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Safe Supertrend Strategy (No Repaint)Overview The Safe Supertrend is a repaint-free version of the popular Supertrend trend-following indicator. Most Supertrend indicators appear perfect on historical charts because they flip intrabar and then repaint after the candle closes. This version fixes that by using close-of-bar confirmation only, making every trend flip 100% stable, safe, and non-repainting. Why This Supertrend Doesn’t Repaint Most Supertrend indicators calculate their trend direction using the current bar’s data. But during a live candle: ATR expands and contracts The upper/lower bands move Price moves above/below the band temporarily A false flip appears → then disappears when the candle closes That is classic repainting. This indicator avoids all of that by using: close > upper close < lower This means: Trend direction flips only based on the previous candle, No intrabar calculations, No flickering signals, No “perfect but fake” historical performance. Every signal you see on the chart is exactly what was available in real-time. How It Works Calculates ATR (Average True Range) and SMA centerline Builds upper and lower volatility bands Confirms trend flips only after the previous bar closes Plots clear bull and bear reversal signals Works on all markets (crypto, stocks, forex, indices) No repainting, no recalc, no misleading flips. Bullish Signal (Trend Up) A bullish trend begins only when: The previous candle closes above the upper ATR band, And this flip is fully confirmed. A green triangle marks the start of a new uptrend. Bearish Signal (Trend Down) A bearish trend begins only when: The previous candle closes below the lower ATR band, And the downtrend is confirmed. A red triangle signals the start of a new downtrend. Inputs ATR Length - default 10 ATR Multiplier - default 3.0 Works on all timeframes and market Simple, but powerful. Why Use This Version Instead of a Regular Supertrend? Most Supertrends: Look great historically But repaint continuously on live charts Give false trend flips intrabar Cannot be reliably used in strategies This version: Uses strict previous-bar logic Never repaints trend direction Works perfectly in live trading Backtests accurately Is ideal for algorithmic strategies Ideal For: Trend-following strategies Breakout trading Algo trading systems Reversal detection Filtering market noise Swing trading & scalping Final Note This is a safer, more reliable Supertrend designed for real-world use — not perfect-looking repaint illusions. If you use Supertrend in your trading system, this no-repaint version ensures your signals are trustworthy and consistent.
Pine Script® strategy
by AIScripts
1
Safe Supertrend Strategy (No Repaint)Overview The Safe Supertrend is a repaint-free version of the popular Supertrend trend-following indicator. Most Supertrend indicators appear perfect on historical charts because they flip intrabar and then repaint after the candle closes. This version fixes that by using close-of-bar confirmation only, making every trend flip 100% stable, safe, and non-repainting. Why This Supertrend Doesn’t Repaint Most Supertrend indicators calculate their trend direction using the current bar’s data. But during a live candle: ATR expands and contracts The upper/lower bands move Price moves above/below the band temporarily A false flip appears → then disappears when the candle closes That is classic repainting. This indicator avoids all of that by using: close > upper close < lower This means: Trend direction flips only based on the previous candle, No intrabar calculations, No flickering signals, No “perfect but fake” historical performance. Every signal you see on the chart is exactly what was available in real-time. How It Works Calculates ATR (Average True Range) and SMA centerline Builds upper and lower volatility bands Confirms trend flips only after the previous bar closes Plots clear bull and bear reversal signals Works on all markets (crypto, stocks, forex, indices) No repainting, no recalc, no misleading flips. Bullish Signal (Trend Up) A bullish trend begins only when: The previous candle closes above the upper ATR band, And this flip is fully confirmed. A green triangle marks the start of a new uptrend. Bearish Signal (Trend Down) A bearish trend begins only when: The previous candle closes below the lower ATR band, And the downtrend is confirmed. A red triangle signals the start of a new downtrend. Inputs ATR Length - default 10 ATR Multiplier - default 3.0 Works on all timeframes and market Simple, but powerful. Why Use This Version Instead of a Regular Supertrend? Most Supertrends: Look great historically But repaint continuously on live charts Give false trend flips intrabar Cannot be reliably used in strategies This version: Uses strict previous-bar logic Never repaints trend direction Works perfectly in live trading Backtests accurately Is ideal for algorithmic strategies Ideal For: Trend-following strategies Breakout trading Algo trading systems Reversal detection Filtering market noise Swing trading & scalping Final Note This is a safer, more reliable Supertrend designed for real-world use — not perfect-looking repaint illusions. If you use Supertrend in your trading system, this no-repaint version ensures your signals are trustworthy and consistent.
Pine Script® strategy
by AIScripts
Hash Supertrend [Hash Capital Research]Hash Supertrend Strategy by Hash Capital Research Overview Hash Supertrend is a professional-grade trend-following strategy that combines the proven Supertrend indicator with institutional visual design and flexible time filtering. The strategy uses ATR-based volatility bands to identify trend direction and executes position reversals when the trend flips.This implementation features a distinctive fluorescent color system with customizable glow effects, making trend changes immediately visible while maintaining the clean, professional aesthetic expected in quantitative trading environments. Entry Signals: Long Entry: Price crosses above the Supertrend line (trend flips bullish) Short Entry: Price crosses below the Supertrend line (trend flips bearish) Controls the lookback period for volatility calculation Lower values (7-10): More sensitive to price changes, generates more signals Higher values (12-14): Smoother response, fewer signals but potentially delayed entries Recommended range: 7-14 depending on market volatility Factor (Default: 3.0) Restricts trading to specific hours Useful for avoiding low-liquidity sessions, overnight gaps, or known choppy periods When disabled, strategy trades 24/7 Start Hour (Default: 9) & Start Minute (Default: 30) Define when the trading session begins Uses exchange timezone in 24-hour format Example: 9:30 = 9:30 AM End Hour (Default: 16) & End Minute (Default: 0) Controls the vibrancy of the fluorescent color system 1-3: Subtle, muted colors 4-6: Balanced, moderate saturation 7-10: Bright, highly saturated fluorescent appearance Affects both the Supertrend line and trend zones Glow Effect (Default: On) Adds luminous halo around the Supertrend line Creates a multi-layered visual with depth Particularly effective during strong trends Glow Intensity (Default: 5.0) Displays tiny fluorescent dots at entry points Green dot below bar: Long entry Red dot above bar: Short entry Provides clear visual confirmation of executed trades Show Trend Zone (Default: On) Strong trending markets (2020-style bull runs, sustained bear markets) Markets with clear directional bias Instruments with consistent volatility patterns Timeframes: 15m to Daily (optimal on 1H-4H) Challenging Conditions: Choppy, range-bound markets Low volatility consolidation periods Highly news-driven instruments with frequent gaps Very low timeframes (1m-5m) prone to noise Recommended AssetsCryptocurrency:
Pine Script® strategy
by Hash_Capital
Paulinho Signals – Cripto 5m/15m com Filtro de LateralidadeThis script is an automated Pine Script v6 strategy designed for short-term cryptocurrency trading, especially on 5-minute and 15-minute timeframes. It combines moving average crossovers, trend strength (ADX), volatility (ATR), and candlestick patterns to generate buy and sell signals with a fixed risk/reward management system. How to Use: - Apply to cryptocurrency charts on 5m or 15m timeframes. - Adjust parameters to fit your preferences (EMA, RSI, ADX, ATR). - Use for backtesting or as a decision-support tool. Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test on demo accounts before applying to live trading.
Pine Script® strategy
by Pqpaulao
Vital Wave 20-50Simplicity is almost always the most effective approach, and here I’m giving you a trend-following system that exploits the bullish bias of traditional markets and their trending nature, with very basic rules. Rules (long entries only) • Market entry: When the EMA 20 crosses above the EMA 50 (from below) • Main market exit: When the EMA 20 crosses below the EMA 50 (from above) • Fixed Stop Loss: Placed at the price level of the Lower Bollinger Band at the moment the trade is entered. In my strategy, the primary exit is when the EMA 20 crosses below the EMA 50. However, this crossover can sometimes take a while to occur, and in the meantime the price may have already dropped significantly. The Stop Loss based on the Lower Bollinger Band is designed to limit losses in case the market moves sharply against the position without giving the bearish crossover signal in time. Having two exit conditions makes the strategy much more robust in terms of risk management. Risk Management: • Initial capital: $10,000 • Position size: 10% of available capital per trade • Commissions: 0.1% on traded volume • Stop Loss: Based on the Lower Bollinger Band • Take Profit / Exit: When EMA 20 crosses below EMA 50 Recommended Markets: XAUUSD (OANDA) (Daily) Period: January 3, 1833 – November 23, 2025 Total Profit & Loss: +$6,030.62 USD (+57.57%) Maximum Drawdown: $541.53 USD (3.83%) Total Trades: 136 Winning Trades (Win Rate): 36.03% (49/136) Profit Factor: 2.483 XAUUSD (OANDA) (12-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,209.56 USD (+11.89%) Maximum Drawdown: $384.58 USD (3.61%) Total Trades: 97 Winning Trades (Win Rate): 35.05% (34/97) Profit Factor: 1.676 XAUUSD (OANDA) (8-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,179.36 USD (+11.81%) Maximum Drawdown: $246.88 USD (2.32%) Total Trades: 147 Winning Trades (Win Rate): 31.97% (47/147) Profit Factor: 1.626 Tesla (NASDAQ) (4-hour) Period: June 29, 2010 – November 23, 2025 Total Profit & Loss (Absolute): +$11,687.90 USD (+116.88%) Maximum Drawdown: $922.05 USD (6.50%) Total Trades: 68 Winning Trades (Win Rate): 39.71% (27/68) Profit Factor: 4.156 Tesla (NASDAQ) (3-hour) Total Profit & Loss: +$11,522.33 USD (+115.22%) Maximum Drawdown: $1,247.60 USD (8.80%) Total Trades: 114 Winning Trades: 33.33% (38/114) Profit Factor: 2.811 Additional Recommendations (These assets have shown good trending behavior with the same strategy across multiple timeframes): • NVDA (15 min, 30 min, 1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • NFLX (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • MA (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • META (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • AAPL (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • SPY (12h, Daily) About the Code The user can modify: • EMA periods (20 and 50 by default) • Bollinger Bands length (20 periods) • Standard deviation (2.0) Visualization • EMA 20: Blue line • EMA 50: Red line • Green background when EMA20 > EMA50 (bullish trend) • Red background when EMA20 < EMA50 (bearish trend) Important Note: We can significantly increase the profit factor and overall profitability by risking a fixed percentage per trade instead of a fixed amount. This would prevent losses from fluctuating with changes in volatility. This could be implemented by reducing position size or adjusting leverage based on the volatility percentage required for each trade, but I’m not sure if this is fully possible in Pine Script. In my other script, “ Golden Cross 50/200 EMA ,” I go deeper into this topic and provide examples. I hope you enjoy this contribution. Best regards!
Pine Script® strategy
by OldWave96
2
ATH대비 지정하락률에 도착 시 매수 - 장기홀딩 선물 전략(ATH Drawdown Re-Buy Long Only)본 스크립트는 과거 하락 데이터를 이용하여, 정해진 하락 %가 발생하는 경우 자기 자본의 정해진 %만큼을 진입하게 설계되어진 스트레티지입니다. 레버리지를 사용할 수 있으며 기본적으로 셋팅해둔 값이 내장되어있습니다.(자유롭게 바꿔서 쓰시면 됩니다.) 추가적으로 2번의 진입 외에도 다른 진입 기준, 진입 %를 설정하실 수 있으며 - ChatGPT에게 요청하면 수정해줄 것입니다. 실제 사용용도로는 KillSwitch 기능을 꺼주세요. 바 돋보기 기능을 켜주세요. ATH Drawdown Re-Buy Long Only 전략 설명 1. 전략 개요 ATH Drawdown Re-Buy Long Only 전략은 자산의 역대 최고가(ATH, All-Time High)를 기준으로 한 하락폭(드로우다운)을 활용하여, 특정 구간마다 단계적으로 롱 포지션을 구축하는 자동 재매수(Long Only) 전략입니다. 본 전략은 다음과 같은 목적을 가지고 설계되었습니다. 급격한 조정 구간에서 체계적인 분할 매수 및 레버리지 활용 ATH를 기준으로 한 명확한 진입 규칙 제공 실시간으로 평단가 레버리지 청산가 추정 계좌 MDD 수익률 등을 시각적으로 제공하여 리스크와 포지션 상태를 직관적으로 확인할 수 있도록 지원 ※ 본 전략은 교육·연구·백테스트 용도로 제공되며, 어떠한 형태의 투자 권유 또는 수익을 보장하지 않습니다. 2. 전략의 핵심 개념 2-1. ATH(역대 최고가) 기준 드로우다운 전략은 차트 상에서 항상 가장 높은 고가(High)를 ATH로 기록합니다. 새로운 고점이 형성될 때마다 ATH를 갱신하고, 해당 ATH를 기준으로 다음을 계산합니다. 현재 바의 저가(Low)가 ATH에서 몇 % 하락했는지 현재 바의 종가(Close)가 ATH에서 몇 % 하락했는지 그리고 사전에 설정한 두 개의 드로우다운 구간에서 매수를 수행합니다. 1차 진입 구간: ATH 대비 X% 하락 시 2차 진입 구간: ATH 대비 Y% 하락 시 각 구간은 ATH가 새로 갱신될 때마다 한 번씩만 작동하며, 새로운 ATH가 생성되면 다시 “1차 / 2차 진입 가능 상태”로 초기화됩니다. 2-2. 첫 포지션 100% / 300% 특수 규칙 이 전략의 중요한 특징은 **“첫 포지션 진입 시의 예외 규칙”**입니다. 전략이 현재 어떠한 포지션도 들고 있지 않은 상태에서 최초로 롱 포지션을 진입하는 시점(첫 포지션)에 대해: 기본적으로는 **자산의 100%**를 기준으로 포지션을 구축하지만, 만약 그 순간의 가격이 ATH 대비 설정값 이상(예: 약 –72.5% 이상 하락한 상황) 이라면 → 자산의 300% 규모로 첫 포지션을 진입하도록 설계되어 있습니다. 이 규칙은 다음과 같이 동작합니다. 첫 진입이 1차 드로우다운 구간에서 발생하든, 첫 진입이 2차 드로우다운 구간에서 발생하든, 현재 하락폭이 설정된 기준 이상(예: –72.5% 이상) 이라면 → “이 정도 하락이면 첫 진입부터 더 공격적으로 들어간다”는 의미로 300% 규모로 진입 그 이하의 하락폭이라면 → 첫 진입은 100% 규모로 제한 즉, 전략은 다음 두 가지 모드로 동작합니다. 일반적인 상황의 첫 진입: 자산의 100% 심각한 드로우다운 구간에서의 첫 진입: 자산의 300% 이 특수 규칙은 깊은 하락에서는 공격적으로, 평소에는 상대적으로 보수적으로 진입하도록 설계된 것입니다. 3. 전략 동작 구조 3-1. 매수 조건 차트 상 High 기준으로 ATH를 추적합니다. 각 바마다 해당 ATH에서의 하락률을 계산합니다. 사용자가 설정한 두 개의 드로우다운 구간(예시): 1차 구간: 예를 들어 ATH – 50% 2차 구간: 예를 들어 ATH – 72.5% 각 구간에 대해 다음과 같은 조건을 확인합니다. “이번 ATH 구간에서 아직 해당 구간 매수를 한 적이 없는 상태”이고, 현재 바의 저가(Low)가 해당 구간 가격 이하를 찍는 순간 → 해당 바에서 매수 조건 충족으로 간주 실제 주문은: 해당 구간 가격에 맞춰 롱 포지션 진입(리밋/시장가 기반 시뮬레이션) 으로 처리됩니다. 3-2. ATH 갱신과 진입 기회 리셋 차트 상에서 새로운 고점(High)이 기존 ATH를 넘어서는 순간, ATH가 갱신되고, 1차 / 2차 진입 여부를 나타내는 내부 플래그가 초기화됩니다. 이를 통해, 시장이 새로운 고점을 돌파해 나갈 때마다, 해당 구간에서 다시 한 번씩 1차·2차 드로우다운 진입 기회를 갖게 됩니다. 4. 포지션 사이징 및 레버리지 4-1. 계좌 자산(Equity) 기준 포지션 크기 결정 전략은 현재 계좌 자산을 다음과 같이 정의하여 사용합니다. 현재 자산 = 초기 자본 + 실현 손익 + 미실현 손익 각 진입 구간에서의 포지션 가치는 다음과 같이 결정됩니다. 1차 진입 구간: “자산의 몇 %를 사용할지”를 설정값으로 입력 설정된 퍼센트를 계좌 자산에 곱한 뒤, 다시 전략 내 레버리지 배수(Leverage) 를 곱하여 실제 포지션 가치를 계산 2차 진입 구간: 동일한 방식으로, 독립된 퍼센트 설정값을 사용 즉, 포지션 가치는 다음과 같이 계산됩니다. 포지션 가치 = 현재 자산 × (해당 구간 설정 % / 100) × 레버리지 배수 그리고 이를 해당 구간의 진입 가격으로 나누어 실제 수량(토큰 단위) 를 산출합니다. 4-2. 첫 포지션의 예외 처리 (100% / 300%) 첫 포지션에 대해서는 위의 일반적인 퍼센트 설정 대신, 다음과 같은 고정 비율이 사용됩니다. 기본: 자산의 100% 규모로 첫 포지션 진입 단, 진입 시점의 ATH 대비 하락률이 설정값 이상(예: –72.5% 이상) 일 경우 → 자산의 300% 규모로 첫 포지션 진입 이때 역시 다음 공식을 사용합니다. 포지션 가치 = 현재 자산 × (100% 또는 300%) × 레버리지 그리고 이를 가격으로 나누어 실제 진입 수량을 계산합니다. 이 규칙은: 첫 진입이 1차 구간이든 2차 구간이든 동일하게 적용되며, “충분히 깊은 하락 구간에서는 첫 진입부터 더 크게, 평소에는 비교적 보수적으로” 라는 운용 철학을 반영합니다. 4-3. 실레버리지(Real Leverage)의 추적 전략은 각 바 단위로 다음을 추적합니다. 바가 시작할 때의 기존 포지션 크기 해당 바에서 새로 진입한 수량 이를 바탕으로, 진입이 발생한 시점에 다음을 계산합니다. 실제 레버리지 = (포지션 가치 / 현재 자산) 그리고 차트 상에 예를 들어: Lev 2.53x 와 같은 형식의 레이블로 표시합니다. 이를 통해, 매수 시점마다 실제 계좌 레버리지가 어느 정도였는지를 직관적으로 확인할 수 있습니다. 5. 시각화 및 모니터링 요소 5-1. 차트 상 시각 요소 전략은 차트 위에 다음과 같은 정보를 직접 표시합니다. ATH 라인 High 기준으로 계산된 역대 최고가를 주황색 선으로 표시 평단가(평균 진입가) 라인 현재 보유 포지션이 있을 때, 해당 포지션의 평균 진입가를 노란색 선으로 표시 추정 청산가(고정형 청산가) 라인 포지션 수량이 변화하는 시점을 감지하여, 당시의 평단가와 실제 레버리지를 이용해 근사적인 청산가를 계산 이를 빨간색 선으로 차트에 고정 표시 포지션이 없거나 레버리지가 1배 이하인 경우에는 청산가 라인을 제거 매수 마커 및 레이블 1차/2차 매수 조건이 충족될 때마다 해당 지점에 매수 마커를 표시 "Buy XX% @ 가격", "Lev XXx" 형태의 라벨로 진입 비율과 당시 레버리지를 함께 시각화 레이블의 위치는 설정에서 선택 가능: 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 5-2. 우측 상단 정보 테이블 차트 우측 상단에는 현재 계좌·포지션 상태를 요약한 정보 테이블이 표시됩니다. 대표적으로 다음 항목들이 포함됩니다. Pos Qty (Token) 현재 보유 중인 포지션 수량(토큰 기준, 절대값 기준) Pos Value (USDT) 현재 포지션의 시장 가치 (수량 × 현재 가격) Leverage (Now) 현재 실레버리지 (포지션 가치 / 현재 자산) DD from ATH (%) 현재 가격 기준, 최근 ATH에서의 하락률(%) Avg Entry 현재 포지션의 평균 진입 가격 PnL (%) 현재 포지션 기준 미실현 손익률(%) Max DD (Equity %) 전략 전체 기간 동안 기록된 계좌 기준 최대 손실(MDD, Max Drawdown) Last Entry Price 가장 최근에 포지션을 추가로 진입한 직후의 평균 진입 가격 Last Entry Lev 위 “Last Entry Price” 시점에서의 실레버리지 Liq Price (Fixed) 위에서 설명한 고정형 추정 청산가 Return from Start (%) 전략 시작 시점(초기 자본) 대비 현재 계좌 자산의 총 수익률(%) 이 테이블을 통해 사용자는: 현재 계좌와 포지션의 상태 리스크 수준 누적 성과 를 직관적으로 파악할 수 있습니다. 6. 시간 필터 및 라벨 옵션 6-1. 전략 동작 기간 설정 전략은 옵션으로 특정 기간에만 전략을 동작시키는 시간 필터를 제공합니다. “Use Date Range” 옵션을 활성화하면: 시작 시각과 종료 시각을 지정하여 해당 구간에 한해서만 매매가 발생하도록 제한 옵션을 비활성화하면: 전략은 전체 차트 구간에서 자유롭게 동작 6-2. 진입 라벨 위치 설정 사용자는 매수/레버리지 라벨의 위치를 선택할 수 있습니다. 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 이를 통해 개인 취향 및 차트 가독성에 맞추어 시각화 방식을 유연하게 조정할 수 있습니다. 7. 활용 대상 및 사용 예시 본 전략은 다음과 같은 목적에 적합합니다. 현물 또는 선물 롱 포지션 기준 장기·스윙 관점 추매 전략 백테스트 “고점 대비 하락률”을 기준으로 한 규칙 기반 운용 아이디어 검증 레버리지 사용 시 계좌 레버리지·청산가·MDD를 동시에 모니터링하고자 하는 경우 특정 자산에 대해 “새로운 고점이 형성될 때마다 일정한 규칙으로 깊은 조정 구간에서만 분할 진입하고자 할 때” 실거래에 그대로 적용하기보다는, 전략 아이디어 검증 및 리스크 프로파일 분석, 자신의 성향에 맞는 파라미터 탐색 용도로 사용하는 것을 권장합니다. 8. 한계 및 유의사항 백테스트 결과는 미래 성과를 보장하지 않습니다. 과거 데이터에 기반한 시뮬레이션일 뿐이며, 실제 시장에서는 유동성 슬리피지 수수료 체계 강제청산 규칙 등 다양한 변수가 존재합니다. 청산가는 단순화된 공식에 따른 추정치입니다. 거래소별 실제 청산 규칙, 유지 증거금, 수수료, 펀딩비 등은 본 전략의 계산과 다를 수 있으며, 청산가 추정 라인은 참고용 지표일 뿐입니다. 레버리지 및 진입 비율 설정에 따라 손실 폭이 매우 커질 수 있습니다. 특히 **“첫 포지션 300% 진입”**과 같이 매우 공격적인 설정은 시장 급락 시 계좌 손실과 청산 리스크를 크게 증가시킬 수 있으므로 신중한 검토가 필요합니다. 실거래 연동 시에는 별도의 리스크 관리가 필수입니다. 개별 손절 기준 포지션 상한선 전체 포트폴리오 내 비중 관리 등 본 전략 외부에서 추가적인 안전장치가 필요합니다. 9. 결론 ATH Drawdown Re-Buy Long Only 전략은 단순한 “저가 매수”를 넘어서, ATH 기준으로 드로우다운을 구조적으로 활용하고, 첫 포지션에 대한 **특수 규칙(100% / 300%)**을 적용하며, 레버리지·청산가·MDD·수익률을 통합적으로 시각화함으로써, 하락 구간에서의 규칙 기반 롱 포지션 구축과 리스크 모니터링을 동시에 지원하는 전략입니다. 사용자는 본 전략을 통해: 자신의 시장 관점과 리스크 허용 범위에 맞는 드로우다운 구간 진입 비율 레버리지 설정 다양한 시나리오에 대한 백테스트와 분석 을 수행할 수 있습니다. 다시 한 번 강조하지만, 본 전략은 연구·학습·백테스트를 위한 도구이며, 실제 투자 판단과 책임은 전적으로 사용자 본인에게 있습니다. /ENG Version. This script is designed to use historical drawdown data and automatically enter positions when a predefined percentage drop from the all-time high occurs, using a predefined percentage of your account equity. You can use leverage, and default parameter values are provided out of the box (you can freely change them to suit your style). In addition to the two main entry levels, you can add more entry conditions and custom entry percentages – just ask ChatGPT to modify the script. For actual/live usage, please turn OFF the KillSwitch function and turn ON the Bar Magnifier feature. ATH Drawdown Re-Buy Long Only Strategy 1. Strategy Overview The ATH Drawdown Re-Buy Long Only strategy is an automatic re-buy (Long Only) system that builds long positions step-by-step at specific drawdown levels, based on the asset’s all-time high (ATH) and its subsequent drawdown. This strategy is designed with the following goals: Systematic scaled buying and leverage usage during sharp correction periods Clear, rule-based entry logic using drawdowns from ATH Real-time visualization of: Average entry price Leverage Estimated liquidation price Account MDD (Max Drawdown) Return / performance This allows traders to intuitively monitor both risk and position status. ※ This strategy is provided for educational, research, and backtesting purposes only. It does not constitute investment advice and does not guarantee any profits. 2. Core Concepts 2-1. Drawdown from ATH (All-Time High) On the chart, the strategy always tracks the highest high as the ATH. Whenever a new high is made, ATH is updated, and based on that ATH the following are calculated: How many percent the current bar’s Low is below the ATH How many percent the current bar’s Close is below the ATH Using these, the strategy executes buys at two predefined drawdown zones: 1st entry zone: When price drops X% from ATH 2nd entry zone: When price drops Y% from ATH Each zone is allowed to trigger only once per ATH cycle. When a new ATH is created, the “1st / 2nd entry possible” flags are reset, and new opportunities open up for that ATH leg. 2-2. Special Rule for the First Position (100% / 300%) A key feature of this strategy is the special rule for the very first position. When the strategy currently holds no position and is about to open the first long position: Under normal conditions, it builds the position using 100% of account equity. However, if at that moment the price has dropped by at least a predefined threshold from ATH (e.g. around –72.5% or more), → the strategy will open the first position using 300% of account equity. This rule works as follows: Whether the first entry happens at the 1st drawdown zone or at the 2nd drawdown zone, If the current drawdown from ATH is at or below the threshold (e.g. –72.5% or worse), → the strategy interprets this as “a sufficiently deep crash” and opens the initial position with 300% of equity. If the drawdown is less severe than the threshold, → the first entry is capped at 100% of equity. So the strategy has two modes for the first entry: Normal market conditions: 100% of equity Deep drawdown conditions: 300% of equity This special rule is intended to be aggressive in extremely deep crashes while staying more conservative in normal corrections. 3. Strategy Logic & Execution 3-1. Entry Conditions The strategy tracks the ATH using the High price. For each bar, it calculates the drawdown from ATH. The user defines two drawdown zones, for example: 1st zone: ATH – 50% 2nd zone: ATH – 72.5% For each zone, the strategy checks: If no buy has been executed yet for that zone in the current ATH leg, and If the current bar’s Low touches or falls below that zone’s price level, → That bar is considered to have triggered a buy condition. Order simulation: The strategy simulates entering a long position at that zone’s price level (using a limit/market-like approximation for backtesting). 3-2. ATH Reset & Entry Opportunity Reset When a new High goes above the previous ATH: The ATH is updated to this new high. Internal flags that track whether the 1st and 2nd entries have been used are reset. This means: Each time the market makes a new ATH, The strategy once again has a fresh opportunity to execute 1st and 2nd drawdown entries for that new ATH leg. 4. Position Sizing & Leverage 4-1. Position Size Based on Account Equity The strategy defines current equity as: Current Equity = Initial Capital + Realized PnL + Unrealized PnL For each entry zone, the position value is calculated as follows: The user inputs: “What % of equity to use at this zone” The strategy: Multiplies current equity by that percentage Then multiplies by the strategy’s leverage factor Thus: Position Value = Current Equity × (Zone % / 100) × Leverage Finally, this position value is divided by the entry price to determine the actual position size in tokens. 4-2. Exception for the First Position (100% / 300%) For the very first position (when there is no open position), the strategy does not use the zone % parameters. Instead, it uses fixed ratios: Default: Enter the first position with 100% of equity. If the drawdown from ATH at that moment is greater than or equal to a predefined threshold (e.g. –72.5% or more) → Enter the first position with 300% of equity. The position value is computed as: Position Value = Current Equity × (100% or 300%) × Leverage Then it is divided by the entry price to obtain the token quantity. This rule: Applies regardless of whether the first entry occurs at the 1st zone or 2nd zone. Embeds the philosophy: “In very deep crashes, go much larger on the first entry; otherwise, stay more conservative.” 4-3. Tracking Real Leverage On each bar, the strategy tracks: The existing position size at the start of the bar The newly added size (if any) on that bar When a new entry occurs, it calculates the real leverage at that moment: Real Leverage = (Position Value / Current Equity) This is then displayed on the chart as a label, for example: Lev 2.53x This makes it easy to see the actual leverage level at each entry point. 5. Visualization & Monitoring 5-1. On-Chart Visual Elements The strategy plots the following directly on the chart: ATH Line The all-time high (based on High) is plotted as an orange line. Average Entry Price Line When a position is open, the average entry price of that position is plotted as a yellow line. Estimated Liquidation Price (Fixed) Line The strategy detects when the position size changes. At each size change, it uses the current average entry price and real leverage to compute an approximate liquidation price. This “fixed liquidation price” is then plotted as a red line on the chart. If there is no position, or if leverage is 1x or lower, the liquidation line is removed. Entry Markers & Labels When 1st/2nd entry conditions are met, the strategy: Marks the entry point on the chart. Displays labels such as "Buy XX% @ Price" and "Lev XXx", showing both entry percentage and real leverage at that time. The label placement is configurable: Below Bar Above Bar At Price 5-2. Information Table (Top-Right Panel) In the top-right corner of the chart, the strategy displays a summary table of the current account and position status. It typically includes: Pos Qty (Token) Absolute size of the current position (in tokens) Pos Value (USDT) Market value of the current position (qty × current price) Leverage (Now) Current real leverage (position value / current equity) DD from ATH (%) Current drawdown (%) from the latest ATH, based on current price Avg Entry Average entry price of the current position PnL (%) Unrealized profit/loss (%) of the current position Max DD (Equity %) The maximum equity drawdown (MDD) recorded over the entire backtest period Last Entry Price Average entry price immediately after the most recent add-on entry Last Entry Lev Real leverage at the time of the most recent entry Liq Price (Fixed) The fixed estimated liquidation price described above Return from Start (%) Total return (%) of equity compared to the initial capital Through this table, users can quickly grasp: Current account and position status Current risk level Cumulative performance 6. Time Filters & Label Options 6-1. Strategy Date Range Filter The strategy provides an option to restrict trading to a specific time range. When “Use Date Range” is enabled: You can specify start and end timestamps. The strategy will only execute trades within that range. When this option is disabled: The strategy operates over the entire chart history. 6-2. Entry Label Placement Users can customize where entry/leverage labels are drawn: Below Bar (Below Bar) Above Bar (Above Bar) At the actual price level (At Price) This allows you to adjust visualization according to personal preference and chart readability. 7. Use Cases & Applications This strategy is suitable for the following purposes: Long-term / swing-style re-buy strategies for spot or futures long positions Testing rule-based strategies that rely on “drawdown from ATH” as a main signal Monitoring account leverage, liquidation price, and MDD when using leverage Handling situations where, for a given asset: “Every time a new ATH is formed, you want to wait for deep corrections and enter only at specific drawdown zones” It is generally recommended to use this strategy not as a direct plug-and-play live system, but as a tool for: Strategy idea validation Risk profile analysis Parameter exploration to match your personal risk tolerance and style 8. Limitations & Warnings Backtest results do not guarantee future performance. They are based on historical data only. In live markets, additional factors exist: Liquidity Slippage Fee structures Exchange-specific liquidation rules Funding fees, etc. The liquidation price is only an approximate estimate, derived from a simplified formula. Actual liquidation rules, maintenance margin requirements, fees, and other details differ by exchange. The liquidation line should be treated as a reference indicator, not an exact guarantee. Depending on the configured leverage and entry percentages, losses can be very large. In particular, extremely aggressive settings such as “first position 300% of equity” can greatly increase the risk of large account drawdowns and liquidation during sharp market crashes. Use such settings with extreme caution. For live trading, additional risk management is essential: Your own stop-loss rules Maximum position size limits Portfolio-level exposure controls And other external safety mechanisms beyond this strategy 9. Conclusion The ATH Drawdown Re-Buy Long Only strategy goes beyond simple “buy the dip” logic. It: Systematically utilizes drawdowns from ATH as a structural signal Applies a special first-position rule (100% / 300%) Integrates visualization of leverage, liquidation price, MDD, and returns All of this supports rule-based long position building in drawdown phases and comprehensive risk monitoring. With this strategy, users can: Explore different: Drawdown zones Entry percentages Leverage levels Run various backtests and scenario analyses Better understand the risk/return profile that fits their own market view and risk tolerance Once again, this strategy is intended for research, learning, and backtesting only. All real trading decisions and their consequences are solely the responsibility of the user.
Pine Script® strategy
by White_light_
2
Mirror Blocks: StrategyMirror Blocks is an educational structural-wave model built around a unique concept: the interaction of mirrored weighted moving averages (“blocks”) that reflect shifts in market structure as price transitions between layered symmetry zones. Rather than attempting to “predict” markets, the Mirror Blocks framework visualizes how price behaves when it expands away from, contracts toward, or flips across stacked WMA structures. These mirrored layers form a wave-like block system that highlights transitional zones in a clean, mechanical way. This strategy version allows you to study how these structural transitions behave in different environments and on different timeframes. The goal is understanding wave structure, not generating signals. How It Works Mirror Blocks builds three mirrored layers: Top Block (Structural High Symmetry) Base Block (Neutral Wave) Bottom Block (Structural Low Symmetry) The relative position of these blocks — and how price interacts with them — helps visualize: Compression and expansion Reversal zones Wave stability Momentum transitions Structure flips A structure is considered bullish-stack aligned when: Top > Base > Bottom and bearish-stack aligned when: Bottom > Base > Top These formations create the core of the Mirror Blocks wave engine. What the Strategy Version Adds This version includes: Long Only, Short Only, or Long & Short modes Adjustable symmetry distance (Mirror Distance) Configurable WMA smoothing length Optional trend filter using fast/slow MA comparison ENTER / EXIT / LONG / SHORT labels for structural transitions Fixed stop-loss controls for research A clean, transparent structure with no hidden components It is optimized for educational chart study, not automated signals. Intended Purpose Mirror Blocks is meant to help traders: Study structural transitions Understand symmetry-based wave models Explore how price interacts with mirrored layers Examine reversals and expansions from a mechanical perspective Conduct long and short backtesting for research Develop a deeper sense of market rhythm This is not a prediction model. It is a visual and structural framework for understanding movement. Backtesting Disclaimer Backtest results can vary depending on: Slippage settings Commission settings Timeframe Asset volatility Structural sensitivity parameters Past performance does not guarantee future results. Use this as a research tool only. Warnings & Compliance This script is educational. It is not financial advice. It does not provide signals. It does not promise profitability. The purpose is to help visualize structure, not predict price. The strategy features are simply here to help users study how structural transitions behave under various conditions. License Released under the Michael Culpepper Gratitude License (2025). Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Pine Script® strategy
by mikeyc747
Rasta Long/Short — StrategyThe Rasta Long/Short Strategy is a visual and educational framework designed to help traders study momentum shifts that appear when a fast EMA interacts with a slower smoothed baseline. It is not a signal service. Instead, it is a research tool that helps you observe transitions, structure, and behavior across different market conditions and smoothing contexts. The script plots: A primary EMA line (fast reaction wave). A Smoothed line (your chosen smoothing method). Color-coded fog regions showing directional bias. Optional DNA rung connections between the two lines for structural comparison. Together, these allow a deeper study of how momentum pushes, volatility compression, expansions, and drift emerge around fast/slow EMA interactions. ✦ Core Idea The Rasta Long/Short mechanism studies how price behaves when the fast EMA crosses above or below a smoothed anchor. Rather than predicting price, it reveals where transitions occur across different structures, timeframes, and smoothing techniques. The Long/Short logic simply highlights flips in directional structure. It is not intended for real-time signals or automated execution; it is intended for understanding market movement. ✦ Smoothing Types (Explained) The strategy allows experimenting with several smoothing families to observe how they transform the fast EMA: SMA (Simple Moving Average) Averaged, slower response. Good for stability comparisons. EMA (Exponential) Faster reaction, more responsive, smoother behavior during momentum. RMA (Wilder’s) Used in RSI calculations; steady, well-balanced response. WMA (Weighted) More weight to recent bars; bridges SMA and EMA dynamics. None Raw EMA vs EMA interaction with no secondary smoothing. Each smoothing type provides unique structural information and can lead to different interpretations. ✦ Modes of Study Designed for multi-timeframe research: 1H / 4H — Momentum flow mapping and structural identification. Daily / Weekly — Higher-timeframe rotations, macro structure transitions. 1–15m — Microstructure studies, noise vs trend emergence. Use the built-in Strategy Tester to explore entry/exit context, but treat results as research, not predictive performance. ✦ Components (Visual Study Tools) EMA Line (Fast) Primary reactive wave. Shows fast directional shifts. Smoothed Line (Slow) Trend baseline / reference structure. Fog Region Highlights fast-vs-smoothed directional alignment. DNA Rungs (Optional) Structural “bridges” showing the exact relationship between waves on each bar. Useful for studying separation, compression, and expansions. ✦ Educational Insights This strategy helps illuminate: How fast and slow EMAs interact dynamically. How structure changes precede trend emergence. Where volatility compresses before expansion. How noise, drift, and clean reversals differ. How different smoothers alter the interpretation of the same price data. The goal is clarity — not prediction. ✦ How to Use Apply to any timeframe or instrument. Enable or disable fog depending on preferred visibility. Use DNA rungs for close structural comparison. Observe long/short flips as educational reference points — not signals. Study transitions visually, then backtest using the Strategy Tester for pattern research. ✦ Disclaimer This script is provided for educational and research purposes only. It does not provide trading signals, financial advice, or recommendations. Past behavior does not indicate future performance. Always practice risk-aware study and consult qualified financial professionals when needed. ✦ Author Michael Culpepper (mikeyc747) Creator of the Rasta framework and related market structure studies.
Pine Script® strategy
by mikeyc747
2
ATR Trend + RSI Pullback Strategy [Profit-Focused]This strategy is designed to catch high-probability pullbacks during strong trends using a combination of ATR-based volatility filters, RSI exhaustion levels, and a trend-following entry model. Strategy Logic Rather than relying on lagging crossovers, this model waits for RSI to dip into oversold zones (below 40) while price remains above a long-term EMA (default: 200). This setup captures pullbacks in strong uptrends, allowing traders to enter early in a move while controlling risk dynamically. To avoid entries during low-volatility conditions or sideways price action, it applies a minimum ATR filter. The ATR also defines both the stop-loss and take-profit levels, allowing the model to adapt to changing market conditions. Exit logic includes: A take-profit at 3× the ATR distance A stop-loss at 1.5× the ATR distance An optional early exit if RSI crosses above 70, signaling overbought conditions Technical Details Trend Filter: 200 EMA – must be rising and price must be above it Entry Signal: RSI dips below 40 during an uptrend Volatility Filter: ATR must be above a user-defined minimum threshold Stop-Loss: 1.5× ATR below entry price Take-Profit: 3.0× ATR above entry price Exit on Overbought: RSI > 70 (optional early exit) Backtest Settings Initial Capital: $10,000 Position Sizing: 5% of equity per trade Slippage: 1 tick Commission: 0.075% per trade Trade Direction: Long only Timeframes Tested: 15m, 1H, and 30m on trending assets like BTCUSD, NAS100, ETHUSD This model is tuned for positive P&L across trending environments and volatile markets. Educational Use Only This strategy is for educational purposes only and should not be considered financial advice. Past performance does not guarantee future results. Always validate performance on multiple markets and timeframes before using it in live trading.
Pine Script® strategy
by AIScripts
2
Braid Filter StrategyThis strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions. The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade). 1. The Main Trend Check (The Traffic Lights) The strategy uses three main filters that must agree before it considers a trade. A. The "Chad Filter" (Direction & Strength) This is the heart of the strategy, a custom combination of three different Moving AveragesThese averages have fast, medium, and slow settings (3, 7, and 14 periods). Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move). Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated. Neutral (Wait): If the averages are tangled or the separation isn't strong enough. Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green). B. The EMA Trend Bars (Secondary Confirmation) This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA. Green Bars: The price is above the 34 EMA (Bullish Trend). Red Bars: The price is below the 34 EMA (Bearish Trend). Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red. C. ADX/DI Filter (The Speed Limit Sign) This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger. Must-Have Conditions: The ADX value must be above 20 (meaning there is a trend, not just random movement). The ADX line must be rising (meaning the trend is accelerating/getting stronger). The strategy will only trade when the trend is strong and building momentum. 2. The Trading Action (Entry and Exit) When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately. Entry Strategy (The "Wait-for-Confirmation" Approach): When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price. It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade. A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it. Risk Management (Stop Loss and Take Profit): Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it. Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance). 3. Additional Controls Time Filter: You can choose to only allow trades during specific hours of the day. Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red). 🎯 Summary of the Strategy's Goal This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
Pine Script® strategy
by ChadAnt
7
Stochastic + Bollinger Bands Multi-Timeframe StrategyThis strategy fuses the Stochastic Oscillator from the 4-hour timeframe with Bollinger Bands from the 1-hour timeframe, operating on a 10-hour chart to capture a unique volatility rhythm and temporal alignment discovered through observational alpha. By blending momentum confirmation from the higher timeframe with short-term volatility extremes, the strategy leverages what some traders refer to as “rotating volatility” — a phenomenon where multi-timeframe oscillations sync to reveal hidden trade opportunities. 🧠 Strategy Logic ✅ Long Entry Condition: Stochastic on the 4H timeframe: %K crosses above %D Both %K and %D are below 20 (oversold zone) Bollinger Bands on the 1H timeframe: Price crosses above the lower Bollinger Band, indicating a potential reversal → A long trade is opened when both momentum recovery and volatility reversion align. ✅ Long Exit Condition: Stochastic on the 4H: %K crosses below %D Both %K and %D are above 80 (overbought zone) Bollinger Bands on the 1H: Price reaches or exceeds the upper Bollinger Band, suggesting exhaustion → The long trade is closed when either signal suggests a potential reversal or overextension. 🧬 Temporal Structure & Alpha This strategy is deployed on a 10-hour chart — a non-standard timeframe that may align more effectively with multi-timeframe mean reversion dynamics. This subtle adjustment exploits what some traders identify as “temporal drift” — the desynchronization of volatility across timeframes that creates hidden rhythm in price action. → For example, Stochastic on 4H (lookback 17) and Bollinger Bands on 1H (lookback 20) may periodically sync around 10H intervals, offering unique alpha windows. 📊 Indicator Components 🔹 Stochastic Oscillator (4H, Length 17) Detects momentum reversals using %K and %D crossovers Helps define overbought/oversold zones from a mid-term view 🔹 Bollinger Bands (1H, Length 20, ±2 StdDev) Measures price volatility using standard deviation around a moving average Entry occurs near lower band (support), exits near upper band (resistance) 🔹 Multi-Timeframe Logic Uses request.security() to safely reference 4H and 1H indicators from a 10H chart Avoids repainting by using closed higher-timeframe candles only 📈 Visualization A plot selector input allows toggling between: Stochastic Plot (%K & %D, with overbought/oversold levels) Bollinger Bands Plot (Upper, Basis, Lower from 1H data) This helps users visually confirm entry/exit triggers in real time. 🛠 Customization Fully configurable Stochastic and BB settings Timeframes are independently adjustable Strategy settings like position sizing, slippage, and commission are editable ⚠️ Disclaimer This strategy is intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Market conditions vary, and past performance does not guarantee future results. Always test any trading strategy in a simulated environment and consult a licensed financial advisor before making real-world investment decisions.
Pine Script® strategy
by RWCS_LTD
BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Pine Script® strategy
by exlux
Sigma Trinity ModelAbstract Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting. Why this is not “just a mashup” Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal: Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study. RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide. Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent. These three roles are complementary, not redundant: structure → strength → progression. Architecture Overview Execution model Rasta & Pyramid: bar close only by default (historically stable, easy to audit). RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests. Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits. Visual model Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion. Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm. Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming. Module 1 — Rasta (Structural Momentum Layer) Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study. Method: Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable). Flip points occur when the EMA line crosses the smoothed line. Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption. Why bar close only? Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI). Visuals: Fog between the lines (green/red) to show regime. Rungs between lines to show spread (compression vs expansion). Optional plotting of EMA8/EMA21 so users can see the gating effect. Module 2 — RSI (Internal Strength / Energy Layer) Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips. Method: Standard RSI with adjustable length and signal smoothing for the panel view. Logic uses wick-aware sources: Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion. Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion. Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end. Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences. Why wick-aware RSI? A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility. Module 3 — Pyramid (Continuation / Compounding Layer) Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured. Method: Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions). Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior. Bar close only to maintain historical cohesion. What it teaches: Adds tend to cluster when momentum persists. Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes. How the Pieces Work Together Rasta establishes the structural frame (when the wave flip is real enough to record at close). RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches). Pyramid shows what sustained continuation looks like once (1) and (2) align. This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions). How to Use It (Step-by-Step) Quick Start Apply script to any symbol/timeframe. In Strategy/Indicator Properties: Enable On every tick (recommended). If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically. Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design). Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup. Reading the Chart Watch for Rasta Entry/Exit labels: they define clean structural turns on close. Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes. Pyramid Add labels reveal continuation phases once a move is already in progress. Tuning Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier. RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser. Cooldown: increase if you see too many RSI re-fires in chop. EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips. Backtesting Notes (for Strategy Builds) Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks. Order sequencing per bar (mirrors the script’s code comments): Trail ratchet via HIGH Intrabar stop hit via LOW/CLOSE → immediate close If still in position at bar close: process exits (Rasta/RSI) If still in position at bar close: process Pyramid Add If flat at bar close: process entries (Rasta/RSI) Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved. Inputs Reference (common) Modules: enable/disable RSI and Pyramid learning layers. Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit. RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels. Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds. Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI. Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE). What to Study With It Convergence: how often RSI-LOW entry touches precede the next Rasta flip. Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones. Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices. Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop. Limitations & Scope This is a learning tool, not a trade copier. It does not provide financial advice or automated execution. Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols. Suggested Publication Settings (Strategy) Initial capital: 100 Order size: 100 USD (cash) Pyramiding: 10 Commission: 0.25% Slippage: 3 ticks Recalculate: ✓ On every tick Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing. Educational License Released under the Michael Culpepper Gratitude License (2025). Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Pine Script® strategy
by mikeyc747
1
PSAR with ATR Trailing Stop + SMA Filter📈 Strategy Overview: PSAR + 6×ATR Trailing Stop with SMA Filter This strategy is built around the principle of “Cut the losers, let the winners run” — a disciplined, trend-following approach that combines the Parabolic SAR indicator with dynamic risk management and a Simple Moving Average (SMA) trend filter. 🔍 Strategy Logic Trend Filter Trades are only taken in the direction of the prevailing trend, defined by a user-selected SMA (default: 100). ✅ Long trades only when price is above the SMA ✅ Short trades only when price is below the SMA Entry Signal: A trade is triggered when the Parabolic SAR flips to the opposite side of the price bars, signaling a potential trend reversal. Stop Loss: The stop loss is dynamically set at 6×ATR from the entry price. This adapts to market volatility and is recalculated every bar — effectively acting as a trailing stop. Exit Logic: There is no fixed take profit. The trade remains open until the trailing stop is hit — allowing winners to run and losers to be cut quickly. Risk Management: Each trade risks 0.5% of total equity, ensuring consistent position sizing and capital preservation. 📊 Visual Elements PSAR dots mark trend direction changes SMA line shows the broader trend filter Trailing stop crosses (with 50% opacity) indicate the current stop level without cluttering the chart ⚙️ Customizable Inputs PSAR parameters: Start, Increment, Maximum ATR length and multiplier SMA length Risk percentage per trade This strategy is ideal for traders who want to stay aligned with the trend, automate disciplined exits, and avoid emotional decision-making. Clean, simple, and powerful. Wishing you calm and successful trades!
Pine Script® strategy
by kostastrovas
Vandan V2Vandan V2 is an automated trading strategy for NQ1! (E-mini Nasdaq-100) based on short-term mean reversion with dynamic risk control. It combines volatility filters and overbought/oversold signals to capture local market imbalances. Backtested from 2015 to 2025, it achieved a +730% total return, Profit Factor of 1.40, max drawdown of only 1.61%, and over 106,000 trades. Designed for systematic scalping or intraday arbitrage with a limit of 3 simultaneous contracts.
Pine Script® strategy
by gerasymenko_nazarr
5
Tristan's Tri-band StrategyTristan's Tri-band Strategy - Confluence Trading System Strategy Overview: This strategy combines three powerful technical indicators - RSI, Williams %R, and Bollinger Bands - into a single visual trading system. Instead of cluttering your chart with separate indicator panels, all signals are displayed directly on the price chart using color-coded gradient overlays, making it easy to spot high-probability trade setups at a glance. How It Works: The strategy identifies trading opportunities when multiple indicators align (confluence), suggesting strong momentum shifts: 📈 Long Entry Signals: RSI drops to 30 or below (oversold) Williams %R reaches -80 to -100 range (oversold) Price touches or breaks below the lower Bollinger Band All three conditions must align during your selected trading session 📉 Short Entry Signals: RSI rises to 70 or above (overbought) Williams %R reaches 0 to -20 range (overbought) Price touches or breaks above the upper Bollinger Band All three conditions must align during your selected trading session Visual Indicators: (faint) Green gradients below candles = Bullish oversold conditions (buying opportunity) (faint) Red/Orange gradients above candles = Bearish overbought conditions (selling opportunity) Stacked/brighter gradients = Multiple indicators confirming the same signal (higher probability) will stack and show brighter / less faint Blue Bollinger Bands = Volatility boundaries and mean reversion zones Exit Strategy: Long trades exit when price reaches the upper Bollinger Band OR RSI becomes overbought (≥70) Short trades exit when price reaches the lower Bollinger Band OR RSI becomes oversold (≤30) Key Features: ✅ Session Filters - Trade only during NY (9:30 AM-4 PM), London (3 AM-11:30 AM), or Asia (7 PM-1 AM EST) sessions ✅ No Repainting - Signals are confirmed on candle close for realistic backtesting and live trading ✅ Customizable Parameters - Adjust RSI levels, BB standard deviations, Williams %R periods, and gradient visibility ✅ Visual Clarity - See all three indicators at once without switching between panels ✅ Built-in Alerts - Get notified when entry and exit conditions are met How to Use Effectively: Choose Your Trading Session - For day trading US stocks, enable only the NY session. For forex or 24-hour markets, select the sessions that match your schedule. Look for Gradient Stacking - The brightest, most visible gradients occur when both RSI and Williams %R signal together. These are your highest-probability setups. Confirm with Price Action - Wait for the candle to close before entering. The strategy enters on the next bar's open to prevent repainting. Respect the Bollinger Bands - Entries occur at the outer bands (price extremes), and exits occur at the opposite band or when momentum reverses. Backtest First - Test the strategy on your preferred instruments and timeframes. Works best on liquid assets with clear trends and mean reversion patterns (stocks, major forex pairs, indices). Adjust Gradient Visibility - Use the "Gradient Strength" slider (lower = more visible) to make signals stand out on your chart style. Best Timeframes: 5-minute to 1-hour charts for intraday trading; 4-hour to daily for swing trading (I have also found the 3 hour timeframe to work really well for some stocks / ETFs.) Best Markets: Liquid instruments with volatility - SPY, QQQ, major stocks, EUR/USD, GBP/USD, major indices Risk Management: This is a mean reversion strategy that works best in ranging or choppy markets. In strong trends, signals may appear less frequently. Always use proper position sizing and stop losses based on your risk tolerance. ---------------------------------------------- Note: Past performance does not guarantee future results. This strategy is provided for educational purposes. Always backtest thoroughly and practice proper risk management before live trading.RetryClaude can make mistakes. Please double-check responses. Sonnet 4.5
Pine Script® strategy
by OhRayOhRay
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Pine Script® strategy
by exlux
10
AMF PG Strategy v2.3AMF PG Strategy v2.3 1. Core Philosophy: Filtered and Volatility-Aware Trend Following "AMF PG Strategy" is an advanced trend-following system designed to adapt to the dynamic nature of modern markets. The strategy's core philosophy is not just to follow the trend but also to wait for the right conditions to enter the market. This is not a "black box." It is a rules-based framework that gives the user full control over various market filters. By requiring multiple conditions to be met simultaneously, the strategy aims to filter out low-quality signals and focus only on high-probability trend opportunities. 2. Core Engine: AMF PG Trend Following At the heart of the strategy is a proprietary, volatility-aware trend-following mechanism called AMF PG (Praetorian Guard). This engine operates as follows: Dynamic Bands: Creates a dynamic upper and lower band around the price that is constantly recalculated. The width of these bands is not fixed; It dynamically adjusts based on recent market volatility, volume flow, and price expansion. This adaptive structure allows the strategy to adapt to both calm and high-volatility markets. Entry Signals: A buy signal is triggered when the price rises above the upper band. A sell signal is triggered when the price falls below the lower band. However, these signals are executed only when all the active filters described below give the green light. Trailing Stop-Loss: When a position is entered, the opposite band automatically acts as a trailing stop-loss level. For example, when a buy position is opened, the lower band follows the price as a stop-loss. This allows for profit retention and trend continuation. 3. Multi-Layered Filter System: Understanding the Market The power of this strategy comes from its modular filter system, which allows the user to filter market conditions based on their own analysis. Each filter can be enabled or disabled individually in the settings: Filter 1: Trend Strength (ADX Filter): This filter confirms whether there is a strong trend in the market. It uses the ADX (Average Directional Index) indicator and only allows trades if the ADX value is above a certain threshold. This helps avoid trading in weak or directionless markets. It also confirms the direction of the trend by checking the position of the DMI (+DI and -DI) lines. Filter 2: Sideways Market (Chop Index Filter): This filter determines whether the market is excessively choppy or directionless. Using the Chop Index, this filter aims to protect against fakeouts by blocking trades when the market is highly indecisive. Filter 3: Market Structure (Hurst Exponent Filter): This is one of the strategy's most advanced filters. It analyzes the current market behavior using the Hurst Exponent. This mathematical tool attempts to determine whether a market tends to trend (permanent), tends to revert to the mean (anti-permanent), or moves randomly. This filter ensures that signals are generated only when market structure supports trending trades. 4. Risk Management: Maximum Drawdown Protection This strategy includes a built-in capital protection mechanism. Users can specify the percentage of their capital they will tolerate to decline from its peak. If the strategy's capital reaches this set drawdown limit, the protection feature is activated, closing all open positions and preventing new trades from being opened. This acts as an emergency brake to protect capital against unexpected market conditions. 5. Automation Ready: Customizable Webhook Alerts The strategy is designed for traders who want to automate their signals. From the Settings menu, you can configure custom alert messages in JSON format, compatible with third-party automation services (via Webhooks). 6. Strategy Backtest Information Please note that past performance is not indicative of future results. The published chart and performance report were generated on the 4-hour timeframe of the BTCUSD pair with the following settings: Test Period: January 1, 2016 - October 31, 2025 Default Position Size: 15% of Capital Pyramiding: Closed Commission: 0.0008 Slippage: 2 ticks (Please enter the slippage you used in your own tests) Testing Approach: The published test includes 423 trades and is statistically significant. It is strongly recommended that you test on different assets and timeframes for your own analysis. The default settings are a template and should be adjusted by the user for their own analysis.
Pine Script® strategy
by blntdmn