├── LICENSE ├── .kno ├── embedding_SBERTEmbedding_1746942710629_fd74fd1 │ ├── 68e34ed9-bd42-4067-abbf-48237a0b2868 │ │ ├── link_lists.bin │ │ ├── header.bin │ │ ├── length.bin │ │ └── data_level0.bin │ └── chroma.sqlite3 └── chunk_review.txt ├── README.md ├── VSVTrend.pine └── SECURITY_AUDIT_Prometheus-beta.md /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License -------------------------------------------------------------------------------- /.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/link_lists.bin: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/chroma.sqlite3: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SoYan500/vsvtrend-strategy/HEAD/.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/chroma.sqlite3 -------------------------------------------------------------------------------- /.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/header.bin: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SoYan500/vsvtrend-strategy/HEAD/.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/header.bin -------------------------------------------------------------------------------- /.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/length.bin: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SoYan500/vsvtrend-strategy/HEAD/.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/length.bin -------------------------------------------------------------------------------- /.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/data_level0.bin: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SoYan500/vsvtrend-strategy/HEAD/.kno/embedding_SBERTEmbedding_1746942710629_fd74fd1/68e34ed9-bd42-4067-abbf-48237a0b2868/data_level0.bin -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # VSVTrend Strategy 2 | 3 | **VSVTrend** is an advanced Pine Script strategy for TradingView, designed to maximize trade accuracy using adaptive indicators, a Supertrend filter, visual on/off toggle, and AI/ML-based false signal detection. 4 | 5 | ## Key Features: 6 | - Adaptive Stop Loss / Take Profit system 7 | - Supertrend filter (toggleable) 8 | - Visual on/off toggle button on the chart 9 | - Full backtesting functionality 10 | - AI/ML module for identifying potential false signals 11 | - Works on all timeframes 12 | 13 | ## Purpose 14 | The goal is to create a perfect "alpha indicator" strategy, freely available and open to community suggestions for continuous improvement. 15 | 16 | ## Project Structure 17 | - `VSVTrend.pine` – main strategy code 18 | - `data/sample_tradelog.csv` – trade log for model training 19 | - `ml/model_train.py` – Python script for training ML model 20 | -------------------------------------------------------------------------------- /VSVTrend.pine: -------------------------------------------------------------------------------- 1 | //@version=5 2 | strategy("VSVTrend Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10) 3 | 4 | // === INPUTS === 5 | show_strategy = input.bool(true, title="Strategy ON/OFF") 6 | use_supertrend = input.bool(true, title="Supertrend filter") 7 | atrPeriod = input.int(10, title="ATR period") 8 | factor = input.float(3.0, title="factor") 9 | 10 | // === SUPER TREND === 11 | [supertrend, direction] = ta.supertrend(factor, atrPeriod) 12 | plot(use_supertrend ? supertrend : na, color=direction ? color.green : color.red, title="Supertrend") 13 | 14 | // === УСЛОВИЯ ЗА ВХОД/ИЗХОД === 15 | longCond = show_strategy and (direction == 1) 16 | shortCond = show_strategy and (direction == -1) 17 | 18 | if (longCond) 19 | strategy.entry("Long", strategy.long) 20 | if (shortCond) 21 | strategy.entry("Short", strategy.short) 22 | 23 | // === TP/SL === 24 | sl = input.float(1.5, title="Стоп Лос (%)") / 100 25 | tp = input.float(3.0, title="Тейк Профит (%)") / 100 26 | 27 | strategy.exit("TP/SL Long", from_entry="Long", profit=tp, loss=sl) 28 | strategy.exit("TP/SL Short", from_entry="Short", profit=tp, loss=sl) 29 | -------------------------------------------------------------------------------- /.kno/chunk_review.txt: -------------------------------------------------------------------------------- 1 | 2 | === File: README.md === 3 | 4 | -- Chunk 1 -- 5 | // /app/repos/repo_9/README.md:1-19 6 | # VSVTrend Strategy 7 | 8 | **VSVTrend** is an advanced Pine Script strategy for TradingView, designed to maximize trade accuracy using adaptive indicators, a Supertrend filter, visual on/off toggle, and AI/ML-based false signal detection. 9 | 10 | ## Key Features: 11 | - Adaptive Stop Loss / Take Profit system 12 | - Supertrend filter (toggleable) 13 | - Visual on/off toggle button on the chart 14 | - Full backtesting functionality 15 | - AI/ML module for identifying potential false signals 16 | - Works on all timeframes 17 | 18 | ## Purpose 19 | The goal is to create a perfect "alpha indicator" strategy, freely available and open to community suggestions for continuous improvement. 20 | 21 | ## Project Structure 22 | - `VSVTrend.pine` – main strategy code 23 | - `data/sample_tradelog.csv` – trade log for model training 24 | - `ml/model_train.py` – Python script for training ML model 25 | 26 | === File: VSVTrend.pine === 27 | 28 | -- Chunk 1 -- 29 | // /app/repos/repo_9/VSVTrend.pine:1-28 30 | //@version=5 31 | strategy("VSVTrend Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10) 32 | 33 | // === INPUTS === 34 | show_strategy = input.bool(true, title="Strategy ON/OFF") 35 | use_supertrend = input.bool(true, title="Supertrend filter") 36 | atrPeriod = input.int(10, title="ATR period") 37 | factor = input.float(3.0, title="factor") 38 | 39 | // === SUPER TREND === 40 | [supertrend, direction] = ta.supertrend(factor, atrPeriod) 41 | plot(use_supertrend ? supertrend : na, color=direction ? color.green : color.red, title="Supertrend") 42 | 43 | // === УСЛОВИЯ ЗА ВХОД/ИЗХОД === 44 | longCond = show_strategy and (direction == 1) 45 | shortCond = show_strategy and (direction == -1) 46 | 47 | if (longCond) 48 | strategy.entry("Long", strategy.long) 49 | if (shortCond) 50 | strategy.entry("Short", strategy.short) 51 | 52 | // === TP/SL === 53 | sl = input.float(1.5, title="Стоп Лос (%)") / 100 54 | tp = input.float(3.0, title="Тейк Профит (%)") / 100 55 | 56 | strategy.exit("TP/SL Long", from_entry="Long", profit=tp, loss=sl) 57 | strategy.exit("TP/SL Short", from_entry="Short", profit=tp, loss=sl) 58 | -------------------------------------------------------------------------------- /SECURITY_AUDIT_Prometheus-beta.md: -------------------------------------------------------------------------------- 1 | # VSVTrend Trading Strategy: Comprehensive Security and Performance Audit Report 2 | 3 | # Trading Strategy Security Audit Report: VSVTrend 4 | 5 | ## Overview 6 | This document provides a comprehensive security and quality analysis of the VSVTrend trading strategy implemented in Pine Script. The audit reveals several critical areas for improvement in security, performance, and trading logic. 7 | 8 | ## Table of Contents 9 | - [Security Vulnerabilities](#security-vulnerabilities) 10 | - [Performance Risks](#performance-risks) 11 | - [Trading Logic Anti-Patterns](#trading-logic-anti-patterns) 12 | - [Recommended Mitigation Strategies](#recommended-mitigation-strategies) 13 | 14 | ## Security Vulnerabilities 15 | 16 | ### [1] Inadequate Input Validation 17 | _File: VSVTrend.pine_ 18 | 19 | ```pine 20 | atrPeriod = input.int(10, title="ATR period") 21 | factor = input.float(3.0, title="factor") 22 | sl = input.float(1.5, title="Стоп Лос (%)") / 100 23 | tp = input.float(3.0, title="Тейк Профит (%)") / 100 24 | ``` 25 | 26 | **Issue**: No input range validation for critical strategy parameters. 27 | 28 | **Risks**: 29 | - Potential for arbitrary input values 30 | - Unexpected strategy behavior 31 | - Possible runtime errors 32 | 33 | **Suggested Fix**: 34 | ```pine 35 | atrPeriod = input.int(10, minval=1, maxval=100, title="ATR period") 36 | factor = input.float(3.0, minval=0.1, maxval=10.0, title="Factor") 37 | sl = input.float(1.5, minval=0.1, maxval=5.0, title="Stop Loss (%)") / 100 38 | tp = input.float(3.0, minval=0.1, maxval=10.0, title="Take Profit (%)") / 100 39 | ``` 40 | 41 | ### [2] Unsecured Strategy Toggle 42 | _File: VSVTrend.pine_ 43 | 44 | ```pine 45 | show_strategy = input.bool(true, title="Strategy ON/OFF") 46 | ``` 47 | 48 | **Issue**: No authentication or access control for strategy activation. 49 | 50 | **Risks**: 51 | - Unrestricted strategy enable/disable 52 | - Potential unauthorized strategy modifications 53 | 54 | **Suggested Fix**: 55 | - Implement role-based access control 56 | - Add authentication mechanisms 57 | - Log strategy activation/deactivation events 58 | 59 | ## Performance Risks 60 | 61 | ### [1] Inefficient Indicator Calculation 62 | _File: VSVTrend.pine_ 63 | 64 | ```pine 65 | [supertrend, direction] = ta.supertrend(factor, atrPeriod) 66 | ``` 67 | 68 | **Issue**: Repeated supertrend calculations without optimization. 69 | 70 | **Risks**: 71 | - Computational overhead 72 | - Potential performance degradation during backtesting 73 | 74 | **Suggested Fix**: 75 | - Implement calculation caching 76 | - Use memoization techniques 77 | - Optimize indicator computation logic 78 | 79 | ## Trading Logic Anti-Patterns 80 | 81 | ### [1] Simplistic Entry/Exit Conditions 82 | _File: VSVTrend.pine_ 83 | 84 | ```pine 85 | longCond = show_strategy and (direction == 1) 86 | shortCond = show_strategy and (direction == -1) 87 | ``` 88 | 89 | **Issue**: Binary long/short conditions without nuanced validation. 90 | 91 | **Risks**: 92 | - False trading signals 93 | - Suboptimal trade execution 94 | - Lack of market context consideration 95 | 96 | **Suggested Fix**: 97 | ```pine 98 | longCond = show_strategy and 99 | (direction == 1) and 100 | [additional_confirmation_logic] 101 | shortCond = show_strategy and 102 | (direction == -1) and 103 | [additional_confirmation_logic] 104 | ``` 105 | 106 | ### [2] Static Risk Management 107 | _File: VSVTrend.pine_ 108 | 109 | ```pine 110 | sl = input.float(1.5, title="Стоп Лос (%)") / 100 111 | tp = input.float(3.0, title="Тейк Профит (%)") / 100 112 | ``` 113 | 114 | **Issue**: Fixed stop-loss and take-profit percentages. 115 | 116 | **Risks**: 117 | - Uniform risk exposure 118 | - Inability to adapt to market conditions 119 | 120 | **Suggested Fix**: 121 | - Implement dynamic risk sizing 122 | - Consider market volatility 123 | - Adjust based on historical performance 124 | - Integrate trend strength indicators 125 | 126 | ## Recommended Mitigation Strategies 127 | 128 | 1. **Input Validation** 129 | - Add comprehensive input range checks 130 | - Implement robust error handling 131 | 132 | 2. **Risk Management** 133 | - Develop dynamic risk sizing algorithms 134 | - Create multi-indicator confirmation logic 135 | - Integrate volatility-based position sizing 136 | 137 | 3. **Performance Optimization** 138 | - Cache computational results 139 | - Optimize indicator calculations 140 | - Minimize redundant computations 141 | 142 | 4. **Security Enhancements** 143 | - Add authentication for strategy modifications 144 | - Implement comprehensive logging 145 | - Create audit trails for strategy changes 146 | 147 | ## Severity Assessment 148 | - **Security Risks**: Medium 149 | - **Performance Risks**: Low 150 | - **Trading Logic Risks**: High 151 | 152 | ## Conclusion 153 | The VSVTrend strategy requires significant improvements in input validation, risk management, and trading logic to enhance its reliability and performance. 154 | 155 | **Next Steps**: 156 | - Implement suggested fixes 157 | - Conduct extensive backtesting 158 | - Develop comprehensive test coverage --------------------------------------------------------------------------------