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GFG Institutional Pressure Candle Overlay by AgaamGFG Institutional Pressure Candle Overlay by Agaam
This indicator is designed to help identify potential institutional-style buying pressure, selling pressure, and absorption directly on the chart.
The script analyzes each candle using multiple pressure factors, including candle body strength, close location, relative volume, ATR range expansion, VWAP position, and wick rejection. It then assigns a simple 0–10 pressure score and displays clean BUY or SELL labels when pressure conditions are detected.
Main Features:
* BUY and SELL pressure labels with 0–10 scoring
* Candle coloring based on detected pressure
* VWAP control filter
* Relative volume pressure filter
* ATR expansion filter
* Wick-based absorption detection
* Optional labels for all signals or strong signals only
* Status table showing pressure score, volume ratio, range/ATR, body %, close location, and VWAP position
* Alerts for buy pressure, sell pressure, and strong pressure conditions
How It Works:
Bullish pressure is detected when candles show strong body structure, close near the high, volume support, ATR expansion, and VWAP control.
Bearish pressure is detected when candles show strong downside structure, close near the low, volume support, ATR expansion, and VWAP control.
Absorption logic looks for high-volume candles with smaller bodies and larger wicks, which may suggest that one side is absorbing orders near a key level.
Suggested Use:
This indicator works best as a confirmation tool together with market structure, VWAP, supply/demand zones, support/resistance, and multi-timeframe analysis.
Example:
* Demand zone + BUY score = stronger bullish confirmation
* Supply zone + SELL score = stronger bearish confirmation
* High score near liquidity sweep = possible institutional reaction area
This indicator does not predict the future and does not confirm real institutional orders. It is an analytical tool that estimates pressure using price action, volume, volatility, VWAP, and candle behavior.
Disclaimer:
This script is for educational and informational purposes only. It is not financial advice. Trading involves risk, and you are responsible for your own trading decisions. Always use proper risk management.
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WSD - Seasonality Pro📈 WSD - Seasonality Pro
Overview
WSD - Seasonality Pro is an advanced asset-class agnostic data-mining tool designed to extract, isolate, and project multi-year seasonal tendencies directly onto your chart. By processing historical daily logs, the engine calculates baseline performance across specific phases of the calendar year, producing an institutional-grade seasonal roadmap. It visualizes both a comprehensive historical benchmark and a forward-looking Forecast Window to help traders align with cyclical market flows.
Key Features
Dual Calculation Engines
Trading Days Mode: Filters out weekends and non-trading periods. Optimized for structured execution environments like Forex, Global Indices (NASDAQ, DAX), and Commodities (Gold, USOIL).
Calendar Days Mode: Tracks a continuous, uninterrupted 365-day loop. Engineered specifically for Crypto markets.
US Presidential Electoral Cycle Filtering
Allows macro-driven traders to isolate historical performance based on the 4-year US political cycle. You can filter the data engine to strictly analyze:
Election Years
Post-Election Years
Midterm Years
Pre-Election Years
Mathematical Detrending & Volatility Scaling
To prevent historical multi-year trends from distorting cyclical data, the script mathematically removes baseline price drift (slope detrending). It then dynamically recalibrates the visual range using the asset's current Average True Range (ATR), ensuring the seasonal curves match today's exact volatility regime.
Optimized Vector Visuals
Utilizes native Pine Script v6 polyline rendering to draw a clean, cohesive, and lag-free interface. The grey curve displays the relative historical pathway up to the current bar, while the blue extension projects the high-probability seasonal outlook for your specified forecast window.
🛠 How to Use It in Your Trading Strategy
⚠️ Important Note: This indicator is a directional roadmap, not an execution trigger. It does not provide immediate entry signals; instead, it establishes structural context.
Macro Bias Alignment: Look at the blue forecast line to see the structural tendency for the next 30 to 60 days. If the seasonal pattern points sharply upward, your structural bias for the asset should be Bullish.
Confluence Trading: Once a seasonal window (bullish or bearish) is identified, drop down to your execution timeframes. Look for technical setups—such as structural breaks, institutional order blocks, or liquidity sweeps—that align with the macro seasonal direction.
Portfolio Rebalancing: Use the Electoral Cycle filters when trading major indices to see if current geopolitical phases are historically prone to specific Q3/Q4 rallies or distribution phases. Indicador
Sector Rotation (Zeiierman)█ Overview
Sector Rotation (Zeiierman) is a relative strength rotation tool designed to compare multiple sectors against a selected benchmark and visualize how leadership shifts across the market over time.
Instead of viewing sector performance as isolated price charts, the script converts each sector into a normalized RS-Ratio and RS-Momentum reading, then plots them inside a four-quadrant rotation map.
The result is a clean visual framework for identifying which sectors are Leading, Weakening, Lagging, or Recovering relative to the broader market.
█ How It Works
⚪ Relative Strength Rotation Engine
Each sector is measured against a benchmark symbol, such as VTI or SPY, by dividing the sector’s price by the benchmark price.
ratio = sc / benchClose
This relative strength ratio is normalized into an RS-Ratio value centered around 100. A second momentum calculation measures the rate of change of that RS-Ratio and normalizes it into RS-Momentum, also centered around 100.
rsr = 100.0 + (ratio - basis) / sd
roc = rsr - rsr
rsm = 100.0 + (roc - mb) / msd
Together, these two values create the X and Y coordinates for each sector:
• RS-Ratio above 100 → relative strength is above average
• RS-Ratio below 100 → relative strength is below average
• RS-Momentum above 100 → relative momentum is improving
• RS-Momentum below 100 → relative momentum is weakening
⚪ Four-Quadrant Rotation Map
The chart is divided into four market rotation phases:
phase(float x, float y) =>
x >= 100 and y >= 100 ? "Leading" :
x < 100 and y >= 100 ? "Recovering" :
x < 100 and y < 100 ? "Lagging" :
"Weakening"
• Leading → strong relative strength and rising momentum
• Weakening → strong relative strength but falling momentum
• Lagging → weak relative strength and falling momentum
• Recovering → weak relative strength but improving momentum
This allows traders to quickly understand where each sector currently sits in the rotation cycle.
⚪ Sector Trails and Movement Directio n
Each sector keeps a synchronized historical trail of recent RS-Ratio and RS-Momentum points.
ax.unshift(x)
ay.unshift(y)
if ax.size() > tailLen
ax.pop()
ay.pop()
The newest point is displayed as the sector head marker, while older points form a fading tail behind it. This makes it easier to see not only where a sector is now, but also how it has been rotating over recent samples.
The table also shows each sector’s current heading, such as RS improving, RS weakening, momentum rising, or momentum falling.
dx = ax.get(0) - ax.get(1)
dy = ay.get(0) - ay.get(1)
⚪ Top-Ranked Sector Filtering
The script includes an optional ranking system that can display only the most important sector rotations.
Sectors can be ranked by:
• Fastest movement
• Movement toward Leading
• Movement toward Recovering
• Movement toward Lagging
• Movement toward Weakening
score(array ax, array ay) =>
rankMode == "Fastest movement"
? speed(ax, ay)
: target(ax, ay, rankMode)
When enabled, only the top-ranked sectors are shown on the chart and in the table, helping reduce clutter and focus attention on the most actionable rotations.
selected(int id, bool en) =>
en and (
not useRanking or
rankOf(id) <= topRankN
)
█ How to Use
⚪ Identify Sector Leadership
Look for sectors positioned in the Leading quadrant. These sectors have both strong relative strength and improving momentum compared to the benchmark. Sectors moving into Leading from Recovering can signal early leadership development.
⚪ Watch Weakening Sectors
Sectors in the Weakening quadrant still have above-average relative strength, but their momentum is declining. This can indicate that prior leaders are beginning to lose strength.
⚪ Track Recovering Rotations
Sectors in the Recovering quadrant have below-average relative strength but improving momentum. These areas may represent early rotation opportunities before relative strength fully turns positive.
⚪ Avoid or Monitor Lagging Sectors
Sectors in the Lagging quadrant show both weak relative strength and weak momentum. These sectors are typically underperforming the benchmark and may remain weak until momentum begins to improve.
⚪ Example: Ranked by Fastest Movement
In this example, the ranking mode is set to Fastest Movement with Only Show Top Ranked enabled and Top X = 5.
The indicator measures how quickly each sector is moving through the rotation cycle by comparing the change in its RS-Ratio and RS-Momentum values between samples. Sectors with the largest movement are ranked highest and displayed on the chart.
As a result, only the five sectors showing the strongest relative movement are visible. In this case, all five sectors are positioned inside the Recovering quadrant, indicating that relative momentum has turned positive while relative strength remains slightly below average.
The upward and rightward trajectory of the trails suggests these sectors are improving versus the benchmark and may continue rotating toward the Leading quadrant if current momentum persists.
⚪ Example: Top 5 Sectors Ranked Toward Leading
In this example, the ranking mode is set to Toward Leading with Only Show Top Ranked enabled and Top X = 5.
Rather than ranking sectors by raw speed, the indicator prioritizes sectors moving most directly toward the Leading quadrant, where both relative strength and relative momentum are above the 100 baseline.
Technology currently holds the highest rank, as it has already entered the Leading quadrant with both RS-Ratio and RS-Momentum above 100. Its trail shows a strong and sustained rotation from weaker relative conditions into market leadership, making it the strongest candidate according to the selected ranking method.
Discretionary and Financials are positioned inside the Recovering quadrant. Although they have not yet reached leadership status, their improving momentum and trajectory toward the upper-right portion of the chart suggest continued relative improvement versus the benchmark.
Meanwhile, Staples and Real Estate remain in the Lagging quadrant. However, they are still included in the ranking because their recent movement is directed toward the Leading quadrant, indicating potential early-stage rotation despite their current relative weakness.
This ranking mode is particularly useful for identifying sectors that are not necessarily the strongest today, but are showing the most meaningful progress toward future leadership. By focusing on directional rotation rather than speed alone, traders can often spot emerging leaders before they fully establish themselves in the Leading quadrant.
⚪ Example: Top 5 Sectors Ranked Toward Recovering
In this example, the ranking mode is set to Toward Recovering with Only Show Top Ranked enabled and Top X = 5.
This ranking method prioritizes sectors moving most directly toward the Recovering quadrant, where relative strength remains below average but relative momentum is improving. The goal is to identify sectors that may be emerging from periods of relative underperformance and beginning a new rotation cycle.
Communication Services holds the highest rank in this example. Its trail shows a strong upward movement from the Lagging quadrant into Recovering, indicating a significant improvement in relative momentum while still trading below the relative strength baseline.
Consumer Staples and Real Estate also display characteristics of sectors transitioning toward recovery. Their recent movement suggests momentum is improving despite their relative strength remaining below average.
Technology appears in the Leading quadrant, while Energy remains in Lagging. Although they occupy different quadrants, both are included because their recent directional movement aligns with the path toward the Recovering quadrant based on the ranking algorithm.
This ranking mode is particularly useful for traders seeking early rotation opportunities. Rather than focusing on sectors that are already leading, it highlights areas of the market where momentum is beginning to improve and where relative strength may eventually follow if the recovery continues.
⚪ Example: Top 5 Sectors Ranked Toward Lagging
In this example, the ranking mode is set to Toward Lagging with Only Show Top Ranked enabled and Top X = 5.
This ranking method prioritizes sectors moving most directly toward the Lagging quadrant, where both relative strength and relative momentum fall below the 100 baseline. It helps identify sectors that are losing leadership, weakening relative to the benchmark, or entering periods of sustained underperformance.
Technology and Health Care are currently positioned inside the Weakening quadrant. Both sectors still maintain above-average relative strength, but their declining momentum suggests they are rotating away from leadership and moving closer toward Lagging conditions.
Meanwhile, Staples, Utilities, and Real Estate remain within the Recovering quadrant. Although momentum is still positive, their relative strength remains below average. Their inclusion in the ranking reflects the direction of their recent movement rather than their current location, indicating they are rotating toward weaker relative conditions.
The trails highlight this transition clearly, with several sectors showing movement away from stronger quadrants and toward areas associated with declining performance.
This ranking mode is useful for identifying sectors that may be losing institutional sponsorship, weakening relative to the broader market, or approaching the later stages of the relative strength cycle. Traders can use it to spot deteriorating leadership and monitor sectors that may continue underperforming if current trends persist.
⚪ Example: Top 5 Sectors Ranked Toward Weakening
In this example, the ranking mode is set to Toward Weakening with Only Show Top Ranked enabled and Top X = 5.
This ranking method prioritizes sectors moving most directly toward the Weakening quadrant, where relative strength remains above average but relative momentum has begun to deteriorate. These sectors often represent former leaders that are losing momentum before potentially transitioning into the Lagging quadrant.
Technology holds the highest rank in this example. While its relative strength remains above the 100 baseline, its momentum has fallen below 100, placing it firmly inside the Weakening quadrant. Its recent trail illustrates a loss of momentum despite previously strong relative performance, making it a textbook example of a sector rotating away from leadership.
Health Care remains in the Leading quadrant but is also ranked highly because its recent movement is directed toward Weakening. Although it continues to outperform the benchmark, the decline in momentum suggests its leadership position may be starting to fade.
Materials is already positioned within the Weakening quadrant, while Energy and Real Estate remain in Recovering. Their inclusion reflects the direction of their recent movement rather than their current location, indicating they are rotating toward conditions associated with weakening relative performance.
This ranking mode is useful for identifying sectors that may be nearing the end of their leadership cycle. Traders often monitor these sectors for signs of continued momentum deterioration, profit-taking activity, or a potential transition into the Lagging quadrant if relative strength begins to weaken further.
█ Settings
Benchmark: Selects the symbol each sector is compared against.
Calculation Timeframe: Defines the timeframe used for all relative strength and momentum calculations.
RS-Ratio Lookback: Controls the normalization period for relative strength.
RS-Momentum Lookback: Controls how quickly momentum responds to changes in RS-Ratio.
Tail Length: Sets how many historical samples are shown behind each sector.
Sample Every N Bars: Controls how frequently new trail points are recorded.
Show Sector Table: Shows or hides the summary table with phase, heading, RS, and momentum values.
Only Show Top Ranked: Enables filtering so only the strongest ranked sectors are displayed.
Top X: Defines how many ranked sectors remain visible.
Rank By: Selects how sectors are ranked, either by speed or movement toward a selected quadrant.
Sector Inputs: Allows each sector to be enabled, disabled, customized, or replaced with another symbol.
Canvas Width: Controls the horizontal size of the rotation map.
Canvas Height: Controls the vertical size of the rotation map.
Symmetric Bounds Around 100: Keeps the chart balanced around the 100 baseline.
Minimum Axis Span: Prevents small movements from being visually exaggerated.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
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LTC RSI Oversold Doubling DCA - Long IndicatorLTC RSI Oversold Doubling DCA - Long Indicator
🔷 What it does:
This is a signal-only indicator that mirrors a high-conviction LTC dip-buying workflow with an aggressive doubling-martingale safety ladder. It tracks one virtual long position at a time, opened only when LTC prints a deep oversold reading on 4-hour RSI AND trades below a configurable price ceiling. Four safety orders fire at fixed deviations from base entry (−2.5%, −5%, −10%, −20%) with sizes doubling on every rung. Exit is a wide 35% Take Profit from average entry. The indicator computes running average entry, deployed capital, open PnL, and lifetime realized PnL — all derived from honest fill-by-fill bookkeeping. Every event emits a webhook-ready JSON alert payload for direct DCA Bot consumption.
- Extremely selective dual-filter entry: 4h RSI < 29 AND close below price ceiling (default $61).
- Non-uniform fixed-deviation safety ladder: −2.5%, −5%, −10%, −20% from base entry.
- Doubling safety-order sizes: 2k / 4k / 8k / 16k USDT.
- Wide 35% Take Profit — built for deep-oversold recoveries, not scalp profit.
- Honest virtual bookkeeping: Open PnL and lifetime Total PnL displayed live on the chart.
🔷 Who is it for:
- Patient swing traders running a DCA Bot on LTC who want to ride deep oversold reversals.
- Bot operators who want a chart-driven signal source that emits per-event JSON ready for a DCA Bot.
- Traders who can absorb a doubling martingale up to 31% of equity deployed per trade in exchange for a wide 35% profit target.
- Operators tracking long-cycle position management — entry, four staged safety fills, and a single exit — directly on the chart without the strategy-tester overhead.
🔷 How does it work:
Entry Filter (Dual Gate): A 4-hour RSI(14) is sampled via request.security with lookahead disabled. The entry gate requires TWO conditions simultaneously at host-bar close: RSI must be below 29 (deep oversold) AND the close price must be below the configurable ceiling (default $61). Both gates filter out shallow dips and price moves above the strategy's "value zone".
Base Entry: When both gates align, the indicator marks a virtual long entry, captures the base entry price, and seeds the cost-basis ledger with the configured base order size (default 1,000 USDT).
Safety Order Ladder (Fixed Deviations, Doubling Sizes): After base fill, the indicator monitors price deviation against the position. Each safety order has its own fixed deviation from base entry — not a cumulative ladder. AO1 fills at close ≤ base × 0.975 (−2.5%); AO2 at −5%; AO3 at −10%; AO4 at −20%. USDT sizes double from a 2,000 first AO: 2,000 / 4,000 / 8,000 / 16,000. Each fill updates the running cost-basis and dispatches its own webhook payload.
Honest Virtual Bookkeeping: Total cost and qty are updated incrementally on every event, so the avg entry, deployed capital, Open PnL, and Total PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcut from base entry, no synthetic averaging.
Lifetime Total PnL: When the position closes for profit, the realized PnL from that cycle accumulates into a lifetime counter. The status table displays both Open PnL (current cycle, resets on exit) and Total PnL (lifetime, persists across the chart history) — giving traders a real-time read on cumulative performance without a backtest engine.
Exit: A fixed 35% Take Profit above the running average entry. When close hits the TP target, the close webhook fires, realized PnL accumulates, and the virtual position resets.
🔷 Why it's unique:
- Extremely Selective Entry: Most DCA indicators fire frequently. This one is gated by two independent filters (deep RSI oversold + price ceiling) that almost never align — the companion strategy's backtest produced 11 closed trades across 4 years of LTC history.
- Non-Uniform Fixed-Deviation Ladder: Most published DCA tools use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing asymmetric ladders like 2.5% / 5% / 10% / 20% — deeper safety orders trigger only on serious adverse moves.
- Doubling Martingale: 1 / 2 / 4 / 8 / 16 size progression scales position capital exponentially if the position runs adverse, but only inside the defined price ceiling.
- Lifetime PnL Tracking: Open PnL and Total PnL are displayed live on the chart — Open resets per cycle, Total persists across the entire chart history. The indicator gives strategy-tester-equivalent insight without running a backtest.
- Per-Event Webhook Ledger: Six discrete events per cycle (entry + 4 AO fills + TP), each with its own JSON alert payload. One TradingView alert with "Any alert() function call" drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Indicator:
Selectivity & Sample Size: The companion strategy fires roughly 2–3 times per year on LTC. This is an extremely low-frequency setup by design — the entry filter is built to fire only on deep oversold prints inside the configured price ceiling. The 4-year backtest produced 11 trades with a 100% win rate and profit factor of 1,661 — these metrics reflect the entry filter's discipline, not a deterministic edge. Treat them as an indication that the setup is high-quality, not a forward-performance guarantee.
Aggressive Capital Deployment: If all four safety orders fill, total deployed capital reaches 31,000 USDT = 31% of the default reference equity. The doubling martingale amplifies both upside on recovery and risk if the lower bound breaks. Match the indicator's per-AO allocation to your bot's grid configuration to keep the avg-entry display honest.
No Stop Loss: There is no exit signal on adverse moves below AO4 (−20% from base). If price keeps falling, the virtual position holds unhedged until either price recovers to the 35% TP target or the user intervenes. Risk is structurally capped on the bot side by the bounded position ladder; if a hard exchange-side stop is required, configure it on the bot directly.
Price Ceiling Configuration: The default $61 ceiling was set against LTC's historical accumulation range. Update this input if LTC enters a new structural price regime — the indicator will not fire above the ceiling regardless of RSI readings.
Wide Profit Target: The 35% Take Profit is large by DCA standards. Position holding times can stretch into months or longer as the indicator waits for the recovery.
Cross Detection Granularity: Entries and AO fills are evaluated on bar close. A bar that spikes through a level and returns within the same bar may be missed by design — this matches realistic polling behavior and avoids over-signaling on intra-bar wicks.
Live vs Historical State: The virtual position state is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset.
Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester — but the live Total PnL counter in the status table gives a running approximation. For full metrics over a 4-year sample (~11 closed trades, 100% win rate, 6.50% max drawdown, profit factor 1,661, +13.91% net return), use the companion strategy version on identical parameters.
🔷 How to Use It:
🔸 Add the indicator to a LTC / USD or LTC / USDT chart on 4h.
🔸 Review the entry filters (RSI level + price ceiling), the four AO deviations and sizes, and the Take Profit percentage. Defaults are calibrated for LTC 4h — recalibrate the price ceiling whenever LTC's structural range shifts.
🔸 Set Base Order Size and AO sizes to match your bot's grid configuration (the indicator's avg-entry display becomes meaningful when virtual sizing matches real sizing).
🔸 In the DCA Bot Webhook group, paste the Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_LTC).
🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. The indicator will emit JSON payloads for entry, each safety order, and TP exit — formatted for direct DCA Bot consumption.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): Virtual order size for the avg-entry / open-PnL computation.
AO1 / AO2 / AO3 / AO4 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design.
AO1 / AO2 / AO3 / AO4 Size (USDT): Virtual USDT amount of each safety order. Doubles at each rung by default.
RSI Timeframe / Length / Less Than: Lower-timeframe RSI filter for the base entry.
Price Below ($): Absolute price ceiling — entry only fires below this level.
Take Profit (%): Fixed distance above the running average entry where the virtual long closes.
Active Window: Optional date filter — when ON, the indicator only fires signals between From and To dates.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle AO Ladder, Price Ceiling line, Avg / TP plot lines, fill labels, signal triangles, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Indicador
Indicador
LTC RSI Oversold Doubling DCA - Long StrategyLTC RSI Oversold Doubling DCA — Long Strategy
🔷 What it does:
This is a long-only DCA strategy with an extremely selective entry filter and an aggressive martingale safety-order ladder. A long entry opens only when the 4-hour RSI falls below 29 AND the close price is below a configurable ceiling ($61 by default). Four safety orders fire at fixed deviations from base entry (−2.5%, −5%, −10%, −20%) with sizes doubling on every rung ($2,000 → $4,000 → $8,000 → $16,000). Exit is a wide 35% Take Profit from average entry. No trailing, no Stop Loss.
- Single base order with up to four safety orders on a non-uniform fixed-deviation ladder.
- Aggressive size doubling: 1 / 2 / 4 / 8 / 16 unit progression.
- Wide 35% Take Profit — the strategy is built around catching deep oversold reversals and holding for a meaningful recovery, not scalp profits.
- Dual entry filter: deeply oversold RSI AND price below a configurable ceiling — extremely selective trigger.
- Every entry, safety order, and exit emits a webhook-ready JSON alert payload for direct DCA Bot consumption.
🔷 Who is it for:
- Patient swing traders looking for high-confidence long exposure on LTC when it prints deep oversold readings inside a defined price range.
- DCA-style traders comfortable with rare entries (the strategy fires only a handful of times per year by design).
- Bot operators who want to drive a DCA Bot via webhook with per-event JSON payloads tagged for each base / safety order / exit action.
- Traders who can absorb a doubling martingale ladder up to 31% of equity deployed per trade in exchange for a wide 35% profit target.
🔷 How does it work:
Entry Filter (Dual Gate): A 4-hour RSI(14) is sampled via request.security with lookahead disabled. The entry gate requires TWO conditions simultaneously at host-bar close: RSI must be below 29 (deep oversold) AND the close price must be below the configurable ceiling (default $61, set against LTC's historical accumulation zone). Both gates filter out shallow dips and price moves above the strategy's "value zone".
Base Order: Sized at 1,000 USDT default (1% of 100k capital). Configurable as Market (default) or Limit at the bar's close.
Safety Order Ladder (Fixed Deviations, Doubling Sizes): After the base fill, the strategy monitors price deviation against the position. Each safety order has its own fixed deviation from base entry — not a cumulative ladder. AO1 fires when close ≤ base × 0.975 (−2.5%); AO2 at −5%; AO3 at −10%; AO4 at −20%. Sizes double from a 2,000 USDT first AO: 2,000 / 4,000 / 8,000 / 16,000.
Exit: A fixed 35% Take Profit above the running average entry. When close hits the TP target, the position closes at market. No trailing, no Stop Loss.
Why the Wide TP: After a full ladder fill (price drops 20% from base), the average entry sits ~14.25% below base. A 35% TP from that average targets a recovery to ~16% above base — large but achievable on LTC over multi-month timeframes following deep oversold prints. The strategy explicitly trades trade frequency for a high-quality recovery target.
🔷 Why it's unique:
- Extremely Selective Entry: Most DCA tools fire frequently. This one is gated by two independent filters (deep RSI oversold + price ceiling) that almost never align — backtest produced 11 closed trades across 4 years of LTC history.
- Non-Uniform Fixed-Deviation Ladder: Most published DCAs use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing asymmetric ladders like 2.5% / 5% / 10% / 20% — deeper safety orders trigger only on serious adverse moves.
- Doubling Martingale: 1 / 2 / 4 / 8 / 16 size progression is more aggressive than typical 1.05–1.5× compounding. Capital deployed scales exponentially if the position runs adverse, but only inside the defined price ceiling.
- Wide 35% Take Profit: Most DCAs target 1–3%. This one is built around recovery from deep oversold, not scalp profit.
- DCA Bot Integration: Every event (base, AO 1–4, exit) emits a fully-formed JSON alert payload. Connect one alert to a DCA Bot's webhook URL and the strategy drives the bot end-to-end without any glue layer.
🔷 Considerations Before Using the Strategy:
Sample Size: The 4-year backtest produced only 11 closed trades — far below the ≥100 floor typically used for statistical confidence. The 100% win rate and profit factor of 1,661 reflect the extreme selectivity of the entry filter (deep oversold + price below $61), not a deterministic edge. Treat these numbers as an indication of the entry filter's discipline, not as a forward-performance guarantee. The strategy assumes LTC continues to revert from oversold prints under $61 — if the asset enters a sustained regime above $61, the strategy will simply not fire.
Aggressive Capital Deployment: If all four safety orders fill, total deployed capital reaches $31,000 = 31% of default 100k equity — above TradingView's typical 5–10% per-trade band. Size the base and AO inputs down to dial per-trade risk into a safer range. The doubling martingale amplifies both upside (when price recovers) and risk (if the lower bound breaks).
No Stop Loss: There is no exit on adverse moves below the −20% AO4. If price keeps falling below the lowest safety order, the position holds unhedged until either price recovers to the 35% TP target or the user intervenes. The structural risk cap is the bounded position ladder; if a hard exchange-side stop is required, layer it on the bot directly.
Price Ceiling Configuration: The default $61 ceiling was set against LTC's historical accumulation range. Update this input if LTC enters a new structural price regime — the strategy will not fire above the ceiling regardless of RSI readings.
Wide Profit Target: The 35% Take Profit is large by DCA standards. Position holding times can stretch into months or longer as the strategy waits for the recovery. Consider whether the opportunity cost of locked capital fits your portfolio rotation cadence.
Commission Calibration: The default 0.06% commission is calibrated for Bybit perpetual taker conditions. If running on a spot venue (Coinbase, Binance) the actual fee is 0.1–0.6% — update the commission input accordingly. Given the wide TP and low trade frequency, fee impact is modest.
🔷 STRATEGY PROPERTIES
Symbol: COINBASE:LTCUSD (Spot) — portable to any LTC / USDT pair.
Timeframe: 4H
Test Period: May 1, 2022 — May 29, 2026 (~4 years, DEEP historical sample).
Initial Capital: 100,000 USDT.
Order Size per Trade: 1% of Capital base + 4 safety orders with size doubling.
Max Capital Deployed: $31,000 per trade (~31% of equity).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Base Order: 1,000 USDT, Market by default (Limit toggle available).
Take Profit: 35.0% above average entry (no trailing).
Stop Loss: None — bounded position size is the structural risk cap.
Entry Filter: 4h RSI(14) Less Than 29 AND Close Below $61.
Safety Orders: 4 with fixed deviations −2.5% / −5% / −10% / −20% from base entry; sizes 2k / 4k / 8k / 16k USDT.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +13,907.58 USD (+13.91%)
Max Equity Drawdown: 6,503.88 USD (6.50%)
Total Closed Trades: 11
Percent Profitable: 100.00% (11 / 11)
Profit Factor: 1,661.503
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and review the Base Order Size, the four AO deviations and sizes, the entry filters (RSI level + price ceiling), and the Take Profit percentage. Defaults are calibrated for LTC 4h — recalibrate the price ceiling whenever LTC's structural range shifts.
🔸 Results Review: The 4-year backtest produced 11 closed trades — a small sample size. Treat the metrics as indicative of the entry filter's discipline, not a forward-performance guarantee. Confirm that the trade frequency and the wide 35% Take Profit fit your portfolio rotation horizon before deploying capital.
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The strategy will emit JSON payloads for entry, each safety order, and exit — formatted for direct DCA Bot consumption.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): USDT amount opened on the long entry.
Use LIMIT for Base: Toggle between Market (default) and Limit at bar close.
AO1 / AO2 / AO3 / AO4 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design.
AO1 / AO2 / AO3 / AO4 Size (USDT): USDT amount of each safety order. Doubles at each rung by default.
RSI Timeframe / Length / Less Than: Lower-timeframe RSI filter for the base entry.
Price Below ($): Absolute price ceiling — entry only fires below this level.
Take Profit (%): Fixed distance above average entry where the long closes for profit.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle AO Ladder, Price Ceiling line, Avg / TP plot lines, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Estratégia
VWAP + Volume Clusters [Pro]Институциональный VWAP и сессионный профиль объёма в одном инструменте — для intraday-трейдинга по логике «цена движется от ликвидности к ликвидности».
Индикатор объединяет два ключевых ориентира внутридневной торговли: VWAP как institutional reference (средняя цена, по которой реально торговали крупные участники) и распределение объёма по уровням как зоны
интереса. Минималистичный визуал, всё настраивается.
Что внутри
1. Session VWAP + полосы σ
VWAP с привязкой к сессии (сброс в начале дня) и полосами стандартных отклонений 1σ / 2σ / 3σ. Полосы включаются по отдельности, множители настраиваются. VWAP — это «справедливая цена» дня: цена выше VWAP =
контроль покупателей, ниже = продавцов. Полосы 2σ/3σ — зоны статистического перерастяжения (потенциальный возврат к среднему).
2. Anchored VWAP
Второй VWAP с ручным якорем (по умолчанию — начало месяца). Удобно мерить среднюю цену от важного события: открытие недели/месяца, экстремум, новостной импульс.
3. Session Volume Profile (кластеры объёма)
Профиль объёма за текущую сессию, до 100 бинов:
- POC — уровень максимального объёма, точка контроля (магнит цены).
- VAH / VAL — границы зоны 70% объёма (Value Area).
- HVN — узлы высокого объёма (зоны принятия цены → поддержка/сопротивление).
- LVN — узлы низкого объёма, «пустоты» в распределении (цена проходит их быстро → зоны отбраковки).
- Гистограмма объёма справа от свечей.
4. Killzones (опционально)
Фоновая подсветка торговых сессий Frankfurt / London / NY (часовой пояс настраивается). По умолчанию выключено.
Алерты
VWAP touch · 2σ extreme · 3σ extreme (reversion zone) · POC test · VWAP reclaim (bull/bear). Каждый — отдельным переключателем, по умолчанию выключены.
На каких инструментах работает лучше
- Фьючерсы (NQ, ES, GER40/DAX и др.) и индексы CME — реальный биржевой объём, поэтому профиль и его уровни максимально надёжны. Основной кейс.
- Forex — VWAP полностью валиден, но профиль строится на tick volume (число тиков, не контракты), поэтому уровни объёма — ориентир, а не истина.
Как использовать
1. Цена у VWAP — точка равновесия, у 2σ/3σ — зона перерастяжения.
2. POC и HVN — уровни притяжения и реакции; LVN — зоны быстрого прохода.
3. Reclaim VWAP — смена внутридневного контроля.
▎ Volume Profile рассчитывается для текущей сессии (исторические профили не отображаются — сделано ради производительности). Индикатор информационный, не является торговым сигналом. Indicador
Indicador
Indicador
RSI Oversold AO - Long StrategyRSI Oversold AO — Long Strategy
🔷 What it does:
This is a long-only DCA strategy that buys oversold dips and continues averaging into them only while the asset stays in the oversold zone. A long entry opens on a lower-timeframe RSI crossing down through 30. Four safety orders then average the position on an aggressive 2× deviation × 2× size ladder — but each one fires only if the lower-timeframe RSI is still below 25 at that moment. No falling-knife averaging into recovering momentum. Exit is a fixed 3% Take Profit from average entry. No trailing, no Stop Loss.
- Single base order with up to four safety orders on a 2× × 2× ladder.
- Dual RSI gating: cross-down entry trigger AND static oversold continuation filter.
- Aggressive size compounding: 60 / 120 / 240 / 480 USDT margins on the four safety orders.
- Fixed Take Profit: 3% above average entry, no trailing.
- Every entry, safety order, and exit emits a webhook-ready JSON alert payload for direct DCA Bot consumption.
🔷 Who is it for:
- Swing traders looking for systematic long exposure on crypto pairs that frequently sweep liquidity into oversold readings.
- DCA-style traders who want averaging gated by momentum continuation, not just price levels — the "no falling knives" guard prevents loading further when momentum has already reversed.
- Bot operators who want to drive a DCA Bot via webhook with per-event JSON payloads tagged for each base / safety order / exit action.
- Traders comfortable with deploying up to ~10% of equity per trade in exchange for a wider 3% profit target.
🔷 How does it work:
Entry RSI Filter (Oversold Cross Down): A 15-minute RSI(7) is sampled via request.security with lookahead disabled. The entry gate fires when RSI crosses down through 30 — momentum has just entered oversold territory. At host-bar close, if no position is open and the cross is fresh, the strategy opens the base order.
Base Order: Sized at 100 USDT default (1% of 10k capital). Configurable as Market (default) or Limit at the bar's close.
Safety Order Ladder (Dual Gate): After the base fill, the strategy monitors two conditions in parallel for each pending safety order: price deviation downward against the position AND a static RSI continuation filter. The k-th safety order fires only when close ≤ base entry × (1 − cumulative deviation) AND the 15-minute RSI(7) is still below 25. Cumulative deviation grows by the step multiplier (default 2×): 1.00%, 3.00%, 7.00%, 15.00%. Each safety order's size grows by the size multiplier (default 2×): 60, 120, 240, 480 USDT.
Why the AO Gate Matters: A pure price-ladder DCA blindly averages into any decline. The RSI < 25 gate stops the averaging if momentum has reversed back above 25 — the asset is no longer oversold by the strategy's definition, and adding to the position would mean buying a recovery, not a dip. This filter trades off some averaging frequency for materially higher average-entry quality.
Exit: A fixed Take Profit at 3% above the running average entry. The strategy closes the moment close ≥ TP target. No trailing, no scaling out, no second-guessing.
🔷 Why it's unique:
- Dual RSI Gating: Most DCA tools gate only the base entry. This strategy gates both the entry (cross-down momentum trigger) and the continuation of averaging (static oversold filter on each safety order).
- Aggressive 2× × 2× Ladder: Most published DCAs use mild 1.05–1.25× compounding. This one doubles both the deviation step and the size each rung — the position gets large fast if all safety orders fill, but only inside a confirmed oversold regime.
- Wide Take Profit (3%): Most scalp DCAs use tight 0.5–1.0% TPs. The 3% target lets the strategy ride the oversold reversal further before locking in, capturing more of the mean-reversion move.
- DCA Bot Integration: Every event (base, AO 1–4, exit) emits a fully-formed JSON alert payload. Connect one alert to a DCA Bot's webhook URL and the strategy drives the bot end-to-end without any glue layer.
🔷 Considerations Before Using the Strategy:
Market & Timeframe: Defaults are calibrated for BINANCE:DOGEUSDT spot on 1h. The dual-RSI logic is portable to other liquid crypto pairs that frequently overshoot oversold, but RSI thresholds and the deviation ladder should be reviewed before redeployment.
Sample Size: The 4-month backtest produced 44 closed trades — below the ≥100 floor typically used for statistical confidence. The strategy generates roughly 11 closed trades per month at default settings, so extending the test window to 12+ months would yield ~130 trades and a more robust sample. The 77.27% win rate and 5.791 profit factor are encouraging but should be re-validated on a longer test period before live deployment.
Commission Calibration: The default 0.18% commission was set conservatively above Binance spot taker rates (~0.1%). Live performance with realistic Binance fees should be modestly better than the published numbers. Update the commission input to match your fee tier for accurate forward expectations.
Strong Downtrends: Like any oversold-buying setup, this strategy is positioned for mean reversions, not waterfall declines. In sustained downtrends the strategy will keep filling the ladder while RSI < 25, then hold the position once RSI recovers. The dual RSI filter limits exposure compared to pure price-ladder DCAs, but a regime shift to sustained selling still produces extended underwater hold time.
Aggressive Compounding: The 2× × 2× ladder is more aggressive than typical published DCAs. If all four safety orders fill, the position scales from 100 USDT base to 1,000 USDT total = 10% of equity at default settings. This is right at the upper edge of TradingView's typical 5–10% per-trade band — comfortable, but no further headroom. Scale base + AO sizes down to dial position risk lower.
No Stop Loss Justification: There is no exit on adverse moves beyond the 4-AO ladder. Per-trade risk is structurally capped by the bounded position-size ladder — at defaults that is 1,000 USDT max deployed = 10% of equity, at the upper edge of the conventional 5–10% per-trade band. If a hard exchange-side stop is required, layer it on the bot directly.
RSI Oversold Continuation: The AO gate uses a static RSI < 25 check, not a cross. This means averaging continues as long as RSI stays below 25 — if RSI dips to 20 and stays there for multiple bars while price drops further, all four AOs can fill in succession. Conversely, a sharp RSI recovery above 25 freezes the ladder mid-position. Test the strategy's behavior on your target asset before live deployment.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, especially on a strategy whose profitability hinges on the asset reaching the 3% TP target while still recovering from an oversold print.
🔷 STRATEGY PROPERTIES
Symbol: BINANCE:DOGEUSDT (Spot)
Timeframe: 1H
Test Period: February 1, 2026 — May 28, 2026 (~4 months).
Initial Capital: 10,000 USDT.
Order Size per Trade: 1% of Capital base + 4 safety orders at 2× progression.
Max Capital Deployed: 1,000 USDT per trade (~10% of equity, upper edge of 5–10% band).
Commission: 0.18% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Base Order: 100 USDT, Market by default (Limit toggle available).
Take Profit: 3.0% above average entry (no trailing).
Stop Loss: None — bounded position size is the structural risk cap.
Entry Filter: 15m RSI(7) Crossing Down 30.
AO Gate: 15m RSI(7) Less Than 25 (static continuation filter).
Safety Orders: 4, Deviation 1.0%, Deviation Step 2.0×, Size Multiplier 2.0×.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +126.22 USDT (+1.26%)
Max Equity Drawdown: 96.05 USDT (0.96%)
Total Closed Trades: 44
Percent Profitable: 77.27% (34 / 44)
Profit Factor: 5.791
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and review the Base Order Size, the entry RSI filter (timeframe / length / level), the AO gate RSI filter, the 4-AO ladder parameters, and the Take Profit percentage. Defaults are calibrated for DOGEUSDT 2h — recalibrate per asset before deploying.
🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays inside your personal risk band. Validate that the closed-trade count is statistically meaningful (≥ 100 is a reasonable floor). Update commission and slippage to match your exchange's actual conditions.
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The strategy will emit JSON payloads for entry, each safety order, and exit — formatted for direct DCA Bot consumption.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): USDT amount opened on the long entry.
Use LIMIT for Base: Toggle between Market (default) and Limit at bar close.
Averaging Orders per Trade: Maximum number of safety orders per deal (default 4).
First AO Size (USDT): USDT size of the first safety order; subsequent AOs scale by the Size Multiplier.
Deviation to First AO (%): Distance from base entry at which AO1 becomes eligible.
Deviation Step Multiplier: Ladder factor that widens each subsequent deviation step.
Order Size Multiplier: Factor that grows each subsequent safety order's USDT size.
Entry RSI Timeframe / Length / Level: Lower-timeframe RSI filter that gates the base entry on cross down.
AO Trigger RSI Timeframe / Length / Less Than: Lower-timeframe RSI continuation filter that gates each safety order.
Take Profit (%): Fixed distance above average entry where the long closes for profit.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle AO Ladder, Avg / TP plot lines, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Estratégia
LINK Grid - Long IndicatorLINK Grid — Long Indicator
🔷 What it does:
This is a signal-only indicator that mirrors a price-grid long workflow on LINK / USDT between two fixed bounds. It tracks up to 36 independent virtual slots between a configurable High and Low — each slot fires a webhook-ready buy signal when price crosses down through it, and a paired sell signal when price subsequently crosses up through the slot immediately above. The indicator computes a running average entry, total deployed capital, and open PnL from the live slot ledger and renders all of it on the chart.
- Pre-computes 7–200 grid levels in Geometric (default) or Arithmetic spacing.
- Each slot is an independent ownership flag with its own buy/sell webhook payload.
- Avg entry is derived from fill-by-fill bookkeeping — total cost and total qty are updated on every event.
- Every event emits a webhook-ready JSON alert payload tagged with the specific grid slot.
🔷 Who is it for:
- Swing traders harvesting volatility on LINK in range-bound regimes.
- Bot operators looking for a chart-driven signal source that emits per-slot JSON ready for a DCA Bot configured for grid execution.
- Traders who want to monitor a virtual grid state — avg entry, owned slots, deployed capital, open PnL — directly on the chart without a backtest engine.
- Portfolio operators using a high-trade-count contributor alongside directional strategies.
🔷 How does it work:
Grid Construction: On script load, the indicator computes N price levels between the configured High and Low bounds. In Geometric mode (default), level k is at High × (Low/High)^(k/(N-1)), giving constant percent spacing — approximately 0.6% per step at default settings. In Arithmetic mode, levels are linearly spaced by absolute price.
Per-Slot State Machine: Each grid level is an independent slot tracked by a boolean ownership flag. When close price crosses down through an empty slot's level, the slot is marked owned, virtual cost-basis is added, and the BUY webhook payload is dispatched. When close price crosses up through the level immediately above an owned slot, the slot is marked free, virtual cost-basis is subtracted, and the SELL webhook payload is dispatched.
Honest Virtual Bookkeeping: Total cost and total qty are updated incrementally on each event, so the avg entry, deployed capital, and open PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcuts from base entry, no synthetic averaging.
No Trailing, No Stop Loss: By design, each slot has a fixed exit (the level above). The indicator never trails the exit and never signals a slot-out for a loss — slots that fall below their entry stay owned until price comes back. This is the canonical grid-bot behavior.
🔷 Why it's unique:
- Per-Level Webhook Ledger: Every BUY and SELL emits a fully-formed JSON alert payload tagged with the specific grid slot ("Grid_BUY_L5" / "Grid_TP_L5"). The indicator can drive a DCA Bot configured for grid emulation without any glue layer.
- Fill-by-Fill Avg Entry: The orange avg-entry line is derived from running totals updated on every event — what you see is what the broker-equivalent position would actually have.
- Active Slot Highlighting: Owned grid levels are rendered with a thicker green stroke; empty slots stay dashed gray. Slot density and current loading are visible at a glance.
- Range Box & Bounds Labels: A semi-transparent box spans the configured High/Low range, and crisp HIGH/LOW labels mark the bounds — the grid topology is obvious without zooming.
- Calibrated for LINK 15m: Default bounds, level count, and step size are set against LINK's recent observed range — granular enough to catch frequent 15m round-trips, wide enough to avoid fee churn.
🔷 Considerations Before Using the Indicator:
Market Selection & Range Validity: Grid strategies are most profitable in range-bound, mean-reverting markets. On strong directional trends below the configured Low, slots will keep marking as owned as price falls and won't free until price reverses. The default High/Low (10.07 / 8.17) was set against LINK's recent observed range; update both whenever the regime changes.
Capital Deployment: The default Total Investment of 10,000 USDT is a virtual reference used for the avg-entry and open-PnL computation. The real sizing happens on the bot side — match the indicator's per-slot allocation to your bot's grid configuration to keep the avg-entry display honest.
Cross Detection Granularity: Crossings are detected on bar close, comparing the current close to the previous close. A bar that spikes through a level and returns within the same bar may be missed by design — this prevents over-signaling on intra-bar wicks.
Live vs Historical State: The virtual slot ledger is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset.
No Stop Loss: There is no exit signal on adverse moves below the lowest grid level. Risk is structurally capped on the bot side by the bounded Total Investment configured at the bot. If a hard stop is required, layer it on the bot side.
Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester. For performance metrics over a 3.5-month sample (~1,285 closed trades, 61.79% win rate, 9.96% max drawdown, profit factor 1.621, +14.82% net return), use the companion strategy version on identical parameters.
🔷 How to Use It:
🔸 Add the indicator to a LINK / USDT 15m chart.
🔸 Set the High and Low bounds to a range you expect LINK to respect.
🔸 Pick Geometric (default, recommended) or Arithmetic spacing.
🔸 Set Grid Levels (7–200) and the virtual Total Investment used for avg-entry computation.
🔸 In the DCA Bot Webhook group, paste your Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_LINK).
🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. Every grid-level buy and grid-level close will emit a dedicated JSON payload tagged with the slot index, so each level can be tracked independently downstream.
🔷 INDICATOR SETTINGS
High Price: Top of the grid. The highest level a slot can be created from.
Low Price: Bottom of the grid. The lowest level a slot can be created from.
Grid Levels: Number of price levels between High and Low (default 36, range 7–200).
Spacing Mode: Geometric (constant percent step) or Arithmetic (constant absolute step).
Total Investment (USDT): Virtual capital allocated across all slots. Used for the avg-entry and open-PnL computation only.
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle grid lines, range box, HIGH/LOW labels, avg entry plot, fill labels, signal triangles, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Indicador
LINK Grid Bot - Long StrategyLINK Grid Bot — Long Strategy
🔷 What it does:
This is a long-only price-grid strategy that harvests volatility on LINK / USDT through repeated round-trips on a pre-defined ladder of price levels between two fixed bounds. Each level is an independent slot: when price crosses down through a level, the strategy opens one slot; when price subsequently crosses up through the level immediately above, that slot is closed for a fixed round-trip profit. The grid is generated geometrically by default, so spacing adapts to the price scale.
- Up to 36 simultaneous long slots at default settings, each sized as a fixed fraction of the configured Total Investment.
- No trailing exit, no stop loss — each slot's exit is the level above its entry.
- Per-slot exposure is approximately 2.78% of equity at default settings, comfortably inside the 5–10% per-trade risk band.
- Every fill and close emits a webhook-ready JSON alert payload tagged with the specific grid slot.
🔷 Who is it for:
- Swing traders harvesting volatility on LINK in range-bound regimes.
- Bot operators looking for a chart-driven signal source with per-slot webhook JSON ready to drive a DCA Bot configured for grid execution.
- Traders running a portfolio of low-correlation strategies who want a high-trade-count contributor with bounded per-trade risk.
- Range traders who prefer mechanical execution over discretionary entries.
🔷 How does it work:
Grid Construction: On script load, the strategy computes N price levels between the configured High and Low bounds. In Geometric mode (default), level k is at High × (Low/High)^(k/(N-1)), giving constant percent spacing — approximately 0.6% per step at default settings. In Arithmetic mode, levels are linearly spaced by absolute price.
Per-Slot Logic: Each grid level is an independent slot tracked by a boolean ownership flag. When bar close moves price down through an empty slot's level, a long is opened at that level for one slot's worth of capital (Investment / N). When bar close moves price up through the level immediately above an owned slot, that slot is closed, locking the round-trip profit between the two adjacent levels.
No Trailing, No Stop Loss: By design, each slot has a fixed exit (the level above). The strategy never trails the exit and never stops a slot out for a loss — slots whose entry price is below current market simply wait until price comes back. This is the canonical grid-bot behavior.
Capital Bounds: Total deployed capital cannot exceed the configured Investment. When all 36 slots are filled, no new orders are opened until price rises and starts closing slots. This structural cap is the strategy's primary risk control.
🔷 Why it's unique:
- Per-Level Webhook Ledger: Every fill and close emits a fully-formed JSON alert payload tagged with the specific grid slot ("Grid_BUY_L5" / "Grid_TP_L5"). The strategy can drive a DCA Bot configured for grid emulation without any glue layer.
- Pre-Allocated State: All up to 200 slot ledgers live in fixed-size arrays, so state lookups are constant-time and the chart can render every active slot with no performance overhead.
- Honest Backtest Surface: The avg entry line plotted on the chart and the open PnL displayed in the status table both reflect the actual broker-equivalent position state — derived from fill-by-fill bookkeeping, not synthetic averaging.
- Calibrated for LINK 15m: Default bounds, level count, and step size are set against LINK's recent observed range. The 36-level geometric ladder gives roughly 0.6% per step — granular enough to catch frequent 15m round-trips, wide enough to avoid fee churn.
🔷 Considerations Before Using the Strategy:
Market Selection & Range Validity: Grid strategies are most profitable in range-bound, mean-reverting markets. On strong directional trends below the configured Low, slots will keep loading as price falls and won't close until price reverses. The default High/Low (10.07 / 8.17) was set against LINK's recent observed range; update both whenever the regime changes.
Capital Deployment & Drawdown: The default Investment of 10,000 USDT equals 100% of starting capital — high-conviction setting that assumes the configured range holds. Backtest produced a 9.96% maximum equity drawdown at default settings, right at the upper edge of TradingView's typical 5–10% per-trade band. Per-slot risk remains low (~2.78% of equity), but if price collapses below the Low bound, aggregate unrealized loss can grow further. Scale the Investment input down to match the worst-case drawdown you are willing to absorb in a range-break scenario.
No Stop Loss Justification: There is no exit on adverse moves below the lowest grid level. The strategy's per-trade risk is structurally capped by the per-slot allocation (Investment / N levels) — at defaults that is 278 USDT per slot, well inside the conventional 5–10% per-trade band. The aggregate unrealized exposure is controlled separately via the Investment input.
Trade Volume & Fees: Grid bots on 15m generate a very high number of round-trips. The backtest produced 1,285 closed trades in 3.5 months — exceptional sample size, but also high cumulative fee load. The default commission (0.1% per trade) is calibrated for Binance / Bybit spot taker conditions; any mismatch with your exchange's actual fees will materially shift the results.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, especially on a strategy whose profitability is bounded by the chosen High/Low range remaining valid.
🔷 STRATEGY PROPERTIES
Symbol: BINANCE:LINKUSDT (Spot) — strategy is portable to any LINK / USDT pair.
Timeframe: 15M
Test Period: February 11, 2026 — May 27, 2026 (~3.5 months).
Initial Capital: 10,000 USDT.
Total Investment: 10,000 USDT (100% of capital, high-conviction setting).
Order Size per Slot: Investment / 36 ≈ 278 USDT (~2.78% of equity).
Commission: 0.1% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Grid Bounds: High 10.07 / Low 8.17 (range −18.87%).
Grid Levels: 36 (Geometric spacing, ~0.6% per step).
Stop Loss: None — per-slot allocation is the structural risk cap.
Trailing: None.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +1,482.00 USDT (+14.82%)
Max Equity Drawdown: 1,092.02 USDT (9.96%)
Total Closed Trades: 1,285
Percent Profitable: 61.79% (794 / 1,285)
Profit Factor: 1.621
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and set the High and Low bounds to a range you expect LINK to respect. Pick Geometric for percent-spaced levels (default, recommended) or Arithmetic. Set Grid Levels (7–200) and Total Investment to match your risk profile.
🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays within your personal risk band. Validate that the trade count is high enough to be statistically meaningful (≥ 100 closed trades is a reasonable floor — at default settings the strategy typically generates several hundred to over a thousand round-trips per 3-month window on LINK 15m).
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste your DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. Every grid-level buy and grid-level close will emit a dedicated JSON payload tagged with the slot index, so each level can be tracked independently downstream.
🔷 INDICATOR SETTINGS
High Price: Top of the grid. The highest level a slot can be created from.
Low Price: Bottom of the grid. The lowest level a slot can be created from.
Grid Levels: Number of price levels between High and Low (default 36, range 7–200).
Spacing Mode: Geometric (constant percent step) or Arithmetic (constant absolute step).
Total Investment (USDT): Total capital allocated across all slots. Per-slot size = Investment / Grid Levels.
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle grid lines, range box, HIGH/LOW labels, avg entry plot, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Estratégia
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Liquidity Gravity Map [PhenLabs]📊 Liquidity Gravity Map
Version: PineScript™ v6
📌 Description
The Liquidity Gravity Map is an advanced, quantitative approach to dynamic support and resistance detection. Rather than simply plotting static lines at prior highs and lows, this indicator treats liquidity as a gravitational force that accumulates, decays, and dynamically shifts based on price action and volume. It builds a real-time, scored “map” of liquidity zones on your chart, quantifying their structural integrity, mitigation behavior, and time-based decay.
It is designed to solve the problem of chart clutter and “false zones.” By continuously scoring and pruning liquidity pools based on their real-time relevance, structural significance, and VWAP acceptance, traders are presented only with the most critical, high-probability areas of interest where price is likely to be attracted or rejected.
🚀 Points of Innovation
Composite Scoring Engine: Zones are not binary. They are graded on a 0-100 scale using 7 distinct metrics: Structure, Revisits, Wicks, VWAP Context, Mitigation, Decay, and Proximity.
Dynamic Memory Allocation: Employs an internal memory cap (Max Zones) and a pruning algorithm to actively remove ancient, low-scoring zones, keeping the chart responsive and clean.
VWAP Acceptance Context: Integrates Session VWAP and Standard Deviation bands. The indicator scores zones higher if their creation aligns with bullish VWAP reclaims or bearish VWAP rejections.
Mitigation & Absorption Tracking: Dynamically evaluates how price interacts with a zone. It tracks volume, penetration depth, and displacement to quantify if a zone is being absorbed (defended) or broken.
Time-Decay Function: Untouched liquidity zones lose their “gravitational pull” over time via an exponential decay function, prioritizing fresh liquidity.
🔧 Core Components
Zone Detection Algorithm: Identifies swing highs/lows and stop-hunt wicks, factoring in equal highs/lows clustering and wick ratios to establish initial structural strength.
Session VWAP Engine: Calculates volume-weighted average price and its standard deviations over configurable sessions (RTH, Day, Week, Month) to gauge macro context and acceptance.
Revisit Tracker: Monitors how many times a zone is tested. A zone’s score adjusts based on its frequency of testing relative to other active zones on the chart.
🔥 Key Features
Live Composite Score (0-100) dynamically updated per zone.
Automatic culling of stale, irrelevant liquidity levels.
Highly customizable lookback, zone sensitivity, and memory caps.
Dynamic gradient coloring based on zone score (Bullish/Bearish).
Toggleable Zone Labels displaying directional bias, score, and revisit count.
🎨 Visualization
Gradient Liquidity Boxes: Visualizes liquidity zones as shaded boxes. The opacity and color temperature (cool to warm) dynamically change based on the zone’s live composite score.
VWAP Bands: Optional visual overlay of the Session VWAP and ±1σ / ±2σ standard deviation bands.
Zone Labels: Small text labels attached to active boxes indicating “BULL” or “BEAR”, the “LG” (Liquidity Gravity) score, and “R” (Revisits).
📖 Usage Guidelines
Core Settings
Lookback Period: (Default: 120) Determines the window for identifying stop-hunts and aging cleanup.
Zone Sensitivity: (Default: 3.0) Controls the width of the generated zones and the tolerance for merging equal highs/lows. Higher values create wider, merged bands.
Max Visible Zones: (Default: 8) The maximum number of top-scoring zones to render on the chart at one time.
Score Decay Rate: (Default: 0.010) The exponential rate at which a zone’s score drops while untouched.
VWAP Acceptance Settings
VWAP Session Type: (Default: Day) Anchor period for the VWAP calculations (RTH, Day, Week, Month).
RTH Session: (Default: 0930-1600) Defines Regular Trading Hours if “RTH” is selected as the session type.
Visual Settings
Color Theme: (Default: Classic) Choose between Classic, Neon, or Monochrome color palettes for the zone gradients.
✅ Best Use Cases
Identifying high-probability reversal areas for mean-reversion trading.
Spotting areas where trapped liquidity (stop-hunts) is likely to act as a strong magnet for price.
Filtering out weak support/resistance levels by relying on the composite score to highlight only structurally significant, defended zones.
⚠️ Limitations
Rapidly changing volatility can cause sudden shifts in zone width, as it is dynamically tied to the Average True Range (ATR).
Because the map limits the number of visible zones to the highest scoring ones, a valid but slightly lower-scoring zone might be hidden from view.
💡 What Makes This Unique
Quantitative Liquidity Modeling: Most indicators draw static boxes at highs/lows. This script dynamically evaluates the “health” of a zone through continuous math—scoring penetration, volume absorption, decay, and VWAP alignment.
🔬 How It Works
1. Detection & Generation:
The script continuously monitors for structural pivots and significant wicks. When detected, a zone is created with an initial strength score based on structural clustering and ATR.
2. Continuous Evaluation:
Every confirmed bar, the script updates active zones. It tracks if price has touched the zone, penetrated it, or been rejected, factoring in relative volume to determine if the liquidity was absorbed or broken.
3. Scoring & Display:
A final 0-100 score is computed using structural integrity, VWAP context, wicks, revisits, decay, and proximity to current price. Only the top “N” scoring zones are dynamically rendered on the chart.
💡 Note: Ensure your chart data provides reliable volume data, as the absorption and VWAP scoring mechanics heavily rely on it for accurate calculations. Indicador
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Price to Sales Ratio [Gabremoku]Price to Sales Ratio is a valuation indicator designed to help investors analyze how expensive or cheap a stock is relative to its revenue.
The script calculates the P/S ratio using market capitalization divided by total trailing-twelve-month revenue, then enriches that raw valuation with historical averages, rolling Z-score, percentile ranking, 52-week extremes, and sector benchmark comparison. The price-to-sales ratio is commonly used as a revenue multiple, especially for companies where earnings may be weak, negative, or highly variable.
This makes the indicator useful for growth stocks, cyclical companies, and early-stage businesses where price-to-earnings can be less informative than revenue-based valuation.
What it shows
📊 Current P/S Ratio — the live valuation multiple based on:
current stock price
total shares outstanding
trailing-twelve-month revenue
📈 Historical Average — choose between:
Cumulative Average for the full available history
Rolling Average based on a user-defined lookback in years
🧮 Z-Score Mode — switch from raw P/S to a statistical valuation view that shows how far the current ratio is from its rolling average in standard deviations.
📍 Historical Percentile — shows where the current P/S sits within its historical range over the selected lookback.
📅 52-Week High / Low — provides a fast valuation range reference for the last trading year.
🏭 Sector Benchmark — compare the company’s P/S ratio against a benchmark using:
Auto-detected sector
Sector index
Manual sector value
Why P/S matters
The P/S ratio tells you how much investors are paying for each dollar of company revenue. A lower P/S ratio is often considered more attractive when comparing similar companies in the same industry, but sector differences matter a lot.
That last part is important: P/S should not be judged in isolation. Technology companies often trade at much higher revenue multiples than energy, materials, or consumer businesses, so comparing a stock only against a generic threshold can be misleading. Sector-relative comparison is generally more meaningful than absolute comparison.
Benchmark logic
This indicator includes one of its strongest features: sector context.
It can automatically estimate a sector benchmark through:
exact ticker lookup
keyword-based sector detection
manual fallback sector selection
That matters because P/S multiples vary materially by industry, and valuation comparison is most useful when done against companies or sectors with similar economic characteristics.
The script then colors the main P/S line with a practical valuation model:
🟢 Green — P/S below benchmark, potentially undervalued relative to sector
🟠 Orange — P/S above benchmark but below historical average, more neutral / fair-value zone
🔴 Red — P/S above historical average, potentially expensive relative to its own history
Features
✅ Live Price-to-Sales ratio calculation
✅ Uses total shares outstanding and TTM revenue
✅ Cumulative or rolling historical average
✅ Z-score mode for statistical valuation
✅ Historical percentile ranking
✅ 52-week valuation high/low
✅ Sector benchmark comparison
✅ Auto sector detection with hybrid logic
✅ Manual and sector-index benchmark options
✅ Dynamic color coding based on valuation regime
✅ Ultra-smooth gradient fill between current P/S and benchmark
✅ Dashboard with key statistics
✅ Last-value chart label
How to use
A practical way to read the script is:
🔎 Start with the current P/S ratio.
📊 Compare it with the sector benchmark to see whether the stock trades richer or cheaper than its industry.
🧮 Check the Z-score to understand whether the current valuation is stretched versus its own historical behavior.
📍 Use the percentile to see where today’s valuation sits within the selected lookback window.
This approach combines absolute valuation, relative valuation, and historical context in one screen, which is much more useful than reading the raw P/S ratio alone.
Operational suggestion
💡 Suggested workflow
🟢 Value watchlist setup: look for stocks with current P/S below sector benchmark and below their own historical average. A lower P/S relative to peers can indicate more attractive valuation, provided the business quality is not deteriorating.
🟠 Neutral zone: if the stock is above benchmark but still below or near its historical average, it may be in a fairer valuation zone rather than clearly cheap or expensive.
🔴 Stretch zone: if the stock is trading with a high Z-score, high percentile, and above both benchmark and average, it may be priced aggressively relative to its own history and sector context.
📈 Best use case: this indicator is especially useful for companies with unstable earnings, where P/E may be less reliable and revenue multiples can provide a cleaner valuation anchor.
A strong practical rule:
use P/S for initial screening
use sector benchmark for context
use Z-score and percentile for timing
then confirm with margins, growth, debt, and cash flow
Because revenue alone does not tell you whether that revenue is profitable.
Notes
This indicator is best suited for relative valuation analysis, not for making a final investment decision on its own. A low P/S ratio can reflect undervaluation, but it can also reflect weak margins, declining sales quality, or poor business outlook, so it should always be paired with profitability and growth analysis.
Author: Gabremoku Indicador
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