Simple DCA Strategy----
### 📌 **Simple DCA Strategy with Backtest Date Filter**
This strategy implements a **Dollar-Cost Averaging (DCA)** approach for long positions, including:
* ✅ **Base Order Entry:** Starts a position with a fixed dollar amount when no position is open.
* 🔁 **Safety Orders:** Buys additional positions when the price drops by a defined percentage, increasing position size with each new entry using a multiplier.
* 🎯 **Take Profit Exit:** Closes all positions when the price reaches a profit target (in % above average entry).
* 🗓️ **Backtest Date Range:** Allows users to specify a custom start and optional end date to run the strategy only within that time window.
* 📊 **Plots:** Visualizes average entry, take profit level, and safety order trigger line.
#### ⚙️ Customizable Inputs:
* Base Order Size (\$)
* Price Deviation for Safety Orders (%)
* Maximum Safety Orders
* Order Size Multiplier
* Take Profit Target (%)
* Start and End Dates for Backtesting
This is a **long-only strategy** and is best used for backtesting performance of DCA-style accumulation under different market conditions.
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Indicators and strategies
Fibonacci Spectrum + Regression Channel + ConfirmationsA versatile multi-strategy tool for technical traders using Fibonacci levels, regression channels, and dynamic confirmations.
📘 Overview
This TradingView strategy script helps traders detect high-probability breakouts, reversals, and trend continuations using:
🔢 Fibonacci retracement zones
📉 Regression channels (local & multi-timeframe)
✅ Multiple confirmations (Volume, RSI, MACD, Candlestick)
🔄 Preset strategy modes (Trend-follow, Mean-reversion, Breakout, Custom)
📊 Visual dashboard for real-time analysis
🔔 Alerts for breakout and breakdown signals
🛠️ Inputs & Configuration
🎛️ Preset Modes
Choose from 4 trading modes:
Custom — manually enable/disable confirmations
Trend-follow — emphasizes RSI & MACD alignment
Mean-reversion — tight channels, ignores volume
Breakout — aggressive setup, tighter fib lookback & wider bands
🔧 Changing preset automatically adjusts parameters like regression length, fib lookback, and confirmation rules.
🔢 Fibonacci Settings
Fib Lookback: Number of bars to calculate the high/low range.
Fib Ratios A-E: Defines retracement levels (0.236 to 0.786 by default).
Zones are shaded for clarity:
🟧 0.236–0.382
🟨 0.382–0.5
🟩 0.5–0.618
🟦 0.618–0.786
📉 Regression Channel
Reg Channel Length: Period used for linear regression.
StdDev Multiplier: Defines channel width.
Multi-Timeframe Support: Choose a higher timeframe (like 1h) to overlay broader trends.
✅ Confirmations (toggle ON/OFF or preset controlled)
Volume: Must be above its 20-bar average.
RSI: Must be above 50 and rising (or below 50 and falling for shorts).
MACD: Line must cross above Signal (bull) or below (bear).
Candlestick Pattern: Looks for Bullish or Bearish Engulfing candles.
📅 Backtest Settings
Enable/disable strategy entries and exits for simulation.
Entries:
Long when price breaks above Fib 0.618 with all confirmations met
Short when price breaks below Fib 0.382 with all bearish confirmations
Exits:
Long exits when price breaks below Fib 0.382
Short exits when price breaks above Fib 0.618
🔍 How to Use the Strategy
🔹 Step 1: Choose a Preset
Pick one of the four Preset Modes:
Want to follow a trend? Select Trend-follow
Expect a price bounce? Try Mean-reversion
Expect volatility? Use Breakout
Prefer full control? Use Custom
🔹 Step 2: Enable Confirmations (if in Custom mode)
Activate/deactivate:
Volume
RSI
MACD
Candlestick Patterns
These filters increase signal quality.
🔹 Step 3: Watch for Signals
Look for:
💠 "READY" labels (potential breakout or breakdown)
Color-coded Fibonacci zones and channel bounds
📈 Entry/Exit signals (when backtesting is enabled)
🔹 Step 4: Use the Dashboard
Located in the top-right, the table shows:
Indicator values
Trend direction (Up/Down)
Status (Bull/Bear, High/Low, Above/Below)
Closest Fibonacci level and candlestick patterns
Colors:
🟢 Green = Bullish or Positive
🔴 Red = Bearish or Negative
🟡 Yellow = Close to a key Fib level
🔔 Alerts (Included)
You can set alerts on the following conditions:
Pre-Breakout — all bullish confirmations + Fib 0.618 cross
Pre-Breakdown — all bearish confirmations + Fib 0.382 break
Position Opened — any strategy entry (for backtest tracking)
To activate:
Right-click the chart → Add Alert
Select this strategy and the condition (e.g., “Pre-Breakout Signal”)
📊 Example Use Cases
🟢 Breakout Trader
Set to Breakout
Watch for “READY” label above Fib 0.618
Confirm with strong volume & bullish MACD
Alert triggers → enter trade
🔴 Mean Reversion Trader
Set to Mean-reversion
Price hits lower channel + Fib 0.382
Weak volume, but RSI rebounds → consider long
⚖️ Trend Follower
Set to Trend-follow
RSI, MACD, and price all moving up above midline
Enter on Fib 0.618 bounce
🧪 Tips & Notes
Combine with multi-timeframe analysis by enabling the MTF Channel
Tweak Fib ratios if you're using alternative levels (e.g., 0.886)
Use strategy.percent_of_equity for dynamic position sizing in backtests
Set proper timeframes (e.g., 15m, 1h) based on your trading style
Not financial advice at all. Strategy still WIP, i mainly think the indicator is ready.
Market Entropy Strategy V2.5This strategy is an updated version of a market entropy-based trading system. It removes EMA dependencies and introduces two indicators:
1. **Volatility Momentum Index (VMI)**: Measures volatility acceleration for timing entries (from calm to active phases) and exits (at peak chaos).
2. **Volume-Weighted Price Center (VWPC)**: A volume-weighted trend filter using typical price to determine overall market direction.
The strategy enters trades on transitions from low volatility ("calm") to increasing activity, filtered by trend direction. Exits occur when volatility reaches a high "chaos" threshold. It supports long, short, or both directions, with configurable parameters for optimization.
Backtest results depend on market conditions; use with caution and combine with your own analysis. No guarantees of performance.
Inverted USDT.DSignal Logic at a Glance
Exits happen automatically if price crosses EMA200 in the opposite direction, or whenever any SAR cross occurs (strict stop on your “risky” trades).
The indicator’s core logic uses a 200-period EMA crossover on USDT.D (and optionally VIX) to define the primary trend—price crossing above the EMA closes shorts and opens longs, while crossing below does the opposite—and then layers on “risky” entries whenever the Parabolic SAR flips within that trend (SAR dot appearing below price in an uptrend for add-on longs, above price in a downtrend for add-on shorts). All positions—main and risky—are closed automatically if price crosses the EMA against your trade or any SAR cross occurs. An invert toggle flips every entry/exit rule, letting you trade the opposite signals, and identical logic runs in parallel on VIX to offer complementary or hedged signals.
Step-by-Step Usage Example
1. Set your timeframe (e.g., Daily or 4H).
2. Watch for the Main Long label (green arrow up).
3. When it appears, the strategy will close any short and open a new long.
4. Optionally, use a Sar Long label as a signal to add to your position.
5. Stay in the trade while price remains above EMA200.
6. Exit on either a Main Short or when SAR flips against you.
Tips for Real-World Trading
• Turn on alerts for each label type so you never miss a signal.
• Use the built-in Strategy Tester to optimize your SAR parameters and position sizing.
• Combine with a fixed stop-loss or take-profit discipline off-chart.
• Experiment with the Invert Signal toggle in different market regimes.
High Freq Buy The Dips Bull Market [Quant Trading]STRATEGY OVERVIEW
This is a significantly enhanced and optimized version of the original "Buy The Dips in Bull Market" strategy from Coinrule (2020). The strategy has been completely rewritten in Pine Script v6 with substantial improvements in performance, risk management, and functionality. Based on extensive analysis of 2+ years of BTC hourly data, this optimized version delivers 312.6% better returns with a 74.8% win rate compared to the original implementation.
Key Philosophy: The strategy capitalizes on temporary price dips during bull market conditions by entering long positions when RSI indicates oversold conditions while maintaining a bullish market structure, then exiting when price recovers above key moving averages.
HOW IT WORKS
Entry Logic
The strategy enters long positions when ALL of the following conditions are met:
RSI Oversold Condition: RSI drops below the configurable threshold (default: 45)
Bull Market Structure: Long-term MA (150) is below the slow MA (40), indicating overall bullish momentum
Within Date Range: Trade occurs within the specified backtesting period
Exit Logic
Positions are closed when BOTH conditions are satisfied:
Price Recovery: Current price moves above the fast MA (15-period)
MA Alignment: Fast MA crosses above slow MA, confirming trend continuation
Optional Short Trading
When enabled, the strategy can also trade short positions using inverse logic:
Short Entry: RSI overbought (above 55 by default) + bearish market structure
Short Exit: Price decline below fast MA + bearish MA alignment
KEY IMPROVEMENTS OVER ORIGINAL
1. Enhanced Risk Management
ATR-Based Stop Loss/Take Profit: Dynamic risk levels based on market volatility
Configurable Risk-Reward Ratio: Default 2:1 ratio with full customization
Alternative Percentage-Based Risk: Option to use fixed percentage stops instead of ATR
2. Optimized Parameters
RSI Period: Increased to 14 (from original) for more reliable signals
RSI Buy Signal: Optimized to 45 (from 35) reducing false signals
Fast MA: Shortened to 15 periods (from 9) for quicker response
Slow MA: Reduced to 40 periods (from 50) for improved trend detection
Long MA: Reduced to 150 periods (from 200) for better bull market identification
3. Advanced Features
Bi-directional Trading: Optional short selling capability
Comprehensive Visualization: Enhanced plotting with risk level displays
Flexible Date Range: Improved backtesting controls with visual indicators
Modern Pine Script v6: Complete rewrite using latest Pine Script features
DEFAULT PARAMETERS EXPLAINED
RSI Settings
RSI Period: 14 bars - Standard period providing balanced sensitivity
RSI Buy Signal: 45 - Optimized threshold for bull market dip buying
Moving Average Settings
Fast MA Length: 15 - Quick-response average for exit signals
Slow MA Length: 40 - Medium-term trend confirmation
Long MA Length: 150 - Long-term bull market structure identification
Risk Management (ATR-Based)
ATR Period: 14 - Standard volatility measurement period
ATR Stop Loss Multiplier: 2.0 - Conservative stop loss distance
Risk Reward Ratio: 2.0 - Take profit at 2x the risk amount
Alternative Risk Management (Percentage-Based)
Stop Loss: 5% - Fixed percentage stop loss
Take Profit: 10% - Fixed percentage take profit target
Trading Configuration
Initial Capital: $1,000
Position Size: 100% of equity per trade
Commission: 0.1% per trade
Slippage: 3 ticks
STRATEGY PERFORMANCE CHARACTERISTICS
Strengths
High Win Rate: 74.8% successful trades based on optimization analysis
Bull Market Focused: Designed specifically for uptrending market conditions
Volatility Adaptive: ATR-based risk management adjusts to market conditions
False Signal Reduction: Optimized parameters minimize whipsaws
Considerations
Bull Market Dependency: Performance may decline in prolonged bear markets
Trend Following Nature: May experience drawdowns during strong trend reversals
High Frequency: Generates multiple signals requiring active monitoring
RISK WARNINGS
Past performance does not guarantee future results. This strategy is optimized for bull market conditions and performance may vary significantly in different market environments. Always use appropriate position sizing and risk management. Real trading results may differ due to execution costs, slippage, and market conditions.
RECOMMENDED USAGE
Optimal Market Conditions
Bull market or strong uptrending conditions
Medium to high volatility environments
Markets with clear trend structure
Timeframes
Optimized for hourly charts
Can be adapted for other timeframes with parameter adjustment
Asset Classes
Originally optimized for Bitcoin
Suitable for other trending cryptocurrencies and traditional assets
Test parameters on specific assets before live implementation
TECHNICAL REQUIREMENTS
Pine Script Version: v6
Strategy Type: Long/Short (configurable)
Overlay: Yes - plots directly on price chart
Real-time Alerts: Compatible with TradingView alert system
This strategy represents a substantial evolution of the original concept, incorporating modern risk management techniques, optimized parameters based on extensive backtesting, and enhanced functionality while maintaining the core "buy the dips" philosophy that made the original strategy popular.
UT Bot Strategy with EMA Trend FilterUT Bot Strategy with EMA 20/50/100/200 acting as a trend filter.
EMA 9/21 Crossover with 0.23% TP and 0.10% SL🔍 Strategy Logic:
Buy Entry: When EMA 9 crosses above EMA 21
Sell Entry: When EMA 9 crosses below EMA 21
🎯 Trade Management:
Target Profit: +0.23%
Stop Loss: -0.10%
Works well on lower timeframes (1m, 5m, 15m) for intraday scalping
✅ Use Cases:
Scalping and short-term trading
Works across assets (Gold, Nifty, BankNifty, Crypto, Forex)
Ideal for traders who prefer fast entry-exit setups
Bitcoin 12/26 EMA Crossover with ADX Filter [5min Intraday]A trend-following strategy for Bitcoin on a 5-minute intraday chart, using 12/26 EMA crossovers with ADX and volume filters to reduce false signals in ranging markets.
Key Features:
Entries: Long: 12 EMA crosses above 26 EMA, ADX > 25, volume > 1.5x 20-period average.
Short: 12 EMA crosses below 26 EMA, ADX > 25, volume > 1.5x 20-period average.
Exits: Long: 2% stop loss or 12 EMA crosses below 26 EMA.
Short: 2% stop loss, 3% take profit, or 12 EMA crosses above 26 EMA.
Filters: ADX (14-period) > 25 ensures trending markets; volume filter confirms strong participation.
Break & Retest Strategy V2 (Clean Visuals)This strategy is built on a high-probability EMA breakout and retest model, designed for traders who want clean structure-based entries filtered by trend alignment and strong price action. It leverages:
• ✅ A 44 EMA trend filter on the 4H chart
• ✅ HTF directional bias from the Daily 44 EMA
• ✅ Breakout above the EMA followed by a wick-based retest
• ✅ Strong bullish candle confirmation (body > 50% of range)
• ✅ Dynamic stop loss using either the pivot low or a buffer below the EMA
• ✅ Fixed 1:3 Risk:Reward ratio for consistent reward targeting
• ✅ Cooldown system to prevent overtrading
• ✅ Clean, minimal visuals using smart RR boxes instead of chart clutter
This system is fully backtestable and designed with prop firm challenge criteria in mind — prioritizing risk control, clarity, and high-quality trade conditions.
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🔧 Current Development Goals (V3 Roadmap)
We’re actively refining the system to improve win rate and profit factor, while keeping drawdown low. Key upgrades in progress:
1. 📈 Liquidity Trap Filter
• Add logic to confirm a wick below recent lows (liquidity sweep) before retesting the EMA
2. 🧠 Partial Take Profits + Breakeven Logic
• TP1 at 1.5R → move SL to breakeven
• TP2 at 3R → close remaining position
3. 🔁 Trade Session Filter
• Limit entries to London & New York AM sessions to avoid false signals in low volume periods
4. 📉 Short Entry Engine
• Mirror logic for bearish break + retest setups below the EMA
5. 🔔 Live Alerts System
• Entry signal alerts for hands-free, real-time trading decisions
6. 📊 Optimizer Toolkit (future)
• Add ATR/volatility filters
• Add market structure confluence zones (HH/HL filters)
• Smart cooldown timer based on wins/losses or volatility shifts
9 EMA Cross 21 EMA Strategy - 1H with 5% TPThe 21/9 EMA crossover strategy is a powerful trend-following method where a buy signal is triggered when the 9 EMA crosses above the 21 EMA, indicating bullish momentum. It works best in trending markets, especially when combined with filters like the 100 EMA to avoid choppy zones. Traders can enhance performance by entering on EMA retests, using a fixed 35-point stop-loss, and setting a 5–8% take profit. This strategy shines on 15-minute to 1-hour charts and can yield massive returns—sometimes up to 300%—when used with discipline and proper risk management. Follow me for more crazy setups!
VoVix DEVMA🌌 VoVix DEVMA: A Deep Dive into Second-Order Volatility Dynamics
Welcome to VoVix+, a sophisticated trading framework that transcends traditional price analysis. This is not merely another indicator; it is a complete system designed to dissect and interpret the very fabric of market volatility. VoVix+ operates on the principle that the most powerful signals are not found in price alone, but in the behavior of volatility itself. It analyzes the rate of change, the momentum, and the structure of market volatility to identify periods of expansion and contraction, providing a unique edge in anticipating major market moves.
This document will serve as your comprehensive guide, breaking down every mathematical component, every user input, and every visual element to empower you with a profound understanding of how to harness its capabilities.
🔬 THEORETICAL FOUNDATION: THE MATHEMATICS OF MARKET DYNAMICS
VoVix+ is built upon a multi-layered mathematical engine designed to measure what we call "second-order volatility." While standard indicators analyze price, and first-order volatility indicators (like ATR) analyze the range of price, VoVix+ analyzes the dynamics of the volatility itself. This provides insight into the market's underlying state of stability or chaos.
1. The VoVix Score: Measuring Volatility Thrust
The core of the system begins with the VoVix Score. This is a normalized measure of volatility acceleration or deceleration.
Mathematical Formula:
VoVix Score = (ATR(fast) - ATR(slow)) / (StDev(ATR(fast)) + ε)
Where:
ATR(fast) is the Average True Range over a short period, representing current, immediate volatility.
ATR(slow) is the Average True Range over a longer period, representing the baseline or established volatility.
StDev(ATR(fast)) is the Standard Deviation of the fast ATR, which measures the "noisiness" or consistency of recent volatility.
ε (epsilon) is a very small number to prevent division by zero.
Market Implementation:
Positive Score (Expansion): When the fast ATR is significantly higher than the slow ATR, it indicates a rapid increase in volatility. The market is "stretching" or expanding.
Negative Score (Contraction): When the fast ATR falls below the slow ATR, it indicates a decrease in volatility. The market is "coiling" or contracting.
Normalization: By dividing by the standard deviation, we normalize the score. This turns it into a standardized measure, allowing us to compare volatility thrust across different market conditions and timeframes. A score of 2.0 in a quiet market means the same, relatively, as a score of 2.0 in a volatile market.
2. Deviation Analysis (DEV): Gauging Volatility's Own Volatility
The script then takes the analysis a step further. It calculates the standard deviation of the VoVix Score itself.
Mathematical Formula:
DEV = StDev(VoVix Score, lookback_period)
Market Implementation:
This DEV value represents the magnitude of chaos or stability in the market's volatility dynamics. A high DEV value means the volatility thrust is erratic and unpredictable. A low DEV value suggests the change in volatility is smooth and directional.
3. The DEVMA Crossover: Identifying Regime Shifts
This is the primary signal generator. We take two moving averages of the DEV value.
Mathematical Formula:
fastDEVMA = SMA(DEV, fast_period)
slowDEVMA = SMA(DEV, slow_period)
The Core Signal:
The strategy triggers on the crossover and crossunder of these two DEVMA lines. This is a profound concept: we are not looking at a moving average of price or even of volatility, but a moving average of the standard deviation of the normalized rate of change of volatility.
Bullish Crossover (fastDEVMA > slowDEVMA): This signals that the short-term measure of volatility's chaos is increasing relative to the long-term measure. This often precedes a significant market expansion and is interpreted as a bullish volatility regime.
Bearish Crossunder (fastDEVMA < slowDEVMA): This signals that the short-term measure of volatility's chaos is decreasing. The market is settling down or contracting, often leading to trending moves or range consolidation.
⚙️ INPUTS MENU: CONFIGURING YOUR ANALYSIS ENGINE
Every input has been meticulously designed to give you full control over the strategy's behavior. Understanding these settings is key to adapting VoVix+ to your specific instrument, timeframe, and trading style.
🌀 VoVix DEVMA Configuration
🧬 Deviation Lookback: This sets the lookback period for calculating the DEV value. It defines the window for measuring the stability of the VoVix Score. A shorter value makes the system highly reactive to recent changes in volatility's character, ideal for scalping. A longer value provides a smoother, more stable reading, better for identifying major, long-term regime shifts.
⚡ Fast VoVix Length: This is the lookback period for the fastDEVMA. It represents the short-term trend of volatility's chaos. A smaller number will result in a faster, more sensitive signal line that reacts quickly to market shifts.
🐌 Slow VoVix Length: This is the lookback period for the slowDEVMA. It represents the long-term, baseline trend of volatility's chaos. A larger number creates a more stable, slower-moving anchor against which the fast line is compared.
How to Optimize: The relationship between the Fast and Slow lengths is crucial. A wider gap (e.g., 20 and 60) will result in fewer, but potentially more significant, signals. A narrower gap (e.g., 25 and 40) will generate more frequent signals, suitable for more active trading styles.
🧠 Adaptive Intelligence
🧠 Enable Adaptive Features: When enabled, this activates the strategy's performance tracking module. The script will analyze the outcome of its last 50 trades to calculate a dynamic win rate.
⏰ Adaptive Time-Based Exit: If Enable Adaptive Features is on, this allows the strategy to adjust its Maximum Bars in Trade setting based on performance. It learns from the average duration of winning trades. If winning trades tend to be short, it may shorten the time exit to lock in profits. If winners tend to run, it will extend the time exit, allowing trades more room to develop. This helps prevent the strategy from cutting winning trades short or holding losing trades for too long.
⚡ Intelligent Execution
📊 Trade Quantity: A straightforward input that defines the number of contracts or shares for each trade. This is a fixed value for consistent position sizing.
🛡️ Smart Stop Loss: Enables the dynamic stop-loss mechanism.
🎯 Stop Loss ATR Multiplier: Determines the distance of the stop loss from the entry price, calculated as a multiple of the current 14-period ATR. A higher multiplier gives the trade more room to breathe but increases risk per trade. A lower multiplier creates a tighter stop, reducing risk but increasing the chance of being stopped out by normal market noise.
💰 Take Profit ATR Multiplier: Sets the take profit target, also as a multiple of the ATR. A common practice is to set this higher than the Stop Loss multiplier (e.g., a 2:1 or 3:1 reward-to-risk ratio).
🏃 Use Trailing Stop: This is a powerful feature for trend-following. When enabled, instead of a fixed stop loss, the stop will trail behind the price as the trade moves into profit, helping to lock in gains while letting winners run.
🎯 Trail Points & 📏 Trail Offset ATR Multipliers: These control the trailing stop's behavior. Trail Points defines how much profit is needed before the trail activates. Trail Offset defines how far the stop will trail behind the current price. Both are based on ATR, making them fully adaptive to market volatility.
⏰ Maximum Bars in Trade: This is a time-based stop. It forces an exit if a trade has been open for a specified number of bars, preventing positions from being held indefinitely in stagnant markets.
⏰ Session Management
These inputs allow you to confine the strategy's trading activity to specific market hours, which is crucial for day trading instruments that have defined high-volume sessions (e.g., stock market open).
🎨 Visual Effects & Dashboard
These toggles give you complete control over the on-chart visuals and the dashboard. You can disable any element to declutter your chart or focus only on the information that matters most to you.
📊 THE DASHBOARD: YOUR AT-A-GLANCE COMMAND CENTER
The dashboard centralizes all critical information into one compact, easy-to-read panel. It provides a real-time summary of the market state and strategy performance.
🎯 VOVIX ANALYSIS
Fast & Slow: Displays the current numerical values of the fastDEVMA and slowDEVMA. The color indicates their direction: green for rising, red for falling. This lets you see the underlying momentum of each line.
Regime: This is your most important environmental cue. It tells you the market's current state based on the DEVMA relationship. 🚀 EXPANSION (Green) signifies a bullish volatility regime where explosive moves are more likely. ⚛️ CONTRACTION (Purple) signifies a bearish volatility regime, where the market may be consolidating or entering a smoother trend.
Quality: Measures the strength of the last signal based on the magnitude of the DEVMA difference. An ELITE or STRONG signal indicates a high-conviction setup where the crossover had significant force.
PERFORMANCE
Win Rate & Trades: Displays the historical win rate of the strategy from the backtest, along with the total number of closed trades. This provides immediate feedback on the strategy's historical effectiveness on the current chart.
EXECUTION
Trade Qty: Shows your configured position size per trade.
Session: Indicates whether trading is currently OPEN (allowed) or CLOSED based on your session management settings.
POSITION
Position & PnL: Displays your current position (LONG, SHORT, or FLAT) and the real-time Profit or Loss of the open trade.
🧠 ADAPTIVE STATUS
Stop/Profit Mult: In this simplified version, these are placeholders. The primary adaptive feature currently modifies the time-based exit, which is reflected in how long trades are held on the chart.
🎨 THE VISUAL UNIVERSE: DECIPHERING MARKET GEOMETRY
The visuals are not mere decorations; they are geometric representations of the underlying mathematical concepts, designed to give you an intuitive feel for the market's state.
The Core Lines:
FastDEVMA (Green/Maroon Line): The primary signal line. Green when rising, indicating an increase in short-term volatility chaos. Maroon when falling.
SlowDEVMA (Aqua/Orange Line): The baseline. Aqua when rising, indicating a long-term increase in volatility chaos. Orange when falling.
🌊 Morphism Flow (Flowing Lines with Circles):
What it represents: This visualizes the momentum and strength of the fastDEVMA. The width and intensity of the "beam" are proportional to the signal strength.
Interpretation: A thick, steep, and vibrant flow indicates powerful, committed momentum in the current volatility regime. The floating '●' particles represent kinetic energy; more particles suggest stronger underlying force.
📐 Homotopy Paths (Layered Transparent Boxes):
What it represents: These layered boxes are centered between the two DEVMA lines. Their height is determined by the DEV value.
Interpretation: This visualizes the overall "volatility of volatility." Wider boxes indicate a chaotic, unpredictable market. Narrower boxes suggest a more stable, predictable environment.
🧠 Consciousness Field (The Grid):
What it represents: This grid provides a historical lookback at the DEV range.
Interpretation: It maps the recent "consciousness" or character of the market's volatility. A consistently wide grid suggests a prolonged period of chaos, while a narrowing grid can signal a transition to a more stable state.
📏 Functorial Levels (Projected Horizontal Lines):
What it represents: These lines extend from the current fastDEVMA and slowDEVMA values into the future.
Interpretation: Think of these as dynamic support and resistance levels for the volatility structure itself. A crossover becomes more significant if it breaks cleanly through a prior established level.
🌊 Flow Boxes (Spaced Out Boxes):
What it represents: These are compact visual footprints of the current regime, colored green for Expansion and red for Contraction.
Interpretation: They provide a quick, at-a-glance confirmation of the dominant volatility flow, reinforcing the background color.
Background Color:
This provides an immediate, unmistakable indication of the current volatility regime. Light Green for Expansion and Light Aqua/Blue for Contraction, allowing you to assess the market environment in a split second.
📊 BACKTESTING PERFORMANCE REVIEW & ANALYSIS
The following is a factual, transparent review of a backtest conducted using the strategy's default settings on a specific instrument and timeframe. This information is presented for educational purposes to demonstrate how the strategy's mechanics performed over a historical period. It is crucial to understand that these results are historical, apply only to the specific conditions of this test, and are not a guarantee or promise of future performance. Market conditions are dynamic and constantly change.
Test Parameters & Conditions
To ensure the backtest reflects a degree of real-world conditions, the following parameters were used. The goal is to provide a transparent baseline, not an over-optimized or unrealistic scenario.
Instrument: CME E-mini Nasdaq 100 Futures (NQ1!)
Timeframe: 5-Minute Chart
Backtesting Range: March 24, 2024, to July 09, 2024
Initial Capital: $100,000
Commission: $0.62 per contract (A realistic cost for futures trading).
Slippage: 3 ticks per trade (A conservative setting to account for potential price discrepancies between order placement and execution).
Trade Size: 1 contract per trade.
Performance Overview (Historical Data)
The test period generated 465 total trades , providing a statistically significant sample size for analysis, which is well above the recommended minimum of 100 trades for a strategy evaluation.
Profit Factor: The historical Profit Factor was 2.663 . This metric represents the gross profit divided by the gross loss. In this test, it indicates that for every dollar lost, $2.663 was gained.
Percent Profitable: Across all 465 trades, the strategy had a historical win rate of 84.09% . While a high figure, this is a historical artifact of this specific data set and settings, and should not be the sole basis for future expectations.
Risk & Trade Characteristics
Beyond the headline numbers, the following metrics provide deeper insight into the strategy's historical behavior.
Sortino Ratio (Downside Risk): The Sortino Ratio was 6.828 . Unlike the Sharpe Ratio, this metric only measures the volatility of negative returns. A higher value, such as this one, suggests that during this test period, the strategy was highly efficient at managing downside volatility and large losing trades relative to the profits it generated.
Average Trade Duration: A critical characteristic to understand is the strategy's holding period. With an average of only 2 bars per trade , this configuration operates as a very short-term, or scalping-style, system. Winning trades averaged 2 bars, while losing trades averaged 4 bars. This indicates the strategy's logic is designed to capture quick, high-probability moves and exit rapidly, either at a profit target or a stop loss.
Conclusion and Final Disclaimer
This backtest demonstrates one specific application of the VoVix+ framework. It highlights the strategy's behavior as a short-term system that, in this historical test on NQ1!, exhibited a high win rate and effective management of downside risk. Users are strongly encouraged to conduct their own backtests on different instruments, timeframes, and date ranges to understand how the strategy adapts to varying market structures. Past performance is not indicative of future results, and all trading involves significant risk.
🔧 THE DEVELOPMENT PHILOSOPHY: FROM VOLATILITY TO CLARITY
The journey to create VoVix+ began with a simple question: "What drives major market moves?" The answer is often not a change in price direction, but a fundamental shift in market volatility. Standard indicators are reactive to price. We wanted to create a system that was predictive of market state. VoVix+ was designed to go one level deeper—to analyze the behavior, character, and momentum of volatility itself.
The challenge was twofold. First, to create a robust mathematical model to quantify these abstract concepts. This led to the multi-layered analysis of ATR differentials and standard deviations. Second, to make this complex data intuitive and actionable. This drove the creation of the "Visual Universe," where abstract mathematical values are translated into geometric shapes, flows, and fields. The adaptive system was intentionally kept simple and transparent, focusing on a single, impactful parameter (time-based exits) to provide performance feedback without becoming an inscrutable "black box." The result is a tool that is both profoundly deep in its analysis and remarkably clear in its presentation.
⚠️ RISK DISCLAIMER AND BEST PRACTICES
VoVix+ is an advanced analytical tool, not a guarantee of future profits. All financial markets carry inherent risk. The backtesting results shown by the strategy are historical and do not guarantee future performance. This strategy incorporates realistic commission and slippage settings by default, but market conditions can vary. Always practice sound risk management, use position sizes appropriate for your account equity, and never risk more than you can afford to lose. It is recommended to use this strategy as part of a comprehensive trading plan. This was developed specifically for Futures
"The prevailing wisdom is that markets are always right. I take the opposite view. I assume that markets are always wrong. Even if my assumption is occasionally wrong, I use it as a working hypothesis."
— George Soros
— Dskyz, Trade with insight. Trade with anticipation.
That Awesome StrategyThis is of course a work in progress. I really would like feedback.
I designed this specifically for the S&P 500, specifically ES1!, and have not tested on any other charts. I am not responsible for any losses you may incur by using this strategy.
This strategy is based in parts on MACD calculations, the momentum indicator i created, and a pair of dual offset identical moving averages, along with other tweaks.
It has a SL/TP function based on ticks.
It has several options for moving average types for the main moving averages, the MACD moving averages, and the momentum indicator moving average. Many combinations.
Since I am using a CME futures product for trading, this strategy automatically closes all trades at 2pm and disallows any trading until 4pm. I will update this with an adjustable time slot for this market closure time soon so that it will fit your timezone.
Pine Script version 6.
Reversion to Mean - TLT [with Metrics]Reversion-to-Mean Strategy
Buy when RSI < 30 and price is in bottom 10% of 52-week range.
Exit when price returns to 50% or RSI > 70.
FVG Strategy [algo ] - 0.10% TP/SL📈 FVG Strategy Algo-Based] – 0.10% TP/SL
This strategy is based on Fair Value Gaps (FVGs), inspired by Smart Money Concepts (SMC) and institutional price inefficiencies.
✅ How It Works:
Bullish FVG: A long entry is triggered when the price re-enters a bullish FVG zone.
Bearish FVG: A short entry is triggered when the price re-enters a bearish FVG zone.
Stop Loss: Set at 0.10% below (long) or above (short) the entry price.
Take Profit: Set at 0.10% above (long) or below (short) the entry price.
This setup is ideal for scalpers and algo traders looking to capitalize on micro-imbalances with very tight risk control.
⚙️ Strategy Inputs:
🔹 Timeframe selection
🔹 Optional threshold filter for gap size
🔹 No repainting logic
🔹 0.10% fixed SL & TP for every trade
📊 Best Use:
Lower timeframes (1m, 3m, 5m)
Trending or volatile markets
Combine with trend filters for higher accuracy
SMA Crossover Strategy with TP/SL📊 Strategy Description: SMA Crossover Strategy with TP/SL
This is a Simple Moving Average (SMA) Crossover Strategy designed to help traders identify trend reversals and manage trades with proper risk-reward logic.
🔹 Entry Logic:
Buy Signal: When the Fast SMA crosses above the Slow SMA → indicating a bullish trend.
Sell Signal: When the Fast SMA crosses below the Slow SMA → indicating a bearish trend.
🔹 Exit Logic:
Take Profit: The strategy exits the position when price reaches a user-defined profit target.
Stop Loss: The trade is closed if price moves against the position beyond the specified stop-loss limit.
⚙️ Parameters:
Fast SMA Length: Number of candles used for fast moving average (default: 10)
Slow SMA Length: Number of candles used for slow moving average (default: 30)
Take Profit (%): Profit target in percentage (default: 0.10%)
Stop Loss (%): Maximum allowed loss per trade (default: 0.10%)
✅ Additional Features:
Strategy backtesting supported
Visual arrows for Buy/Sell signals
Bar coloring based on trend
Alert conditions for Buy/Sell crossover signals
🧠 Suggested Use:
Works best on 1 min, 5 hour, or daily timeframes.
Can be applied to stocks, crypto, forex, or indices.
Ideal for trend-following traders who want automation with risk control.
Short Only | EMA100 + MACD + Bearish Candle | Risk 3:1
This strategy is designed for short trades only on any market (crypto, forex, stocks).
It combines three simple but effective conditions:
Price below EMA100 – confirms downtrend.
MACD Line crosses below Signal Line and is bearish – momentum confirmation.
Bearish candle pattern – confirms entry timing.
Risk/Reward is set to 1:3, using ATR-based dynamic take profit and stop loss.
Works well on 30m to 1h timeframes.
Suitable for crypto pairs and volatile instruments.
MA Crossover Strategy with TP/SL (5 EMA Filter)How the Strategy Works on a 5-Minute Chart:
Data Input (5-Minute Candles):
Every single data point (candle) on your chart will represent 5 minutes of price action (Open, High, Low, Close for that 5-minute period).
All calculations (MAs, EMA, signals) will be based on these 5-minute price data points.
Moving Average Calculations:
Fast MA (10-period SMA): This will be the Simple Moving Average of the closing prices of the last 10 five-minute candles. It reacts relatively quickly to recent price changes.
Slow MA (30-period SMA): This will be the Simple Moving Average of the closing prices of the last 30 five-minute candles. It represents a slightly longer-term trend compared to the Fast MA.
5 EMA (5-period EMA): This is the Exponential Moving Average of the closing prices of the last 5 five-minute candles. Being an EMA, it gives more weight to the most recent 5-minute prices, making it very responsive to immediate price action.
Signal Generation (Entry Conditions):
Long Entry Signal:
The 10-period SMA crosses above the 30-period SMA (indicating a potential bullish shift in the short-to-medium term trend).
AND the current 5-minute candle's closing price is above the 5-period EMA (confirming that the immediate price momentum is also bullish and supporting the crossover).
If both conditions are met at the close of a 5-minute candle, a "Buy" signal is generated.
Short Entry Signal:
The 10-period SMA crosses below the 30-period SMA (indicating a potential bearish shift).
AND the current 5-minute candle's closing price is below the 5-period EMA (confirming immediate bearish momentum).
If both conditions are met at the close of a 5-minute candle, a "Sell" signal is generated.
Trade Execution:
When a signal is triggered, the strategy enters a trade (long or short) at the closing price of that 5-minute candle.
Immediately upon entry, it places two contingent orders:
Take Profit (Target): Set at 2% (by default) away from your entry price. For a long trade, it's 2% above; for a short trade, 2% below.
Stop Loss: Set at 1% (by default) away from your entry price. For a long trade, it's 1% below; for a short trade, 1% above.
The trade will remain open until either the Take Profit or Stop Loss price is hit by subsequent 5-minute candles.
Implications for Trading on a 5-Minute Chart:
Increased Trade Frequency: You will likely see many more signals and trades compared to higher timeframes (like 1-hour or daily charts). This means more potential opportunities but also more transaction costs (commissions, slippage).
Sensitivity to Noise: Lower timeframes are more prone to "market noise" – small, random price fluctuations that don't indicate a true trend. While the 5 EMA filter helps, some false signals might still occur.
Faster Price Action: Price movements can be very rapid on a 5-minute chart. Your take profit or stop loss levels might be hit very quickly, sometimes within the same or next few candles.
Parameter Optimization is Crucial: The default MA lengths (10, 30) and EMA (5) might not be optimal for every asset or market condition on a 5-minute chart. You'll need to backtest extensively and potentially adjust these lengths, as well as the targetPerc and stopPerc, to find what works best for the specific instrument you're trading.
Risk Management: The fixed percentage stop loss is vital on a 5-minute chart due to its volatility. Without it, a few unfavorable moves could lead to significant losses.
High Accuracy Volume Breakout StrategyHigh Accuracy Volume Breakout Strategy (EMA + RSI Filter)
🧠 Description:
This is a high-accuracy breakout strategy based on volume surges, trend confirmation, and momentum filtering, designed for intraday and short-term trading.
The strategy aims to capture strong directional moves triggered by sudden increases in volume, with entry filters to avoid low-quality or choppy signals.
✅ Entry Logic:
🔺 Buy Entry Conditions:
Current candle closes above previous high
Volume is greater than 1.5× the 20-period average
Price is above 50 EMA (uptrend confirmation)
RSI is below 70 (not overbought)
🔻 Sell Entry Conditions:
Current candle closes below previous low
Volume is greater than 1.5× the 20-period average
Price is below 50 EMA (downtrend confirmation)
RSI is above 30 (not oversold)
🎯 Exit Logic:
Stop Loss: 1.2 × ATR(14)
Take Profit: 2.0 × ATR(14)
🧪 Recommended Settings:
Parameter Value
Timeframe 5-minute, 15-minute
Markets Gold (XAUUSD), Nifty, BankNifty, BTC, NASDAQ
Risk/Reward ~1:1.6
Expected Accuracy ~65–75% in trending markets
📊 Features:
🔸 ATR-based dynamic stoploss and target
🔸 Volume spike confirmation to detect real breakouts
🔸 EMA 50 trend filter to reduce false signals
🔸 RSI filter to avoid extreme zones (overbought/oversold)
🔸 Plotted buy/sell arrows for clarity
⚠️ Disclaimer:
This strategy is for educational purposes only. Please backtest and paper trade before using in live markets. Performance may vary depending on asset and timefram
plot(ema50, color=color.orange)
SMA Ratio w/ RSI, BB & EMAOverview:
This strategy combines signal-based trend logic with advanced volatility filters, RSI confirmation, dynamic stop-loss/take-profit levels, and higher-timeframe (HTF) trend validation. A fully visual dashboard provides live feedback on market conditions, win rates, and current signal strength.
Key Features:
🔁 Dynamic Stop-Loss/Take-Profit based on ATR and signal strength
📶 Gradient Signal Strength using custom SMA/EMA crossovers
📊 Higher Timeframe Trend Filter for directional bias
🌀 Bollinger Band Squeeze Filter to detect low-volatility breakout zones
💹 RSI Filter to avoid overbought/oversold traps
🧠 Signal Classification: Detects LH/HL Buy/Sell setups and displays them as labels (e.g., "LH Buy", "HL Sell")
🧾 Live Dashboard: Displays signal strength, trend status, volatility, win rate, drawdown, and confidence
🎨 Arcade Theme Option for colorful visual feedback
How It Works:
Entry signals are generated using a differential between fast and slow SMAs (sig) and an EMA of the signal for smoothing.
ATR and Bollinger Band widths adjust SL/TP zones based on market volatility.
Higher timeframe EMA determines bullish or bearish market bias.
Confirmations require RSI agreement and a Bollinger Band squeeze breakout.
Trade Classification Logic:
LH Buy/Sell = Lower High → potential weak reversal
HL Buy/Sell = Higher Low → potential strength after correction
These are shown with labels on the chart to help you assess trade strength visually.
Best Use:
Works on various timeframes
Suitable for trend-following strategies with volatility-based exits
Ideal for traders who want clarity and visual feedback on trade quality
⚠️ Disclaimer: This is a strategy script for educational purposes only. Always test thoroughly on demo accounts before using with real capital.
Rob Hoffman IRB Strategy by SniffDog30 Min Bonk Strategy. Not sure if this is beneficial for other tokens/coins. Use at you own risk.
Good strategy for starter in Rob Hoffman style of indicators.
NOTE:
1) Switch to 30 mins
2) adjust to your exchange and quantity of trade
BTC Breakout Bot (TP/SL + Alerts)📈 BTC Breakout Bot (TP/SL + Alerts)
This strategy is designed for Bitcoin (BTC/USDT) on breakout trades. It detects price breakouts using recent highs and lows, and automatically handles:
✅ Long and short entries
✅ Take Profit and Stop Loss levels
✅ Built-in alert system (compatible with Telegram/webhook)
✅ Customizable lookback, TP, and SL settings
Strategy logic:
Enters a long position when price breaks above the highest high of the last N candles.
Enters a short position when price breaks below the lowest low of the last N candles.
Each trade includes a dynamic Take Profit and Stop Loss based on a % of entry price.
Alerts are triggered for every breakout trade (long or short).
Parameters:
Breakout Lookback: Number of candles to check for breakouts (default: 20)
Take Profit (%): TP level based on percentage from entry (default: 5%)
Stop Loss (%): SL level based on percentage from entry (default: 2%)
5 EMA STRATEGY by Power of Stocks(StockYogi)5 EMA STRATEGY by Power of Stocks(StockYogi)
This is a 5 EMA Breakout Strategy inspired by the trading principles taught by Shubhashi Pani, founder of the Power of Stocks (POS) community.
The strategy is designed to:
• Detect breakout setups when price breaks the high/low of a signal candle (based on EMA conditions)
• Enter trades only if the breakout occurs within the next 3 candles
• Allow multiple trades in the same direction without closing the earlier one
• Use independent stop-loss (SL) and take-profit (TP) targets for each trade based on a user-defined risk-reward ratio
• Optionally enter trades only at candle close
• Optionally avoid trades during a custom time window (e.g., 3:00 PM to 3:30 PM IST)
• Optionally close all open positions at a defined time (e.g., 3:30 PM IST)
The goal of this strategy is to provide greater flexibility and realism for intraday or short-term traders following structured breakout systems.
Disclaimer: This script is an implementation of technical ideas for educational purposes only. It is not financial advice. All trading involves risk, and past performance does not guarantee future results.
Strategy Credits:
This strategy is based on publicly known breakout rules taught by Shubhashi Pani (Power of Stocks). This is not an official POS script, and I am not affiliated with the Power of Stocks team. This implementation was developed independently to follow the logic shared for educational use.
Feel free to use, backtest, and modify according to your needs. Constructive feedback is welcome!
