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Indikatoren und Strategien

Prop Firm Business SimulatorThe prop firm business simulator is exactly what it sounds like. It's a plug and play tool to test out any tradingview strategy and simulate hypothetical performance on CFD Prop Firms. Now what is a modern day CFD Prop Firm? These companies sell simulated trading challenges for a challenge fee. If you complete the challenge you get access to simulated capital and you get a portion of the profits you make on those accounts payed out. I've included some popular firms in the code as presets so it's easy to simulate them. Take into account that this info will likely be out of date soon as these prices and challenge conditions change. Also, this tool will never be able to 100% simulate prop firm conditions and all their rules. All I aim to do with this tool is provide estimations. Now why is this tool helpful? Most traders on here want to turn their passion into their full-time career, prop firms have lately been the buzz in the trading community and market themselves as a faster way to reach that goal. While this all sounds great on paper, it is sometimes hard to estimate how much money you will have to burn on challenge fees and set realistic monthly payout expectations for yourself and your trading. This is where this tool comes in. I've specifically developed this for traders that want to treat prop firms as a business. And as a business you want to know your monthly costs and income depending on the trading strategy and prop firm challenge you are using. How to use this tool It's quite simple you remove the top part of the script and replace it with your own strategy. Make sure it's written in same version of pinescript before you do that. //--$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$--//--------------------------------------------------------------------------------------------------------------------------$$$$$$ //--$$$$$--Strategy-- --$$$$$$--// ****************************************************************************************************************************** //--$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$--//--------------------------------------------------------------------------------------------------------------------------$$$$$$ length = input.int(20, minval=1, group="Keltner Channel Breakout") mult = input(2.0, "Multiplier", group="Keltner Channel Breakout") src = input(close, title="Source", group="Keltner Channel Breakout") exp = input(true, "Use Exponential MA", display = display.data_window, group="Keltner Channel Breakout") BandsStyle = input.string("Average True Range", options = , title="Bands Style", display = display.data_window, group="Keltner Channel Breakout") atrlength = input(10, "ATR Length", display = display.data_window, group="Keltner Channel Breakout") esma(source, length)=> s = ta.sma(source, length) e = ta.ema(source, length) exp ? e : s ma = esma(src, length) rangema = BandsStyle == "True Range" ? ta.tr(true) : BandsStyle == "Average True Range" ? ta.atr(atrlength) : ta.rma(high - low, length) upper = ma + rangema * mult lower = ma - rangema * mult //--Graphical Display--// *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-$$$$$$ u = plot(upper, color=#2962FF, title="Upper", force_overlay=true) plot(ma, color=#2962FF, title="Basis", force_overlay=true) l = plot(lower, color=#2962FF, title="Lower", force_overlay=true) fill(u, l, color=color.rgb(33, 150, 243, 95), title="Background") //--Risk Management--// *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-$$$$$$ riskPerTradePerc = input.float(1, title="Risk per trade (%)", group="Keltner Channel Breakout") le = high>upper ? false : true se = lowlower strategy.entry('PivRevLE', strategy.long, comment = 'PivRevLE', stop = upper, qty=riskToLots) if se and upper>lower strategy.entry('PivRevSE', strategy.short, comment = 'PivRevSE', stop = lower, qty=riskToLots) The tool will then use the strategy equity of your own strategy and use this to simulat prop firms. Since these CFD prop firms work with different phases and payouts the indicator will simulate the gains until target or max drawdown / daily drawdown limit gets reached. If it reaches target it will go to the next phase and keep on doing that until it fails a challenge. If in one of the phases there is a reward for completing, like a payout, refund, extra it will add this to the gains. If you fail the challenge by reaching max drawdown or daily drawdown limit it will substract the challenge fee from the gains. These gains are then visualised in the calendar so you can get an idea of yearly / monthly gains of the backtest. Remember, it is just a backtest so no guarantees of future income. The bottom pane (non-overlay) is visualising the performance of the backtest during the phases. This way u can check if it is realistic. For instance if it only takes 1 bar on chart to reach target you are probably risking more than the firm wants you to risk. Also, it becomes much less clear if daily drawdown got hit in those high risk strategies, the results will be less accurate. The daily drawdown limit get's reset every time there is a new dayofweek on chart. If you set your prop firm preset setting to "'custom" the settings below that are applied as your prop firm settings. Otherwise it will use one of the template by default it's FTMO 100K. The strategy I'm using as an example in this script is a simple Keltner Channel breakout strategy. I'm using a 0.05% commission per trade as that is what I found most common on crypto exchanges and it's close to the commissions+spread you get on a cfd prop firm. I'm targeting a 1% risk per trade in the backtest to try and stay within prop firm boundaries of max 1% risk per trade. Lastly, the original yearly and monthly performance table was developed by Quantnomad and I've build ontop of that code. Here's a link to the original publication: That's everything for now, hope this indicator helps people visualise the potential of prop firms better or to understand that they are not a good fit for their current financial situation.
Pine Script® Strategie
von Honestcowboy
RSI + SuperTrend Filter Strategy (45m BTCUSDT)🧠 Strategy Breakdown: RSI + SuperTrend Filter (45m BTCUSDT) This strategy is built on a simple yet powerful principle: don’t fight the trend — and never ignore momentum exhaustion. At its core, this setup looks for RSI-based reversal entries, but only when price action aligns with the underlying trend structure, defined by a modified SuperTrend. This combo filters out a large chunk of noise you typically get with RSI alone on lower timeframes. 📊 How It Works Longs trigger when RSI crosses up from oversold and SuperTrend confirms a bullish bias. Shorts trigger when RSI crosses down from overbought and SuperTrend confirms a bearish structure. Each entry is paired with a tight SL (1%) and dynamic TP (1.5%), offering favorable risk:reward setups. The script includes clean chart visuals — background zones, SL/TP lines, and real-time trend bands — built for clarity and decision speed. ⚙️ Why It Works Too many RSI strategies reverse blindly — this doesn’t. By combining RSI oversold/overbought conditions with a directional SuperTrend filter, you get higher-quality entries, especially during high-volatility phases. This is not designed for sideways markets — it’s meant to catch clean swings in structured trends. The 45m TF adds breathing room for better signal quality while still allowing for decent trade frequency. 📈 Backtest Snapshot (3m logic on 45m BTCUSDT) 💰 +213,885 USDT total P&L 🧠 239 trades, with solid coverage across sessions 📉 15% max drawdown ⚖️ Profit factor: 1.12 🔁 Dynamic execution-ready — ideal for automation or manual confirmations 🔧 Built For Traders Who: Want non-repainting structure they can trust Prefer mechanical entries with visual context Are experimenting with automation-ready setups Need something they can tweak and expand on 🔥 If you're serious about combining clean signals with trend confirmation — this is a solid foundation. Drop a comment if you want the multi-timeframe version or ideas on adding volume-based confirmations.
Pine Script® Strategie
von PineScriptsAI
4
Trend-Following Strategy with Keltner ChannelsTrend Filter ( All Timeframes): Price must be above the 200 EMA for a bullish setup Price must be below the 200 EMA for a bearish setup Keltner Channels for dynamic support/resistance Buy when price pulls back to the midline or lower channel in an uptrend Sell when price pulls back to the midline or upper channel in a downtrend Entry trigger: Price pulls back to Keltner midline then crosses it Exits: ATR-based SL & TP with optional trailing stops
Pine Script® Strategie
von VisionaryInsights
YASINKARACAThe short-, medium-, and long-term indicator I have created is actually composed of moving averages, trend-following tools, Bollinger Bands, and various other indicators. You can use this indicator on any time frame. If the turquoise moving average crosses above the orange moving average, it should be interpreted as a buy signal; if it crosses below, it should be interpreted as a sell signal. Additionally, the white trend-following line indicates safety when the price is above it and risk when the price is below it. The upper and lower lines of the Bollinger Bands are presented in gray. When the price approaches the lower Bollinger Band, it can be interpreted as a buying opportunity; when it reaches the upper band, it can be seen as a selling opportunity. If the price is above the orange-colored slow moving average, the trend should be considered upward; if it is below, the trend is downward. Wishing you success and a great day. Yasin Karaca
Pine Script® Strategie
von yasinwien55
17
EMA Crossover Strategy with Trailing Stop and AlertsPowerful EMA Crossover Strategy with Dynamic Trailing Stop and Real-Time Alerts This strategy combines the simplicity and effectiveness of EMA crossovers with a dynamic trailing stop-loss mechanism for robust risk management. **Key Features:** * **EMA Crossover Signals:** Identifies potential trend changes using customizable short and long period Exponential Moving Averages. * **Trailing Stop-Loss:** Automatically adjusts the stop-loss level as the price moves favorably, helping to protect profits and limit downside risk. The trailing stop percentage is fully adjustable. * **Visual Buy/Sell Signals:** Clear buy (green upward label) and sell (red downward label) signals are plotted directly on the price chart. * **Customizable Inputs:** Easily adjust the lengths of the short and long EMAs, as well as the trailing stop percentage, to optimize the strategy for different assets and timeframes. * **Real-Time Alerts:** Receive instant alerts for buy and sell signals, ensuring you don't miss potential trading opportunities. **How to Use:** 1. Add the strategy to your TradingView chart. 2. Customize the "Short EMA Length," "Long EMA Length," and "Trailing Stop Percentage" in the strategy's settings. 3. Enable alerts in TradingView to receive notifications when buy or sell signals are generated. This strategy is intended to provide automated trading signals based on EMA crossovers with built-in risk management. Remember to backtest thoroughly on your chosen instruments and timeframes before using it for live trading. #EMA #Crossover #TrailingStop #Strategy #TradingView #TechnicalAnalysis #Alerts #TradingStrategy
Pine Script® Strategie
von roymanojit4
网格交易v1.0### Strategy Function Overview **Grid Trading Framework:** - Set up 11 grid buy levels evenly distributed between `maxPrice` and `minPrice`. - Fund allocation increases progressively with each lower grid level (weights 1–11), resulting in more buying at lower prices. - The grid range is controlled by the `range1` parameter (default: -10%). **Semi-Final and Final DCA (Dollar-Cost Averaging) Buys:** - A larger buy order is triggered when the price drops to the `semifinal` level (default: -12%). - The largest buy order is triggered when the price drops to the `final` level (default: -15%). **Take-Profit Mechanism:** - **Primary Take-Profit:** All holdings are sold for profit when the average entry price rises by `tp%`. - **First Order Trailing Take-Profit:** If only the first order has been executed, a dynamic trailing take-profit is set based on ATR. **Visualization Elements:** - **Grid Lines and Labels:** Show the price and quantity at each buy level. - **Price Lines:** Indicate the highest grid price, the current average entry price, and the take-profit target. - **Event Markers:** Flag for start time, 🛑 for semi-final trigger, and 🚀 for final trigger.
Pine Script® Strategie
von ikoooot
1
Volume Range Profile with Fair Value (SWAROOPRAM29)This indicator overlays a custom volume profile across two dynamic price zones (upper and lower) within a defined lookback range. It highlights the Point of Control (POC) for each zone — the price level with the highest traded volume — and tracks its movement over time to help identify fair value areas. 🔍 Features: Dynamic Volume Zones: Automatically calculates upper/lower zones based on a % of the high-low range. Granular Volume Distribution: Visualizes buy/sell volume using histogram bins inside each zone. Point of Control (POC): Shows the most active volume bin with optional percentage breakdown (Buy %, Sell %, Total). Fair Value Drift Line: Plots a moving average of POC to track fair value shifts. Total Volume Labels: Optionally display total buy/sell volume in each zone. Trade Entry Logic (Strategy): Entry on POC touch or midline level. Supports long, short, or both directions. Customizable take profit and stop loss levels. This tool helps traders spot high-volume price acceptance areas, potential reversals, and trend continuations based on volume-weighted logic — ideal for scalping, swing, and volume-based strategies. brings Smart Money Concept (ICT) session logic to life by plotting key global trading sessions with volume and delta analytics. It not only highlights session ranges but also tracks their midpoints — which often act as intraday support/resistance levels. KEY FEATURES Visual session boxes: Plots boxes for Tokyo, London, New York, and Sydney sessions based on user-defined UTC+0 time ranges. Volume & delta metrics: Displays total volume and delta volume (buy–sell difference) within each session. Mid, High & Low Range Extension: Once a session ends, the high, low, and midpoint levels automatically extend — ideal for detecting SR zones. Session labels: Each box includes a label with session name, time, volume, and delta for quick reference. Custom session control: Enable or disable sessions individually and configure start/end times. Clean aesthetics: Transparent shaded boxes with subtle borders make it easy to overlay without clutter. Sessions Dashboard: Shows the time range of each session and tells you whether the session is currently active. 🔵 USAGE Enable the sessions you want to monitor (e.g., New York or Tokyo) from the settings. Use session volume and delta values to gauge the strength and direction of institutional activity. Watch for price interaction with the extended range — it often acts as dynamic support/resistance after the session ends. Overlay it with liquidity tools or breaker blocks for intraday strategy alignment. 🔵 EXAMPLES Extended Future Range acted as resistance/support.
Pine Script® Strategie
von Swaroopram29
订单流轨迹自动交易脚本《订单流交易》一书系统性地介绍了订单流（Order Flow）这一市场分析方法，强调通过分析市场中每一价位的主动买卖单量，捕捉供需力量的变化，从而预判价格趋势的延续或反转。以下是核心内容提炼： ​1. 订单流的核心概念​ ​订单流定义​：通过实时追踪每个价位的主动买单和卖单成交量，揭示市场供需力量的动态平衡。与传统K线图（仅显示开盘、收盘、最高、最低价）不同，订单流深入价格内部，展示买卖双方的博弈细节。 ​关键指标​： ​Delta​：单根K线内主动买单总量减去主动卖单总量的差值，反映多空力量强弱。 ​POC（成交量最大价位）​​：K线内部成交量最大的价格点，揭示多空争夺的核心区域。 ​失衡现象​：当某一价位的主动买单量显著高于卖单（需求失衡）或反之（供应失衡），阈值通常设为3:1。 ​堆积失衡​：连续多个价位出现供需失衡，形成支撑/阻力带。 ​2. 订单流的优势​ ​实时性​：直接反映市场当下行为，而非滞后指标（如MACD、RSI）。 ​识别主力动向​：通过大单、微单、被套交易者等信号，捕捉机构或主力资金的痕迹。 ​大单​：顶部/底部成交量显著高于相邻价位，表明主力介入。 ​微单​：顶部/底部成交量骤减，显示趋势末端力量衰竭。 ​被套交易者​：趋势末端大量反向成交，导致价格反转（如顶部放量却无法突破）。 ​3. 订单流的分析方法​ ​价格与成交量结合​： ​健康上涨​：伴随主动买单递增，Delta为正且放大。 ​弱势反转​：顶部出现需求失衡但价格回落，或底部供应失衡却未创新低。 ​关键价位的应用​： ​支撑/阻力​：通过前日高低点、VWAP（成交量加权平均价）、月线级别高低点等判断。 ​突破与回踩​：价格突破关键位后回踩确认，结合订单流验证有效性。 ​4. 交易策略与实战应用​ ​高胜率信号​： ​顶部/底部微单​：趋势末端成交量萎缩，预示反转（如顶部主动买单骤减）。 ​失衡堆积​：连续失衡形成支撑/阻力带，回踩时入场。 ​吸收与主动出击​：价格在区间内震荡（吸收）后突破，伴随成交量放大。 ​资金管理与心理​： ​止损设置​：基于失衡区间或关键价位，控制单笔亏损（如1-2跳）。 ​空仓纪律​：无明确信号时保持观望，避免过度交易。 ​5. 与传统技术的对比​ ​K线图的局限​：无法展示价格内部成交细节，仅依赖形态（如十字星、吞噬）易被误导。 ​订单流的独特性​：通过微观成交数据，识别市场情绪（如恐慌性抛售或贪婪追涨），避免“看图说话”的滞后性。 ​6. 适用场景与市场​ ​高流动性市场​：期货、股指、外汇等，需足够成交量支撑订单流分析。 ​日内与波段交易​：短周期（如15分钟）捕捉供需突变，长周期验证趋势强度。 ​总结​ 订单流的核心在于通过实时成交数据，理解市场参与者的行为逻辑，从而在趋势启动初期或反转前捕捉机会。它并非预测工具，而是通过供需力量对比，为交易决策提供客观依据。结合严格的资金管理和心理纪律，订单流能显著提升交易的胜率与盈亏比。 **"Order Flow Trading"** systematically introduces the market analysis method of **Order Flow**, emphasizing the capture of supply-demand dynamics by analyzing active buy/sell volumes at each price level to anticipate trend continuations or reversals. Below is a distilled summary of the core concepts: --- ### **1. Core Concepts of Order Flow** - **Definition**: Order Flow tracks real-time active buy/sell volumes at each price level, revealing the dynamic balance between supply and demand. Unlike traditional candlestick charts (which only show open, close, high, and low prices), Order Flow dives into price internals, exposing the battle between buyers and sellers. - **Key Metrics**: - **Delta**: The difference between total active buy volume and sell volume within a single candlestick, reflecting bullish/bearish strength. - **POC (Point of Control)**: The price level with the highest volume in a candlestick, indicating the focal point of buyer-seller conflict. - **Imbalance**: Occurs when buy volume significantly exceeds sell volume (**demand imbalance**, threshold ~3:1) or vice versa (**supply imbalance**). - **Cumulative Imbalance**: Consecutive price levels with imbalances, forming support/resistance zones. --- ### **2. Advantages of Order Flow** - **Real-Time Insight**: Reflects immediate market behavior, unlike lagging indicators (e.g., MACD, RSI). - **Identifying Institutional Activity**: Detects "smart money" footprints through signals like: - **Large Orders**: Unusually high volume at tops/bottoms, signaling institutional participation. - **Micro Orders**: Abrupt volume drops at trend extremes, indicating exhaustion. - **Trapped Traders**: Reversals triggered by countertrend volume surges (e.g., failed breakouts with high sell volume). --- ### **3. Analytical Techniques** - **Price-Volume Integration**: - **Healthy Rally**: Rising buy volume with expanding positive Delta. - **Weak Reversal**: Demand imbalance at tops with price rejection, or supply imbalance at bottoms without new lows. - **Key Price Levels**: - **Support/Resistance**: Identified via prior highs/lows, VWAP (Volume-Weighted Average Price), or monthly levels. - **Breakout & Retest**: Validate breakouts using Order Flow after price retests key levels. --- ### **4. Trading Strategies & Execution** - **High-Probability Signals**: - **Micro Orders at Extremes**: Volume drying up at tops/bottoms signals reversals. - **Cumulative Imbalance Zones**: Enter on pullbacks to stacked imbalance areas. - **Absorption & Breakouts**: Post-consolidation breakouts with volume expansion. - **Risk & Psychology**: - **Stop Loss**: Set 1-2 ticks outside imbalance zones or key levels. - **Flat Discipline**: Avoid overtrading; act only on clear signals. --- ### **5. Order Flow vs. Traditional Analysis** - **Candlestick Limitations**: Reliance on patterns (e.g., doji, engulfing) often leads to false signals due to missing internal price data. - **Order Flow Edge**: Leverages granular trade data to detect market sentiment (e.g., panic selling or FOMO buying), avoiding lagging "chart storytelling." --- ### **6. Applicable Markets & Timeframes** - **High-Liquidity Markets**: Futures, indices, forex (sufficient volume for Order Flow analysis). - **Timeframes**: - **Intraday/Swing**: Short-term (e.g., 15min) for sudden supply-demand shifts. - **Long-Term**: Validate trend strength on higher timeframes (e.g., daily). --- ### **Summary** Order Flow focuses on interpreting real-time transactional data to decode market participant behavior, capturing opportunities at trend inception or reversal points. It is not a predictive tool but a framework for objective decision-making through supply-demand analysis. Combined with strict risk management and psychological discipline, Order Flow enhances trade accuracy and profit potential.
Pine Script® Strategie
von aptomerg
2
Supertrend Hombrok BotSupertrend Hombrok Bot – Automated Trading Strategy for Dynamic Market Conditions This trading strategy script has been developed to operate automatically based on detailed market conditions. It combines the popular Supertrend indicator, RSI (Relative Strength Index), Volume, and ATR (Average True Range) to determine the best entry and exit points while maintaining proper risk management. Key Features: Supertrend as the Base: Uses the Supertrend indicator to identify the market's trend direction, generating buy signals when the market is in an uptrend and sell signals when in a downtrend. RSI Filter: The RSI is used to determine overbought and oversold conditions, helping to avoid entries in extreme market conditions. Entries are avoided when RSI > 70 (overbought) and RSI < 30 (oversold), reducing the risk of false movements. Volume Filter: The strategy checks if the trading volume is above the average multiplied by a user-defined factor. This ensures that only significant movements, with higher liquidity, are considered. Candle Body Size: The strategy filters only candles with a body large enough relative to the ATR (Average True Range), ensuring that the price movements on the chart have sufficient strength. Risk Management: The bot is configured to operate with an adjustable Risk/Reward Ratio (R:R). This means that for each trade, both Take Profit (TP) and Stop Loss (SL) are adjusted based on the market's volatility as measured by the ATR. Automatic Entries and Exits: The script automatically executes entries based on the specified conditions and exits with predefined Stop Loss and Take Profit levels, ensuring risk is controlled for each trade. How It Works: Buy Condition: Triggered when the market is in an uptrend (Supertrend), the volume is above the adjusted average, the candle body is strong enough, and the RSI is below the overbought level. Sell Condition: Triggered when the market is in a downtrend (Supertrend), the volume is above the adjusted average, the candle body is strong enough, and the RSI is above the oversold level. Alerts: Buy and Sell Alerts are configured with detailed information, including Stop Loss and Take Profit values, allowing the user to receive notifications when trading conditions are met. Capital Management: The capital per trade can be adjusted based on account size and risk profile. Important Note: Always test before trading with real capital: While the strategy has been designed based on solid technical analysis methods, always perform tests in real-time market conditions with demo accounts before applying the bot in live trading. Disclaimer: This script is a tool to assist in the trading process and does not guarantee profit. Past performance is not indicative of future results, and the trader is always responsible for their investment decisions.
Pine Script® Strategie
von sidimarvinicius
Vinicius Setup ATR Description: This script is a strategy based on the Supertrend indicator combined with volume analysis, candle strength, and RSI. Its goal is to identify potential entry points for buy and sell trades based on technical criteria, without promising profitability or guaranteed results. Script Components: Supertrend: Used as the main trend compass. When the trend is positive (direction = 1), buy signals are considered; when negative (direction = -1), sell signals are considered. Volume: Entries are only validated if the volume is above the average of the last 20 candles, adjusted with a 1.2 multiplier. Candle Body: The candle body must be larger than a certain percentage of the ATR, ensuring sufficient strength and volatility. RSI: Used as a filter to avoid trades in extreme overbought or oversold zones. Support and Resistance: Identified based on simple pivots (5 periods before and after). Customizable Parameters: ATR Length and Multiplier: Controls the sensitivity of the Supertrend. RSI Period: Adjusts the relative strength filter. Minimum Volume and Candle Body: Settings to validate entry signals. Entry Conditions: Buy: Positive trend + strong candle + high volume + RSI below 70. Sell: Negative trend + strong candle + high volume + RSI above 30. Exit Conditions: The trade is closed upon the appearance of an opposite signal. Notes: This is a technical system with no profit guarantees. It is recommended to test with realistic capital values and parameters suited to your risk management. The script is not optimized for specific profitability, but rather to support study and the construction of setups with objective criteria.
Pine Script® Strategie
von sidimarvinicius
W%R Zone Scalper[BullByte] v1.0W%R Zone Scalper Strategy - The Definitive Deep Dive 1. Introduction: The Philosophy Behind the Strategy This script, W%R Zone Scalper , is not just another Williams %R-based trading system—it is a refined, multi-filtered scalping engine designed to maximize edge in trending markets while minimizing false signals in choppy conditions . Unlike most basic %R strategies that blindly trade crossovers, this system introduces a sophisticated confluence of trend, volatility, and momentum filters , making it a high-probability scalper for intraday traders . What Makes This Script Different? ✅ Originality: Most %R strategies rely solely on overbought/oversold levels, leading to whipsaws in ranging markets. This script intelligently combines: - Trend confirmation (MA, Supertrend) - Volatility filters (BB Width, Choppiness Index) - Volume validation (to ensure real participation) - ADX trend strength (to avoid weak, fake trends) ✅ Smart Trade Execution: - Not just %R crossovers —entries are only taken when multiple filters align, reducing noise. - Optional ATR-based SL/TP for disciplined risk management. - Dashboard integration for real-time trade monitoring. ✅ Adaptability: - Works on crypto, forex, and stocks (optimized for high-liquidity assets like BTC). - Scalable from 1-minute scalping to 1-hour swing trades (adjust filters accordingly). 2. Core Components: A Surgical Breakdown A. Williams %R - The Trigger Mechanism - Default Settings: - Length = 14 (optimal balance between sensitivity and reliability). - Long Entry : Cross above -80 (oversold bounce with momentum). - Short Entry : Cross below -20 (overbought rejection). Why This Matters: - Unlike RSI or Stochastic, %R is more aggressive in detecting reversals, making it ideal for scalping fast moves. - However, raw %R signals are noisy—hence the need for additional filters. B. The Moving Average (MA) - Trend Filter - Purpose: Ensures trades are only taken in the direction of the broader trend. - Types Available: - SMA (Simple MA) – Smooth but laggy. - EMA (Exponential MA) – Faster, default choice. - WMA (Weighted MA) – More responsive to recent prices. - HMA (Hull MA) – Minimal lag, excellent for scalping. Entry Logic: - Long : Price must be above MA (confirms uptrend). - Short : Price must be below MA (confirms downtrend). Why This Matters: - Prevents counter-trend trades , which are high-risk in scalping. - Works as a dynamic support/resistance . C. Advanced Filters - The Edge Enhancers 1. Choppiness Index (CI) - Avoiding Sideways Markets - Default: - Length = 12 - Threshold = 38.2 (below = trending, above = choppy). Why This Matters: - Eliminates false signals in ranging markets (where %R crossovers fail most). - Inspired by market cycle theory—only trades when volatility is directional. 2. ADX (Average Directional Index) - Trend Strength - Default: - Length = 14 - Threshold = 25 (only trade if ADX > 25 = strong trend). Why This Matters: - Many traders ignore ADX and get fake breakouts—this ensures trades happen only in high-momentum conditions. 3. Volume Filter - Confirming Real Moves - Logic: Volume must be above its 50-period MA. - Why This Matters: - Low-volume breakouts often fail—this ensures institutional participation. 4. Bollinger Band Width (BBW) - Volatility Check - Logic: BBW must be above its moving average (expanding volatility = good for scalping). Why This Matters: - Avoids low-volatility traps where price moves are insignificant. 5. Supertrend - Dynamic Trend Confirmation - Logic: - Longs : Price must be above Supertrend line. - Shorts : Price must be below Supertrend line. Why This Matters: - Acts as a secondary trend filter , reducing whipsaws. --- 3. Risk Management - Protecting Capital A. Position Sizing (Flexible & Adaptive) - Default: 30% of equity per trade(aggressive but adjustable). - Initial Capital: $1,000(example—modify based on your account size). B. Stop Loss & Take Profit (ATR-Based) - SL = 1.5x ATR (protects against sudden reversals). - TP = 2x ATR (locks in profits before pullbacks). Why ATR? - Dynamic adjustment —wider in volatile markets, tighter in calm ones. C. Manual Adjustments Required - Commission: Default 0.1% (adjust per your broker). - Leverage: Not hardcoded —apply based on your risk tolerance. 4. Optimal Time Frame & Asset Selection - Best for: 5M - 15M charts(scalping). - Also works on: 1H-4H(swing trades with adjusted filters). - Best Assets: - High-liquidity cryptos (BTC, ETH, SOL) - Forex majors (EUR/USD, GBP/USD) - High-beta stocks (TSLA, NVDA) 5. The Dashboard - Real-Time Trade Intelligence - PnL Tracking (profit/loss in $ and %). - Position Status (Long/Short/Flat). - Filter Status (which ones are active). - Key Indicators (%R, MA, Volume). Why This Matters: - No guesswork—all critical info in one place. 6. Strong Disclaimer ⚠️ This is not financial advice. Trading carries risk of loss. - Backtest thoroughly before live trading. - Start with small capital to validate performance. - Modify SL/TP, leverage, and position sizing based on your risk profile. - The developer is not liable for any losses incurred. 7. Why This Strategy Stands Out Most %R strategies fail in real markets because they ignore: ❌ Trend context (trading reversals blindly). ❌ Volatility cycles (getting chopped up in sideways action). ❌ Volume confirmation (falling for fake breakouts). This script solves those problems by: ✅ Only trading when multiple high-probability factors align. ✅ Using adaptive risk management (ATR-based SL/TP). ✅ Providing a real-time dashboard for decision-making. 8.Important Note on Backtesting & Customization The performance results displayed with this script are based on: - Asset BTC/USD - Timeframe : 5-minute chart - Key Filters Enabled : - Moving Average (Trend Confirmation) - Choppiness Index (Sideways Market Filter) - Volume (Participation Validation) Your Trading Approach May Vary This configuration represents just one possible way to deploy the strategy. You can: - Test alternative settings (adjust lengths, thresholds, or filters) - Apply to different assets (cryptos, forex pairs, stocks) - Experiment with timeframes (1m for ultra-scalping, 15m/1H for swing trades) Critical Reminder Always conduct your own forward testing before live trading. Market conditions change, and past performance never guarantees future results. All the best!
Pine Script® Strategie
von BullByte
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