Rozpocznij

Average True Range (ATR)

Weighted Ichimoku StrategyLSE:HSBA The Ichimoku Kinko Hyo indicator is a comprehensive tool that combines multiple signals to identify market trends and potential buying/selling opportunities. My weighted variant of this strategy attempts to assign specific weights to each signal, allowing for a more nuanced and customizable approach to trend identification. The intent is to try and make a more informed trading decision based on the cumulative strength of various signals. I've tried not to make it a mishmash of this and that + MACD + RSI and on and on; most people have their preferred indicator that focuses on just that that they can use in conjunction. The signals used can be grouped into two groups the 'Core Ichimoku Signals' & the 'Additional Signals' (at the end you will find the signals and their assigned weights followed by the thresholds where they align). The Core Ichimoku Signals are the primary signals used in Ichimoku analysis, including Kumo Breakout, Chikou Cross, Kijun Cross, Tenkan Cross, and Kumo Twist. While the Additional Signals provide further insights and confirmations, such as Kijun Confirmation, Tenkan-Kijun Above Cloud, Chikou Above Cloud, Price-Kijun Cross, Chikou Span Signal, and Price Positioning. Entries are triggered when the cumulative weight of bullish signals exceeds a specified buy threshold, indicating a strong uptrend or potential trend reversal. Exits are initiated when the cumulative weight of bearish signals surpasses a specified sell threshold, or when additional conditions such as consolidation patterns or ATR-based targets are met. There are various exit types that you can choose between, which can be used separately or in conjunction with one another. As an example you might want to exit on a different condition during consolidation periods than during other periods or just use ATR with some other backstop. They are listed in evaluation order i.e. ATR trumps all, Consolidation exit trumps the regular Kumo sell and so on: **ATR Sell**: Exits trades based on ATR-based profit targets and stop-losses. **Consolidation Exit**: Exits trades during consolidation periods to reduce drawdown. **Sell Below Kumo**: Exits trades when the price is below the Kumo, indicating a potential downtrend. **Sell Threshold**: Exits trades when the cumulative weight of bearish signals surpasses a specified sell threshold. There are various 'filters' which are really behavior modifiers: **Kumo Breakout Filter**: Requires price to close above the Kumo for buy signals (essentially a entry delay). **Whipsaw Filter**: Ensures trend strength over specified days to reduce false signals. **Buy Cooldown**: Prevents new entries until half the Kijun period passes after an exit (prevents flapping). **Chikou Filter**: Delays exits unless the previous close is below the Chikou Span. **Consolidation Trend Filter**: Prevents consolidation exits if the trend is bullish (rare, but happens). Then there are some debugging options. Ichimoku periods have some presets (personally I like 8/22/44/22) but are freely configurable, preset to the traditional values for purists. The list of signals and most thresholds follow, play around with them. Thats all. Cheers, **Core Ichimoku Signals** **Kumo Breakout** - 30 (Bullish) / -30 (Bearish) - Indicates a strong trend when the price breaks above (bullish) or below (bearish) the Kumo (cloud). This signal suggests a significant shift in market sentiment. **Chikou Cross** - 20 (Bullish) / -20 (Bearish) - Shows the relationship between the Chikou Span (lagging span) and the current price. A bullish signal occurs when the Chikou Span is above the price, indicating a potential uptrend. Conversely, a bearish signal occurs when the Chikou Span is below the price, suggesting a downtrend. **Kijun Cross** - 15 (Bullish) / -15 (Bearish) - Signals trend changes when the Tenkan-sen (conversion line) crosses above (bullish) or below (bearish) the Kijun-sen (base line). This crossover is often used to identify potential trend reversals. **Tenkan Cross** - 10 (Bullish) / -10 (Bearish) - Indicates short-term trend changes when the price crosses above (bullish) or below (bearish) the Tenkan-sen. This signal helps identify minor trend shifts within the broader trend. **Kumo Twist** - 5 (Bullish) / -5 (Bearish) - Shows changes in the Kumo's direction, indicating potential trend shifts. A bullish Kumo Twist occurs when Senkou Span A crosses above Senkou Span B, and a bearish twist occurs when Senkou Span A crosses below Senkou Span B. **Additional Signals** **Kijun Confirmation** - 8 (Bullish) / -8 (Bearish) - Confirms the trend based on the price's position relative to the Kijun-sen. A bullish signal occurs when the price is above the Kijun-sen, and a bearish signal occurs when the price is below it. **Tenkan-Kijun Above Cloud** - 5 (Bullish) / -5 (Bearish) - Indicates a strong bullish trend when both the Tenkan-sen and Kijun-sen are above the Kumo. Conversely, a bearish signal occurs when both lines are below the Kumo. **Chikou Above Cloud** - 5 (Bullish) / -5 (Bearish) - Shows the Chikou Span's position relative to the Kumo, indicating trend strength. A bullish signal occurs when the Chikou Span is above the Kumo, and a bearish signal occurs when it is below. **Price-Kijun Cross** - 2 (Bullish) / -2 (Bearish) - Signals short-term trend changes when the price crosses above (bullish) or below (bearish) the Kijun-sen. This signal is similar to the Kijun Cross but focuses on the price's direct interaction with the Kijun-sen. **Chikou Span Signal** - 10 (Bullish) / -10 (Bearish) - Indicates the trend based on the Chikou Span's position relative to past price highs and lows. A bullish signal occurs when the Chikou Span is above the highest high of the past period, and a bearish signal occurs when it is below the lowest low. **Price Positioning** - 10 (Bullish) / -10 (Bearish) - Shows indecision when the price is between the Tenkan-sen and Kijun-sen, indicating a potential consolidation phase. A bullish signal occurs when the price is above both lines, and a bearish signal occurs when the price is below both lines. **Confidence Level**: Highly Sensitive - **Buy Threshold**: 50 - **Sell Threshold**: -50 - **Notes / Significance**: ~2–3 signals, very early trend detection. High sensitivity, may capture noise and false signals. **Confidence Level**: Entry-Level - **Buy Threshold**: 58 - **Sell Threshold**: -58 - **Notes / Significance**: ~3–4 signals, often Chikou Cross or Kumo Breakout. Very sensitive, risks noise (e.g., false buys in choppy markets). **Confidence Level**: Entry-Level - **Buy Threshold**: 60 - **Sell Threshold**: -60 - **Notes / Significance**: ~3–4 signals, Kumo Breakout or Chikou Cross anchors. Entry point for early trends. **Confidence Level**: Moderate - **Buy Threshold**: 65 - **Sell Threshold**: -65 - **Notes / Significance**: ~4–5 signals, balances sensitivity and reliability. Suitable for moderate risk tolerance. **Confidence Level**: Conservative - **Buy Threshold**: 70 - **Sell Threshold**: -70 - **Notes / Significance**: ~4–5 signals, emphasizes stronger confirmations. Reduces false signals but may miss some opportunities. **Confidence Level**: Very Conservative - **Buy Threshold**: 75 - **Sell Threshold**: -75 - **Notes / Significance**: ~5–6 signals, prioritizes high confidence. Minimizes risk but may enter trades late. **Confidence Level**: High Confidence - **Buy Threshold**: 80 - **Sell Threshold**: -80 - **Notes / Significance**: ~6–7 signals, very strong confirmations needed. Suitable for cautious traders. **Confidence Level**: Very High Confidence - **Buy Threshold**: 85 - **Sell Threshold**: -85 - **Notes / Significance**: ~7–8 signals, extremely high confidence required. Minimizes false signals significantly. **Confidence Level**: Maximum Confidence - **Buy Threshold**: 90 - **Sell Threshold**: -90 - **Notes / Significance**: ~8–9 signals, maximum confidence level. Ensures trades are highly reliable but may result in fewer trades. **Confidence Level**: Ultra Conservative - **Buy Threshold**: 100 - **Sell Threshold**: -100 - **Notes / Significance**: ~9–10 signals, ultra-high confidence. Trades are extremely reliable but opportunities are rare. **Confidence Level**: Extreme Confidence - **Buy Threshold**: 110 - **Sell Threshold**: -110 - **Notes / Significance**: All signals align, extreme confidence. Trades are almost certain but very few opportunities.
Strategia Pine Script®
od i3enedek
1
DEMA Trend Oscillator Strategy📌 Overview The DEMA Trend Oscillator Strategy is a dynamic trend-following approach based on the Normalized DEMA Oscillator SD. It adapts in real-time to market volatility with the goal of improving entry accuracy and optimizing risk management. ⚠️ This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. 🎯 Strategy Objectives The main goal of this strategy is to respond quickly to sudden price movements and trend reversals, by combining momentum-based signals with volatility filters. It is designed to be user-friendly for traders of all experience levels. ✨ Key Features Normalized DEMA Oscillator: A momentum indicator that normalizes DEMA values on a 0–100 scale, allowing intuitive identification of trend strength Two-Bar Confirmation Filter: Requires two consecutive bullish or bearish candles to reduce noise and enhance entry reliability ATR x2 Trailing Stop: In addition to fixed stop-loss levels, a trailing stop based on 2× ATR is used to maximize profits during strong trends 📊 Trading Rules Long Entry: Normalized DEMA > 55 (strong upward momentum) Candle low is above the upper SD band Two consecutive bullish candles appear Short Entry: Normalized DEMA < 45 (downward momentum) Candle high is below the lower SD band Two consecutive bearish candles appear Exit Conditions: Take-profit at a risk-reward ratio of 1.5 Stop-loss triggered if price breaks below (long) or above (short) the SD band Trailing stop activated based on 2× ATR to secure and extend profits 💰 Risk Management Parameters Symbol & Timeframe: Any (AUDUSD 5M example) Account size (virtual): $3000 Commission: 0.4PIPS(0.0004) Slippage: 2 pips Risk per trade: 5% Number of trades (backtest):534 All parameters can be adjusted based on broker specifications and individual trading profiles. ⚙️ Trading Parameters & Considerations Indicator: Normalized DEMA Oscillator SD Parameter settings: DEMA Period (len_dema): 40 Base Length: 20 Long Threshold: 55 Short Threshold: 45 Risk-Reward Ratio: 1.5 ATR Multiplier for Trailing Stop: 2.0 🖼 Visual Support The chart displays the following visual elements: Upper and lower SD bands (±2 standard deviations) Entry signals shown as directional arrows 🔧 Strategy Improvements & Uniqueness This strategy is inspired by “Normalized DEMA Oscillator SD” by QuantEdgeB, but introduces enhancements such as a two-bar confirmation filter and an ATR-based trailing stop. Compared to conventional trend-following strategies, it offers superior noise filtering and profit optimization. ✅ Summary The DEMA Trend Oscillator Strategy is a responsive and practical trend-following method that combines momentum detection with adaptive risk management. Its visual clarity and logical structure make it a powerful and repeatable tool for traders seeking consistent performance in trending markets. ⚠️ Always apply appropriate risk management. This strategy is based on historical data and does not guarantee future results.
Strategia Pine Script®
od PakunFX
Dskyz (DAFE) Turning Point Indicator - Dskyz (DAFE) Turning Point Indicator — Smart Reversal Signals Inspired by the intelligent logic of a pervious indicator I saw. This script represents a next-generation reversal detection system—completely re-engineered with cutting-edge filters, adaptive logic, and intelligent dashboards. The Dskyz (DAFE) Turning Point Indicator 🧠 What Is It? is designed to identify key market reversal zones with extraordinary accuracy by combining trend direction, volatility confirmation, price action patterns, and smart filtering layers—all visualized in a highly interactive and informative chart overlay. This isn’t just a signal generator—it’s a decision-making assistant. ⚙️ Inputs & How to Use Them All input fields are grouped for ease-of-use and explanation: 🔸 Reversal Logic Settings Source: The price source used for signal generation (default: hlcc4). Can be changed to any standard price formula (open, close, hl2, etc.). ATR Period: Used for determining volatility and dynamic trailing stop logic. Supertrend Factor / Period: Calculates directional movement to detect trending vs choppy zones. Reversal Sensitivity Thresholds: Internal logic filters minor pullbacks from true reversals. 🔸 Filters Trend Filter: Enables trend-only signals (optional). Volume Spike Filter: Confirms reversals with significant volume activity. Volatility Zone Coloring: Visually highlights high-volatility areas to avoid late entries or fakeouts. Custom High/Low Detection: Smart local top/bottom scanning to reinforce accuracy. 🔸 Visual & Dashboard Options Signal Labels: Toggle signal labels on the chart. Color Theme: Choose your visual theme for easier visibility. Dashboard Toggle: Activate a compact dashboard summarizing strategy health (win rate, drawdown, trend state, volatility). 🧩 Functions Used ta.supertrend(): Determines trend direction for signal confirmation and filtering. ta.atr(): Calculates real-time volatility to determine trailing stop exits and visual zones. ta.rsi() (internally optimized): Helps filter overbought/oversold conditions. Local High/Low Scanner: Tracks recent pivots using a custom dynamic lookback. Signal Engine: Consolidates multiple confirmation layers before plotting. 🚀 What Makes It Unique? Unlike traditional reversal indicators, this one combines: Multi-factor signal validation: No single indicator makes the call—volume, trend, price action, and volatility all contribute. Adaptive filtering: The indicator evolves with the market—less noise, smarter signals. Visual volatility heatmap zones: Avoid entering during uncertainty or manipulation spikes. Interactive trend dashboard: Immediate insight into the strength and condition of the current market phase. Highly customizable: Turn features on/off to match your trading style—scalping, swing, or trend-following. Precision timing: Uses optimized versions of RSI and ATR that adjust automatically with price context. 🧬 Recommended for: Commodity: Futures, Forex, Crypto Timeframes: 1m to 1h for active traders. 4h+ for swing trades. Pair With: Support/resistance zones, Fibonacci levels, and smart money concepts for additional confluence. 🎯 Why It Works - Traditional reversal signals suffer from lag and noise. This system filters both by: - Using multi-source confirmation, not just price movement. -Tracking volatility directly, not assuming static markets. -Detecting exhaustion, not just divergence. -Keeping your screen clean, with only the most relevant data shown. 🧾 Credit & Acknowledgement 🧠 Original Concept Inspiration: This project was deeply inspired by the work of Enes_Yetkin_ and their approach to reversal detection. This version expands on the concept with additional technical layers, updated visuals, and real-time adaptability. 📌 Final Thoughts This is more than a reversal tool. It's a market condition interpreter, entry/exit planner, and risk assistant all in one. Every aspect is engineered to give you an edge—especially when timing means everything. Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. -Dskyz
Wskaźnik Pine Script®
od DskyzInvestments
7
Master RS Dashboard: 15M, 1D, 1WThis indicator gives you a complete picture of Relative Strength (RS) across three critical timeframes — 15-minute, Daily, and Weekly — to help confirm high-conviction entries, spot trend alignment, and build context around trade setups. It calculates RS by comparing your current symbol to a benchmark (default: SPY), adjusted for volatility using ATR. The dashboard displays: • RS values per timeframe • Trend arrows (↑, ↓, →) • Bullish / Bearish / Neutral signals • A total alignment score (e.g. 3/3 Bullish) • Optional background shading when all 3 are aligned ✅ Use this tool to: • Filter your watchlist for multi-timeframe RS alignment • Confirm breakout or momentum trades with strong backing • Avoid trades when RS is mixed or conflicting Works great for stocks, ETFs, and even futures. Ideal for swing traders, intraday traders, and trend followers who want a full-perspective view.
Wskaźnik Pine Script®
od russi_natalia
Rogue ORB PRORogue ORB Pro is a precision-engineered Opening Range Breakout (ORB) indicator built for active intraday traders who need real signals, not noise. This tool identifies high-probability breakout entries from the opening range, enhanced with optional ATR-based stop loss levels, deviation targets, cooldown filters, and a relative volume gate to filter weak setups. 🔍 Key Features: Opening Range High/Low: Drawn from a user-defined time window and locked for the day Deviations: Automatically plots target zones above and below the OR range (e.g. 1, 2 deviations) Pre-Market Levels: Automatically draws pre market high and low lines at the end of pre market session Buy/Sell Signals: Triggered on breakout of the OR High/Low with configurable breakout logic (touch or close) ATR Stop Loss Line: Dynamically drawn at a fixed ATR distance from breakout candle, with optional SL label Cooldown Period: Prevents back-to-back signals by enforcing a user-defined bar delay between entries, can help with overtrading Volume Filter: Optional relative volume filter that requires breakout candles to exceed a custom volume threshold VWAP Overlay: Visual VWAP for directional bias and confluence
Wskaźnik Pine Script®
od RogueLLC33
1
High Accuracy Reversal Indicator 🔻🔺High Accuracy Reversal Indicator 🔻🔺 is a powerful custom indicator designed to detect precise market reversal points with minimal noise. 🚀 Key Features: ✅ Red 🔻 triangle = potential sell/reversal signal at swing highs ✅ Green 🔺 triangle = potential buy/reversal signal at swing lows ✅ ATR-based filtering to reduce false signals ✅ Works on any market (Forex, Crypto, Stocks) and any timeframe ✅ Great for scalping, swing trading, or trend reversals Whether you're a beginner or pro, this tool will help you identify high-probability entries and exits like never before. 🔍 Use with price action or your favorite trend indicator for best results.
Wskaźnik Pine Script®
od PinkuModanwal
3
ATR Stop-Loss & TargetsATR and Supertrend-based SL/TP & Trailing System This indicator combines Average True Range (ATR) and Supertrend logic to help traders define precise stop-loss, first target, and trailing stop-loss (TSL) levels. ⚙️ Key Features: 📏 ATR-based Stop-Loss & Target Lines: Uses ATR (default period: 5) based on the previous day's candle for more stable risk management. Traders can choose the price source: Close, Open, or enter a manual price. SL and first target are calculated using multipliers: Multiplier 1 = Stop Loss Multiplier 2 = First Target 📉 Supertrend for Trailing Stop: Built-in Supertrend logic for trailing stop-loss management. Uses ATR(10) with a multiplier of 2.1, based on HL2. Supertrend can be toggled ON/OFF from the settings.
Wskaźnik Pine Script®
od skk0048
ATR % Oscillator - DolphinTradeBot1️⃣ Overview 🔸 This is a simplified version of ATR and TR that shows volatility as percentage changes , making it easier to compare two symbols. 🔸 The indicator compares the volatility of two different assets by calculating the percentage-based price ranges and their moving averages . 📌 This is especially useful for pair traders, as it helps identify which symbol is more volatile, allowing for strategic decisions based on relative movement rather than overall market direction. 2️⃣ How Is It Work? 🔸 For each symbol, it calculates the absolute percentage difference between either:  • Close and Open (net price change), or  • High and Low (daily price range). 🔸 The results are visualized as column bars — the taller the bar, the higher the volatility. 🔸 It also plots a moving average line (SMA) based on the selected range length. 📌 These calculations are independent of the chart you're on — they work purely based on the two selected symbols. If no symbols are selected, it defaults to using the current chart's symbol. 3️⃣ How to Use It? With this indicator, you can: 🔸 Compare the volatility between two assets. 🔸 Detect sudden volatility spikes that may signal upcoming momentum. 🔸 Support spread, arbitrage, or correlation-based strategies . 🔸 See which symbol is gaining market attention (a larger difference = more activity). Example: Compare BTC vs ETH to see which one is dominating in terms of price action or volatility. 4️⃣⚙️ Settings 🔸 Symbol Settings  • Symbol-1 / Symbol-2: Choose the two assets to compare.  • Checkboxes: Enable/disable visibility for each symbol's data. 🔸 Calculation Settings  • Range Average: The number of bars used for the moving average.  • Calculation Source:   - Close-Open: Measures net price movement.   - High-Low: Measures total price range.
Wskaźnik Pine Script®
od DolphinTradeBot
VoluTility🌊 VoluTility forecasts trend exhaustion, breakout pressure, and structural inflection by measuring volatility  within  the effort stream. Built on the concept of ATR applied to volume, it doesn’t read raw volume — it reveals whether that volume is stable, chaotic, or compressing ahead of a move. The goal is to detect structural setups before they resolve. The lower the timeframe, the greater the alpha. 🧠 Core Logic A zero-centered histogram shows the deviation of smoothed volume from its own volatility baseline. Positive bars indicate expansion; negative bars signal compression. Color reflects rate-of-change in volume volatility. Opacity tracks effort/result strength — showing when moves are real or hollow. The overlaid ribbon (EMA vs HMA) highlights rhythm shifts. Orange fill signals real expansion; yellow shows decay or absorption. Together, they expose pre-breakout compression and exhaustion tails before price reacts. 🏗️ Structural Read On the 1H BTC chart shown, price coils into a shallow pullback, compressing within a narrow range marked by shrinking candle bodies and muted wick aggression. A sudden expansion candle breaks the coil cleanly, with no immediate rejection or wick reversion. Price holds above the breakout pivot, establishing a baseline for structural acceptance and shifting bias toward continuation. 🔰 Zone Descriptions 🔴 Volatile blowout 🟠 Clean expansion 🟡 Passive or absorbed effort 🟢 Steady-state rhythm 🔵 Compression coil 🧐 Suggested Use VoluTility is expressly designed as an overlay for sub-pane indicators, where it acts as a second-order rhythm map — exposing hidden structural pressure within volume or volatility streams. When paired with volume (like ZVOL or OBVX), it highlights when flow is expanding with intent versus fading into noise. When layered over volatility signals (like ATR Turbulence or WIRE), it reveals whether expansion has real effort behind it — or is just structural slack. It pairs especially well with the Relative Directional Index (RDI), where its histogram and ribbon offer early exhaustion signals before traditional trend or momentum fades appear. On raw momentum tools, it acts as a filter: softening false breaks and confirming pressure-backed continuation. Run on 15m or lower charts for early entry cues or breakout anticipation. On 1H charts, use it to validate compression resolution or detect fatigue before structure turns. It doesn’t react to price — it forecasts readiness.
Wskaźnik Pine Script®
od TheLeadingIndicator
FSH ATR MTF MonitorThe FSH ATR MTF Monitor tracks the Average True Range (ATR) and current range across six customizable timeframes, displaying the results in a table. When a timeframe’s range exceeds its ATR, the range value turns yellow, signaling heightened volatility. This multi-timeframe tool helps traders assess market conditions and plan entries or exits. Key Features: - Monitors ATR and range for up to six timeframes simultaneously. - Customizable ATR length and timeframe inputs. - Highlights ranges exceeding ATR in yellow for quick identification. - Table display with toggle option for flexibility. How to Use: 1. Add the indicator to your chart. 2. Adjust the ATR length and timeframes in the inputs as needed. 3. Watch for yellow range values to spot volatility spikes across timeframes. 4. Toggle the table off if not needed. Ideal for scalpers, swing traders, or anyone analyzing volatility across multiple timeframes.
Wskaźnik Pine Script®
od FlyingSeaHorse
ATR Stop BufferThe ATR Stop Buffer indicator calculates the Daily Average True Range (ATR) and converts it into ticks based on the symbol's minimum price movement. It then displays the full ATR, 2% of ATR, and 10% of ATR in a clean table format, rounded up for simplicity. This tool is ideal for traders who want to set volatility-based stop-loss levels or buffers for their trades. Key Features: - Uses a 14-period Daily ATR for robust volatility measurement. - Converts ATR into ticks for precise application across different instruments. - Table display with toggle option for flexibility. - Perfect for risk management and trade planning. How to Use: 1. Add the indicator to your chart. 2. Use the table values to adjust your stop-loss distances (e.g., 2% ATR for tight stops, 10% ATR for wider buffers). 3. Toggle the table off if you only need the values occasionally. Note: Works best on instruments with defined tick sizes (e.g., futures, forex, stocks).
Wskaźnik Pine Script®
od FlyingSeaHorse
Daily Bollinger Band StrategyOverview of the Daily Bollinger Band Strategy 1. Strategy Overview and Features This strategy is a tool for backtesting a trading method that uses Bollinger Bands. It is *not* a tool for automated trading. 1-1. Main Display Items The main chart displays the Bollinger Bands and the 200-day moving average. It also shows the entry and exit points along with the position size (in units of 100 shares). 1-2. Summary of Trading Rules For long (buy) strategies, the trade enters when the price crosses above the +1σ line of the Bollinger Bands, aiming to ride an upward trend. The position is exited when the price crosses below the middle band. For short (sell) strategies, the trade enters when the price crosses below the -1σ line of the Bollinger Bands, aiming to ride a downward trend. The position is exited when the price crosses above the middle band. 1-3. Strategic Enhancements The strategy uses the slope of the 200-day moving average to determine the trend direction and enter trades accordingly. This improves the win rate and payoff ratio. Additionally, to reduce the probability of ruin, the risk per trade is limited to 1.0% of capital, and position sizing is adjusted using ATR (a volatility indicator). 2. Trading Rules 2-1. Chart Type Only daily charts are used. 2-2. Indicators Used (1) Bollinger Bands** (used for entry and exit signals) - Period: Fixed at 80 days - Upper and lower bands: Fixed at ±1σ (2) Moving Average** (used to determine trend direction) - Period: Fixed at 200 days - Trend direction is judged based on whether the difference from the previous day is positive (upward) or negative (downward) 2-3. Buy Rules Setup: - Price crosses above the +1σ line from below - Both the middle band and 200-day moving average are upward sloping Entry: - Buy at the next day’s market open using a market order Exit: - If the price crosses below the middle band, sell at the next day’s open using a market order 2-4. Sell Rules Setup: - Price crosses below the -1σ line from above - Both the middle band and 200-day moving average are downward sloping Entry: - Sell at the next day’s market open using a market order Exit: - If the price crosses above the middle band, buy back at the next day’s open using a market order 2-5. Risk Management Rules - Risk per trade: 1.0% of total capital (acceptable loss = capital × 1.0%) - Position size: Acceptable loss ÷ 2ATR (rounded down to the nearest unit of 100 shares) 2-6. Other Notes - No brokerage fees - No pyramiding - No partial exits - No reverse positions (no “stop-and-reverse” trades) 3. Strategy Parameters The following settings can be specified: 3-1. Period Settings - Start date: Set the start date for the backtest period - Stop date: Set the end date for the backtest period 3-2. Display of Trend and Signals - Show trend: When checked, the background color of the bars is light red for an uptrend and light blue for a downtrend - Show signal: When checked, entry and exit signals are displayed (note: signals are executed at the next day’s open, so there is a one-day lag in the display) 3-3. Capital Management Settings - Funds: Capital available for trading (in JPY) - Risk rate: Specify what percentage of the capital to risk per trade Settings in the “Properties” tab are not used in this strategy. 4. Backtest Results (Example) Here are the backtest results conducted by the author: - Target Stocks: All components of the Nikkei 225 - Test Period: January 4, 2000 – December 30, 2024 - Data Points: 12,886 - Win Rate: 33.45% - Net Profit: ¥82,132,380 - Payoff Ratio: 2.450 - Expected Value: ¥6,373.8 - Risk Rate: 1.0% - Probability of Ruin: 0.00% --- デイリー・ボリンジャーバンド・ストラテジーの概要 1. ストラテジーの概要と特徴 このストラテジーは、ボリンジャーバンドを使ったトレード手法のバックテストを行うツールです。自動売買を行うツールではありません。 1-1. 主な表示項目 メインチャートにボリンジャーバンドと 200日移動平均線を表示します。 また、エントリーと手仕舞いのタイミングと数量（100株単位）も表示されます。 1-2. トレードルールの概要 買い戦略の場合、ボリンジャーバンドの +1σ 超えでエントリーして上昇トレンドに乗り、ミドルバンドを割ったら決済します。 売り戦略の場合、ボリンジャーバンドの -1σ 割りでエントリーして下降トレンドに乗り、ミドルバンドを上抜けたら決済します。 1-3. ストラテジーの工夫点 200日移動平均線の傾きを見てトレンド方向にエントリーをしています。こうして勝率とペイオフレシオの成績を向上しています。 また、破産確率を抑えるために、リスク資金比率を 1.0% にして、ATR（ボラティリティ指標） を使って注文数を調整しています。 2. 売買ルール 2-1. 使用するチャート 日足チャートに限定します 2-2. 使用する指標 (1) ボリンジャーバンド（仕掛けと手仕舞いのシグナルに使用） 期間は80日に固定 上下バンドは ±1σ に固定 (2) 移動平均線（トレンドの方向を見るために使用） 期間は200日に固定 移動平均の値の前日との差がプラスのとき上向き、マイナスのとき下向きと判断 2-3. 買いのルール セットアップ：ボリンジャーバンドの +1σ を価格が下から上に交差 かつ ミドルバンドと 200日移動平均線が上向き 仕掛け：翌日の寄り付きに成行で買う 手仕舞い：ボリンジャーバンドのミドルバンドを価格が上から下に交差したら、翌日の寄り付きに成行で売る 2-4. 売りのルール セットアップ：ボリンジャーバンドの -1σ を価格が上から下に交差 かつ ミドルバンドと 200日移動平均線が下向き 仕掛け：翌日の寄り付きに成行で売る 手仕舞い：ボリンジャーバンドのミドルバンドを価格が下から上に交差したら、翌日の寄り付きに成行で買い戻す 2-5. 資金管理のルール リスク資金比率：資産の 1.0%（許容損失 = 資産 × 1.0%） 注文数：許容損失 ÷ 2ATR（単元株数未満は切り捨て） 2-6. その他 仲介手数料：なし ピラミッディング：なし 分割決済：なし ドテン：しない 3. ストラテジーのパラメーター 次の項目が指定できます。 3-1. 期間の設定 Staer date : バックテストの検証期間の開始日を指定します Stop date : バックテストの検証期間の終了日を指定します 3-2. トレンドとシグナルの表示 Show trend : チェックを入れると、バーの背景色が、トレンドが上昇のときは薄い赤で、下落のときは薄い青で表示されます Show signal : チェックを入れると、エントリーと手仕舞いのシグナルを表示します（シグナルの出た翌日の寄り付きに売買をするので表示に1日のずれがあります） 3-3. 資金管理用の設定 Funds : トレード用の資金(円) Risk rate : 許容損失を資金の何%にするかで指定します 「プロパティタブ」で設定する値は、このストラテジーでは有効ではありません。 4. バックテストの結果（例） 作者がバックテストを実施した結果をお知らせします。 対象銘柄：日経225構成銘柄すべて 対象期間：2000年1月4日～2024年12月30日 データ件数：12,886 勝率：33.45% 純利益：82,132,380 ペイオフレシオ：2.450 期待値：6,373.8 リスク資金比率：1.0% 破産確率：0.00%
Strategia Pine Script®
od fightpm
DD ATR ReadingsThe DD ATR Readings indicator displays customizable Average True Range (ATR) multiplier values directly on your chart. Unlike standard ATR indicators that only show a line, this indicator calculates and displays the exact numeric values for three different ATR multipliers, giving you precise volatility measurements for your trading decisions. It's specifically created for people taking the "Deep Dip Buy" stock trading course, and attempts to provide a ready-to-go solution to allow easy position size calculations as per the course, with the required ATR values visible at a glance. The default values of 2.0, 1.5 and 0.45 are the same values used by the course instructor in his charting software, but you can change these values to any multiplier you choose. Any input from students or the instructor is welcome to improve this indicator so it offers more value to those looking to learn how to trade. Features Displays three customizable ATR multiplier values (default: 2.0, 1.5, and 0.45 from the course) Uses either SMA or EMA for ATR calculation (20-period default) Fully customizable label appearance (position, color, size) Real-time value updates as you move through the chart Clean, unobtrusive display that doesn't clutter your chart with additional lines Customization Options ATR Length: Number of bars used in the ATR calculation (default: 20) ATR Multipliers: Three customizable multiplier values SMA/EMA: Choose your preferred moving average type for ATR calculation Label Style: Multiple positioning options for the text display Colors and Size: Fully customizable appearance
Wskaźnik Pine Script®
od AlexBarclay
BB Breakout + Momentum Squeeze [Strategy]This Strategy is Based on 3 free indicators - Bollinger Bands Breakout Oscillator: Link - TTM Squeeze Pro: Link - Rolling ATR Bands: Link Bollinger Bands Breakout Oscillator - This tool shows how strong a market trend is by measuring how often prices move outside their normal Bollinger bands range. It helps you see whether prices are strongly moving in one direction or just moving sideways. By looking at how much and how frequently prices push beyond their typical boundaries, you can identify which direction the market is heading over your selected time period. TM Squeeze Pro - This is a custom version of the TTM Squeeze indicator. It's designed to help traders spot consolidation phases in the market (when price is coiling or "squeezing") and to catch breakouts early when volatility returns. The logic is based on the relationship between Bollinger Bands and Keltner Channels, combined with a momentum oscillator to show direction and strength. Rolling ATR Bands - This indicator combines volatility bands (ATR) with momentum and trend signals to show where the market might be breaking out, retesting, or trending. It's highly visual and helpful for traders looking to time entries/exits during trending or volatile moves. Logic Of the Strategy: We are going to use the Bollinger Bands Breakout to determine the direction of the market. Than check the Volatility of the price by looking at the TTM Squeeze indicator. And use the ATR Bands to determine dynamic Stop Losses and based on the calculate the Take Profit targets and quantity for each position dynamically. For the Long Setup: 1. We need to see the that Bull Power (Green line of the Bollinger Bands Breakout Oscilator) is crossing the level of 50. 2. Check the presence of volatility (Green dot based on the TTM Squeeze indicator) For the Short Setup: 1. We need to see the that Bear Power (Red line of the Bollinger Bands Breakout Oscilator) is crossing the level of 50. 2. Check the presence of volatility (Green dot based on the TTM Squeeze indicator) Stop Loss is determined by the Lower ATR Band (for the Long entry) and Upper ATR Band (For the Short entry) Take Profit is 1:1.5 risk reward ration, which means if the Stop loss is 1% the TP target will be 1.5% Move stop Loss to Breakeven: If the price will go in the direction of the trade for at least half of the Risk Reward target then the stop will automatically be adjusted to the entry price. For Example: the Stop Loss is 1%, the price has move at least 0.5% in the direction of your trade and that will move the Stop Loss level to the Entry point. You can Adjust the parameters for each indicator used in that script and also adjust the Risk and Money management block to see how the PnL will change.
Strategia Pine Script®
od Wunderbit
RSI + ADX + ATR Combo Indicator: RSI + ADX + ATR Combo Filter This indicator is a confluence filter tool that combines RSI, ADX, and ATR into a single, easy-to-read chart overlay. It is designed to help traders identify low-volatility, non-trending zones with balanced momentum—ideal for strategies that rely on breakouts or reversals. 🔍 Core Components: RSI (Relative Strength Index) Standard RSI with custom upper and lower bounds (default: 60 and 40). Filters out extreme overbought/oversold regions and focuses on price consolidation zones. ADX (Average Directional Index) Measures trend strength. When ADX is below a custom threshold (default: 20), it indicates a weak or range-bound trend. ATR (Average True Range) Represents volatility. Low ATR values (default threshold: 2.5) are used to filter out high-volatility environments, helping refine entries. 🟣 Signal Logic: A signal is highlighted with a background color when all three conditions are met: RSI is between lower and upper bounds (e.g., 40 < RSI < 60) ✅ ADX is below the trend threshold (e.g., ADX < 20) ✅ ATR is below the volatility threshold (e.g., ATR < 2.5) ✅ These combined conditions suggest a low-volatility, low-trend strength, and balanced momentum zone—perfect for anticipating breakouts or strong directional moves.
Wskaźnik Pine Script®
od shawasutosh
ATR Amplitude RatioATR Amplitude Ratio The ATR Amplitude Ratio indicator measures price volatility by comparing the current candle's amplitude (high-low range) to the Average True Range (ATR). This helps traders identify when price movement exceeds typical volatility thresholds, potentially signaling unusual market activity. Key Features: Displays the ratio between current candle height and ATR as color-coded histogram bars Customizable ATR calculation with multiple smoothing methods (SMA, EMA, RMA, WMA) Visual reference lines at 1x, 2x, 3x, 4x, and 5x ATR levels Dynamic color coding based on volatility intensity (5 customizable threshold colors) Real-time display of current ratio and ATR values How to Use: Volatility Assessment: Quickly identify if price action is within normal volatility ranges or exhibiting unusual movement Breakout Confirmation: Higher ratios can confirm genuine breakouts versus false moves Entry/Exit Timing: Consider entries when volatility returns to normal ranges after spikes Risk Management: Adjust position sizing based on current volatility ratios Settings: ATR Length: Determines the lookback period for ATR calculation (default: 14) ATR Smoothing Type: Choose from SMA, EMA, RMA, or WMA methods Color Thresholds: Customize colors for different volatility ranges This indicator helps traders make more informed decisions by providing context about current price action relative to recent historical volatility.
Wskaźnik Pine Script®
od Delsongs
Chonky ATR Levels 2.0Show ATR based high/low projections. Choose a custom ATR calculation in the indicator's settings. The default is a 20day RMA based ATR. ----------How projections are calculated---------- To project the ATR High, the ATR value is added to the low of the current candle that matches the ATR's timeframe. To project the ATR Low, the ATR value is subtracted from the high of the current candle that matches the ATR's timeframe. Example: If a 20day RMA ATR is used: - the ATR High will be the current day's low + the ATR value. - the ATR Low will be the current day's high - the ATR value. *However*, if the price action exceeds either ATR projection, the opposite ATR level will be fixed to the extreme of the period. See the AUDUSD screenshot above for an example. The ATR Low was exceeded, so the ATR High projection is capped at the high of day. If the ATR High is exceeded, the ATR Low would be capped at the low of day.
Wskaźnik Pine Script®
od Chonky_
Rachas ATR AssistHey Traders! This indicator is a simple, it uses Average True Range (ATR) data from the daily chart and the current timeframe to estimate potential range and volatility. This indicator compares the daily ATR to the current daily wick range (from low to high), helping you gauge how much "room" might be left for price movement within the day. Alongside that, it shows the ATR over the last 14 candles and 5 candles on your current chart for intraday volatility awareness—ideal for setting stops, targets, or position sizing. Gauge Daily Potential Movement: The "Day Range Difference" cell shows how much of the expected daily range (based on ATR) is still unfilled. If the market has moved less than the average, there's still potential for expansion. If it's close to or above the ATR, expect a slowdown or reversal. Position Sizing & Stop Losses: Use the 14-period ATR and 5-period ATR on your current timeframe to understand recent volatility. This helps in choosing logical stop loss levels and adjusting position sizes based on market conditions. Volatility Awareness: Knowing the average daily range and how much of it has been used lets you avoid entering trades too late in the move or placing stops in overly tight spots. Table Position & Font: You can adjust the table location (top/bottom left/right) and font size to best fit your chart layout.
Wskaźnik Pine Script®
od Racha23
Rolling ATR Momentum Rolling ATR Momentum Indicator – User Manual --- 🔍 Overview The Rolling ATR Momentum Indicator is a simple yet powerful tool designed to detect shifts in market volatility. It compares the current Average True Range (ATR) with the ATR from a previous point in time to measure how market volatility is changing. This indicator is especially useful for: - Spotting the beginning or fading of a momentum phase - Filtering out low-volatility market conditions - Enhancing timing for entries and exits in trending or breakout trades --- 📊 Key Components ✅ ATR Delta (Rolling) - Definition: `ATR Delta = Current ATR - Past ATR` - Inputs: - ATR Period (default: 14): The base ATR calculation window - Lookback Period (default: 5): How many bars ago to compare ATR - Interpretation: - Positive ATR Delta (Green Line): Market volatility is increasing - Negative ATR Delta (Red Line): Market volatility is decreasing 📈 Zero Line - A horizontal baseline at zero helps you easily see when ATR momentum shifts from negative to positive (or vice versa). 🟩/🟥 Background Color - Green Background: ATR Delta is positive (rising volatility) - Red Background: ATR Delta is negative (falling volatility) 🔵 Optional: ATR Reference Lines - You can optionally display raw Current ATR and Past ATR by changing their visibility settings. --- ✅ How to Use It Entry Timing (Futures/Options) - Use ATR Delta as a filter: - Only take trades when ATR Delta is positive → confirms momentum is building - Avoid trades when ATR Delta is negative → market might be slow, sideways, or losing steam Breakout Anticipation - A rising ATR Delta after a tight range or consolidation can suggest that a breakout is underway Stop-loss Strategy - Use high ATR periods for wider stops (to avoid noise) - Use low ATR periods for tighter stops or skip trading --- 🧠 Pro Tips - This indicator doesn’t predict direction—combine with trend or price structure tools (like EMA, PPMA, candlesticks) - Works best in trending or breakout environments - Add it to multi-timeframe layouts to see volatility buildup on higher timeframes --- ⚙️ Settings | Parameter | Description | |----------|-------------| | ATR Period | Length of the ATR calculation (default 14) | | Lookback Period | How many bars back to compare ATR values | --- 🧭 Best For: - Index futures (Nifty, BankNifty) - Option buyers needing volatility confirmation - Intraday & swing traders looking to trade momentum setups --- Use the Rolling ATR Momentum indicator as your volatility radar—simple, clean, and highly effective for staying on the right side of market energy. End of Manual
Wskaźnik Pine Script®
od abgaur01