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Trend filter [Jamallo](2025) This is a trend qualification and filtering tool. Breakdown: Signal Line — Vervoort ATR Trailing Stop The signal line is an implementation of the ATR Trailing Stop developed by Sylvain Vervoort, first published in Technical Analysis of Stocks & Commodities, Volume 27, Issue 6 (June 2009), in his article "Average True Range Trailing Stops" . The stop uses a modified ATR calculated on the average price (O+H+L+C)/4 rather than the plain close. Baseline — Kalman Filter The baseline is derived from the Kalman Filter, a recursive algorithm developed in 1960 by Rudolf E. Kálmán, a Hungarian-American engineer and mathematician. Originally developed for aerospace applications in the early 1960s — including guidance of the Apollo spacecraft. In this indicator, the Kalman Filter acts as a smooth, low-lag trend estimate. Rather than applying fixed weights to historical data like conventional moving averages, it dynamically adjusts its trust between the predicted trend and observed prices. Bands — Volatility Channels Two pairs of bands (inner and outer) are built around the Kalman baseline using a 200-bar WMA.
Pine Script® 인디케이터
Jamallo22의
J - Trend Sniper v2(2024) A trend-following indicator that combines an ATR trailing stop with a smoothed price line to detect trend shifts and generate long/short signals. Calculates a slow ATR trailing stop (main trend boundary) and a fast ATR trailing stop, then plots a midpoint "Fast Line" between the two A smoothed signal line (a) tracks price using a volatility-weighted EMA — more reactive during high-volatility candles, smoother during low-volatility ones Long signal fires when the signal line crosses above the ATR trailing stop; Short when it crosses below
Pine Script® 인디케이터
Jamallo22의
Stop Loss Cascades (Breakouts) [Kioseff Trading]Hello friends and traders! 🔹Introduction This indicator " Stop-Loss Clustering (Breakouts) " attempts to model trader stop-loss placement logic and identify price areas where a large amount of stop losses might cluster. The idea is, if stop losses are indeed highly concentrated in a specific area, price extending through that area may produce high-velocity breakout conditions via forced order flow . I'll cover this topic more thoroughly throughout the description. For now, just know that stop loss location & size data is not publicly available . Any model of their concentration locations is highly assumptive. However, there's some reasonable academic research we can reference to make worthwhile estimates. Academic references supporting the concepts discussed are listed at the end of this description. To maintain readability, I won't cite individual statements inline. 🔹The Premise 🔸Liquidity, Behavior, and Stop Cascades Markets operate through a continuous limit order book , where two fundamental order types interact: Limit orders , which provide liquidity by resting in the book Market orders , which consume liquidity by exhausting those resting orders This mechanical interaction drives price movement - incoming order flow consuming available liquidity . This begs the question.. Does liquidity distribute evenly across the LOB? If it did : If liquidity were evenly distributed, price impact could be modeled as a relatively smooth function of incoming order flow. But it doesn’t : Liquidity is unevenly distributed. Academic research supports this claim and, regardless, this is an intuitive conclusion most traders arrive at. Liquidity forms localized concentrations and gaps. Liquidity concentrations are commonly referenced as: liquidity shelves , liquidity clusters , liquidity zones . Liquidity gaps are commonly referenced as: liquidity vacuums , thin book zones . As a result, identical order flow can produce very different price movements depending on the state of the order book. Let’s consider an example.. Assume price is trading at $99. The price levels $100, $101, $102 have resting sell limit order concentrations of 100. This is where you come in. You execute a market order buy for 300 size. Your order first exhausts all sell-side resting order concentrations at the $100 level. You still have 200 size that needs to be filled, and the ask price has moved from $100 to $101. Your order will now sequentially exhaust available liquidity at the $101 level, the ask price will increase to $102, and your final 100 size will exhaust the $102 level. To keep the example simple, we’ll say that your order moved price from $99 to $102, and now the ask price is $103. But, you still want to accumulate. The nearest sell-side levels in the LOB are $103, $104, $105. The $103 level has a sell limit order concentration of 500. $104 and $105 both have concentrations of 50. You execute your same market order buy for 300 size. This time, price doesn’t move.. At all.. Instead, you consumed 300 of the 500 size at $103 with your order, and the level remains a barrier. Your order was absorbed by available liquidity. This example demonstrates how price movement depends on available liquidity , not simply the size of incoming orders. In the first scenario, liquidity was thin and the order walked through multiple price levels, causing price to move quickly. In the second scenario, a large concentration of resting liquidity absorbed the same order, preventing price from advancing. 🔸Liquidity Does Not Distribute Evenly Alright, we understand that liquidity doesn’t distribute evenly. And we understand that high concentrations of liquidity can act as price barriers (liquidity shelves) while sparse liquidity can permit rapid price movement - we saw this in our example above. There’s an important question we should ask next before we move on.. If liquidity distributes unevenly, then where does it tend to cluster? And where does it tend to thin? Of course, knowing these tendencies provides multi-purpose advantages. If price approaches a liquidity vacuum - a local block of the order book with thin resting liquidity - rapid price movement can occur without requiring unusually strong aggressive order flow. If price approaches a liquidity shelf - a local block of the order book with thick resting liquidity - price can stall or contract even if the same level of aggressive order flow that previously moved price continues. With this in mind, order flow intensity alone does not determine price movement . The distribution of liquidity across surrounding price levels plays a similarly important role. So, is there any evidence of where liquidity tends to concentrate ? 🔸Empirical Observations Empirical research on limit order books shows that liquidity does not distribute smoothly across the LOB . Instead, depth tends to concentrate at specific price levels, producing irregular profiles with localized peaks in resting liquidity. These concentrations arise because order placement is not random . Traders frequently anchor decisions to widely observed reference prices such as: • prior highs • prior lows • round numbers • widely referenced price extremes Because many traders monitor the same price history, order placement decisions often reference similar price levels. This concept is simpler than it sounds. Let’s use market structure traders for example. Market structure traders frequently reference prior swing highs and swing lows when making decisions about entries, exits, and risk. A trader entering a long position may place their stop-loss below a recent swing low , reasoning that if price breaks that level, the trade idea is invalidated. A trader entering a short position may place their stop-loss above a recent swing high for the same reason. Timeframe price aggregation may differ; however, we’re all looking at roughly the same recent highs and lows when evaluating a chart (structure). When many traders collectively reference the same prices, orders may accumulate near those levels. This produces localized depth concentrations, which traders refer to as liquidity shelves . Liquidity shelves act as temporary barriers where the book contains disproportionately large resting liquidity compared to surrounding prices. 🔸Research documenting liquidity clustering includes : Bourghelle & Cellier (2007) , who find that limit orders cluster at prominent price levels (especially round numbers), creating localized depth concentrations that can act as price barriers. Kavajecz & Odders-White (2004) , who demonstrate that prices identified as support or resistance coincide with higher resting limit order depth These findings suggest that many commonly observed price levels may correspond to real concentrations of liquidity rather than being purely visual artifacts on a chart. Kavajecz & Odders-White (2004) is an important observation for support/resistance traders! Kavajecz & Odders-White (2004) show that levels traders commonly call support and resistance often align with areas where more limit orders are resting in the order book. This suggests a plausible mechanical pathway through which support and resistance levels can emerge! 🔸Liquidity Shelves and Price Interaction When liquidity clusters around a price level, the resulting liquidity shelf can influence how price behaves when it approaches that area. Price interaction with these shelves is state-dependent : If incoming order flow is absorbed, price may stall or reverse If resting liquidity is consumed, price may transition rapidly to the next liquidity zone Once a shelf is depleted, follow-through can accelerate due to thinner liquidity beyond the level Research on order book dynamics supports this mechanical view of price movement. For example: Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo (2009) demonstrate that price impact emerges from the interaction between order flow and finite liquidity From this perspective, price does not move simply because a level is crossed. Price moves because available liquidity at that level has been consumed. 🔸Latent Liquidity and Stop Clustering In addition to visible liquidity from limit orders, markets also contain latent liquidity . This is where ”Stop-Loss Clustering (Breakouts)” becomes important - we’re almost done! Latent liquidity consists of conditional orders such as stop-losses that are not visible in the order book until triggered . Although these orders aren’t public information, empirical studies show that stop orders tend to cluster near widely referenced price levels . Research by Carol Osler (2001, 2002) using institutional FX order data finds that stop-loss orders frequently accumulate just beyond salient price levels such as prior highs and lows. When these stops trigger, they convert into aggressive market orders and can generate bursts of directional order flow that may accelerate price movement. 🔸Stop-Loss Cascades Stop losses add another layer of latent order flow that isn’t visible in the order book until it triggers. If enough of them sit around the same price area.. Think “hidden pressure” waiting to activate. Nothing happens while price trades nearby, but once that level is traded at, those stops convert into market orders and immediately begin consuming available liquidity. This matters because stop placement is unlikely to be random in most instances. Traders frequently anchor stops to widely observed prices such as prior highs, prior lows, or other prominent structure points, or use volatility methods such as ATR, etc. So when price approaches one of these areas, two things can happen. If the resting liquidity there is large enough, the incoming orders can be absorbed and price may stall or reject. But if that liquidity gets consumed, the stops sitting just beyond the level begin triggering. Those triggered stops add additional market orders, which consume more liquidity and can push price further into the next layer of stops. This creates a cascading effect: price reaches a stop cluster stops trigger and convert into market orders liquidity gets consumed faster price moves further, triggering more stops When this chain reaction starts, price can transition very quickly from a slow battle near the level to rapid expansion through it. This is one of the mechanical reasons why some reference-point breaks barely move, while others accelerate rapidly. 🔹How It Works Now that we understand the why - let’s discuss how the indicator works. 🔸Absorbtion Extremes The image above shows the absorption extremes model. In this model, the indicator treats recent & relevant swing points as plausible stop clustering candidates. You can find similar swing point identification mechanics in other indicators. However, this model assigns subsequent volume to the swing level after its formation. There are limitations and assumptions - let’s go over them. The images above explain how the indicator determines the intensity of a possible stop-cluster around a swing level. There are limitations and assumptions 1: The indicator assigns all “directional volume” to a swing level after it’s formed and while it remains the closest active swing point to the current price. “Buy volume” is assigned to the closest active swing low. “Sell volume” is assigned to the closest active swing high. I say “buy volume” and “sell volume” because there’s assumptions on what constitutes the relevant classification. The indicators follow the traditional two-region tick model for classifying buy volume and sell volume. Higher close = “buy volume” proxy Lower close = “sell volume” proxy Depending on the granularity you select (the indicator is capable of using tick data), this model can be more/less accurate. However, even with tick-level data and bid/ask quotes, trade direction must still be inferred using classification rules. Because some trades occur inside the spread or involve hidden liquidity, perfect classification is not possible without exchange aggressor flags. For assumptions.. The model assigns ALL classified volume to the swing level. In reality, traders use a wide range of risk management methods, and not every position will place a stop loss directly at the most recent swing point. ATR-based stops, percentage-based stops, and other volatility-based methods are also common. Because the true distribution of stop placement is unobservable, the model assumes that positions entered are structurally invalidated at the closest swing level based on their classified direction. As a result, the values displayed by the indicator should be interpreted as relative proxies for potential stop concentration, rather than precise estimates of actual stop-loss size. The displayed magnitudes are intentionally exaggerated and comparative, designed to highlight where stop pressure may accumulate relative to other levels. The images above show how to interpret the indicator when using this model. The image above shows the triggered stop-cluster graph. Each point corresponds to a triggered stop-cluster - assuming it exists. The greater the size attached to that cluster, the further distant the data point is placed. Far away from zero line = large size. Close to zero line = low size. Radiating/glowing points indicate a potentially large cluster trigger. 🔸 Volatility-At-Entry Model (Time Scaled) The Volatility-At-Entry model uses ATR scaled by various timeframes to predict plausible stop loss placements. For this model, the indicator uses the same tick classification model to assign volume directionally. Volume is then dispersed across six common timeframes (1m, 5m, 15m, 30m, 1h, 4h) and 3 common ATR multiples for risk management (1ATR, 1.5ATR, 2ATR). This model assumes traders are entering positions across various timeframes and are scaling risk congruent with those timeframes. For instance, A trader using the 1-minute chart for opportunity is more likely to use a stop loss closer to entry than a trader using the 4-hour chart for opportunity. If this assumption is reasonable to you - great, we can move forward! The image above visualizes the model. Purple-shaded regions indicate a price area with less opportunity for stop loss clustering. Either transaction intensity around eligible price areas was low, or position accumulation wasn’t given sufficient time. Pink-shaded regions indicate a price area with greater opportunity for stop loss clustering. Volume was significant around these regions or price has traded within proximity for extended periods. This model naturally shows more future opportunity than historical outcomes. You can select to show historical outcomes in the settings, this image shows examples of such outcomes. The image above shows the triggered stop loss graph in effect for this model. Stop clustered are distributed across more price areas with this model - from low intensity to high intensity. Therefore, a cluster is almost always “triggering” to some degree. A classification model for what’s typical and what’s unusual is used for the graph in this case. Radiating points always indicate large stop clusters triggered. Anything within the green/pink line indicates usual size. Typical Move The image above explains the nearest cluster information table. The size and location of the nearest buy-stop cluster and sell-stop cluster are recorded. Additionally, the indicator identifies whether clusters of similar size were triggered in the past, and how price behaved following those events. Since all models here are highly assumptive, and similar sized clusters might only have one or two relative neighbors, treat these measurements as a description of history rather than a prediction. The model takes the logarithm of the current stop-volume (buy or sell) to normalize its scale and compare it with a historical dataset of previously observed stop-volume sizes that have also been log-scaled. It then identifies historical observations whose sizes are most similar to the current value, either by selecting all observations within a tolerance range around that value (where the range is based on the typical spacing between historical observations), or by selecting the single closest match. Finally, the model retrieves the historical price moves associated with those matched observations, producing a sample of “typical moves” that occurred when stop-volume magnitude was similar to the current situation. Ratio Meter The stop-cluster ratio meter shows the current sum of active and triggered all buy-side clusters and sell-side clusters. This meter is useful for quick scanning across assets to see if active or recently triggered stop clusters are lopsided. Additional Features The single most important setting outside model selection is the lower timeframe used to retrieve volume from. This setting is set to 1-minute data by default because it works with paid and free plans. If you want better granularity, I strongly suggest changing this setting to either 1-second or 1-tick. This will sacrifice the number of identifiable cluster locations, because better granularity data has less programmatically retrievable values. 🔹Closing Remarks Stop-loss clustering is an appealing concept because it offers a plausible explanation for why some breakouts accelerate so quickly while others stall. When a large number of conditional orders sit near the same price, a breakout through that area can trigger a cascade of market orders that rapidly consume liquidity and push price toward the next available zone. However, it’s important to remember that the models used in this indicator are approximations, not direct measurements. True stop-loss locations and sizes are not publicly observable, and many traders use different risk management techniques that cannot be perfectly inferred from chart data alone. The goal of this indicator is therefore not to identify exact stop locations, but to highlight price areas where stop pressure may plausibly accumulate relative to surrounding levels. Like any model based on behavioral assumptions and historical observations, results should be interpreted probabilistically. Large clusters do not guarantee breakouts, and small clusters do not guarantee quiet price behavior. Instead, the indicator is best used as a tool for context and situational awareness. References General Microstructure and Price Formation Madhavan, A. (2000). Market microstructure: A survey. Journal of Financial Markets, 3(3), 205–258. O'Hara, M. (1995). Market Microstructure Theory. Blackwell. Biais, B., Glosten, L., & Spatt, C. (2005). Market microstructure: A survey of microfoundations, empirical results, and policy implications. Journal of Financial Markets, 8(2), 217–264. Limit Order Books and Liquidity as Resting Orders Gould, M. D., Porter, M. A., Williams, S., McDonald, M., Fenn, D. J., & Howison, S. D. (2013). Limit order books. Quantitative Finance, 13(11), 1709–1742. Rosu, I. (2009). A dynamic model of the limit order book. Review of Financial Studies, 22(11), 4601–4641. Biais, B., Hillion, P., & Spatt, C. (1995). An empirical analysis of the limit order book and the order flow in the Paris Bourse. Journal of Finance, 50(5), 1655–1689. Liquidity Clustering and Depth Concentration Kavajecz, K. A., & Odders-White, E. R. (2004). Technical analysis and liquidity provision. Review of Financial Studies, 17(4), 1043–1071. Bourghelle, D., & Cellier, A. (2007). Limit order clustering and price barriers on financial markets. Working paper / SSRN. Order Flow and Price Impact Bouchaud, J.-P., Farmer, J. D., & Lillo, F. (2009). How markets slowly digest changes in supply and demand. In Handbook of Financial Markets: Dynamics and Evolution. Stop Orders and Price Cascades Osler, C. L. (2003). Currency orders and exchange-rate dynamics: Explaining the success of technical analysis. Journal of Finance, 58(5), 1791–1819. Osler, C. L. (2005). Stop-loss orders and price cascades in currency markets. Journal of International Money and Finance, 24(2), 219–241. Liquidity Provision and Execution Ho, T., & Stoll, H. (1981). Optimal dealer pricing under transactions and return uncertainty. Journal of Financial Economics, 9(1), 47–73. Almgren, R., & Chriss, N. (2000). Optimal execution of portfolio transactions. Journal of Risk, 3(2), 5–39. Menkveld, A. J. (2013). High frequency trading and the new market makers. Journal of Financial Markets, 16(4), 712–740. Behavioral Anchoring and Attention Kahneman, D., & Tversky, A. (1974). Judgment under uncertainty: Heuristics and biases. Science, 185(4157), 1124–1131. Barber, B. M., & Odean, T. (2008). All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. Review of Financial Studies, 21(2), 785–818. George, T. J., & Hwang, C. Y. (2004). The 52-week high and momentum investing. Journal of Finance, 59(5), 2145–2176. Mizrach, B., & Weerts, S. (2007). Highs and lows: A behavioral and technical analysis. SSRN working paper.
Pine Script® 인디케이터
KioseffTrading의
16
Liquidity Sweep Rider Institutional HFT Grabber Liquidity Sweep Rider Strategy (Swing Pivot + Volume Filter) Publication Description: This is an open-source Pine Script v6 strategy that identifies potential liquidity sweep patterns around confirmed swing highs and lows. It uses: Pivot points (ta.pivothigh / ta.pivotlow) to mark historical swing levels where orders (such as stops or pending entries) often cluster. A volume filter requiring above-average volume (SMA-based with multiplier) on the sweep candle to highlight stronger moves. Classic sweep logic: price wicks beyond the level but closes back inside, suggesting a possible reversal after liquidity is taken. Entry rules: Long: after a downside sweep below a recent swing low (with volume condition). Short: after an upside sweep above a recent swing high (with volume condition). Features include: Optional toggles to enable/disable long/short directions. ATR-based stop-loss and take-profit (configurable multipliers and risk-reward ratio). Visual plots for liquidity levels, entry signals, background highlights, and an info table. Alert conditions for long/short triggers. Important notes: This is an educational/example script for backtesting and learning. Past performance does not indicate future results. Trading involves significant risk of loss — use proper risk management and never risk more than you can afford to lose. No guarantees of profitability are made. Always test thoroughly on demo accounts before live use. Customize parameters (pivot lengths, volume multiplier, ATR settings) based on the instrument and timeframe you trade. Works on various markets/timeframes but performs differently depending on liquidity and volatility. Feel free to fork/modify the code. Feedback and improvements are welcome! (≈ 3–4 paragraphs, clear, educational, includes risk disclaimer, explains logic + usage without hype.)
Pine Script™ 전략
uzair2join의
Neighboring Trailing Stop [LuxAlgo]The Neighboring Trailing Stop indicator provides a dynamic, data-driven trailing stop-loss mechanism by analyzing the local distribution of prices relative to the current market position. It uses a "k-nearest neighbors" approach to identify support and resistance levels based on historical price clusters, offering a unique alternative to standard volatility-based stops like ATR. 🔶 USAGE The indicator helps traders identify trend reversals and manage open positions by providing a protective stop that adjusts based on where price has historically "congested" near the current level. 🔹 Trend Interpretation Bullish Trend: When the stop-loss line is below the price (colored green), the market is in a bullish state. The trailing stop will only move upward, securing profits as the price creates new local distribution highs. Bearish Trend: When the stop-loss line is above the price (colored red), the market is in a bearish state. The trailing stop will only move downward, following the price as it explores lower distribution zones. 🔹 Signals The script plots "B" (Buy) and "S" (Sell) labels at the point of trend reversals. These occurs when the price breaks through the current "neighboring" distribution boundary, suggesting a shift in the local market structure. 🔶 DETAILS The methodology behind this indicator is rooted in non-parametric statistics and price distribution analysis rather than simple moving averages or volatility. 🔹 Price Distribution & K-Neighbors The script maintains a "Historical Buffer" of recent prices in a sorted array. For every new bar, it identifies the position of the current price within this sorted distribution. It then looks at k neighbors above the price and k neighbors below the price. 🔹 Percentile Bands Within these local "neighborhoods" of price data, the script calculates a specific percentile. This allows the indicator to ignore outliers and focus on where the bulk of historical price action occurred near the current level. If the price moves into a "discovery" phase where it exceeds the range of its historical neighbors, a trend reversal is triggered. 🔹 Trailing Logic The resulting levels are smoothed via an SMA to prevent erratic jumps. The trailing stop is "ratcheted"—meaning it can only move in the direction of the trend (up for long, down for short)—ensuring that realized gains are protected even if the distribution neighborhood expands. 🔶 SETTINGS Historical Buffer (Bars): Determines how many historical price points are kept in the distribution memory. A larger buffer considers more history, leading to more stable but slower-reacting levels. Neighboring Range (K): The number of price points to analyze immediately above and below the current price. Smaller values make the stop more sensitive to local price changes. Percentile: Controls the depth within the neighborhood used for the stop level. A higher percentile (e.g., 90) places the stop further away from the current price. Smoothing: Applies a Simple Moving Average (SMA) to the raw distribution levels to create a smoother trailing line.
Pine Script® 인디케이터
LuxAlgo의
3
ATR Trailing Stop + Alert (Long Mode)ATR Trailing Stop (Long Mode) is a volatility-adaptive exit tool designed to protect profits while allowing strong trends to develop. By combining the Average True Range (ATR) with a highest-value trailing mechanism, the stop dynamically adjusts to market conditions and only moves upward during active long trades. This structure helps reduce emotional decision-making and enforces disciplined risk management. As volatility expands, the stop automatically widens to avoid premature exits. As price continues trending higher, the stop locks in gains by trailing behind price action in a systematic way. Key advantages: Volatility-based dynamic stop distance Non-decreasing trailing logic (long-only mode) Clear visual stop levels and break signals Built-in alert for stop hits Ideal for trend followers, swing traders, and systematic traders who want a structured and reliable method for managing long positions without second-guessing exits.
Pine Script® 인디케이터
tk56301의
ATR/Structure Trail Stop Loss This indicator is a high-performance trend-following tool designed to help traders stay in winning positions for maximum "R" gains. It solves the common problem of getting stopped out too early by combining Volatility (ATR) with Market Structure (Price Action Swings). How it Works The script calculates two different stop-loss levels and automatically chooses the most "conservative" one to protect your capital: ATR Stop: Measures the current market volatility. If the market gets wild, the stop widens. If the market gets calm, the stop tightens. Structure Stop: Looks at the lowest lows (for Longs) or highest highs (for Shorts) of the last few candles. This ensures you don't stay in a trade if the actual price trend breaks. Key Features Hybrid Logic: The stop strictly follows Closing Prices to prevent "wick-outs" from temporary spikes. Trend Dashboard: A real-time table tracks ADX (Trend Power). "RUN IT": High momentum; keep trailing for 12R–30R targets. "TIGHTEN": Momentum is dying; consider locking in profits. Visual Diamonds: Uses a Step-Line style with diamonds to show exactly when your stop-loss "locks in" a new level. How to Use It (Step-by-Step) Entry: Enter your trade based on your standard breakout strategy. Initial Risk: Use the Initial Stop (5 points) until the price moves in your favor. The Trail: Once the trend establishes, follow the Light White Diamonds. Scaling: Use the ATR Multiplier input to adjust the "breathing room." Lower Multiplier (e.g., 1.5): Tighter trail, good for scalp targets. Higher Multiplier (e.g., 2.5+): Wider trail, best for catching 30R monster moves. Exit: Close the position immediately when a candle closes on the opposite side of the diamonds.
Pine Script® 인디케이터
khaieconomic의
Session Liquidity Sweep + Trend ConfirmationThis strategy aims to capture high-probability intraday trades by combining liquidity sweeps with a trend confirmation filter. It is designed for traders who want a systematic approach to trade breakouts during specific market sessions while controlling risk with ATR-based stops. How it Works: Session Filter: Trades are only considered during a defined session (default 9:30 - 11:00). This helps avoid low-volume periods that can lead to false signals. Trend Confirmation: The strategy uses a 50-period EMA to identify the market trend. Long trades are only taken in an uptrend, and short trades in a downtrend. Liquidity Sweep Detection: A long entry occurs when price dips below the prior N-bar low but closes back above it, indicating a potential liquidity sweep that stops being triggered before the trend continues upward. A short entry occurs when price spikes above the prior N-bar high but closes below it, signaling a potential sweep of stops before the downward trend resumes. ATR-Based Risk Management: Stop loss is calculated using the Average True Range (ATR) multiplied by a configurable factor (default 1.5). Take profit is set based on a risk-reward ratio (default 2.5x). Position Sizing: Default position size is 5% of equity per trade, making it suitable for risk-conscious trading. Inputs: Session Start/End (HHMM) Liquidity Lookback Period (number of bars to define prior high/low) ATR Length for stop calculation ATR Stop Multiplier Risk-Reward Ratio EMA Trend Filter Length Visuals: Prior Liquidity High (red) Prior Liquidity Low (green) EMA Trend (blue) Why Use This Strategy: Captures stop-hunt moves often triggered by larger market participants. Only trades with trend confirmation, reducing false signals. Provides automatic ATR-based stop loss and take profit for consistent risk management. Easy to adjust session time, ATR, EMA length, and risk-reward to suit your trading style. Important Notes: Assumes 0.05% commission and 1-pip slippage. Adjust according to your broker. Not financial advice; intended for educational, backtesting, or paper trading purposes. Always test strategies thoroughly before applying to live accounts.
Pine Script™ 전략
AIScripts의
EDUVEST UTBOT ADJ - Adaptive ATR Trailing StopEDUVEST UTBOT ADJ - Adaptive ATR Trailing Stop with Session-Based Sensitivity ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ ORIGINALITY This indicator is an enhanced version of the classic UT Bot concept, featuring automatic session-based ATR sensitivity adjustment. Unlike the original UT Bot which uses a fixed sensitivity value, this version dynamically adapts to different trading sessions (Tokyo, London, New York) and automatically detects asset characteristics to optimize signal generation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ WHAT IT DOES - Generates BUY and SELL signals based on ATR trailing stop crossovers with a moving average - Automatically adjusts sensitivity based on current trading session (Tokyo/London/NY) - Auto-detects asset type and applies optimized parameters for each instrument - Displays real-time session information and volatility status - Provides alert functionality with customizable cooldown periods ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ HOW IT WORKS 【Core Logic: ATR Trailing Stop】 The indicator calculates an ATR-based trailing stop using the formula: Trailing Stop = Price ± (Sensitivity × ATR) When price is above the trailing stop and rising, the stop trails below price. When price is below the trailing stop and falling, the stop trails above price. 【Signal Generation】 - BUY Signal: Price crosses above the trailing stop AND Moving Average crosses above the trailing stop - SELL Signal: Price crosses below the trailing stop AND Moving Average crosses below the trailing stop 【Session-Based Sensitivity Adjustment】 The indicator adjusts ATR sensitivity based on trading session (JST timezone): - Tokyo (08:00-15:00): Lower sensitivity (reduced by adjustment value) - typically quieter markets - London (15:00-23:00): Base sensitivity - moderate volatility - New York (23:00-08:00): Higher sensitivity (increased by adjustment value) - higher volatility 【Dynamic ATR Adjustment】 When enabled, the indicator compares current ATR to its smoothed average: - ATR Ratio = Current ATR / SMA(ATR, smoothing period) - Volatility Multiplier = 1.0 + (Sensitivity × (2.0 - ATR Ratio)) This reduces sensitivity during high volatility (fewer false signals) and increases sensitivity during low volatility (faster response). 【Auto Asset Detection】 The indicator automatically detects the traded instrument and applies optimized parameters: - Stable pairs (USDJPY, EURUSD, USDCHF): Base sensitivity 1.5-1.8 - Moderate pairs (AUDUSD, USDCAD, EURJPY): Base sensitivity 2.0-2.3 - Volatile pairs (GBPUSD): Base sensitivity 2.8 - Commodities (GOLD/XAUUSD): Base sensitivity 3.5 - Indices (NASDAQ/NAS100): Base sensitivity 4.0 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ HOW TO USE 【Recommended Settings】 - Timeframe: 15 minutes or higher (15M, 1H, 4H recommended) - Best performance on: Forex majors, Gold, NASDAQ - Enable "Auto Asset Detection" for optimized parameters 【Entry Rules】 - BUY: Enter long when green BUY label appears - SELL: Enter short when pink SELL label appears 【Session Panel】 The top-right panel displays: - Current trading session (Tokyo/London/NY) - Volatility status (High Chance/Medium Chance/Caution) - Mode (AUTO/MANUAL) 【Alert Setup】 1. Enable "Viewer Alert Display" in settings 2. Set cooldown period (default: 15 minutes) to avoid signal spam 3. Create alert with "Any alert() function call" condition 【Important Notes】 - This indicator does not repaint - signals are confirmed at bar close - Lower timeframes (1M, 5M) may generate excessive signals - Always use proper risk management and confirm with other analysis ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ SETTINGS OVERVIEW 🎯 Alert Settings - Viewer Alert Display: Enable/disable alert labels - Cooldown Function: Prevent rapid consecutive signals - Cooldown Time: Minutes between alerts (5-60) 🔧 Dynamic ATR Settings - Enable Dynamic ATR: Auto-adjust based on volatility - ATR Period: Calculation period (default: 14) - ATR Smoothing: Smoothing period for ratio calculation - Volatility Sensitivity: How much to adjust (0.1-1.0) 🕐 Session ATR Adjustment - Enable Time Adjustment: Session-based sensitivity - Show Session Info: Display session panel 📊 Asset Settings - Auto Asset Detection: Automatically optimize for instrument - Manual settings available when auto-detection is disabled ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ █ CREDITS Based on the original UT Bot concept by QuantNomad. Enhanced with session-based adaptation and auto-asset detection by EduVest. License: Mozilla Public License 2.0
Pine Script® 인디케이터
EduVest_doro의
MDZ Strategy v4.2 - Multi-factor trend strategyWhat This Strategy Does MDZ (Momentum Divergence Zones) v4.2 is a trend-following strategy that enters long positions when multiple momentum and trend indicators align. It's designed for swing trading on higher timeframes (2H-4H) and uses ATR-based position management. The strategy waits for strong trend confirmation before entry, requiring agreement across five different filters. This reduces trade frequency but aims to improve signal quality. Entry Logic A long entry triggers when ALL of the following conditions are true: 1. EMA Stack (Trend Structure) Price > EMA 20 > EMA 50 > EMA 200 This "stacked" alignment indicates a strong established uptrend 2. RSI Filter (Momentum Window) RSI between 45-75 (default) Confirms momentum without entering overbought territory 3. ADX Filter (Trend Strength) ADX > 20 (default) Ensures the trend has sufficient strength, not a ranging market 4. MACD Confirmation MACD line above signal line Histogram increasing (momentum accelerating) 5. Directional Movement +DI > -DI Confirms bullish directional pressure Exit Logic Positions are managed with ATR-based levels: ParameterDefaultDescriptionStop Loss2.5 × ATRBelow entry priceTake Profit6.0 × ATRAbove entry priceTrailing Stop2.0 × ATROptional, activates after entry The default configuration produces a 1:2.4 risk-reward ratio. Presets The strategy includes optimized presets based on historical testing: PresetTimeframeNotes1H Standard1 HourMore frequent signals2H Low DD2 HourConservative settings3H Optimized3 HourBalanced approach4H Swing4 HourWider stops for swing tradesCustomAnyFull manual control Select "Custom" to adjust all parameters manually. Inputs Explained EMAs Fast EMA (20): Short-term trend Slow EMA (50): Medium-term trend Trend EMA (200): Long-term trend filter RSI Length: Lookback period (default 14) Min/Max: Entry window to avoid extremes ADX Min ADX: Minimum trend strength threshold Risk Stop Loss ATR: Multiplier for stop distance Take Profit ATR: Multiplier for target distance Trail ATR: Trailing stop distance (if enabled) Session (Optional) Filter entries by time of day Recommended OFF for 3H+ timeframes What's Displayed Info Panel (Top Right) Current preset Trend status (Strong/Wait) ADX, RSI, MACD readings Position status Risk-reward ratio Stats Panel (Top Left) Net P&L % Total trades Win rate Profit factor Maximum drawdown Chart EMA lines (20 blue, 50 orange, 200 purple) Green background during strong uptrend Triangle markers on entry signals Important Notes ⚠️ This is a long-only strategy. It does not take short positions. ⚠️ Historical results do not guarantee future performance. Backtests show what would have happened in the past under specific conditions. Markets change, and any strategy can experience drawdowns or extended losing periods. ⚠️ Risk management is your responsibility. The default settings risk 100% of equity per trade for backtesting purposes. In live trading, appropriate position sizing based on your risk tolerance is essential. ⚠️ Slippage and commissions matter. The backtest includes 0.02% commission and 1 tick slippage, but actual execution costs vary by broker and market conditions. Best Practices Test on your specific market — Results vary significantly across different instruments Use appropriate position sizing — Never risk more than you can afford to lose Combine with your own analysis — No indicator replaces understanding market context Paper trade first — Validate the strategy matches your trading style before risking capital Alerts Two alerts are available: MDZ Long Entry: Fires when all entry conditions are met Uptrend Started: Fires when EMA stack first aligns bullish Methodology This strategy is based on the principle that trend continuation has better odds than reversal when multiple timeframe momentum indicators agree. By requiring five independent confirmations, it filters out weak setups at the cost of fewer total signals. The ATR-based exits adapt to current volatility rather than using fixed pip/point targets, which helps the strategy adjust to different market conditions. Questions? Leave a comment below.
Pine Script™ 전략
VolForge의
Live Position Sizer (LPS)Description (EN) (Magyar leíráshoz görgess lejjebb!) Live Position Sizer (LPS) is a discretionary trading utility designed to visualize risk, reward, and position size directly on the chart in real time. The indicator draws a TradingView-style long or short position box and calculates the required position size based on your defined capital, maximum risk, stop-loss distance, and a user-defined lot conversion factor. LPS is intended strictly as a decision-support and risk management tool. It does not place trades or generate automated signals. Core features: Automatic Long / Short position visualization Dynamic Entry, Stop Loss, and Take Profit levels Real-time position size calculation Configurable Risk/Reward ratio Fully customizable colors, transparency, and line styles Clean, minimal on-chart labels showing direction, RR, and lot size Only one active position box at a time for a clutter-free chart Position sizing logic: TradingView internally calculates position size in units, not broker-specific lots. To bridge this difference, LPS uses a user-defined “Units per 1 Lot” multiplier. Examples: Forex (standard lot): 100000 Gold (XAUUSD): 1 or 100 (broker dependent) Indices (e.g. NAS100): 1 The indicator first calculates the position size in TradingView units and then converts it to lots using this multiplier. The displayed lot size is rounded to 0.01 lots. Stop Loss logic: The Stop Loss level is derived from the High or Low of a selectable previous candle. Increasing the bar-back value places the Stop Loss further away, which: increases stop distance reduces position size for the same risk Intended use: Manual / discretionary trading Risk management and position sizing Trade planning and visualization Educational purposes Important notes: This indicator does not execute trades No alerts or automation by default Lot size and contract specifications vary by broker Always verify the exact lot or contract size with your broker before trading ------------------------------------ Description (HU) A Live Position Sizer (LPS) egy diszkrecionális kereskedést támogató segédindikátor, amely valós időben jeleníti meg a kockázatot, a célárat és a pozícióméretet közvetlenül a charton. Az indikátor TradingView-stílusú long vagy short pozíció boxot rajzol, és kiszámolja a szükséges pozícióméretet a megadott tőke, maximális kockázat, stop-loss távolság és egy felhasználó által definiált LOT szorzó alapján. Az LPS nem stratégia, kizárólag döntéstámogató és kockázatkezelési eszköz. Fő funkciók: Automatikus Long / Short pozíció megjelenítés Entry, Stop Loss és Take Profit szintek vizuális ábrázolása Valós idejű pozícióméret számítás Állítható Risk/Reward arány Teljesen testreszabható színek, átlátszóság és vonalstílus Letisztult chart label (irány, RR, lot méret) Egyszerre csak egy aktív pozíció box Pozícióméretezési logika: A TradingView belsőleg egységekben (units) számol, nem bróker-specifikus LOT-okban. Ennek kezelésére az LPS egy „Units per 1 Lot” beállítást használ. Példák: Forex standard lot: 100000 Arany (XAUUSD): 1 vagy 100 (brókertől függ) Indexek (pl. NAS100): 1 Az indikátor először TradingView egységekben számol, majd ezt átváltja LOT-ra a megadott szorzó segítségével. A kijelzett LOT méret 0.01-re van kerekítve. Stop Loss logika: A Stop Loss szint a kiválasztott korábbi gyertya high vagy low értékéből kerül meghatározásra. Nagyobb bar-back érték: távolabb helyezi a stopot azonos kockázat mellett kisebb pozícióméretet eredményez Ajánlott felhasználás: Manuális, diszkrecionális kereskedés Kockázatkezelés és pozícióméretezés Trade tervezés Oktatási célok Fontos megjegyzések: Az indikátor nem köt automatikusan Alapértelmezetten nincs alert vagy automatizmus A LOT és contract méret brókerenként eltérhet Kereskedés előtt mindig ellenőrizd a pontos LOT / contract specifikációt a brókerednél
Pine Script® 인디케이터
mildZebra14333의
EMA Cross + RSI + ADX - Autotrade Strategy V2Overview A versatile trend-following strategy combining EMA 9/21 crossovers with RSI momentum filtering and optional ADX trend strength confirmation. Designed for both cryptocurrency and traditional futures/options markets with built-in stop loss management and automated position reversals. Key Features Multi-Market Compatibility: Works on both crypto futures (Bitcoin, Ethereum) and traditional markets (NIFTY, Bank NIFTY, S&P 500 futures, equity options) Triple Confirmation System: EMA crossover + RSI filter + ADX strength (optional) Automated Risk Management: 2% stop loss with wick-touch detection Position Auto-Reversal: Opposite signals automatically close and reverse positions Webhook Ready: Six distinct alert messages for automation (Entry Buy/Sell, Close Long/Short, SL Hit Long/Short) Performance Metrics NIFTY Futures (15min): 50%+ win rate with ADX filter OFF Crypto Markets: Requires extensive backtesting before live deployment Optimal Timeframes: 15-minute to 1-hour charts (patience required for higher timeframes) Strategy Logic Entry Signals: LONG: EMA 9 crosses above EMA 21 + RSI > 55 + ADX > 20 (if enabled) SHORT: EMA 9 crosses below EMA 21 + RSI < 45 + ADX > 20 (if enabled) Exit Signals: Opposite EMA crossover (auto-closes current position) Stop loss hit at 2% from entry price (tracks candle wicks) Technical Indicators: Fast EMA: 9-period (short-term trend) Slow EMA: 21-period (primary trend) RSI: 14-period with 55/45 thresholds (momentum confirmation) ADX: 14-period with 20 threshold (trend strength filter - optional) Market-Specific Settings Traditional Markets (NIFTY, Bank NIFTY, S&P Futures, Options) Recommended Settings: ADX Filter: Turn OFF (less choppy, cleaner trends) Timeframe: 15-minute chart Win Rate: 50%+ on NIFTY Futures Why No ADX: Traditional markets have more institutional participation and smoother price action, making ADX unnecessary Cryptocurrency Markets (BTC, ETH, Altcoins) Recommended Settings: ADX Filter: Turn ON (ADX > 20) Timeframe: 15-minute to 1-hour Extensive backtesting required before live trading Why ADX: Crypto markets are highly volatile and prone to false breakouts; ADX filters low-quality chop Best Practices ✅ Backtest thoroughly on your specific instrument and timeframe ✅ Use larger timeframes (1H, 4H) for higher quality signals and better risk/reward ✅ Adjust RSI thresholds based on market volatility (try 52/48 for more signals, 60/40 for fewer but stronger) ✅ Monitor ADX effectiveness - disable for traditional markets, enable for crypto ✅ Proper position sizing - adjust default_qty_value based on your capital and instrument price ✅ Paper trade first - test for 2-4 weeks before risking real capital Risk Management Fixed 2% stop loss per trade (adjustable) Stop loss tracks candle wicks for accurate execution Positions auto-reverse on opposite signals (no manual intervention needed) 0.075% commission built into backtest (adjust for your broker) Customization Options All parameters are adjustable via inputs: EMA periods (default: 9/21) RSI length and thresholds (default: 14-period, 55/45 levels) ADX length and threshold (default: 14-period, 20 threshold) Stop loss percentage (default: 2%) Webhook Automation This strategy includes six distinct alert messages for automated trading: "Entry Buy" - Long position opened "Entry Sell" - Short position opened "Close Long" - Long position closed on opposite crossover "Close Short" - Short position closed on opposite crossover "SL Hit Long" - Long stop loss triggered "SL Hit Short" - Short stop loss triggered Compatible with Delta Exchange, Binance Futures, 3Commas, Alertatron, and other webhook platforms. Important Notes ⚠️ Crypto markets require extensive backtesting - volatility patterns differ significantly from traditional markets ⚠️ Higher timeframes = better results - 15min works but 1H/4H provide cleaner signals ⚠️ ADX toggle is critical - OFF for traditional markets, ON for crypto ⚠️ Not financial advice - always conduct your own research and use proper risk management ⚠️ Past performance ≠ future results - backtest results may not reflect live trading conditions Disclaimer This strategy is for educational and informational purposes only. Trading futures and options involves substantial risk of loss. Always backtest thoroughly, start with paper trading, and never risk more than you can afford to lose. The author assumes no responsibility for any trading losses incurred using this strategy.
Pine Script™ 전략
varuns_back의
6
% / ATR Buy, Target, Stop + Overlay & P/L% / ATR Buy, Target, Stop + Overlay & P/L This tool combines volatility‑based and fixed‑percentage trade planning into a single, on‑chart overlay—with built‑in profit‑and‑loss estimates. Toggle between ATR or percentage modes, plot your Buy, Target and Stop levels, and see the dollar gain or loss for a specified position size—all in one interactive table and chart display. NOTE: To activate plotted lines, price labels, P/L rows and table values, enter a Buy Price greater than zero. What It Does Mode Toggle: Choose between “ATR” (volatility‑based) or “%” (fixed‑percentage) calculations. Buy Price Input: Manually enter your entry price. ATR Mode: Target = Buy + (ATR × Target Multiplier) Stop = Buy − (ATR × Stop Multiplier) Percentage Mode: Target = Buy × (1 + Target % / 100) Stop = Buy × (1 – Stop % / 100) P/L Estimates: Specify a dollar amount to “invest” at your Buy price, and the script calculates: Gain ($): Profit if Target is hit Loss ($): Cost if Stop is hit Visual Overlay: Draws horizontal lines for Buy, Target and Stop, with optional price labels on the chart scale. Interactive Table: Displays Buy, Target, Stop, ATR/timeframe info (in ATR mode), percentages (in % mode), and P/L rows. Customization Options Line Settings: Choose color, style (solid/dashed/dotted), and width for Buy, Target, Stop lines. Extend lines rightward only or in both directions. Table Settings: Position the table (top/bottom × left/right). Toggle individual rows: Buy Price; Target (multiplier or %); Stop (multiplier or %); Target ATR %; Stop ATR %; ATR Time Frame; ATR Value; Gain ($); Loss ($). Customize text colors for each row and background transparency. General Inputs: ATR length and optional ATR timeframe override (e.g. use daily ATR on an intraday chart). Target/Stop multipliers or percentages. Dollar Amount for P/L calculations. How to Use It for Trading Plan Your Entry: Enter your intended Buy Price and position size (dollar amount). Select Mode: Toggle between ATR or % mode depending on whether you prefer volatility‑based or fixed offsets. Assess R:R and P/L: Instantly see your Target, Stop levels, and potential profit or loss in dollars. Visual Reference: Lines and price labels update in real time as you tweak inputs—ideal for live trading, backtesting or trade journaling. Ideal For Traders who want both volatility‑based and percentage‑based exit options in one tool Those who need on‑chart P/L estimates based on position size Swing and intraday traders focused on objective, rule‑based trade management Anyone who uses ATR for adaptive stops/targets or fixed percentages for simpler exits
Pine Script® 인디케이터
abbadon9의
NQ Position Size CalculatorNQ Position Size Line Calculator is designed specifically for Nasdaq 100 futures (NQ) and micro futures (MNQ) traders who want to maintain disciplined risk management. This visual tool eliminates the guesswork from position sizing by displaying distance lines and contract calculations directly on your chart. The indicator creates horizontal lines at 10-tick intervals from your stop loss level, showing you exactly how many contracts to trade at each distance to maintain your predetermined risk amount. Whether you're trading regular NQ contracts or micro MNQ contracts, this calculator ensures you never risk more than intended while providing instant visual feedback for optimal position sizing decisions. How to Use the Indicator Step 1: Configure Your Settings Stop Loss Price: Enter your exact stop loss level (e.g., 20000.00) Risk Amount ($): Set your maximum dollar risk per trade (e.g., $500) Contract Type: Choose between: NQ (Regular): $5 per tick - for larger accounts MNQ (Micro): $0.50 per tick - for smaller accounts or conservative sizing Display Options: Max Lines: Number of distance lines to show (default: 30) Show Labels: Toggle tick distance and contract count labels Line Color: Customize the color of distance lines Label Size: Choose tiny, small, or normal label sizes Step 2: Read the Visual Display Once configured, the indicator displays: Stop Loss Line: Thick yellow line marking your exact stop loss level Yellow label showing the stop loss price Distance Lines: Dashed red lines at 10-tick intervals above and below your stop loss Lines appear on both sides for long and short position planning Labels (if enabled): Green labels (right side): For long positions above your stop loss Red labels (left side): For short positions below your stop loss Format: "20T 5x" means 20 ticks distance, 5 contracts maximum Step 3: Use the Information Tables The indicator provides two helpful tables: Position Size Table (top-right): Shows common tick distances (10, 20, 40, 80, 160 ticks) Displays risk per contract at each distance Contract count for your specified risk amount Total risk with rounded contract numbers Settings Table (bottom-right): Confirms your current risk amount Shows selected contract type Displays current settings for quick reference Step 4: Apply to Your Trading For Long Positions: Look at the green labels on the right side of your chart Find your desired entry level Read the label to see: distance in ticks and maximum contracts Example: "30T 8x" = 30 ticks from stop, buy 8 contracts maximum For Short Positions: Look at the red labels on the left side of your chart Find your desired entry level Read the label for tick distance and contract count Example: "40T 6x" = 40 ticks from stop, sell 6 contracts maximum Step 5: Trading Execution Before Entering a Trade: Identify your stop loss level and input it into the indicator Choose your entry point by looking at the distance lines Note the contract count from the corresponding label Verify the risk amount matches your trading plan Execute your trade with the calculated position size Risk Management Features: Contract rounding: All position sizes are rounded down (never up) to ensure you don't exceed your risk limit Zero position filtering: Lines only show where position size is at least 1 contract Dual-sided display: Plan both long and short opportunities simultaneously
Pine Script® 인디케이터
birdmanx의
2
Statistical Trailing Stop [LuxAlgo]The Statistical Trailing Stop tool offers traders a way to lock in profits in trending markets with four statistical levels based on the log-normal distribution of volatility. The indicator also features a dashboard with statistics of all detected signals. 🔶 USAGE The tool works out of the box, traders can adjust the data used with two parameters: data & distribution length. By default, the tool takes volatility measures of groups of 10 candles, and statistical measures of the last 100 of these groups then traders can adjust the base level to use as trailing, the larger the level, the more resistant the tool will be to moves against the trend. 🔹 Base Levels Traders can choose up to 4 different levels of trailing, all based on the statistical distribution of volatility. As we can see in the chart above, each higher level is more resistant to market movements, so level 0 is the most reactive and level 3 the least. It is up to the trader to determine the best level for each underlying, time frame and market conditions. 🔹 Dashboard The tool provides a dashboard with the statistics of all trades, making it very easy to assess the performance of the parameters used for any given market. As we can see on the chart, all Daily BTC signals with default parameters but different base levels, level 2 is the best performing of all four, giving a positive expectation of $2435 per trade, taking into account all long and short trades. Of note are the long trades with a win rate of 76.47% and a risk-to-reward of 3.34, giving a positive expectation of $4839 per trade, with winners having an average duration of 210 days and losers 32 days. This, compared to short trades with negative expectation, speaks to the uptrend bias of this particular market. 🔶 SETTINGS Data Length: Select how many bars to use per data point Distribution Length: Select how many data points the distribution will have Base Level: Choose between 4 different trailing levels 🔹 Dashboard Show Statistics: Enable/disable dashboard Position: Select dashboard position Size: Select dashboard size
Pine Script® 인디케이터
LuxAlgo의
20
Liquidity VisualizerThe "Liquidity Visualizer" indicator is designed to help traders visualize potential areas of liquidity on a price chart. In trading, liquidity often accumulates around key levels where market participants have placed their stop orders or pending orders. These levels are commonly found at significant highs and lows, where traders tend to set their stop-losses or take-profit orders. The indicator aims to highlight these areas by drawing unbroken lines that extend indefinitely until breached by the price action. Specifically, this indicator identifies and marks pivot highs and pivot lows, which are price levels where a trend changes direction. When a pivot high or pivot low is formed, it is represented on the chart with a horizontal line that continues to extend until the price touches or surpasses that level. The line remains in place as long as the level remains unbroken, which means there is potential liquidity still resting at that level. The concept behind this indicator is that liquidity is likely to be resting at unbroken pivot points. These levels are areas where stop-loss orders or pending buy/sell orders may have accumulated, making them attractive zones for large market participants, such as institutions, to target. By visualizing these unbroken levels, traders can gain insight into where liquidity might be concentrated and where potential price reversals or significant movements could occur as liquidity is taken out. The indicator helps traders make more informed decisions by showing them key price levels that may attract significant market activity. For instance, if a trader sees multiple unbroken pivot high lines above the current price, they might infer that there is a cluster of liquidity in that area, which could lead to a price spike as those levels are breached. Similarly, unbroken pivot lows may indicate areas where downside liquidity is concentrated. In summary, this indicator acts as a "liquidity visualizer," providing traders with a clear, visual representation of potential liquidity resting at significant pivot points. This information can be valuable for understanding where price might be drawn to, and where large movements might occur as liquidity is targeted and removed by market participants.
Pine Script® 인디케이터
MHermes의
1
Trailing Stop ProTrailing Stop Pro is a sophisticated TradingView indicator designed to enhance your trading strategy by dynamically managing trailing stops based on market volatility. This tool leverages the Average True Range (ATR) to adjust stop levels, providing traders with a robust mechanism to protect profits and minimize losses. Key Features: Dynamic Trailing Stops: Automatically adjusts stop levels using ATR, allowing for responsive and adaptive risk management. Customizable Inputs: Tailor the indicator to your trading style with adjustable parameters such as ATR Length, ATR Multiplier, and Source Vector. Visual Clarity: Distinct color settings for long and short stops, with adjustable line thickness and transparency, ensuring clear visualization on your charts. Professional Grade: The "Pro" designation signifies advanced features suitable for both novice and experienced traders seeking reliable and efficient stop management. How It Works: To set up the indicator, begin by defining the Chrono Point, which specifies the exact time you want the trailing stop mechanism to activate. This allows for precise control over when your stops begin to trail. Next, set the Credit Unit as the initial entry price for your trade, serving as the baseline from which the trailing stops will adjust. The indicator uses ATR-based adjustments to determine stop levels. Customize the sensitivity of the trailing stop by adjusting the ATR Length (default is 14) and ATR Multiplier (default is 0.5). A longer ATR length smooths out volatility, while a higher multiplier increases the distance of the stop from the price. Select your Source Vector from "High/Low," "Close," or "Open" prices as the basis for stop calculation. This flexibility allows you to align the indicator with your preferred trading strategy. The indicator plots trailing stops directly on the chart, with color-coded lines indicating long (teal) and short (red) positions. You can adjust the line thickness and transparency for optimal visibility. The Mission Status feature automatically detects whether the trade is long or short and adjusts the trailing stop accordingly. If the price hits the trailing stop, the trade is considered exited, and the indicator calculates the profit or loss percentage. Benefits: Risk Management: Protect your trades from adverse market movements while locking in profits as prices move favorably. Automation: Reduce manual intervention with automatic stop adjustments, allowing you to focus on strategic decision-making. User-Friendly Interface: Intuitive settings and clear visual cues make it easy to integrate into your existing trading workflow. Conclusion: Trailing Stop Pro is an essential tool for traders looking to enhance their risk management strategies with precision and ease. By automating the trailing stop process and providing clear visual feedback, this indicator empowers you to navigate the markets with confidence. Whether you're a seasoned trader or just starting, Trailing Stop Pro offers the functionality and flexibility needed to optimize your trading performance. The Trailing Stop Pro indicator is a tool designed to assist traders in managing risk and optimizing their trading strategies. However, it should not be considered as financial advice or a guarantee of profitability. Trading involves significant risk, and it is possible to lose more than your initial investment. Users are encouraged to thoroughly test the indicator in a demo environment and consider their own financial situation and risk tolerance before using it in live trading. Past performance is not indicative of future results, and users should seek advice from a qualified financial advisor if needed.
Pine Script® 인디케이터
Julien_Exe의
3
Fibonacci-Only StrategyFibonacci-Only Strategy This script is a custom trading strategy designed for traders who leverage Fibonacci retracement levels to identify potential trade entries and exits. The strategy is versatile, allowing users to trade across multiple timeframes, with built-in options for dynamic stop loss, trailing stops, and take profit levels. Key Features: Custom Fibonacci Levels: This strategy calculates three specific Fibonacci retracement levels: 19%, 82.56%, and the reverse 19% level. These levels are used to identify potential areas of support and resistance where price reversals or breaks might occur. The Fibonacci levels are calculated based on the highest and lowest prices within a 100-bar period, making them dynamic and responsive to recent market conditions. Dynamic Entry Conditions: Touch Entry: The script enters long or short positions when the price touches specific Fibonacci levels and confirms the move with a bullish (for long) or bearish (for short) candle. Break Entry (Optional): If the "Use Break Strategy" option is enabled, the script can also enter positions when the price breaks through Fibonacci levels, providing more aggressive entry opportunities. Stop Loss Management: The script offers flexible stop loss settings. Users can choose between a fixed percentage stop loss or an ATR-based stop loss, which adjusts based on market volatility. The ATR (Average True Range) stop loss is multiplied by a user-defined factor, allowing for tailored risk management based on market conditions. Trailing Stop Mechanism: The script includes an optional trailing stop feature, which adjusts the stop loss level as the market moves in favor of the trade. This helps lock in profits while allowing the trade to run if the trend continues. The trailing stop is calculated as a percentage of the difference between the entry price and the current market price. Multiple Take Profit Levels: The strategy calculates seven take profit levels, each at incremental percentages above (for long trades) or below (for short trades) the entry price. This allows for gradual profit-taking as the market moves in the trade's favor. Each take profit level can be customized in terms of the percentage of the position to be closed, providing precise control over exit strategies. Strategy Backtesting and Results: Realistic Backtesting: The script has been backtested with realistic account sizes, commission rates, and slippage settings to ensure that the results are applicable to actual trading scenarios. The backtesting covers various timeframes and markets to ensure the strategy's robustness across different trading environments. Default Settings: The script is published with default settings that have been optimized for general use. These settings include a 15-minute timeframe, a 1.0% stop loss, a 2.0 ATR multiplier for stop loss, and a 1.5% trailing stop. Users can adjust these settings to better fit their specific trading style or the market they are trading. How It Works: Long Entry Conditions: The strategy enters a long position when the price touches the 19% Fibonacci level (from high to low) or the reverse 19% level (from low to high) and confirms the move with a bullish candle. If the "Use Break Strategy" option is enabled, the script will also enter a long position when the price breaks below the 19% Fibonacci level and then moves back up, confirming the break with a bullish candle. Short Entry Conditions: The strategy enters a short position when the price touches the 82.56% Fibonacci level and confirms the move with a bearish candle. If the "Use Break Strategy" option is enabled, the script will also enter a short position when the price breaks above the 82.56% Fibonacci level and then moves back down, confirming the break with a bearish candle. Stop Loss and Take Profit Logic: The stop loss for each trade is calculated based on the selected method (fixed percentage or ATR-based). The strategy then manages the trade by either trailing the stop or taking profit at predefined levels. The take profit levels are set at increments of 0.5% above or below the entry price, depending on whether the position is long or short. The script gradually exits the trade as these levels are hit, securing profits while minimizing risk. Usage: For Fibonacci Traders: This script is ideal for traders who rely on Fibonacci retracement levels to find potential trade entries and exits. The script automates the process, allowing traders to focus on market analysis and decision-making. For Trend and Swing Traders: The strategy's flexibility in handling both touch and break entries makes it suitable for trend-following and swing trading strategies. The multiple take profit levels allow traders to capture profits in trending markets while managing risk. Important Notes: Originality: This script uniquely combines Fibonacci retracement levels with dynamic stop loss management and multiple take profit levels. It is not just a combination of existing indicators but a thoughtful integration designed to enhance trading performance. Disclaimer: Trading involves risk, and it is crucial to test this script in a demo account or through backtesting before applying it to live trading. Users should ensure that the settings align with their individual risk tolerance and trading strategy.
Pine Script™ 전략
Kinji213의
3
Custom ATR Trailing StopThis Script creates a custom ATR (Average True Range) trailing stop. It allows traders to set up automated stop-loss levels based on the ATR, which adjusts dynamically to market volatility. The script is designed to support both long and short trades, offering flexibility and precision in trade management. When loading the indicator to your chart, simply click to set the trade begining time, confirm various settings and you are set. Check tooltips for more details in the input settigns menu. User Inputs Trade Setup: Allows users to set the trade direction (Long or Short), the signal source for entries, and the specific bar time for the trade setup. ATR Settings: Configurable ATR lookback period, ATR smoothing period, initial ATR multiplier for setting the stop-loss, breakeven ATR multiplier, and a manual breakeven level. ATR Calculations Computes the ATR and its moving average. Determines initial and breakeven stop levels based on the ATR. Signal Validation Validates long or short trade signals based on the specified bar time and trade direction. Triggers alerts when a valid trade signal is detected. Trailing Stop Logic For long trades, adjusts the stop-loss level dynamically based on the ATR. For short trades, performs similar adjustments in the opposite direction. Updates the trailing stop level to ensure it follows the price, moving closer as the price moves favorably. Resets the trade state when the stop-loss is hit, triggering an alert. Plotting Plots the trailing stop levels on the chart. Uses green for stop levels indicating profit and red for stop levels indicating a loss.
Pine Script® 인디케이터
LucasVivien의
Parabolic SAR Waves [MMA]Parabolic SAR Waves Description: The "Parabolic SAR Waves " is an advanced version of the traditional Parabolic SAR indicator, customized for TradingView. This script incorporates dynamic acceleration factors and optional gradient coloration to enhance visual interpretation and utility for traders aiming to accurately capture trends and predict potential reversals. Features: - Dynamic Acceleration: Adjust the initial, incremental, and maximum values of the acceleration factor to suit various market conditions and trading preferences. - Gradient Coloring: Use gradient colors to indicate the strength and stability of the trend, providing visual cues that are easy to interpret. - Trend Visibility: The SAR dots are plotted directly on the price chart, making it easy to spot trend changes and maintain situational awareness. - Overlay Feature: Designed to overlay directly on the price charts, allowing for seamless integration with other technical analysis tools. Benefits: - Trend Detection: Helps in identifying the beginning and potential reversal of trends, aiding in timely decision-making. - Stop-Loss Management: Utilizes the positions of the SAR dots as dynamic stop-loss points, which helps in risk management. - Visual Simplicity: Enhances the decision-making process through a straightforward visual representation of trend data. Parameters: - Acceleration Start (accel_start): The initial value for the acceleration, set to 0.02 by default. - Acceleration Increment (accel_inc): The amount by which the acceleration increases, set to 0.005 by default. - Acceleration Maximum (accel_max): The maximum limit of the acceleration factor, set to 0.1 by default. - Use Gradient Colors (use_gradient): A boolean toggle to enable or disable gradient coloring, enabled by default. Indicator Usage: 1. To apply, select this indicator from TradingView's indicator library. 2. Adjust the acceleration parameters based on your specific trading strategy and market analysis. 3. Interpret the indicator signals: - Green SAR dots below the price bars indicate a bullish trend. - Red SAR dots above the price bars signify a bearish trend. - Gradient colors, if enabled, provide insights into the acceleration factor's intensity relative to trend strength. Alerts: - Bullish Reversal Alert: Issues a notification if there is a potential upward reversal when the trend shifts to bullish. - Bearish Reversal Alert: Alerts when there's potential for a downward move as the trend turns bearish. The "Parabolic SAR Waves " is a robust tool, ideal for traders who need precise, customizable trend-following capabilities that integrate seamlessly with other market analysis strategies. Enhance your trading with detailed trend insights and adaptive parameter controls.
Pine Script® 인디케이터
trade-wzrd의
3
Pure Morning 2.0 - Candlestick Pattern Doji StrategyThe new "Pure Morning 2.0 - Candlestick Pattern Doji Strategy" is a trend-following, intraday cryptocurrency trading system authored by devil_machine. The system identifies Doji and Morning Doji Star candlestick formations above the EMA60 as entry points for long trades. For best results we recommend to use on 15-minute, 30-minute, or 1-hour timeframes, and are ideal for high-volatility markets. The strategy also utilizes a profit target or trailing stop for exits, with stop loss set at the lowest low of the last 100 candles. The strategy's configuration details, such as Doji tolerance, and exit configurations are adjustable. In this new version 2.0, we've incorporated a new selectable filter. Since the stop loss is set at the lowest low, this filter ensures that this value isn't too far from the entry price, thereby optimizing the Risk-Reward ratio. In the specific case of ALPINE, a 9% Take-Profit and and Stop-Loss at Lowest Low of the last 100 candles were set, with an activated trailing-stop percentage, Max Loss Filter is not active. Name : Pure Morning 2.0 - Candlestick Pattern Doji Strategy Author : @devil_machine Category : Trend Follower based on candlestick patterns. Operating mode : Spot or Futures (only long). Trades duration : Intraday Timeframe : 15m, 30m, 1H Market : Crypto Suggested usage : Short-term trading, when the market is in trend and it is showing high volatility . Entry : When a Doji or Morning Doji Star formation occurs above the EMA60. Exit : Profit target or Trailing stop, Stop loss on the lowest low of the last 100 candles. Configuration : - Doji Settings (tolerances) for Entry Condition - Max Loss Filter (Lowest Low filter) - Exit Long configuration - Trailing stop Backtesting : ⁃ Exchange: BINANCE ⁃ Pair: ALPINEUSDT ⁃ Timeframe: 30m ⁃ Fee: 0.075% ⁃ Slippage: 1 - Initial Capital: 10000 USDT - Position sizing: 10% of Equity - Start: 2022-02-28 (Out Of Sample from 2022-12-23) - Bar magnifier: on Disclaimer : Risk Management is crucial, so adjust stop loss to your comfort level. A tight stop loss can help minimise potential losses. Use at your own risk. How you or we can improve? Source code is open so share your ideas! Leave a comment and smash the boost button! Thanks for your attention, happy to support the TradingView community.
Pine Script™ 전략
TheSocialCryptoClub의
6
Bollinger Bands - Breakout StrategyThe Bollinger Bands - Breakout Strategy is a trend-following optimized for short-term trading in the crypto market. This strategy employs the Bollinger Bands, a widely recognized technical indicator, as its primary instrument for pinpointing potential trades. It is capable of executing both long and short positions, depending on whether the market is in a spot or futures, and is particularly effective in trending markets. The strategy boasts a high degree of configurability, allowing users to set the Bollinger Bands period and deviation, trend filter, volatility filter, trade direction filter, rate of change filter, and date filter. Furthermore, it offers options for Take Profit, Stop Loss, and Trailing Stop for both long and short positions, ensuring a comprehensive risk management approach. The inclusion of a maximum intraday loss feature adds another layer of protection, making this strategy a valuable tool for traders seeking a professional and adaptable trading system. Name : Bollinger Bands - Breakout Strategy Category : Trend Follower based on Bollinger Bands Operating mode : Long and Short on Futures or Long on Spot Trade duration : Intraday Timeframe : 2H, 3H, 4H, 5H Market : Crypto Suggested usage : Trending Markets Entry : When the price crosses above or below the Bollinger Bands Exit : Opposite Cross or Profit target, Trailing stop or Stop loss Configuration : - Bollinger Bands period and deviation - Trend Filter - Volatility Filter - Trade direction filter - Rate of Change filter - Date Filter (for backtesting purposes) - Take Profit, Stop Loss and Trailing Stop for long and short positions - Risk Management: Max Intraday Loss Backtesting : ⁃ Exchange: BINANCE ⁃ Pair: BTCUSDT.P ⁃ Timeframe: 4H ⁃ Fee: 0.025% ⁃ Slippage: 1 - Initial Capital: 10000 USDT - Position sizing: 10% of Equity - Start : 2019-09-19 (Out Of Sample from 2022-12-23) - Bar magnifier: on Credits : - LucF of Pine Coders for f_security function to avoid repainting using security. - QuantNomad for Monthly Table. Disclaimer : Risk Management is crucial, so adjust stop loss to your comfort level. A tight stop loss can help minimise potential losses. Use at your own risk. How you or we can improve? Source code is open so share your ideas! Leave a comment and smash the boost button! Thanks for your attention, happy to support the TradingView community.
Pine Script™ 전략
TheSocialCryptoClub의
7