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4x Reversal Confluence Strategy by Funded Relay================================================================================ COMPLETE USER GUIDE - "4x Reversal Confluence Strategy by Funded Relay" Pine Script v6 Strategy for High-Probability Trend Reversals ================================================================================ 1. STRATEGY OVERVIEW --------------------- Name: 4x Reversal Confluence Strategy Purpose: Detect high-probability trend REVERSALS (not continuations) Core Idea: Require 4+ layers of confirmation before entering: - Trend context (price near EMAs) - Momentum shift (MACD crossover / histogram flip) - Exhaustion (RSI oversold/overbought + divergence) - Order flow proxy (delta turning + CVD direction) - Volume participation (spike filter) Best markets: Futures (ES, NQ, YM), Major Forex, Volatile Crypto Best TFs: 5 min – 1H (intraday), 4H for swing Win-rate expectation: Lower than trend-following (~35–55%), but higher RR when correct Risk: Reversal strategies can have strings of losses → strict risk management 2. VISUAL ELEMENTS ON CHART ---------------------------- - Green triangle below bar + light green background → Bullish reversal signal - Red triangle above bar + light red background → Bearish reversal signal - Blue line → EMA 50 (short-term context) - Orange line → EMA 200 (major trend filter) Signals are rare → that's intentional (high confluence = fewer trades) 3. ENTRY RULES SUMMARY BULLISH (LONG) ENTRY - Price near or below EMA 50 / EMA 200 (potential bounce zone) - MACD bullish crossover OR histogram turning positive - RSI < 35 OR bullish divergence OR crossing above oversold - Delta EMA turning positive + CVD EMA rising (buyers gaining control) - Volume > 1.3× average (participation confirmation) BEARISH (SHORT) ENTRY - Price near or above EMA 50 / EMA 200 - MACD bearish crossunder OR histogram turning negative - RSI > 65 OR bearish divergence OR crossing below overbought - Delta EMA turning negative + CVD EMA falling - Volume spike 4. EXIT & RISK MANAGEMENT RULES -------------------------------- Initial Stop-Loss: ATR-based (default 1.5 × ATR(14) below/above entry) Opposite Signal Exit: Close long on bear signal / close short on bull signal Take Profit Targets: - Partial at 1:1.5–1:2 RR - Trail remaining with EMA 20/50 or fixed 1:3+ - Manual exit on RSI extreme opposite (RSI >75 long / <25 short) Position Sizing: Risk 0.5–1.5% per trade max (very important for reversals) Avoid / Reduce Size When: - Choppy range (EMAs flat & intertwined) - Low-volume session (Asian range forex/futures) - Right before high-impact news - No clear structure nearby (support/resistance, previous swing, FVG, etc.) 5. RECOMMENDED SETTINGS BY TIMEFRAME & MARKET Timeframe | EMA Short/Long | RSI OB/OS | MACD | divLookback | volMult | ATR Mult | Notes --------------|----------------|-----------|----------|-------------|---------|----------|---------------------- 5–15 min | 50 / 200 | 65 / 35 | 12-26-9 | 4–6 | 1.3–1.8 | 1.2–1.8 | Scalping / intraday 30 min–1H | 50 / 200 | 70 / 30 | 12-26-9 | 5–8 | 1.4–2.0 | 1.5–2.5 | Short swing 4H–Daily | 50 / 200 | 70 / 30 | 12-26-9 | 8–12 | 1.5–2.5 | 2.0–3.0 | Swing / positional General tuning tip: Start with defaults → backtest 100–200 trades → increase volMult / ATR Mult / divLookback until win rate stabilizes above 40% with good RR. 6. PRO TIPS & WORKFLOW ----------------------- 1. ALWAYS wait for structure Best entries = signal + confluence at key level (S/R, VWAP, previous day high/low, value area edge) 2. Journal every signal - Date / Time / Symbol / TF - Bull/Bear - Did all 5 conditions align? - Was there structure? - RR achieved / Win or Loss - Notes (news? session? volume behavior?) 3. Multi-timeframe alignment (advanced) - Entry on lower TF (5–15 min) - Check higher TF (1H–4H) for CVD direction or EMA slope agreement 4. Avoid revenge trading after losses Reversals can have 4–6 losers in a row in ranging markets → patience is key 5. Combine with order flow tools If you have footprint / volume profile → use this strategy to time entries at absorption zones 7. QUICK REFERENCE CARD (copy to phone notes) LONG CHECKLIST: □ Price ≤ EMA 50 or EMA 200 □ MACD cross up or hist positive flip □ RSI <35 or bull div or cross above oversold □ Delta EMA >0 & rising + CVD EMA rising □ Volume > avg × multiplier → Enter long SHORT CHECKLIST: □ Price ≥ EMA 50 or EMA 200 □ MACD cross down or hist negative flip □ RSI >65 or bear div or cross below overbought □ Delta EMA <0 & falling + CVD EMA falling □ Volume spike → Enter short ================================================================================ Last updated: March 2026 Test thoroughly in replay/demo before live trading. Happy trading!
Strategia Pine Script®
od FundedRelay
Precision Confluence Trading Strategy [JOAT]Precision Confluence Trading Strategy Introduction The Precision Confluence Trading Strategy is an open-source algorithmic trading system that combines Central Pivot Range (CPR) analysis, Hull Moving Average (HMA) ribbon alignment, WaveTrend oscillator signals, multi-oscillator divergence detection, ADX trend strength, volume confirmation, Smart Money Concepts (FVG, Order Blocks, Liquidity Sweeps), and multi-timeframe analysis into a comprehensive confluence-based strategy. This mashup creates an institutional-grade trading system designed to identify high-probability setups where multiple independent analytical frameworks simultaneously signal the same direction. The strategy addresses a fundamental challenge in algorithmic trading: single-factor systems produce too many false signals and lack robustness across different market conditions. By requiring confluence across 9 different analytical components before entering trades, this system significantly reduces false signals and focuses capital on only the highest-quality setups where technical, momentum, volume, and institutional factors all align. Chart showing strategy entries with confluence dashboard on 4H timeframe Why This Mashup Exists This strategy combines nine analytical frameworks that address different aspects of market analysis: CPR Analysis: Identifies key pivot levels where institutional algorithms make decisions HMA Ribbon: Measures trend quality through 5-layer moving average alignment WaveTrend Oscillator: Detects momentum cycles and overbought/oversold conditions Multi-Oscillator Divergence: Identifies momentum exhaustion across RSI, MACD, Stochastic RSI ADX Trend Strength: Quantifies trend strength to avoid weak, choppy markets Volume Confirmation: Validates moves with volume analysis and delta calculations Smart Money Concepts: Tracks institutional footprints (FVG, Order Blocks, Liquidity Sweeps) Multi-Timeframe Analysis: Ensures directional alignment across 15M, 1H, and 4H timeframes Key Moving Averages: Confirms position relative to SMA 50/200 institutional levels Each component addresses a different market dimension: CPR provides static structure, HMA shows trend quality, WaveTrend captures momentum cycles, Divergences warn of exhaustion, ADX measures trend strength, Volume confirms genuine moves, SMC reveals institutional behavior, MTF ensures alignment, and Key MAs provide institutional context. Together, they create a multi-dimensional analysis system that no single indicator can provide. The mashup is justified because these components use fundamentally different data and methodologies (pivot calculations, weighted moving averages, wave oscillators, directional movement, volume analysis, price inefficiencies, multi-timeframe data, simple moving averages) that respond to different market conditions. When they align, it indicates genuine high-probability setup rather than noise from a single analytical method. Core Strategy Logic 1. CPR Analysis Component (0-15 points) Central Pivot Range provides structural reference levels: // Daily and Weekly CPR calculation = calcCPR(dHigh, dLow, dClose) = calcCPR(wHigh, wLow, wClose) // CPR scoring cprBullScore = 0 cprBullScore += close > dPivot and close > wPivot ? 10 : 0 cprBullScore += close > dTC ? 3 : 0 cprBullScore += cprNarrow ? 2 : 0 // Narrow CPR = breakout potential cprBearScore = 0 cprBearScore += close < dPivot and close < wPivot ? 10 : 0 cprBearScore += close < dBC ? 3 : 0 cprBearScore += cprNarrow ? 2 : 0 CPR contribution: Up to 15 points for strong position relative to pivots with narrow CPR indicating breakout potential. 2. HMA Ribbon Alignment Component (0-15 points) 5-layer Hull Moving Average ribbon measures trend quality: // Calculate 5 HMAs hma8 = hullMA(close, 8) hma13 = hullMA(close, 13) hma21 = hullMA(close, 21) hma34 = hullMA(close, 34) hma55 = hullMA(close, 55) // Full alignment check hmaFullBullish = hma8 > hma13 and hma13 > hma21 and hma21 > hma34 and hma34 > hma55 hmaFullBearish = hma8 < hma13 and hma13 < hma21 and hma21 < hma34 and hma34 < hma55 // EMA cloud emaCloudBullish = emaFast > emaSlow // HMA scoring hmaRibbonBullScore = 0 hmaRibbonBullScore += hmaBullish ? 5 : 0 hmaRibbonBullScore += hmaFullBullish ? 7 : 0 // Full alignment = strong trend hmaRibbonBullScore += emaCloudBullish ? 3 : 0 HMA contribution: Up to 15 points for full ribbon alignment with EMA cloud confirmation. 3. WaveTrend Oscillator Component (0-15 points) WaveTrend detects momentum cycles and extreme conditions: = calcWaveTrend(hlc3, wtChannelLen, wtAverageLen) // WaveTrend signals wtCrossUp = ta.crossover(wt1, wt2) wtCrossDown = ta.crossunder(wt1, wt2) wtOversold = wt1 < -60 wtOverbought = wt1 > 60 // WaveTrend scoring wtBullScore = 0 wtBullScore += wtCrossUp and wtOversold ? 8 : wtCrossUp ? 5 : 0 wtBullScore += wtBullDiv ? 5 : 0 // Divergence adds weight wtBullScore += wtMomentumBullish ? 2 : 0 WaveTrend contribution: Up to 15 points for crossover in extreme zone with divergence and momentum confirmation. 4. Multi-Oscillator Divergence Component (0-10 points) Tracks divergences across RSI, MACD, and Stochastic RSI: // Divergence detection rsiBullDiv = price LL and rsi HL wtBullDiv = price LL and wt1 HL strongBullDiv = rsiBullDiv and wtBullDiv // Divergence scoring divBullScore = 0 divBullScore += rsiBullDiv ? 5 : 0 divBullScore += strongBullDiv ? 5 : 0 // Multiple oscillators = stronger signal Divergence contribution: Up to 10 points for multi-oscillator divergence indicating momentum exhaustion. 5. ADX Trend Strength Component (0-10 points) ADX quantifies trend strength to avoid choppy markets: = ta.dmi(adxLength, adxLength) strongTrend = adx > adxThreshold // Default: 20 trendBullish = plus > minus // ADX scoring adxBullScore = strongTrend and trendBullish ? 10 : trendBullish ? 5 : 0 ADX contribution: Up to 10 points for strong trend (ADX > 20) in correct direction. 6. Volume Confirmation Component (0-10 points) Volume analysis validates genuine institutional participation: volMA = ta.sma(volume, volMaLength) highVolume = volume > volMA * 1.5 climaxVolume = volume > volMA * 3.0 // Volume delta volumeDelta = ta.cum(buyVolume) - ta.cum(sellVolume) deltaRising = volumeDelta > volumeDeltaMA // Volume scoring volBullScore = 0 volBullScore += volConfirmedBull ? 7 : bullishVolume ? 5 : 0 volBullScore += climaxVolume and close > open ? 3 : 0 Volume contribution: Up to 10 points for high volume with rising delta confirming institutional buying. 7. Smart Money Concepts Component (0-10 points) SMC tracks institutional order flow patterns: // Fair Value Gaps significantBullFVG = bullishFVG and fvgSize > 0.3% // Order Blocks bullishOB = bearish candles + strong bullish candle + high volume // Liquidity Sweeps volConfirmedSweepLow = sweep below recent low + high volume // Displacement bullishDisplacement = large candle (> 2x ATR) + climax volume // SMC scoring smcBullScore = 0 smcBullScore += significantBullFVG ? 2 : 0 smcBullScore += bullishOB ? 2 : 0 smcBullScore += volConfirmedSweepLow ? 2 : 0 smcBullScore += bullishDisplacement ? 3 : 0 SMC contribution: Up to 10 points for multiple institutional footprints (FVG + OB + Sweep + Displacement). 8. Multi-Timeframe Analysis Component (0-15 points) Ensures directional alignment across higher timeframes: // Request higher timeframe data = request.security(syminfo.tickerid, "15", htfTrend()) = request.security(syminfo.tickerid, "60", htfTrend()) = request.security(syminfo.tickerid, "240", htfTrend()) // Alignment check mtfBullish = htf15mDir == 1 and htf1hDir == 1 and htf4hDir == 1 mtfStrongBullish = mtfBullish and htf15mStrong and htf1hStrong and htf4hStrong // MTF scoring mtfBullScore = 0 mtfBullScore += mtfStrongBullish ? 15 : mtfBullish ? 10 : htf1hDir == 1 ? 5 : 0 MTF contribution: Up to 15 points for all three higher timeframes aligned with strong trends. 9. Key Moving Average Component (0-10 points) Position relative to institutional moving averages: sma50 = ta.sma(close, 50) sma200 = ta.sma(close, 200) goldenCross = sma50 > sma200 // MA scoring maBullScore = 0 maBullScore += close > sma50 ? 3 : 0 maBullScore += close > sma200 ? 4 : 0 maBullScore += goldenCross ? 3 : 0 MA contribution: Up to 10 points for price above key MAs with Golden Cross. Dashboard showing confluence score breakdown by component Total Confluence Scoring System The strategy calculates total confluence score (0-100) by summing all components: bullConfluenceScore = cprBullScore + // 0-15 hmaRibbonBullScore + // 0-15 wtBullScore + // 0-15 divBullScore + // 0-10 adxBullScore + // 0-10 volBullScore + // 0-10 smcBullScore + // 0-10 mtfBullScore + // 0-15 maBullScore // 0-10 // Total: 0-100 Entry signals require: Bullish confluence score >= minConfluenceScore (default: 70) Bearish confluence score < 30 (avoid conflicting signals) Optional session filter (London/NY sessions only) Signal tiers: LONG: Confluence score >= 70 STRONG LONG: Confluence score >= 80 ULTRA LONG: Confluence score >= 90 (rare, highest probability) Risk Management System The strategy implements comprehensive risk controls: 1. ATR-Based Position Sizing atr = ta.atr(14) stopLossDistance = atr * 2 // Calculate position size based on risk accountSize = strategy.equity riskAmount = accountSize * (riskPercent / 100) // Default: 2% positionSize = riskAmount / stopLossDistance 2. Dynamic Stop Loss and Take Profit // Dynamic stop based on market structure dynamicStopBull = math.min(close - stopLossDistance, ta.lowest(low, 10)) // Take profit based on risk:reward ratio takeProfit = close + (stopLossDistance * rewardRatio) // Default: 2:1 3. Breakeven Management // Move stop to breakeven when profit reaches threshold if close >= entryPrice + (stopLossDistance * breakevenTrigger) // Default: 1.0 R:R strategy.exit("Long Exit", "Long", stop=entryPrice, limit=takeProfit) 4. Trailing Stop (Optional) if useTrailingStop trailDistance = close * (trailOffset / 100) // Default: 1.5% strategy.exit("Long Exit", "Long", trail_offset=trailDistance) Strategy Execution Logic // Long Entry if longSignal and strategy.position_size == 0 stopLoss = dynamicStopBull takeProfit = close + (stopLossDistance * rewardRatio) strategy.entry("Long", strategy.long) strategy.exit("Long Exit", "Long", stop=stopLoss, limit=takeProfit) // Label with confluence score label.new(bar_index, low, "LONG Score: " + str.tostring(bullConfluenceScore), style=label.style_label_up, color=entryColor) // Short Entry (mirror logic) if shortSignal and strategy.position_size == 0 // Similar logic for short trades Performance Dashboard The strategy displays a comprehensive 12-row dashboard: Row 1: Component header Row 2: Current position (LONG/SHORT/FLAT) Row 3: Total confluence score (bull/bear) Row 4: CPR component score Row 5: HMA Ribbon component score Row 6: WaveTrend component score Row 7: Divergence component score Row 8: ADX component score Row 9: Volume component score Row 10: SMC component score Row 11: MTF component score Row 12: Equity and P&L percentage Strategy Parameters Strategy Settings: Use Multi-Timeframe Confirmation: Enable MTF analysis (default: enabled) Use Divergence Signals: Enable divergence component (default: enabled) Use Smart Money Concepts: Enable SMC component (default: enabled) Use Volume Confirmation: Enable volume component (default: enabled) Use CPR Levels: Enable CPR component (default: enabled) Use WaveTrend Signals: Enable WaveTrend component (default: enabled) Use HMA Alignment: Enable HMA component (default: enabled) Use Session Filter: Trade only during London/NY sessions (default: enabled) Minimum Confluence Score: Threshold for entry (default: 70, range: 50-100) Risk Management: Risk Per Trade %: Percentage of equity to risk (default: 2.0%, range: 0.1-10%) Reward:Risk Ratio: Take profit multiplier (default: 2.0, range: 1.0-5.0) Use Trailing Stop: Enable trailing stop (default: enabled) Trailing Stop %: Trail distance (default: 1.5%, range: 0.1-5.0%) Use Breakeven: Move stop to breakeven (default: enabled) Breakeven Trigger: R:R threshold to move stop (default: 1.0, range: 0.5-3.0) Indicator Parameters: RSI Length: Period for RSI (default: 14) ADX Length: Period for ADX (default: 14) ADX Threshold: Minimum ADX for strong trend (default: 20) Volume MA Length: Period for volume average (default: 20) HMA Length: Period for HMA (default: 21) WaveTrend Channel Length: (default: 10) WaveTrend Average Length: (default: 21) Backtesting Configuration Default strategy properties: Initial Capital: $10,000 Default Qty Type: Percent of Equity Default Qty Value: 10% Commission Type: Percent Commission Value: 0.1% (10 basis points) Slippage: 2 ticks Max Bars Back: 5000 These settings represent realistic trading conditions for the average trader. Commission and slippage account for typical broker fees and execution costs. How to Use This Strategy Step 1: Configure Components Enable/disable components based on your trading style. All components enabled provides maximum filtering but fewer trades. Step 2: Set Confluence Threshold Adjust minimum confluence score. Higher threshold (80-90) = fewer, higher-quality trades. Lower threshold (60-70) = more frequent trades. Step 3: Configure Risk Parameters Set risk per trade (1-2% recommended) and reward:risk ratio (2:1 minimum recommended). Enable breakeven and trailing stop for protection. Step 4: Backtest Thoroughly Run backtests on multiple timeframes and market conditions. Aim for 100+ trades for statistical significance. Review win rate, profit factor, and drawdown. Step 5: Analyze Component Contribution Use dashboard to see which components contribute most to winning trades. Consider adjusting weights or disabling low-value components. Step 6: Forward Test Paper trade the strategy before risking real capital. Verify that live results align with backtest expectations. Best Practices Use on 15-minute to 4-hour timeframes for optimal signal quality Confluence score above 80 produces highest win rate but fewer trades Enable all components for maximum filtering in volatile markets Disable some components for more frequent trades in trending markets Session filter (London/NY only) significantly improves results Risk 1-2% per trade maximum for sustainable trading Aim for minimum 2:1 reward:risk ratio Review dashboard component scores to understand trade quality Backtest on minimum 6-12 months of data Verify 100+ trades in backtest for statistical validity Strategy Limitations Confluence-based systems produce fewer trades - may not suit active traders Requires all components to align - perfect setups are rare Backtesting results may not reflect live trading with slippage and latency Multi-timeframe analysis can cause repainting on lower timeframes High confluence threshold (90+) may produce too few trades for some markets Commission and slippage significantly impact profitability Strategy optimized for trending markets - may underperform in ranges Past performance does not guarantee future results Requires understanding of all components for effective parameter tuning Complex system with many parameters - over-optimization risk Backtesting Considerations When evaluating backtest results: Sample Size: Minimum 100 trades for statistical significance Win Rate: 40-60% is realistic for 2:1 R:R strategy Profit Factor: Above 1.5 is good, above 2.0 is excellent Max Drawdown: Should be less than 20% of initial capital Sharpe Ratio: Above 1.0 indicates good risk-adjusted returns Trade Frequency: Should match your trading availability Equity Curve: Should show steady growth, not erratic spikes Consecutive Losses: Prepare for 5-10 consecutive losses Adjust parameters if: Win rate < 35% with 2:1 R:R (increase confluence threshold) Too few trades (< 50 in 6 months) (decrease confluence threshold or disable some components) Max drawdown > 25% (reduce risk per trade or increase confluence threshold) Profit factor < 1.2 (strategy may not be viable) Technical Implementation Built with Pine Script v6 using: 9-component confluence scoring system CPR calculations with width analysis 5-layer HMA ribbon with full alignment detection WaveTrend oscillator with divergence tracking Multi-oscillator divergence detection (RSI, MACD, Stoch RSI) ADX trend strength measurement Volume analysis with delta calculations Smart Money Concepts (FVG, OB, Liquidity Sweeps, Displacement) Multi-timeframe analysis (15M, 1H, 4H) ATR-based dynamic position sizing Breakeven and trailing stop management Comprehensive 12-row dashboard Session filtering (London/NY) The code is fully open-source and can be modified to adjust component weights, confluence thresholds, and risk parameters. Originality Statement This strategy is original in its comprehensive multi-component confluence approach. While individual components (CPR, HMA, WaveTrend, Divergences, ADX, Volume, SMC, MTF, Key MAs) are established analytical tools, this mashup is justified because: It integrates 9 independent analytical frameworks using fundamentally different data and methodologies The confluence scoring system quantifies setup quality across all components (0-100 scale) Each component addresses a different market dimension (structure, trend, momentum, strength, volume, institutional flow, timeframe alignment) Tiered signal system (LONG/STRONG/ULTRA) provides graduated confidence levels Comprehensive risk management with ATR-based sizing, breakeven, and trailing stops Component-level dashboard allows traders to understand what drives each trade Session filtering aligns with institutional trading hours Integration reveals complete market picture that no single indicator provides Each component contributes unique information: CPR provides structure, HMA shows trend quality, WaveTrend captures momentum cycles, Divergences warn of exhaustion, ADX measures strength, Volume confirms moves, SMC reveals institutional behavior, MTF ensures alignment, and Key MAs provide institutional context. The strategy's value lies in requiring confluence across these independent frameworks, significantly reducing false signals and focusing capital on only the highest-probability setups where all factors align. Disclaimer This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Backtesting results do not guarantee future performance. Past results, whether real or indicated by historical tests, are not indicative of future results. There are frequently sharp differences between backtested results and actual results subsequently achieved by any trading strategy. The confluence score is a mathematical calculation based on current market data, not a prediction of future price movement. High confluence scores do not ensure profitable trades. Market conditions change, and strategies that worked historically may not work in the future. Commission and slippage settings in backtests may not accurately reflect live trading conditions. Real trading results will vary based on execution quality, market liquidity, broker fees, and other factors not captured in backtesting. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown in backtests. Users should thoroughly test any strategy in a paper trading environment before risking real capital. Always use proper risk management. Never risk more than you can afford to lose. The default 2% risk per trade is a guideline - adjust based on your personal risk tolerance and account size. Consider consulting with a qualified financial advisor before making investment decisions. The author is not responsible for any losses incurred from using this strategy. Users assume full responsibility for all trading decisions made using this tool. -Made with passion by officialjackofalltrades
Strategia Pine Script®
od officialjackofalltrades
4
3Commas DCA Strategy Backtesting [The Quant Science]This strategy is an advanced Dollar Cost Averaging (DCA) simulator designed to replicate the logic of 3Commas algorithmic trading bots directly within TradingView. This streamlined version showcases the power of Pine Script in developing high-efficiency backtests. By deep-diving into the data before going live, users can stress-test their setups and avoid costly mistakes. The following 3Commas configuration is assumed for this template: Direction: Long | Order Type: Limit | Exchange: Binance (BTC/USDT Initial Order Size: Set to 1000 USDT. Entry Logic: Our custom TradingView signal triggers on an RSI bearish cross of the 35 level, initiating a Long DCA sequence on oversold conditions. The Averaging orders logic for this template is configured as follows: Deviation to open first averaging order: 1% Averaging order size: 100 USDT Deviation step multiplier: 1.5 Order size multiplier: 1.5 Averaging orders per trade: 11 Limit averaging orders placed on exchange: 11 Critical Note: Max amount for bot usage & Backtesting Accuracy When configuring 3Commas, always prioritize the Max amount for bot usage parameter. This is essential to ensure your backtesting data remains realistic and avoids "illusory" results. As shown in this setup, the Max amount for bot usage is approximately 8,500 USDT. This represents the maximum amount of funds the bot can trade. To maintain high-fidelity backtesting on TradingView, we have set the Initial Capital to 10,000 USDT. By utilizing ~85% of the available equity (8,500 out of 10,000 USDT), the simulation closely mirrors real-world trading conditions. If your Max amount for bot usage exceeds your account balance, you must adjust your configuration. Always align your bot settings with your specific trading goals and financial capacity to avoid liquidation or failed order execution. 🧠 Workflow Description This strategy automates 3Commas-style Dollar Cost Averaging (DCA), operating exclusively on the Long side. The first order is triggered when the 7-period RSI crosses down the oversold threshold (default: 35), signaling a potential local bottom. Upon entry, the system simultaneously calculates and places 10 averaging orders via limit orders at progressively lower price levels to manage the position. The spacing between these orders is dynamic; it increases exponentially through a deviation multiplier, allowing the strategy to cover deep drawdowns effectively. Simultaneously, the volume of each subsequent purchase grows according to an amount multiplier, aggressively pulling the average entry price downward. The trade is closed either at a take profit target triggered once the total position equity reaches the set value or via a stop loss calculated from the initial entry price. Backtesting Considerations & Performance Analysis Despite the positive net profit shown in the strategy report, this specific configuration underperforms when compared to a simple Buy & Hold approach. In this scenario, a Buy & Hold investor who simply hold 10,000 USDT worth of the asset would have achieved a significantly higher return than the trader executing this DCA strategy. This indicates that while the bot is "profitable" in absolute terms, it is not capital-efficient under these specific market conditions. ❌ To keep this simulator streamlined and focused on core DCA logic, the current version does not include the following features: Base Template Only: This is a foundational framework designed for educational and initial testing purposes. No Leverage Backtesting: All calculations assume a 1x spot-trading margin (no liquidation or margin cost simulation). No Short Selling: This version is strictly long-only. Simplified DCA Settings: Advanced 3Commas parameters (such as Minimum Deviation Step or Non-linear Volume Scaling) are not included. Fixed Order Count: The strategy is hardcoded to 11 total orders (1 Base Order + 10 Averaging Orders). Standard Profit Logic: Take Profit % is calculated based on the Average Price, while Stop Loss % is anchored to the Initial Base Order price. No Reinvestment (Compounding): The strategy uses a fixed position size and does not automatically reinvest profits into subsequent deals. Feel free to swap the trigger logic or optimize the averaging settings to discover a configuration that outperforms a simple Buy & Hold strategy.
Strategia Pine Script®
od thequantscience
Trend Forge Trend Forge is a fully configurable multi-trend strategy that lets you mix and match three independent trend indicators to define bullish and bearish market states. When all three trends align above price, the strategy enters long; when all three align below, it enters short. Every position is protected by an ATR-based stop loss, and trades close automatically when the trend alignment breaks down. This script was converted from the original Bear & Bull Builder indicator I published into a back testable strategy with real entries, exits, and stop loss orders. It gives you access to TradingView's full Strategy Tester including equity curves, trade lists, and performance metrics. How It Works Trend Selection: You choose three trend indicators independently, each with its own type and length: - Trend 1 (default: EMA 21) — fast trend - Trend 2 (default: EMA 55) — medium trend - Trend 3 (default: SMA 89) — slow trend Each trend slot supports five indicator types: EMA, SMA, RSI, CCI, and WaveTrend (WT). This gives you complete freedom to build a trend-following system tailored to your instrument and timeframe. Entry Logic Long Entry: Triggered on the first confirmed bar where price closes above all three trend values. The strategy enters long at market and simultaneously places an ATR-based stop loss order. Short Entry: Triggered on the first confirmed bar where price closes below all three trend values. The strategy enters short at market with an ATR-based stop loss. Stop Loss Calculation The stop loss distance is calculated as: `Stop Loss Distance = ATR(20) × Multiplier` - For longs, the stop is placed below the highest of the three trend values at entry. - For shorts, the stop is placed above the lowest of the three trend values at entry. The ATR multiplier is user-adjustable (default: 2.5), letting you widen or tighten risk per trade based on volatility. Exit Logic Positions close via market order when the trend alignment condition that triggered the entry is no longer met — i.e., when price crosses back through one or more of the trend lines. If the stop loss is hit first, the strategy exits at the stop price instead. --- Visual Features All of the original indicator's visual overlays are preserved: -Stop Loss Zones — shaded red regions between the entry level and the ATR stop loss, shown for longs and/or shorts (toggle on/off). - Trend Zones — green-shaded areas that highlight when a bullish or bearish state is active. - Signal-to-Order Fill Zones — a green zone that visualizes the one-bar delay between signal generation (bar close confirmation) and order execution (next bar open). - Entry, Stop, and Exit Labels — price labels printed on the chart at entry, stop loss, and exit points with color coding (green = entry, orange = stop, cyan = exit). Toggleable for longs and shorts independently. --- Settings Reference | Group | Setting | Default | Description | |-------|---------|---------|-------------| | First Trend** | Trend Type | EMA | Indicator type for Trend 1 | | First Trend** | Trend Length | 21 | Lookback period for Trend 1 | | Second Trend | Trend 2 | EMA | Indicator type for Trend 2 | | Second Trend | Trend Length | 55 | Lookback period for Trend 2 | | Third Trend | Trend 3 | SMA | Indicator type for Trend 3 | | Third Trend| Trend Length | 89 | Lookback period for Trend 3 | | Stop Loss | ATR Multiplier | 2.5 | Multiplied by ATR(20) to set stop distance | | Display | Long/Short Labels | Long on | Show entry, stop, and exit price labels | | Display| Stop Loss Zones | Long on | Shade the region between entry and stop | | Display | Trend Zones | Long on | Shade active bull/bear trend areas | | Display | Signal-to-Order Zones | Long on | Show the fill delay visualization | --- Strategy Properties | Property | Value | |----------|-------| | Default Qty Type | 100% of equity | | Initial Capital | 10,000 | | Pyramiding | 0 (no stacking) | | Order Fill | Next bar open | | Bar Confirmation | Orders only on confirmed bars | --- Usage Tips - Start with the default EMA 21 / EMA 55 / SMA 89 combination and adjust from there. - Pair faster trend lengths for scalping on lower timeframes, or slower lengths for swing trading on daily/weekly charts. - Increase the ATR multiplier on volatile instruments to avoid premature stop outs; decrease it on stable instruments for tighter risk control. - Use the Strategy Tester tab to compare different trend type and length combinations across your chosen symbol and timeframe. - The WaveTrend and CCI options can provide earlier signals in ranging markets but may generate more whipsaws — backtest before committing. --- Disclaimer This strategy is provided for educational and backtesting purposes only. Past performance does not guarantee future results. Always validate with out-of-sample data and proper risk management before trading live capital.
Strategia Pine Script®
od Beck_Mullen
ICT Entry V2 [TS_Indie]📌 Description – ICT Entry V2 The market structure, liquidity, FVG, and iFVG mechanisms remain the same as in Version 1. However, the price action for order entries is different, with the positions of the FVG and iFVG swapped. Pending orders and stop loss are placed at the iFVG. ⚙️ Core Logic & Working Mechanism I won’t explain FVG in detail, as most traders are already familiar with it. Let’s focus on the mechanism of iFVG instead. The concept of iFVG is based on a supply-to-demand flip and a demand-to-supply flip within an FVG zone. For an iFVG to be confirmed, the candle close must break through the FVG. A wick alone does not count as a valid iFVG confirmation. The confirmation of market structure swings uses a pivot length mechanism combined with price action. It validates a swing by detecting a structure break formed by candles making new highs or new lows. 📈 Buy Setup 1.Liquidity sweep on the demand side, with price closing above the liquidity level. 2.A demand zone is formed as iFVG and FVG, where FVG is located above iFVG. 3.The gap between the upper box of iFVG and the lower box of FVG must be within the defined Min and Max range. 4.Market Structure must be in a Bullish trend. 5.Place a Pending Order at the upper box of iFVG and set Stop Loss at the lower box of iFVG (Entry and Stop Loss can be adjusted using Entry Zone and ATR-based Stop Loss). 📉 Sell Setup 1.Liquidity sweep on the supply side, with price closing below the liquidity level. 2.A supply zone is formed as iFVG and FVG, where FVG is located below iFVG. 3.The gap between the lower box of iFVG and the upper box of FVG must be within the defined Min and Max range. 4.Market Structure must be in a Bearish trend. 5.Place a Pending Order at the lower box of iFVG and set Stop Loss at the upper box of iFVG (Entry and Stop Loss can be adjusted using Entry Zone and ATR-based Stop Loss). ⚙️ Liquidity Sweep Conditions ➯ When a liquidity sweep occurs on the demand side, the system will start looking for Buy Setup conditions. ➯ When a liquidity sweep occurs on the supply side, the system will immediately switch to looking for Sell Setup conditions. ➯ The system will always prioritize the most recent liquidity sweep and search for setups based on that direction. ➯ The liquidity sweep condition will be invalidated when price closes back below (for demand sweep) or above (for supply sweep) the most recently swept liquidity level. ⭐ Pending Order Cancellation Conditions A Pending Order will be canceled under the following conditions: 1.A new Price Action signal appears on either the Buy or Sell side. 2.When Time Session is enabled, the Pending Order is canceled once price exits the selected session. 🕹 Order Management Rule When there is an active open position, the indicator restricts the creation of new Pending Orders to prevent overlapping positions. ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk, including the potential loss of capital. 🥂 Community Sharing If you find parameter settings that work well or produce strong statistical results, feel free to share them with the community so we can improve and develop this indicator together.
Strategia Pine Script®
od Truth_Strategy_Indie
Closed Source Strategy TesterAllows you to test an indicator that is closed source (you don't have access to the code). You will need to understand the exposed data elements of the indicator you are testing. This strategy is only looking for a buy, sell, exit long, or exit short to be signals that change from 0 to 1. The stop loss/take profit, if used, are expected to be price values. I encourage you to copy this code and modify it to your needs for specific indicators.
Strategia Pine Script®
od EdMLegionXX
ICT Entry V1 [TS_Indie]📌 Description – ICT Entry V1 This trading system is based on price action, combined with FVG, iFVG, and liquidity, and it uses the mechanism from the indicator “Smallest Swing ” to validate swings that become liquidity. ⚙️ Core Logic & Working Mechanism I won’t explain FVG in detail, as most traders are already familiar with it. Let’s focus on the mechanism of iFVG instead. The concept of iFVG is based on a supply-to-demand flip and a demand-to-supply flip within an FVG zone. For an iFVG to be confirmed, the candle close must break through the FVG. A wick alone does not count as a valid iFVG confirmation. The confirmation of market structure swings uses a pivot length mechanism combined with price action. It validates a swing by detecting a structure break formed by candles making new highs or new lows. 📈 Buy Setup 1.Liquidity sweep on the demand side, with price closing above the liquidity level. 2.A demand zone is formed as FVG and iFVG, where iFVG is located above FVG. 3.The gap between the upper box of FVG and the lower box of iFVG must be within the defined Min and Max range. 4.Market Structure must be in a Bullish trend. 5.Place a Pending Order at the upper box of FVG and set Stop Loss at the lower box of FVG (Entry and Stop Loss can be adjusted using Entry Zone and ATR-based Stop Loss). 📉 Sell Setup 1.Liquidity sweep on the supply side, with price closing below the liquidity level. 2.A supply zone is formed as FVG and iFVG, where iFVG is located below FVG. 3.The gap between the lower box of FVG and the upper box of iFVG must be within the defined Min and Max range. 4.Market Structure must be in a Bearish trend. 5.Place a Pending Order at the lower box of FVG and set Stop Loss at the upper box of FVG (Entry and Stop Loss can be adjusted using Entry Zone and ATR-based Stop Loss). ⚙️ Liquidity Sweep Conditions ➯ When a liquidity sweep occurs on the demand side, the system will start looking for Buy Setup conditions. ➯ When a liquidity sweep occurs on the supply side, the system will immediately switch to looking for Sell Setup conditions. ➯ The system will always prioritize the most recent liquidity sweep and search for setups based on that direction. ➯ The liquidity sweep condition will be invalidated when price closes back below (for demand sweep) or above (for supply sweep) the most recently swept liquidity level. ⭐ Pending Order Cancellation Conditions A Pending Order will be canceled under the following conditions: 1.A new Price Action signal appears on either the Buy or Sell side. 2.When Time Session is enabled, the Pending Order is canceled once price exits the selected session. 🕹 Order Management Rule When there is an active open position, the indicator restricts the creation of new Pending Orders to prevent overlapping positions. ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk, including the potential loss of capital. 🥂 Community Sharing If you find parameter settings that work well or produce strong statistical results, feel free to share them with the community so we can improve and develop this indicator together.
Strategia Pine Script®
od Truth_Strategy_Indie
3
StrategyMatrixLibLibrary "StrategyMatrixLib" render_matrix(posStr, digits, bgCol, headBg, headTxt, valCol, valTxt)   Renders a strategy performance matrix (table) using strategy.* and strategy.closedtrades.*   Parameters:      posStr (string) : Table anchor position: "Top Left" | "Top Right" | "Bottom Left" | "Bottom Right"      digits (int) : Decimal places for numeric formatting      bgCol (color) : Background color for non-header cells      headBg (color) : Background for header rows      headTxt (color) : Text color for header rows      valCol (color) : Background for value cells      valTxt (color) : Text color for value cells   Returns: table id The created/updated table ID
Biblioteka Pine Script®
od neghabi_mr
ParabolicSAR+EMA[TS_Indie]🚀 EMA + Parabolic SAR Reversal Trading Strategy This trading system effectively combines the use of Exponential Moving Averages (EMA) with the Parabolic SAR to identify both price trends and key reversal points. The EMA Fast is used to signal the primary short-term trend, while the EMA Slow acts as a filter for the long-term trend direction. The Parabolic SAR then helps to confirm the reversal signals. 🛠️ Tools Used 1. EMA Fast – Primary Short-Term Trend 2. EMA Slow – Long-Term Trend Filter 3. Parabolic SAR – Reversal Confirmation 🎯 Entry Rules 📈 Buy Setup 1. Trend Filter: EMA Fast > EMA Slow → Uptrend 2. Pullback: Price pulls back and closes below the EMA Fast line. 3. Reversal: Price reverses/pulls back up and closes above the EMA Fast line. 4. SAR Confirmation: The previous Parabolic SAR dot is above the high, and the dot in the current candle is below the low → Reversal signal confirmed. 5. Entry: Enter Buy immediately. 📉 Sell Setup 1. Trend Filter: EMA Fast < EMA Slow → Downtrend 2. Pullback: Price pulls back and closes above the EMA Fast line. 3. Reversal: Price reverses/pulls back down and closes below the EMA Fast line. 4. SAR Confirmation: The previous Parabolic SAR dot is below the low, and the dot in the current candle is above the high → Reversal signal confirmed. 5. Entry: Enter Sell immediately. 💰 Exit Management (Entry, Stop Loss, Take Profit) 1. Entry: Enter the order at the closing price of the signal candle. 2. Stop Loss (SL): Set the Stop Loss at the Parabolic SAR dot. 3. Take Profit (TP): Calculated from the Entry and Stop Loss points, multiplied by the Risk Reward Ratio. ⚙️ Optional Parameters ➭ Custom Risk/Reward Ratio for Take Profit. ➭ Option to add an ATR buffer to the Stop Loss. ➭ Adjustable EMA Fast period. ➭ Adjustable EMA Slow period. ➭ Adjustable Parabolic SAR parameters. ➭ Option to enable Long-only / Short-only positions. ➭ Customizable Backtest start and end date. ➭ Customizable trading session time. 🔔 Alert Function Alerts display: ➭ Entry Price ➭ Stop Loss Price ➭ Take Profit Price 💡 This strategy allows for many parameter adjustments, such as the MA type, adding/subtracting from the Stop Loss using ATR, and selecting specific sessions for backtesting. If you find interesting or profitable results after adjusting the parameters, please share your comments with other traders! ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk , including the potential loss of capital.
Strategia Pine Script®
od Truth_Strategy_Indie
Quasimodo Pattern Strategy Back Test [TradingFinder] QM Trading🔵 Introduction The QM pattern, also known as the Quasimodo pattern, is one of the popular patterns in price action, and it is often used by technical analysts. The QM pattern is used to identify trend reversals and provides a very good risk-to-reward ratio. One of the advantages of the QM pattern is its high frequency and visibility in charts. Additionally, due to its strength, it is highly profitable, and as mentioned, its risk-to-reward ratio is very good. The QM pattern is highly popular among traders in supply and demand, and traders also use this pattern. The Price Action QM pattern, like other Price Action patterns, has two types: Bullish QM and Bearish QM patterns. To identify this pattern, you need to be familiar with its types to recognize it. 🔵 Identifying the QM Pattern 🟣 Bullish QM In the bullish QM pattern, as you can see in the image below, an LL and HH are formed. As you can see, the neckline is marked as a dashed line. When the price reaches this range, it will start its upward movement. 🟣 Bearish QM The Price Action QM pattern also has a bearish pattern. As you can see in the image below, initially, an HH and LL are formed. The neckline in this image is the dashed line, and when the LL is formed, the price reaches this neckline. However, it cannot pass it, and the downward trend resumes. 🔵 How to Use The Quasimodo pattern is one of the clearest structures used to identify market reversals. It is built around the concept of a structural break followed by a pullback into an area of trapped liquidity. Instead of relying on lagging indicators, this pattern focuses purely on price action and how the market reacts after exhausting one side of liquidity. When understood correctly, it provides traders with precise entry points at the transition between trend phases. 🟣 Bullish Quasimodo A bullish Quasimodo forms after a clear downtrend when sellers start losing control. The market continues to make lower lows until a sudden higher high appears, signaling that buyers are entering with strength. Price then pulls back to retest the previous low, creating what is known as the Quasimodo low. This area often becomes the final trap for sellers before the market shifts upward. A visible rejection or displacement from this zone confirms bullish momentum. Traders usually place entries near this level, stops below the low, and targets at previous highs or the next resistance zone. Combining the setup with demand zones or Fair Value Gaps increases its accuracy. 🟣 Bearish Quasimodo A bearish Quasimodo forms near the top of an uptrend when buyers begin to lose strength. The market continues to make higher highs until a sudden lower low breaks the bullish structure, showing that selling pressure is entering the market. Price then retraces upward to retest the previous high, forming the Quasimodo high, where breakout buyers are often trapped. Once rejection appears at this level, it indicates a likely reversal. Traders can enter short near this area, with stop-losses placed above the high and targets near the next support or previous lows. The setup gains more reliability when aligned with supply zones, SMT divergence, or bearish Fair Value Gaps. 🔵 Setting Pivot Period : You can use this parameter to use your desired period to identify the QM pattern. By default, this parameter is set to the number 5. Take Profit Mode : You can choose your desired Take Profit in three ways. Based on the logic of the QM strategy, you can select two Take Profit levels, TP1 and TP2. You can also choose your take profit based on the Reward to Risk ratio. You must enter your desired R/R in the Reward to Risk Ratio parameter. Stop Loss Refine : The loss limit of the QM strategy is based on its logic on the Head pattern. You can refine it using the ATR Refine option to prevent Stop Hunt. You can enter your desired coefficient in the Stop Loss ATR Adjustment Coefficient parameter. Reward to Risk Ratio : If you set Take Profit Mode to R/R, you must enter your desired R/R here. For example, if your loss limit is 10 pips and you set R/R to 2, your take profit will be reached when the price is 20 pips away from your entry point. Stop Loss ATR Adjustment Coefficient : If you set Stop Loss Refine to ATR Refine, you must adjust your loss limit coefficient here. For example, if your buy position's loss limit is at the price of 1000, and your ATR is 10, if you set Stop Loss ATR Adjustment Coefficient to 2, your loss limit will be at the price of 980. Entry Level Validity : Determines how long the Entry level remains valid. The higher the level, the longer the entry level will remain valid. By default it is 2 and it can be set between 2 and 15. 🔵 Results The following examples show the backtest results of the Quasimodo (QM) strategy in action. Each image is based on specific settings for the symbol, timeframe, and input parameters, illustrating how the QM logic can generate signals under different market conditions. The detailed configuration for each backtest is also displayed on the image. ⚠ Important Note : Even with identical settings and the same symbol, results may vary slightly across different brokers due to data feed variations and pricing differences. Default Properties of Backtests : OANDA:XAUUSD | TimeFrame: 5min | Duration: 1 Year : BINANCE:BTCUSD | TimeFrame: 5min | Duration: 1 Year : CAPITALCOM:US30 | TimeFrame: 5min | Duration: 1 Year : NASDAQ:QQQ | TimeFrame: 5min | Duration: 5 Year : OANDA:EURUSD | TimeFrame: 5min | Duration: 5 Year : PEPPERSTONE:US500 | TimeFrame: 5min | Duration: 5 Year :
Strategia Pine Script®
od TFlab
18
W%R Pullback+EMA Trend [TS_Indie]🔰 Core Concept of the Strategy The main idea is “Trend-Following with Momentum Pullback.” This means trading in the direction of the main trend (defined by EMA) while using Williams %R to identify pullback entries (buying the dip or selling the rally) where momentum returns to the trend direction. 📊 Indicators Used 1. EMA Fast – Defines the short-term trend. 2. EMA Slow – Defines the long-term trend (used as a trend filter). 3. Williams %R • Overbought zone: above -20 • Oversold zone: below -80 ⚙️ Entry Rules 🔹 Buy Setup 1. EMA Fast > EMA Slow → Uptrend condition. 2. Williams %R on the previous candle dropped below -80, and on the current candle, it crosses back above -80 → indicates momentum returning to the upside. 3. Current close is above EMA Fast. 4. Entry Buy at the close of the candle where %R crosses above -80. 🎯 Entry, Stop Loss, and Take Profit 1. Entry : At the candle close where the signal occurs. 2. Stop Loss : At the lowest low between the current and previous candles. 3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio. 🔹 Sell Setup 1. EMA Fast < EMA Slow → Downtrend condition. 2. Williams %R on the previous candle went above -20, and on the current candle, it crosses back below -20 → indicates renewed selling momentum. 3. Current price is below EMA Fast. 4. Entry Sell at the close of the candle where %R crosses below -20. 🎯 Entry, Stop Loss, and Take Profit 1. Entry : At the candle close where the signal occurs. 2. Stop Loss : At the highest high between the current and previous candles. 3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio. ⚙️ Optional Parameters • Custom Risk/Reward Ratio for Take Profit. • Option to add ATR buffer to Stop Loss. • Adjustable EMA Fast period. • Adjustable EMA Slow period. • Adjustable Williams %R period. • Option to enable Long only / Short only positions. • Customizable Backtest start and end date. • Customizable trading session time. ⏰ Alert Function Alerts display: • Entry price • Stop Loss price • Take Profit price Guys, try adjusting the parameters yourselves! I’ve been tweaking the settings for several days and managed to get great results on XAU/USD in the 5-minute timeframe. I think this strategy is quite interesting and could potentially deliver good results on other instruments as well. ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk, including the potential loss of capital.
Strategia Pine Script®
od Truth_Strategy_Indie
2
Portfolio Strategy TesterThe Portfolio Strategy Tester is an institutional-grade backtesting framework that evaluates the performance of trend-following strategies on multi-asset portfolios. It enables users to construct custom portfolios of up to 30 assets and apply moving average crossover strategies across individual holdings. The model features a clear, color-coded table that provides a side-by-side comparison between the buy-and-hold portfolio and the portfolio using the risk management strategy, offering a comprehensive assessment of both approaches relative to the benchmark. Portfolios are constructed by entering each ticker symbol in the menu, assigning its respective weight, and reviewing the total sum of individual weights displayed at the top left of the table. For strategy selection, users can choose between Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), Weighted Moving Average (WMA), Moving Average Convergence Divergence (MACD), and Volume-Weighted Moving Average (VWMA). Moving average lengths are defined in the menu and apply only to strategy-enabled assets. To accurately replicate real-world portfolio conditions, users can choose between daily, weekly, monthly, or quarterly rebalancing frequencies and decide whether cash is held or redistributed. Daily rebalancing maintains constant portfolio weights, while longer intervals allow natural drift. When cash positions are not allowed, capital from bearish assets is automatically redistributed proportionally among bullish assets, ensuring the portfolio remains fully invested at all times. The table displays a comprehensive set of widely used institutional-grade performance metrics: CAGR = Compounded annual growth rate of returns. Volatility = Annualized standard deviation of returns. Sharpe = CAGR per unit of annualized standard deviation. Sortino = CAGR per unit of annualized downside deviation. Calmar = CAGR relative to maximum drawdown. Max DD = Largest peak-to-trough decline in value. Beta (β) = Sensitivity of returns relative to benchmark returns. Alpha (α) = Excess annualized risk-adjusted returns relative to benchmark. Upside = Ratio of average return to benchmark return on up days. Downside = Ratio of average return to benchmark return on down days. Tracking = Annualized standard deviation of returns versus benchmark. Turnover = Average sum of absolute changes in weights per year. Cumulative returns are displayed on each label as the total percentage gain from the selected start date, with green indicating positive returns and red indicating negative returns. In the table, baseline metrics serve as the benchmark reference and are always gray. For portfolio metrics, green indicates outperformance relative to the baseline, while red indicates underperformance relative to the baseline. For strategy metrics, green indicates outperformance relative to both the baseline and the portfolio, red indicates underperformance relative to both, and gray indicates underperformance relative to either the baseline or portfolio. Metrics such as Volatility, Tracking Error, and Turnover ratio are always displayed in gray as they serve as descriptive measures. In summary, the Portfolio Strategy Tester is a comprehensive backtesting tool designed to help investors evaluate different trend-following strategies on custom portfolios. It enables real-world simulation of both active and passive investment approaches and provides a full set of standard institutional-grade performance metrics to support data-driven comparisons. While results are based on historical performance, the model serves as a powerful portfolio management and research framework for developing, validating, and refining systematic investment strategies.
Wskaźnik Pine Script®
od QuantitativeAlpha
The Best Strategy Template[LuciTech]Hello Traders, This is a powerful and flexible strategy template designed to help you create, backtest, and deploy your own custom trading strategies. This template is not a ready-to-use strategy but a framework that simplifies the development process by providing a wide range of pre-built features and functionalities. What It Does The LuciTech Strategy Template provides a robust foundation for building your own automated trading strategies. It includes a comprehensive set of features that are essential for any serious trading strategy, allowing you to focus on your unique trading logic without having to code everything from scratch. Key Features The LuciTech Strategy Template integrates several powerful features to enhance your strategy development: • Advanced Risk Management: This includes robust controls for defining your Risk Percentage per Trade, setting a precise Risk-to-Reward Ratio, and implementing an intelligent Breakeven Stop-Loss mechanism that automatically adjusts your stop to the entry price once a specified profit threshold is reached. These elements are crucial for capital preservation and consistent profitability. • Flexible Stop-Loss Options: The template offers adaptable stop-loss calculation methods, allowing you to choose between ATR-Based Stop-Loss, which dynamically adjusts to market volatility, and Candle-Based Stop-Loss, which uses structural price points from previous candles. This flexibility ensures the stop-loss strategy aligns with diverse trading styles. • Time-Based Filtering: Optimize your strategy's performance by restricting trading activity to specific hours of the day. This feature allows you to avoid unfavorable market conditions or focus on periods of higher liquidity and volatility relevant to your strategy. • Customizable Webhook Alerts: Stay informed with advanced notification capabilities. The template supports sending detailed webhook alerts in various JSON formats (Standard, Telegram, Concise Telegram) to external platforms, facilitating real-time monitoring and potential integration with automated trading systems. • Comprehensive Visual Customization: Enhance your analytical clarity with extensive visual options. You can customize the colors of entry, stop-loss, and take-profit lines, and effectively visualize market inefficiencies by displaying and customizing Fair Value Gap (FVG) boxes directly on your chart. How It Does It The LuciTech Strategy Template is meticulously crafted using Pine Script, TradingView's powerful and expressive programming language. The underlying architecture is designed for clarity and modularity, allowing for straightforward integration of your unique trading signals. At its core, the template operates by taking user-defined entry and exit conditions and then applying a sophisticated layer of risk management, position sizing, and trade execution logic. For instance, when a longCondition or shortCondition is met, the template dynamically calculates the appropriate position size. This calculation is based on your specified risk_percent of equity and the stop_distance (the distance between your entry price and the calculated stop-loss level). This ensures that each trade adheres to your predefined risk parameters, a critical component of disciplined trading. The flexibility in stop-loss calculation is achieved through a switch statement that evaluates the sl_type input. Whether you choose an ATR-based stop, which adapts to market volatility, or a candle-based stop, which uses structural price points, the template seamlessly integrates these methods. The ATR calculation itself is further refined by allowing various smoothing methods (RMA, SMA, EMA, WMA), providing granular control over how volatility is measured. Time-based filtering is implemented by comparing the current bar's time with user-defined start_hour, start_minute, end_hour, and end_minute inputs. This allows the strategy to activate or deactivate trading during specific market sessions or periods of the day, a valuable tool for optimizing performance and avoiding unfavorable conditions. Furthermore, the template incorporates advanced webhook alert functionality. When a trade is executed, a customizable JSON message is formatted based on your webhook_format selection (Standard, Telegram, or Concise Telegram) and sent via alert function. This enables seamless integration with external services for real-time notifications or even automated trade execution through third-party platforms. Visual feedback is paramount for understanding strategy behavior. The template utilizes plot and fill functions to clearly display entry prices, stop-loss levels, and take-profit targets directly on the chart. Customizable colors for these elements, along with dedicated options for Fair Value Gap (FVG) boxes, enhance the visual analysis during backtesting and live trading, making it easier to interpret the strategy's actions. How It's Original The LuciTech Strategy Template distinguishes itself in the crowded landscape of TradingView scripts through its unique combination of integrated, advanced risk management features, highly flexible stop-loss methodologies, and sophisticated alerting capabilities, all within a user-friendly and modular framework. While many templates offer basic entry/exit signal integration, LuciTech goes several steps further by providing a robust, ready-to-use infrastructure for managing the entire trade lifecycle once a signal is generated. Unlike templates that might require users to piece together various risk management components or code complex stop-loss logic from scratch, LuciTech offers these critical functionalities out-of-the-box. The inclusion of dynamic position sizing based on a user-defined risk percentage, a configurable risk-to-reward ratio, and an intelligent breakeven mechanism significantly elevates its utility. This comprehensive approach to capital preservation and profit targeting is a cornerstone of professional trading and is often overlooked or simplified in generic templates. Furthermore, the template's provision for multiple stop-loss calculation types—ATR-based for volatility adaptation, and candle-based for structural support/resistance—demonstrates a deep understanding of diverse trading strategies. The underlying code for these calculations is already implemented, saving developers considerable time and effort. The subtle yet powerful inclusion of FVG (Fair Value Gap) related inputs also hints at advanced price action concepts, offering a sophisticated layer of analysis and execution that is not commonly found in general-purpose templates. The advanced webhook alerting system, with its support for various JSON formats tailored for platforms like Telegram, showcases an originality in catering to the needs of modern, automated trading setups. This moves beyond simple TradingView pop-up alerts, enabling seamless integration with external systems for real-time trade monitoring and execution. This level of external connectivity and customizable data output is a significant differentiator. In essence, the LuciTech Strategy Template is original not just in its individual features, but in how these features are cohesively integrated to form a powerful, opinionated, yet highly adaptable system. It empowers traders to focus their creative energy on developing their core entry/exit signals, confident that the underlying framework will handle the complexities of risk management, trade execution, and external communication with precision and flexibility. It's a comprehensive solution designed to accelerate the development of robust and professional trading strategies. How to Modify the Logic to Apply Your Strategy The LuciTech Strategy Template is designed with modularity in mind, making it exceptionally straightforward to integrate your unique trading strategy logic. The template provides a clear separation between the core strategy management (risk, position sizing, exits) and the entry signal generation. This allows you to easily plug in your own buy and sell conditions without altering the robust underlying framework. Here’s a step-by-step guide on how to adapt the template to your specific trading strategy: 1. Locate the Strategy Logic Section: Open the Pine Script editor in TradingView and navigate to the section clearly marked with the comment //Strategy Logic Example:. This is where the template’s placeholder entry conditions (a simple moving average crossover) are defined. 2. Define Your Custom Entry Conditions: Within this section, you will find variables such as longCondition and shortCondition. These are boolean variables that determine when a long or short trade should be initiated. Replace the existing example logic with your own custom buy and sell conditions. Your conditions can be based on any combination of indicators, price action patterns, candlestick formations, or other market analysis techniques. For example, if your strategy involves a combination of RSI and MACD, you would define longCondition as (rsi > 50 and macd_line > signal_line) and shortCondition as (rsi < 50 and macd_line < signal_line). 3. Leverage the Template’s Built-in Features: Once your longCondition and shortCondition are defined, the rest of the template automatically takes over. The integrated risk management module will calculate the appropriate position size based on your Risk % input and the chosen Stop Loss Type. The Risk:Reward ratio will determine your take-profit levels, and the Breakeven at R feature will manage your stop-loss dynamically. The time filter (Use Time Filter) will ensure your trades only occur within your specified hours, and the webhook alerts will notify you of trade executions.
Strategia Pine Script®
od TradesLuci
2
is_strategyCorrection-Adaptive Trend Strategy (Open-Source) Core Advantage: Designed specifically for the is_correction indicator, with full transparency and customization options. Key Features: Open-Source Code: ✅ Full access to the strategy logic – study how every trade signal is generated. ✅ Freedom to customize – modify entry/exit rules, risk parameters, or add new indicators. ✅ No black boxes – understand and trust every decision the strategy makes. Built for is_correction: Filters out false signals during market noise. Works only in confirmed trends (is_correction = false). Adaptable for Your Needs: Change Take Profit/Stop Loss ratios directly in the code. Add alerts, notifications, or integrate with other tools (e.g., Volume Profile). For Developers/Traders: Use the code as a template for your own strategies. Test modifications risk-free on historical data. How the Strategy Works: Main Goal: Automatically buys when the price starts rising and sells when it starts falling, but only during confirmed trends (ignoring temporary pullbacks). What You See on the Chart: 📈 Up arrows ▼ (below the candle) = Buy signal. 📉 Down arrows ▲ (above the candle) = Sell signal. Gray background = Market is in a correction (no trades). Key Mechanics: Buy Condition: Price closes higher than the previous candle + is_correction confirms the main trend (not a pullback). Example: Red candle → green candle → ▼ arrow → buy. Sell Condition: Price closes lower than the previous candle + is_correction confirms the trend (optional: turn off short-selling in settings). Exit Rules: Closes trades automatically at: +0.5% profit (adjustable in settings). -0.5% loss (adjustable). Or if a reverse signal appears (e.g., sell signal after a buy). User-Friendly Settings: Sell – On (default: ON): ON → Allows short-selling (selling when price falls). OFF → Strategy only buys and closes positions. Revers (default: OFF): ON → Inverts signals (▼ = sell, ▲ = buy). %Profit & %Loss: Adjust these values (0-30%) to increase/decrease profit targets and risk. Example Scenario: Buy Signal: Price rises for 3 days → green ▼ arrow → strategy buys. Stop loss set 0.5% below entry price. If price keeps rising → trade closes at +0.5% profit. Correction Phase: After a rally, price drops for 1 day → gray background → strategy ignores the drop (no action). Stop Loss Trigger: If price drops 0.5% from entry → trade closes automatically. Key Features: Correction Filter (is_correction): Acts as a “noise filter” → avoids trades during temporary pullbacks. Flexibility: Disable short-selling, flip signals, or tweak profit/loss levels in seconds. Transparency: Open-source code → see exactly how every signal is generated (click “Source” in TradingView). Tips for Beginners: Test First: Run the strategy on historical data (click the “Chart” icon in TradingView). See how it performed in the past. Customize It: Increase %Profit to 2-3% for volatile assets like crypto. Turn off Sell – On if short-selling confuses you. Trust the Stop Loss: Even if you think the price will rebound, the strategy will close at -0.5% to protect your capital. Where to Find Settings: Click the strategy name on the top-left of your chart → adjust sliders/toggles in the menu. Русская Версия Трендовая стратегия с открытым кодом Главное преимущество: Полная прозрачность логики и адаптация под ваши нужды. Особенности: Открытый исходный код: ✅ Видите всю «кухню» стратегии – как формируются сигналы, когда открываются сделки. ✅ Меняйте правила – корректируйте тейк-профит, стоп-лосс или добавляйте новые условия. ✅ Никаких секретов – вы контролируете каждое правило. Заточка под is_correction: Игнорирует ложные сигналы в коррекциях. Работает только в сильных трендах (is_correction = false). Гибкая настройка: Подстройте параметры под свой риск-менеджмент. Добавьте свои индикаторы или условия для входа. Для трейдеров и разработчиков: Используйте код как основу для своих стратегий. Тестируйте изменения на истории перед реальной торговлей. Простыми словами: Почему это удобно: Открытый код = полный контроль. Вы можете: Увидеть, как именно стратегия решает купить или продать. Изменить правила закрытия сделок (например, поставить TP=2% вместо 1.5%). Добавить новые условия (например, торговать только при высоком объёме). Примеры кастомизации: Новички: Меняйте только TP/SL в настройках (без кодинга). Продвинутые: Добавьте RSI-фильтр, чтобы избегать перекупленности. Разработчики: Встройте стратегию в свою торговую систему. Как начать: Скачайте код из TradingView. Изучите логику в разделе strategy.entry/exit. Меняйте параметры в блоке input.* (безопасно!). Тестируйте изменения и оптимизируйте под свои цели. Как работает стратегия: Главная задача: Автоматически покупает, когда цена начинает расти, и продаёт, когда падает. Но делает это «умно» — только когда рынок в основном тренде, а не во временном откате (коррекции). Что видно на графике: 📈 Стрелки вверх ▼ (под свечой) — сигнал на покупку. 📉 Стрелки вниз ▲ (над свечой) — сигнал на продажу. Серый фон — рынок в коррекции (не торгуем). Как это работает: Когда покупаем: Если цена закрылась выше предыдущей и индикатор is_correction показывает «основной тренд» (не коррекция). Пример: Была красная свеча → стала зелёная → появилась стрелка ▼ → покупаем. Когда продаём: Если цена закрылась ниже предыдущей и is_correction подтверждает тренд (опционально, можно отключить в настройках). Когда закрываем сделку: Автоматически при достижении: +0.5% прибыли (можно изменить в настройках). -0.5% убытка (можно изменить). Или если появился противоположный сигнал (например, после покупки пришла стрелка продажи). Настройки для чайников: «Sell – On» (включено по умолчанию): Если включено → стратегия будет продавать в шорт. Если выключено → только покупки и закрытие позиций. «Revers» (выключено по умолчанию): Если включить → стратегия будет работать наоборот (стрелки ▼ = продажа, ▲ = покупка). «%Profit» и «%Loss»: Меняйте эти цифры (от 0 до 30), чтобы увеличить/уменьшить прибыль и риски. Пример работы: Сигнал на покупку: Цена 3 дня растет → появляется зелёная стрелка ▼ → стратегия покупает. Стоп-лосс ставится на 0.5% ниже цены входа. Если цена продолжает расти → сделка закрывается при +0.5% прибыли. Коррекция: После роста цена падает на 1 день → фон становится серым → стратегия игнорирует это падение (не закрывает сделку). Стоп-лосс: Если цена упала на 0.5% от точки входа → сделка закрывается автоматически. Важные особенности: Фильтр коррекций (is_correction): Это «защита от шума» — стратегия не реагирует на мелкие откаты, работая только в сильных трендах. Гибкие настройки: Можно запретить шорты, перевернуть сигналы или изменить уровни прибыли/убытка за 2 клика. Прозрачность: Весь код открыт → вы можете увидеть, как формируется каждый сигнал (меню «Исходник» в TradingView). Советы для новичков: Начните с теста: Запустите стратегию на исторических данных (кнопка «Свеча» в окне TradingView). Посмотрите, как она работала в прошлом. Настройте под себя: Увеличьте %Profit до 2-3%, если торгуете валюты. Отключите «Sell – On», если не понимаете шорты. Доверяйте стоп-лоссу: Даже если кажется, что цена развернётся — стратегия закроет сделку при -0.5%, защитив ваш депозит. Где найти настройки: Кликните на название стратегии в верхнем левом углу графика → откроется меню с ползунками и переключателями. Важно: Стратегия предоставляет «рыбу» – чтобы она стала «уловистой», адаптируйте её под свой стиль торговли!
Strategia Pine Script®
od JinFlark
Ensemble Alerts█ OVERVIEW This indicator creates highly customizable alert conditions and messages by combining several technical conditions into groups , which users can specify directly from the "Settings/Inputs" tab. It offers a flexible framework for building and testing complex alert conditions without requiring code modifications for each adjustment. █ CONCEPTS Ensemble analysis Ensemble analysis is a form of data analysis that combines several "weaker" models to produce a potentially more robust model. In a trading context, one of the most prevalent forms of ensemble analysis is the aggregation (grouping) of several indicators to derive market insights and reinforce trading decisions. With this analysis, traders typically inspect multiple indicators, signaling trade actions when specific conditions or groups of conditions align. Simplifying ensemble creation Combining indicators into one or more ensembles can be challenging, especially for users without programming knowledge. It usually involves writing custom scripts to aggregate the indicators and trigger trading alerts based on the confluence of specific conditions. Making such scripts customizable via inputs poses an additional challenge, as it often involves complicated input menus and conditional logic. This indicator addresses these challenges by providing a simple, flexible input menu where users can easily define alert criteria by listing groups of conditions from various technical indicators in simple text boxes . With this script, you can create complex alert conditions intuitively from the "Settings/Inputs" tab without ever writing or modifying a single line of code. This framework makes advanced alert setups more accessible to non-coders. Additionally, it can help Pine programmers save time and effort when testing various condition combinations. █ FEATURES Configurable alert direction The "Direction" dropdown at the top of the "Settings/Inputs" tab specifies the allowed direction for the alert conditions. There are four possible options:  • Up only : The indicator only evaluates upward conditions.  • Down only : The indicator only evaluates downward conditions.  • Up and down (default): The indicator evaluates upward and downward conditions, creating alert triggers for both.  • Alternating : The indicator prevents alert triggers for consecutive conditions in the same direction. An upward condition must be the first occurrence after a downward condition to trigger an alert, and vice versa for downward conditions. Flexible condition groups This script features six text inputs where users can define distinct condition groups (ensembles) for their alerts. An alert trigger occurs if all the conditions in at least one group occur. Each input accepts a comma-separated list of numbers with optional spaces (e.g., "1, 4, 8"). Each listed number, from 1 to 35, corresponds to a specific individual condition. Below are the conditions that the numbers represent:  1 — RSI above/below threshold  2 — RSI below/above threshold  3 — Stoch above/below threshold  4 — Stoch below/above threshold  5 — Stoch K over/under D  6 — Stoch K under/over D  7 — AO above/below threshold  8 — AO below/above threshold  9 — AO rising/falling  10 — AO falling/rising  11 — Supertrend up/down  12 — Supertrend down/up  13 — Close above/below MA  14 — Close below/above MA  15 — Close above/below open  16 — Close below/above open  17 — Close increase/decrease  18 — Close decrease/increase  19 — Close near Donchian top/bottom (Close > (Mid + HH) / 2)  20 — Close near Donchian bottom/top (Close < (Mid + LL) / 2)  21 — New Donchian high/low  22 — New Donchian low/high  23 — Rising volume  24 — Falling volume  25 — Volume above average (Volume > SMA(Volume, 20))  26 — Volume below average (Volume < SMA(Volume, 20))  27 — High body to range ratio (Abs(Close - Open) / (High - Low) > 0.5)  28 — Low body to range ratio (Abs(Close - Open) / (High - Low) < 0.5)  29 — High relative volatility (ATR(7) > ATR(40))  30 — Low relative volatility (ATR(7) < ATR(40))  31 — External condition 1  32 — External condition 2  33 — External condition 3  34 — External condition 4  35 — External condition 5 These constituent conditions fall into three distinct categories:  •  Directional pairs : The numbers 1-22 correspond to pairs of opposing upward and downward conditions. For example, if one of the inputs includes "1" in the comma-separated list, that group uses the "RSI above/below threshold" condition pair. In this case, the RSI must be above a high threshold for the group to trigger an upward alert, and the RSI must be below a defined low threshold to trigger a downward alert.  •  Non-directional filters : The numbers 23-30 correspond to conditions that do not represent directional information. These conditions act as filters for both upward and downward alerts. Traders often use non-directional conditions to refine trending or mean reversion signals. For instance, if one of the input lists includes "30", that group uses the "Low relative volatility" condition. The group can trigger an upward or downward alert only if the 7-period Average True Range (ATR) is below the 40-period ATR.  •  External conditions : The numbers 31-35 correspond to external conditions based on the plots from other indicators on the chart. To set these conditions, use the source inputs in the "External conditions" section near the bottom of the "Settings/Inputs" tab. The external value can represent an upward, downward, or non-directional condition based on the following logic:  ▫ Any value above 0 represents an upward condition.  ▫ Any value below 0 represents a downward condition.  ▫ If the checkbox next to the source input is selected, the condition becomes non-directional . Any group that uses the condition can trigger upward or downward alerts only if the source value is not 0. To learn more about using plotted values from other indicators, see this article in our Help Center and the Source input section of our Pine Script™ User Manual. Group markers Each comma-separated list represents a distinct group , where all the listed conditions must occur to trigger an alert. This script assigns preset markers (names) to each condition group to make the active ensembles easily identifiable in the generated alert messages and labels. The markers assigned to each group use the format "M", where "M" is short for "Marker" and "x" is the group number. The titles of the inputs at the top of the "Settings/Inputs" tab show these markers for convenience. For upward conditions, the labels and alert messages show group markers with upward triangles (e.g., "M1▲"). For downward conditions, they show markers with downward triangles (e.g., "M1▼"). NOTE: By default, this script populates the "M1" field with a pre-configured list for a mean reversion group ("2,18,24,28"). The other fields are empty. If any "M*" input does not contain a value, the indicator ignores it in the alert calculations. Custom alert messages By default, the indicator's alert message text contains the activated markers and their direction as a comma-separated list. Users can override this message for upward or downward alerts with the two text fields at the bottom of the "Settings/Inputs" tab. When the fields are not empty , the alerts use that text instead of the default marker list. NOTE: This script generates alert triggers, not the alerts themselves. To set up an alert based on this script's conditions, open the "Create Alert" dialog box, then select the "Ensemble Alerts" and "Any alert() function call" options in the "Condition" tabs. See the Alerts FAQ in our Pine Script™ User Manual for more information. Condition visualization This script offers organized visualizations of its conditions, allowing users to inspect the behaviors of each condition alongside the specified groups. The key visual features include:   1) Conditional plots  • The indicator plots the history of each individual condition, excluding the external conditions, as circles at different levels. Opposite conditions appear at positive and negative levels with the same absolute value. The plots for each condition show values only on the bars where they occur.  • Each condition's plot is color-coded based on its type. Aqua and orange plots represent opposing directional conditions, and purple plots represent non-directional conditions. The titles of the plots also contain the condition numbers to which they apply.  • The plots in the separate pane can be turned on or off with the "Show plots in pane" checkbox near the top of the "Settings/Inputs" tab. This input only toggles the color-coded circles, which reduces the graphical load. If you deactivate these visuals, you can still inspect each condition from the script's status line and the Data Window.  • As a bonus, the indicator includes "Up alert" and "Down alert" plots in the Data Window, representing the combined upward and downward ensemble alert conditions. These plots are also usable in additional indicator-on-indicator calculations.   2) Dynamic labels  • The indicator draws a label on the main chart pane displaying the activated group markers (e.g., "M1▲") each time an alert condition occurs.  • The labels for upward alerts appear below chart bars. The labels for downward alerts appear above the bars.  NOTE: This indicator can display up to 500 labels because that is the maximum allowed for a single Pine script.   3) Background highlighting  • The indicator can highlight the main chart's background on bars where upward or downward condition groups activate. Use the "Highlight background" inputs in the "Settings/Inputs" tab to enable these highlights and customize their colors.  • Unlike the dynamic labels, these background highlights are available for all chart bars, irrespective of the number of condition occurrences. █ NOTES • This script uses Pine Script™ v6, the latest version of TradingView's programming language. See the Release notes and Migration guide to learn what's new in v6 and how to convert your scripts to this version. • This script imports our new Alerts library, which features functions that provide high-level simplicity for working with complex compound conditions and alerts. We used the library's `compoundAlertMessage()` function in this indicator. It evaluates items from "bool" arrays in groups specified by an array of strings containing comma-separated index lists , returning a tuple of "string" values containing the marker of each activated group. • The script imports the latest version of the ta library to calculate several technical indicators not included in the built-in `ta.*` namespace, including Double Exponential Moving Average (DEMA), Triple Exponential Moving Average (TEMA), Fractal Adaptive Moving Average (FRAMA), Tilson T3, Awesome Oscillator (AO), Full Stochastic (%K and %D), SuperTrend, and Donchian Channels. • The script uses the `force_overlay` parameter in the label.new() and bgcolor() calls to display the drawings and background colors in the main chart pane. • The plots and hlines use the available `display.*` constants to determine whether the visuals appear in the separate pane. Look first. Then leap.
Wskaźnik Pine Script®
od PineCoders
4
Gold Friday Anomaly StrategyThis script implements the " Gold Friday Anomaly Strategy ," a well-known historical trading strategy that leverages the gold market's behavior from Thursday evening to Friday close. It is a backtesting-focused strategy designed to assess the historical performance of this pattern. Traders use this anomaly as it captures a recurring market tendency observed over the years. What It Does: Entry Condition: The strategy enters a long position at the beginning of the Friday trading session (Thursday evening close) within the defined backtesting period. Exit Condition: Friday evening close. Backtesting Controls: Allows users to set custom backtesting periods to evaluate strategy performance over specific date ranges. Key Features: Custom Backtest Periods: Easily configurable inputs to set the start and end date of the backtesting range. Fixed Slippage and Commission Settings: Ensures realistic simulation of trading conditions. Process Orders on Close: Backtesting is optimized by processing orders at the bar's close. Important Notes: Backtesting Only: This script is intended purely for backtesting purposes. Past performance is not indicative of future results. Live Trading Recommendations: For live trading, it is highly recommended to use limit orders instead of market orders, especially during evening sessions, as market order slippage can be significant. Default Settings: Entry size: 10% of equity per trade. Slippage: 1 tick. Commission: 0.05% per trade.
Strategia Pine Script®
od piirsalu
1
Multi conditions matricesLibrary "multi_conditions_matrices" : facilitate including multiple AND / OR conditions to a script such as two entry / exit inputs groups. method addConditions(conditions, conditionPair)   Helper to append conditions to a matrix condition array   Namespace types: matrix   Parameters:      conditions (matrix)      conditionPair (array) : array A condition pair , an input can be passed directly to enable method check(conditions, operatorAnd)   check several condition within given operator   Namespace types: matrix   Parameters:      conditions (matrix)      operatorAnd (bool) : bool true if the operator between condition is AND (default OR)   Returns: bool Evaluates conditions isWeekend() isNightSignal(nightHour, morningHour, timezone)   Parameters:      nightHour (int)      morningHour (int)      timezone (string)
Biblioteka Pine Script®
od sleptongems
StrategyDashboardLibrary ”StrategyDashboard” Hey, everybody! I haven’t done anything here for a long time, I need to get better ^^. In my strategies, so far private, but not about that, I constantly use dashboards, which clearly show how my strategy is working out. Of course, you can also find a number of these parameters in the standard strategy window, but I prefer to display everything on the screen, rather than digging through a bunch of boxes and dropdowns. At the moment I am using 2 dashboards, which I would like to share with you. 1. monthly(isShow) this is a dashboard with the breakdown of profit by month in per cent. That is, it displays how much percentage you made or lost in a particular month, as well as for the year as a whole. Parameters:   isShow (bool) - determine allowance to display or not. 2. total(isShow) The second dashboard displays more of the standard strategy information, but in a table format. Information from the series “number of consecutive losers, number of consecutive wins, amount of earnings per day, etc.”. Parameters:   isShow (bool) - determine allowance to display or not. Since I prefer the dark theme of the interface, now they are adapted to it, but in the near future for general convenience I will add the ability to adapt to light. The same goes for the colour scheme, now it is adapted to the one I use in my strategies (because the library with more is made by cutting these dashboards from my strategies), but will also make customisable part. If you have any wishes, feel free to write in the comments, maybe I can implement and add them in the next versions.
Biblioteka Pine Script®
od mi_vadim
1
Monte Carlo Simulation - Your Strategy [Kioseff Trading]Hello! This script “Monte Carlo Simulation - Your Strategy” uses Monte Carlo simulations for your inputted strategy returns or the asset on your chart! Features Monte Carlo Simulation: Performs Monte Carlo simulation to generate multiple future paths. Asset Price or Strategy: Can simulate either future asset prices based on historical log returns or a specific trading strategy's future performance. User-Defined Input: Allows you to input your own historical returns for simulation. Statistical Methods: Offers two simulation methods—Gaussian (Normal) distribution and Bootstrapping. Graphical Display: Provides options for graphical representation, including line plots and histograms. Cumulative Probability Target: Enables setting a user-defined cumulative probability target to quantify simulation results. Adjustable Parameters: Offers numerous user-adjustable settings like number of simulations, forecast length, and more. Historical Data Points: Option to specify the amount of historical data to be used in the simulation (price). Custom Binning: Allows you to select the binning method for histograms, with options like Sturges, Rice, and Square Root. Best/Worst Case: Allows you to show only the best case / worst case outcome (range) for all simulations! Scatterplot: allows you to show up to 1000 potential outcomes for a specified trade number (or bars forward price endpoint) using a scatter plot. The image above shows the primary components of the indicator! The image above shows the best/worst case outcome feature in action! The image above shows a "fun feature" where 1000 simulated end points for a 15-bar price trajectory are shown as a scatter plot! How To Perform a Monte Carlo Simulation On Your Strategy Really, you can input any data into the indicator it will perform a Monte Carlo Simulation on it :D The following instructions show how to export your strategy results from TradingView to an Excel File, copy the data, and input it into the indicator. However , you are not limited to following this method! Wherever your strategy results are stored, simply copy and paste them into the indicator text area in the settings and simulations will begin. Returns Should Follow This Format 1 3 -3 2 -5 The numbers are presented as a single column. No commas or separators used. The numbers above are in sequential order. A return of "1" for the first trade and a return of "-5" for the last trade. Your strategy returns will likely be in sequential order already so don't worry too much about this (: How To Perform a Monte Carlo Simulation On Your TradingView Strategy With Excel Data Export your strategy returns to an excel file using TradingView Navigate to your downloads folder to column G "Profit" Click the column and press CTRL + SPACE to highlight the entire column Press CTRL + C to copy the entire column Open this indicator's settings and paste the returns into the text area The image above illustrates the process! Notes on Inputting Returns *Must input your returns without a separate as a vertical list *The initial text area can only hold so many return values. If your list of trades is large you can input additional returns into two additional text areas at the bottom of the indicator settings. That should be it; thank you for checking this out!
Wskaźnik Pine Script®
od KioseffTrading
30
Hobbiecode - Five Day Low RSI StrategyThis is a simple strategy that is working well on SPY but also well performing on Mini Futures SP500. The strategy is composed by the followin rules: 1. If today’s close is below yesterday’s five-day low, go long at the close. 2. Sell at the close when the two-day RSI closes above 50. 3. There is a time stop of five days if the sell criterium is not triggered. If you backtest it on Mini Futures SP500 you will be able to track data from 1993. It is important to select D1 as timeframe. Please share any comment or idea below. Have a good trading, Ramón.
Strategia Pine Script®
od hobbiecode
Chandelier Exit ZLSMA StrategyIntroducing a Powerful Trading Indicator: Chandelier Exit with ZLSMA If you're a trader, you know the importance of having the right tools and indicators to make informed decisions. That's why we're excited to introduce a powerful new trading indicator that combines the Chandelier Exit and ZLSMA: two widely-used and effective indicators for technical analysis. The Chandelier Exit (CE) is a popular trailing stop-loss indicator developed by Chuck LeBeau. It's designed to follow the price trend of a security and provide an exit signal when the price crosses below the CE line. The CE line is based on the Average True Range (ATR), which is a measure of volatility. This means that the CE line adjusts to the volatility of the security, making it a reliable indicator for trailing stop-losses. The ZLEMA (Zero Lag Exponential Moving Average) is a type of exponential moving average that's designed to reduce lag and improve signal accuracy. The ZLSMA takes into account not only the current price but also past prices, using a weighted formula to calculate the moving average. This makes it a smoother indicator than traditional moving averages, and less prone to giving false signals. When combined, the CE and ZLSMA create a powerful indicator that can help traders identify trend changes and make more informed trading decisions. The CE provides the trailing stop-loss signal, while the ZLSMA provides a smoother trend line to help identify potential entry and exit points. In our indicator, the CE and ZLSMA are plotted together on the chart, making it easy to see both the trailing stop-loss and the trend line at the same time. The CE line is displayed as a dotted line, while the ZLSMA line is displayed as a solid line. Using this indicator, traders can set their stop-loss levels based on the CE line, while also using the ZLSMA line to identify potential entry and exit points. The combination of these two indicators can help traders reduce their risk and improve their trading performance. In conclusion, the Chandelier Exit with ZLSMA is a powerful trading indicator that combines two effective technical analysis tools. By using this indicator, traders can identify trend changes, set stop-loss levels, and make more informed trading decisions. Try it out for yourself and see how it can improve your trading performance. Warning: The results in the backtest are from a repainting strategy. Don't take them seriously. You need to do a dry live test in order to test it for its useability. - Here is a description of each input field in the provided source code: length: An integer input used as the period for the ATR (Average True Range) calculation. Default value is 1. mult: A float input used as a multiplier for the ATR value. Default value is 2. showLabels: A boolean input that determines whether to display buy/sell labels on the chart. Default value is false. isSignalLabelEnabled: A boolean input that determines whether to display signal labels on the chart. Default value is true. useClose: A boolean input that determines whether to use the close price for extrema calculations. Default value is true. zcolorchange: A boolean input that determines whether to enable rising/decreasing highlighting for the ZLSMA (Zero-Lag Exponential Moving Average) line. Default value is false. zlsmaLength: An integer input used as the length for the ZLSMA calculation. Default value is 50. offset: An integer input used as an offset for the ZLSMA calculation. Default value is 0. - Ty for checking this out and good luck on your trading journey! Likes and comments are appreciated. 👍 -- Credits to: ▪ @everget – Chandelier Exit (CE) ▪ @netweaver2022 – ZLSMA
Strategia Pine Script®
od simwai
5
Backtest AdapterThis is a proof-of-concept Backtest Adapter that can be used with my recent publication "Machine Learning: Lorentzian Classification" located here: This adapter is helpful because it enables interactive backtesting with TradingView's built-in "Strategy Tester" framework without the need to translate the logic from an "indicator" script to a "strategy" script. To use this, one must have the "Machine Learning: Lorentzian Classification" script and this Backtest Adapter open simultaneously on the same chart. From there, simply change the "Source" setting of the Backtest Adapter to "Lorentzian Classification: Backtest Stream" to transfer the entry/exit signals stream to the Backtest Adapter. For an example of how to implement your own backtest stream in your indicators, please refer to the "Backtesting" section in the source code of the "Machine Learning: Lorentzian Classification" script, which is shown below for convenience:
Strategia Pine Script®
od jdehorty
51
Reinforced RSI - The Quant Science This strategy was designed and written with the goal of showing and motivating the community how to integrate our 'Probabilities' module with their own script. We have recreated one of the simplest strategies used by many traders. The strategy only trades long and uses the overbought and oversold levels on the RSI indicator. We added stop losses and take profits to offer more dynamism to the strategy. Then the 'Probabilities' module was integrated to create a probabilistic reinforcement on each trade. Specifically, each trade is executed, only if the past probabilities of making a profitable trade is greater than or equal to 51%. This greatly increased the performance of the strategy by avoiding possible bad trades. The backtesting was calculated on the NASDAQ:TSLA , on 15 minutes timeframe. The strategy works on Tesla using the following parameters: 1. Lenght: 13 2. Oversold: 40 3. Overbought: 70 4. Lookback: 50 5. Take profit: 3% 6. Stop loss: 3% Time period: January 2021 to date. Our Probabilities Module, used in the strategy example:
Strategia Pine Script®
od thequantscience