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Linda Bradford Raschke Quantitative Trading JLKJ Formula█ OVERVIEW This strategy implements a statistically-driven mean reversion system optimized for liquid instruments. It combines Bollinger Bands and Z-score analysis to identify statistically significant oversold/oversold conditions while employing institutional-grade risk management protocols. █ CONCEPTS The strategy operates on three core quantitative principles: 1 — Mean Reversion Detection: Identifies price extremes using a 20-period Bollinger Bands (2.0 std) combined with a Z-score threshold. Entries are triggered when price deviates beyond statistical norms. 2 — Adaptive Position Sizing: Implements a Kelly Criterion-based algorithm that dynamically adjusts exposure based on historical win rate, average win/loss ratio, and recent equity performance. 3 — Circuit Breakers: Features proprietary risk guards including Daily Loss Limits and Max Consecutive Losses. Trading automatically halts when predefined drawdown thresholds are met. █ FEATURES • Trend Filter: Optional EMA alignment (20/50) ensures mean reversion trades align with the broader trend. • Volatility Filter: Automatically filters low/high volatility environments using ATR%. • Dynamic Kelly Sizing: Starts conservatively (0.5% risk) and mathematically optimizes position size as trade history accumulates. • Real-Time Dashboard: Displays Z-Score, Kelly %, Win Rate, Daily Loss %, and System Status. • Compatibility: Works on all timeframes. Optimized for 5min–1h charts. █ HOW TO USE 1. Apply the strategy to your chart (default settings are conservative). 2. Monitor the statistics table in the top-right corner. 3. The system trades automatically. Do not manually override signals. 4. Review the "Trading Status" indicator; if status is "HALTED", the circuit breakers are active. █ LIMITATIONS • This is a mean reversion strategy. It underperforms in strongly trending, low-volatility environments without pullbacks. • Backtest results are hypothetical and do not guarantee future results. • Sufficient trade history (20+ trades) is required for the Kelly formula to reach optimal sizing. BACKTEST BEFORE USE.
אסטרטגיית Pine Script®
מאת ‎uzair2join‎
Swing Strategy Feature Set R [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set R includes concepts beginning with the letter "R" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Random Walk Index Range Ratio Rank Correlation Index Rate of Change Relative Strength Index █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET R SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Random Walk Index (RWI) Filters As there is no built-in indicator for the RWI values used in this script, users can build their own RWI indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Random Walk Index", shorttitle = "RWI", overlay = false) import TradingView/ta/12 as ta rwi_length = input.int(title = 'RWI Length', defval = 14, minval = 1, group = 'Random Walk Index (RWI)') = ta.rwi(rwi_length) plot(rwi_high, color = color.green) plot(rwi_low, color = color.red) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com By default, the RWI length is set to 14. Users can adjust the RWI length via strategy Settings/Inputs/RANDOM WALK INDEX (RWI). The RWI high above-equal/below RWI low filter is defined as an entry filter that evaluates the relative positioning of the RWI high and RWI low values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the RWI high above-equal/below RWI low filter is set to "None". The RWI high above-equal/below zero filter is defined as an entry filter that evaluates the RWI high value relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the RWI high above-equal/below zero filter is set to "None". The RWI low above-equal/below zero filter is defined as an entry filter that evaluates the RWI low value relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the RWI low above-equal/below zero filter is set to "None". The RWI bandwidth increasing/decreasing filter is defined as an entry filter that evaluates whether the distance between the RWI high and RWI low values is expanding or contracting over a configurable lookback period. The default mode for the RWI bandwidth increasing/decreasing filter is set to "None". The default RWI bandwidth increasing/decreasing lookback is set to 3. The RWI high minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The RWI low minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The RWI high trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. The RWI low trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the RWI filters and adjust filter parameters via strategy Settings/Inputs/RWI FILTERS. Range Ratio Filters The range ratio value calculations used in this script are the same as those included in my retracement and extension ratios indicator. Link below: For long trades, the range ratio filters evaluate swing low range ratios. Conversely, for short trades, the range ratio filters evaluate swing high range ratios. The range ratio increasing/decreasing filter is defined as an entry filter that evaluates whether the most recent range ratio has expanded or contracted relative to the preceding value, invalidating trade signals that do not satisfy user-defined criteria. The default mode for the range ratio increasing/decreasing filter is set to "None". The range ratio minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply range ratio above-equal is set to false. Range ratio above-equal threshold is set to 0. Apply range ratio below-equal is set to false. Range ratio below-equal threshold is set to 100. Users can apply the range ratio filters and adjust filter parameters via strategy Settings/Inputs/RANGE RATIO FILTERS. Rank Correlation Index (RCI) Filters The RCI indicator defaults are as follows: Source is set to "Close". Length is set to 10. Users can adjust the RCI inputs via strategy Settings/Inputs/RANK CORRELATION INDEX (RCI). The RCI minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply RCI above-equal is set to false. RCI above-equal threshold is set to -100. Apply RCI below-equal is set to false. RCI below-equal threshold is set to 100. The RCI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The RCI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the RCI filters and adjust filter parameters via strategy Settings/Inputs/RCI FILTERS. Rate of Change (ROC) Filters The ROC indicator defaults are as follows: Source is set to "Close". Length is set to 9. Users can adjust the ROC inputs via strategy Settings/Inputs/RATE OF CHANGE (ROC). The ROC above-equal/below zero filter is defined as an entry filter that evaluates the ROC value relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the ROC above-equal/below zero filter is set to "None". The ROC minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The ROC trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the ROC filters and adjust filter parameters via strategy Settings/Inputs/ROC FILTERS. Relative Strength Index (RSI) Filters The RSI indicator defaults are as follows: Source is set to "Close". Length is set to 14. Users can adjust the RSI inputs via strategy Settings/Inputs/RELATIVE STRENGTH INDEX (RSI). The RSI minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply RSI above-equal is set to false. RSI above-equal threshold is set to 0. Apply RSI below-equal is set to false. RSI below-equal threshold is set to 100. The RSI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The RSI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the RSI filters and adjust filter parameters via strategy Settings/Inputs/RSI FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
אסטרטגיית Pine Script®
מאת ‎theEccentricTrader‎
INVESTOPIA CYCLE SIGNALThis is an advanced strategy script designed for traders who want to combine Long-term Market Cycles with Sniper Entries based on MACD and SMC concepts. It features a built-in "Accumulator Mode" for dynamic position sizing. 💎 Key Features: 1. Market Cycle Analysis (4 Phases) The strategy automatically identifies the market phase using Moving Average logic combined with Price Action, visualizing them as background colors: 🟡 Phase 1 (Accumulation): The "Smart Money" zone. The script looks for accumulation patterns. 🟢 Phase 2 (Markup): Strong uptrend. Ideal for trend-following. 🟠 Phase 3 (Distribution): Warning zone. Signals potential trend exhaustion. 🔴 Phase 4 (Markdown): Downtrend. The strategy avoids buying or minimizes risk here. 2. MACD Sniper Entry Instead of random buying, the strategy waits for specific "Sniper" conditions: MACD Momentum confirmation. SMC Filters: Integrates Fair Value Gaps (FVG) and Order Blocks (OB) visualization. Discount Zone: Only looks for entries when the price pulls back to a discount level (fib levels). 3. Dynamic Money Management (Accumulator Mode) Exponential Sizing: The strategy calculates the depth of the price dip relative to historical volatility. Logic: The deeper the dip (within a bullish structure), the larger the calculated position size, aiming to optimize the average entry price. ⚠️ Risk Disclaimer & Usage This strategy employs a dynamic sizing mechanism (referencing historical drawdowns). While this can enhance recovery during pullbacks, it carries a risk of higher drawdown during extended bearish markets. Backtesting: Please use the Strategy Tester panel below to verify performance on your specific asset and timeframe before live trading. Recommended for Spot trading or low-leverage Swing trading. 🔒 Access This is an Invite-Only script exclusively for Investopia members. Please contact me to request access.
אסטרטגיית Pine Script®
מאת ‎naphat_mark13‎
SVIS (Smart Volume Impact Strategy)SVIS is an algorithmic trading strategy designed to identify high-probability trend reversals and momentum shifts by analyzing the efficiency of volume distribution. Core Mechanics : Volume Efficiency Modeling : SVIS calculates the "Impact Delta" — a proprietary metric that measures how much price movement is actually backed by significant volume. Multi-Asset Optimization : Features hardcoded, backtested presets for major cryptocurrencies (BTC, ETH, SOL etc.) and various timeframes. Continuous Evolution : SVIS is regularly updated with new optimized presets for additional assets and timeframes, ensuring the strategy stays aligned with changing market conditions. Key Advantages : Minimized drawdown in choppy markets. Dynamic signal generation based on volatility. Fully compatible with automated trading engines via streamlined alerts.
אסטרטגיית Pine Script®
מאת ‎Sfajrat‎
V1 Long Trade EMA Elasticity Signal + Backtest🎯 Concept This strategy exploits the elastic behavior between two EMAs (fast & slow). When price stretches too far below the slow EMA (like a rubber band), it tends to snap back — creating a high-probability long entry. When price stretches too far above, positions are closed for profit. 🔧 How It Works Entry Logic (Long Only) A buy signal triggers when the fast EMA (default: 3) drops below the slow EMA (default: 90) by a percentage threshold. This "elasticity gap" indicates an oversold stretch likely to revert. Exit Logic — Profit-Guaranteed Close Positions are only closed when: The fast EMA crosses back above the slow EMA by the sell threshold AND the candle's LOW is above entry price + a safety margin — ensuring real profit even with slippage Adaptive ATR Filter The entry/exit thresholds dynamically adjust to market volatility using ATR, preventing false signals in choppy markets and catching bigger moves in trending ones. 📊 Features EMA Fan (Ribbon): Visual spread of intermediate EMAs between fast & slow — yellow = bullish, red = bearish Multi-position pyramiding: Up to 50 simultaneous long entries, each independently tracked with unique IDs Real-time info panel: Displays EMA values, elasticity gap %, open positions, ready/locked status, PnL, and win rate Built-in filters (optional): EMA 200 trend filter, RSI oversold confirmation, volume filter, time-of-day filter Color-coded zones: Green background = buy zone, red background = exit zone ⚙️ Key Parameters ParameterDefaultDescriptionFast EMA3Reactive EMA for signal detectionSlow EMA90Anchor EMA for mean reversionBuy Threshold0.5%Min gap to trigger entrySell Threshold0.5%Min gap to trigger exitATR AdaptiveONAuto-adjusts thresholds to volatilityProfit Margin0.5%Safety buffer above entry price for exitsPosition Size5% equityPer-signal allocationMax Positions20Simultaneous open longs 💡 Best Use Cases Crypto (BTC, ETH, altcoins) — high volatility = strong elastic snaps Indices & Stocks — works on trending assets with regular pullbacks Multiple timeframes — tested on 15m to Daily ⚠️ Notes Long only — no short signals Commission set at 0.04% (exchange-realistic for crypto) Slippage: 1 tick The profit margin check uses the candle LOW (worst case) to avoid paper profits that vanish on execution All filters are OFF by default for maximum signal generation — enable them to increase selectivity
אסטרטגיית Pine Script®
מאת ‎MustangAlgo‎
2
BTC 1h Donchian strat2 Inside BarThis strategy trades Bitcoin breakouts using a Donchian channel and filters entries with Kaufman’s Efficiency Ratio to avoid choppy conditions. Position size is based on a fixed percentage of equity risked per trade, with an ATR-based trailing stop and an additional hard stop for protection. It aims to capture strong directional moves while keeping drawdowns under control through adaptive risk management.
אסטרטגיית Pine Script®
מאת ‎tem1ch‎
Break-Retest-Scale [v1]Break of Structure (BOS) retest strategy with Thirds exit scaling (33/33/34%). Enters after price breaks and retests a swing level, then scales out at escalating R-multiples while moving to breakeven after TP1. OVERVIEW 1 — BOS Detection : Price breaks above a swing high (bullish) or below a swing low (bearish) 2 — Retest Window : Strategy waits for price to return and test the broken level 3 — Entry : When price touches the retest zone and closes back on the right side 4 — Exit : Position is split into thirds with escalating profit targets EXIT STRUCTURE (THIRDS PATTERN) • TP1 : 33% at 1R — Stop stays at initial SL • TP2 : 33% at 2R — Stop moves to breakeven • TP3 : 34% at 3R — Stop at breakeven After TP1 is hit, the stop automatically moves to breakeven (with a small ATR buffer to avoid stop-hunting wicks). KEY FEATURES • Split Pivot Detection : Separate left/right bars for swing significance vs detection speed • Reclaim Modes : Three entry styles — Close, Wick Rejection, Full Bar (strictest) • Volume Filter : Optional above-average volume requirement on BOS • Frozen Brackets : SL and TP levels locked at entry — no ATR drift • Smart BE Detection : Uses position reduction to detect TP1 hit • Structure-Based SL : Stop placed below/above last swing with ATR floor • BOS Max Age : Swing levels expire after N bars to prevent stale breakouts VALIDATED RESULTS • MYM 5min (Aug-Feb 2026): +56.6% | PF 2.10 | 52% win | 11.9% DD • MES 5min (Dec-Feb 2026): +51.9% | PF 6.57 | 57.5% win | 7.3% DD • M2K 5min (Dec-Feb 2026): +42.6% | PF 4.01 | 51.4% win | 7.2% DD RECOMMENDED SETTINGS MES 5min (Best Performance) • Structure: Left=20, Right=2, Tol=0.2, Window=9, Age=20 • Reclaim Mode: Full Bar, Volume Filter: ON • Risk: SL ATR Min=1.25, SL Buffer=0.2 • TP1/TP2/TP3: 0.7R / 1.5R / 4R M2K 5min (Balanced) • Structure: Left=16, Right=3, Tol=0.1, Window=11, Age=30 • Reclaim Mode: Close, Volume Filter: ON • Risk: SL ATR Min=1.5, SL Buffer=0.1 • TP1/TP2/TP3: 1R / 3R / 3.5R MYM 5min (Long-Bias) • Structure: Left=16, Right=4, Tol=0.4, Window=15, Age=35 • Reclaim Mode: Close, Volume Filter: ON • Risk: SL ATR Min=1.0, SL Buffer=0.2 • TP1/TP2/TP3: 1R / 1.5R / 2R POSITION SIZING With `strategy.fixed`, position size meaning varies by instrument: • Futures : Contracts (3 = 3 contracts) • FX : Units (30000 = 0.3 lots) • Crypto : Coins (0.1 = 0.1 BTC) • Stocks : Shares (100 = 100 shares) NOTES • Position size must be divisible by 3 for Thirds exit to work correctly • For FX: use units (30000), not lots (0.3) • Sunday filter enabled by default to avoid FX gaps • The "look-ahead bias" warning is a false positive — uses `lookahead=barmerge.lookahead_off` • Commission/slippage set for futures — adjust in Properties for your instrument • Margin set to 5% ($500/contract on $10K) — adjust as needed Not financial advice. Always backtest on your specific instrument and timeframe.
אסטרטגיית Pine Script®
מאת ‎bouch‎
Momentum Upon Clearing Candle WickA Continuation Strategy. Select for candle size by percentage of price movement. Following candles will take a position when price clears the wick of the large candle. Select the number of candles a potential trade is valid. Robust selection of take profit and stop loss conditions. Select window in which trades are valid. You can leave it open to any candle or you could narrow it to news candles or another specific time of day. Can be customized into a scalping strategy or as an attempt to capture larger portions of a move. Remember, smaller timeframes generate smaller candles and larger timeframes will generate more trades. Adjusting candle sizes and timeframes will require very different profit and loss settings to maximize the strategies potential. No signals or information generated from this strategy is investment or trade advice. For entertainment purposes only. Code created with Gemini.
אסטרטגיית Pine Script®
מאת ‎Toddwaters72‎
2
Break-Retest-Scale [v1]Break-Retest-Scale is a Break of Structure (BOS) retest strategy that uses a Thirds exit pattern to scale out of winning trades while protecting profits. How It Works BOS Detection : Price breaks above a swing high (bullish) or below a swing low (bearish) Retest Window : Strategy waits for price to return and test the broken level Entry : When price touches the retest zone and closes back on the right side Exit : Position is split into thirds with escalating profit targets Exit Structure (Thirds Pattern) Exit Size Target Stop After TP1 33% 1R Initial SL TP2 33% 2R Breakeven TP3 34% 3R Breakeven After TP1 is hit, the stop automatically moves to breakeven (with a small ATR buffer to avoid stop-hunting wicks). Key Features Split Pivot Detection : Separate left/right bars for swing significance vs detection speed Reclaim Modes : Three entry styles - Close, Wick Rejection, Full Bar (strictest) Volume Filter : Optional above-average volume requirement on BOS Frozen Brackets : SL and TP levels are locked at entry - they don't drift with changing ATR Smart BE Detection : Uses position reduction to detect TP1 hit (more reliable than price checks) Structure-Based SL : Stop is placed below/above the last swing with an ATR floor for minimum distance BOS Max Age : Swing levels expire after N bars to prevent stale breakouts Validated Results Instrument Period Net P&L PF Win % Max DD MYM 5min Aug-Feb 2026 +56.6% 2.10 52% 11.9% MES 5min Dec-Feb 2026 +51.9% 6.57 57.5% 7.3% M2K 5min Dec-Feb 2026 +42.6% 4.01 51.4% 7.2% Recommended Settings MES 5min (Best Performance) Structure: Left=20, Right=2, Tol=0.2, Window=9, Age=20 Reclaim Mode: Full Bar, Volume Filter: ON Risk: SL ATR Min=1.25, SL Buffer=0.2 TP1/TP2/TP3: 0.7R / 1.5R / 4R M2K 5min (Balanced) Structure: Left=16, Right=3, Tol=0.1, Window=11, Age=30 Reclaim Mode: Close, Volume Filter: ON Risk: SL ATR Min=1.5, SL Buffer=0.1 TP1/TP2/TP3: 1R / 3R / 3.5R MYM 5min (Long-Bias) Structure: Left=16, Right=4, Tol=0.4, Window=15, Age=35 Reclaim Mode: Close, Volume Filter: ON Risk: SL ATR Min=1.0, SL Buffer=0.2 TP1/TP2/TP3: 1R / 1.5R / 2R Multi-Instrument Position Sizing With strategy.fixed , position size meaning varies by instrument type: Instrument Position Size = Example Futures Contracts 3 = 3 contracts FX Units of base currency 30000 = 0.3 lots Crypto Coins/tokens 0.1 = 0.1 BTC Stocks Shares 100 = 100 shares Important Notes Position size must be divisible by 3 for Thirds exit to work correctly For FX: use units (30000), not lots (0.3) Sunday filter is enabled by default to avoid FX gaps The "look-ahead bias" warning is a false positive - the strategy uses lookahead=barmerge.lookahead_off Commission and slippage are set for futures - adjust in Properties for your instrument Margin is set to 5% ($500 per contract on $10K account) - adjust in code or Properties if needed Strategy logic is not meant to be financial advice. Always backtest on your specific instrument and timeframe.
אסטרטגיית Pine Script®
מאת ‎bouch‎
Trend Forge Trend Forge is a fully configurable multi-trend strategy that lets you mix and match three independent trend indicators to define bullish and bearish market states. When all three trends align above price, the strategy enters long; when all three align below, it enters short. Every position is protected by an ATR-based stop loss, and trades close automatically when the trend alignment breaks down. This script was converted from the original Bear & Bull Builder indicator I published into a back testable strategy with real entries, exits, and stop loss orders. It gives you access to TradingView's full Strategy Tester including equity curves, trade lists, and performance metrics. How It Works Trend Selection: You choose three trend indicators independently, each with its own type and length: - Trend 1 (default: EMA 21) — fast trend - Trend 2 (default: EMA 55) — medium trend - Trend 3 (default: SMA 89) — slow trend Each trend slot supports five indicator types: EMA, SMA, RSI, CCI, and WaveTrend (WT). This gives you complete freedom to build a trend-following system tailored to your instrument and timeframe. Entry Logic Long Entry: Triggered on the first confirmed bar where price closes above all three trend values. The strategy enters long at market and simultaneously places an ATR-based stop loss order. Short Entry: Triggered on the first confirmed bar where price closes below all three trend values. The strategy enters short at market with an ATR-based stop loss. Stop Loss Calculation The stop loss distance is calculated as: `Stop Loss Distance = ATR(20) × Multiplier` - For longs, the stop is placed below the highest of the three trend values at entry. - For shorts, the stop is placed above the lowest of the three trend values at entry. The ATR multiplier is user-adjustable (default: 2.5), letting you widen or tighten risk per trade based on volatility. Exit Logic Positions close via market order when the trend alignment condition that triggered the entry is no longer met — i.e., when price crosses back through one or more of the trend lines. If the stop loss is hit first, the strategy exits at the stop price instead. --- Visual Features All of the original indicator's visual overlays are preserved: -Stop Loss Zones — shaded red regions between the entry level and the ATR stop loss, shown for longs and/or shorts (toggle on/off). - Trend Zones — green-shaded areas that highlight when a bullish or bearish state is active. - Signal-to-Order Fill Zones — a green zone that visualizes the one-bar delay between signal generation (bar close confirmation) and order execution (next bar open). - Entry, Stop, and Exit Labels — price labels printed on the chart at entry, stop loss, and exit points with color coding (green = entry, orange = stop, cyan = exit). Toggleable for longs and shorts independently. --- Settings Reference | Group | Setting | Default | Description | |-------|---------|---------|-------------| | First Trend** | Trend Type | EMA | Indicator type for Trend 1 | | First Trend** | Trend Length | 21 | Lookback period for Trend 1 | | Second Trend | Trend 2 | EMA | Indicator type for Trend 2 | | Second Trend | Trend Length | 55 | Lookback period for Trend 2 | | Third Trend | Trend 3 | SMA | Indicator type for Trend 3 | | Third Trend| Trend Length | 89 | Lookback period for Trend 3 | | Stop Loss | ATR Multiplier | 2.5 | Multiplied by ATR(20) to set stop distance | | Display | Long/Short Labels | Long on | Show entry, stop, and exit price labels | | Display| Stop Loss Zones | Long on | Shade the region between entry and stop | | Display | Trend Zones | Long on | Shade active bull/bear trend areas | | Display | Signal-to-Order Zones | Long on | Show the fill delay visualization | --- Strategy Properties | Property | Value | |----------|-------| | Default Qty Type | 100% of equity | | Initial Capital | 10,000 | | Pyramiding | 0 (no stacking) | | Order Fill | Next bar open | | Bar Confirmation | Orders only on confirmed bars | --- Usage Tips - Start with the default EMA 21 / EMA 55 / SMA 89 combination and adjust from there. - Pair faster trend lengths for scalping on lower timeframes, or slower lengths for swing trading on daily/weekly charts. - Increase the ATR multiplier on volatile instruments to avoid premature stop outs; decrease it on stable instruments for tighter risk control. - Use the Strategy Tester tab to compare different trend type and length combinations across your chosen symbol and timeframe. - The WaveTrend and CCI options can provide earlier signals in ranging markets but may generate more whipsaws — backtest before committing. --- Disclaimer This strategy is provided for educational and backtesting purposes only. Past performance does not guarantee future results. Always validate with out-of-sample data and proper risk management before trading live capital.
אסטרטגיית Pine Script®
מאת ‎Beck_Mullen‎
Reset Killer Reset Killer | Prop Firm Evaluation Engine Reset Killer is a structured, discipline-first trading system built specifically for traders pursuing futures funded prop firm accounts. This is not a breakout gamble. This is not a high-frequency overtrading strategy. This is not designed to chase volatility. Reset Killer is engineered for controlled execution in evaluation environments. Designed exclusively for: NQ / MNQ on a 5-Minute Standard OHLC chart. Built to Pass Evaluations Most traders fail challenges because of: • Overtrading • Emotional entries • No daily limits • Lack of structure • Revenge trading after drawdowns Reset Killer addresses those failure points by enforcing: • Initial balance unlock logic • Structured zone-based entries • Defined trailing methodology • Hard-stop protection • One-trade-per-day discipline • Time-restricted execution The objective is consistency, not adrenaline. Designed for Safety & Control This system prioritizes: • Controlled risk • Clean execution • Limited daily exposure • Structured confirmations before entry It is built to reduce impulsive decision-making and eliminate common evaluation mistakes. Integrated webhook support allows seamless execution from TradingView to NinjaTrader using CrossTrade. Reset Killer is optimized exclusively for: NQ / MNQ 5-Minute Standard OHLC charts It is not intended for: • ES • CL • GC • Forex • Crypto Changing timeframe or market will alter performance characteristics. Who This Is For Reset Killer is for traders who: • Want a structured approach to prop firm evaluations • Prefer discipline over emotion • Understand that risk management is everything • Are focused on passing, not gambling No strategy guarantees profit. This system is designed to provide structure, control, and repeatability inside funded account environments. Reset Killer Built for evaluation discipline.
אסטרטגיית Pine Script®
מאת ‎breakouthunter82‎
1
MASU+ Institutional v4.5+MASU+ Institutional v4.5 Overview MASU+ Institutional v4.5+ is the refined, open-source version of our classic trend-following strategy. It is designed for traders who want a robust, "set-and-forget" algorithmic assistant that combines Institutional Moving Average Ribbons with Smart Money Concepts (SMC). Unlike the complex v7 execution engine (Invite-Only), this v4.5+ version focuses on pure Trend Alignment & Structural Clarity. It is cleaner, faster, and visually optimized for daily market analysis. Key Features in v4 Final 1. Institutional MA Ribbon Engine Logic: Instead of complex kernels, v4.5+ uses a classic 8-EMA Ribbon. Signal: Buying pressure is confirmed only when the ribbon fully aligns (Green Expansion). Selling pressure is confirmed on Red Expansion. Why it works: It filters out 90% of sideways chop, keeping you out of bad trades during low-volume hours. 2. Smart Money Structure (SMC) Auto-BOS: Automatically detects Break of Structure to confirm trend validity. Liquidity Sweeps: Marks "Liquidity Grabs" (LIQ X) where price traps retail traders. Demand & Supply Zones: Dynamically plots unfilled order blocks (Blue/Orange boxes) that act as magnets for price. 3. Volatility & Order Flow Volume Pressure: Analyzes buying vs. selling volume within each candle. Regime Detection: Filters trades based on ADX and BB Width (Trending vs. Ranging). 4. Institutional Dashboard Live Scanner: A comprehensive panel showing Trend Status (15m, 1H, 4H), Risk/Reward metrics, and active signals in real-time. Strategy Logic (How it Trades) This strategy executes a trade only when a High-Confluence Setup occurs: Trend: 15m, 1H, and 4H trends must align. Structure: Price must break structure (BOS) or bounce from a Demand Zone. Volume: Order Flow must confirm the move (Green Volume Pressure). Exit Logic: Take Profit: Fixed 3.0x ATR target. Stop Loss: Fixed 2.0x ATR protection. Trailing Stop: Activates to lock in profits during strong trends. ⚠️ v4.5+ vs. v7 (Comparison) v4.5+ (This Script): ✅ Free & Open Source ✅ Classic MA Ribbon Logic ✅ Standard Risk Management (Fixed SL/TP) ❌ No Equity Guard (Account Protection) ❌ No BOS-Confirmed Execution (Instant Entry) ❌ No Neural Network (AI) v7 (Invite-Only): 🚀 Nadaraya-Watson Kernel (Adaptive) 🚀 ELM Neural Network (AI Filter) 🚀 BOS-Confirmed Entries (Scalping Module) 🚀 Equity Guard (Drawdown Protection) 🚀 Cost-Aware Filtering (Spread Protection) Recommended Settings Timeframe: 1Н Assets: XAUUSD, EURUSD, BTCUSD, US30. Risk: Defaults to Kelly Criterion sizing, but you can adjust to Fixed % in settings. Clean code. Clear signals. Institutional logic.
אסטרטגיית Pine Script®
מאת ‎Mark_Novak‎
Swing Strategy Feature Set P [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set P includes concepts beginning with the letter "P" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Parabolic Stop and Reverse Peak/Trough Colour Percentage Price Oscillator Pivot Points Price Momentum Oscillator Price Zone Oscillator Pring's Special K █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Above-Equal/Below Zero Filter The above-equal/below zero filter is defined as an entry filter that evaluates zero centred oscillator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the oscillator value is greater than or equal to zero. "Below" returns true when the oscillator value is less than zero. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET P SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Parabolic Stop and Reverse (PSAR) Filters The PSAR indicator defaults are as follows: Start is set to 0.02. Increment is set to 0.02. Maximum is set to 0.2. Users can adjust the PSAR inputs via strategy Settings/Inputs/PARABOLIC STOP AND REVERSE (PSAR). The default mode for the close above-equal/below PSAR filter (see generic filters section above) is set to "None". Users can apply the PSAR filters via strategy Settings/Inputs/PSAR FILTERS. Peak/Trough Colour Filters The peak/trough colour filter is an entry filter that evaluates the colour of the candle that forms the most recent peak or trough price and invalidates trade signals if the candle does not meet the user-defined colour criteria. For short trades, the candle forming the peak price is evaluated. Conversely, for long trades, the candle forming the trough price is evaluated. The default mode for the peak/trough colour filter is set to "None". Users can apply the peak/trough colour filter via strategy Settings/Inputs/PEAK TROUGH COLOUR FILTERS. Percentage Price Oscillator (PPO) Filters The PPO indicator defaults are as follows: Source is set to "Close". Fast length is set to 12. Slow length is set to 26. Signal length is set to 9. Users can adjust the PPO inputs via strategy Settings/Inputs/PERCENTAGE PRICE OSCILLATOR (PPO). The PPO above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the PPO value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the PPO above-equal/below signal filter is set to "None". The default mode for the PPO Histogram above-equal/below zero filter (see generic filters section above) is set to "None". The PPO Histogram minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PPO Histogram trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PPO filters and adjust filter parameters via strategy Settings/Inputs/PPO FILTERS. Pivot Points (PP) Filters The default type for the PP indicator is set to "Traditional". Users can adjust the PP type via strategy Settings/Inputs/PIVOT POINTS (PP). Users can apply up to eleven independent close above-equal/below filters (see generic filters section above), one for each PP value. The default mode for all eleven close above-equal/below PP filters is set to "None". The PP rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined PP value is rejected exclusive of the other PP values. The default PP rejection filter mode is set to "None". Users can apply the PP filters via strategy Settings/Inputs/PP FILTERS. Price Momentum Oscillator (PMO) Filters The PMO indicator defaults are as follows: Source is set to "Close". Fast length is set to 35. Slow length is set to 20. Signal length is set to 10. Users can adjust the PMO inputs via strategy Settings/Inputs/PRICE MOMENTUM OSCILLATOR (PMO). The PMO above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the PMO value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the PMO above-equal/below signal filter is set to "None". The default mode for the PMO above-equal/below zero filter (see generic filters section above) is set to "None". The default mode for the PMO Signal above-equal/below zero filter (see generic filters section above) is set to "None". The PMO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PMO signal minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PMO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. The PMO signal trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PMO filters and adjust filter parameters via strategy Settings/Inputs/PMO FILTERS. Price Zone Oscillator (PZO) Filters As there is no built-in indicator for the PZO value used in this script, users can build their own PZO indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Price Zone Oscillator", shorttitle = "PZO", overlay = false) import TradingView/ta/12 as ta pzo_length = input.int(defval = 14, minval = 0, title = 'PZO Length', group = 'Price Zone Oscillator (PZO)') pzo = ta.pzo(pzo_length) plot(pzo) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com The default PZO length is set to 14. Users can adjust the PZO length via strategy Settings/Inputs/PRICE ZONE OSCILLATOR (PZO). PZO minimum and maximum boundary filters (see generic filters section above) are included for the PZO value, the defaults are as follows: Apply PZO above-equal is set to false PZO above-equal threshold is set to -100. Apply PZO below-equal is set to false PZO below-equal threshold is set to 100. The PZO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PZO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PZO filters and adjust filter parameters via strategy Settings/Inputs/PZO FILTERS. Pring Special K (PSK) Filters The PSK indicator defaults are as follows: Source is set to "Close". Signal length 1 is set to 100. Signal length 2 is set to 100. Users can adjust the PSK inputs via strategy Settings/Inputs/PRING'S SPECIAL K (PSK). The PSK above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the PSK value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the PSK above-equal/below signal filter is set to "None". The default mode for the PSK above-equal/below zero filter (see generic filters section above) is set to "None". The default mode for the PSK Signal above-equal/below zero filter (see generic filters section above) is set to "None". The PSK minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PSK signal minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PSK trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. The PSK signal trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PSK filters and adjust filter parameters via strategy Settings/Inputs/PSK FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
אסטרטגיית Pine Script®
מאת ‎theEccentricTrader‎
Swing Strategy Feature Set M [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set M includes concepts beginning with the letter "M" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Money Flow Index Momentum Moving Averages Moving Average Convergence Divergence Moving average types included in the feature set are as follows: Exponential Moving Average Fractal Adaptive Moving Average Moving Average Resting Point Relative Moving Average Simple Moving Average Triangular Moving Average Volume Weighted Moving Average Weighted Moving Average █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Above-Equal/Below Zero Filter The above-equal/below zero filter is defined as an entry filter that evaluates zero centred oscillator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the oscillator value is greater than or equal to zero. "Below" returns true when the oscillator value is less than zero. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Moving Average (MA) Double and Triple Trend Filters MA double and triple trend filters are defined as entry filters that evaluate the relative positioning of two or more MA values and invalidate trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when one MA is greater than or equal to another MA. "Below" returns true when one MA is less than another MA. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET M SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Money Flow Index (MFI) Filters The default length for the MFI is set to 14. Users can adjust the MFI length via strategy Settings/Inputs/MONEY FLOW INDEX (MFI). MFI minimum and maximum boundary filters (see generic filters section above) are included for the MFI value, the defaults are as follows: Apply MFI above-equal is set to false MFI above-equal threshold is set to 0. Apply MFI below-equal is set to false MFI below-equal threshold is set to 100. The MFI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The MFI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the MFI filters and adjust filter parameters via strategy Settings/Inputs/MFI FILTERS. Momentum (MOM) Filters The MOM defaults are as follows: Source is set to "Close". Length is set to 10. Users can adjust the MOM inputs via strategy Settings/Inputs/MOMENTUM (MOM). The default mode for the MOM above-equal/below zero filter (see generic filters section above) is set to "None". The MOM minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The MOM trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the MOM filters and adjust filter parameters via strategy Settings/Inputs/MOM FILTERS. Moving Average (MA) Filters The Moving Average Resting Point (MARP) value calculations used in this script are the same as those included in my MARP indicator. Link below: As there is no built-in indicators for the FRAMA, RMA or TRIMA values used in this script, users can build their own indicators in Pine Script by copying the following code samples and pasting them into new indicators separately: //@version=6 indicator("Fractal Adaptive Moving Average", shorttitle = "FRAMA", overlay = true) import TradingView/ta/12 frama_source = input.source(close, 'FRAMA Source', group = 'Fractal Adaptive Moving Average (FRAMA)') frama_length = input.int(50, 'FRAMA Length', group = 'Fractal Adaptive Moving Average (FRAMA)') frama_colour = input.color(color.green, 'FRAMA Colour', group = 'Fractal Adaptive Moving Average (FRAMA)') frama = ta.frama(frama_source, frama_length) plot(frama, color = frama_colour) //@version=6 indicator("Relative Moving Average", shorttitle = "RMA", overlay = true) import TradingView/ta/12 rma_source = input.source(close, 'RMA Source', group = 'Relative Moving Average (RMA)') rma_length = input.int(50, 'RMA Length', group = 'Relative Moving Average (RMA)') rma_colour = input.color(color.green, 'RMA Colour', group = 'Relative Moving Average (RMA)') rma = ta.rma(rma_source, rma_length) plot(rma, color = rma_colour) //@version=6 indicator("Triangular Moving Average", shorttitle = "TRIMA", overlay = true) import TradingView/ta/12 trima_source = input.source(close, 'TRIMA Source', group = 'Triangular Moving Average (TRIMA)') trima_length = input.int(50, 'TRIMA Length', group = 'Triangular Moving Average (TRIMA)') trima_colour = input.color(color.green, 'TRIMA Colour', group = 'Triangular Moving Average (TRIMA)') trima = ta.trima(trima_source, trima_length) plot(trima, color = trima_colour) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com Users can define up to three independent MA series. The defaults are as follows: MA 1: type = EMA, source = close, length = 50. MA 2: type = EMA, source = close, length = 100. MA 3: type = EMA, source = close, length = 200. Source is redundant for MARP as the indicator uses peak and trough prices by default. Users can adjust the MA inputs via strategy Settings/Inputs/MOVING AVERAGE (MA). Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each user-defined MA. The default mode for all three close above-equal/below MA filters is set to "None". Users can apply up to three independent MA double trend filters (see generic filters section above), one filter for each of the three possible configurations. The defaults are as follows: MA 1 above-equal/below MA 2 is set to "None". MA 2 above-equal/below MA 3 is set to "None". MA 1 above-equal/below MA 3 is set to "None". The MA rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined MA is rejected exclusive of the other two MAs. The default MA rejection filter mode is set to "None". Users can apply the MA filters and adjust filter parameters via strategy Settings/Inputs/MA FILTERS. Moving Average Convergence Divergence (MACD) Filters The MACD defaults are as follows: Source is set to "Close". Fast length is set to 12. Slow length is set to 26. Signal length is set to 9. Users can adjust the MACD inputs via strategy Settings/Inputs/MOVING AVERAGE CONVERGENCE DIVERGENCE (MACD). The MACD above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the MACD value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the MACD above-equal/below signal filter is set to "None". The default mode for the MACD Histogram above-equal/below zero filter (see generic filters section above) is set to "None". The MACD Histogram minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The MACD Histogram trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the MACD filters and adjust filter parameters via strategy Settings/Inputs/MACD FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
אסטרטגיית Pine Script®
מאת ‎theEccentricTrader‎
Crypto Trading Master StrategyCrypto Trading Master Strategy Crypto Trading Master Strategy is a rule-based trend-following trading system designed specifically for continuous markets such as Crypto, Forex, and global instruments that operate 24×7. The strategy focuses on structured trend alignment, controlled risk management, and intelligent filtering rather than emotional or reactive trading decisions. This system is built to help traders identify high-probability trend continuation opportunities while avoiding common noise and false signals found in fast-moving markets. This script is intended strictly as a technical analysis and decision-support tool and does not constitute financial or investment advice. 🎯 Purpose of the Strategy The core objective of Crypto Trading Master Strategy is to: Identify trend-aligned trading opportunities using higher timeframe structure Reduce low-quality entries during sideways or weak market conditions Provide structured entry, stop-loss, trailing, and exit logic Allow customizable risk management for different trading styles Support disciplined trading through rule-based execution Eliminate emotional decision-making and impulsive entries ⚙️ Core Trading Logic The strategy uses a multi-layer confirmation model: 1️⃣ Trend Structure Validation (Customizable Trend EMA Base) [/b The system uses a structured trend framework based on a user-defined trend EMA: Buy signals are generated when price structure aligns above the selected trend EMA. Sell signals are generated when structure aligns below the selected trend EMA. Fast and slow EMA crossover triggers (default: EMA 9 & EMA 20) are validated only when they occur within the confirmed trend direction. All EMA lengths are fully customizable through inputs, allowing traders to adapt the strategy according to their market, timeframe, or personal trading style. This approach helps ensure entries follow broader market structure rather than reacting to random crossover signals. 2️⃣ Intelligent Signal Filtering (Optional) To reduce false signals, optional filters are included: ADX Trend Strength Filter RSI Momentum Confirmation Filters can be turned ON or OFF depending on trader preference. Additionally: Lookback window allows signals to remain valid for selected candles, preventing missed opportunities when filters align slightly later. 3️⃣ Advanced Risk Management System The strategy supports two risk modes: ✅ Stop Loss Enabled Mode Swing-based stop loss aligned with market structure Candle-based stop loss alternative Risk automatically calculated based on real market structure ✅ Stop Loss Disabled Mode (Advanced Feature) User-defined risk percentage controls target calculation Allows flexible position management without forced SL logic This dual-mode design provides flexibility for different trading approaches. 4️⃣ Risk-Reward Based Target System Targets are calculated using: Custom Risk : Reward ratio Automatic dynamic calculation Wick-based or Close-based target hit mode This ensures every trade maintains structured risk planning. 5️⃣ Professional Stop Loss Trigger Modes Unlike basic systems, stop loss triggering is customizable: Wick-Based SL (fast reaction) Close-Based SL (reduced stop hunting) This helps traders adapt between aggressive and conservative exit styles. 6️⃣ Advanced Trailing Stop Loss Engine Three trailing modes are available: Candle Wise Trailing Swing Wise Trailing Structure Break Trailing Additional control: Start trailing only after defined swing or structure confirmation. This dynamic trailing system adapts to market behaviour instead of using fixed trailing distances. 7️⃣ Trend Reversal Exit System The strategy includes intelligent exit logic: If confirmed opposite signal appears, active position can exit automatically Optional flip logic allows direction reversal after confirmation Designed to protect capital during structural changes. 8️⃣ Visual Clarity and Chart Management The system provides: Clear BUY and SELL labels Dynamic SL and Target lines Trailing SL visual updates Clean chart structure without requiring external indicators 9️⃣ Built-In Automation & Alerts Supports: TradingView alert system Webhook integration Optional Telegram alert notifications Alerts are informational only and do not imply trade execution. 🔥 Why This Strategy Is Unique Unlike traditional crossover systems, Crypto Trading Master Strategy: Uses strict trend structure validation with 200 EMA alignment Separates entry trigger from confirmation filters Supports delayed filter confirmation through lookback logic Provides dual risk framework (SL-based and SL-free modes) Includes professional exit management with dynamic trailing Offers wick vs close execution flexibility Designed specifically for continuous markets like crypto. This is not just a crossover indicator; it is a structured trading framework focused on discipline, adaptability, and controlled risk management. 👤 Suitable For Crypto traders Forex traders Trend-following traders Swing and positional traders Traders who prefer rule-based systems Users seeking structured risk management 🔔 Invite-Only Access Invite-only access helps: Maintain controlled distribution Prevent misuse or misunderstanding Provide consistent updates and improvements Maintain analytical integrity of the system. ⚠️ Disclaimer This script is for educational and analytical purposes only It does not provide financial or investment advice Trading involves risk Past performance does not guarantee future results Users are responsible for their own trading decisions.
אסטרטגיית Pine Script®
מאת ‎financegurupooja‎
Swing Strategy Feature Set L [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set L includes concepts beginning with the letter "L" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Linear Regression Curve █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET L SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Linear Regression Curve (LRC) As there is no built-in indicator for the LRC value used in this script, users can build their own LRC indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Linear Regression Curve", shorttitle = "LRC", overlay = true) lrc_source = input.source(close, 'LRC Source', group = 'Linear Regression Curve (LRC)') lrc_length = input.int(14, 'LRC Length', group = 'Linear Regression Curve (LRC)') lrc = ta.linreg(lrc_source, lrc_length, 0) plot(lrc) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com The LRC defaults are as follows: Source is set to "Close". Length is set to 14. Users can adjust the LRC inputs via strategy Settings/Inputs/LINEAR REGRESSION CURVE (LRC).
 The default mode for the close above-equal/below LRC filter (see generic filters section above) is set to "None". The LRC minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. By default, the LRC basic rejection filter (see generic filters section above) is set to false. The LRC trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the LRC filters and adjust filter parameters via strategy Settings/Inputs/LRC FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
אסטרטגיית Pine Script®
מאת ‎theEccentricTrader‎
Neon Flux: Visual Risk Engine PRO Neon Flux: Visual Risk Engine PRO ⚡ Neon Flux PRO is an elite trend-following framework designed for traders who demand absolute precision and a clean, high-tech visual environment. This script goes beyond simple signals; it provides a comprehensive, real-time "Risk Engine" that manages your trades through a sophisticated three-tier exit system. The Core: Zero-Lag Momentum Engine Unlike standard moving averages that lag behind price, Neon Flux uses a Zero-Lag Trend Logic based on a smoothed EMA basis and dynamic volatility expansion (Standard Deviation). Calculation: By processing the HLCC4 price source, the engine filters out market noise, ensuring that signals are only generated when a genuine momentum shift occurs. The Channel: The dynamic neon bands (#00ffbb & #ff0055) act as a volatility-adjusted corridor, helping you stay on the right side of the trend. Unique Feature: 3-Tier "Scale-Out" System The PRO version introduces an automated Triple-Target Framework. Most traders fail because they "all-in/all-out." Neon Flux PRO fixes this by automating your profit-taking: TP 1 (Initial Gain): Secures 33% of the position to lower risk. TP 2 (Trend Capture): Secures another 33% as the move develops. TP 3 (Runner): Holds the remaining position for the maximum possible trend extension. Next-Gen Visual Interface The visual feedback is designed for fast-paced markets where every second counts: Dynamic Projections: High-contrast risk/reward boxes are drawn instantly upon entry. Synchronized Labels: Unlike static scripts, all price labels (ENTRY, TP1, TP2, TP3, and SL) move dynamically with the price, remaining at the forefront of your chart for immediate readability. Real-time Feedback: Visual "TP Hit" notifications appear directly on the chart when targets are reached. How to Use The Signal: A color shift to Cyan indicates a bullish regime; Magenta indicates a bearish regime. The Setup: On a valid signal, the script executes an entry and projects the Risk Engine boxes. The Execution: Use the synchronized price labels to set your exchange orders or let the strategy backtester simulate the scaling-out process.
אסטרטגיית Pine Script®
מאת ‎Oezkan1983‎
Neon Flux: Visual Risk EngineNeon Flux: Visual Risk Engine ⚡🟦🟥 Neon Flux is a high-precision trend-following strategy designed for traders who value both technical accuracy and visual clarity. Built on a zero-lag momentum engine, it filters out market noise to identify high-probability trend shifts while providing a real-time visual framework for risk management. The Core Logic: Zero-Lag Precision At the heart of Neon Flux is a sophisticated trend-detection algorithm. By combining a smoothed exponential basis with dynamic volatility bands (Standard Deviation), the script identifies "Apex" moments where price breaks out of its standard range. Unlike lagging indicators, Neon Flux reacts instantly to price action, ensuring you catch the trend at its inception. Key Features Dynamic Risk-Reward Envelopes: Upon entry, the script automatically projects your Take Profit (TP) and Stop Loss (SL) zones as interactive boxes. These boxes expand in real-time as the trade progresses, giving you a clear visual of your "safe" and "danger" zones. Zero-Lag Trend Filter: Optimized to reduce false signals during sideways consolidation. Neon Visual Feedback: Uses a high-contrast color palette (#00ffbb and #ff0055) to highlight trend direction directly on the candles and the channel background. Precision Labels: Real-time price labels for your exit targets, making manual order placement faster and more accurate. How to Trade with Neon Flux The Signal: Wait for a color shift. A Cyan candle/background indicates a Long setup; a Magenta setup indicates a Short. The Box: Once a trade is entered, the "Risk Engine" draws your TP and SL levels. Management: Monitor the price as it moves through the visual zones. The script is designed for a disciplined 2:1 or customized Risk-to-Reward approach.
אסטרטגיית Pine Script®
מאת ‎Oezkan1983‎
Dynamic Trend Dynamics & Visual Risk Strategy Dynamic Trend Dynamics & Visual Risk Strategy Transform your chart into a high-precision trading workspace. The Dynamic Trend Dynamics & Visual Risk Strategy is a professional-grade trading suite designed for disciplined traders who demand clarity, speed, and advanced risk management. By combining a Zero-Lag Trend Engine with a multi-stage visual execution system, this strategy helps you trade the trend with institutional-level precision. 🔒 ACCESS NOTE: This script is Invite-Only. To request access, please follow the instructions at the bottom of this description. 🚀 Key Professional Features: 1. Zero-Lag Trend Detection Our proprietary engine utilizes an optimized EMA and Standard Deviation logic to filter market noise. It identifies trend shifts with minimal delay, providing you with Smart Candle Coloring (Cyan/Green for Bullish, Pink/Red for Bearish) for instant sentiment analysis. 2. Triple-Zone Visual Risk Engine Stop manual plotting. This strategy automatically generates a 3-stage Take Profit (TP) and Stop Loss (SL) visual framework upon entry: 3-Stage Scale-Out: The strategy is hardcoded to take profits at three distinct levels (TP1, TP2, and TP3). Dynamic Tracking: Visual boxes extend in real-time with the price. TP Hit Indicators: Each zone features a dedicated label that switches to "TP Hit" the moment the target is reached. Historical Analysis: Unlike other tools, this strategy keeps past trade boxes on the chart for back-analysis while removing old labels to keep the view clean. 3. "Anti-Screen-Fatigue" Master Alert Get your time back. Using the Master Alert system ("Any alert() function call"), you only need to set one single alert to stay notified on: 🟢 Long/Short Entries 🎯 Individual TP Hits (TP1, TP2, TP3) ❌ Stop Loss Triggers ⚠️ CCI Momentum Spikes (Momentum filter to warn you before a move happens). 4. Integrated Strategy Dashboard A professional table in the top-right corner provides live data on: Current Trade Status & Trend Direction Real-time Net Profit (Backtesting data) Live CCI Momentum values. 📈 Strategy Performance & Backtesting This script is built as a Strategy, meaning you can use the TradingView Strategy Tester to view the exact Winrate, Profit Factor, and Drawdown. It executes trades with a 33% scale-out logic at each TP level to maximize gains while securing profits early.
אסטרטגיית Pine Script®
מאת ‎Oezkan1983‎
Tom Hougaards School Run +Anti by exp3rtsThis script is based on the methods of professional trader Tom Hougaard (TraderTom). It automates two of his most prominent intraday trading approaches: the School Run and the Anti School Run. The strategy identifies a specific price range based on a user-defined reference candle (defaulting to the DAX opening candle from 09:15 to 09:30 CET) and executes trades based on the market's reaction to those levels. Key Features: Dual Mode Functionality: School Run: A trend-following approach that trades the breakout of the initial range (Buy on High break, Sell on Low break). Anti School Run: A mean-reversion approach designed to fade "fakeouts." It triggers a signal when the price briefly breaks the range but fails and closes back inside. Fully Flexible Timeframes: The reference candle is fully customizable (e.g., 09:15–09:30 for DAX or 15:30–15:45 for US Indices/Dow Jones). It also supports sessions spanning across midnight. How to Use: 1) Set your chart to the 15-minute timeframe (or lower) for best results. 2) Input your Reference Time in HHMM-HHMM format (e.g., 0915-0930). 3) Toggle between School Run (Trend) or Anti School Run (Counter-Trend) in the settings menu. Copyright: All hail TraderTom! Tom´s Website: tradertom.com Tom´s Youtube Channel: www.youtube.com Tom´s Telegram: t.me All other Telegram Channels are Fake!
אסטרטגיית Pine Script®
מאת ‎exp3rts‎