DOGE Stochastic RSI Pro System📌 Strategy Overview
The DOGE Stochastic RSI Pro System is a high-precision algorithm designed specifically for DOGEUSDT on the 1-hour timeframe.
It combines the power of Stochastic RSI momentum, EMA trend direction, and VWAP price positioning to generate high-probability long and short entries.
This system was optimized through multi-year backtesting and short-term adaptive tuning, showing strong performance during trending and volatility-rich periods.
📌 Technical Logic
✔ 1. Stochastic RSI Core
Entry when %K crosses %D
Detects momentum reversals early
Works effectively on DOGE volatility cycles
✔ 2. EMA Trend Filter
EMA50 above EMA150 → long-bias signals allowed
EMA50 below EMA150 → short-bias signals allowed
Prevents trading against the dominant trend
Improves signal accuracy
✔ 3. VWAP Institutional Filter
Price above VWAP → only long entries
Price below VWAP → only short entries
Avoids low-quality trades in mean-reversion zones
📌 Money Management
✔ Starting Amount: 5 USDT
✔ Take Profit: 3%
✔ Stop Loss: 3%
✔ Both Long & Short
✔ No Martingale — Clean, stable system
The strategy opens one position at a time to avoid overexposure.
📌 Recommended Settings
Pair: DOGEUSDT
Timeframe: 1H
Leverage (Bybit): 5–10× (optional, system does not enforce leverage)
Broker Execution: Bybit derivatives or spot with position sizing
📌 Backtesting Results (User Verified)
1 Year Backtest: ~57–58% win rate
2 Year Backtest: ~56% win rate
Last 3 Months: ~61% win rate
Last 30 Days: ~64% win rate
Profit Factor Range: 1.32 – 1.70
This system performs best in moderate trending + volatility expansion cycles.
📌 Notes for Users
Strategy does not repaint.
Behavior may vary depending on exchange price feeds.
Use proper risk management and test before going live.
Performance may change over time as markets shift.
📌 Access
This is an Invite-Only script.
Access is granted only to approved users.
If you'd like access, send a private request.
📌 Disclaimer
This script is for educational and research purposes only.
Not financial advice. Trading involves risk.
Past performance does not guarantee future results.
חפש סקריפטים עבור "stop loss"
Dynamic SMA Trend System [Multi-Stage Risk Engine]Description:
This script implements a robust Trend Following strategy based on a multiple Simple Moving Average (SMA) crossover logic (25, 50, 100, 200). What sets this strategy apart is its advanced "4-Stage Risk Engine" and a smart "High-Water Mark" Re-Entry system, designed to protect profits during parabolic moves while filtering out chop during sideways markets.
How it works:
The strategy operates on three core pillars: Trend Identification, Dynamic Risk Management, and Momentum Re-Entry.
1. Entry Logic (Trend Identification) The script looks for crossovers at different trend stages to capture early reversals as well as established trends:
Short-Term: SMA 25 crosses over SMA 50.
Mid-Term: SMA 50 crosses over SMA 100.
Macro-Trend: SMA 100 crosses over SMA 200.
2. The 4-Stage Risk Engine (Dynamic Stop Loss) Instead of a static Stop Loss, this strategy uses a progressive system that adapts as the price increases:
Stage 1 (Protection): Starts with a fixed Stop Loss (default -10%) to give the trade room to breathe.
Stage 2 (Break-Even): Once the price rises by 12%, the Stop is moved to trailing mode (10% distance), effectively securing a near break-even state.
Stage 3 (Profit Locking): At 25% profit, the trailing stop tightens to 8% to lock in gains.
Stage 4 (Parabolic Mode): At 40% profit, the trailing stop tightens further to 5% to capture the peak of parabolic moves.
3. Dual Exit Mechanism The strategy exits a position if EITHER of the following happens:
Stop Loss Hit: Price falls below the dynamic red line (Risk Engine).
Dead Cross: The trend structure breaks (e.g., SMA 25 crosses under SMA 50), signaling a momentum loss even if the Stop Loss wasn't hit.
4. "High-Water Mark" Re-Entry To avoid "whipsaws" in choppy markets, the script does not re-enter immediately after a stop-out.
It marks the highest price of the previous trade (Green Dotted Line).
A Re-Entry only occurs if the price breaks above this previous high (showing renewed strength) AND the long-term trend is bullish (Price > SMA 200).
Visuals:
SMAs: 25 (Yellow), 50 (Orange), 100 (Blue), 200 (White).
Red Line: Visualizes the dynamic Stop Loss level.
Green Dots: Visualizes the target price needed for a valid re-entry.
Settings: All parameters (SMA lengths, Stop Loss percentages, Staging triggers) are fully customizable in the settings menu to fit different assets (Crypto, Stocks, Forex) and timeframes.
Superior-Range Bound Renko - Strategy - 11-29-25 - SignalLynxSuperior-Range Bound Renko Strategy with Advanced Risk Management Template
Signal Lynx | Free Scripts supporting Automation for the Night-Shift Nation 🌙
1. Overview
Welcome to Superior-Range Bound Renko (RBR) — a volatility-aware, structure-respecting swing-trading system built on top of a full Risk Management (RM) Template from Signal Lynx.
Instead of relying on static lookbacks (like “14-period RSI”) or plain MA crosses, Superior RBR:
Adapts its range definition to market volatility in real time
Emulates Renko Bricks on a standard, time-based chart (no Renko chart type required)
Uses a stack of Laguerre Filters to detect genuine impulse vs. noise
Adds an Adaptive SuperTrend powered by a small k-means-style clustering routine on volatility
Under the hood, this script also includes the full Signal Lynx Risk Management Engine:
A state machine that separates “Signal” from “Execution”
Layered exit tools: Stop Loss, Trailing Stop, Staged Take Profit, Advanced Adaptive Trailing Stop (AATS), and an RSI-style stop (RSIS)
Designed for non-repainting behavior on closed candles by basing execution-critical logic on previous-bar data
We are publishing this as an open-source template so traders and developers can leverage a professional-grade RM engine while integrating their own signal logic if they wish.
2. Quick Action Guide (TL;DR)
Best Timeframe:
4 Hours (H4) and above. This is a high-conviction swing-trading system, not a scalper.
Best Assets:
Volatile instruments that still respect market structure:
Bitcoin, Ethereum, Gold (XAUUSD), high-volatility Forex pairs (e.g., GBPJPY), indices with clean ranges.
Strategy Type:
Volatility-Adaptive Trend Following + Impulse Detection.
It hunts for genuine expansion out of ranges, not tiny mean-reversion nibbles.
Key Feature:
Renko Emulation on time-based candles.
We mathematically model Renko Bricks and overlay them on your standard chart to define:
“Equilibrium” zones (inside the brick structure)
“Breakout / impulse” zones (when price AND the impulse line depart from the bricks)
Repainting:
Designed to be non-repainting on closed candles.
All RM execution logic uses confirmed historical data (no future bars, no security() lookahead). Intrabar flicker during formation is allowed, but once a bar closes the engine’s decisions are stable.
Core Toggles & Filters:
Enable Longs and Shorts independently
Optional Weekend filter (block trades on Saturday/Sunday)
Per-module toggles: Stop Loss, Trailing Stop, Staged Take Profits, AATS, RSIS
3. Detailed Report: How It Works
A. The Strategy Logic: Superior RBR
Superior RBR builds its entry signal from multiple mathematical layers working together.
1) Adaptive Lookback (Volatility Normalization)
Instead of a fixed 100-bar or 200-bar range, the script:
Computes ATR-based volatility over a user-defined period.
Normalizes that volatility relative to its recent min/max.
Maps the normalized value into a dynamic lookback window between a minimum and maximum (e.g., 4 to 100 bars).
High Volatility:
The lookback shrinks, so the system reacts faster to explosive moves.
Low Volatility:
The lookback expands, so the system sees a “bigger picture” and filters out chop.
All the core “Range High/Low” and “Range Close High/Low” boundaries are built on top of this adaptive window.
2) Range Construction & Quick Ranges
The engine constructs several nested ranges:
Outer Range:
rangeHighFinal – dynamic highest high
rangeLowFinal – dynamic lowest low
Inner Close Range:
rangeCloseHighFinal – highest close
rangeCloseLowFinal – lowest close
Quick Ranges:
“Half-length” variants of those, used to detect more responsive changes in structure and volatility.
These ranges define:
The macro box price is trading inside
Shorter-term “pressure zones” where price is coiling before expansion
3) Renko Emulation (The Bricks)
Rather than using the Renko chart type (which discards time), this script emulates Renko behavior on your normal candles:
A “brick size” is defined either:
As a standard percentage move, or
As a volatility-driven (ATR) brick, optionally inhibited by a minimum standard size
The engine tracks a base value and derives:
brickUpper – top of the emulated brick
brickLower – bottom of the emulated brick
When price moves sufficiently beyond those levels, the brick “shifts”, and the directional memory (renkoDir) updates:
renkoDir = +2 when bricks are advancing upward
renkoDir = -2 when bricks are stepping downward
You can think of this as a synthetic Renko tape overlaid on time-based candles:
Inside the brick: equilibrium / consolidation
Breaking away from the brick: momentum / expansion
4) Impulse Tracking with Laguerre Filters
The script uses multiple Laguerre Filters to smooth price and brick-derived data without traditional lag.
Key filters include:
LagF_1 / LagF_W: Based on brick upper/lower baselines
LagF_Q: Based on HLCC4 (high + low + 2×close)/4
LagF_Y / LagF_P: Complex averages combining brick structures and range averages
LagF_V (Primary Impulse Line):
A smooth, high-level impulse line derived from a blend of the above plus the outer ranges
Conceptually:
When the impulse line pushes away from the brick structure and continues in one direction, an impulse move is underway.
When its direction flips and begins to roll over, the impulse is fading, hinting at mean reversion back into the range.
5) Fib-Based Structure & Swaps
The system also layers in Fib levels derived from the adaptive ranges:
Standard levels (12%, 23.6%, 38.2%, 50%, 61%, 76.8%, 88%) from the main range
A secondary “swap” set derived from close-range dynamics (fib12Swap, fib23Swap, etc.)
These Fibs are used to:
Bucket price into structural zones (below 12, between 23–38, etc.)
Detect breakouts when price and Laguerre move beyond key Fib thresholds
Drive zSwap logic (where a secondary Fib set becomes the active structure once certain conditions are met)
6) Adaptive SuperTrend with K-Means-Style Volatility Clustering
Under the hood, the script uses a small k-means-style clustering routine on ATR:
ATR is measured over a fixed period
The range of ATR values is split into Low, Medium, High volatility centroids
Current ATR is assigned to the nearest centroid (cluster)
From that, a SuperTrend variant (STK) is computed with dynamic sensitivity:
In quiet markets, SuperTrend can afford to be tighter
In wild markets, it widens appropriately to avoid constant whipsaw
This SuperTrend-based oscillator (LagF_K and its signals) is then combined with the brick and Laguerre stack to confirm valid trend regimes.
7) Final Baseline Signals (+2 / -2)
The “brain” of Superior RBR lives in the Baseline & Signal Generation block:
Two composite signals are built: B1 and B2:
They combine:
Fib breakouts
Renko direction (renkoDir)
Expansion direction (expansionQuickDir)
Multiple Laguerre alignments (LagF_Q, LagF_W, LagF_Y, LagF_Z, LagF_P, LagF_V)
They also factor in whether Fib structures are expanding or contracting.
A user toggle selects the “Baseline” signal:
finalSig = B2 (default) or B1 (alternate baseline)
finalSig is then filtered through the RM state machine and only when everything aligns, we emit:
+2 = Long / Buy signal
-2 = Short / Sell signal
0 = No new trade
Those +2 / -2 values are what feed the Risk Management Engine.
B. The Risk Management (RM) Engine
This script features the Signal Lynx Risk Management Engine, a proprietary state machine built to separate Signal from Execution.
Instead of firing orders directly on indicator conditions, we:
Convert the raw signal into a clean integer (Fin = +2 / -2 / 0)
Feed it into a Trade State Machine that understands:
Are we flat?
Are we in a long or short?
Are we in a closing sequence?
Should we permit re-entry now or wait?
Logic Injection / Template Concept:
The RM engine expects a simple integer:
+2 → Buy
-2 → Sell
Everything else (0) is “no new trade”
This makes the script a template:
You can remove the Superior RBR block
Drop in your own logic (RSI, MACD, price action, etc.)
As long as you output +2 or -2 into the same signal channel, the RM engine can drive all exits and state transitions.
Aggressive vs Conservative Modes:
The input AgressiveRM (Aggressive RM) governs how we interpret signals:
Conservative Mode (Aggressive RM = false):
Uses a more filtered internal signal (AF) to open trades
Effectively waits for a clean trend flip / confirmation before new entries
Minimizes whipsaw at the cost of fewer trades
Aggressive Mode (Aggressive RM = true):
Reacts directly to the fresh alert (AO) pulses
Allows faster re-entries in the same direction after RM-based exits
Still respects your pyramiding setting; this script ships with pyramiding = 0 by default, so it will not stack multiple positions unless you change that parameter in the strategy() call.
The state machine enforces discipline on top of your signal logic, reducing double-fires and signal spam.
C. Advanced Exit Protocols (Layered Defense)
The exit side is where this template really shines. Instead of a single “take profit or stop loss,” it uses multiple, cooperating layers.
1) Hard Stop Loss
A classic percentage-based Stop Loss (SL) relative to the entry price.
Acts as a final “catastrophic protection” layer for unexpected moves.
2) Standard Trailing Stop
A percentage-based Trailing Stop (TS) that:
Activates only after price has moved a certain percentage in your favor (tsActivation)
Then trails price by a configurable percentage (ts)
This is a straightforward, battle-tested trailing mechanism.
3) Staged Take Profits (Three Levels)
The script supports three staged Take Profit levels (TP1, TP2, TP3):
Each stage has:
Activation percentage (how far price must move in your favor)
Trailing amount for that stage
Position percentage to close
Example setup:
TP1:
Activate at +10%
Trailing 5%
Close 10% of the position
TP2:
Activate at +20%
Trailing 10%
Close another 10%
TP3:
Activate at +30%
Trailing 5%
Close the remaining 80% (“runner”)
You can tailor these quantities for partial scaling out vs. letting a core position ride.
4) Advanced Adaptive Trailing Stop (AATS)
AATS is a sophisticated volatility- and structure-aware stop:
Uses Hirashima Sugita style levels (HSRS) to model “floors” and “ceilings” of price:
Dungeon → Lower floors → Mid → Upper floors → Penthouse
These levels classify where current price sits within a long-term distribution.
Combines HSRS with Bollinger-style envelopes and EMAs to determine:
Is price extended far into the upper structure?
Is it compressed near the lower ranges?
From this, it computes an adaptive factor that controls how tight or loose the trailing level (aATS / bATS) should be:
High Volatility / Penthouse areas:
Stop loosens to avoid getting wicked out by inevitable spikes.
Low Volatility / compressed structure:
Stop tightens to lock in and protect profit.
AATS is designed to be the “smart last line” that responds to context instead of a single fixed percentage.
5) RSI-Style Stop (RSIS)
On top of AATS, the script includes a RSI-like regime filter:
A McGinley Dynamic mean of price plus ATR bands creates a dynamic channel.
Crosses above the top band and below the lower band change a directional state.
When enabled (UseRSIS):
RSIS can confirm or veto AATS closes:
For longs: A shift to bearish RSIS can force exits sooner.
For shorts: A shift to bullish RSIS can do the same.
This extra layer helps avoid over-reactive stops in strong trends while still respecting a regime change when it happens.
D. Repainting Protection
Many strategies look incredible in the Strategy Tester but fail in live trading because they rely on intrabar values or future-knowledge functions.
This template is built with closed-candle realism in mind:
The Risk Management logic explicitly uses previous bar data (open , high , low , close ) for the key decisions on:
Trailing stop updates
TP triggers
SL hits
RM state transitions
No security() lookahead or future-bar access is used.
This means:
Backtest behavior is designed to match what you can actually get with TradingView alerts and live automation.
Signals may “flicker” intrabar while the candle is forming (as with any strategy), but on closed candles, the RM decisions are stable and non-repainting.
4. For Developers & Modders
We strongly encourage you to mod this script.
To plug your own strategy into the RM engine:
Look for the section titled:
// BASELINE & SIGNAL GENERATION
You will see composite logic building B1 and B2, and then selecting:
baseSig = B2
altSig = B1
finalSig = sigSwap ? baseSig : altSig
You can replace the content used to generate baseSig / altSig with your own logic, for example:
RSI crosses
MACD histogram flips
Candle pattern detectors
External condition flags
Requirements are simple:
Your final logic must output:
2 → Buy signal
-2 → Sell signal
0 → No new trade
That output flows into the RM engine via finalSig → AlertOpen → state machine → Fin.
Once you wire your signals into finalSig, the entire Risk Management system (Stops, TPs, AATS, RSIS, re-entry logic, weekend filters, long/short toggles) becomes available for your custom strategy without re-inventing the wheel.
This makes Superior RBR not just a strategy, but a reference architecture for serious Pine dev work.
5. About Signal Lynx
Automation for the Night-Shift Nation 🌙
Signal Lynx focuses on helping traders and developers bridge the gap between indicator logic and real-world automation. The same RM engine you see here powers multiple internal systems and templates, including other public scripts like the Super-AO Strategy with Advanced Risk Management.
We provide this code open source under the Mozilla Public License 2.0 (MPL-2.0) to:
Demonstrate how Adaptive Logic and structured Risk Management can outperform static, one-layer indicators
Give Pine Script users a battle-tested RM backbone they can reuse, remix, and extend
If you are looking to automate your TradingView strategies, route signals to exchanges, or simply want safer, smarter strategy structures, please keep Signal Lynx in your search.
License: Mozilla Public License 2.0 (Open Source).
If you make beneficial modifications, please consider releasing them back to the community so everyone can benefit.
Retracement Strategy [OmegaTools]Retracement Strategy is a systematic trend–retracement framework designed to identify directional opportunities after a confirmed momentum shift, and to manage exits using either trend reversals or overextension conditions. It is built around a smoothed RSI regime filter and a simple, price-based retracement trigger, making it applicable across a wide range of markets and timeframes while remaining transparent and easy to interpret.
The strategy begins by defining the underlying trend through a two-stage RSI signal. A standard RSI is computed over the user-defined Length input, then smoothed with a short moving average to reduce noise. Two symmetric thresholds are derived from the Threshold parameter: an upper band at 100 minus the threshold and a lower band at the threshold itself. When the smoothed RSI crosses above the upper band, the environment is classified as bullish and the internal trend state is set to uptrend. When the smoothed RSI crosses below the lower band, the environment is classified as bearish and the trend state becomes downtrend. When RSI moves back into the central zone between the two bands, the trend is considered neutral. In addition to the current trend, the strategy tracks the last non-neutral trend direction, which is used to detect genuine trend changes rather than transient oscillations.
Once a trend is established, the strategy looks for retracement entries in the direction of that trend. For long setups in an uptrend, it computes the lowest low over the previous Length minus one bars, excluding the current bar. A long signal is generated when price dips below this recent low while the trend state remains bullish. Symmetrically, for short setups in a downtrend, it computes the highest high over the previous Length minus one bars and enters short when price spikes above this recent high while the trend state remains bearish. This logic is designed to capture pullbacks against the prevailing RSI-defined trend, entering when the market tests or slightly violates recent extremes, rather than chasing breakouts. The candles are visually coloured to reflect the detected trend, highlighting bullish and bearish environments while keeping neutral phases distinguishable on the chart. An ATR-based measure is used solely to position the “UP” and “DN” labels on the chart for clearer visualisation of entry points; it does not directly influence position sizing or stop calculation in this implementation.
Take profit and stop loss behaviour are fully parameterized through the “Take Profit” and “Stop Loss” inputs, each offering three modes: None, Trend Change and Extension. When “Trend Change” is selected for the take profit, the strategy will only exit profitable positions when a confirmed trend reversal occurs. For a long position, this means that the strategy will close the trade when the trend state flips from uptrend to downtrend, and the last recorded trend direction validates that this is a genuine reversal rather than a neutral fluctuation; the same logic applies symmetrically for short positions. When “Extension” is selected as the take profit mode, the strategy closes profitable long trades when the smoothed RSI reaches or exceeds the upper threshold, interpreted as an overbought extension within the bullish regime, and closes profitable short trades when the smoothed RSI falls to or below the lower threshold, interpreted as an oversold extension within the bearish regime. When “None” is chosen, the strategy does not apply any explicit take profit logic, leaving trades to be managed by the stop loss settings or by user discretion in backtesting.
The stop loss parameter works in a parallel way. With “Trend Change” selected as stop loss, any open long position is closed when the trend flips from uptrend to downtrend, regardless of whether the trade is currently in profit or loss, and any open short is closed when the trend flips from downtrend to uptrend. This turns the RSI trend regime into a hard invalidation rule: once the underlying momentum structure reverses, the position is exited. With “Extension” selected for stop loss, long positions are closed when RSI falls back below the upper band and moves towards the opposite side of the range, while short positions are closed when RSI rises above the lower band and moves towards the upper side. In practice, this acts as a dynamic exit based on the oscillator moving out of a favourable context for the existing trade. Selecting “None” for stop loss disables these automatic exits, leaving only the take profit logic, if any, to manage the position. Because take profit and stop loss configuration are independent, the user can construct different profiles, such as pure trend-change exits on both sides, pure overextension exits, or a mix (for example, take profit on overextension and stop loss on trend reversal).
This strategy is designed as an analytical and backtesting framework rather than a finished plug-and-play trading system. It does not include position sizing, risk-per-trade controls, multi-timeframe confirmation, volatility filters or instrument-specific fine-tuning. Its primary purpose is to provide a clear, rule-based structure for testing retracement logic within RSI-defined trends, and to allow users to explore how different exit regimes (trend-change based versus extension based) affect performance on their instruments and timeframes of interest.
Nothing in this script or its description should be interpreted as financial advice, investment recommendation or solicitation to buy or sell any financial instrument. Past performance on backtests does not guarantee future results. The behaviour of this strategy can vary significantly across symbols, timeframes and market conditions, and correlations, volatility and liquidity can change without warning. Before considering any live application, users should thoroughly backtest and forward test the strategy on their own data, adjust parameters to their risk profile and instrument characteristics, and integrate proper money management and trade management rules. Use of this script is entirely at the user’s own risk.
Semi-Martingala Sicura 1.20x PROIncrements or a maximum amount of 200. If the previous trade is profitable, the count is reset and the initial amount is resumed. Exit management uses fixed percentage stop loss and take profit, set relative to the entry price. In summary, this strategy aims to capitalize on trend and momentum signals, using a semi-martingale system to increase positions in case of losses, but with precise limits to contain risk. Note: This method aims to be "safer" than a classic martingale, respecting increment limits and a maximum amount.
Comment by saying what you think and what I could change.
TSI.LTA | Base BTC 1DTSI.LTA | Base BTC 1D is a closed‑source trend‑following strategy designed for BTC on the 1D timeframe .
It focuses on participating in the main directional moves of the market while avoiding as much short‑term noise as possible.
📊 The script:
Uses a combination of moving‑average–based filters and volatility bands to define the active trend.
Applies optional volume filters to avoid low‑participation or exhausted moves.
Includes risk‑management controls (Stop Loss, Take Profit, Trailing Stop) that work on a per‑trade basis.
All entries and exits are confirmed at bar close and the script does not repaint .
This makes it suitable for backtesting, alerts and external automation.
█ 💡 CONCEPTS
This strategy is built around a few simple ideas:
1 — Trend first.
Positions are only taken when a group of smoothed trend filters agree on direction.
The goal is to ride larger swings, not to scalp each fluctuation.
2 — Volatility awareness.
Standard‑deviation–based bands help avoid entries in abnormal spikes or during very compressed ranges.
3 — Participation filter.
Optional volume‑based conditions (VWMA, OBV slope, MFI, volume Z‑score) try to ensure that entries occur when the market shows enough activity, not during dead phases.
4 — Risk defined in advance.
Stop‑loss and trailing‑stop inputs are expressed as percentages relative to entry price, so users can align them with their own risk tolerance.
The logic is purposely conservative: it is expected to stay flat during parts of the market where the trend is unclear or participation is weak.
█ ⚙️ FEATURES & INPUTS
This section follows approximately the order of the script’s inputs, so users can read here and then match what they see in the “Inputs” tab.
1 — 📐 Trend filters
These inputs control how the strategy detects the underlying trend:
DEMA / Gaussian / SMMA lengths
Control how fast or slow the trend reacts to price changes.
Shorter lengths → more responsive, more trades, more noise.
Longer lengths → slower reaction, fewer trades, more filtering.
Volatility Bands (SD length & multipliers)
Standard‑deviation bands around the smoothed price series.
They are used to avoid entries during extreme moves or very narrow ranges where a breakout is not yet confirmed.
In practice, these settings let the user choose between a more “aggressive” trend follower (shorter lengths, smaller bands) or a more “patient” one.
2 — 📊 Volume filters (optional)
These filters are meant to restrict trades to periods where the market shows meaningful participation:
VWMA filter
Requires price to be aligned with a Volume‑Weighted Moving Average, which de‑emphasizes moves on very low volume.
OBV slope filter
Uses the slope of On‑Balance Volume to check that net volume flow supports the direction of the trade.
MFI band filter
Uses the Money Flow Index to avoid taking new entries in zones that often correspond to exhaustion (extreme values defined by the user).
Volume Z‑Score
Compares current volume to its recent history. Trades can be restricted when volume is unusually low or out of character for that period.
When any of these filters are turned off, the strategy relies only on price‑based trend and volatility logic.
When they are on, trades are more selective and may be fewer.
3 — 🛡️ Risk management
These inputs define how individual trades are managed once entered.
They do not change the trend logic itself:
Stop Loss (%)
A percentage move against the entry price that will close the position.
Typical values on BTC 1D remain in the single‑digit range so that no single trade risks an unrealistic portion of equity.
Take Profit (%)
An optional fixed target that closes the trade when price has moved a chosen percentage in favor.
This can be disabled if the user prefers to let the trend filters perform the exit.
Trailing Stop (%)
A stop that follows the most favorable price reached since entry.
When the “use lower timeframe peak” option is enabled, peaks can be detected on a lower timeframe for more granular trailing, while decisions still occur at the close of the 1D bar.
Fixed SL/TP Price and Activation Date
Allow defining absolute price levels and a date from which they start applying.
This is useful when the user wants structural protection around known price zones.
The combination of these controls determines how deep a pullback the user is willing to tolerate and how much profit they are prepared to give back in order to stay in trends.
4 — 🚫 Filter failure & cooldown
To avoid over‑trading in difficult environments, the script can:
Automatically exit when filters remain unfavorable for a configurable number of bars.
Enter a cooldown period, during which no new trades are taken, even if some conditions improve.
These mechanisms are intended to protect capital during choppy or low‑quality phases rather than force constant exposure.
█ 📚 HOW TO USE
A suggested process for using this strategy as a study tool:
1 — Start on BTC 1D.
Apply the script to BTCUSD or BTC/USDT on the 1D timeframe, with default inputs.
2 — Open the Strategy Tester.
Choose a time window (for example a full halving cycle, a crash + recovery period, or just the most recent bull leg).
3 — Compare with Buy & Hold.
For the same window, look at:
Net profit of the strategy vs Buy & Hold.
Max drawdown of the strategy vs Buy & Hold.
The goal is not to hit a particular number, but to see whether, in that window, the strategy manages to:
Provide a smoother equity curve (lower drawdown),
While still performing at least as well as, or better than, simply holding the asset.
4 — Experiment with risk inputs.
Vary Stop Loss, Trailing Stop and the volume filters.
After each change, re‑check the same two questions above. This should make clear how each input affects the trade‑off between participation and risk.
5 — Forward‑test.
Before using any configuration with real capital, let it run for a while in paper‑trading or demo conditions.
█ 🚧 LIMITATIONS
The strategy is built and tuned primarily for BTC on 1D.
It can be used on other symbols and timeframes, but behavior may differ and requires new testing.
In very tight ranges or during event‑driven gaps, trend logic may enter later than discretionary trading would. This is expected for a conservative trend‑following approach.
Results from historical backtests depend on data quality, broker settings, fees and slippage configured in the Strategy Tester.
█ 📝 NOTES
Signals are generated on bar close.
The script is closed‑source, but the description explains the main ideas so users and moderators can understand what it does and how to use it.
The HUD on the chart is meant as a compact summary of the same statistics available in the Strategy Tester; it simply makes comparisons quicker.
█ ⚠️ DISCLAIMER
This strategy is provided for educational and research purposes only .
It is not financial advice and does not recommend any specific trades, assets, position sizes, or risk levels.
Users are fully responsible for:
Choosing their own risk parameters (Stop Loss, Take Profit, Trailing Stop, position sizing, etc.).
Testing the script on the markets and timeframes they intend to trade.
Verifying that any configuration is appropriate for their capital, risk tolerance and jurisdiction.
Past performance in backtests or examples does not guarantee future results.
Always test carefully before considering any live deployment.
週一普跌策略 Monday shit Strategy Strategy Description / 策略敘述
EN
This strategy takes a short position at the start of each Monday, based on the hypothesis that cryptocurrency markets tend to experience post-weekend risk-off behavior.
The system enters a full-equity short position at the Tokyo open (Taipei 08:00), aiming to capture Monday downside pressure resulting from accumulated weekend information and macro sentiment adjustments when traditional financial markets reopen.
Risk management uses fixed percentage take-profit and stop-loss levels, emphasizing asymmetric reward-to-risk (large occasional gains, small frequent losses).
The model reflects the increasing alignment between crypto price behavior and traditional financial market cycles.
ZH-TW
本策略於每週一開盤時做空，基於假設加密資產在週末後具有風險釋放與補跌傾向。
系統會在台北時間早上 08:00 以全倉做空，目標捕捉因週末累積消息與傳統金融市場重新開盤所造成的下跌壓力。
風控採固定止盈、止損百分比，強調高報酬／低風險的不對稱結構（小虧多次、偶爾大賺）。
此模型反映加密貨幣市場行為與華爾街週期愈趨一致的市場現象。
ATR BuySideATR Buyside Strategy
This is a simple buy-only trading plan. It uses ATR (a tool to measure price swings) to spot when prices are rising strongly.
How it works:
Buy signal: Enter a long trade when the price moves above a moving support line (based on ATR)
Sell signals: Close if the trend turns down (quick market sell).
Stop loss: Follows the support line to protect gains.
Take profit: Sell at 2 times the recent price swing (for steady wins).
Settings you can change:
ATR period: 13 (how many days to look back).
Factor: 2.0 (makes the line wider or tighter).
Use Heikin Ashi: To Filter out Noise
Great for Opt premiums like NIFTY on 15min or 30m charts. Test it first—past results don't guarantee future wins. Not advice, just a tool!
TMB Invest - Smart Money Concept StrategyEnglish:
**Quick Overview**
The "TMB_SMC_Strategy_v1.1.3" combines a classic trend filter using two EMAs with contrarian RSI entries and simple SMC elements (Fair Value Gaps & Order Blocks). Stop-loss and take-profit orders are volatility-adaptive and controlled via the ATR. An integrated dashboard displays the setup status, stop-loss/take-profit levels, entry reference, and trend, RSI, and ATR values.
---
## Operating Principle
1. **Trend Filter:** A fast EMA (default 50) is compared to a slow EMA (default 200). Trading occurs only in the direction of the trend: long in uptrends, short in downtrends.
2. **Timing via RSI:** Contrarian entries within the trend. Go long when the RSI is below a buy level (default 40); Short when the RSI is above a sell level (standard 60).
3. **Structure Check (SMC Proxy):** An "FVG Touch" serves as additional confirmation that an inefficient price zone has been tested. Order blocks are visualized for guidance but are not a direct entry trigger.
4. **Risk Management via ATR:** Stop-loss and take-profit levels are set as multipliers of the current ATR (e.g., SL = 1×ATR, TP = 2×ATR). This allows target and risk distances to adjust to market volatility.
5. **Simple Position Logic:** Only one position is held at a time (no pyramiding). After entry, stop and limit orders (bracket exit) are automatically placed.
---
## Input Values
* **EMA Fast / EMA Slow:** Lengths of the moving averages for the trend filter.
* **RSI Length / Levels:** Length of the RSI as well as buy and sell thresholds (contra signals within the trend direction).
* **Take Profit (RR) / Stop Loss (RR):** ATR multipliers for TP and SL.
* **Show FVGs & Order Blocks:** Toggles the visual SMC elements (zones/boxes) on or off.
--
## Signals & Execution
* **Long Setup:** Uptrend (fast EMA above slow EMA) **and** RSI below the buy level **and** a current FVG signal in a bullish direction.
* **Short Setup:** Downtrend (fast EMA below slow EMA) **and** RSI above the sell level **and** a current FVG touch in a bearish direction.
* **Entry & Exit:** If the setup is met, the market is entered; stop-loss/take-profit orders are placed immediately according to ATR multiples.
--
## Visualization
* **EMAs:** The fast and slow EMAs are plotted to illustrate the trend.
* **FVGs:** Fair Value Gaps are drawn as semi-transparent boxes in the trend color and projected slightly into the future.
* **Order Blocks:** Potential order block zones from the previous candle are visually highlighted (for informational purposes only).
---
## Integrated Dashboard
A compact table dashboard (bottom left) displays:
* Current **Setup Status** (Long/Short active, Long/Short ready, No Setup),
* **Stop-Loss**, **Take-Profit**, and **Entry Reference**,
* **Trend Status** (Bull/Bear/Sideways),
* **RSI Value**, and **ATR Value**.
Active long/short positions are highlighted in color (green/red).
--
## Practical Guide
1. **Place on Chart** and select the desired timeframe.
2. **Calibrate Parameters** (EMA lengths, RSI levels, ATR multipliers) to match the market and timeframe.
3. **Backtest** across different market phases; prioritize robustness over maximum curve fit.
4. **Fine-Tuning:**
* Shorter EMAs are often useful intraday (e.g., 20/100 or 34/144).
* Adjust RSI levels to market characteristics (45/55 for aggressive trading, 30/70 for conservative trading).
* Increase or decrease ATR multipliers depending on volatility/trading style.
--
## Notes, Limitations & Extensions
* **FVG Definition:** The FVG detection used here is intentionally simplified. Those who prefer a more rigorous approach can switch to a 3-candle definition and fill levels.
* **Order Blocks:** These primarily serve as a guide. Integration into entry/exit logic (e.g., retests) is possible as an extension.
* **Backtest Realism:** Fills may differ from the displayed closing price. For greater accuracy, intrabar backtests or an entry indicator based on the average position price are conceivable.
* **Alerts:** Currently, no alert conditions are defined; these can be added for long/short setups and status messages.
* **Position Management:** By default, no scaling is performed. Partial sales, trailing stops, or multiple entries can be added.
---
## Purpose & Benefits
The strategy offers a clear, modular framework: trend filter (direction), RSI contra timing (entry), SMC proxy via FVG Touch (structure), and ATR-based exits (risk adaptation). This makes it robust, easy to understand, and highly extensible—both for discretionary traders who appreciate visual SMC elements and for systematic testers who prefer a clean, parameterizable foundation.
Enhanced MA Crossover Pro📝 Strategy Summary: Enhanced MA Crossover Pro
This strategy is an advanced, highly configurable moving average (MA) crossover system designed for algorithmic trading. It uses the crossover of two customizable MAs (a "Fast" MA 1 and a "Slow" MA 2) as its core entry signal, but aggressively integrates multiple technical filters, time controls, and dynamic position management to create a robust and comprehensive trading system.
💡 Core Logic
Entry Signal: A bullish crossover (MA1 > MA2) generates a Long signal, and a bearish crossover (MA1 < MA2) generates a Short signal. Users can opt to use MA crossovers from a Higher Timeframe (HTF) for the entry signal.
Confirmation/Filters: The basic MA cross signal is filtered by several optional indicators (see Filters section below) to ensure trades align with a broader trend or momentum context.
Position Management: Trades are managed with a sophisticated system of Stop Loss, Take Profit, Trailing Stops, and Breakeven stops that can be fixed, ATR-based, or dynamically adjusted.
Risk Management: Daily limits are enforced for maximum profit/loss and maximum trades per day.
⚙️ Key Features and Customization
1. Moving Averages
Primary MAs (MA1 & MA2): Highly configurable lengths (default 8 & 20) and types: EMA, WMA, SMA, or SMMA/RMA.
Higher Timeframe (HTF) MAs: Optional MAs calculated on a user-defined resolution (e.g., "60" for 1-hour) for use as an entry signal or as a trend confirmation filter.
2. Multi-Filter System
The entry signal can be filtered by the following optional conditions:
SMA Filter: Price must be above a 200-period SMA for long trades, and below it for short trades.
VWAP Filter: Price must be above VWAP for long trades, and below it for short trades.
RSI Filter: Long trades are blocked if RSI is overbought (default 70); short trades are blocked if RSI is oversold (default 30).
MACD Filter: Requires the MACD Line to be above the Signal Line for long trades (and vice versa for short trades).
HTF Confirmation: Requires the HTF MA1 to be above HTF MA2 for long entries (and vice versa).
3. Dynamic Stop and Target Management (S/L & T/P)
The strategy provides extensive control over exits:
Stop Loss Methods:
Fixed: Fixed tick amount.
ATR: Based on a multiple of the Average True Range (ATR).
Capped ATR: ATR stop limited by a maximum fixed tick amount.
Exit on Close Cross MA: Position is closed if the price crosses back over the chosen MA (MA1 or MA2).
Breakeven Stop: A stop can be moved to the entry price once a trigger distance (fixed ticks or Adaptive Breakeven based on ATR%) is reached.
Trailing Stop: Can be fixed or ATR-based, with an optional feature to auto-tighten the trailing multiplier after the breakeven condition is met.
Profit Target: Can be a fixed tick amount or a dynamic target based on an ATR multiplier.
4. Time and Session Control
Trading Session: Trades are only taken between defined Start/End Hours and Minutes (e.g., 9:30 to 16:00).
Forced Close: All open positions are closed near the end of the session (e.g., 15:45).
Trading Days: Allows specific days of the week to be enabled or disabled for trading.
5. Risk and Position Limits
Daily Profit/Loss Limits: The strategy tracks daily realized and unrealized PnL in ticks and will close all positions and block new entries if the user-defined maximum profit or maximum loss is hit.
Max Trades Per Day: Limits the number of executed trades in a single day.
🎨 Outputs and Alerts
Plots: Plots the MA1, MA2, SMA, VWAP, and HTF MAs (if enabled) on the chart.
Shapes: Plots visual markers (BUY/SELL labels) on the bar where the MA crossover occurs.
Trailing Stop: Plots the dynamic trailing stop level when a position is open.
Alerts: Generates JSON-formatted alerts for entry ({"action":"buy", "price":...}) and exit ({"action":"exit", "position":"long", "price":...}).
VWAP Retest + EMA9 Cross + Candle Pattern V2📈 VWAP Retest + EMA9 Cross + Candle Pattern Strategy_V2
Setup: This intraday momentum strategy combines 3 core elements:
• VWAP Retest: Price retests VWAP within a small buffer zone
• EMA9 Crossover: EMA9 crosses above VWAP within the last 3 bars
• Bullish Candle Pattern: At least one bullish signal — Hammer, Engulfing, or Momentum candle
A trade is triggered only during the US morning session (9:30–12:30 EST) and only if price is above yesterday’s high, suggesting strong momentum.
⚙️ Strategy Settings
• Initial Capital: $100,000
• Position Sizing: 10% of equity per trade
• Commission: 0.03% per trade
• Slippage: 1 tick
• Take Profit: +3% from entry
• Stop Loss: 0.5% below VWAP at entry
• Forced Exit: 1:00 PM EST
📊 Strategy Logic
• VWAP Retest Filter ensures entry is near a value zone.
• EMA9 Cross Confirmation aligns short-term momentum with volume-weighted price.
• Bullish Candle Patterns provide price action confirmation:
○ ✅ Hammer
○ ✅ Bullish Engulfing
○ ✅ Large momentum body
• Above Yesterday’s High (YH) acts as a bullish bias filter.
🧪 Backtest Results (Jan 2023 – Oct 2025)
• Total Trades: 120
• Win Rate: 52.5%
• Profit Factor: 1.18
• Max Drawdown: 1.22%
• Net P&L: +$1,064 (+1.06%)
Due to chart data limits, only part of the period may be visible on publication charts.
🔍 Chart Visuals
This strategy plots:
• VWAP (white) and EMA9 (orange)
• Candle pattern markers:
○ “H” = Hammer
○ “BE” = Bullish Engulfing
○ “M” = Momentum Candle
• “SETUP” label when all conditions are met
• YH/YL labels for context — previous day’s high/low
💡 Use Case
This setup is designed for intraday momentum scalping, ideal for traders who:
• Trade morning breakouts
• Use VWAP as a dynamic support/resistance
• Want clear, rule-based entries based on both trend and price action
Educational and research use - not financial advice.
Supertrend Strategy With Multi Tp & TslHello Traders,
This strategy is based on the popular Supertrend indicator, which many traders use as a simple trend-following tool. The core entry logic is straightforward:
Buy (Long) when the price closes above the Supertrend line.
Sell (Short) when the price closes below the Supertrend line.
However, trading success isn’t only about entries — proper risk management makes all the difference. That’s why this strategy includes four stop-loss methods, two take-profit types, and a trailing stop-loss system. You can customize all of these settings to create your own personalized version.
🛑 Stop-Loss Methods
Tick – Uses the instrument’s smallest price increment. Ideal for tick-based markets such as Futures or Forex.
Percent – Defines the stop-loss as a percentage of entry price. Commonly used in Crypto trading.
ATR – Uses the Average True Range value to determine stop-loss distance. Perfect for adapting to changing market volatility.
Supertrend – The stop-loss level is set at the Supertrend line value at the time of entry.
🔁 Trailing Stop-Loss & Reverse Signals
Trailing SL: If enabled, the chosen stop-loss method will trail the price dynamically from the moment the position opens.
Close with Reverse Signals: When activated, the current position closes and reverses on an opposite signal. If disabled, the strategy waits until the current position is closed before opening a new one.
🎯 Take-Profit Options
Tick – Set a fixed take-profit level based on tick distance.
Percent – Set take-profit based on a percentage change from entry.
Ratio – Sets take-profit based on the entry-to-stop-loss distance × ratio value.
Each take-profit method allows you to define the percentage of position to close at that level.
⚖️ Breakeven Option
When Breakeven is enabled, after the first take-profit is triggered, the stop-loss automatically moves to the entry level, protecting your capital.
⚙️ Additional Settings
Position Type: Choose between Long only, Short only, or Both directions.
Session Filter: Trade only during specific time ranges. Activate this option and set your desired session hours (make sure to select your correct timezone).
📈 Visuals
The strategy plots entry, stop-loss, and take-profit levels directly on the chart, allowing you to clearly visualize your trades and manage them effectively.
Feel free to ask any questions or suggest improvements — this strategy is built for flexibility and experimentation!
Ekoparaloji Futures Cyrpto Strategy Ekoparaloji Futures Crypto Strategy - Ladder Averaging System
This strategy uses a ladder position entry (pyramiding) approach and average cost reduction principle for crypto futures markets.
Key Features:
Dynamic ladder entry system
Profit-taking mechanism based on average price
Adjustable leverage support (1x-125x)
Long and Short position management
Optional stop-loss protection
Liquidation distance tracking
Advantages:
✓ Optimizes average cost during price fluctuations
✓ User-controlled risk-reward ratio
✓ Adapts to different market conditions
✓ Provides detailed visual feedback
✓ Increases profit potential through pyramiding strategy
Risks:
⚠ High leverage usage increases liquidation risk
⚠ Losses can accumulate during trend continuation
⚠ Pyramiding adds capital requirements
⚠ May produce unexpected results in sideways markets
⚠ Past performance does not guarantee future results
Recommended Usage:
This strategy is optimized for testing particularly on 30-minute and 1-hour timeframes. It may produce different results across various crypto pairs and market conditions.
Important Warning:
This strategy is for educational and research purposes. Extensive testing on demo accounts is strongly recommended before using in live trading. Leveraged trading involves high risk and you can lose all your capital.
📩 Message me to test the strategy and get access.
Happy Trading! 🚀
MTF MACD + Accelerator Oscillator Strategy ※日本語説明は英文の下にあります。
Concept:
This is a multi-timeframe trend-following strategy that combines:
Higher timeframe MACD → determines the major trend direction.
Lower timeframe Accelerator Oscillator (AC) → identifies acceleration in momentum for optimal entry timing.
The strategy enters trades in the direction of the higher timeframe trend when the AC shows a momentum acceleration.
Entry Rules:
Long (Buy):
Higher timeframe MACD line > signal line (uptrend)
AC crosses above zero line on the lower timeframe
Short (Sell):
Higher timeframe MACD line < signal line (downtrend)
AC crosses below zero line on the lower timeframe
Exit Rules:
Take Profit: ATR(14) * 1.5 (configurable)
Stop Loss: ATR(14) * 1.0 (configurable)
Exit on opposite signal or if TP/SL is hit
Plotting:
AC is plotted on the chart (green for positive, red for negative)
Buy/Sell signals are marked with small triangles below/above bars
Customization:
Timeframe, MACD parameters, ATR multipliers can be adjusted in the input settings.
Works for scalping, day trading, or swing trading on various instruments.
---------------------------------------------------------------------
コンセプト:
この戦略はマルチタイムフレームのトレンドフォロー型で、以下を組み合わせています：
上位足MACD → 大きなトレンド方向を確認
下位足Accelerator Oscillator（AC） → モメンタム加速のタイミングを捉え、最適なエントリーを判断
上位足のトレンド方向に沿って、下位足でACが勢いの加速を示したタイミングでエントリーします。
エントリールール:
ロング（買い）:
上位足MACDライン > シグナルライン（上昇トレンド）
下位足ACが0ラインを上抜け
ショート（売り）:
上位足MACDライン < シグナルライン（下降トレンド）
下位足ACが0ラインを下抜け
エグジットルール:
利確：ATR(14) * 1.5（設定可能）
損切り：ATR(14) * 1.0（設定可能）
逆シグナル発生時やTP/SL到達時にも決済
チャート表示:
ACはチャート上にプロット（正なら緑、負なら赤）
買い／売りシグナルはバーの下／上に小さな三角で表示
カスタマイズ:
時間足、MACDパラメータ、ATR倍率は入力設定で変更可能
スキャルピング、デイトレード、スイングトレードなど幅広く利用可能
高频策略优化版-空头Open Condition Reversal: Change the condition of the TEMA fast line above the slow line to the condition of the fast line below the slow line RSI condition from " buy above the threshold " to " short below the threshold ", and adjust the default threshold from 30 to 70 (more suitable for shorting overbought area) moving average direction judgment from up to down stop-loss direction adjustment: Short stop-loss Settings above the entry price (entry price * (1 + i _ sl) ) Short stop-loss set below the entry price (entry price * (1-tp) Tracking stop-loss level adjusted to below the entry price MACD logic adjustment: Preferred use of the bearish pattern as a short signal bullish pattern for closing risk management: Maintained a dynamic stop-loss mechanism, adjusted to protect the market from the bottom of the visual stop-loss strategy: The visual marking of the ACD energy column is convenient for monitoring signals to be fully tested before use, especially for adjusting RSI thresholds and stop-loss parameters to suit the characteristics of specific trading varieties.
G. Santostasi Bitcoin Power Law StrategyG. Santostasi Bitcoin Power Law Strategy
Overview
The "G. Santostasi Bitcoin Power Law Strategy" is a TradingView strategy script built upon the foundational Bitcoin Power Law Theory by physicist Giovanni Santostasi.
Unlike the companion Monte Carlo indicator, this strategy focuses on generating actionable buy entry and exit signals for trading Bitcoin, leveraging the normalized "Daily Slopes" metric to detect deviations from the long-term power-law trend. It employs two moving windows to compute local means (mu) of the Daily Slopes—a short-term 3-day window for responsive signals and a longer 2-week (14-day) window for establishing baseline bands. By comparing the short-term mu against deviation bands derived from the longer window's parameters, the strategy identifies entry points during undervalued dips and exit points during overvalued peaks. This approach capitalizes on Bitcoin's scale-invariant behavior, where price follows a power law
P(t)= c t^n, with n~5.9.
since the Genesis Block, resulting in diminishing but predictable returns. Backtested over Bitcoin's full history, the strategy boasts a 77% winning rate and a profit factor of 3.2, making it a robust tool for trend-following with mean-reversion elements. It emphasizes Bitcoin's long-term stability while navigating short-term oscillations, treating cycles as temporary deviations from the core power-law "DNA.
"Core Concept: Daily Slopes
The strategy inherits the Daily Slopes metric from the power-law framework, which normalizes daily logarithmic returns to reveal a stable local slope that oscillates around the global value of ~5.9.Definition and Calculation:
Daily log returns: log(P2/P1)\, where P2 and P1 are consecutive closing prices.
Normalization: Divide by log((t+1)/t), where ( t ) is days since the Genesis Block, yielding:
Daily Slope=log(P2/P1)log((t+1)/t).
This produces a "local n" that remains stable over time, with no long-term drift observed in Bitcoin's 16+ years of data. The metric accounts for diminishing returns, showing constant relative volatility in recent years despite absolute price stabilization.
Distribution and Parameters:
Daily Slopes are fitted to a t-location scale distribution over moving windows, estimating:μ (mu): The location/mean, stable around 5.9 globally.
σ (sigma): Scale/volatility measure.
ν (nu): Degrees of freedom for tail heaviness.
For the strategy, focus is on mu and sigma from the windows, enabling deviation-based signals.
Strategy Logic: Dual Moving Window Mus and Deviation Bands
The strategy computes two mus via rolling fits to the t-distribution:
Short Window mu (3 days): A fast-moving average of Daily Slopes, sensitive to immediate price action for timely signals.
Long Window mu (2 weeks/14 days): A slower baseline, capturing medium-term trends and providing stability.
Deviation bands are derived from the long window's mu and sigma:
Upper Band: Long mu + Long sigma
Lower Band: Long mu - Long sigma
These bands represent 1-standard-deviation ranges around the longer-term mean, highlighting overbought and oversold conditions relative to the power-law trend. The short mu acts as a "signal line," crossing the bands to trigger trades.
Plotting:
Short mu: Responsive line for crossovers.
Long mu: Central baseline.
Bands: Upper (+σ) and lower (-σ) lines from the long window.
Additional elements: Raw Daily Slopes and strategy signals (arrows for entries/exits).
Entry and Exit Rules:
The strategy generates long-only signals (buy/sell) based on crossovers, assuming a single-position approach without leverage or shorting:
Buy Entry: Triggered when the short-window mu crosses above the lower band (long mu - long sigma). This detects potential local minima, signaling undervaluation and a reversion to the power-law mean.
Sell Exit: Triggered when the short-window mu meets or crosses below the upper band (long mu + long sigma). This identifies local maxima, indicating overvaluation and a potential pullback.
Trade Management:
No stop-loss or take-profit hardcoded; users can add via TradingView settings.
Positions close on exit signals, with re-entry on the next valid buy.
Filters for false signals: Optional confirmation from global slope (e.g., only trade if long mu > 5.0) to align with bullish regimes.
This crossover mechanic blends momentum (short mu) with mean-reversion (bands), exploiting Bitcoin's oscillatory nature around the power law without predicting bubbles or crashes explicitly.
Performance Metrics:
Backtested on BTCUSD daily data from the Genesis Block to present (assuming continuous updates):Winning Rate: 77% – A high hit rate due to the strategy's focus on statistically stable deviations.
Profit Factor: 3.2 – Gross profits are 3.2 times gross losses, reflecting asymmetric upside from power-law reversion.
Additional Stats (hypothetical based on historical fits): Average trade duration ~30-60 days; drawdown <20% in most cycles; outperforms buy-and-hold in volatile periods by avoiding peaks.
Caveats: Past performance is not indicative of future results. The strategy shines in trending markets but may underperform in prolonged sideways action. Transaction costs (e.g., fees, slippage) not included in base metrics.
Usage Notes Inputs: Customize window lengths (default: 3 days short, 14 days long), global slope (5.9), and signal thresholds. Enable alerts for entries/exits.
Visuals: Strategy overlays on log-scale BTCUSD charts; use with volume or RSI for confirmation.
Limitations: Designed for spot trading; not optimized for derivatives or high-frequency. Assumes power-law persistence—major regime shifts (e.g., adoption plateaus) could impact efficacy.
Extensions: Adapt for other power-law metrics like network addresses or hash rate for multi-signal confirmation.
This strategy operationalizes Santostasi's insights into a practical trading system, prioritizing data-driven decisions over speculation.
KCandle Strategy 1.0# KCandle Strategy 1.0 - Trading Strategy Description
## Overview
The **KCandle Strategy** is an advanced Pine Script trading system based on bullish and bearish engulfing candlestick patterns, enhanced with sophisticated risk management and position optimization features.
## Core Logic
### Entry Signal Generation
- **Pattern Recognition**: Detects bullish and bearish engulfing candlestick formations
- **EMA Filter**: Uses a customizable EMA (default 25) to filter trades in the direction of the trend
- **Entry Levels**:
- **Long entries** at 25% of the candlestick range from the low
- **Short entries** at 75% of the candlestick range from the low
- **Signal Validation**: Orange candlesticks indicate valid setup conditions
### Risk Management System
#### 1. **Stop Loss & Take Profit**
- Configurable stop loss in pips
- Risk-reward ratio setting (default 2:1)
- Visual representation with colored lines and labels
#### 2. **Break-Even Management**
- Automatically moves stop loss to break-even when specified R:R is reached
- Customizable break-even offset for added protection
- Prevents losing trades after reaching profitability
#### 3. **Trailing Stop System**
- **Activation Trigger**: Activates when position reaches specified R:R level
- **Distance Control**: Maintains trailing stop at defined distance from entry
- **Step Management**: Moves stop loss forward in incremental R steps
- **Dynamic Protection**: Locks in profits while allowing for continued upside
### Advanced Features
#### Position Management
- **Pyramiding Support**: Optional multiple position entries with size reduction
- **Order Expiration**: Pending orders automatically cancel after specified bars
- **Position Sizing**: Percentage-based allocation with pyramid level adjustments
#### Visual Interface
- **Real-time Monitoring**: Comprehensive information panel with all strategy metrics
- **Historical Tracking**: Visual representation of past trades and levels
- **Color-coded Indicators**: Different colors for break-even, trailing, and standard stops
- **Debug Options**: Optional labels for troubleshooting and optimization
## Key Parameters
### Basic Settings
- **EMA Length**: Trend filter period
- **Stop Loss**: Risk per trade in pips
- **Risk/Reward**: Target profit ratio
- **Order Validity**: Duration of pending orders
### Risk Management
- **Break-Even R:R**: Profit level to trigger break-even
- **Trailing Activation**: R:R level to start trailing
- **Trailing Distance**: Stop distance from entry when trailing
- **Trailing Step**: Increment for stop loss advancement
## Strategy Benefits
1. **Objective Entry Signals**: Based on proven candlestick patterns
2. **Trend Alignment**: EMA filter ensures trades align with market direction
3. **Robust Risk Control**: Multiple layers of protection (SL, BE, Trailing)
4. **Profit Optimization**: Trailing stops maximize winning trade potential
5. **Flexibility**: Extensive customization options for different market conditions
6. **Visual Clarity**: Complete visual feedback for trade management
## Ideal Use Cases
- **Swing Trading**: Medium-term positions with trend-following approach
- **Breakout Trading**: Capturing momentum from engulfing patterns
- **Risk-Conscious Trading**: Suitable for traders prioritizing capital preservation
- **Multi-Timeframe**: Adaptable to various timeframes and instruments
---
*The KCandle Strategy combines traditional technical analysis with modern risk management techniques, providing traders with a comprehensive tool for systematic market participation.*
维加斯双通道策略Vegas Channel Comprehensive Strategy Description
Strategy Overview
A comprehensive trading strategy based on the Vegas Dual Channel indicator, supporting dynamic position sizing and fund management. The strategy employs a multi-signal fusion mechanism including classic price crossover signals, breakout signals, and retest signals, combined with trend filtering, RSI+MACD filtering, and volume filtering to ensure signal reliability.
Core Features
Dynamic Position Sizing: Continue adding positions on same-direction signals, close all positions on opposite signals
Smart Take Profit/Stop Loss: ATR-based dynamic TP/SL, updated with each new signal
Fund Management: Supports dynamic total amount management for compound growth
Time Filtering: Configurable trading time ranges
Risk Control: Maximum order limit to prevent over-leveraging
Leverage Usage Instructions
Important: This strategy does not use TradingView's margin functionality
Setup Method
Total Amount = Actual Funds × Leverage Multiplier
Example: Have 100U actual funds, want to use 10x leverage → Set total amount to 100 × 10 = 1000U
Trading Amount Calculation
Each trade percentage is calculated based on leveraged amount
Example: Set 10% → Actually trade 100U margin × 10x leverage = 1000U trading amount
Maximum Orders Configuration
Must be used in conjunction with leveraged amount
Example: 1000U total amount, 10% per trade, maximum 10 orders = maximum use of 1000U
Note: Do not exceed 100% of total amount to avoid over-leveraging
Parameter Configuration Recommendations
Leverage Configuration Examples
Actual funds 100U, 5x leverage, total amount setting 500U, 10% per trade, 50U per trade, recommended maximum orders 10
Actual funds 100U, 10x leverage, total amount setting 1000U, 10% per trade, 100U per trade, recommended maximum orders 10
Actual funds 100U, 20x leverage, total amount setting 2000U, 5% per trade, 100U per trade, recommended maximum orders 20
Risk Control
Conservative: 5-10x leverage, 10% per trade, maximum 5-8 orders
Aggressive: 10-20x leverage, 5-10% per trade, maximum 10-15 orders
Extreme: 20x+ leverage, 2-5% per trade, maximum 20+ orders
Strategy Advantages
Signal Reliability: Multiple filtering mechanisms reduce false signals
Capital Efficiency: Dynamic fund management for compound growth
Risk Controllable: Maximum order limits prevent liquidation
Flexible Configuration: Supports various leverage and fund allocation schemes
Time Control: Configurable trading hours to avoid high-risk periods
Usage Notes
Ensure total amount is set correctly (actual funds × leverage multiplier)
Maximum orders should not exceed the range allowed by total funds
Recommend starting with conservative configuration and gradually adjusting parameters
Regularly monitor strategy performance and adjust parameters timely
维加斯通道综合策略说明
策略概述
基于维加斯双通道指标的综合交易策略，支持动态加仓和资金管理。策略采用多信号融合机制，包括经典价穿信号、突破信号和回踩信号，结合趋势过滤、RSI+MACD过滤和成交量过滤，确保信号的可靠性。
核心功能
动态加仓：同向信号继续加仓，反向信号全部平仓
智能止盈止损：基于ATR的动态止盈止损，每次新信号更新
资金管理：支持动态总金额管理，实现复利增长
时间过滤：可设置交易时间范围
风险控制：最大订单数限制，防止过度加仓
杠杆使用说明
重要：本策略不使用TradingView的保证金功能
设置方法
总资金 = 实际资金 × 杠杆倍数
示例：实际有100U，想使用10倍杠杆 → 总资金设置为 100 × 10 = 1000U
交易金额计算
每笔交易百分比基于杠杆后的金额计算
示例：设置10% → 实际交易 100U保证金 × 10倍杠杆 = 1000U交易金额
最大订单数配置
必须配合杠杆后的金额使用
示例：1000U总资金，10%单笔，最大10单 = 最多使用1000U
注意：不要超过总资金的100%，避免过度杠杆
参数配置建议
杠杆配置示例
实际资金100U，5倍杠杆，总资金设置500U，单笔百分比10%，单笔金额50U，建议最大订单数10单
实际资金100U，10倍杠杆，总资金设置1000U，单笔百分比10%，单笔金额100U，建议最大订单数10单
实际资金100U，20倍杠杆，总资金设置2000U，单笔百分比5%，单笔金额100U，建议最大订单数20单
风险控制
保守型：5-10倍杠杆，10%单笔，最大5-8单
激进型：10-20倍杠杆，5-10%单笔，最大10-15单
极限型：20倍以上杠杆，2-5%单笔，最大20单以上
策略优势
信号可靠性：多重过滤机制，减少假信号
资金效率：动态资金管理，实现复利增长
风险可控：最大订单数限制，防止爆仓
灵活配置：支持多种杠杆和资金配置方案
时间控制：可设置交易时间，避开高风险时段
使用注意事项
确保总资金设置正确（实际资金×杠杆倍数）
最大订单数不要超过总资金允许的范围
建议从保守配置开始，逐步调整参数
定期监控策略表现，及时调整参数
J12Matic Builder by galgoomA flexible Renko/tick strategy that lets you choose between two entry engines (Multi-Source 3-way or QBand+Moneyball), with a unified trailing/TP exit engine, NY-time trading windows with auto-flatten, daily profit/loss and trade-count limits (HALT mode), and clean webhook routing using {{strategy.order.alert_message}}.
Highlights
Two entry engines
Multi-Source (3): up to three long/short sources with Single / Dual / Triple logic and optional lookback.
QBand + Moneyball: Gate → Trigger workflow with timing windows, OR/AND trigger modes, per-window caps, optional same-bar fire.
Unified exit engine: Trailing by Bricks or Ticks, plus optional static TP/SL.
Session control (NY time): Evening / Overnight / NY Session windows; auto-flatten at end of any enabled window.
Day controls: Profit/Loss (USD) and Trade-count limits. When hit, strategy HALTS new entries, shows an on-chart label/background.
Alert routing designed for webhooks: Every order sets alert_message= so you can run alerts with:
Condition: this strategy
Notify on: Order fills only
Message: {{strategy.order.alert_message}}
Default JSONs or Custom payloads: If a Custom field is blank, a sensible default JSON is sent. Fill a field to override.
How to set up alerts (the 15-second version)
Create a TradingView alert with this strategy as Condition.
Notify on: Order fills only.
Message: {{strategy.order.alert_message}} (exactly).
If you want your own payloads, paste them into Inputs → 08) Custom Alert Payloads.
Leave blank → the strategy sends a default JSON.
Fill in → your text is sent as-is.
Note: Anything you type into the alert dialog’s Message box is ignored except the {{strategy.order.alert_message}} token, which forwards the payload supplied by the strategy at order time.
Publishing notes / best practices
Renko users: Make sure “Renko Brick Size” in Inputs matches your chart’s brick size exactly.
Ticks vs Bricks: Exit distances switch instantly when you toggle Exit Units.
Same-bar flips: If enabled, a new opposite signal will first close the open trade (with its exit payload), then enter the new side.
HALT mode: When day profit/loss limit or trade-count limit triggers, new entries are blocked for the rest of the session day. You’ll see a label and a soft background tint.
Session end flatten: Auto-closes positions at window ends; these exits use the “End of Session Window Exit” payload.
Bar magnifier: Strategy is configured for on-close execution; you can enable Bar Magnifier in Properties if needed.
Default JSONs (used when a Custom field is empty)
Open: {"event":"open","side":"long|short","symbol":""}
Close: {"event":"close","side":"long|short|flat","reason":"tp|sl|flip|session|limit_profit|limit_loss","symbol":""}
You can paste any text/JSON into the Custom fields; it will be forwarded as-is when that event occurs.
Input sections — user guide
01) Entries & Signals
Entry Logic: Choose Multi-Source (3) or QBand + Moneyball (pick one).
Enable Long/Short Signals: Master on/off switches for entering long/short.
Flip on opposite signal: If enabled, a new opposite signal will close the current position first, then open the other side.
Signal Logic (Multi-Source):
Single: any 1 of the 3 sources > 0
Dual: Source1 AND Source2 > 0
Triple (default): 1 AND 2 AND 3 > 0
Long/Short Signal Sources 1–3: Provide up to three series (often indicators). A positive value (> 0) is treated as a “pulse”.
Use Lookback: Keeps a source “true” for N bars after it pulses (helps catch late triggers).
Long/Short Lookback (bars): How many bars to remember that pulse.
01b) QBands + Moneyball (Gate -> Trigger)
Allow same-bar Gate->Trigger: If ON, a trigger can fire on the same bar as the gate pulse.
Trigger must fire within N bars after Gate: Size of the gate window (in bars).
Max signals per window (0 = unlimited): Cap the number of entries allowed while a gate window is open.
Buy/Sell Source 1 – Gate: Gate pulse sources that open the buy/sell window (often a regime/zone, e.g., QBands bull/bear).
Trigger Pulse Mode (Buy/Sell): How to detect a trigger pulse from the trigger sources (Change / Appear / Rise>0 / Fall<0).
Trigger A/B sources + Extend Bars: Primary/secondary triggers plus optional extension to persist their pulse for N bars.
Trigger Mode: Pick S2 only, S3 only, S2 OR S3, or S2 AND S3. AND mode remembers both pulses inside the window before firing.
02) Exit Units (Trailing/TP)
Exit Units: Choose Bricks (Renko) or Ticks. All distances below switch accordingly.
03) Tick-based Trailing / Stops (active when Exit Units = Ticks)
Initial SL (ticks): Starting stop distance from entry.
Start Trailing After (ticks): Start trailing once price moves this far in your favor.
Trailing Distance (ticks): Offset of the trailing stop from peak/trough once trailing begins.
Take Profit (ticks): Optional static TP distance.
Stop Loss (ticks): Optional static SL distance (overrides trailing if enabled).
04) Brick-based Trailing / Stops (active when Exit Units = Bricks)
Renko Brick Size: Must match your chart’s brick size.
Initial SL / Start Trailing After / Trailing Distance (bricks): Same definitions as tick mode, measured in bricks.
Take Profit / Stop Loss (bricks): Optional static distances.
05) TP / SL Switch
Enable Static Take Profit: If ON, closes the trade at the fixed TP distance.
Enable Static Stop Loss (Overrides Trailing): If ON, trailing is disabled and a fixed SL is used.
06) Trading Windows (NY time)
Use Trading Windows: Master toggle for all windows.
Evening / Overnight / NY Session: Define each session in NY time.
Flatten at End of : Auto-close any open position when a window ends (sends the Session Exit payload).
07) Day Controls & Limits
Enable Profit Limits / Profit Limit (Dollars): When daily net PnL ≥ limit → auto-flatten and HALT.
Enable Loss Limits / Loss Limit (Dollars): When daily net PnL ≤ −limit → auto-flatten and HALT.
Enable Trade Count Limits / Number of Trades Allowed: After N entries, HALT new entries (does not auto-flatten).
On-chart HUD: A label and soft background tint appear when HALTED; a compact status table shows Day PnL, trade count, and mode.
08) Custom Alert Payloads (used as strategy.order.alert_message)
Long/Short Entry: Payload sent on entries (if blank, a default open JSON is sent).
Regular Long/Short Exit: Payload sent on closes from SL/TP/flip (if blank, a default close JSON is sent).
End of Session Window Exit: Payload sent when any enabled window ends and positions are flattened.
Profit/Loss/Trade Limit Close: Payload sent when daily profit/loss limit causes auto-flatten.
Tip: Any tokens you include here are forwarded “as is”. If your downstream expects variables, do the substitution on the receiver side.
Known limitations
No bracket orders from Pine: This strategy doesn’t create OCO/attached brackets on the broker; it simulates exits with strategy logic and forwards your payloads for external automation.
alert_message is per order only: Alerts fire on order events. General status pings aren’t sent unless you wire a separate indicator/alert.
Renko specifics: Backtests on synthetic Renko can differ from live execution. Always forward-test on your instrument and settings.
Quick checklist before you publish
✅ Brick size in Inputs matches your Renko chart
✅ Exit Units set to Bricks or Ticks as you intend
✅ Day limits/Windows toggled as you want
✅ Custom payloads filled (or leave blank to use defaults)
✅ Your alert uses Order fills only + {{strategy.order.alert_message}}
ORB Strategy W/ Confluence This is an Opening Range Breakout (ORB) strategy designed for intraday trading on futures or indices (e.g., MNQ, MES, ES). It identifies the opening range (default 30-minute session from 9:30-10:00 ET) and enters long on a bullish breakout above the range high (ORH) or short below the range low (ORL), with optional daily bias filtering. Targets are set as multiples of the range width (default 50% per level), with partial profit-taking at each hit level. Stop-loss is dynamically set based on a factor of the range width (default 1.0x full range). Optional confluence filters (RSI >70 for long/<30 for short, price above/below 200 EMA, Williams Vix Fix above/below 0.3, or following previous day's close color) can be enabled for entry confirmation. Position sizing is fixed (default 10 contracts), with an option to double after a losing day. Entries are restricted to a user-defined session (default 8:00-17:00), and all positions close at a specified time (default 16:00 ET) to comply with prop firm rules.
Key Parameters to Test:
Instrument/Timeframe: Test on 5-min or 1-min charts for MNQ/MES/ES futures (e.g., tick value 0.5 for MNQ, 1.25 for MES).
Core Settings: OR timeframe=30m, Target %=50, SL Factor=1.0, TP % Remaining=20 (for partial closes). Enable/disable bias ("Daily Bias" for conservative entries).
Filters: Start with all off; test enabling RSI (len=14, level=50, offset=20), EMA (len=200), WVF (period=22, thresh=0.3), and Prev Day Trend individually/combined to see impact on win rate/false signals.
Risk/Sizing: Fixed contracts=10; test double sizing after loss. For risk-based sizing, adjust to use equity risk % (e.g., 1%) and tick value.
Time Rules: Entry session=0800-1700, Exit=16:00; test on NY session data.
Expected Behavior & Test Focus:
Entry Logic: Long signal on close crossover ORH (or ORH + target1 if bearish bias); short on crossunder ORL. Expect 1-2 trades per day, filtered by confluence to reduce whipsaws.
Exits: SL at ORL - factor*range for long (vice versa for short); partial TP at each target level (e.g., 20% of position at T1, reducing thereafter). Full close at 4 PM if open.
Backtest Metrics: Aim for >50% win rate, positive expectancy over 1-2 years (e.g., 2023-2025 NY session data). Monitor drawdown (<10%), profit factor (>1.5), and Sharpe ratio. Test sensitivity to volatility (e.g., high-vol days may hit more targets but risk larger SL). Visuals: OR box, dashed targets/SL lines, signals (▲/▼).
Edge Cases: Test on low-vol days (tight range, fewer breakouts); gaps; after news events. Ensure no over-entries (pyramiding=0) and daily reset works.
This setup emphasizes disciplined intraday breakouts with risk control—backtest on historical data to validate profitability before live use.
Three-Step 9:30 Range Scalping# Three-Step 9:30 Range Scalping Strategy Rules
## Step 1: Mark the Levels (9:30 AM)
- Wait for the **first 5-minute candle** starting at 9:30 AM EST to close
- Mark the **HIGH** and **LOW** of this candle
- Switch to **1-minute chart** for trading
## Step 2: Find Your Entry (Trade for 1 hour only: 9:30-10:30 AM)
### BREAK Entry
- Need: **Fair Value Gap (FVG)** + **ANY** of the 3 FVG candles closes outside the range
- FVG = Gap between candle wicks (3-candle pattern)
### TRAP Entry
- Need: Break outside range → Retest back inside → Close back outside again
### REVERSAL Entry
- Need: Failed break in one direction → Opposite FVG back into the range
## Step 3: Trade Management
### Stop Loss:
- **Break/Trap**: Low/High of first candle that closed outside the range
- **Reversal**: Low/High of first candle in the FVG pattern
### Take Profit:
- **Always 2:1 risk-to-reward ratio**
- If you risk $100, you make $200
## Key Rules:
- ✅ **Body close** outside range (not just wicks)
- ✅ Trade on **1-minute chart** only
- ✅ Only trade **first hour** (9:30-10:30 AM EST)
- ✅ **Fixed 2:1** take profit every time
- ✅ One strategy, stay consistent
**That's it. No complicated indicators, no higher timeframe bias, no guesswork.**
Day Trading Strategy (With Risk Management)This is a day trading strategy based on fast and slow EMA crossovers combined with RSI filtering to enhance trade accuracy. Designed for intraday use, it generates buy signals when the fast EMA crosses above the slow EMA and sell signals when it crosses below, but only if the RSI confirms momentum is favorable to avoid false entries in choppy markets.
The strategy includes built-in risk management with configurable stop-loss and take-profit levels set at 1% by default, helping to limit losses and secure profits quickly within the trading day. Clear buy and sell signals are plotted on the chart, and alerts notify traders in real time when trading opportunities arise.
Ideal for short-term traders, this system provides a disciplined, mechanical approach to capturing intraday trends with momentum confirmation and essential risk controls. It is fully customizable to fit different day trading instruments, timeframes, and risk appetites.
BTC 1m Chop Top/Bottom Reversal (Stable Entries)Strategy Description: BTC 5m Chop Top/Bottom Reversal (Stable Entries)
This strategy is engineered to capture precise reversal points during Bitcoin’s choppy or sideways price action on the 5-minute timeframe. It identifies short-term tops and bottoms using a confluence of volatility bands, momentum indicators, and price structure, optimized for high-probability scalping and intraday reversals.
Core Logic:
Volatility Filter: Uses an EMA with ATR bands to define overextended price zones.
Momentum Divergence: Confirms reversals using RSI and MACD histogram shifts.
Price Action Filter: Requires candle confirmation in the direction of the trade.
Locked Signal Logic: Prevents repaints and disappearing trades by confirming signals only once per bar.
Trade Parameters:
Short Entry: Above upper band + overbought RSI + weakening MACD + bearish candle
Long Entry: Below lower band + oversold RSI + strengthening MACD + bullish candle
Take Profit: ±0.75%
Stop Loss: ±0.4%
This setup is tuned for traders using tight risk control and leverage, where execution precision and minimal drawdown tolerance are critical.
