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Continuation Failure Engine 2-F2 (A+ Only)Continuation Failure – High-Prob 2-F2 (A+ Only) Best Timeframe: 15-minute chart Usage: Designed to detect high-probability 2-bar continuation failures (Failed 2 setups) graded A+. Works best when combined with the Strat Structure Engine 3-F2 Tiered. You will also find the same high-probability failures occurring in the 3-F2 setups, providing complementary confirmation. Key Areas for Setup Identification: Session highs and lows from Sessions & ICT Killzones (0xCryptoVince) Fair Value Gap Extend FVG to 300 Strat Assistant 30-minute Opening Range Breakout (ORB) VWAP Signal Logic: Failed 2-Up (red label): Price attempted upward continuation but reversed — potential short. Failed 2-Down (green label): Price attempted downward continuation but reversed — potential long. A+ Grade Criteria: Strong ATR range, close against trend, large body, above-average volume. Alerts: Configurable for all A+ setups, triggers at bar close when a 2→F2 occurs. Notes: Use this script to identify high-probability failures at the defined key zones. Works best in conjunction with the 3-F2 structure for a complete Strat analysis and to locate overlapping failure setups. Supplementary Information / Facts: What a Failed 2 actually represents (fact) In The Strat, a Failed 2 is objectively defined as: Price attempts continuation in one direction (breaks a prior high or low), Fails to follow through, and Closes back inside / opposite. That is not just a candle pattern — it is failed acceptance of price, which aligns with auction market theory: Markets probe for value If participation is weak → rejection occurs Source: CME Group – Understanding Market Profile & Auction Theory Why session highs/lows matter (fact) Asia / London / NY highs & lows are: Liquidity pools Areas where resting stop orders accumulate Known reference points for both discretionary and systematic traders Large participants expect liquidity there. When price breaks a session high/low: Stops trigger Liquidity is accessed If no higher-timeframe acceptance appears → price snaps back That snapback is exactly what your Failed 2 is capturing. Source: CME Group – Liquidity, Stops, and Market Structure Why VWAP keeps lining up (fact) VWAP is not mystical — it is: The average price weighted by volume, used institutionally as a fair-value benchmark. Institutions actively defend VWAP: Above VWAP = favorable for longs Below VWAP = favorable for shorts When price: Extends away from VWAP, Attempts continuation, Fails and reclaims VWAP, You often get a Failed 2 reversal because the auction rejected “unfair” price. Source: Berkowitz et al., VWAP Trading Strategies (Journal of Trading); CME Group – VWAP as Institutional Benchmark Why Fair Value Gaps are magnets for Failed 2s (fact + interpretation) Fact: A Fair Value Gap (FVG) represents: Inefficient price discovery One-sided aggressive order flow Thin participation Markets statistically revisit inefficiencies. What happens at an FVG: Price returns Liquidity is tested Either acceptance or rejection occurs When price: Tags an FVG, Attempts continuation, Immediately fails, You get a textbook Failed 2 at an inefficiency — the market saying: “We checked — no agreement here.” Source: ICT Concepts (FVG definition); CME Market Microstructure Research on inefficiencies Concise, Factual Summary / Market Logic: Liquidity Concentration: Session highs/lows and VWAP are key points where liquidity (orders) naturally accumulates. Price reacting there creates conditions for patterns like your Failed 2 setups. Market Efficiency: VWAP represents fair value in the session, so price churn near it can trigger imbalance formations or pattern failures. Imbalance Correction: FVGs are inefficiencies — when price interacts with them after an impulsive move, setups often occur because unfilled orders and market makers revisit those prices. Confluence = Higher Probability: The strongest reactions happen when FVGs overlap session highs/lows or interact with VWAP, because confluence magnifies where market structure and liquidity converge.
Pine Script® 인디케이터
samb817의
CryptoFlux Dynamo [JOAT]CryptoFlux Dynamo: Velocity Scalping Strategy This Pine Script v6 strategy is designed for cryptocurrency markets operating on 5-minute and faster timeframes. It combines volatility regime detection, multi-path signal confirmation, and adaptive risk management to identify momentum-based trading opportunities in perpetual futures markets. Core Design Principles The strategy addresses three challenges specific to cryptocurrency trading: 24/7 market operation without session boundaries requires continuous monitoring and execution logic Volatility regimes shift rapidly, demanding adaptive stop and target calculations Tick-level responsiveness is critical for capturing momentum moves before they complete Strategy Architecture 1. Signal Generation Stack The strategy uses multiple technical indicators calibrated for cryptocurrency momentum: MACD with parameters 8/21/5 (fast/slow/signal) optimized for crypto acceleration phases EMA ribbon using 8/21/34 periods with slope analysis to assess trend structure Volume impulse detection combining SMA baseline, standard deviation, and z-score filtering RSI (21 period) and MFI (21 period) for momentum confirmation Bollinger Bands and Keltner Channels for squeeze detection 2. Volatility Regime Classification The strategy normalizes ATR as a percentage of price and classifies market conditions into three regimes: Compression (< 0.8% ATR): Reduced position sizing, tighter stops (1.05x ATR), lower profit targets (1.6x ATR) Expansion (0.8% - 1.6% ATR): Standard risk parameters, balanced risk-reward (1.55x stop, 2.05x target) Velocity (> 1.6% ATR): Wider stops (2.1x ATR), amplified targets (2.8x ATR), tighter trailing offsets ATR is calculated over 21 periods and smoothed with a 13-period EMA to reduce noise from wicks. 3. Multi-Path Entry System Four independent signal pathways contribute to a composite strength score (0-100): Trend Break (30 points): Requires EMA ribbon alignment, positive slope, and structure breakout above/below recent highs/lows Momentum Surge (30 points): MACD histogram exceeds adaptive baseline, MACD line crosses signal, RSI/MFI above/below thresholds, with volume impulse confirmation Squeeze Release (25 points): Bollinger Bands compress inside Keltner Channels, then release with momentum bias Micro Pullback (15 points): Shallow retracements within trend structure that reset without breaking support/resistance Additional scoring modifiers: Volume impulse: +5 points when present, -5 when absent Regime bonus: +5 in velocity, -2 in compression Cycle bias: +5 when aligned, -5 when counter-trend Trades only execute when the composite score reaches the minimum threshold (default: 55) and all filters agree. 4. Risk Management Framework Position sizing is calculated from: RiskCapital = Equity × (riskPerTradePct / 100) StopDistance = ATR × StopMultiplier(regime) Quantity = min(RiskCapital / StopDistance, MaxExposure / Price) The strategy includes: Risk per trade: 0.65% of equity (configurable) Maximum exposure: 12% of equity (configurable) Regime-adaptive stop and target multipliers Adaptive trailing stops based on ATR and regime Kill switch that disables new entries after 6.5% drawdown Momentum fail-safe exits when MACD polarity flips or ribbon structure breaks 5. Additional Filters Cycle Oscillator : Measures price deviation from 55-period EMA. Requires cycle bias alignment (default: ±0.15%) before entry BTC Dominance Filter : Optional filter using CRYPTOCAP:BTC.D to reduce long entries during risk-off periods (rising dominance) and short entries during risk-on periods Session Filter : Optional time-based restriction (disabled by default for 24/7 operation) Strategy Parameters All default values used in backtesting: Core Controls Enable Short Structure: true Restrict to Session Window: false Execution Session: 0000-2359:1234567 (24/7) Allow Same-Bar Re-Entry: true Optimization Constants MACD Fast Length: 8 MACD Slow Length: 21 MACD Signal Length: 5 EMA Fast: 8 EMA Mid: 21 EMA Slow: 34 EMA Slope Lookback: 8 Structure Break Window: 9 Regime Intelligence ATR Length: 21 Volatility Soothing: 13 Low Vol Regime Threshold: 0.8% ATR High Vol Regime Threshold: 1.6% ATR Cycle Bias Length: 55 Cycle Bias Threshold: 0.15% BTC Dominance Feed: CRYPTOCAP:BTC.D BTC Dominance Confirmation: true Signal Pathways Volume Baseline Length: 34 Volume Impulse Multiplier: 1.15 Volume Z-Score Threshold: 0.5 MACD Histogram Smoothing: 5 MACD Histogram Sensitivity: 1.15 RSI Length: 21 RSI Momentum Trigger: 55 MFI Length: 21 MFI Momentum Trigger: 55 Squeeze Length: 20 Bollinger Multiplier: 1.5 Keltner Multiplier: 1.8 Squeeze Release Momentum Gate: 1.0 Micro Pullback Depth: 7 Minimum Composite Signal Strength: 55 Risk Architecture Risk Allocation per Trade: 0.65% Max Exposure: 12% of Equity Base Risk/Reward Anchor: 1.8 Stop Multiplier • Low Regime: 1.05 Stop Multiplier • Medium Regime: 1.55 Stop Multiplier • High Regime: 2.1 Take Profit Multiplier • Low Regime: 1.6 Take Profit Multiplier • Medium Regime: 2.05 Take Profit Multiplier • High Regime: 2.8 Adaptive Trailing Engine: true Trailing Offset Multiplier: 0.9 Quantity Granularity: 0.001 Kill Switch Drawdown: 6.5% Strategy Settings Initial Capital: $100,000 Commission: 0.04% (0.04 commission_value) Slippage: 1 tick Pyramiding: 1 (no position stacking) calc_on_every_tick: true calc_on_order_fills: true Visualization Features The strategy includes: EMA ribbon overlay (8/21/34) with customizable colors Regime-tinted background (compression: indigo, expansion: purple, velocity: magenta) Dynamic bar coloring based on signal strength divergence Signal labels for entry points On-chart dashboard displaying regime, ATR%, signal strength, position status, stops, targets, and risk metrics Recommended Usage Timeframes The strategy is optimized for 5-minute charts. It can operate on 3-minute and 1-minute timeframes for faster scalping, or 15-minute for swing confirmation. When using higher timeframes, consider: Increasing structure lookback windows Raising RSI trigger thresholds above 58 to filter noise Extending volume baseline length Markets Designed for high-liquidity cryptocurrency perpetual futures: BTC/USDT, BTC/USD perpetuals ETH perpetuals Major L1 tokens with sufficient volume For thinner order books, increase volume impulse multiplier and adjust quantity granularity to match exchange minimums. Limitations and Compromises Backtesting Considerations TradingView strategy backtesting does not replicate broker execution. Actual fills, slippage, and commissions may differ The strategy uses calc_on_every_tick=true and calc_on_order_fills=true to reduce bar-close distortions, but real execution still depends on broker infrastructure At least 200 historical bars are required to stabilize regime classification, volume baselines, and cycle context Market Structure Dependencies BTC dominance feed ( CRYPTOCAP:BTC.D ) may lag during low-liquidity periods or weekends. Consider disabling the filter if data quality degrades Volume impulse detection assumes consistent order book depth. During extreme volatility or exchange issues, volume signatures may be unreliable Regime classification based on ATR percentage assumes normal volatility distributions. During black swan events, regime thresholds may not adapt quickly enough Parameter Sensitivity Default parameters are tuned for BTC/ETH perpetuals on 5-minute charts. Different assets or timeframes require recalibration The composite signal strength threshold (55) balances selectivity vs. opportunity. Higher values reduce false signals but may miss valid setups Risk per trade (0.65%) and max exposure (12%) are conservative defaults. Aggressive scaling increases drawdown risk Execution Constraints Same-bar re-entry requires broker support for rapid order placement Quantity granularity must match exchange contract minimums Kill switch drawdown (6.5%) may trigger during normal volatility cycles, requiring manual reset Performance Expectations This strategy is a framework for momentum-based cryptocurrency trading. Performance depends on: Market conditions (trending vs. ranging) Exchange execution quality Parameter calibration for specific assets Risk management discipline Backtest results shown in publications reflect specific market conditions and parameter sets. Past performance does not indicate future results. Always forward test with paper trading or broker simulation before deploying live capital. Code Structure The strategy is organized into functional sections: Configuration groups for parameter organization Helper functions for position sizing and normalization Core indicator calculations (MACD, EMA, ATR, RSI, MFI, volume analytics) Regime classification logic Multi-path signal generation and composite scoring Entry/exit orchestration with risk management Visualization layer with dashboard and chart elements The source code is open and can be modified to suit your trading requirements. Everyone is encouraged to understand the logic before deploying and to test thoroughly in their target markets. Modification Guidelines When adapting this strategy: Document any parameter changes in your publication Test modifications across different market regimes Validate position sizing logic for your exchange's contract specifications Consider exchange-specific limitations (funding rates, liquidation mechanics, order types) Conclusion This strategy provides a structured approach to cryptocurrency momentum trading with regime awareness and adaptive risk controls. It is not a guaranteed profit system, but rather a framework that requires understanding, testing, and ongoing calibration to market conditions. You should thoroughly understand the logic, test extensively in their target markets, and manage risk appropriately. The strategy's effectiveness depends on proper parameter tuning, reliable execution infrastructure, and disciplined risk management. Disclaimer This script and its documentation are for educational and informational purposes only. They do not constitute financial advice, investment recommendations, or trading advice of any kind. Trading cryptocurrencies and derivatives involves substantial risk of loss and is not suitable for all investors. Past performance, whether real or indicated by backtesting, does not guarantee future results. This strategy is provided "as is" without any warranties or guarantees of profitability You should not rely solely on this strategy for making trading decisions Always conduct your own research and analysis before making any financial decisions Consider consulting with a qualified financial advisor before engaging in trading activities The authors and contributors are not responsible for any losses incurred from using this strategy Cryptocurrency trading can result in the loss of your entire investment Only trade with capital you can afford to lose Use this strategy at your own risk. The responsibility for any trading decisions and their consequences lies entirely with you.
Pine Script™ 전략
officialjackofalltrades의
IV Rank as a Label (Top Right)IV Rank (HV Proxy) – Label Displays an IV Rank–style metric using Historical Volatility (HV) as a proxy, since TradingView Pine Script does not provide access to true per-strike implied volatility or IV Rank. The script: Calculates annualized Historical Volatility (HV) from price returns Ranks current HV relative to its lookback range (default 252 bars) Displays the result as a clean, color-coded label in the top-right corner Color logic: 🟢 Green: Low volatility regime (IV Rank < 20) 🟡 Yellow: Neutral volatility regime (20–50) 🔴 Red: High volatility regime (> 50) This tool is intended for options context awareness, risk framing, and volatility regime identification, not as a substitute for broker-provided IV Rank. Best used alongside: Options chain implied volatility Delta / extrinsic value Time-to-expiration analysis Note: This indicator does not use true implied volatility data.
Pine Script® 인디케이터
NikoRojas의
Highs & LowsIntroduction: This indicator marks highs and lows from the previous New York, Asian, and London sessions, including the daily high and low. It is made to be as user friendly/adjustable as possible. It was designed around trading during the New York morning session, using the 1 hour and 1 minute(or similar) timeframes in conjunction. Settings: Common settings for the cleanest viewing are as follows: 1 Hour Chart Settings: Box #3 "Label Vertical Offset" to "18". Box #4 "Label X Offset" to "2". 1 Minute Chart Settings: Box #3 "Label Vertical Offset" to "2". Box #4 "Label X Offset" to "0". Note: Adjusting text to the darkest "black" setting may provide the best contrast.
Pine Script® 인디케이터
Montycarlo1993의
Price Levels [TickDaddy]I hope you enjoy this indicator as much as I do! it draws out price levels to your liking, by ticks or points, how many ticks/points between levels, very customizable. it also has an info box showing how many ticks/points between levels as well as dollar amount for that level, and you can change contract size as well as micros or minis just to see if price moved that distance, what you can expect to make. any feedback greatly appreciated.
Pine Script® 인디케이터
TickDaddy의
bayaraa first 1221//@version=5 indicator("7-LA White Candle Session", overlay=true) // ----- Session тохиргоо ----- sess = input.session("0930-1600", "Session") // Хүссэн session цаг inSession = not na(time(sess)) // Лаа session-д байгаа эсэх // ----- Лааны өнгө тоолох ----- var int candle_count = 0 if inSession candle_count += 1 else candle_count := 0 // ----- Өнгө тохиргоо ----- candle_color = (candle_count <= 7 and inSession) ? color.white : na // ----- Лааг график дээр зурна ----- plotcandle(open, high, low, close, color=candle_color)
Pine Script® 인디케이터
nzagiraa의
ATR + Moving AverageThis indicator shows a manually calculated Average True Range (ATR) along with a moving average of the ATR. The ATR measures current candle volatility. The ATR Moving Average shows the average candle size over the selected period. Both can use different smoothing types (RMA, SMA, EMA, WMA) for flexibility. It’s useful for seeing when price is stretched, volatility is expanding or contracting, and for higher-timeframe mean-reversion analysis.
Pine Script® 인디케이터
seeyeahslater의