Position Size Calculator (MOEX Futures)Описание на русском языке
Этот скрипт для TradingView создан специально для трейдеров, работающих с фьючерсами на Московской бирже. Его основная цель – помочь трейдерам быстро и точно рассчитывать параметры позиции, такие как количество контрактов, риск на сделку, общий размер маржи, а также цены стоп-лосса и тейк-профита.
Функционал:
Расчет цены контракта: учитывает цену актива (в пунктах) и стоимость одного пункта.
Риск на сделку: определяется как процент от общего капитала.
Размер позиции: рассчитывается на основе риска на сделку и стоп-лосса.
Количество контрактов: округляется до целого числа вниз.
Общий размер маржи: определяется исходя из количества контрактов и маржи на один контракт.
Цены стоп-лосса и тейк-профита: вычисляются как для лонг-, так и для шорт-позиций.
Интерактивная таблица: статично отображается в правом верхнем углу графика и обновляется автоматически при изменении входных данных.
Скрипт заточен исключительно под специфику фьючерсов Московской биржи и позволяет трейдерам оптимизировать расчёты, минимизировать ошибки и экономить время.
Description in English
This TradingView script is specifically designed for traders working with futures on the Moscow Exchange. Its primary purpose is to help traders quickly and accurately calculate position parameters, such as the number of contracts, risk per trade, total margin size, and stop-loss and take-profit prices.
Features:
Contract price calculation: Takes into account the asset price (in points) and the price per point.
Risk per trade: Defined as a percentage of the total capital.
Position size: Calculated based on the risk per trade and stop-loss percentage.
Number of contracts: Rounded down to the nearest whole number.
Total margin size: Determined based on the number of contracts and margin per contract.
Stop-loss and take-profit prices: Calculated for both long and short positions.
Interactive table: Statically displayed in the top-right corner of the chart and dynamically updated when input parameters change.
This script is tailored exclusively to the specifics of futures trading on the Moscow Exchange, enabling traders to optimize calculations, minimize errors, and save time.
스크립트에서 "Futures"에 대해 찾기
TASC 2023.10 COT Commercials Indicator█ OVERVIEW
This script implements the COT Commercials Indicator introduced by Alfred François Tagher in an article featured in TASC's October 2023 edition of Traders' Tips . The indicator is designed for use in futures markets and represents a fast stochastic (%K) calculated based on the commercial open interest values of an asset derived from the weekly Commitments Of Traders (COT) report .
█ CONCEPTS
The COT report, issued by the Commodity Futures Trading Commission (CFTC) , presents a breakdown of reportable open interest positions held by various trader groups—commercial, noncommercial, and nonreportable (small traders). Open interest reflects the total number of derivative contracts entered by market participants but not yet settled. Consequently, it can serve as a measure of market activity and liquidity.
The indicator showcased here aims to analyze changes in the reported net values of open interest for commercial traders/hedgers (often referred to as 'smart money', as they deal directly in underlying commodities). The net values are positive when the commercial traders have more long positions than short ones and negative when they hold more short positions than long ones. Positive net values indicate that commercial traders hold more long positions than short ones, while negative values indicate the opposite. Thus, overbought and oversold conditions of the COT Commercials Indicator potentially suggest collective bullish and bearish sentiments, respectively.
█ CALCULATIONS
The calculations involve these steps:
1. Net open interest values are extracted from COT data using the LibraryCOT library provided by TradingView.
2. A fast stochastic indicator (%K) is then applied to normalize these net values.
The script also provides an option of calculating and plotting the indicator curve for noncommercial (speculators) open interest.
Percent of U.S. Stocks Above VWAPThis indicator plots a line reflecting the percentage of all U.S. stocks above or below their VWAP for the given candle. Horizontal lines have been placed at 40% (oversold), 50% (mid-line), and 60% (overbought). I recommend using this indicator as a market breadth indicator when trading individual stocks. In my experience, this indicator is best utilized while trading the major indices (SPX, SPY, QQQ, IWM) or their futures (ES, NQ, RTY) in the following manner:
- When the line crosses 50%, a green or red triangle is plotted indicating the majority of market momentum has turned bullish or bearish based on price positioning vs. VWAP. Look for longs when the line is rising (green) or above 50%, or shorts when the line is falling (red) or below 50%.
- When the line is below 40%, indicator shows red shading; I would not be long anything during this period. When the line exits this level, I begin looking for long entries. This line is adjustable in the indicator settings if you prefer to use a tighter or looser oversold level.
- When the line is above 60%, indicator shows green shading; I would not be short anything during this period. When the line exits this level, I begin looking for short entries. This line is adjustable in the indicator settings if you prefer to use a tighter or looser overbought level.
This indicator uses the TradingView ticker “PCTABOVEVWAP.US”, thus it only updates during NY market hours. If trading futures, I recommend applying VWAP to your chart and using that as the level to trade against in a similar manner, along with your personal price action analysis and other indicators you find useful.
Aggregated Volume Profile Spot & Futures ⚉ ＯＶＥＲＶＩＥＷ ⚉
Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. Works on almost all CRYPTO Tickers!
You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others.
The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data.
The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion).
WARNING Indicator is for CRYPTO ONLY.
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Data Type — Choose Single or Aggregated data.
• Single — Show only current Volume.
• Aggregated — Show Aggregated Volume.
Volume By — You can also select how the volume is displayed.
• COIN — Volume in Actives.
• USD — Volume in United Stated Dollar.
• EUR — Volume in European Union.
• RUB — Volume in Russian Ruble.
Calculate By — Choose how Aggregated Volume it is calculated.
• SUM — This displays the total volume from all sources.
• AVG — This displays the average price of the volume from all sources.
• MEDIAN — This displays the median volume from all sources.
• VARIANCE — This displays the variance of the volume from all sources.
• Delta Type — Select the Volume Profile type.
• Bullish — Shows the volume of buyers.
• Bearish — Shows the volume of sellers.
• Both — Shows the total volume of buyers and sellers.
Additional features
The remaining functions are responsible for the visual part of the Volume Profile and are intuitive and I recommend that you familiarize yourself with them simply by using them.
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If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
Also I recommend exploring and trying out my similar work.
EuroDollar Curve Implied 3M RateChart shows the Eurodollar futures prices latest prices from Sep 22 onwards. Display logic based on LongFiats code. This needs to be readjusted manually every 3 months whenever the front-month expires. Good tool to see where professional eurodollar futures think interest rates will be over the next few years. Check regularly as sentiment changes.
Binance Big Open Interest Delta Change v2 Note: This script will only work properly with Binance Futures symbols.
This script simply looks at the open interest for the symbol you are currently viewing and determines if a large change in open interest has occurred, which triggers a background color alert.
It does this by comparing the absolute value of the range of the current open interest bar with a simple average (length set by user) of the past x range. The user also determines what is considered a 'large' change in open interest by setting a multiplier with which the current range must exceed compared to the average range in order to trigger an alert.
If the change in open interest is an increase in OI, the alert is blue, and if the change in open interest is a decrease, the alert is orange.
The open interest ticker that is used for calculation is derived by adding the current ticker and "_OI" so that it auto changes each time you switch to a new Binance futures contract.
Liquidations by volume (spot/futures)BINANCE:BTCUSDT
Shows actual liquidations on a per-candle basis by using the difference in volume between spot and futures markets.
i.e. volume on a futures market will be much higher if there are many liquidations.
Long liquidation data should in theory be more accurate than short liquidation data due to the inability to short on a spot market.
This indicator should be able to help identify trends by determining liquidation points in the chart.
SPXL Futures Strategy- Buy/sell signals for SPXL using futures momentum.
- For real-time signals at close, use ES1! on 2 minute chart and sign up for real-time cboe mini futures data feed in tradingview.
- All buys and sells are at near close of US RTH market at 4pm.
- Best to use the script with other breadth signals to decide on trading strategy.
- Script is compatible with SPY, SPXL, RSP, QQQ, TQQQ and many other SPX correlated tickers, however it’s primarily developed for SPX.
vix_roll_yieldShows the roll yield of the VX futures, which is the ratio of a continuously weighted average of the front two months to the VIX. The VX (VIX futures) contract expires on the third Tuesday of each month. On the next trading day, the front month will have full weighting, and the second month will have no weight. On the expiration day, the back month will have full weighting and the front month will have no weight. In between, the weight gradually shifts.
This weighted average is similar to the SPVIXSTR index that UVXY and several other funds track. When the average is below the VIX, the indicator is negative, and the front month contract will tend to gain value relatively more rapidly than the back month as it converges upward to the VIX spot price. Because funds whose NAV is tied up in VX contracts continuously roll from the (typically cheaper) front month to the back, in situations where the front month is more expensive than usual--or even more expensive than the back month--these products may have a "tailwind". In this case, they are selling expensive front month contracts to purchase cheap back month contracts.
Ordinarily, VIX funds have a "headwind." The roll yield is positive, the front month is cheap, and the back month is expensive. Day by day the funds sell cheap front month contracts and buy expensive back month contracts, which, in turn and over time, become the front month and converge with the VIX, losing value rapidly. This is a brief explanation about the decay of these products.
BTC Perpetual Futures Premium [Morty]Version 1.0, 20210409
This is an oscillator indicator that shows the premium between BTC perpetual futures and spot prices.
The prices of futures and spot are weighted average prices, weighted by the exchange's trading volume.
When the indicator is in the upper half of the region, the funding rate of perpetual contracts is relatively high, and the market trend is bullish.
When the indicator is in the upper half of the region, the funding rate of perpetual contracts is relatively high, and the market trend is bearish.
You can set the upper and lower limits of the premium. When the indicator exceeds the upper or lower limit, the trend usually reverses.
Buy the dip, Sell the high.
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Version 1.0, 20210409
这是一个振荡器指标，它显示了BTC永续期货和现货之间的溢价。
期货和现货的价格是加权平均价格，由交易所的交易量加权。
当指标在上半部区域时，永续合约的资金费率相对较高，市场趋势是牛市。
当指标在上半部区域时，永续合约的资金费率相对较高，市场趋势是熊市。
您可以设置溢价的上限和下限。当指标超过上限或者下限，通常会趋势反转。
Buy the dip, Sell the high.
VIX Near-Term Futures CurveThis indicator provides a 3 day smoothed histogram expressing whether the near term VIX futures curve is in a state of contango or backwardation. The solid red/green bars express the spot vs front-month vs next month curve with the value being the cumulative point spread between them. The shaded overlay bars express the spread between the VIX spot index and front-month futures contract only.
This indicator is to be used on a 1 DAY interval or higher.
ADX Momentum cross + MacD + HH LL + Buy/Sell Signals and alerts Hello, This is the first indicator I have made and would like to contribute to the community.
This strategy came from trying to replicate a previous ADX Cross Indicator that I loved on MT4 which I used successfully on EUR/USD on high and low time frames. Through the process of trying to replicate it I failed, I decided to take what I had written so far and create my own ADX cross strategy using the combination of 3 ADX's, their lag. Then also using Higher highs and lower lows with the MacD to further filter the signals.
There are two buy and two sell conditions , the difference between these are just the order in which the ADX crossing determines the entry. The MacD and higher highs and lower lows are the same for filtering the signal.
You can change the look back for HH and LL look back range, along with the DI Length & ADX Smoothing for all ADX's. The lag used for either the buy or sell strategy with the Lag_Buy/Lag_Sell inputs. Lag_mid setting will affect all 4 conditions.
From testing and based on the ADX cross logic you should follow this structure when changing the inputs for:
DI Length: Lowest DI value (I.E. 1)
DI Lengtha: Middle DI value (I.E. 2)
DI Lengthb: Highest DI value (I.E. 3)
ADX Smoothing: Lowest Smoothing value (I.E. 1)
ADX Smoothinga: Middle Smoothing value (I.E. 2)
ADX Smoothingb: Highest Smoothing value (I.E. 3)
I tested this on the EUR/USD, but mainly I have been using it on BTC/USDT(binance) and BTC/USDT Perpetual futures(binance) with the 5 minute chart. I suggest playing around with the settings depending on the Symbol and timeframe you use because the default settings are what I last found to be optimal for my self on the 5min BTC/USDT Perpetual futures(binance) chart.
A good starting point I found when using the indicator on other charts is to use the below values:
DI Length: 7
DI Lengtha: 14
DI Lengthb: 21
ADX Smoothing: 7
ADX Smoothinga: 14
ADX Smoothingb: 21
If you have any questions, suggestions, or requests for this indicator feel free contact me. You can either comment on here or Message me
If you like this indicator please like and comment where you found it useful.
Open Interest Money Flow Index (OIMFI)CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume.
What is the Money Flow Index ( MFI )?
The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.
Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI .
What Does the Money Flow Index ( MFI ) Tell You?
One of the primary ways to use the Money Flow Index is when there is a divergence. A divergence is when the oscillator is moving in the opposite direction of price. This is a signal of a potential reversal in the prevailing price trend.
For example, a very high Money Flow Index that begins to fall below a reading of 80 while the underlying security continues to climb is a price reversal signal to the downside. Conversely, a very low MFI reading that climbs above a reading of 20 while the underlying security continues to sell off is a price reversal signal to the upside.
Traders also watch for larger divergences using multiple waves in the price and MFI . For example, a stock peaks at $10, pulls back to $8, and then rallies to $12. The price has made two successive highs, at $10 and $12. If MFI makes a lower higher when the price reaches $12, the indicator is not confirming the new high. This could foreshadow a decline in price.
The overbought and oversold levels are also used to signal possible trading opportunities. Moves below 10 and above 90 are rare. Traders watch for the MFI to move back above 10 to signal a long trade, and to drop below 90 to signal a short trade.
Other moves out of overbought or oversold territory can also be useful. For example, when an asset is in an uptrend, a drop below 20 (or even 30) and then a rally back above it could indicate a pullback is over and the price uptrend is resuming. The same goes for a downtrend. A short-term rally could push the MFI up to 70 or 80, but when it drops back below that could be the time to enter a short trade in preparation for another drop .
Reference : www.investopedia.com
WARNING :
** Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe.
** This data is taken to Tradingview with the help of Quandl. This is a very low possibility, but the system will not work if there is a malfunction.
FEATURES :
*** Working with all futures (Including : Bitcoin )
*** If you dont work with "Futures" , you can select "Others" from switchable menu and use volume for all instruments.
*** New generation elegant design used : Adaptive coloring Overbought - Oversold Levels according to the closing price.
NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Stay tuned. Best wishes !
BTC South Korea_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Futures_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Spot_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Tether_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Futures Settlement Dates - Life Zoltar InvestingThis is a TradingView script to map out the BTC Futures Settlement Dates. There was one floating around the internet but it was old and wasn’t updated. I took that, changed up the code and created this. Orange is CBOE and Blue is CME. You’ll notice shortly after the highlighted closed date, BTC starts to trend upwards.
Data from the below:
CBOE: cfe.cboe.com
CME: www.cmegroup.com
Premium ComparisonScript to display futures premium/discount vs basis; uses Bitmex XBTUSD 10.99% as basis vs XBTM18 and XBTU18 futures , but these are configurable.
Aggregated Open Interest Multi-Exchange (USD)This indicator aggregates Open Interest (OI) data from multiple major cryptocurrency exchanges into a single unified view in USD, using data available on TradingView. It automatically adapts to the asset you're viewing on the chart.
Features:
Aggregates OI from 7 major exchanges: Binance, Bybit, OKX, Bitget, Deribit, HTX, and Coinbase
All values converted to USD - unlike native OI which shows contracts/coins
Uses only data available on TradingView platform
Automatically detects the asset from your chart (BTC, ETH, SOL, etc.)
True apples-to-apples comparison across exchanges
Displays as candlesticks showing OI open, high, low, and close
Toggle exchanges on/off individually
Handles different contract types per exchange automatically
Why USD conversion matters:
Traditional OI indicators show values in contracts or crypto units, making it difficult to compare across exchanges. This indicator converts everything to USD, giving you the real dollar value of open positions across all exchanges.
How it works:
Simply add the indicator to any crypto perpetual futures chart. It will automatically fetch and aggregate OI data from all supported exchanges for that asset using TradingView's built-in data feeds, converting everything to USD.
Supported Exchanges:
Binance, Bybit, Bitget, HTX: USDT perpetuals
Deribit: BTC/ETH use USD contracts, others use USDC
OKX: Contract-based (automatically converted)
Coinbase: USDC perpetuals
Perfect for traders who want a comprehensive view of total market Open Interest in USD across exchanges using reliable TradingView data.
BOCS AdaptiveBOCS Adaptive Strategy - Automated Volatility Breakout System
WHAT THIS STRATEGY DOES:
This is an automated trading strategy that detects consolidation patterns through volatility analysis and executes trades when price breaks out of these channels. Take-profit and stop-loss levels are calculated dynamically using Average True Range (ATR) to adapt to current market volatility. The strategy closes positions partially at the first profit target and exits the remainder at the second target or stop loss.
TECHNICAL METHODOLOGY:
Price Normalization Process:
The strategy begins by normalizing price to create a consistent measurement scale. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). The current close price is then normalized using the formula: (close - lowest_low) / (highest_high - lowest_low). This produces values between 0 and 1, allowing volatility analysis to work consistently across different instruments and price levels.
Volatility Detection:
A 14-period standard deviation is applied to the normalized price series. Standard deviation measures how much prices deviate from their average - higher values indicate volatility expansion, lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() functions to track when volatility reaches peaks and troughs over the detection length period (default 14 bars).
Channel Formation Logic:
When volatility crosses from a high level to a low level, this signals the beginning of a consolidation phase. The strategy records this moment using ta.crossover(upper, lower) and begins tracking the highest and lowest prices during the consolidation. These become the channel boundaries. The duration between the crossover and current bar must exceed 10 bars minimum to avoid false channels from brief volatility spikes. Channels are drawn using box objects with the recorded high/low boundaries.
Breakout Signal Generation:
Two detection modes are available:
Strong Closes Mode (default): Breakout occurs when the candle body midpoint math.avg(close, open) exceeds the channel boundary. This filters out wick-only breaks.
Any Touch Mode: Breakout occurs when the close price exceeds the boundary.
When price closes above the upper channel boundary, a bullish breakout signal generates. When price closes below the lower boundary, a bearish breakout signal generates. The channel is then removed from the chart.
ATR-Based Risk Management:
The strategy uses request.security() to fetch ATR values from a specified timeframe, which can differ from the chart timeframe. For example, on a 5-minute chart, you can use 1-minute ATR for more responsive calculations. The ATR is calculated using ta.atr(length) with a user-defined period (default 14).
Exit levels are calculated at the moment of breakout:
Long Entry Price = Upper channel boundary
Long TP1 = Entry + (ATR × TP1 Multiplier)
Long TP2 = Entry + (ATR × TP2 Multiplier)
Long SL = Entry - (ATR × SL Multiplier)
For short trades, the calculation inverts:
Short Entry Price = Lower channel boundary
Short TP1 = Entry - (ATR × TP1 Multiplier)
Short TP2 = Entry - (ATR × TP2 Multiplier)
Short SL = Entry + (ATR × SL Multiplier)
Trade Execution Logic:
When a breakout occurs, the strategy checks if trading hours filter is satisfied (if enabled) and if position size equals zero (no existing position). If volume confirmation is enabled, it also verifies that current volume exceeds 1.2 times the 20-period simple moving average.
If all conditions are met:
strategy.entry() opens a position using the user-defined number of contracts
strategy.exit() immediately places a stop loss order
The code monitors price against TP1 and TP2 levels on each bar
When price reaches TP1, strategy.close() closes the specified number of contracts (e.g., if you enter with 3 contracts and set TP1 close to 1, it closes 1 contract). When price reaches TP2, it closes all remaining contracts. If stop loss is hit first, the entire position exits via the strategy.exit() order.
Volume Analysis System:
The strategy uses ta.requestUpAndDownVolume(timeframe) to fetch up volume, down volume, and volume delta from a specified timeframe. Three display modes are available:
Volume Mode: Shows total volume as bars scaled relative to the 20-period average
Comparison Mode: Shows up volume and down volume as separate bars above/below the channel midline
Delta Mode: Shows net volume delta (up volume - down volume) as bars, positive values above midline, negative below
The volume confirmation logic compares breakout bar volume to the 20-period SMA. If volume ÷ average > 1.2, the breakout is classified as "confirmed." When volume confirmation is enabled in settings, only confirmed breakouts generate trades.
INPUT PARAMETERS:
Strategy Settings:
Number of Contracts: Fixed quantity to trade per signal (1-1000)
Require Volume Confirmation: Toggle to only trade signals with volume >120% of average
TP1 Close Contracts: Exact number of contracts to close at first target (1-1000)
Use Trading Hours Filter: Toggle to restrict trading to specified session
Trading Hours: Session input in HHMM-HHMM format (e.g., "0930-1600")
Main Settings:
Normalization Length: Lookback bars for high/low calculation (1-500, default 100)
Box Detection Length: Period for volatility peak/trough detection (1-100, default 14)
Strong Closes Only: Toggle between body midpoint vs close price for breakout detection
Nested Channels: Allow multiple overlapping channels vs single channel at a time
ATR TP/SL Settings:
ATR Timeframe: Source timeframe for ATR calculation (1, 5, 15, 60, etc.)
ATR Length: Smoothing period for ATR (1-100, default 14)
Take Profit 1 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 2.0)
Take Profit 2 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 3.0)
Stop Loss Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 1.0)
Enable Take Profit 2: Toggle second profit target on/off
VISUAL INDICATORS:
Channel boxes with semi-transparent fill showing consolidation zones
Green/red colored zones at channel boundaries indicating breakout areas
Volume bars displayed within channels using selected mode
TP/SL lines with labels showing both price level and distance in points
Entry signals marked with up/down triangles at breakout price
Strategy status table showing position, contracts, P&L, ATR values, and volume confirmation status
HOW TO USE:
For 2-Minute Scalping:
Set ATR Timeframe to "1" (1-minute), ATR Length to 12, TP1 Multiplier to 2.0, TP2 Multiplier to 3.0, SL Multiplier to 1.5. Enable volume confirmation and strong closes only. Use trading hours filter to avoid low-volume periods.
For 5-15 Minute Day Trading:
Set ATR Timeframe to match chart or use 5-minute, ATR Length to 14, TP1 Multiplier to 2.0, TP2 Multiplier to 3.5, SL Multiplier to 1.2. Volume confirmation recommended but optional.
For Hourly+ Swing Trading:
Set ATR Timeframe to 15-30 minute, ATR Length to 14-21, TP1 Multiplier to 2.5, TP2 Multiplier to 4.0, SL Multiplier to 1.5. Volume confirmation optional, nested channels can be enabled for multiple setups.
BACKTEST CONSIDERATIONS:
Strategy performs best during trending or volatility expansion phases
Consolidation-heavy or choppy markets produce more false signals
Shorter timeframes require wider stop loss multipliers due to noise
Commission and slippage significantly impact performance on sub-5-minute charts
Volume confirmation generally improves win rate but reduces trade frequency
ATR multipliers should be optimized for specific instrument characteristics
COMPATIBLE MARKETS:
Works on any instrument with price and volume data including forex pairs, stock indices, individual stocks, cryptocurrency, commodities, and futures contracts. Requires TradingView data feed that includes volume for volume confirmation features to function.
KNOWN LIMITATIONS:
Stop losses execute via strategy.exit() and may not fill at exact levels during gaps or extreme volatility
request.security() on lower timeframes requires higher-tier TradingView subscription
False breakouts inherent to breakout strategies cannot be completely eliminated
Performance varies significantly based on market regime (trending vs ranging)
Partial closing logic requires sufficient position size relative to TP1 close contracts setting
RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance of this or any strategy does not guarantee future results. This strategy is provided for educational purposes and automated backtesting. Thoroughly test on historical data and paper trade before risking real capital. Market conditions change and strategies that worked historically may fail in the future. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions.
ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by AlgoAlpha in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns and sharing this innovative technique with the TradingView community. The enhancements added to the original concept include automated trade execution, multi-timeframe ATR-based risk management, partial position closing by contract count, volume confirmation filtering, and real-time position monitoring.
NDX Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of NDX levels directly on the NQ! (E-mini NASDAQ 100 Futures) chart, automatically adjusting for the spread between NDX and NQ1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on NQ1!.
Features:
Renders every 5 and 10 points steps of the NDX in your current chart.
The script adjusts these levels in real-time based on the current spread between NDX and NQ / MNQ
Plots updated horizontal lines that move with the spread
Nova Futures PRO (SAFE v6) — HTF + Choppiness + CooldownNova Futures PRO (SAFE v6) — HTF + Choppiness + Cooldown
