Get started

Volatility

Evergreen Solutions - ONEOverview ONE is a strategy designed for all markets that captures short-term momentum in high-volatility conditions. It integrates RSI, volume analysis, chop filters, and moving to identify when markets shift from range-based choppiness to high-probability opportunities. The system is structured to be reactive, focusing on trades with strong volatility expansion and statistically favorable win potential. ONE is a protected script because it’s long and short signals are based off of custom coded confirmations. That is what makes our script unique. How to Use It - Equities: A reliable options or swing-trading companion for large-cap tickers. - Futures: Refined for intraday structure on index products. - Forex: Designed to reduce false starts on illiquid currency pairs. - Crypto: Tailored for the volatility of 24/7 markets while maintaining composure in high volatility. When ONE executes a trade, a SL and TP plot is generated using an ATR range. These plots serve as delineated boundaries for the trade. Simply place your SL and TP, and walk away. Modes of Operation ONE Mode – A single-entry, single-exit design for simplicity. Breakeven Mode – Shifts the stop to entry once a defined profit threshold is met, protecting capital in uncertain markets. Multi Mode – Scales entries and exits to capture extended runs and adapt to different volatility regimes. Conceptual Logic Trend Detection: Uses custom and standard moving averages to define short-term directional bias. Volatility Filter: Custom chop filters suppress trades during ranging price action. Momentum Signal: RSI combined with volume analysis highlights moments of rapid volatility expansion and strong price acceleration. Execution Rule: All trades trigger only on bar open; no repainting or lookahead data is used. What Makes ONE Different ONE’s originality lies in it’s trading modes and the integration of multiple filters (RSI + volume + choppiness + adaptive MAs) into a single framework. This reduces conflicting signals, emphasizes risk control, and keeps decision-making transparent for the trader. - Consistency: ONE adapts seamlessly to all markets. It does not rely on hidden market structure; its design is universal. - Simplicity: No learning curve. ONE was built so any trader — beginner or advanced — can trade immediately. - Risk: Every mode respects capital preservation. Decisions are made to avoid catastrophic losses. - Transparency: New positions enter only on bar open, with no hidden repainting or misleading lookaheads. - Structure: ONE reflects the discipline of professional trading: structured, rules-based, and repeatable under changing conditions. Backtest Defaults Symbol: CME_MINI:NQ1! Backtest range: Oct 13, 2024 – Oct 13, 2025 Account size: $10,000 Total trades: 469 Win rate: 68% Total P&L: $97,014 Profit factor: 1.54 Sharpe ratio: 0.68 Sortino ratio: 9.59 Commission:$0.88 / contract Slippage: 1 tick Limitations ONE does not guarantee profits. Effectiveness depends on liquidity, volatility, and market conditions. Past results do not imply future returns.
Pine Script® strategy
by Evergreen_Solutions
[Booggo] Smoothed Trend Follow Strategy (Backtest-Only)Market volatility demands a sophisticated approach that goes beyond simple entry/exit rules. This strategy is a next-generation trend-following system designed to follow the market's major currents while dynamically managing the risk of each trade to maximize stability and preserve profits. Key Features: Intelligent Risk Engine: Automatically adjusts risk based on recent trading performance. Volatility-Based Position Sizing: It detects low-volatility periods where the market is consolidating energy, allowing for proactive position adjustments ahead of potential trend breakouts. Robust Asset Protection: Fundamentally prevents dangerous over-betting, even during drawdowns, to ensure stable asset management. Advanced Noise Filtering: Filters out short-term market noise through a sophisticated smoothing logic, focusing on the essential movements of reliable trends. This strategy offers more than just signal generation; it provides an answer to the critical question of "how to ride a trend while effectively managing risk." We encourage you to verify its strengths firsthand through comprehensive backtesting. 시장의 변동성은 단순한 진입/청산 규칙을 넘어서는 정교한 접근을 요구합니다. 본 전략은 시장의 큰 흐름을 따르면서도, 각 거래의 리스크를 동적으로 관리하여 안정성을 극대화하고 수익을 보존하도록 설계된 차세대 추세 추종 시스템입니다. 주요 특징: 지능형 리스크 엔진: 최근 거래 성과를 바탕으로 리스크를 자동 조절합니다. 변동성 기반 포지션 조절: 시장이 에너지를 응축하는 저변동성 구간을 감지하여, 잠재적인 추세 확장을 앞두고 선제적으로 포지션을 조절하는 기능이 탑재되어 있습니다. 안정적인 자산 보호 기준: 드로우다운 상황에서도 위험한 과대 베팅을 원천적으로 방지하고 자산을 안정적으로 관리합니다. 고급 노이즈 필터링: 정교한 Smoothing 로직을 통해 시장의 단기적인 소음을 걸러내고, 신뢰도 높은 추세의 본질적인 움직임에 집중합니다. 이 전략은 단순한 시그널 생성을 넘어, '어떻게 리스크를 관리하며 추세를 탈 것인가'에 대한 하나의 해답을 제시합니다. 충분한 백테스트를 통해 그 강점을 직접 확인해 보시기 바랍니다. Telegram ID : @booggo83
Pine Script® strategy
by booggo83
Commodity Pulse Matrix (CPM) [WavesUnchained] [Strategy]Commodity Pulse Matrix (CPM) - Strategy Version ⚠️ Development Status ACTIVE DEVELOPMENT - This strategy is currently under heavy development and optimization. The risk management settings, entry/exit logic, and parameter tuning are still being refined and are NOT yet satisfactory for live trading. Current development areas: Stop-loss and take-profit optimization Position sizing and risk management Entry timing and signal filtering Backtest validation across different market conditions ⚠️ Use for testing and backtesting only - NOT recommended for live trading yet! For detailed information about the underlying indicator logic, signals, and analysis methods, please refer to the Commodity Pulse Matrix (CPM) indicator description. Overview The CPM Strategy is an automated trading system based on the Commodity Pulse Matrix indicator. It converts the indicator's multi-timeframe confluence signals into executable trades with dynamic ATR-based risk management. Strategy Core Features Signal Sources The strategy trades based on: Strong Buy/Sell signals from the CPM indicator Multi-timeframe alignment (configurable: 3/3, 2/3, or score-only) EMA-200 trend filter (prevents counter-trend entries) Dynamic signal cooldown (5-8 bars) Optional reversal zone signals (triple-confirmed) Risk Management (ATR-Based) Stop-Loss & Take-Profit Stop-Loss: 2.5x ATR (default) - Dynamic distance based on volatility Take-Profit: 4.0x ATR (default) - Risk/Reward ratio of 1.6:1 ATR Length: 14 periods (adjustable) Both SL and TP adjust to current market volatility Trailing Stop (Optional) Enabled by default Trails at 2.5x ATR distance Protects profits in trending moves Can be disabled for fixed SL/TP only Position Management Trade Direction Filter Both Directions (default) - Trade both Long and Short Long Only - Only enter long positions Short Only - Only enter short positions Cooldown After Exit Default: 3 bars minimum after closing a position Prevents immediate re-entry (whipsaw protection) Adjustable from 0 (disabled) to any number of bars Signal Filtering Signal Mode (Timeframe Consensus) Strict (3/3 TFs): All 3 timeframes must agree - Most conservative Majority (2/3 TFs): At least 2 of 3 timeframes agree - Balanced (default) Flexible (Score Only): Overall score threshold only - Most signals Optional Filters Min ABS(overallScore): Only trade when confluence score meets minimum (default: 0 = disabled) Confirmed Bar Only: Wait for bar close before entry (prevents repainting) - Recommended ON Strategy Settings Guide For Conservative Trading (Lower Risk) Signal Mode: "Strict (3/3 TFs)" Stop-Loss: 3.0x ATR or higher Take-Profit: 5.0x ATR or higher Trailing Stop: Enabled Cooldown: 5-10 bars Min Score: 8.0 or higher For Aggressive Trading (More Signals) Signal Mode: "Flexible (Score Only)" Stop-Loss: 2.0x ATR Take-Profit: 3.0x ATR Trailing Stop: Optional Cooldown: 0-3 bars Min Score: 4.0 or disabled For Balanced Trading (Recommended Starting Point) Signal Mode: "Majority (2/3 TFs)" Stop-Loss: 2.5x ATR Take-Profit: 4.0x ATR Trailing Stop: Enabled Cooldown: 3 bars Min Score: 6.0-8.0 TradingView Strategy Tester Settings Essential Settings to Configure: Properties Tab Initial Capital: Set to realistic account size Order Size: Use "% of Equity" (e.g., 10-25% per trade) Commission: Set realistic commission (e.g., 0.05% for crypto, 0.1% for stocks) Slippage: Add realistic slippage (1-3 ticks for liquid markets) Verify "Recalculate: On Every Tick" is DISABLED (for realistic backtests) Inputs Tab Adjust ATR multipliers for your market Set appropriate cooldown period Choose signal mode based on desired trade frequency Enable/disable trailing stop Configure directional filter if needed Backtesting Recommendations Before Using This Strategy: Test across multiple markets - What works for one commodity may not work for another Test different timeframes - Strategy behavior changes significantly with TF Test different market conditions - Trending vs ranging markets Validate performance metrics - Win rate, profit factor, max drawdown, Sharpe ratio Forward test on paper account - Before risking real capital Key Metrics to Monitor: Win Rate (aim for >40% minimum) Profit Factor (aim for >1.5) Max Drawdown (should be acceptable for your risk tolerance) Sharpe Ratio (higher is better, >1.0 is good) Average Trade (should be positive after commissions/slippage) Known Limitations Range-bound markets: May produce more whipsaws despite filters Low volatility: ATR-based stops may be too tight High volatility: ATR-based stops may be too wide News events: Strategy cannot account for fundamental shocks Signal timing: Entry timing is still being optimized Indicator vs Strategy When to use the Indicator: - Manual trading with discretion - Confluence analysis and timing - Multiple signal validation - Learning market structure When to use the Strategy: - Automated backtesting - System validation - Parameter optimization - Performance measurement ⚠️ The indicator provides richer information and context than the strategy can execute! Technical Details Pine Script v6 Non-repainting: Uses confirmed bars for HTF data Strategy type: Long/Short with dynamic stops Risk management: ATR-based (adaptive to volatility) Position sizing: Configured in Strategy Tester Pyramiding: Default 1 (no adding to positions) Important Notes ⚠️ Strategy parameters are still under optimization - Current settings may not be optimal for all markets or timeframes ⚠️ Backtest thoroughly before live trading - Test across different market conditions and timeframes ⚠️ Risk management is critical - Use appropriate position sizing (1-2% risk per trade recommended) ⚠️ Market conditions change - A strategy that works in trending markets may fail in ranging markets ⚠️ Commission and slippage matter - Always include realistic costs in backtests ✅ Start with conservative settings and optimize gradually ✅ Paper trade before going live ✅ Monitor performance and adjust as needed ✅ Never risk more than you can afford to lose Disclaimer Educational and testing purposes only. Not financial advice. This strategy is provided as-is for backtesting and educational purposes. Past performance is not indicative of future results. Trading involves substantial risk of loss. The developer is not responsible for any losses incurred from using this strategy. Always do your own research, backtest thoroughly, and consult with a qualified financial advisor before making trading decisions. NEVER use this strategy with real money until: You have thoroughly backtested it on your specific market and timeframe You understand all parameters and their impact You have forward tested it on a paper account You are comfortable with the maximum drawdown and risk profile The strategy has been marked as production-ready by the developer Version v1.2 - Strategy Adapter (Active Development) Based on: Commodity Pulse Matrix v1.2 Indicator Last Updated: 2025-10-10 For detailed indicator documentation, see the Commodity Pulse Matrix (CPM) indicator description.
Pine Script® strategy
by WavesUnchained
RoboScalp-X: Precision Intraday Engine [NASDAQ Futures]RoboScalp-X is a precision-engineered intraday scalping and breakout strategy designed for U.S. futures markets — specifically Micro E-mini NASDAQ-100 (MNQ). It uses volatility-based breakout detection, strict stop-loss and target logic, and is optimized for short-duration trend scalps. 💹 Performance Snapshot Tested on MNQ (Jun 2025 – Oct 2025) Total Return: +2,348% Profit Factor: 1.83 Win Rate: 78% (170 / 217 trades) Max Drawdown: 50,500 USD 🧠 Why RoboScalp-X This system is ideal for traders who want automated precision trading in volatile U.S. indices, focusing on quick, high-accuracy entries. It’s built for algorithmic consistency — targeting small yet frequent profits while maintaining tight risk control. 📬 Get This Strategy or Build Your Own If you’d like to buy, customize, or develop a similar strategy for Futures, Forex, Crypto, or Indian markets, reach out here: 🌐 Upwork Profile - www.upwork.com 📧 manakthorat@gmail.com ⚠️ Disclaimer: This strategy is for educational and research purposes only. Market conditions may affect results; always use appropriate risk management and forward testing before applying to live trading.
Pine Script® strategy
by manasthorat09
1
SabinaCounter-trend strategy working only in long. Principle of Operation The strategy is based on market extremes, which serve as both the signals for opening a position and for closing it. These extremes possess data such as Open, High, Low, Close, and others. The length and the shift (positive or negative) of the extremes are also configurable. The extreme Ext is used for closing the position, and the extreme Ent is used for opening the position. Base Order A dedicated percentage of the deposit is specified. If the price crosses the Ent extreme, a long position is opened. Take Profit and Stop Loss The Take Profit level is calculated from the average price. A trailing stop order is present by default, which is set by the Ext extreme. When the price crosses this extreme, the position will be closed if the Take Profit has not yet been reached. Grid of Orders (Averaging) This section allows for enabling or disabling the grid of orders. In the order grid, you can specify the percentage below the base order at which the grid's limit orders should be placed. The grid step is also configurable. The leverage for all orders, including the base order, is set here. The order grid consists of 10 orders, and each order can be assigned its own percentage of the deposit. This gives the strategy greater flexibility compared to a standard DCA (Dollar-Cost Averaging) grid. Information Panel A table displays the historical price drop at a given moment, providing some insight into the potential liquidation level based on the selected leverage. The table also shows the deposit utilization (how much of the deposit is currently tied up).
Pine Script® strategy
by Len-in
Trend following system WeeklySystem 1 — Weekly Trend Flip Strategy System 1 (Weekly) is a trend-following strategy designed to trigger only on weekly timeframe signals. It aims to catch clean trend shifts and avoid lower-timeframe noise. Uses fast and slow EMAs with ATR filtering to detect strong weekly momentum Enters long on a bullish flip of the EMAs Exits on a bearish flip or neutral zone (optional) Ideal for position traders, swing traders, and investors who want fewer, higher-quality signals Signals are generated only on weekly candle closes 📊 Tip: This strategy works best on assets with clear medium-term trends. You can use it alongside daily or intraday systems for additional confirmation.
Pine Script® strategy
by samgeurts
Trend system🧭 System 1 – Trend Flip Strategy System 1 is a simple yet powerful EMA-based strategy designed to capture early trend flips using volatility-adjusted signals. It works best on trending markets and aims to get you positioned early in the move while avoiding chop when the market is neutral. 📊 Core Logic Uses a fast EMA and slow EMA to define market structure. Applies an ATR-based margin to filter out noise and identify true bullish or bearish momentum shifts. Generates a one-shot long entry when the market flips bullish. Closes the position either on a bearish flip or optionally on neutral signals for a cleaner exit. ⚙️ Key Features 🟢 Trend confirmation with EMA + ATR margin 🪄 One-shot entries – only enters when flat and a clean flip occurs 🚪 Configurable exits – choose to exit on trend reversal or neutrality 🧭 Clear visual cues – color-coded EMA bands and entry/exit markers 📬 Custom alert messages – ready for webhook automation or bot integration 🧠 Why It May Be Useful Great for momentum traders looking to enter early on trend shifts. ATR filtering helps avoid false signals during choppy conditions. Minimal parameters make it easy to optimize across multiple markets and timeframes. Useful for systematic strategy builders as a core trend-following module. Compatible with automation and alerts, making it suitable for both discretionary and systematic approaches. 📌 Tip: For best results, test across multiple timeframes and assets. Consider pairing with volume or higher-timeframe confluence to improve selectivity.
Pine Script® strategy
by samgeurts
AMF PG Strategy v2.3 The AMF PG Strategy (Praetorian Guard) is an advanced trading system designed to seamlessly adapt to market conditions. Its unique structure balances precise entries with intelligent protection, giving traders confidence in both trending and volatility environments. Key points include: Adaptive Core (AMF Engine) – A dynamic framework that automatically adjusts for clearer long- and short-term opportunities and generates a robust tracking line. Praetorian Guard – A built-in protective shield that activates in extreme conditions and helps stabilize performance when markets become turbulent. Versatility – Effective across multiple timeframes, from scalping to swing trading, without constant parameter adjustments. Clarity – Clear visual signals and color-coded monitoring for instant decision-making. This strategy is designed for traders who want more than just entries and exits; it offers a command center for disciplined, adaptable, and resilient trading. Disclaimer: It should be noted that no strategy is guaranteed. This strategy does not provide buy-sell-hold advice. Responsibility rests with the user. Version 2.3: Bugs overlooked in Version 2 have been corrected and improvements have been made.
Pine Script® strategy
by blntdmn
1
Nifty Options 3Point SL !!Results will Shock u!!OMG!!Based on your specified parameters (angle filter: 30 degrees, EMA: 21, timeframe: 5min) for the Nifty Options Momentum Strategy with LazyBear SQZMOM and custom stop-loss, here’s a structured analysis of how this strategy performs and what you should expect from the results on TradingView or similar platforms. Parameter Recap Parameter Value EMA Length 21 Angle Filter Threshold 30 deg Timeframe 5 min Momentum (SQZMOM) Used Stop Loss Custom, fixed points or ATR based Typical Strategy Logic Entry Long: When SQZMOM shows bullish momentum, price is above EMA(21), angle of momentum exceeds +30°, and other filters (e.g., volume) confirm strength. Entry Short: When SQZMOM turns bearish, price is below EMA(21), angle is less than –30°, and additional confirmations are met. Stop Loss: Set by custom points or dynamic ATR. Strategy runs and alerts on all valid entries/exits. Typical Performance Findings (Backtest Example) 1. Win Rate and ROI Win rate fluctuates between 50–65% on the 5-minute timeframe, according to most public backtests for SQZMOM strategies with additional filters. ROI is often in the 10–30% range, but it strongly depends on market conditions and how aggressively stop loss/take profit values are chosen. 2. Trade Frequency Strategies on 5min BTC USD charts can generate 10–30 trades per week based on volatility. The angle filter (+30° or –30°) helps reduce false signals and overtrading during chop. 3. Drawdown and Risk Maximum drawdown can range 6–12% for tighter stop settings. Using a custom stop-loss (fixed points) caps losses, but may result in early exits in trending markets if set too tight. 4. Example TradingView Result Summary Metric Result Total Trades 20–30/week Win Rate ~60% Net ROI 10–30% Max Drawdown 6–12% Avg. Win/Loss Ratio 1.1–1.3 Strategy Strengths Momentum + Angle: Combining SQZMOM with an angle filter helps catch only strong momentum, reducing losses from sideways markets. Alert-Based: Real-time signals (long/short) facilitate easy automation via TradingView alerts or webhooks. Customizable SL/TP: Adapts to fast or slow markets. Weaknesses & Warnings False Signals: Sideways/choppy markets can still trigger losing trades, especially if the angle threshold is set too low. Stop-Loss Sensitivity: Very tight custom stop-loss can increase losses due to noise. Adaptive ATR-based stop-loss is sometimes preferable. Optimization Suggestions Test with trailing stops or dynamic position sizing for smoother equity growth. Overlay RSI or another momentum filter for additional confirmation. Run the strategy across different periods (bull/bear/sideways) for robustness. Analyze trade logs for clustering of losses, which may indicate further filter adjustments are needed. Explanation of Results With your settings, the strategy is designed to only take high-probability momentum trades on Nifty Options in the 5-minute chart. The EMA(21) ensures trend alignment; the SQZMOM histogram and angle threshold confirm genuine momentum bursts. Backtest logs typically report moderate trade counts and can provide a solid edge in trending markets, but rapid market reversals can still cause clusters of small stops. If you share your own TradingView performance summary/stats (performance tab/export), a more tailored statistical breakdown can be provided, including win%, P/L curve, and equity analysis. This approach is well-documented in high-frequency Nifty Options trading and can serve as a core “momentum breakout” system with sensible risk management.. ⦁ Disclaimer: The content in this Article is for educational purposes only and should not be considered financial advice. We are not SEBI-registered advisors. Options trading is highly volatile and carries significant risk. Consult a qualified financial advisor before making any investment decisions.. About Us: We provide educational content on trading strategies and market analysis. Connect With Us: For business inquiries, email us at: customercare@eamzn.in For our trading course, contact us on WhatsApp: Backtesting Services: We offer strategy backtesting on TradingView. Contact us for details.
Pine Script® strategy
by ashok137a
1
FirstStrike Long 200 - Daily Trend Rider [KedArc Quant]Strategy Description FirstStrike Long 200 is a disciplined, long-only momentum strategy designed for daily "strike-first" entries in trending markets. It scans for RSI momentum above a customizable trigger (default 50), confirmed by EMA trend filters, and limits you to *exactly one trade per day* to avoid overtrading. It uses ATR for dynamic risk management (1.5x stop, 2:1 RR target) and optional trailing stops to ride winners. Backtested with realistic commissions and sizing, it prioritizes low drawdowns (<1% max in tests) over aggressive gains—ideal for swing traders seeking quality setups in bull runs. Why It's Different from Other Strategies Unlike generic RSI crossover bots or EMA ribbon mashups that spam signals and bleed in chop, FirstStrike enforces a "one-and-done" daily gate, blending precision momentum (RSI modes with grace/sustain) with robust filters (volume, sessions, rearm dips). How It Helps Traders - Reduces Emotional Trading: One entry/day forces discipline—miss a setup? Wait for tomorrow. Perfect for busy pros avoiding screen fatigue. - Adapts to Regimes: Switch modes for trends ("Cross+Grace") vs. ranges ("Any bar")—boosts win rates 5-10% in backtests on high-beta names like . - Risk-First Design: ATR scales stops to vol capping DD at 0.2% while targeting 2R winners. Trailing option locks +3-5% runs without early exits. - Quick Insights: Labels/alerts flag entries with RSI values; bgcolor highlights signals for visual scanning. Helps spot "first-strike" edges in uptrends, filtering ~60% noise. Why This Is Not a Mashup This isn't a Frankenstein of off-the-shelf indicators—while it uses standard RSI/EMA/ATR (core Pine primitives), the innovation lies in: - Custom Trigger Engine: Switchable modes (e.g., "Cross+Grace+Sustain" requires post-cross hold) prevent perpetual signals, unlike basic `ta.crossover()`. - Daily Rearm Gate: Resets eligibility only after a dip (if enabled), tying momentum to mean-reversion—original logic not found in common scripts. - Per-Day Isolation: `var` vars + `ta.change(time("D"))` ensure zero pyramiding/overlaps, beyond simple session filters. All formulae are derived in-house for "first-strike" (early RSI pops in trends), not copied from public repos. Input Configurations Let's break down every input in the FirstStrike Long 200 strategy. These settings let you tweak the strategy like a dashboard—start with defaults for quick testing, then adjust based on your asset or timeframe (5m for intraday). They're grouped logically to keep things organized, and most have tooltips in the script for quick reminders. RSI / Trigger Group: The Heart of Momentum Detection This is where the magic starts—the strategy hunts for "upward energy" using RSI (Relative Strength Index), a tool that measures if a stock is overbought (too hot) or oversold (too cold) on a 0-100 scale. - RSI Length: How many bars (candles) back to calculate RSI. Default is 14, like a 14-day window for daily charts. Shorter (e.g., 9) makes it snappier for fast markets; longer (21) smooths out noise but misses quick turns. - Trigger Level (RSI >= this): The key RSI value where the strategy says, "Go time!" Default 50 means enter when RSI crosses or holds above the neutral midline. Why is this trigger required? It acts as your "green light" filter—without it, you'd enter on every tiny price wiggle, leading to endless losers. RSI above this shows building buyer power, avoiding weak or sideways moves. It's essential for quality over quantity, especially in one-trade-per-day setups. - Trigger Mode: Picks how strict the RSI signal must be. Options: "Cross only" (exact RSI crossover above trigger—super precise, fewer trades); "Cross+Grace" (crossover or within a grace window after—gives a second chance); "Cross+Grace+Sustain" (crossover/grace plus RSI holding steady for bars—best for steady climbs); "Any bar >= trigger" (looser, any bar above—more opportunities but riskier in chop). Start with "Any bar" for trends, switch to "Cross only" for caution. - Grace Window (bars after cross): If mode allows, how many bars post-RSI-cross you can still enter if RSI dips but recovers. Default 30 (about 2.5 hours on 5m). Zero means no wiggle room—pure precision. - Sustain Bars (RSI >= trigger): In sustain mode, how many straight bars RSI must stay above trigger. Default 3 ensures it's not a fluke spike. - Require RSI Dip Below Rearm Before Any Entry?: A yes/no toggle. If on, the strategy "rearms" only after RSI dips below a low level (like a breather), preventing back-to-back signals in overextended rallies. - Rearm Level (if requireDip=true): The dip threshold for rearming. Default 45—RSI must go below this to reset eligibility. Lower (30) for deeper pullbacks in volatile stocks. For the trigger level itself, presets matter a lot—default 50 is neutral and versatile for broad trends. Bump to 55-60 for "strong momentum only" (fewer but higher-win trades, great in bull runs like tech surges); drop to 40-45 for "early bird" catches in recoveries (more signals but watch for fakes in ranges). The optimize hint (40-60) lets you test these in TradingView to match your risk—higher presets cut noise by 20-30% in backtests. Trend / Filters Group: Keeping You on the Right Side of the Market These EMAs (Exponential Moving Averages) act like guardrails, ensuring you only long in uptrends. - EMA (Fast) Confirmation: Short-term EMA for price action. Default 20 periods—price must be above this for "recent strength." Shorter (10) reacts faster to intraday pops. - EMA (Trend Filter): Long-term EMA for big-picture trend. Default 200 (classic "above the 200-day" rule)—price above it confirms bull market. Minimum 50 to avoid over-smoothing. Optional Hour Window Group: Timing Your Strikes Avoid bad hours like lunch lulls or after-hours tricks. - Restrict by Session?: Yes/no for using exact market hours. Default off. - Session (e.g., 0930-1600 for NYSE): Time string like "0930-1600" for open to close. Auto-skips pre/post-market noise. - Restrict by Hour Range?: Fallback yes/no for simple hours. Default off. - Start Hour / End Hour: Clock times (0-23). Defaults 9-15 ET—focus on peak volume. Volume Filter Group: No Volume, No Party Confirms conviction—big moves need big participation. - Require Volume > SMA?: Yes/no toggle. Default off—only fires on above-average volume. - Volume SMA Length: Periods for the average. Default 20—compares current bar to recent norm. Risk / Exits Group: Protecting and Profiting Smartly Dynamic stops based on volatility (ATR = Average True Range) keep things realistic. - ATR Length: Bars for ATR calc. Default 14—measures recent "wiggle room" in price. - ATR Stop Multiplier: How far below entry for stop-loss. Default 1.5x ATR—gives breathing space without huge risk - Take-Profit R Multiple: Reward target as multiple of risk. Default 2.0 (2:1 ratio)—aims for twice your stop distance. - Use Trailing Stop?: Yes/no for profit-locking trail. Default off—activates after entry. - Trailing ATR Multiplier: Trail distance. Default 2.0x ATR—looser than initial stop to let winners run. These inputs make the strategy plug-and-play: Defaults work out-of-box for trending stocks, but tweak RSI trigger/modes first for your style. Always backtest changes—small shifts can flip a 40% win rate to 50%+! Outputs (Visuals & Alerts): - Plots: Blue EMA200 (trend line), Orange EMA20 (price filter), Green dashed entry price. - Labels: Green "LONG" arrow with RSI value on entries. - Background: Light green highlight on signal bars. - Alerts: "FirstStrike Long Entry" fires on conditions (integrates with TradingView notifications). Entry-Exit Logic Entry (Long Only, One Per Day): 1. Daily Reset: New day clears trade gate and (if required) rearm status. 2. Filters Pass: Time/session OK + Close > EMA200 (trend) + Close > EMA20 (price) + Volume > SMA (if enabled) + Rearmed (dip below rearm if toggled). 3. Trigger Fires: RSI >= trigger via selected mode (e.g., crossover + grace window). 4. Execute: Enter long at close; set daily flag to block repeats. Exit: - Stop-Loss: Entry - (ATR * 1.5) – dynamic, vol-scaled. - Take-Profit: Entry + (Risk * 2.0) – fixed RR. - Trailing (Optional): Activates post-entry; trails at Close - (ATR * 2.0), updating on each bar for trend extension. No shorts or hedging—pure long bias. Formulae Used - RSI: `ta.rsi(close, rsiLen)` – Standard 14-period momentum oscillator (0-100). - EMAs: `ta.ema(close, len)` – Exponential moving averages for trend/price filters. - ATR: `ta.atr(atrLen)` – True range average for stop sizing: Stop = Entry - (ATR * mult). - Volume SMA: `ta.sma(volume, volLen)` – Simple average for relative strength filter. - Grace Window: `bar_index - lastCrossBarIndex <= graceBars` – Counts bars since RSI crossover. - Sustain: `ta.barssince(rsi < trigger) >= sustainBars` – Consecutive bars above threshold. - Session Check: `time(timeframe.period, sessionStr) != 0` – TradingView's built-in session validator. - Risk Distance: `riskPS = entry - stop; TP = entry + (riskPS * RR)` – Asymmetric reward calc. FAQ Q: Why only one trade/day? A: Prevents revenge trading in volatile sessions . Backtests show it cuts losers by 20-30% vs. multi-entry bots. Q: Does it work on all assets/timeframes? A: Best for trending stocks/indices on 5m-1H. Test on crypto/forex with wider ATR mult (2.0+). Q: How to optimize? A: Use TradingView's optimizer on RSI trigger (40-60) and EMA fast (10-30). Aim for PF >1.0 over 1Y data. Q: Alerts don't fire—why? A: Ensure `alertcondition` is enabled in script settings. Test with "Any alert() function calls only." Q: Trailing stop too loose? A: Tune `trailMult` to 1.5 for tighter; it activates alongside fixed TP/SL for hybrid protection. Glossary - Grace Window: Post-RSI-cross period (bars) where entry still allowed if RSI holds trigger. - Rearm Dip: Optional pullback below a low RSI level (e.g., 45) to "reset" eligibility after signals. - Profit Factor (PF): Gross profit / gross loss—>1.0 means winners outweigh losers. - R Multiple: Risk units (e.g., 2R = 2x stop distance as target). - Sustain Bars: Consecutive bars RSI stays >= trigger for mode confirmation. Recommendations - Backtest First: Run on your symbols (/) over 6-12M; tweak RSI to 55 for +5% win rate. - Live Use: Start paper trading with `useSession=true` and `useVol=true` to filter noise. - Pairs Well With: Higher TF (daily) for bias; add ADX (>25) filter for strong trends (code snippet in prior chats). - Risk Note: 10% sizing suits $100k+ accounts; scale down for smaller. Not financial advice—past performance ≠ future. - Publish Tip: Add tags like "momentum," "RSI," "long-only" on TradingView for visibility. Strategy Properties & Backtesting Setup FirstStrike Long 200 is configured with conservative, realistic backtesting parameters to ensure reliable performance simulations. These settings prioritize capital preservation and transparency, making it suitable for both novice and experienced traders testing on stocks. Initial Capital $100,000 Standard starting equity for portfolio-level testing; scales well for retail accounts. Adjust lower (e.g., $10k) for smaller simulations. Base Currency Default (USD) Aligns with most US equities (e.g., NASDAQ symbols); auto-converts for other assets. Order Size 1 (Quantity) Fixed share contracts for simplicity—e.g., buys 1 share per trade. For % of equity, switch to "Percent of Equity" in strategy code. Pyramiding 0 Orders No additional entries on open positions; enforces strict one-trade-per-day discipline to avoid overexposure. Commission 0.1% Realistic broker fee (e.g., Interactive Brokers tier); factors in round-trip costs without over-penalizing winners. Verify Price for Limit Orders 0 Ticks No slippage delay on TPs—assumes ideal fills for historical accuracy. Slippage 0 Ticks Zero assumed slippage for clean backtests; real-world trading may add 1-2 ticks on volatile opens. These defaults yield low drawdowns (<0.3% max in tests) while capturing trend edges. For live trading, enable slippage (1-3 ticks) to mimic execution gaps. Always forward-test before deploying! ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Pine Script® strategy
by kedarcquant
Trend-Following & Breakout — Index Quant Strategy (NASDAQ)📈 Trend-Following & Breakout — Index Quant Strategy (NASDAQ & S&P 500) Type: Invite-only strategy Markets: NASDAQ 100 (NAS100 / US100 / NQ), S&P 500 (US500 / SPX), and other major equity indices. 🧠 Concept: Continuous trend model combining EWMAC (trend-following) and Donchian (breakout) signals, scaled by forecast strength and portfolio risk. ⚙️ Execution: Rebalances only on decision-bar closes, using hysteresis and a no-trade band to reduce churn. 📊 Default bias: Long-only — aligned with equity index drift. 🧩 How it works • EWMAC Trend: Difference between fast and slow EMAs, normalized by an EWMA of absolute returns. • Donchian Breakout: Distance beyond a 200-bar channel (Strict mode) or relative z-score position within it. • Forecast combination: Weighted sum of trend and breakout points, clamped to ± capPoints. • Hysteresis: Prevents quick sign flips near zero forecast. • Risk scaling: Maps forecast strength to position size using equity × risk budget × ATR-based stop distance. • Rebalance: Executes only if the required quantity change exceeds the Δqty threshold; can optionally block increases on Sundays (for CFDs). ⚙️ Default parameters Deployed on NQ / US100 / NAS100 on Daily Timeframe • Decision timeframe = 360 min (other options from 1 min to 1 week). • Trend (EWMAC): Fast = 64, Slow = 256, Vol Norm = 32, Weight = 0.8. • Breakout (Donchian): Length = 200, Mode = Strict, Weight = 0.2. • Forecast scaling: ptsPerSigma = 1.0, capPoints = 10. • Risk % per rebalance = 4 % of equity. • ATR stop: ATR(14) × 1.0. • No-trade band (Δqty) = 4 units. • Hysteresis = 2 forecast points. • Bias = Long-only (Neutral / Long-bias 50 % optional). • Skip Sunday increases = false (default). 📋 Backtest properties (documented) • Initial capital = 100 000 USD. • Commission = 0.20 % per trade. • Pyramiding = 10. • Calc on every tick = false. • Point value = 1 (for NAS100 CFD). • No financing or slippage modeled. • If using CFDs, account for overnight funding. • On futures (NQ / ES), carry is implicit. 📊 Typical behaviour • Many small scratches, a few large winners. • Performs best during multi-week / multi-month trends. • Underperforms in tight or volatile ranges. • Average hold ≈ 30 – 90 days in historical tests. 💡 Risk and performance guide (illustrative) Sharpe ≈ 1.25 Sortino ≈ 1.10 – 1.30 Max drawdown ≈ –18 % to –25 % Annual volatility ≈ 24 – 28 % CAGR ≈ 50 – 60 % (at 4 % risk) Edge ratio ≈ 5 (MFE / MAE) Historical backtests only — past performance does not guarantee future results. 🌍 Intended markets and timeframes Optimized for NASDAQ 100 and S&P 500; also effective on similar indices (DAX, Dow Jones, FTSE). Best on Daily or higher timeframes. Aligns with long-term index drift — suitable for long-bias systematic trend portfolios. ⚠️ Limitations • Backtests exclude CFD funding costs. • Trend models will have losing streaks in range-bound markets. • Designed for experienced traders seeking systematic exposure. 🔑 Requesting access Send a private TradingView message to with the text: “Request access to Trend-Following & Breakout — Index Quant Strategy.” Access is granted only on explicit request. For further information, see my TradingView Signature. 🆕 Release notes (v1.0) • Initial release (360 min TF): EWMAC 64/256 + Donchian 200 Strict. • Risk 4 %, ATR × 1.0, Long-only bias, hysteresis 2 pts, Δqty ≥ 4. • Developed for NASDAQ 100 and S&P 500 indices. • Implements continuous risk-scaled positioning and no-trade band logic. 🧾 Originality statement This strategy is original work built entirely from TradingView built-ins (EMA, ATR, Highest, Lowest). It does not reuse open-source invite-only code. Any future reuse of open scripts will be done with explicit permission and credit.
Pine Script® strategy
by Algorific
BTC 1D InOut EMA (WF + Optimizer Ready, Long-Only)BTC 1D In/Out EMA — Walk‑Forward & Optimizer‑Ready (Long‑Only) What it is Daily BTC trend strategy that beat buy‑and‑hold over full history with much shallower drawdowns. It includes walk‑forward windows, optimizer‑friendly inputs, realistic costs, and alert‑ready entries/exits. Defaults Fast EMA 13, Slow EMA 90, Exit threshold 1.5, Squeeze = Sqz Off only, Trend filter ON (EMA 100), Trailing OFF. Execution: commission 0.06% per side, slippage 0–1 ticks, quantity % of equity, pyramiding 0. How to use Add to a BTC 1‑Day chart (e.g., BLX / INDEX:BTCUSD for full history; BYBIT:BTCUSDT.P or BINANCE:BTCUSDT.P for live). Set alerts → Condition: this strategy → Order fills only → Once per bar close. Walk‑forward modes let you test IS/OOS windows before reverting to “Whole Chart” for live alerts. Risk This is educational software, not investment advice. Past performance (simulated or live) does not guarantee future results. Trend strategies still incur drawdowns; size positions responsibly. Contact / Docs Docs: docs.google.com Support: grantlyt58+support@gmail.com Tags: BTC, BTCUSD, Bitcoin, EMA, trend, strategy, long‑only, walk‑forward
Pine Script® strategy
by grantlyt58
Universal Breakout Strategy [KedArc Quant]Description: A flexible breakout framework where you can test different logics (Prev Day, Bollinger, Volume, ATR, EMA Trend, RSI Confirm, Candle Confirm, Time Filter) under one system. Choose your breakout mode, and the strategy will handle entries, exits, and optional risk management (ATR stops, take-profits, daily loss guard, cooldowns). An on-chart info table shows live mode values (like Prev High/Low, Bollinger levels, RSI, etc.) plus P&L stats for quick analysis. Use it to compare which breakout style works best on your instrument and timeframe, whether intraday, swing, or positional trading 🔑 Why it’s useful * Flexibility: Switch between breakout strategies without loading different indicators. * Clarity: On-chart info table displays current mode, relevant indicator levels, and live strategy P&L stats. * Testing efficiency: Quickly A/B test different breakout styles under the same backtest environment. * Transparency: Every trade is rule-based and displayed with entry/exit markers. 🚀 How it helps traders * Lets you experiment with breakout strategies quickly without loading multiple scripts. * Helps identify which breakout method fits your instrument & timeframe. * Gives clear on-chart visual + statistical feedback for confident decision-making. ⚙️ Input Configuration * Breakout Mode → choose which strategy to test: * *Prev Day* → breakouts of yesterday’s High/Low. * *Bollinger* → Upper/Lower BB pierce. * *Volume* → Breakout confirmed with volume above average. * *ATR Stop* → Wide range breakout using ATR filter. * *Time Filter* → Breakouts inside defined session hours. * *EMA Trend* → Breakouts only in EMA fast > slow alignment. * *RSI Confirm* → Breakouts with RSI confirmation (e.g. >55 for longs). * *Candle Confirm* → Breakouts validated by bullish/bearish candle. * Lookback / ATR / Bollinger inputs → adjust sensitivity. * Intrabar mode → option to evaluate breakouts using bar highs/lows instead of closes. * Table options → show/hide info table, show/hide P&L stats, choose corner placement. 📈 Entry & Exit Logic * Entry → occurs when breakout condition of chosen mode is met. * Exit → default exits via opposite signals or optional stop/target if enabled. * Session filter → optional auto-flat at session end. * P&L management → optional daily loss guard, cooldown between trades, and ATR-based stop/take profit. ❓ FAQ — Choosing the best setup Q: Which strategy should I use for which chart? * *Prev Day Breakouts*: Best on indices, FX, and liquid futures with strong daily levels. * *Bollinger*: Works well in range-bound environments, or crypto pairs with volatility compression. * *Volume*: Good on equities where breakout strength is tied to volume spikes. * *ATR Stop*: Suits volatile instruments (commodities, crypto). * *EMA Trend*: Useful in trending markets (stocks, indices). * *RSI Confirm*: Adds momentum filter, better for swing trades. * *Candle Confirm*: Ideal for scalpers needing visual confirmation. * *Time Filter*: For intraday traders who want signals only in high-liquidity sessions. Q: What timeframe should I use? * Intraday traders → 5m to 15m (Time Filter, Candle Confirm). * Swing traders → 1H to 4H (EMA Trend, RSI Confirm, ATR Stop). * Position traders → Daily (Prev Day, Bollinger). * Breakout A trade entry condition triggered when price crosses above a resistance level (for longs) or below a support level (for shorts). * Prev Day High/Low Formula: Prev High = High of (Day ) Prev Low = Low of (Day ) * Bollinger Bands Formula: Basis = SMA(Close, Length) Upper Band = Basis + (Multiplier × StdDev(Close, Length)) Lower Band = Basis – (Multiplier × StdDev(Close, Length)) * Volume Confirmation A breakout is only valid if: Volume > SMA(Volume, Length) * ATR (Average True Range) Measures volatility. Formula: ATR = SMA(True Range, Length) where True Range = max(High–Low, |High–Close |, |Low–Close |) * EMA (Exponential Moving Average) Weighted moving average giving more weight to recent prices. Formula: EMA = (Price × α) + (EMA × (1–α)) with α = 2 / (Length + 1) * RSI (Relative Strength Index) Momentum oscillator scaled 0–100. Formula: RSI = 100 – (100 / (1 + RS)) where RS = Avg(Gain, Length) ÷ Avg(Loss, Length) * Candle Confirmation Bullish candle: Close > Open AND Close > Close Bearish candle: Close < Open AND Close < Close Win Rate (%) Formula: Win Rate = (Winning Trades ÷ Total Trades) × 100 * Average Trade P&L Formula: Avg Trade = Net Profit ÷ Total Trades 📊 Performance Notes The Universal Breakout Strategy is designed as a framework rather than a single-asset optimized system. Results will vary depending on the chart, timeframe, and asset chosen. On the current defaults (15-minute, INR-denominated example), the backtest produced 132 trades over the selected period. This provides a statistically sufficient sample size. Win rate (~35%) is relatively low, but this is balanced by a positive reward-to-risk ratio (~1.8). In practice, a lower win rate with larger wins versus smaller losses is sustainable. The average P&L per trade is close to breakeven under default settings. This is expected, as the strategy is not tuned for a single symbol but offered as a universal breakout framework. Commissions (0.1%) and slippage (1 tick) are included in the simulation, ensuring realistic conditions. Risk management is conservative, with order sizing set at 1 unit per trade. This avoids over-leveraging and keeps exposure well under the 5-10% equity risk guideline. 👉 Traders are encouraged to: Experiment with inputs such as ATR period, breakout length, or Bollinger parameters. Test across different timeframes and instruments (equities, futures, forex, crypto) to find optimal setups. Combine with filters (trend direction, volatility regimes, or volume conditions) for further refinement. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Pine Script® strategy
by kedarcquant
2
Intraday Momentum for Volatile Stocks 29.09The strategy targets intraday momentum breakouts in volatile stocks when the broader market (Nifty) is in an uptrend. It enters long positions when stocks move significantly above their daily opening price with sufficient volume confirmation, then manages the trade using dynamic ATR-based stops and profit targets. Entry Conditions Price Momentum Filter: The stock must move at least 2.5% above its daily opening price, indicating strong bullish momentum. This percentage threshold is customizable and targets gap-up scenarios or strong intraday breakouts. Volume Confirmation: Daily cumulative volume must exceed the 20-day average volume, ensuring institutional participation and genuine momentum. This prevents false breakouts on low volume. Market Regime Filter: The Nifty index must be trading above its 50-day SMA, indicating a favorable market environment for momentum trades. This macro filter helps avoid trades during bearish market conditions. Money Flow Index: MFI must be above 50, confirming buying pressure and positive money flow into the stock. This adds another layer of momentum confirmation. Time Restriction: Trades are only initiated before 3:00 PM to ensure sufficient time for position management and avoid end-of-day volatility. Exit Management ATR Trailing Stop Loss: Uses a 3x ATR multiplier for dynamic stop-loss placement that trails higher highs, protecting profits while giving trades room to breathe. The trailing mechanism locks in gains as the stock moves favorably. Profit Target: Set at 4x ATR above the entry price, providing a favorable risk-reward ratio based on the stock's volatility characteristics. This adaptive approach adjusts targets based on individual stock behavior. Position Reset: Both stops and targets reset when not in a position, ensuring fresh calculations for each new trade. Key Strengths Volatility Adaptation: The ATR-based approach automatically adjusts risk parameters to match current market volatility levels. Higher volatility stocks get wider stops, while calmer stocks get tighter management. Multi-Timeframe Filtering: Combines intraday price action with daily volume patterns and market regime analysis for robust signal generation. Risk Management Focus: The strategy prioritizes capital preservation through systematic stop-loss placement and position sizing considerations. Considerations for NSE Trading This strategy appears well-suited for NSE intraday momentum trading, particularly for mid-cap and small-cap stocks that exhibit high volatility. The Nifty filter helps align trades with broader market sentiment, which is crucial in the Indian market context where sectoral and index movements strongly influence individual stocks. The 2.5% threshold above open price is appropriate for volatile NSE stocks, though traders might consider adjusting this parameter based on the specific stocks being traded. The strategy's emphasis on volume confirmation is particularly valuable in the NSE environment where retail participation can create misleading price movements without institutional backin
Pine Script® strategy
by sahajsharma
2
DEMARED with ATR StopLoss & Dynamic Risk (v5)DEMARED with ATR StopLoss & Dynamic Risk This strategy combines Double Exponential Moving Averages (DEMA) with EMA and Donchian midline filters to capture trend-following signals. A long entry is triggered when both DEMA pairs are aligned bullishly, price is above EMA, and above the Donchian midpoint. Exits occur on opposite signals or when the ATR-based stop loss is hit. Key features: ATR Stop Loss: dynamic stop based on ATR with user-defined multiplier. Dynamic Risk Management: position size is automatically calculated based on account equity and risk percentage. Visualization: plots stop loss, EMA, Donchian midline, and optional bar coloring. Flexible Display: toggle all indicator visuals on/off with a single input. The goal is to provide a trend-following system with controlled risk and adaptability across different markets and timeframes.
Pine Script® strategy
by FallingWedge
Scalper's Dream by Chino,CHINO’S ICT MES/MNQ Strategy — FVG/BOS/OTE/PD + VWAP + SMA + BB Squeeze/Failure Summary Intraday ICT-inspired toolkit tuned for MES/MNQ (also effective on equities/ETFs and crypto). It blends Fair Value Gaps (FVG) — including multi-timeframe FVG (MTF FVG) with first-touch and min-gap filters — Break of Structure (BOS), Optimal Trade Entry (OTE), and Prior-Day levels with VWAP, SMA gates, 9:30 Open, Session Equilibrium (EQ), custom ORB, and Key Rejection Levels (KRL). It also includes Accumulation/Distribution phase reads and Manipulation cues (e.g., liquidity sweeps/stop-runs) to contextualize trend transitions. On top, it adds Bollinger Band squeeze breakouts & failure reversals, V/A shape reversal detectors, Volume-boosted buy/sell signals with Reversal Candle Assist, Asia/London/New York sessions, an Options Assist HUD, and a Market Internals HUD. Disclaimer: This tool is for education and research purposes only and is not financial advice. Test thoroughly in replay/paper before live trading.
Pine Script® strategy
by chinokl
Apex Squeeze Breakout Strategy [by SKC]This is the official strategy version of the Apex Squeeze Breakout Trading System (v2.5 by SKC) indicator. 🔍 This script replicates the exact logic and trade behavior of the indicator, including: Multi-factor scoring system (volume spike, squeeze, RSI recovery, momentum breakout, gap) Supertrend-based trend bias and override logic ATR-based dynamic SL/TP Breakeven stop-loss shift after T1 hit Trade logic works for both swing and day trading styles via a toggle 📈 Settings: Use isDayTrading = true for 5m/15m charts Use isDayTrading = false for 1H–Daily swing setups ⚠️ This strategy does not use repainting or offset entries. Backtest results are directly aligned with real-time signals from the original indicator. ✅ Use this strategy to backtest ticker performance, identify high-confidence symbols, and create forward trade plans based on proven edge.
Pine Script® strategy
by samaun_khalid
Apex Squeeze Breakout Strategy (v1.0 by SKC)The Apex Squeeze Breakout Strategy is a powerful momentum-based system designed to capture explosive price moves following periods of low volatility compression (squeeze). It combines five key conditions to validate high-probability breakouts: 🔵 TTM Squeeze Detection using Bollinger Bands and Keltner Channels 🔊 Volume Spike Confirmation relative to a moving average 📈 Breakout Trigger above/below a recent high/low range 💪 Momentum Acceleration using percentage change over time ♻️ RSI Recovery / Overbought Logic to confirm shift in strength The strategy includes: Configurable swing/day trading modes Dynamic ATR-based Stop Loss and TP1/TP2 system Modular input structure for easy customization Clear entry/exit visual markers and trade zones It’s designed for disciplined traders who want to catch high-energy moves after consolidation, suitable for both intraday and swing setups.
Pine Script® strategy
by samaun_khalid
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
Pine Script® strategy
by MonkeyPhone
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Pine Script® strategy
by TradeManager_PRO