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The Fantastic 4 - Momentum Rotation StrategyOverview The Fantastic 4 is a tactical momentum rotation indicator. It rotates capital monthly across four carefully selected assets based on their 75-day Rate of Change (ROC), allocating only to assets with positive momentum and proportionally weighting them by their momentum strength. This indicator tracks the strategy's historical performance, displays current allocation recommendations, and sends monthly rebalance alerts so you can easily manage your portfolio. Simply set your capital amount and the indicator shows exactly how much to invest in each asset. Why These Four Assets? The selection of 20-year Bonds, Gold, Russell 2000, and Emerging Markets is based on their specific volatility and decorrelation characteristics, which allow the strategy to react quickly to market shifts while providing protection during downturns. Russell 2000 (Small Caps) Chosen over the S&P 500 because it is more "lively" and active (Nowadays you could use also the Nasdaq). Its trends are steeper and more vertical, making it easier for a momentum indicator to catch clear trends. While the S&P 500 has more inertia, the Russell 2000 develops faster, allowing the strategy to capture gains in shorter periods. Emerging Markets Included because they can act like a "rocket," offering explosive growth potential while maintaining high decorrelation from developed equity markets. When emerging markets trend, they trend hard. 20-Year Bonds Selected because they are the most decorrelated asset from equities. When a stock market crash occurs, capital typically flows into fixed income, and long-term bonds (20-year) notice this influx the most, making their price reaction more significant and easier to trade. This is the strategy's primary "safe haven." Gold Along with bonds, gold serves as a defensive asset providing a "shield" for the portfolio when general market conditions deteriorate. It offers additional decorrelation and crisis protection. How the Strategy Works The 75-Day Momentum Engine The strategy uses a 75-day momentum lookback (roughly 3.5 months), which is considered very "agile" compared to other models like Global Equity Momentum (GEM) that use 200-day periods. This shorter window allows the strategy to: React quickly to changes in trend Catch upward movements in volatile assets early Exit quickly when trends break Monthly Rebalancing Process At the end of each month: Step 1: Calculate 75-day ROC for each asset Step 2: Filter out assets with negative momentum (they receive 0% allocation) Step 3: Distribute capital proportionally based on momentum strength Step 4: Apply 5% minimum threshold (smaller allocations become zero) Step 5: Apply 80% maximum cap (no single asset exceeds 80%, remainder stays in cash) The 80% Ceiling Rule There is an 80% investment ceiling for any single asset to prevent over-exposure. If only one asset (like bonds) has positive momentum, 80% goes to that asset and 20% remains in cash/liquidity. Behavior in Bearish Markets When markets turn bearish, the strategy protects capital through several mechanisms: Automatic Risk-Off Because the strategy only invests in assets with positive momentum, it automatically moves away from crashing equities. If an asset's trend becomes negative, the strategy stays "on the sidelines" for that asset. The Bond Haven During prolonged bearish periods or sudden crashes (like COVID-19), the strategy typically shifts into 20-year bonds. During the COVID-19 crash in March 2020, while global markets were collapsing, strategies like this reportedly yielded positive returns by being positioned in bonds. Full Liquidity Option If no assets show positive momentum, the strategy moves to 100% cash. This is rare given the decorrelation between the four assets—when equities crash, bonds and gold typically rise. What This Indicator Does This is a tracking and alerting tool that: Calculates the optimal allocation based on current momentum Shows historical monthly performance of the strategy Simulates portfolio equity growth from your specified starting capital Displays exact dollar amounts to invest in each asset Sends monthly rebalance alerts with complete instructions Detects missing data to prevent false signals Features Dynamic allocation table showing weights, dollar amounts, and ROC values Monthly returns history with color-coded performance Data availability detection with visual status indicators Configurable alerts for rebalancing, go-to-cash, and missing data Simulated equity curve from initial capital Settings Guide Assets Configure your four ETFs. The default European ETFs are: Asset 1 - XETR:IS04: iShares 20+ Year Treasury Bond (Bonds) Asset 2 - XETR:GZUR: Gold ETC Asset 3 - XETR:XRS2: Xtrackers Russell 2000 (Small Caps) Asset 4 - XETR:XMME: Xtrackers Emerging Markets (EM) For US markets, consider: TLT (20-year bonds), GLD (Gold), IWM (Russell 2000), EEM (Emerging Markets) Strategy Settings ROC Period - Momentum lookback in daily bars. Default: 75 days (~3.5 months) Max Allocation % - Maximum weight for any single asset. Default: 80% Min Allocation % - Threshold below which allocation becomes zero. Default: 5% Capital Initial Capital - Your portfolio value. The indicator calculates exact amounts for each asset based on this. Default: $20,000 Display Table Positions - Position the allocation and history tables on screen Months of History - How many past months to display (3-24) Alerts Monthly Rebalance Alert - Sends complete allocation details at month end Go-to-Cash Alert - Alerts when all assets have negative momentum Missing Data Alert - Warns when asset data is unavailable How to Use Initial Setup Add indicator to any chart and switch to MONTHLY timeframe Configure your four ETF tickers Set your portfolio capital amount Position the tables where you prefer Setting Up Alerts Click Alert button or press Alt+A Set Condition to "Fanta4" Select "Any alert() function call" Choose notification method (Email, Push, Webhook, etc.) Set expiration to "Open-ended" Monthly Workflow Receive rebalance alert at the start of each month Alert shows exact percentages AND dollar amounts for each asset Adjust your portfolio accordingly No action needed during the month Reading the Tables Green = positive returns/momentum Red = negative returns/momentum Orange "N/A" = missing data Alloc column shows weight distribution (e.g., "45/35/20/—") Alert Message Example Monthly alerts include: Target month for the new allocation Current portfolio value Each asset's percentage AND dollar amount Each asset's momentum (ROC) value Cash allocation if applicable Total return since inception Historical Context This strategy combines elements of: Dual Momentum (Gary Antonacci) - Relative and absolute momentum Global Equity Momentum (GEM) - But with shorter 75-day vs 200-day lookback Risk parity concepts - Decorrelated asset selection The key innovation is the specific asset selection optimized for momentum trading and the agile 75-day lookback period that allows faster reactions to trend changes. Data Requirements The strategy activates only when all four assets have valid price data (minimum 75 days of history). The data status row shows checkmarks for available data. Note: Some ETFs have limited history (e.g., XMME data starts June 2017). Limitations This is a tracking indicator, not an automated trading system Past performance is hypothetical and does not guarantee future results Requires all four assets to have valid data; partial allocation not supported Monthly rebalancing may miss shorter-term momentum shifts Transaction costs, slippage, and taxes are not included in simulation ETF availability and liquidity vary by region The 75-day momentum may whipsaw in choppy, trendless markets Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Version History v1.0 - Initial release with momentum rotation, allocation tables, data validation, and monthly alerts
Pine Script® indicator
by luiscaballero
MB Break & Retest MB Break & Retest + VWAP (ORB) is an Opening Range Breakout indicator built for intraday trading. It captures the first 15 minutes of the session to plot the Opening Range High, Low, and Midpoint. After the Opening Range is set, it looks for a confirmed breakout using two conditions: price must close a user-defined distance beyond the OR High or OR Low, and the breakout candle must meet a minimum 5-minute volume threshold. If both the OR High and OR Low break in the same session, the indicator flags the market as choppy and avoids taking trades. Trades are not taken on the breakout candle. Instead, the script waits for price to retest the Opening Range midpoint and enter only when that retest shows acceptable confirmation. Optional filters include a close-position filter (requiring the candle to close in the top/bottom portion of its range), a minimum retest volume requirement, and a midpoint “respect” filter that requires price to reject away from the midpoint by a set distance rather than simply touching it. An optional VWAP filter adds directional bias: longs are allowed only when the midpoint is sufficiently below VWAP (with a configurable buffer), and shorts are allowed only when the midpoint is sufficiently above VWAP. The VWAP line can be displayed, and the script tracks how many potential trades were filtered out by the VWAP rule. The indicator also includes built-in trade management and visual risk tools. It plots stop-loss and take-profit zones, supports a partial profit target (taking 50% off at a specified move), and can move the stop to break-even once a configurable R:R threshold is reached. Entry, partial, break-even, stop, and target events can be labeled on the chart. A live status panel shows the current state (watching, breakout detected, trade active, session closed, or choppy), along with OR levels, midpoint, VWAP context, and volume information. A backtest dashboard summarizes performance metrics such as net P/L, win rate, profit factor, average win/loss, long vs short stats, breakeven exits, partial exits, streaks, and VWAP-filtered counts.
Pine Script® indicator
by baberzayn
ShefaBot V236 ShefaBot - Session Trend System Description: This is a custom-built trading system designed for intraday analysis on GBP/USD. Unlike standard indicators, this script incorporates specific logic to filter out market noise based on trading sessions and volatility ranges. It provides clear visual cues for trend direction while minimizing false signals during low-volume periods. Key Features: Custom trend calculation algorithm. Session-based volatility filtering. Clean visual interface for rapid decision-making. Note: This script implements a specific proprietary strategy and is intended for private community use.
Pine Script® strategy
by aviadss22
logger.DEMO◼ Objective This is an accompanying script to logger library. As the library has lot of logging features, this script demonstrates how all fields and methods interact to display logs on screen. Please always use the latest version of the library and the key information functions ◼ How to access help and info about this library Import the latest version of Library, call logger.overview(), and hover mouse over overview() to see help in Editor! import GETpacman/logger/4 as logger logger.overview() => Help and general information logger.sampleCode() => Sample Code Usage logger.fields() => For listing all fields logger.methods() => For listing of all methods
Pine Script® indicator
by GETpacman
BTC Spot Premium Index (Coinbase - Binance )Overview This indicator measures the price difference between Bitcoin (BTC) on Coinbase and Binance, providing insights into the buying pressure from US-based investors versus the global market. A positive premium suggests stronger buying activity on Coinbase, which is often interpreted as a bullish signal for BTC. Key Features • Premium Calculation: The core of the indicator is the formula: Coinbase BTC Price - Binance BTC Price. • Visual Representation: The premium is plotted as an oscillator with a zero line. Positive values are colored green, and negative values are red, making it easy to identify the prevailing market sentiment. • Moving Average: A customizable moving average (default is a 20-period SMA) is included to help identify the trend of the premium. The MA line is displayed in white. • Adjustable Parameters: You can adjust the moving average length and type (SMA, EMA, WMA, RMA) to fit your trading style. How to Use 1. Identify US Market Sentiment: A sustained positive (green) premium suggests strong buying interest from the US market, which can be a precursor to price appreciation. 2. Spot Trend Reversals: A crossover of the premium line above the zero line can signal a shift from bearish to bullish sentiment. Conversely, a cross below the zero line may indicate weakening US demand. 3. Confirm with Moving Average: When the premium line crosses above its moving average, it can signal strengthening momentum. A cross below the MA may suggest a potential slowdown. Interpretation • Green Area (Positive Premium): Indicates that BTC is trading at a higher price on Coinbase than on Binance. This is generally considered a bullish sign, as it reflects strong demand from US investors. • Red Area (Negative Premium): Indicates that BTC is trading at a lower price on Coinbase. This may suggest weaker demand in the US market or stronger selling pressure. • White Line (Moving Average): Helps to smooth out the premium data and identify the underlying trend. Use it as a dynamic support or resistance level for the premium itself. This indicator is a powerful tool for gauging market sentiment and can be a valuable addition to any BTC trader's toolkit. However, it should be used in conjunction with other technical analysis tools and not as a standalone signal for making trading decisions.
Pine Script® indicator
by dylancui9
Multi-Symbol RSI Portfolio Simulator [Honestcowboy]The Multi-Symbol RSI Portfolio Simulator was build to test a theory, does the RSI indicator work in FOREX assets. Does it have predictive power. In this example the security function is used to fetch data for 40 different Forex pairs and it executes a very simple trading strategy. Sell when RSI hits 80, flatten if back below. Buy when RSI hits 20, flatten if back above. All executed on bar closes so no intra bar stuff. 🟦 🟦 🟦 Very Important Disclaimer This is a very crude indicator which does not calculate trading costs and assumes perfect execution of trades with zero slippage. Forex markets carry high risk and most CFD brokers ask high spreads and trading costs so this approach will most likely only work on the H4 or above Daily charts. We are observing market behaviour here, it's a study of price action not an executable ready strategy. Do your own cost analysis, simulation if you want to take this idea further. 🟦 What is the point? I build this indicator to prove that RSI indeed causes price action reactions especially on the intraday level in forex. Just like any study or paper not accounting for trading costs, this is just hypothetical and a starting point. 🟦 CALCULATION On each bar close it will check RSI value for each pair in the list. If one of the pairs meets the condition for a long or short it will open that trade on next bar open and hold it till close. Add the profits/losses to the equity line. And if condition still true on next bar do it again, this is a very crude simple form of testing. Tradingview strategy tester is superior but does not allow for multi-pair trading. Short Condition: RSI above 80 Short Exit: RSI below 70 Long Condition: RSI below 20 Long Exit: RSI above 30 The indicator also has 2 modes: Mean reversion and Trend mode. On default it uses Mean Reversion which is explained above. Trend mode does the exact opposite, so long above 80 short below 20. I've also included a table with a heatmap showing all the trading pairs the indicator uses, it's current RSI value and color based on how close indicator is to shorting or longing it from green to red with gray being middle so no direction. 🟦 USE CASES You can tweak the setting for different RSI values. Different RSI lengths and also freely change any trading pair inside the list to make your own test. I'm including some screenshots of tests here below:
Pine Script® indicator
by Honestcowboy
M1 propath📊 M1 PROPATH – Smart Trend & Level Indicator M1 PROPATH is a powerful all-in-one trading indicator designed for trend identification, momentum confirmation, and precise entry zones. It combines four proven tools into a single, easy-to-use system. 🔹 Included Components 🔁 Supertrend Identifies overall market trend (Bullish / Bearish) Helps traders stay on the right side of the market Useful for trend-following and trailing stop logic 📈 Bollinger Bands (BB) Measures volatility and price expansion Highlights overbought and oversold zones Helps in spotting pullbacks and breakout setups 📉 EMA Pack (Exponential Moving Averages) Shows dynamic support and resistance Confirms trend strength and momentum Useful for scalping, intraday, and swing trading 🧭 Gann Levels (Square of 9 Based) Displays important price levels derived from Gann theory Helps identify high-probability reversal and reaction zones Works perfectly with BB and Supertrend for confluence-based entries
Pine Script® indicator
by Propath_Traders