Get started

Search in scripts for "bands"

Master Simple Indicator 2.0Master Simple Indicator 2.0 combines dynamic moving average signals with ATR-based price bands. It plots a volatility range around the current price using customizable ATR length, smoothing, and multiplier settings, while also highlighting long/short opportunities when price crosses a 120-period moving average. Visual cues and alerts help identify momentum shifts, trend direction, and potential trade entries across all timeframes.
Pine Script® indicator
by masterbtcltc
Unmitigated MTF High Low - Cave Diving Plot IntroductionThe Unmitigated MTF High Low - Cave Diving Plot is a multi-timeframe (MTF) indicator designed for NQ and ES futures traders who want to identify high-probability entry and exit zones based on unmitigated price levels. The "Cave Diving" visualization helps you navigate between support (floor) and resistance (ceiling) zones, while the integrated Strat analysis provides directional context. Who Is This For? Futures traders (NQ, ES) trading during ETH and RTH sessions Scalpers and day traders looking for precise entry/exit levels Traders using The Strat methodology for directional analysis Anyone seeking confluence between price action and key levels Core Concepts 1. Unmitigated Level: An unmitigated level is a price high or low that has been created but not yet tested (touched) by price. These levels act as magnets - price often returns to test them.Key Properties: Resistance (Highs): Price has created a high but hasn't revisited it Support (Lows): Price has created a low but hasn't revisited it Mitigation: When price touches a level, it becomes "mitigated" and loses strength 2. The Cave Diving MetaphorThink of trading as cave diving between two zones: ┌─────────────────────────────────┐ │ CEILING (Upper Band) │ ← 1st & 2nd Unmitigated Highs │ 🟥 Resistance Zone │ ├─────────────────────────────────┤ │ │ │ THE TUNNEL │ ← Price navigates here │ (Trading Channel) │ │ │ ├─────────────────────────────────┤ │ 🟢 Support Zone │ │ FLOOR (Lower Band) │ ← 1st & 2nd Unmitigated Lows └─────────────────────────────────┘ Trading Concept: Ceiling: Formed by the 1st and 2nd most recent unmitigated highs Floor: Formed by the 1st and 2nd most recent unmitigated lows Tunnel: The space between ceiling and floor where price operates Cave Diving: Navigating between these zones for entries and exits 3. Session-Based Age TrackingLevels are tracked by session age: Session: 6:00 PM to 5:00 PM NY time (23-hour window) Age 0: Created in the current session (today) Age 1: Created 1 session ago (yesterday) Age 2+: Older levels (more significant) Why Age Matters: Older unmitigated levels are typically stronger magnets Fresh levels (Age 0) may be weaker and easier to break Age 2+ levels often provide high-probability reversal zones Indicator Components Visual Elements 1. Colored Bands (Cave Zones)Upper Band (Pink/Maroon - 95% transparency) Space between 1st and 2nd unmitigated highs Acts as resistance zone Price often hesitates or reverses here Lower Band (Teal - 95% transparency) Space between 1st and 2nd unmitigated lows Acts as support zone Price often finds buyers here 2. Information Table Located in your chosen corner (default: Bottom Right), the table displays: 5 most recent unmitigated highs (top section) Tunnel row (middle separator) 5 most recent unmitigated lows (bottom section) Reading the TableTable Structure ┌────────┬──────────┬────────┬───────┐ │ Level │ $ │ Points │ Age │ ├────────┼──────────┼────────┼───────┤ │ ↑↑↑↑↑ │ 21,450.25│ +45.30 │ 3 │ ← 5th High (oldest) │ ↑↑↑↑ │ 21,425.50│ +32.75 │ 2 │ ← 4th High │ ↑↑↑ │ 21,410.00│ +25.00 │ 1 │ ← 3rd High │ ↑↑ │ 21,400.75│ +18.50 │ 1 │ ← 2nd High │ ↑ │ 21,395.25│ +12.00 │ 0 │ ← 1st High (newest) ├────────┼──────────┼────────┼───────┤ │ Tunnel │ 🟢 │ Δ 85.50│ 2U │ ← Current State ├────────┼──────────┼────────┼───────┤ │ ↓ │ 21,310.00│ -15.25 │ 0 │ ← 1st Low (newest) │ ↓↓ │ 21,295.50│ -22.75 │ 1 │ ← 2nd Low │ ↓↓↓ │ 21,280.25│ -30.00 │ 1 │ ← 3rd Low │ ↓↓↓↓ │ 21,265.75│ -38.50 │ 2 │ ← 4th Low │ ↓↓↓↓↓ │ 21,250.00│ -45.00 │ 3 │ ← 5th Low (oldest) └────────┴──────────┴────────┴───────┘Column Breakdown Column 1: Level (Arrows) Green arrows (↑): Resistance levels above current price Red arrows (↓): Support levels below current price Arrow count: Indicates recency (1 arrow = newest, 5 arrows = oldest) Why This Matters: More arrows = older level = stronger magnet for price Column 2: $ (Price) Exact price of the unmitigated level Use this for limit orders and stop placement Column 3: Points (Distance) Positive (+) for highs: Points above current price Negative (-) for lows: Points below current price Helps gauge proximity to key levels Trading Application: If you're +2.50 points from resistance, a reversal may be imminent If you're -45.00 points from support, you're far from the floor Column 4: Age (Sessions) Number of full 6pm-5pm sessions the level has survived Age 0: Created today (current session) Age 1+: Created in previous sessions Significance Ladder: Age 0: Weak, may break easily Age 1-2: Medium strength Age 3+: Strong, high-probability reaction zone Tunnel Row (Critical Information)│ Tunnel │ 🟢 │ Δ 85.50│ 2U │ └─┬─┘ └─┬─┘ └──┬──┘ └─┬─┘ │ │ │ │ Label Direction Range Strat 1. Tunnel Label: Identifies the separator row 2. Direction Indicator (🟢/🔴) 🟢 Green Circle: Current 15m bar closed bullish (above previous close) 🔴 Red Circle: Current 15m bar closed bearish (below previous close) 3. Δ (Delta/Range) Distance in points between 1st High and 1st Low Shows the tunnel width (trading range) Example: Δ 85.50 = 85.50 points between ceiling and floor Trading Use: Wide tunnel (>100 points): More room to trade, consider range strategies Narrow tunnel (<50 points): Tight range, expect breakout 4. Strat Pattern 1: Inside bar (consolidation) 2U: 2 Up (bullish directional bar) 2D: 2 Down (bearish directional bar) 3: Outside bar (expansion/volatility) Color Coding: Green: 2U (bullish) Red: 2D (bearish) Yellow: 3 (expansion) Gray: 1 (inside/neutral)
Pine Script® indicator
by DeLeBlanc
1
Sai Scalper ProSai Scalper Pro – Feature Summary Trend Engine - ATR-based trailing stop with Fibonacci levels (61.8%, 78.6%, 88.6%) - Auto trend detection with swing point tracking Scalping Detection (0-10 Score) - Analyzes 7 factors: ATR compression, ADX, Volume, Range, Consolidation, RSI, BB Squeeze - Smart state machine with hysteresis to prevent false signals - Adjustable sensitivity & stability settings Cloud Modes (7 Options) - Full Zone, Entry Zone, Premium/Discount, Fib Bands, Upper/Middle/Lower Band Pro Dashboard - Real-time scalp score with visual meter - Entry quality rating & zone display - Suggested TP/SL based on ATR - Session detection (Sydney/Tokyo/London/NY) with overlap alerts - 3 styles (Minimal/Pro/Full) × 4 sizes × 9 positions Alerts - Scalp ready, Prime conditions (8+), Optimal entry zone - Direction-specific (Long/Short bias) Combines trend-following Fibonacci analysis with intelligent ranging detection for optimal scalping opportunities.
Pine Script® indicator
by Sai2k
MTF VWAP Resonance [By Testeded]📈 MTF VWAP Resonance Hunter (多级别 VWAP 共振捕猎者 - 终极版) 🇬🇧 English Description 1. Design Philosophy: The Institutional Edge While typical indicators measure simple price action, VWAP (Volume Weighted Average Price) measures Value and Institutional Cost. Professional traders and algorithms anchor their decisions to time-based benchmarks: Daily, Weekly, Monthly, and Quarterly. When prices return to these levels, they are testing the average cost basis of the market participants from that period. The Logic of "Multi-Level Resonance" (MTF): A single VWAP line can be broken. However, when the Daily VWAP, Weekly Upper Band, and Quarterly Basis all overlap at the exact same price level, a "Market Consensus" is formed. This tool uses a background algorithm to detect these overlaps across 6 Timeframes (4H to Year) and visualizes them as "Resonance Boxes" instead of cluttering your chart with lines. 2. Key Features ⚓ Anchored VWAP Engine: Calculates VWAP + Standard Deviation Bands for 4H, Daily, Weekly, Monthly, Quarterly, and Yearly cycles simultaneously. ⚡ Smart Resonance Radar: Automatically detects when levels from different timeframes cluster together. 2-Line Confluence: ⚡ (Watch) 3-Line Confluence: ⚡⚡ (Strong) 4+ Line Confluence: ⚡⚡⚡ (Iron Wall) 🧘 Visual Modes (Zen / Focus): Full Mode: Shows lines, dashboard, and resonance boxes. Focus Mode: Hides lines, keeps dashboard and boxes. Zen Mode: Hides EVERYTHING except the Resonance Boxes. Pure price action. 🏢 The Quarterly Line: Specifically designed to track the Quarterly VWAP, a critical level for institutional rebalancing and earnings cycles. 🎨 Customizable UI: Adjustable table text size (Small to Huge) and display styles. 3. How to Trade Identify the Wall: Look for Red Boxes (Resistance) or Green Boxes (Support) with high star ratings (⚡⚡). Read the Dashboard: Check the label (e.g., Q VWAP + W Lower). This tells you exactly who is defending this level (e.g., "Quarterly Buyers defending cost"). Sniper Entry: Wait for price to touch the Resonance Box. These levels often trigger sharp reversals or major breakouts. 🇨🇳 中文说明 (Chinese Description) 1. 设计哲学：多级别的全局视角 布林带反映的是波动率，而 VWAP（成交量加权平均价） 反映的是**“真金白银的持仓成本”**。 机构交易者和算法通常会锚定特定的时间周期进行交易：日内、周线、月线以及季度线。 “多级别共振”的逻辑： 单一周期的 VWAP 很容易失效。但是，当 日线 VWAP、周线上轨 和 季度线成本 在同一个价格位置重叠时，意味着短线、中线和长线资金在此处达成了**“价值共识”。 本指标通过后台算法，同时监控 6个时间周期 (4H - 年线)，将这些重叠的价位转化为可视化的“共振框”**，提供一个多级别的全局视角。 2. 核心功能 ⚓ 全周期锚定 VWAP：后台实时计算 4H, 日线, 周线, 月线, 季度线, 年线 的 VWAP 及其标准差轨道。 ⚡ 智能共振雷达：自动检测不同周期的关键位重叠。 2线共振：⚡ (关注) 3线共振：⚡⚡ (强力支撑/阻力) 4线以上：⚡⚡⚡ (核弹级/铁壁共振) 🧘 显示模式 (Zen / Focus)： 全面模式：显示所有线条 + 表格 + 共振框。 专注模式：隐藏线条，保留表格 + 共振框。 极简模式 (Zen)：隐藏一切干扰，只显示共振框。像狙击手一样只看目标。 🏢 季度线增强：特别加入了 Quarterly VWAP (季度线)，这是机构季末调仓和财报周期的重要防守线。 🎨 高度客制化：支持调整表格文字大小（从“小”到“巨大”），适配各种分辨率屏幕。 3. 实战用法 寻找“墙壁”：关注图表上的 红色共振框 (阻力) 或 绿色共振框 (支撑)，尤其是带有 ⚡⚡ 标志的区域。 解读筹码：看一眼右上角的仪表盘标签（例如 Q VWAP + W Lower）。这意味着“季度级别的平均成本”与“周线级别的超卖线”重合，支撑力度极强。 警报交易：开启警报功能。不需要盯着屏幕，当价格撞上共振框时，指标会自动通知你。
Pine Script® indicator
by AAAAAA2020
RSI + BB + ATR Short SignalThis indicator highlights potential short setups by combining three conditions: RSI Overbought – RSI must be above the user-defined level. Bollinger Band Break – Price must close above the upper Bollinger Band. Extended Above the 5-Day Low – Price must sit at least X ATR above the recent 5-day low. When all conditions line up on the same bar, the script plots a red triangle above the candle and triggers an alert so you can act immediately. To help visualise the setup, the script also plots the full Bollinger Bands (upper, middle, lower) and a line showing the threshold of 5-day-low + ATR × multiplier. You can adjust RSI length and level, Bollinger settings, ATR length, and the ATR multiplier.
Pine Script® indicator
by volatility_Viking
Reversal Zones// This indicator identifies likely reversal zones above and below current price by aggregating multiple technical signals: // • Prior Day High/Low // • Opening Range (9:30–10:00) // • VWAP ±2 standard deviations // • 60‑minute Bollinger Bands // It draws shaded boxes for each base level, then computes a single upper/lower reversal zone (closest level from combined signals), // with configurable zone width based on the expected move (EM). Within those reversal zones, it highlights an inner “strike zone” // (percentage of the box) to suggest optimal short-option strikes for credit spreads or iron condors. // Additional features: // • Optional Expected Move lines from the RTH open // • 15‑minute RSI/Mean‑Reversion and Trend‑Day confluence flags displayed in a dashboard // • Toggles to include/exclude each signal and adjust styling // How to use: // 1. Adjust inputs to select which levels to include and set the expected move parameters. // 2. Reversal boxes (red above, green below) show zones where price is most likely to reverse. // 3. Inner strike zones (darker shading) guide optimal short-strike placement. // 4. Dashboard confirms whether mean-reversion or trend-day conditions are active. // Customize colors and visibility in the settings panel. Enjoy disciplined, confluence-based trade entries!
Pine Script® indicator
by shyTortoise84341
Maiko Range Scalper (Sideways BB + RSI) – v4 cleanPurpose It’s a range scalping strategy for crypto. It tries to take small, repeatable trades inside a sideways market: buy near the bottom of the range, sell near the middle/top (and the reverse for shorts). Core idea (two timeframes) Define the trading range on a higher timeframe (HTF) You choose the HTF (e.g., 15m or 1h). The script finds the highest high and lowest low over a lookback window (e.g., last 96 HTF candles) → these become HTF Resistance and HTF Support. It also calculates the midline (average of support/resistance). Trade signals on your lower timeframe (LTF) You run the strategy on a fast chart (e.g., 1m or 5m). Entries are only allowed inside the HTF range. Entry logic (mean reversion) Indicators on the LTF: Bollinger Bands (length & std dev configurable). RSI (length & thresholds configurable). Optional VWAP proximity filter (price must be within X% of VWAP). Long setup: Price touches/under-cuts the lower Bollinger band AND RSI ≤ threshold (default 30) AND price is inside the HTF range (and passes VWAP filter if enabled). Short setup: Price touches/exceeds the upper Bollinger band AND RSI ≥ threshold (default 70) AND price is inside the HTF range (and passes VWAP filter if enabled). Exits and risk Stop-loss: placed just outside the HTF range with a configurable buffer %: Long SL = HTF Support × (1 − buffer). Short SL = HTF Resistance × (1 + buffer). Take-profit (selectable): Mid band (the Bollinger basis) → conservative, faster exits. Opposite band / HTF boundary → more aggressive, higher RR but more give-backs. Position sizing A simple cap: maximum position size = percent of account equity (e.g., 20%). The script calculates quantity from that cap and current price. Plots you’ll see on the chart HTF Resistance (red) and HTF Support (green) via plot(). HTF Midline (gray dashed) drawn with a line.new() object (because plot() cannot do dashed). Bollinger basis/upper/lower on the LTF. Optional VWAP line (only shown if you enable the filter). Signal markers (green triangle up for Long setups, red triangle down for Short setups). Alerts Two alertconditions: “Long Setup” – when a long entry condition appears. “Short Setup” – when a short entry condition appears. Create alerts from these to get notified in real time. How to use it (quick start) Add to a 1m or 5m chart of a liquid coin (BTC, ETH, SOL). Set HTF timeframe (start with 1h) and lookback (e.g., 96 = ~4 days on 1h). Keep default Bollinger/RSI first; tune later. Choose TP mode: “Mid band” for quick scalps. “Opposite band/Range” if the range is very clean and you want bigger targets. Set SL buffer (0.15–0.30% is common; adjust for volatility). Set Max position % to control size (e.g., 20%). (Optional) Enable VWAP filter to skip stretched moves. When it works best Clearly sideways markets with visible support/resistance on the HTF. High-liquidity pairs where spreads/fees are small relative to your scalp target. Limitations & safety notes True breakouts will invalidate mean-reversion logic—your SL outside the range is there to cut losses fast. Fees can eat into small scalps—prefer limit orders, rebates, and liquid pairs. Backtest results vary by exchange data; always forward-test on small size. If you want, I can: Add an ATR-based stop/target option. Provide a study-only version (signals/alerts, no trading engine). Pre-set risk to your €5,000 plan (e.g., ~0.5% max loss/trade) with calculated qty.
Pine Script® strategy
by MaikoWillemsen
Keltner Channel Based Grid Strategy # KC Grid Strategy - Keltner Channel Based Grid Trading System ## Strategy Overview KC Grid Strategy is an innovative grid trading system that combines the power of Keltner Channels with dynamic position sizing to create a mean-reversion trading approach. This strategy automatically adjusts position sizes based on price deviation from the Keltner Channel center line, implementing a systematic grid-based approach that capitalizes on market volatility and price oscillations. ## Core Principles ### Keltner Channel Foundation The strategy builds upon the Keltner Channel indicator, which consists of: - **Center Line**: Moving average (EMA or SMA) of the price - **Upper Band**: Center line + (ATR/TR/Range × Multiplier) - **Lower Band**: Center line - (ATR/TR/Range × Multiplier) ### Grid Trading Logic The strategy implements a sophisticated grid system where: 1. **Position Direction**: Inversely correlated to price position within the channel - When price is above center line → Short positions - When price is below center line → Long positions 2. **Position Size**: Proportional to distance from center line - Greater deviation = Larger position size 3. **Grid Activation**: Positions are adjusted only when the difference exceeds a predefined grid threshold ### Mathematical Foundation The core calculation uses the KC Rate formula: ``` kcRate = (close - ma) / bandWidth targetPosition = kcRate × maxAmount × (-1) ``` This creates a mean-reversion system where positions increase as price moves further from the mean, expecting eventual return to equilibrium. ## Parameter Guide ### Time Range Settings - **Start Date**: Beginning of strategy execution period - **End Date**: End of strategy execution period ### Core Parameters 1. **Number of Grids (NumGrid)**: Default 12 - Controls grid sensitivity and position adjustment frequency - Higher values = More frequent but smaller adjustments - Lower values = Less frequent but larger adjustments 2. **Length**: Default 10 - Period for moving average and volatility calculations - Shorter periods = More responsive to recent price action - Longer periods = Smoother, less noisy signals 3. **Grid Coefficient (kcRateMult)**: Default 1.33 - Multiplier for channel width calculation - Higher values = Wider channels, less frequent trades - Lower values = Narrower channels, more frequent trades 4. **Source**: Default Close - Price source for calculations (Close, Open, High, Low, etc.) - Close price typically provides most reliable signals 5. **Use Exponential MA**: Default True - True = Uses EMA (more responsive to recent prices) - False = Uses SMA (equal weight to all periods) 6. **Bands Style**: Default "Average True Range" - **Average True Range**: Smoothed volatility measure (recommended) - **True Range**: Current bar's volatility only - **Range**: Simple high-low difference ## How to Use ### Setup Instructions 1. **Apply to Chart**: Add the strategy to your desired timeframe and instrument 2. **Configure Parameters**: Adjust settings based on market characteristics: - Volatile markets: Increase Grid Coefficient, reduce Number of Grids - Stable markets: Decrease Grid Coefficient, increase Number of Grids 3. **Set Time Range**: Define your backtesting or live trading period 4. **Monitor Performance**: Watch strategy performance metrics and adjust as needed ### Optimal Market Conditions - **Range-bound markets**: Strategy performs best in sideways trending markets - **High volatility**: Benefits from frequent price oscillations around the mean - **Liquid instruments**: Ensures efficient order execution and minimal slippage ### Position Management The strategy automatically: - Calculates optimal position sizes based on account equity - Adjusts positions incrementally as price moves through grid levels - Maintains risk control through maximum position limits - Executes trades only during specified time periods ## Risk Warnings ### ⚠️ Important Risk Considerations 1. **Trending Market Risk**: - Strategy may underperform or generate losses in strong trending markets - Mean-reversion assumption may fail during sustained directional moves - Consider market regime analysis before deployment 2. **Leverage and Position Size Risk**: - Strategy uses pyramiding (up to 20 positions) - Large positions may accumulate during extended moves - Monitor account equity and margin requirements closely 3. **Volatility Risk**: - Sudden volatility spikes may trigger multiple rapid position adjustments - Consider volatility filters during high-impact news events - Backtest across different volatility regimes 4. **Execution Risk**: - Strategy calculates on every tick (calc_on_every_tick = true) - May generate frequent orders in volatile conditions - Ensure adequate execution infrastructure and consider transaction costs 5. **Parameter Sensitivity**: - Performance highly dependent on parameter optimization - Over-optimization may lead to curve-fitting - Regular parameter review and adjustment may be necessary ## Suitable Scenarios ### Ideal Market Conditions - **Sideways/Range-bound markets**: Primary use case - **Mean-reverting instruments**: Forex pairs, some commodities - **Stable volatility environments**: Consistent ATR patterns - **Liquid markets**: Major currency pairs, popular stocks/indices ## Important Notes ### Strategy Limitations 1. **No Stop Loss**: Strategy relies on mean reversion without traditional stop losses 2. **Capital Requirements**: Requires sufficient capital for grid-based position sizing 3. **Market Regime Dependency**: Performance varies significantly across different market conditions ## Disclaimer This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Users should thoroughly test the strategy and understand its mechanics before risking real capital. The author assumes no responsibility for trading losses incurred through the use of this strategy. --- # KC网格策略 - 基于肯特纳通道的网格交易系统 ## 策略概述 KC网格策略是一个创新的网格交易系统，它将肯特纳通道的力量与动态仓位调整相结合，创建了一个均值回归交易方法。该策略根据价格偏离肯特纳通道中心线的程度自动调整仓位大小，实施系统化的网格方法，利用市场波动和价格振荡获利。 ## 核心原理 ### 肯特纳通道基础 该策略建立在肯特纳通道指标之上，包含： - **中心线**: 价格的移动平均线（EMA或SMA） - **上轨**: 中心线 + (ATR/TR/Range × 乘数) - **下轨**: 中心线 - (ATR/TR/Range × 乘数) ### 网格交易逻辑 该策略实施复杂的网格系统： 1. **仓位方向**: 与价格在通道中的位置呈反向关系 - 当价格高于中心线时 → 空头仓位 - 当价格低于中心线时 → 多头仓位 2. **仓位大小**: 与距离中心线的距离成正比 - 偏离越大 = 仓位越大 3. **网格激活**: 只有当差异超过预定义的网格阈值时才调整仓位 ### 数学基础 核心计算使用KC比率公式： ``` kcRate = (close - ma) / bandWidth targetPosition = kcRate × maxAmount × (-1) ``` 这创建了一个均值回归系统，当价格偏离均值越远时仓位越大，期望最终回归均衡。 ## 参数说明 ### 时间范围设置 - **开始日期**: 策略执行期间的开始时间 - **结束日期**: 策略执行期间的结束时间 ### 核心参数 1. **网格数量 (NumGrid)**: 默认12 - 控制网格敏感度和仓位调整频率 - 较高值 = 更频繁但较小的调整 - 较低值 = 较少频繁但较大的调整 2. **长度**: 默认10 - 移动平均线和波动率计算的周期 - 较短周期 = 对近期价格行为更敏感 - 较长周期 = 更平滑，噪音更少的信号 3. **网格系数 (kcRateMult)**: 默认1.33 - 通道宽度计算的乘数 - 较高值 = 更宽的通道，较少频繁的交易 - 较低值 = 更窄的通道，更频繁的交易 4. **数据源**: 默认收盘价 - 计算的价格来源（收盘价、开盘价、最高价、最低价等） - 收盘价通常提供最可靠的信号 5. **使用指数移动平均**: 默认True - True = 使用EMA（对近期价格更敏感） - False = 使用SMA（对所有周期等权重） 6. **通道样式**: 默认"平均真实范围" - **平均真实范围**: 平滑的波动率测量（推荐） - **真实范围**: 仅当前K线的波动率 - **范围**: 简单的高低价差 ## 使用方法 ### 设置说明 1. **应用到图表**: 将策略添加到您所需的时间框架和交易品种 2. **配置参数**: 根据市场特征调整设置： - 波动市场：增加网格系数，减少网格数量 - 稳定市场：减少网格系数，增加网格数量 3. **设置时间范围**: 定义您的回测或实盘交易期间 4. **监控表现**: 观察策略表现指标并根据需要调整 ### 最佳市场条件 - **区间震荡市场**: 策略在横盘趋势市场中表现最佳 - **高波动性**: 受益于围绕均值的频繁价格振荡 - **流动性强的品种**: 确保高效的订单执行和最小滑点 ### 仓位管理 策略自动： - 根据账户权益计算最优仓位大小 - 随着价格在网格水平移动逐步调整仓位 - 通过最大仓位限制维持风险控制 - 仅在指定时间段内执行交易 ## 风险警示 ### ⚠️ 重要风险考虑 1. **趋势市场风险**: - 策略在强趋势市场中可能表现不佳或产生损失 - 在持续方向性移动期间均值回归假设可能失效 - 部署前考虑市场制度分析 2. **杠杆和仓位大小风险**: - 策略使用金字塔加仓（最多20个仓位） - 在延长移动期间可能积累大仓位 - 密切监控账户权益和保证金要求 3. **波动性风险**: - 突然的波动性激增可能触发多次快速仓位调整 - 在高影响新闻事件期间考虑波动性过滤器 - 在不同波动性制度下进行回测 4. **执行风险**: - 策略在每个tick上计算（calc_on_every_tick = true） - 在波动条件下可能产生频繁订单 - 确保充足的执行基础设施并考虑交易成本 5. **参数敏感性**: - 表现高度依赖于参数优化 - 过度优化可能导致曲线拟合 - 可能需要定期参数审查和调整 ## 适用场景 ### 理想市场条件 - **横盘/区间震荡市场**: 主要用例 - **均值回归品种**: 外汇对，某些商品 - **稳定波动性环境**: 一致的ATR模式 - **流动性市场**: 主要货币对，热门股票/指数 ## 注意事项 ### 策略限制 1. **无止损**: 策略依赖均值回归而无传统止损 2. **资金要求**: 需要充足资金进行基于网格的仓位调整 3. **市场制度依赖性**: 在不同市场条件下表现差异显著 ## 免责声明 该策略仅供教育和研究目的。过往表现不保证未来结果。交易涉及重大损失风险，并非适合所有投资者。用户应在投入真实资金前彻底测试策略并理解其机制。作者对使用此策略产生的交易损失不承担任何责任。 --- **Strategy Version**: Pine Script v6 **Author**: Signal2Trade **Last Updated**: 2025-8-9 **License**: Open Source (Mozilla Public License 2.0)
Pine Script® strategy
by signal2trade
AWR_8DLRC1. Overview and Objective The AWR_8DLRC indicator is designed to display multiple dynamic channels directly on your chart (with the overlay enabled). It creates dynamic envelopes based on a regression-like approach combined with a volatility measure derived from the root mean square error (RMSE). These channels can help identify support and resistance areas, overbought/oversold conditions, or even potential trend reversals by providing several layers of analysis using different multipliers and timeframes. 2. Input Parameters Source and Multiplier The indicator uses the closing price (close) as its default data source. A floating-point parameter mult (default value: 3.0) is available. This multiplier is primarily used for channel 5, while other channels employ fixed multipliers (1, 2, or 3) to generate different sensitivity levels. Channel Lengths Several channels are calculated with distinct lookback lengths: Channel 5: Uses a length of 1000 periods (its plot is commented out in the code, so it is not displayed by default). Channel 6: Uses a length of 2000 periods. Channel 7: Uses a length of 3000 periods. Channel 8: Uses a length of 4000 periods. Custom Colors and Transparencies Each channel (or group of channels) can be customized with specific colors and transparency settings. For example, channel 6 uses a light yellow tone, channel 7 is red, and channel 8 is white. Additionally, specific fill colors are defined for the shaded areas between the upper and lower lines of some channels, enhancing visual clarity. 3. Channel Calculation Mechanism At the heart of the indicator is the function f_calcChannel(), which takes as input: A data source (_src), A period (_length), and A multiplier (_mult). The calculation process comprises several key steps: Moving Averages Calculation The function computes both a weighted moving average (WMA) and a simple moving average (SMA) over the defined length. Baseline Determination It then combines these averages into two values (A and B) using linear formulas (e.g., A = 4*b - 3*a and B = 3*a - 2*b). These values help to establish a baseline that represents the central trend during the lookback period. Slope and Deviation Calculation A slope (m) is calculated based on the difference between A and B. The function iterates over the period, measuring the squared deviation between the actual data point and a corresponding value on the regression line. The sum of these squared deviations is used to compute the RMSE. Defining Upper and Lower Bounds The RMSE is multiplied by the provided multiplier (_mult) and then added to or subtracted from the baseline B to create the upper and lower channel boundaries. This method produces an envelope that widens or narrows based on the volatility reflected by the RMSE. This process is repeated using different multipliers (1, 2, and 3) for channels 6, 7, and 8, providing multiple levels that offer deeper insights into market conditions. 4. Chart Visualization The indicator plots several lines and shaded regions: Channels 6, 7, and 8: For each of these channels, three levels are calculated: Levels with a multiplier of 1 (thin lines with a line width of 1), Levels with a multiplier of 2 (medium lines with a line width of 2), Levels with a multiplier of 3 (thick lines with a line width of 4). To further enhance visual interpretation, shaded areas (fills) are added between the upper and lower lines — notably for the level with multiplier 3. Channel 5: Although the calculations for channel 5 are included, its plot commands are commented out. This means it won’t display on the chart unless you uncomment the relevant lines by modifying the script. 5. Conditions and Alerts Beyond the visual channels, the indicator integrates several alert conditions and visual markers: Graphical Conditions: The script defines conditions checking whether the price (i.e., the source) is above or below specific channel levels, particularly the levels calculated with multipliers 2 and 3. “Mixed” conditions are also established to detect when the price is simultaneously above one set of levels and below another, aiming to highlight potential reversal areas. Automated Alerts: Alert conditions are programmed to notify you when the price crosses specific channel boundaries: Alerts for conditions such as “Upper Channels 2” or “Lower Channels 2” indicate when prices exceed or fall below the second level of the channels. Similarly, alerts for “Upper Channels 3” and “Lower Channels 3” correspond to the more extreme boundaries defined by the multiplier of 3. Visual Symbols: The indicator employs the plotchar() function to place symbols (like 🌙, ⚠️, 🪐, and ☢️) directly on the chart. These symbols make it easy to spot when the price meets these crucial levels. These alert features are especially valuable for traders who rely on real-time notifications to adjust positions or watch for potential trend shifts. 6. How to Use the Indicator Installation and Setup: Copy the provided code into your Pine Script editor on your charting platform (e.g., TradingView) and add the indicator to your chart. Customize the parameters according to your trading strategy: Channel Lengths: Modify the lookback periods to see how the envelope adapts. Colors and Transparencies: Adjust these to fit your display preferences. Multipliers: Experiment with the multipliers to observe how different settings affect the channel widths. Interpreting the Channels: The upper and lower bands represent dynamic thresholds that change with market volatility. A price that nears an upper boundary might indicate an overextended move upward, whereas a break beyond these dynamic boundaries could signal a potential trend reversal. Utilizing Alerts: Configure notifications based on the alert conditions so you can be alerted when the price moves beyond the defined channel levels. This can help trigger entry or exit signals, or simply keep you informed of significant price movements. Multi-Level Analysis: The strength of this indicator lies in its multi-level approach. With three defined levels for channels 6, 7, and 8, you gain a more nuanced view of market volatility and trend strength. For instance, a price crossing the level with a multiplier of 2 might indicate the start of a trend change, while a break of the level with multiplier 3 might confirm a strong trend movement. 7. In Summary The AWR_8DLRC indicator is a comprehensive tool for drawing dynamic channels based on a regression and RMSE-driven volatility measure. It offers: Multiple channel levels, each with different lookback periods and multipliers. Shaded regions between channel boundaries for rapid visual interpretation. Alert conditions to notify you immediately when the price hits critical levels. Visual markers directly on the chart to highlight key moments of price action. This indicator is particularly suited for technical traders seeking to dynamically identify support and resistance zones with a responsive alert system. Its customizable settings and rich array of signals provide an excellent framework to refine your trading decisions.
Pine Script® indicator
by AlwwAl
VWAP Z-Score Oscillator + Scaled TableVWAP Z-Score Oscillator + Scaled Table This indicator calculates the Z-Score of the VWAP (Volume Weighted Average Price) based on your chosen source price and reset period (Session, Week, Month, Quarter, or Year). The Z-Score represents how many standard deviations the current price is from the VWAP, visualized as an oscillator oscillating between ±3 sigma levels. The indicator also features three standard deviation bands for easy reference. To enhance readability, a scaled Z-Score is displayed in a clean, minimalistic table on the top right of the indicator panel. This score is linearly capped between -2 and +2, mapping the raw Z-Score values with limits at ±3 sigma for clarity and quick assessment. Use this tool to identify extreme deviations from the VWAP, which may signal potential reversals or continuation of price trends.
Pine Script® indicator
by simonweisser_business
Crypto/Stable Mcap Ratio NormalizedCreate a normalized ratio of total crypto market cap to stablecoin supply (USDT + USDC + DAI). Idea is to create a reference point for the total market cap's position, relative to total "dollars" in the crypto ecosystem. It's an imperfect metric, but potentially helpful. V0.1. This script provides four different normalization methods: Z-Score Normalization: Shows how many standard deviations the ratio is from its mean Good for identifying extreme values Mean-reverting properties Min-Max Normalization: Scales values between 0 and 1 Good for relative position within recent range More sensitive to recent changes Percent of All-Time Range: Shows where current ratio is relative to all-time highs/lows Good for historical context Less sensitive to recent changes Bollinger Band Position: Similar to z-score but with adjustable sensitivity Good for trading signals Can be tuned via standard deviation multiplier Features: Adjustable lookback period Reference bands for overbought/oversold levels Built-in alerts for extreme values Color-coded plots for easy visualization
Pine Script® indicator
by davewhiiite