From b63f7ab8d127382f743255e8ad8bc1ba1abe9ceb Mon Sep 17 00:00:00 2001 From: laura-abro Date: Wed, 23 Apr 2025 11:40:29 -0300 Subject: [PATCH] Create Prometheus-generated README file --- README_Prometheus.md | 198 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 198 insertions(+) create mode 100644 README_Prometheus.md diff --git a/README_Prometheus.md b/README_Prometheus.md new file mode 100644 index 0000000..06dba96 --- /dev/null +++ b/README_Prometheus.md @@ -0,0 +1,198 @@ +# VSVTrend: Adaptive TradingView Strategy with Advanced Signal Filtering and Risk Management + +## Project Overview + +VSVTrend is an advanced trading strategy designed for TradingView, leveraging Pine Script to create a sophisticated, adaptive trading approach. The project aims to develop a robust "alpha indicator" strategy that maximizes trade accuracy through intelligent filtering and risk management. + +### Core Purpose +The primary goal is to provide traders with a flexible, data-driven trading strategy that can: +- Minimize false trading signals +- Adapt to various market conditions +- Provide configurable risk management + +### Key Features +- **Adaptive Trading Signals**: Utilizes Supertrend indicator for dynamic market trend identification +- **Flexible Configuration**: + - Toggleable strategy activation + - Optional Supertrend filter + - Customizable Stop Loss and Take Profit percentages +- **Risk Management**: + - Percentage-based equity allocation + - Configurable Stop Loss (default 1.5%) + - Configurable Take Profit (default 3%) +- **Universal Compatibility**: Works across multiple timeframes and financial instruments + +### Technical Innovations +- Implements advanced Pine Script v5 strategy +- Incorporates technical analysis (TA) indicators +- Supports dynamic entry and exit conditions +- Provides visual chart indicators for easy interpretation + +## Installation + +### Prerequisites +- TradingView account +- Pine Script Editor access + +### Installation Steps +1. Open TradingView and navigate to the Pine Editor +2. Create a new strategy script +3. Copy and paste the entire contents of `VSVTrend.pine` into the editor +4. Compile and save the script + +### Strategy Configuration +- **Strategy ON/OFF**: Toggle the main strategy using the `show_strategy` input +- **Supertrend Filter**: Enable/disable with `use_supertrend` input +- **Customizable Parameters**: + - ATR Period: Adjust `atrPeriod` (default: 10) + - ATR Factor: Modify `factor` (default: 3.0) + - Stop Loss: Set `sl` percentage (default: 1.5%) + - Take Profit: Set `tp` percentage (default: 3.0%) + +### Usage Notes +- Compatible with all TradingView timeframes +- Apply to any chart by selecting the strategy +- Recommended to backtest and optimize parameters for your specific trading instrument + +## API Reference + +## Inputs + +### Strategy Configuration +- `show_strategy` (`bool`): Enables or disables the entire trading strategy. + - Default: `true` + - Usage: Control whether the strategy is active or paused + +### Strategy Filters +- `use_supertrend` (`bool`): Toggles the Supertrend filter for trade entries. + - Default: `true` + - Usage: Determines if Supertrend indicator is used for entry conditions + +### Technical Indicator Parameters +- `atrPeriod` (`int`): Period used for Average True Range (ATR) calculation in Supertrend. + - Default: `10` + - Range: Any positive integer + - Usage: Adjusts the sensitivity of the Supertrend indicator + +- `factor` (`float`): Multiplier used in Supertrend calculation. + - Default: `3.0` + - Range: Typically between 1-5 + - Usage: Controls the volatility band width of the Supertrend + +### Risk Management +- `sl` (`float`): Stop Loss percentage. + - Default: `1.5%` + - Usage: Sets the maximum loss threshold for a trade + +- `tp` (`float`): Take Profit percentage. + - Default: `3.0%` + - Usage: Sets the target profit level for a trade + +## Trade Management Functions + +### Entry Conditions +- `longCond`: Triggers long (buy) entry when: + - Strategy is enabled (`show_strategy`) + - Supertrend direction is positive + +- `shortCond`: Triggers short (sell) entry when: + - Strategy is enabled (`show_strategy`) + - Supertrend direction is negative + +### Strategy Execution +- `strategy.entry("Long", strategy.long)`: Enters a long trade +- `strategy.entry("Short", strategy.short)`: Enters a short trade +- `strategy.exit("TP/SL Long", from_entry="Long", profit=tp, loss=sl)`: Manages long trade exit with predefined take profit and stop loss +- `strategy.exit("TP/SL Short", from_entry="Short", profit=tp, loss=sl)`: Manages short trade exit with predefined take profit and stop loss + +## Visualization +- `plot(supertrend)`: Displays the Supertrend indicator on the chart + - Color: Green when bullish, Red when bearish + +## Repository Structure + +The repository contains the core files for the VSVTrend trading strategy: + +### Main Strategy File +- `VSVTrend.pine`: The primary Pine Script implementation of the VSVTrend trading strategy. This file contains the core trading logic, including: + - Strategy entry and exit conditions + - Supertrend filter + - Stop Loss and Take Profit mechanisms + - Configurable inputs for strategy customization + +### Project Files +- `README.md`: Comprehensive documentation explaining the strategy, its features, and usage +- `LICENSE`: Legal terms governing the use and distribution of the project + +### Notable Features in File Structure +- Single-file strategy implementation +- Modular design with configurable parameters +- Built for TradingView Pine Script environment + +## Contributing + +We welcome contributions from the trading and programming community! Here's how you can help improve the VSVTrend Strategy: + +### Ways to Contribute +- Report bugs or suggest improvements by opening a GitHub Issue +- Submit pull requests with code enhancements +- Share your trading insights or strategy modifications +- Help improve documentation + +### Development Setup +1. Clone the repository +2. Ensure you have Pine Script (TradingView) and Python environments set up +3. For machine learning model development, you'll need Python and relevant data science libraries + +### Running Tests +As this is a TradingView Pine Script strategy, testing is primarily done through: +- TradingView's built-in strategy backtesting functionality +- Manually verifying signals in the TradingView Pine Editor +- Comparing results with the sample trade log in `data/sample_tradelog.csv` + +### Contribution Guidelines +- Ensure code follows TradingView Pine Script best practices +- Add comments to explain complex logic +- Update documentation with any significant changes +- If modifying the ML model, provide reasoning and performance metrics + +### Machine Learning Contributions +For those interested in the AI/ML false signal detection module: +- Improvements can be made to `ml/model_train.py` +- Provide additional training data if possible +- Document any changes to model training approach + +### Reporting Issues +- Use GitHub Issues to report bugs +- Include detailed information: + - TradingView version + - Pine Script version + - Specific error or unexpected behavior + - Screenshots or trade log if applicable + +### Pull Request Process +1. Fork the repository +2. Create a feature branch +3. Commit your changes +4. Submit a pull request with a clear description of modifications + +**Note:** By contributing, you agree to make your work available under the project's existing license. + +## License + +This project is licensed under the [MIT License](LICENSE). + +### License Details + +The MIT License is a permissive free software license that allows you to: +- Use the software commercially +- Modify the software +- Distribute the software +- Use the software privately +- Place a warranty + +Key conditions: +- Include the original license and copyright notice in any substantial portion of the software +- The software is provided "as is", without warranties of any kind + +For the full license text, please refer to the [LICENSE](LICENSE) file in the repository. \ No newline at end of file