FCScalper

sorry , ifogrot to mention, its HA candles the strategy

HA candles btw

attached is the settings. someone with TDview premium can test and let us know please. dont have premium tdview. 6nN5aaRypR

this is a strategy based on the close and every tick: //@version=6 strategy("GAMABOOM Reversal - Hermes v169 (ADX FIXED)", overlay=true, pyramiding=0, initial_capital=10000) //============================================================================= // TICK SETTINGS //============================================================================= stopTicks = input.int(20, "Stop Loss (Ticks)", minval=1) targetTicks = input.int(40, "Take Profit (Ticks)", minval=1) tickSize = syminfo.mintick sl = stopTicks * tickSize tp = targetTicks * tickSize //============================================================================= // TIME FILTER //============================================================================= useTimeFilter = input.bool(true, "Enable Session Filter") startHour = input.int(9, "Start Hour", minval=0, maxval=23) startMinute = input.int(30, "Start Minute", minval=0, maxval=59) endHour = input.int(16, "End Hour", minval=0, maxval=23) endMinute = input.int(0, "End Minute", minval=0, maxval=59) currentMinutes = hour * 60 + minute startMinutes = startHour * 60 + startMinute endMinutes = endHour * 60 + endMinute inSession = not useTimeFilter or (currentMinutes >= startMinutes and currentMinutes <= endMinutes) //============================================================================= // CORE SIGNALS //============================================================================= src = close pchange = ta.change(src, 1) / src * 100 avpchange = ta.alma(pchange, 28, 0.85, 7) rsi = ta.rsi(close, 10) rsiL = rsi > rsi[1] rsiS = rsi < rsi[1] // Chande Momentum length11 = 17 momm = ta.change(close) f1(m) => m >= 0.0 ? m : 0.0 f2(m) => m >= 0.0 ? 0.0 : -m sm1 = math.sum(f1(momm), length11) sm2 = math.sum(f2(momm), length11) percent(nom, div) => 100 * nom / div chandeMO = percent(sm1 - sm2, sm1 + sm2) cL = chandeMO > chandeMO[1] cS = chandeMO < chandeMO[1] // GMA length_gama = 19 sigma_gama = ta.stdev(close, 20) gma = 0.0 sumW = 0.0 for i = 0 to length_gama - 1 w = math.exp(-math.pow(((i - (length_gama - 1)) / (2 * sigma_gama)), 2) / 2) v = ta.highest(avpchange, i + 1) + ta.lowest(avpchange, i + 1) gma += v * w sumW += w gma := (gma / sumW) / 2 gma := ta.ema(gma, 7) //============================================================================= // FLOOR PRESSURE FILTER //============================================================================= threshold = input.int(45, "Floor Pressure Threshold") tr1 = high - low tr2 = math.abs(high - nz(close[1])) tr3 = math.abs(low - nz(close[1])) r7c = math.max(tr1, math.max(tr2, tr3)) p5y = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0 d4h = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0 var float v5g = 0.0 v5g := nz(v5g[1]) - (nz(v5g[1]) / 1) + r7c var float p1b = 0.0 p1b := nz(p1b[1]) - (nz(p1b[1]) / 1) + p5y var float b6t = 0.0 b6t := nz(b6t[1]) - (nz(b6t[1]) / 1) + d4h bullPressure = v5g != 0 ? p1b / v5g * 100 : 0 bearPressure = v5g != 0 ? b6t / v5g * 100 : 0 bullFloor = math.floor(bullPressure) bearFloor = math.floor(bearPressure) bullFloorOK = bullFloor > bearFloor and bullFloor >= threshold bearFloorOK = bearFloor > bullFloor and bearFloor >= threshold //============================================================================= // ADX FILTER (FIXED USING DMI) //============================================================================= adxLen = input.int(14, "ADX Length") adxMin = input.float(18, "ADX Min Threshold") [dmiPlus, dmiMinus, adx] = ta.dmi(adxLen, adxLen) adxOk = adx > adxMin //============================================================================= // SIGNALS //============================================================================= asgma_buy = ta.crossover(avpchange, gma) and rsiL and cL asgma_sell = ta.crossunder(avpchange, gma) and rsiS and cS bom_buy = ta.crossover(avpchange, gma) bom_sell = ta.crossunder(avpchange, gma) bomVolSma = ta.sma(volume, 14) bomVolumeOk = volume > bomVolSma * 0.5 confirmed_buy = asgma_buy and bom_buy and bomVolumeOk and inSession confirmed_sell = asgma_sell and bom_sell and bomVolumeOk and inSession //============================================================================= // FINAL ENTRY FILTER (FLOOR + ADX) //============================================================================= longCondition = confirmed_buy and bullFloorOK and adxOk shortCondition = confirmed_sell and bearFloorOK and adxOk if longCondition strategy.entry("LONG", strategy.long) if shortCondition strategy.entry("SHORT", strategy.short) //============================================================================= // EXITS //============================================================================= strategy.exit("LONG EXIT", from_entry="LONG", stop=close - sl, limit=close + tp) strategy.exit("SHORT EXIT", from_entry="SHORT", stop=close + sl, limit=close - tp) //============================================================================= // VISUALS //============================================================================= plotshape(longCondition, title="LONG", style=shape.labelup, location=location.belowbar, color=color.green, text="BUY") plotshape(shortCondition, title="SHORT", style=shape.labeldown, location=location.abovebar, color=color.red, text="SELL")

will take a look.thank you somuch for the effort. maybe now we can do some ML stuff on it and refine seettings 🙂

I think i have found the bad ''noise''. the continuation logic is correct wich is the part that is providing the good signals. the bad ones 9 LIKE A BUY COMING AT THE TOP and vice versa0 IS BECAUSE the logic is not filtering continuation vs Exhaustion. so the logic for exhaustion seems to be great, this is firing Mean reversion signals to VP but instead its basing as continuation, breakout signals inducing bad bad trades. This probably gonna take a while now, but I guess its a starting point to fix. if anyone want to chime in, more than welcome to help.

I tried to convert it first but the logic in nt8 is different from TDview. Maye we can try with some with Ai premium account and see.. very open to the idea 🙂

Looking good. maybe we can find a way to merge here both indicators haha

yes but the logic between TDV and nt8 are different, and, surprisingly, Tdview came out better for this indicator.

There were some nice banggers with the indicator. i am stil trying to see what else can we do to reduce noise.

i believe was 55$ tier 1.. now 200$

this one jsut came in. it can deliver really good stuff, but still needs improvement, so if you can bring your eyes and brain would help us all. NQ1!_2026-06-03_08-16-46.png

Good morning everyone, hope you guys are well. I came here to share a project of mine that was developed with AI(hermes). its a scalping indicator that provides good trades. I incorporated Volume Spread Analyzys aka VP, Gaussian moving average, Market structure Highs and Lows and one oscilattor that I will share later. the Letters are Normal buys and sells, and Big dots are big confidence Trades. This is to a point where it provides trades where all oh them are showing confluence. NOW, APART from sharing, i came here to ask for help form oyur minds, to helps further improve more this system, what can we add to make it better, adjustments, please let us know. Leaving the code here for you guys to study it. Hope you enjoy! This is for TDview, i know we supposed t only do NT8, but i figured you guys would like to be part of it. Levaing also images below.This is for the 1 minute and 30 minute time frames. GAMABOOM TDView.txt Images: ( mind the box panel, ignore it, AI is out of his mind) 3wSfgHkR2R

yes, came across.. we was charging very cheap in the beggining, now raised the prices aaaaaloooooott kkkkk

I removed almost everything from it and turned only the 8 ema for the 1 minute time frame, it’s great to buy the divergences and I combined them with volume profile and market structure. The best divergences come from when prices takes previous intermediate or long term low/high and low volume nodes or at the usual order blocks. Combine also with channels and wedges. On a very trending market avoid looking for deep low volume nodes and look more for orderblocks. Using dips comes easy of you know how to use it. Also combine with CVD and volume