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This strategy describes a short-only approach for DOT perpetual futures. It opens a base position when a 3-minute RSI with a length of 9 crosses down through 80, treating the move as a possible end to overbought momentum. If price rises after entry, it can…

The Helios strategy combines an adaptive price baseline, moving-average direction, directional movement, VWAP distance, range position, volatility measures, and higher-timeframe references into a scored long or short framework. Configurable filters include…

This strategy seeks long or short breakouts from a rolling price range, with direction gated by the daily close relative to its 50-period exponential moving average. A bullish signal requires a close above the prior bar’s rolling high, an up candle, and a…

The strategy converts price displacement from a rolling simple moving average into a volatility-normalized score, using standard deviation as the scale. It squares the displacement and preserves its sign to create a nonlinear energy measure: large moves away…

This strategy combines confirmed swing pivots, market-structure breaks, and Fibonacci retracements to generate trades. It labels higher highs, lower highs, higher lows, and lower lows, then marks breaks as continuation or change-of-character events. An ATR…

This futures strategy seeks intraday rebounds from daily or New York session VWAP. Long setups require price above weekly VWAP and a prior low that touched or crossed the daily or session VWAP before the current close returns above it. Short setups mirror…

This script retrieves the high and low from a selectable timeframe, such as daily, weekly, or monthly, with a lookback shift that can select the current or an earlier period. It then maintains a directional state: price above the retrieved low yields a long…

This strategy enters long when price rises above the highest level from a configurable lookback period, and enters short when price falls below the corresponding lowest level. The default lookback is 41 bars. A second check compares those prior extremes with…

This open-source gold strategy combines several chart signals and filters. Its visible logic includes daily direction markers based on whether the current daily close is above or below the prior close, pivot detection across chart and higher timeframes,…

This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…

This indicator builds a volume profile over a configurable lookback range by dividing the observed price span into rows. It assigns each bar’s volume to the row containing a selected price source, then separates volume according to whether the bar closed…

This TradingView indicator draws many possible future price paths from a recent window of historical log returns. In Normal mode, it estimates the returns’ mean and standard deviation and samples Gaussian shocks; in Bootstrap mode, it resamples observed…

This indicator applies one-dimensional clustering to recent closing prices to identify price levels where observations concentrate. Users choose a cluster count, a training window, and either a mean-based or median-based center. Each close in the window is…

This short-only strategy combines exponential moving averages with Fibonacci-style levels derived from a rolling range of the 9- and 55-period averages. Its stated entry condition uses the prior close relative to the calculated upper level together with the…

The Channel Reversion System seeks long entries near the lower edge of a recent trading range, but only when price is above a long-term moving average. It defines the range with prior-bar highs and lows from a Donchian channel, places the entry zone in its…

Dekidaka-Ashi overlays a modified candle outline on a standard price chart to show volume alongside open, high, low, and close. It scales the distance between the candle’s open and close by a smoothed volume ratio: current smoothed volume divided by the sum…

This HBAR perpetual-futures strategy opens a long position when a 14-period RSI on the four-hour timeframe falls below a configurable oversold threshold. It begins with a cash-sized base order, then can add up to five averaging orders at fixed percentage…

This strategy uses crossovers between a fast and slow exponential moving average to open long or short positions, with opposite signals closing the existing side and reversing direction. Its defaults use the 21- and 55-period averages and restrict trading to…

This TradingView indicator illustrates a manual portfolio tracker built around up to ten configurable positions. For each enabled holding, the user supplies a symbol, quantity, and cost basis; the script retrieves current prices and estimates position value…

This example shows how to build a lightweight debugging log for Pine Script indicators. A helper function stores each message alongside its bar number, timestamp, and category in arrays. The script demonstrates the logger with pivot highs and lows, recording…

This indicator models a historical price window as a sum of sinusoidal components plus a bias, then extends the fitted components into a projected future path. Rather than fixing frequencies to the regular grid of a conventional Fourier series, it estimates…

This indicator computes a rolling Spearman rank correlation between a chosen chart source and the closing price of a selected symbol. It ranks observations within the lookback window, assigns average ranks to tied values, and then calculates correlation from…

This script describes a configurable, long-only moving-average crossover strategy. It calculates three averages, each with selectable period, source, method, and chart resolution. Supported methods include simple, exponential, weighted, running, hull, double…

This document explains a crossover indicator built from two adaptive averages: the Corrected Moving Average (CMA) as the slower line and the Corrected Trend Step (CTS) as the faster line. Both use a rolling variance as a threshold to adjust how much new…