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nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Pine Script® strategy
by RezzoRedPriest
5-min Strat Strategy V2 (With Stop Loss)README: 5-min Strat Strategy V2 – $7,500 Stop Loss Version ✅ Description This is a rules-based intraday trading strategy developed for use on futures contracts like MNQ (Micro Nasdaq) or MES (Micro S&P). It focuses on momentum-based breakout entries above pre-market highs, during regular trading hours, and uses EMAs to define trend alignment. ⚙️ Strategy Components ✅ Trade Type Long-Only strategy Entry and exit based on EMAs, price position, and time windows ✅ Time Frame Built for 5-minute charts ✅ Symbols Optimized for MNQ (Micro Nasdaq Futures) Works on MES or other U.S. index futures with similar structure 📅 Time Windows Pre-Market Hours (PMH/PML): 04:00 – 09:30 AM EST Regular Trading Hours (RTH): 09:30 AM – 4:00 PM EST Auto Exit Time: 4:59 PM EST (to comply with prop firm rules) 📌 Entry Conditions (Long) 48 EMA > 200 EMA (Bullish alignment) Price > Locked Pre-Market High Green Candle (close > open) During RTH (9:30–16:00 EST) Cooldown: Must wait 4 candles after last entry Max Trades per Day: 3 💥 Exit Conditions Primary Exit: Close below the 48 EMA Max Loss Exit: Stop loss set to $7,500 per trade EOD Exit: All positions are closed at 4:59 PM EST 💰 Risk Management Contracts: 6 Micro contracts per trade Stop Loss: Dynamic point-based SL calculated based on: MNQ point value = $20/point per contract 30 contracts = $120/point Max SL points = $7,500 / $120 = 62.5 points 📊 Key Variables for Logging Parameter Value Max Stop Loss $7,500 Position Size 30 Micro Contracts - ***Varies depending on account size*** Cooldown Bars 4 (20 min) Max Daily Trades 3 Strategy Version V2 – $7.5K SL
Pine Script® strategy
by CriticalCapitalTrading
Sniper StrategyThe Sniper Strategy is a clean and data-driven RSI-based system designed for precision entries and exits. It combines multi-timeframe RSI analysis, automated labeling, and dynamic P/L tracking — perfect for traders who want clarity, visual feedback, and strict risk control in one tool. 🧩 Core Features Dual RSI Framework: Calculates both the current timeframe RSI and a higher timeframe RSI to confirm trend strength and avoid false signals. Smart Entry Logic: Long signals when RSI drops below oversold level. Short signals when RSI exceeds overbought level. Automatic Exit Management: Configurable Stop Loss and Take Profit percentages. Optional RSI-based exit for flexible trade closures. All exits are visually labeled for transparency. Real-Time Profit Tracking: Displays a floating label above each bar showing current P/L (%), updated live while the position is open — giving you instant insight into trade performance. Clean Visual Design: Uses arrows and colored labels for entry/exit clarity. Optional RSI line and higher timeframe RSI plot included. Alerts Ready: Built-in alert conditions for both Long and Short signals — ideal for automation or notifications. ⚙️ Inputs & Customization Adjustable RSI lengths for both timeframes. Selectable RSI source (Close, HL2, etc.). Configurable stop loss and take profit levels. Customizable leverage and precision for P/L display. Optional wick-based calculation for sensitivity tuning. 💡 How to Use Apply the strategy on your preferred symbol and timeframe. Adjust RSI and risk settings to match your trading style. Optionally enable higher timeframe RSI confirmation. Set alerts for “Long Entry Signal” and “Short Entry Signal.” Backtest and fine-tune before going live. ⚠️ Disclaimer This script is for educational and research purposes only. It is not financial advice. Always backtest thoroughly and manage your risk before using it in live trading.
Pine Script® strategy
by Tg965
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.
Pine Script® strategy
by Quantura
Two-Sided R1/S1 + Supertrend (Final v6)The core of this TradingView strategy combines classic intraday resistance with a volatility-based trend follower to identify strong breakout and breakdown opportunities while rigorously enforcing day trading rules. This is an Intraday Mean Reversion / Trend Following strategy for the 5-minute (5m) chart with mandatory End-of-Day (EOD) closures. In essence: You're only trading in the direction of the confirmed Supertrend when price action has demonstrated enough momentum to move past the important pivot support/resistance levels.
Pine Script® strategy
by adieebagaria22
NY ORB - Full Dynamic SystemNY ORB - Full Dynamic Strategy Summary 1. Opening Range and Session Timing Opening Range (ORB) Calculation: The strategy identifies the ORB High and ORB Low by tracking the highest high and lowest low during the specified New York pre-market window, which is set by default from 8:30 to 8:45 (New York time). Entry Window: Trading activity is restricted to a specific entry period, typically starting shortly after the ORB is established (default: 8:50 to 12:00). Hard Exit Time: Any remaining open positions are automatically closed at a fixed exit time (default: 13:25). 2. Trade Entry Logic and Filters An entry (Long or Short) is generated when the price breaks out of the established ORB, provided it passes a series of optional filters: Direction Control: The user can restrict the strategy to trade Long Only, Short Only, or Both. Second Breakout Logic: An optional filter that requires the price to break out, reverse back into the range, and then break out again, confirming momentum after a consolidation. Confirmation Candle Count: An optional filter that checks the close of a previous candle (e.g., 1 or 2 candles ago) to ensure the price was still inside the range, preventing premature entry. Technical Filters (Optional): The entry is only executed if it aligns with selected indicators: RSI: Filters for non-overbought (Long) or non-oversold (Short) conditions. MACD: Requires the MACD line to be above/below the Signal line for alignment. VWAP: Requires the price to be above/below the Volume-Weighted Average Price. Trend Filter (SMMA): Requires the price to be above/below a 50-period Simple Moving Average. 3. Dynamic Risk and Exit Management This strategy features highly configurable stop-loss and profit-taking mechanics: Primary Stop Loss Methods: The Stop Loss distance can be dynamically chosen from four types: Fixed: A fixed number of ticks. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR-based, but with a hard maximum tick limit. OR-Based: Based on a multiple of the actual ORB High-to-Low range. Dynamic Profit Target: The Take Profit level is calculated dynamically based on a multiplier of either the ATR or the ORB Range. Breakeven Stop: If enabled, the Stop Loss automatically moves to the entry price (Breakeven) once the price moves a predetermined distance in the profitable direction. An Adaptive Breakeven option allows the trigger distance to be calculated as a percentage of the overall ATR Profit Target. Trailing Stop: The strategy uses a trailing stop, which can be custom-set (fixed ticks) or dynamically tied to the ATR. An optional feature Auto Tighten Trailing reduces the trailing multiplier once the breakeven level is hit. MA Cross Exit: An alternative, counter-trend exit mechanism that closes the trade if the price crosses back over the chosen Moving Average (either SMMA or VWAP), overriding the pending profit target. 4. Daily Account Management The strategy includes crucial daily risk controls to protect capital and lock in profits: Daily Profit Limit: If the total daily PnL (realized and unrealized) hits a predefined maximum profit threshold (in ticks), all trades are closed, and new entries are blocked for the remainder of the trading day. Daily Loss Limit: Conversely, if the total daily PnL hits a predefined maximum loss threshold, all trades are closed, and new entries are blocked for the remainder of the day.
Pine Script® strategy
by mcward302
5
Enhanced MA Crossover Pro📝 Strategy Summary: Enhanced MA Crossover Pro This strategy is an advanced, highly configurable moving average (MA) crossover system designed for algorithmic trading. It uses the crossover of two customizable MAs (a "Fast" MA 1 and a "Slow" MA 2) as its core entry signal, but aggressively integrates multiple technical filters, time controls, and dynamic position management to create a robust and comprehensive trading system. 💡 Core Logic Entry Signal: A bullish crossover (MA1 > MA2) generates a Long signal, and a bearish crossover (MA1 < MA2) generates a Short signal. Users can opt to use MA crossovers from a Higher Timeframe (HTF) for the entry signal. Confirmation/Filters: The basic MA cross signal is filtered by several optional indicators (see Filters section below) to ensure trades align with a broader trend or momentum context. Position Management: Trades are managed with a sophisticated system of Stop Loss, Take Profit, Trailing Stops, and Breakeven stops that can be fixed, ATR-based, or dynamically adjusted. Risk Management: Daily limits are enforced for maximum profit/loss and maximum trades per day. ⚙️ Key Features and Customization 1. Moving Averages Primary MAs (MA1 & MA2): Highly configurable lengths (default 8 & 20) and types: EMA, WMA, SMA, or SMMA/RMA. Higher Timeframe (HTF) MAs: Optional MAs calculated on a user-defined resolution (e.g., "60" for 1-hour) for use as an entry signal or as a trend confirmation filter. 2. Multi-Filter System The entry signal can be filtered by the following optional conditions: SMA Filter: Price must be above a 200-period SMA for long trades, and below it for short trades. VWAP Filter: Price must be above VWAP for long trades, and below it for short trades. RSI Filter: Long trades are blocked if RSI is overbought (default 70); short trades are blocked if RSI is oversold (default 30). MACD Filter: Requires the MACD Line to be above the Signal Line for long trades (and vice versa for short trades). HTF Confirmation: Requires the HTF MA1 to be above HTF MA2 for long entries (and vice versa). 3. Dynamic Stop and Target Management (S/L & T/P) The strategy provides extensive control over exits: Stop Loss Methods: Fixed: Fixed tick amount. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR stop limited by a maximum fixed tick amount. Exit on Close Cross MA: Position is closed if the price crosses back over the chosen MA (MA1 or MA2). Breakeven Stop: A stop can be moved to the entry price once a trigger distance (fixed ticks or Adaptive Breakeven based on ATR%) is reached. Trailing Stop: Can be fixed or ATR-based, with an optional feature to auto-tighten the trailing multiplier after the breakeven condition is met. Profit Target: Can be a fixed tick amount or a dynamic target based on an ATR multiplier. 4. Time and Session Control Trading Session: Trades are only taken between defined Start/End Hours and Minutes (e.g., 9:30 to 16:00). Forced Close: All open positions are closed near the end of the session (e.g., 15:45). Trading Days: Allows specific days of the week to be enabled or disabled for trading. 5. Risk and Position Limits Daily Profit/Loss Limits: The strategy tracks daily realized and unrealized PnL in ticks and will close all positions and block new entries if the user-defined maximum profit or maximum loss is hit. Max Trades Per Day: Limits the number of executed trades in a single day. 🎨 Outputs and Alerts Plots: Plots the MA1, MA2, SMA, VWAP, and HTF MAs (if enabled) on the chart. Shapes: Plots visual markers (BUY/SELL labels) on the bar where the MA crossover occurs. Trailing Stop: Plots the dynamic trailing stop level when a position is open. Alerts: Generates JSON-formatted alerts for entry ({"action":"buy", "price":...}) and exit ({"action":"exit", "position":"long", "price":...}).
Pine Script® strategy
by mcward302
Gold H1 Breakout Failure (V11.0)This strategy is designed for trading XAU/USD (Gold) on the 1-hour timeframe. It identifies and trades fake breakouts of the Asian session range. The logic is simple yet effective: The script first marks the Asian session high and low. Once price breaks out of this range and closes outside, it waits for confirmation by watching for price to close back inside the range. When this re-entry occurs, the strategy takes a position in the opposite direction of the initial breakout, anticipating a false breakout or liquidity trap setup. By focusing on these fakeouts, the strategy aims to capture reversal momentum after liquidity sweeps, making it especially effective during sessions when volatility transitions from Asia to London or New York.
Pine Script® strategy
by MatthewRodrigues4
XAUUSD 9-Grid Scalper (9-levels, 3pt TP)📈 Overview The XAUUSD 9-Grid Scalper is a precision-based intraday strategy designed for gold scalping around key 9-based price zones. Gold (XAUUSD) often reacts strongly to levels that are multiples of 9, and this script builds a dynamic grid of 18 levels around the current price to capture short-term momentum moves. This strategy uses 9-point take profits (TP) and configurable stop-loss levels, allowing for fast in-and-out scalps within volatile gold sessions. It’s optimized for short-term traders who focus on 1M–5M charts. ⚙️ Core Logic Dynamic 9-Multiples Grid: Automatically plots 18 nearby levels spaced by multiples of 9. Entry Signals: Long when price breaks above a 9-level. Short when price breaks below a 9-level. Take Profit: Fixed at 9 points (configurable). Stop Loss: Adjustable for flexible risk management. Backtest-Ready: Uses strategy() for full performance analytics (win rate, profit factor, drawdown). 💡 Best Use Cases Ideal for gold scalpers during London and New York sessions. Works best on 1M–5M timeframes with high volatility. Combine with volume or trend filters (e.g., RSI, MA slope) for improved accuracy. 🧠 Customization Options Number of grid levels (default: 18) Take profit & stop loss distance (default: 9pt TP) Display toggle for 9-grid visualization Optional filters for session time or volatility ⚠️ Disclaimer This strategy is for educational and research purposes only. Past performance does not guarantee future results. Always test on demo before trading live.
Pine Script® strategy
by harmistest
1
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL Summary in one paragraph FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs • Timeframes. One minute to daily • Default demo used in the publication. SPY on 30min • Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state • Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes • Testability. All windows and gains are inputs • Portable yardstick. Returns use natural log units and range is bar high minus low • Protected scripts. Not used. Method disclosed plainly here Method overview in plain language Base measures • Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion Components • Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized • Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression • Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves • Energy score. Z scores of the above form a single energy that controls the state gain • One bar projection. Current slope extended by one bar for anticipatory checks Fusion rule Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push. Signal rule • Long suggestion and order when close is below trend and the one bar projection is above the trend • Short suggestion and flip when close is above trend and the one bar projection is below the trend • WAIT is implicit when neither condition holds • In position states end on the opposite condition What you will see on the chart • Colored trendline teal for rising red for falling gray for flat • Optional projection line one bar ahead • Optional background can be enabled in code • Alerts on price cross and on slope flips Inputs with guidance Setup • Price source. Close by default Logic • Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips • Vol window. Typical range 30 to 120. Higher calms curvature • Energy window. Typical range 20 to 80. Higher slows regime changes • Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop UI • Show 1 bar projection. Colors for up down flat Properties visible in this publication • Initial capital 25000 • Base currency USD • Commission percent 0.03 • Slippage 5 • Default order size method percent of equity value 3% • Pyramiding 0 • Process orders on close off • Calc on every tick off • Recalculate after order is filled off Realism and responsible publication • No performance claims • Intrabar reminder. Shapes can move while a bar forms and settle on close • Strategy uses standard candles only Honest limitations and failure modes • Sudden gaps and thin liquidity can still produce fast flips • Very quiet regimes reduce contrast. Use larger windows and lower max gain • Session time uses the exchange time of the chart if you enable any windows later • Past results never guarantee future outcomes Open source reuse and credits • None
Pine Script® strategy
by exlux
Hull Suite Strategy with Time FilterThis script is a Hull Moving Average–based trend system designed to visualize market direction and filter signals during specific trading hours. It features: Dual HMA bands for smoother trend detection Color changes based on slope to highlight momentum Optional time filter for signal control within session hours Compact buy/sell signal markers You can adjust HMA lengths, time filters, and visual options from the settings panel. This script is intended for educational and analytical purposes only — not financial advice.
Pine Script® strategy
by sunnymet2000
CBC Flip StrategyThe CBC Flip Strategy is a momentum-based trading system that identifies shifts in market control by monitoring price closes relative to previous bars' highs and lows: it flips to bullish mode when the close exceeds the prior high (indicating bulls in control) and enters a long position, or to bearish mode when the close falls below the prior low (indicating bears in control) and enters a short position, all while incorporating optional confluences like higher timeframe CBC alignment, RSI thresholds (above 50 + offset for longs, below 50 - offset for shorts), and EMA positioning (above for longs, below for shorts) to filter entries; trades are restricted to a user-defined session window and direction preferences, with exits handled via tick-based TP/SL, reversal on chart or higher timeframe CBC flips, and an optional flatten at a specified time to close all positions. Number of Contracts: Adjust the quantity of contracts per trade (default: 1). SL and TP Ticks: Set stop-loss (default: 12 ticks) and take-profit (default: 24 ticks) distances from entry. Exit Strategy: Choose from TP/SL in ticks, exit on chart CBC flip (reverses on opposite signal), or exit on higher timeframe CBC flip. Flatten All: Enable/disable flattening all positions at a customizable time (default: 16:00, with adjustable hour/minute). Trading Session: Define the time window for allowing entries (default: 0800-1700). Trade Direction: Select "Both" (longs and shorts), "Only Long", "Only Short", or "Towards Daily Open" (longs if below daily open, shorts if above). Higher Timeframe CBC Confluence: Toggle use of HTF CBC alignment (default: enabled, with customizable HTF like "240"). RSI Confluence: Toggle RSI filter (default: enabled, with adjustable length=14, offset=20 for thresholds). EMA Confluence: Toggle EMA filter (default: enabled, with adjustable length=200 for position relative to price).
Pine Script® strategy
by Alea_Iacta_Est_Investing