TRX Grid Long Strategy [3Commas]TRX Grid Long Strategy
🔷 What it does:
This is a long-only price-grid strategy that harvests volatility on TRX / 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 35 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 2.86% of equity at default settings, comfortably inside the conventional 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 TRX 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 1.0% 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 35 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. The status table also reports the cumulative realized net profit (how much the grid has actually earned, in USDT and % of starting capital), so live performance is visible directly on the chart.
- Calibrated for TRX 15m: Default bounds, level count, and step size are set against TRX's recent observed range. The 35-level geometric ladder gives roughly 1.0% per step — wide enough to clear taker fees on each round-trip, granular enough to keep catching 15m swings inside the range.
🔷 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 (0.3713 / 0.2660) was set against TRX'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. Per-slot risk is moderate (~2.86% of equity), but if price collapses below the Low bound, aggregate unrealized loss can grow further — the reference backtest reached a 10.95% maximum equity drawdown. Scale the Investment input down to match the worst-case drawdown you are willing to absorb.
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 ~286 USDT per slot, 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 high number of round-trips. The ~1.0% step is deliberately wider than a tight scalp grid so each round-trip comfortably clears the taker fee. The default commission (0.06% per trade) should be matched to your exchange's actual fees; with a profit factor of 1.227 the edge is modest, so a fee mismatch matters.
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: BYBIT:TRXUSDT.P (Perpetual) — strategy is portable to any TRX / USDT pair.
Timeframe: 15M
Test Period: May 1, 2025 — June 22, 2026 (~13.7 months).
Initial Capital: 10,000 USDT.
Total Investment: 10,000 USDT (100% of capital, high-conviction setting).
Order Size per Slot: Investment / 35 ≈ 286 USDT (~2.86% of equity).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Grid Bounds: High 0.3713 / Low 0.2660 (range −28.36%).
Grid Levels: 35 (Geometric spacing, ~1.0% 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: +481.18 USDT (+4.81%)
Max Equity Drawdown: 1,107.89 USDT (10.95%)
Total Closed Trades: 460
Percent Profitable: 46.30% (213 / 460)
Profit Factor: 1.227
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and set the High and Low bounds to a range you expect TRX 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 — note this configuration reached 10.95%. The 460 closed trades are well above the ~100-trade floor for statistical relevance, but the 1.227 profit factor leaves a modest margin once real fees are applied.
🔸 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 35, 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 (shows range, levels, owned slots, investment, per-slot size, open PnL, and cumulative realized net profit).
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 PulseWire 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. Strategy
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Sav FX - Semi / Quarterly CyclesSav FX - Semi / Quarterly Cycles is a time-based market cycle indicator that visualizes Quadrennial, Quarterly, Weekly, Daily, 6-Hour, 90-Minute, 22.5-Minute, and 5.625-Minute cycles directly on the chart.
The indicator highlights recurring time windows using color-coded cycle boxes, helping traders identify potential timing alignments, session transitions, and recurring market behavior across multiple timeframes.
Features:
Quadrennial (Election Cycle) Analysis
Quarterly Cycles
Weekly & Daily Cycles
6-Hour Session Cycles
90-Minute Market Cycles
22.5-Minute Intervals
5.625-Minute Micro Cycles
Customizable Labels & Colors
Multi-Timeframe Support
Designed for traders who incorporate time-based analysis, market cycles, and ICT-inspired concepts into their trading approach. Indicator
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Copper vs Cu/Au DecompositionCopper vs Cu/Au Decomposition
The copper-to-gold ratio is one of the most widely watched macro signals in markets, used as a proxy for global growth, risk appetite, and the direction of long-end yields. The framework is intuitive. Copper demand rises with industrial activity. Gold demand rises with monetary and geopolitical stress. The ratio encodes the balance between growth-on and defense-on regimes.
It has a structural blind spot. Because Cu/Au is a quotient of two independently moving series, the ratio alone cannot tell you which leg is doing the work. A rising Cu/Au might mean copper is rallying on real industrial demand. It might also mean gold is selling off on a hawkish surprise while copper does nothing. A falling Cu/Au might mean genuine growth weakness, or it might mean copper is strong but gold is even stronger and is masking the signal. Same number, very different stories, very different trades.
This indicator decomposes the ratio into its components so you can see which side is actually driving it. It plots copper, gold, and the ratio as z-score normalized series on a shared monthly timeframe, then adds a derived line that quantifies the gap between copper's absolute strength and what the ratio is reporting. That derived line is the diagnostic.
WHAT IT PLOTS
- Four lines, all sampled on the monthly timeframe regardless of the chart timeframe.
Copper z-score (orange)
- HG1! monthly close, normalized over a rolling 60-month lookback, lightly EMA-smoothed.
Gold z-score (yellow)
- TVC:GOLD monthly close, same treatment.
Cu/Au ratio z-score (aqua)
- The headline series with heavier linewidth.
The ratio is built by sampling both legs on the same monthly bar via nested request security before forming the quotient. This matters. If you compute the ratio at chart level using forward-filled monthly values, a 60-bar rolling window on a daily chart averages roughly three months of stepped data rather than 60 actual monthly observations. The nested approach preserves true monthly resolution in the rolling window.
Copper minus Ratio spread (magenta)
- The diagnostic line. Optional, off by default to keep the panel clean on first load.
Supporting elements include a dashed zero line, light green and red background tints keyed to the ratio's sign, and a status table top-right confirming each symbol loaded. All four lines have independent toggles.
HOW TO READ IT
- The three primary lines tell you what each leg is doing. The magenta spread tells you whether the ratio is being honest about copper.
Spread near zero
The ratio is faithfully reporting copper. Read Cu/Au at face value.
Spread positive and rising
Copper is stronger than the ratio shows. Gold strength is masking it. Lean long copper but do not trust ratio-based signals to size the trade.
Spread negative and falling
The ratio is overstating copper. The move is really a short-gold story misrepresented as a copper bid. Fade ratio-based copper longs in this regime.
THE FOUR CHARACTERISTIC SCENARIOS
Clean cyclical turn - Copper rises, gold flat, ratio rises, spread near zero. All signals agree. The ratio is honest. High-confidence growth-on tape.
Masked copper strength - Copper rises, gold rises harder, ratio flat or falling, spread sharply positive. The ratio is hiding real copper strength behind a stronger gold leg. This is the regime the indicator exists to flag.
Fake copper signal from gold weakness - Copper flat, gold collapses, ratio rises, spread sharply negative. The ratio looks bullish on copper but it is really a short-gold story. Fade.
Confirmed risk-off - Copper falls, gold rises, ratio falls hard, spread roughly flat. Both legs agree on defense. The ratio is honest.
WHAT THE SPREAD REVEALS
The Cu/Au ratio loses information whenever gold moves independently of copper. The spread quantifies that lost information as a single readable number. When it sits near zero, no information is being lost. Copper and the ratio are saying the same thing. When it deviates, the ratio is failing as a copper proxy and you need to step around it to the underlying components.
The decomposition can be done mentally by watching the three primary lines, but doing it in real time while reading a chart is error-prone. The spread does that subtraction explicitly and renders the answer as a single line whose distance from zero is the magnitude of the distortion. Z-scoring the ratio as its own series, rather than computing the spread as copper z minus gold z arithmetically, is the design choice that makes the spread responsive to what the ratio is actually doing as a series, not just what its components are doing in isolation.
INPUTS AND DEFAULTS
Z-Score Lookback (default 60 )
- The rolling window for mean and standard deviation, in monthly bars. Five years captures roughly one full commodity and business cycle, long enough to represent a regime-neutral baseline but short enough to update when the macro environment shifts.
EMA Smoothing Length (default 3)
- Light smoothing on each z-score after normalization. Three monthly bars dampens single-month noise without introducing meaningful lag.
Source Timeframe (default M)
- The timeframe at which all symbols are sampled. See Suggested settings below for pairings with different lookbacks.
Display toggles
- Independent show/hide for each line, the background tint, and the status table.
Suggested settings
The two calibration inputs, lookback and source timeframe, are not really independent. They multiply to give you one number, the regime window the z-score measures against. Lookback × bar length = regime window. The default monthly × 60 produces a 5-year window because that's the natural horizon for Cu/Au as a multi-year cycle signal. Other source timeframes can preserve the same horizon at finer visual resolution.
Macro regime (~5 years)
- The indicator's original design horizon. Best for reading Cu/Au as a structural cycle tool. Monthly × 60, weekly × 260, daily × 1260, or 3D × 420.
Cycle phase (~2 years)
- Intermediate, captures one full phase of a business or commodity cycle. Useful when the broader regime is well established and the question is where within it you currently sit. Monthly × 24, weekly × 104, daily × 504, or 3D × 168.
Tactical (~6 months)
- Short horizon, asks where copper sits relative to recent trading. The masking dynamic operates more weakly at this scale, so the spread's diagnostic power is reduced. Weekly × 26, daily × 126, or 3D × 42.
A few practical notes on choosing among these
The higher the source timeframe, the more it filters intra-period noise before the z-score is calculated. Monthly source gives the cleanest macro read but updates only when a new month closes, producing a stepped visual on lower chart timeframes. Setting source equal to your chart timeframe gives a smoother line but mixes regime drift with intra-period noise.
A useful middle ground on multi-day charts is setting source one or two steps above your chart timeframe. On a 3D chart, weekly source smooths daily volatility without going all the way to monthly's stepped behavior.
Z-score magnitudes do not transfer perfectly across sources. Higher-frequency series carry more variance, which inflates the rolling standard deviation and compresses z-scores. The same 5-year window will print spikier readings on monthly than on daily because monthly closes filter noise before the calculation begins. The shape of moves matches across sources, but the amplitudes do not.
The most informative use is running multiple instances of the indicator simultaneously at different horizons. The slow spread tells you whether the macro Cu/Au framework is currently honest. The fast spread tells you about near-term distortions worth trading around.
Notes
Data is fetched with gaps=barmerge.gaps_off and ignore_invalid_symbol=true, so missing bars are forward-filled and the indicator does not break if a symbol fails to load. Calculations are non-repainting.
Best used on weekly or daily charts at the default settings. The monthly resampling gives meaningful resolution there. Below daily, monthly values will appear as long flat segments, in which case the suggested settings above for tactical or cycle-phase calibrations are worth considering.
Originality
The underlying mechanics, z-score normalization, forward-filling, and ratio construction, are standard. The original contributions are three: the integrated four-line decomposition; the construction of the ratio from same-bar monthly samples via nested request security to preserve true monthly window resolution; and the Copper-minus-Ratio spread as an explicit measure of when the Cu/Au ratio is being distorted by gold-side moves. No published PulseWire indicator I am aware of combines these elements as a single diagnostic for Cu/Au signal quality. Indicator
STX Intraday - War Room v2 STX Intraday — War Room
El panel de la sala de mercados STX Desk, en tu gráfico de XAUUSD.
War Room es la herramienta de análisis intradía que usa el equipo STX Desk para leer el oro en tiempo real. Reúne en un solo panel
todo el contexto de una operación —bias, estructura, zonas y gatillo de entrada— para que veas cómo se construye una decisión, paso
a paso, igual que en la sala.
¿Qué muestra?
- Bias multi-temporal. Lee la dirección en H4, H1 y M15 a la vez y resume el sesgo dominante del día.
- Zonas OTE + Fibonacci. Marca la zona de entrada óptima (0.618–0.786) y proyecta los objetivos por extensión (1.618 / 2.0 / 2.618)
con buffer de broker.
- Detección de estructura. Pivotes, doble techo / doble suelo y barridos de liquidez (ICT) sobre el rango reciente.
- Order Block M15. Identifica el bloque de origen tras un desplazamiento con cuerpo dominante.
- Sniper M5 / M1. Afina el gatillo de entrada con confirmaciones y mecha de rechazo mínimas.
- Panel «MARKET STATE». Un tablero que resume el estado del mercado y los niveles activos (PDH, PDL, Asian High, entrada OTE).
- Plan de operación completo. Cada lectura se expresa con entrada, invalidación (SL por ATR) y TP1/TP2/TP3 — un plan, no una flecha
suelta.
Para quién
Para el trader que ya domina las bases y quiere operar el oro con el mismo marco que la sala STX Desk. Es el corazón del programa
Pro.
▎ Herramienta de apoyo a la decisión y estudio; no constituye recomendación de inversión ni garantiza resultados. El trading
▎ implica riesgo de pérdida de capital. Indicator
BreakoutBreakout is an overlay indicator for identifying pre-breakout trade context using supply/demand zones, higher-timeframe alignment, moving-average structure, and confluence scoring.
This script is for analysis and planning only. It does not place orders or guarantee results.
What it does
Breakout helps visualize potential long and short setups before price breaks out of a key zone. It combines:
- Key magnet supply/demand zones (strongest reaction levels only)
- HTF trade zones auto-anchored by chart timeframe
- Pre-trade setup boxes with entry, stop, and target
- Diamond markers for high-confluence turning points
- Liquidity levels for potential sweep/SFP context
- Optional info panel with bias, levels, and active setup details
How it works
Magnet zones: pivot highs/lows cluster into levels. Levels price revisits gain strength. Only the strongest are drawn.
HTF trade regime: each chart timeframe uses two higher anchor timeframes. Long ideas can be filtered to HTF demand zones; shorts to HTF supply zones. Zones use confirmed HTF swing highs/lows with ATR-based width and reach.
Setup engine: setups form when zone context, trend/MA structure, confidence score, and cooldown align. Stops use risk percent, MA support/resistance, swing levels, and a max distance cap. Targets use a configurable minimum risk/reward.
Diamond signals: require structure (SFP, reversal, or MA setup), zone context, and supporting momentum/trend. Optional volume spike and RSI divergence add confluence. Not every pivot prints a diamond.
Volume and divergence: abnormal volume spikes (relative volume and z-score) can combine with RSI divergence in diamonds and setup scoring.
MTF data uses request.security() with barmerge.lookahead_off to avoid lookahead on higher-timeframe context.
How to use
1. Add Breakout to your chart.
2. Choose your execution timeframe.
3. Keep HTF zone filter on for higher-timeframe alignment.
4. Wait for price at HTF zone plus key magnet zone, then diamond or setup box with confidence at or above Min Confidence.
5. Use entry, stop, and target from the active setup box for planning.
6. Manage risk with your own rules.
Main settings
- Risk: risk per trade, min R/R, max hold bars
- Filters: min confidence, approach distance, cooldown, volume, vol spike and divergence
- HTF zones: trade inside HTF S/D only, auto anchors, zone width and reach
- Display: zones, setups, liquidity, labels, info panel, EMAs, diamond spacing
Alerts
- Breakout Long Setup
- Breakout Short Setup
- Breakout Approaching Demand
- Breakout Approaching Supply
Alerts reflect script conditions at alert time. They are not trade recommendations.
Disclaimer
Educational and informational use only. Not financial advice. Trading involves risk, including loss of capital. Past results do not guarantee future performance. Use at your own discretion. Indicator
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Window Sniper FVG # Window Sniper FVG — PulseWire Yayın Açıklaması (Taslak)
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## OVERVIEW
**Window Sniper FVG** finds the *first* Fair Value Gap that forms inside any number of user-defined intraday time windows — and it does this on a timeframe completely independent from your chart's timeframe.
Most "session + FVG" tools on PulseWire either (a) hard-code their sessions to a single well-known killzone setup, or (b) detect every FVG that occurs without anchoring them to a specific time window. This script does neither: it lets you define **up to three independent time windows** (start time, end time, color, and label — all freely editable), and inside each window it isolates the **single first FVG** that forms there — discarding any subsequent gaps in the same window. The result is a script equally useful for ICT-style Silver Bullet trading, for custom 4-hour candle opens, for session-open killzones on indices, or for any other recurring intraday window a trader wants to study.
## WHY THIS IS A MASHUP, AND WHY IT'S JUSTIFIED
This script combines two distinct mechanisms that, on their own, solve only half the problem traders actually face:
1. **Session/window visualization** — drawing a box or strip that marks when a custom time window is active on the chart (so the trader has a visual anchor for "this is the session I'm watching").
2. **First-gap-per-window detection** — a state machine that resets at the start of every new window and locks onto the first FVG formed inside it, running entirely inside `request.security()` so the detection timeframe (e.g., 5min or 15min) is independent of whatever timeframe the chart itself is displaying.
Neither piece is useful in isolation for this specific workflow: a session marker without FVG detection is just a colored box, and an FVG detector without session-awareness cannot tell a trader *which* gap, among dozens per day, is the one that matters for their specific time-of-day model. The combination is what turns this into a single coherent tool: open the chart, see the window, see the one gap that defines it.
## KEY FEATURES (what makes this different from existing FVG scripts)
- **Not limited to Silver Bullet** — the three windows ship with the ICT Silver Bullet defaults (London Open 03:00-04:00, NY AM 10:00-11:00, NY PM 14:00-15:00), but every session is a free-form time input. Use it for 4-hour candle opens, custom killzones, economic-release windows, or any other recurring intraday period — the underlying logic doesn't know or care that the defaults happen to be Silver Bullet hours.
- **First-gap-per-window, not every gap** — inside each active window, the script locks onto the first Fair Value Gap that forms and ignores every subsequent gap until the next window starts. This mirrors how ICT-style traders actually use a killzone: one defining imbalance per session, not a cluttered feed of every 3-candle gap.
- **Independent FVG detection timeframe** — the FVG search runs on a timeframe you choose (default 5 minutes), completely decoupled from your chart's timeframe. Stay on a 15min or 1H chart for your overall read, while the script quietly finds the first 5min (or 1min, or whatever you set) gap inside each window in the background.
- **Configurable time zone** — session times are evaluated against a UTC-offset you select (UTC-5 through UTC+9, including Istanbul/Moscow at UTC+3), so the tool isn't tied to New York sessions and works for traders centered on other markets.
- **Color-coded by window, bordered by direction** — each FVG's fill color matches the window it formed in (so you can tell at a glance which session produced it), while the border color and an optional arrow in the label indicate bullish vs. bearish direction.
- **Two distinct window visualization styles** — display windows as a price-hugging box that grows with the session's range ("Label" style), or as a fixed strip offset from price by a multiple of the daily ATR ("Top"/"Bottom" style) for a cleaner, less chart-intrusive look.
## HOW TO USE IT
1. Pick the time zone matching the market you trade (General settings).
2. Enable or disable each of the three windows and set their start/end time, color, and label text. The defaults are ICT Silver Bullet hours, but you can repurpose them for any recurring session.
3. Set the FVG detection timeframe (default 5min) — this is independent of your chart's timeframe.
4. Watch each active window: the first Fair Value Gap that forms inside it gets boxed, colored by window and bordered by direction, and extends right until either price mitigates it, the trading day ends, or a fixed bar count is reached (your choice).
## CREDITS
This script's window-marking visualization is built on an open-source killzone-box concept originally shared by **@joshuuu**, and its multi-timeframe "first gap per interval" detection architecture is adapted from the open-source **"Cozy 1st FVG "** script. Both components were substantially rewritten and extended: the fixed automatic interval logic was replaced with fully user-configurable, independently toggleable time windows; a configurable time zone selector was added; the visual system (window-colored fills, direction-colored borders, auto-contrast label text, two distinct window display styles) is original work; and the two previously separate mechanisms were integrated into a single coherent first-gap-per-window pipeline. Thank you to both original authors for the groundwork.
## DISCLAIMER
This script is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Fair Value Gaps and time-window analysis are descriptive tools for studying price behavior, not predictive signals or a guaranteed edge. Past behavior of price around these zones does not guarantee future results. Trade at your own risk.
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Smart Circuit DetectorHere is a detailed, professional, and structured description you can copy and paste directly into your PulseWire publication. It highlights the problem the script solves (chart clutter) and clearly explains its features to other traders.
Title: Minimal Circuit Change Detector (5%, 10%, 20% Limits)
Description:
Tracking intraday circuit limits or major percentage milestones can easily turn your chart into a messy, unreadable cluster of repetitive labels. The Minimal Circuit Change Detector is designed to solve exactly that.
This indicator cleanly detects when an asset hits critical daily percentage moves (5%, 10%, and 20%) from the previous day's close. Instead of spamming your chart with a label on every single candle that remains at that limit, it uses a strict state-tracking engine to plot a single, distinct tag only on the exact candle where the circuit limit is newly breached.
🌟 Key Features
Anti-Clutter State Tracking: The script remembers the currently active circuit limit. If a stock rides the 5% limit for 10 consecutive candles, you will only see one label on the very first candle of that move.
Multi-Tier Circuit Detection: Automatically detects and categorizes hits into three major bands:
5% Limit: Drops a Red label from above the bar.
10% Limit: Pushes a Yellow label from below the bar.
20% Limit: Pushes an Orange label from below the bar for extreme moves.
Fractional Noise Tolerance: Markets aren't perfectly precise. The script includes a minor buffer (e.g., triggering a 5% hit between 4.8% and 5.2%) to account for decimal noise and ensure you don't miss a limit hit just because the price was off by a fraction of a cent.
Flawless Previous Close Fetching: Utilizes PulseWire's request.security function with lookahead_on specifically targeting historical data (close ). This ensures yesterday's exact closing price is grabbed cleanly for intraday calculations without any repainting issues.
🧠 How It Works
The script calculates the maximum percentage move (both high and low) relative to the previous daily close on every single intraday bar. It evaluates these percentages against the built-in thresholds. If a new threshold is hit, it triggers a "state shift" and plots the corresponding visual tag. It will then remain silent until the price either drops out of the limits entirely or advances to the next limit tier (e.g., jumping from 5% to 10%).
🎯 Best Used For:
Volatile Markets: Extremely useful for markets with hard exchange-imposed circuit breakers (like the NSE/BSE in India or crypto assets).
Momentum Traders: Easily visually identify exactly when a stock catches fire and shifts into a new volatility gear.
Clean Charting: Perfect for traders who want critical alerts without sacrificing the visibility of their price action and candlesticks.
Add it to your chart, and never miss a circuit shift again—without the visual spam! Indicator
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ARB RSI Short Indicator [3Commas]ARB RSI Short Indicator
🔷 What it does:
This is the signal-only companion to the ARB RSI Short strategy — it fires alerts without running a backtest engine. It tracks one virtual short at a time, opened when the 4-hour RSI(14) crosses back DOWN through 74 (an overbought rollover). Two averaging orders stack ABOVE entry at +5% and +10% (sizes scaled 1.7×: 850, then 1,445). The deal closes on a fixed 6% Take Profit from the average. There is no Stop Loss — the position is bounded by the 2-rung ladder. Running average entry, deployed capital, open PnL, and lifetime realized PnL are kept from honest fill-by-fill bookkeeping, and every event emits a webhook-ready JSON payload for a DCA Bot.
- Entry on the 4h RSI rollover: crossing DOWN through 74.
- Two averaging orders above entry: +5% / +10%, sized 1.7× per rung.
- Fixed 6% Take Profit from the running average. No trailing.
- No Stop Loss — bounded by the 2-AO ladder.
- Live Open PnL and lifetime Total PnL on the chart.
🔷 Who is it for:
- Swing traders fading higher-timeframe overbought conditions on ARB.
- DCA-style traders comfortable with rare, selective entries (a 4h RSI rollover fires only a few times per year).
- Bot operators wiring PulseWire alerts straight into a DCA Bot via per-event JSON.
- Traders who accept a bounded ladder with no hard stop in exchange for a high deal-close rate.
🔷 How does it work:
Entry Trigger: A 4-hour RSI(14) is pulled with request.security and lookahead disabled (no repaint). The short fires when that RSI was ≥ 74 on the prior 4h close and drops below it on the current close.
Base Entry: On the trigger, the indicator marks a virtual short, records the entry, and seeds the cost-basis ledger with the base order size (default 500 USDT).
Averaging Ladder: Two safety orders at fixed +5% / +10% above base, sized 850 then 1,445 (1.7× progression). Each fill updates the running cost-basis and dispatches its own webhook, raising the virtual average entry.
Honest Bookkeeping: Cost and quantity update on every event, so the average entry, deployed capital, Open PnL, and Total PnL in the status table reflect the true broker-equivalent state.
Exit: A fixed 6% Take Profit below the running average. When close reaches it, the close webhook fires, realized PnL accumulates, and the virtual position resets.
No Stop Loss: There is no exit signal above the top rung. Risk is structurally capped on the bot side by the bounded position; if a hard stop is required, configure it on the bot.
Lifetime Total PnL: Each closed cycle's realized PnL accumulates into a lifetime counter shown alongside the current-cycle Open PnL.
🔷 Why it's unique:
- Higher-Timeframe Rollover: Firing on a 4h RSI cross-down through 74 is far more selective than an intraday trigger — it waits for a meaningful overbought turn.
- Bounded Averaging, No Stop: A compact 2-rung 1.7× ladder caps the maximum position in advance, which is the structural risk control in place of a stop.
- Fixed Recovery Target: The 6% Take Profit on the averaged-down entry releases the deal on a clean, defined bounce.
- Lifetime PnL Tracking: Open and lifetime Total PnL on the chart give strategy-tester-equivalent insight without a backtest.
- Plug-and-Play Webhooks: Base, each AO, and the exit each emit a complete JSON alert; one "Any alert() function call" alert drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Indicator:
Sample Size (Important): Over a ~3.25-year backtest the companion strategy produced only 10 closed trades — far below the ~100-trade floor for statistical relevance. The 80% win rate and high profit factor are a consequence of this tiny, selective sample and must NOT be extrapolated. Treat them as a demonstration of the entry's discipline; validate across more assets and conditions, and expect a very low signal frequency.
No Stop Loss / Tail Risk: With no stop, a sustained rally above the +10% top rung leaves the full virtual position open until price reverts to the 6% target — the largest risk here. The bounded ladder caps deployment (~28% of reference equity), not how far price can run against the unhedged remainder.
Short Execution Venue: This signals shorts. Live shorting of ARB requires a margin or perpetual venue — it cannot run on a spot account.
Cross Detection Granularity: Entries, AO fills, and exit evaluate on bar close. A spike-and-revert within a single bar may be missed by design — matching realistic polling and avoiding intra-bar over-signaling.
Live vs Historical State: The virtual state is rebuilt from chart history on each recompile. If added mid-deployment or if the live bot diverges (manual interventions, partial fills), states may differ. 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 gives a running approximation. For full metrics over a ~3.25-year sample (10 closed trades, 80.00% win rate, 4.48% max drawdown, profit factor 16.189, +5.30% net return), use the companion strategy version on identical parameters — and read the Sample Size note above before relying on those figures.
🔷 How to Use It:
🔸 Add the indicator to a 4h ARB / USDT chart.
🔸 Review the RSI trigger level (74), the AO deviations/sizes, and the Take Profit. Defaults mirror the source strategy.
🔸 Set Base Order Size and AO sizes to match your bot's configuration (the 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_ARB).
🔸 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 emits JSON for entry, each averaging order, and the TP exit.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): Virtual order size for the avg-entry / open-PnL computation.
Averaging Orders per Trade: Number of safety orders (default 2).
First AO Size (USDT): Virtual size of the first averaging order; subsequent AOs scale by the Order Size Multiplier.
Deviation to First AO (%) / Deviation Step Multiplier: Spacing of the AO ladder above base entry. Defaults to +5% then +10%.
Order Size Multiplier: Per-rung size scaling (default 1.7).
RSI Timeframe / Length / Crossing Down Level: The 4h RSI(14) crossing-down trigger for the base short.
Take Profit (%): Fixed distance below average entry where the virtual short 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, 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.
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The information and publications within the 3Commas PulseWire 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. Indicator
ARB RSI Short Strategy [3Commas]ARB RSI Short Strategy
🔷 What it does:
A short-only, momentum-fade DCA system for Arbitrum on the 4-hour chart. The deal opens only when the 4h RSI(14) crosses back DOWN through 74 — a clean overbought rollover, which on a higher timeframe is a rare, selective event. Two averaging orders then stack ABOVE the base entry (+5% and +10% adverse) with sizes scaled 1.7× per rung, so a continued push higher improves the average. The position closes on a fixed 6% Take Profit from the average. There is no Stop Loss — risk is structurally capped by the bounded 2-rung ladder.
- Single base short plus two averaging orders at +5% / +10% above entry.
- Order sizes scaled 1.7×: base 500 → AO1 850 → AO2 1,445.
- Fixed 6% Take Profit from the running average entry. No trailing.
- No Stop Loss: maximum position is bounded by the 2-AO ladder (no adds beyond AO2).
- Every base fill, averaging order, and exit emits a webhook-ready JSON payload for a DCA Bot.
🔷 Who is it for:
- Swing traders who fade higher-timeframe overbought conditions on ARB.
- DCA-style traders comfortable with rare, selective entries (a 4h RSI rollover fires only a handful of times per year).
- Bot operators driving a DCA Bot from PulseWire alerts with per-event JSON payloads.
- Traders who accept a bounded martingale-style ladder in exchange for a high deal-close rate, with no hard stop.
🔷 How does it work:
Entry Trigger: A 4-hour RSI(14) is sampled via request.security with lookahead disabled (no repaint). The short opens when that RSI was ≥ 74 on the prior 4h close and drops below it on the current close — the overbought-to-neutral rollover.
Base Order: 500 USDT default (5% of 10k capital), placed Limit at the signal bar's close (a Market toggle is available).
Averaging Ladder: Two safety orders sit at fixed +5% and +10% above the base. Sizes scale by 1.7× from an 850 USDT first AO (850, then 1,445). Each fill raises the average entry, shrinking the move-down needed to hit the target.
Exit: A fixed 6% Take Profit below the running average entry. When close reaches it, the position closes at market. No trailing.
No Stop Loss: There is no exit on adverse moves above the top of the ladder. Per-trade risk is structurally capped by the bounded position — base + 2 AOs = ~$2,795 max deployed (~27.95% of equity). If a hard exchange-side stop is required, layer it on the bot.
🔷 Why it's unique:
- Higher-Timeframe Rollover: Firing on a 4h RSI cross-down through 74 is far more selective than an intraday trigger — it waits for a meaningful overbought turn, so capital is committed rarely and at stretched conditions.
- Bounded Averaging, No Stop: A compact 2-rung 1.7× ladder caps the maximum position in advance, which is the structural risk control in place of a stop.
- Fixed Recovery Target: The 6% Take Profit on the averaged-down entry releases the deal on a clean, defined bounce.
- Plug-and-Play Webhooks: Base, each AO, and the exit each emit a complete JSON alert; one "Any alert() function call" alert drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Strategy:
Sample Size (Important): Over a ~3.25-year backtest the strategy produced only 10 closed trades — far below the ~100-trade floor for statistical relevance. The 80% win rate and the high profit factor are a direct consequence of this tiny, selective sample and must NOT be extrapolated as a forward edge. Treat the numbers as a demonstration of the entry's discipline only; validate across more assets and conditions before committing capital, and expect a very low trade frequency.
No Stop Loss / Tail Risk: With no stop, a sustained rally above the +10% top rung leaves the full position open and unhedged until price reverts to the 6% target — the single largest risk here. The bounded ladder caps how much is deployed (~28% of equity), not how far price can run against the unhedged remainder.
Market & Timeframe: Calibrated for ARBUSDT.P on 4h. RSI level (74), AO deviations, and sizing should be reviewed before redeploying on another asset.
Capital Deployment: Maximum deployed is ~$2,795 (~27.95% of default 10k equity) — above the conventional 5–10% per-trade band. Scale the base/AO inputs down to dial exposure into a safer range.
Commission Calibration: Default commission is 0.06% (Bybit perpetual taker). Match it to your venue's real fees.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, especially on a 10-trade sample.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:ARBUSDT.P (Perpetual) — portable to any ARB / USDT pair.
Timeframe: 4H
Test Period: March 23, 2023 — June 21, 2026 (~3.25 years).
Initial Capital: 10,000 USDT.
Order Size: 500 USDT base (5%) + 2 averaging orders (850, 1,445) scaled 1.7×.
Max Capital Deployed: ~2,795 USDT per trade (~27.95% of equity).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Margin for Short Positions: 100%.
Indicator Settings: Default Configuration.
Base Order: 500 USDT, Limit by default (Market toggle available).
Entry Trigger: 4h RSI(14) Crossing Down 74.
Averaging Orders: 2 at fixed +5% / +10% above base entry; sizes 850 / 1,445 (1.7× progression).
Take Profit: 6.0% below average entry (no trailing).
Stop Loss: None — bounded position ladder is the structural risk cap.
Strategy: Short Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance. This is a very small (10-trade) sample — see the Sample Size note above.
Net Profit: +530.08 USDT (+5.30%)
Max Equity Drawdown: 448.19 USDT (4.48%)
Total Closed Trades: 10
Percent Profitable: 80.00% (8 / 10)
Profit Factor: 16.189
🔷 How to Use It:
🔸 Adjust Settings: Review the Base Order Size, the AO deviations/sizes, the RSI trigger level, and the Take Profit. Defaults are calibrated for ARB 4h — recalibrate per asset.
🔸 Results Review: This configuration produced only 10 closed trades over ~3.25 years — far too few to be statistically meaningful. Treat the metrics as indicative of the entry's selectivity, not a forward guarantee; broaden testing across assets and consider whether the low trade frequency fits your goals before deploying.
🔸 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. The strategy emits JSON for entry, each averaging order, and exit.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): USDT amount opened on the initial short.
Use LIMIT for Base: Toggle between Limit (default) and Market entry.
Averaging Orders per Trade: Number of safety orders (default 2).
First AO Size (USDT): Size of the first averaging order; subsequent AOs scale by the Order Size Multiplier.
Deviation to First AO (%) / Deviation Step Multiplier: Spacing of the AO ladder above base entry. Defaults to +5% then +10%.
Order Size Multiplier: Per-rung size scaling (default 1.7).
RSI Timeframe / Length / Crossing Down Level: The 4h RSI(14) crossing-down trigger for the base short.
Take Profit (%): Fixed distance below average entry where the short 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 PulseWire 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. Strategy
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