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KZ One — Scalping Training StrategyKZ One is a scalping strategy developed for M1 and M5 timeframes. It is designed to help traders study and practice short-term market behavior by using structured zones to highlight potential entry and exit areas. The strategy allows customization of Risk (USD) and Take Profit (R multiple) parameters for flexible trade management. Additional tools include ATR-based filters to skip low-volatility conditions and a Pre-Alert Lead (bars) option that notifies users ahead of possible setups. KZ One is intended for educational and analytical purposes, promoting disciplined and consistent trading practice.
Pine Script® strategy
by Uttaya
NY ORB - Full Dynamic SystemNY ORB - Full Dynamic Strategy Summary 1. Opening Range and Session Timing Opening Range (ORB) Calculation: The strategy identifies the ORB High and ORB Low by tracking the highest high and lowest low during the specified New York pre-market window, which is set by default from 8:30 to 8:45 (New York time). Entry Window: Trading activity is restricted to a specific entry period, typically starting shortly after the ORB is established (default: 8:50 to 12:00). Hard Exit Time: Any remaining open positions are automatically closed at a fixed exit time (default: 13:25). 2. Trade Entry Logic and Filters An entry (Long or Short) is generated when the price breaks out of the established ORB, provided it passes a series of optional filters: Direction Control: The user can restrict the strategy to trade Long Only, Short Only, or Both. Second Breakout Logic: An optional filter that requires the price to break out, reverse back into the range, and then break out again, confirming momentum after a consolidation. Confirmation Candle Count: An optional filter that checks the close of a previous candle (e.g., 1 or 2 candles ago) to ensure the price was still inside the range, preventing premature entry. Technical Filters (Optional): The entry is only executed if it aligns with selected indicators: RSI: Filters for non-overbought (Long) or non-oversold (Short) conditions. MACD: Requires the MACD line to be above/below the Signal line for alignment. VWAP: Requires the price to be above/below the Volume-Weighted Average Price. Trend Filter (SMMA): Requires the price to be above/below a 50-period Simple Moving Average. 3. Dynamic Risk and Exit Management This strategy features highly configurable stop-loss and profit-taking mechanics: Primary Stop Loss Methods: The Stop Loss distance can be dynamically chosen from four types: Fixed: A fixed number of ticks. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR-based, but with a hard maximum tick limit. OR-Based: Based on a multiple of the actual ORB High-to-Low range. Dynamic Profit Target: The Take Profit level is calculated dynamically based on a multiplier of either the ATR or the ORB Range. Breakeven Stop: If enabled, the Stop Loss automatically moves to the entry price (Breakeven) once the price moves a predetermined distance in the profitable direction. An Adaptive Breakeven option allows the trigger distance to be calculated as a percentage of the overall ATR Profit Target. Trailing Stop: The strategy uses a trailing stop, which can be custom-set (fixed ticks) or dynamically tied to the ATR. An optional feature Auto Tighten Trailing reduces the trailing multiplier once the breakeven level is hit. MA Cross Exit: An alternative, counter-trend exit mechanism that closes the trade if the price crosses back over the chosen Moving Average (either SMMA or VWAP), overriding the pending profit target. 4. Daily Account Management The strategy includes crucial daily risk controls to protect capital and lock in profits: Daily Profit Limit: If the total daily PnL (realized and unrealized) hits a predefined maximum profit threshold (in ticks), all trades are closed, and new entries are blocked for the remainder of the trading day. Daily Loss Limit: Conversely, if the total daily PnL hits a predefined maximum loss threshold, all trades are closed, and new entries are blocked for the remainder of the day.
Pine Script® strategy
by mcward302
5
量化多空策略 4H趋势+15M进场（高胜率高R:R·完整报警版）这是一套结合多周期结构（4小时趋势 + 15分钟入场）的量化交易策略， 核心理念是「顺势而为 + 动量二次确认 + 高R:R风险控制」。 策略特点： • 使用 4H EMA 趋势判定方向 • 结合 15m RSI + MACD 动量信号确认入场 • 二次确认（2~3 根内突破 + 动量共振）过滤假信号 • 自适应止盈止损（基于 ATR 和 ADX） • 全自动计算 R:R、冷却周期、成交量放大过滤 适用场景 • 加密货币（BTC、ETH、SOL、BNB 等） • 黄金 / 外汇 / 指数CFD • 15m～1h短线趋势盯盘 • 适合希望提高信号质量、过滤假突破的交易者 注意事项 • 该策略为研究与教学用途，不构成投资建议 • 实盘前请先在回测与模拟盘验证参数 • 适度调整「确认根数」「R:R」「ADX阈值」以适应不同市场波动性 This is a multi-timeframe quantitative trading strategy combining the 4-hour trend with 15-minute entry signals. Its core philosophy is “Trend following + Momentum confirmation + High R:R risk control.” Key Features • Uses 4H EMA structure to determine market trend • Combines 15m RSI + MACD momentum for entry confirmation • Dual confirmation within 2–3 bars (breakout + momentum alignment) to filter false signals • Adaptive take-profit and stop-loss based on ATR and ADX • Automatically calculates Risk/Reward ratio, cooldown period, and volume expansion filters Best Use Cases • Cryptocurrencies (BTC, ETH, SOL, BNB, etc.) • Gold / Forex / Index CFDs • Short-term trend tracking (15m–1h) • Traders aiming to improve signal quality and avoid false breakouts Notes • This strategy is for research and educational purposes only — not financial advice. • Always backtest and paper trade before live deployment. • Adjust confirmation bars, R:R ratio, and ADX threshold to suit different market volatilities.
Pine Script® strategy
by BoilingH2O
Enhanced MA Crossover Pro📝 Strategy Summary: Enhanced MA Crossover Pro This strategy is an advanced, highly configurable moving average (MA) crossover system designed for algorithmic trading. It uses the crossover of two customizable MAs (a "Fast" MA 1 and a "Slow" MA 2) as its core entry signal, but aggressively integrates multiple technical filters, time controls, and dynamic position management to create a robust and comprehensive trading system. 💡 Core Logic Entry Signal: A bullish crossover (MA1 > MA2) generates a Long signal, and a bearish crossover (MA1 < MA2) generates a Short signal. Users can opt to use MA crossovers from a Higher Timeframe (HTF) for the entry signal. Confirmation/Filters: The basic MA cross signal is filtered by several optional indicators (see Filters section below) to ensure trades align with a broader trend or momentum context. Position Management: Trades are managed with a sophisticated system of Stop Loss, Take Profit, Trailing Stops, and Breakeven stops that can be fixed, ATR-based, or dynamically adjusted. Risk Management: Daily limits are enforced for maximum profit/loss and maximum trades per day. ⚙️ Key Features and Customization 1. Moving Averages Primary MAs (MA1 & MA2): Highly configurable lengths (default 8 & 20) and types: EMA, WMA, SMA, or SMMA/RMA. Higher Timeframe (HTF) MAs: Optional MAs calculated on a user-defined resolution (e.g., "60" for 1-hour) for use as an entry signal or as a trend confirmation filter. 2. Multi-Filter System The entry signal can be filtered by the following optional conditions: SMA Filter: Price must be above a 200-period SMA for long trades, and below it for short trades. VWAP Filter: Price must be above VWAP for long trades, and below it for short trades. RSI Filter: Long trades are blocked if RSI is overbought (default 70); short trades are blocked if RSI is oversold (default 30). MACD Filter: Requires the MACD Line to be above the Signal Line for long trades (and vice versa for short trades). HTF Confirmation: Requires the HTF MA1 to be above HTF MA2 for long entries (and vice versa). 3. Dynamic Stop and Target Management (S/L & T/P) The strategy provides extensive control over exits: Stop Loss Methods: Fixed: Fixed tick amount. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR stop limited by a maximum fixed tick amount. Exit on Close Cross MA: Position is closed if the price crosses back over the chosen MA (MA1 or MA2). Breakeven Stop: A stop can be moved to the entry price once a trigger distance (fixed ticks or Adaptive Breakeven based on ATR%) is reached. Trailing Stop: Can be fixed or ATR-based, with an optional feature to auto-tighten the trailing multiplier after the breakeven condition is met. Profit Target: Can be a fixed tick amount or a dynamic target based on an ATR multiplier. 4. Time and Session Control Trading Session: Trades are only taken between defined Start/End Hours and Minutes (e.g., 9:30 to 16:00). Forced Close: All open positions are closed near the end of the session (e.g., 15:45). Trading Days: Allows specific days of the week to be enabled or disabled for trading. 5. Risk and Position Limits Daily Profit/Loss Limits: The strategy tracks daily realized and unrealized PnL in ticks and will close all positions and block new entries if the user-defined maximum profit or maximum loss is hit. Max Trades Per Day: Limits the number of executed trades in a single day. 🎨 Outputs and Alerts Plots: Plots the MA1, MA2, SMA, VWAP, and HTF MAs (if enabled) on the chart. Shapes: Plots visual markers (BUY/SELL labels) on the bar where the MA crossover occurs. Trailing Stop: Plots the dynamic trailing stop level when a position is open. Alerts: Generates JSON-formatted alerts for entry ({"action":"buy", "price":...}) and exit ({"action":"exit", "position":"long", "price":...}).
Pine Script® strategy
by mcward302
Candle Breakout StrategyShort description (one-liner) Candle Breakout Strategy — identifies a user-specified candle (UTC time), draws its high/low range, then enters on breakouts with configurable stop-loss, take-profit (via Risk:Reward) and optional alerts. Full description (ready-to-paste) Candle Breakout Strategy Version 1.0 — Strategy script (Pine v5) Overview The Candle Breakout Strategy automatically captures a single "range candle" at a user-specified UTC time, draws its high/low as a visible box and dashed level lines, and waits for a breakout. When price closes above the range high it enters a Long; when price closes below the range low it enters a Short. Stop-loss is placed at the opposite range boundary and take-profit is calculated with a user-configurable Risk:Reward multiplier. Alerts for entries can be enabled. This strategy is intended for breakout style trading where a clearly defined intraday range is established at a fixed time. It is simple, transparent and easy to adapt to multiple symbols and timeframes. How it works (step-by-step) On every bar the script checks the current UTC time. When the first bar that matches the configured Target Hour:Target Minute (UTC) appears, the script records that candle’s high and low. This defines the breakout range. A box and dashed lines are drawn on the chart to display the range and extended to the right while the range is active. The script then waits for price to close outside the box: Close > Range High → Long entry Close < Range Low → Short entry When an entry triggers: Stop-loss = opposite range boundary (range low for longs, range high for shorts). Take-profit = entry ± (risk × Risk:Reward). Risk is computed as the distance between entry price and stop-loss. After entry the range becomes inactive (waitingForBreakout = false) until the next configured target time. Inputs / Parameters Target Hour (UTC) — the hour (0–23) in UTC when the range candle is detected. Target Minute — minute (0–59) of the target candle. Risk:Reward Ratio — multiplier for computing take profit from risk (0.5–10). Example: 2 means TP = entry + 2×risk. Enable Alerts — turn on/off entry alerts (string message sent once per bar when an entry occurs). Show Last Box Only (internal behavior) — when enabled the previous box is deleted at the next range creation so only the most recent range is visible (default behavior in the script). Visuals & On-chart Info A semi-transparent blue box shows the recorded range and extends to the right while active. Dashed horizontal lines mark the range high and low. On-chart shapes: green triangle below bar for Long signals, red triangle above bar for Short signals. An information table (top-right) displays: Target Time (UTC) Active Range (Yes / No) Range High Range Low Risk:Reward Alerts If Enable Alerts is on, the script sends an alert with the following formats when an entry occurs: Long alert: 🟢 LONG SIGNAL Entry Price: Stop Loss: Take Profit: Short alert: 🔴 SHORT SIGNAL Entry Price: Stop Loss: Take Profit: Use TradingView's alert dialog to create alerts based on the script — select the script’s alert condition or use the alert() messages. Recommended usage & tips Timeframe: This strategy works on any timeframe but the definition of "candle at target time" depends on the chart timeframe. For intraday breakout styles, use 1m — 60m charts depending on the session you want to capture. Target Time: Choose a time that is meaningful for the instrument (e.g., market open, economic release, session overlap). All times are handled in UTC. Position Sizing: The script’s example uses strategy.percent_of_equity with 100% default — change default_qty_value or strategy settings to suit your risk management. Filtering: Consider combining this breakout with trend filters (EMA, ADX, etc.) to reduce false breakouts. Backtesting: Always backtest over a sufficiently large and recent sample. Pay attention to slippage and commission settings in TradingView’s strategy tester. Known behavior & limitations The script registers the breakout on close outside the recorded range. If you prefer intrabar breakout rules (e.g., high/low breach without close), you must adjust the condition accordingly. The recorded range is taken from a single candle at the exact configured UTC time. If there are missing bars or the chart timeframe doesn't align, the intended candle may differ — choose the target time and chart timeframe consistently. Only a single active position is allowed at a time (the script checks strategy.position_size == 0 before entries). Example setups EURUSD (Forex): Target Time 07:00 UTC — captures London open range. Nifty / Index: Target Time 09:15 UTC — captures local session open range. Crypto: Target Time 00:00 UTC — captures daily reset candle for breakout. Risk disclaimer This script is educational and provided as-is. Past performance is not indicative of future results. Use proper risk management, test on historical data, and consider slippage and commissions. Do not trade real capital without sufficient testing. Change log v1.0 — Initial release: range capture, box and level drawing, long/short entry by close breakout, SL at opposite boundary, TP via Risk:Reward, alerts, info table. If you want, I can also: Provide a short README version (2–3 lines) for the TradingView “Short description” field. Add a couple of suggested alert templates for the TradingView alert dialog (if you want alerts that include variable placeholders). Convert the disclaimer into multiple language versions.
Pine Script® strategy
by hashem-trader
VWAP & Band Cross Strategy v6 - AdvancedThese are a few updates made to the original script. The daily take profit and stop loss functions correctly for 1 contract but because of the pyramiding input even if not used you'll need to multiply the values by the number of contracts to keep consistent results. I have been unable to correct that function. Let me know if you test the script and have any recommendations for improvement. If trading an actual account I do recommend setting hard daily limits with your provider because there is still slippage from the original exit alerts even with the daily stop loss in place. 1. Real-Time Execution & Hard PnL Limits (The Focus) The most critical changes were implemented to ensure the daily profit and loss limits act as hard, real-time barriers instead of waiting for the candle to close. • Intrabar Tick Execution: The parameter calc_on_every_tick=true was added to the strategy() declaration. This forces the entire script to re-evaluate its logic on every single price update (tick), enabling immediate action. • Real-Time PnL Tracking: The PnL calculation was updated to track the total_daily_pnl by summing the realized profit/loss (from closed trades) and the unrealized profit/loss (strategy.openprofit) on every tick. • Immediate Closure: The script now checks the total_daily_pnl against the user-defined limits (daily_take_profit_value, daily_stop_loss_value) and immediately executes strategy.close_all() the moment the threshold is breached, preventing further trading. • Combined Risk Enforcement: The user-defined "Max Intraday Risk ($)" and the "Daily Stop Loss (Value)" are compared, and the script enforces the tighter of the two limits. 2. Visibility and External Alerting To address the unavoidable issue of slippage (which causes price overshoot in fast markets even with tick execution), dedicated alert mechanisms were added. • Dedicated Alert Condition: An alertcondition named DAILY PNL LIMIT REACHED was added. This allows you to set up a TradingView alert that triggers the instant the daily_limit_reached variable turns true, giving you the fastest possible notification. • Visual Marker: A large red triangle (\u25b2) is plotted on the chart using plotchar at the exact moment the daily limit condition is met, providing a clear visual confirmation of the trigger bar. 3. Strategy Features and Input Flexibility Several user-requested features were integrated to make the strategy more robust and customizable. • Trailing Stop / Breakeven (TSL/BE): A new exit option, Fixed Ticks + TSL, was added, allowing you to set a fixed profit target while also deploying a trailing stop or breakeven level based on points/ticks gained. • Multiple Exit Types: The exit strategy was expanded to include logic for several types: Fixed Ticks, ATR-based, Capped ATR-based, VWAP Cross, and Price/Band Crosses. • Pyramiding Control: An input Max Pyramiding Entries was introduced to control how many positions the strategy can have open at the same time. • Confirmation Logic Toggle: Added an input to choose how multiple confirmation indicators (RSI, SMMA, MACD) are combined: "AND" (all must be true) or "OR" (at least one must be true). • Indicator Confirmations: Logic for three external indicators—RSI, SMMA (EMA), and MACD—was fully integrated to act as optional filters for entry. • VWAP Reset Anchors: Logic was corrected to properly reset the VWAP calculation based on the selected period ("Daily", "Weekly", or "Session") by using Pine Script v6's required anchor series. Trading Day Filters: Inputs were added to select which specific days of the week the strategy is allowed to trade.
Pine Script® strategy
by mcward302
HEK Dynamic Price Channel StrategyHEK Dynamic Price Channel Strategy Concept The HEK Dynamic Price Channel provides a channel structure that expands and contracts according to price momentum and time-based equilibrium. Unlike fixed-band systems, it evaluates the interaction between price and its balance line through an adaptive channel width that dynamically adjusts to changing market conditions. How It Works When the price reacts to the midline, the channel bands automatically reposition themselves. Touching the upper band indicates a strengthening trend, while touching the lower band signals weakening momentum. This adaptive mechanism helps filter out false signals during sudden directional changes, enhancing overall signal quality. Advantages ✅ Maintains trend continuity while avoiding overtrading. ✅ Automatically adapts to changing volatility conditions. ✅ Detects early signals of short- and mid-term trend reversals. Applications Directional confirmation in spot and futures markets. A supporting tool in channel breakout strategies. Identifying price consolidation and equilibrium zones. Note This strategy is intended for educational and research purposes only. It should not be considered financial advice. Always consult a professional financial advisor before making investment decisions. © HEK — Adaptive Channel Approach on Dynamic Market Structures
Pine Script® strategy
by hekorucuklu
1
Trendline Breakout Strategy Strategy should place entries & exits so that it can be backtested (use strategy.entry and strategy.exit with explicit stop and limit prices). Include an option for fixed percent position sizing and an option for fixed contract size. Draw the trendline on the chart (with option to hide/show) and add labels that show: bias (Bull/Bear), trendline slope, entry price, SL, TP and the reason (e.g., "Trendline Breakout"). Provide user inputs for: EMA length (default 200), lookback for pivot detection, pivot sensitivity (left/right bars), quantity mode (percent / contracts), risk percent or fixed size, enable/disable backtest prints, and enable alerts. Avoid repainting: use confirmed pivot logic (pivot detection must use completed bars) and only take entry after breakout confirmed on close. Document any limitations (for example, trendline using two highest/highest bars inside lookback is approximate). Add clear comments, helpful variable names, and include example alertcondition lines for entry and exit signals.
Pine Script® strategy
by chandolaamit
VWAP & Band Cross Strategy v6VWAP & Band Cross Strategy v6: Script Summary This Pine Script implements a highly flexible, multi-layered trading strategy centered around the Volume Weighted Average Price (VWAP) and its associated Standard Deviation Bands. The strategy is designed to test various entry/exit models based on how the price interacts with the central VWAP line and the upper/lower volatility bands, with extensive risk management and confirmation filters. 1. Core Mechanics (VWAP & Bands) VWAP Calculation: Calculates the VWAP based on a user-defined source (default is the close price). Standard Deviation Bands: Creates upper and lower bands by calculating the standard deviation of the price (over 20 periods by default) and multiplying it by a user-defined Multiplier (default is 2.0). These bands dynamically expand and contract with volatility. Plotting: The script clearly plots the VWAP (purple), the Upper Band (green), and the Lower Band (red), with a colored fill between the bands. 2. Entry Triggers The core entry logic is based on a single, user-selected cross event between the price and the VWAP/Bands. The user can choose from six predefined entry types: Entry Type Category Entry Trigger (Long) Entry Trigger (Short) Mean Reversion Price crosses over the Lower Band. Price crosses under the Upper Band. Trend Following Price crosses over the Upper Band (Breakout). Price crosses under the Lower Band (Breakout). VWAP Cross Price crosses over the VWAP. Price crosses under the VWAP. 3. Filters and Confirmation Trades are only executed if they pass a series of optional filters, making the strategy highly customizable: Technical Confirmation (Optional): Users can enable and configure up to three additional indicators that must align with the trade direction: RSI: Price must be Oversold (for Long) or Overbought (for Short). SMMA: Price must be above the SMMA (for Long) or below (for Short). MACD: MACD line must cross the Signal line and the Histogram must be positive/negative. Time and Day Filters: Trades are restricted to a defined Entry Start/End Hour/Minute window, and only execute on user-selected Trading Days of the week. Trade Direction: Can be toggled to execute Long Only, Short Only, or Both. 4. Advanced Risk Management (Daily Limits) The strategy incorporates robust daily limits that reset at a configured Daily Reset Hour/Minute: Daily Profit/Loss Limits: If the running total of Realized PnL (closed trades) + Unrealized PnL (open position) exceeds a user-defined Daily Take Profit (in Ticks) or falls below the Daily Stop Loss (in Ticks), the strategy locks out new trades and immediately closes any open position. Max Daily Trades: Prevents the strategy from entering more than a specified number of trades per day. 5. Exit Logic The strategy exit is also highly configurable via the Exit Type setting: Fixed Ticks / ATR / Capped ATR: If one of these is selected, the script calculates a static Stop Loss and Take Profit level upon entry, using either fixed tick values or dynamic values based on the Average True Range (ATR), which are then executed using Pine Script's strategy.exit function. Cross Exits (VWAP/Bands): If selected, the position is closed when the price crosses the VWAP or a specific band in the opposite direction. End-of-Day Close: An unconditional exit that closes all open positions at a user-defined Close All Hour/Minute, regardless of profit/loss or limit status, preventing positions from being held overnight.
Pine Script® strategy
by mcward302
Zero Lag Trend Signals (MTF) [Quant Trading] V7Overview The Zero Lag Trend Signals (MTF) V7 is a comprehensive trend-following strategy that combines Zero Lag Exponential Moving Average (ZLEMA) with volatility-based bands to identify high-probability trade entries and exits. This strategy is designed to reduce lag inherent in traditional moving averages while incorporating dynamic risk management through ATR-based stops and multiple exit mechanisms. This is a longer term horizon strategy that takes limited trades. It is not a high frequency trading and therefore will also have limited data and not > 100 trades. How It Works Core Signal Generation: The strategy uses a Zero Lag EMA (ZLEMA) calculated by applying an EMA to price data that has been adjusted for lag: Calculate lag period: floor((length - 1) / 2) Apply lag correction: src + (src - src ) Calculate ZLEMA: EMA of lag-corrected price Volatility bands are created using the highest ATR over a lookback period multiplied by a band multiplier. These bands are added to and subtracted from the ZLEMA line to create upper and lower boundaries. Trend Detection: The strategy maintains a trend variable that switches between bullish (1) and bearish (-1): Long Signal: Triggers when price crosses above ZLEMA + volatility band Short Signal: Triggers when price crosses below ZLEMA - volatility band Optional ZLEMA Trend Confirmation: When enabled, this filter requires ZLEMA to show directional momentum before entry: Bullish Confirmation: ZLEMA must increase for 4 consecutive bars Bearish Confirmation: ZLEMA must decrease for 4 consecutive bars This additional filter helps avoid false signals in choppy or ranging markets. Risk Management Features: The strategy includes multiple stop-loss and take-profit mechanisms: Volatility-Based Stops: Default stop-loss is placed at ZLEMA ± volatility band ATR-Based Stops: Dynamic stop-loss calculated as entry price ± (ATR × multiplier) ATR Trailing Stop: Ratcheting stop-loss that follows price but never moves against position Risk-Reward Profit Target: Take-profit level set as a multiple of stop distance Break-Even Stop: Moves stop to entry price after reaching specified R:R ratio Trend-Based Exit: Closes position when price crosses EMA in opposite direction Performance Tracking: The strategy includes optional features for monitoring and analyzing trades: Floating Statistics Table: Displays key metrics including win rate, GOA (Gain on Account), net P&L, and max drawdown Trade Log Labels: Shows entry/exit prices, P&L, bars held, and exit reason for each closed trade CSV Export Fields: Outputs trade data for external analysis Default Strategy Settings Commission & Slippage: Commission: 0.1% per trade Slippage: 3 ticks Initial Capital: $1,000 Position Size: 100% of equity per trade Main Calculation Parameters: Length: 70 (range: 70-7000) - Controls ZLEMA calculation period Band Multiplier: 1.2 - Adjusts width of volatility bands Entry Conditions (All Disabled by Default): Use ZLEMA Trend Confirmation: OFF - Requires ZLEMA directional momentum Re-Enter on Long Trend: OFF - Allows multiple entries during sustained trends Short Trades: Allow Short Trades: OFF - Strategy is long-only by default Performance Settings (All Disabled by Default): Use Profit Target: OFF Profit Target Risk-Reward Ratio: 2.0 (when enabled) Dynamic TP/SL (All Disabled by Default): Use ATR-Based Stop-Loss & Take-Profit: OFF ATR Length: 14 Stop-Loss ATR Multiplier: 1.5 Profit Target ATR Multiplier: 2.5 Use ATR Trailing Stop: OFF Trailing Stop ATR Multiplier: 1.5 Use Break-Even Stop-Loss: OFF Move SL to Break-Even After RR: 1.5 Use Trend-Based Take Profit: OFF EMA Exit Length: 9 Trade Data Display (All Disabled by Default): Show Floating Stats Table: OFF Show Trade Log Labels: OFF Enable CSV Export: OFF Trade Label Vertical Offset: 0.5 Backtesting Date Range: Start Date: January 1, 2018 End Date: December 31, 2069 Important Usage Notes Default Configuration: The strategy operates in its most basic form with default settings - using only ZLEMA crossovers with volatility bands and volatility-based stop-losses. All advanced features must be manually enabled. Stop-Loss Priority: If multiple stop-loss methods are enabled simultaneously, the strategy will use whichever condition is hit first. ATR-based stops override volatility-based stops when enabled. Long-Only by Default: Short trading is disabled by default. Enable "Allow Short Trades" to trade both directions. Performance Monitoring: Enable the floating stats table and trade log labels to visualize strategy performance during backtesting. Exit Mechanisms: The strategy can exit trades through multiple methods: stop-loss hit, take-profit reached, trend reversal, or trailing stop activation. The trade log identifies which exit method was used. Re-Entry Logic: When "Re-Enter on Long Trend" is enabled with ZLEMA trend confirmation, the strategy can take multiple long positions during extended uptrends as long as all entry conditions remain valid. Capital Efficiency: Default setting uses 100% of equity per trade. Adjust "default_qty_value" to manage position sizing based on risk tolerance. Realistic Backtesting: Strategy includes commission (0.1%) and slippage (3 ticks) to provide realistic performance expectations. These values should be adjusted based on your broker and market conditions. Recommended Use Cases Trending Markets: Best suited for markets with clear directional moves where trend-following strategies excel Medium to Long-Term Trading: The default length of 70 makes this strategy more appropriate for swing trading rather than scalping Risk-Conscious Traders: Multiple stop-loss options allow traders to customize risk management to their comfort level Backtesting & Optimization: Comprehensive performance tracking features make this strategy ideal for testing different parameter combinations Limitations & Considerations Like all trend-following strategies, performance may suffer in choppy or ranging markets Default 100% position sizing means full capital exposure per trade - consider reducing for conservative risk management Higher length values (70+) reduce signal frequency but may improve signal quality Multiple simultaneous risk management features may create conflicting exit signals Past performance shown in backtests does not guarantee future results Customization Tips For more aggressive trading: Reduce length parameter (minimum 70) Decrease band multiplier for tighter bands Enable short trades Use lower profit target R:R ratios For more conservative trading: Increase length parameter Enable ZLEMA trend confirmation Use wider ATR stop-loss multipliers Enable break-even stop-loss Reduce position size from 100% default For optimal choppy market performance: Enable ZLEMA trend confirmation Increase band multiplier Use tighter profit targets Avoid re-entry on trend continuation Visual Elements The strategy plots several elements on the chart: ZLEMA line (color-coded by trend direction) Upper and lower volatility bands Long entry markers (green triangles) Short entry markers (red triangles, when enabled) Stop-loss levels (when positions are open) Take-profit levels (when enabled and positions are open) Trailing stop lines (when enabled and positions are open) Optional ZLEMA trend markers (triangles at highs/lows) Optional trade log labels showing complete trade information Exit Reason Codes (for CSV Export) When CSV export is enabled, exit reasons are coded as: 0 = Manual/Other 1 = Trailing Stop-Loss 2 = Profit Target 3 = ATR Stop-Loss 4 = Trend Change Conclusion Zero Lag Trend Signals V7 provides a robust framework for trend-following with extensive customization options. The strategy balances simplicity in its core logic with sophisticated risk management features, making it suitable for both beginner and advanced traders. By reducing moving average lag while incorporating volatility-based signals, it aims to capture trends earlier while managing risk through multiple configurable exit mechanisms. The modular design allows traders to start with basic trend-following and progressively add complexity through ZLEMA confirmation, multiple stop-loss methods, and advanced exit strategies. Comprehensive performance tracking and export capabilities make this strategy an excellent tool for systematic testing and optimization. Note: This strategy is provided for educational and backtesting purposes. All trading involves risk. Past performance does not guarantee future results. Always test thoroughly with paper trading before risking real capital, and adjust position sizing and risk parameters according to your risk tolerance and account size. ================================================================================ TAGS: ================================================================================ trend following, ZLEMA, zero lag, volatility bands, ATR stops, risk management, swing trading, momentum, trend confirmation, backtesting ================================================================================ CATEGORY: ================================================================================ Strategies ================================================================================ CHART SETUP RECOMMENDATIONS: ================================================================================ For optimal visualization when publishing: Use a clean chart with no other indicators overlaid Select a timeframe that shows multiple trade signals (4H or Daily recommended) Choose a trending asset (crypto, forex major pairs, or trending stocks work well) Show at least 6-12 months of data to demonstrate strategy across different market conditions Enable the floating stats table to display key performance metrics Ensure all indicator lines (ZLEMA, bands, stops) are clearly visible Use the default chart type (candlesticks) - avoid Heikin Ashi, Renko, etc. Make sure symbol information and timeframe are clearly visible ================================================================================ COMPLIANCE NOTES: ================================================================================ ✅ Open-source publication with complete code visibility ✅ English-only title and description ✅ Detailed explanation of methodology and calculations ✅ Realistic commission (0.1%) and slippage (3 ticks) included ✅ All default parameters clearly documented ✅ Performance limitations and risks disclosed ✅ No unrealistic claims about performance ✅ No guaranteed results promised ✅ Appropriate for public library (original trend-following implementation with ZLEMA) ✅ Educational disclaimers included ✅ All features explained in detail ================================================================================
Pine Script® strategy
by Quant_Trading_Pro
1
RSI + BB strategyBollinger Bands 20/2.5 + RSI 20-day 25/75 Long = Enter a long position when the price breaks below the Bollinger Band, the candlestick closes, and the RSI is below 25. Short = Enter a short position when the price breaks above the Bollinger Band, the candlestick closes, and the RSI is above 75. Take profit = Default setting: Take profit when profit is +4%. For safety, sell half of the position when profit is +2% to break even. Lower average: -5% loss. If the RSI is 20/80, use the lower average. Sell the remaining amount when the price returns to its original price. Based on 5-minute and 15-minute charts Otherwise, signals will be difficult to obtain. For charts longer than 1 hour, adjust RSI and BB appropriately.
Pine Script® strategy
by volders50
[Aegis]Original Turtle System for CryptoAs Richard Dennis once said, "Even if I published all the Turtle rules in the newspaper right now, no one would be able to 'execute' them," and 40 years later, even in modern financial markets (like the crypto market) where all the conditions have been disclosed, this strategy continues to deliver amazing performance. The following outlines the original Turtle rules as disclosed by Curtis Faith in his book *Way of the Turtle*, and a TradingView algorithm that translates these rules for application in the crypto market. --- ### **The Original Turtle Trading Rules** #### **1. Markets** * Trade in liquid futures markets. #### **2. Position Sizing** The volatility measure, **N**, is used as the basis for all calculations. **True Range (TR) Calculation:** Select the largest of the following three values: * Current High - Current Low * $|\text{Current High} - \text{Previous Close}|$ (Absolute Value) * $|\text{Current Low} - \text{Previous Close}|$ (Absolute Value) **N (Average True Range, ATR) Calculation:** $$N = \frac{(19 \times \text{PDN} + \text{TR})}{20}$$ * **PDN:** Previous Day's N value * **TR:** Current True Range This is similar to a 20-day Exponential Moving Average, and is sometimes calculated using a Simple Moving Average. **Unit Size Calculation:** $$\text{Unit Size (Number of Contracts)} = \frac{1\% \text{ of Account Equity}}{(\text{N} \times \text{Dollars per Point})}$$ * **Dollars per Point (Tick Value):** The value of a 1-point change in price. #### **3. Entries** * **Entry:** Buy when the 55-day high is broken to the upside, and sell when the 55-day low is broken to the downside. #### **5. Stops** * The stop-loss for every unit is set at a price **2N** unfavorable from the entry price. * For each additional unit added, the stop price for the **entire position** is adjusted favorably by **1/2 N**. * In other words, the stop price of the last unit entered becomes the stop price for the entire position. #### **6. Exits** The exit rule for profitable positions (before a stop is hit) is as follows: * **Long Positions:** Exit when the 20-day low is broken to the downside. * **Short Positions:** Exit when the 20-day high is broken to the upside. *Note: This exit rule is followed only if the price has moved up by a value greater than or equal to the N value multiplied by the criterion for changing the take-profit line (the original Korean text mentions a condition based on N, which is commonly interpreted as requiring a profit before applying the channel exit).* 리처드 데니스가 앞서 "내가 지금 당장 터틀의 모든 규칙을 신문에 공표한다고 해도 아무도 '실행'하지 못할 것"라고 말했듯 40년이 흘러 모든 조건이 공개된 현대 금융시장(크립토 시장)에서도 여전히 이 전략은 놀라운 퍼포먼스를 기록하고 있습니다. 아래는 커티스 페이스가 자신의 저서 '터틀의 방식'에 공개한 오리지널 터틀 규칙과 이를 알고리즘으로 변환하여 크립토마켓에 적용한 트레이딩뷰 알고리즘 입니다. ##### 1. 시장 (Markets) • 유동성이 풍부한 선물 시장에서 거래한다. ##### 2. 포지션 크기 (Position Sizing) 변동성 측정 단위인 N을 모든 계산의 기초로 사용한다. **True Range (TR) 계산:** 다음 세 가지 값 중 가장 큰 값을 선택한다. - • 현재 고가 - 현재 저가 - • |현재 고가 - 전일 종가| (절대값) - • |현재 저가 - 전일 종가| (절대값) **N (Average True Range, ATR) 계산:** N = (19 × PDN + TR) / 20 - • PDN: 이전 날의 N 값 - • TR: 현재 True Range 이는 20일 지수이동평균과 유사하며, 단순이동평균으로 계산하기도 한다. **1 유닛(Unit)의 크기 계산:** 유닛 크기 (계약 수) = 계좌 자산의 1% / (N × 틱 가치) • 틱 가치(Dollars per Point): 1포인트 변동 시의 가치 ##### 3. 진입 (Entries) - • 진입: 55일 고가를 상향 돌파하면 매수, 55일 저가를 하향 돌파하면 매도한다. ##### 5. 손절 (Stops) - • 모든 유닛에 대한 손절 기준은 진입 가격으로부터 2N 만큼 불리한 가격에 설정한다. - • 유닛이 추가될 때마다 전체 포지션의 손절 가격을 1/2 N 만큼 유리한 방향으로 상향 조정한다. - • 즉, 마지막으로 진입한 유닛의 손절 가격이 전체 포지션의 손절 가격이 된다. ##### 6. 청산 (Exits) 손절에 도달하기 전 수익 중인 포지션의 청산 규칙은 다음과 같다. - • 매수 포지션: 20일 저가를 하향 돌파할 때 청산한다. - • 매도 포지션: 20일 고가를 상향 돌파할 때 청산한다. 단, N값에 익절선 변경 기준을 곱한 값 이상으로 가격이 상승할 경우, 위 규칙을 따른다.
Pine Script® strategy
by sleepsystrade
Bollinger Bands Breakout StrategyHey guys check out this strategy script. Chart plotting: I use a classic plot of Bollinger Bands to define a consolidation zone, I also use a separate Trend Filter (SMA). Logic: When the price is above the SMA and above the Bollinger Upper Band the strategy goes Long. When the price is below the SMA and below the Bollinger Lower Band the strategy goes Short. Simple. Exits: TP and SL are a percentage of the price. Notes: This simple strategy can be used at any timeframe (I prefer the 15min for day trading). It avoids consolidation, when the price is inside the Bollinger Bands, and has a good success rate. Adjust the Length of the BB to suit your style of trading (Lower numbers=more volatile, Higher numbers=more restrictive). Also you can adjust the Trend Filter SMA, I presonally chose the 50 SMA. Finally the SL/TP can be also adjusted from the input menu. Test it for yourself! Have great trades!
Pine Script® strategy
by kostastrovas
TriAnchor Elastic Reversion US Market SPY and QQQ adaptedSummary in one paragraph Mean-reversion strategy for liquid ETFs, index futures, large-cap equities, and major crypto on intraday to daily timeframes. It waits for three anchored VWAP stretches to become statistically extreme, aligns with bar-shape and breadth, and fades the move. Originality comes from fusing daily, weekly, and monthly AVWAP distances into a single ATR-normalized energy percentile, then gating with a robust Z-score and a session-safe gap filter. Scope and intent • Markets: SPY QQQ IWM NDX large caps liquid futures liquid crypto • Timeframes: 5 min to 1 day • Default demo: SPY on 60 min • Purpose: fade stretched moves only when multi-anchor context and breadth agree • Limits: strategy uses standard candles for signals and orders only Originality and usefulness • Unique fusion: tri-anchor AVWAP energy percentile plus robust Z of close plus shape-in-range gate plus breadth Z of SPY QQQ IWM • Failure mode addressed: chasing extended moves and fading during index-wide thrusts • Testability: each component is an input and visible in orders list via L and S tags • Portable yardstick: distances are ATR-normalized so thresholds transfer across symbols • Open source: method and implementation are disclosed for community review Method overview in plain language Base measures • Range basis: ATR(length = atr_len) as the normalization unit • Return basis: not used directly; we use rank statistics for stability Components • Tri-Anchor Energy: squared distances of price from daily, weekly, monthly AVWAPs, each divided by ATR, then summed and ranked to a percentile over base_len • Robust Z of Close: median and MAD based Z to avoid outliers • Shape Gate: position of close inside bar range to require capitulation for longs and exhaustion for shorts • Breadth Gate: average robust Z of SPY QQQ IWM to avoid fading when the tape is one-sided • Gap Shock: skip signals after large session gaps Fusion rule • All required gates must be true: Energy ≥ energy_trig_prc, |Robust Z| ≥ z_trig, Shape satisfied, Breadth confirmed, Gap filter clear Signal rule • Long: energy extreme, Z negative beyond threshold, close near bar low, breadth Z ≤ −breadth_z_ok • Short: energy extreme, Z positive beyond threshold, close near bar high, breadth Z ≥ +breadth_z_ok What you will see on the chart • Standard strategy arrows for entries and exits • Optional short-side brackets: ATR stop and ATR take profit if enabled Inputs with guidance Setup • Base length: window for percentile ranks and medians. Typical 40 to 80. Longer smooths, shorter reacts. • ATR length: normalization unit. Typical 10 to 20. Higher reduces noise. • VWAP band stdev: volatility bands for anchors. Typical 2.0 to 4.0. • Robust Z window: 40 to 100. Larger for stability. • Robust Z entry magnitude: 1.2 to 2.2. Higher means stronger extremes only. • Energy percentile trigger: 90 to 99.5. Higher limits signals to rare stretches. • Bar close in range gate long: 0.05 to 0.25. Larger requires deeper capitulation for longs. Regime and Breadth • Use breadth gate: on when trading indices or broad ETFs. • Breadth Z confirm magnitude: 0.8 to 1.8. Higher avoids fighting thrusts. • Gap shock percent: 1.0 to 5.0. Larger allows more gaps to trade. Risk — Short only • Enable short SL TP: on to bracket shorts. • Short ATR stop mult: 1.0 to 3.0. • Short ATR take profit mult: 1.0 to 6.0. Properties visible in this publication • Initial capital: 25000USD • Default order size: Percent of total equity 3% • Pyramiding: 0 • Commission: 0.03 percent • Slippage: 5 ticks • Process orders on close: OFF • Bar magnifier: OFF • Recalculate after order is filled: OFF • Calc on every tick: OFF • request.security lookahead off where used Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Fills and slippage vary by venue • Shapes can move during bar formation and settle on close • Standard candles only for strategies Honest limitations and failure modes • Economic releases or very thin liquidity can overwhelm mean-reversion logic • Heavy gap regimes may require larger gap filter or TR-based tuning • Very quiet regimes reduce signal contrast; extend windows or raise thresholds Open source reuse and credits • None Strategy notice Orders are simulated by TradingView on standard candles. request.security uses lookahead off where applicable. Non-standard charts are not supported for execution. Entries and exits • Entry logic: as in Signal rule above • Exit logic: short side optional ATR stop and ATR take profit via brackets; long side closes on opposite setup • Risk model: ATR-based brackets on shorts when enabled • Tie handling: stop first when both could be touched inside one bar Dataset and sample size • Test across your visible history. For robust inference prefer 100 plus trades.
Pine Script® strategy
by exlux
2