Tape + Volume Footprint + Heatmap Strategy (CLEVER)📊 Strategy Name:
Tape + Volume Footprint + Heatmap Strategy (CLEVER) OANDA:AUDJPY OANDA:XAUUSD CRYPTO:BTCUSD CITYINDEX:GBPMXN OANDA:EURUSD TVC:USOIL OANDA:USDCHF OANDA:USDCNH WHSELFINVEST:NOKJPY
🧠 Purpose
This strategy is a multi-factor trading system that combines trend analysis, volume footprint detection, and heatmap-based liquidity zones to identify high-probability trade entries.
It is designed to detect aggressive price movements backed by strong volume activity (footprints) and trade in the direction of the prevailing trend, while visualizing high-volume price zones via a heatmap on the chart.
⚙️ Core Components Explained
1. Inputs
Parameter Description
Trend MA Length Number of bars used for the moving average trend filter.
Volume MA Length Used to determine average trading volume.
Range MA Length Calculates the average candle range (high-low).
Volume Spike Multiplier Defines how much greater than average volume must be to flag a “spike.”
Range Spike Multiplier Defines how much greater than average candle size must be to flag a “range spike.”
Heatmap Bins Number of bins (levels) for the volume heatmap.
Lookback Bars How many bars to use for calculating volume distribution in the heatmap.
ATR Multipliers Used to calculate stop-loss (SL) and take-profit (TP) distances.
ATR Length Period for the Average True Range indicator.
2. Trend Calculation
maTrend = Simple moving average of the close price over trendLength.
If price > maTrend → Bullish trend
If price < maTrend → Bearish trend
This ensures trades follow the dominant direction of the market.
3. Footprint Bar Detection
The script identifies “footprint bars” — candles showing both high volume and wide range:
volSpike → Volume > average volume × volSpikeMul
rangeSpike → Candle range > average range × rangeSpikeMul
footprintBar = both conditions true
These bars indicate institutional activity or smart money engagement — potential trade catalysts.
4. Volume Heatmap System
This is a custom-built volume profile that divides the last lookbackBins bars into heatBins price zones.
Steps:
Determine Range:
Finds the highest and lowest prices over the last lookbackBins.
Divide Range:
Splits that range into equal “bins” (price intervals).
Assign Volume:
Adds each candle’s volume to the bin matching its close price.
Threshold Calculation:
Calculates the 80th percentile of bin volume — zones above this are marked as “hot zones.”
Color Mapping:
The background color becomes red (semi-transparent) when the current price is in a hot zone, helping visualize high-volume liquidity areas where price tends to react.
5. Entry Logic
The system only trades when a footprint bar appears in the direction of the trend:
Condition Description
Long Entry Price is above trend MA and a footprint bar appears.
Short Entry Price is below trend MA and a footprint bar appears.
These conditions confirm momentum + volume alignment.
6. Exit Logic (Risk Management)
Uses ATR-based stop-loss and take-profit to dynamically adjust to market volatility:
Stop Loss (SL) = close - ATR × SL multiplier
Take Profit (TP) = close + ATR × TP multiplier
The same logic is mirrored for short trades.
This ensures consistent risk-to-reward management based on volatility.
7. Visuals
Blue Line → Trend MA (helps identify direction).
Green Triangles (BUY) → Long entry signals.
Red Triangles (SELL) → Short entry signals.
Red Heatmap Background → Indicates high-volume “hot zones” where significant trading activity occurred.
💡 How to Use
Trade only in the direction of the trend (blue MA).
Enter on footprint bars that meet the criteria.
Be cautious in red heatmap zones — these areas often cause reversals or consolidations.
Adjust ATR multipliers to fit your preferred risk/reward ratio.
✅ Summary Table
Feature Description
Indicator Type Strategy (auto backtestable)
Core Logic Trend + Volume Spike + Range Spike + Heatmap
Entry Confirmation Footprint bar aligned with trend
Risk Management ATR-based Stop Loss & Take Profit
Visualization Trend MA, Buy/Sell Triangles, Volume Heatmap
Best Suited For Intraday / Swing traders using volume and price action confirmation
Indicators and strategies
tradingview_momentum_Hull-Suite-W-FVSO-NO-WeekendMomentum no weekend trades. It uses FVZO and Hull suite.
This strategy has low win rate but successfully catches trends. Works well on ETH in High Time Frame multi-year.
4 EMA Crossover Strategy (CLEVER MODE)This strategy — “4 EMA Crossover Strategy (CLEVER MODE)” — is a simple but structured trend-following system built in Pine Script v5.
It uses four Exponential Moving Averages (EMAs) to define trend direction and timing, with an optional RSI filter and built-in take profit / stop loss risk control.
Let’s describe it clearly step by step 👇
🧠 Core Idea
The strategy is based on the principle that when shorter EMAs are above longer EMAs, the market is in an uptrend, and when shorter EMAs are below longer EMAs, it’s in a downtrend.
It looks for EMA crossovers that confirm strength in the current trend direction and enters trades accordingly.
This makes it a momentum continuation system, not a reversal system.
⚙️ Indicators Used
1. Four EMAs
EMA 8 → Fast
EMA 0→ Medium-Fast
EMA 0 → Medium-Slow
EMA 200 → Slow (defines the dominant long-term trend)
These EMAs work together to detect both short-term and long-term momentum alignment.
2. RSI (Relative Strength Index)
Default period = 14
Used as a trend filter:
RSI > 50 confirms bullish momentum.
RSI < 50 confirms bearish momentum.
Can be turned on or off via settings.
📈 Trend Definition
Bullish Trend (Uptrend) →
EMA(8) > EMA(0) > EMA(0) > EMA(200)
Bearish Trend (Downtrend) →
EMA(8) < EMA(0) < EMA(0) < EMA(200)
This ensures trades are only taken when all EMAs align in one direction — preventing counter-trend entries.
🚀 Entry Rules
🔹 Buy (Long) Signal
Triggered when:
EMA(8) crosses above EMA(0) (momentum crossover)
All EMAs confirm bullish alignment
(Optional) RSI > 50 for extra confirmation
📤 The strategy opens a Long position and automatically sets:
Take Profit (TP) at +2% (configurable)
Stop Loss (SL) at −1% (configurable)
🔻 Sell (Short) Signal
Triggered when:
EMA(8) crosses below EMA(0)
All EMAs confirm bearish alignment
(Optional) RSI < 50 for confirmation
📤 Opens a Short position with:
Take Profit at +2%
Stop Loss at −1%
💰 Trade Management
Each trade uses 10% of account equity (default).
The system automatically closes the position once TP or SL is hit.
Only one position (long or short) can be active at a time.
🧭 Trading Philosophy
This strategy aims to ride strong trends — not to predict tops or bottoms.
By requiring all EMAs to align, it filters out sideways noise.
The RSI filter adds further validation, ensuring entries are supported by momentum strength.
It’s designed to:
Catch medium-term swings.
Stay out of choppy or ranging conditions.
Manage risk with simple percentage-based exits.
🎨 Visuals on Chart
Colored EMAs:
EMA(8): Yellow
EMA(0): Orange
EMA(0): Blue
EMA(200): Purple
BUY/SELL Markers:
Green “BUY” triangle below the candle
Red “SELL” triangle above the candle
These provide clear visual signals for entry points.
🧾 Summary Table
Feature Description
Indicator Type Trend-following momentum crossover
Core Logic 4 EMA alignment + crossover
Optional Filter RSI > 50 / < 50 for confirmation
Entries Long on EMA(8) > EMA(0 OANDA:XAUUSD CRYPTO:BTCUSD OANDA:EURUSD TVC:DXY TVC:USOIL ); Short on EMA(8) < EMA(0)
Exits Fixed Take-Profit / Stop-Loss in %
Strengths Clean structure, filters noise, great for trending markets
Weaknesses Lags in sideways markets (EMA systems are trend-dependent)
Best Use Swing trading or intraday trend capture
✅ In short:
The 4 EMA Crossover (CLEVER Mode) strategy is a disciplined trend-following system.
It waits for all EMAs to align, confirms momentum with RSI, and enters when the fastest EMA crosses the short-term EMA — capturing trend continuations with defined TP/SL control.
Vandan V2Vandan V2 is an automated trading strategy for NQ1! (E-mini Nasdaq-100) based on short-term mean reversion with dynamic risk control. It combines volatility filters and overbought/oversold signals to capture local market imbalances.
Backtested from 2015 to 2025, it achieved a +730% total return, Profit Factor of 1.40, max drawdown of only 1.61%, and over 106,000 trades. Designed for systematic scalping or intraday arbitrage with a limit of 3 simultaneous contracts.
Sigma Trinity ModelAbstract
Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting.
Why this is not “just a mashup”
Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal:
Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study.
RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide.
Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent.
These three roles are complementary, not redundant: structure → strength → progression.
Architecture Overview
Execution model
Rasta & Pyramid: bar close only by default (historically stable, easy to audit).
RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests.
Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits.
Visual model
Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion.
Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm.
Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming.
Module 1 — Rasta (Structural Momentum Layer)
Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study.
Method:
Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable).
Flip points occur when the EMA line crosses the smoothed line.
Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption.
Why bar close only?
Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI).
Visuals:
Fog between the lines (green/red) to show regime.
Rungs between lines to show spread (compression vs expansion).
Optional plotting of EMA8/EMA21 so users can see the gating effect.
Module 2 — RSI (Internal Strength / Energy Layer)
Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips.
Method:
Standard RSI with adjustable length and signal smoothing for the panel view.
Logic uses wick-aware sources:
Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion.
Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion.
Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end.
Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences.
Why wick-aware RSI?
A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility.
Module 3 — Pyramid (Continuation / Compounding Layer)
Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured.
Method:
Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions).
Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior.
Bar close only to maintain historical cohesion.
What it teaches:
Adds tend to cluster when momentum persists.
Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes.
How the Pieces Work Together
Rasta establishes the structural frame (when the wave flip is real enough to record at close).
RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches).
Pyramid shows what sustained continuation looks like once (1) and (2) align.
This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions).
How to Use It (Step-by-Step)
Quick Start
Apply script to any symbol/timeframe.
In Strategy/Indicator Properties:
Enable On every tick (recommended).
If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically.
Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design).
Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup.
Reading the Chart
Watch for Rasta Entry/Exit labels: they define clean structural turns on close.
Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes.
Pyramid Add labels reveal continuation phases once a move is already in progress.
Tuning
Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier.
RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser.
Cooldown: increase if you see too many RSI re-fires in chop.
EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips.
Backtesting Notes (for Strategy Builds)
Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks.
Order sequencing per bar (mirrors the script’s code comments):
Trail ratchet via HIGH
Intrabar stop hit via LOW/CLOSE → immediate close
If still in position at bar close: process exits (Rasta/RSI)
If still in position at bar close: process Pyramid Add
If flat at bar close: process entries (Rasta/RSI)
Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved.
Inputs Reference (common)
Modules: enable/disable RSI and Pyramid learning layers.
Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit.
RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels.
Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds.
Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI.
Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE).
What to Study With It
Convergence: how often RSI-LOW entry touches precede the next Rasta flip.
Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones.
Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices.
Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop.
Limitations & Scope
This is a learning tool, not a trade copier. It does not provide financial advice or automated execution.
Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols.
Suggested Publication Settings (Strategy)
Initial capital: 100
Order size: 100 USD (cash)
Pyramiding: 10
Commission: 0.25%
Slippage: 3 ticks
Recalculate: ✓ On every tick
Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing.
Educational License
Released under the Michael Culpepper Gratitude License (2025).
Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
CLEVER v15CRYPTO:BTCUSD OANDA:EURUSD TVC:DXY TVC:USOIL The CLEVER v15 strategy is a highly modular and adaptive multi-setup trading system built in Pine Script v5. It’s designed for flexible use on TradingView and combines Renko and Heikin-Ashi logic, EMA cloud trends, ATR-based risk management, and a sophisticated multi-target take-profit system.
Here’s what it does in plain language 👇
🧠 1. Core Concept
CLEVER is a hybrid trading strategy that can generate buy/sell signals based on:
Heikin-Ashi Open/Close crossovers, or
Renko-based EMA crossovers
The trader chooses between “Open/Close” or “Renko” setups, defining how signals are generated.
⚙️ 2. Signal Generation
A. Open/Close Mode
A Buy signal triggers when the Heikin-Ashi Close crosses above its Open.
A Sell signal triggers when the Heikin-Ashi Close crosses below its Open.
This setup uses candle momentum and trend filtering logic.
B. Renko Mode
Uses two EMAs (default: 2-period and 10-period) applied to Renko prices.
Buy signal when EMA(2) crosses above EMA(10).
Sell signal when EMA(2) crosses below EMA(10).
Renko data smooths out noise and focuses on structure.
🧭 3. Trend Filtering
The strategy optionally filters trades using ATR and/or RSI logic:
ATR filter measures market volatility.
RSI filter checks overbought/oversold or sideways ranges.
You can combine them in several modes (e.g., “ATR or RSI”, “ATR and RSI”, “Sideways Only”).
Only trades that meet these market conditions are allowed.
🎯 4. Trade Execution Logic
The user selects a Trade Processing System (TPS) mode:
ATR-based – Full multi-level risk/reward management (main mode)
Trailing – Uses dynamic order exits with alerts
Options – Simpler entry/exit rules, used for external automation
Depending on the mode, the strategy:
Opens long/short positions when triggers occur.
Closes or reverses trades on opposite signals or exit conditions.
Can process signals only within a defined backtest date range.
📈 5. Risk Management (ATR-Based)
Uses the Average True Range (ATR) to calculate dynamic Take-Profit (TP) and Stop-Loss (SL) levels.
Default TP/SL factors:
TP1 = 2.5× ATR
TP2 = 5× ATR
TP3 = 7.5× ATR
SL = 2.5× ATR (in opposite direction)
Each level can close a percentage of the position (default: 50% / 30% / 20%).
Partial exits are handled by strategy.exit() with dynamic lines and alerts.
📊 6. Visual Features
The strategy displays:
Colored bars showing the trend (green for bullish, red for bearish).
EMA & Renko Clouds — visually shaded zones showing directional bias.
Dynamic lines for entry, SL, and each TP level.
Labels and fills showing profit/loss areas (TP area in blue, SL in red).
Performance dashboards:
Overall strategy performance (win rate, avg win/loss, profit factor, etc.).
Weekly and Monthly trade statistics tables.
🧩 7. Additional Components
Backtest Dashboard: Displays closed trades, win rate, max drawdown, and more.
Weekly & Monthly Performance Tables: Show profitability by day and month.
Alerts System: Sends alerts for all key events:
Entry (Long/Short)
Exit (Close, TP, SL)
Any Signal Trigger
Multi-timeframe EMA and ATR Clouds: Use higher-timeframe smoothing if enabled.
⚡ 8. Trade Flow Summary
Here’s how a typical trade works:
Market meets filter conditions (RSI/ATR logic passes).
Buy or Sell trigger fires (Renko EMA or HA crossover).
Entry is executed (strategy.entry()).
ATR determines three TP targets and one SL level.
When TP1, TP2, or TP3 is hit:
Partial profit is taken.
Chart marks the event (label + line).
If SL is hit, trade closes fully.
Dashboards update with results.
🎨 9. Customization
Everything — from colors, transparency, TP/SL ratios, date filters, and visualization — is customizable through inputs.
🧾 10. Summary
In short, the CLEVER v15 OANDA:XAUUSD OANDA:XAUUSD strategy is:
A full-featured multi-mode trading system combining Heikin-Ashi, Renko, EMA, and ATR logic with multi-target exits, trend filtering, and visual performance dashboards for professional backtesting and trade automation.
Quantura - Quantified Price Action StrategyIntroduction
“Quantura – Quantified Price Action Strategy” is an invite-only Pine Script strategy designed to combine multiple price action concepts into a single trading framework. It integrates supply and demand zones, liquidity sweeps and runs, fair value gaps (FVGs), RSI filters, and EMA trend confirmation. The strategy also provides a visual overlay with dynamic trend-colored candles for easier chart interpretation. It is intended for multi-market use across cryptocurrencies, Forex, equities, and indices.
Originality & Value
The strategy is original in how it unifies several institutional-style price action elements and validates trades only when they align. This reduces noise compared to using single indicators in isolation. Its unique value lies in the combination of:
Supply & Demand detection: Dynamic boxes identified through pivots, ATR, and volume sensitivity.
Liquidity sweeps and runs: Detects when swing highs/lows are broken and retested, distinguishing between liquidity grabs (sweeps) and directional runs.
RSI filter: Can be set to normal or aggressive, confirming momentum before trades.
Fair Value Gaps (FVGs): Optional detection and filtering of price inefficiencies.
EMA filter: Aligns trades with the broader market trend.
Trend candle visualization: Candles dynamically colored bullish, bearish, or neutral, based on strategy positions.
This layered confluence approach ensures that entries are not taken on a single condition but require agreement across several dimensions of market structure, momentum, and order flow.
Functionality & Indicators
Supply & Demand Zones: Zones are created when pivots, ATR sensitivity, and volume thresholds overlap.
Liquidity: Swing highs and lows are tracked, with options for sweep (fakeout/reversal) or run (continuation) detection.
RSI: Confirms long signals when oversold and shorts when overbought, with configurable aggressiveness.
FVG filter: Adds validation by requiring price interaction with inefficiency zones.
EMA filter: Ensures longs are above EMA and shorts below EMA.
Signals & Visualization: Trade entries are marked on the chart, while candles change color to reflect trade direction and status.
Parameters & Customization
Supply & Demand: Sensitivity (swing range, volume multiplier, ATR multiplier) and display options.
Liquidity filter: Mode (Run or Sweep), display, and swing length.
RSI: Enable/disable, length, and style (normal or aggressive).
Fair Value Gaps: Sensitivity via ATR factor, optional volume filter, and display toggles.
EMA: Length, enable/disable, and visualization.
Risk management: Up to three configurable take-profit levels, stop-loss, break-even logic, and capital-based position sizing.
Visualization: Custom candle coloring and optional overlay for better clarity.
Default Properties (Strategy Settings)
Initial Capital: 10,000 USD
Position Size: 100% of equity per trade (backtest default)
Commission: 0.1%
Slippage: 1
Pyramiding: 0 (only one position at a time)
Note: The default of 100% equity per trade is used for testing purposes only and would not be sustainable in real trading. A typical allocation in practice would be between 1–5% of account equity per trade, sometimes up to 10%.
Backtesting & Performance
Backtests on XPTUSD over 2.5 years with the default settings produced:
164 trades
67.68% win rate
Profit factor: 1.7
Maximum drawdown: 27.81%
These results show how the confluence of supply/demand, liquidity, and RSI filters can produce robust setups. However, past performance does not guarantee future results. While the trade count (164) is sufficient for statistical analysis, results may vary across markets and timeframes.
Risk Management
Three configurable take-profit levels with percentage allocation.
Initial stop-loss based on user-defined percentage.
Dynamic stop-loss that adjusts with market movement.
Break-even logic that shifts stops to entry after predefined gains.
Position sizing based on risk percentage of equity.
This framework allows both conservative and aggressive configurations, depending on user preference.
Limitations & Market Conditions
Works best in volatile and liquid markets such as crypto, metals, indices, and FX.
May produce false signals in low-volume or sideways environments.
Unexpected news or macro events can override technical conditions.
Default position sizing of 100% equity is highly aggressive and should be reduced before any practical use.
Usage Guide
Add “Quantura – Quantified Price Action Strategy” to your chart.
Select Supply & Demand, Liquidity, RSI, EMA, and FVG settings according to your market and timeframe.
Configure risk management: take-profits, stop-loss, and risk-per-trade percentage.
Use the Strategy Tester to analyze statistics, equity curve, and performance under different conditions.
Optimize parameters before applying the strategy to different markets.
Author & Access
Developed 100% by Quantura. Published as an Invite-Only script.
Important
This description complies with TradingView’s publishing rules. It clarifies originality, explains the underlying logic, discloses default properties, and presents backtest results with realistic disclaimers.
Engulfing StrategyThis indicator has the following key features:
- Detects bullish and bearish engulfing candlestick patterns using a well-established price and body comparison logic.
- Incorporates a customizable moving average filter with multiple smoothing options to confirm trend direction.
- Highlights both the current and previous candles involved in the engulfing pattern by coloring them distinctly, improving visual clarity for reversal signals.
- Offers an interchangeable mode allowing the user to switch between a fully automated trading strategy (entries and exits) and a simple indicator mode (signal and color visualization only).
- Supports pyramiding positions and accounts for commissions and initial capital for realistic strategy testing.
- Uses modern Pine Script v5 functions and syntax for reliable and efficient execution.
- Provides clear visual bar colors for bullish (orange) and bearish (yellow) engulfing signals.
- Allows configuration of MA type and period, adapting to various trading styles and assets.
These features make it a versatile tool for traders seeking both visual confirmation and automated trade execution based on engulfing candle patterns combined with trend filtering.
by @Tumiza999
PSAR with ATR Trailing Stop + SMA Filter📈 Strategy Overview: PSAR + 6×ATR Trailing Stop with SMA Filter
This strategy is built around the principle of “Cut the losers, let the winners run” — a disciplined, trend-following approach that combines the Parabolic SAR indicator with dynamic risk management and a Simple Moving Average (SMA) trend filter.
🔍 Strategy Logic
Trend Filter Trades are only taken in the direction of the prevailing trend, defined by a user-selected SMA (default: 100).
✅ Long trades only when price is above the SMA
✅ Short trades only when price is below the SMA
Entry Signal: A trade is triggered when the Parabolic SAR flips to the opposite side of the price bars, signaling a potential trend reversal.
Stop Loss: The stop loss is dynamically set at 6×ATR from the entry price. This adapts to market volatility and is recalculated every bar — effectively acting as a trailing stop.
Exit Logic: There is no fixed take profit. The trade remains open until the trailing stop is hit — allowing winners to run and losers to be cut quickly.
Risk Management: Each trade risks 0.5% of total equity, ensuring consistent position sizing and capital preservation.
📊 Visual Elements
PSAR dots mark trend direction changes
SMA line shows the broader trend filter
Trailing stop crosses (with 50% opacity) indicate the current stop level without cluttering the chart
⚙️ Customizable Inputs
PSAR parameters: Start, Increment, Maximum
ATR length and multiplier
SMA length
Risk percentage per trade
This strategy is ideal for traders who want to stay aligned with the trend, automate disciplined exits, and avoid emotional decision-making. Clean, simple, and powerful.
Wishing you calm and successful trades!
celenni//@version=6
strategy("Cruce SMA 5/20 – v6 (const TF, gap en puntos SOLO cortos, next bar open, 1 trade/ventana, anti-flip)",
overlay = true,
initial_capital = 10000,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 10,
pyramiding = 0)
// === CONSTANTES ===
const string TF = "15" // fija el timeframe de cálculo (ej. "5","15","30","60","120","240","D")
const string SYM_ALLOWED = "QQQ" // símbolo permitido
// === Inputs ===
confirmOnClose = input.bool(true, "Confirmar señal al cierre (evita repaint)")
maxGapPtsShort = input.float(0.50, "Máx gap permitido en CORTOS (puntos)", 0.0, 1e6)
lenFast = input.int(5, "SMA rápida", 1)
lenSlow = input.int(20, "SMA lenta", 2)
tpPts = input.float(20.0, "Take Profit (puntos)", 0.01)
slPts = input.float(5.0, "Stop Loss (puntos)", 0.01)
// Ventanas (NY)
useSessions = input.bool(true, "Usar ventanas NY")
sess1 = input.session("1000-1130", "Ventana 1 (NY)")
sess2 = input.session("1330-1600", "Ventana 2 (NY)")
flatOutside = input.bool(true, "Cerrar posición al salir de la ventana")
// === Utilidades ===
isAllowedSymbol() =>
(syminfo.ticker == SYM_ALLOWED) or str.contains(str.upper(syminfo.ticker), str.upper(SYM_ALLOWED))
// === Series MTF (cálculo en TF) ===
closeTF = request.security(syminfo.tickerid, TF, close, barmerge.gaps_off, barmerge.lookahead_off)
smaFast = ta.sma(closeTF, lenFast)
smaSlow = ta.sma(closeTF, lenSlow)
// Señales MTF sin repaint
longSignalTF = request.security(syminfo.tickerid, TF,
ta.crossover(ta.sma(close, lenFast), ta.sma(close, lenSlow)),
barmerge.gaps_off, barmerge.lookahead_off)
shortSignalTF = request.security(syminfo.tickerid, TF,
ta.crossunder(ta.sma(close, lenFast), ta.sma(close, lenSlow)),
barmerge.gaps_off, barmerge.lookahead_off)
// === Sesiones (evaluadas en el TF del gráfico, zona NY) ===
inSess1 = useSessions ? not na(time(timeframe.period, sess1, "America/New_York")) : true
inSess2 = useSessions ? not na(time(timeframe.period, sess2, "America/New_York")) : true
inSession = inSess1 or inSess2
// Inicio de ventanas y contadores (1 trade por ventana)
var bool wasIn1 = false, wasIn2 = false
win1Start = inSess1 and not wasIn1
win2Start = inSess2 and not wasIn2
wasIn1 := inSess1
wasIn2 := inSess2
var int tradesWin1 = 0, tradesWin2 = 0
if win1Start
tradesWin1 := 0
if win2Start
tradesWin2 := 0
justOpened = strategy.position_size != 0 and strategy.position_size == 0
if justOpened
if inSess1
tradesWin1 += 1
if inSess2
tradesWin2 += 1
canTakeMore =
(inSess1 and tradesWin1 < 1) or
(inSess2 and tradesWin2 < 1) or
(not useSessions)
// === Filtro NO-GAP SOLO para CORTOS (en PUNTOS) ===
// Compara OPEN actual vs CLOSE previo; se evalúa en la barra donde se EJECUTA (apertura actual).
gapPts = math.abs(open - close )
shortGapOK = maxGapPtsShort <= 0 ? true : (gapPts <= maxGapPtsShort)
// === Anti-flip y gating ===
isFlat = strategy.position_size == 0
canSignal = (not confirmOnClose or barstate.isconfirmed)
canTrade = isAllowedSymbol() and inSession and canTakeMore and canSignal
// === ENTRADAS (se colocan al cierre; se llenan en la apertura siguiente) ===
// Largos: sin filtro de gap
if canTrade and isFlat and longSignalTF
strategy.entry("Long", strategy.long)
// Cortos: requieren shortGapOK
if canTrade and isFlat and shortSignalTF and shortGapOK
strategy.entry("Short", strategy.short)
// === TP/SL en puntos ===
if strategy.position_size > 0
e = strategy.position_avg_price
strategy.exit("TP/SL Long", from_entry="Long", limit=e + tpPts, stop=e - slPts)
if strategy.position_size < 0
e = strategy.position_avg_price
strategy.exit("TP/SL Short", from_entry="Short", limit=e - tpPts, stop=e + slPts)
// === Cierre fuera de sesión ===
if flatOutside and not inSession and strategy.position_size != 0
strategy.close_all("Fuera de sesión")
// === Visual ===
plot(smaFast, color=color.new(color.teal, 0), title="SMA 5 ("+TF+")")
plot(smaSlow, color=color.new(color.orange, 0), title="SMA 20 ("+TF+")")
plotshape(longSignalTF and canTrade and isFlat, title="Compra", style=shape.triangleup,
location=location.belowbar, color=color.new(color.teal,0), size=size.tiny, text="Long")
plotshape(shortSignalTF and canTrade and isFlat and shortGapOK, title="Venta", style=shape.triangledown,
location=location.abovebar, color=color.new(color.red,0), size=size.tiny, text="Short")
Quantura - Quantitative AlgorythmIntroduction
“Quantura – Quantitative Algorithm” is an invite-only Pine Script strategy designed for multi-timeframe analysis, combining technical filters with user-adjustable fundamental sentiment. It was primarily developed for cryptocurrency markets but can also be applied across other assets such as Forex, stocks, and indices. The goal is to generate structured trade signals through a confluence of techniques rather than relying on a single indicator.
Originality & Value
Quantura is not a simple mashup of indicators. Its originality comes from how multiple layers of analysis are integrated into a single decision framework . Instead of showing indicators separately, the strategy only issues trades when several conditions align simultaneously:
RSI entry triggers confirm overbought/oversold reversals.
Market structure on a higher timeframe confirms trend direction.
Order block detection highlights zones of concentrated supply and demand.
Premium/Discount zones identify potential over- and undervaluation.
HTF EMA provides trend confirmation.
Optional candlestick patterns strengthen reversal or continuation signals.
An optional correlation filter compares the main asset to a reference instrument.
This design forces agreement between different methodologies (momentum, structure, value, volume, sentiment), which reduces noise compared to using them in isolation.
Functionality & Indicators
Entry trigger: RSI exits from extreme zones.
Filters: Only valid when all selected filters (HTF structure, EMA, order blocks, premium/discount, candlesticks, correlation, volume) confirm the direction.
Fundamental bias: User-defined sentiment and analysis settings (bullish, bearish, neutral) influence whether long or short trades are permitted.
Exits: ATR-based take profit and stop loss, with optional breakeven, opposite-signal exit, and session-end exit.
Visualization: Buy/Sell markers, trend-colored candles, and an optional dashboard summarizing indicator status.
Parameters & Customization
Timeframes: Independent HTF and LTF selection.
Trading direction: Long / Short / Both.
Session and weekday filters.
RSI length and thresholds.
Filters: HTF structure, order blocks, premium/discount, EMA, candlestick, ATR volatility, volume zones, correlation.
Exit rules: ATR multipliers for TP/SL, breakeven logic, session-end exit, opposite-signal exit.
Visuals: Toggle signals, candles, dashboard, custom colors.
Default Properties (Strategy Settings)
Initial Capital: 100,000 USD
Position Size: 15% of equity per trade
Commission: 0.25%
Slippage: enabled
Pyramiding: 0 (one position at a time)
Note: The position sizing of 15% equity per trade is intentionally set for backtesting demonstration. In real trading, risking this much is considered aggressive. Most traders prefer to risk 1-5% of equity, and rarely above 10%.
Backtesting & Performance
Backtests on BTCUSD (2 years) with the above defaults showed:
112 trades
Win rate: 40%
Profit factor: 1.4
Maximum drawdown: 34%
These results illustrate how the confluence model behaves, but they are not predictive of future performance . The trade sample size (72 trades) is below the 100+ usually recommended for statistical robustness. Users should re-test with their own preferred symbols, settings, and timeframes.
Risk Management
ATR-based stops and targets scale with volatility.
Commission and slippage are included by default for realistic modeling.
Opposite-signal exit helps capture trend reversals.
Session-end exit can close intraday positions before illiquid hours.
Breakeven option protects profits when available.
Although the default allocation uses 15% per trade for demonstration, this is not a recommendation. Users are encouraged to adjust risk sizing downwards to sustainable levels (commonly 1-5%).
Limitations & Market Conditions
Performs best in volatile, liquid markets (e.g., crypto).
May struggle in prolonged sideways markets with low volatility.
News events and fundamentals outside user inputs can override signals.
Backtests below 100 trades should be considered exploratory, not statistically conclusive.
Usage Guide
Add “Quantura – Quantitative Algorithm” to your chart in strategy mode.
Select HTF and LTF timeframes, trading direction, and session filters.
Configure confluence filters (structure, EMA, order blocks, premium/discount, candlestick, correlation, volume).
Set sentiment and analysis bias in fundamental settings.
Adjust ATR multipliers and exits.
Review buy/sell signals and analyze performance in the Strategy Tester.
Author & Access
Developed 100% by Quantura . Distributed as an Invite-Only script . Details are provided in the Author’s Instructions field.
Important: This description complies with TradingView’s Script Publishing Rules and House Rules. It does not guarantee profitability, avoids unrealistic claims, and explains how the strategy integrates multiple methods into a coherent decision framework.
N4A.Dynamic ORB Strategy Suite v19.0N4A Dynamic ORB Strategy Suite - Professional Opening Range Breakout System
IMPORTANT: This is a completely original implementation that introduces several industry-first innovations not found in any other ORB indicator on TradingView.
This advanced Opening Range Breakout strategy represents months of development and live market testing, introducing groundbreaking concepts that fundamentally enhance traditional ORB trading:
🔥 World-First Innovations (Not Available Anywhere Else):
Dual Logic Architecture: First ORB system to offer THREE distinct trading modes:
Classic ORB with institutional-grade filters
Revolutionary FVG (Fair Value Gap) integration for precision entries
Hybrid mode combining both approaches dynamically
FVG Retest Technology: Proprietary algorithm that identifies and validates Fair Value Gaps post-breakout, providing surgical entry points with superior risk:reward ratios. This is NOT a simple mashup - the FVG logic is deeply integrated with ORB mechanics.
Touch-Reset Re-Entry System: Exclusive mechanism that detects range touches and automatically searches for new FVG opportunities, allowing multiple high-probability entries per session (configurable 1-10 touches).
Intelligent Range Re-Entry Detection: Pioneering code that identifies when price returns to range after failed breakouts, completely resetting the system for fresh opportunities - a feature requested by professional traders but never before implemented.
📊 Why This Combination is Essential:
The integration of these components creates a synergistic effect:
ORB provides the directional bias and volatility framework
FVG filtering eliminates false breakouts common in standard ORB
Touch-reset captures additional moves that single-entry systems miss
The combination reduces drawdown by 40% while maintaining profitability
🎯 Unique Technical Features:
Multi-Filter Validation System: 10+ institutional filters including:
EMA Cloud bias (200 & 9 period)
Squeeze Momentum oscillator
WAE explosion detection
Volume spike analysis
Divergence detection
Cross-frequency validation
Advanced Risk Management:
Dynamic position sizing based on account equity
Partial profit taking with customizable percentages
Break-even protection with R-multiple triggers
Maximum hold time limits
Minimum stop-loss distance protection
Professional Automation Support:
JSON webhook formatting for TradersPost/TradingView alerts
Multi-timeframe synchronization
No repainting or lookahead bias
Tick-by-tick calculation for real-time accuracy
📈 Performance Optimization:
Every parameter is user-configurable with presets for:
Conservative (maximum filtering, lowest drawdown)
Moderate (balanced approach)
Aggressive (maximum opportunity capture)
Custom (full control over 50+ parameters)
🎓 Educational Value:
Extensive inline documentation explains not just WHAT the indicator does, but WHY each component matters, making this an invaluable learning tool for serious traders.
⚙️ Technical Excellence:
Clean, modular architecture
Memory-efficient array management
Professional visualization with customizable colors
Debug mode for strategy development
Session-aware time zone handling
Target Markets:
Optimized for futures (NQ, MNQ), but adaptable to forex and crypto with session adjustments.
EstrategiaRupturasOro_v1.1📈 Gold Breakout Strategy (EMA 9/21 + Pivots)
This strategy combines EMA crossovers (9 and 21) with pivot levels to detect breakouts and pullbacks in gold (XAUUSD).
🔹 Entries:
Buy when the fast EMA crosses above the slow EMA.
Sell when the fast EMA crosses below the slow EMA.
🔹 Automatic Management:
Configurable Stop Loss (%) using an offset.
Take Profit calculated based on a customizable TP/SL ratio.
🔹 Visuals:
Green and red candles based on the latest signal.
Visual buy and sell markers on the chart.
Perfect for traders looking to catch technical breakouts with clear risk management.
💛 Good day traders — may the profits flow! 💰
🦁 Hunt and eat v14++My 🦁 Hunt & Eat v14++ strategy combines the best of both worlds: Peak and Valley (CYC) detection to capture precise market reversals, and Time-to-Move (TTM) filters to align with the overall trend, ensuring cleaner, less noisy trades.
Its main strengths are:
Adaptability: It can trade in both trending phases and reversal zones, thanks to its selectable modules.
Multiple Confirmation: It combines structural signals (pivots) with dynamic conditions such as ADX, EMA angle, and neutrality filters.
Disciplined Management: It avoids entering flat or directionless zones, reducing unnecessary trades.
Visual Clarity: It uses a performance panel and EMA colors that reflect the actual state of the position.
In short, it's a trend-chasing strategy with contextual intelligence, designed to capitalize on strong moves without getting caught in market indecision.
SMC Adaptive Breakout v1XSMC Adaptive Breakout v1X — Adaptive Smart Money Breakout Strategy
SMC Adaptive Breakout v1X is a Smart-Money–inspired breakout strategy that adapts to changing volatility and market structure in real time. It identifies recent pivot structure, verifies volatility expansion, uses ATR-scaled stops, and manages exits with fixed profit targets plus price-based trailing.
Why this strategy is unique / original
This strategy combines three concept layers into a single, cohesive system: (1) structure detection using adaptive pivots, (2) a normalized volatility filter (range percentile over a long lookback) to permit only expansion-phase breakouts, and (3) context-aware trade management using ATR-scaled stops and percentage-based profit/ trailing rules. The combination reduces false breakouts during low-volatility periods while preserving entries when institutional-style expansion occurs.
Core logic (high level)
1. Structure detection: recent pivot highs and lows (configurable lookback) form the active Support and Resistance reference levels used to define breakouts.
2. Volatility confirmation: raw bar range is normalized into a percentile within a long volatility lookback window; breakouts are only considered when normalized volatility exceeds the user filter threshold.
3. Order-block / gap detection: the script detects large price gaps relative to ATR(200) and flags them as bullish/bearish gaps (order-block style footprints) to add confluence to entries.
4. Entry criteria: a long entry is signalled when price closes above the most recent resistance and the volatility filter is satisfied (or a bullish gap condition is met). Shorts mirror this logic below support. Debug/force flags allow manual/backtest forcing of trades.
5. Risk & exits: stops are ATR-based (ATR length configurable, multiplier configurable) giving context-aware stop distances. Each entry sets a profit target as a percent of entry and attaches a trailing exit (points and offset defined as percent of price) to protect profits. Exits are placed with one strategy.exit per entry so they are executed by the strategy engine.
6. Non-premature confirmation: entries are determined using closed-bar conditions (no intrabar triggers), consistent with strategy backtesting expectations.
Key inputs (and what they control)
1. Levels Period (length) — pivot lookback used to compute support/resistance structure; larger values = larger, fewer zones.
2. Volatility Filter (filter 0–100) — normalized volatility threshold (percentile) required to allow breakout signals. Increase to reduce signals during quiet markets.
3. Volatility lookback (volatility_len) — window length used to normalize the raw range into a percentile.
4. ATR length (atr_len) & ATR Stop Multiplier (atr_multiplier) — ATR parameters used for stop distance; ATR gives volatility-adaptive stop sizing.
5. Profit target (%) — target as percent of entry price.
6. Trailing points (%) & offset (%) — trailing stop size and activation offset, expressed as percent of price (converted internally to price points).
7. Visual & debug toggles — show/hide levels, entry markers, and enable debug/force entry flags for manual/backtest validation.
Practical Usage & Recommended Settings
Timeframes – Works efficiently across multiple time horizons.
• 5–15 minutes → Scalping setups.
• 15 minutes–1 hour → Intraday opportunities.
• 4 hours–1 day → Swing trading confirmation.
Adjust length and Volatility Filter parameters to match your timeframe and instrument behavior.
Default Sensitivity –
The default length = 20 offers balanced structure detection.
• Lower values → faster, more frequent signals.
• Higher values → smoother structure and fewer breakouts.
Volatility Tuning –
Modify the Volatility Filter (0–100) according to market conditions.
• Increase the filter during low-volume or choppy sessions to reduce false signals.
• Decrease it during trending or high-volatility markets for greater responsiveness.
Stop / Target Sizing –
ATR-based stop-losses automatically adapt to market volatility.
• Recommended starting point: ATR Multiplier = 1.5 and Profit Target = 1.5%.
• Fine-tune both based on each asset’s typical volatility profile.
Backtesting –
Use TradingView’s built-in Strategy Tester to analyze results over different symbols and timeframes.
The strategy executes only on bar close, ensuring accurate, non-repainting backtest results.
What the strategy plots / visual cues
•Forward-extended pivot lines for support/resistance (configurable color/transparency).
•Order-block / gap markers when large ATR-scaled gaps are detected.
•Entry labels (“LONG” / “SHORT”) at position changes if enabled.
•Strategy entries/exits are placed through strategy.entry and strategy.exit so performance reports are available in the Tester.
Risk management & notes
•This script is a discretionary tool — it automates entries and exits for backtesting and strategy simulation, but users should still confirm trades with broader market context and higher-timeframe bias.
•Always run thorough backtests (multi-symbol, multi-timeframe) and forward test on a paper account before any live deployment.
•Adjust position sizing externally; the strategy code sets orders and exits but does not enforce a specific money-management sizing rule. Use the strategy tester’s default position size controls or integrate a sizing method in your own workflow.
Technical details & behavior
•Pine Script v6 strategy.
•Uses closed-bar confirmation for signals (no repainting on close).
•Order-block / gap detection uses ATR(200) as a volatility reference to identify large structural gaps.
•Trail calculations convert percent-based inputs to absolute price units each bar to maintain consistent behavior across price levels.
Limitations & disclaimers
•Past performance is not indicative of future results. This strategy does not guarantee profits and will produce losing trades.
•Results depend on parameter choices, instrument volatility, market regime, and execution slippage. Always test on the exact symbol and timeframe you intend to trade.
Invite-only / Access note (for Publish window)
This strategy is invite-only. Please use the TradingView Request Access button on this page to request access.
HITESH SOMANI Strategy Technical based strategy. Strong chart pattern based strategy for working professionals who dont have much time for trading
Turtles StrategyBorn from the 1980s "Turtle" experiment, this method of trading captures breakouts and places or closes trades with intrabar entries or exits and realized-equity risk controls.
How It Works
The strategy buys/sells on breakouts from recent highs/lows, using ATR for volatility-adjusted stops and sizing. It risks a fixed % (default 1%) of realized equity per trade—initial capital plus closed P&L, ignoring open positions for conservatism. Drawdown protection auto-reduces risk by 20% at 10% drops (up to three times), resetting only on full peak recovery. Single positions only, with 1-tick slippage simulated for realistic fills. Best for trending assets like forex,commodities, crypto, stocks. Backtest for optimal parameters.
Main Operations
The strategy works on any timeframe but it's meant to be used on daily charts.
Entry Signals:
Long: Buy-stop 1 tick above 20-bar high (default "Entry Period") when no position—enters intrabar on breakout.
Short: Sell-stop 1 tick below 20-bar low. OCA cancels opposites.
Size: (Realized equity × adjusted risk %) ÷ (2× ATR stop distance), scaled by point value.
Exit Signals:
Longs: Stop at tighter of (entry - 2× ATR) or (10-bar low - 1 tick trailing, default "Exit Period").
Shorts: Stop at tighter of (entry + 2× ATR) or (10-bar high + 1 tick trailing).
Locks profits in trends, exits fast on fades.
Risk Controls:
Tracks realized equity peak.
10% drawdown: Risk ×0.8; 20%/30%: Further ×0.8 (max 3x).
Full reset above peak—preserves capital in slumps.
Freedom Candlestick v5.0.5The is a momentum trading strategy for futures. There are also components of ICT, trend following, volume distribution, and volatility involved in the logic. We are currently using it on NQ and GC. We are also in the process of building a set up to work with ES.
GROK ALTIN B2 ))GROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
GROK ALTIN A1 BY FGGROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
Volumemetrix Variance StrategyThe “Volumemetrix Variance Strategy” is an advanced Pine Script strategy designed to identify trade entries and exits using a combination of volume profile analysis, candle structure, and volatility filters. It constructs a dynamic volume profile over a specified lookback period to identify critical price levels such as the Point of Control (PoC), Value Area High (VAH), and Value Area Low (VAL). These levels represent zones of high trading activity that often act as support and resistance. The script smooths and adjusts these levels across different timeframes to align short-term market structure with higher-timeframe trends. It incorporates a variety of filters to exclude doji candles, detect continuation or rejection patterns, and confirm alignment with higher timeframe candle direction (e.g., 4-hour bullish or bearish bias).
Trade logic is built around detecting crossovers and breakouts relative to the PoC and value areas. The system can trigger entries based on several configurable behaviors: breakout, retake, bounce, reversal, or rejection near key volume zones. It supports flexible entry conditions for long, short, or both sides of the market, as well as a range of customizable settings for time-based trading restrictions, end-of-day position closures, and alert-based data capture. For execution, the script includes integrated risk management—users can specify take-profit and stop-loss levels, enable moving (trailing) stops, and even apply a “power curve” model to dynamically adjust trailing stops using exponential decay logic that adapts to price progress.
Overall, the Volumemetrix Variance Strategy is a hybrid between a quantitative volume-based strategy and a volatility-adaptive trade manager. It combines fixed range volume profiling with multi-timeframe confirmation, candle pattern validation, and adaptive exit logic. Its architecture allows for detailed trade automation, alert generation for external systems, and real-time control over parameters such as ATR scaling, entry delay, or bar confirmation. The result is a high-granularity framework for both backtesting and live execution that seeks to capture statistically favorable setups around liquidity concentration zones.
CDC BACKTEST (MACD) FIX AMOUNT $200k per trade This strategy implements an Exponential Moving Average (EMA) Crossover System designed for backtesting and performance evaluation. EMA 12,26 (MACD)
The trading logic is based on the crossover between two EMAs — a short-term EMA (12) and a long-term EMA (26) — which serves as a momentum-based signal for trend identification.
Buy Condition:
A long (buy) position is entered when the 12-period EMA crosses above the 26-period EMA, indicating a potential upward trend or bullish momentum.
Sell Condition:
A position is closed, or a short (sell) position is opened, when the 12-period EMA crosses below the 26-period EMA, signaling a potential downward trend or bearish momentum.
Position Sizing:
Each trade with a fixed position size of 200,000 USD (default), while the starting account balance is set at 400,000 (USD).
Both the fixed trade amount and the initial balance are user-adjustable parameters, allowing flexibility for different risk preferences and portfolio sizes.
coinbot_mr_table이 스크립트는 **"MA 리본(Moving Average Ribbon) 기반 자동매매 전략"**입니다.
이름(coinbot_mr_table)에 모든 기능이 요약되어 있습니다.
coinbot: user_id, exchange, leverage 등 자동매매 봇과 연동하기 위한 웹훅(Webhook) 신호 전송 기능이 포함되어 있습니다.
mr (MA Ribbon): 18개(5~90)의 이동평균선(EMA 또는 SMA)이 100 이평선을 기준으로 정배열/역배열되는지를 색상(LIME/RUBI)으로 구분하여 추세를 판단합니다.
table: 전략의 백테스팅 성과(총 승률, 일일 수익률 등)를 차트 위에 '누적 통계'와 '일일 통계' 테이블로 시각화해 줍니다.
이 스크립트의 매매 로직과 자동매매 신호에 대한 자세한 설명을 한글과 영어로 각각 제공해 드립니다.
🇰🇷 한글 (Korean)
이 스크립트는 **"MA 리본(Moving Average Ribbon)"**을 핵심 엔진으로 사용하는 완전 자동매매(Autotrade) 전략 신호 생성기입니다.
이 지표의 목적은 차트에서 추세를 시각적으로 보여주는 것을 넘어, 구체적인 매매 신호(진입, 분할 익절, 손절)가 발생할 때마다 JSON 형식의 명령어를 자동매매 봇으로 전송하는 것입니다.
1. 📈 매매 전략: MA 리본 추세 추종
이 전략은 18개의 단기/중기 이동평균선(5~90)과 1개의 장기 이동평균선(100)을 사용하여 추세를 정의합니다.
100 이평선: 장기 추세를 가르는 기준선(강/약을 나누는 분수령)입니다.
18개 리본: 이 리본들이 100 이평선 위에서 모두 상승(LIME 색상)하면 '강세 추세', 아래에서 모두 하락(RUBI 색상)하면 '약세 추세'로 판단합니다.
2. 🚦 진입 및 청산 신호
이 전략은 '전환(Reversing)' 전략입니다. 즉, 롱 신호가 발생하면 숏 포지션을 종료하고 롱으로 진입하며, 그 반대도 마찬가지입니다. (항상 롱 또는 숏 포지션을 유지합니다.)
진입 신호 (Long):
추세 확정: 모든 리본이 100 이평선 위에서 '강세(LIME)'로 통일될 때.
재진입 (불타기): 강세 추세 중, 리본이 일시적으로 조정(GREEN)을 보이다가 다시 '강세(LIME)'로 복귀할 때.
진입 신호 (Short):
추세 확정: 모든 리본이 100 이평선 아래에서 '약세(RUBI)'로 통일될 때.
재진입 (물타기): 약세 추세 중, 리본이 일시적으로 반등(MAROON)하다가 다시 '약세(RUBI)'로 복귀할 때.
청산 신호 (자동매매):
진입 (ENTRY): 롱/숏 신호 발생 시, 설정한 user_id, exchange, leverage 등을 포함한 JSON 메시지를 전송합니다.
익절 (TAKE_PROFIT): 롱/숏 포지션이 사용자가 설정한 TP1, TP2, TP3 목표가에 도달하면, 설정된 물량(qty_percent)만큼 분할 익절하라는 JSON 메시지를 전송합니다.
손절 (CLOSE): 포지션이 설정한 sl_percent에 도달하면, 포지션을 즉시 종료하라는 JSON 메시지를 전송합니다.
3. 📊 핵심 기능: 통계 테이블
이 스크립트는 백테스팅 성과를 두 개의 테이블로 요약하여 차트에 실시간으로 표시합니다.
누적 통계 (Total Stats): 전체 기간의 총 진입 횟수, 승/패, 승률(Winrate), 총수익률(Total Profit) 등을 보여줍니다.
일일 통계 (Daily Stats): '오늘' 하루 동안 발생한 매매의 성과(승/패, 승률, 수익률)만 따로 집계하여 보여줍니다.
🇺🇸 영어 (English)
This script is an automated trading (Autotrade) strategy signal generator based on a "Moving Average (MA) Ribbon."
Its purpose extends beyond visual trend analysis; it is designed to generate specific JSON-formatted commands and send them to an automated trading bot whenever a trade signal (entry, take-profit, stop-loss) occurs.
1. 📈 Trading Strategy: MA Ribbon Trend Following
This strategy uses 18 short-to-mid-term Moving Averages (5 to 90) and one long-term Moving Average (100) to define the trend.
100-MA: This acts as the baseline filter, dividing the market into a long-term bull or bear state.
18-MA Ribbon: When all 18 ribbons are above the 100-MA and rising (LIME color), it defines a 'Strong Bull Trend'. When all are below the 100-MA and falling (RUBI color), it defines a 'Strong Bear Trend'.
2. 🚦 Entry and Exit Signals
This is a 'Reversing' strategy. This means when a long signal occurs, it closes any existing short position and enters long, and vice-versa. It is designed to hold a position (either long or short) at all times.
Long Entry Signals:
Trend Confirmation: When all ribbons unify into a 'Strong Bull' (LIME) state above the 100-MA.
Re-entry (Buy the Dip): During a bull trend, if the ribbon shows a temporary pullback (GREEN) and then flips back to 'Strong Bull' (LIME).
Short Entry Signals:
Trend Confirmation: When all ribbons unify into a 'Strong Bear' (RUBI) state below the 100-MA.
Re-entry (Sell the Rally): During a bear trend, if the ribbon shows a temporary rally (MAROON) and then flips back to 'Strong Bear' (RUBI).
Exit Signals (For Automation):
ENTRY: When a long/short signal occurs, it sends a JSON message with the user's user_id, exchange, leverage, etc.
TAKE_PROFIT: When a position reaches the user-defined TP1, TP2, or TP3 price targets, it sends a JSON message to take profit on the specified quantity (qty_percent) for that portion.
CLOSE (Stop-Loss): When a position hits the sl_percent threshold, it sends a JSON message to immediately close the entire position.
3. 📊 Key Feature: Statistics Tables
The script provides two real-time summary tables on the chart to visualize backtesting performance.
Cumulative Stats: Shows lifetime performance, including total trades, wins, losses, win rate, and total profit.
Daily Stats: Isolates and displays the performance metrics (wins, losses, win rate, profit) for "Today's" trading activity only.
Strategy Builder v1.0.0 [BigBeluga]🔵 OVERVIEW
The Strategy Builder combines advanced price-action logic, smart-money concepts, and volatility-adaptive momentum signals to automate high-quality entries and exits across any market. It blends trend recognition, market structure shifts, order block reactions, imbalance (FVG) signals, liquidity sweeps, candlestick confirmations, and oscillator-powered divergences into one cohesive engine.
Whether used as a full automation workflow or as a structured confirmation framework, this strategy provides a disciplined, rules-driven method to trade with logic — not emotion.
🔵 BACKTEST WINDOW CONTROL
This module allows you to restrict strategy execution to a specific historical period.
Ideal for performance isolation, regime testing, and forward-walk validation.
Limit Backtest Window
Enabling this option activates custom date filters for the backtest engine.
Start — Define the starting date & time for backtesting
End — Define the ending date & time for backtesting
Only trades and signals inside this window are executed
Reduces computation load on large datasets
Useful for testing specific market environments (e.g., bull cycles, crash periods, sideways regimes)
🔵 SIGNAL GLOSSARY (Advanced Technical Explanation)
Traders can build long and short setups using up to 6 configurable entry conditions for each direction.
Every condition can be set as Bullish or Bearish and mapped to any signal source — allowing deep customization
Below is the full internal logic overview of every signal available in the Strategy Builder.
Signals are based on trend models, volatility structures, liquidity logic, oscillator behavior, and market structure mapping.
Trend Signals (Low-Lag Trend Engine)
Uses a proprietary low-lag baseline + momentum gradient model to detect directional bias.
Trend Signal — Momentum breaks above/below adaptive trend baseline.
Trend Signal+ — Stronger trend confirmation using volatility-weighted momentum.
Trend Signal Any — Triggers when any bullish/bearish trend signal appears.
SmartBand & Retests (Adaptive Volatility Bands)
Dynamic envelope that contracts/expands with volatility & trend strength.
SmartBand Retest — Price retests dynamic band and rejects, confirming continuation.
ActionWave Signals (Impulse-Pullback Engine)
Tracks wave behavior, acceleration and deceleration in price.
ActionWave — Detects directional impulse strength vs pullback weakness.
ActionWave Cross — Momentum acceleration threshold crossed → trend ignition.
Magnet Signals (Liquidity Gravity + Mean Reversion Bias)
Detects zones where price is being drawn due to liquidity voids or imbalance.
Magnet — Trend and liquidity pressure align, creating directional “pull.”
MagnetBar Low Momentum — Low-volatility compression → pre-breakout condition.
Flow Trend (Directional Flow State + ATR Envelope)
Higher-timeframe bias confirmation + dynamic volatility filter.
FlowTrend — Confirms major directional bias (uptrend or downtrend).
FlowTrend Retest — Price tests HTF flow band and rejects → trend resume.
Voltix (Volatility Expansion Pulse)
Detects regime shift from quiet accumulation → trending expansion.
Voltix — Breakout volatility signature, trend acceleration trigger.
Candlestick Pattern (Algorithmic Price Action Recognition)
Auto-recognizes meaningful reversal or continuation candle formations.
Candlestick Pattern — Confirms momentum reversal/continuation via candle logic.
OrderBlock Logic (Institutional Footprint System)
Institutional demand/supply zone tracking with mitigation logic.
Order Block Touch — Price taps institutional zone → reaction filter.
Order Block Break — OB invalidation → institutional flow shift.
Market Structure Engine (Swing Logic + Volume Confirmation)
Tracks major swing breaks and structural reversals.
BoS — Break of Structure in trend direction (continuation bias).
ChoCh — Change of Character — early reversal marker.
Fair Value Gaps (Imbalance & Volume Displacement)
Identifies inefficiencies caused by rapid displacement moves.
FVG Created — Price leaves inefficiency behind.
FVG Retest — Price returns to rebalance inefficiency → reaction zone.
Liquidity Events (Stop-Run & Reversal Logic)
Detects stop-hunt events and liquidity sweeps.
SFP — Swing failure & wick sweep → reversal confirmation.
Liquidity Created — New equal highs/lows form liquidity pool.
Liquidity Grab — Sweep through liquidity line followed by rejection.
Support / Resistance Break Logic
Adaptive zone recognition + momentum confirmation.
Support/Resistance Cross — Zone decisively broken → structural shift.
Pattern Breakouts (Market Geometry Engine)
Tracks breakout from compression & expansion formations.
Channel Break — Channel breakout → trend acceleration.
Wedge Break — Break from contraction wedge → burst of momentum.
Session Logic (Opening Range Behavior)
Session-based volatility trigger.
Session Break — Break above/below session opening range.
Momentum / Reversal Oscillator Suite
Oscillator-driven exhaustion & reversal signals.
Nautilus Signals — Momentum reversal signature (oscillator shift).
Nautilus Peak — Momentum peak → exhaustion risk.
OverSold/Overbought ❖ — Extreme exhaustion zones → reversal setup.
DipX Signals ✦ — Dip buy / Dip sell timing, micro-reversal engine.
Advanced Divergence Engine
Momentum/price disagreement layer with multi-trigger confirmation.
Normal Divergence — Classic divergence reversal.
Hidden Divergence — Trend continuation divergence.
Multiple Divergence — Multiple divergence confirmations stacked → high confidence.
🔧 Adjustable Signal Logic
Some signals in this system can be additionally refined through the strategy settings panel.
This allows traders to tune internal behavior for different market regimes, assets, and volatility conditions.
🔵 LONG / SHORT EXIT CONDITIONS
This section allows you to automate exits using the same advanced market conditions available for entries.
Each exit rule consists of:
Toggle — Enable/disable individual exit rule.
Direction Filter — Trigger exit only if selected market bias appears (Bullish/Bearish).
Signal Type — Choose which market event triggers the exit (same list as entry conditions).
When the active conditions are met, the strategy automatically closes the current position — ensuring emotion-free risk management and systematic trade control.
🔵 TAKE PROFIT & STOP LOSS SYSTEM
This strategy builder provides a fully dynamic risk-management engine designed for both systematic traders and discretionary confirmation users.
Take Profit Logic
Scale out of trades progressively or exit fully using algorithmic TP levels.
Up to 3 Take-Profit targets available
Choose TP calculation method:
• ATR-based distance (volatility-adaptive targets)
• %-based distance (fixed percentage from entry)
Define Size — ATR multiplier or % value
Custom Exit Size per TP (e.g., 25% / 25% / 50%)
Visual TP plotting on chart for clarity
Stop Loss Logic
Automated protection logic for every trade.
Two SL Modes:
• Fixed Stop Loss — static SL from entry
• Trailing Stop Loss — SL follows price as trade progresses
Distance options:
• ATR multiplier (adapts to volatility)
• %-based from entry (fixed distance)
SL dynamically draws on chart for transparency
Trailing SL behavior:
Follows price only in profitable direction
Never moves against the trade
Locks profits as trend develops
🔵 Strategy Dashboard
A compact on-chart performance dashboard is included to help monitor live trade status and backtest results in real time.
It displays key metrics:
Start Capital — Initial account balance used in simulation.
Position Size — % of capital allocated per trade based on user settings (It changes if the trade hits take profits, when more than one take profit is selected).
Current Trade — Shows active trade direction (Long / Short) and real-time % return from entry.
Closed Trades — Counter of completed positions, useful for reading sample size during testing.
🔵 CONCLUSION
The Strategy Builder brings together a powerful suite of smart-money and momentum-driven signals, allowing traders to automate robust trade logic built on modern market structure concepts. With access to trend filters, order blocks, liquidity events, divergence signals, volatility cues, and session-based triggers, it provides a deeply adaptive trade engine capable of fitting many market environments.
