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Moving Average Ribbon x10his script is a highly customizable Moving Average Ribbon that allows you to plot up to 10 independent Moving Averages (MAs) on your chart simultaneously. Key Features: 10 Customizable MAs: Configure each of the 10 MAs with unique settings. 5 MA Types: Choose from Simple (SMA), Exponential (EMA), Smoothed (SMMA/RMA), Weighted (WMA), and Volume-Weighted (VWMA) for every line. Flexible Inputs: Easily adjust the Length, Source (e.g., close), Color, and Visibility for each Moving Average directly from the indicator settings. Trend Analysis: Use the ribbon to quickly visualize trend strength, potential support and resistance zones, and changes in market momentum based on the spread and order of the MAs. How to Use: The first four MAs (MA #1 to MA #4) are enabled by default with common lengths (20, 50, 100, 200). You can enable and customize the remaining MAs (MA #5 to MA #10) in the input settings to build your ideal ribbon setup.
אינדיקטור Pine Script®
מאת ‎PAMGrowTrader‎
ORION Trend Engine by Ali_KamberogluORION Trend Engine by Ali_Kamberoglu | Decode the DNA of a Trend: Adaptive Strength & Direction Developer: Ali Kamberoğlu Overview: Go Beyond the Limits of Standard ADX The ORION Trend Engine (TE) is a complete command center designed to analyze not just the existence of a market trend, but also its strength, direction, acceleration, and potential within a single, integrated system. It was developed to solve the chronic problems of the classic ADX indicator, such as lag, noise, and difficulty in interpretation. This tool combines two separate panels into one intelligent engine: Trend Strength Panel: Shows when the market is entering a strong trend or moving sideways. Directional Bias Oscillator Panel: Clearly visualizes which direction (Buy/Sell) is dominating the trend. ORION TE provides an analytical framework not just to know if there is a trend, but to decide whether to enter it, when to stay in it, and when to exit. The ORION Advantage: Why It's Different 1. The Smart Trend Engine (Adaptive KAMA Integration): The standard ADX uses a slow-reacting average. ORION TE revolutionizes this by offering the option to use the Adaptive KAMA engine in the ADX calculation, which adapts to market conditions. What does this mean? Faster Response: When a strong trend begins, KAMA speeds up, notifying you of the trend's start much earlier. Noise Filter: When the market is choppy and indecisive, KAMA slows down, protecting you from countless false "trend start" signals. 2. The Directional Compass (Normalized DI Oscillator): Interpreting DI+ and DI- lines can be complex. ORION TE solves this problem with the DI Oscillator: Clear Signals: This oscillator shows the net dominance between Buyers (positive values) and Sellers (negative values). ADX Filter: The oscillator only generates signals when there is significant trend strength in the market (when ADX is above a certain threshold). This completely eliminates meaningless crossovers in sideways markets. Strength Indicator: The histogram bars change color based on the trend's strength. Bright colors (Lime/Red) indicate a strong trend, while dark colors (Green/Maroon) signify a weakening trend. 3. Multi-Stage Trend Analysis (Dynamic Levels): Saying "there is a trend" is not enough. ORION TE analyzes the trend's strength across four different levels: No Trend (Gray): No direction in the market. Trend Potential (Yellow): A trend is starting to form, pay attention. Strategic Trend (Blue): The main trend with sufficient strength for trading. Strong & Peak Trends: Zones where the trend is at its strongest, but may also show signs of exhaustion. High-Probability Trading Strategies: Strongest BUY Signal (Trend Ignition): The ADX line turns from Yellow to Blue (Strategic Trend Begins). Simultaneously, the DI Oscillator histogram is in positive territory and crosses above its white signal line. This is an A+ grade entry opportunity, confirming both trend strength and buyer momentum. Strongest SELL Signal (Trend Ignition): The ADX line turns Blue. Simultaneously, the DI Oscillator histogram is in negative territory and crosses below its white signal line. This is a strong downtrend initiation signal, as sellers take control. Important Visual Notice The Signal line (white) and some level lines in the indicator are designed for optimal visibility on dark-themed charts. If you are using a light-themed (white) chart background, these white elements may not be visible. For the best experience, you have two options: Recommended: Set your chart background to a dark color in TradingView's settings. Alternative: Go into the indicator settings, and under "5. Visual Settings," change the color of the DI Oscillator (Signal) line and other white levels to a darker color that contrasts with your chart. Disclaimer This indicator is a professional analysis tool developed to assist in your trading decisions. No signal or analysis constitutes investment advice. Trading in financial markets involves high risk, and past performance is not a guarantee of future results. Please always apply your own risk management strategies.
אינדיקטור Pine Script®
מאת ‎Ali_Kamberoglu‎
MA Crossover Scalper [4H]//@version=5 indicator("MA Crossover Scalper ", overlay=false) // Market Cap Filter (Volume as proxy) volumeValid = volume >= 500000 and volume <= 4000000 // MA Crossover System ma9 = ta.sma(close, 9) ma21 = ta.sma(close, 21) bullishCross = ta.crossover(ma9, ma21) and close > ma21 bearishCross = ta.crossunder(ma9, ma21) and close < ma21 // Volume Confirmation volumeSpike = volume > ta.sma(volume, 20) * 1.3 // Final Signals bullSignal = bullishCross and volumeSpike and volumeValid bearSignal = bearishCross and volumeSpike and volumeValid // Output for Screener plot(bullSignal ? 1 : 0, "Bull MA Cross", color=color.green) plot(bearSignal ? 1 : 0, "Bear MA Cross", color=color.red)
אינדיקטור Pine Script®
מאת ‎jahan1212‎
ORION Fast Momentum Engine by Ali_KamberogluORION Fast Momentum Engine by Ali_Kamberoglu | Reinventing RSI: Adaptive Signals & Auto Divergences Developer: Ali Kamberoğlu Overview: Escape the Noise of Standard RSI The ORION Fast Momentum Engine (FME) is an all-in-one analytical powerhouse that takes the classic RSI indicator and redesigns it for 21st-century market conditions. It is engineered to eliminate the biggest problems of the standard RSI: false signals, lag, and noise. This tool not only shows you the momentum but also automatically reveals its character, its volatility, and, most importantly, when it's diverging from the price. ORION FME is not just another oscillator; it's an intelligent analysis engine built into the RSI. The ORION Advantage: Why It's Different The power of ORION FME comes from three revolutionary layers it adds to the standard RSI: Layer 1 - The Smart Signal Line (Adaptive KAMA Integration): Fixed-period moving averages are a thing of the past. ORION FME uses the Adaptive KAMA engine as its signal line, which adjusts to market conditions. When the market is trending, it speeds up to give you early signals. When the market is choppy and sideways, it slows down, protecting you from countless false trades (whipsaws). No more "blind" signal lines that behave the same way in every condition. Layer 2 - Momentum Volatility (Bollinger Bands on RSI): This is a feature you won't find anywhere else. ORION FME offers the option to draw Bollinger Bands not on the price, but directly on the RSI itself. What does this mean? You can now see when not just the price, but the momentum itself is "squeezing" and ready for a breakout. When the RSI breaks out of its own Bollinger Bands, it's a sign of an extraordinary surge in momentum. Layer 3 - The Game-Changing Feature: Fully Automatic Divergence Engine Put an end to the tedious task of hunting for divergences! ORION FME includes the powerful divergence engine that has become a signature of the ORION series. Bullish Divergence 🐂: Is the price making lower lows while the RSI is making higher lows? ORION FME detects this instantly and marks it with a "Bull" label on your chart, signaling a potential bottom and a rally. Bearish Divergence 🐻: Is the price renewing its highs while the RSI's momentum is fading? This is the clearest sign that the rally is losing its strength. The "Bear" label warns you in advance of a potential top and decline. High-Probability Trading Strategies: Strongest BUY Signal: A Bullish Divergence appears on the chart with a "Bull" label. The RSI turns up from the oversold zone (below 30) and crosses above its adaptive KAMA signal line. This is an A+ grade, multi-confirmation buying opportunity. Strongest SELL Signal: A Bearish Divergence appears on the chart with a "Bear" label. The RSI turns down from the overbought zone (above 70) and crosses below its adaptive KAMA signal line. This is a high-probability shorting opportunity. Disclaimer This indicator is a professional analysis tool developed to assist in your trading decisions. No signal or analysis constitutes investment advice. Trading in financial markets involves high risk, and past performance is not a guarantee of future results. Please always apply your own risk management strategies.
אינדיקטור Pine Script®
מאת ‎Ali_Kamberoglu‎
WSMR v3.8 — WhaleSplash → Mean Reversal# WSMR v3.8 — WhaleSplash → Mean Reversal ### Global, Anchored, Non-Repainting Signal Framework for Futures, Crypto & Index Markets **WSMR v3.8** is a volatility-anchored market-structure framework designed to detect two high-probability turning points: ## 1️⃣ WhaleSplash (WS) — Short Impulse Exhaustion A “WhaleSplash” is a large downside impulse characterised by: - bar range ≥ *k × ATR* - strong % move - volume expansion vs SMA(20) - deep Z-Score oversold - compression away from VWAP - RSI weakness When these conditions align, the indicator marks a short exhaustion event and prints a 🐋 icon below the bar. This is a **non-repainting bar-close confirmation**. --- ## 2️⃣ Mean Reversal (MR) — Bullish Reversal Setup The MR module combines: - RSI bullish divergence (pivot-based, safe) - Z-Score reset above threshold - SMA20 reclaim with positive slope - Higher-low structure When confirmed at bar-close, the indicator identifies conditions favourable for a **mean-reversion long**. MR signals can optionally trigger an “**1st green candle after MR**” confirmation within a user-defined TTL (default 12 bars). --- # 🎯 Key Features ### ✔ Non-Repainting Confirmed Signals WS & MR only fire **after** bar close, using cooldown logic to avoid clustering and noise. ### ✔ VWAP-Anchored Z-Score Framework All signals reference price distance and statistical deviation from VWAP, producing adaptive, volatility-aware setups. ### ✔ Session Filter (Asia-Optimised) Optional session gating allows signals only between **23:00–09:00 UTC**, ideal for systematic Asia-session breakout & mean-reversion traders. ### ✔ Volatility Monitor (Normal → Extreme) Dynamic volatility classification using: - ATR baseline ratio - wickiness index - range Z-Score States: **Normal → Wicky → Spiky → Extreme** Displayed with colour-coded background in the status panel. ### ✔ Rolling WhaleSplash Frequency (Analytics Panel) WSMR tracks the frequency of WhaleSplash events over a rolling window (Bars/Days/Weeks/Months) and estimates average WS/day (on minute timeframes). ### ✔ Status Panel (Bottom-Right) Live display of: - Mode (Global/Asia) - Timeframe + TTL status - WhaleSplash frequency - Volatility state - ATR/Range information --- # 📌 Best Timeframes Optimised and validated on **5-minute charts**, but compatible with all intraday timeframes. --- # 🚨 Alerts Included - WhaleSplash SHORT - WhaleSplash LONG - Volatility Warning (Spiky/Extreme) --- # ⚠️ Notes WSMR v3.8 is not a buy/sell system. It is a **signal framework** highlighting exhaustion and reversal conditions. Always combine with market structure, session context, and risk management. Past performance does not guarantee future results. --- # 💬 Credits Script created by **John Nolan (JohnFrancisNolan)** Pine Script® v6 © 2024–2025 — Published under the **Mozilla Public License 2.0**
אינדיקטור Pine Script®
מאת ‎JohnFrancisNolan‎
Bassi's Consolidation Breakout — ULTIMATE PRO + VPOverview Bassi’s Consolidation Breakout — ULTIMATE PRO + VP is a professional-grade breakout detection system that combines price structure, volume confirmation, volatility compression, and custom volume profile logic. The indicator automatically detects compressed consolidation zones, confirms breakouts with multi-layer filters, and plots full trade setups including: Entry level Stop-loss TP1, TP2, TP3 (R:R based) Trend filters + MTF EMA Retest validation Volume Profile confirmation (POC / VAH / VAL) This is one of the most complete breakout frameworks for TradingView. 🔍 Core Concept The script detects tight consolidation boxes based on: Price range (% compression) Lookback period Minimum required bars Breakout above/below the box Once the consolidation ends, breakout signals fire only if they pass all filters. This focuses your trading on high-probability breakouts only. 🔥 Key Features 1️⃣ Automated Consolidation Box Detection Draws consolidation boxes dynamically Identifies tight range compression Supports advanced range logic for high accuracy 2️⃣ Smart Breakout + Retest Engine Breakouts and breakdowns require: Structure break Minimum breakout expansion (0.15%) Volume confirmation Trend (200 EMA) confirmation Optional retest validation Optional Volume Profile filter Each valid breakout prints a signal + full trade setup. 3️⃣ Custom Volume Profile Engine Fast and lightweight custom-built VP that calculates: POC (Point of Control) VAH (Value Area High) VAL (Value Area Low) These levels can optionally be used to filter weak breakouts. 4️⃣ Multi-Timeframe Trend Filter Uses 200 EMA from any selected higher timeframe Helps avoid counter-trend fakeouts Fully optional 5️⃣ Automatic Trade Setup Projection Each breakout generates: Stop-loss (ATR × multiplier) TP1 (R:R) TP2 (R:R) TP3 (optional) Clean signal labels Only keeps the last 2 signals to maintain clarity 6️⃣ Alerts Included Alerts fire instantly when a valid breakout occurs: “Bassi LONG + VP” “Bassi SHORT + VP” Alerts include ticker + entry price. 📘 Usage Guide & Trading Rules ✔ Recommended Trading Steps 1. Wait for a confirmed consolidation box Box must be narrow Must meet minimum bar requirement 2. Wait for a confirmed breakout signal Signal requires: Breakout above/below box Volume confirmation Trend & MTF confirmation if enabled Optional retest Optional VP filter (close outside VAH/VAL) 3. Follow the projected setup The script prints: Entry SL TP1 / TP2 / TP3 Target lines extend automatically. 📖 How to Use the Script (Trading Rules) 1️⃣ Long Entry Rules Enter Long when: Price breaks above trend confirmation level Momentum signal turns bullish Candle closes above trigger line Volatility filter is satisfied Exit Long: TP1/TP2/TP3 levels Reversal signal Trailing stop hit 2️⃣ Short Entry Rules Enter Short when: Price breaks below trend confirmation level Momentum signal turns bearish Candle closes below trigger line Volatility filter is satisfied Exit Short: TP1/TP2/TP3 levels Trend reversal Trailing stop hit ✔ Recommended Markets Crypto Forex Indices Futures Stocks Works on all timeframes from 1-minute to daily. ✔ Best Practice Avoid taking signals against HTF trend Prefer signals that break away from VAH/VAL Use TP1 to secure partial profits Move SL to breakeven after TP1 if desired Always follow personal risk management 👤 Author Created by: Mahdi Bassi Professional trader & systems designer Focused on structural, volume-based and volatility-based strategies. ⚠️ Disclaimer This script is for educational purposes only. No indicator can guarantee profits. Always use proper risk management and trade responsibly.
אינדיקטור Pine Script®
מאת ‎Mahdibas‎
Dual MACD AccelerationDual MACD Acceleration Indicator – Synopsis Purpose: This indicator identifies early momentum shifts in the market by comparing a fast MACD (8/20/6) with a slower MACD (12/26/9). It highlights potential strong buy and sell signals when the faster MACD crosses the slower MACD, allowing traders to catch trend accelerations before the full move develops. Components Fast MACD (8/20/6) Responds quickly to short-term price changes. Detects early momentum shifts. Slow MACD (12/26/9) Captures the dominant trend. Provides a smoother reference for comparison. Acceleration Signals Long (▲): Fast MACD crosses above Slow MACD → potential bullish acceleration. Short (▼): Fast MACD crosses below Slow MACD → potential bearish acceleration. Zero Line Optional visual reference for overall trend direction. Crosses above zero = bullish trend, below zero = bearish trend. Key Features Clean, minimal chart display. Optional toggles to show/hide each MACD line. Label markers indicate crossovers. Built-in alert conditions for automated notifications. Trading Use Trend Confirmation: Best used with higher timeframe filters (VWAP or EMAs) to avoid fakeouts. Entry Timing: Enter on the first pullback after a crossover signal. Only trade in the direction of the dominant trend. Stops & Risk: Use recent swing lows/highs for stop placement. TP levels can be structure-based or trailing with price momentum. Synopsis Summary: The Dual MACD Acceleration Indicator is a lightweight, early-momentum tool designed for scalpers and short-term traders. It captures fast shifts in trend by comparing a faster and slower MACD, highlighting strong buy and sell opportunities while remaining clean and easy to read. For higher accuracy, combine with trend filters like VWAP or EMAs.
אינדיקטור Pine Script®
מאת ‎Simon20cent‎
Buy Sell SignalBuy Sell Signal - EMA Crossover with Dynamic Risk Management OVERVIEW This indicator combines a dual EMA crossover system with ATR-based dynamic stop loss and take profit levels to provide complete trade management signals. Unlike basic EMA crossover scripts, this tool automatically calculates and displays entry points, stop losses, and take profit targets based on market volatility, offering traders a complete trading framework in a single indicator. HOW IT WORKS The indicator uses three core components working together: Trend Detection: A fast EMA (default 5) and slow EMA (default 13) identify trend direction. When the fast EMA crosses above the slow EMA, it signals bullish momentum; when it crosses below, it signals bearish momentum. Entry Validation: Optional candle confirmation filter ensures the crossover is accompanied by a bullish/bearish candle close, reducing false signals in choppy markets. Risk Management: Uses ATR (Average True Range, default 14 periods) to calculate: Stop Loss: Positioned below/above recent swing low/high minus ATR multiplier (default 0.5x) Take Profit: Calculated using customizable risk-reward ratio (default 3:1) KEY FEATURES ✅ Automatic Position Tracking: Monitors active trades and displays current position status (LONG/SHORT/No position) ✅ Visual Trade Management: Shows entry price (white dashed line), stop loss (red line), and take profit (green line) in real-time ✅ Trade Outcome Signals: Displays clear markers when TP is hit (🎯), SL is triggered (❌), or position is invalidated by opposite signal ✅ Information Dashboard: Live table showing entry price, SL, TP, and actual R:R ratio ✅ Smart Position Invalidation: Automatically closes and invalidates previous positions when opposite trend signal appears ✅ Customizable Alerts: Five alert conditions for BUY/SELL signals, TP hits, SL triggers, and invalidations INPUTS Fast EMA Length (default 5): Responsive to recent price action Slow EMA Length (default 13): Defines broader trend direction ATR Period (default 14): Volatility measurement period SL Multiplier (default 0.5): Distance from swing point to stop loss Risk:Reward Ratio (default 3.0): Target profit relative to risk Candle Confirmation (default ON): Requires bullish/bearish candle on crossover HOW TO USE Apply the indicator to your chart (works on all timeframes) Adjust EMA periods based on your trading style (shorter for scalping, longer for swing trading) Set your preferred risk-reward ratio Enable alerts for automated notifications When a BUY/SELL signal appears, the indicator automatically calculates and displays your complete trade plan Monitor the information table for live position updates Exit when TP is reached or SL is triggered TRADING METHODOLOGY This script implements a momentum-following strategy based on exponential moving average crossovers, enhanced with volatility-adjusted risk parameters. The ATR-based stop loss adapts to market conditions—wider stops in volatile markets, tighter stops in calm markets. The position invalidation feature prevents traders from holding outdated positions when market sentiment shifts. BEST PRACTICES Use on trending markets for best results Higher timeframes (4H, Daily) produce fewer but more reliable signals. For scalpe use 5 and 15 minutes(Risk). Consider market context and fundamental factors alongside signals Adjust ATR multiplier based on asset volatility Test different EMA combinations for your preferred instruments ORIGINALITY While EMA crossover systems are common, this script's value lies in its complete integration of entry logic, dynamic risk management, position tracking, and automated invalidation—features typically requiring multiple separate indicators. The ATR-based stop loss calculation and automatic R:R visualization provide practical trade execution guidance that basic crossover indicators lack. Important Notes: This indicator does not guarantee profitable trades Always practice proper risk management Backtest settings on historical data before live trading Past performance does not indicate future results
אינדיקטור Pine Script®
מאת ‎kelfry98‎
12
EMA 12-26-100 Momentum Strategy# Triple EMA Multi-Signal Momentum Strategy ## 📊 Overview **Triple EMA Multi-Signal** is a comprehensive trend-following momentum strategy designed specifically for cryptocurrency markets. It combines multiple technical indicators and signal types to identify high-probability trading opportunities while maintaining strict risk management protocols. The strategy excels in trending markets and uses adaptive position sizing with trailing stops to maximize profits during strong trends while protecting capital during choppy conditions. ## 🎯 Core Algorithm ### Triple EMA System The strategy employs a three-layer EMA system to identify trend direction and strength: - **Fast EMA (12)**: Quick response to price changes - **Slow EMA (26)**: Confirmation of trend direction - **Trend EMA (100)**: Overall market bias filter Trades are only taken when all three EMAs align in the same direction, ensuring we trade with the dominant trend. ### Multi-Signal Confirmation (8 Signal Types) The strategy requires at least 1-2 confirmed signals from multiple independent sources before entering a position: 1. **EMA Crossover** - Fast EMA crossing Slow EMA (primary signal) 2. **MACD Cross** - MACD line crossing signal line (momentum confirmation) 3. **RSI Reversal** - RSI bouncing from oversold/overbought zones 4. **Price Action** - Strong bullish/bearish candles (>60% of range) 5. **Volume Spike** - Above-average volume confirmation 6. **Breakout** - Price breaking 20-period high/low with volume 7. **Pullback to EMA** - Trend continuation after healthy retracement 8. **Bollinger Bounce** - Price bouncing from BB bands This multi-signal approach significantly reduces false signals and improves win rate. ## 💰 Risk Management ### Position Sizing - Default: 20-25% of equity per trade - Adjustable based on risk tolerance - Smaller positions recommended for leveraged trading ### Stop Loss & Take Profit - **Stop Loss**: 2.0% (tight control of risk) - **Take Profit**: 5.5% (2.75:1 reward-to-risk ratio) - Both levels are fixed at entry to avoid emotional decisions ### Trailing Stop System - Activates after 1.8% profit - Trails at 1.3% below current price - Locks in profits during extended trends - Automatically adjusts as price moves in your favor ### Maximum Hold Time - 36-48 hours maximum (configurable) - Designed to minimize funding rate costs on futures - Forces position closure to avoid excessive exposure - Helps maintain capital velocity ## 📈 Key Features ### Trend Filters - **ADX Filter**: Ensures sufficient trend strength (threshold: 20) - **EMA Alignment**: All three EMAs must confirm trend direction - **RSI Boundaries**: Avoids extreme overbought/oversold entries ### Volume Analysis - Volume must exceed 20-period moving average - Configurable multiplier (default: 1.0x) - Helps identify institutional participation ### Automatic Exit Conditions 1. Take Profit target reached 2. Stop Loss triggered 3. Trailing stop activated 4. Trend reversal (EMA cross in opposite direction) 5. Maximum hold time exceeded ## 🎮 Recommended Settings ### For Spot Trading (Conservative) ``` Position Size: 15-20% Stop Loss: 2.5% Take Profit: 6.0% Max Hold: 72 hours Leverage: 1x ``` ### For Futures 3-5x Leverage (Balanced) ``` Position Size: 12-15% Stop Loss: 2.0% Take Profit: 5.5% Max Hold: 36 hours Trailing: Active ``` ### For Aggressive Trading 5-10x (High Risk) ``` Position Size: 8-12% Stop Loss: 1.5% Take Profit: 4.5% Max Hold: 24 hours ADX Filter: Disabled ``` ## 📊 Performance Metrics ### Backtested Results (BTC/USDT 1H, 2 years) - **Total Return**: ~19% (spot) / ~75% (5x leverage)* - **Total Trades**: 240-300 - **Win Rate**: 49-52% - **Profit Factor**: 1.25-1.50 - **Max Drawdown**: ~18-22% - **Average Trade**: 0.5-3 days *Leverage results exclude funding rates and real-world slippage ### Optimal Timeframes - **1 Hour**: Best for active trading (recommended) - **4 Hour**: More stable, fewer signals - **15 Min**: High frequency (requires monitoring) ### Best Performing Assets - BTC/USDT (most tested) - ETH/USDT - Major altcoins with good liquidity - Not recommended for low-cap or illiquid pairs ## ⚙️ How to Use 1. **Add to Chart**: Apply strategy to 1H BTC/USDT chart 2. **Adjust Settings**: Configure risk parameters based on your preference 3. **Review Signals**: Green = Long, Red = Short, labels show signal count 4. **Monitor Performance**: Check strategy tester for detailed statistics 5. **Optimize**: Use strategy optimization to find best parameters for your market ## 🎨 Visual Indicators The strategy provides clear visual feedback: - **EMA Lines**: Blue (Fast), Red (Slow), Orange (Trend) - **BUY/SELL Labels**: Show entry points with signal count - **Stop/Target Lines**: Red (SL), Green (TP) displayed during active trades - **Background Color**: Light green (long), light red (short) when in position - **Info Panel**: Shows current trend, RSI, ADX, and volume status ## ⚠️ Important Notes ### Risk Disclaimer - This strategy is for educational purposes only - Past performance does not guarantee future results - Cryptocurrency trading involves substantial risk - Only trade with capital you can afford to lose - Always use proper position sizing and risk management ### Limitations - Performs poorly in sideways/choppy markets - Requires sufficient liquidity for best execution - Backtests do not include: - Real-world slippage (especially during volatility) - Funding rates (for perpetual futures) - Exchange downtime or connection issues - Emotional trading decisions ### For Futures Trading If using this strategy on futures with leverage: - Reduce position size proportionally to leverage - Account for funding rates (~0.01% per 8h) - Set max hold time to minimize funding costs - Use lower leverage (3-5x max recommended) - Monitor liquidation price carefully ## 🔧 Customization All parameters are fully customizable: - EMA periods (fast/slow/trend) - MACD settings (12/26/9) - RSI levels (30/70) - Stop Loss / Take Profit percentages - Trailing stop activation and offset - Volume multiplier - ADX threshold - Maximum hold time ## 📚 Strategy Logic The strategy follows this decision tree: ``` 1. Check Trend Direction (EMA alignment) ↓ 2. Scan for Entry Signals (8 types) ↓ 3. Confirm with Filters (ADX, Volume, RSI) ↓ 4. Enter Position with Fixed SL/TP ↓ 5. Monitor for Exit Conditions: - TP Hit → Close with profit - SL Hit → Close with loss - Trailing Active → Follow price - Trend Reversal → Close position - Max Time → Force close ``` ## 🎓 Best Practices 1. **Start Conservative**: Use smaller position sizes initially 2. **Track Performance**: Monitor actual vs backtested results 3. **Optimize Regularly**: Market conditions change, adapt parameters 4. **Combine with Analysis**: Don't rely solely on automated signals 5. **Manage Emotions**: Stick to the system, avoid manual overrides 6. **Paper Trade First**: Test on demo before risking real capital ## 📞 Support & Updates This strategy is actively maintained and updated based on: - Market condition changes - User feedback and suggestions - Performance optimization - Bug fixes and improvements ## 🏆 Conclusion Triple EMA Multi-Signal Strategy offers a robust, systematic approach to cryptocurrency trading by combining trend following, momentum indicators, and strict risk management. Its multi-signal confirmation system helps filter false signals while the trailing stop mechanism captures extended trends. The strategy is suitable for both manual traders looking for high-probability setups and algorithmic traders seeking a proven systematic approach. **Remember**: No strategy wins 100% of the time. Success comes from consistent application, proper risk management, and continuous adaptation to changing market conditions. --- *Version: 1.0* *Last Updated: November 2025* *Tested on: BTC/USDT, ETH/USDT (1H, 4H timeframes)* *Recommended Capital: $5,000+ for optimal position sizing*
אסטרטגיית Pine Script®
מאת ‎RomanEnlil‎
Madstrat Strategy - Dual TF# Madstrat Strategy - Dual TF: Complete User Guide ## Overview The Madstrat Strategy indicator is a comprehensive forex trading system that identifies high-probability trade setups based on a day-counting methodology combined with multi-timeframe EMA alignment analysis. It generates two primary signal types: 1. **Day 3 Signals** - Based on the GSD/RSD (Green Setup Day/Red Setup Day) counting system 2. **Pure Price Action (PA) Signals** - Based on EMA alignment across multiple timeframes with EQ rejection The indicator operates on **two timeframe combinations simultaneously**: - **15-minute / 1-hour** combo - **30-minute / 2-hour** combo --- ## Section 1: Timeframe Signals ### Settings | Input | Default | Description | |-------|---------|-------------| | Show 15m/1hr Signals | ✓ Enabled | Displays signals from the 15-minute LTF with 1-hour HTF confirmation | | Show 30m/2hr Signals | ✓ Enabled | Displays signals from the 30-minute LTF with 2-hour HTF confirmation | | Trade Levels Source | Most Recent | Determines which combo draws SL/TP levels | ### How It Works Each timeframe combination operates independently with its own: - Signal spacing rules (4 bars for 15m, 2 bars for 30m = both equal ~1 hour) - Daily signal limits (3 Day 3 signals + 3 Pure PA signals per combo per day) - EMA alignment checks on both LTF and HTF **Trade Levels Source Options:** - **15m/1hr** - Only 15m/1hr signals draw trade levels - **30m/2hr** - Only 30m/2hr signals draw trade levels - **Most Recent** - Whichever signal fires most recently draws levels (15m/1hr takes priority if both fire simultaneously) --- ## Section 2: Signal Colors Customize the appearance of each signal type for each timeframe combination: ### 15m/1hr Combo | Signal Type | Default Color | |-------------|---------------| | Day 3 Buy | Blue | | Day 3 Sell | Red | | Pure PA Buy | Aqua | | Pure PA Sell | Fuchsia | ### 30m/2hr Combo | Signal Type | Default Color | |-------------|---------------| | Day 3 Buy | Teal | | Day 3 Sell | Orange | | Pure PA Buy | Lime | | Pure PA Sell | Maroon | --- ## Section 3: Enhanced FBR Rules ### What is FBR? **FBR (Failed Breakout Retest)** occurs when price breaks below the previous week's low (or above the previous week's high) but fails to close outside the range, closing back inside instead. This signals a potential reversal and resets the day count to "Day 1" of a new setup sequence. ### Settings | Input | Default | Description | |-------|---------|-------------| | Enable Enhanced FBR Rule | ✓ Enabled | Prevents FBR detection after a clean breakout | | Show Clean Breakout Labels | ✓ Enabled | Displays labels when clean breakouts occur | | Bull Breakout Label Color | Blue (25% transparent) | Background color for bullish breakout labels | | Bear Breakout Label Color | Red (25% transparent) | Background color for bearish breakout labels | ### How Enhanced FBR Works 1. **Clean Breakout Detection**: A clean breakout occurs when price breaks AND closes outside the previous week's range 2. **FBR Blocking**: Once a clean breakout occurs in a week, FBR detection is disabled for the remainder of that week 3. **Weekly Reset**: Both clean breakout and FBR flags reset at the start of each new trading week (Sunday rollover) ### Label Types - **"CLEAN BULL BO"** - Price broke above previous week high and closed above it - **"CLEAN BEAR BO"** - Price broke below previous week low and closed below it - **"FBR Day 1"** - Failed breakout retest detected, count reset to Day 1 --- ## Section 4: Real-Time Day Labels ### Purpose The real-time label shows a **live projection** of what today's day classification will be, updating throughout the trading session as price action develops. ### Settings | Input | Default | Description | |-------|---------|-------------| | Enable Real-Time Day Labels | ✓ Enabled | Shows dynamic label that updates during trading | | Real-Time Label Position | Right | Position of label relative to current candle | | Real-Time Label Background | Yellow (20% transparent) | Background color | | Real-Time Label Text | White | Text color | ### Label Text Meanings | Label | Meaning | |-------|---------| | LIVE: GSD Day X | Projected Green Setup Day (after 2+ red days) | | LIVE: GD Day X | Projected Green Day (continuing green trend) | | LIVE: RSD Day X | Projected Red Setup Day (after 2+ green days) | | LIVE: RD Day X | Projected Red Day (continuing red trend) | | LIVE: INSIDE DAY | Price range is entirely within previous day's range | | LIVE: FBR - GSD Day 1 | Bullish failed breakout retest detected | | LIVE: FBR - RSD Day 1 | Bearish failed breakout retest detected | | LIVE: ... CLEAN BULL BO | Clean bullish breakout detected | | LIVE: ... CLEAN BEAR BO | Clean bearish breakout detected | --- ## Section 5: Daily Session Definition ### Instrument Presets | Preset | Sunday Open | Friday Close | Rollover | Use Case | |--------|-------------|--------------|----------|----------| | Forex (FX Pairs) | 17:05 ET | 16:59 ET | 17:00 ET | EUR/USD, GBP/USD, etc. | | Metals (XAU/XAG) | 18:05 ET | 16:59 ET | 17:00 ET | Gold, Silver | | Custom | User-defined | User-defined | User-defined | Other instruments | ### Why This Matters The indicator uses **OANDA-style daily rollover** (5 PM Eastern) rather than UTC midnight. This ensures: - Accurate day counting for forex markets - Correct GSD/RSD classification - Proper weekly level calculations ### Session Break Line | Input | Default | Description | |-------|---------|-------------| | Show Session Break Line | ✓ Enabled | Draws vertical line at daily rollover | | Session Break Line Color | Black | Line color | | Width | 2 | Line thickness (1-5) | | Style | Solid | Solid, dashed, or dotted | --- ## Section 6: Day Labels (GSD/RSD System) ### The Core Day Counting Methodology This is the foundation of the Madstrat Strategy: 1. **Green Day (GD)**: Daily candle closes higher than it opened 2. **Red Day (RD)**: Daily candle closes lower than it opened 3. **Green Setup Day (GSD)**: A green day that follows 2 or more consecutive red days 4. **Red Setup Day (RSD)**: A red day that follows 2 or more consecutive green days ### The Day 3 Signal **Day 3** is when the setup is "mature" and ready for a trade: - **GSD Day 3**: Third consecutive green day after a red sequence of 2+ days - **RSD Day 3**: Third consecutive red day after a green sequence of 2+ days ### Settings | Input | Default | Description | |-------|---------|-------------| | Max Historical Labels | 60 | Number of day labels to retain on chart | | Show Day of Week Labels | ✓ Enabled | Shows M O N, T U E, etc. | | Label Position | Top | Top or bottom of chart | | Label Hour | 6 | Hour (0-23) when day labels appear | | GSD/GD Label Background | Blue (25% transparent) | Green day label color | | RSD/RD Label Background | Red (25% transparent) | Red day label color | | Inside Day Label Background | Gray (25% transparent) | Inside day label color | ### Important Notes - **Inside Days** do not increment the count - they are neutral - **FBR events** reset the count to Day 1 and establish a new trend direction - **Clean Breakouts** also reset to Day 1 but block further FBR detection that week --- ## Section 7: Daily Levels Displays the previous day's key price levels: ### Available Levels | Level | Default | Description | |-------|---------|-------------| | Previous Day's High (PDH) | ✓ Enabled, Blue | Highest price of previous session | | Previous Day's Low (PDL) | ✓ Enabled, Green | Lowest price of previous session | | Previous Day's EQ | ✓ Enabled, Black | Equilibrium (midpoint of PDH/PDL) | | 75% Level | ✗ Disabled | 75% of previous day's range | | 25% Level | ✗ Disabled | 25% of previous day's range | ### EQ Rejection (Critical for Signals) The **EQ (Equilibrium)** level is crucial for signal generation: - **Bullish EQ Rejection**: Price wicks down to touch EQ, then closes above it - **Bearish EQ Rejection**: Price wicks up to touch EQ, then closes below it The indicator tracks these rejections throughout the day and uses them as a key filter for both Day 3 and Pure PA signals. --- ## Section 8: Weekly Levels ### Previous Week Levels | Level | Description | |-------|-------------| | PWH (Previous Week High) | Highest price of the completed previous week | | PWL (Previous Week Low) | Lowest price of the completed previous week | | PWEQ (Previous Week EQ) | Midpoint of PWH and PWL | ### Current Week Levels | Level | Description | |-------|-------------| | WH (Week High) | Running high of the current week | | WL (Week Low) | Running low of the current week | | WEQ (Week EQ) | Running midpoint of current week | ### Settings | Input | Default | Description | |-------|---------|-------------| | Show Weekly Levels | ✓ Enabled | Master toggle for all weekly levels | | Show Previous Week High/Low/EQ | ✓ Enabled | PWH, PWL, PWEQ lines | | Previous Week Line Color | Black | Color for PW levels | | Previous Week Line Width | 2 | Thickness of PW lines | | Show Current Week High/Low | ✓ Enabled | WH, WL lines (dashed) | | Current Week Line Color | Blue | Color for current week levels | | Show Weekly Level Labels | ✓ Enabled | Text labels at line ends | | Weekly Label Size | Normal | Tiny to Huge | | Lines & Labels End Day | Friday | Extend lines to which day | --- ## Section 9: Session Overlays Visual boxes showing major forex trading sessions: ### Available Sessions | Session | Default Times (ET) | Default State | |---------|-------------------|---------------| | Sydney | 18:00 - 02:00 | ✗ Disabled | | Asian | 19:00 - 04:15 | ✓ Enabled | | London | 01:00 - 11:15 | ✓ Enabled | | New York | 07:30 - 17:15 | ✓ Enabled | ### Customization Options For each session: - Start/End Hour and Minute - Timezone - Background color (with transparency) - Border color - Border style (solid, dashed, dotted) - Border width ### General Session Settings | Input | Default | Description | |-------|---------|-------------| | Show Session Overlays | ✓ Enabled | Master toggle | | Show Session Names on Boxes | ✓ Enabled | Display "Sydney", "Asia", etc. | | Session Box Border Width | 1 | Border thickness | | Session Name Text Color | Black | Label text color | | Session Name Size | Normal | Tiny to Huge | --- ## Section 10: Chart Visuals (Moving Averages) ### Available Moving Averages | MA | Default | Default Color | Purpose | |----|---------|---------------|---------| | 9 EMA | ✓ Shown | Green | Fast trend | | 18 EMA | ✓ Shown | Orange | Medium trend | | 50 EMA | ✓ Shown | Blue | Slow trend | | 50 SMA | ✓ Shown | Purple | Alternative slow trend | | 200 EMA | ✗ Hidden | Red | Long-term trend | ### EMA Alignment Requirement For signals to fire, the EMAs must be properly "stacked": **Bullish Alignment:** ``` Price > 9 EMA > 18 EMA > 50 EMA ``` **Bearish Alignment:** ``` Price < 9 EMA < 18 EMA < 50 EMA ``` This alignment must be present on **both** the LTF (15m or 30m) **and** the HTF (1hr or 2hr) for a signal to generate. --- ## Section 11: Signal Filters ### EQ Rejection Recency | Input | Default | Description | |-------|---------|-------------| | EQ Rejection Recency (bars) | 4 | EQ rejection must occur within this many bars | On a 15-minute chart, 4 bars = 1 hour. This ensures the EQ rejection is "fresh" and relevant. ### Session Filter | Input | Default | Description | |-------|---------|-------------| | Enable Session Filter | ✗ Disabled | Only allow signals during selected sessions | | Allow Sydney Session Signals | ✓ Enabled | (Only applies if filter enabled) | | Allow Asian Session Signals | ✓ Enabled | | | Allow London Session Signals | ✓ Enabled | | | Allow New York Session Signals | ✓ Enabled | | ### ADX Filter | Input | Default | Description | |-------|---------|-------------| | Enable ADX Filter | ✓ Enabled | Require minimum trend strength | | ADX Threshold | 20.0 | Minimum ADX value (5.0 - 50.0) | The ADX (Average Directional Index) measures trend strength. Values above 20-25 indicate a trending market suitable for directional trades. --- ## Section 12: Signal Types Explained ### Day 3 Signals (Primary) Day 3 signals come in two forms: #### Day 3 Detected (Live) Fires when the **current day is projected** to become Day 3 based on real-time price action. This is an early signal that may change if the daily candle reverses before close. #### Day 3 Confirmed Fires when Day 3 has been **officially confirmed** by the previous day's close. This is a more reliable signal as the day count is locked in. **Requirements for Day 3 Buy:** 1. GSD Count = 3 (confirmed) OR Projected GSD Count = 3 (live) 2. Not an inside day (current or previous) 3. Recent bullish EQ rejection (within recency bars) 4. Bullish EMA alignment on LTF 5. Bullish EMA alignment on HTF 6. Adequate candle body (not all wick) 7. ADX above threshold (if enabled) 8. Within allowed session (if filter enabled) 9. Signal spacing requirement met 10. Less than 3 Day 3 signals already today for this combo **Day 3 Sell** - Same requirements but bearish (RSD Count = 3, bearish alignment, bearish EQ rejection) ### Pure PA Signals (Secondary) Pure PA signals also come in two forms: #### Pure PA Detected (LTF Only) Fires when the **lower timeframe conditions** are met but HTF confirmation is still pending. This is an early warning that a full signal may be imminent. #### Pure PA Confirmed (LTF + HTF) Fires when **both LTF and HTF** conditions are aligned. This is the full confirmation signal. **Requirements for Pure PA Buy:** 1. Recent bullish EQ rejection 2. Bullish EMA alignment on LTF (Price > 9 > 18 > 50) 3. Bullish EMA alignment on HTF (Price > 9 > 18 > 50) 4. Adequate candle body ratio (≥30%) 5. ADX above threshold on LTF 6. Not currently an inside day 7. Signal spacing requirement met 8. Less than 3 Pure PA signals already today for this combo 9. Within allowed session (if filter enabled) **Pure PA Sell** - Same requirements but bearish --- ## Section 13: Trade Levels When a signal fires, the indicator can draw: | Level | Style | Description | |-------|-------|-------------| | Stop Loss (SL) | Red dashed | Entry price ± (ATR × 1.5) | | Take Profit 1 | Green dashed | 1:1 Risk/Reward | | Take Profit 2 | Green dotted | 2:1 Risk/Reward | | Take Profit 3 | Green dotted | 3:1 Risk/Reward | These levels use a 14-period ATR for the stop loss calculation. --- ## Section 14: Debug Table Enable **Show Debug Table** to display real-time diagnostic information: ### Information Displayed | Category | Variables | |----------|-----------| | Day Counting | GSD Count, RSD Count, Projected GSD, Projected RSD | | Day State | Is Projected D3?, Currently Inside?, Week Has FBR?, Clean Breakout (Week)? | | 15m/1hr Combo | LTF Bull/Bear Positioning, HTF Bull/Bear Positioning, D3/PA Signals Today, Signal Spacing OK | | 30m/2hr Combo | LTF Bull/Bear Positioning, HTF Bull/Bear Positioning, D3/PA Signals Today, Signal Spacing OK | | Shared | EQ Rejection Recent (Bull/Bear), Session Filter OK, 15m ADX, 30m ADX, Trade Levels Source | Green cells = condition met (true) Red cells = condition not met (false) Gray cells = informational values --- ## Section 15: Alert Settings The indicator features a comprehensive **enhanced alert system** with granular control over when and how alerts fire. ### Alert Settings Inputs | Input | Default | Description | |-------|---------|-------------| | Enable Dynamic Alerts | ✓ Enabled | Master toggle for all dynamic alerts with detailed messages | | Day 3 Detected (Live) | ✓ Enabled | Alert when Day 3 is projected based on current price action | | Day 3 Confirmed | ✓ Enabled | Alert when Day 3 is officially confirmed | | Pure PA Detected (LTF) | ✓ Enabled | Alert when LTF conditions are met (early warning) | | Pure PA Confirmed (LTF+HTF) | ✓ Enabled | Alert when both LTF and HTF conditions align | ### Alert Message Format All dynamic alerts follow a standardized format for easy parsing: ``` TYPE | SYMBOL @ PRICE | DAY_CLASS | SESSION | DIRECTION | COMBO ``` **Example alerts:** ``` D3 DETECTED | EURUSD @ 1.08542 | GSD Day 3 | London | BUY | 15m/1hr D3 CONFIRMED | GBPJPY @ 192.456 | RSD Day 3 | New York | SELL | 30m/2hr PA DETECTED | XAUUSD @ 2345.67 | GSD Day 2 | Asian | BUY | 15m/1hr (LTF only) PA CONFIRMED | EURJPY @ 164.123 | RSD Day 1 | London | SELL | 30m/2hr ``` ### Alert Types Explained | Alert Type | Meaning | Use Case | |------------|---------|----------| | **D3 DETECTED** | Day 3 projected based on current candle | Early entry opportunity; may invalidate if candle reverses | | **D3 CONFIRMED** | Day 3 locked in from previous close | Higher confidence entry; day count is confirmed | | **PA DETECTED** | LTF alignment met, waiting for HTF | Heads-up alert; prepare for potential entry | | **PA CONFIRMED** | Both LTF and HTF aligned | Full confirmation; ready to execute | ### TradingView Alert Dialog Options When creating an alert in TradingView, you'll see these condition options in the dropdown: #### Day 3 Detected (Live Projection) - D3 Detected: Buy 15m/1hr - D3 Detected: Sell 15m/1hr - D3 Detected: Buy 30m/2hr - D3 Detected: Sell 30m/2hr #### Day 3 Confirmed - D3 Confirmed: Buy 15m/1hr - D3 Confirmed: Sell 15m/1hr - D3 Confirmed: Buy 30m/2hr - D3 Confirmed: Sell 30m/2hr #### Pure PA Detected (LTF Only) - PA Detected: Buy 15m/1hr - PA Detected: Sell 15m/1hr - PA Detected: Buy 30m/2hr - PA Detected: Sell 30m/2hr #### Pure PA Confirmed (LTF + HTF) - PA Confirmed: Buy 15m/1hr - PA Confirmed: Sell 15m/1hr - PA Confirmed: Buy 30m/2hr - PA Confirmed: Sell 30m/2hr #### Combined Alerts (Any Combo) - D3 Detected: Any Buy - D3 Detected: Any Sell - D3 Confirmed: Any Buy - D3 Confirmed: Any Sell - PA Confirmed: Any Buy - PA Confirmed: Any Sell #### Master Alerts - ALL Day 3: Any Buy - ALL Day 3: Any Sell - ALL PA: Any Buy - ALL PA: Any Sell ### Setting Up Alerts 1. **Click the Alert icon** in TradingView (or press Alt+A) 2. **Select the indicator** "Madstrat Strategy - Dual TF" 3. **Choose the condition** from the dropdown (e.g., "D3 Confirmed: Any Buy") 4. **Configure notification options** (popup, email, webhook, etc.) 5. **Set alert name** and click "Create" ### Recommended Alert Configurations **Conservative Approach:** - Enable only "Day 3 Confirmed" and "PA Confirmed" alerts - These fire after full confirmation on both timeframes **Aggressive Approach:** - Enable all alert types including "Detected" alerts - Get early warnings but verify manually before entry **Session-Specific:** - Create separate alerts for each session you trade - Use the session filter to limit when signals can fire --- ## Section 16: Signal Identification on Chart | Shape | Text | Meaning | |-------|------|---------| | ▲ Triangle Up | D3-15 | Day 3 Buy from 15m/1hr combo | | ▲ Triangle Up | D3-30 | Day 3 Buy from 30m/2hr combo | | ▼ Triangle Down | D3-15 | Day 3 Sell from 15m/1hr combo | | ▼ Triangle Down | D3-30 | Day 3 Sell from 30m/2hr combo | | ◆ Diamond | PA-15 | Pure PA signal from 15m/1hr combo | | ◆ Diamond | PA-30 | Pure PA signal from 30m/2hr combo | --- ## Quick Start Guide ### Recommended Setup for Forex 1. **Timeframe**: Apply indicator to a 15-minute chart 2. **Instrument Preset**: Select "Forex (FX Pairs)" 3. **Enable both** 15m/1hr and 30m/2hr signals initially 4. **Trade Levels Source**: "Most Recent" 5. **ADX Filter**: Enabled with threshold 20 6. **Alerts**: Enable "D3 Confirmed" and "PA Confirmed" for reliable signals ### Reading Signals 1. Look for **Day 3 signals** (triangles) as primary entries 2. Use **Pure PA signals** (diamonds) as supplementary entries 3. Check the debug table to understand why signals did/didn't fire 4. Reference the real-time day label to anticipate upcoming Day 3 opportunities ### Alert Strategy **For active monitoring:** - Enable "Detected" alerts as early warnings - Manually verify conditions before entry **For set-and-forget:** - Enable only "Confirmed" alerts - Trust the full confirmation system --- ## Troubleshooting ### No Signals Appearing? Check the debug table for: 1. **EQ Rejection Recent** - Is there a recent EQ rejection? 2. **LTF/HTF Positioning** - Are EMAs properly aligned? 3. **GSD/RSD Count** - Is it actually Day 3? 4. **Currently Inside?** - Inside days block signals 5. **Signal Spacing OK** - Has enough time passed since last signal? 6. **ADX value** - Is it above the threshold? ### Day Labels Not Matching Expected Count? - Verify **Instrument Preset** matches your trading instrument - Check if an **FBR** or **Clean Breakout** reset the count - **Inside days** don't increment the count - Week resets occur at **Sunday 5 PM ET** for forex ### Alerts Not Firing? 1. Ensure **Enable Dynamic Alerts** is checked 2. Verify the specific alert type is enabled (D3 Detected, D3 Confirmed, etc.) 3. Check that the alert condition is properly set up in TradingView 4. Confirm signal filters (session, ADX) aren't blocking the signal ### Understanding Detected vs Confirmed | Scenario | Detected Alert | Confirmed Alert | |----------|----------------|-----------------| | Current day projected to be Day 3, candle still open | ✓ Fires | ✗ Won't fire | | Previous day closed as Day 3, conditions met today | ✓ May fire | ✓ Fires | | LTF aligned, HTF not yet aligned | ✓ PA Detected fires | ✗ PA Confirmed won't fire | | Both LTF and HTF aligned | ✓ May fire | ✓ PA Confirmed fires | --- ## Glossary | Term | Definition | |------|------------| | **GSD** | Green Setup Day - Green day following 2+ red days | | **RSD** | Red Setup Day - Red day following 2+ green days | | **GD** | Green Day - Regular green day (not a setup) | | **RD** | Red Day - Regular red day (not a setup) | | **FBR** | Failed Breakout Retest - Price breaks weekly level but closes back inside | | **EQ** | Equilibrium - Midpoint of previous day's range | | **LTF** | Lower Timeframe (15m or 30m) | | **HTF** | Higher Timeframe (1hr or 2hr) | | **PWH/PWL** | Previous Week High/Low | | **PDH/PDL** | Previous Day High/Low | | **Clean Breakout** | Price breaks AND closes outside previous week's range | --- This documentation covers the complete functionality of the Madstrat Strategy - Dual TF indicator including the enhanced alert system. For further assistance with specific scenarios or edge cases, enable the debug table and analyse the real-time variable states.
אינדיקטור Pine Script®
מאת ‎ChunkeeTrading‎
RC - Crypto Scalper v3Cryptocurrency scalping strategy for perpetual futures with risk management and automation capabilities. ## Strategy Overview This strategy identifies high-probability scalping opportunities in cryptocurrency perpetual futures markets using adaptive position sizing, dynamic stop losses, and intelligent exit management to maintain consistent risk-adjusted returns across varying market conditions. ## Technical Foundation The strategy employs exponential moving averages for trend detection, Bollinger Bands for volatility measurement and mean reversion signals, RSI for momentum confirmation and overbought/oversold conditions, ATR for dynamic volatility-based stop placement, and VWAP for institutional price level identification. These technical indicators are combined with volume analysis and optional multi-timeframe confirmation to filter low-probability setups. ## Entry Methodology The strategy identifies trading opportunities using three complementary approaches that can be enabled individually or in combination: Momentum-Based Entries: Detects directional price movements aligned with short-term and intermediate-term trend indicators, with momentum oscillator confirmation to avoid entries at exhaustion points. Volume analysis provides additional confirmation of institutional participation. Mean Reversion Entries: Identifies price extremes using statistical volatility bands combined with momentum divergence, targeting high-probability reversal zones in ranging market conditions. Entries require initial price structure confirmation to reduce false signals. Institutional Flow Entries: Monitors volume-weighted price levels to identify areas where institutional orders are likely concentrated, entering on confirmed breaks of these key levels with supporting directional bias from trend indicators. Each methodology uses distinct combinations of the technical indicators mentioned above, with specific parameter relationships and confirmation requirements that can be customized based on trader preference and market conditions. ## Exit Framework Adaptive Stop Loss: Uses ATR-based stops (default 0.7x multiplier on 14-period ATR) that automatically adjust to current market volatility. Stop distance expands during volatile periods to avoid premature stops while tightening during consolidation to protect capital. Alternative percentage-based stops available for traders preferring fixed-distance risk management. Trailing Profit System: Employs a dual-target exit approach combining fixed limit orders with dynamic trailing stops. The system activates trailing stops when positions reach profitable thresholds, allowing winning trades to capture extended moves while protecting accumulated gains. The high fixed limit (6R default) serves as a ceiling for exceptional moves while the trailing mechanism handles the majority of exits at optimal profit levels. Time-Based Management: Implements maximum holding period constraints (50 bars default) to prevent capital from being trapped in directionless price action. This ensures consistent capital turnover and prevents the strategy from holding through extended consolidation periods. Breakeven Protection: Automatically adjusts stop loss to entry price plus commission costs once trades reach predefined profit thresholds (0.7R default), eliminating downside risk on positions that have demonstrated directional follow-through. ## Risk Management Position Sizing: Dynamic position sizing based on account equity percentage risk model (2% default). Calculates optimal position size based on entry price, stop distance, and account risk tolerance. Includes maximum position exposure caps and minimum position size thresholds to ensure practical trade execution. Daily Loss Limits: Automatic trading suspension when intraday losses exceed configured threshold (5% of equity default). Prevents catastrophic drawdown days and removes emotional decision-making during adverse market conditions. Resets automatically at the start of each new trading day. Leverage Controls: Comprehensive leverage monitoring with built-in liquidation protection for margined positions. Strategy calculates liquidation prices based on leverage settings and automatically closes positions approaching critical margin levels, preventing forced liquidations. Exposure Management: Multiple layers of position size controls including maximum position value as percentage of equity (50% default), leverage-adjusted margin requirements, and minimum capital availability thresholds before opening new positions. ## Market Filters Session-Based Filtering: Configurable trading windows for Asian (00:00-08:00 UTC), London (08:00-16:00 UTC), and New York (13:00-21:00 UTC) sessions. Allows traders to focus on specific market hours or avoid illiquid periods based on their asset and trading style. Volatility Requirements: Minimum and maximum ATR percentage thresholds ensure strategy only operates within optimal volatility ranges. Prevents trading during both insufficient movement periods and extreme volatility events where execution quality deteriorates. Trend Alignment: Optional higher timeframe trend filter ensures directional bias aligns with broader market structure, reducing counter-trend entries during strong directional moves. Volume Confirmation: Configurable volume requirements for entry validation, ensuring sufficient market participation and reducing false signals during low-liquidity periods. ## Automation Support Built-in webhook integration generates JSON payloads compatible with popular broker automation platforms. Alert system provides comprehensive notifications for all entry signals, exit executions, risk limit breaches, and daily trading status updates. Supports both automated and manual execution workflows. ## Settings Explanation Initial Capital: $5,000 Selected as realistic starting point for retail traders entering crypto futures markets. Strategy scales proportionally - larger accounts show similar percentage returns with proportionally larger absolute gains and position sizes. Risk Per Trade: 2% Conservative default providing significant drawdown tolerance. With 51% historical win rate and positive expectancy, risking 2% per trade allows for extended losing streaks without account impairment. Adjustable from 0.5% (very conservative) to 5% (aggressive, experienced traders only). Leverage: 10x Standard cross-margin leverage for cryptocurrency perpetual futures. Combined with 2% risk setting and maximum 50% equity position size caps, actual exposure remains controlled despite leverage. Built-in liquidation protection provides additional safety layer. Commission: 0.055% Modeled on major exchange maker fee structures (Bybit, Binance Futures). **Slippage: 50 ticks** Ultra-conservative slippage assumption representing extreme worst-case execution scenarios. ETH perpetual tick size is $0.01, therefore 50 ticks equals $0.50 per side or $1.00 round trip slippage per trade. Real-world slippage on 30-minute timeframe typically ranges from 2-5 ticks ($0.02-0.05 round trip) under normal conditions, with 10-20 ticks during highly volatile periods. The 50-tick setting assumes every single trade executes during extreme market stress conditions. This ultra-conservative modeling approach means real-world trading performance under typical market conditions may exceed backtest results, as the strategy has been tested under punishing execution cost assumptions that represent worst-case scenarios rather than expected outcomes. Stop Loss: ATR-based (0.7x multiplier) Volatility-adaptive stops optimized for 30-minute cryptocurrency perpetuals. The 0.7x multiplier balances protection against premature stops due to normal market noise. Lower multipliers (0.5-0.6x) suitable for lower timeframes, higher multipliers (0.8-1.2x) for higher timeframes. Take Profit: 6R (Risk:Reward) High target designed to work in conjunction with trailing stop system rather than as primary exit mechanism. Historical analysis shows most profitable trades exit via trailing stops at lower multiples, with the 6R limit capturing occasional extended moves. This configuration allows the trailing stop system to operate optimally while providing upside capture on exceptional price runs. Trailing Stop: Activates at 1R | Offset 0.5R Trailing mechanism engages when position reaches 1:1 risk-reward, then maintains 0.5R distance from peak favourable price. This configuration allows profitable trades room to develop while protecting accumulated gains from reversals. Maximum Holding Period: 50 bars Automatic exit trigger after 50 bars (25 hours on 30-minute timeframe) prevents capital commitment to non-trending price action. Adjustable based on timeframe and trading style preferences. ## Backtest Performance Test Period: November 2023 - November 2025 (2 years) Asset: ETH/USDT Perpetual Futures Timeframe: 30 minutes Initial Capital: $5,000 Performance Metrics: - Final Equity: $25,353.99 - Net Profit: $20,353.99 - Total Return: 407.08% - Annualized Return: ~204% - Total Trades: 2,549 - Winning Trades: 1,308 (51.28%) - Losing Trades: 1,241 (48.72%) - Profit Factor: 1.215 - Sharpe Ratio: 0.813 - Sortino Ratio: 6.428 - Maximum Drawdown: 11.53% - Average Drawdown: <2% Trade Statistics: - Average Win: 1.15% per trade - Average Loss: -0.98% per trade - Win/Loss Ratio: 1.17:1 - Largest Win: 7.14% - Largest Loss: -2.31% - Average Trade Duration: ~8 hours - Trades Per Month: ~106 Cost Analysis: - Total Commission Paid: $21,277.06 - Commission as % of Gross Profit: 18.5% - Modeled Slippage Impact: $2,549.00 (50 ticks per trade) - Total Trading Costs: $23,826.06 - Net Profit After All Costs: $20,353.99 Risk-Adjusted Performance: - Return/Max DD Ratio: 35.3 - Profit Per Trade: $7.98 average - Risk of Ruin: <0.001% (with 2% risk, 51% win rate, 1.17 R:R) ## Bear Market Validation To validate robustness across different market conditions, the strategy was additionally tested during the 2022 cryptocurrency bear market: Test Period: May 2022 - November 2022 (7 months) Market Conditions: ETH declined 57% (from ~$2,900 to ~$1,200) Bear Market Results: - Net Profit: $4,959.69 - Return: 99.19% - Total Trades: 845 - Win Rate: 51.72% - Maximum Drawdown: 18.54% - Profit Factor: 1.235 - Outperformance vs Buy & Hold: +156.3% The strategy demonstrated profitable performance during severe market decline, with short positions showing particular strength (54.1% win rate on shorts vs 49.4% on longs). This validates that the edge is not dependent on bullish market conditions and the multiple entry methodologies adapt naturally to different market environments. ## Recommended Usage Optimal Timeframes: - Primary: 30-minute (tested and optimized) - Alternative: 1-hour (more selective, fewer trades) - Not recommended: <15-minute (execution quality deteriorates) Suitable Assets: High-liquidity cryptocurrency perpetual futures recommended: - BTC/USDT (>$2B daily volume) - ETH/USDT (>$1B daily volume) - SOL/USDT, AVAX/USDT (>$100M daily volume) - Avoid low-liquidity pairs (<$50M daily volume) Risk Configuration: - Conservative: 1-1.5% per trade - Moderate: 2-3% per trade (default: 2%) - Aggressive: 3-5% per trade (requires discipline) ## Important Considerations Backtesting vs Live Trading: Always paper trade first. Real-world results vary based on execution quality, broker-specific factors, network latency, and individual trade management decisions. Backtest performance represents historical simulation with ultra-conservative cost assumptions, not guaranteed future results. Market Conditions: Strategy designed for liquid, actively-traded markets. Performance characteristics: - Strong trends: Optimal (trailing stops capture extended moves) - Ranging markets: Moderate (mean reversion component provides edge) - Low volatility: Reduced (ATR filter prevents most entries) - Extreme volatility: Protected (maximum volatility filter prevents entries) Cost Impact: Commission represents approximately 18.5% of gross profit in backtests. The 50-tick slippage assumption is deliberately punitive - typical execution will likely be 5-10x better (2-10 ticks actual vs 50 ticks modeled), meaning real-world net results may significantly exceed backtest performance under normal market conditions. Execution Quality: 30-minute timeframe provides sufficient time for order placement and management. Automated execution recommended for consistency. Manual execution requires discipline to follow signals without hesitation or second-guessing. Starting Procedures: 1. Run backtest on your specific asset and timeframe 2. Paper trade for minimum 50 trades or 2 weeks 3. Start with minimum position sizes (0.5-1% risk) 4. Gradually scale to target risk levels as confidence builds 5. Monitor actual execution costs vs backtest assumptions ## Strategy Limitations - Requires liquid markets; performance degrades significantly on low-volume pairs - No built-in news event calendar; traders should manually avoid scheduled high-impact events - Weekend/holiday trading may experience wider spreads and different price behaviour - Does not model spread costs (assumes mid-price fills); add 1-2 ticks additional cost for market orders - Performance during market structure changes (regime shifts) may differ from backtest period - Requires consistent monitoring during active trading hours for optimal automated execution - Slippage assumptions are deliberately extreme; actual slippage will typically be much lower ## Risk Disclosure Cryptocurrency trading involves substantial risk of loss. Leverage amplifies both gains and losses. This strategy will experience losing streaks and drawdowns. The 11.53% maximum historical drawdown in bull market testing and 18.54% in bear market testing do not represent ceilings - larger drawdowns are possible and should be expected in live trading. Past performance does not guarantee future results. Market conditions evolve, and historical edge may diminish or disappear. No strategy works in all market conditions. The strategy has been tested with extremely conservative slippage assumptions (50 ticks per trade) that significantly exceed typical execution costs; this provides a safety margin but does not eliminate risk. Capital at Risk: Only trade with capital you can afford to lose completely. The strategy's positive historical performance across both bull and bear markets does not eliminate the possibility of significant losses or account impairment. Not Financial Advice: This strategy is an educational tool, not investment advice. Users are solely responsible for their trading decisions, risk management, and outcomes. The developer assumes no liability for trading losses. Leverage Warning: Trading with leverage can result in losses exceeding initial investment. Ensure you understand leverage mechanics and liquidation risks before using leveraged products. ## Technical Requirements - TradingView Premium subscription (for strategy testing and alerts) - Understanding of risk management principles - Familiarity with perpetual futures mechanics - Broker account supporting crypto perpetuals (if trading live) - For automation: Webhook-compatible execution platform ## Version History v3.0 - November 2025 (Initial Release) - Multi-methodology entry system (Momentum, Mean Reversion, VWAP) - Comprehensive risk management framework - Adaptive exit system with trailing stops - Session and volatility filtering - Webhook automation support - Validated across bull market (2024-25) and bear market (2022) periods - Tested with ultra-conservative 50-tick slippage assumptions Disclaimer: This strategy is provided "as-is" for educational purposes. Past performance does not indicate future results. All backtests conducted with 50-tick slippage (ultra-conservative assumptions). Actual trading costs typically significantly lower. Trade responsibly and at your own risk.
אסטרטגיית Pine Script®
מאת ‎RealisticCrypto1‎
Ghost Universal Flow ® – PremiumGhost Universal Flow ® – Premium (Invite-only) A high-performance trend-flow indicator delivering early confirmed entries and heavily filtered exits. Features • Dual-trigger entry system for faster reaction on strong momentum • Built-in noise reduction and false-signal protection • Ultra-smooth dynamic flow line with adaptive offset • Clean, locked buy/sell alerts – no repainting Proprietary momentum-based flow system with fully custom filtering, trend validation and visual smoothing – developed 2025. Works on all markets • Particularly strong on 1h–daily timeframes. Invite-only access. Past performance is not indicative of future results. To request access, send me a private message with the word “Ghost Flow”.
אינדיקטור Pine Script®
מאת ‎Ghost_flow‎
1
GardFx - Fusion - ORBFusion ORB & Bias Monitor This indicator is a comprehensive toolkit designed for session-based traders. It combines an Opening Range Breakout (ORB) visualizer with a Multi-Timeframe (MTF) trend bias dashboard. It is designed to help traders identify key session levels while keeping track of the broader market trend. How it Works 1. Opening Range Breakout (ORB) Lines The script identifies the High and Low prices established during the first 15 minutes of a specific session or a manually defined start time. Calculation: The script tracks the high and low values of candles occurring within the 15-minute window defined by the user settings. It then projects these levels forward using line.new. Reset Logic: The lines automatically reset at the start of a new session (London or New York) or at specific reset times to ensure the chart remains clean for the next trading opportunity. 2. Multi-Timeframe Bias Dashboard The dashboard provides a quick "Bullish" or "Bearish" sentiment check across four timeframes: Daily, 4-Hour, 1-Hour, and 15-Minute. Methodology: The script uses request.security to fetch the closing price and a 50-period Exponential Moving Average (EMA) for each timeframe. Signal: Bullish: Current Close > 50 EMA Bearish: Current Close < 50 EMA 3. Exchange Clock & Session Tracker A built-in clock displays the current Exchange Time and identifies the active trading session (Asia, London, or New York). This uses timenow and timezone-specific checks to account for Daylight Savings Time shifts between London and New York. Settings Automate Session Times: Toggles between automatic detection of London (08:00) and NY (09:30) opens, or a manual user-defined start time. Manual Start Hour/Minute: Defines the start of the ORB calculation if automation is disabled. Bias EMA Length: Adjustable length for the trend detection EMA (Default: 50). Visuals: Users can customize line colors, width, and toggle the mid-line display. Usage This tool is best used on lower timeframes (e.g., 1-minute or 5-minute) to visualize the 15-minute opening range boundaries. Traders often observe price action around these high/low lines to determine potential breakouts or reversals, using the MTF Dashboard to align trades with the higher timeframe momentum.
אינדיקטור Pine Script®
מאת ‎Gard-Fx‎