OPEN-SOURCE SCRIPT
Aggiornato

AdvancedMA Toolkit – Trading System + Auto-RR & Stats (private)

67
AdvancedMA Toolkit – Complete Trading System with Auto-RR & Virtual Stats

Full-featured trading toolkit built on the AdvancedMAToolkit Library – full concept in the
Deep Dive Idea.

Real-time virtual trading table · dual signal system (Main + Table-driven) · adaptive risk-reward optimization · multi-layer confirmation filters.

This is a true parameter laboratory: you can shape scalping, swing, long-term, conservative or aggressive strategies – including hedging, OCO, pyramiding in drawdown, or simply study raw signals to find the sweet spot.

The objective? Create a stable strategy by balancing trade frequency, personal investing style, money management and position duration.

At its core: 14-MA rotator + fully flexible crossing function with dynamic period, linear regression clamping, momentum filter, 3-layer MA stack and pattern recognition (Inside Bar/Engulfing).
This creates a solid foundation that filters false signals and cuts risky top/bottom movements outside of the equation.

The statistics table simulates virtual trades and can suggest or auto-apply optimal RR in addition to manual settings – chase high Win Rate + low Drawdown (conservative) or high frequency (aggressive).
As a result, a second layer of “T UP / T DN” signals is emitted purely from the stats engine for highest-conviction setups.

It's key to treat it as both a powerful and an orientation tool: results still depend on market regime, strategy and personal risk tolerance.


█ DUAL SIGNAL SYSTEM
  1. Main Signals (“UP/DN”) → classic crossover + retest + full filter stack
  2. Table Signals (“T UP / T DN”) → driven purely by the statistics engine. Highest-conviction.




Take a look at both signal types in action, different visual styles for chart elements and table


█ KEY FEATURES
  • Building Blocks – Chainable source with dynamic period and object-style function for custom systems
  • 14-MA Rotator – Usable standalone or inside library function emitting signals from crosses with Dynamic Period & Linear Regression clamping
  • Advanced Retest Zones – Gradient fills · Pending highlight · Configurable triggers · Min Retests (for higher-quality signals)
  • Full Filter Stack – Momentum (Moderate/Aggressive) · MA filters (Fast/Medium/Slow) · Patterns (Inside Bar/Engulfing) – For noise filtering and early structural change detection
  • Auto-RR Engine – RR-Base (Pure Ratio Focus) Vs Multi-Objective (Balances All Metrics) – Learns from Price Action
  • Virtual Trading Modes – OCO (One-Cancels-Other) · Hedging · Pyramid in Drawdown (averaging)
  • Dual Signal System – Classic Main arrows + Table-driven “T UP / T DN” signals
  • No-Repaint – Confirmation on bar close: Basic repetition limiter to prevents redraws
  • Anti-Spam – Minimum bars between signals to prevent clustering



█ OPTIONS CLOSE-UP TIP
istantanea
Right-click chart → Settings gear icon → Canvas → “Right Bars” → Set for clean table view


█ RETEST SYSTEM CLOSE-UP
istantanea
Zones trigger on touch (intensified color) – signal only when min retests + % area + trigger mode are satisfied

█ QUICK SETUP PRESETS

LOW AGGRESSIVENESS – more signals (scalping / active trading)
  • Filter Aggressiveness → Low (Lenient OR logic – any filter can trigger)
  • Momentum → OFF
  • Patterns → OFF
  • Min Bars Between Signals → 1
  • Retest Zone → 1.0 % · Minimum Retests → 1
  • Opening Mode → "All"


MEDIUM AGGRESSIVENESS – balanced (default)
  • Filter Aggressiveness → Medium (Moderate AND logic – multiple confirmations needed)
  • Momentum → ON
  • Patterns → OFF
  • Min Bars Between Signals → 2
  • Retest Zone → 2.0 % · Minimum Retests → 2
  • Opening Mode → "First Only" (no averaging yet)


HIGH AGGRESSIVENESS – fewer, higher-quality signals (swing / conservative)
  • Filter Aggressiveness → High (Strict AND logic – all filters required)
  • Momentum → ON
  • Patterns → ON
  • Min Bars Between Signals → 3
  • Retest Zone → 3.5 % · Minimum Retests → 3
  • Opening Mode → "Pyramiding Only in Drawdown" (averaging)



EXPERIMENTAL PRESETS
  • Conservative Long-Term (SuperTrend 5000 + minimal filtering)
    SUPERT, Close, 5000, 20 | Dynamic: On (2-750, Step 1) | Lin Reg: 3, Increase | Min Trend Bars: 3 | Use Reg: True | Cross: False | Retest: True (1.7%, Min 1) | Momentum: True (Aggressive: False, Bars: 3, Pct: 0.5) | Fast MA: True (ZLEMA, Price, 5) | Medium/Slow/Patterns: OFF | Opening: "Only in Drawdown" | OCO: False | LTP: 1.6% | LSL: 5% | STP: 1.6% | SSL: 5% | RR: Weighted (Decay 0.6) | Opt: Multi | Exit: Conservative
  • Aggressive Intraday (SuperTrend 310 + full 3×ZLEMA + patterns)
    SUPERT, Close, 310, 20 | Dynamic: On (2-750, Step 1) | Lin Reg: 3, Increase | Min Trend Bars: 3 | Use Reg: True | Cross: False | Retest: True (3.5%, Min 1) | Momentum: True (Aggressive: True, Simple Base MA, Pct: 0.5) | Fast: True (ZLEMA, Price, 5) | Medium: True (ZLEMA, MA, 20) | Slow: True (ZLEMA, MA, 60) | Patterns: True | Min Bars: 36 | Limit: 4999 | Opening: "Only in Drawdown" | OCO: False | LTP/STP: 2% | LSL/SSL: 5% | RR: Weighted (Decay 0.6) | Opt: Multi | Exit: Conservative | NoRepaint: True



█ PRO TIPS
  • SuperTrend + 3× ZLEMA stack (Fast 5 / Medium 20 / Slow 60) = killer low-lag combo on crypto, DAX, indices
  • Prioritize Profit Factor > 1.5 and Drawdown < 15 % over raw Win Rate
  • “Only in Drawdown” + Pyramid = powerful averaging, but keep an eye on max Drawdown
  • Momentum ON = better reversal catching · Patterns ON = perfect in consolidation phases
  • Disable Main arrows and use only “T UP / T DN” = pure statistical trading, zero discretion
  • For even stronger edge, combine with volume profile or order-flow analysis


█ EXAMPLE – DAX 1 min

45-second scroll-through on DAX 1 min (High Aggressiveness preset)

█ VISUAL FEATURES

  • Colored MA: Green/Red based on trend.
  • Retest Zones: Gradient fills with pending highlights.
  • Dual Signals: Main UP/DN + “T UP / T DN” labels with no-repaint option.
  • TPSL Lines: Dynamic Virtual levels from strategy simulation trades.
  • Performance Table: Real-time Statistics in Compact/Extended modes; Consecutive Wins/Losses for consistency.


█ PERFORMANCE NOTES

Optimized for real-time and historical data. Higher periods (500–5000) shine on higher timeframes.
Combine filters wisely: Momentum + Fast MA for early moves; add Slow MA Filter for strong trend confirmation.
Retest system reduces noise but introduces slight lag – perfect balance is the key.


█ FUTURE ROADMAP – ENHANCEMENTS IDEAS
  • Custom metric weights (e.g. prioritize Return % while stabilizing others)
  • Reversal detection using previous zone breaks
  • Signal expiration (time/price validity)
  • Dynamic position sizing from stats (Money Management)
  • Multi-timeframe filter layer


█ RISK DISCLAIMER
Educational & research tool only. Always backtest thoroughly across markets. Understand settings' logic before use. No guarantees; trading involves risk. Past performance ≠ future results.

█ UPDATE LOG
* v1.0 – Full public release (library v1 + indicator + deep-dive idea):
Core System with Retest Zones and Full Filter Stack · Integrated Statistics Table with Auto-RR Engine · Dual signal system.

This source code is subject to the terms of the Mozilla Public License 2.0
Note di rilascio
v2

Declinazione di responsabilità

Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.