Real Strength Scalper Overview
A momentum-continuation scalping strategy designed for the 5-minute timeframe. It uses a single custom oscillator — the Real Strength histogram — combined with a dual SMA trend filter to capture confirmed directional moves, while a static percentage stop loss and an adaptive, regime-dependent exit logic manage open trades.
Concept and Originality
Most momentum oscillators answer either *which direction* or *how strong*, rarely both in a way that requires real conviction. The Real Strength histogram fuses three independent components into one signed value:
- Price momentum** — Rate of Change of price over N bars (provides the sign)
- Volume confirmation** — current volume divided by its moving average (amplifier)
- Trend strength** — ADX scaled around a 20 reference (amplifier)
These three are multiplied together (with a small floor to prevent the amplifiers from zeroing out the result on quiet bars) and then smoothed with an EMA. The output is an oscillator where the sign tells direction and the magnitude reflects how much *real* force is behind the move. A high histogram reading requires all three components to align — price moving, volume present, ADX confirming.
This composite differs from a standalone ROC, MACD, or volume-weighted oscillator because none of those three on their own require simultaneous confirmation across price, participation, and trend strength.
Entry Logic
A long entry requires every condition below to be true on the same bar:
- Histogram above the positive threshold (default 1.0)
- Histogram rising vs. the previous bar (no entries on a fading peak)
- ADX above the minimum level (default 14)
- DI+ greater than DI− (directional confirmation)
- Volume ratio above minimum (default 1.2× average)
- *Optional:* Fast SMA above Slow SMA (default 30/60, toggleable)
Short entries mirror these conditions on the bearish side.
Exit Logic — Regime-Dependent
The exit behavior changes based on whether the SMA trend filter still confirms the position. This is the central design choice of the strategy:
While SMA still confirms the position:
The trade exits only when the histogram crosses through zero into the opposite zone past a defined flip threshold (default ±0.8). This allows winners to ride through pullbacks and consolidations as long as the larger structure (SMA cross) still favors the trade.
After SMA reverses against the position:
The trade exits on a classic peak-drop rule — if the histogram falls 25% or more from its peak value reached during the trade, the position is closed. This protects open profits when structure breaks down.
A hard static stop loss (default 1%) is always active and overrides both exit modes if reached first. A minimum hold of 3 bars prevents premature exits caused by noise immediately after entry.
Re-Entry Lock
After a stop loss is hit, the strategy refuses to re-enter in the same direction until the histogram returns to (or crosses) zero. This prevents immediately re-entering the same momentum that just stopped the previous trade out — a common cause of consecutive losses on choppy bars.
Settings Guide
- Strength threshold (1.0):** minimum histogram magnitude required for entry. Lower values produce more trades; higher values are more selective.
- Min ADX (14):** filters out low-trending environments.
- Volume Ratio (1.2):** requires above-average participation on the entry bar.
- SMA Fast / Slow (30 / 60):** trend regime filter; can be disabled to compare baseline performance.
- Stop Loss % (1.0):** static distance from entry. Adjust per instrument volatility.
- Peak drop % (25):** how much the histogram must fall from peak to trigger peak-exit.
- Flip exit threshold (0.8):** how far the histogram must travel into the opposite zone to trigger flip-exit.
- Min bars before peak/flip (3):** protects against same-bar noise exits.
Default Properties and Backtesting Realism
- Initial capital: 100,000
- Position size: 3% of equity per trade
- Commission: 0.04%
- Slippage: 3 ticks
- Process orders on close: true
- No pyramiding
These defaults reflect realistic crypto futures conditions. Users trading other instruments or venues should adjust commission and slippage to match their broker.
Intended Use
- Built and validated on the 5-minute timeframe
- Best suited for liquid markets with consistent volume profile
- One position at a time, both long and short
- Re-tune thresholds per instrument; defaults are starting points, not optimal values for every market
Notes
Past performance does not guarantee future results. Backtest outcomes depend strongly on the chosen instrument, time range, and parameter settings. This strategy is published as an educational tool to demonstrate a composite-momentum approach with regime-dependent exits — not as a turnkey trading system. Always test with your own data and risk parameters before any live use. Strategy
XAUUSD - XAGUSD Quant SMC (5M)Estrategia XAUUSD: Convergencia de Estructura y Optimización de Descuento (SMC)
Esta estrategia automatizada para Pine Script v5 implementa un modelo de ejecución basado en Smart Money Concepts (SMC), priorizando la preservación de capital mediante un control de riesgo algorítmico y filtros de tendencia de alta jerarquía.
Fundamentos Teóricos
El sistema opera bajo la premisa de que el precio se mueve de forma fractal, buscando liquidez tras quiebres de estructura confirmados. Se enfoca exclusivamente en el mercado del Oro (XAUUSD) debido a su alta volatilidad y profundidad de mercado, factores necesarios para la validación de zonas de oferta y demanda.
1. Filtros de Direccionalidad de Alta Jerarquía
La estrategia no busca reversiones. Utiliza un motor de análisis multi-timeframe (MTF) para asegurar que la ejecución en micro-tendencias (5M) esté alineada con el flujo de órdenes institucional de marcos temporales mayores:
Contexto Diario (D1): Define el sesgo direccional a largo plazo.
Estructura de 4 Horas (4H): Actúa como filtro de impulso para evitar periodos de distribución o acumulación lateral.
2. Confirmación de Estructura (BOS)
La validación de la entrada requiere un Break of Structure (BOS) en la temporalidad de 15 minutos. Este evento técnico confirma que el mercado ha superado un punto de pivot relevante, validando la continuación del movimiento previo y estableciendo un nuevo rango de negociación.
3. Ejecución en Zona de Descuento
Una vez detectado el BOS, el algoritmo proyecta niveles de retroceso de Fibonacci. La entrada se programa en el nivel 0.618, buscando optimizar la relación Riesgo/Beneficio (RR). Este nivel representa la "zona de descuento" (en compras) o "zona premium" (en ventas), donde la probabilidad de continuación es estadísticamente superior tras la toma de liquidez interna.
Protocolo de Gestión de Riesgo Cuantitativo
El núcleo de la estrategia es su gestión de riesgo inflexible, diseñada para mitigar el impacto de las rachas de pérdidas y evitar el sobre-apalancamiento.
Riesgo Fijo: 1% del valor actual del capital por cada operación. El lotaje se recalcula dinámicamente en cada señal en función de la distancia al Stop Loss.
Ventana Operativa: Limitada de 07:00 a 13:00 (GMT+1). Este rango captura la volatilidad de apertura de Londres y el solapamiento inicial con Nueva York, periodos donde los BOS tienen mayor validez.
Límites de Pérdida (Circuit Breakers):
Diario: -1% (Límite de un trade por día).
Semanal: -3% acumulado.
Mensual: -6% acumulado.
Objetivo Semanal (Safe Exit): Alcanzado un beneficio del +3% en la semana, el script cesa la actividad operativa para asegurar el rendimiento y evitar el riesgo de mercado innecesario.
Especificaciones Técnicas y Configuración
Activo: XAUUSD.
Temporalidad de ejecución: 5M (Análisis en D1, 4H, 15M).
Versión de Script: Pine Script v5 (Sin Lookahead Bias).
Nivel de Entrada: 0.618 Fibonacci.
Stop Loss: Colocado en el origen del impulso (inicio del rango de Fibonacci).
Notas de Implementación
Para obtener resultados de backtesting realistas, se recomienda configurar un deslizamiento (Slippage) de 3 a 5 ticks y aplicar comisiones equivalentes a las de una cuenta ECN (Raw Spread). El script utiliza funciones de seguridad para solicitar datos de otras temporalidades solo al cierre de cada vela, eliminando cualquier sesgo de anticipación de datos futuros. Strategy
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VWAP Gate (1m aligned ORB5)VWAP Gate v2.3 is a 1-minute aligned, session-aware VWAP regime filter (“gate”) designed to keep VWAP trades out of flat/choppy conditions and focus only on periods where VWAP is moving with structure. It plots a Session Anchored VWAP (RTH) with an ε touch zone, optionally plots an Overnight Anchored VWAP, and can mark VWAP retest entry signals only when the gate is active and price action confirms.
This is an overlay tool for discretionary execution and rule-based filtering. It does not manage exits, risk, or position sizing.
Core idea (what it does)
VWAP works best when the market has directional order flow and fails in mean-reverting chop. This indicator attempts to separate those regimes by requiring:
VWAP has actually moved (slope/magnitude filter)
Price is not constantly flipping around VWAP (chop filter)
Price is holding on one side of VWAP by a realistic buffer (hold/acceptance filter)
Only when these conditions persist does the Gate turn ON, enabling a “tradeable VWAP” environment.
All calculations are done on 1-minute data using request.security(..., "1", ...) so the behavior stays consistent across chart timeframes.
What is plotted
1) Session AVWAP (RTH Anchored VWAP)
A manually computed VWAP that resets at the start of the RTH session (default 09:30–16:00 New York).
It is plotted as “Session AVWAP” and changes color based on gate state and directional readiness (see “Colors” below).
2) VWAP ε Touch Zone (retest band)
Two lines around Session VWAP:
VWAP ε Upper = VWAP + ε
VWAP ε Lower = VWAP − ε
The band between them is filled. This creates a practical “touch zone” for retests and rejection closes.
ε (epsilon) is adaptive to instrument microstructure:
ε = max(minTicksEps × tickSizePts, spreadPts × epsSpreadMult)
This prevents treating tiny touches (often just spread/noise) as meaningful VWAP interactions.
3) Overnight AVWAP (optional)
If enabled, plots an Overnight anchored VWAP computed over the defined overnight session (default 00:00–09:30 New York).
Useful for mapping overnight fair value into the open.
4) ORB(5) High/Low (optional)
Plots the Opening Range Breakout (5 minutes) high/low (default 09:30–09:35 New York).
Optionally draws an ε band around ORB levels (ORB ± ε) to account for noise/spread around key levels.
5) VWAP Retest Entry Markers (optional)
When the gate is active, the tool can print:
“L” for a long retest entry
“S” for a short retest entry
These are filters + triggers, not guaranteed trades.
Gate logic (when trading is allowed)
A) VWAP Move / Slope filter
The indicator measures VWAP displacement over lookbackMin minutes:
VWAP_move = |VWAP_now − VWAP_lookback|
It must exceed thresholds tied to:
Recent price range: thrRange = kRange × (highestHigh − lowestLow over lookback)
Spread: thrSpr = kSpread × spreadPts
Threshold mode
Strict AND: VWAP_move must beat both thresholds
Loose: VWAP_move must beat max(thrRange, thrSpr)
Purpose: block low-energy sessions where VWAP drift is too small vs noise.
B) Chop filter (VWAP flips)
The indicator counts how often price flips sides of VWAP during the lookback window (with a small buffer to reduce micro-noise flips).
If flips exceed maxCrossesN, the environment is classified as chop and the gate cannot activate.
Purpose: avoid mean-reverting “ping-pong” around VWAP.
C) Gate confirmation (anti-flicker / hysteresis)
The gate requires persistence:
Gate turns ON after onConfirmBars consecutive passes
Gate turns OFF after offConfirmBars consecutive fails
Purpose: prevent rapid ON/OFF switching in borderline conditions.
Directional “Hold” readiness (LONG vs SHORT bias)
Even when the gate is ON, the indicator requires acceptance away from VWAP:
Define δ (delta buffer):
δ = max(2 ticks, spreadPts × holdDeltaMult)
Then:
HoldLong = price has stayed > (VWAP + δ) for holdBars 1-minute closes
HoldShort = price has stayed < (VWAP − δ) for holdBars 1-minute closes
Additionally, direction must agree with VWAP slope:
Long requires VWAP slope > 0
Short requires VWAP slope < 0
Purpose: avoid “false bias” when price temporarily deviates but VWAP is drifting the other way.
VWAP Retest Entry signals (L / S)
Entry markers trigger only when all are true:
Gate is active
Inside your Trade Window (default 09:40–11:00 New York)
HoldLongOk / HoldShortOk is true
Price touches the ε zone: low ≤ VWAP+ε AND high ≥ VWAP−ε
Then closes away from VWAP (“rejection close”) by a fraction of ε:
Long rejection:
close > VWAP + (ε × rejCloseFrac)
Short rejection:
close < VWAP − (ε × rejCloseFrac)
Optional: Require pullback can require the previous close to already be on the trend side (to avoid first-touch chaos).
Colors (quick regime read)
The Session VWAP line and ε zone communicate state:
Gray: gate inactive / no-trade regime
Yellow: gate active but no clean long/short hold yet (standby)
Lime: gate active + long hold confirmed (long bias)
Red: gate active + short hold confirmed (short bias)
Optional background tint can reinforce gate state, and optional shading can gray out bars outside the trade window.
Important notes / limitations
Set spreadPts and tickSizePts correctly for your instrument. ε and δ depend on them; wrong values distort the entire filter.
The indicator uses 1-minute computations across all chart timeframes for consistent behavior.
This tool is a regime filter + entry trigger, not a complete trading system (no exits, no sizing, no expectancy validation included).
If volume is missing/invalid, the script substitutes a minimal volume value for VWAP calculations.
Suggested use
Use Prop VWAP Gate to:
Avoid VWAP trading in flat/choppy opens
Focus attention when VWAP is moving and price is holding with structure
Execute VWAP retest setups inside a controlled time window
Combine with ORB(5) and overnight VWAP for key reference levels Indicator
5m ORB with Dynamic Position Size and TargetThis script is based off of the 5 minute high and low (opening range) of the NY session, specifically developed for ES/MES. It marks the high and low of the first five minutes of trading, as well as marks profit targets if price breaks out high or low.
In settings you can configure the maximum capital to risk, high volatility target and regular volatility, and the ORB size in points that indicates if it is a high or normal volatility regime. I use a maximum risk of $500, normal volatility target of 1.5 RR, and a high volatility target of 1.0 RR. The maximum ORB range that I assume is normal volatility is 20 points, so below 20 points it targets 1.5 RR, above it targets 1.0 RR.
For illustrative purposes, I will outline my current strategy below. This is not financial advice, obviously.
When price breaks out of the 5 minute opening range, I enter in the direction of the move (break out of the high, I enter long; break down from low, I enter short). Stop loss is set at one tick outside of the opposite end of the range. I currently exit the full position at the target price, but will be playing around with leaving a runner for trend days.
Again, not financial advice. Be sure to paper trade before committing any real funds. Indicator
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Thrax - QuickStrike 5-Mins Scalping** Indicator Description **
1. Price Change Threshold (%) – The minimum price change required for a candle to be recognized as significant. Candles exceeding this threshold are considered potential candidates for zone creation. Default value for 5 min is 0.5%. As you move on higher timeframe the threshold should increase
2. Percentage Change for Zones (%) – The amount of price movement needed to form a dynamic support or resistance zone. Tweak this to control how sensitive the indicator is to price fluctuations. 5 min default value is 1%. For 15 min suggested is 2-3%.
3. Break Threshold for Zones (%) – Defines how much price must break above or below a zone for it to be removed from the chart/mitigated. Keeps the chart clean by removing invalidated zones. Default value is 0.1% in 5 min, for 15 min it is 0.5%.
4. Buy Zone Retracement Level (%) – The percentage retracement level for defining the inner buy zone within a broader bullish zone. Ideal for timing precision entries. Ideal value is 75%
5. Sell Zone Retracement Level (%) – The percentage retracement level used to determine the inner sell zone within a larger bearish zone. Helps in identifying potential reversal areas or exits. Ideal value is 25%
By tailoring these inputs, traders can fully customize the indicator to suit their scalping strategies, enhancing their ability to navigate fast-moving markets with confidence.
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There are two primary approaches for scalping using this indicator:
1. Candle-Based Scalping:
a. Bullish Signal: When you observe a bullish candle highlighted in blue (by default), you can consider entering a long position at the close of this candle. It’s advisable to wait for the candle to close before taking action. For a more aggressive scalp, you might take profits based on your scalp target after a few subsequent candles. If the price remains stagnant or moves unfavorably in the next few candles, you can exit with a small loss. Alternatively, if you have a higher risk tolerance, you may hold the position even if the price initially declines within a set percentage.
b. Bearish Signal: For a bearish candle highlighted in yellow, you can enter a short trade at the close of the candle. Similar to the bullish setup, you have the option to exit after a few candles if the price doesn’t move as expected or hold the position with a higher risk tolerance if the price goes up initially.
2. Zone-Based Scalping:
Entering Zones: Monitor the price as it enters a defined support or resistance zone. If you are open to higher risk, you can enter a trade immediately upon the price entering the zone. For a more cautious approach with a smaller stop loss, wait for the price to reach a retracement level within the zone before initiating your trade. This approach allows for a more precise entry but may result in missing out on trades if the price reverses before hitting the retracement level. Conversely, entering at the zone’s boundary offers the potential for early trade capture but comes with a higher stop loss risk.
Adjust these strategies based on your risk tolerance and trading preferences to optimize your scalping opportunities. Indicator
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5min MACD scalp by JoelThis strategy is inspired by a youtuber called Joel on Crypto. He trades this using Ema, MACD indicators and his own experience. For more information, check out his Best Crypto Scalping Strategy for the 5 Min Time Frame video. I have tried to automate this a little.
Long or Short trades are determined with a crossing of the fast Ema over the slow Ema for Long and the opposite for Short. Trades should only happen close to the crossovers. Then for Long we use the MACD indicator with a 1min TF (I had better results using the 5min) where we look for high peaks in negative values for Long and vice versa for Shorts. These should be significantly higher than other peaks (or if you will lower peaks for a Long).
Hence, the key is to detect high peaks on the histogram, which I try to achieve by checking if the last 2 values were higher than X bars back. If you want to make it even more specific, then you can turn on the additional checkbox which compares the current value to the average value of X bars back, and if it is greater than, say, 50% the value of the average (= 1.5x the average), then it's ok for the trade.
I also noticed that the strategy often bought at the top or bottom, so I added a check that compares whether the last evaluated bar is the first rising bar (for Long) or falling bar (for Short). This can be turned on or off.
Target profit 0,5% and stop loss 0,4% are based on his recommendation. The strategy is set to take only 1 trade at a time , and you can have a back tester table on.
I'm still a pine script beginner, so the strategy is certainly not perfect and could be improved. If you have any tips on how to improve it further, please let me know. I will try to update it when I have time.
I would also like to thank Joel on Crypto for sharing the strategy and @ZenAndTheArtOfTrading for his great library and code (thanks to him we have a back tester table in here), but especially his educational videos on youtube, which taught me a lot about pine script.
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First time coding - a 5min forex Scalping strategy This is my first attempt at producing a strategy in Pine Script.
I am NOT a professional coder. I'm not even a good coder at that. I've only started Pine Script coding since September 2019. I am teaching myself.
This script is far from finished. I need to tweak a number of things about this script. Namely:
Add a validity window to the 'trigger bar' condition. Ie, I want to shut down the condition when the price closes above EMA21
Change the order entry so they are stop orders, using the stop entry price derived from the signals
Make changes to lot sizing
Add a trailing stop condition
Comments welcome, but do not expect me to reply to any questions or requests. In fact, don't expect any replies from me. I consider myself notoriously bad at replies.
I do welcome any feedback from any seasoned coders out there, as I am still a novice coder, and have so much to learn!
As to anyone who wants to criticise me - constructive and helpful criticism are most welcome, criticism to make yourself feel superior to me - you kind can eat a dk.
For the strategy rules, google the user ForexSignals TV account and look for the video "SIMPLE and PROFITABLE Forex Scalping Strategy".
Share, learn, prosper
Peace to y'all
Serialhenry
6/11/19 Strategy
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