Ultimate Scalping Strategy v2Strategy Overview
This is a versatile scalping strategy designed primarily for low timeframes (like 1-min, 3-min, or 5-min charts). Its core logic is based on a classic EMA (Exponential Moving Average) crossover system, which is then filtered by the VWAP (Volume-Weighted Average Price) to confirm the trade's direction in alignment with the market's current intraday sentiment.
The strategy is highly customizable, allowing traders to add layers of confirmation, control trade direction, and manage exits with precision.
Core Strategy Logic
The strategy's entry signals are generated when two primary conditions are met simultaneously:
Momentum Shift (EMA Crossover): It looks for a crossover between a fast EMA (default length 9) and a slow EMA (default length 21).
Buy Signal: The fast EMA crosses above the slow EMA, indicating a potential shift to bullish momentum.
Sell Signal: The fast EMA crosses below the slow EMA, indicating a potential shift to bearish momentum.
Trend/Sentiment Filter (VWAP): The crossover signal is only considered valid if the price is on the "correct" side of the VWAP.
For a Buy Signal: The price must be trading above the VWAP. This confirms that, on average, buyers are in control for the day.
For a Sell Signal: The price must be trading below the VWAP. This confirms that sellers are generally in control.
Confirmation Filters (Optional)
To increase the reliability of the signals and reduce false entries, the strategy includes two optional confirmation filters:
Price Action Filter (Engulfing Candle): If enabled (Use Price Action), the entry signal is only valid if the crossover candle is also an "engulfing" candle.
A Bullish Engulfing candle is a large green candle that completely "engulfs" the body of the previous smaller red candle, signaling strong buying pressure.
A Bearish Engulfing candle is a large red candle that engulfs the previous smaller green candle, signaling strong selling pressure.
Volume Filter (Volume Spike): If enabled (Use Volume Confirmation), the entry signal must be accompanied by a surge in volume. This is confirmed if the volume of the entry candle is greater than its recent moving average (default 20 periods). This ensures the move has strong participation behind it.
Exit Strategy
A position can be closed in one of three ways, creating a comprehensive exit plan:
Stop Loss (SL): A fixed stop loss is set at a level determined by a multiple of the Average True Range (ATR). For example, a 1.5 multiplier places the stop 1.5 times the current ATR value away from the entry price. This makes the stop dynamic, adapting to market volatility.
Take Profit (TP): A fixed take profit is also set using an ATR multiplier. By setting the TP multiplier higher than the SL multiplier (e.g., 2.0 for TP vs. 1.5 for SL), the strategy aims for a positive risk-to-reward ratio on each trade.
Exit on Opposite Signal (Reversal): If enabled, an open position will be closed automatically if a valid entry signal in the opposite direction appears. For example, if you are in a long trade and a valid short signal occurs, the strategy will exit the long position immediately. This feature turns the strategy into more of a reversal system.
Key Features & Customization
Trade Direction Control: You can enable or disable long and short trades independently using the Allow Longs and Allow Shorts toggles. This is useful for trading in harmony with a higher-timeframe trend (e.g., only allowing longs in a bull market).
Visual Plots: The strategy plots the Fast EMA, Slow EMA, and VWAP on the chart for easy visualization of the setup. It also plots up/down arrows to mark where valid buy and sell signals occurred.
Dynamic SL/TP Line Plotting: A standout feature is that the strategy automatically draws the exact Stop Loss and Take Profit price lines on the chart for every active trade. These lines appear when a trade is entered and disappear as soon as it is closed, providing a clear visual of your risk and reward targets.
Alerts: The script includes built-in alertcondition calls. This allows you to create alerts in TradingView that can notify you on your phone or execute trades automatically via a webhook when a long or short signal is generated.
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24/7 Dynamic Scalper - Session + ATR Filters24/7 Dynamic Scalper — Session + ATR Filters
The only scalping strategy you’ll need for non-stop, high-precision trading — engineered for automation and hands-off profits!
Session Filtering: Trade only during the hottest market hours (Asia Open & EU Session) — fully automatic.
ATR Stability & Dynamic Risk: Filters out chop and volatility spikes for cleaner, higher-probability entries.
Momentum & Exhaustion Protection: Built-in RSI & MACD logic blocks overbought/oversold traps and weak signals.
Time-in-Trade Auto-Exit: No more stale trades — get capped exposure for every position.
Auto Alerts: Sends structured, ready-to-automate alerts (BUY/SELL/EXIT) — perfect for webhook and bot traders.
Optional Volume/TP Filters: Toggle volume spikes, dynamic ATR-based TP, and even “big candle” protection.
Fully Customizable: Fine-tune everything from leverage to max stop loss (in USDT), bar/range filters, and much more.
Best for: Fast scalpers, algo traders, automation junkies, and anyone who wants a robust, hands-off approach to perpetual futures.
👇 How it Works (Feature Breakdown):
Session Filters: Restricts signals to the highest liquidity hours (Asia/EU), or trade 24/7 — your choice!
ATR + Range Filters: Ensures every entry has real volatility and avoids dangerous chop.
Momentum Logic: Combines EMA, MACD slope, and RSI direction to hunt for real breakouts only.
Exhaustion Safeguards: Avoids classic scalp reversals by blocking overbought/oversold and exhausted MACD/RSI momentum.
Drawdown Defense: Detects “big candle” traps, ATR surges, and lets you cap stop-loss by percent or by max USDT.
Hands-Off Management: All exits (TP/SL/trailing) are managed by your backend/bot via structured alerts — the script keeps charts clean and exits only by time cap (so no backend/strategy overlap).
Ready for Webhook Automation: Clean JSON alerts for BUY, SELL, and CLOSE — drop them straight into your bot for instant auto-trading.
No repaint, no nonsense — just cold, fast, high-frequency scalping with robust, smart filters.
🚀 Plug, Play, Automate.
Copy to your chart, tweak your session/ATR/settings, and wire up your alert to your favorite webhook bot.
Perfect for Bybit, MEXC, Binance, and anywhere you can automate.
Options Strategy V1.3📈 Options Strategy V1.3 — EMA Crossover + RSI + ATR + Opening Range
Overview:
This strategy is designed for short-term directional trades on large-cap stocks or ETFs, especially when trading options. It combines classic trend-following signals with momentum confirmation, volatility-based risk management, and session timing filters to help identify high-probability entries with predefined stop-loss and profit targets.
🔍 Strategy Components:
EMA Crossover (Fast/Slow)
Entry signals are triggered by the crossover of a short EMA above or below a long EMA — a traditional trend-following method to detect shifts in momentum.
RSI Filter
RSI confirms the signal by avoiding entries in overbought/oversold zones unless certain momentum conditions are met.
Long entry requires RSI ≥ Long Threshold
Short entry requires RSI ≤ Short Threshold
ATR-Based SL & TP
Stop-loss is set dynamically as a multiple of ATR below (long) or above (short) the entry price.
Take-profit is placed as a ratio (TP/SL) of the stop distance, ensuring consistent reward/risk structure.
Opening Range Filter (Optional)
If enabled, the strategy only triggers trades after price breaks out of the 09:30–09:45 EST range, ensuring participation in directional moves.
Session Filters
No trades from 04:00 to 09:30 and from 16:00 to 20:00 EST, avoiding low-liquidity periods.
All open trades are closed at 15:55 EST, to avoid overnight risk or expiration issues for options.
⚙️ Built-in Presets:
You can choose one of the built-in ticker-specific presets for optimal conditions:
Ticker EMAs RSI (Long/Short) ATR SL×ATR TP/SL
SPY 8/28 56 / 26 14 1.4× 4.0×
TSLA 23/27 56 / 33 13 1.4× 3.6×
AAPL 6/13 61 / 26 23 1.4× 2.1×
MSFT 25/32 54 / 26 14 1.2× 2.2×
META 25/32 53 / 26 17 1.8× 2.3×
AMZN 28/32 55 / 25 16 1.8× 2.3×
You can also choose "Custom" to fully configure all parameters to your own market and strategy preferences.
📌 Best Use Case:
This strategy is especially suited for intraday options trading, where timing and risk control are critical. It works best on liquid tickers with strong trends or clear breakout behavior.
RCI Strategy [PineIndicators]RCI Strategy
This strategy leverages the Rank Correlation Index (RCI) — a statistical oscillator that measures the relationship between time and price rank — combined with a configurable moving average filter. It offers clean, rule-based entries and exits, and visually enhanced trade tracking via labeled markers and boxes on the chart.
The RCI Strategy is well-suited for momentum traders looking to capture directional shifts with confirmation through RCI smoothing.
Core Logic
1. Rank Correlation Index (RCI)
Measures how closely price changes correlate with time rankings.
Values range between -100 and +100.
Thresholds at ±80 help identify potential reversals or extremes.
2. RCI Smoothing via Moving Average
A moving average (MA) is applied to the RCI to smooth out fluctuations.
Supported MA types:
SMA
EMA
SMMA (RMA)
WMA
VWMA
Users can disable the smoothing by selecting "None".
Trade Entry Logic
Long Entry: RCI crosses above the selected moving average.
Short Entry: RCI crosses below the moving average.
Entries are restricted by trade direction settings:
Long Only
Short Only
Long & Short
Visual Features
RCI Panel Display
Plots RCI line and its moving average in a separate pane.
Horizontal guide lines at 0, +80, and -80 help visualize signal zones.
Trade Labels on Chart
Buy Label: Plotted when a long entry is executed.
Close Label: Plotted when any position is closed.
Triangle markers for visual emphasis on direction change.
Trade Visualization Boxes
A colored box is drawn between entry and exit prices.
Green = profitable trade; Red = losing trade.
Two horizontal lines connect entry and exit prices for reference.
Customization Parameters
RCI Source: Select input price for the RCI (default: close).
RCI Length: Set sensitivity of the oscillator.
MA Type and Length: Choose and configure the smoothing filter.
Trade Direction Mode: Define whether to allow Long, Short, or both.
Use Cases
Swing traders who want to trade directional reversals with statistical backing.
Traders seeking a clean and visual strategy based on rank momentum.
Environments where both trend and range dynamics occur.
Conclusion
The RCI Strategy is a non-repainting, rule-based trading model that combines rank correlation momentum with smoothed trend logic. Its clean visual markers, labeled trades, and flexible MA filters make it a valuable tool for discretionary and systematic traders alike.
SwingTrade VWAP Strategy[TiamatCrypto]V1.1This Pine Script® code creates a trading strategy called "SwingTrade VWAP Strategy V1.1." This strategy incorporates various trading tools, such as VWAP (Volume Weighted Average Price), ADX (Average Directional Index), and volume signals. Below is an explanation of the components and logic within the script:
### Overview of Features
- **VWAP:** A volume-weighted moving average that assesses price trends relative to the VWAP level.
- **ADX:** A trend strength indicator that helps confirm the strength of bullish or bearish trends.
- **Volume Analysis:** Leverages volume data to gauge momentum and identify volume-weighted buy/sell conditions.
- **Dynamic Entry/Exit Signals:** Combines the above indicators to produce actionable buy/sell or exit signals.
- **Customizable Inputs:** Inputs for tuning parameters like VWAP period, ADX thresholds, and volume sensitivity.
---
### **Code Breakdown**
#### **Input Parameters**
The script begins by defining several user-configurable variables under groups. These include indicators' on/off switches (`showVWAP`, `enableADX`, `enableVolume`) and input parameters for VWAP, ADX thresholds, and volume sensitivity:
- **VWAP Period and Threshold:** Controls sensitivity for VWAP signal generation.
- **ADX Settings:** Allows users to configure the ADX period and strength threshold.
- **Volume Ratio:** Detects bullish/bearish conditions based on relative volume patterns.
---
#### **VWAP Calculation**
The script calculates VWAP using the formula:
\
Where `P` is the typical price (`(high + low + close)/3`) and `V` is the volume.
- It resets cumulative values (`sumPV` and `sumV`) at the start of each day.
- Delta percentage (`deltaPercent`) is calculated as the percentage difference between the close price and the VWAP.
---
#### **Indicators and Signals**
1. **VWAP Trend Signals:**
- Identifies bullish/bearish conditions based on price movement (`aboveVWAP`, `belowVWAP`) and whether the price is crossing the VWAP level (`crossingUp`, `crossingDown`).
- Also detects rising/falling delta changes based on the VWAP threshold.
2. **ADX Calculation:**
- Calculates the directional movement (`PlusDM`, `MinusDM`) and smoothed values for `PlusDI`, `MinusDI`, and `ADX`.
- Confirms strong bullish/bearish trends when ADX crosses the defined threshold.
3. **Volume-Based Signals:**
- Evaluates the ratio of bullish volume (when `close > VWAP`) to bearish volume (when `close < VWAP`) over a specified lookback period.
---
#### **Trade Signals**
The buy and sell signals are determined by combining conditions from the VWAP, ADX, and volume signals:
- **Buy Signal:** Triggered when price upward crossover VWAP, delta rises above the threshold, ADX indicates a strong bullish trend, and volume confirms bullish momentum.
- **Sell Signal:** Triggered under inverse conditions.
- Additionally, exit conditions (`exitLong` and `exitShort`) are based on VWAP crossovers combined with the reversal of delta values.
---
#### **Plotting and Display**
The strategy plots VWAP on the chart and adds signal markers for:
- **Buy/Long Entry:** Green triangle below bars.
- **Sell/Short Entry:** Red triangle above bars.
- **Exit Signals:** Lime or orange "X" shapes for exits from long/short positions.
- Additionally, optional text labels are displayed to indicate the type of signal.
---
#### **Trading Logic**
The script's trading logic executes as follows:
- **Entries:**
- Executes long trades when the `buySignal` condition is true.
- Executes short trades when the `sellSignal` condition is true.
- **Exits:**
- Closes long positions upon `exitLong` conditions.
- Closes short positions upon `exitShort` conditions.
- The strategy calculates profits and visualizes the trade entry, exit, and running profit within the chart.
---
#### **Alerts**
Alerts are set up to notify traders via custom signals for buy and sell trades.
---
### **Use Case**
This script is suitable for day traders, swing traders, or algorithmic traders who rely on confluence signals from VWAP, ADX, and volume momentum. Its modular structure (e.g., the ability to enable/disable specific indicators) makes it highly customizable for various trading styles and financial instruments.
#### **Customizability**
- Adjust VWAP, ADX, and volume sensitivity levels to fit unique market conditions or asset classes.
- Turn off specific criteria to focus only on VWAP or ADX signals if desired.
#### **Caution**
As with all trading strategies, this script should be used for backtesting and analysis before live implementation. It's essential to validate its performance on historical data while considering factors like slippage and transaction costs.
30-70 RSI Strategy with Colored BarThis script colors price bars based on Relative Strength Index (RSI) levels, giving traders a quick and visual way to assess overbought or oversold market conditions directly on the chart.
📈 Key Features:
✅ RSI-Based Bar Coloring:
Green bars when RSI is above the upper threshold (default 70) – suggests bullish momentum.
Red bars when RSI is below the lower threshold (default 30) – indicates bearish pressure.
Bars remain uncolored when RSI is between thresholds – a neutral zone.
🔧 Customizable RSI Settings:
Adjustable RSI length (default: 14 periods)
Adjustable overbought/oversold levels (default: 70/30)
🧠 Helps traders:
Quickly spot potential reversals or trend continuations
Visually align price action with momentum
🛠️ Usage:
Ideal for trend-following, reversal, and momentum strategies.
Works across any timeframe (1m, 5m, 1h, daily, etc.).
Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro:
Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable.
Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have.
Why Traders Need This Strategy
Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering:
Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts.
Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades.
Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES.
Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos.
DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art.
Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code.
Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust.
Strategy Components
1. Market Regime Detection
The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment.
How It Works:
Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear).
Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend.
Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold.
Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg.
Other (Regime 5): Default for unclear conditions.
Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9).
Why It’s Brilliant:
Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions.
HTF RSI/MACD add a big-picture filter, rare in basic scripts.
Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other).
2. Multi-Factor Signal Scoring
Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals.
Candlestick Patterns:
Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg).
Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike.
Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile).
Additional Factors:
Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear.
RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15).
MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear.
Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1).
HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2).
Scoring:
bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0.
Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long.
Why It’s Brilliant:
Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives.
Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets).
HTF confirmation aligns with the big picture, a quant edge over simplistic scripts.
3. Futures-Tuned Risk Management
The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs.
Position Sizing:
Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES).
Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1.
Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES.
Stops and Take-Profits:
Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk).
ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops.
Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry.
Impact: ATR stops adapt to volatility, while fixed stops suit stable markets.
Trailing Stops:
Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5).
Impact: Locks in profits during trends, a game-changer in volatile sessions.
Circuit Breaker:
Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity).
Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage).
Why It’s Brilliant:
Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES.
Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts.
Flexible stops (ATR or fixed) suit different trading styles.
4. Trade Entry and Exit Logic
Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks.
Entry Conditions:
Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance.
Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance.
Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering.
Exit Conditions:
Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit).
Trailing Stop: Activates at 50% TP, trails by ATR * 1.5.
Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price).
Reset: Clears stop/TP prices when flat (position_size = 0).
Why It’s Brilliant:
Score-based entries ensure multi-factor confirmation, filtering out weak signals.
Trailing stops maximize profits in trends, unlike static exits in basic scripts.
Emergency exits add an extra safety layer, critical for futures volatility.
5. DAFE Visuals
The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning.
Shimmering Bollinger Band Fill:
Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower).
Purpose: Highlights volatility and key levels with a futuristic glow.
Visuals make complex regimes and signals instantly clear, even for newbies.
Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts.
BB glow emphasizes tradeable levels, enhancing decision-making.
Chart Background (Regime Heatmap):
Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through.
Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups.
Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution.
Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies.
Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable.
Bollinger Bands Glow (Dynamic Fill):
Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals.
Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal.
Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum.
Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating.
Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes.
Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states.
Moving Averages:
Display: Blue fast EMA (20), red slow EMA (50), 2px.
Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread.
Dynamic SL/TP Lines:
Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer.
Purpose: Tracks stops/TPs in real-time, color-coded by regime.
6. Dual Dashboards
Two dashboards deliver real-time insights, making the strat a quant command center.
Bottom-Left Metrics Dashboard (2x13):
Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score.
Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish).
Purpose: Consolidates market context and signal strength.
Top-Right Position Dashboard (2x7):
Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($).
Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short).
Purpose: Tracks live trades and profitability.
Why It’s Brilliant:
Dual dashboards cover market context and trade status, a rare feature.
Color-coding and concise metrics guide beginners (e.g., green “Buy” = go).
Real-time PNL and SL/TP visibility empower disciplined trading.
7. Performance Tracking
Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed).
Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance).
Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts.
Key Features
Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets.
Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs.
Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries.
Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits.
Safe and Smart: 5% drawdown breaker and emergency exits protect capital.
DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards.
Backtest-Ready: Fixed qty and tick calc for accurate historical testing.
How to Use
Add to Chart: Load on a 5min ES/MES chart in TradingView.
Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility.
Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL.
Backtest: Run in strategy tester to compare regimes.
Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues).
Replay Test: Try April 28, 2025 NQ drop to see regime shifts and stops.
Disclaimer
Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred.
Backtesting:
Frame: 2023-09-20 - 2025-04-29
Slippage: 3
Fee Typical Range (per side, per contract)
CME Exchange $1.14 – $1.20
Clearing $0.10 – $0.30
NFA Regulatory $0.02
Firm/Broker Commis. $0.25 – $0.80 (retail prop)
TOTAL $1.60 – $2.30 per side
Round Turn: (enter+exit) = $3.20 – $4.60 per contract
Final Notes
The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game!
(This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.)
Use it with discipline. Use it with clarity. Trade smarter.
**I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract.
Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
AccumulationPro Money Flow StrategyAccumulationPro Money Flow Strategy identifies stock trading opportunities by analyzing money flow and potential long-only opportunities following periods of increased money inflow. It employs proprietary responsive indicators and oscillators to gauge the strength and momentum of the inflow relative to previous periods, detecting money inflow, buying/selling pressure, and potential continuation/reversals, while using trailing stop exits to maximize gains while minimizing losses, with careful consideration of risk management and position sizing.
Setup Instructions:
1. Configuring the Strategy Properties:
Click the "Settings" icon (the gear symbol) next to the strategy name.
Navigate to the "Properties" tab within the Settings window.
Initial Capital: This value sets the starting equity for the strategy backtesting. Keep in mind that you will need to specify your current account size in the "Inputs" settings for position sizing.
Base Currency: Leave this setting at its "Default" value.
Order Size: This setting, which determines the capital used for each trade during backtesting, is automatically calculated and updated by the script. You should leave it set to "1 Contract" and the script will calculate the appropriate number of contracts based on your risk per trade, account size, and stop-loss placement.
Pyramiding: Set this setting at 1 order to prevent the strategy from adding to existing positions.
Commission: Enter your broker's commission fee per trade as a percentage, some brokers might offer commission free trading. Verify Price for limit orders: Keep this value as 0 ticks.
Slippage: This value depends on the instrument you are trading, If you are trading liquid stocks on a 1D chart slippage might be neglected. You can Keep this value as 1 ticks if you want to be conservative.
Margin for long positions/short positions: Set both of these to 100% since this strategy does not employ leverage or margin trading.
Recalculate:
Select the "After order is filled" option.
Select the "On every tick" option.
Fill Orders: Keep “Using bar magnifier” unselected.
Select "On bar close". Select "Using standard OHLC"
2. Configuring the Strategy Inputs:
Click the "Inputs" tab in the Settings window.
From/Thru (Date Range): To effectively backtest the strategy, define a substantial period that includes various bullish and bearish cycles. This ensures the testing window captures a range of market conditions and provides an adequate number of trades. It is usually favorable to use a minimum of 8 years for backtesting. Ensure the "Show Date Range" box is checked.
Account Size: This is your actual current Account Size used in the position sizing table calculations.
Risk on Capital %: This setting allows you to specify the percentage of your capital you are willing to risk on each trade. A common value is 0.5%.
3. Configuring Strategy Style:
Select the "Style" tab.
Select the checkbox for “Stop Loss” and “Stop Loss Final” to display the black/red Average True Range Stop Loss step-lines
Make sure the checkboxes for "Upper Channel", "Middle Line", and "Lower Channel" are selected.
Select the "Plots Background" checkboxes for "Color 0" and "Color 1" so that the potential entry and exit zones become color-coded.
Having the checkbox for "Tables" selected allows you to see position sizing and other useful information within the chart.
Have the checkboxes for "Trades on chart" and "Signal Labels" selected for viewing entry and exit point labels and positions.
Uncheck* the "Quantity" checkbox.
Precision: select “Default”.
Check “Labels on price scale”
Check “Values in status line”
Strategy Application Guidelines:
Entry Conditions:
The strategy identifies long entry opportunities based on substantial money inflow, as detected by our proprietary indicators and oscillators. This assessment considers the strength and momentum of the inflow relative to previous periods, in conjunction with strong price momentum (indicated by our modified, less-lagging MACD) and/or a potential price reversal (indicated by our modified, less-noisy Stochastic). Additional confirmation criteria related to price action are also incorporated. Potential entry and exit zones are visually represented by bands on the chart.
A blue upward-pointing arrow, accompanied by the label 'Long' and green band fills, signifies a long entry opportunity. Conversely, a magenta downward-pointing arrow, labeled 'Close entry(s) order Long' with yellow band fills, indicates a potential exit.
Take Profit:
The strategy employs trailing stops, rather than fixed take-profit levels, to maximize gains while minimizing losses. Trailing stops adjust the stop-loss level as the stock price moves in a favorable direction. The strategy utilizes two types of trailing stop mechanisms: one based on the Average True Range (ATR), and another based on price action, which attempts to identify shifts in price momentum.
Stop Loss:
The strategy uses an Average True Range (ATR)-based stop-loss, represented by two lines on the chart. The black line indicates the primary ATR-based stop-loss level, set upon trade entry. The red line represents a secondary ATR stop-loss buffer, used in the position sizing calculation to account for potential slippage or price gaps.
To potentially reduce the risk of stop-hunting, discretionary traders might consider using a market sell order within the final 30 to 60 minutes of the main session, instead of automated stop-loss orders.
Order Types:
Market Orders are intended for use with this strategy, specifically when the candle and signal on the chart stabilize within the final 30 to 60 minutes of the main trading session.
Position Sizing:
A key aspect of this strategy is that its position size is calculated and displayed in a table on the chart. The position size is calculated based on stop-loss placement, including the stop-loss buffer, and the capital at risk per trade which is commonly set around 0.5% Risk on Capital per Trade.
Backtesting:
The backtesting results presented below the chart are for informational purposes only and are not intended to predict future performance. Instead, they serve as a tool for identifying instruments with which the strategy has historically performed well.
It's important to note that the backtester utilizes a tiny portion of the capital for each trade while our strategy relies on a diversified portfolio of multiple stocks or instruments being traded at once.
Important Considerations:
Volume data is crucial; the strategy will not load or function correctly without it. Ensure that your charts include volume data, preferably from a centralized exchange.
Our system is designed for trading a portfolio. Therefore, if you intend to use our system, you should employ appropriate position sizing, without leverage or margin, and seek out a variety of long opportunities, rather than opening a single trade with an excessively large position size.
If you are trading without automated signals, always allow the chart to stabilize. Refrain from taking action until the final 1 hour to 30 minutes before the end of the main trading session to minimize the risk of acting on false signals.
To align with the strategy's design, it's generally preferable to enter a trade during the same session that the signal appears, rather than waiting for a later session.
Disclaimer:
Trading in financial markets involves a substantial degree of risk. You should be aware of the potential for significant financial losses. It is imperative that you trade responsibly and avoid overtrading, as this can amplify losses. Remember that market conditions can change rapidly, and past performance is not indicative of future results. You could lose some or all of your initial investment. It is strongly recommended that you fully understand the risks involved in trading and seek independent financial advice from a qualified professional before using this strategy.
Arena-Hub-DC-Strategy V3.1This script must be individually configured for each cryptocurrency. After monitoring several coins, I’ve realized that each one requires its own unique setup. There's no “one-size-fits-all” — and different timeframes require different configurations as well.
⚠️ Risk management is essential.
If you're not familiar with proper risk management, please do not use this script. Make sure to configure your commission and slippage settings appropriately, as these are critical for realistic backtesting results. The Stop Loss and Take Profit levels are not automated — they must be adjusted by the user.
This script is not a financial advisor. It won't make risk or profit-related decisions for you. It's a tool designed to help identify potential entries, trends, and exit opportunities — but all final decisions must be made by the trader.
The default settings are only examples. You’ll need to customize them for each crypto asset and timeframe to make the strategy truly work for your style and market conditions.
The script evaluates:
The positioning of two RSIs relative to each other
Their alignment with a customizable RSI-EMA
The values of EMAs and the ATR (volatility)
A custom weighting system using ADR and VOLUME, which strongly affects trade signals. The weights can be adjusted in 0.1 increments, and even small changes can have a big impact — so fine-tuning is important!
These indicators were chosen because they complement each other:
RSI and its EMA help identify momentum shifts
ATR gauges volatility to confirm market conditions
ADR and VOLUME help filter weak signals and fine-tune entries and exits
🔍 Important: Only use this script if you understand how RSI, EMA, ATR, ADR, and VOLUME indicators work, and are comfortable making your own trading decisions.
The backtest results are based on historical data — the script cannot see the future, not even guess it. Please use it responsibly.
This script is an advanced trend-following strategy that dynamically combines RSI, SMA, EMA, ATR, ADX, and volume indicators using a unique weighting and filtering mechanism. Instead of simply combining traditional indicators, it applies them in a unique way:
✅ Dual RSI Comparison: The strategy utilizes two RSI indicators, analyzing their relative movement to filter out false signals and provide more precise entry points.
✅ Custom Entry and Exit Rules: EMA crossovers alone do not generate signals; instead, they go through a dynamic RSI filter that takes market volatility into account using ATR and ADX.
✅ Intelligent Trend Identification: Instead of standard moving averages, a uniquely weighted SMA/EMA system is used to assess trend strength and stability.
✅ ATR, ADX & Volume-Based Weighting: The EMA length is dynamically adjusted based on ATR, ADX, and volume, allowing moving averages to react faster in strong trends while smoothing out in choppy markets.
Advanced Dynamic EMA Zone
This is not your typical EMA indicator. It's an enhanced, dynamically adaptive trend zone that:
✅ Applies gradient shading – The zone between EMAs is divided into four layers, highlighting trend strength through smooth color transitions.
✅ Visualizes trend intensity – The strongest trends appear in the darkest shades, while weaker moves fade into lighter tones.
✅ Brings moving averages to life – Instead of static lines, it creates a visually intuitive trend channel.
✅ Differentiates bullish & bearish phases – The cloud fades from dark green to light green during an uptrend and from dark red to light red in a downtrend.
✅ Filters out market noise – Weakening trends appear more transparent, instantly revealing when momentum starts to fade.
✅ Enhances decision-making – Crossovers alone are not trading signals, but the visual representation helps identify market conditions at a glance.
➡️ What makes it unique?
Traditional moving average indicators rely on basic lines, but this is a full-fledged trend visualization system, helping traders filter noise and better understand price momentum.
🔄 Improved Custom EMA Smoothing Control
We’ve enhanced the weighting factor input for better user control! Previously, the EMA smoothing factor (ema1_smooth_factor) had a fixed step size that limited precision. Now, users can fine-tune it in 0.1 increments for greater flexibility.
✅ What’s new?
More precise control over EMA smoothing with adjustable step size (step=0.1).
Better adaptability to different market conditions.
Smoother trend visualization for traders who prefer fine-tuned settings.
This update ensures our custom EMA visualization remains superior to standard indicators. 🎯🔥
DI+/- Cross Strategy with ATR SL and 2% TPDI+/- Cross Strategy with ATR Stop Loss and 2% Take Profit
📝 Script Description for Publishing:
This strategy is based on the directional movement of the market using the Average Directional Index (ADX) components — DI+ and DI- — to generate entry signals, with clearly defined risk and reward targets using ATR-based Stop Loss and Fixed Percentage Take Profit.
🔍 How it works:
Buy Signal: When DI+ crosses above 40, signaling strong bullish momentum.
Sell Signal: When DI- crosses above 40, indicating strong bearish momentum.
Stop Loss: Dynamically calculated using ATR × 1.5, to account for market volatility.
Take Profit: Fixed at 2% above/below the entry price, for consistent reward targeting.
🧠 Why it’s useful:
Combines momentum breakout logic with volatility-based risk management.
Works well on trending assets, especially when combined with higher timeframe filters.
Clean BUY and SELL visual labels make it easy to interpret and backtest.
✅ Tips for Use:
Use on assets with clear trends (e.g., major forex pairs, trending stocks, crypto).
Best on 30m – 4H timeframes, but can be customized.
Consider combining with other filters (e.g., EMA trend direction or Bollinger Bands) for even better accuracy.
Dskyz Adaptive Futures Edge (DAFE)imgur.com/a/igj9lFj
Dskyz Adaptive Futures Edge (DAFE) is a futures trading strategy designed to adapt dynamically to market volatility and price action using a blend of technical indicators. The strategy combines adaptive moving averages, optional RSI filtering, candlestick pattern recognition, and multi-timeframe trend analysis to generate long and short trade signals. It incorporates robust risk management techniques including ATR-based stop-losses and trailing stops, ensuring trades are sized and managed within sustainable risk limits.
Key Components and Logic
-Adaptive Moving Averages
Dynamic Calculation: Fast and slow Simple Moving Averages (SMAs) adapt to changing volatility, making them sensitive to high-momentum shifts and smoothing during quieter price action.
Signal Generation: Entry signals are triggered when the fast SMA crosses the slow SMA in conjunction with price direction confirmation (e.g., price above both for long positions).
-RSI Filtering (Optional)
Momentum Confirmation: The RSI filter provides momentum confirmation to avoid overextended entries. It can be toggled on or off for both long and short conditions.
User Control: Adjustable parameters such as lookback period, oversold/overbought thresholds, and enable/disable switches give full control over its influence.
-Candlestick Pattern Recognition
Engulfing Logic: Recognizes strong bullish or bearish engulfing patterns with configurable strength criteria like range and volume. Patterns are filtered by trend direction and strength for confirmation.
Signal Conflict Handling: When both bullish and bearish engulfing patterns occur within the lookback window, the strategy avoids entry to reduce whipsaws in indecisive markets.
-Multi-Timeframe Trend Filter
Higher Timeframe Filtering: Incorporates 15-minute trend direction as a macro-level filter to align intrabar trades with larger trend momentum.
Smoothed Entry Logic: Prevents entering trades that go against the broader market structure, reducing false signals in choppy or low-conviction moves.
-Trade Execution and Risk Management
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Entry Logic
Priority System: Users can define whether moving average signals or candlestick patterns should take priority when both are present.
Volume & Volatility Checks: Ensures sufficient market participation and action before entering a position, improving the odds of reliable follow-through.
Stop-Loss and Trailing Exit
ATR-Based Initial Stops: Dynamically adjusts stop-loss distance based on market volatility using a multiple of ATR (Average True Range), keeping risk proportional to price swings.
Trailing Stop: Protects open profits and enables winners to run by following price action at a set distance (also ATR-based).
-Cooldown Period & Minimum Bar Hold (Trade Discipline Logic)
Cooldown Bars: After an exit, the strategy imposes a mandatory pause before opening a new position.
Why: This avoids rapid-fire re-entries triggered by minor fluctuations that could lead to overtrading and degradation of profitability.
Minimum Bar Hold: A trade must be held for a minimum number of bars before it can be exited.
Why: This prevents the strategy from immediately exiting trades due to fleeting volatility spikes, which previously caused premature exits that often reversed back in favor of the original signal. This ensures trades have adequate time to develop, filtering out noise from true reversals.
-Visual Elements and Transparency Tools
Chart Overlays: Moving averages, RSI values, and trade entry/exit points are shown directly on the chart for complete visibility.
Dashboard UI: Displays critical live metrics—current position, PnL, time held, ATR values, etc.
Debug Logs: Optional toggles allow verbose condition tracking for deep inspection into why a trade occurred (or didn't), useful for both live optimization and debugging.
-Input Parameter Reference Guide
Input Name Function & Suggested Use
Use RSI Filter - Enables or disables RSI-based entry confirmation. Disable if price action alone is desired for entry decisions.
RSI Length - RSI lookback period. Lower values (e.g., 7–14) are more responsive; higher values reduce false signals.
Overbought / Oversold Levels - Used to detect exhaustion zones. E.g., avoid long entries above 70 or short entries below 30.
Use Candlestick Patterns - Enable detection of bullish/bearish engulfing patterns as trade signals. Disable to rely only on trend/MA.
Pattern Strength Thresholds (Range, Volume) - Filters out weak engulfing signals. Higher values require stronger patterns to trigger.
Use 15min Trend Filter - Adds multi-timeframe trend confirmation. Recommended for filtering entries against larger trend direction.
Fast MA - Base Length for fast adaptive moving average. Suggested: 10–25.
Slow MA - Base length for slow adaptive moving average. Suggested: 30–60.
Volatility Sensitivity Multiplier - Multiplies volatility adjustments for adaptive MA length. Higher = more reactive to volatility.
Entry Volume Filter - Filters out trades during low volume. Recommended to prevent entries in illiquid conditions.
ATR Length - Lookback period for ATR calculation. Suggested: 14.
Trailing Stop ATR Offset - Defines how far the stop-loss is from entry. 1.5–2.5 is typical for medium-volatility environments.
Trailing Stop ATR Multiplier - Determines trailing stop distance. 1.5 is tight; 3+ gives more room for trending trades.
Cooldown Bars After Exit - Prevents immediate re-entries. Suggested: 3–10 bars depending on timeframe.
Minimum Bars to Hold Trade - Ensures trades are held long enough to avoid knee-jerk exits. Suggested: 5–10 for intraday strategies.
Trading Hours (Start / End) - Sets the window of allowed trading. Prevents entries outside key session times (e.g., avoid pre-market).
Enable Logging / Debugging - Shows internal trade decision data for tuning and understanding the logic.
Compliance with TradingView Regulations
Realistic Backtesting: The strategy uses proper initial capital, fixed trade quantities, and risk parameters to reflect realistic scenarios.
Transparent Trade Logic: Every condition used for signal generation is documented and controllable by the user. Users can view each signal's rationale.
Risk Mitigation: Cooldown bars, ATR stops, and minimum trade duration ensure the strategy behaves predictably and prevents reckless trade behavior.
Customization: Full control over each module (MA, RSI, Candlestick, Trend, etc.) gives users the ability to tailor the strategy to suit various futures contracts or timeframes.
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Summary
DAFE was built for high-stakes micro futures trading environments such as the MNQ, where milliseconds of volatility matter. This strategy's modular architecture, adaptive logic, and advanced risk controls make it an ideal framework for scalpers and swing traders alike.
BTCUSDT.P
Backtesting: www.dropbox.com
Deep Backtesting:
www.dropbox.com
****Currently testing on a prop account.
Caution Statement
This strategy is designed for educational and experimental purposes and should not be considered financial advice or a guaranteed method of profitability. While the DAFE (Dskyz Adaptive Futures Edge) strategy incorporates advanced filters, adaptive logic, and volatility-based risk management, its performance is subject to market conditions, data accuracy, and user configuration.
Futures trading involves substantial risk, and the leverage inherent in futures contracts can amplify both gains and losses. This strategy may execute trades rapidly and frequently under certain conditions—particularly when filters are disabled or thresholds are set too tightly—potentially leading to increased slippage, commissions, or unanticipated losses.
Users are strongly advised to:
Backtest thoroughly across various market regimes.
Adjust parameters responsibly and understand the implication of each input.
Paper trade in a simulated environment before going live.
Monitor trades actively and use discretion when market volatility increases.
-By using this strategy, you accept all risks and responsibility for any trading decisions made based on its output.
Reversal Trading Bot Strategy[BullByte]Overview :
The indicator Reversal Trading Bot Strategy is crafted to capture potential market reversal points by combining momentum, volatility, and trend alignment filters. It uses a blend of technical indicators to identify both bullish and bearish reversal setups, ensuring that multiple market conditions are met before entering a trade.
Core Components :
Technical Indicators Used :
RSI (Relative Strength Index) :
Purpose : Detects divergence conditions by comparing recent lows/highs in price with the RSI.
Parameter : Length of 8.
Bollinger Bands (BB) :
Purpose : Measures volatility and identifies price levels that are statistically extreme.
Parameter : Length of 20 and a 2-standard deviation multiplier.
ADX (Average Directional Index) & DMI (Directional Movement Index) :
Purpose : Quantifies the strength of the trend. The ADX threshold is set at 20, and additional filters check for the alignment of the directional indicators (DI+ and DI–).
ATR (Average True Range) :
Purpose : Provides a volatility measure used to set stop levels and determine risk through trailing stops.
Volume SMA (Simple Moving Average of Volume ):
Purpose : Helps confirm strength by comparing the current volume against a 20-period average, with an optional filter to ensure volume is at least twice the SMA.
User-Defined Toggle Filters :
Volume Filter : Confirms that the volume is above average (or twice the SMA) before taking trades.
ADX Trend Alignment Filter : Checks that the ADX’s directional indicators support the trade direction.
BB Close Confirmation : Optionally refines the entry by requiring price to be beyond the upper or lower Bollinger Band rather than just above or below.
RSI Divergence Exit : Allows the script to close positions if RSI divergence is detected.
BB Mean Reversion Exit : Closes positions if the price reverts to the Bollinger Bands’ middle line.
Risk/Reward Filter : Ensures that the potential reward is at least twice the risk by comparing the distance to the Bollinger Band with the ATR.
Candle Movement Filter : Optional filter to require a minimum percentage move in the candle to confirm momentum.
ADX Trend Exit : Closes positions if the ADX falls below the threshold and the directional indicators reverse.
Entry Conditions :
Bullish Entry :
RSI Divergence : Checks if the current close is lower than a previous low while the RSI is above the previous low, suggesting bullish divergence.
Bollinger Confirmation : Requires that the price is above the lower (or upper if confirmation is toggled) Bollinger Band.
Volume & Trend Filters : Combines volume condition, ADX strength, and an optional candle momentum condition.
Risk/Reward Check : Validates that the trade meets a favorable risk-to-reward ratio.
Bearish Entry :
Uses a mirror logic of the bullish entry by checking for bearish divergence, ensuring the price is below the appropriate Bollinger level, and confirming volume, trend strength, candle pattern, and risk/reward criteria.
Trade Execution and Exit Strateg y:
Trade Execution :
Upon meeting the entry conditions, the strategy initiates a long or short position.
Stop Loss & Trailing Stops :
A stop-loss is dynamically set using the ATR value, and trailing stops are implemented as a percentage of the close price.
Exit Conditions :
Additional exit filters can trigger early closures based on RSI divergence, mean reversion (via the middle Bollinger Band), or a weakening trend as signaled by ADX falling below its threshold.
This multi-layered exit strategy is designed to lock in gains or minimize losses if the market begins to reverse unexpectedly.
How the Strategy Works in Different Market Conditions :
Trending Markets :
The ADX filter ensures that trades are only taken when the trend is strong. When the market is trending, the directional movement indicators help confirm the momentum, making the reversal signal more reliable.
Ranging Markets :
In choppy markets, the Bollinger Bands expand and contract, while the RSI divergence can highlight potential turning points. The optional filters can be adjusted to avoid false signals in low-volume or low-volatility conditions.
Volatility Management :
With ATR-based stop-losses and a risk/reward filter, the strategy adapts to current market volatility, ensuring that risk is managed consistently.
Recommendation on using this Strategy with a Trading Bot :
This strategy is well-suited for high-frequency trading (HFT) due to its ability to quickly identify reversal setups and execute trades dynamically with automated stop-loss and trailing exits. By integrating this script with a TradingView webhook-based bot or an API-driven execution system, traders can automate trade entries and exits in real-time, reducing manual execution delays and capitalizing on fast market movements.
Disclaimer :
This script is provided for educational and informational purposes only. It is not intended as investment advice. Trading involves significant risk, and you should always conduct your own research and analysis before making any trading decisions. The author is not responsible for any losses incurred while using this script.
IU BBB(Big Body Bar) StrategyDESCRIPTION
The IU BBB (Big Body Bar) Strategy is a price action-based trading strategy that identifies high-momentum candles with significantly larger body sizes compared to the average. It enters trades when a strong bullish or bearish move occurs and manages risk using an ATR-based trailing stop-loss system.
USER INPUTS:
- Big Body Threshold – Defines how many times larger the candle body should be compared to the average body ( default is 4 ).
- ATR Length – The period for the Average True Range (ATR) used in the trailing stop-loss calculation ( default is 14 ).
- ATR Factor – Multiplier for ATR to determine the trailing stop distance ( default is 2 ).
LONG CONDITION:
- The current candle’s body is greater than the average body size multiplied by the Big Body Threshold.
- The closing price is higher than the opening price (bullish candle).
SHORT CONDITION:
- The current candle’s body is greater than the average body size multiplied by the Big Body Threshold.
- The closing price is lower than the opening price (bearish candle).
LONG EXIT:
- ATR-based trailing stop-loss dynamically adjusts, locking in profits as the price moves higher.
SHORT EXIT:
- ATR-based trailing stop-loss dynamically adjusts, securing profits as the price moves lower.
WHY IT IS UNIQUE:
- Unlike traditional momentum strategies, this system adapts to volatility by filtering trades based on relative candle size.
- It incorporates an ATR-based trailing stop-loss, ensuring risk management and profit protection.
- The strategy avoids choppy market conditions by only trading when significant momentum is present.
HOW USERS CAN BENEFIT FROM IT:
- Catch Strong Price Moves – The strategy helps traders enter trades when the market shows decisive momentum.
- Effective Risk Management – The ATR-based trailing stop ensures that winning trades remain profitable.
- Works Across Markets – Can be applied to stocks, forex, crypto, and indices with proper optimization.
- Fully Customizable – Users can adjust sensitivity settings to match their trading style and time frame.
Sniper Trade Pro (ES 15-Min) - Topstep Optimized🔹 Overview
Sniper Trade Pro is an advanced algorithmic trading strategy designed specifically for E-mini S&P 500 (ES) Futures on the 15-minute timeframe. This strategy is optimized for Topstep 50K evaluations, incorporating strict risk management to comply with their max $1,000 daily loss limit while maintaining a high probability of success.
It uses a multi-confirmation approach, integrating:
✅ Money Flow Divergence (MFD) → To track liquidity imbalances and institutional accumulation/distribution.
✅ Trend Confirmation (EMA + VWAP) → To identify strong trend direction and avoid choppy markets.
✅ ADX Strength Filter → To ensure entries only occur in trending conditions, avoiding weak setups.
✅ Break-Even & Dynamic Stop-Losses → To reduce drawdowns and protect profits dynamically.
This script automatically generates Buy and Sell signals and provides built-in risk management for automated trading execution through TradingView Webhooks.
🔹 How Does This Strategy Work?
📌 1. Trend Confirmation (EMA + VWAP)
The strategy uses:
✔ 9-EMA & 21-EMA: Fast-moving averages to detect short-term momentum.
✔ VWAP (Volume-Weighted Average Price): Ensures trades align with institutional volume flow.
How it works:
Bullish Condition: 9-EMA above 21-EMA AND price above VWAP → Confirms buy trend.
Bearish Condition: 9-EMA below 21-EMA AND price below VWAP → Confirms sell trend.
📌 2. Liquidity & Money Flow Divergence (MFD)
This indicator measures liquidity shifts by tracking momentum changes in price and volume.
✔ MFD Calculation:
Uses Exponential Moving Average (EMA) of Momentum (MOM) to detect changes in buying/selling pressure.
If MFD is above its moving average, it signals liquidity inflows → bullish strength.
If MFD is below its moving average, it signals liquidity outflows → bearish weakness.
Why is this important?
Detects when Smart Money is accumulating or distributing before major moves.
Filters out false breakouts by confirming momentum strength before entry.
📌 3. Trade Entry Triggers (Candlestick Patterns & ADX Filter)
To avoid random entries, the strategy waits for specific candlestick confirmations with ADX trend strength:
✔ Bullish Entry (Buy Signal) → Requires:
Bullish Engulfing Candle (Reversal confirmation)
ADX > 20 (Ensures strong trending conditions)
MFD above its moving average (Liquidity inflows)
9-EMA > 21-EMA & price above VWAP (Trend confirmation)
✔ Bearish Entry (Sell Signal) → Requires:
Bearish Engulfing Candle (Reversal confirmation)
ADX > 20 (Ensures strong trending conditions)
MFD below its moving average (Liquidity outflows)
9-EMA < 21-EMA & price below VWAP (Trend confirmation)
📌 4. Risk Management & Profit Protection
This strategy is built with strict risk management to maintain low drawdowns and maximize profits:
✔ Dynamic Position Sizing → Automatically adjusts trade size to risk a fixed $400 per trade.
✔ Adaptive Stop-Losses → Uses ATR-based stop-loss (0.8x ATR) to adapt to market volatility.
✔ Take-Profit Targets → Fixed at 2x ATR for a Risk:Reward ratio of 2:1.
✔ Break-Even Protection → Moves stop-loss to entry once price moves 1x ATR in profit, locking in gains.
✔ Max Daily Loss Limit (-$1,000) → Stops trading if total losses exceed $1,000, complying with Topstep rules.
Enhanced BarUpDn StrategyEnhanced BarUpDn Strategy
The Enhanced BarUpDn Strategy is a refined price action-based trading approach that identifies market trends and reversals using bar formations. It focuses on detecting bullish and bearish momentum by analyzing consecutive price bars and key support/resistance levels.
Key Features:
✅ Trend Confirmation – Uses a combination of bar patterns and indicators (e.g., moving averages, RSI) to confirm momentum shifts.
✅ Entry Signals – A buy signal is triggered when an "Up Bar" (higher high, higher low) follows a bullish setup; a sell signal when a "Down Bar" (lower high, lower low) confirms bearish momentum.
✅ Enhanced Filters – Incorporates volume analysis and additional conditions to reduce false signals.
✅ Stop-Loss & Risk Management – Uses recent swing highs/lows for stop placement and dynamic trailing stops for maximizing gains.
Balance of Power for US30 4H [PineIndicators]The Balance of Power (BoP) Strategy is a momentum-based trading system for the US30 index on a 4-hour timeframe. It measures the strength of buyers versus sellers in each candle using the Balance of Power (BoP) indicator and executes trades based on predefined threshold crossovers. The strategy includes dynamic position sizing, adjustable leverage, and visual trade tracking.
⚙️ Core Strategy Mechanics
Positive values indicate buying strength.
Negative values indicate selling strength.
Values close to 1 suggest strong bullish momentum.
Values close to -1 indicate strong bearish pressure.
The strategy uses fixed threshold crossovers to determine trade entries and exits.
📌 Trade Logic
Entry Conditions
Long Entry: When BoP crosses above 0.8, signaling strong buying pressure.
Exit Conditions
Position Close: When BoP crosses below -0.8, indicating a shift to selling pressure.
This threshold-based system filters out low-confidence signals and focuses on high-momentum shifts.
📏 Position Sizing & Leverage
Leverage: Adjustable by the user (default = 5x).
Risk Management: Position size adapts dynamically based on equity fluctuations.
📊 Trade Visualization & History Tracking
Trade Markers:
"Buy" labels appear when a long position is opened.
"Close" labels appear when a position is exited.
Trade History Boxes:
Green for profitable trades.
Red for losing trades.
These elements provide clear visual tracking of past trade execution.
⚡ Usage & Customization
1️⃣ Apply the script to a US30 4H chart in TradingView.
2️⃣ Adjust leverage settings as needed.
3️⃣ Review trade signals and historical performance with visual markers.
4️⃣ Enable backtesting to evaluate past performance.
This strategy is designed for momentum-based trading and is best suited for volatile market conditions.
JMA Quantum Edge: Adaptive Precision Trading System JMA Quantum Edge: Adaptive Precision Trading System - Enhanced Visuals & Risk Management
Get ready to experience a groundbreaking trading strategy that adapts in real-time to market conditions! This powerful, open-source script combines advanced technical analysis with state-of-the-art risk management tools, designed to give you the edge you need in today's dynamic markets.
What It Does:
Adaptive JMA Indicator:
Utilizes a custom Jurik Moving Average (JMA) that adjusts its sensitivity based on market volatility, ensuring you get precise signals even in the most fluctuating environments.
Dynamic Risk Management:
Features built-in support for partial exits (scaling out) to secure profits, along with an optional Kelly Criterion-based position sizing that tailors your exposure based on historical performance metrics.
Robust Error Handling:
Incorporates market condition filters—like minimum volume and maximum allowed gap percentage—to ensure trades are only executed under favorable conditions.
Vivid Visual Enhancements:
Enjoy an animated background that reflects market momentum, dynamic pivot markers, and clearly drawn trend channels. Plus, interactive tables provide real-time performance analytics and detailed error metrics.
Fully Customizable:
With a comprehensive set of inputs, you can easily tailor the strategy to your personal trading style and market preferences. Adjust everything from JMA parameters to refresh intervals for tables and labels!
How to Use It:
Add the Script:
Copy and paste the script into the Pine Script Editor on TradingView and click “Add to Chart.”
Configure Your Settings:
Customize your risk management (capital, commission, position sizing, partial exits, etc.) and tweak the JMA settings to match your preferred trading style. Use the extensive input panel to adjust visuals, alerts, and more.
Backtest & Optimize:
Run the strategy in the Strategy Tester to analyze its historical performance. Monitor real-time analytics and error metrics via the interactive tables, and fine-tune your parameters for optimal performance.
Go Live with Confidence:
Once you're satisfied with the backtest results, use the generated signals for live trading, and let the system help you stay ahead in fast-paced markets!
How to use the imputs:
This cutting-edge strategy is designed to adapt to changing market conditions and offers you complete control over your trading parameters. Here’s a breakdown of what each group of inputs does and how you should use them:
Risk Management & Trade Settings
Recalculate on Every Tick:
What it does: When enabled, the strategy recalculates on every price update.
Recommendation: Leave it true for fast charts.
Initial Capital:
What it does: Sets your starting capital for backtesting, which influences position sizing and performance metrics.
Recommendation: Start with $10,000 (or adjust according to your trading capital).
Commission (%):
What it does: Simulates the cost per trade.
Recommendation: Use a realistic rate (e.g., 0.04%).
Position Size & Quantity Type:
What they do: Define how large each trade will be. Choose between a fixed unit amount or a percentage of equity.
Recommendation: For beginners, the default fixed value is a good start. Experiment later with percentage-based sizing if needed.
Order Comment:
What it does: Adds a label to your orders for easier tracking.
Allow Reverse Orders:
What it does: If disabled, the strategy will close opposing positions before entering a new trade, reducing conflicts.
Enable Dynamic Position Sizing:
What it does: Adjusts trade size based on current volatility.
Recommendation: Beginners may start with this disabled until they understand basic sizing.
Partial Exit Inputs:
What they do:
Enable Partial Exits: When turned on, you can scale out of your position to lock in profits.
Partial Exit Profit (%): The profit percentage that triggers a partial exit.
Partial Exit Percentage: The percentage of your current position to exit. Recommendation: Use defaults (e.g., 5% profit, 50% exit) to secure profits gradually.
Kelly Criterion Option:
What it does: When enabled, adjusts your position sizing using historical performance (win rate and profit factor).
Recommendation: Beginners might leave this disabled until comfortable with backtest performance metrics.
Market Condition Filters:
What they do:
Minimum Volume: Ensures trades occur only when there’s sufficient market activity.
Maximum Gap (%): Prevents trading if there’s an unusually large gap between the previous close and current open. Recommendation: Defaults work well for most markets. If trades seem erratic, consider tightening these limits.
JMA Settings
Price Source:
What it does: The input series for the JMA calculation, typically set to the closing price.
JMA Length:
What it does: Controls the smoothing period of the JMA. Lower values are more sensitive; higher values smooth out the noise. Recommendation: Start with 21.
JMA Phase & Power:
What they do: Adjust how responsive the JMA is. Phase controls timing; power adjusts the intensity. Recommendation: Default settings (63 phase and 3 power) are a balanced starting point.
Visual Settings & Style
Show JMA Line, Pivot Lines, and Pivot Labels:
What they do: Toggle visual elements on your chart for easier signal identification.
Pivot History Count:
What it does: Limits how many historical pivot markers are displayed.
Color Settings (Up/Down Neon Colors):
What they do: Set the visual cues for buy and sell signals.
Pivot Marker & Line Style:
What they do: Choose the style and thickness of your pivot markers and lines.
Show Stats Panel:
What it does: Displays real-time performance and error metrics.
Dynamic Background & Visual Enhancements
Animate Background:
What it does: Changes the background color based on market momentum.
Show Trend Channels & Volume Zones:
What they do: Draw trend channels and highlight areas of high volatility/volume.
Show Data-Rich Labels:
What it does: Displays key metrics like volume, error percentage, and momentum on the chart.
High Volatility Threshold:
What it does: Determines the multiplier for when the chart background should change due to high volatility.
Multi-Timeframe Settings
Higher Timeframe:
What it does: Uses a higher timeframe’s JMA for trend confirmation. Recommendation: Use Daily ('D') or Weekly ('W') for broader trend analysis.
Show HTF Trend Zone & Opacity:
What they do: Display a visual zone from the higher timeframe to help confirm trends.
6. Trailing Stop Settings
Trailing Stop ATR Factor & Offset Multiplier:
What they do: Calculate trailing stops based on the Average True Range (ATR), adjusting stop distances dynamically. Recommendation: Default settings are a good balance but can be fine-tuned based on asset volatility.
Alerts & Notifications
Alerts on Pivot Formation & JMA Crossover:
What they do: Notify you when key events occur.
Dynamic Power Threshold:
What it does: Sets the sensitivity for dynamic alerts.
8. Static Stop Loss / Take Profit
Static Stop Loss (%) & Take Profit (%):
What they do: Allow you to set fixed stop loss or take profit levels. Recommendation: Leave them at 0 to disable if you prefer dynamic risk management, or set them if you have strict risk/reward preferences.
Advanced Settings
ATR Length:
What it does: Determines the period for ATR calculation, impacting trailing stop sensitivity. Recommendation: Start with 14.
Optimization Feedback & Enhanced Error Analysis
Error Metric Length & Error Threshold (%):
What they do: Calculate error metrics (like average error, skewness, and kurtosis) to help you fine-tune the JMA. Recommendation: Use the defaults and adjust if the error metrics seem off during backtesting.
UI - User-Driven Tweaking & Table Customization
Parameter Tweaker Panel, Debug/Performance Table Settings:
What they do: Provide interactive tables that display real-time performance, error metrics, and allow you to monitor strategy parameters.
Refresh Frequency Options (Table & Label Refresh Intervals):
What they do: Set how often the tables and labels update.
Recommendation: Start with an interval of 1 bar; increase it if your chart is too busy.
Important for Beginners:
Default Settings:
All default values have been chosen for balanced performance across different markets. If you ever experience unexpected behavior, start by resetting the inputs to their defaults.
Step-by-Step Adjustments:
Experiment by changing one setting at a time while observing how the strategy’s signals and performance metrics change. This will help you understand the impact of each parameter.
Resetting to Defaults:
If things seem off or you’re not getting the expected results, you can always reset the indicator. Either reload the script or use the “Reset Inputs” option (if available) to revert to the default settings.
Jump in, experiment, and enjoy the power of adaptive precision trading. This strategy is built to grow with your skills—have fun exploring and refining your trading edge!
Happy trading!
Bullish Reversal Bar Strategy [Skyrexio]Overview
Bullish Reversal Bar Strategy leverages the combination of candlestick pattern Bullish Reversal Bar (description in Methodology and Justification of Methodology), Williams Alligator indicator and Williams Fractals to create the high probability setups. Candlestick pattern is used for the entering into trade, while the combination of Williams Alligator and Fractals is used for the trend approximation as close condition. Strategy uses only long trades.
Unique Features
No fixed stop-loss and take profit: Instead of fixed stop-loss level strategy utilizes technical condition obtained by Fractals and Alligator or the candlestick pattern invalidation to identify when current uptrend is likely to be over (more information in "Methodology" and "Justification of Methodology" paragraphs)
Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions.
Trend Trade Filter: strategy uses Alligator and Fractal combination as high probability trend filter.
Methodology
The strategy opens long trade when the following price met the conditions:
1.Current candle's high shall be below the Williams Alligator's lines (Jaw, Lips, Teeth)(all details in "Justification of Methodology" paragraph)
2.Price shall create the candlestick pattern "Bullish Reversal Bar". Optionally if MFI and AO filters are enabled current candle shall have the decreasing AO and at least one of three recent bars shall have the squat state on the MFI (all details in "Justification of Methodology" paragraph)
3.If price breaks through the high of the candle marked as the "Bullish Reversal Bar" the long trade is open at the price one tick above the candle's high
4.Initial stop loss is placed at the Bullish Reversal Bar's candle's low
5.If price hit the Bullish Reversal Bar's low before hitting the entry price potential trade is cancelled
6.If trade is active and initial stop loss has not been hit, trade is closed when the combination of Alligator and Williams Fractals shall consider current trend change from upward to downward.
Strategy settings
In the inputs window user can setup strategy setting:
Enable MFI (if true trades are filtered using Market Facilitation Index (MFI) condition all details in "Justification of Methodology" paragraph), by default = false)
Enable AO (if true trades are filtered using Awesome Oscillator (AO) condition all details in "Justification of Methodology" paragraph), by default = false)
Justification of Methodology
Let's explore the key concepts of this strategy and understand how they work together. The first and key concept is the Bullish Reversal Bar candlestick pattern. This is just the single bar pattern. The rules are simple:
Candle shall be closed in it's upper half
High of this candle shall be below all three Alligator's lines (Jaw, Lips, Teeth)
Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator
Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages:
Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead.
Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward.
Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward.
When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades.
Fractals, another tool by Bill Williams, help identify potential reversal points on a price chart. A fractal forms over at least five consecutive bars, with the middle bar showing either:
Up Fractal: Occurs when the middle bar has a higher high than the two preceding and two following bars, suggesting a potential downward reversal.
Down Fractal: Happens when the middle bar shows a lower low than the surrounding two bars, hinting at a possible upward reversal.
Traders often use fractals alongside other indicators to confirm trends or reversals, enhancing decision-making accuracy.
How do these tools work together in this strategy? Let’s consider an example of an uptrend.
When the price breaks above an up fractal, it signals a potential bullish trend. This occurs because the up fractal represents a shift in market behavior, where a temporary high was formed due to selling pressure. If the price revisits this level and breaks through, it suggests the market sentiment has turned bullish.
The breakout must occur above the Alligator’s teeth line to confirm the trend. A breakout below the teeth is considered invalid, and the downtrend might still persist. Conversely, in a downtrend, the same logic applies with down fractals.
How we can use all these indicators in this strategy? This strategy is a counter trend one. Candle's high shall be below all Alligator's lines. During this market stage the bullish reversal bar candlestick pattern shall be printed. This bar during the downtrend is a high probability setup for the potential reversal to the upside: bulls were able to close the price in the upper half of a candle. The breaking of its high is a high probability signal that trend change is confirmed and script opens long trade. If market continues going down and break down the bullish reversal bar's low potential trend change has been invalidated and strategy close long trade.
If market really reversed and started moving to the upside strategy waits for the trend change form the downtrend to the uptrend according to approximation of Alligator and Fractals combination. If this change happens strategy close the trade. This approach helps to stay in the long trade while the uptrend continuation is likely and close it if there is a high probability of the uptrend finish.
Optionally users can enable MFI and AO filters. First of all, let's briefly explain what are these two indicators. The Awesome Oscillator (AO), created by Bill Williams, is a momentum-based indicator that evaluates market momentum by comparing recent price activity to a broader historical context. It assists traders in identifying potential trend reversals and gauging trend strength.
AO = SMA5(Median Price) − SMA34(Median Price)
where:
Median Price = (High + Low) / 2
SMA5 = 5-period Simple Moving Average of the Median Price
SMA 34 = 34-period Simple Moving Average of the Median Price
This indicator is filtering signals in the following way: if current AO bar is decreasing this candle can be interpreted as a bullish reversal bar. This logic is applicable because initially this strategy is a trend reversal, it is searching for the high probability setup against the current trend. Decreasing AO is the additional high probability filter of a downtrend.
Let's briefly look what is MFI. The Market Facilitation Index (MFI) is a technical indicator that measures the price movement per unit of volume, helping traders gauge the efficiency of price movement in relation to trading volume. Here's how you can calculate it:
MFI = (High−Low)/Volume
MFI can be used in combination with volume, so we can divide 4 states. Bill Williams introduced these to help traders interpret the interaction between volume and price movement. Here’s a quick summary:
Green Window (Increased MFI & Increased Volume): Indicates strong momentum with both price and volume increasing. Often a sign of trend continuation, as both buying and selling interest are rising.
Fake Window (Increased MFI & Decreased Volume): Shows that price is moving but with lower volume, suggesting weak support for the trend. This can signal a potential end of the current trend.
Squat Window (Decreased MFI & Increased Volume): Shows high volume but little price movement, indicating a tug-of-war between buyers and sellers. This often precedes a breakout as the pressure builds.
Fade Window (Decreased MFI & Decreased Volume): Indicates a lack of interest from both buyers and sellers, leading to lower momentum. This typically happens in range-bound markets and may signal consolidation before a new move.
For our purposes we are interested in squat bars. This is the sign that volume cannot move the price easily. This type of bar increases the probability of trend reversal. In this indicator we added to enable the MFI filter of reversal bars. If potential reversal bar or two preceding bars have squat state this bar can be interpret as a reversal one.
Backtest Results
Operating window: Date range of backtests is 2023.01.01 - 2024.12.31. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 50%
Maximum Single Position Loss: -5.29%
Maximum Single Profit: +29.99%
Net Profit: +5472.66 USDT (+54.73%)
Total Trades: 103 (33.98% win rate)
Profit Factor: 1.634
Maximum Accumulated Loss: 1231.15 USDT (-8.32%)
Average Profit per Trade: 53.13 USDT (+0.94%)
Average Trade Duration: 76 hours
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart (optimal performance observed on 4h ETH/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
Bollinger Breakout Strategy with Direction Control [4H crypto]Bollinger Breakout Strategy with Direction Control - User Guide
This strategy leverages Bollinger Bands, RSI, and directional filters to identify potential breakout trading opportunities. It is designed for traders looking to capitalize on significant price movements while maintaining control over trade direction (long, short, or both). Here’s how to use this strategy effectively:
How the Strategy Works
Indicators Used:
Bollinger Bands:
A volatility-based indicator with an upper and lower band around a simple moving average (SMA). The bands expand or contract based on market volatility.
RSI (Relative Strength Index):
Measures momentum to determine overbought or oversold conditions. In this strategy, RSI is used to confirm breakout strength.
Trade Direction Control:
You can select whether to trade:
Long only: Buy positions.
Short only: Sell positions.
Both: Trade in both directions depending on conditions.
Breakout Conditions:
Long Trade:
The price closes above the upper Bollinger Band.
RSI is above the midline (50), confirming upward momentum.
The "Trade Direction" setting allows either "Long" or "Both."
Short Trade:
The price closes below the lower Bollinger Band.
RSI is below the midline (50), confirming downward momentum.
The "Trade Direction" setting allows either "Short" or "Both."
Risk Management:
Stop-Loss:
Long trades: Set at 2% below the entry price.
Short trades: Set at 2% above the entry price.
Take-Profit:
Calculated using a Risk/Reward Ratio (default is 2:1).
Adjust this in the strategy settings.
Inputs and Customization
Key Parameters:
Bollinger Bands Length: Default is 20. Adjust based on the desired sensitivity.
Multiplier: Default is 2.0. Higher values widen the bands; lower values narrow them.
RSI Length: Default is 14, which is standard for RSI.
Risk/Reward Ratio: Default is 2.0. Increase for more aggressive profit targets, decrease for conservative exits.
Trade Direction:
Options: "Long," "Short," or "Both."
Example: Set to "Long" in a bullish market to focus only on buy trades.
How to Use This Strategy
Adding the Strategy:
Paste the script into TradingView’s Pine Editor and add it to your chart.
Setting Parameters:
Adjust the Bollinger Band settings, RSI, and Risk/Reward Ratio to fit the asset and timeframe you're trading.
Analyzing Signals:
Green line (Upper Band): Signals breakout potential for long trades.
Red line (Lower Band): Signals breakout potential for short trades.
Blue line (Basis): Central Bollinger Band (SMA), helpful for understanding price trends.
Testing the Strategy:
Use the Strategy Tester in TradingView to backtest performance on your chosen asset and timeframe.
Optimizing for Assets:
Forex pairs, cryptocurrencies (like BTC), or stocks with high volatility are ideal for this strategy.
Works best on higher timeframes like 4H or Daily.
Best Practices
Combine with Volume: Confirm breakouts with increased volume for higher reliability.
Avoid Sideways Markets: Use additional trend filters (like ADX) to avoid trades in low-volatility conditions.
Optimize Parameters: Regularly adjust the Bollinger Bands multiplier and RSI settings to match the asset's behavior.
By utilizing this strategy, you can effectively trade breakouts while maintaining flexibility in trade direction. Adjust the parameters to match your trading style and market conditions for optimal results!
PTS - Bollinger Bands with Trailing StopPTS - Bollinger Bands with Trailing Stop Strategy
Overview
The "PTS - Bollinger Bands with Trailing Stop" strategy is designed to capitalize on strong bullish market movements by combining the Bollinger Bands indicator with a dynamic trailing stop based on the Average True Range (ATR). This strategy aims to enter long positions during upward breakouts and protect profits through an adaptive exit mechanism.
Key Features
1. Bollinger Bands Indicator
Basis Moving Average Type: Choose from SMA, EMA, SMMA, WMA, or VWMA for the Bollinger Bands' basis line. Length: Adjustable period for calculating the moving average and standard deviation (default is 20). Standard Deviation Multiplier (StdDev): Determines the width of the bands (default is 2.0). Source: Select the price data used for calculations (default is the closing price).
2. Entry Conditions
The strategy enters a long position when the closing price crosses above the upper Bollinger Band , indicating strong upward momentum.
3. Exit Conditions
Trailing Stop Loss: Implemented using ATR to adjust dynamically with market volatility. ATR Length: Period for calculating ATR (default is 14). ATR Multiplier for Trailing Stop: Determines how closely the trailing stop follows the price (default is 2.0). Close Below Lower Bollinger Band: The strategy exits the long position if the closing price crosses below the lower Bollinger Band .
4. Risk Management
Commission and Slippage: Commission is set at 0.1%; slippage is set to 3. Position Sizing: Uses 100% of equity per trade (adjustable).
5. Date Range Filter
Specify the time period during which the strategy is active. Start Date: January 1, 2018. End Date: December 31, 2069.
Customizable Inputs
BB Length: Adjust the period for Bollinger Bands calculation. BB StdDev: Modify the standard deviation multiplier. Basis MA Type: Select the moving average type. Source: Choose the price data source. Offset: Shift the Bollinger Bands on the chart. ATR Length: Set the period for ATR calculation. ATR Multiplier for Trailing Stop: Adjust the trailing stop sensitivity.
Thought for 1m 7s
Description for the "PTS - Bollinger Bands with Trailing Stop" Strategy
PTS - Bollinger Bands with Trailing Stop Strategy
Overview
The "PTS - Bollinger Bands with Trailing Stop" strategy is designed to capitalize on strong bullish market movements by combining the Bollinger Bands indicator with a dynamic trailing stop based on the Average True Range (ATR). This strategy aims to enter long positions during upward breakouts and protect profits through an adaptive exit mechanism.
Key Features
1. Bollinger Bands Indicator
Basis Moving Average Type: Choose from SMA, EMA, SMMA, WMA, or VWMA for the Bollinger Bands' basis line. Length: Adjustable period for calculating the moving average and standard deviation (default is 20). Standard Deviation Multiplier (StdDev): Determines the width of the bands (default is 2.0). Source: Select the price data used for calculations (default is the closing price).
2. Entry Conditions
The strategy enters a long position when the closing price crosses above the upper Bollinger Band , indicating strong upward momentum.
3. Exit Conditions
Trailing Stop Loss: Implemented using ATR to adjust dynamically with market volatility. ATR Length: Period for calculating ATR (default is 14). ATR Multiplier for Trailing Stop: Determines how closely the trailing stop follows the price (default is 2.0). Close Below Lower Bollinger Band: The strategy exits the long position if the closing price crosses below the lower Bollinger Band .
4. Risk Management
Commission and Slippage: Commission is set at 0.1%; slippage is set to 3. Position Sizing: Uses 100% of equity per trade (adjustable).
5. Date Range Filter
Specify the time period during which the strategy is active. Start Date: January 1, 2018. End Date: December 31, 2069.
Customizable Inputs
BB Length: Adjust the period for Bollinger Bands calculation. BB StdDev: Modify the standard deviation multiplier. Basis MA Type: Select the moving average type. Source: Choose the price data source. Offset: Shift the Bollinger Bands on the chart. ATR Length: Set the period for ATR calculation. ATR Multiplier for Trailing Stop: Adjust the trailing stop sensitivity.
How the Strategy Works
1. Initialization
Calculates Bollinger Bands and ATR based on selected parameters.
2. Entry Logic
Opens a long position when the closing price exceeds the upper Bollinger Band.
3. Exit Logic
Uses a trailing stop loss based on ATR. Exits if the closing price drops below the lower Bollinger Band.
4. Date Filtering
Executes trades only within the specified date range.
Advantages
Adaptive Risk Management: Trailing stop adjusts to market volatility. Simplicity: Clear entry and exit signals. Customizable Parameters: Tailor the strategy to different assets or conditions.
Considerations
Aggressive Position Sizing: Using 100% equity per trade is high-risk. Market Conditions: Best in trending markets; may produce false signals in sideways markets. Backtesting: Always test on historical data before live trading.
Disclaimer
This strategy is intended for educational and informational purposes only. Trading involves significant risk, and past performance is not indicative of future results. Assess your financial situation and consult a financial advisor if necessary.
Usage Instructions
1. Apply the Strategy: Add it to your TradingView chart. 2. Configure Inputs: Adjust parameters to suit your style and asset. 3. Analyze Backtest Results: Use the Strategy Tester. 4. Optimize Parameters: Experiment with input values. 5. Risk Management: Evaluate position sizing and incorporate risk controls.
Final Notes
The "PTS - Bollinger Bands with Trailing Stop" strategy provides a framework to leverage momentum breakouts while managing risk through adaptive trailing stops. Customize and test thoroughly to align with your trading objectives.
Quantoshi Global Liquidity StrategyThis strategy leverages global liquidity data alongside technical indicators like the Rate of Change (ROC) and Double Exponential Moving Average (DEMA) to identify optimal long-entry points during major market trends. The script is designed to capture long-term, sustained momentum and includes built-in risk management by filtering out rapid price spikes. It is best suited for swing trading or long-term trend trading.
Key Features:
Global Liquidity Data:
The strategy incorporates data from major global central banks and M2 money supply to calculate a comprehensive liquidity index, which is a critical component for long-term trend detection.
ROC-DEMA Crossover:
It combines the Rate of Change (ROC) and a 100-period Double Exponential Moving Average (DEMA) to identify momentum shifts. Long entries are triggered when these indicators confirm an upward trend.
Price Thresholds:
The strategy compares the current price to the price from several candles ago to ensure positions are not entered during unsustainable price surges.
Custom Alerts:
Automated alerts for long entries and exits allow users to automate their trades or receive timely notifications when market conditions are met.
How It Works:
The strategy enters long positions when ROC and DEMA signals confirm a positive trend, and the price conditions suggest a sustainable upward momentum. Long exits occur when the momentum reverses, with a clear crossover signal of ROC below DEMA. Custom alert messages make it ideal for automated trading setups.
Why It's Unique:
This strategy combines liquidity data with technical indicators to filter noise and focus on significant market shifts. It allows traders to capture major trend reversals without needing to actively monitor the charts, making it useful for those focused on swing or long-term trading.
Backtesting & Risk Management:
Given its long-term focus, this strategy generates only a few signals per decade when used on a weekly timescale. As a result, traditional backtesting show few trades, but historical analysis reveals its effectiveness in capturing major market movements.
Account Size:
The backtest is based on a $1,000 account size to represent a realistic trading scenario.
Commissions & Tick size: Commission fees of 0.1% and a tick size of 100 are applied to reflect real-world trading conditions.
Trade Size:
Risk per trade is limited to 5% of the account balance to align with sound risk management practices.
Larry Conners SMTP StrategyThe Spent Market Trading Pattern is a strategy developed by Larry Connors, typically used for short-term mean reversion trading. This strategy takes advantage of the exhaustion in market momentum by entering trades when the market is perceived as "spent" after extended trends or extreme moves, expecting a short-term reversal. Connors uses indicators like RSI (Relative Strength Index) and price action patterns to identify these opportunities.
Key Elements of the Strategy:
Overbought/Oversold Conditions: The strategy looks for extreme overbought or oversold conditions, often indicated by low RSI values (below 30 for oversold and above 70 for overbought).
Mean Reversion: Connors believed that markets, especially in short-term scenarios, tend to revert to the mean after periods of strong momentum. The "spent" market is assumed to have expended its energy, making a reversal likely.
Entry Signals:
In an uptrend, a stock or market index making a significant number of consecutive up days (e.g., 5-7 consecutive days with higher closes) indicates overbought conditions.
In a downtrend, a similar number of consecutive down days indicates oversold conditions.
Reversal Anticipation: Once an extreme in price movement is identified (such as consecutive gains or losses), the strategy places trades anticipating a reversion to the mean, which is usually the 5-day or 10-day moving average.
Exit Points: Trades are exited when prices move back toward their mean or when the extreme conditions dissipate, usually based on RSI or moving average thresholds.
Why the Strategy Works:
Human Psychology: The strategy capitalizes on the fact that markets, in the short term, often behave irrationally due to the emotions of traders—fear and greed lead to overextended moves.
Mean Reversion Tendency: Financial markets often exhibit mean-reverting behavior, where prices temporarily deviate from their historical norms but eventually return. Short-term exhaustion after a strong rally or sell-off offers opportunities for quick profits.
Overextended Moves: Markets that rise or fall too quickly tend to become overextended, as buyers or sellers get exhausted, making reversals more probable. Connors’ approach identifies these moments when the market is "spent" and ripe for a reversal.
Risks of the Spent Market Trading Pattern Strategy:
Trend Continuation: One of the key risks is that the market may not revert as expected and instead continues in the same direction. In trending markets, mean-reversion strategies can suffer because strong trends can last longer than anticipated.
False Signals: The strategy relies heavily on technical indicators like RSI, which can produce false signals in volatile or choppy markets. There can be times when a market appears "spent" but continues in its current direction.
Market Timing: Mean reversion strategies often require precise market timing. If the entry or exit points are mistimed, it can lead to losses, especially in short-term trades where small price movements can significantly impact profitability.
High Transaction Costs: This strategy requires frequent trades, which can lead to higher transaction costs, especially in markets with wide bid-ask spreads or high commissions.
Conclusion:
Larry Connors’ Spent Market Trading Pattern strategy is built on the principle of mean reversion, leveraging the concept that markets tend to revert to a mean after extreme moves. While effective in certain conditions, such as range-bound markets, it carries risks—especially during strong trends—where price momentum may not reverse as quickly as expected.
For a more in-depth explanation, Larry Connors’ books such as "Short-Term Trading Strategies That Work" provide a comprehensive guide to this and other strategies .
Breadth Thrust Strategy with Volatility Stop-LossThe "Breadth Thrust Strategy with Volatility Stop-Loss" is a trading strategy designed to capitalize on market momentum while managing risk through volatility-based stop-losses. Here's a detailed breakdown of the strategy:
Strategy Overview:
Market Breadth Analysis: The strategy uses the "Breadth Thrust Indicator," which evaluates market momentum by calculating the ratio of advancing stocks to the total number of stocks on the New York Stock Exchange (NYSE). This indicator helps identify bullish market conditions. An optional feature allows for the inclusion of volume data in this calculation, enhancing the signal's robustness.
Signal Generation: A long position is triggered when the smoothed breadth ratio (or the combined breadth and volume ratio) crosses above a specified low threshold (e.g., 0.4). This crossover indicates a potential shift towards positive market momentum.
Key Parameters:
Smoothing Length (length): Defines the period over which the breadth or combined ratio is smoothed using a simple moving average (SMA) to reduce noise and highlight the underlying trend.
Low Threshold (threshold_low): The level below which the smoothed ratio must fall before crossing back above to trigger a long signal.
Hold Periods (hold_periods): The minimum number of periods for which the position will be held once entered, ensuring the strategy captures a meaningful move.
Volatility Multiplier (volatility_multiplier): A multiplier applied to the Average True Range (ATR) to determine the distance of the stop-loss from the entry price, which adjusts according to market volatility.
Trade Management:
Entry Signal: The strategy enters a long position when the smoothed combined ratio crosses above the low threshold, signaling a potential bullish reversal.
ATR-Based Stop-Loss: Upon entering a trade, the strategy calculates a stop-loss level based on the ATR, which measures market volatility. The stop-loss is set at a distance from the entry price, determined by multiplying the ATR by the specified volatility multiplier. This adaptive stop-loss mechanism helps protect the position from adverse market moves.
Stop-Loss Adjustment: While the position is open, the stop-loss level is dynamically updated, ensuring it never decreases (trailing stop-loss effect) but can be adjusted upwards to reflect the latest price action relative to volatility.
Position Closure: The position is closed if:
The market price falls to or below the stop-loss level.
The position has been held for the specified number of periods (hold_periods), after which it is automatically closed.
Additional Settings:
Initial Capital: The strategy starts with an initial capital of $10,000.
Commissions and Slippage: Each trade incurs a commission of $5 per order, and slippage is accounted for at $1 per trade.
Background Highlighting: The chart background turns green when a position is open, providing a clear visual indication of the active trade.
This strategy is designed to identify and capitalize on upward momentum in the market while employing a volatility-adjusted stop-loss to manage risk. By combining market breadth analysis with volatility-based stop-losses, the strategy aims to balance profit potential with protection against sudden market reversals.
