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Closed Source Strategy TesterAllows you to test an indicator that is closed source (you don't have access to the code). You will need to understand the exposed data elements of the indicator you are testing. This strategy is only looking for a buy, sell, exit long, or exit short to be signals that change from 0 to 1. The stop loss/take profit, if used, are expected to be price values. I encourage you to copy this code and modify it to your needs for specific indicators.
Pine Script™ 전략
EdMLegionXX의
Fibonacci + RSI - StrategyOverview This is an intraday mean-reversion strategy designed for short timeframes (1–30 minutes). It combines volatility-based Fibonacci bands with RSI momentum signals to identify temporary price extremes and trade pullbacks back toward fair value. The strategy trades both long and short, uses limit entries, a manual exit logic, and a hard stop-loss as risk protection. Market Context The strategy assumes that, on intraday timeframes: price frequently deviates from its short-term fair value, extreme deviations tend to revert, momentum (RSI) can confirm exhaustion. It is not a trend-following system. Trades are taken against short-term extremes, not in the direction of breakouts. Indicators Used 1. Fibonacci Volatility Bands The bands are calculated using: VWMA (Volume Weighted Moving Average) as the central price, Standard Deviation as a volatility measure, a multiplier to create upper and lower bands. Key levels: Upper Band (fu1) – overextended price zone Lower Band (fd1) – oversold price zone Intermediate targets (fu764 / fd764) – mean-reversion profit targets These bands behave similarly to dynamic volatility channels. 2. RSI (Relative Strength Index) RSI length: typically 14 Oversold level: 30 Overbought level: 70 The strategy uses RSI crossovers to confirm momentum reversal: crossing up from oversold → potential long crossing down from overbought → potential short Entry Rules Long Entry A long position is considered when: Price trades below the lower Fibonacci band (fd1) RSI crosses upward from the oversold level Price is still below the predefined upside target The trade is entered using a limit order at the candle close. Short Entry A short position is considered when: Price trades above the upper Fibonacci band (fu1) RSI crosses downward from the overbought level Price is still above the predefined downside target The trade is entered using a limit order at the candle close. Exit Rules Manual Exit (Primary Exit) Positions are closed manually when price reaches predefined Fibonacci target levels: Long: price moves back up into the target zone Short: price moves back down into the target zone This exit represents the mean-reversion objective of the strategy. Stop-Loss (Risk Protection) A hard stop-loss is always active to protect against adverse moves. Long stop: below entry price Short stop: above entry price The stop is calculated as a fixed percentage (or ATR-based in later versions) from the entry price. The stop-loss is not the primary exit, but a safety mechanism. Order Management Philosophy Limit entries are used to avoid market slippage. Manual exits control trade logic. Stop-loss exits control risk only. Only one position per direction is managed at a time. Alerts are generated at signal or entry time for automation or monitoring. Risk & Characteristics Designed for frequent, small trades Low average drawdown per trade Performance depends heavily on: volatility regime correct stop sizing disciplined risk management Without proper position sizing, the strategy must not be traded live. Suitable Markets Forex pairs Indices Liquid crypto pairs Best performance is expected in ranging or mildly trending markets. Summary This strategy attempts to exploit short-term price overextensions by combining volatility bands with momentum confirmation. It relies on mean reversion, controlled risk, and disciplined execution rather than large directional moves.
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hacky1610_1의
GK1 Long only Daily Trend Strategy Max 4 Positions Risk-BasedThis strategy buys strong uptrends on the daily chart, risks a fixed % of capital per trade, limits how many trades are open at once, and exits using a trailing volatility stop or when the trend weakens. What kind of market does this work best in? 1.Strong, persistent trends 2.Index ETFs, sector ETFs, large-cap stocks 3.Bull markets or strong sector rotations It will underperform in: Sideways markets Choppy ranges High-frequency reversals The market condition this is looking for " A healthy, established uptrend" It only goes LONG (no shorts) and only when all of these are true: Short-term trend is up: 14-day moving average > 50-day moving average Long-term trend is bullish: Price is above the 200-day moving average Primary trend is improving: 200-day MA is rising (today > yesterday) Volume is normal (not dead, not crazy): Avoids illiquid days and blow-off spikes Translation: “I only buy when the market is already strong and behaving normally.” It can hold up to 4 positions at the same time Designed for multiple signals across time, not over-trading You choose a Risk % per trade (default = 1%) That means: If the stop loss is hit, you lose ~1% of your total account It uses ATR (Average True Range): ATR measures how much the market normally moves Stop loss = 2.5 × ATR Position size = (1% of account) ÷ stop distance So: Volatile market → smaller position Calm market → bigger position Exit #1: Trailing ATR stop (main exit) Tracks the highest close since entry Stop moves up only, never down If price reverses by ~2.5 ATR → exit 📌 Translation: “Let winners run, cut losers automatically.” Exit #1: Trailing ATR stop (main exit) Tracks the highest close since entry Stop moves up only, never down If price reverses by ~2.5 ATR → exit 📌 Translation: “Let winners run, cut losers automatically.”
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GK11111의
HARSI RSI Shadow SHORT Strategy M1HARSI – Heikin Ashi RSI Shadow Indicator HARSI (Heikin Ashi RSI Shadow) is a momentum-based oscillator that combines the concept of Heikin Ashi smoothing with the Relative Strength Index (RSI) to reduce market noise and highlight short-term trend strength. Instead of plotting traditional price candles, HARSI transforms RSI values into a zero-centered oscillator (RSI − 50), allowing traders to clearly identify bullish and bearish momentum around the median line. The smoothing mechanism inspired by Heikin Ashi candles helps filter out false signals, making the indicator especially effective on lower timeframes such as M1. The RSI Shadow reacts quickly to momentum shifts while maintaining smooth transitions, which makes it suitable for scalping and intraday trading. Key threshold levels (such as ±20 and ±30) can be used to detect momentum expansion, exhaustion, and potential continuation setups.
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RumeryWise0288의
mua HARSI RSI Shadow Strategy M1 (Fixed)HARSI – Heikin Ashi RSI Shadow Indicator HARSI (Heikin Ashi RSI Shadow) is a momentum-based oscillator that combines the concept of Heikin Ashi smoothing with the Relative Strength Index (RSI) to reduce market noise and highlight short-term trend strength. Instead of plotting traditional price candles, HARSI transforms RSI values into a zero-centered oscillator (RSI − 50), allowing traders to clearly identify bullish and bearish momentum around the median line. The smoothing mechanism inspired by Heikin Ashi candles helps filter out false signals, making the indicator especially effective on lower timeframes such as M1. The RSI Shadow reacts quickly to momentum shifts while maintaining smooth transitions, which makes it suitable for scalping and intraday trading. Key threshold levels (such as ±20 and ±30) can be used to detect momentum expansion, exhaustion, and potential continuation setups. HARSI works best in liquid markets and can be used as a standalone momentum indicator or combined with trend filters such as moving averages or VWAP for higher-probability trades. Key Features: Zero-centered RSI oscillator (RSI − 50) Heikin Ashi–style smoothing to reduce noise Clear momentum-based entry signals Optimized for lower timeframes (M1 scalping) Suitable for both Spot and Futures trading
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RumeryWise0288의
mua HARSI RSI Shadow Strategy M1 (Fixed)HARSI – Heikin Ashi RSI Shadow Indicator HARSI (Heikin Ashi RSI Shadow) is a momentum-based oscillator that combines the concept of Heikin Ashi smoothing with the Relative Strength Index (RSI) to reduce market noise and highlight short-term trend strength. Instead of plotting traditional price candles, HARSI transforms RSI values into a zero-centered oscillator (RSI − 50), allowing traders to clearly identify bullish and bearish momentum around the median line. The smoothing mechanism inspired by Heikin Ashi candles helps filter out false signals, making the indicator especially effective on lower timeframes such as M1. The RSI Shadow reacts quickly to momentum shifts while maintaining smooth transitions, which makes it suitable for scalping and intraday trading. Key threshold levels (such as ±20 and ±30) can be used to detect momentum expansion, exhaustion, and potential continuation setups. HARSI works best in liquid markets and can be used as a standalone momentum indicator or combined with trend filters such as moving averages or VWAP for higher-probability trades. Key Features: Zero-centered RSI oscillator (RSI − 50) Heikin Ashi–style smoothing to reduce noise Clear momentum-based entry signals Optimized for lower timeframes (M1 scalping) Suitable for both Spot and Futures trading
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RumeryWise0288의
BULL Whale Finder + BTC 1hBULL Whale Finder + BTC 1h is a long-only strategy designed to capture strong impulsive moves in Bitcoin. It trades expansion (Whale) bars that appear in the direction of the trend, confirmed by the 200-period moving average on both 1H and 4H, with price holding above the 20-period moving average. Entries focus on impulsive moves that originate from structural zones, not late breakouts. Risk management is fully automated: ATR-based initial stop Automatic profit protection (Pay-Self) Adds and partial exits based on the expansion-bar sequence A protected runner managed with a trailing stop The user only sets the risk per trade (MLPT). All other parameters are hardcoded and locked to prevent over-optimization. 👉 Ready for backtesting, discretionary execution, or full automation.
Pine Script™ 전략
manueldelcura1의
Quantum Cortex AI [Pro Strategy] - Adaptive Neural EngineQuantum Cortex AI — Adaptive Neural Engine Introduction Welcome to the future of algorithmic execution. Quantum Cortex AI is not just an indicator; it is a complete trading ecosystem engineered through advanced machine learning modeling. Designed to solve the eternal dilemma of modern trading—Lag vs. Noise—this system utilizes a non-linear "Quantum" processing core that adapts its sensitivity in real-time based on Volume Flow and Statistical Variance. Unlike traditional linear tools, Quantum Cortex does not see "time"; it sees market activity. It distinguishes between true market reversals and dangerous consolidation zones ("whipsaws"), protecting your capital until high-probability conditions are met. 🧠 The "Black Box" Core This script operates on a proprietary adaptive logic developed to filter out market noise. Neural Adaptation: The trend line adjusts its speed based on volatility. In fast markets, it reacts instantly. In chopping markets, it hardens to prevent false signals. SigmaGuard Technology: An internal volatility filter that detects "Dead Zones" (sideways markets) and disables trading until a genuine breakout occurs. 🛡️ Strategic Engines (Dual Mode) The system features a professional-grade backtesting panel with two distinct execution architectures, allowing you to adapt to different market conditions: MODE 1: Trend Following (Trailing ATR) Philosophy: "Let the winners run." Mechanism: The system identifies a trend and activates a dynamic Trailing Stop based on the Average True Range (ATR). Benefit: As the price explodes in your favor, the stop-loss moves up automatically, locking in profits while giving the trade room to breathe. MODE 2: Precision Scalp (Math-Based Target) Philosophy: "Sniper entries with guaranteed net profit." Smart Fee Calculation: You input your exchange fee (e.g., Binance Taker 0.1%). The algorithm automatically calculates the Breakeven Point + Fees (Entry/Exit) + Desired Net Profit. Execution: It places a precise Limit Order at the exact mathematical target. Safety Net: If the target is not hit, the system utilizes a Reversal Stop, closing the trade immediately if the trend changes, preventing winning positions from turning into losses. 💰 Capital Growth Engine Includes a built-in Money Management module: Fixed Equity: Trade with a static amount per trade (e.g., $1,000). Compound Mode: Activate "Compound Interest" to automatically reinvest profits from previous trades into the next entry, testing the potential for exponential account growth. ⚙️ Optimization & Setup This algorithm has been specifically fine-tuned for high-leverage environments: Asset: BTC/USDT (Bitcoin Perpetual). Exchange: Optimized for Binance Futures (Standard Taker Fee: 0.1%). Timeframes: Works on 1H timeframe. 🔒 Access Quantum Cortex AI is a premium Invite-Only script. The source code is protected to maintain the integrity of the proprietary strategy. The market evolves. So should your tools. Disclaimer: Past performance is not indicative of future results. This tool is for educational and assistance purposes only. Always use proper risk management.
Pine Script™ 전략
joaoguariglia의
1
Professional Grid & Reversal Bot v10 (Binance Style)Professional Grid & Reversal Bot v10 (Binance Style) – Open Source & Educational About this Script: This script is an advanced Grid Trading & Smart Reversal strategy, inspired by professional Binance-style execution. It is designed as an educational, open-source tool for traders who want to understand market dynamics, grid logic, and risk management. How it Works: 1️⃣ Grid Execution: • Divides the price range between the high and low into multiple levels (Grids). • Opens Buy orders in the lower half and Sell orders in the upper half. • Levels are calculated dynamically based on the highest and lowest prices over a selected lookback period. 2️⃣ Smart Reversal System: • Detects price touches on the high or low range boundaries to identify potential reversal points. • Opens Buy orders at the lows and Sell orders at the highs using a configurable confirmation percentage (revPct). • Helps traders capture short-term price swings effectively. 3️⃣ Risk & Size Management: • Position sizing based on USD amount and leverage. • Automatic Take Profit (TP) and Stop Loss (SL) for every trade. • Controls overtrading via the "pyramiding" parameter (max open trades). 4️⃣ Advanced Visualization: • Plots the grid range with high/low levels and fills the background for clear context. • Highlights potential Supply and Demand Zones. • Displays a dynamic "Binance-style" Order Book table showing Side, Price, Quantity, and PnL. 5️⃣ Key Counters & Indicators: • levelsArr → Stores all grid levels for execution and plotting. • touchedHigh / touchedLow → Monitors range touches to trigger reversals. • strategy.openprofit → Displays live open trade PnL directly on the chart. Additional Features: • Supports both English and Arabic languages. • Dark Theme optimized for readability. • Dynamic control panel updates on every bar. • Flexible settings for Auto or Manual grid range updates. User Guidance: • This script is for educational purposes only; it does not guarantee profits. • We recommend adjusting Grid Levels, Reversal Percentage, and Trade Size to experiment with different strategies. Community Engagement: • Suggestions and improvements are welcome! 💡 • If you have ideas for new features, let's develop them together to enhance learning. • Please support the script with a Like & Boost if you find it useful. • Encourages knowledge sharing to improve collective performance. License: Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0) Free for educational use only. Please give credit to the author when sharing or modifying the script.
Pine Script™ 전략
nazaralgeze의
Long Only - Double EMA + SessionOverview This is a high-probability Long-Only trend-following strategy designed primarily for the 65-minute and 4-hour timeframes. It utilizes a dual-layered filter system to align trades with both macro and mid-term market momentum, ensuring entries only occur during healthy uptrends. The strategy is optimized for volatile, high-growth assets like TSLA and MSFT. How It Works The strategy relies on three primary pillars of technical analysis to confirm an "A+" setup: Macro Trend Filter (200 EMA): We only look for long opportunities when the price is above the 200-period Exponential Moving Average. This keeps the strategy on the right side of the long-term trend and avoids "buying the dip" during major bear markets. Momentum Filter (50 EMA): The 50 EMA acts as a local trend filter. By requiring price to be above both EMAs, we ensure the medium-term momentum is also bullish. The Trigger (Stochastic RSI): We enter when the Stochastic RSI K-line crosses above the 20 level (Oversold). This identifies local "oversold" pullbacks within a larger uptrend. Risk Management & Exit Plan This strategy is built with professional-grade capital preservation in mind: Trailing Stop-Loss: A 5% trailing stop follows the price as it moves in our favor. This protects unrealized profits and helps mitigate the drawdown during sudden reversals. Dynamic Profit Target: The strategy exits automatically if the Stochastic RSI K-line reaches the 97 level, capturing gains at the peak of momentum. Session Filter: To avoid the "noise" of pre-market and low-volume afternoon trading, the strategy is restricted to the Market Open (9:30 AM EST) window where institutional volume is highest. Backtesting Notes Realistic Simulation: This strategy includes a 0.05% commission and 2 ticks of slippage to reflect real-world execution costs. Recommended Assets: Optimized for Nasdaq-100 components and high-volume growth stocks. Timeframe: Best performance found on 65m or 4h intervals.
Pine Script™ 전략
suddenSeahorse88500의
Quantum X StrategyQuantum X Strategy — Expanded Description Quantum X Strategy is a carefully structured market-participation framework, designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions. Unlike reactive or single-indicator systems, this strategy evaluates the overall market context to ensure participation only occurs under conditions that have a higher probability of meaningful directional movement. Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over frequency of trades. Structural Design The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior: Directional Alignment: The system monitors multiple market behaviors to determine whether they collectively indicate bullish or bearish intent. Weighted Contribution: Each contributing factor is scored independently, and trades are considered only when the combined state reaches a meaningful threshold. Quality Filtering: The model filters out low-quality setups, minimizing the chance of entering trades in ambiguous or volatile conditions without sufficient confirmation. This design ensures that no single signal can trigger a trade independently, maintaining structural discipline and consistency in execution. Trade Dynamics Trade Activation: Trades are executed only when the internal alignment reaches a significant level of directional agreement. Sporadic or incomplete signals are ignored, ensuring that only setups with sufficient conviction are considered. Trade Closure: Positions are closed when the internal momentum alignment deteriorates or when a reversal in trend bias is detected. This dynamic exit approach prevents unnecessary exposure during weak market conditions. Market Inactivity: The system remains passive during periods of indecision, low volatility, or ambiguous market behavior. By staying inactive during such phases, the strategy reduces risk and avoids overtrading. Backtesting Context The strategy’s execution is restricted to post-2025 market data, ensuring that its performance reflects recent structural patterns and volatility behavior. Older market regimes, which may not be representative of current conditions, are intentionally excluded from analysis. This approach provides a realistic and relevant evaluation of the strategy’s effectiveness in today’s market environment. Intended Use Instrument: MIDCAPNIFTY Timeframe: 15-Minute Application: Suitable for intraday trading and short-term directional observation Risk Management: Designed to be used in conjunction with independent position sizing, stop-loss, and capital allocation discipline This system is most effective when traders maintain strict adherence to its entry and exit signals, avoiding discretionary overrides that could compromise the model’s integrity. Intellectual Property Notice The internal scoring methodology, alignment logic, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy. The design prevents direct replication while still allowing traders and moderators to understand the conceptual framework behind its decisions. Disclaimer This strategy is provided strictly for educational, research, and backtesting purposes only. Market conditions evolve, and past performance does not guarantee future results. Traders are responsible for forward-testing and applying their own capital, risk, and position-sizing controls before implementing any live trades. 🔹 Moderator-Friendly Expanded Summary Instrument & Timeframe: MIDCAPNIFTY, 15-Minute Start Date: January 2025 onward Position Size: 1 lot / fixed quantity Initial Capital: ₹100,000 Commission & Slippage: 0.01% commission, 2-point slippage Trade Logic: Internal alignment model evaluating multiple independent market behaviors Trade Activation: Trades executed only when internal directional consensus reaches a significant threshold Trade Closure: Positions closed when alignment weakens or trend bias shifts Market Inactivity: System remains inactive during ambiguous, low-information, or low-volatility periods Risk Management: Users are encouraged to define stop-loss, capital allocation, and position-sizing according to personal risk tolerance IP Justification: Internal scoring, alignment logic, and thresholds are abstracted to maintain strategy originality Purpose: Strictly educational, research, and demonstration use only
Pine Script™ 전략
AlgoVisionX의
BiasFlow Long System🔹 Short summary “BiasFlow Long System” is an invite-only, long-only strategy designed to participate in bullish trends using a combination of: • a directional “bias” filter based on price behaviour over time, and • candle-structure conditions that confirm short-term strength before entering, plus a simple risk-management layer (stop loss and optional take profit). The system is intentionally selective: it aims to enter only when a clear upward bias and a cluster of bullish price action align, and then to exit on opposite conditions or risk-based levels. It is NOT a holy grail and NOT financial advice. ──────────────────────── 0. Legal / risk disclaimer ──────────────────────── • This script is invite-only and for EDUCATIONAL and RESEARCH purposes only. • It is NOT financial advice and does NOT guarantee profits. • Backtest results can differ significantly from live trading results. • Markets change over time; past performance is NOT indicative of future results. • You are fully responsible for your own trading decisions and risk. Do not trade with money you cannot afford to lose. Always start with demo / paper trading and make sure you understand how the strategy behaves on your own market and timeframe before risking real capital. ──────────────────────── 1. About default settings and risk (very important) ──────────────────────── The internal `strategy()` call uses: • `initial_capital = 100` → This is only a simple example account size for testing. • `default_qty_type = strategy.percent_of_equity` • `default_qty_value = 100` → This means 100% of equity per trade in the default properties. → This is EXTREMELY AGGRESSIVE and should be treated purely as a STRESS TEST of the logic, **not** as a realistic way to trade. To align with TradingView’s Strategy Results guidelines and more realistic risk management, you should: 1. Open **Strategy Settings → Properties**. 2. Change: • Order size type → **Percent of equity** (if not already). • Order size (percent) → e.g. **1–2%** per trade (or any small risk that fits your plan). 3. Check that **commission & slippage** are realistic for your broker and market. • The script uses a 0.1% example commission and a small slippage value as a starting point, but you must adapt them to your conditions. If you decide to run 100% of equity per trade, treat it only as a stress scenario for backtesting the behaviour of the system, **never** as a recommended risk profile for live trading. ──────────────────────── 2. What this strategy tries to do (conceptual overview) ──────────────────────── BiasFlow Long System is a **long-only, bias-based trend participation strategy**. Conceptually, it tries to: 1. Detect when the market has a **sustained upward directional bias** using an internal bias filter applied directly to price behaviour over time. 2. Wait for a **short-term cluster of bullish candles** in that favourable environment before entering a long position. 3. Use **risk-based exits** (stop loss and optional take profit) together with a bearish candle-structure condition to close trades when the upward bias fails or local conditions deteriorate. In other words, it is not trying to catch every small fluctuation. Instead, it waits for the market to **lean upward** and then demands a clear, short-term confirmation from the candles before committing capital, exiting either on a controlled risk level or on a structured bearish pattern. ──────────────────────── 3. Components and how they work together ──────────────────────── BiasFlow Long System consists of three main building blocks: (1) Time / backtest window control • You can select a continuous start/end date range. • You can also use a **year-selector** (checkboxes per year) to include or exclude specific calendar years. • This allows you to: - test the strategy across long histories, - compare behaviour in different regimes (e.g. 2018 vs 2021), - avoid accidentally cherry-picking a tiny, overly-optimistic window. (2) Bias engine • Internally, the strategy computes a **directional bias** from price. • It classifies the environment into broad states like “up”, “down” (and internally handles flat conditions). • Long entries are only allowed when the bias engine deems the environment favourable (an “up” state). • This prevents the strategy from buying blindly into obvious downtrends. (3) Candle-structure and risk module • Entry signals require a **cluster of bullish candles** that meet strict internal conditions. - Exact rules are deliberately not disclosed, but the idea is to demand multiple aligned bullish bars to confirm local strength before entering. • Exits can be triggered by: - a **cluster of bearish candles** under suitable conditions, signalling local weakness, and/or - the risk module (stop loss / take profit) if those levels are hit first. These components are designed to work together so that the strategy only participates when: • the broader environment supports longs (bias engine), and • the immediate price action confirms that bullish pressure is actually present (candle structure), while exits are handled in a rule-based way either by candle structure or by pre-defined risk thresholds. ──────────────────────── 4. Entry & Exit logic (high level) ──────────────────────── At a high conceptual level: A) Time filter • Only bars inside your chosen backtest window (date range or selected years) are considered for entries and exits. • This helps you analyse specific periods (e.g. only post-2020 data) without changing the code. B) Entry (long-only) A long trade is considered only when all of the following conceptual conditions are met: 1. The bar is inside the allowed backtest window. 2. The **bias engine** classifies the environment as favourable for longs (up-bias). 3. The most recent candles form a **bullish sequence** according to internal rules (e.g. price closing strongly vs. open on several consecutive bars). If these conditions align, the strategy opens a **single long position** with the sizing defined in your Strategy Properties (for example 1–2% of equity per trade). C) Risk-based exit Once in a position, the strategy maintains a basic risk framework: • **Stop Loss (SL)**: - Defined as a percentage distance below the average entry price. - Enabled by default in the Inputs, but you can adjust the percentage or disable it if you want to test raw logic. • **Take Profit (TP)**: - Also defined as a percentage distance above the average entry price. - By default, the TP module is optional and configured as a very wide level so it does not interfere unless you intentionally enable and tune it. - You should set a realistic TP (for example a multiple of your risk) if you want to use it. The SL/TP orders are managed as OCO exits by TradingView, so if one is hit first, the other is cancelled automatically. D) Candle-based exit In addition to risk exits: • The strategy watches for a **structured bearish sequence** of candles while the bias is still acceptable for exits. • When that bearish structure appears, the strategy closes the open long position. • This allows the system to respond to a change in short-term price behaviour even if the stop loss or take profit have not been reached yet. ──────────────────────── 5. Recommended backtest configuration (to avoid misleading results) ──────────────────────── To keep your results in line with TradingView’s Strategy Results guidelines and avoid misleading curves: 1. **Initial capital** - You can keep 100 as in the code or choose any other realistic account size. 2. **Order size (RISK PER TRADE)** - Type: **Percent of equity**. - Recommended: **1–2% per trade** as a starting point. - Avoid using more than 5–10% risk per trade if you want something that could be sustainable in real trading. 3. **Commission & slippage** - Commission: for example 0.1% if that approximates your broker’s fee. - Slippage: a few ticks (e.g. 3) to represent real fills. - Always adjust these to your instrument and broker conditions. 4. **Timeframe & markets** - The system is designed to work on trending instruments (for example major crypto pairs or indices). - Typical timeframes: 1D is reasonable starting points but you can try with 1H / 4H. - On higher timeframes, trades will be rarer but may aim at larger swings. 5. **Avoid “caution warning” backtests** - If TradingView shows warnings like “too few trades” or “insufficient data” in your chosen configuration, consider: - expanding the backtest period, - switching to a more liquid / volatile instrument, or - changing timeframe to produce a more meaningful sample. ──────────────────────── 5a. About low trade count and selective signals ──────────────────────── BiasFlow Long System is **not** a high-frequency scalping algorithm. It is deliberately selective: • It is long-only. • It requires a favourable bias environment AND a specific pattern of bullish candles before entering. • On higher timeframes (e.g. Daily) or very strict filter settings, the strategy can produce a **relatively low number of trades** over many years of data. TradingView often recommends having 100+ trades for stronger statistics. In this particular system: • A lower trade count is a **conscious design choice**, reflecting the goal of focusing on a smaller set of higher-conviction long setups rather than constant trading. • Because of this, backtest metrics (profit factor, win rate, etc.) should NOT be interpreted as statistically “proven” – they are just one sample of how this logic would have behaved on past data. Always use caution when drawing conclusions from a small number of trades. ──────────────────────── 6. How to use this strategy (step-by-step) ──────────────────────── 1. **Add the script to your chart** - Choose your instrument and timeframe (e.g. BTCUSDT 1D, or any trending symbol you want to study). 2. **Configure the backtest window** - In the Inputs, set either: - a specific Start Date (e.g. 2018-01-01), or - use the year checkboxes to include/exclude calendar years. - This allows you to test different regimes (pre-/post-halving, bull vs. bear, etc.). 3. **Adjust risk settings** - Open Inputs → Risk Management: - Choose whether to use the Stop Loss and/or Take Profit. - Set realistic percentages for your market and volatility. - Open Strategy Properties: - Set order size to a realistic % of equity (e.g. 1–2%). - Verify commission and slippage. 4. **Run the backtest** - Inspect: - Net Profit, Max Drawdown, Profit Factor - Number of trades and average trade duration - Equity curve shape (smooth vs. choppy). 5. **Experiment carefully** - Try different symbols, timeframes, and risk settings. - Observe how the system behaves in different market regimes and how sensitive it is to your parameter choices. 6. **Forward-test in demo** - Before even considering live usage, run the system on a paper account and watch how signals appear in real time. - Make sure the behaviour matches your expectations from the backtest. ──────────────────────── 7. Originality and usefulness (why this is more than a mashup) ──────────────────────── BiasFlow Long System is not just a visual mashup of common indicators on a chart. It is a **coherent, bias-driven framework** with: • A dedicated **time / regime control** (year and date filters) to study behaviour across multiple cycles. • An internal **bias engine** that only allows trades when the market structure supports longs. • A **candle-structure layer** that requires a sequence of aligned bullish or bearish bars, rather than isolated single-bar signals. • A simple but practical **risk module** that integrates percentage-based SL/TP exits. The core logic is intentionally abstracted and not publicly disclosed, but the conceptual design is: • to combine directional bias, • with short-term confirmation, • under explicit risk-management constraints, in a way that is testable, repeatable, and suitable as a base for further private research and improvement. ──────────────────────── 8. Limitations and good practices ──────────────────────── • No strategy performs well in all markets and all conditions. • This system is **long-only**, so in prolonged bear markets it may spend long periods out of the market or perform poorly. • Performance is sensitive to: - timeframe, - instrument volatility, - risk settings (SL/TP, position size). Good practices: • Test on multiple instruments and timeframes. • Focus on drawdowns, stability, and robustness, not just on maximum profit. • Avoid overfitting by constantly re-optimising parameters to your last backtest window. • Treat this as a **framework and research tool**, not a plug-and-play money printer. ──────────────────────── 9. Licensing and credits ──────────────────────── • Code and logic: - “BiasFlow Long System” created by Jokiniemi Marcin Arcisz. • This script is invite-only. • If you reuse or extend ideas from this system, please do so in a way that respects TradingView’s House Rules and the author’s intent. ──────────────────────── 10. Invite-only / vendor information ──────────────────────── • This strategy is distributed on an **invite-only** basis. • There is **no guarantee of profit** and no claim that this strategy will outperform the market. • The description focuses on the conceptual design and risk considerations so that TradingView users and moderators can understand what it tries to do and how to use it responsibly. • Any access, subscription, or collaboration outside TradingView, if it exists, should always comply with TradingView’s Vendor Requirements and general House Rules. ──────────────────────── 11. Example backtest settings used in screenshots ──────────────────────── To avoid confusion about how example results were produced, here is one concrete configuration you can use as a starting point: • Symbol: BTCUSDT (or another major, liquid trending pair) • Timeframe: 1D • Backtest period: from 2018-01-01 to the most recent available data • Initial capital: 100 • Order size type: Percent of equity • Order size: 2% per trade • Commission: 0.1% • Slippage: 3 ticks • Risk settings: - Stop Loss enabled with a moderate % distance from entry - Take Profit disabled or set to a realistic multiple of the risk • Filters: - Backtest window: multiple years selected - Bias engine and candle-structure logic enabled (as they are part of the core system) If you change any of these parameters (symbol, timeframe, risk per trade, commission, slippage, backtest window, etc.), your results will look different. Always adapt the configuration to your own risk tolerance, market, and trading style.
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