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APEX V2 [JOAT]APEX V2 Introduction APEX V2 Enhanced is an advanced open-source algorithmic trading strategy that synthesizes 9 proprietary analytical concepts through a sophisticated confluence system to generate high-probability trade signals. This strategy integrates Flow Absorption Module (FAM), Directional Bias Engine (DBE), Structure Mapping System (SMS), Volatility Classification (VCL), Momentum Divergence Module (MDM), Statistical Reversion Zones (SRZ), Order Flow Analysis (OFA), Anchor Deviation Bands, and Trend Momentum Signals into a unified trading framework with comprehensive risk management. Unlike single-indicator strategies that produce frequent false signals, APEX V2 requires multi-dimensional confluence before executing trades. This confluence-based approach dramatically reduces false positives while capturing high-conviction institutional moves. The strategy includes adaptive position sizing based on risk percentage, dynamic stop loss and take profit levels, trailing stops, and real-time performance tracking through a comprehensive dashboard. Why This Strategy Exists This strategy addresses the fundamental challenge of trading: distinguishing high-probability setups from market noise. Individual analytical methods often produce conflicting signals, leading to whipsaws and losses. APEX V2 solves this by requiring multiple independent confirmation signals before entering trades, ensuring that: Institutional Activity is Confirmed: FAM and OFA detect when large players are positioning Directional Bias is Established: DBE quantifies market sentiment through probabilistic analysis Structural Context is Validated: SMS identifies key support/resistance levels Volatility Regime is Appropriate: VCL ensures trades occur in favorable volatility conditions Momentum Divergence is Present: MDM confirms smart money positioning through multi-oscillator divergence Mean Reversion Opportunity Exists: SRZ identifies statistical extremes for reversal trades Order Flow is Toxic: OFA detects aggressive institutional buying/selling Anchor Deviation is Extreme: Multi-timeframe VWAP deviation signals absorption zones Trend Momentum Confirmation: Trend-following signals with minimal lag Each analytical module provides a unique perspective on market structure. By requiring confluence across multiple dimensions, APEX V2 captures only the highest-quality setups where institutional activity, technical structure, momentum, volatility, and order flow all align. Strategy Components Explained 1. Flow Absorption Module (FAM) FAM analyzes VWAP deviation across 2-minute, 5-minute, and 15-minute timeframes to identify institutional liquidity absorption zones. When price deviates significantly from VWAP (default: 8.0 sigma on 2m/5m, 4.0 sigma on 15m) combined with volume surges (2.25x average) and sufficient relative volume (0.6+), FAM signals institutional absorption. The strategy requires 2+ timeframe confirmation for FAM signals. Buy signals occur when price is below VWAP with volume surge across multiple timeframes (institutions absorbing at lows). Sell signals occur when price is above VWAP with volume surge (institutions distributing at highs). FAM contributes 1 point to the confluence score when absorption is detected, indicating institutional players are actively positioning at price extremes. 2. Directional Bias Engine (DBE) DBE calculates directional bias by analyzing the ratio of bullish vs bearish bars over a lookback period (default: 100 bars) combined with momentum analysis. The engine weights directional bias (60%) and momentum bias (40%) to produce a combined bias score ranging from -1.0 (extreme bearish) to +1.0 (extreme bullish). When combined bias exceeds the threshold (default: 0.65), DBE signals bullish bias. When below -0.65, it signals bearish bias. This probabilistic approach quantifies market sentiment and filters trades against the prevailing bias. DBE contributes 1 point to confluence when bias aligns with trade direction, ensuring trades flow with statistical probability rather than against it. 3. Structure Mapping System (SMS) SMS detects structural pivot highs and pivot lows using configurable left/right bar parameters (default: 10 bars each). The system maintains arrays of the 10 most recent resistance and support levels, then checks if current price is within 1% of any tracked level. When price approaches support (within 1% of recent pivot lows), SMS signals potential bounce. When price approaches resistance (within 1% of recent pivot highs), SMS signals potential rejection. These structural levels represent areas where price previously reversed, making them high-probability zones for future reversals. SMS contributes 1 point to confluence when price is near support (for longs) or resistance (for shorts), providing structural context for entries. 4. Volatility Classification (VCL) VCL classifies current volatility regime using ATR percentile ranking over a lookback period (default: 100 bars). The system calculates normalized ATR (ATR / price * 100) and determines its percentile rank. High volatility is defined as 70th percentile or above, low volatility as 30th percentile or below. While VCL doesn't directly contribute to confluence scoring, it provides critical context displayed in the dashboard. High volatility regimes may require wider stops, while low volatility regimes may produce more reliable mean reversion signals. The strategy adapts to volatility by using ATR-based position sizing and stop loss placement, ensuring risk management scales with market conditions. 5. Momentum Divergence Module (MDM) MDM detects multi-oscillator divergences by comparing price pivots with RSI pivots. Bullish divergence occurs when price makes lower lows but RSI makes higher lows (indicating weakening selling pressure). Bearish divergence occurs when price makes higher highs but RSI makes lower highs (indicating weakening buying pressure). The system tracks divergence counts and requires a minimum number of divergences (default: 2) before signaling. This prevents single-divergence false signals and ensures sustained divergence patterns. MDM contributes 1 point to confluence when divergence aligns with trade direction, confirming that smart money is positioning against the prevailing price trend. 6. Statistical Reversion Zones (SRZ) SRZ combines Bollinger Bands with RSI to identify statistical extremes for mean reversion trades. The system calculates Bollinger Bands (default: 20-period, 2.0 standard deviations) and RSI (default: 14-period) to detect oversold and overbought conditions. Oversold signals occur when price is below the lower Bollinger Band AND RSI is below 30. Overbought signals occur when price is above the upper Bollinger Band AND RSI is above 70. These dual conditions ensure both price and momentum are at extremes. SRZ contributes 1 point to confluence when statistical extremes align with trade direction, identifying high-probability mean reversion opportunities. 7. Order Flow Analysis (OFA) OFA detects institutional order flow through toxicity analysis and absorption coefficient calculation. The toxicity index measures aggressive vs passive order flow by analyzing candle position and volume. When toxicity exceeds threshold (default: 0.7), it indicates institutions are aggressively taking liquidity. The absorption coefficient quantifies institutional absorption by measuring volume intensity relative to price movement. High absorption (default: 0.75+) with minimal price movement indicates institutions are positioning without moving price significantly. OFA calculates a confidence score (0-100%) based on absorption strength and toxicity. When confidence exceeds minimum threshold (default: 75%), OFA signals high-probability institutional activity. OFA contributes 1 point to confluence when institutional footprints are detected with high confidence, confirming large players are actively positioning. 8. Anchor Deviation Bands Anchor Deviation analyzes multi-timeframe VWAP deviation (2m, 5m, 15m) combined with oscillator sigma gap confirmation. The system calculates VWAP deviation using configurable methods (Price Volatility, Z-Score, or Spread StDev) and measures the gap between VWAP deviation and oscillator z-scores. Buy signals occur when 2+ timeframes show negative VWAP deviation (price below VWAP) with 2+ timeframes confirming oscillator gap. Sell signals occur when 2+ timeframes show positive VWAP deviation with gap confirmation. Anchor Deviation contributes 1 point to confluence when multi-timeframe tension is detected, indicating price is at extreme deviation from institutional reference levels. 9. Trend Momentum Signals Trend Momentum Signals use a zero-lag EMA combined with volatility bands and trend strength analysis. The system calculates a zero-lag EMA by compensating for lag (EMA of price + (price - price )), then applies volatility bands using ATR multiplier (default: 1.5x). The trend strength score is calculated by comparing current zero-lag EMA with historical values over a loop range (default: 1-70 bars). Long signals occur when trend score exceeds uptrend threshold (default: 5) AND price is above the upper volatility band. Short signals occur when trend score is below downtrend threshold (default: -5) AND price is below the lower volatility band. Trend Momentum contributes 1 point to confluence when trend signals align with trade direction, providing trend-following confirmation with minimal lag. 10. Deviation Reversion System Component The Deviation Reversion System component calculates deviation levels from a moving average (configurable: WMA, SMA, RMA, EMA, HMA). Three deviation levels are defined (default: 1.3%, 7.5%, 13.3%) representing progressively extreme deviations from the mean. Buy signals occur when price drops below the first deviation level (mean - 1.3%). Sell signals occur when price rises above the first deviation level (mean + 1.3%). This component identifies when price has deviated sufficiently from its mean to warrant mean reversion trades. Deviation Reversion contributes 1 point to confluence when price is at deviation extremes, complementing the SRZ module with a simpler percentage-based approach. Confluence System & Signal Aggregation APEX V2's core innovation is its confluence system. The strategy counts bullish and bearish signals from all 9 analytical modules: FAM: Absorption buy/sell (2+ timeframe confirmation) DBE: Bullish/bearish bias (>0.65 or <-0.65) SMS: Near support/resistance (within 1%) MDM: Bullish/bearish divergence (2+ divergences) SRZ: Oversold/overbought (BB + RSI extremes) OFA: Institutional buy/sell (75%+ confidence) Anchor Deviation: Tension buy/sell (2+ timeframe + gap confirmation) Deviation Reversion: Buy/sell signal (price at deviation levels) Trend Momentum: Long/short signal (trend score + volatility bands) When confluence mode is enabled (default: ON), the strategy requires a minimum number of modules to agree (default: 3 out of 9) before executing trades. This dramatically reduces false signals by ensuring multiple independent perspectives confirm the setup. If both long and short signals meet confluence requirements simultaneously, the strategy selects the direction with more confirming modules. If tied, no trade is executed to avoid ambiguous setups. Risk Management System APEX V2 includes comprehensive risk management: Position Sizing: Calculated based on risk per trade percentage (default: 2% of equity). The system calculates stop distance using ATR and sizes positions so that if stopped out, the loss equals exactly 2% of account equity. Stop Loss: Set at a percentage below entry (default: 2% for longs, 2% above for shorts). Stops are placed immediately upon entry to limit maximum loss per trade. Take Profit: Set at a percentage above entry (default: 4% for longs, 4% below for shorts). This provides a 2:1 reward-to-risk ratio. Trailing Stop: Activates when take profit level is reached, then trails price by a percentage (default: 1.5%). This locks in profits while allowing winners to run. Reversal Exits: If an opposite signal meets confluence requirements while in a position, the strategy immediately closes the current position. This prevents holding losing positions when market structure shifts. Strategy Properties & Backtesting Parameters The strategy uses realistic backtesting parameters to avoid misleading results: Initial Capital: $10,000 (realistic for average retail trader) Position Size: 100% of equity (controlled by risk-based position sizing) Pyramiding: 3 (allows up to 3 positions in same direction) Commission: Should be set to realistic levels (0.1% for crypto, 0.05% for forex, $1-5 per trade for stocks) Slippage: Should be set to realistic levels (5-10 ticks for liquid markets) Risk Per Trade: 2% (sustainable risk level) Stop Loss: 2% (prevents catastrophic losses) Take Profit: 4% (2:1 reward-to-risk ratio) These parameters ensure backtesting results reflect realistic trading conditions. The strategy is designed to generate 100+ trades over a sufficient dataset to produce statistically significant results. Visual Elements FAM Gradient Ribbon: 5-layer cyan/magenta ribbon showing liquidity absorption intensity around VWAP OFA Gradient Ribbon: 5-layer gold/indigo ribbon showing institutional order flow intensity Anchor Deviation Ribbon: 5-layer teal/purple ribbon showing multi-timeframe VWAP tension Entry Signals: Green triangle up for LONG entries, red triangle down for SHORT entries Position Markers: Small circles below/above bars indicating active positions Stop Loss Lines: Red lines showing stop loss levels for active positions Take Profit Lines: Green lines showing take profit targets for active positions Average Entry Price: White line showing average entry price for active positions Comprehensive Dashboard: Real-time metrics including position status, P&L, signal confluence, individual module status, and performance metrics Dashboard Metrics The dashboard displays 20+ real-time metrics: Position Status: Status: LONG, SHORT, or FLAT Position Size: Current position quantity P&L: Open profit/loss in currency and percentage Signal Confluence: Bull Signals: Count of bullish indicators (X/9) with checkmark if confluence met Bear Signals: Count of bearish indicators (X/9) with checkmark if confluence met Individual Indicator Status: FAM: BUY/SELL with deviation value DBE: BULL/BEAR with bias score SMS: SUP/RES (support/resistance proximity) VCL: HIGH/LOW/NORM with percentile MDM: BULL/BEAR with RSI value SRZ: OS/OB (oversold/overbought) with RSI value OFA: INST+/INST-/TOX+/TOX- with confidence percentage ADB: BUY/SELL with deviation value TMS: LONG/SHORT with trend score Performance Metrics: Win Rate: Percentage and win/loss ratio Net Profit: Currency and percentage return Equity: Current equity and percentage change from initial capital Input Parameters Strategy Settings: Enable LONG/SHORT Trades: Toggle trade directions Require Multi-Module Confluence: Enable/disable confluence requirement Minimum Confluence Count: Number of modules that must agree (1-7, default: 3) FAM Settings: Enable FAM, VWAP Mode, Deviation Method, Volume Lookback, Volume Surge Multiplier, RVOL Threshold, 2m/5m/15m Thresholds, Show Gradient Ribbon DBE Settings: Enable DBE, Bias Lookback, Bias Threshold, Momentum Weight SMS Settings: Enable SMS, Pivot Left/Right Bars, Structure Lookback VCL Settings: Enable VCL, ATR Length, Regime Lookback, High/Low Vol Thresholds MDM Settings: Enable MDM, RSI Length, Pivot Lookback, Min Divergences SRZ Settings: Enable SRZ, Bollinger Length/Multiplier, RSI Length, RSI Overbought/Oversold OFA Settings: Enable OFA, Toxicity Lookback/Threshold, Min Absorption Coefficient, Minimum Confidence %, Show Gradient Ribbon Anchor Deviation Settings: Enable Anchor Deviation, VWAP Dev Mode, 2m/5m/15m VWAP Thresholds, 2m/5m/15m Osc σ-Gap Thresholds, Show Gradient Ribbon Deviation Reversion Settings: Enable Deviation Reversion System, MA Type, MA Period, Deviation 1/2/3 percentages Trend Momentum Settings: Enable Trend Momentum Signals, Zero Lag Length, Volatility Multiplier, Loop Start/End, Threshold Uptrend/Downtrend Risk Management Settings: Enable Stop Loss, Stop Loss %, Enable Take Profit, Take Profit %, Enable Trailing Stop, Trailing Stop %, Risk Per Trade % Visualization Settings: Show Entry/Exit Signals, Show Dashboard, Show All Gradient Ribbons, Ribbon Brightness Adjust How to Use This Strategy Step 1: Configure Backtesting Parameters Set realistic commission and slippage in Strategy Properties. For crypto: 0.1% commission, 10 ticks slippage. For forex: 0.05% commission, 5 ticks slippage. For stocks: $1-5 per trade commission, 5 ticks slippage. Step 2: Set Risk Parameters Configure Risk Per Trade (default: 2%), Stop Loss (default: 2%), and Take Profit (default: 4%). These provide sustainable risk management with 2:1 reward-to-risk ratio. Step 3: Choose Confluence Level Set Minimum Confluence Count based on your risk tolerance. Higher confluence (4-5 indicators) produces fewer but higher-quality signals. Lower confluence (2-3 indicators) produces more signals but with more false positives. Step 4: Enable/Disable Indicators Toggle individual modules based on market conditions and your trading style. For trending markets, emphasize DBE, Trend Momentum, and Anchor Deviation. For ranging markets, emphasize SRZ, MDM, and Deviation Reversion. Step 5: Monitor Dashboard Watch the dashboard for signal confluence. When Bull Signals shows 3+/9 with checkmark, the strategy is ready to enter long. When Bear Signals shows 3+/9 with checkmark, ready to enter short. Step 6: Review Individual Indicators Check which specific modules are signaling. High-quality setups show alignment across multiple module types (institutional + technical + momentum + volatility). Step 7: Backtest on Sufficient Data Run backtests on datasets that generate 100+ trades for statistical significance. Review win rate, net profit, maximum drawdown, and profit factor. Step 8: Optimize Parameters Adjust module parameters for your specific instrument and timeframe. Avoid over-optimization - parameters should work across multiple instruments and time periods. Step 9: Forward Test After backtesting, forward test on paper trading or small live positions to validate strategy performance in real market conditions. Step 10: Monitor Performance Track Win Rate, Net Profit, and Equity metrics in the dashboard. If performance degrades, re-evaluate parameters or market conditions. Best Practices Use on liquid instruments with sufficient volume for reliable signals Higher confluence (4-5 modules) is recommended for beginners to reduce false signals Lower confluence (2-3 modules) can be used by experienced traders who can filter signals manually Backtest on multiple timeframes (5m, 15m, 1h, 4h) to find optimal timeframe for your instrument Use realistic commission and slippage - overly optimistic parameters produce misleading results Risk no more than 2% per trade to ensure account survival during drawdown periods Monitor VCL (Volatility Classification) - high volatility may require wider stops or reduced position size Combine with higher timeframe trend analysis - trading with the trend improves win rate Review individual module signals to understand why confluence was met Disable modules that consistently produce false signals for your specific instrument Enable trailing stops to lock in profits on winning trades Use pyramiding (default: 3) to add to winning positions when additional confluence signals appear Avoid trading during major news events - volatility spikes can invalidate technical signals Backtest over multiple market conditions (trending, ranging, high volatility, low volatility) Forward test for at least 100 trades before committing significant capital Strategy Limitations Requires sufficient historical data for all modules - may not work well on newly listed instruments Multi-timeframe analysis (FAM, Anchor Deviation) requires data availability on 2m, 5m, 15m timeframes Confluence requirement reduces trade frequency - may produce few signals on some instruments/timeframes Backtesting results are historical and do not guarantee future performance Strategy performance degrades during extreme volatility events (flash crashes, circuit breakers) Commission and slippage significantly impact profitability - must use realistic values Pyramiding can amplify losses if market reverses after adding to position Stop loss placement using fixed percentage may be suboptimal during volatility regime changes Module parameters optimized for one instrument may not work on others Requires regular monitoring and parameter adjustment as market conditions evolve Dashboard metrics are real-time snapshots and can change rapidly during volatile periods Strategy assumes sufficient liquidity to execute at desired prices - may not work on illiquid instruments Trailing stops can be triggered by normal volatility, closing winning trades prematurely Reversal exits may close positions too early if opposite signal is temporary Technical Implementation Built with Pine Script v6 using: 9 independent analytical modules with individual enable/disable controls Multi-timeframe security requests for FAM and Anchor Deviation (2m, 5m, 15m) Confluence-based signal aggregation with configurable minimum threshold Risk-based position sizing using ATR and account equity Dynamic stop loss, take profit, and trailing stop management Strategy.entry and strategy.exit functions for automated trade execution Reversal exit logic to close positions when opposite confluence is met Three 5-layer gradient ribbons (FAM, OFA, Anchor Deviation) with progressive transparency Comprehensive dashboard with 20+ real-time metrics using table visualization 5 alert conditions for trade signals and position changes Performance tracking (win rate, net profit, equity) displayed in dashboard Pyramiding support (up to 3 positions) for scaling into winning trades The code is fully open-source and can be modified to suit individual trading styles and risk tolerances. Originality Statement This strategy is original in its multi-confluence approach to algorithmic trading. The strategy synthesizes multiple analytical concepts into a unified framework: It synthesizes 9 proprietary analytical concepts into a unified confluence system The confluence requirement dramatically reduces false signals compared to single-method strategies Each concept provides a unique perspective: institutional activity (FAM, OFA), directional bias (DBE), structural context (SMS), volatility regime (VCL), momentum divergence (MDM), mean reversion (SRZ), anchor deviation (multi-timeframe), and trend following (Trend Momentum) Risk management system uses ATR-based position sizing to risk exactly 2% per trade regardless of stop distance Reversal exit logic closes positions when opposite confluence is met, preventing holding losing positions during structure shifts Comprehensive dashboard synthesizes 20+ metrics into actionable intelligence Three gradient ribbons (FAM, OFA, Anchor Deviation) provide visual confirmation of institutional activity and order flow Strategy is designed with realistic backtesting parameters (commission, slippage, position sizing) to avoid misleading results Pyramiding support allows scaling into winning positions when additional confluence appears Individual module enable/disable controls allow customization for different market conditions and trading styles The strategy's value lies in its systematic approach to trade selection through multi-dimensional confluence. By requiring agreement across institutional activity, technical structure, momentum, volatility, and order flow, APEX V2 captures only the highest-quality setups where all factors align. This reduces emotional decision-making and provides a repeatable, testable framework for algorithmic trading. Disclaimer This strategy is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Backtesting results are hypothetical and may not reflect actual trading performance. Always use proper risk management, never risk more than you can afford to lose, and thoroughly test any strategy on paper before committing real capital. Commission, slippage, and market conditions significantly impact profitability. No strategy works in all market conditions. Regular monitoring and parameter adjustment are required. -Made with passion by officialjackofalltrades
Pine Script® strategy
by officialjackofalltrades
Evasive SuperTrend Strategy [Source Select]🛡️ Evasive SuperTrend Strategy The Evasive SuperTrend is a high-performance evolution of the classic SuperTrend indicator, engineered to solve the "choppiness" problem. While standard SuperTrends often fail in sideways markets by producing frequent false signals, the Evasive version utilizes dynamic expansion logic to "step back" from market noise. 🚀 The "Evasive" Edge Typical trend trackers are rigid—they either stay flat or move closer to the price. This script introduces a Noise Avoidance Logic. When the price enters a pre-defined "Noise Zone," the indicator expands its buffer (Expansion Alpha) instead of tightening. This gives the asset room to breathe, preventing premature exits and keeping you in the trend during temporary volatility. 🛠️ Key Parameters Source Select (Versatility): Unlike standard versions, you can choose any source (hl2, close, ohlc4, etc.). This is vital for volatile assets like XRP or ETH, where long wicks can trigger false trend reversals. Noise Threshold (Sensitivity): Defines the distance (in ATR units) where the market is considered "noisy." Expansion Alpha (The Buffer): The coefficient by which the trend line retreats when noise is detected. This effectively filters out market "hiccups." 📊 Visual Guide Solid Band: The market is stable, and the trend is confirmed. Dotted Band: The "Evasive" logic is active. The price is currently in the Noise Zone, and the script is actively filtering for false breakouts. Color Coding: Teal represents a Bullish trend, while Maroon indicates a Bearish trend. 📈 Strategy & Backtesting The script is fully optimized for Deep Backtesting on TradingView. Default Setup: 10 ATR Length, 3.0 Multiplier. Best Timeframes: 15m, 1h, and 4h. Risk Management: Includes a built-in 0.05% commission model to reflect realistic trading conditions on exchanges like Binance. ⚠️ Disclaimer Trading involves significant risk. This strategy is a technical analysis tool and does not guarantee profits. Always perform your own due diligence and test the settings on a demo account before live trading. Suggested Tags: SuperTrend Evasive Trend Following Algo Trading Noise Filter Backtest
Pine Script® strategy
by egoigor1976
Canuck Trading KAMA StrategyCanuck Trading KAMA Strategy OVERVIEW Canuck Trading KAMA is a strategy around one core idea: trade the color, manage the exit. Kaufman's Adaptive Moving Average (KAMA) determines trend direction. A dual health system handles all exit decisions. Two user inputs control the strategy: Trade Direction and Max Entry Distance. Everything else auto-calibrates from price action. CORE CONCEPTS KAMA (Kaufman Adaptive Moving Average) KAMA adjusts its speed using the Efficiency Ratio (ER). ER measures how much of the price path is directional versus noise. Trending markets produce a fast KAMA that tracks price closely. Choppy markets produce a slow KAMA that barely moves. This is the foundation of all signals. Fair Value Band (FVB) The colored line on the chart. Green means KAMA is rising (bullish), red means KAMA is falling (bearish), gray means choppy (neutral). Entries follow the color. Exits are managed by the health system. Deviation Bands Upper and lower bands are calculated from the standard deviation of price around KAMA over 20 bars, scaled by 2.0 standard deviations. Bands tighten in trends and widen in chop. This replaces the old fixed ATR bands and adapts automatically to any instrument. ENTRY SIGNALS Color Trend Entry When KAMA turns green, a long entry fires if price is within the max entry distance from KAMA (the proximity gate). When KAMA turns red, a short entry fires under the same proximity rule. A color settle gate blocks entries on the first bar of a direct red-to-green or green-to-red flip. Two consecutive bars of the new color are required to confirm the trend is real and not a one-bar chop spike. In squeeze conditions (bands tight relative to their own average), the proximity gate is bypassed entirely since price is naturally close to KAMA during squeezes. Gray Zone Entry When KAMA is gray (neutral), entries can still fire if structural confirmation is present. Gray longs require 2 or more gray bars, a higher low (buyers defending), and price above KAMA. Gray shorts require 2 or more gray bars, a lower high (sellers capping), and price below KAMA. No proximity gate is applied to gray entries. The health system and follow-through exit manage risk. EXIT CHAIN Exits are evaluated every bar in priority order. The first matching condition triggers the exit. 1. Follow-Through On the bar after entry, if price closes below the entry close (for longs) or above the entry close (for shorts), the position is closed immediately. This catches entries that fail to confirm on the next bar. 2. Health Exit The dual health system scores the position from 0 to 6. If either sub-score drops to 0, or the combined score falls to 1 or below, the position is closed. A minimum holding period of 2 bars (3 in high volatility) prevents premature exits on entry noise. 3. Gray Fade During gray periods, if 2 or more consecutive bars show structural deterioration (lower highs while long, higher lows while short), the position is closed. The pullback is deepening, not stabilizing. 4. Gray Timeout If a position remains in gray for longer than twice the average color run length (minimum 6 bars), the position is closed. The trend that justified the entry is likely over. 5. Direction Exit A full color reversal closes the position. Green to red exits longs. Red to green exits shorts. Gray pauses do not trigger this exit. DUAL HEALTH SYSTEM Two independent scores evaluate position quality from different angles. KAMA Health (0-3) C - Color: bar color supports the position direction K - Slope: KAMA is still moving in the position's favor D - Duration: the color run has not exceeded the average run length Price Health (0-3) S - Structure: higher lows for longs, lower highs for shorts M - Momentum: efficiency ratio is rising (directional energy building) V - Value: price on the favorable side of KAMA The dashboard shows both scores with their individual factors. For example, K2 CK. P1 ..V means KAMA health is 2 (Color and Slope passing, Duration failing) and Price health is 1 (only Value passing). VOLATILITY ADAPTATION The strategy adapts to volatility regimes automatically. Squeeze Detection When bands are tight relative to their 20-bar average (ratio below 0.7), the dashboard shows SQUEEZE. The proximity gate is bypassed for color entries since sigma-normalization inflates distances unreliably in tight-band conditions. High Volatility When bands are wide relative to their average (ratio above 1.3), the dashboard shows HIGH-VOL. The minimum holding period extends from 2 to 3 bars to give trades more room in volatile conditions. Chop Detection When the smoothing constant falls below the geometric mean of its range, KAMA enters gray (choppy). A rolling chop ratio tracks how many of the last 10 bars were gray. Above 50 percent triggers the CHOP indicator on the dashboard. USER INPUTS Trade Direction Long, Short, or Both. Default: Long. Controls which side of the market the strategy trades. Max Entry Distance (sigma) Default: 1.0. Range: 0.1 and up, step 0.1. Maximum sigma-distance from KAMA for color trend entries. Lower values require price to be closer to KAMA before entering. Higher values allow entries further from fair value. Gray entries bypass this setting. The effective distance is scaled inversely by band width ratio, so it automatically tightens in volatile conditions and loosens in squeezes. DASHBOARD The dashboard displays 10 rows of live information. Row 0 Canuck Trading KAMA v5.0 header Row 1 Price - current close Row 2 KAMA - fair value level, colored by trend Row 3 Trend - BULLISH, BEARISH, or NEUTRAL Row 4 Signal - current entry or exit signal with health score Row 5 Position - LONG, SHORT, or FLAT Row 6 P&L - open profit/loss with percentage Row 7 ER - efficiency ratio with trend strength label Row 8 Band - position within bands and volatility regime Row 9 Health - dual health scores with factor breakdown STRATEGY SETTINGS Initial Capital: 100,000 Position Size: 10 percent of equity Pyramiding: disabled (one position at a time) Commission: 0.1 percent per trade Slippage: 1 tick Order Execution: process orders on close Calculation: on bar close only INTERNAL PARAMETERS These values are fixed and proven through extensive testing. They are not exposed as inputs to prevent over-optimization. ER Length: 10 (Kaufman standard) Fast Period: 2 (fastest smoothing in strong trends) Slow Period: 30 (slowest smoothing in pure chop) Deviation Length: 20 (band width lookback) Band Multiplier: 2.0 (standard deviations for band width) CHANGES FROM v3.2 - ATR bands replaced with self-tuning KAMA deviation bands - Quality scoring system removed entirely - Candle pattern detection removed entirely - Gray zone intelligence replaced with structural confirmation entries - Smart hold/verdict system replaced with dual health scoring - Band profit-taking removed - KAMA smoothing option removed (raw Kaufman behavior only) - Sharp flip protection retained and enhanced with color settle gate - Follow-through exit added (entry close confirmation) - Gray fade exit added (structural deterioration detection) - Gray timeout exit added (adaptive based on average run length) - Dashboard reduced from 13 rows to 10 - Max Entry Distance added as configurable input - Codebase reduced from 900+ lines to approximately 540 lines DISCLAIMER This strategy is provided for educational and informational purposes only. It is not financial advice, and it does not constitute a recommendation to buy, sell, or hold any security or financial instrument. Past performance in backtesting does not guarantee future results. All trading involves risk, including the potential loss of principal. You are solely responsible for your own trading decisions. The author makes no warranties regarding the accuracy, completeness, or reliability of this strategy. Use it at your own risk. Always do your own research and consult a qualified financial advisor before making investment decisions. This strategy uses simulated order execution with process_orders_on_close enabled, which means backtest results assume fills at the closing price of the signal bar. Live trading conditions including slippage, liquidity, and execution delays may produce different results.
Pine Script® strategy
by ctoincanada
Anti-Equal PricesOverview This strategy identifies Equal Highs and Equal Lows - key liquidity zones where stop losses cluster - and enters counter-trend trades when price taps these levels. Based on the smart money concept that institutions sweep liquidity at obvious levels before reversing. How It Works 1. Level Detection: Scans the last 30 bars to find the highest high and lowest low 2. Equal Level Identification: Counts how many bars have touched within tolerance of these extremes. If 2+ bars touched the same level, it's considered an "Equal High" or "Equal Low" 3. Entry Trigger: When price touches an established equal level, the strategy enters a counter-trade (short at equal highs, long at equal lows) 4. Exit: Fixed stop loss and take profit in points Why Equal Highs/Lows Matter Equal highs form obvious resistance where retail traders place sell stops above Equal lows form obvious support where retail traders place buy stops below Smart money "sweeps" these levels to trigger stops before reversing This strategy fades the breakout, anticipating the reversal
Pine Script® strategy
by eliceaga
MASU+ Institutional Fibonacci MTF [BTT]Multi-asset institutional-grade strategy combining Fibonacci retracement, multi-timeframe trend alignment, order flow analysis, and adaptive volatility regime detection. Designed for stocks, precious metals (gold, silver, miners), crypto, and forex. ━━━ HOW IT WORKS ━━━ The strategy operates on a 7-layer confluence engine: ① FIBONACCI RETRACEMENT — Automatically detects significant swing highs/lows using ATR-filtered pivot detection. Calculates dynamic 38.2%, 50%, and 61.8% retracement levels with visual zone fills between levels. Entries trigger on confirmed bounce (bullish wick or green close above level) at Fib support in upswings, or rejection candle at Fib resistance in downswings. ② MULTI-TIMEFRAME FILTER — Higher timeframe (default 4H) trend confirmation via EMA crossover. Trades are only taken in the direction of the dominant trend. Prevents counter-trend entries that statistically underperform. ③ MA RIBBON (8 MAs) — Fibonacci-sequenced moving average ribbon (8, 13, 21, 34, 55, 89, 144, 233). When 6+ of 7 pairs are aligned, the ribbon confirms strong directional momentum. Supports EMA, SMA, and HMA modes. ④ ORDER FLOW — Intraday VWAP with 3 standard deviation bands. Cumulative Volume Delta (CVD) identifies hidden buying/selling pressure divergences. Volume ratio analysis detects institutional accumulation/distribution. ⑤ VOLATILITY REGIME — Bollinger Band width expansion/contraction + ATR percentile ranking. Automatically switches between trend-following mode (high volatility) and mean-reversion mode (low volatility). Adapts stop distances to current market conditions. ⑥ BREAKOUT + MEAN REVERSION — Dual-mode execution: breakout entries on new highs/lows with volume confirmation, and BB + RSI mean reversion entries during ranging conditions. ⑦ RISK MANAGEMENT — ATR-based dynamic stop loss and take profit. Optional trailing stop. Kelly Criterion position sizing calculated from live win rate and payoff ratio. ━━━ MARKETS & TIMEFRAMES ━━━ ▸ Stocks — US equities, ETFs (SPY, QQQ, AAPL, TSLA, etc.) ▸ Precious Metals — XAU/USD, XAG/USD, GLD, SLV, NEM, GOLD, AEM, miners ▸ Crypto — BTC/USD, ETH/USD, SOL/USD, and all major pairs ▸ Forex — All major and cross pairs ▸ Indices — NQ, ES, YM, DAX, FTSE ▸ Commodities — Oil, Natural Gas, Copper Recommended timeframes: 15M (scalping/intraday), 1H (swing), 4H (position). The MTF filter automatically reads higher timeframes regardless of chart TF. ━━━ DASHBOARD ━━━ Compact 3-column light-theme dashboard (bottom right) showing: • MTF alignment (15M / 1H / 4H) with directional arrows and score • MA Ribbon status and alignment count • ADX strength + Order Flow direction • Live Fibonacci levels with prices • Support / Resistance levels • Stop Loss / Take Profit / Risk:Reward ratio • Kelly % position sizing • Confluence score (0–5) with strength label • Session detection (London / New York / Asia / Overlap) • Signal: ◆ LONG / ◆ SHORT / — WAIT ━━━ VISUAL FEATURES ━━━ • Fibonacci zones rendered as dashed lines with semi-transparent linefill shading between 38.2–50% and 50–61.8% levels • Price labels at each Fib level on the right edge • Swing high/low reference lines (dotted) • Extension target level for take-profit reference • Diamond-shaped entry signals (green/red) • Subtle Fib bounce/rejection triangle markers • Background pulse highlight on signal bars • Gradient trend candles (RSI-based color intensity) • Dynamic S/R lines with labels • TP/SL lines when in position ━━━ SETTINGS ━━━ All parameters are fully configurable: • Swing detection sensitivity (lookback, min ATR size) • Fib levels toggle (38.2 / 50 / 61.8), zone width, bounce wick threshold • MTF timeframe and EMA lengths • Ribbon MA type (EMA/SMA/HMA) and alignment threshold • Order Flow CVD period and threshold, VWAP bands • Volatility expansion/contraction thresholds • Breakout period, BB period, RSI levels • SL/TP ATR multipliers, trailing stop • ADX threshold, volume filter • Time session filter • All visual elements can be toggled on/off ━━━ NOTES ━━━ • This is a strategy (not indicator) — full backtest results available in Strategy Tester • No repainting — all signals use barstate.isconfirmed • Commission and slippage included in backtest (0.1% commission, 3 ticks slippage) • Pine Script v6 compatible • Pyramiding disabled by default (1 position at a time)
Pine Script® strategy
by Mark_Novak
MASU+ Institutional Fibonacci MTF [BTT]Multi-asset institutional-grade strategy combining Fibonacci retracement, multi-timeframe trend alignment, order flow analysis, and adaptive volatility regime detection. Designed for stocks, precious metals (gold, silver, miners), crypto, and forex. ━━━ HOW IT WORKS ━━━ The strategy operates on a 7-layer confluence engine: ① FIBONACCI RETRACEMENT — Automatically detects significant swing highs/lows using ATR-filtered pivot detection. Calculates dynamic 38.2%, 50%, and 61.8% retracement levels with visual zone fills between levels. Entries trigger on confirmed bounce (bullish wick or green close above level) at Fib support in upswings, or rejection candle at Fib resistance in downswings. ② MULTI-TIMEFRAME FILTER — Higher timeframe (default 4H) trend confirmation via EMA crossover. Trades are only taken in the direction of the dominant trend. Prevents counter-trend entries that statistically underperform. ③ MA RIBBON (8 MAs) — Fibonacci-sequenced moving average ribbon (8, 13, 21, 34, 55, 89, 144, 233). When 6+ of 7 pairs are aligned, the ribbon confirms strong directional momentum. Supports EMA, SMA, and HMA modes. ④ ORDER FLOW — Intraday VWAP with 3 standard deviation bands. Cumulative Volume Delta (CVD) identifies hidden buying/selling pressure divergences. Volume ratio analysis detects institutional accumulation/distribution. ⑤ VOLATILITY REGIME — Bollinger Band width expansion/contraction + ATR percentile ranking. Automatically switches between trend-following mode (high volatility) and mean-reversion mode (low volatility). Adapts stop distances to current market conditions. ⑥ BREAKOUT + MEAN REVERSION — Dual-mode execution: breakout entries on new highs/lows with volume confirmation, and BB + RSI mean reversion entries during ranging conditions. ⑦ RISK MANAGEMENT — ATR-based dynamic stop loss and take profit. Optional trailing stop. Kelly Criterion position sizing calculated from live win rate and payoff ratio. ━━━ MARKETS & TIMEFRAMES ━━━ ▸ Stocks — US equities, ETFs (SPY, QQQ, AAPL, TSLA, etc.) ▸ Precious Metals — XAU/USD, XAG/USD, GLD, SLV, NEM, GOLD, AEM, miners ▸ Crypto — BTC/USD, ETH/USD, SOL/USD, and all major pairs ▸ Forex — All major and cross pairs ▸ Indices — NQ, ES, YM, DAX, FTSE ▸ Commodities — Oil, Natural Gas, Copper Recommended timeframes: 15M (scalping/intraday), 1H (swing), 4H (position). The MTF filter automatically reads higher timeframes regardless of chart TF. ━━━ DASHBOARD ━━━ Compact 3-column light-theme dashboard (bottom right) showing: • MTF alignment (15M / 1H / 4H) with directional arrows and score • MA Ribbon status and alignment count • ADX strength + Order Flow direction • Live Fibonacci levels with prices • Support / Resistance levels • Stop Loss / Take Profit / Risk:Reward ratio • Kelly % position sizing • Confluence score (0–5) with strength label • Session detection (London / New York / Asia / Overlap) • Signal: ◆ LONG / ◆ SHORT / — WAIT ━━━ VISUAL FEATURES ━━━ • Fibonacci zones rendered as dashed lines with semi-transparent linefill shading between 38.2–50% and 50–61.8% levels • Price labels at each Fib level on the right edge • Swing high/low reference lines (dotted) • Extension target level for take-profit reference • Diamond-shaped entry signals (green/red) • Subtle Fib bounce/rejection triangle markers • Background pulse highlight on signal bars • Gradient trend candles (RSI-based color intensity) • Dynamic S/R lines with labels • TP/SL lines when in position ━━━ SETTINGS ━━━ All parameters are fully configurable: • Swing detection sensitivity (lookback, min ATR size) • Fib levels toggle (38.2 / 50 / 61.8), zone width, bounce wick threshold • MTF timeframe and EMA lengths • Ribbon MA type (EMA/SMA/HMA) and alignment threshold • Order Flow CVD period and threshold, VWAP bands • Volatility expansion/contraction thresholds • Breakout period, BB period, RSI levels • SL/TP ATR multipliers, trailing stop • ADX threshold, volume filter • Time session filter • All visual elements can be toggled on/off ━━━ NOTES ━━━ • This is a strategy (not indicator) — full backtest results available in Strategy Tester • No repainting — all signals use barstate.isconfirmed • Commission and slippage included in backtest (0.1% commission, 3 ticks slippage) • Pine Script v6 compatible • Pyramiding disabled by default (1 position at a time)
Pine Script® strategy
by Mark_Novak
SPY VWAP + Squeeze BreakoutThis Pine Script® v6 strategy, titled SPY VWAP + Squeeze Breakout, is designed to capture momentum shifts in the SPY ETF by combining volatility filters with volume-weighted price action. The core logic utilizes Bollinger Bands and Keltner Channels to identify "squeeze" periods, which occur when volatility contracts and the Bollinger Bands move inside the Keltner Channels. A long entry is triggered when the squeeze "fires" while the price is trading above the VWAP and the current bar closes higher than its open. Conversely, a short position is initiated when the squeeze releases while the price is below the VWAP and the bar closes bearish. The strategy incorporates standard inputs for Bollinger Band length and standard deviation, as well as Keltner Channel length and multipliers for precise volatility tuning. Risk management is handled through dynamic exit logic that closes positions when the price crosses back over the VWAP line, signaling a potential trend reversal. By using ta.tr(true) for range calculations, the script ensures accurate volatility measurements even during sessions with significant price gaps. This trend-following approach aims to filter out market noise and focus on high-probability breakouts confirmed by both price location and momentum. Overall, the script provides a robust framework for backtesting SPY intraday volatility strategies directly on the TradingView platform.
Pine Script® strategy
by busapete
Stat Arb: TXN / CNHWhat is Statistical Arbitrage? Statistical arbitrage is a quantitative trading approach that exploits temporary divergences in the relationship between two historically correlated assets. Rather than predicting where price will go, it measures how far one asset has moved relative to another — and trades the assumption that the relationship will revert to its mean. This strategy pairs Texas Instruments (TXN) against the Chinese Yuan Offshore Futures (CNH1!) as a benchmark. The connection is structural: TXN derives a significant portion of its revenue from the Chinese semiconductor market. When the CNH weakens sharply relative to TXN's price behavior, or vice versa, a statistical divergence opens — and this strategy trades the reversion. How It Works Step 1 — Normalized Ratio Spread Both assets are normalized against their own 20-bar moving average, converting them to a common scale. The ratio of the two normalized values is then smoothed with a 3-bar EMA. This removes absolute price differences and isolates the relative relationship between the two instruments. Step 2 — Z-Score The smoothed ratio is converted into a Z-score using a 20-bar rolling mean and standard deviation. The Z-score answers one question: how many standard deviations is the current relationship from its historical norm? Step 3 — Entry Long when the Z-score crosses below −2.0 AND RSI(14) is below 50 — TXN is statistically cheap relative to CNH and not in an overbought condition Short when the Z-score crosses above +2.0 AND RSI(14) is above 50 — TXN is statistically expensive relative to CNH and not in an oversold condition The RSI filter acts as a basic price-context confirmation, preventing entries that are divergent on the spread but running hard against price momentum. Step 4 — Exit Take Profit: 3× ATR(14) from entry price, stamped at the moment of entry Stop Loss: 8× ATR(14) from entry price, stamped at the moment of entry Trades also close on a flip signal — if the opposite Z-score threshold is hit while in a trade, the position reverses The asymmetric 8×/3× stop-to-TP ratio is intentional. Mean reversion trades have high win rates but occasionally encounter regime breaks where the relationship stops working. The wide stop allows the spread time to revert without getting stopped out by noise, while the tighter TP locks in gains efficiently once momentum turns. Backtest results Total P&L: +653.65% Max Equity Drawdown: 32.25% Total Trades: 391 Profitable Trades: 64.71% Profit Factor: 1.571 Beats Buy and Hold! Important Notes This is a research and educational script. Past performance does not guarantee future results The strategy trades on the 4 Hour Timeframe for best results — the ATR-based exits need room to breathe No commission or slippage is modelled in the backtest — apply realistic costs for your broker before drawing conclusions Position size is set to 50% of equity per trade — adjust to match your own risk tolerance This is not financial advice
Pine Script® strategy
by pitachio7712
Volume Weighted Trend Strategy [JaxonJackFX]This strategy is based on the original "Volume Weighted Trend" indicator by QuantAlgo. Core logic is used under MPL 2.0. Extended with strategy entries, stop loss, take profit, and trade direction controls by JaxonJackFX. 🟢 Overview This strategy is based on the original "Volume Weighted Trend" indicator by QuantAlgo. Original script: Core logic used under Mozilla Public License 2.0. Extended and converted to a strategy by JaxonJackFX. The Volume Weighted Trend Strategy identifies statistically significant trend changes by combining volume-weighted price analysis with volatility-based breakout bands. A Volume Weighted Moving Average (VWMA) forms the central trend baseline, with ATR-based bands that expand and contract around it. When price closes above the upper band the trend turns bullish; below the lower band it turns bearish — holding direction until the opposite band is breached to avoid whipsaws. 🟢 What's New in This Strategy Version ▶ Strategy Entries & Exits: Automatically enters long/short positions on confirmed trend changes and closes the opposite trade. ▶ Trade Direction Control: Choose Long Only, Short Only, or Both directions. ▶ Optional Stop Loss: ATR-based stop loss to manage downside risk. ▶ Optional Take Profit: ATR-based take profit to lock in gains. ▶ Full Backtesting: Built-in performance tracking via TradingView's Strategy Tester. 🟢 Signal Interpretation ▶ Bullish (price closes above upper band) → Long entry, short exit ▶ Bearish (price closes below lower band) → Short entry, long exit ▶ Neutral zone (price between bands) → Holds last confirmed direction, no new signal 🟢 Alerts Three alert conditions included: Bullish Signal, Bearish Signal, and Any Trend Change. ⚠️ Disclaimer This script is for educational purposes only. Past performance is not indicative of future results. Always use proper risk management.
Pine Script® strategy
by JaxonJackFX
1
ATR Trend Strategy with Moving Average | Fixed TP/SL version📈 ## ATR Trend Strategy with Moving Average # Overview This strategy combines a **Moving Average trend filter** with an **ATR-based breakout channel** to identify directional market movements. It is designed for traders who prefer **systematic trend-following strategies with clearly defined risk management**. The script builds an adaptive channel around a selected Moving Average using **Average True Range (ATR)**. When price moves beyond the ATR band and the move is confirmed for a defined number of bars, a trend state is established. Trade entries can then occur either on the initial breakout or on a pullback to the Moving Average. The strategy also includes **fixed percentage Take Profit and Stop Loss levels**, allowing users to evaluate performance under consistent risk parameters. --- ⚙️ # Key Features • **Multiple Moving Average types** Supports EMA, SMA, WMA, Hull MA, VWMA, RMA, and TEMA. • **ATR-based dynamic channel** Uses ATR to create adaptive upper and lower boundaries around the Moving Average. • **Two entry methods** Users can choose between breakout entries or Moving Average pullback entries. • **Trend confirmation filter** Signals are confirmed only after a configurable number of bars remain beyond the ATR boundary. • **Built-in risk management** Includes fixed percentage Take Profit and Stop Loss levels. • **Trade visualization** Displays the TP/SL zone directly on the chart for each trade. • **Performance statistics panel** Shows key strategy metrics such as: * Total trades * Win rate * Profit factor * Net profit * Expectancy * Average R * Maximum drawdown --- 🧠 # Strategy Logic The strategy follows a simple **trend-following structure** : 1️⃣ A Moving Average defines the market's baseline trend. 2️⃣ An ATR multiplier builds a dynamic volatility channel around the Moving Average. 3️⃣ When price breaks above or below this channel and remains there for a specified number of bars, a trend is confirmed. 4️⃣ Entries can occur via: **Breakout Mode** * Long when price breaks above the upper ATR band. * Short when price breaks below the lower ATR band. **MA Cross Mode** * After a confirmed trend, entries occur on pullbacks that cross the Moving Average. 5️⃣ Risk is controlled using **fixed percentage Take Profit and Stop Loss levels**. --- ⚙️ # Inputs Moving Average * MA Type * MA Length * MA Source ATR Signal * ATR Type * ATR Length * ATR Multiplier Trend Confirmation * Number of confirmation bars * Confirmation price source (Close or High/Low) Entry & Risk Management * Entry method (Breakout or MA Cross) * Take Profit (%) * Stop Loss (%) --- 📊 ## Usage Notes This strategy is designed for **trend-following market conditions** and may perform best in environments with sustained directional movement. Users are encouraged to **experiment with different Moving Average types, ATR multipliers, and confirmation settings** to adapt the strategy to different markets and timeframes. --- ⚠️ ## Disclaimer This script is provided for **educational and research purposes only**. Past performance does not guarantee future results. ---
Pine Script® strategy
by lahonglam
EMA 9,20 with Support and Resistance BreakoutThis strategy is based on two core concepts — EMA trend direction and Support/Resistance breakout confirmation. EMA Logic Two Exponential Moving Averages are plotted on the chart. EMA 9 is the fast line shown in orange and EMA 20 is the slow line shown in blue. When EMA 9 is above EMA 20 it confirms an uptrend. When EMA 9 is below EMA 20 it confirms a downtrend. These two lines together act as a trend filter so that trades are only taken in the direction of the current trend. Support and Resistance Logic Resistance is calculated as the highest high of the last 20 completed bars. Support is calculated as the lowest low of the last 20 completed bars. These levels are drawn on the chart as short dotted segments at pivot points only so the chart stays clean and not cluttered with continuous lines. Breakout Logic A buy signal is generated when the closing price crosses above the resistance level and at the same time EMA 9 is above EMA 20. This combination confirms that price has broken a key resistance level and the trend is also supporting the move upward. A sell signal is generated when the closing price crosses below the support level and EMA 9 is below EMA 20 confirming a downside breakout with trend alignment. Entry Entry is taken on the same candle where the breakout is confirmed. A green triangle with BUY label appears below the candle for long entry and a red triangle with SELL label appears above the candle for short entry. Exit Logic For long trades the target is set at 12 percent above the entry price and the stop loss is set at 6 percent below the entry price. For short trades the target is 12 percent below entry and stop loss is 6 percent above entry. Exits are handled automatically by the strategy and labeled as TP +12% when target is hit and SL -6% when stop loss is triggered. Risk to Reward The strategy maintains a fixed 1:2 risk to reward ratio on every trade. You risk 6 percent to make 12 percent which means even if only 40 percent of trades hit target the strategy remains profitable over time. Best Timeframe This strategy works best on 5 minute, 15 minutes, & 1 hour charts for intraday and swing trades. The S/R lookback period and EMA lengths can be adjusted from the settings panel based on the stock or asset being traded.
Pine Script® strategy
by ankurb171991
4x Reversal Confluence Strategy by Funded Relay================================================================================ COMPLETE USER GUIDE - "4x Reversal Confluence Strategy by Funded Relay" Pine Script v6 Strategy for High-Probability Trend Reversals ================================================================================ 1. STRATEGY OVERVIEW --------------------- Name: 4x Reversal Confluence Strategy Purpose: Detect high-probability trend REVERSALS (not continuations) Core Idea: Require 4+ layers of confirmation before entering: - Trend context (price near EMAs) - Momentum shift (MACD crossover / histogram flip) - Exhaustion (RSI oversold/overbought + divergence) - Order flow proxy (delta turning + CVD direction) - Volume participation (spike filter) Best markets: Futures (ES, NQ, YM), Major Forex, Volatile Crypto Best TFs: 5 min – 1H (intraday), 4H for swing Win-rate expectation: Lower than trend-following (~35–55%), but higher RR when correct Risk: Reversal strategies can have strings of losses → strict risk management 2. VISUAL ELEMENTS ON CHART ---------------------------- - Green triangle below bar + light green background → Bullish reversal signal - Red triangle above bar + light red background → Bearish reversal signal - Blue line → EMA 50 (short-term context) - Orange line → EMA 200 (major trend filter) Signals are rare → that's intentional (high confluence = fewer trades) 3. ENTRY RULES SUMMARY BULLISH (LONG) ENTRY - Price near or below EMA 50 / EMA 200 (potential bounce zone) - MACD bullish crossover OR histogram turning positive - RSI < 35 OR bullish divergence OR crossing above oversold - Delta EMA turning positive + CVD EMA rising (buyers gaining control) - Volume > 1.3× average (participation confirmation) BEARISH (SHORT) ENTRY - Price near or above EMA 50 / EMA 200 - MACD bearish crossunder OR histogram turning negative - RSI > 65 OR bearish divergence OR crossing below overbought - Delta EMA turning negative + CVD EMA falling - Volume spike 4. EXIT & RISK MANAGEMENT RULES -------------------------------- Initial Stop-Loss: ATR-based (default 1.5 × ATR(14) below/above entry) Opposite Signal Exit: Close long on bear signal / close short on bull signal Take Profit Targets: - Partial at 1:1.5–1:2 RR - Trail remaining with EMA 20/50 or fixed 1:3+ - Manual exit on RSI extreme opposite (RSI >75 long / <25 short) Position Sizing: Risk 0.5–1.5% per trade max (very important for reversals) Avoid / Reduce Size When: - Choppy range (EMAs flat & intertwined) - Low-volume session (Asian range forex/futures) - Right before high-impact news - No clear structure nearby (support/resistance, previous swing, FVG, etc.) 5. RECOMMENDED SETTINGS BY TIMEFRAME & MARKET Timeframe | EMA Short/Long | RSI OB/OS | MACD | divLookback | volMult | ATR Mult | Notes --------------|----------------|-----------|----------|-------------|---------|----------|---------------------- 5–15 min | 50 / 200 | 65 / 35 | 12-26-9 | 4–6 | 1.3–1.8 | 1.2–1.8 | Scalping / intraday 30 min–1H | 50 / 200 | 70 / 30 | 12-26-9 | 5–8 | 1.4–2.0 | 1.5–2.5 | Short swing 4H–Daily | 50 / 200 | 70 / 30 | 12-26-9 | 8–12 | 1.5–2.5 | 2.0–3.0 | Swing / positional General tuning tip: Start with defaults → backtest 100–200 trades → increase volMult / ATR Mult / divLookback until win rate stabilizes above 40% with good RR. 6. PRO TIPS & WORKFLOW ----------------------- 1. ALWAYS wait for structure Best entries = signal + confluence at key level (S/R, VWAP, previous day high/low, value area edge) 2. Journal every signal - Date / Time / Symbol / TF - Bull/Bear - Did all 5 conditions align? - Was there structure? - RR achieved / Win or Loss - Notes (news? session? volume behavior?) 3. Multi-timeframe alignment (advanced) - Entry on lower TF (5–15 min) - Check higher TF (1H–4H) for CVD direction or EMA slope agreement 4. Avoid revenge trading after losses Reversals can have 4–6 losers in a row in ranging markets → patience is key 5. Combine with order flow tools If you have footprint / volume profile → use this strategy to time entries at absorption zones 7. QUICK REFERENCE CARD (copy to phone notes) LONG CHECKLIST: □ Price ≤ EMA 50 or EMA 200 □ MACD cross up or hist positive flip □ RSI <35 or bull div or cross above oversold □ Delta EMA >0 & rising + CVD EMA rising □ Volume > avg × multiplier → Enter long SHORT CHECKLIST: □ Price ≥ EMA 50 or EMA 200 □ MACD cross down or hist negative flip □ RSI >65 or bear div or cross below overbought □ Delta EMA <0 & falling + CVD EMA falling □ Volume spike → Enter short ================================================================================ Last updated: March 2026 Test thoroughly in replay/demo before live trading. Happy trading!
Pine Script® strategy
by FundedRelay
Rudy Breakout Momentum v2Rudy Breakout Momentum v2 — 52-week high breakout detection system for large/mid-cap momentum stocks. Identifies breakout entries when price is within 1% of its 52-week high with volume confirmation (1.5x+ average), RSI below 80, and EMA21 above EMA50 trend alignment. Uses composite scoring with weighted factors for proximity to highs, volume surge, trend strength, and momentum. Exits at 80% profit target, 50% stop loss, or when price breaks below EMA21. Designed for: NVDA, AMZN, GOOGL, TSLA, NFLX, CRM, AVGO, AMD, SHOP, SQ.
Pine Script® strategy
by bigboo407
Rudy Squeeze Detect v2Rudy Squeeze Detect v2 — Volatility Breakout Detector for high-beta equities. Identifies squeeze setups using volume surge, price gaps, Bollinger Band compression, and 5-day momentum. Scores each signal (minimum 3) with weighted factors: volume ratio, gap percentage, EMA alignment, and momentum. Exits via trailing stop or momentum fade (price below short MA with negative 5-day momentum). Designed for: GME, AMC, SOFI, RIVN, LCID, COIN, MARA, RIOT, PLTR.
Pine Script® strategy
by bigboo407