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Elliott Wave Full Fractal System CleanElliott Wave: Full Fractal System (Automated) This script is a complete Fractal Trading System that automates Elliott Wave analysis. It moves beyond simple wave counting by combining multi-degree wave detection (Primary, Intermediate, Minor) with an automated "Sniper" entry strategy based on high-probability Wave 4 pullbacks. 1. Idea of the Script This tool acts as an educational Elliott Wave assistant that automatically: Detects Swings: Uses a pivot engine (ZigZag-like logic) to identify key market structure. Identifies Impulses: Scans for valid 1–5 motive waves across multiple timeframes. Visualizes Corrections: Detects and labels A-B-C corrective phases after an impulse. Executes Strategy: Adds a strategy layer on the Intermediate degree to backtest optimal entry zones. 2. How it Works: The "Fractal Sniper" Strategy The script applies strict algorithmic logic to Elliott Wave Theory. It analyzes the Intermediate (Green) degree to generate signals: Step 1: The Setup (Wave 3 Identification) The script scans for a valid Wave 3 impulse. It ensures Wave 3 is not the shortest and the structure respects fractal rules. Step 2: The "Wait" Phase (Target Zone) Once Wave 3 is confirmed, the script projects a Box (Green for Long, Red for Short). You will see a label: WAIT FOR DIP. Logic: We wait for price to retrace to the 50% Fibonacci level (The Golden Zone). We do not chase the top of Wave 3. Step 3: The Trigger ("Sniper" Entry) A trade is triggered only when price touches the specific entry zone while maintaining structure. Signal: Sniper Long 🚀 or Sniper Short 🔻. Step 4: Automated Risk Management Stop Loss (SL): Placed at the extremum of Wave 1 (Theory: Wave 4 cannot overlap Wave 1). Take Profit (TP): Placed at the 1.618 Fibonacci Extension of Wave 5. 3. 📊 Visual Legend (Fractal Degrees) The script analyzes three timeframes simultaneously. Use this guide to read the chart: 🔵 Blue (Primary Degree): Macro Trend. Marked with Circles (①, ②...). Use this for overall market bias. 🟢 Green (Intermediate Degree): The Trading Layer. Marked with Parentheses ((1), (2)...). All Strategy Signals are generated from this degree. 🔴 Red (Minor Degree): Micro Structure. Marked with Roman Numerals (i, ii...). Useful for seeing the sub-waves inside larger moves. 4. 📉 A-B-C Corrections (Visual Only) The script automatically detects and labels corrective phases (A, B, C) following a 5-wave impulse. Function: These labels indicate that the trend is correcting or resting. Note: The "Strategy" (Buy/Sell logic) ignores these A-B-C labels. It sees the correction and draws it for your awareness, but it does not risk money on counter-trend moves. 5. ⚠️ CRITICAL NOTE ON BACKTESTING & LAG This strategy uses ta.pivothigh and ta.pivotlow to identify wave structures. The Lag: Pivot points are lagging indicators. A pivot is only mathematically confirmed X bars after the peak or valley has occurred. The Backtest: While the labels are drawn historically on the correct bars, the strategy logic strictly waits for the pivot confirmation before generating a signal. This prevents "repainting" in live trading, but users must understand that the signal occurs after the pivot is locked in. 6. Settings Included Degrees: Customizable lookback lengths for Primary, Intermediate, and Minor waves. Strict Rules: Toggle to enforce standard Elliott rules (e.g., No Overlap). Realistic Simulation: Commission and slippage are enabled in the strategy settings to provide realistic results. Disclaimer: This script is for educational and research purposes only. It applies strict algorithmic logic to Elliott Wave Theory, but wave counting is inherently subjective. Past performance does not guarantee future results.
Strategia Pine Script®
od mbedaiwi2
Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves. Concept The idea behind ORBO is simple: The first minutes after the session open are often highly informative. Price forms an “opening range” that acts as a mini support/resistance zone. A clean breakout beyond this zone can lead to high-momentum moves. This script turns that logic into a fully backtestable strategy in TradingView. How the strategy works Opening Range Session Default session: 09:30–09:50 (exchange time) During this window, the script tracks: orHigh → highest high within the session orLow → lowest low within the session This forms your Opening Range for the day. Breakout Logic (after the window ends) Once the defined session ends: Long Entry: If the close crosses above the Opening Range High (orHigh), → strategy.entry("OR Long", strategy.long) is triggered. Short Entry: If the close crosses below the Opening Range Low (orLow), → strategy.entry("OR Short", strategy.short) is triggered. Only one opening range per day is considered, which keeps the logic clean and easy to interpret. Daily Reset At the start of a new trading day, the script resets: orHigh := na orLow := na A fresh Opening Range is then built using the next session’s 09:30–09:50 candles. This ensures entries are always based on today’s structure, not yesterday’s. Visuals & Inputs Inputs: Opening range session → default: "0930-0950" Show OR levels → toggle visibility of OR High / Low lines Fill range body → optional shaded zone between OR High and OR Low Chart visuals: A green line marks the Opening Range High. A red line marks the Opening Range Low. Optional yellow fill highlights the entire OR zone. Background shading during the session shows when the range is currently being built. These visuals make it easy to see: Where the OR sits relative to current price How clean / noisy the breakout was How often price respects or rejects the opening zone Backtesting & Optimization Because this is written as a strategy(): You can use TradingView’s Strategy Tester to view: Win rate Net profit Drawdown Profit factor Equity curve Ideas to experiment with: Change the session window (e.g., 09:15–09:45, 10:00–10:30) Apply to different: Markets: indices, FX, crypto, stocks Timeframes: 1m / 5m / 15m Add your own: Stop Loss & Take Profit levels Time filters (only trade certain days / times) Volatility filters (e.g., ATR, range size thresholds) Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
Strategia Pine Script®
od AIScripts
AliceTears GridAliceTears Grid is a customizable Mean Reversion system designed to capitalize on market volatility during specific trading sessions. Unlike standard grid bots that place blind limit orders, this strategy establishes a daily or session-based "Baseline" and looks for price over-extensions to fade the move back to the mean. This strategy is best suited for ranging markets (sideways accumulation) or specific forex sessions (e.g., Asian Session or NY/London overlap) where price tends to revert to the opening price. 🛠 How It Works 1. The Baseline & Grid Generation At the start of every session (or the daily open), the script records the Open price. It then projects visual grid lines above and below this price based on your Step % input. Example: If the Open is $100 and Step is 1%, lines are drawn at $101, $102, $99, $98, etc. 2. Entry Logic: Reversal Mode This script features a "Reversal Mode" (enabled by default) to filter out "falling knives." Standard Grid: Buys immediately when price touches the line. AliceTears Logic: Waits for the price to breach a grid level and then close back inside towards the mean. This confirms a potential rejection of that level before entering. 3. Exit Logic Target Profit: The primary target is the previous grid level (Mean Reversion). Trailing Stop: If the price continues moving in your favor, a trailing stop activates to maximize the run. Stop Loss: A manual percentage-based stop loss is available to prevent deep drawdowns in trending markets. ⚙️ Key Features Visual Grid: Automatically draws entry levels on the chart for the current session, helping you visualize where the "math" is waiting for price. Timezone & Session Control: Includes a custom Timezone Offset tool. You can trade specific hours (e.g., 09:30–16:00) regardless of your chart's UTC setting. Grid Management: Independent logic for Long and Short grids with pyramiding capabilities. Safety Filters: Options to force-close trades at the end of the session to avoid overnight gaps. ⚠️ Risk Warning Please Read Before Using: This is a Counter-Trend / Grid Strategy. Pros: High win rate in sideways/ranging markets. Cons: In strong trending markets (parabolic pumps or crashes), this strategy will add to losing positions ("catch a falling knife"). Recommendation: Always use the Stop Loss and Date Filter inputs. Do not run this on highly volatile assets without strict risk management parameters. Settings Guide Entry Reversal Mode: Keep checked for safer entries. Uncheck for aggressive limit-order style execution. Grid Step (%): The distance between lines. For Forex, use lower values (0.1% - 0.5%). For Crypto, use higher values (1.0% - 3.0%). UTC Offset: Adjust this to align the Session Hours with your target market (e.g., -5 for New York). This script is open source. Feel free to use it for educational purposes or modify it to fit your trading style.
Strategia Pine Script®
od AliceTears
Vinz Win BTC – STRATEGY AUTO 1m🚀 VinzWin BTC Strategy – BTC Scalping AUTO 1 min The VinzWin strategy is based on a simple and highly effective price action pattern: ✅ 2 red candles followed by 1 green candle ✅ Doji filter set to 0 ✅ Trading exclusively on BTC ✅ Session from 12:00 to 12:00 (24/7) ✅ Fixed Risk/Reward at 1:2 ✅ Stop Loss set in fixed € amount ✅ Automatic risk management based on the Stop Loss On every trade: The Stop Loss is defined in fixed euros, The Take Profit is always set at twice the risk, The lot size is automatically adjusted to market conditions, ensuring clean, stable, and fully controlled risk management. 📊 Multi-year backtests are available and show truly outstanding results, with strong consistency and an excellent profit/loss ratio. 👉 A simple, mechanical strategy with no over-optimization, perfectly suited for BTC scalping with fully controlled capital management in euros.
Strategia Pine Script®
od Vincent-Aina
inyerneck Quiet Bottom Hunter v1.5 — VERIFIED SIGNALSQuiet Bottom Hunter v1.5 — 85%+ Rebound Setup Designed for new traders who want the highest-probability, lowest-stress small-cap entries. Triggers only when ALL of these line up: • –20% to –80% from 90-day high (slow bleed, not crash) • Volume ≤80% of 50-day average (dry, no panic selling left) • RSI(14) ≤35 (deep oversold) • 2+ consecutive green or flat days at the low (quiet bottom confirmed) Fires roughly 1–3 times per month on most small caps (<$2B). Backtested 2024–2025: 85% win rate, avg +32% rebound, max DD ~11%. Tiny green “QB” arrow = entry signal. Use 10–20% position size. Works best on daily charts. Public script — code visible. use on 1 day or 4 hr chart. mid term swings, NOT day trades No spam. No chasing. Just big, calm rebounds.
Strategia Pine Script®
od oogabooger
The Oracle: Dip & Top Adaptive Sniper [Hakan Yorganci]█ OVERVIEW The Oracle: Dip & Top Adaptive Sniper is a precision-focused trend trading strategy designed to solve the biggest problem in swing trading: Timing. Most trend-following strategies chase price ("FOMO"), buying when the asset is already overextended. The Oracle takes a different approach. It adopts a "Sniper" mentality: it identifies a strong macro trend but patiently waits for a Mean Reversion (pullback) to execute an entry at a discounted price. By combining the structural strength of Moving Averages (SMA 50/200) with the momentum precision of RSI and the volatility filtering of ADX, this script filters out noise and targets high-probability setups. █ HOW IT WORKS This strategy operates on a strictly algorithmic protocol known as "The Yorganci Protocol," which involves three distinct phases: Filter, Target, and Execute. 1. The Macro Filter (Trend Identification) * SMA 200 Rule: By default, the strategy only scans for buy signals when the price is trading above the 200-period Simple Moving Average. This ensures we are always trading in the direction of the long-term bull market. * Adaptive Switch: A new feature allows users to toggle the Only Buy Above SMA 200? filter OFF. This enables the strategy to hunt for oversold bounces (dead cat bounces) even during bearish or neutral market structures. 2. The Volatility Filter (ADX Integration) * Sideways Protection: One of the main weaknesses of moving average strategies is "whipsaw" losses during choppy, ranging markets. * Solution: The Oracle utilizes the ADX (Average Directional Index). It will BLOCK any trade entry if the ADX is below the threshold (Default: 20). This ensures capital is only deployed when a genuine trend is present. 3. The Sniper Entry (Buying the Dip) * Instead of buying on breakout strength (e.g., RSI > 60), The Oracle waits for the RSI Moving Average to dip into the "Value Zone" (Default: 45) and cross back up. This technique allows for tighter stops and higher Risk/Reward ratios compared to traditional breakout systems. █ EXIT STRATEGY The Oracle employs a dynamic dual-exit mechanism to maximize gains and protect capital: * Take Profit (The Peak): The strategy monitors RSI heat. When the RSI Moving Average breaches the Overbought Threshold (Default: 75), it signals a "Take Profit", securing gains near the local top before a potential reversal. * Stop Loss (Trend Invalidated): If the market structure fails and the price closes below the 50-period SMA, the position is immediately closed to prevent deep drawdowns. █ SETTINGS & CONFIGURATION * Moving Averages: Fully customizable lengths for Support (SMA 50) and Trend (SMA 200). * Trend Filter: Checkbox to enable/disable the "Bull Market Only" rule. * RSI Thresholds: * Sniper Buy Level: Adjustable (Default: 45). Lower values = Deeper dips, fewer trades. * Peak Sell Level: Adjustable (Default: 75). Higher values = Longer holds, potentially higher profit. * ADX Filter: Checkbox to enable/disable volatility filtering. █ BEST PRACTICES * Timeframe: Designed primarily for 4H (4-Hour) charts for swing trading. It can also be used on 1H for more frequent signals. * Assets: Highly effective on trending assets such as Bitcoin (BTC), Ethereum (ETH), and high-volume Altcoins. * Risk Warning: This strategy is designed for "Long Only" spot or leverage trading. Always use proper risk management. █ CREDITS * Original Concept: Inspired by the foundational work of Murat Besiroglu (@muratkbesiroglu). * Algorithm Development & Enhancements: Developed by Hakan Yorganci (@hknyrgnc). * Modifications include: Integration of ADX filters, Mean Reversion entry logic (RSI Dip), and Dynamic Peak Profit taking.
Strategia Pine Script®
od hknyrgnc
AB=CD Fibonacci Strategy (One Trade at a Time) AB=CD Fibonacci Strategy - Harmonic Pattern Trading Bot Description An automated trading strategy that identifies and trades the classic AB=CD harmonic pattern, one of the most reliable geometric price formations in technical analysis. This strategy detects perfectly proportioned Fibonacci retracement setups and executes trades with precise risk-reward management. How It Works The indicator scans for the AB=CD pattern structure: Leg AB: Initial swing from pivot point A to pivot point B Leg BC: Retracement to point C (customizable Fibonacci levels) Leg CD: Mirror projection equal to the AB leg length When price touches point D, the strategy automatically enters a position with predefined take-profit and stop-loss levels based on your risk-reward ratio. Key Features One Trade at a Time: Ensures disciplined position management by allowing only one active trade per pattern Customizable Fibonacci Retracement: Set your preferred retracement range for point C (default 50% - 78.6%) Risk-Reward Control: Adjust stop-loss and take-profit multiples to match your trading plan Visual Pattern Display: Clear labeling of A, B, C, D points with pattern lines for easy identification Both Directions: Identifies bullish and bearish AB=CD patterns automatically Ideal For Swing traders on higher timeframes (4H, Daily, Weekly) Harmonic pattern traders seeking automation Traders wanting precise entry and exit rules based on Fibonacci geometry Those looking to reduce emotional trading and increase consistency Default Settings Optimized For NASDAQ futures and currency pairs Medium timeframe analysis Conservative risk management (10% position size per trade)
Strategia Pine Script®
od julioperez75955
Mean Reversion — BB + Z-Score + RSI + EMA200 (TP at Opposite Z)This is a systematic mean-reversion framework for index futures and other liquid assets. This strategy combines Bollinger Bands, Z-Score dislocation, RSI extremes, and a trend-filtering EMA200 to capture short-term mean-reversion inefficiencies in NQ1!. It is designed for high-volatility conditions and uses a precise exit model based on opposite-side Z-Score targets and dynamic mid-band failure detection. 🔍 Entry Logic (Mean Reversion) : The strategy enters trades only when multiple confluence signals align: Long Setup Price at or below the lower Bollinger Band Z-Score ≤ –Threshold (deep statistical deviation) RSI ≤ oversold level Price below the EMA-200 (countertrend mean-reversion only) Cooldown must be completed No open position Short Setup Price at or above the upper Bollinger Band Z-Score ≥ Threshold RSI ≥ overbought level Price above the EMA-200 Cooldown complete No open position This multi-signal gate filters out weak reversions and focuses on mature dislocations. 🎯 Take-Profit Model: Opposite-Side Z-Score Target : Once in a trade, take-profit is set by solving for the price where the Z-Score reaches the opposite side: Long TP = Z = +Threshold Short TP = Z = –Threshold This creates a symmetric statistical exit based on reverting to equilibrium plus overshoot. 🛡️ Stop-Loss System (Volatility-Aware) : Stop losses combine: A fixed base stop (points) A standard-deviation volatility component This adapts the SL to regime changes and avoids being shaken out during rare volatility spikes. ⏳ Half-Life Exit : If a trade has not reverted within a fixed number of bars, it automatically closes. This prevents “mean-reversion traps” during trending periods. 📉 Advanced Mid-Band Exit Logic (BB Basis Failure) : This is the unique feature of the system. After entry: Wait for price to cross the Bollinger Basis (middle band) in the direction of the mean. Start a 5-bar delay timer. After 5 bars, the strategy becomes “armed.” Once armed: If price fails back through the mean, exit immediately. Intrabar exits trigger precisely (with tick-level precision if Bar Magnifier is enabled). This protects profits and exits trades at the first sign of mean-failure. ⏱️ Cooldown System : After each closed trade, a cooldown period prevents immediate re-entry. This avoids clustering and improves statistical independence of trades. 🖥️ What This Strategy Is Best For : High-volatility intraday NQ conditions Statistical mean reversion with structured confluence Traders who want clean, rule-based entries Avoiding trend-day traps using EMA and half-life logic 📊 Included Visual Elements : Bollinger Bands (Upper, Basis, Lower) BUY/SELL markers at signal generation Optional alerts for automated monitoring 🚀 Summary : This is a precision mean-reversion system built around volatility bands, statistical dislocation, and price-behavior confirmation. By combining Z-Score, RSI, EMA200 filtering, and a sophisticated mid-band failure exit, this model captures high-probability reversions while avoiding the common pitfalls of naive band-touch systems.
Strategia Pine Script®
od spyqdia
SSL ST Strategy – Accuracy Enhanced v2.0 (Parser Safe)This strategy is built to identify high-probability trend breakouts using a combination of SSL Channel, Baseline, Hull / EMA signals, and Candle-based confirmations. The goal is to filter noise, avoid false breakouts, and enter only when the trend is truly shifting. This strategy identifies high-probability trend breakouts using SSL Channel, Baseline, Hull/EMA, and candle confirmations. 1. SSL shows trend shift when price breaks high/low levels. 2. Baseline filters direction (price above = buy bias, below = sell bias). 3. Hull/EMA gives early momentum confirmation. 4. Candle breakout ensures real momentum (breaks previous high/low). 5. Optional filters: ATR, reversal logic, continuation entries. 6. Exits occur on SSL flip, baseline cross, or weakness Disclaimer This strategy is provided strictly for educational and informational purposes only. It does not guarantee any profit, nor does it protect against losses of any kind. Financial markets are inherently unpredictable, and any market movement can only be assumed or estimated with a probability that is never guaranteed and can often be no better than a 50/50 chance. By using this strategy, you acknowledge that all trading decisions are made solely at your own risk. I am not liable for any profits, losses, or financial consequences incurred by anyone using or relying on this strategy. Always perform your own research, manage your risk responsibly, and consult with a qualified financial advisor before trading.
Strategia Pine Script®
od vinodkummarnair
1
Grok/Claude Turtle Soup Strategy # 🥣 Turtle Soup Strategy (Enhanced) ## A Mean-Reversion Strategy Based on Failed Breakouts --- ## Historical Origins ### The Original Turtle Traders (1983-1988) The Turtle Trading system is one of the most famous experiments in trading history. In 1983, legendary commodities trader **Richard Dennis** made a bet with his partner **William Eckhardt** about whether great traders were born or made. Dennis believed trading could be taught; Eckhardt believed it was innate. To settle the debate, Dennis recruited 23 ordinary people through newspaper ads—including a professional blackjack player, a fantasy game designer, and an accountant—and taught them his trading system in just two weeks. He called them "Turtles" after turtle farms he had visited in Singapore, saying *"We are going to grow traders just like they grow turtles in Singapore."* The results were extraordinary. Over the next five years, the Turtles reportedly earned over **$175 million in profits**. The experiment proved Dennis right: trading could indeed be taught. #### The Original Turtle Rules: - **Entry:** Buy when price breaks above the 20-day high (System 1) or 55-day high (System 2) - **Exit:** Sell when price breaks below the 10-day low (System 1) or 20-day low (System 2) - **Stop Loss:** 2x ATR (Average True Range) from entry - **Position Sizing:** Based on volatility (ATR) - **Philosophy:** Pure trend-following—catch big moves by riding breakouts The Turtle system was a **trend-following** strategy that assumed breakouts would lead to sustained trends. It worked brilliantly in trending markets but suffered during choppy, range-bound conditions. --- ### The Turtle Soup Strategy (1990s) In the 1990s, renowned trader **Linda Bradford Raschke** (along with Larry Connors) observed something interesting: many of the breakouts that the Turtle system traded actually *failed*. Price would spike above the 20-day high, trigger Turtle buy orders, then immediately reverse—trapping the breakout traders. Raschke realized these failed breakouts were predictable and tradeable. She developed the **Turtle Soup** strategy, which does the *exact opposite* of the original Turtle system: > *"Instead of buying the breakout, we wait for it to fail—then fade it."* The name "Turtle Soup" is a clever play on words: the strategy essentially "eats" the Turtles by trading against them when their breakouts fail. #### Original Turtle Soup Rules: - **Setup:** Price makes a new 20-day high (or low) - **Qualifier:** The previous 20-day high must be at least 3-4 days old (not a fresh breakout) - **Entry Trigger:** Price reverses back inside the channel (failed breakout) - **Entry:** Go SHORT (against the failed breakout above), or LONG (against the failed breakdown below) - **Philosophy:** Mean-reversion—fade false breakouts and profit from trapped traders #### Turtle Soup Plus One Variant: Raschke also developed a more conservative variant called "Turtle Soup Plus One" which waits for the *next bar* after the breakout to confirm the failure before entering. This reduces false signals but may miss some opportunities. --- ## Our Enhanced Turtle Soup Strategy We have taken the classic Turtle Soup concept and enhanced it with modern technical indicators and filters to improve signal quality and adapt to today's markets. ### Core Logic Preserved The fundamental strategy remains true to Raschke's original concept: | Turtle (Original) | Turtle Soup (Our Strategy) | |-------------------|---------------------------| | BUY breakout above 20-day high | SHORT when that breakout FAILS | | SELL breakout below 20-day low | LONG when that breakdown FAILS | | Trend-following | Mean-reversion | | "The trend is your friend" | "Failed breakouts trap traders" | --- ### Enhancements & Improvements #### 1. RSI Exhaustion Filter **Addition:** RSI must confirm exhaustion before entry - **For SHORT entries:** RSI > 60 (buyers exhausted) - **For LONG entries:** RSI < 40 (sellers exhausted) **Why:** The original Turtle Soup had no momentum filter. Adding RSI ensures we only fade breakouts when the market is showing signs of exhaustion, significantly reducing false signals. This enhancement was inspired by later traders who found RSI extremes (originally 90/10, softened to 60/40) dramatically improved win rates. #### 2. ADX Trending Filter **Addition:** ADX must be > 20 for trades to execute **Why:** While the original Turtle Soup was designed for ranging markets, we found that requiring *some* trend strength (ADX > 20) actually improves results. This ensures we're trading in markets with enough directional movement to create meaningful failed breakouts, rather than random noise in dead markets. #### 3. Heikin Ashi Smoothing **Addition:** Optional Heikin Ashi calculations for breakout detection **Why:** Heikin Ashi candles smooth out price noise and make trend reversals more visible. When enabled, the strategy uses HA values to detect breakouts and failures, reducing whipsaws from erratic price spikes. #### 4. Dynamic Donchian Channels with Regime Detection **Addition:** Color-coded channels based on market regime - 🟢 **Green:** Bullish regime (uptrend + DI+ > DI- + OBV bullish) - 🔴 **Red:** Bearish regime (downtrend + DI- > DI+ + OBV bearish) - 🟡 **Yellow:** Neutral regime **Why:** Visual regime detection helps traders understand the broader market context. The original Turtle Soup had no regime awareness—our enhancement lets traders see at a glance whether conditions favor the strategy. #### 5. Volume Spike Detection (Optional) **Addition:** Optional filter requiring volume surge on the breakout bar **Why:** Failed breakouts are more significant when they occur on high volume. A volume spike on the breakout bar (default 1.2x average) indicates more traders got trapped, creating stronger reversal potential. #### 6. ATR-Based Stops and Targets **Addition:** Configurable ATR-based stop losses and profit targets - **Stop Loss:** 1.5x ATR (default) - **Profit Target:** 2.0x ATR (default) **Why:** The original Turtle Soup used fixed stop placement. ATR-based stops adapt to current volatility, providing tighter stops in calm markets and wider stops in volatile conditions. #### 7. Signal Cooldown **Addition:** Minimum bars between trades (default 5) **Why:** Prevents overtrading during choppy conditions where multiple failed breakouts might occur in quick succession. #### 8. Real-Time Info Panel **Addition:** Comprehensive dashboard showing: - Current regime (Bullish/Bearish/Neutral) - RSI value and zone - ADX value and trending status - Breakout status - Bars since last high/low - Current setup status - Position status **Why:** Gives traders instant visibility into all strategy conditions without needing to check multiple indicators. --- ## Entry Rules Summary ### SHORT Entry (Fading Failed Breakout Above) 1. ✅ Price breaks ABOVE the 20-period Donchian high 2. ✅ Previous 20-period high was at least 1 bar ago 3. ✅ Price closes back BELOW the Donchian high (failed breakout) 4. ✅ RSI > 60 (exhausted buyers) 5. ✅ ADX > 20 (trending market) 6. ✅ Cooldown period met → **Enter SHORT**, betting the breakout will fail ### LONG Entry (Fading Failed Breakdown Below) 1. ✅ Price breaks BELOW the 20-period Donchian low 2. ✅ Previous 20-period low was at least 1 bar ago 3. ✅ Price closes back ABOVE the Donchian low (failed breakdown) 4. ✅ RSI < 40 (exhausted sellers) 5. ✅ ADX > 20 (trending market) 6. ✅ Cooldown period met → **Enter LONG**, betting the breakdown will fail --- ## Exit Rules 1. **ATR Stop Loss:** Position closed if price moves 1.5x ATR against entry 2. **ATR Profit Target:** Position closed if price moves 2.0x ATR in favor 3. **Channel Exit:** Position closed if price breaks the exit channel in the opposite direction 4. **Mid-Channel Exit:** Position closed if price returns to channel midpoint --- ## Best Market Conditions The Turtle Soup strategy performs best when: - ✅ Markets are prone to false breakouts - ✅ Volatility is moderate (not too low, not extreme) - ✅ Price is oscillating within a broader range - ✅ There are clear support/resistance levels The strategy may struggle when: - ❌ Strong trends persist (breakouts follow through) - ❌ Volatility is extremely low (no meaningful breakouts) - ❌ Markets are in news-driven directional moves --- ## Default Settings | Parameter | Default | Description | |-----------|---------|-------------| | Lookback Period | 20 | Donchian channel period | | Min Bars Since Extreme | 1 | Bars since last high/low | | RSI Length | 14 | RSI calculation period | | RSI Short Level | 60 | RSI must be above this for shorts | | RSI Long Level | 40 | RSI must be below this for longs | | ADX Length | 14 | ADX calculation period | | ADX Threshold | 20 | Minimum ADX for trades | | ATR Period | 20 | ATR calculation period | | ATR Stop Multiplier | 1.5 | Stop loss distance in ATR | | ATR Target Multiplier | 2.0 | Profit target distance in ATR | | Cooldown Period | 5 | Minimum bars between trades | | Volume Multiplier | 1.2 | Volume spike threshold | --- ## Philosophy > *"The Turtle system made millions by following breakouts. The Turtle Soup strategy makes money when those breakouts fail. In trading, there's always someone on the other side of the trade—this strategy profits by being the smart money that fades the trapped breakout traders."* The beauty of the Turtle Soup strategy is its elegant simplicity: it exploits a known, repeatable pattern (failed breakouts) while using modern filters (RSI, ADX) to improve timing and reduce false signals. --- ## Credits - **Original Turtle System:** Richard Dennis & William Eckhardt (1983) - **Turtle Soup Strategy:** Linda Bradford Raschke & Larry Connors (1990s) - **RSI Enhancement:** Various traders who discovered RSI extremes improve reversal detection - **This Implementation:** Enhanced with Heikin Ashi smoothing, regime detection, ADX filtering, and comprehensive visualization --- *"We're not following the turtles—we're making soup out of them."* 🥣
Strategia Pine Script®
od ralis24
Adaptive Trend Navigator [ATH Filter & Risk Engine]Description: This strategy implements a systematic Trend Following approach designed to capture major moves while actively protecting capital during severe bear markets. It combines a classic Moving Average "Fan" logic with two advanced risk management layers: a 4-Stage Dynamic Stop Loss and a macro-economic "Circuit Breaker" filter. Core Concepts: 1. Trend Identification (Entry Logic) The script uses a cascade of Simple Moving Averages (SMA 25, 50, 100, 200) to identify the maturity of a trend. Entries are triggered by specific crossovers (e.g., SMA 25 crossing SMA 50) or by breaking above the previous trade's high ("High-Water Mark" Re-Entry). 2. The "Circuit Breaker" (Crash Protection) To prevent trading during historical market collapses (like 2000 or 2008), the strategy monitors the Nasdaq 100 (QQQ) as a global benchmark: Normal Regime: If the market is within 20% of its All-Time High, the strategy operates normally. Crisis Regime: If the QQQ falls more than 20% from its ATH, the "Circuit Breaker" activates (Visualized by a Red Background). Recovery Rule: In a Crisis Regime, new long positions are blocked unless the QQQ reclaims its SMA 200. This filters out "bull traps" in secular bear markets. 3. 4-Stage Risk Engine (Exit Logic) Once in a trade, the risk management adapts to the position's performance: Stage 1: Fixed initial Stop Loss (default 10%) for breathing room. Stage 2: Moves to Break-Even area once the price rises 12%. Stage 3: Tightens to a trailing stop (8%) after 25% profit. Stage 4: Maximizes gains with a tight trailing stop (5%) during parabolic moves (>40% profit). Visual Guide: SMAs: 25/50/100/200 period lines for trend visualization. Red Background: Indicates the "Crisis Regime" where trading is halted due to broad market weakness. Blue Background: Indicates a "Recovery Phase" (Crisis is active, but market is above SMA 200). Red Line: Shows the dynamic Stop Loss level for active positions. Settings: All parameters (SMA lengths, Drawdown threshold, Risk Stages) are fully customizable. The QQQ benchmark ticker can also be changed to SPY or other indices depending on the asset class traded.
Strategia Pine Script®
od oppliger79
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.
Strategia Pine Script®
od oppliger79
Trendshift [CHE] StrategyTrendshift Strategy — First-Shift Structural Regime Trading Profitfactor 2,603 Summary Trendshift Strategy implements a structural regime-shift trading model built around the earliest confirmed change in directional structure. It identifies major swing highs and lows, validates breakouts through optional ATR-based conviction, and reacts only to the first confirmed shift in each direction. After a regime reversal, the strategy constructs a premium and discount band between the breakout candle and the previous opposite swing. This band is used as contextual bias and may optionally inform stop placement and position sizing. The strategy focuses on clear, interpretable structural events rather than continuous signal generation. By limiting entries to the first valid shift, it reduces false recycles and allows the structural state to stabilize before a new trade occurs. All signals operate on closed-bar logic, and the strategy avoids higher-timeframe calls to stabilize execution behavior. Motivation: Why this design? Many structure-based systems repeatedly trigger as price fluctuates around prior highs and lows. This often leads to multiple flips during volatile or choppy conditions. Trendshift Strategy addresses this problem by restricting execution to the first confirmed structural event in each direction. ATR-based filters help differentiate genuine structural breaks from noise, while the contextual band ensures that the breakout is meaningful in relation to recent volatility. The design aims to represent a minimalistic structural trading framework focused on regime turns rather than continuous trend signaling. This reduces chart noise and clarifies where the market transitions from one regime to another. What’s different vs. standard approaches? Baseline reference Typical swing-based structure indicators report every break above or below recent swing points. Architecture differences First-shift-only regime logic that blocks repeated signals until direction reverses ATR-filtered validation to avoid weak or momentum-less breaks Premium and discount bands derived from breakout structure Optional band-driven stop placement Optional band-dependent position-sizing factor Regime timeout system to neutralize structure after extended inactivity Persistent-state architecture to prevent re-triggering Practical effect Only the earliest actionable structure change is traded Fewer but higher-quality signals Premium/discount tint assists contextual evaluation Stops and sizing can be aligned with structural context rather than arbitrary volatility measures Improved chart interpretability due to reduced marker frequency How it works (technical) The algorithm evaluates symmetric swing points using a fixed bar window. When a swing forms, its value and bar index are stored as persistent state. A structural shift occurs when price closes beyond the most recent major swing on the opposite side. If ATR filtering is enabled, the breakout must exceed a volatility-scaled distance to prevent micro-breaks from firing. Once a valid shift is confirmed, the regime is updated to bullish or bearish. The script records the breakout level, the opposite swing, and derives a band between them. This band is checked for minimum size relative to ATR to avoid unrealistic contexts. The first shift in a new direction generates both the strategy entry and a visual marker. Additional shifts in the same direction are suppressed until a reversal occurs. If a timeout is enabled, the regime resets after a specified number of bars without structural change, optionally clearing the band. Stop placement, if enabled, uses either the opposite or same band edge depending on configuration. Position size is computed from account percentage and may optionally scale with the price-span-to-ATR relationship. Parameter Guide Market Structure Swing length (default 5): Controls swing sensitivity. Lower values increase responsiveness. Use ATR filter (default true): Requires breakouts to show momentum relative to ATR. Reduces false shifts. ATR length (default 14): Volatility estimation for breakout and band validation. Break ATR multiplier (default 1.0): Required breakout strength relative to ATR. Premium/Discount Framework Enable framework (default true): Activates premium/discount evaluation. Persist band on timeout (default true): Keeps structural band after timeout. Min band ATR mult (default 0.5): Rejects narrow bands. Regime timeout bars (default 500): Neutralizes regime after inactivity. Invert colors (default false): Color scheme toggle. Visuals Show zone tint (default true): Background shade in premium or discount region. Show shift markers (default true): Display first-shift markers. Execution and Risk Risk per trade percent (default 1.0): Determines position size as account percentage. Use band for size (default false): Scales size relative to band width behavior. Flat on opposite shift (default true): Forces reversal behavior. Use stop at band (default false): Stop anchored to band edges. Stop band side: Chooses which band edge is used for stop generation. Reading & Interpretation A green background indicates discount conditions within the structural band; red indicates premium conditions. A green triangle below price marks the first bullish structural shift after a bearish regime. A red triangle above price marks the first bearish structural shift after a bullish regime. When stops are active, the opposite band edge typically defines the protective level. Band width relative to ATR indicates how significant a structural change is: wider bands imply stronger volatility structure, while narrow bands may be suppressed by the minimum-size filter. Practical Workflows & Combinations Trend following: Use first-shift entries as initial regime confirmation. Add higher-timeframe trend filters for additional context. Swing trading: Combine with simple liquidity or fair-value-gap concepts to refine entries. Bias mapping: Use higher timeframes for structural regime and lower timeframes for execution within the premium/discount context. Exit management: When using stops, consider ATR-scaling or multi-stage profit targets. When not using stops, reversals become the primary exit. Behavior, Constraints & Performance The strategy uses only confirmed swings and closed-bar logic, avoiding intrabar repaint. Pivot-based swings inherently appear after the pivot window completes, which is standard behavior. No higher-timeframe calls are used, preventing HTF-related repaint issues. Persistent variables track regime and structural levels, minimizing recomputation. The maximum bars back setting is five-thousand. The design avoids loops and arrays, keeping performance stable. Known limitations include limited signal density during consolidations, delayed swing confirmation, and sensitivity to extreme gaps that stretch band logic. ATR filtering mitigates some of these effects but does not eliminate them entirely. Sensible Defaults & Quick Tuning Fewer but stronger entries: Increase swing length or ATR breakout multiplier. More responsive entries: Reduce swing length to capture earlier shifts. More active band behavior: Lower the minimum band ATR threshold. Stricter stop logic: Use the opposite band edge for stop placement. Volatile markets: Increase ATR length slightly to stabilize behavior. What this indicator is—and isn’t Trendshift Strategy is a structural-regime trading engine that evaluates major directional shifts. It is not a complete trading system and does not include take-profit logic or prediction features. It does not attempt to forecast future price movement and should be used alongside broader market structure, volatility context, and disciplined risk management. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
Strategia Pine Script®
od chervolino
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.
Strategia Pine Script®
od SignalLynx