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Volatility

Market Open Impulse [LuciTech]Market Open Impulse Strategy The Market Open Impulse Strategy is designed to capture significant price movements that occur at market open (2:30 PM UK time). This strategy identifies impulsive candles with high volatility and enters trades based on the direction and strength of the initial market reaction. How It Works: The strategy activates exclusively at 2:30 PM UK time during market open sessions. It uses ATR-based volatility filtering to identify impulsive candles that exceed a configurable multiplier (default 1.5x ATR). Long entries are triggered when an impulsive candle closes above its midpoint and above the opening price, while short entries occur when an impulsive candle closes below its midpoint and below the opening price. Risk management is handled through precise stop loss placement at the opposite extreme of the impulse candle (high for short positions, low for long positions). Take profit levels are calculated using a configurable risk-reward ratio with a default setting of 3:1. Position sizing is automatically calculated based on the percentage risk per trade, and an optional breakeven feature can move the stop loss to the entry price at specified profit levels. The strategy incorporates time-based filtering to ensure trades only occur during the specified market open window. Visual indicators highlight qualifying impulsive candles and plot all entry and exit levels for clear trade management. The system offers flexible risk management with customizable risk percentage, risk-reward ratios, and breakeven settings, along with multiple stop loss calculation methods including both ATR-based and candle-based options. Key Parameters: Market open timing is fully configurable through hour and minute settings for strategy activation. The impulse ATR multiple sets the minimum volatility threshold required for trade qualification, with visual highlighting available for qualifying setups. Risk management parameters include the percentage of account equity to risk per trade, target profit multiples relative to initial risk, and the profit level threshold for breakeven stop loss adjustment. Users can choose between ATR-based or candle-based stop loss calculation methods and adjust technical parameters for volatility calculation including ATR length and smoothing methods. Applications: This strategy is particularly effective for trading market open volatility and momentum, capturing institutional order flow during key timing windows, executing short-term swing trades on significant price impulses, and trading markets with predictable opening patterns and consistent volatility characteristics.
Pine Script® strategy
by TradesLuci
ALMA & UT Bot Confluence StrategyALMA & UT Bot Confluence Strategy This is a comprehensive trend-following and momentum strategy designed to identify high-probability trade setups by combining multiple layers of confirmation. It is built around an ALMA (Arnaud Legoux Moving Average) and a long-term EMA, and then enhances signal quality with the popular UT Bot indicator, a Volume Filter, and an adaptive hold mechanism. The primary goal of this strategy is to filter out market noise, avoid low liquidity traps, and provide more robust and selective trading logic by adapting its timing to changing market volatility. Key Features and How It Works This strategy is not a simple crossover system. An entry signal is generated by the confluence of only a few conditions: Underlying Trend and Signal Engine: ALMA (Arnaud Legoux Moving Average): Provides a responsive, low-latency signal line for entries. EMA (Exponential Moving Average): A longer-term EMA acts as a primary trend filter, ensuring trades are executed only in line with the overall market trend. Confirmation Layer: UT Bot Confirmation: A trade is considered valid only when the UT Bot indicator provides a relevant buy or sell signal. This acts as a strong secondary confirmation, reducing false entries. Advanced Filters for Signal Quality: Volume Filter: This is an important safety mechanism that prevents trades from being executed in low-volume, illiquid markets where price action can be erratic and unreliable. Momentum Filter (ADX and RSI): The strategy uses the ADX to check for sufficient market momentum and the RSI to ensure it doesn't enter overbought/oversold zones. Volatility Filter (Bollinger Bands): This helps prevent entries when the price deviates too far from its average, preventing "buying at the top" or "selling at the bottom." Adaptive Timing (Dynamic Cool-Down): Instead of a fixed waiting period between trades, this strategy uses a dynamic cooling-down period based on the ATR. It automatically waits longer during periods of high volatility (to prevent volatility) and becomes more responsive in calmer markets. How to Use This Strategy: Long Entry (BUY): When all bullish conditions align, a green "BUY" triangle appears below the price. Short Entry (SELL): When all bearish conditions align, a red "SELL" triangle appears above the price. Trend Visualization: The chart background is color-coded according to UT Bot's trend direction (Green for an uptrend, Red for a downtrend), allowing for at-a-glance market analysis. Double Exit Strategy Options You have full control over how you exit trades: Classic SL/TP: Use a standard Stop-Loss and Take-Profit order based on ATR (Average True Range) multipliers. UT Bot Trailing Stop (Recommended): A dynamic exit mechanism that follows the price allows your winning trades to catch up to larger trends while protecting your profits. Disclaimer This script is for educational purposes only and should not be construed as financial advice. Past performance is not indicative of future results. All trades involve risk. Before risking any capital, we strongly recommend extensively backtesting this strategy across your preferred assets and timeframes to understand its behavior and find settings that suit your personal trading style. The author recommends using this strategy with Heikin-Ashi candlesticks. Using this method will significantly increase the strategy's trading success rate and profitability in backtests. You should change the settings according to your preferred chart time range. You can find the best value for you by observing the value changes you make on the chart.
Pine Script® strategy
by blntduman
Game Theory Trading StrategyGame Theory Trading Strategy: Explanation and Working Logic This Pine Script (version 5) code implements a trading strategy named "Game Theory Trading Strategy" in TradingView. Unlike the previous indicator, this is a full-fledged strategy with automated entry/exit rules, risk management, and backtesting capabilities. It uses Game Theory principles to analyze market behavior, focusing on herd behavior, institutional flows, liquidity traps, and Nash equilibrium to generate buy (long) and sell (short) signals. Below, I'll explain the strategy's purpose, working logic, key components, and usage tips in detail. 1. General Description Purpose: The strategy identifies high-probability trading opportunities by combining Game Theory concepts (herd behavior, contrarian signals, Nash equilibrium) with technical analysis (RSI, volume, momentum). It aims to exploit market inefficiencies caused by retail herd behavior, institutional flows, and liquidity traps. The strategy is designed for automated trading with defined risk management (stop-loss/take-profit) and position sizing based on market conditions. Key Features: Herd Behavior Detection: Identifies retail panic buying/selling using RSI and volume spikes. Liquidity Traps: Detects stop-loss hunting zones where price breaks recent highs/lows but reverses. Institutional Flow Analysis: Tracks high-volume institutional activity via Accumulation/Distribution and volume spikes. Nash Equilibrium: Uses statistical price bands to assess whether the market is in equilibrium or deviated (overbought/oversold). Risk Management: Configurable stop-loss (SL) and take-profit (TP) percentages, dynamic position sizing based on Game Theory (minimax principle). Visualization: Displays Nash bands, signals, background colors, and two tables (Game Theory status and backtest results). Backtesting: Tracks performance metrics like win rate, profit factor, max drawdown, and Sharpe ratio. Strategy Settings: Initial capital: $10,000. Pyramiding: Up to 3 positions. Position size: 10% of equity (default_qty_value=10). Configurable inputs for RSI, volume, liquidity, institutional flow, Nash equilibrium, and risk management. Warning: This is a strategy, not just an indicator. It executes trades automatically in TradingView's Strategy Tester. Always backtest thoroughly and use proper risk management before live trading. 2. Working Logic (Step by Step) The strategy processes each bar (candle) to generate signals, manage positions, and update performance metrics. Here's how it works: a. Input Parameters The inputs are grouped for clarity: Herd Behavior (🐑): RSI Period (14): For overbought/oversold detection. Volume MA Period (20): To calculate average volume for spike detection. Herd Threshold (2.0): Volume multiplier for detecting herd activity. Liquidity Analysis (💧): Liquidity Lookback (50): Bars to check for recent highs/lows. Liquidity Sensitivity (1.5): Volume multiplier for trap detection. Institutional Flow (🏦): Institutional Volume Multiplier (2.5): For detecting large volume spikes. Institutional MA Period (21): For Accumulation/Distribution smoothing. Nash Equilibrium (⚖️): Nash Period (100): For calculating price mean and standard deviation. Nash Deviation (0.02): Multiplier for equilibrium bands. Risk Management (🛡️): Use Stop-Loss (true): Enables SL at 2% below/above entry price. Use Take-Profit (true): Enables TP at 5% above/below entry price. b. Herd Behavior Detection RSI (14): Checks for extreme conditions: Overbought: RSI > 70 (potential herd buying). Oversold: RSI < 30 (potential herd selling). Volume Spike: Volume > SMA(20) x 2.0 (herd_threshold). Momentum: Price change over 10 bars (close - close ) compared to its SMA(20). Herd Signals: Herd Buying: RSI > 70 + volume spike + positive momentum = Retail buying frenzy (red background). Herd Selling: RSI < 30 + volume spike + negative momentum = Retail selling panic (green background). c. Liquidity Trap Detection Recent Highs/Lows: Calculated over 50 bars (liquidity_lookback). Psychological Levels: Nearest round numbers (e.g., $100, $110) as potential stop-loss zones. Trap Conditions: Up Trap: Price breaks recent high, closes below it, with a volume spike (volume > SMA x 1.5). Down Trap: Price breaks recent low, closes above it, with a volume spike. Visualization: Traps are marked with small red/green crosses above/below bars. d. Institutional Flow Analysis Volume Check: Volume > SMA(20) x 2.5 (inst_volume_mult) = Institutional activity. Accumulation/Distribution (AD): Formula: ((close - low) - (high - close)) / (high - low) * volume, cumulated over time. Smoothed with SMA(21) (inst_ma_length). Accumulation: AD > MA + high volume = Institutions buying. Distribution: AD < MA + high volume = Institutions selling. Smart Money Index: (close - open) / (high - low) * volume, smoothed with SMA(20). Positive = Smart money buying. e. Nash Equilibrium Calculation: Price mean: SMA(100) (nash_period). Standard deviation: stdev(100). Upper Nash: Mean + StdDev x 0.02 (nash_deviation). Lower Nash: Mean - StdDev x 0.02. Conditions: Near Equilibrium: Price between upper and lower Nash bands (stable market). Above Nash: Price > upper band (overbought, sell potential). Below Nash: Price < lower band (oversold, buy potential). Visualization: Orange line (mean), red/green lines (upper/lower bands). f. Game Theory Signals The strategy generates three types of signals, combined into long/short triggers: Contrarian Signals: Buy: Herd selling + (accumulation or down trap) = Go against retail panic. Sell: Herd buying + (distribution or up trap). Momentum Signals: Buy: Below Nash + positive smart money + no herd buying. Sell: Above Nash + negative smart money + no herd selling. Nash Reversion Signals: Buy: Below Nash + rising close (close > close ) + volume > MA. Sell: Above Nash + falling close + volume > MA. Final Signals: Long Signal: Contrarian buy OR momentum buy OR Nash reversion buy. Short Signal: Contrarian sell OR momentum sell OR Nash reversion sell. g. Position Management Position Sizing (Minimax Principle): Default: 1.0 (10% of equity). In Nash equilibrium: Reduced to 0.5 (conservative). During institutional volume: Increased to 1.5 (aggressive). Entries: Long: If long_signal is true and no existing long position (strategy.position_size <= 0). Short: If short_signal is true and no existing short position (strategy.position_size >= 0). Exits: Stop-Loss: If use_sl=true, set at 2% below/above entry price. Take-Profit: If use_tp=true, set at 5% above/below entry price. Pyramiding: Up to 3 concurrent positions allowed. h. Visualization Nash Bands: Orange (mean), red (upper), green (lower). Background Colors: Herd buying: Red (90% transparency). Herd selling: Green. Institutional volume: Blue. Signals: Contrarian buy/sell: Green/red triangles below/above bars. Liquidity traps: Red/green crosses above/below bars. Tables: Game Theory Table (Top-Right): Herd Behavior: Buying frenzy, selling panic, or normal. Institutional Flow: Accumulation, distribution, or neutral. Nash Equilibrium: In equilibrium, above, or below. Liquidity Status: Trap detected or safe. Position Suggestion: Long (green), Short (red), or Wait (gray). Backtest Table (Bottom-Right): Total Trades: Number of closed trades. Win Rate: Percentage of winning trades. Net Profit/Loss: In USD, colored green/red. Profit Factor: Gross profit / gross loss. Max Drawdown: Peak-to-trough equity drop (%). Win/Loss Trades: Number of winning/losing trades. Risk/Reward Ratio: Simplified Sharpe ratio (returns / drawdown). Avg Win/Loss Ratio: Average win per trade / average loss per trade. Last Update: Current time. i. Backtesting Metrics Tracks: Total trades, winning/losing trades. Win rate (%). Net profit ($). Profit factor (gross profit / gross loss). Max drawdown (%). Simplified Sharpe ratio (returns / drawdown). Average win/loss ratio. Updates metrics on each closed trade. Displays a label on the last bar with backtest period, total trades, win rate, and net profit. j. Alerts No explicit alertconditions defined, but you can add them for long_signal and short_signal (e.g., alertcondition(long_signal, "GT Long Entry", "Long Signal Detected!")). Use TradingView's alert system with Strategy Tester outputs. 3. Usage Tips Timeframe: Best for H1-D1 timeframes. Shorter frames (M1-M15) may produce noisy signals. Settings: Risk Management: Adjust sl_percent (e.g., 1% for volatile markets) and tp_percent (e.g., 3% for scalping). Herd Threshold: Increase to 2.5 for stricter herd detection in choppy markets. Liquidity Lookback: Reduce to 20 for faster markets (e.g., crypto). Nash Period: Increase to 200 for longer-term analysis. Backtesting: Use TradingView's Strategy Tester to evaluate performance. Check win rate (>50%), profit factor (>1.5), and max drawdown (<20%) for viability. Test on different assets/timeframes to ensure robustness. Live Trading: Start with a demo account. Combine with other indicators (e.g., EMAs, support/resistance) for confirmation. Monitor liquidity traps and institutional flow for context. Risk Management: Always use SL/TP to limit losses. Adjust position_size for risk tolerance (e.g., 5% of equity for conservative trading). Avoid over-leveraging (pyramiding=3 can amplify risk). Troubleshooting: If no trades are executed, check signal conditions (e.g., lower herd_threshold or liquidity_sensitivity). Ensure sufficient historical data for Nash and liquidity calculations. If tables overlap, adjust position.top_right/bottom_right coordinates. 4. Key Differences from the Previous Indicator Indicator vs. Strategy: The previous code was an indicator (VP + Game Theory Integrated Strategy) focused on visualization and alerts. This is a strategy with automated entries/exits and backtesting. Volume Profile: Absent in this strategy, making it lighter but less focused on high-volume zones. Wick Analysis: Not included here, unlike the previous indicator's heavy reliance on wick patterns. Backtesting: This strategy includes detailed performance metrics and a backtest table, absent in the indicator. Simpler Signals: Focuses on Game Theory signals (contrarian, momentum, Nash reversion) without the "Power/Ultra Power" hierarchy. Risk Management: Explicit SL/TP and dynamic position sizing, not present in the indicator. 5. Conclusion The "Game Theory Trading Strategy" is a sophisticated system leveraging herd behavior, institutional flows, liquidity traps, and Nash equilibrium to trade market inefficiencies. It’s designed for traders who understand Game Theory principles and want automated execution with robust risk management. However, it requires thorough backtesting and parameter optimization for specific markets (e.g., forex, crypto, stocks). The backtest table and visual aids make it easy to monitor performance, but always combine with other analysis tools and proper capital management. If you need help with backtesting, adding alerts, or optimizing parameters, let me know!
Pine Script® strategy
by EfeErdost
BTC 1H Trend Strategy · LiteOverview This is a trend-following breakout strategy for BTC on 1H. It enters on close when price breaks the prior breakout_period high/low (no lookahead; extremes are computed with ), trades only with the RMA trend direction, gates entries with an ADX condition and controls risk using a two-stage ATR engine: Trend filter (RMA): long only when close > RMA(rma_length), short only when close < RMA. ADX gate: entry requires ADX >= adx_threshold and ADX >= ADX (default = 1 bar, user-configurable). ATR risk engine: Initial protective stop = entry ± ATR × (atr_mult_long/atr_mult_short). When unrealized PnL ≥ ATR × profit_atr_mult, optionally move to breakeven (use_breakeven=true), then switch to ATR trailing with atr_mult_2. Optional ATR pullback take-profit using long_pullback_atr / short_pullback_atr. ATR context filter (optional but enabled by default): trade only when ATR > ATR_MA × atr_multiplier. This Lite publication is intended for evaluation and transparency. No external indicators are required; publish on a clean chart for clarity. How it works (key parameters) breakout_period (default 144): Donchian-style breakout using highest(high, N) / lowest(low, N) . rma_length (default 987): long-horizon RMA for directional bias. adx_length = atr_length (default 34), adx_threshold (default 8), adx_lookback (default 1). atr_length (34), atr_mult_long (2.1), atr_mult_short (0.8), profit_atr_mult (2.5), atr_mult_2 (8.8). long_pullback_atr (13) / short_pullback_atr (5) for optional pullback exits. ATR filter: atr_ma_length = atr_length, atr_multiplier = 1.0. Default Properties (match publication) Initial capital: $10,000 Commission: 0.1% (percent mode) Slippage: 100 ticks (≈ $1 on BTC if tick=0.01) Position sizing: 20% of equity per trade (percent_of_equity) Pyramiding: 1 process_orders_on_close = true These defaults are intended to be realistic. If you depart from them, please explain why. Backtesting guidance Use a dataset long enough to obtain >100 trades for significance. Keep charts clean; avoid stacking unrelated scripts. Risk per trade is controlled by ATR stops; avoid sizing that risks >5–10% equity per trade. Usage Add the strategy to a clean BTC 1H chart. Keep defaults to replicate results; then adjust adx_threshold / adx_lookback / ATR multipliers as needed. The script evaluates entries at bar close against prior extremes; there is no lookahead. Originality & rationale Coordination: Breakout provides timing, RMA enforces directional regime, ADX gate (threshold + ADX ≥ ADX ) filters low-momentum ranges, and the two-stage ATR engine (initial → breakeven → trailing + pullback TP) maintains sustainable risk. This combination reduces whipsaws typical of naive crossovers while preserving large-move participation. Disclaimer For educational purposes only. Not financial advice. Crypto trading involves substantial risk. Test before use. 中文说明 策略概述 1小时BTC趋势策略：突破入场（对比前一窗口极值、无未来函数）+ RMA趋势过滤（只顺势）+ ADX门槛（ADX ≥ 阈值 且 ADX ≥ ADX ，默认 N=1 可调）+ 两段式ATR风控（初始止损 → 触发后保本 → ATR追踪，并可用ATR回撤止盈）。默认开启 ATR环境过滤（ATR > ATR均线 × 倍数）。 默认属性（与发布一致） 初始资金$10,000、佣金0.1%、滑点100 tick、单次开仓20%权益、金字塔1、收盘处理订单。若你与此不同，请在发布说明中给出理由。 回测与使用 建议样本量>100笔；请在干净图表上使用；风险控制由ATR止损实现，避免单笔风险超过5–10%权益。该脚本在收盘评估入场，不使用未来函数。 原创性与协同作用 突破负责“触发”，RMA负责“定向”，ADX负责“剔除低动能震荡”，两段式ATR负责“可持续风险”，共同减少震荡期虚假信号，同时保留趋势行情的跟随能力。 免责声明 教育用途，非投资建议；加密资产风险高，自负盈亏。
Pine Script® strategy
by gakuchuuwa
QS H1 Close Directional Day Strategy⚡ QuantSignals | H1 Close Directional — Day Strategy (SPY/QQQ) Trade the day with the first hour’s truth. This strategy reads the first 60-minute candle to set a directional bias for the rest of the session, then executes limited, time-gated entries with EOD flat discipline. Built for SPY/QQQ and adaptable to other liquid ETFs. Bias source: First hour (H1) open → close Discipline: Max 2 trades/day, session-only entries, cooldown enforced Risk control: Auto EOD exit + event date exclusions (FOMC, CPI, etc.) 🧠 Why it works The first hour often sets the tone for intraday structure. By committing to H1 momentum (green = long bias, red = short bias) and restricting overtrading, this system avoids chop and focuses on clean trend continuation days. Add your preferred risk overlay (e.g., portfolio sizing or options hedging) for a complete plan. 🔑 Core Features H1 Bias Engine — Long if the first hour closes green, short if it closes red. Time Gating — Trades allowed only 9:00–15:00 (exchange time). Cooldown — Configurable minimum bars between entries (anti-churn). Daily Limits — Max 2 trades/day (reset each session). Global Guardrail — Max total trades across the entire backtest. Event Filter — Exclude dates (e.g., FOMC) to sidestep landmines. Visuals — First hour highlighted; green/red markers show bias signals. Flat by Close — Auto close all positions at session end. ⚙️ Inputs (What you can customize) Tradeable Symbols (SPY,QQQ) — comma-separated list (informational). Exclude Dates (YYYY-MM-DD) — e.g., 2024-03-20,2024-06-12 for FOMC. Maximum Total Trades — cap backtest trade count (1–1000). Max Daily Trades — internally set to 2 (edit in code if desired). Entry Window — 09:00–15:00; modify in code to match your venue. Cooldown — default 60 bars between entries (edit in code). Tip: To expand beyond SPY/QQQ, duplicate the chart on IWM, QQQ, XLK, or FANG+ indices and compare. 📈 How it trades (under the hood) Detect first hour → store H1 open/close. Set bias → green = long, red = short. Gate entries → only during market hours, obey cooldown, max 2/day. Risk discipline → flat at end of day, regardless of P&L. Avoid event risk → skips trading on your excluded dates. 🧪 Backtest Setup (recommended) Timeframe: 1–5 min charts (bias still sourced from H1). Session: Regular trading hours only (disable extended where applicable). Commission/Slippage: Add realistic values in Strategy Properties. Symbols: SPY, QQQ (high liquidity). Walk-forward: Test multiple years, include bull/bear regimes. 🔍 Reading the chart Yellow background: First hour highlighted. Green triangle up: H1 closed green & conditions allow a long. Red triangle down: H1 closed red & conditions allow a short. Top-right dashboard: Win rate, total trades, profit factor, net P&L%. 🧩 Suggested Enhancements (optional) Stop/Target module: Add a fixed stop or ATR-based stop. Volatility filter: Skip days with extreme overnight gaps. Trend filter: Only follow H1 bias if above/below 200EMA or VWAP. Portfolio mode: Run multiple tickers and allocate by volatility. ⚠️ Important This script is for education and research. Markets change; past performance ≠ future results. Always validate with your own risk rules and execution constraints. ❓ FAQ Q: Does it trade more than two times a day? A: No. It’s capped at 2 trades/day by design (you can edit this). Q: Can I use this on futures or crypto? A: Yes—adapt the session hours and excluded dates to your venue. Q: Where are stops? A: The baseline uses time-based exits (EOD) plus cooldown/limits. Add price-based stops if needed. 🔎 SEO Tags 0DTE, SPY, QQQ, first hour, H1, intraday, day trading, trend following, momentum, EOD exit, FOMC filter, cooldown, max trades per day, discipline, backtest 📝 Changelog v1.0 — Initial release: H1 bias engine, day-only entries, cooldown, excluded dates, EOD flat, dashboard.
Pine Script® strategy
by quantsignals
⚡ QuantSignals | 0DTE Lazy Pro🚀 Trade Smarter. Trade Faster. Trade with QS. The 0DTE Lazy Pro strategy is an AI-inspired intraday framework that combines Bollinger Band mean reversion with Opening Range Breakout (ORB) and VWAP trend tracking — engineered for SPX/SPY 0DTE options and adaptable to stocks, futures, crypto. Built on real QS trade logic used by our premium members, this strategy is optimized for high-probability setups, precise timing, and disciplined exits — no more guessing, no more chasing. 🧠 Core Features ✅ Triple-Mode Engine — Switch between: • BB Mode: Fade overextended moves, capture mean reversion. • ORB Mode: Ride powerful intraday breakouts. • VWAP Mode: Align with institutional flow & trend bias. ✅ Adaptive Parameters — Automatically optimizes for asset type & timeframe. ✅ One-Trade-Per-Day Guard — Keeps discipline, avoids overtrading. ✅ Smart TP System — Asset-aware profit targets, including auto-scaling for non-SPX/SPY tickers. ✅ QS Scoreboard Overlay — Live stats on win rate, P&L, and strategy score right on your chart. ✅ Visual Clarity — Color-coded backgrounds, entry/exit markers, EMA, VWAP, and ORB levels for instant context. 💡 Why It Works The 0DTE Lazy Pro isn’t just a “buy/sell” signal — it’s a complete trading framework: Identifies precise entry zones based on volatility extremes and market structure. Times trades with institutional reference points like VWAP and ORB. Keeps you out of bad trades by enforcing time filters and daily limits. Focuses on setups that historically offer the best risk-reward for intraday traders. Our Premium QS community runs this exact framework on SPX 0DTE options, high-beta stocks, and volatile futures — and uses the AI dashboard to find the most promising daily setups. 🎯 Who Is This For? SPX 0DTE traders wanting a repeatable intraday edge. Stock & futures day traders looking for clean, structured setups. Crypto scalpers seeking volatility-aware entries. Busy traders who want a rules-based plan with visual clarity. Whether you trade full-time or just a few hours a week, this script adapts to your style. 📊 Settings & Customization Signal Modes: Toggle BB, ORB, VWAP — or mix for hybrid setups. Trading Hours: Define exact market window or run 24/7. TP Target: Adjustable, auto-scales per symbol. ORB Duration: Set range capture in minutes. Visual Options: Show/hide QS watermark, customize opacity, tweak chart visuals. 📌 Important Notes Designed for 1m–10m intraday charts, optimized for SPX/SPY 0DTE but flexible for other markets. Backtest results vary by symbol, timeframe, and data source. Educational use only — not financial advice. Test before live trading. 🔥 Want More? This is the public promo of our full QS Premium 0DTE Suite: AI-Generated Daily Playbook for SPX/SPY. Options Flow Heatmaps for market sentiment. Theme Hunter™ & Earnings Detective™ for swing trades. Private Discord with 24/7 signals, setups, and strategy refinements. Join us: quantsignals.xyz 💬 Install now, run it on your favorite tickers, and see why traders call QS “the future of intraday trading.”
Pine Script® strategy
by quantsignals
VIP LONG BTC 15MThis strategy is designed to trade Bitcoin on the 15M timeframe, focusing exclusively on long positions. It uses an advanced system adapted to price action, combined with automated risk management through stop loss and take profit. It is optimized to adapt to the high volatility and speculative nature of BTC, seeking out trend-driven momentum opportunities and avoiding low-probability periods detected through historical analysis. Important: This strategy does not guarantee future profits and should be used after testing and analyzing in a simulated environment. A disciplined approach and appropriate risk management are recommended for the cryptocurrency market.
Pine Script® strategy
by A_topetrader
VWAP + EMA Trend + ATR PullbackStrategy Overview: VWAP + EMA Trend + ATR Pullback A dynamic, trend-following pullback strategy leveraging three core technical components: EMA Trend Confirmation Utilizes the 30-period EMA and 200-period EMA. Identifies an uptrend when EMA30 is above EMA200, and a downtrend when EMA30 is below EMA200. ATR-Based Trend Strength Filter Calculates the difference between the EMA30 and EMA200 and compares it to ATR × factor (e.g., ATR × 1.5). This ensures the market is in a strong trending environment, filtering out range-bound noise. A similar concept has been highlighted by a well-known backtested strategy using VWAP, EMA30, EMA200, and ATR to confirm trend strength. VWAP Pullback Entry VWAP (Volume-Weighted Average Price) acts as a dynamic value area reference—when price reverts to this level during a trend, it often offers high-probability entry points. VWAP, as a trend-based anchor, helps capture when price “corrects to fair value” in a trending environment. How It Works: Trade Flow Condition Criteria Trend Up EMA30 > EMA200 AND (EMA30 − EMA200) > ATR × Multiplier Trend Down EMA30 < EMA200 AND (EMA200 − EMA30) > ATR × Multiplier Entry (Long) In an uptrend and price pulls back below VWAP, signaling value-based re-entry Entry (Short) In a downtrend and price rallies above VWAP, signaling mean-reversion opportunity Exit Take-profit defined by VWAP ± ATR-based buffer (e.g., ATR × factor) Why This Strategy Works Confluence Builds Confidence: By aligning strong trend direction with volatility-adjusted pullbacks, the strategy avoids weak signals and focuses only on high-probability moves. VWAP as Fair Value: Professionals often use VWAP to gauge whether the current price is a bargain or a premium—pullbacks toward VWAP in trends often present disciplined entries. ATR for Adaptivity: Using ATR ensures the strategy adjusts to changing volatility—scaling trend sensitivity and stop/take-profit levels accordingly. This reduces whipsaw entry and improves risk control. Enhanced by Real Market Strategies A backtested method shared by a trader on Reddit mirrors these principles: “When the 30 EMA is above the 200 EMA we are in an uptrend… When the spread of the exponential moving averages is larger than the average true range multiplied with a discretionary factor, we are in a trend…” This strongly supports the logic behind combining EMA spread and ATR to define reliable trending conditions. Summary This strategy elegantly fuses: Trend filtering via dual EMAs Volatility awareness with ATR Value-based entry using VWAP pullbacks It's ideal for traders seeking disciplined entries in strong trends—aligning with how institutional players often operate by buying on value during momentum moves. If you’d like, I can help integrate stop-loss logic, multi-anchor VWAPs, or even more filters for added rigor.
Pine Script® strategy
by Mark804
SMC Breaker+Liquidity + HTF EMA — v61️⃣ Core Idea This is a Smart Money Concept (SMC) It looks for liquidity sweeps followed by price moving back in the opposite direction (breaker block behavior), while trading only in the direction of the higher timeframe (HTF) trend. 2️⃣ Components A. Higher Timeframe EMA Bias We take an EMA (default length: 50) from a higher timeframe (default: 4H). If price is above that EMA → bias is bullish (we only take longs). If price is below that EMA → bias is bearish (we only take shorts). This keeps trades aligned with the bigger picture trend B. Liquidity Sweep Detection We find the highest high and lowest low over the past 5 bars A sweep high happens when: Price breaks above a recent high (liquidity grab), but Closes back below it (false breakout). A sweep low happens when: Price breaks below a recent low, but Closes back above it. This indicates stop hunting — whales often trigger these before reversing price. C. Breaker Block Logic If a sweep low occurs and bias is bullish → BUY. If a sweep high occurs and bias is bearish → SELL. D. Optional ADX Filter ADX checks market strength (trendiness). If enabled, it only trades when ADX > threshold (default 20). This avoids ranging/choppy markets. 3️⃣ Risk Management Stop Loss (SL): For longs → ATR(14) below the entry candle low. For shorts → ATR(14) above the entry candle high. Take Profit (TP): SL distance × Risk:Reward ratio (default 3:1). This means every win can be 3x bigger than a loss.
Pine Script® strategy
by nadeem0014
Energy Advanced Policy StrategyThis trading strategy emphasizes both technical trading as well as sentiment trading. Using news and government policy decisions, it can determine either positive or negative sentiment in the energy sector. How the Strategy Works This strategy has two main parts that work together to find good trades: 1. The "Policy & Sentiment Engine " Policy Event Detection : The script spots potential big news or policy changes by looking for big, sudden price moves and huge trading volume. You can play with the Policy Event Volume Threshold and Policy Event Price Threshold (%) settings to make it more or less sensitive. Sentiment Score : When the script finds a positive or negative event, it adds to a sentiment score. This score isn't forever, though; it fades over time, so the newest events matter the most. Manual Override : The Manual News Sentiment setting lets you tell the script exactly what the market's mood is for a set time, which is perfect for when you already know about a big upcoming announcement. The strategy only looks for a trade if the overall feeling is bullish enough. This makes sure you're trading with the big, fundamental forces of the market, not against them. 2. Technical Confirmation & Precision After the policy and sentiment part gives a green light, the strategy uses a variety of technical indicators to confirm the trend and ideal entry positions. Long-Term Trend : The script makes sure the market is in a strong uptrend by checking if the fast and medium-speed moving averages are going up, and if the price is above a long-term moving average. Momentum : The MACD is used to make sure the price's upward momentum is getting stronger, not weaker. Oscillator : It also uses the RSI to check if the market has gone up too much, too fast, which could mean it's about to turn around. How to Use the Script You can customize this strategy to fit your trading style and how much risk you're comfortable with. The inputs are grouped into logical sections for easy adjustment. News & Policy Analysis : You can play with the Policy Event thresholds to make the script more or less sensitive to market shocks. And you can always use the Manual News Sentiment to take over when you're watching a specific news event. Technical Analysis : Feel free to change the settings for things like the moving averages, RSI, and MACD to match what you like to trade and on what timeframe.
Pine Script® strategy
by Hbcole
🚀 Swinger By Chaf **🚀 Swinger By Chaf - Professional SWING Trading Strategy** **✅ Proven Results: 80% Win Rate | 0.34% Max Drawdown** **🎯 Smart Features: Auto Move SL to Entry after TP1 (Breakeven Protection)** **📡 WunderTrading Integration: Full Alert System Ready** **🔄 DCA System: 3 Optimized Safety Orders** **📊 Advanced Filters: RSI + ADX + EMA Trend Detection** **💰 Perfect Risk/Reward: TP1 8% | TP2 15% | SL 4% (1:2-3.75 R/R)** **⚙️ Pine Script v6 | Fully Automated | Crypto Optimized | 4H Timeframe Recommended** All from By chaf
Pine Script® strategy
by safak30267
Strategy Designer **Strategy Designer** This script is a highly modular, multi-indicator strategy framework that allows users to enable or disable a wide range of signals for precision trading control. Key components include: * **AlphaTrend**: A dynamic trailing filter built using ATR volatility combined with directional input from RSI or MFI. It helps define bullish or bearish regimes more responsively than fixed moving averages. * **Inverse Fisher Transformed Indicators**: The script normalizes and transforms traditional oscillators (CCI, RSI, Stochastic, MFI) using the inverse Fisher transform. This boosts signal clarity by compressing values between -1 and +1, making crossovers and trend thresholds more defined. * **Composite Indicators**: RSI + MFI and CCI + Stoch are averaged to produce smoother, noise-reduced momentum signals. These are ideal for filtering or confirming entries across multiple timeframes or asset types. * **Volatility & Trend Filters**: * **ATR Trend Filter**: Confirms trades only when short-term ATR exceeds its smoothed average, indicating rising volatility or breakout conditions. * **ADX Filter**: Includes two types of filters—ADX vs its MA and ADX vs threshold—to ensure trade entries only happen during clear trend strength. * **Moving Averages**: Multiple MA types (SMA, EMA, HMA, WMA, DEMA, TEMA, T3, VWMA) are available for crossover and trend conditions. The structure supports general trend, long-trend, and short-trend configurations independently. * **Volume Filter**: An optional condition to confirm that volume exceeds a moving average, helping avoid trades in low-liquidity periods. --- **Exit Logic & Risk Management** This strategy offers powerful and flexible exit controls to suit various risk profiles: * **Fixed TP/SL**: You can activate classic percentage-based take profit and stop loss levels. * **ATR-Based Floating Stop**: Dynamically calculates trailing stops based on recent volatility using a smoothed ATR, offering better adaptability in trending environments. * **Signal-Based Exits**: Includes the ability to exit trades when the original entry conditions reverse (e.g. AlphaTrend flips, Fisher crosses back, MA cross reverses, etc.). * **Modular Exit Triggers**: Each indicator (CCI, RSI, MFI, Stoch, AlphaTrend, Composite Indicators) can independently trigger an exit based on reversal signals or loss of trend strength. * **Multi-Layered Protection**: Combine multiple exits (e.g. ATR + AlphaTrend + RSI reversal) to minimize drawdowns and prevent false breakouts. --- This tool is designed for advanced traders and strategy developers who want granular control over both entries and exits. Every module is toggleable, allowing for endless backtest scenarios and tailored setups to match different market conditions or asset classes. Whether you're trend-following or counter-trading reversals, this strategy adapts.
Pine Script® strategy
by Stability_Algo
Reversed Large Bars Strategy with Williams %RThis strategy script is ideal for volatile assets such as Natural Gas (NATGAS) or Crude Oil (WTI/Brent), which often exhibit strong price movements with high volume. How It Works: The strategy identifies short-term reversals after two consecutive large candles with significant volume, under specific conditions. It is based on the assumption that after strong directional moves, a temporary price exhaustion or reversal may occur. Logic Breakdown: Large Bar Detection: A bar is considered “large” if its range (high – low) is significantly higher than the average (by a configurable percentage) and is accompanied by a spike in volume. Two Consecutive Large Bars: Entry is only considered when two large bars appear back-to-back — this strengthens the momentum signal. Candle Type Filter: For short entries: Two consecutive large bullish bars followed by a bullish candle → implies overextension upwards. For long entries: Two consecutive large bearish bars followed by a bearish candle → implies overextension downwards. Williams %R Filter: The Williams %R oscillator adds confirmation based on overbought/oversold conditions: Longs are allowed when %R is below the oversold level. Shorts are allowed when %R is above the overbought level. Ratio Logic: A running percentage of bullish vs bearish large bars is tracked over a rolling period. This ensures entries are filtered based on broader context and trend dominance. Stop Loss / Take Profit / Breakeven: Each trade includes configurable SL/TP, and optional breakeven logic: If unrealized profit exceeds a set percentage, SL is moved to entry (optionally with a buffer).
Pine Script® strategy
by giannatos
VWAP-RSI Scalper FINAL v1Description This script implements a robust, battle-tested intraday scalping strategy designed for prop firm challenges, funded trader programs, and serious futures scalpers. It combines VWAP, RSI, EMA trend, and ATR-based risk management to capture high-probability mean reversion and momentum moves during the most liquid hours of the trading day. Core Logic RSI (Relative Strength Index): Trades are triggered when the RSI is either oversold or overbought using a short lookback (default: 3). This ensures only the strongest intraday reversals or exhaustion moves are considered. VWAP Filter: Longs are only taken above VWAP, shorts only below VWAP, aligning trades with the session’s dominant bias. EMA Filter: Additional trend quality filter—longs require price above EMA, shorts below EMA. Session Control: Only trades between user-defined session hours (default: US cash session), eliminating overnight/illiquid action. ATR-based Dynamic Stops & Targets: Every trade uses a stop loss at 1x ATR and a take profit at 2x ATR for a positive risk/reward ratio. Max Trades Per Day: Prevents overtrading and controls risk exposure (default: 3). Performance (Sample Backtest) Profit Factor: 1.37+ (prop-firm quality) Drawdown: <1% (very conservative risk) Win Rate: 37–48% (RR > 1, so high edge) Consistency: Smooth, steady equity curve over hundreds of trades. Best For: ES/NQ/CL/GC intraday traders Prop firm evaluation challenges (Tradeify, Topstep, Apex, etc.) Anyone needing robust, no-nonsense systematic edge for futures or indices. How to Use & Tune Apply to 3min, 5min, or 15min charts of liquid futures or indices. Change parameters in the settings panel to suit your asset, volatility, or session hours. Use “Strategy Tester” to validate P&L, win rate, and drawdown. How to Optimize Raise/lower RSI length or bands to make signals more/less frequent. Adjust stop/target multiples for your preferred risk/reward profile. Change session hours to match your broker or market. Disclaimer This is not financial advice. Use on a demo or sim account first. Results will vary by market, slippage, and execution speed. Past performance does not guarantee future results. If you find this useful, please give it a like, follow for more strategies, and comment your results or questions! Good luck and safe trading!
Pine Script® strategy
by michaelriggs
1
AM Range Sniper [jmaxxx]AM Range Sniper Overview AM Range Sniper is a sophisticated morning session trading strategy designed for Micro E-mini Nasdaq-100 Index Futures (MNQ). This strategy capitalizes on the critical 8:30-9:30 AM EST range formation period, implementing precise entry and exit mechanics with advanced risk management. Key Features 🕐 Time-Based Range Analysis Range Definition: Automatically identifies and tracks the 8:30-9:30 AM EST range Trading Window: Active trading from 9:30 AM to 11:00 AM EST (extended for second chance trades) Session Management: Daily reset ensures clean state for each trading session 🎯 Multiple Entry Patterns Breakthrough/Retest: Captures price breakthroughs above range with retest opportunities Long/Short Opportunities: Comprehensive coverage of both directional moves Breakdown: Identifies bearish breakdowns below range support Break Up: Detects bullish breakups above range resistance Range Sweeps: Monitors for range high/low sweeps with reversal entries ⚡ Advanced Risk Management Configurable Stop Losses: Tick-based stop losses for each trade type Take Profit Targets: Automatic target calculations based on range size Hard Close Protection: Automatic position closure at 4 PM EST Second Chance Feature: Optional second trade opportunity if first trade loses 🔧 Professional Features Visual Stop Loss Lines: Real-time stop loss visualization on chart Debug Information Panel: Comprehensive status monitoring Alert Integration: Customizable alert messages for entries/exits Flexible Time Settings: Adjustable for different timezones Strategy Logic Range Formation (8:30-9:30 AM) The strategy monitors the first hour of trading to establish the day's range. This range serves as the foundation for all subsequent trading decisions. Entry Conditions Breakthrough: Price breaks above range high with retest rejection Breakdown: Price breaks below range low with confirmed bearish momentum Break Up: Price breaks above range high with strong bullish confirmation Sweep Entries: Range high/low sweeps followed by reversal signals Risk Management Stop Loss: Configurable tick-based stops for each trade type Take Profit: 1.5x range size targets for breakdown/breakup trades Position Sizing: Percentage-based position sizing Session Limits: Maximum 2 trades per session (with second chance feature) Settings & Customization Core Parameters Enable/disable individual entry patterns Configurable stop loss levels (1-500 ticks) Second chance feature toggle Previous day level integration Visual Customization Customizable stop loss colors and widths Debug panel visibility Range line styling Alert Configuration Custom entry/exit alert messages ***** Automate With ***** APEX NinjaTrader Crosstrade.io ( promo code JMAXXX ) Performance & Reliability Precision Focused: Waits for high-probability setups Risk-Aware: Comprehensive stop loss and position management Session-Based: Clean daily resets prevent carryover issues Professional Grade: Designed for serious traders Ideal For Day Traders: Morning session specialists Futures Traders: MNQ and similar instruments Range Traders: Traders who capitalize on range breakouts Risk-Conscious Traders: Those who prioritize risk management Disclaimer This strategy is for educational and informational purposes. Past performance does not guarantee future results. Always test thoroughly on historical data and paper trading before live implementation. Risk management is crucial - never risk more than you can afford to lose. Created by jmaxxx - Professional trading strategy developer For questions, feedback, or customization requests, please leave a comment below.
Pine Script® strategy
by jmaxxx143
Options Strategy V2.0📈 Options Strategy V2.0 – Intraday Reversal-Resilient Momentum System Overview: This strategy is designed specifically for intraday SPY, TSLA, MSFT, etc. options trading (0DTE or 1DTE), using high-probability signals derived from a confluence of technical indicators: EMA crossovers, RSI thresholds, ATR-based risk control, and volume spikes. The strategy aims to capture strong directional moves while avoiding overtrading, thanks to a built-in cooldown logic and optional time/session filters. ⚙️ Core Concept The strategy executes trades only in the direction of the prevailing trend, determined by short- and long-term Exponential Moving Averages (EMA). Entry signals are generated when the Relative Strength Index (RSI) confirms momentum in the direction of the trend, and volume spikes suggest institutional activity. To increase adaptability and user control, it includes a highly customizable parameter set for both long and short entries independently. 📌 Key Features ✅ Trend-Following Logic Long entries are only allowed when EMA(short) > EMA(long) Short entries are only allowed when EMA(short) < EMA(long) ✅ RSI Confirmation Long: Requires RSI crossover above a configurable threshold Short: Requires RSI crossunder below a configurable threshold Optional rejection filters: Entry blocked above/below specific RSI extremes ✅ Volume Spike Filter Confirms institutional participation by comparing current volume to an average multiplied by a user-defined factor. ✅ ATR-Based Risk Management Both Stop Loss (SL) and Take Profit (TP) are dynamically calculated using ATR × a multiplier. TP/SL ratio is fully configurable. ✅ Cooldown Control After every trade, the system waits for a set number of bars before allowing new entries. This prevents overtrading and increases signal quality. Optionally, cooldown is ignored for reversal trades, ensuring the system can react immediately to a confirmed trend change. ✅ Candle Body Filter (Noise Control) Avoids trades on candles with too small bodies relative to wicks (often noise or indecision candles). ✅ VWAP Confirmation (Optional) Ensures price is trading above VWAP for long entries, or below for short entries. ✅ Time & Session Filters Trades only during regular market hours (09:30–16:00 EST). No-trade zone (e.g., 14:15–15:45 EST) to avoid low-liquidity traps or late-day whipsaws. ✅ End-of-Day Auto Close All open positions are force-closed at 15:55 EST, protecting against overnight risk (especially relevant for 0DTE options). 📊 Visual Aids EMA plots show trend direction VWAP line provides real-time mean-reversion context Stop Loss and Take Profit lines appear dynamically with each trade Alerts notify of entry signals and exit triggers 🔧 Customization Panel Nearly every element of the strategy can be tailored: EMA lengths (short and long, for both sides) RSI thresholds and length ATR length, SL multiplier, and TP/SL ratio Volume spike sensitivity Minimum EMA distance filter Candle body ratio filter Session restrictions Cooldown logic (duration + reversal exception) This makes the strategy extremely versatile, allowing both conservative and aggressive configurations depending on the trader’s profile and the market context. 📌 Example Use Case: SPY Options (0DTE or 1DTE) This system was designed and tested specifically for SPY and other intraday options trading, where: Delta is around 0.50 or higher Trades are short-lived (often 1–5 candles) You aim to trade 1–3 signals per day, filtering out weak entries 🚫 Important Notes It is not a scalping strategy; it relies on confirmed breakouts with trend support No pyramiding or re-entries without cooldown to preserve risk integrity Should be used with real-time alerts and manual broker execution 📈 Alerts Included 📈 Long Entry Signal 📉 Short Entry Signal ⚠️ Auto-closed all positions at 15:55 EST ✅ Proven Settings – Real Trades + Backtest Results The current version of the strategy includes the optimal settings I’ve arrived at through extensive backtesting, as well as 3 months of real trading with consistent profitability. These results reflect real-world execution under live market conditions using 0DTE SPY options, with disciplined trade management and risk control. 🧠 Final Thoughts Options Strategy V2.0 is a robust, highly tunable intraday strategy that blends momentum, trend-following, and volume confirmation. It is ideal for disciplined traders focused on SPY or other 0DTE/1DTE options, and it includes guardrails to reduce false signals and improve execution timing. Perfect for those who seek precision, flexibility, and risk-defined setups—not blind automation.
Pine Script® strategy
by olaszvandor
Dynamic DCA Envelope – Beta V1.1Dynamic DCA Envelope-Beta V1.1 is a preview version of a Dollar-Cost Averaging (DCA) strategy designed for trending or volatile markets. -Long Positions Only -Intended for Cryptocurrency, but can be used in any market -1 and 4 hour timeframe -Average Commissions 0.1%-0.3% per trade (Cryptocurrency) What it does: This strategy identifies buying opportunities when price closes below a dynamic envelope (based on EMA). After 3 consecutive closes below the lower envelope, the system arms a buy condition. A DCA buy-in is triggered when price bounces by a configurable percentage from the trailing low. The strategy supports up to 3 buy-ins, each equally sized, and closes the entire position at a fixed take profit or stop loss. How it works: -Entry logic is based on price deviation from an EMA envelope -Waits for 3 closes below the envelope to detect weakness -Uses bounce percentage from the lowest point to trigger each buy -Includes cooldown logic between buys to avoid clustering -All positions are closed when TP or SL is hit How to use it: -Use on trending assets with volatility (e.g., crypto, tech stocks) -Adjust inputs to match asset behavior: -EMA Length -Envelope Offset % -Bounce % (Trailing DCA) -Take Profit / Stop Loss -View strategy performance in the Strategy Tester tab What’s unique: Unlike most DCA scripts that immediately average down, this version includes: -Trigger logic requiring multiple closes below trend -Bounce-based entry to avoid catching a falling knife -Cooldown resets to prevent overtrading -A true entry–wait–buy–reset loop mimicking disciplined execution *This is a beta version intended as a preview. A full Pro version is in development, which includes: -SmartScaling logic -Trailing take profit -Multi-symbol scanning -Backtest range limits -Risk-adjusted filtering
Pine Script® strategy
by Simple_Investment_Strategies
1
SuperTrend Strategy with Trend-Based Exits🟩 SuperTrend Strategy with Trend-Based Exits This is a fully automated trend-following strategy based on the popular SuperTrend indicator, enhanced with a position sizing algorithm tied to stop-loss distance and dynamic entry/exit rules. The strategy is designed for futures trading with an emphasis on sustainable risk, realistic backtesting, and transparent logic. 🧠 Concept and Methodology The strategy uses the SuperTrend indicator, which is derived from ATR (Average True Range) and is widely used to capture medium- to long-term market trends. Key features: ✅ Entries are triggered only when the SuperTrend direction changes (trend reversal). ✅ Exits are performed using a dynamic stop-loss placed at the SuperTrend line. ✅ Position size is automatically calculated based on the trader’s fixed dollar risk per trade and the current distance to the stop-loss. ✅ Rounding logic is included to ensure quantity is valid for the exchange’s lot size. This strategy does not use any take-profit or classic trailing stop — the position is only closed when the trend reverses or the stop is hit by touching the SuperTrend line. ⚙️ Default Parameters ATR Length: 300 Factor: 7.5 Risk per trade: $90 (3% of the default $3,000 capital) Lot step: 10 Commission: 0.05% These default parameters are not universal. They were optimized specifically for STXUSDT swap at 15M timeframe at Bybit and may not produce viable results on other pairs and timeframes. Users are encouraged to customize the settings according to specific asset’s volatility, timeframe and other characteristics. ❗ These default settings yield meaningful backtesting results on STXUSDT with a reasonable number of trades (105+) over 7-month period. If applied to other assets, results may vary significantly. 📈 Position Sizing Logic The strategy uses a dynamic position sizing formula: Pine Script® position_size = floor((risk_per_trade / stop_loss_distance) / lot_step) * lot_step This ensures the trader always risks a fixed dollar amount per trade and never exceeds a sustainable equity exposure (recommended 2% or less). ✅ Realism in Backtesting To ensure realistic and non-misleading backtest results, this strategy includes: — Slippage and commission settings matching average exchange conditions (commission = 0.05%, slippage 5 ticks). — Position sizing based on stop-loss distance (not fixed contract quantity).* — A fixed risk-per-trade model that adheres to responsible capital management principles. — This is in compliance with TradingView's Script publishing rules and House Rules. 📌 How to Use Apply the strategy to a clean chart (preferably 15M for STXUSDT by default). If using another asset, adjust: - ATR Length - Factor - Risk per trade - Qty step (lot precision for the symbol) Avoid using with other indicators unless you understand their purpose. Use the Strategy Tester to evaluate performance and optimize parameters. ⚠️ Disclaimer This is not financial advice. Always perform forward testing and assess risk before deploying any strategy on live capital. The strategy is designed for educational and experimental use.
Pine Script® strategy
by nefyodov.artyom