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Z-Score Normalized VIX StrategyThis strategy leverages the concept of the Z-score applied to multiple VIX-based volatility indices, specifically designed to capture market reversals based on the normalization of volatility. The strategy takes advantage of VIX-related indicators to measure extreme levels of market fear or greed and adjusts its position accordingly. 1. Overview of the Z-Score Methodology The Z-score is a statistical measure that describes the position of a value relative to the mean of a distribution in terms of standard deviations. In this strategy, the Z-score is calculated for various volatility indices to assess how far their values are from their historical averages, thus normalizing volatility levels. The Z-score is calculated as follows: Z = \frac{X - \mu}{\sigma} Where: • X is the current value of the volatility index. • \mu is the mean of the index over a specified period. • \sigma is the standard deviation of the index over the same period. This measure tells us how many standard deviations the current value of the index is away from its average, indicating whether the market is experiencing unusually high or low volatility (fear or calm). 2. VIX Indices Used in the Strategy The strategy utilizes four commonly referenced volatility indices: • VIX (CBOE Volatility Index): Measures the market’s expectations of 30-day volatility based on S&P 500 options. • VIX3M (3-Month VIX): Reflects expectations of volatility over the next three months. • VIX9D (9-Day VIX): Reflects shorter-term volatility expectations. • VVIX (VIX of VIX): Measures the volatility of the VIX itself, indicating the level of uncertainty in the volatility index. These indices provide a comprehensive view of the current volatility landscape across different time horizons. 3. Strategy Logic The strategy follows a long entry condition and an exit condition based on the combined Z-score of the selected volatility indices: • Long Entry Condition: The strategy enters a long position when the combined Z-score of the selected VIX indices falls below a user-defined threshold, indicating an abnormally low level of volatility (suggesting a potential market bottom and a bullish reversal). The threshold is set as a negative value (e.g., -1), where a more negative Z-score implies greater deviation below the mean. • Exit Condition: The strategy exits the long position when the combined Z-score exceeds the threshold (i.e., when the market volatility increases above the threshold, indicating a shift in market sentiment and reduced likelihood of continued upward momentum). 4. User Inputs • Z-Score Lookback Period: The user can adjust the lookback period for calculating the Z-score (e.g., 6 periods). • Z-Score Threshold: A customizable threshold value to define when the market has reached an extreme volatility level, triggering entries and exits. The strategy also allows users to select which VIX indices to use, with checkboxes to enable or disable each index in the calculation of the combined Z-score. 5. Trade Execution Parameters • Initial Capital: The strategy assumes an initial capital of $20,000. • Pyramiding: The strategy does not allow pyramiding (multiple positions in the same direction). • Commission and Slippage: The commission is set at $0.05 per contract, and slippage is set at 1 tick. 6. Statistical Basis of the Z-Score Approach The Z-score methodology is a standard technique in statistics and finance, commonly used in risk management and for identifying outliers or unusual events. According to Dumas, Fleming, and Whaley (1998), volatility indices like the VIX serve as a useful proxy for market sentiment, particularly during periods of high uncertainty. By calculating the Z-score, we normalize volatility and quantify the degree to which the current volatility deviates from historical norms, allowing for systematic entry and exit based on these deviations. 7. Implications of the Strategy This strategy aims to exploit market conditions where volatility has deviated significantly from its historical mean. When the Z-score falls below the threshold, it suggests that the market has become excessively calm, potentially indicating an overreaction to past market events. Entering long positions under such conditions could capture market reversals as fear subsides and volatility normalizes. Conversely, when the Z-score rises above the threshold, it signals increased volatility, which could be indicative of a bearish shift in the market, prompting an exit from the position. By applying this Z-score normalized approach, the strategy seeks to achieve more consistent entry and exit points by reducing reliance on subjective interpretation of market conditions. 8. Scientific Sources • Dumas, B., Fleming, J., & Whaley, R. (1998). “Implied Volatility Functions: Empirical Tests”. The Journal of Finance, 53(6), 2059-2106. This paper discusses the use of volatility indices and their empirical behavior, providing context for volatility-based strategies. • Black, F., & Scholes, M. (1973). “The Pricing of Options and Corporate Liabilities”. Journal of Political Economy, 81(3), 637-654. The original Black-Scholes model, which forms the basis for many volatility-related strategies.
Pine Script™ 전략
EdgeTools의
Enhanced Forex Trading SignalsEnhanced Forex Trading Strategy - Usage Instructions Overview This improved Pine Script strategy provides clear buy and sell signals for forex trading. The script has been enhanced to offer: Signal Strength Calculation - A numerical value (0-100%) indicating the strength of buy/sell signals Visual Dashboard - Real-time display of key trading indicators and current signal Clear Visual Signals - Large triangles for buy/sell signals and background color changes Multiple Technical Indicators - Combines moving averages, RSI, MACD, and price position analysis Key Improvements The original script has been enhanced with the following improvements: Signal Strength System: Instead of binary yes/no signals, the strategy now calculates a strength percentage for both buy and sell signals Signal Filtering: Only generates signals when strength exceeds your chosen threshold Visual Dashboard: Shows all key information in one place for quick decision making Clearer Visual Indicators: Background color changes and larger signal markers Additional Technical Indicators: Added MACD and RSI divergence detection Smoother Signals: Signal smoothing to reduce false signals and whipsaws How to Use Step 1: Load the Script in TradingView Open TradingView and create a new Pine Script Copy and paste the entire code from improved_forex_strategy.pine Click "Save" and then "Add to Chart" Step 2: Configure Settings The script includes several customizable parameters: Moving Average Periods: Adjust short and long MA periods based on your trading timeframe Signal Threshold: Set the minimum signal strength (0-100) required to generate buy/sell signals RSI Settings: Customize overbought/oversold levels Stop Loss/Take Profit: Set your risk management parameters Dashboard Settings: Enable/disable the dashboard and choose its location Step 3: Interpreting Signals Buy Signal (Green Triangle Up) A buy signal is generated when: Buy signal strength exceeds your threshold (default 70%) Buy strength is greater than sell strength A green triangle appears below the price bar Background turns light green Sell Signal (Red Triangle Down) A sell signal is generated when: Sell signal strength exceeds your threshold (default 70%) Sell strength is greater than buy strength A red triangle appears above the price bar Background turns light red Dashboard Information The dashboard provides at-a-glance information: Current buy and sell signal strengths (0-100%) Overall market trend (Bullish/Bearish/Neutral) RSI status (Overbought/Oversold/Neutral) Price position relative to 52-week range Current signal recommendation (Buy/Sell/No Signal) Signal Strength Calculation The signal strength is calculated based on multiple factors: Buy Signal Strength Factors Trend is up (short MA > long MA): +20% Bullish MA crossover: +30% RSI oversold condition: +15% MACD bullish cross: +15% MACD line positive: +10% Price near 52-week low: +15% Positive sentiment (volume surge with upward momentum): +10% RSI bullish divergence: +15% Sell Signal Strength Factors Trend is down (short MA < long MA): +20% Bearish MA crossover: +30% RSI overbought condition: +15% MACD bearish cross: +15% MACD line negative: +10% Price near 52-week high: +15% Negative sentiment (volume surge with downward momentum): +10% RSI bearish divergence: +15% The final strength is smoothed over several periods to reduce noise and false signals. Recommended Settings for Different Timeframes Short-term Trading (1h, 4h charts) Short MA: 5-10 Long MA: 20-30 Signal Threshold: 60-70 RSI Period: 14 Signal Line Period: 3-5 Medium-term Trading (Daily chart) Short MA: 10-20 Long MA: 30-50 Signal Threshold: 70-80 RSI Period: 14 Signal Line Period: 5-7 Long-term Trading (Weekly chart) Short MA: 20-30 Long MA: 50-100 Signal Threshold: 80-90 RSI Period: 14 Signal Line Period: 7-10 Best Practices Adjust the Signal Threshold: Start with 70% and adjust based on your risk tolerance. Lower values generate more signals but include more false positives. Confirm with Multiple Timeframes: For stronger confirmation, check if signals align across different timeframes. Use the Dashboard: Pay attention to all information in the dashboard, not just the final signal. Monitor Signal Strength Trends: Watch how signal strength builds up or fades over time. Customize for Your Pairs: Different forex pairs may require different settings. Test and adjust accordingly. Troubleshooting Too Many Signals: Increase the signal threshold or increase the signal smoothing period Too Few Signals: Decrease the signal threshold or decrease the signal smoothing period Delayed Signals: Decrease the moving average periods False Signals: Increase the signal threshold and ensure you're using an appropriate timeframe for your trading style
Pine Script™ 전략
TopGun1930의
[SM-042] EMA 5-8-13 with ADX FilterWhat is the strategy? The strategy combines three exponential moving averages (EMAs) — 5, 8, and 13 periods — with an optional ADX (Average Directional Index) filter. It is designed to enter long or short positions based on EMA crossovers and to exit positions when the price crosses a specific EMA. The ADX filter, if enabled, adds a condition that only allows trades when the ADX value is above a certain threshold, indicating trend strength. Who is it for? This strategy is for traders leveraging EMAs and trend strength indicators to make trade decisions. It can be used by anyone looking for a simple trend-following strategy, with the flexibility to adjust for trend strength using the ADX filter. When is it used? - **Long trades**: When the 5-period EMA crosses above the 8-period EMA, with an optional ADX condition (if enabled) that requires the ADX value to be above a specified threshold. - **Short trades**: When the 5-period EMA crosses below the 8-period EMA, with the ADX filter again optional. - **Exits**: The strategy exits a long position when the price falls below the 13-period EMA and exits a short position when the price rises above the 13-period EMA. Where is it applied? This strategy is applied on a chart with any asset on TradingView, with the EMAs and ADX plotted for visual reference. The strategy uses `strategy.entry` to open positions and `strategy.close` to close them based on the set conditions. Why is it useful? This strategy helps traders identify trending conditions and filter out potential false signals by using both EMAs (to capture short-term price movements) and the ADX (to confirm the strength of the trend). The ADX filter can be turned off if not desired, making the strategy flexible for both trending and range-bound markets. How does it work? - **EMA Crossover**: The strategy enters a long position when the 5-period EMA crosses above the 8-period EMA, and enters a short position when the 5-period EMA crosses below the 8-period EMA. - **ADX Filter**: If enabled, the strategy checks whether the ADX value is above a set threshold (default is 20) before allowing a trade. - **Exit Conditions**: Long positions are closed when the price falls below the 13-period EMA, and short positions are closed when the price rises above the 13-period EMA. - **Plotting**: The strategy plots the three EMAs and the ADX value on the chart for visualization. It also displays a horizontal line at the ADX threshold. This setup allows for clear decision-making based on the interaction between different time-frame EMAs and trend strength as indicated by ADX.
Pine Script™ 전략
sebamarghella의
Swing Breakout StrategyPrice Action & Bollinger band base indicator. 1. It will mark Swing High & Swing Low. 2. Bollinger band Standard Deviation 2, 3 these are outer band, while 0.2 & 0.3 are inside band. 3. Wait for Extreme Swing High & Extreme Swing Low to form. 4. Entry Two types : a) For Reversal can entry at Second Swing high or low taking resistance or support at previous Extreme Swing high or low. b) Take breakout entry on the basis of Price action with proper crossover above 0.2 & 0.3 BB band.
Pine Script™ 전략
yagneshdarjee의
Follow Line Strategy Version 2.5 (React HTF)Follow Line Strategy v2.5 (React HTF) - TradingView Script Usage This strategy utilizes a "Follow Line" concept based on Bollinger Bands and ATR to identify potential trading opportunities. It includes advanced features like optional working hours filtering, higher timeframe (HTF) trend confirmation, and improved trend-following entry/exit logic. Version 2.5 introduces reactivity to HTF trend changes for more adaptive trading. Key Features: Follow Line: The core of the strategy. It dynamically adjusts based on price breakouts beyond Bollinger Bands, using either the low/high or ATR-adjusted levels. Bollinger Bands: Uses a standard Bollinger Bands setup to identify overbought/oversold conditions. ATR Filter: Optionally uses the Average True Range (ATR) to adjust the Follow Line offset, providing a more dynamic and volatility-adjusted entry point. Optional Trading Session Filter: Allows you to restrict trading to specific hours of the day. Higher Timeframe (HTF) Confirmation: A significant feature that allows you to confirm trade signals with the trend on a higher timeframe. This can help to filter out false signals and improve the overall win rate. HTF Selection Method: Choose between Auto and Manual HTF selection: Auto: The script automatically determines the appropriate HTF based on the current chart timeframe (e.g., 1min -> 15min, 5min -> 4h, 1h -> 1D, Daily -> Monthly). Manual: Allows you to select a specific HTF using the Manual Higher Timeframe input. Trend-Following Entries/Exits: The strategy aims to enter trades in the direction of the established trend, using the Follow Line to define the trend. Reactive HTF Trend Changes: v2.5 exits positions not only based on the trade timeframe (TTF) trend changing, but also when the higher timeframe trend reverses against the position. This makes the strategy more responsive to larger market movements. Alerts: Provides buy and sell alerts for convenient trading signal notifications. Visualizations: Plots the Follow Line for both the trade timeframe and the higher timeframe (optional), making it easy to understand the strategy's logic. How to Use: Add to Chart: Add the "Follow Line Strategy Version 2.5 (React HTF)" script to your TradingView chart. Configure Settings: Customize the strategy's settings to match your trading style and preferences. Here's a breakdown of the key settings: Indicator Settings: ATR Period: The period used to calculate the ATR. A smaller period is more sensitive to recent price changes. Bollinger Bands Period: The period used for the Bollinger Bands calculation. A longer period results in smoother bands. Bollinger Bands Deviation: The number of standard deviations from the moving average that the Bollinger Bands are plotted. Higher deviations create wider bands. Use ATR for Follow Line Offset?: Enable to use ATR to calculate the Follow Line offset. Disable to use the simple high/low. Show Trade Signals on Chart?: Enable to show BUY/SELL labels on the chart. Time Filter: Use Trading Session Filter?: Enable to restrict trading to specific hours of the day. Trading Session: The trading session to use (e.g., 0930-1600 for regular US stock market hours). Use 0000-2400 for all hours. Higher Timeframe Confirmation: Enable HTF Confirmation?: Enable to use the HTF trend to filter trade signals. If enabled, only trades in the direction of the HTF trend will be taken. HTF Selection Method: Choose between "Auto" and "Manual" HTF selection. Manual Higher Timeframe: If "Manual" is selected, choose the specific HTF (e.g., 240 for 4 hours, D for daily). Show HTF Follow Line?: Enable to plot the HTF Follow Line on the chart. Understanding the Signals: Buy Signal: The price breaks above the upper Bollinger Band, and the HTF (if enabled) confirms the uptrend. Sell Signal: The price breaks below the lower Bollinger Band, and the HTF (if enabled) confirms the downtrend. Exit Long: The trade timeframe trend changes to downtrend or the higher timeframe trend changes to downtrend. Exit Short: The trade timeframe trend changes to uptrend or the higher timeframe trend changes to uptrend. Alerts: The script includes alert conditions for buy and sell signals. To set up alerts, click the "Alerts" button in TradingView and select the desired alert condition from the script. The alert message provides the ticker and interval. Backtesting and Optimization: Use TradingView's Strategy Tester to backtest the strategy on different assets and timeframes. Experiment with different settings to optimize the strategy for your specific trading style and risk tolerance. Pay close attention to the ATR Period, Bollinger Bands settings, and the HTF confirmation options. Tips and Considerations: HTF Confirmation: The HTF confirmation can significantly improve the strategy's performance by filtering out false signals. However, it can also reduce the number of trades. Risk Management: Always use proper risk management techniques, such as stop-loss orders and position sizing, when trading any strategy. Market Conditions: The strategy may perform differently in different market conditions. It's important to backtest and optimize the strategy for the specific markets you are trading. Customization: Feel free to modify the script to suit your specific needs. For example, you could add additional filters or entry/exit conditions. Pyramiding: The pyramiding = 0 setting prevents multiple entries in the same direction, ensuring the strategy doesn't compound losses. You can adjust this value if you prefer to pyramid into winning positions, but be cautious. Lookahead: The lookahead = barmerge.lookahead_off setting ensures that the HTF data is calculated based on the current bar's closed data, preventing potential future peeking bias. Trend Determination: The logic for determining the HTF trend and reacting to changes is critical. Carefully review the f_calculateHTFData function and the conditions for exiting positions to ensure you understand how the strategy responds to different market scenarios. Disclaimer: This script is for informational and educational purposes only. It is not financial advice, and you should not trade based solely on the signals generated by this script. Always do your own research and consult with a qualified financial advisor before making any trading decisions. The author is not responsible for any losses incurred as a result of using this script.
Pine Script™ 전략
fenyesk의
SuperTrend & MTF [vivekm8955]The SuperTrend MTF is made out of SuperTrend with new level of accuracy. This indicator allows you to select different moving averages, apply it to various chart types, and fine-tune every key parameter without repainting issues, avoiding signal distortions. Multi-MA SuperTrend: customizable SuperTrend calculation by choosing from different moving averages: Multiple Chart Types: Different chart format support If you find this indicator useful every feedback helps to continuously improve the tool. Just for sample - there are >80% of trade successfully executed having good profit accuracy. Better back test the indicator and use based on your own will of timeframe.
Pine Script™ 전략
vivekm8955의
EMA+SMA+VWAP Trading Strategy This strategy is for COINBASE:ETHUSD 15min. Tweak the INPUTS as per requirement. Note: The strategy will give different results for different sources(Binance, Bitstamp) and symbols. For more accurate P&L in "Strategy Tester" modify the settings as below: Under "Properties" tab --Change "Order Size" value (default is 1) and type from "% of equity" to "Contract". --Add "Commission". For me commission was "0.07 %". Strategy Explanation Trend Following: The strategy uses EMA crossovers (17 vs. 31) to detect momentum shifts, with VWAP and SMA (69) acting as filters to confirm the broader trend. Reversal Mechanism: It allows switching directly from long to short (or vice versa) by closing the existing position before entering the new one. Exit Strategy: Faster EMAs (8 and 9) are used for exits, making the strategy sensitive to short-term reversals while avoiding premature exits during strong trends. Risk Management: The use of multiple filters (VWAP, SMA) reduces false signals, though it may delay entries in fast-moving markets. How It Works: Bullish Scenario: If the 17-period EMA crosses above the 31-period EMA, and the price is above both VWAP and the 69-period SMA, a long position is opened. It exits when the 8-period EMA crosses below the 9-period EMA. Bearish Scenario: If the 17-period EMA crosses below the 31-period EMA, and the price is below both VWAP and the 69-period SMA, a short position is opened. It exits when the 8-period EMA crosses above the 9-period EMA. Reversal: If a short position is active and a long signal triggers, the short is closed before entering the long (and vice versa). Potential Strengths Combines momentum (EMA crossovers) with trend confirmation (VWAP, SMA). Reversal logic allows flexibility in choppy markets. Visual indicators make it easy to monitor signals. Potential Weaknesses Multiple conditions may reduce trade frequency, missing some opportunities. Sensitivity to EMA periods; defaults (17, 31, 8, 9, 69) may not suit all assets or timeframes. No explicit stop-loss or take-profit logic, relying solely on EMA exits.
Pine Script™ 전략
satishtv의
Trend Strategy + Impulse FilterThis is a Trend Strategy + Impulse Filter designed for trading in a dynamic market using both Simple Moving Average (SMA) and MACD indicators for trend and momentum analysis. The strategy includes risk management features like Stop Loss, Take Profit, and Trailing Stop to secure gains and limit losses. Additionally, it uses a Breakout Filter for confirmation, ensuring trades are taken only when the price breaks out from a specified range. Key Features: Trend Filter: Enter long when the price is above the SMA and MACD line crosses above the signal line. Enter short when the price is below the SMA and MACD line crosses below the signal line. Breakout Filter: Only takes trades if the price breaks the previous high (for long) or low (for short) within a defined lookback period. Risk Management: Set stop-loss and take-profit levels based on ATR for dynamic risk management. Trailing Stop: Locks profits as the price moves in favor of the trade. Position Sizing: Trade size is based on a percentage of the current equity. Customizable Parameters: All indicators and risk management settings are adjustable to fit individual preferences. This strategy is suitable for traders looking for a comprehensive approach that combines trend-following, momentum, and breakout filtering with solid risk management. Ukrainian Description: Це стратегія Trend + Impulse Filter, розроблена для торгівлі на динамічному ринку, використовуючи індикатори Простого ковзаючого середнього (SMA) та MACD для аналізу тренду та імпульсу. Стратегія включає в себе функції управління ризиками, такі як Stop Loss, Take Profit та Trailing Stop, щоб забезпечити прибутки та обмежити збитки. Крім того, вона використовує Breakout Filter для підтвердження, забезпечуючи виконання угод лише тоді, коли ціна пробиває визначений діапазон. Основні характеристики: Фільтр тренду: Вхід у лонг, коли ціна вище SMA, і MACD лінія перетинає сигнальну лінію знизу вгору. Вхід у шорт, коли ціна нижча за SMA, і MACD лінія перетинає сигнальну лінію зверху вниз. Фільтр пробою: Торгові угоди відкриваються лише в разі пробою попереднього максимуму (для лонга) або мінімуму (для шорта) протягом заданого періоду. Управління ризиками: Стоп-лосс та тейк-профіт визначаються на основі ATR для динамічного управління ризиками. Trailing Stop: Фіксує прибутки, коли ціна рухається в бік угоди. Розмір позиції: Розмір угоди залежить від відсотка від поточного балансу. Налаштовувані параметри: Усі індикатори та налаштування управління ризиками можна відкоригувати відповідно до індивідуальних уподобань. Ця стратегія підходить для трейдерів, які шукають комплексний підхід, що поєднує слідкування за трендом, імпульсом та фільтрацією пробоїв із надійним управлінням ризиками.
Pine Script™ 전략
khramtsov26의
Enhanced Elliott Wave + SMCThe Pine Script you provided is a sophisticated trading strategy called "Enhanced Elliott Wave + SMC" (Smart Money Concepts) that combines multiple technical analysis concepts to generate trade signals. Here's a breakdown of its key components and functionality: 1. Core Concepts Elliott Wave Theory: Identifies potential wave patterns using a 50-period SMA to determine trend direction and Fibonacci extensions (1.618 ratio) for price targets. Smart Money Concepts (SMC): Focuses on institutional trading patterns like liquidity sweeps, supply/demand zones, and fair value gaps (FVGs). 2. Key Features Liquidity Sweep Detection: Identifies false breakouts where price briefly exceeds recent highs/lows before reversing. Confirms institutional "stop hunts" to trap retail traders. Supply/Demand Zones: Marks areas of concentrated buying/selling pressure. Zones persist on the chart (up to max_zones_displayed) and are triggered by liquidity sweeps. Fair Value Gaps (FVG): Detects price voids between candles, indicating potential reversal zones. Bullish FVG (gap below) and Bearish FVG (gap above) highlighted. Market Structure Lines: Horizontal lines showing recent swing highs/lows (10-period extremes). 3. Indicators & Filters RSI & CMO: Momentum filters (RSI >50/<50, CMO positive/negative). Volume Confirmation: Optional filter requiring volume spikes (1.5x 20-period average). ATR-Based Risk Management: Dynamic stop-loss and take-profit levels based on volatility. 4. Entry Conditions Long Entry: Price crosses above demand zone. Bullish momentum (RSI >50, CMO >0). Confirmed bullish liquidity sweep. Volume spike (if enabled). Short Entry: Price crosses below supply zone. Bearish momentum (RSI <50, CMO <0). Confirmed bearish liquidity sweep. Volume spike (if enabled). 5. Risk Management Stop-Loss: Fixed percentage (2%) of price or ATR-based. Risk/Reward Ratio: 3:1 profit targets derived from stop-loss distance. 6. Visualization Colored lines/zones for Elliott Wave projections, FVGs, supply/demand areas, and market structure. Labels and alerts for key events (liquidity sweeps, zone entries). 7. Strategy Logic Bullish Scenario: After a bearish liquidity sweep (trap shorts), enter long when price reclaims demand zone with momentum. Target Fibonacci extension levels or supply zones. Stop below recent swing low/ATR level. Bearish Scenario: After a bullish liquidity sweep (trap longs), enter short when price breaks below supply zone. Target demand zones or Fibonacci projections. Stop above recent swing high/ATR level. 8. Use Case This strategy aims to: Identify institutional order blocks (liquidity sweeps). Catch reversals at key supply/demand zones. Use Elliott Wave principles for profit targets. Filter false signals with volume/momentum confirmation. It's designed for swing trading and requires combining price action confirmation with the automated signals. The visual elements help traders quickly assess market structure and key levels.
Pine Script™ 전략
promiseadidjapalmer의
Scalping 15min: EMA + MACD + RSI + ATR-based SL/TP📈 Strategy: 15-Minute Scalping — EMA + MACD + RSI + ATR-based SL/TP This scalping strategy is designed for 15-minute charts and combines trend-following and momentum confirmation with dynamic stop loss and take profit levels based on volatility. 🔧 Indicators Used: EMA 50 — identifies the main trend MACD Histogram — confirms momentum direction RSI (14) — filters overbought/oversold conditions ATR (14) — dynamically sets SL and TP based on market volatility 📊 Entry Conditions: Long Entry: Price is above EMA 50 MACD histogram is positive RSI is above 50 but below 70 Short Entry: Price is below EMA 50 MACD histogram is negative RSI is below 50 but above 30 🛑 Risk Management: Stop Loss: 1×ATR (user-configurable) Take Profit: 2×ATR (user-configurable) These values can be adjusted in the script inputs depending on your risk/reward preference or market conditions. ⚠️ Notes: Strategy is optimized for scalping fast-moving pairs (e.g. crypto, forex). Works best in trending markets. Use backtesting and forward testing before live trading.
Pine Script™ 전략
ionut081의
Dskyz Adaptive Futures Edge (DAFE)imgur.com/a/igj9lFj Dskyz Adaptive Futures Edge (DAFE) is a futures trading strategy designed to adapt dynamically to market volatility and price action using a blend of technical indicators. The strategy combines adaptive moving averages, optional RSI filtering, candlestick pattern recognition, and multi-timeframe trend analysis to generate long and short trade signals. It incorporates robust risk management techniques including ATR-based stop-losses and trailing stops, ensuring trades are sized and managed within sustainable risk limits. Key Components and Logic -Adaptive Moving Averages Dynamic Calculation: Fast and slow Simple Moving Averages (SMAs) adapt to changing volatility, making them sensitive to high-momentum shifts and smoothing during quieter price action. Signal Generation: Entry signals are triggered when the fast SMA crosses the slow SMA in conjunction with price direction confirmation (e.g., price above both for long positions). -RSI Filtering (Optional) Momentum Confirmation: The RSI filter provides momentum confirmation to avoid overextended entries. It can be toggled on or off for both long and short conditions. User Control: Adjustable parameters such as lookback period, oversold/overbought thresholds, and enable/disable switches give full control over its influence. -Candlestick Pattern Recognition Engulfing Logic: Recognizes strong bullish or bearish engulfing patterns with configurable strength criteria like range and volume. Patterns are filtered by trend direction and strength for confirmation. Signal Conflict Handling: When both bullish and bearish engulfing patterns occur within the lookback window, the strategy avoids entry to reduce whipsaws in indecisive markets. -Multi-Timeframe Trend Filter Higher Timeframe Filtering: Incorporates 15-minute trend direction as a macro-level filter to align intrabar trades with larger trend momentum. Smoothed Entry Logic: Prevents entering trades that go against the broader market structure, reducing false signals in choppy or low-conviction moves. -Trade Execution and Risk Management imgur.com Entry Logic Priority System: Users can define whether moving average signals or candlestick patterns should take priority when both are present. Volume & Volatility Checks: Ensures sufficient market participation and action before entering a position, improving the odds of reliable follow-through. Stop-Loss and Trailing Exit ATR-Based Initial Stops: Dynamically adjusts stop-loss distance based on market volatility using a multiple of ATR (Average True Range), keeping risk proportional to price swings. Trailing Stop: Protects open profits and enables winners to run by following price action at a set distance (also ATR-based). -Cooldown Period & Minimum Bar Hold (Trade Discipline Logic) Cooldown Bars: After an exit, the strategy imposes a mandatory pause before opening a new position. Why: This avoids rapid-fire re-entries triggered by minor fluctuations that could lead to overtrading and degradation of profitability. Minimum Bar Hold: A trade must be held for a minimum number of bars before it can be exited. Why: This prevents the strategy from immediately exiting trades due to fleeting volatility spikes, which previously caused premature exits that often reversed back in favor of the original signal. This ensures trades have adequate time to develop, filtering out noise from true reversals. -Visual Elements and Transparency Tools Chart Overlays: Moving averages, RSI values, and trade entry/exit points are shown directly on the chart for complete visibility. Dashboard UI: Displays critical live metrics—current position, PnL, time held, ATR values, etc. Debug Logs: Optional toggles allow verbose condition tracking for deep inspection into why a trade occurred (or didn't), useful for both live optimization and debugging. -Input Parameter Reference Guide Input Name Function & Suggested Use Use RSI Filter - Enables or disables RSI-based entry confirmation. Disable if price action alone is desired for entry decisions. RSI Length - RSI lookback period. Lower values (e.g., 7–14) are more responsive; higher values reduce false signals. Overbought / Oversold Levels - Used to detect exhaustion zones. E.g., avoid long entries above 70 or short entries below 30. Use Candlestick Patterns - Enable detection of bullish/bearish engulfing patterns as trade signals. Disable to rely only on trend/MA. Pattern Strength Thresholds (Range, Volume) - Filters out weak engulfing signals. Higher values require stronger patterns to trigger. Use 15min Trend Filter - Adds multi-timeframe trend confirmation. Recommended for filtering entries against larger trend direction. Fast MA - Base Length for fast adaptive moving average. Suggested: 10–25. Slow MA - Base length for slow adaptive moving average. Suggested: 30–60. Volatility Sensitivity Multiplier - Multiplies volatility adjustments for adaptive MA length. Higher = more reactive to volatility. Entry Volume Filter - Filters out trades during low volume. Recommended to prevent entries in illiquid conditions. ATR Length - Lookback period for ATR calculation. Suggested: 14. Trailing Stop ATR Offset - Defines how far the stop-loss is from entry. 1.5–2.5 is typical for medium-volatility environments. Trailing Stop ATR Multiplier - Determines trailing stop distance. 1.5 is tight; 3+ gives more room for trending trades. Cooldown Bars After Exit - Prevents immediate re-entries. Suggested: 3–10 bars depending on timeframe. Minimum Bars to Hold Trade - Ensures trades are held long enough to avoid knee-jerk exits. Suggested: 5–10 for intraday strategies. Trading Hours (Start / End) - Sets the window of allowed trading. Prevents entries outside key session times (e.g., avoid pre-market). Enable Logging / Debugging - Shows internal trade decision data for tuning and understanding the logic. Compliance with TradingView Regulations Realistic Backtesting: The strategy uses proper initial capital, fixed trade quantities, and risk parameters to reflect realistic scenarios. Transparent Trade Logic: Every condition used for signal generation is documented and controllable by the user. Users can view each signal's rationale. Risk Mitigation: Cooldown bars, ATR stops, and minimum trade duration ensure the strategy behaves predictably and prevents reckless trade behavior. Customization: Full control over each module (MA, RSI, Candlestick, Trend, etc.) gives users the ability to tailor the strategy to suit various futures contracts or timeframes. imgur.com imgur.com imgur.com imgur.com imgur.com Summary DAFE was built for high-stakes micro futures trading environments such as the MNQ, where milliseconds of volatility matter. This strategy's modular architecture, adaptive logic, and advanced risk controls make it an ideal framework for scalpers and swing traders alike. BTCUSDT.P Backtesting: www.dropbox.com Deep Backtesting: www.dropbox.com ****Currently testing on a prop account. Caution Statement This strategy is designed for educational and experimental purposes and should not be considered financial advice or a guaranteed method of profitability. While the DAFE (Dskyz Adaptive Futures Edge) strategy incorporates advanced filters, adaptive logic, and volatility-based risk management, its performance is subject to market conditions, data accuracy, and user configuration. Futures trading involves substantial risk, and the leverage inherent in futures contracts can amplify both gains and losses. This strategy may execute trades rapidly and frequently under certain conditions—particularly when filters are disabled or thresholds are set too tightly—potentially leading to increased slippage, commissions, or unanticipated losses. Users are strongly advised to: Backtest thoroughly across various market regimes. Adjust parameters responsibly and understand the implication of each input. Paper trade in a simulated environment before going live. Monitor trades actively and use discretion when market volatility increases. -By using this strategy, you accept all risks and responsibility for any trading decisions made based on its output.
Pine Script™ 전략
DskyzInvestments의
3
Z-Score + RSI Strategy [JR28]This strategy is designed for intraday futures traders, particularly the MNQ (Micro Nasdaq) on the 15-minute chart. It identifies statistically significant price extremes using the Z-Score, then filters those signals with RSI momentum and a 50 EMA trend filter to trade only in the direction of the prevailing trend. 🔍 Entry Logic: Long: Z-Score < –Threshold, RSI is oversold, and price is above EMA Short: Z-Score > +Threshold, RSI is overbought, and price is below EMA 🎯 Exit Logic: Dynamic Stop Loss and Take Profit based on percentage inputs (customizable) ✅ Key Features: Combines mean reversion + momentum + trend Customizable Z-Score and RSI thresholds Strategy-ready with backtestable performance and visual chart signals
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Jovan888의
50 EMA Crossover With Monthly DCARecommended Chart Interval = 1W Overview: This strategy combines trend-following principles with dollar-cost averaging (DCA), aiming to efficiently deploy capital while minimizing market timing risk. How It Works: When the Long Condition is Not Met (i.e., Price < 50 EMA): - If the price is below the 50 EMA, a fixed DCA amount is added to a cash reserve every month. - This ensures that capital is consistently accumulated, even when the strategy isn't in a long position. When the Long Condition is Met (i.e., Price > 50 EMA): - A long position is opened when the price is above the 50 EMA. - At this point, the entire capital, including the accumulated cash reserve, is deployed into the market. - While the strategy is long, a DCA buy order is placed every month using the set DCA amount, continuously investing as the market conditions allow. Exit Strategy: If the price falls below the 50 EMA, the strategy closes all positions, and the cash reserve accumulation process begins again. Key Benefits: ✔ Systematic Investing: Ensures consistent capital deployment while following trend signals. ✔ Cash Efficiency: Accumulates uninvested funds when conditions aren’t met and deploys them at optimal moments. ✔ Risk Management: Exits when the price trend weakens, protecting capital. Conclusion: This method allows for efficient capital growth by combining a trend-following approach with disciplined DCA, ensuring risk is managed while capital is deployed systematically at optimal points in the market. 🚀
Pine Script™ 전략
ficril의
Trailing Monster StrategyTrailing Monster Strategy This is an experimental trend-following strategy that incorporates a custom adaptive moving average (PKAMA), RSI-based momentum filtering, and dynamic trailing stop-loss logic. It is designed for educational and research purposes only, and may require further optimization or risk management considerations prior to live deployment. Strategy Logic The strategy attempts to participate in sustained price trends by combining: - A Power Kaufman Adaptive Moving Average (PKAMA) for dynamic trend detection, - RSI and Simple Moving Average (SMA) filters for market condition confirmation, - A delayed trailing stop-loss to manage exits once a trade is in profit. Entry Conditions Long Entry: - RSI exceeds the overbought threshold (default: 70), - Price is trading above the 200-period SMA, - PKAMA slope is positive (indicating upward momentum), - A minimum number of bars have passed since the last entry. Short Entry: - RSI falls below the oversold threshold (default: 30), - Price is trading below the 200-period SMA, - PKAMA slope is negative (indicating downward momentum), -A minimum number of bars have passed since the last entry. Exit Conditions - A trailing stop-loss is applied once the position has been open for a user-defined number of bars. - The trailing distance is calculated as a fixed percentage of the average entry price. Technical Notes This script implements a custom version of the Power Kaufman Adaptive Moving Average (PKAMA), conceptually inspired by alexgrover’s public implementation on TradingView . Unlike traditional moving averages, PKAMA dynamically adjusts its responsiveness based on recent market volatility, allowing it to better capture trend changes in fast-moving assets like altcoins. Disclaimer This strategy is provided for educational purposes only. It is not financial advice, and no guarantee of profitability is implied. Always conduct thorough backtesting and forward testing before using any strategy in a live environment. Adjust inputs based on your individual risk tolerance, asset class, and trading style. Feedback is encouraged. You are welcome to fork and modify this script to suit your own preferences and market approach.
Pine Script™ 전략
wielkieef의
RSI Reversal with EMA Filter Strategy## 3. RSI Reversal with EMA Filter Strategy This strategy combines the power of RSI for identifying oversold/overbought conditions with EMA crossovers for trend confirmation. ### Strategy Overview: The RSI (Relative Strength Index) with a short lookback period quickly identifies potential reversal points, while EMAs confirm the trend direction. ### Rules: 1. **Indicator Settings:** - RSI Period: 2-6 (shorter period works best for intraday) - EMA Fast: 9 - EMA Slow: 21 2. **Entry Criteria:** - Buy when RSI < 15 and EMA 9 crosses above EMA 21 - Sell when RSI > 85 and EMA 9 crosses below EMA 21 3. **Exit Rules:** - Target: 100 points - Stop Loss: 20 points ### Performance Metrics: - **Win Rate:** Up to 70% with proper risk management - **Reward-to-Risk Ratio:** 5:1 - **Historical Performance:** RSI with shorter periods (2-6) has shown superior results for intraday trading According to backtesting, RSI with shorter lookback periods (2-6 days) has consistently outperformed strategies using the traditional 14-period RSI setting.
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ansh2309의