EDIT: For anyone new to NNFX (No-nonsense forex) he goes by VP and has a youtube channel where he explains how to build a systematic trading strategy, check it out if you're interested.
Not how I trade anymore, but I've collected quite a few indicators that others might want to use. These did well in my testing but I can't guarantee that they will work well for you. These are for MT4 on the daily chart, and I've given the best parameters (which were optimised for) in brackets. This is all for the NNFX strategy, meaning that I had a stop loss at 1.5x ATR and a half TP at 1x ATR.
C1/C2 (Trend indicators):
- T3_Trend_CF(32): https://www.mql5.com/en/code/7496
- Trinity_Impulse(27, 11): https://www.mql5.com/en/code/9717
- Momentum(16 zero cross)
- The_Heavy(38, 38): https://www.mql5.com/en/code/11567
- Schaff_Trend_Cycle(6, 25, 13 entry when it curves down/up): https://www.mql5.com/en/code/17700
Volume:
- Volatility Ratio(13 enter with trend when green): https://www.mql5.com/en/code/26159
- Waddah Attar Explosion(Histogram above the line): https://www.mql5.com/en/code/7051
Exit:
- Rex(44, 25 or 19, 11): https://forex-station.com/download/file.php?id=3354211&sid=4021ce6670f5aed2e5ff117d3aa541a0
- Waddah Attar Explosion(Histogram below the line):
- Trailing stop at 1.5x ATR
Baseline:
- NOT HULL, it repaints heavily
- Didn't do well using one

This is a Pine Script strategy I'm using to backtest in Trading View. I've taken the basic code from "3Commas Bot by BJ" combined it with one by CFraser and added my own indicators and 'strategy.entry' criteria.
It compiles with no error but when I try to backtest it gives "No Data". How do I fix this? The script will not place any buy/sell orders.
I found one other person who's had this issue. The person who had answered them said:
"Replace these lines at the end of your code. You're initializing a new local variable in the if block with the = operator. Need to use := to assign value to existing global scope variables rather than create a new local one which will be lost outside the if block:"
Is this my problem too? How would I do the same in my code? I think the error is in the "Entry Conditions", "Logical Order" or "Strategy Execution" sections.
Here is my strategy below. Any help is GREATLY appreciated!
'''// Credit to Bjorgum
// Modified by judgekilday 15/11/21 18:00 Revision 2
//@version=5
strategy("3Commas Bot 2", "Bj Bot", true, precision=3, default_qty_type=strategy.cash, commission_value= 0.05, commission_type=strategy.commission.percent, slippage=1, currency=currency.USD, default_qty_value= 10000, initial_capital= 10000)
// ================================== //
// ------- User Input <----------- //
// ================================== //
longTrades = input.bool (true, "Detect Long Trades", group="Trade variables", tooltip=longTradesTip)
shortTrades = input.bool (true, "Detect Short Trades", group="Trade variables", tooltip=shortTradesTip)
useLimit = input.bool (false, "Use Limit exit", group="Trade variables", tooltip=useLimitTip)
trailStop = input.bool (true, "Use ATR Trailing Stop", group="Trade variables", tooltip=trailStopTip)
FLIP = input.bool (false, "Allow Reversal Trades", group="Trade variables", tooltip=FLIPTip)
setMaxDrawdown = input.bool (false, "Set Max Total DrawDown", group="Trade variables", tooltip=setMaxDrawdownTip)
RnR = input.float (1, "Reward to Risk Ratio", group="Risk Management", tooltip=RnRTip, minval=0)
RiskM = input.float (1, "Risk Adjustment", group="Risk Management", tooltip=RiskMTip, minval=0)
swinglookback = input.int (1, "Swing Lookback", group="Risk Management", tooltip=swinglookbackTip)
maxPercDd = input.int (20, "Max Drawdown (%)", group="Risk Management", tooltip=maxPercDdTip)
atrLen = input.int (14, "ATR length", group="Risk Management", tooltip=atrLenTip)
trailStopSize = input.float (1.5, "ATR Trailing Stop Multiplier", group="Trailing Stop", tooltip=trailStopSizeTip)
trailSource = input.string ("Close", "ATR Trailing Stop Source", group="Trailing Stop", tooltip=trailSourceTip, options=["High/Low", "Close", "Open"])
rrExit = input.float (0.0, "R:R To Trigger Exit", group="Trailing Stop", tooltip=rrExitTip)
drawEntry = input.bool (false, "Draw entry price", group="Display", tooltip=drawEntryTip)
exitLvl = input.bool (true, "Draw trail trigger price", group="Display", tooltip=exitLvlTip)
useTimeFilter = input.bool (false, "Use Time Session Filter", group="Filters", tooltip=useTimeFilterTip)
timeSession = input.session ("0000-0300", "Time Session To Ignore Trades", group="Filters", tooltip=timeSessionTip)
startTime = input.time(timestamp("01 Sep 2021 00:00 GMT-7"), "Start Filter", group="Filters", tooltip=startTimeTip)
endTime = input.time(timestamp("13 Nov 2021 00:00 GMT-7"), "End Filter", group="Filters", tooltip=endTimeTip)
C1_Type = input.string (title="C1 Indicator Type", defval="SSL1", options=["SSL1","QQE"], group = "Confirmation Indicator")
C2_Type = input.string (title="C2 Indicator Type", defval="Abs_Str_Histo", options=["Abs_Str_Histo","DPO"], group = "Confirmation Indicator")
Exit_Type = input.string (title="Exit Indicator Type", defval="C2", options=["C1","C2","SSL3"], group = "Exit Indicator")
Vol_Type = input.string (title="Volume Indicator Type", defval="Damiani_Volameter", options=["Damiani_Volameter","Waddah_Attar_Explosion"], group = "Volume Indicator")
// Trading Rules:
Use_C1 = input.bool (true, title='Use Confirmation 1 Indicator', group = "Trading Rules")
Use_C2 = input.bool (true, title='Use Confirmation 2 Indicator', group = "Trading Rules")
Use_Vol = input.bool (true, title='Use Volume', group = "Trading Rules")
Use_BL = input.bool (true, title='Use Baseline', group = "Trading Rules")
Use_Exit = input.bool (true, title='Use Exit', group = "Trading Rules")
// ================================== //
// --- Constants <----- //
// ================================== //
FLAT = strategy.position_size == 0
LONG = strategy.position_size > 0
SHORT = strategy.position_size < 0
confirmed = barstate.isconfirmed
entry = strategy.position_avg_price
// ================================== //
// --- Variables <----- //
// ================================== //
var lookForExit = false
var tradeStopPrice = 0.0
var tradeTargetPrice = 0.0
var trailingStop = 0.0
var tradeExitTriggerPrice = 0.0
var tradeStopDistance = 0.0
var tradeTriggerPrice = 0.0
// ================================== //
// INDICATORS - SJV //
//==============================================================================
//C1 SSl1
//==============================================================================
//Indicator SSL Channel by Erwin Beckers
SSLlen =input(title="SSL Length", defval=10)
smaHigh =ta.sma(high, SSLlen)
smaLow =ta.sma(low, SSLlen)
Hlv = float(na)
Hlv := close > smaHigh ? 1 : close < smaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? smaHigh: smaLow
sslUp = Hlv < 0 ? smaLow : smaHigh
//SSL Entry Conditions:
SSL1_L = ta.crossover(sslUp,sslDown) or ta.crossover(sslUp[1], sslDown[1])
SSL1_S = ta.crossunder(sslUp,sslDown) or ta.crossunder(sslUp[1], sslDown[1])
plot (sslDown, color = color.red, linewidth=2)
plot (sslUp, color = color.lime, linewidth=2)
//==============================================================================
//==============================================================================
// C1 QQE
//==============================================================================
// credit QQE Mod - Mihkel00
RSI_Period = input(6, title='RSI Length', group = "C1 - QQE")
SF = input(5, title='RSI Smoothing', group = "C1 - QQE")
QQE = input(3, title='Fast QQE Factor', group = "C1 - QQE")
ThreshHold = input(3, title="Thresh-hold", group = "C1 - QQE")
src2 = input(close, title="RSI Source", group = "C1 - QQE")
Wilders_Period = RSI_Period * 2 - 1
Rsi = ta.rsi(src2, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ?
math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ?
math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
QQElength = input.int (50, minval=1, title="Bollinger Length", group = "C1 - QQE")
mult2 = input.float (0.35, minval=0.001, maxval=5, step=0.1, title="BB Multiplier", group = "C1 - QQE")
basis = ta.sma(FastAtrRsiTL - 50, QQElength)
dev = mult2 * ta.stdev(FastAtrRsiTL - 50, QQElength)
upper = basis + dev
lower = basis - dev
// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0
//QQE Entry Conditions
QQE_Long = RsiMa - 50 > upper
QQE_Short = RsiMa - 50 < lower
//==============================================================================
//==============================================================================
//C2 DPO
//==============================================================================
//Detrended Price Oscillator by Tradingview
//changed to input.int from input for v5. QQQ is this right? I hope so!
DPOperiod = input.int(21, title="DPO Length", minval=1)
isCentered = false
barsback = DPOperiod/2 + 1
DPOma = ta.sma(close, DPOperiod)
dpo = isCentered ? close[barsback] - DPOma : close - DPOma[barsback]
//C2 Entry Conditions: enter long above zero line, enter short below zero line
DPO2_L = dpo > 0
DPO2_S = dpo < 0
//If user selected DPO as the C2_Type, then use DPO result as the trigger :
//C2_Type == "DPO" ? Ind_2_L_Trigger := DPO2_L : false
//C2_Type == "DPO" ? Ind_2_S_Trigger := DPO2_S : false
//==============================================================================
//==============================================================================
// C2 Absolute Strength Histogram v2
//==============================================================================
// Absolute Strength Histrogram credit to jiehonglim
Length = input.int(9,title="Period of Evaluation", group = "C2 - Abs Strength Histo")
Smooth = input.int(3,title="Period of Smoothing", group = "C2 - Abs Strength Histo")
src_asi = input(close,title="Source", group = "C2 - Abs Strength Histo")
Mode = input.string(title="Indicator Method", defval="RSI", options=["RSI", "STOCHASTIC","ADX"], group = "C2 - Abs Strength Histo")
ma_type = input.string(title="MA", defval="WMA", options=["ALMA", "EMA", "WMA", "SMA", "SMMA", "HMA"], group = "C2 - Abs Strength Histo")
alma_offset = input.float(defval=0.85, title="* Arnaud Legoux (ALMA) Only - Offset Value", minval=0, step=0.01, group = "C2 - Abs Strength Histo")
alma_sigma = input.int(defval=6, title="* Arnaud Legoux (ALMA) Only - Sigma Value", minval=0, group = "C2 - Abs Strength Histo")
ma_asi(type, src_asi, len) =>
float result = 0
if type=="SMA"
result := ta.sma(src_asi, len)
if type=="EMA"
result := ta.ema(src_asi, len)
if type=="WMA"
result := ta.wma(src_asi, len)
if type=="SMMA"
w = ta.wma(src_asi, len)
result := na(w[1]) ? ta.sma(src_asi, len) : (w[1] * (len - 1) + src_asi) / len
if type=="HMA"
result := ta.wma(2 * ta.wma(src_asi, len / 2) - ta.wma(src_asi, len), math.round(math.sqrt(len)))
if type=="ALMA"
result := ta.alma(src_asi, len, alma_offset, alma_sigma)
result
//
Price = src_asi
//
Price1 = ma_asi("SMA",Price,1)
Price2 = ma_asi("SMA",Price[1],1)
//
//RSI
Bulls0 = 0.5*(math.abs(Price1-Price2)+(Price1-Price2))
Bears0 = 0.5*(math.abs(Price1-Price2)-(Price1-Price2))
//
//STOCHASTIC
Bulls1 = Price1 - ta.lowest(Price1,Length)
Bears1 = ta.highest(Price1,Length) - Price1
//
//ADX
Bulls2 = 0.5*(math.abs(high-high[1])+(high-high[1]))
Bears2 = 0.5*(math.abs(low[1]-low)+(low[1]-low))
Bulls = Mode == "RSI" ? Bulls0 : Mode == "STOCHASTIC" ? Bulls1 : Bulls2
Bears = Mode == "RSI" ? Bears0 : Mode == "STOCHASTIC" ? Bears1 : Bears2
AvgBulls=ma_asi(ma_type,Bulls,Length)
AvgBears=ma_asi(ma_type,Bears,Length)
SmthBulls=ma_asi(ma_type,AvgBulls,Smooth)
SmthBears=ma_asi(ma_type,AvgBears,Smooth)
// Are these the ABS Hist Entry Conditions??
ASI2_L = (SmthBulls ASI2_S = (SmthBears //==============================================================================
//==============================================================================
//VOLUME Inidicator - DV
//==============================================================================
//@version=5
//Adapted from:Damiani_volatmeter.mq4 v3.2
//Copyright © 2006,2007 Luis Guilherme Damiani
// I am changing the sed_atr to 80 from the default which is 40.
// Inputs:
int vis_atr = input.int(13)
int vis_std = input.int(20)
int sed_atr = input.int(40)
int sed_std = input.int(100)
float threshold_level = input.float(1.4)
bool lag_supressor = input.bool(true)
lag_s_K = 0.5
vol = 0.0
s1=nz(vol[1], 0)
s3=nz(vol[3], 0)
vol := lag_supressor ? ta.atr(vis_atr) / ta.atr(sed_atr) + lag_s_K*(s1-s3) : ta.atr(vis_atr) / ta.atr(sed_atr)
anti_thres = ta.stdev(close, vis_std) / ta.stdev(close, sed_std)
t = threshold_level - anti_thres
vol_m = vol > t ? -1 : 0.03
DV_Trade = vol >= t
DV_DNT = vol < t
Volume_Entry_Block_DV = (DV_DNT == true) and ((Use_Vol == true) and (Vol_Type == "Damiani_Volameter")) ? true : false
//Volume Entry Conditions:
//ok to go long or short as long as the volume is greater than the threshold
DV_L = DV_Trade
DV_S = DV_Trade
//==============================================================================
//VOLUME Inidicator - WAE
//==============================================================================
//Waddah Attar Explosion V2 WAE SHK by LazyBear
//Modified for Crypto Market by ShayanKM
sensitivity = input(150, title="WAE Sensitivity", group = "Waddah Attar Expl")
fastLength = input(20, title="WAE FastEMA Length", group = "Waddah Attar Expl")
slowLength = input(40, title="WAE SlowEMA Length", group = "Waddah Attar Expl")
channelLength = input(20, title="WAE BB Channel Length", group = "Waddah Attar Expl")
mult = input(2.0, title="WAE BB Stdev Multiplier", group = "Waddah Attar Expl")
DEAD_ZONE = nz(ta.rma(ta.tr(true),100)) * 3.7
calc_macd(source, fastLength, slowLength) =>
fastMA = ta.ema(source, fastLength)
slowMA = ta.ema(source, slowLength)
fastMA - slowMA
calc_BBUpper(source, length, mult) =>
waebasis = ta.sma(source, length)
waedev = mult * ta.stdev(source, length)
waebasis + waedev
calc_BBLower(source, length, mult) =>
waebasis = ta.sma(source, length)
waedev = mult * ta.stdev(source, length)
waebasis - waedev
//t1 are the volume bars
t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength))*sensitivity
//e1 is the Histogram based on Bollinger Bands
e1 = (calc_BBUpper(close, channelLength, mult) - calc_BBLower(close, channelLength, mult))
//Determine if volume is trending up or down (ie. are these green or red bars)
trendUp = (t1 >= 0) ? t1 : 0
trendDown = (t1 < 0) ? (-1*t1) : 0
trendNone = (trendUp == 0) and (trendDown == 0) //added from c fraser
//determine if the histogram is below the dead zone
WAE_Low = e1 <= DEAD_ZONE ? true : false
//Determine if volume is insufficient. If so do not trade. This occurs if histo is lower than the dead zone, the user has said to use the Volume indicator, and that indicator is the WAE.
Volume_Entry_Block_WAE = ((WAE_Low == true) or (trendNone == true)) and ((Use_Vol == true) and (Vol_Type == "Waddah_Attar_Explosion")) ? true : false
//Volume Entry Conditions:
WAE_L = trendUp > e1
WAE_S = trendDown > e1
//==============================================================================
//==============================================================================
// Volume Entry Block
//==============================================================================
//credit cFraser05
Volume_Entry_Block = Volume_Entry_Block_DV or Volume_Entry_Block_WAE ? true : false
//==============================================================================
// ================================== //
// TIME SESSION FILTER BJ
// ================================== //
isInSession(sess) => na(time(timeframe.period, sess + ":1234567", "GMT-6")) == false
// Calculate ATR for volatility based stops
atr = ta.atr (atrLen)
lowestLow = ta.lowest (low, swinglookback)
highestHigh = ta.highest(high, swinglookback)
timeFilter = (useTimeFilter and not isInSession(timeSession)) or not useTimeFilter
dateFilter = time >= startTime and time <= endTime
withinTime = timeFilter and dateFilter
// =================================== //
// Max Draw Down - BJ //
// =================================== //
condmaxdrawdown = setMaxDrawdown ? maxPercDd : 100 // used to set the max draw down, if used
// ================================== //
// -- Entry Conditions SJV <---- //
// ================================== //
// These conditions are the only thing that you would change to put in your own long and short entry criteria.
// Criteria is calculated above in each Confirmation indicator. Use conditions to alter the definition of "validLongEntry" and "validShortEntry"
// Credit ChrisFraser05
// C1 and/or C2 Type
// Inputs which C1 and C2 confirmation indicators to use as the tigger based on the user's selection.
// and (not Volume_Entry_Block) is included for when the user has selected to require the volume confirmation to enter a trade. It returns true if the user didn't select to use the volume confirmation.
// "and not na(atr)" is used to prevent entries at very beginning of the backtest before ATR can render over its 14 period lookback. Stops and targets cannot calcualte in this period resulting in a broken strategy. Its recommended to keep that with your own criteria.
C1_L = (SSL1_L and (C1_Type == "SSL1")) or (QQE_Long and (C1_Type == "QQE")) and not na(atr)
C1_S = (SSL1_S and (C1_Type == "SSL1")) or (QQE_Short and (C1_Type == "QQE")) and not na(atr)
C2_L = (DPO2_L and (C2_Type == "DPO")) or (ASI2_L and (C2_Type == "Abs_Str_Histo")) and not na(atr)
C2_S = (DPO2_S and (C2_Type == "DPO")) or (ASI2_S and (C2_Type == "Abs_Str_Histo")) and not na(atr)
//Volume Indicator
V_L = (WAE_L and (Vol_Type == "WAE")) or (DV_L and (Vol_Type == "DV")) and (not Volume_Entry_Block)
V_S = (WAE_S and (Vol_Type == "WAE")) or (DV_S and (Vol_Type == "DV")) and (not Volume_Entry_Block)
//Confirm whether or not there are valid entry confirmation signals taking into account whether or not the user selected to use both the C1 and C2. Assign a value of true if they are not using one of the indicators.
C1_Long = C1_L or (Use_C1 == false)
C1_Short = C1_S or (Use_C1 == false)
C2_Long = C2_L or (Use_C2 == false)
C2_Short = C2_S or (Use_C2 == false)
V_Long = V_L or (Use_Vol == false)
V_Short = V_S or (Use_Vol == false)
// Confirm valid long and short entry signals. Accounts for whether or not the user has selected to use all or some of the C1, C2, Vol indicators.
validLongEntry = C1_Long and C2_Long and V_Long
validShortEntry = C1_Short and C2_Short and V_Short
No_Confirm = validLongEntry or validShortEntry
//Plot the entries on the chart
plotshape (validLongEntry, color=color.lime, style=shape.arrowup, location = location.bottom, text="Buy")
plotshape (validShortEntry, color=color.red, style=shape.arrowdown, location = location.bottom, text="Sell")
//Store ATR and Price upon entry of trade.--NNFX
entry_atr = float(0.0) //set float
entry_price = float(0.0) //set float
entry_atr := strategy.position_size == 0 or validLongEntry or validShortEntry ? atr : entry_atr[1]
entry_price := strategy.position_size == 0 or validLongEntry or validShortEntry ? close : entry_price[1]
// ================================== //
// ----- Risk Mitigation BJ <----- //
// ================================== //
// check what trail source was chosen, calcualte the trail price, check if its higher than last bar, assign new trail value
if LONG and trailStop and lookForExit and confirmed
trailSrcLong = (trailSource == "Close" ? close[1] : trailSource == "Open" ? open[1] : lowestLow)
trail = trailSrcLong - (atr * trailStopSize)
needsUpdate = trail > trailingStop
trailingStop := needsUpdate ? trail : trailingStop
// check what trail source was chosen, calcualte the trail price, check if its lower than last bar, assign new trail value
if SHORT and trailStop and lookForExit and confirmed
trailSrcShort = (trailSource == "Close" ? close[1] : trailSource == "Open" ? open[1] : highestHigh)
trail = trailSrcShort + (atr * trailStopSize)
needsUpdate = trail < trailingStop
trailingStop := needsUpdate ? trail : trailingStop
/// Calculate Stops ///
longStop = lowestLow - (atr*RiskM)
shortStop = highestHigh + (atr*RiskM)
longRisk = close - longStop
shortRisk = shortStop - close
longlimit = close + (RnR*longRisk)
shortlimit = close - (RnR*shortRisk)
longLimitDist = close - longlimit
shortLimitDist = shortlimit - close
// ================================== //
// ------ Logical Order <--------- //
// ================================== //
/// Save Stops and set entries ///
if validLongEntry and (FLAT or (SHORT and FLIP)) and confirmed and withinTime and longTrades
tradeStopPrice := longStop
tradeTargetPrice := useLimit ? longlimit : na
tradeExitTriggerPrice := close - (longLimitDist * rrExit)
lookForExit := false
trailingStop := tradeStopPrice
else
validLongEntry := false
if validShortEntry and (FLAT or (LONG and FLIP)) and confirmed and withinTime and shortTrades
tradeStopPrice := shortStop
tradeTargetPrice := useLimit ? shortlimit : na
tradeExitTriggerPrice := close + (shortLimitDist * rrExit)
lookForExit := false
trailingStop := tradeStopPrice
else
validShortEntry := false
// check to see if the rrExit level was exceeded to trigger the trail. If not set then begin trail on entry
if LONG and rrExit != 0.0 and (high >= tradeExitTriggerPrice and trailStop) or (rrExit == 0.0 and trailStop)
lookForExit := true
if SHORT and rrExit != 0.0 and (low <= tradeExitTriggerPrice and trailStop) or (rrExit == 0.0 and trailStop)
lookForExit := true
// ================================== //
// ---- Graphical Display <------- //
// ================================== //
// draw orders if in trade, draw targets or triggers if not exceeded, only draw exit if within RnR boundary. Use draw orders offset to plot one bar before entry to make plot levels visible on first bar of trade
drawOrders = (validLongEntry or validShortEntry) or not FLAT
stopPrice = trailStop ? trailingStop : tradeStopPrice
targetPrice = lookForExit and not useLimit ? na : tradeTargetPrice
drawExit = SHORT and tradeExitTriggerPrice > targetPrice and tradeExitTriggerPrice < entry or
LONG and tradeExitTriggerPrice < targetPrice and tradeExitTriggerPrice > entry
plotExitPrice = ((drawExit and trailStop) or (trailStop and not useLimit)) and (drawOrders or drawOrders[1]) and not lookForExit ? drawOrders ? tradeExitTriggerPrice : tradeExitTriggerPrice[1] : na
plotStopPrice = drawOrders or drawOrders[1] ? drawOrders ? stopPrice : stopPrice[1] : na
plotTarget = drawOrders or drawOrders[1] ? drawOrders ? targetPrice : targetPrice[1] : na
plot (drawEntry ? entry : na, "Entry Price", #9598a1, style=plot.style_linebr)
plot (exitLvl ? plotExitPrice : na, "Trigger Exit", color.blue, style=plot.style_linebr)
plot (plotStopPrice, "Stop Price", color.orange, style=plot.style_linebr)
plot (plotTarget, "Target Price", color.blue, style=plot.style_linebr)
// color background if the bars are outside of time filter
bgcolor (color=(useTimeFilter and isInSession(timeSession)) or not dateFilter ? color.new(color.red,80) : na, title="Filter Color")
// ================================== //
// ------ 3-Commas Keys <--------- //
// ================================== //
// Paste your bot messages here. Make sure you keep single quotes ' on either side of your paste. example: ' paste ' //
// ** SPECIAL NOTE ** Notice that for long and short entries ONLY there is a delay of 1 second. I noticed that flip trades can cause problems at 3commas causing it to miss orders, so a small delay allows things to run smoothly.
// This is up to you, but be aware of it that it is an option to put in a delay to stagger the alerts slightly //
Long = ' { "message_type": "bot", "bot_id": 4635591, "email_token": "25byourtefcodeuufyd2-43314-ab98-bjorg224", "delay_seconds": 1} ' //start long deal
ExitLong = ' { "message_type": "bot", "bot_id": 4635591, "email_token": "25byourtefcodeuufyd2-43314-ab98-bjorg224", "delay_seconds": 0, "action": "close_at_market_price"} ' // close long deal market
Goshort = ' { "message_type": "bot", "bot_id": 4635690, "email_token": "25byourtefcodeuufyd2-43314-ab98-bjorg224", "delay_seconds": 1} ' // start short deal
ExitShort = ' { "message_type": "bot", "bot_id": 4635690, "email_token": "25byourtefcodeuufyd2-43314-ab98-bjorg224", "delay_seconds": 0, "action": "close_at_market_price"} ' // close short deal market
// ================================== //
// ---- Strategy Execution <------ //
// ================================== //
strategy.risk.max_drawdown (value=condmaxdrawdown, type=strategy.percent_of_equity)
// LONG Entry and Exit:
strategy.entry ("Long", strategy.long, when=validLongEntry, comment="Long", alert_message=Long)
strategy.exit ("Long Exit", from_entry="Long", stop=trailStop ? trailingStop : tradeStopPrice, limit=tradeTargetPrice, when=LONG, comment="L Exit", alert_message=ExitLong)
// SHORT Entry and Exit:
strategy.entry ("Short", strategy.short, when=validShortEntry, comment="Short", alert_message=Goshort)
strategy.exit ("Short Exit", from_entry="Short", stop=trailStop ? trailingStop : tradeStopPrice, limit=tradeTargetPrice, when=SHORT, comment="S Exit", alert_message=ExitShort)
// end deal if already in pos. This gives an extra alert to end a deal if reversal trades are allowed. Once per bar is fine because 'confirmed' used in entry criteria
if validLongEntry and SHORT and FLIP
alert (ExitShort, alert.freq_once_per_bar)
if validShortEntry and LONG and FLIP
alert (ExitLong , alert.freq_once_per_bar)
// END'''

Is anyone willing to share a simple trading strategy with trading tips and all.

Does anyone use a trading volume indicator? I’ve been using the Waddah Attar Explosion but I’m sure there must be a better version out there somewhere. Can anyone recommend? Thanks!

List of unauthorized forex trading apps and websites - RBI

Friends, recently the Reserve Bank of India has released a list of 34 forex brokers; which has been declared illegal.
​
https://preview.redd.it/dc1l0ca388o91.jpg?width=637&format=pjpg&auto=webp&s=1a865302fede2fd22985b27c767481ecb4219204
Before releasing this list, RBI had done all checks regarding all transactions of all those forex brokers since February this year. Maybe this doesn't matter to you; Nevertheless, you should definitely check this list once.
So see if your forex broker is not on this list!
👉 Here's a full list of unauthorized forex trading apps and websites

1. Alpari
2. AnyFX
3. Ava Trade
4. Binomo
5. e Toro
6. Exness
7. Expert Option
8. FBS
9. FinFxPro
10. Forex.com
11. Forex4money
12. Foxorex
13. FTMO
14. FVP Trade
15. FXPrimus
16. FXStreet
17. FXCm
18. FxNice
19. FXTM
20. HotFores
21. ibell Markets
22. IC Markets
23. iFOREX
24. IG Markets
25. IQ Option
26. NTS Forex Trading
27. Octa FX
28. Olymp Trade
29. TD Ameritrade
30. TP Global FX
31. Trade Sight FX
32. Urban Forex
33. Xm
34. XTB

Thanks for Reading.
Please share your take on this.

Gak bisa dipungkiri sepanjang tahun 2020-2021 banyak orang memulai investasinya karena influence sosial media. Beruntung bagi yang memulai investasinya lebih awal dan agak celaka bagi yang mulai investasinya di akhir-akhir tanpa tau konsekuensinya. Banyak kasus orang beli saham pake pinjol. Beli BTC, Altcoin pake utangan, uang arisan, bahkan sumbangan gereja.
my advice for you yang kena FOMO:
Miner musiman: Ketika crypto turun drastis di Januari-Februari 2022. Segera jual alat miningmu karena kamu harus menunggu 2024 untuk bisa panen. Karena ketika kamu beli mining rig sekarang harganya sudah naik berkali-kali lipat dari harga wajarnya. Perhitungkan kembali listrik yang harus kamu keluarkan, Gak BEP istilahnya. Contoh nyata Founder Rekeningku yang boncos bertahun-tahun karena nutupin biaya listrik dan beli mining rig kemahalan, baru panen akhir2 ini.
​
Robot trading: Royal Q , Forex dll. Robot trading is scam, jauhi sekarang sebelum terlambat. Janji manis seller Royal Q dan robot forex profit konisten itu gak ada buktinya 100% scam. Kisah nyata banyak yg bunuh diri karena tiba-tiba assetnya hilang diaveraging oleh robot. Jangan sampai kamu jadi korbannya
​
Trader Binomo, Binary option: Kamu yang baru memulai binary option, inilah saatnya dirimu keluar dari sistem jahat Judi 2.0 mungkin diawal kamu akan merasakan profit namun lama kelamaan akan susah dan tiba-tiba akun tersuspen tanpa sebab. Jelakanya gak ada yg bisa jamin akunmu balik karena Binomo dan lainnya jelas ilegal di Indonesia sehingga penyedia layanan tidak diketahui siapa.
​
Trader Saham musiman via signal telegram : Saham ada bull market dan bearish market, lengkapi dirimu dengan FA dan TA tambah bandarmology juga. Investing stock is about your move, bukan orang lain. Jadi pastikan semua keputusan investasi kamu yang buat bukan orang lain.
​
Trader Crypto: Bear market is coming, we need to understand what crypto still alive for next 4 Years(next halving) DCA still the best strategy for you. We will face the second Bull Run but dont fall for it to much, cause second bull run means next winter season.
​
note: I hope yall getting more profit and healthy. May the Force be with you

So I have noticed the explosion in the popularity of TradingView and not just among forex but almost all traders. Almost any trader in social media when referencing charts shows they are using TradingView.
Is it really that awesome compared to IBKR and ThinkorSwim, etc?