are fixed, but they can be adjusted for different market conditions.
Pros of the Strategy:
EMA Crossover Strategy: A classic and well-known strategy used by traders to identify the start of new trends.
Multiple Take Profit Levels: By taking profits progressively at different levels, the strategy locks in gains as the price moves in favor of the position.
Clear Trend Identification: The use of green and red bars makes it visually easier to follow the market's direction.
Risk Management: The stop-loss and take-profit features help to manage risk and optimize profit-taking.
Cons of the Strategy:
Lagging Indicators: The strategy relies on EMAs, which are lagging indicators. This means that the strategy might enter trades after the trend has already started, leading to missed opportunities or less-than-ideal entry prices.
No Confirmation Indicators: The strategy purely depends on the crossover of two EMAs and does not use other confirming indicators (e.g., RSI, MACD), which might lead to false signals in volatile markets.
How to Use in Real-Time Trading:
Use for Backtesting: Initially, use this strategy in backtest mode to understand how it would have performed historically with your preferred settings.
Paper Trading: Once comfortable, you can use paper trading to test the strategy in real-time market conditions without risking real money.
Live Trading: After testing and optimizing the strategy, you can consider using it for live trading with proper risk management in place (e.g., starting with a small position size and adjusting parameters as needed).
Summary:
This strategy is designed to identify trend reversals using EMA crossovers, with customizable take-profit levels and a stop-loss to manage risk. It's well-suited for traders looking for a systematic way to enter and exit trades based on clear market signals, while also providing flexibility to adjust for different risk profiles and trading styles.
Predictive Ranges, SMA, RSI strategyThis strategy combines three powerful technical indicators: Predictive Ranges, Simple Moving Average (SMA), and Relative Strength Index (RSI), to help identify potential market entry and exit points.
Key Features:
Predictive Ranges: The strategy utilizes predictive price levels (such as support and resistance levels) to anticipate potential price movements and possible breakouts. These levels act as critical points for making trading decisions.
SMA (Simple Moving Average): A 200-period SMA is incorporated to determine the overall market trend. The strategy trades in alignment with the direction of the SMA, taking long positions when the price is bellow the SMA and short positions when it is above. This helps ensure the strategy follows the prevailing market trend.
RSI (Relative Strength Index): The strategy uses the RSI (14-period) to gauge whether the market is overbought or oversold. A value above 70 signals that the asset may be overbought, while a value below 30 indicates that it might be oversold. These conditions are used to refine entry and exit points.
Entry & Exit Logic:
Long Entry: The strategy enters a long position when the price crosses above the predictive resistance level (UpLevel1/UpLevel2), and RSI is in the oversold region (below 30), signaling potential upward movement.
Short Entry: The strategy enters a short position when the price crosses below the predictive support level (LowLevel1/LowLevel2), and RSI is in the overbought region (above 70), signaling potential downward movement.
Exit Strategy: The exit levels are determined based on the predictive range levels (e.g., UpLevel1, UpLevel2, LowLevel1, LowLevel2), ensuring that trades are closed at optimal levels. A stop loss and take profit are also applied, based on a user-defined percentage, allowing for automated risk management.
Strategy Advantages:
Trend Following : By using SMA and predictive ranges, this strategy adapts to the prevailing market trend, enhancing its effectiveness in trending conditions.
RSI Filtering : The RSI helps avoid trades in overbought/oversold conditions, refining entry signals and improving the likelihood of success.
Customizable : Traders can adjust parameters such as stop loss, take profit, and predictive range levels, allowing them to tailor the strategy to their preferred risk tolerance and market conditions.
This strategy is designed for traders who prefer a combination of trend-following and mean-reversion techniques, with a focus on predictive market levels and essential momentum indicators to improve trade accuracy.
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Ethereum (ETH) wallet address: 0x6BbC1f99A826E1307dacA240e050f120AF9dE627
EMA SHIFT & PARALLEL [n_dot]BINANCE:ETHUSDT.P
This strategy was developed for CRYPTO FUTURES, (the settings for ETHUSDT.P) . I aimed for the strategy to function in a live environment, so I focused on making its operation realistic:
When determining the position, only 80% (adjustable) of the available cash is invested to reduce the risk of position liquidation.
I account for a 0.05% commission, typical on the futures market, for each entry and exit.
Concept:
I modified a simple, well-known method: the crossover of two exponential moving averages (FAST, SLOW) generates the entry and exit signals.
I enhanced the base idea as follows:
For the fast EMA, I incorporated a multiplier (offset) to filter out market noise and focus only on strong signals.
I use different EMAs for long and short entry points; both have their own FAST and SLOW EMAs and their own offset. For longs, the FAST EMA is adjusted downward (<1), while for shorts, it is adjusted upward (>1). Consequently, the signal is generated when the modified FAST EMA crosses the SLOW EMA.
Risk Management:
The position includes the following components:
Separate stop-losses for long and short positions.
Separate trailers for long and short positions.
The strategy operates so that the entry point is determined by the EMA crossover, while the exit is governed only by the Stop Loss or Trailer. Optionally, it can be set to close the position at the EMA recrossing ("Close at Signal").
Trailer Operation:
An entry percentage and offset are defined. The trailer activates when the price surpasses the entry price, calculated automatically by the system.
The trailer closes the position when the price drops by the offset percentage from the highest reached price.
Example for trailer:
Purchase Price = 100
Trailer Enter = 5% → Activation Price = 105 (triggers trailer if market price crosses it).
Trailer Offset = 2%
If the price rises to 110, the exit price becomes 107.8.
If the price goes to 120, the exit price becomes 117.6.
If the price falls below 117.6, the trailer closes the position.
Settings:
Source: Determines the market price reference.
End Close: Closes positions at the end of the simulation to avoid "shadow positions" and provide an objective result.
Lot proportional to free cash (%): Only a portion of free cash is invested to meet margin requirements.
Plot Short, Plot Long: Simplifies displayed information by toggling indicator lines on/off.
Long Position (toggleable):
EMA Fast ws: Window size for FAST EMA.
EMA Slow ws: Window size for SLOW EMA.
EMA Fast down shift: Adjustment factor for FAST EMA.
Stop Loss long (%): Percent drop to close the position.
Trailer enter (%): Percent above the purchase price to activate the trailer.
Trailer offset (%): Percent drop to close the position.
Short Position (toggleable):
EMA Fast ws: Window size for FAST EMA.
EMA Slow ws: Window size for SLOW EMA.
EMA Fast up shift: Adjustment factor for FAST EMA.
Stop Loss short (%): Percent rise to close the position.
Trailer enter (%): Percent below the purchase price to activate the trailer.
Trailer offset (%): Percent rise to close the position.
Operational Framework:
If in a long position and a short EMA crossover occurs, the strategy closes the long and opens a short (flip).
If in a short position and a long EMA crossover occurs, the strategy closes the short and opens a long (flip).
A position can close in three ways:
Stop Loss
Trailer
Signal Recrossing
If none are active, the position remains open until the end of the simulation.
Observations:
Shifts significantly deviating from 1 increase overfitting risk. Recommended ranges: 0.96–0.99 (long) and 1.01–1.05 (short).
The strategy's advantage lies in risk management, crucial in leveraged futures markets. It operates with relatively low DrawDown.
Recommendations:
Bullish Market: Higher entry threshold (e.g., 6%) and larger offset (e.g., 3%).
Volatile/Sideways Market: Tighter parameters (e.g., 3%, 1%).
The method is stable, and minor parameter adjustments do not significantly impact results, helping assess overfitting: if small changes lead to drastic differences, the strategy is over-optimized.
EMA Settings: Adjust FAST and SLOW EMAs based on the asset's volatility and cyclicality.
On the crypto market, especially in the Futures market, short time periods (1–15 minutes) often show significant noise, making patterns/repetitions hard to identify. I recommend setting the interval to at least 1 hour.
I hope this contributes to your success!
使用 DI+ 和 DI- 的策略 (最終完整修正且含圖表止損止盈線)策略名稱: 基於 DI+ 和 DI- 的趨勢追蹤策略 (附 ATR 止損止盈) / DI+ and DI- Trend Following Strategy with ATR Stop Loss and Take Profit
策略描述 (中文):
本策略基於趨向指標 (Directional Movement Index, DMI) 中的 DI+ 和 DI- 指標,結合趨勢過濾均線和 ATR (Average True Range) 指標來判斷市場趨勢和設定動態的止損止盈。DMI 旨在衡量價格變動的方向和強度。
DI+ (正趨向指標): 衡量向上趨勢的強度。
DI- (負趨向指標): 衡量向下趨勢的強度。
當 DI+ 高於 DI- 且收盤價高於趨勢過濾均線時,視為強勢上漲趨勢,產生買入訊號;反之,當 DI- 高於 DI+ 且收盤價低於趨勢過濾均線時,視為強勢下跌趨勢,產生賣出訊號。
本策略使用 ATR 指標來計算動態的止損和止盈水平,使止損止盈的距離能根據市場的波動性進行調整,提高策略的適應性。
策略描述 (英文):
This strategy is based on the Directional Movement Index (DMI), specifically the DI+ and DI- indicators, combined with a trend-filtering moving average and the Average True Range (ATR) to identify market trends and set dynamic stop-loss and take-profit levels. The DMI is designed to measure the direction and strength of price movements.
DI+ (Positive Directional Indicator): Measures the strength of upward trends.
DI- (Negative Directional Indicator): Measures the strength of downward trends.
When DI+ is above DI- and the closing price is above the trend-filtering moving average, it is considered a strong uptrend, generating a buy signal. Conversely, when DI- is above DI+ and the closing price is below the trend-filtering moving average, it is considered a strong downtrend, generating a sell signal.
This strategy uses the ATR indicator to calculate dynamic stop-loss and take-profit levels, allowing the stop-loss and take-profit distances to adjust to market volatility, improving the strategy's adaptability.
策略參數 (中英文對照):
DI 長度 (DI Length): 計算 DI+ 和 DI- 的週期長度。 (預設值: 14) / The period length for calculating DI+ and DI-. (Default: 14)
ADX 平滑 (ADX Smoothing): 用於平滑 ADX 的週期長度 (即使不直接使用 ADX,此參數也是必需的)。 (預設值: 14) / The period length used for smoothing the ADX (this parameter is required even if ADX is not used directly). (Default: 14)
趨勢過濾均線長度 (Trend Filter Moving Average Length): 計算趨勢過濾均線的週期長度。 (預設值: 20) / The period length for calculating the trend-filtering moving average. (Default: 20)
趨勢強度門檻值 (Trend Strength Threshold): DI+ 和 DI- 之間差距的門檻值,用於判斷趨勢是否足夠強勁。 (預設值: 20) / The threshold for the difference between DI+ and DI-, used to determine if the trend is strong enough. (Default: 20)
ATR 長度 (ATR Length): 計算 ATR 的週期長度。 (預設值: 14) / The period length for calculating the ATR. (Default: 14)
ATR 停損倍數 (ATR Stop Loss Multiplier): 止損價格與進場價格之間以 ATR 的倍數表示的距離。 (預設值: 1.5) / The distance between the stop-loss price and the entry price, expressed as a multiple of the ATR. (Default: 1.5)
ATR 止盈倍數 (ATR Take Profit Multiplier): 止盈價格與進場價格之間以 ATR 的倍數表示的距離。 (預設值: 2.5) / The distance between the take-profit price and the entry price, expressed as a multiple of the ATR. (Default: 2.5)
策略用法 (中文):
在 TradingView 上開啟一個圖表。
開啟 Pine Script 編輯器。
複製並貼上提供的程式碼。
點擊「新增到圖表」。
在策略設定中,根據您的需求調整參數。
使用回測功能測試不同參數組合的表現。
策略用法 (英文):
Open a chart on TradingView.
Open the Pine Script editor.
Copy and paste the provided code.
Click "Add to Chart".
In the strategy settings, adjust the parameters according to your needs.
Use the backtesting feature to test the performance of different parameter combinations.
訊號判斷 (中英文對照):
買入訊號 (Long Entry Signal): DI+ > DI- + 趨勢強度門檻值 且 收盤價 > 趨勢過濾均線 / DI+ > DI- + Trend Strength Threshold AND Close > Trend Filter Moving Average
賣出訊號 (Short Entry Signal): DI- > DI+ + 趨勢強度門檻值 且 收盤價 < 趨勢過濾均線 / DI- > DI+ + Trend Strength Threshold AND Close < Trend Filter Moving Average
止損止盈計算 (中英文對照):
多單停損 (Long Stop Loss): 進場價格 - (ATR * ATR 停損倍數) / Entry Price - (ATR * ATR Stop Loss Multiplier)
多單止盈 (Long Take Profit): 進場價格 + (ATR * ATR 止盈倍數) / Entry Price + (ATR * ATR Take Profit Multiplier)
空單停損 (Short Stop Loss): 進場價格 + (ATR * ATR 停損倍數) / Entry Price + (ATR * ATR Stop Loss Multiplier)
空單止盈 (Short Take Profit): 進場價格 - (ATR * ATR 止盈倍數) / Entry Price - (ATR * ATR Take Profit Multiplier)
注意事項 (中英文對照):
回測結果僅供參考,不代表未來績效。 / Backtesting results are for reference only and do not guarantee future performance.
策略參數需要根據不同的市場和時間週期進行調整。 / Strategy parameters need to be adjusted according to different markets and timeframes.
此策略不適用於所有市場環境。 / This strategy is not suitable for all market conditions.
請謹慎使用,並自行承擔交易風險。 / Please use with caution and at your own risk.
TLU2025//@version=5
strategy("RSI + MA + BB30 Strategy", overlay=true)
// === Cài đặt RSI ===
rsiLength = input(14, title="RSI Length")
rsiOverbought = input(80, title="RSI Overbought Level")
rsiOversold = input(25, title="RSI Oversold Level")
rsi = ta.rsi(close, rsiLength)
// === Cài đặt MA ===
maLength20 = input(20, title="MA20 Length")
maLength50 = input(50, title="MA50 Length")
ma20 = ta.sma(close, maLength20)
ma50 = ta.sma(close, maLength50)
// === Cài đặt Bollinger Bands (BB30) ===
bbLength = input(30, title="Bollinger Bands Length")
bbStdDev = input(2, title="BB Standard Deviation")
= ta.bb(close, bbLength, bbStdDev)
// === Điều kiện giao dịch ===
// Điều kiện Long
longCondition = (rsi < rsiOversold) and (ma20 > ma50) and (close < bbLower)
// Điều kiện Short
shortCondition = (rsi > rsiOverbought) and (ma20 < ma50) and (close > bbUpper)
// === Mở lệnh giao dịch ===
if (longCondition)
strategy.entry("Long", strategy.long)
if (shortCondition)
strategy.entry("Short", strategy.short)
// === Hiển thị chỉ báo trên biểu đồ ===
// Hiển thị MA
plot(ma20, color=color.blue, title="MA20")
plot(ma50, color=color.red, title="MA50")
// Hiển thị Bollinger Bands
plot(bbUpper, color=color.green, title="BB Upper")
plot(bbBasis, color=color.gray, title="BB Basis")
plot(bbLower, color=color.green, title="BB Lower")
// Hiển thị RSI và mức quan trọng
hline(rsiOverbought, "RSI Overbought", color=color.red, linestyle=hline.style_dashed)
hline(rsiOversold, "RSI Oversold", color=color.green, linestyle=hline.style_dashed)
plot(rsi, color=color.purple, title="RSI")
Trend Takibi ve Dalgalanma StratejisiAçıklama:
Hareketli Ortalamalar (MA): 50 ve 200 periyotluk hareketli ortalamalar kullanılarak trendin yönü belirleniyor.
RSI: RSI göstergesi ile fiyatın aşırı alım veya aşırı satım bölgelerinde olup olmadığı kontrol ediliyor.
ATR: Ortalama Gerçek Aralık (ATR) kullanılarak stop-loss ve take-profit seviyeleri belirleniyor.
Long ve Short Pozisyonlar: Hareketli ortalamaların kesişimi ve RSI'nın durumu ile long (alış) ve short (satış) pozisyonları alınıyor.
Sonuç:
Bu strateji, piyasada güçlü bir trendin olduğu ve volatilitenin arttığı durumlarda pozisyon almayı amaçlar. Uzun vadeli yatırımcılar için uygun olabilir, ancak kısa vadeli ticaret yapmak isteyenler de stratejiyi hızla uyarlayabilir.
Ichimoku Strategy XAUUSD sclaping 1MTF based on ICHIMOKU strategy! Can use in all pairs index but backtest and you are good to go!
Trend following for Gold (Stoploss+Exit Criteria+P/L Display)This strategy is an upgrade on a TEMA gold trading strategy I have developed earlier. This strategy with it's unique moving averages features editable stoploss, as well as displaying P/L per closed trade on the chart.
Feel free to use and enjoy.
Happy hunting!
Pradeep Crude oil Entry and ExitOnly Buy Entry:
EMA 20 Crossing Above EMA 50 and PULL back Entries
Exit : 10 Points Target
SL : Below 20 EMA
Only Sell Entry:
EMA 20 Crossing Below EMA 50 and PULL back Entries
Exit : 10 Points Target
SL : Above 20 EMA