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US Market Long Horizon Momentum Summary in one paragraph US Market Long Horizon Momentum is a trend following strategy for US index ETFs and futures built around a single eighteen month time series momentum measure. It helps you stay long during persistent bull regimes and step aside or flip short when long term momentum turns negative. Scope and intent • Markets. Large cap US equity indices, liquid US index ETFs, index futures • Timeframes. 4h/ Daily charts • Default demo used in the publication. SPY on 4h timeframe chart • Purpose. Provide a minimal long bias index timing model that can reduce deep drawdowns and capture major cycles without parameter mining • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. One unscaled multiple month log return of an external benchmark symbol drives all entries and exits, with optional volatility targeting as a single risk control switch. • Failure mode addressed. Fully passive buy and hold ignores the sign of long horizon momentum and can sit through multi year drawdowns. This script offers a way to step down risk in prolonged negative momentum without chasing short term noise. • Testability. All parameters are visible in Inputs and the momentum series is plotted so users can verify every regime change in the Tester and on price history. • Portable yardstick. The log return over a fixed window is a unit that can be applied to any liquid symbol with daily data. Method overview in plain language The method looks at how far the benchmark symbol has moved in log return terms over an eighteen month window in our example. If that long horizon return is positive the strategy allows a long stance on the traded symbol. If it is negative and shorts are enabled the strategy can flip short, otherwise it goes flat. There is an optional realised volatility estimate on the traded symbol that can scale position size toward a target annual volatility, but in the default configuration the model uses unit leverage and only the sign of momentum matters. Base measures Return basis. The core yardstick is the natural log of close divided by the close eighteen months ago on the benchmark symbol. Daily log returns of the traded symbol feed the realised volatility estimate when volatility targeting is enabled. Components • Component one Momentum eighteen months. Log of benchmark close divided by its close mom_lookback bars ago. Its sign defines the trend regime. No extra smoothing is applied beyond the long window itself. • Component two Realised volatility optional. Standard deviation of daily log returns on the traded symbol over sixty three days. Annualised by the square root of 252. Used only when volatility targeting is enabled. • Optional component Volatility targeting. Converts target annual volatility and realised volatility into a leverage factor clipped by a maximum leverage setting. Fusion rule The model uses a simple gate. First compute the sign of eighteen month log momentum on the benchmark symbol. Optionally compute leverage from volatility. The sign decides whether the strategy wants to be long, short, or flat. Leverage only rescales position size when enabled and does not change direction. Signal rule • Long suggestion. When eighteen month log momentum on the benchmark symbol is greater than zero, the strategy wants to be long. • Short suggestion. When that log momentum is less than zero and shorts are allowed, the strategy wants to be short. If shorts are disabled it stays flat instead. • Wait state. When the log momentum is exactly zero or history is not long enough the strategy stays flat. • In position. In practice the strategy sits IN LONG while the sign stays positive and flips to IN SHORT or flat only when the sign changes. Inputs with guidance Setup • Momentum Lookback (months). Controls the horizon of the log return on the benchmark symbol. Typical range 6 to 24 months. Raising it makes the model slower and more selective. Lowering it makes it more reactive and sensitive to medium term noise. • Symbol. External symbol used for the momentum calculation, SPY by default. Changing it lets you time other indices or run signals from a benchmark while trading a correlated instrument. Logic • Allow Shorts. When true the strategy will open short positions during negative momentum regimes. When false it will stay flat whenever momentum is negative. Practical setting is tied to whether you use a margin account or an ETF that supports shorting. Internal risk parameters (not exposed as inputs in this version) are: • Target Vol (annual). Target annual volatility for volatility targeting, default 0.2. • Vol Lookback (days). Window for realised volatility, default 63 trading days. • Max Leverage. Cap on leverage when volatility targeting is enabled, default 2. Usage recipes Swing continuation • Signal timeframe. Use the daily chart. • Benchmark symbol. Leave at SPY for US equity index exposure. • Momentum lookback. Eighteen months as a default, with twelve months as an alternative preset for a faster swing bias. Properties visible in this publication • Initial capital. 100000 • Base currency. USD • Default order size method. 5% of the total capital in this example • Pyramiding. 0 • Commission. 0.03 percent • Slippage. 3 ticks • Process orders on close. On • Bar magnifier. Off • Recalculate after order is filled. Off • Calc on every tick. Off • All request.security calls use lookahead = barmerge.lookahead_off Realism and responsible publication The strategy is for education and research only. It does not claim any guaranteed edge or future performance. All results in Strategy Tester are hypothetical and depend on the data vendor, costs, and slippage assumptions. Intrabar motion is not modeled inside daily bars so extreme moves and gaps can lead to fills that differ from live trading. The logic is built for standard candles and should not be used on synthetic chart types for execution decisions. Performance is sensitive to regime structure in the US equity market, which may change over time. The strategy does not protect against single day crash risk inside bars and does not model gap risk explicitly. Past behavior of SPY and the momentum effect does not guarantee future persistence. Honest limitations and failure modes • Long sideways regimes with small net change over eighteen months can lead to whipsaw around the zero line. • Very sharp V shaped reversals after deep declines will often be missed because the model waits for momentum to turn positive again. • The sample size in a full SPY history is small because regime changes are infrequent, so any test must be interpreted as indicative rather than statistically precise. • The model is highly dependent on the chosen lookback. Users should test nearby values and validate that behavior is qualitatively stable. Legal Education and research only. Not investment advice. You are responsible for your own decisions. Always test on historical data and in simulation with realistic costs before any live use.
Pine Script® strategy
by exlux
Momentum Reversal / Dip Buyer [Score Based]Strategy Overview Momentum Reversal / Dip Buyer is a quantitative reversal engine designed to fade stretched moves and buy dips / sell rallies when multiple momentum and context factors line up. It’s built for liquid instruments especially for ticker CME_MINI:ES1! and works best on intraday timeframes like the 5-minute or 1-minute chart. Core Logic This strategy builds a composite Momentum Score by combining: Price Location: Relative to 100 SMA, 1000 EMA, and VWAP (trend / regime filter). RSI: Overbought/oversold and mid-zone strength. VWMO (Volume-Weighted Momentum): Direction and strength of volume-weighted price drift. ADX: Trend strength filter (high vs low trend environment). Full Stoch (%K): Short-term exhaustion and mean-reversion context. CCI: Overbought/oversold turns (key trigger). MFI: Volume-confirmed buying/selling pressure. ATR Regime: High vs low volatility environment. Cumulative Delta: Whether net aggressor flow is rising or falling. From this, a single Momentum Score is computed each bar: Longs: Taken when the score is depressed (scoreLow) and CCI crosses up from oversold. Shorts: Taken when the score is elevated (scoreHigh) and CCI crosses down from overbought. Risk Management & Trade Logic Max Daily Trades: Hard cap on entries per day. Hard Stop: Fixed % stop based on entry price. Profit Target: Target ATR Multiplier × main ATR from entry. Breakeven Logic: Optional; moves stop to breakeven (plus optional offset) after price moves a configurable multiple of the main ATR in your favor. Trailing Stop (Separate ATR): Optional; uses its own ATR length and ATR-based trigger and distance. This lets you run slower ATR for targets while using a tighter, more reactive ATR for the trail. Session Control Trading Window: Optional session filter (e.g., 09:30–16:00). Entries are only allowed inside the defined window. Force Flat at Session End: Option to automatically close all open positions when the session ends. Visuals The script plots entry arrows and a compact dashboard displaying: current Momentum Score, daily trade usage, and CCI status. Disclaimer: This script is for educational and research purposes only and is not financial advice. Past performance does not guarantee future results. Always forward-test and adjust parameters to your own risk tolerance and market. Shoutout and all credit goes to AuclairsCapital for building the base foundation of this strategy on ThinkScript
Pine Script® strategy
by TheTRADRS
Inyerneck Quiet Bottom Hunter v36 — Last Sorta-Working VersionQuiet Bottom Hunter v36 — Accurate Description (the sorta-working version that fires signals) Overview A mean-reversion bottom-hunting strategy for small-cap stocks (<$2B market cap). Designed to catch slow-bleed stocks that quietly bottom out and rebound 20–60%+. Good for beginners because signals are infrequent and the setup is easy to understand. Timeframe Daily (D) — best results on 1-day charts. Works on weekly too, but signals are rarer. Triggers / Conditions (all must be true at bar close) Drop from high ≥ 25% from the highest high in the last 100 bars (previous bars only — no repainting) Volume ≤ 80% of the 50-day average (quiet accumulation, no panic selling left) RSI(14) ≤ 38 (oversold territory) Green/flat streak ≥ 2 consecutive days where close ≥ open (shows sellers are exhausted) When all four line up → tiny green “QB” triangle below the bar Firing Frequency 1–4 signals per month on an average small-cap stock (depends on market conditions). Some months zero, some months a handful. Not spammy, but not ultra-rare either. Usage Parameters Position size: 10% of equity per trade (default — change to 5–20% depending on risk tolerance) Profit target: 40% Stop loss: 12% Hold time: usually 2–8 weeks Best on low-float, high-volatility small caps (TLRY, SNDL, MVIS, SOUN, INHD, etc.) Expected Performance (backtested on 2025 small caps) Win rate: ~80–85% Average rebound on winners: +30–40% Some losers when the bottom isn't "quiet" enough How to use Add to daily charts of your small-cap watchlist When “QB” arrow appears, buy at next open or market Set 40% target / 12% stop or trail it Wait for the rebound — no day-trading needed
Pine Script® strategy
by oogabooger
The Flody SniperA trend-following sniper strategy that uses two EMAs (21/55) and RSI to confirm momentum. It enters long when price crosses above the fast EMA during an uptrend and RSI shows strength. It enters short when price crosses below the fast EMA during a downtrend and RSI shows weakness. Pyramiding is enabled so the strategy can add more positions as the trend continues. Positions close when momentum weakens or price breaks back through the fast EMA.
Pine Script® strategy
by OneGoogle
Bollinger Bands Mean Reversion using RSI [Krishna Peri]How it Works Long entries trigger when: - RSI reaches oversold levels, and - At least one bullish candle closes inside the lower Bollinger Band Short entries trigger when: - RSI reaches overbought levels, and - At least one bearish candle closes inside the upper Bollinger Band This approach aims to capture exhaustion moves where price pushes into extreme deviation from its mean and then snaps back toward the middle band. Important Disclaimer This is a mean-reversion strategy, which means it performs best in sideways, ranging, or slowly oscillating market conditions. When markets shift into strong trends, Bollinger Bands expand and volatility increases, which may cause some signals to become inaccurate or fail altogether. For best results, combine this script with: - Price action - Market structure - Higher-timeframe trend context - Previous day/week/month highs & lows - Untested liquidity levels or imbalance zones - Session timing (Asia, London, NY) Using these confluences helps filter out low-probability trades and significantly improves consistency and precision.
Pine Script® strategy
by krishnaperi95
7
Options Scalper v2 - SPY/QQQHere's a comprehensive description of the Options Scalper v2 strategy: --- ## Options Scalper v2 - SPY/QQQ ### Overview A multi-indicator confluence-based scalping strategy designed for trading SPY and QQQ options on short timeframes (1-5 minute charts). The strategy uses a scoring system to generate high-probability CALL and PUT signals by requiring alignment across multiple technical indicators before triggering entries. --- ### Core Logic The strategy operates on a **scoring system (0-9 points)** where both bullish (CALL) and bearish (PUT) conditions are evaluated independently. A signal only fires when: 1. A recent EMA crossover occurred (within the last 3 bars) 2. The direction's score meets the minimum threshold (default: 4 points) 3. The signal's score is higher than the opposite direction 4. Enough bars have passed since the last signal (cooldown period) 5. Price action occurs during valid trading sessions --- ### Indicators Used | Indicator | Purpose | CALL Condition | PUT Condition | |-----------|---------|----------------|---------------| | **9/21 EMA Cross** | Primary trigger | Fast EMA crosses above slow | Fast EMA crosses below slow | | **200 EMA** | Trend filter | Price above 200 EMA | Price below 200 EMA | | **RSI (14)** | Momentum filter | RSI between 45-65 | RSI between 35-55 | | **VWAP** | Institutional level | Price above VWAP | Price below VWAP | | **MACD (12,26,9)** | Momentum confirmation | MACD line > Signal line | MACD line < Signal line | | **Stochastic (14,3)** | Overbought/Oversold | Oversold or K > D | Overbought or K < D | | **Volume** | Participation confirmation | Spike on green candle | Spike on red candle | | **Price Structure** | Breakout detection | Higher high formed | Lower low formed | --- ### Scoring Breakdown **CALL Score (Max 9 points):** - Recent EMA cross up: +2 pts - EMA alignment (fast > slow): +1 pt - RSI in bullish range: +1 pt - Above VWAP: +1 pt - MACD bullish: +1 pt - Volume spike on green candle: +1 pt - Stochastic setup: +1 pt - Above 200 EMA: +1 pt - Breaking higher high: +1 pt **PUT Score (Max 9 points):** - Recent EMA cross down: +2 pts - EMA alignment (fast < slow): +1 pt - RSI in bearish range: +1 pt - Below VWAP: +1 pt - MACD bearish: +1 pt - Volume spike on red candle: +1 pt - Stochastic setup: +1 pt - Below 200 EMA: +1 pt - Breaking lower low: +1 pt --- ### Risk Management The strategy uses **ATR-based dynamic stops and targets**: | Parameter | Default | Description | |-----------|---------|-------------| | Stop Loss | 1.5x ATR | Distance below entry for longs, above for shorts | | Take Profit | 2.0x ATR | Creates a 1:1.33 risk-reward ratio | Positions are also closed on: - Opposite direction signal (flip trade) - Take profit or stop loss hit --- ### Session Filtering Trades are restricted to high-liquidity periods by default: - **Morning Session:** 9:30 AM - 11:00 AM EST - **Afternoon Session:** 2:30 PM - 3:55 PM EST This avoids choppy midday price action and captures the highest volume periods. --- ### Input Parameters | Parameter | Default | Description | |-----------|---------|-------------| | Fast EMA | 9 | Fast moving average period | | Slow EMA | 21 | Slow moving average period | | Trend EMA | 200 | Long-term trend filter | | RSI Length | 14 | RSI calculation period | | RSI Overbought | 65 | Upper RSI threshold | | RSI Oversold | 35 | Lower RSI threshold | | Volume Multiplier | 1.2x | Volume spike detection threshold | | Min Signal Strength | 4 | Minimum score required to trigger | | Crossover Lookback | 3 | Bars to consider crossover "recent" | | Min Bars Between Signals | 5 | Cooldown period between signals | --- ### Visual Elements **Chart Plots:** - Green line: 9 EMA (fast) - Red line: 21 EMA (slow) - Gray line: 200 EMA (trend) - Purple dots: VWAP **Signal Markers:** - Green triangle up + "CALL" label: Buy call signal - Red triangle down + "PUT" label: Buy put signal - Small circles: EMA crossover reference points **Info Table (Top Right):** - Real-time CALL and PUT scores - RSI, MACD, Stochastic values - VWAP and 200 EMA position - Recent crossover status - Current signal state --- ### Alerts | Alert Name | Trigger | |------------|---------| | CALL Entry | Standard call signal fires | | PUT Entry | Standard put signal fires | | Strong CALL | Call signal with score ≥ 6 | | Strong PUT | Put signal with score ≥ 6 | --- ### Recommended Usage | Setting | 0DTE Scalping | Intraday Swings | |---------|---------------|-----------------| | Timeframe | 1-2 min | 5 min | | Min Signal Strength | 5-6 | 4 | | ATR Stop Mult | 1.0 | 1.5 | | ATR TP Mult | 1.5 | 2.0 | | Option Delta | 0.40-0.50 | 0.30-0.40 | --- ### Key Improvements Over v1 1. **Requires actual crossover** - Eliminates false signals from simple trend continuation 2. **Balanced scoring** - Both directions evaluated equally, highest score wins 3. **Signal cooldown** - Prevents overtrading with minimum bar spacing 4. **Multi-indicator confluence** - 8 factors must align for signal generation 5. **Volume-candle alignment** - Volume spikes only count when matching candle direction --- ### Disclaimer This strategy is for educational purposes. Backtest thoroughly before live trading. Options trading involves significant risk of loss. Past performance does not guarantee future results.
Pine Script® strategy
by hakan_gul_79
Hyper Insight MA Strategy [Universal]Hyper Insight MA Strategy ** is a comprehensive trend-following engine designed for traders who require precision and flexibility. Unlike standard indicators that lock you into a single calculation method, this strategy serves as a "Universal Adapter," allowing you to **Mix & Match 13 different Moving Average types** for both the Fast and Slow trend lines independently. Whether you need the smoothness of T3, the responsiveness of HMA, or the classic reliability of SMA, this script enables you to backtest thousands of combinations to find the perfect edge for your specific asset class. --- 🔬 Deep Dive: Calculation Logic of Included MAs This strategy includes 13 distinct calculation methods. Understanding the math behind them will help you choose the right tool for your specific market conditions. #### 1. Standard Averages * **SMA (Simple Moving Average):** The unweighted mean of the previous $n$ data points. * *Logic:* Treats every price point in the period with equal importance. Good for identifying long-term macro trends but reacts slowly to recent volatility. * **WMA (Weighted Moving Average):** A linear weighted average. * *Logic:* Assigns heavier weight to current data linearly (e.g., $1, 2, 3... n$). It reacts faster than SMA but is still relatively smooth. * **SWMA (Symmetrically Weighted Moving Average):** * *Logic:* Uses a fixed-length window (usually 4 bars) with symmetrical weights $ $. It prioritizes the center of the recent data window. #### 2. Exponential & Lag-Reducing Averages * **EMA (Exponential Moving Average):** * *Logic:* Applies an exponential decay weighting factor. Recent prices have significantly more impact on the average than older prices, reducing lag compared to SMA. * **RMA (Running Moving Average):** Also known as Wilder's Smoothing (used in RSI). * *Logic:* It is essentially an EMA but with a slower alpha weight of $1/length$. It provides a very smooth, stable line that filters out noise effectively. * **DEMA (Double Exponential Moving Average):** * *Logic:* Calculated as $2 \times EMA - EMA(EMA)$. By subtracting the "lag" (the smoothed EMA) from the original EMA, DEMA provides a much faster reaction to price changes with less noise than a standard EMA. * **TEMA (Triple Exponential Moving Average):** * *Logic:* Calculated as $3 \times EMA - 3 \times EMA(EMA) + EMA(EMA(EMA))$. This effectively eliminates the lag inherent in single and double EMAs, making it an extremely fast-tracking indicator for scalping. #### 3. Advanced & Adaptive Averages * **HMA (Hull Moving Average):** * *Logic:* A composite formula involving Weighted Moving Averages: ASX:WMA (2 \times Integer(n/2)) - WMA(n)$. The result is then smoothed by a $\sqrt{n}$ WMA. * *Effect:* It eliminates lag almost entirely while managing to improve curve smoothness, solving the traditional trade-off between speed and noise. * **ZLEMA (Zero Lag Exponential Moving Average):** * *Logic:* This calculation attempts to remove lag by modifying the data source before smoothing. It calculates a "lag" value $(length-1)/2$ and applies an EMA to the data: $Source + (Source - Source )$. This creates a projection effect that tracks price tightly. * **T3 (Tillson T3 Moving Average):** * *Logic:* A complex smoothing technique that runs an EMA through a filter multiple times using a "Volume Factor" (set to 0.7 in this script). * *Effect:* It produces a curve that is incredibly smooth and free of "overshoot," making it excellent for filtering out market chop. * **ALMA (Arnaud Legoux Moving Average):** * *Logic:* Uses a Gaussian distribution (bell curve) to assign weights. It allows the user to offset the moving average (moving the peak of the weight) to align it perfectly with the price, balancing smoothness and responsiveness. * **LSMA (Least Squares Moving Average):** * *Logic:* Calculates the endpoint of a Linear Regression line for the lookback period. It essentially guesses where the price "should" be based on the best-fit line of the recent trend. * **VWMA (Volume Weighted Moving Average):** * *Logic:* Weights the closing price by the volume of that bar. * *Effect:* Prices on high volume days pull the MA harder than prices on low volume days. This is excellent for validating true trend strength (i.e., a breakout on high volume will move the VWMA significantly). --- ### 🛠 Features & Settings * **Universal Switching:** Change the `Fast MA` and `Slow MA` types instantly via the settings menu. * **Trend Cloud:** A dynamic background fill (Green/Red) highlights the crossover zone for immediate visual trend identification. * **Strategy Mode:** Built-in Backtesting logic triggers `LONG` entries when Fast MA crosses over Slow MA, and `EXIT` when Fast MA crosses under. ### ⚠️ Disclaimer This script is intended for educational and research purposes. The wide variety of MA combinations can produce vastly different results. Past performance is not indicative of future results. Please use proper risk management.
Pine Script® strategy
by waranyutrkm
12M Return Strategy This strategy is based on the original Dual Momentum concept presented by Gary Antonacci in his book “Dual Momentum Investing.” It implements the absolute momentum portion of the framework using a 12-month rate of change, combined with a moving-average filter for trend confirmation. The script automatically adapts the lookback period depending on chart timeframe, ensuring the return calculation always represents approximately one year, whether you are on daily, weekly, or monthly charts. How the Strategy Works 1. 12-Month Return Calculation The core signal is the 12-month price return, computed as: (Current Price ÷ Price from ~1 year ago) − 1 This return: Plots as a histogram Turns green when positive Turns red when negative The lookback adjusts automatically: 1D chart → 252 bars 1W chart → 52 bars 1M chart → 12 bars Other timeframes → estimated to approximate 1 calendar year 2. Trend Filter (Moving Average of Return) To smooth volatility and avoid noise, the strategy applies a moving average to the 12M return: Default length: 12 periods Plotted as a white line on the indicator panel This becomes the benchmark used for crossovers. 3. Trade Signals (Long / Short / Cash) Trades are generated using a simple crossover mechanism: Bullish Signal (Go Long) When: 12M Return crosses ABOVE its MA Action: Close short (if any) Enter long Bearish Signal (Go Short or Go Flat) When: 12M Return crosses BELOW its MA Action: If shorting is enabled → Enter short If shorting is disabled → Exit position and go to cash Shorting can be enabled or disabled with a single input switch. 4. Position Sizing The strategy uses: Percent of Equity position sizing You can specify the percentage of your portfolio to allocate (default 100%). No leverage is required, but the strategy supports it if your account settings allow. 5. Visual Signals To improve clarity, the strategy marks signals directly on the indicator panel: Green Up Arrows: return > MA Red Down Arrows: return < MA A status label shows the current mode: LONG SHORT CASH 6. Backtest-Ready This script is built as a full TradingView strategy, not just an indicator. This means you can: Run complete backtests View performance metrics Compare long-only vs long/short behavior Adjust inputs to tune the system It provides a clean, rule-driven interpretation of the classic absolute momentum approach. Inspired By: Gary Antonacci – Dual Momentum Investing This script reflects the absolute momentum side of Antonacci’s original research: Uses 12-month momentum (the most statistically validated lookback) Applies a trend-following overlay to control downside risk Recreates the classic signal structure used in academic studies It is a simplified, transparent version intended for practical use and educational clarity. Disclaimer This script is for educational and research purposes only. Historical performance does not guarantee future results. Always use proper risk management.
Pine Script® strategy
by rahul_joshi_2
Estrategia Trend Following: 52w/26w BreakoutThis is a classic long-term Trend Following strategy, heavily inspired by the Donchian Channel system and the legendary "Turtle Trading" rules. It is designed to capture major market moves (bull runs) while filtering out short-term market noise and volatility. This script is ideal for investors and swing traders who prefer a "hands-off" approach, looking to catch large trends rather than day-trading small fluctuations. How it Works: 1. Entry Condition (The Breakout): 52-Week High: The strategy enters a Long position when the price breaks above the highest high of the last 252 trading days (approx. 1 year). SuperTrend Filter: An additional filter using the SuperTrend indicator ensures that the breakout is supported by positive momentum, helping to reduce false signals during choppy lateral markets. 2. Exit Condition (The Trailing Stop): 26-Week Low: The strategy ignores short-term corrections. It only closes the position if the price closes below the lowest low of the last 126 trading days (approx. 6 months). This wide stop allows the trade to "breathe" and stay open during significant pullbacks, ensuring you stay in the trend for as long as possible. Features & Settings: Customizable Lookback Periods: You can adjust the Entry (default 252 days) and Exit (default 126 days) periods in the settings menu. Visual Aids: Blue Line: Represents the 1-Year High (Entry Threshold). Red Line: Represents the 6-Month Low (Dynamic Stop Loss). Channel Shading: Visualizes the trading range between the high and low. Labels: Clearly marks "BUY" and "EXIT" points on the chart. Recommended Usage: Timeframe: Daily (1D). This logic is designed for daily candles. Assets: Works best on assets with strong trending characteristics (e.g., Bitcoin/Crypto, Tech Stocks, Indices like SPX/NDX, and Commodities). Patience Required: This strategy generates very few signals. It may stay quiet for months and then hold a position for over a year.
Pine Script® strategy
by MrOskama
Robrechtian Long-Medium Breakout Trend SystemRobrechtian Long–Medium-Term Breakout Trend System A professional, rule-based trend-following strategy designed to capture large, sustained price movements using pure price action and breakouts. This system follows long-established trend-following philosophy: no prediction, no volatility targeting, and no profit targets. Only disciplined entries, position additions, and exits driven entirely by trend structure. Core Principles Breakout-driven entries: Initial positions are taken only when price breaks above/below the 80-day Donchian channel, confirming a long–medium-term trend shift. Short-term confirmation: Breakouts must also exceed the 20-day channel, reducing false positives. Trend-direction filter: A 50-day moving average slope filter ensures alignment with the broader trend. Explosive bar filter: Entries avoid excessively large, single-candle expansions (>2.5× ATR(20)) to prevent chasing exhaustion spikes. Pyramiding into strength: Additional units are added only when price makes fresh 20-day breakouts in the direction of the trend. No scaling out. No adding on dips. Exit only on trend violation: Positions are closed exclusively when price breaks the opposite 80-day channel. This preserves unlimited upside while enforcing disciplined exits. Pure trend philosophy: No volatility targeting, no smoothing, no discretionary overrides, no optimization for short-term performance. Intended Use This system is designed primarily for diversified futures portfolios, where diversification across dozens of globally liquid markets creates robustness and stability. However, it may also be used on individual assets for educational and analytical purposes. The system embraces the core trend-following logic: Small losses, big winners, and unlimited upside when trends persist. ⚠️ WARNINGS / DISCLAIMERS ⚠️ Warning 1 — This strategy is not optimized for single stocks The Robrechtian Trend System is designed for multi-asset futures portfolios, not single equities. Performance on individual tickers may vary greatly due to lack of diversification. ⚠️ Warning 2 — Trend following includes substantial drawdowns Deep drawdowns are a normal and expected feature of all long-term trend-following systems. The strategy does not attempt to smooth returns or manage volatility. If you seek steady, low-volatility equity curves, this system is not suitable. ⚠️ Warning 3 — No volatility targeting or risk smoothing This system intentionally avoids volatility-based position sizing. Trades may experience larger fluctuations than systems using risk parity or vol targeting. ⚠️ Warning 4 — Not financial advice This script is for educational and research purposes only. Past performance does not guarantee future results. Use at your own risk. ⚠️ Warning 5 — TradingView backtests have known limitations TradingView does not simulate: futures contract roll logic slippage real bid/ask spreads liquidity conditions limit-up/limit-down behavior Results may vary from live market execution.
Pine Script® strategy
by LordRobrecht
Triple EMA + RSI + ATRThis comprehensive trading system combines triple EMA alignment, RSI momentum filtering, and dynamic ATR-based risk management. The strategy enters positions only when fast, medium, and slow EMAs align in proper order (bullish or bearish), confirmed by RSI remaining within defined thresholds (not overbought/oversold) and a volume spike above its moving average. Exits are managed intelligently using a multi-tier approach: a fixed stop-loss based on ATR, a first profit target at a predefined risk-reward ratio, and a trailing stop that activates after reaching a second, higher profit tier. Designed for trend-following with built-in momentum and volume confirmation, it features professional order execution with configurable commission and slippage for realistic backtesting. Visual cues including colored backgrounds and signal shapes enhance chart clarity.
Pine Script® strategy
by fhfsb
BTC Fear & Greed Incremental StrategyIMPORTANT: READ SETUP GUIDE BELOW OR IT WON'T WORK # BTC Fear & Greed Incremental Strategy — TradeMaster AI (Pure BTC Stack) ## Strategy Overview This advanced Bitcoin accumulation strategy is designed for long-term hodlers who want to systematically take profits during greed cycles and accumulate during fear periods, while preserving their core BTC position. Unlike traditional strategies that start with cash, this approach begins with a specified BTC allocation, making it perfect for existing Bitcoin holders who want to optimize their stack management. ## Key Features ### 🎯 **Pure BTC Stack Mode** - Start with any amount of BTC (configurable) - Strategy manages your existing stack, not new purchases - Perfect for hodlers who want to optimize without timing markets ### 📊 **Fear & Greed Integration** - Uses market sentiment data to drive buy/sell decisions - Configurable thresholds for greed (selling) and fear (buying) triggers - Automatic validation to ensure proper 0-100 scale data source ### 🐂 **Bull Year Optimization** - Smart quarterly selling during bull market years (2017, 2021, 2025) - Q1: 1% sells, Q2: 2% sells, Q3/Q4: 5% sells (configurable) - **NO SELLING** during non-bull years - pure accumulation mode - Preserves BTC during early bull phases, maximizes profits at peaks ### 🐻 **Bear Market Intelligence** - Multi-regime detection: Bull, Early Bear, Deep Bear, Early Bull - Different buying strategies based on market conditions - Enhanced buying during deep bear markets with configurable multipliers - Visual regime backgrounds for easy market condition identification ### 🛡️ **Risk Management** - Minimum BTC allocation floor (prevents selling entire stack) - Configurable position sizing for all trades - Multiple safety checks and validation ### 📈 **Advanced Visualization** - Clean 0-100 scale with 2 decimal precision - Three main indicators: BTC Allocation %, Fear & Greed Index, BTC Holdings - Real-time portfolio tracking with cash position display - Enhanced info table showing all key metrics ## How to Use ### **Step 1: Setup** 1. Add the strategy to your BTC/USD chart (daily timeframe recommended) 2. **CRITICAL**: In settings, change the "Fear & Greed Source" from "close" to a proper 0-100 Fear & Greed indicator --------------- I recommend Crypto Fear & Greed Index by TIA_Technology indicator When selecting source with this indicator, look for "Crypto Fear and Greed Index:Index" --------------- 3. Set your "Starting BTC Quantity" to match your actual holdings 4. Configure your preferred "Start Date" (when you want the strategy to begin) ### **Step 2: Configure Bull Year Logic** - Enable "Bull Year Logic" (default: enabled) - Adjust quarterly sell percentages: - Q1 (Jan-Mar): 1% (conservative early bull) - Q2 (Apr-Jun): 2% (moderate mid bull) - Q3/Q4 (Jul-Dec): 5% (aggressive peak targeting) - Add future bull years to the list as needed ### **Step 3: Fine-tune Thresholds** - **Greed Threshold**: 80 (sell when F&G > 80) - **Fear Threshold**: 20 (buy when F&G < 20 in bull markets) - **Deep Bear Fear Threshold**: 25 (enhanced buying in bear markets) - Adjust based on your risk tolerance ### **Step 4: Risk Management** - Set "Minimum BTC Allocation %" (default 20%) - prevents selling entire stack - Configure sell/buy percentages based on your position size - Enable bear market filters for enhanced timing ### **Step 5: Monitor Performance** - **Orange Line**: Your BTC allocation percentage (target: fluctuate between 20-100%) - **Blue Line**: Actual BTC holdings (should preserve core position) - **Pink Line**: Fear & Greed Index (drives all decisions) - **Table**: Real-time portfolio metrics including cash position ## Reading the Indicators ### **BTC Allocation Percentage (Orange Line)** - **100%**: All portfolio in BTC, no cash available for buying - **80%**: 80% BTC, 20% cash ready for fear buying - **20%**: Minimum allocation, maximum cash position ### **Trading Signals** - **Green Buy Signals**: Appear during fear periods with available cash - **Red Sell Signals**: Appear during greed periods in bull years only - **No Signals**: Either allocation limits reached or non-bull year ## Strategy Logic ### **Bull Years (2017, 2021, 2025)** - Q1: Conservative 1% sells (preserve stack for later) - Q2: Moderate 2% sells (gradual profit taking) - Q3/Q4: Aggressive 5% sells (peak targeting) - Fear buying active (accumulate on dips) ### **Non-Bull Years** - **Zero selling** - pure accumulation mode - Enhanced fear buying during bear markets - Focus on rebuilding stack for next bull cycle ## Important Notes - **This is not financial advice** - backtest thoroughly before use - Designed for **long-term holders** (4+ year cycles) - **Requires proper Fear & Greed data source** - validate in settings - Best used on **daily timeframe** for major trend following - **Cash calculations**: Use allocation % and BTC holdings to calculate available cash: `Cash = (Total Portfolio × (1 - Allocation%/100))` ## Risk Disclaimer This strategy involves active trading and position management. Past performance does not guarantee future results. Always do your own research and never invest more than you can afford to lose. The strategy is designed for educational purposes and long-term Bitcoin accumulation thesis. --- *Developed by Sol_Crypto for the Bitcoin community. Happy stacking! 🚀*
Pine Script® strategy
by Sol_Crypto
1
EMA + Sessions + RSI Strategy v1.0A professional trading strategy that combines multiple technical indicators for high-probability entries. This system uses EMA crossovers, RSI zone filtering, and trend confirmation to identify optimal trading opportunities while managing risk with advanced position management tools. Key Features: ✅ Dual Entry Signals (EMA21 + EMA100 crossover conditions) ✅ Trend Filter EMA750 (trade only with the major trend) ✅ Complete Risk Management (SL 1%, TP 3% default) ✅ Trailing Stop & Breakeven (maximize profits, protect capital) ✅ Compact Statistics Table (real-time performance metrics) ✅ RSI & Session Filters (avoid low-probability setups) ✅ Optional Pyramiding (scale into winning positions) Perfect for swing trading and trend-following on any timeframe. Fully customizable to match your trading style.
Pine Script® strategy
by jake_theboss
1
XRP Non-Stop Strategy (TP 25% / SL 15%)XRP Non-Stop Strategy (TP 25% / SL 15%) is a continuous long-side trading system designed specifically for XRP. The strategy uses an EMA-based trend filter (EMA20/EMA50) to confirm bullish conditions before entering a long position. Each trade applies a fixed +25% Take Profit target and a −15% Stop Loss, calculated dynamically from the entry price. When a trade closes—whether by TP or SL—the strategy automatically re-enters on the next qualifying signal, enabling uninterrupted position cycling. Features include: • EMA-based trend confirmation • Dynamic TP/SL visualization on the chart • Clear BUY and EXIT markers • Dedicated alert conditions for automation
Pine Script® strategy
by antishyilma81