diff --git a/trading/pinescript/README.md b/trading/pinescript/README.md deleted file mode 100644 index 3ae04db..0000000 --- a/trading/pinescript/README.md +++ /dev/null @@ -1,20 +0,0 @@ -# Sirius Trading - Pine Scripts - -This directory contains custom algorithmic trading scripts designed for TradingView (Pine Script v5). - -## Scripts - -### 1. `SiriusAITrendMaster.pine` -A robust, trend-following strategy designed for crypto and equities. - -**Core Logic:** -- **Entry:** Uses a Fast/Slow EMA crossover. -- **Filter:** Validates momentum by requiring the price to be above/below the Volume Weighted Average Price (VWAP) before taking the cross. -- **Risk Management:** Implements an automated, dynamic ATR-based trailing stop-loss. - -### 2. `SiriusMeanReversion.pine` -A mean-reversion counter-trend strategy designed to catch over-extended moves in ranging markets. - -**Core Logic:** -- **Entry:** Buys when the price crosses below the lower Bollinger Band and RSI is oversold (< 30). Shorts when price crosses above the upper Bollinger Band and RSI is overbought (> 70). -- **Risk Management:** Uses strict percentage-based Take Profit and Stop Loss limits set via the script inputs. diff --git a/trading/pinescript/SiriusMeanReversion.pine b/trading/pinescript/SiriusMeanReversion.pine deleted file mode 100644 index 6f26350..0000000 --- a/trading/pinescript/SiriusMeanReversion.pine +++ /dev/null @@ -1,52 +0,0 @@ -// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ -// © Sirius Trading - -//@version=5 -strategy("Sirius Mean Reversion", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.05) - -// --- Inputs --- -lengthRSI = input.int(14, title="RSI Length", group="Oscillator") -overbought = input.float(70.0, title="Overbought Level", group="Oscillator") -oversold = input.float(30.0, title="Oversold Level", group="Oscillator") - -bbLength = input.int(20, title="Bollinger Band Length", group="Bands") -bbMult = input.float(2.0, title="Bollinger Band Multiplier", group="Bands") - -tpPercent = input.float(2.0, title="Take Profit (%)", step=0.1, group="Exit Strategy") -slPercent = input.float(1.0, title="Stop Loss (%)", step=0.1, group="Exit Strategy") - -// --- Calculations --- -rsiVal = ta.rsi(close, lengthRSI) -[basis, upper, lower] = ta.bb(close, bbLength, bbMult) - -// --- Plotting --- -plot(basis, "BB Basis", color=color.new(color.white, 50)) -plot(upper, "BB Upper", color=color.new(color.blue, 50)) -plot(lower, "BB Lower", color=color.new(color.blue, 50)) - -// --- Logic --- -longCond = ta.crossunder(close, lower) and rsiVal < oversold -shortCond = ta.crossover(close, upper) and rsiVal > overbought - -// --- Execution --- -var float longEntryPrice = na -var float shortEntryPrice = na - -if (longCond and strategy.position_size == 0) - strategy.entry("Long", strategy.long) - longEntryPrice := close - -if (shortCond and strategy.position_size == 0) - strategy.entry("Short", strategy.short) - shortEntryPrice := close - -// Fixed Percentage Exits -if (strategy.position_size > 0) - longTp = longEntryPrice * (1 + tpPercent / 100) - longSl = longEntryPrice * (1 - slPercent / 100) - strategy.exit("Exit Long", "Long", limit=longTp, stop=longSl) - -if (strategy.position_size < 0) - shortTp = shortEntryPrice * (1 - tpPercent / 100) - shortSl = shortEntryPrice * (1 + slPercent / 100) - strategy.exit("Exit Short", "Short", limit=shortTp, stop=shortSl)