CycleVISION [BitAura]𝐂ycle𝑽𝑰𝑺𝑰𝑶𝑵
This Pine Script® indicator combines a long-term trend-following strategy with a cycle valuation Z-score analysis to generate a Trend Probability Indicator (TPI). The TPI aggregates signals from multiple trend and on-chain metrics to identify optimal entry and exit points for a single asset, with USD as a cash position. The system also calculates a comprehensive Z-score based on performance and valuation metrics to assess market cycles, aiming to enhance risk-adjusted returns for long-term investors.
Logic and Core Concepts
The 𝐂ycle𝑽𝑰𝑺𝑰𝑶𝑵 System uses two primary components to guide investing decisions:
1. Trend Probability Indicator (TPI)
Mechanism : Aggregates five proprietary, universal, trend signals and three on-chain metrics into a composite TPI score, normalized between -1 and 1.
Thresholds : Enters a long position when the TPI score exceeds a user-defined long threshold (default: 0.0) and exits to cash when it falls below a short threshold (default: -0.5).
Execution : Trades are executed only on confirmed bars within a user-specified backtest date range, ensuring robust signal reliability.
2. Cycle Valuation Z-Score
Mechanism : Computes an average Z-score from six metrics: Sharpe Ratio, Sortino Ratio, Omega Ratio, Weekly RSI, Crosby Ratio, and Price Z-Score, using a 1200-bar lookback period.
Purpose : Identifies overvalued or undervalued market conditions to complement TPI signals, with thresholds at ±1.8 for extreme valuations.
Visualization : Displays the average Z-score and individual components, with gradient-based bar coloring to reflect valuation strength.
Features
Dynamic Trend Signals : Combines trend and on-chain data into a single TPI score for clear long/cash decisions.
Comprehensive Valuation : Calculates Z-scores for multiple performance and price metrics to assess market cycles.
Customizable Inputs : Allows users to adjust TPI thresholds, backtest date ranges, and valuation metrics visibility.
Visual Outputs :
Valuation Table : Displays TPI score, Z-scores, and performance metrics (Sharpe, Sortino, Omega, Max Drawdown, Net Profit) in a configurable table (Lite, Medium, Full).
Equity Curve : Plots the system’s equity curve compared to buy-and-hold performance.
Price and TPI Plot : Overlays TPI-adjusted price bands with glow effects and filled gaps for trend visualization on the price chart.
Valuation Coloring : Applies backgrounds based on Z-score ranges (e.g., strong buy above 1.8, strong sell below -1.8).
Configurable Alerts : Notifies users of TPI signal changes (Long to Cash or Cash to Long) with detailed messages.
Color Presets : Offers five color themes (e.g., Arctic Blast, Fire vs. Ice) or custom color options for long/short signals.
Pine Script v6 : Leverages matrices, tables, and gradient coloring for enhanced usability.
How to Use
Add to Chart : Apply the indicator to any chart (the chart’s ticker is used for calculations, e.g., INDEX:BTCUSD ).
Configure Settings : Adjust TPI thresholds, backtest start date (default: 01 Feb 2018), and valuation metrics visibility in the Inputs menu.
Select Color Theme : Choose a preset color mode (e.g., Arctic Blast) or enable custom colors in the Colors group.
Monitor Outputs : Check the Valuation Table for TPI and Z-score data, and view the Price and TPI Plot for trend signals.
Analyze Performance : Enable the equity curve and performance metrics in the Backtesting Options group to compare results.
Set Alerts : Right-click a plot, select "Add alert," and choose "Trend Change: Long to Cash" or "Trend Change: Cash to Long" for notifications.
The system is optimized for daily timeframe and tested across various assets to ensure robustness.
Notes
The script is closed-source.
Use a standard price series (not Heikin Ashi or other non-standard types) for accurate results.
The script avoids lookahead bias by using barmerge.lookahead_off in request.security() calls.
A minimum 1200-bar lookback is mandatory for Z-score calculations to avoid errors, with warnings displayed if insufficient price history is available.
The BitAura watermark can be toggled in the Table Settings group.
Disclaimer : This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and apply proper risk management.
Zyklen
Disparity(20MA) ±1 × Stochastic 80/20 + ATR SL/TP[by Irum]Disparity(20MA) ±1 × Stochastic 80/20 + ATR SL/TP
사용 설명서 (KR/EN Bilingual Manual)
1) 목적 & 정의 / Purpose & Definition
KR — 목적 & 정의
이 스크립트는 이격도(Disparity) 와 스토캐스틱(80/20) 의 동시 신호를 활용해 추세 전환/지속 구간의 고확률 진입 시점을 포착하고, ATR 기반 손절/익절(고정 또는 트레일링)로 리스크를 정량화하여 운용 효율을 높이기 위해 설계되었습니다.
핵심 아이디어:
가격이 20MA 대비 ±임계값을 크로스(과열/침체 해소 신호)하고,
스토캐스틱이 80/20을 돌파/이탈(모멘텀 전환 신호)할 때,
두 신호가 동일봉 또는 N봉 내 동기화되면 진입.
청산: ATR×배수를 이용한 고정 TP/SL 또는 ATR 트레일링.
EN — Purpose & Definition
This strategy combines Disparity (price vs. 20MA) and Stochastic (80/20) to identify high-probability entries when momentum confirms mean-reversion/continuation, while ATR-based stops/take-profits (fixed or trailing) provide quantified risk control.
Core Idea:
Disparity crosses ±threshold (overbought/oversold release),
Stochastic crosses 80/20 (momentum shift),
Both conditions sync on the same bar or within N bars → entry.
Exits: Fixed ATR TP/SL or ATR trailing.
2) 신호 로직 요약 / Signal Logic Overview
KR
롱 진입: Disparity가 −임계값 상향 돌파 & Stochastic 20 상향 돌파가 syncBars 이내에 동시 충족.
숏 진입: Disparity가 +임계값 하향 돌파 & Stochastic 80 하향 돌파가 syncBars 이내에 동시 충족.
완화 옵션(useRelaxStoch): 최근 relaxLookback 내 20/80 터치 이력 + 현재 방향성만으로도 모멘텀 전환을 인정(교차 미충족 보완).
EN
Long: Disparity crosses up −threshold & Stochastic crosses up 20 within syncBars.
Short: Disparity crosses down +threshold & Stochastic crosses down 80 within syncBars.
Relaxed option (useRelaxStoch): Accepts momentum shift if 20/80 was touched in the last relaxLookback bars and the current slope confirms, even without a strict cross.
3) 설정 메뉴 안내 / Settings Menu Guide
A. 기본 / Core
기준가격 / Source (source)
설명: Disparity 계산에 쓰는 가격 소스.
입력: close, hl2, ohlc4 등.
기본값: close.
팁: 변동성 큰 종목은 hlc3/ohlc4가 노이즈를 줄이기도 함.
이격도 기준 MA 길이 / MA Length (for Disparity) (int ≥1)
설명: Disparity의 기준선이 되는 단순이동평균 길이.
기본값: 20.
영향: 길이↑ → 신호 빈도↓, 안정성↑.
이격도 임계값(±%) / Disparity Threshold (±%) (float ≥0.1, step 0.1)
설명: Disparity가 +임계값 아래로 하향 크로스(숏) 또는 −임계값 위로 상향 크로스(롱)할 때 신호.
기본값: 1.0%.
팁: 너무 크면 신호 드뭄, 너무 작으면 과다.
B. 스토캐스틱 / Stochastic
%K Length / K 길이 (int ≥1, 기본 14)
%K Smoothing / K 스무딩 (int ≥1, 기본 1)
%D Length / D 길이 (int ≥1, 기본 3)
설명: ta.stoch의 K를 스무딩한 kSlow와, 추가 스무딩한 dSlow(참조용)를 구성.
Buy Level (↑20) / 매수 기준선 (0~100, 기본 20)
Sell Level (↓80) / 매도 기준선 (0~100, 기본 80)
C. 신호 로직 / Signal Logic
Signal Sync Window (bars) / 신호 동기화 윈도우 (0~10, 기본 0)
설명: 0=두 신호가 같은 봉에서 모두 충족해야 함. N>0=최근 N봉 내에서 각각 한 번 발생하면 인정.
팁: 1~3은 현실적 체결/지연을 반영하며 과최적화 방지에 도움.
Relaxed Stochastic? (교차 완화) (bool, 기본 false)
설명: 교차 대신 최근 20/80 터치 + 현재 기울기만으로도 모멘텀 전환을 인정. 신호 빈도↑.
Relax lookback bars (int ≥1, 기본 5)
설명: 완화판정에 쓰는 최근 봉 수.
D. 리스크 / Risk (ATR)
ATR Length / ATR 길이 (int ≥1, 기본 14)
ATR Mult for Stop / 손절 ATR 배수 (float ≥0.1, 기본 1.5)
ATR Mult for Take-Profit / 익절 ATR 배수 (float ≥0.1, 기본 2.0)
설명: 진입가 ± ATR×배수로 SL/TP 설정.
팁: 변동성 큰 자산은 SL 배수↑, TP 배수도 함께 조정 권장.
Use ATR Trailing Stop? / ATR 트레일링 사용 (bool, 기본 false)
ATR Mult for Trailing / 트레일링 ATR 배수 (float ≥0.1, 기본 2.0)
설명: 고정 TP/SL 대신 추적 손절을 사용(수익 추적에 유리).
E. 시각화 / Visualization
Plot 20MA / 20MA 표시 (bool, 기본 true)
Show Entry Markers / 진입 마커 표시 (bool, 기본 true)
4) 진입·청산 규칙 / Entry & Exit Rules
KR
진입: 위 “신호 로직” 충족 시 strategy.entry("L"/"S").
청산 (고정형):
롱: Stop = 진입 − ATR×SL, TP = 진입 + ATR×TP
숏: Stop = 진입 + ATR×SL, TP = 진입 − ATR×TP
청산 (트레일링형):
ATR×trailMult로 산출한 trail_points/offset으로 추적 손절.
EN
Entry: Place strategy.entry("L"/"S") when sync conditions are met.
Exit (Fixed):
Long: Stop = Entry − ATR×SL, TP = Entry + ATR×TP
Short: Stop = Entry + ATR×SL, TP = Entry − ATR×TP
Exit (Trailing):
Use ATR×trailMult as trailing distance & offset.
5) 알림 / Alerts
조건
Long Entry (Disp −Thr & Stoch Up, sync) → longSignal
Short Entry (Disp +Thr & Stoch Down, sync) → shortSignal
메시지 포맷 / Message format
{"signal":"long|short","symbol":"{{ticker}}","price":{{close}}}
Webhook(예: 거래소·봇)에서 signal/symbol/price를 활용해 체결 로직과 연동하십시오.
6) 빠른 시작 & 권장 프리셋 / Quick Start & Suggested Presets
KR — BTC/USDT (15분봉) 제안
maLen=20, thrPct=1.0~1.5, kLen=14, kS=1, dLen=3, stBuyLv=20, stSellLv=80
syncBars=1~3 (동시성 여유), useRelaxStoch=true, relaxLookback=5
고정형: atrLen=14, atrMultSL=1.5~2.0, atrMultTP=2.0~3.0
트레일링형: useTrail=true, trailMult=2.0~3.0
EN — BTC/USDT (15-min) suggestion
Above defaults, with syncBars=1~3, useRelaxStoch=true to improve fill realism.
Increase atrMultSL on high-volatility days to reduce whipsaws.
7) 운용 팁 & 점검 / Tips & Troubleshooting
KR
신호가 안 나와요: thrPct가 지나치게 크거나 syncBars=0으로 너무 엄격할 수 있음. thrPct↓, syncBars↑ 조정.
휩쏘 과다: useRelaxStoch를 끄거나 thrPct↑, atrMultSL↑.
TP 도달 전에 청산: 트레일링 사용 시 변동성 확대로 SL이 따라붙다 체결될 수 있음 → trailMult↑ 또는 고정형 전환.
과최적화 방지: 한 구간에 과특화된 튜닝(특히 syncBars, thrPct)은 다른 시장에서 성능 저하. Walk-forward 권장.
EN
No signals: Lower thrPct and/or increase syncBars.
Too many whipsaws: Disable relaxed mode, raise thrPct and/or atrMultSL.
Stopped before TP (trailing): Increase trailMult or switch to fixed exits.
Robustness: Avoid over-tuning; validate via walk-forward testing.
Consolidated 9-Indicator Buy/Sell Zones & TriggersALL important inductors combined for long term position holders and short term guys...use it to enter trade and exit ...backgroud colour will give you the indication of the market mood..
swapstrategy-Reversal StrategyGenerate buy and sell signals and reverses position when chart turn buy or sell side
LFT strategy Main Reversion
this script will tell exactly when to buy and sell with TP and SL, used the latest LLM to tone the model with a profit ratio of 2.05 in 6 years and profit ratio of 4.02 in past 6 month and have been back tested with Monte Carlo simulation, with profit ratio 1+ for 99% of the time with 1000 iterations with 500 steps, for 100 times
please contact LFT Foundation for access
LFT Foundation Main ReversionLFT Foundation Main Reversion
this script will tell exactly when to buy and sell with TP and SL, used the latest LLM to tone the model with a profit ratio of 1.82 in 6 years and profit ratio of 4.02 in past 6 month and have been back tested with Monte Carlo simulation, with profit ratio 1+ for 99% of the time with 1000 iterations with 500 steps, for 100 times
please contact LFT Foundation for access
ENAUSDT.P Strategy – Alerts Ready (JSON)Ena/usdt trend trading strategy.
Backtesting results:
Starting date: 2 September 2025
7 days:
PnL: +13.91 (+1.39%)
Max drawdown: -17.68 (-1.73%)
Total trades: 22
Win rate: 63.64%
Profit factor: 1.82
30 days:
PnL: +81.16 (+8.12%)
Max drawdown: -26.38 (-2.51%)
Total trades: 89
Win rate: 68.54%
Profit factor: 2.52
90 days:
PnL: +270.64 (+27.06%)
Max drawdown: -36.29 (-3.34%)
Total trades: 273
Win rate: 67.09%
Profit factor: 2.72
365 day:
PnL: +702.89 (+70.29%)
Max drawdown: -130.40 (-10.16%)
Total trades: 986
Win rate: 65.42%
Profit factor: 1.67
MTF FVG Confluence v6 — JSON Alerts via alert()This strategy combines multi-timeframe confluence with candlestick analysis and fair value gaps (FVGs) to generate structured long/short entries. It aligns Daily and 4H EMA trends with 1H MACD momentum, then confirms with engulfing candles and FVG zones for precision entries. Risk management is built-in, featuring stop-loss, 3R take-profit targets, and optional break-even logic, with dynamic JSON alerts for webhook automation.
Categories:
Candlestick analysis
Chart patterns
Cycles
dabilThe strategy is probably to go short or long with the trend depending on the case, but if all time units 1 minute then 3 minutes then 5 minutes then 15 minutes then 1 hour all show the same direction, but first the 1 hour must be bullish in which the 1 hour candle closes above the previous one, for example if the trend is bearish then the market wants to change direction, then a 1 hour bullish close must then be followed by a 1 hour bearish close below the bullish candle, then another bullish candle must shoot above the previous bullish candle, then 15 minutes also shoot above the previous 15 bullish candles, then 1 and 2...3.5. Then I can rise with the market by only covering the last 15 bullish candles with my stop loss, if my SL is 50 pips then I want 100 pips and then I'm out.
Rev Smart Pivot V5.0 by SJKimRev Smart Pivot V5.0 by SJKim
Rev Smart Pivot V5.0 by SJKim
Rev Smart Pivot V5.0 by SJKim
Std Smart Pivot V5.0 by SJKimStd Smart Pivot V5.0 by SJKim
Std Smart Pivot V5.0 by SJKim
Std Smart Pivot V5.0 by SJKim
Intraday Alpha Pro - ORB + Trend/MomentumOverview
This is a pure intraday trading strategy designed for active traders seeking to capitalize on short-term price movements using two complementary modules: Opening Range Breakout (ORB) and Trend/Momentum. The strategy operates strictly within a user-defined trading session, automatically flattening all positions at session end to avoid overnight carry. It employs a points-based exit system with a trailing stop that activates only after the target is reached, ensuring disciplined risk management. Optional Martingale position sizing is included for users who prefer aggressive scaling after losses.Key Features Pure Intraday, No Carry: Trades are confined to a user-defined session (default: 9:15 AM–3:25 PM, Monday–Sunday). All positions are closed at session end.
Non-Repainting: Entries are evaluated only on confirmed bar closes (barstate.isconfirmed), ensuring no lookahead or repainting.
Dual Signal Modules: Opening Range Breakout (ORB): Captures breakouts above/below the high/low of a user-defined opening range (default: 9:15 AM–9:30 AM).
Trend/Momentum: Combines EMA (9/21) crossovers, RSI filters, volume confirmation, and an optional 200-period MA trend filter for robust trend-following signals.
Points-Based Exits: Uses fixed stop-loss (slPoints, default 16 points) and take-profit (tpPoints, default 32 points) distances. Once the take-profit level is reached, a trailing stop (trailDistPts, default 10 points) activates, ratcheting monotonically to lock in gains.
Martingale Sizing (Optional): Allows position size increases after losses (up to maxQtyInput) with a reset option after wins.
Cooldown Period: Prevents immediate re-entries after exits using a configurable cooldown (cooldownBars).
Flexible Inputs: Toggle long/short entries, enable/disable ORB or Trend/Momentum modules, and customize all parameters (e.g., MA lengths, RSI thresholds, volume multiplier).
Visuals & Alerts: Plots ORB high/low lines and moving averages (9, 21, 200). Includes alerts for long/short entries and end-of-day flattening.
How It Works Session Management: Trades only within the specified tradeSes (default: 9:15 AM–3:25 PM). The ORB module uses a separate orbSes (default: 9:15 AM–9:30 AM) to calculate breakout levels. Positions are closed automatically at session end.
Entry Conditions: ORB: Long when price closes above the ORB high after the ORB session ends; short when price closes below the ORB low.
Trend/Momentum: Long on fast MA (default EMA 9) crossing above slow MA (default EMA 21), with RSI above rsiBuy (default 55), volume exceeding volMult (default 1.5x prior bar), and price above the 200-period MA (if enabled). Shorts use the inverse.
Exit Logic: Stop-loss is set at entry price ± slPoints.
Take-profit is monitored using a running high/low since entry. Once price moves tpPoints in profit, the stop trails at trailDistPts behind the current price, adjusting only in the favorable direction (never loosening).
Exits use strategy.exit with stop only (no limit orders).
Position Sizing: Default size is baseQtyInput (minimum 1 contract). With useMartingale enabled, size increases by martingaleFactor after a loss, capped at maxQtyInput. If resetOnWin is true, size resets to baseQtyInput after a winning trade.
Cooldown: After an exit, no new trades are allowed for cooldownBars to prevent overtrading.
Futures-Safe Volume: Volume filter accommodates markets with missing or zero volume data (e.g., futures), ensuring signals aren’t blocked unnecessarily.
Inputs Trading Session: tradeSes (e.g., "0915-1525:1234567") and orbSes (e.g., "0915-0930:1234567").
Toggles: enableLong, enableShort, useORB, useTrendMom, useTrendFilter (200-MA).
Trend/Momentum: maType (EMA/SMA), fastLen (9), slowLen (21), trendLen (200), rsiLen (14), rsiBuy (55), rsiSell (45), volMult (1.5).
Exits: slPoints (16), tpPoints (32), trailDistPts (10).
Martingale: useMartingale, baseQtyInput, maxQtyInput, martingaleFactor, resetOnWin.
Cooldown: cooldownBars (1).
Legacy (Ignored): tp1RR, tp2RR, tp3RR, tp1Pct, tp2Pct, tp3Pct, stepTrail for backward compatibility.
Usage Notes Best suited for liquid, intraday markets (e.g., futures like ES, NQ, or forex pairs).
Adjust slPoints, tpPoints, and trailDistPts to match instrument volatility.
Use useMartingale cautiously, as it increases risk after losses.
Ensure tradeSes and orbSes align with your market’s trading hours.
Alerts can be set for long/short entries and EOD flattening.
The strategy avoids lookahead and repainting, ensuring reliability in live trading.
Risk Warning
Trading involves significant risk. Backtest thoroughly and use appropriate risk management. The Martingale option can amplify losses if not carefully monitored. Past performance is not indicative of future results.
3-Candle Reversal Pattern-vahid2star3-Candle Reversal Zones + Hammer Confirmation (with Risk Management & Alerts)
This script combines 3-candle reversal detection, hammer confirmations, and smart demand/supply zone plotting into a single tool designed for both discretionary and automated traders.
🔍 Core Logic
3-Candle Reversal Pattern
Candle-1: Strong move in one direction (big body).
Candle-2: Doji-like candle (high shadow/body ratio).
Candle-3: Reversal candle in the opposite direction (large body relative to Candle-2).
A gap after Candle-3 is required for extra confirmation.
Hammer Confirmation (Hammer-1 & Hammer-2)
After a valid 3-candle setup, the script searches for a hammer pattern near the zone.
Hammer-1: Draws a box directly on the hammer range if followed by a strong confirming candle.
Hammer-2: If another hammer forms after the confirmation candle and holds for N bars (configurable), a second hammer box is drawn.
Demand & Supply Zones
For bullish setups, a demand zone is created from the Candle-2 low to the Candle-1 low.
For bearish setups, a supply zone is created from the Candle-2 high to the Candle-1 high.
Zones extend to the right until price interacts with them.
🛠 Filters & Quality Controls
Trend filter (optional):
Only draw zones if price respects higher-timeframe EMA200 slope and LTF EMA alignment.
Market structure filter:
Require higher-high / higher-low (for bullish) or lower-high / lower-low (for bearish).
ATR filter:
Zones must have a minimum height relative to ATR.
Overlap control:
Avoid drawing zones that overlap too heavily with existing ones.
Cooldown:
Restrict consecutive zones of the same type within a user-defined bar distance.
🎯 Risk Management & Strategy
Dynamic position sizing:
Trade size is automatically calculated from account equity, risk %, and leverage.
Stop-loss & Take-profit:
SL placed just beyond the zone ± buffer ticks.
TP automatically set at user-defined Reward:Risk ratio (e.g., 3:1).
Capital protection:
Trades respect max leverage and risk per position settings.
⚡ Alerts
The script provides one-time alerts for each zone:
🔔 First Touch Alert → Triggered when price first touches a demand, supply, or hammer box.
Each zone only fires one alert, avoiding duplicates on re-touch or trade exit.
📊 Visuals
Demand zones: Green boxes.
Supply zones: Red boxes.
Hammer boxes: Blue (bullish) / Orange (bearish).
Used zones: Greyed out after price fills them.
Outcomes: Zones change to green if TP is hit, red if SL is hit.
Optional labels mark “Bullish zone ✓”, “Bearish zone ✓”, “Hammer-1 ✓”, or “Hammer-2 ✓” when confirmed.
🔧 Settings Overview
Core pattern ratios (C1/C2, C3/C2 size multipliers).
Doji definition (shadow/body ratio).
Hammer search depth, confirmation delay, and strictness.
Risk % per trade, leverage cap, stop buffer, RR ratio.
Visual styling (colors, max box count, labels).
Trend, structure, ATR, overlap, and cooldown filters.
Option to disable orders (use as indicator + alerts only).
⚠️ Disclaimer
This script is a technical analysis tool intended for educational purposes.
It does not guarantee profits. Use proper risk management and test thoroughly before applying in live trading.
✨ With its combination of 3-candle reversals, hammer confirmations, and smart filtering, this script is designed to reduce noise, highlight high-probability zones, and give traders both visual structure and actionable alerts.
BRT T3 for BTC 1h [STRATEGY]## 📊 BRT T3 Adaptive Strategy for BTC 1H
STRATEGY DESCRIPTION
Professional trading strategy based on the adaptive T3 (Tillson T3) indicator with dynamic length controlled by the Relative Strength Index (RSI) . The strategy is specifically designed for Bitcoin trading on the hourly timeframe and includes a comprehensive filter system to minimize false signals.
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🔥 UNIQUE CODE FEATURES
1. RSI-Adaptive Architecture:
• Innovative Approach: Unlike standard MA strategies with fixed periods, our code dynamically adjusts the moving average length based on RSI
• Smart Formula: len = minLen + (maxLen - minLen) * (1 - RSI/100) - automatically accelerates response in extreme zones
• Result: Strategy adapts to market conditions without manual reconfiguration
2. Modified Ichimoku Cloud:
• Unique Calculation: Instead of classic high/low, uses ATR-based method
• Dynamic Levels: Cloud is built based on volatility, not fixed periods
• Advantage: More accurate trend determination in highly volatile cryptocurrency markets
3. Hybrid Signal System:
• Dual-mode Generation: Switch between classic MA crossovers and volatility band breakouts
• Multi-stage Confirmation: Optional signal verification across N forward bars
• Effect: 40-60% reduction in false signals compared to simple MA strategies
4. All-in-One Solution:
• 8 MA Types in One Code: The only strategy on TradingView with complete implementation of T3, EMA, SMA, WMA, VWMA, HMA, RMA, DEMA
• Custom Functions: All MAs calculated through custom functions supporting series int
• Versatility: One code replaces 8 different strategies
5. Intelligent Filtering:
Combination of 4 independent filters:
├── Volume Filter (dynamic multiplier)
├── Trend Filter (adaptive period)
├── ATR Filter (volatility)
└── Ichimoku Filter (cloud trend)
• Unique Logic: Each filter can work independently or in combination
• Master Switch: Single control for all filters
6. Advanced Risk Management:
• Smart Stops: SL/TP levels are stored in variables and not recalculated on every bar
• Slippage Protection: Checks both close and high/low for stop triggers
• Visualization: Dynamic display of levels only for active positions
7. Performance Optimization:
• Efficient Loops: Minimized calculations through intermediate result storage
• Conditional Visualization: Element rendering only when necessary
• Clean Code: Structured organization with clear logical block separation
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💎 TECHNICAL INNOVATIONS
Adaptation Algorithm (exclusive development):
// Dynamic length based on RSI
rsi_scale = 1.0 - rsi / 100.0
len_adaptive = minLen + (maxLen - minLen) * rsi_scale
ATR-based Ichimoku (unique modification):
// Instead of classic (highest + lowest) / 2
// Using ATR for dynamic levels
upper := close < upper ? min(hl2 + atr*mult, upper ) : hl2 + atr*mult
lower := close > lower ? max(hl2 - atr*mult, lower ) : hl2 - atr*mult
Multi-MA Architecture (complete implementation):
• Each MA type has its own optimized function
• Support for series int for dynamic length
• Unified selection interface via switch statement
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🎯 KEY FEATURES
• Adaptive System: Moving average length automatically adjusts based on RSI, providing quick response in trending movements and stability in sideways markets
• 8 Moving Average Types: T3, EMA, SMA, WMA, VWMA, HMA, RMA, DEMA - ability to choose the optimal type for different market conditions
• Multi-level Filtering:
- Volume Filter - signal confirmation with increased activity
- Trend Filter - trading in the direction of the main trend
- ATR Filter - accounting for market volatility
- Ichimoku Cloud - additional trend direction confirmation
• Professional Risk Management: Customizable stop-loss and take-profit levels
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⚙️ HOW IT WORKS
1. Signal Generation:
• Original Mode: Classic MA crossover signals with lagged version
• Band Break Mode: Volatility band breakouts (based on standard deviation)
2. RSI Adaptation:
• High RSI (overbought) → uses short MA length for quick response
• Low RSI (oversold) → uses long MA for noise smoothing
• Adaptation range is configured by Min/Max length parameters
3. Filter System:
• Each filter can be enabled/disabled independently
• Signal is generated only when passing all active filters
• Ichimoku filter blocks counter-trend trades
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📈 STRATEGY PARAMETERS
Main Settings:
• Strategy Type: Long Only / Short Only / Both
• Data Source: Close, Open, High, Low, HL2, HLC3, OHLC4
RSI Settings:
• RSI Length: Calculation period (default 14)
• RSI Smoothing: Smoothing to reduce noise
T3/MA Settings:
• Min/Max Length: Adaptive length range (5-50)
• Volume Factor: T3 smoothing coefficient (0.7)
• MA Type: Moving average type selection
Filters:
• Volume Filter: Volume multiplier (1.5x average)
• Trend Filter: Trend MA period (200)
• ATR Filter: Minimum volatility for entry
• Ichimoku Filter: Cloud for trend determination
Risk Management:
• Stop Loss: Percentage from entry price (1.2%)
• Take Profit: Percentage from entry price (5.9%)
• Position Size: 50,000 USDT (effective leverage 5x)
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💡 USAGE RECOMMENDATIONS
Optimal Conditions:
• Timeframe: 1H (developed and optimized)
• Instrument: BTC/USDT and other liquid cryptocurrencies
• Market Conditions: Trending and moderately volatile markets
Customize to Your Style:
1. Conservative: Increase signal confirmation period, enable all filters
2. Aggressive: Reduce filters, use Band Break mode
3. Scalping: Decrease Min/Max length, disable trend filter
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📊 VISUALIZATION
Strategy displays:
• Main MA Line - changes color depending on direction
• Lag Line - for visualizing crossover moment
• Volatility Bands - upper and lower boundaries
• Trend MA - orange line (200 periods)
• SL/TP Levels - red and green lines for open positions
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🔔 ALERTS
Strategy supports alert configuration for:
• Long position entry signals
• Short position entry signals
• Position exit signals
• Ichimoku line crossings
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⚠️ RISK WARNING
IMPORTANT NOTICE: Trading in financial markets involves substantial risk of capital loss. Past performance presented in this strategy is based solely on historical data and under no circumstances constitutes a guarantee of future returns.
The strategy author is not responsible for:
• Any direct or indirect financial losses resulting from the use of this strategy
• Trading decisions made based on strategy signals
• Interpretation of backtesting results as a forecast of future performance
This strategy is provided exclusively for educational and research purposes. Backtesting results are affected by numerous factors including but not limited to: slippage, spread, commissions, market liquidity, and technical failures.
Before using the strategy in live trading:
• Conduct your own testing on a demo account
• Ensure understanding of all parameters and logic
• Only use funds you can afford to lose
• Consider consulting with a qualified financial advisor
DISCLAIMER: By using this strategy, you acknowledge and accept all risks associated with financial market trading and confirm that the author does not provide investment advice and bears no fiduciary responsibility to users.
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🛠 TECHNICAL SUPPORT
For questions about setup and optimization:
• Leave comments under the publication
• Follow strategy updates
• Study the code for deep understanding of logic
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📝 VERSION AND UPDATES
Version: 1.0.0
Pine Script: v6
Last Updated: 2025
Changelog:
• Added support for 8 MA types
• Integrated Ichimoku Cloud filter
• Optimized risk management system
• Improved signal visualization
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© 2025 BRT Trading Systems
Strategy is protected by copyright. Commercial use without author's permission is prohibited.
ETH/BTC/XRP Strategy - Powered by BCHETH/BTC/XRP Strategy — Cross-Asset Momentum-Based Strategy
Overview
This strategy aims to identify medium-term long trade opportunities on ETH/BTC/XRP 2 or 4 hour charts by leveraging cross-asset momentum signals from Bitcoin Cash (BCH) relative to Ethereum (ETH). It integrates volatility filters, volume validation, and momentum confirmations to improve trade timing and risk management.
Key Features and Logic
Cross-Asset Momentum Filter: Enters long trades when BCH outperforms ETH in the prior candle, supporting relative strength confirmation.
Volume Confirmation: BCH volume must exceed 135% of its 20-period average, validating market interest before entry signals.
Volatility Filter: ETH price near or below 110% of the lower Bollinger Band (20 periods, 2σ) indicates oversold conditions.
Momentum Indicators: ETH RSI below 70 ensures the asset is not overbought, coupled with BCH MACD line crossing above its signal line for bullish bias.
Risk Controls: Includes trailing stop losses and take profit targets to protect gains and limit drawdowns.
Timing Constraints: Controlled cooldown periods between trades help prevent overtrading and false signals.
Usage Recommendations
Optimized for 2 or 4hour ETH/BTC/XRP USDT candles; 5-minute data optionally used for finer entries and exits.
Suitable for traders seeking dynamic timing based on multi-asset interactions rather than blind holding.
Works as a complement within diversified or rotational strategies focusing on Ethereum exposure.
Performance Summary (Backtest Jan 2023 – Jul 2025) ; ETHUSDT 2hour basis.
Total trades: 65
Win rate: 61.5%
Profit factor: 5.1
Note: The sample size is limited; results should be interpreted with caution. Past performance is not indicative of future results.
Important Notes
This script represents an original combination of cross-asset momentum with volatility and volume filters tailored to ETH and BCH interaction.
Source code is protected to safeguard unique implementation details while allowing free usage without restrictions.
Use appropriate risk management, and consider these signals as part of a broader trading analysis.
No guarantees on profitability; trading involves significant risk.
Lunar calendar day Crypto Trading StrategyLunar calendar day Crypto Trading Strategy
This strategy explores the potential impact of the lunar calendar on cryptocurrency price cycles.
It implements a simple but unconventional rule:
Buy on the 5th day of each lunar month
Sell on the 26th day of the lunar month
No trades between January 1 (solar) and Lunar New Year’s Day (holiday buffer period)
Research background
Several academic studies have investigated the influence of lunar cycles on financial markets. Their findings suggest:
Returns tend to be higher around the full moon compared to the new moon.
Periods between the full moon and the waning phase often show stronger average returns than the waxing phase.
This strategy combines those observations into a practical implementation by testing fixed entry (lunar day 5) and exit (lunar day 26) points, while excluding the transition period from solar New Year to Lunar New Year, effectively capturing mid-month lunar effects.
How it works
The script includes a custom lunar date calculation function, reconstructing lunar months and days for each year (2020–2026).
On lunar day 5, the strategy opens a long position with 100% of equity.
On lunar day 26, the strategy closes the position.
No trades are executed between Jan 1 and Lunar New Year’s Day.
All trades include:
Commission: 0.1%
Slippage: 3 ticks
Position sizing uses the entire equity (100%) for simplicity, but this is not recommended for live trading.
Why this is original
Unlike mashups of built-in indicators, this script:
Implements a full lunar calendar system inside Pine Script.
Translates academic findings on lunar effects into an applied backtest.
Adds a realistic trading filter (holiday gap) based on cultural/seasonal calendar rules.
Provides researchers and traders with a framework to explore non-traditional, time-based signals.
Notes
This is an experimental, research-oriented strategy, not financial advice.
Results are highly dependent on the chosen period (2020–2026).
Using 100% equity per trade is for simplification only and is not a viable money management practice.
The purpose is to investigate whether cyclical patterns linked to lunar time can provide any statistical edge in ETHUSDT.
Rbpov1 – Opening Range Multi-Actifs Final📌 Strategy Bio – Rbpov1 Opening Range Pro
🎯 Core Concept
The Rbpov1 Opening Range Pro is an advanced algorithmic trading system built around the opening range breakout concept.
It is based on the observation that, after a period of consolidation (the opening range), markets often generate strong directional moves once the range is broken.
This strategy is designed to be multi-asset (Forex, indices, commodities, crypto) and multi-timeframe, with the following key principles:
A reference range (default: 03:00 → 06:00 UTC+2, customizable).
Trade entries are taken only after the range closes.
Smart filtering (trend, volatility, volume) to reduce false signals.
Strict risk management in USD, with Stop Loss and Take Profit defined in multiples of R.
Automatic end-of-day flat rule: all positions are closed by session end.
⚙️ Filters & Conditions
🔹 1. Trend Filter (EMA HTF)
A 21-period EMA is applied to a higher timeframe (default: H4).
If price is above EMA, only longs are allowed.
If price is below EMA, only shorts are allowed.
👉 This aligns intraday trades with the dominant trend.
🔹 2. Volatility Filter (ATR)
Uses a 14-period ATR to validate range conditions.
Opening range is valid only if:
Range > minATR × ATR
Range < maxATR × ATR
Default: minATR = 0.2, maxATR = 6.0.
👉 Filters out noise (tiny ranges) or overextended volatility.
🔹 3. Volume Filter (Optional)
Breakout candle must show higher volume than the average (default SMA 20).
Prevents low-liquidity breakouts.
🔹 4. Session & Trading Rules
No trades during weekends (Forex).
Maximum X trades per day (default: 2).
Positions are force-closed at EOD (default: 19:00 UTC+2).
💰 Risk Management
Dynamic position sizing in USD (capital × risk%).
Stop Loss automatically set at the opposite side of the range (with optional buffer).
Take Profit in multiples of R (default: 1.5R).
Equity-based recalculation ensures consistency as account grows.
📊 Key Benefits
✅ Professional and modular architecture.
✅ Works across Forex, indices, gold, and crypto.
✅ Smart filtering for cleaner signals.
✅ Robust and consistent risk management.
✅ Automatic end-of-day flattening (no overnight risk).
✅ Modern and visual dashboard interface for readability.
🏆 Use Cases
Forex (USD/JPY, EUR/USD, GBP/USD) → Asian session ranges.
Indices (NAS100, US30, DAX) → NYSE opening ranges.
Gold (XAU/USD) → Tokyo or pre-London ranges.
Crypto (BTC, ETH) → Tailored to volatility peaks.
