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Bollinger Bands (BB)

AMV Impulse AssistantThe AMV Impulse Assistant is a custom momentum tool designed to assess how aggressively price is moving relative to recent volatility. It combines Bollinger-based range analysis and fast-moving average behavior to generate a dynamic impulse score. This score helps identify when price action is potentially overextended or showing signs of unusual momentum — useful for pullback traders, breakout traders, and anyone managing entries during trending conditions. What it does: Tracks the relationship between a short WMA and Bollinger basis to gauge directional strength. Measures price movement compression/expansion with a normalized Bollinger Width Percentile. Combines both into a smoothed Impulse Score (from -10 to +10) that reflects how aggressively price is pushing in either direction. Colors the score line and highlights background zones when momentum enters extreme ranges. 📈 Use case: This tool is especially effective for day traders who need to quickly identify when price is moving abnormally fast — either as an exhaustion signal or confirmation of an aggressive continuation. It can be used to: Confirm the end of a pullback. Spot overly aggressive moves that may revert. Avoid entries during neutral chop or volatility compression. It is best used alongside your primary trend filters and execution tools as a supplementary confirmation.
Penunjuk Pine Script®
oleh AMV-Trading
H BollingerBollinger Bands are a widely used technical analysis indicator that helps spot relative price highs and lows. The tool comprises three lines: a central band representing the 20-period simple moving average (SMA), and upper and lower bands usually placed two standard deviations above and below the SMA. These bands adjust with market volatility, offering insights into price fluctuations and trading conditions. How this indicator works Bollinger Bands helps traders assess price volatility and potential price reversals. They consist of three bands: the middle band, the upper band, and the lower band. Here's how Bollinger Bands work: Middle band: This is typically a simple moving average (SMA) of the asset's price over a specified period. The most common period used is 20 days. Upper band: This is calculated by adding a specified number of standard deviations to the middle band. The standard deviation measures the asset's price volatility. Commonly, two standard deviations are added to the middle band. Lower band: Similar to the upper band, it is calculated by subtracting a specified number of standard deviations from the middle band. What do Bollinger Bands tell you? Bollinger bands primarily indicate the level of market volatility and trading opportunities. Narrow bands indicate low market volatility, while wide bands suggest high market volatility. Bollinger bands indicators can be used by traders to assess potential buy or sell signals. For instance, a sell signal may be interpreted or generated if the asset’s price moves closer or crosses the upper band, as it may indicate that the asset is overbought. Alternatively, a buy signal may be interpreted or generated if the price moves closer to the lower band, as it may signify that the asset is oversold. However, traders should be cautious when using Bollinger Bands as standalone indicators when making trading decisions. Experienced traders refrain from confirming signals based on one indicator. Instead, they generally combine various technical indicators and fundamental analysis methods to make informed trading decisions. Basing trading decisions on only one indicator can result in misinterpretation of signals and heavy losses. Bollinger Bands assist in identifying whether prices are relatively high or low. They are applied as a pair—upper and lower bands—alongside a moving average. However, these bands are not designed to be used in isolation. Instead, they should be used to validate signals generated by other technical indicators. Calculation of Bollinger Band
Penunjuk Pine Script®
oleh qrdkob
Bollinger BandWidth Squeeze BreakoutBollinger BandWidth Squeeze Breakout Description: This indicator merges classic Bollinger BandWidth (BBW) with TTM Squeeze Pro-style compression dots. It identifies volatility contractions, very effective at identifying chop or ranging markets, and color-codes the BBW line based on directional breakout bias—helping traders anticipate explosive moves before they happen. It supports multi-level squeeze detection: High Compression (Orange) : Tightest squeeze — highly coiled setup Medium Compression (Red) : Moderate squeeze — building pressure Low Compression (Black) : Light squeeze — early contraction (No dot means no squeeze – free expansion) How It Works Bollinger BandWidth (BBW): Calculated as the percent width between Bollinger Bands over a selected moving average (SMA, EMA, etc.). A rising BBW suggests volatility expansion; falling BBW indicates compression. Directional Bias (BBW Color): The line is colored green when recent bars show upside breakout pressure, red when downside pressure dominates, and gray when neutral. This is based on cumulative position of price relative to the Bollinger Bands. TTM Squeeze Pro Dots: Compression dots plotted on the zero line represent volatility squeeze levels, using up to 3 Keltner Channel thresholds: Orange Dot : High compression (tightest squeeze zone) Red Dot : Medium compression Black Dot : Low compression (No dot means no squeeze — price is expanding) Expansion & Contraction Context: Plots historical highest/lowest BBW values (user-defined period) to help spot extreme conditions. How to Interpret: Use squeeze dots to identify when the market is “chop/ranging.” Breakouts from these zones often come with sharp moves. BBW Line Color = Bias Filter: Green → Bullish expansion pressure Red → Bearish expansion pressure Gray → Neutral or undecided Use this to filter direction before entering a breakout or momentum trade. Inputs: Length : Period for BB and Keltner calculations MA Type : Choose from SMA, EMA, SMMA, WMA, VWMA, or None StdDev : Standard deviation for BB Expansion/Contraction Lengths : Historical window to track BBW extremes Source : Input source for all calculations (default: Close) Keltner Multipliers : Customize thresholds for high/mid/low compression Best For: Traders looking to anticipate breakout direction Scalpers and swing traders seeking early volatility cues Anyone using BB or TTM Squeeze logic in their setups Pro Tips: Combine with momentum tools (e.g., RSI, MACD, SMI, CCI) to confirm breakout thrust Use squeeze dot color shifts (red/orange → no dot) as a breakout timing tool Use historical BBW highs/lows as context for relative volatility expansion
Penunjuk Pine Script®
oleh alexrainman
Faytterro Bands Breakout📌 Faytterro Bands Breakout 📌 This indicator was created as a strategy showcase for another script: Faytterro Bands It’s meant to demonstrate a simple breakout strategy based on Faytterro Bands logic and includes performance tracking. ❓ What Is It? This script is a visual breakout strategy based on a custom moving average and dynamic deviation bands, similar in concept to Bollinger Bands but with unique smoothing (centered regression) and performance features. 🔍 What Does It Do? Detects breakouts above or below the Faytterro Band. Plots visual trade entries and exits. Labels each trade with percentage return. Draws profit/loss lines for every trade. Shows cumulative performance (compounded return). Displays key metrics in the top-right corner: Total Return Win Rate Total Trades Number of Wins / Losses 🛠 How Does It Work? Bullish Breakout: When price crosses above the upper band and stays above the midline. Bearish Breakout: When price crosses below the lower band and stays below the midline. Each trade is held until breakout invalidation, not a fixed TP/SL. Trades are compounded, i.e., profits stack up realistically over time. 📈 Best Use Cases: For traders who want to experiment with breakout strategies. For visual learners who want to study past breakouts with performance metrics. As a template to develop your own logic on top of Faytterro Bands. ⚠ Notes: This is a strategy-like visual indicator, not an automated backtest. It doesn't use strategy.* commands, so you can still use alerts and visuals. You can tweak the logic to create your own backtest-ready strategy. Unlike the original Faytterro Bands, this script does not repaint and is fully stable on closed candles.
Penunjuk Pine Script®
oleh faytterro
2
RSI-BBGun-v6.1RSI BB Gun – Operator's Guide “Eyes on target. Wait for the right moment. Then strike.” ________________________________________ 🎯 Mission Objective RSI BB Gun identifies extreme market conditions using RSI and Bollinger Bands, then overlays trend and volatility intelligence so you know when the setup is real. The ❌ is your target acquisition signal—price just moved from an extreme zone back into play. Now you’ve got a clean radar lock. ________________________________________ 📡 How to Operate 🟣 Step 1: Watch for the ❌'s (Black X = RSI & Bollinger Band Extremes Encountered) • The Purple X means price and RSI are both stretched—and just snapped back into range. • The target is now in the cross hairs and potentially ready for engagement. 🟥 Step 2: Confirm the Trend • The thick ribbon tells you if the trend is with you: o 🟢 Green = Uptrend. Focus on long setups. o 🔴 Red = Downtrend. Focus on puts or short plays. • Align with trend. Only engage when the field favors your position. 🔺 Step 3: Evaluate Signal Context • Green Triangles = price just crossed below lower Bollinger Band (oversold). • Red Triangles = price crossed above upper Band (overbought). • Horizontal Lines Disappeared = The bar after the green or red horizontal line disappears means its time. We patiently wait for this as it means the momentum may be changing. • These are your early indicators—they scout the setup on the GO / NO GO DECISION. • ❌ + triangle + trend = clean shot. ________________________________________ ☁️ Avoid These Situations • ❌ in a choppy/no-trend zone = false alarm. Don’t engage. • Repeated black ❌s without a purple ❌confirmation = low conviction. Let it go. ________________________________________ ________________________________________ 🪖 Operator's Mindset “You don’t chase trades. You stalk them. When the ❌ flashes, the system has found a target. What you do next is up to your discipline, your tools, and your plan.” ________________________________________ Note: This is a free version. Upcoming paid version includes multi-timeframes working together. Multiple strategies. Volatility meter. Make money and master the BB Gun so that you can elevate to the Snipers weapon. 🔒 Want More Firepower? Upgraded version coming soon. Unlocks next-gen targeting tools: • Multi-timeframe RSI intelligence in a live dashboard • Precision-timed combo signals based on layered volatility + RSI logic • Advanced trend filters, trade zone overlays, and sniper-level entry indicators • Ideal for swing traders and options strategists who want clarity under pressure 💥 Budget-friendly. No subscription. Upgrade when you're ready to go Pro. Tip: Make 4+ trades mastering this setup. Then use a small portion of the trades to gain more features. Always be in a position you cannot lose. 🆚 Why This Beats Standard RSI/BB Tools Mission Feature Basic Indicators RSI Ribbon Lite Trend Confirmation ❌ ✅ Ribbon Overlay Multi-Timeframe Awareness ❌ ✅ 5-Timeframe RSI Grid Volatility Confirmation ❌ ✅ Weighted ATR Scoring Combo Signal Alerts ❌ ✅ ❌ Reentry Combo Alerts TradingView Alerts ❌ ✅ Built-In Radar Ping #rsi #bb #bollingerbands #hull ma #trend
Penunjuk Pine Script®
oleh TheAITradingDesk
7
Volatility & Momentum Nexus (VMN)Volatility & Momentum Nexus (VMN) This indicator was designed to solve a common trader's problem: chart clutter from dozens of indicators that often contradict each other. The Volatility & Momentum Nexus ( VMN ) is not just another indicator; it's a complete analysis system that synthesizes four essential market pillars into a single, clean, and intuitive visual signal. The goal of VMN is to identify high-probability moments where a period of accumulation (low volatility) is about to erupt into an explosive move, confirmed by trend, momentum, and volume. VMN analyzes the real-time confluence of four critical elements: The Trend (The Main Filter): A 100-period Exponential Moving Average (EMA) sets the overall context. The indicator will only look for buy signals above this line (in an uptrend) and sell signals below it (in a downtrend). The line's color changes for quick visualization. Volatility (Energy Accumulation): Using Bollinger Bands Width (BBW), the indicator identifies "Squeeze" periods—when the price contracts and builds up energy. These zones are marked with a yellow background on the chart, signaling that a major move is imminent. Momentum (The Trigger): An RSI (Relative Strength Index) acts as the trigger. A signal is only validated if momentum confirms the direction of the breakout (e.g., RSI > 55 for a buy), ensuring we enter the market with force. Volume (The Final Confirmation): No breakout move is credible without volume. VMN checks if the volume at the time of the signal is significantly higher than its recent average, adding a vital layer of confirmation. Green Arrow (Buy Signal): Appears ONLY when ALL the following conditions are met simultaneously: Price is above the 100 EMA (Bullish Trend). The chart is exiting a Squeeze zone (yellow background on the previous bar). Price breaks above the upper Bollinger Band. RSI is above the buy threshold (default 55). Volume is above average. Red Arrow (Sell Signal): Appears ONLY when all the opposite conditions are met. Do not treat signals as blind commands to trade. They are high-probability confirmations. Look for signals near key Support/Resistance levels for an even higher success rate. Always set a Stop Loss (e.g., below the low of the signal candle or below the lower Bollinger Band for a buy). All parameters (EMA, RSI, Bollinger Bands lengths, thresholds, etc.) can be customized from the settings menu to adapt the indicator to any financial asset or timeframe. Disclaimer: This indicator is a tool for educational and analytical purposes. It does not constitute and should not be interpreted as financial advice. Trading involves significant risk. Always perform your own analysis and backtesting before risking real capital.
Penunjuk Pine Script®
oleh FlowTraderX
[Mad]Triple Bollinger Bands ForecastTriple Bollinger Bands Forecast (BBx3+F) This open-source indicator is an advanced version of the classic Bollinger Bands, designed to provide a more comprehensive and forward-looking view of market volatility and potential price levels. It plots three distinct sets of Bollinger Bands and projects them into the future based on statistical calculations. How It Is Built and Key Features Triple Bollinger Bands: Instead of a single set of bands, this indicator plots three. All three share the same central basis line (a Simple Moving Average), but each has a different standard deviation multiplier. This creates three distinct volatility zones for analyzing price deviation from its mean. Multi-Timeframe (MTF) Capability: The indicator can calculate and display Bollinger Bands from a higher timeframe (e.g., showing daily bands on a 4-hour chart). This allows for contextualizing price action within the volatility structure of a more significant trend. (Lower HTF selection will result in script-crash!) Future Forecasting: This is the indicator's main feature. It projects the calculated Bollinger Bands up to 8 bars into the future. This forecast is a recalculation of the Simple Moving Average and Standard Deviation based on a projected future source price. Selectable Forecast Methods: The mathematical model for estimating the future source price can be selected: Flat: A model that uses the most recent closing price as the price for all future bars in the calculation window. Linreg (Linear Regression): A model that calculates a linear regression trend on the last few bars and projects it forward to estimate the future source price. Efficient Drawing with Polylines: The future projections are drawn on the chart using Pine Script's polyline object. This is an efficient method that draws the forecast data only on the last bar, which avoids repainting issues. Differences from a Classical Bollinger Bands Indicator Band Count: A classical indicator shows one set of bands. This indicator plots three sets for a multi-layered view of volatility. Perspective: Classical Bollinger Bands are purely historical. This indicator is both historical and forward-looking . Forecasting: The classic version has no forecasting capability. This indicator projects the bands into the future . Timeframe: The classic version works only on the current timeframe. This indicator has full Multi-Timeframe (MTF) support . The Mathematics Behind the Future Predictions The core challenge in forecasting Bollinger Bands is that a future band value depends on future prices, which are unknown. This indicator solves this by simulating a future price series. Here is the step-by-step logic: Forecast the Source Price for the Next Bar First, the indicator estimates what the price will be on the next bar. Flat Method: The forecasted price is the current bar's closing price. Price_forecast = close Linreg Method: A linear regression is calculated on the last few bars and extrapolated one step forward. Price_forecast = ta.linreg(close, linreglen, 1) Calculate the Future SMA (Basis) To calculate the Simple Moving Average for the next bar, a new data window is simulated. This window includes the new forecasted price and drops the oldest historical price. For a 1-bar forecast, the calculation is: SMA_future = (Price_forecast + close + close + ... + close ) / length Calculate the Future Standard Deviation Similarly, the standard deviation for the next bar is calculated over this same simulated window of prices, using the new SMA_future as its mean. // 1. Calculate the sum of squared differences from the new mean d_f = Price_forecast - SMA_future d_0 = close - SMA_future // ... and so on for the rest of the window's prices SumOfSquares = (d_f)^2 + (d_0)^2 + ... + (d_length-2)^2 // 2. Calculate future variance and then the standard deviation Var_future = SumOfSquares / length StDev_future = sqrt(Var_future) Extending the Forecast (2 to 8 Bars) For forecasts further into the future (e.g., 2 bars), the script uses the same single Price_forecast for all future steps in the calculation. For a 2-bar forecast, the simulated window effectively contains the forecasted price twice, while dropping the two oldest historical prices. This provides a statistically-grounded projection of where the Bollinger Bands are likely to form. Usage as a Forecast Extension This indicator's functionality is designed to be modular. It can be used in conjunction with as example Mad Triple Bollinger Bands MTF script to separate the rendering of historical data from the forward-looking forecast. Configuration for Combined Use: Add both the Mad Triple Bollinger Bands MTF and this Triple Bollinger Bands Forecast indicator to your chart. Open the Settings for this indicator (BBx3+F). In the 'General Settings' tab, disable the Activate Plotting option. To ensure data consistency, the Bollinger Length, Multipliers, and Higher Timeframe settings should be identical across both indicators. This configuration prevents the rendering of duplicate historical bands. The Mad Triple Bollinger Bands MTF script will be responsible for visualizing the historical and current bands, while this script will overlay only the forward-projected polyline data.
Penunjuk Pine Script®
oleh djmad
Bollinger Bands Levels | VTS Pro📊 Bollinger Bands Levels | VTS Pro by Alireza Mossaheb This advanced Bollinger Bands indicator takes your technical analysis to the next level by providing dynamic price bands along with customizable horizontal levels and labels. Whether you're a trend trader or a mean reversion strategist, this tool adapts to your workflow. 🔧 Key Features: Three Modes: Choose between Strong (20, 2), Weak (10, 1.5), or Custom settings for full control. Multi-Timeframe Support: Plot Bollinger Bands from any higher or lower timeframe. Multiple MA Types: Select from SMA, EMA, RMA (SMMA), WMA, and VWMA for the basis line. Visual Enhancements: Optional background fill between bands Stylized horizontal lines with labels (Top/Mid/Low) Customizable line style, width, and color Smart Labeling: Automatically names levels based on timeframe and mode. Improved Plot Logic: Line width bug fixed for smoother rendering across presets. 🧠 Ideal For: Spotting volatility squeezes or expansions Confirming support/resistance with upper/lower bands Creating confluence zones using higher timeframe Bollinger levels
Penunjuk Pine Script®
oleh VTSPRO
Bollinger Band Breakout With Volatility StoplossDetailed Explanation of the Bollinger Band Breakout With Volatility Stoploss System Introduction The "Bollinger Band Breakout With Volatility Stoploss" system is a trading strategy designed to exploit price volatility in financial markets using the Bollinger Bands indicator, a widely recognized tool developed by John Bollinger. This system adapts the traditional Bollinger Bands framework into a Volatility Breakout strategy, focusing on capturing significant price movements by leveraging customized parameters and precise trading rules. The system operates exclusively on long positions, employs a daily timeframe, and incorporates dynamic risk management techniques to optimize trade outcomes while preserving capital. System Parameters The system modifies the standard Bollinger Bands configuration to suit its breakout methodology: Standard Deviation (SD): Set to 1x, determining the width of the bands relative to the central moving average. This tighter setting enhances sensitivity to price movements, making the system responsive to smaller volatility shifts compared to the conventional 2x SD. Period: A 30-day (1-month) lookback period is used to calculate the bands, providing a balance between capturing medium-term price trends and avoiding excessive noise from shorter timeframes. Moving Average Type: The system uses an Exponential Moving Average (EMA) instead of the Simple Moving Average (SMA). The EMA places greater weight on recent price data, making it more responsive to current market conditions and better suited for detecting breakout opportunities in dynamic markets. Core Concept The Bollinger Band Breakout system is built on the principle of Volatility Breakout, which seeks to capitalize on significant price movements when the price breaks out of a defined volatility range. The Bollinger Bands, consisting of an EMA as the central line and two bands (Upper and Lower) calculated as the EMA plus or minus 1x SD, define this range. The system operates on a Daily Chart (D) timeframe, making it suitable for traders who prefer analyzing and executing trades based on daily price action. By focusing solely on Long Positions (buying low and selling high), the system avoids short-selling, aligning with strategies that capitalize on upward price momentum. The core idea is to use the 1x SD multiplier over a 30-day period to establish a dynamic price range that reflects recent market volatility. Breakouts above the Upper Band signal potential buying opportunities, while penetrations below the Lower Band indicate exits, ensuring trades are aligned with significant price movements. Trading Signals The system generates clear entry and exit signals based on price interactions with the Bollinger Bands: Buy Signal: A buy signal is triggered when the closing price of a daily candle exceeds the Upper Bollinger Band (EMA + 1x SD over 30 days). The trade is entered at the opening price of the subsequent candle, ensuring the breakout is confirmed by the close of the prior day. This approach minimizes false signals by waiting for a definitive breach of the volatility threshold. Sell Signal: A sell signal occurs when the closing price falls below the Lower Bollinger Band (EMA - 1x SD over 30 days). The position is exited at the opening price of the next candle, allowing the trader to lock in profits or limit losses when the price reverses or loses momentum. Risk Management Risk management is a cornerstone of the system, ensuring capital preservation and disciplined trade execution: Initial Stoploss: The stoploss is set at the Lower Bollinger Band of the candle that triggered the buy signal. This level acts as a volatility-based threshold, below which the trade is deemed invalid, prompting an immediate exit to protect capital. Traders have two options for implementing the stoploss: Pending Stoploss: A predefined stoploss order placed at the Lower Band level. Conditional Exit: Using the sell signal condition (price closing below the Lower Band) as the exit trigger, effectively aligning the stoploss with the system’s exit rules. Position Sizing: The system employs Fixed Fractional Position Sizing with a risk per trade capped at 3% of the account balance. The position size is calculated based on the distance between the entry price and the Initial Stoploss, incorporating Volatility Position Sizing. This method adjusts the trade size according to the market’s volatility, ensuring that risk remains consistent across varying market conditions. Two options are available for managing capital: Gear Up Option: Profits from previous trades are reinvested into the account’s capital, increasing the base for calculating the next position size. This compounding approach can amplify returns but also increases risk exposure. Fixed Equity Option: Profits from previous trades are withdrawn, and only the remaining capital is used for calculating the next position size. This conservative approach prioritizes capital preservation by not compounding gains. Trailing Stop: The system uses the Lower Bollinger Band as a dynamic trailing stop, which adjusts with price movements and volatility. This ensures that profits are protected during favorable trends while allowing the trade to remain open as long as the price stays above the Lower Band. The trailing stop aligns with the sell signal condition, maintaining consistency in the system’s exit strategy. Supporting Indicators The system incorporates two additional indicators to enhance market analysis and decision-making: Bollinger Band Width (BBW): BBW measures the distance between the Upper and Lower Bollinger Bands relative to the EMA, serving as a proxy for market volatility. A high BBW indicates significant price volatility, often associated with strong trends or large price movements, which may confirm the strength of a breakout. A low BBW suggests low volatility, potentially signaling a period of consolidation or "squeeze" that could precede a breakout. This can help traders anticipate potential trade setups. The BBW calculation uses the EMA to maintain consistency with the system’s core parameters. Bollinger Band Ratio (BBR) or %B: BBR measures the price’s position relative to the Bollinger Bands, providing insight into market conditions. BBR > 1: The price is above the Upper Band, indicating potential overbought conditions or strong upward momentum, which aligns with the system’s buy signal. BBR < 0: The price is below the Lower Band, suggesting oversold conditions or downward momentum, corresponding to the sell signal or stoploss trigger. BBR between 0 and 1: The price is within the bands, indicating a neutral state where no immediate action is required. Like BBW, BBR is calculated using the EMA for consistency. Backtesting and Implementation To evaluate the system’s performance, traders can utilize the Backtest Parameter function, which allows for testing the strategy across user-defined time periods. This feature enables traders to assess the system’s effectiveness under various market conditions, optimize parameters, and refine their approach based on historical data. Conclusion The Bollinger Band Breakout With Volatility Stoploss system is a robust, volatility-driven trading strategy that combines the predictive power of Bollinger Bands with disciplined risk management. By focusing on long positions, using a 1x SD multiplier, and incorporating EMA-based calculations, the system is designed to capture significant price breakouts while minimizing risk through dynamic stoplosses and volatility-adjusted position sizing. The inclusion of BBW and BBR indicators provides additional context for assessing market conditions, enhancing the trader’s ability to make informed decisions. With its structured approach and backtesting capabilities, this system is well-suited for traders seeking a systematic, data-driven method to trade in volatile markets.
Strategi Pine Script®
oleh Wongsakon
Adaptive Momentum Deviation Oscillator | QuantMACAdaptive Momentum Deviation Oscillator | QuantMAC 📊 Overview 🎯 The Adaptive Momentum Deviation Oscillator (AMDO) is an advanced technical analysis indicator that combines the power of Bollinger Bands with adaptive momentum calculations to identify optimal entry and exit points in financial markets. This sophisticated oscillator creates dynamic bands that adapt to market volatility while providing clear visual signals for both trending and ranging market conditions. How It Works 🔧 Core Methodology The AMDO employs a sophisticated multi-layered approach to market analysis through four distinct phases: Bollinger Band Foundation : The indicator begins by establishing a volatility baseline using traditional Bollinger Bands. These bands are calculated using a simple moving average as the center line, with upper and lower bands positioned at a specific number of standard deviations away from this centerline. The distance between these bands expands and contracts based on market volatility, creating a dynamic envelope around price action. BB% Normalization Process : The raw price data is then transformed into a normalized percentage format that represents where the current price sits within the Bollinger Band envelope. When price is at the lower band, this percentage reads 0%; at the upper band, it reads 100%. This normalization allows for consistent comparison across different timeframes and price levels, creating a standardized oscillator that oscillates between extreme values. Adaptive Momentum Band Construction : The normalized BB% values undergo a secondary volatility analysis where their own standard deviation is calculated over a specified period. This creates "bands around the bands" - upper and lower boundaries that adapt to the volatility of the normalized price position itself. These adaptive bands expand during periods of high momentum volatility and contract during consolidation phases. Intelligent Signal Synthesis : The final layer combines the adaptive momentum bands with user-defined threshold levels to create a sophisticated trigger system. The indicator monitors when the dynamic bands cross above or below these thresholds, filtering out noise while capturing significant momentum shifts. This creates a dual-confirmation system where both volatility adaptation and threshold breaches must align for signal generation. Key Components 🛠️ Adaptive Momentum Bands 📈 Dynamic Volatility Response : These bands automatically widen during periods of high momentum volatility and narrow during consolidation phases. Unlike fixed oscillator boundaries, they continuously recalibrate based on recent price behavior within the Bollinger Band framework. Dual-Layer Calculation : The bands are derived from the volatility of the normalized price position itself, creating a "volatility of volatility" measurement. This provides early warning signals when momentum characteristics are changing, even before price breakouts occur. State-Aware Visualization : The bands employ intelligent color coding that transitions between active and neutral states based on their interaction with threshold levels. Active states indicate high-probability momentum conditions, while neutral states suggest consolidation or indecision. Momentum Persistence Tracking : The bands maintain memory of recent momentum characteristics, allowing them to distinguish between genuine momentum shifts and temporary price spikes or dips. Threshold Levels 🎚️ Statistical Significance Boundaries : The threshold levels (default 83 for long, 40 for short) are positioned to capture statistically significant momentum events while filtering out market noise. These levels represent points where momentum probability shifts meaningfully in favor of directional moves. Asymmetric Design Philosophy : The intentional asymmetry between long and short thresholds (83 vs 40) reflects the natural upward bias of many financial markets and the different risk/reward profiles of long versus short positions. Contextual Sensitivity : The thresholds work in conjunction with the adaptive bands to create context-sensitive triggers. A threshold breach is only meaningful when it occurs in the proper sequence with band interactions. Risk-Adjusted Positioning : The threshold levels are calibrated to provide favorable risk-adjusted entry points, considering both the probability of success and the potential magnitude of subsequent moves. Bollinger Bands Overlay 📊 Multi-Timeframe Context : The price chart overlay provides essential context by showing traditional Bollinger Bands alongside the oscillator. This dual perspective allows traders to see both the absolute price position and the momentum characteristics simultaneously. Support/Resistance Identification : The filled band area creates a visual representation of dynamic support and resistance levels. Price interaction with these bands provides additional confirmation for oscillator signals. Volatility Environment Assessment : The width and slope of the bands offer immediate visual feedback about the current volatility environment, helping traders adjust their expectations and risk management accordingly. Confluence Analysis : The overlay enables traders to identify confluence between price action at Bollinger Band levels and oscillator signals, creating higher-probability trade setups. Signal Generation ⚡ The AMDO generates signals through precise mathematical crossover events: Long Signals 🟢 Momentum Accumulation Detection : Long signals are generated when the lower adaptive momentum band crosses above the 83 threshold, indicating that downside momentum has exhausted and bullish momentum is beginning to accumulate. This represents a shift from defensive to offensive market posture. Statistical Edge Confirmation : The crossing event occurs only when momentum characteristics have shifted sufficiently to provide a statistical edge for long positions. The adaptive nature ensures the signal quality remains consistent across different market volatility regimes. Visual State Synchronization : Upon signal generation, the entire indicator ecosystem shifts to a bullish state - bar colors change, band states update, and the visual hierarchy emphasizes the long bias until conditions change. Momentum Persistence Validation : The signal incorporates momentum persistence analysis to distinguish between genuine trend starts and false breakouts, reducing whipsaw trades in choppy market conditions. Short Signals 🔴 Momentum Exhaustion Recognition : Short signals trigger when the upper adaptive momentum band crosses below the 40 threshold, signaling that bullish momentum has peaked and bearish momentum is emerging. This asymmetric threshold reflects the different dynamics of bullish versus bearish market phases. Volatility-Adjusted Timing : The adaptive band system ensures that short signals are generated with appropriate timing regardless of the underlying volatility environment, maintaining signal quality in both high and low volatility conditions. Regime-Aware Activation : Short signals are only active in Long/Short trading mode, recognizing that not all trading strategies benefit from short positions. The indicator adapts its behavior based on the selected trading approach. Risk-Calibrated Thresholds : The 40 threshold is specifically calibrated to capture meaningful bearish momentum shifts while accounting for the higher risk typically associated with short positions. Cash Signals 💰 Defensive Positioning Logic : In Long/Cash mode, cash signals are generated when short conditions are met, allowing traders to move to a defensive cash position rather than taking on short exposure. This preserves capital during unfavorable market conditions. Risk Mitigation Strategy : Cash signals represent a risk-off approach that removes market exposure when momentum conditions favor the short side, protecting long-biased portfolios from adverse market movements. Opportunity Cost Optimization : The cash position allows traders to avoid negative returns while maintaining flexibility to re-enter long positions when momentum conditions improve, optimizing the risk-adjusted return profile. Features & Customization ⚙️ Color Schemes 🎨 9 pre-built color schemes (Classic through Classic9) Custom color override option Dynamic color changes based on signal states Trading Modes 📈 Long/Short : Full bidirectional trading capability Long/Cash : Long-only strategy with cash positions Performance Metrics 📊 The indicator includes a comprehensive suite of advanced performance analytics that provide deep insights into strategy effectiveness: Risk-Adjusted Return Metrics Sortino Ratio : Measures returns relative to downside deviation only, providing a more accurate assessment of risk-adjusted performance by focusing on harmful volatility rather than total volatility. This metric is particularly valuable for asymmetric return distributions. Sharpe Ratio : Calculates excess return per unit of total risk, offering a standardized measure of risk-adjusted performance that allows for comparison across different strategies and timeframes. Omega Ratio : Employs probability-weighted analysis to compare the likelihood and magnitude of gains versus losses, providing insights into the overall shape of the return distribution and tail risk characteristics. Drawdown and Risk Analysis Maximum Drawdown : Tracks the largest peak-to-trough equity decline, providing crucial information about the worst-case scenario and helping traders understand the emotional and financial stress they might encounter. Dynamic Drawdown Monitoring : Continuously updates drawdown calculations in real-time, allowing traders to monitor current drawdown levels relative to historical maximums. Trade Statistics and Profitability Profit Factor Analysis : Compares gross profits to gross losses, revealing the efficiency of the trading approach and the relationship between winning and losing trades. Win Rate Calculation : Provides the percentage of profitable trades, which must be interpreted in conjunction with profit factor and average trade size for meaningful analysis. Trade Frequency Tracking : Monitors total trade count to assess strategy turnover and transaction cost implications. Position Sizing Guidance Half Kelly Percentage : Calculates optimal position sizing based on Kelly Criterion methodology, then applies a conservative 50% reduction to account for parameter uncertainty and reduce volatility. This provides mathematically-based position sizing guidance that balances growth with risk management. Parameters & Settings 🔧 BMD Settings - Base Length : Period for Bollinger Band calculation (default: 10) - Source : Price data source (default: close) - Standard Deviation Length : Period for volatility calculation (default: 35) - SD Multiplier : Bollinger Band width multiplier (default: 1.0) - BB% Multiplier : Scaling factor for BB% calculation (default: 100) BMD Settings Base Length : Period for Bollinger Band calculation (default: 10) Source : Price data source (default: close) Standard Deviation Length : Period for volatility calculation (default: 35) SD Multiplier : Bollinger Band width multiplier (default: 1.0) BB% Multiplier : Scaling factor for BB% calculation (default: 100) Signal Thresholds 🎯 Long Threshold : Trigger level for long signals (default: 83) Short Threshold : Trigger level for short signals (default: 40) Display Options 🖥️ Toggleable metrics table with 6 position options Customizable date range limiter Multiple visual elements for comprehensive analysis Use Cases & Applications 💡 Trend Following Identifies momentum shifts in trending markets Provides early entry signals during trend continuations Adaptive bands adjust to changing volatility conditions Mean Reversion Detects oversold/overbought conditions Signals potential reversal points Works effectively in ranging markets Risk Management Built-in performance metrics for strategy evaluation Half Kelly percentage for position sizing guidance Maximum drawdown monitoring Advantages ✅ Adaptive Nature : Automatically adjusts to market volatility Dual Display : Oscillator and price chart components work together Comprehensive Metrics : Built-in performance analysis Flexible Trading Modes : Supports different trading strategies Visual Clarity : Color-coded signals and states Customizable : Extensive parameter adjustment options Important Considerations ⚠️ This indicator is designed for educational and analysis purposes Should be used in conjunction with other technical analysis tools Proper risk management is essential when trading Backtest thoroughly before implementing in live trading Market conditions can change rapidly, affecting indicator performance Disclaimer ⚠️ Past performance is not indicative of future results. Trading involves substantial risk of loss and is not suitable for all investors. The information provided by this indicator should not be considered as financial advice. Always conduct your own research. No indicator guarantees profitable trades - Always use proper risk management! 🛡️
Penunjuk Pine Script®
oleh Quant_MAC
OBV with MA & Bollinger Bands by Marius1032OBV with MA & Bollinger Bands by Marius1032 This script adds customizable moving averages and Bollinger Bands to the classic OBV (On Balance Volume) indicator. It helps identify volume-driven momentum and trend strength. Features: OBV-based trend tracking Optional smoothing: SMA, EMA, RMA, WMA, VWMA Optional Bollinger Bands with SMA Potential Combinations and Trading Strategies: Breakouts: Look for price breakouts from the Bollinger Bands, and confirm with a rising OBV for an uptrend or falling OBV for a downtrend. Trend Reversals: When the price touches a Bollinger Band, examine the OBV for divergence. A bullish divergence (price lower low, OBV higher low) near the lower band could signal a reversal. Volume Confirmation: Use OBV to confirm the strength of the trend indicated by Bollinger Bands. For example, if the BBs indicate an uptrend and OBV is also rising, it reinforces the bullish signal. 1. On-Balance Volume (OBV): Purpose: OBV is a momentum indicator that uses volume flow to predict price movements. Calculation: Volume is added on up days and subtracted on down days. Interpretation: Rising OBV suggests potential upward price movement. Falling OBV suggests potential lower prices. Divergence: Divergence between OBV and price can signal potential trend reversals. 2. Moving Average (MA): Purpose: Moving Averages smooth price fluctuations and help identify trends. Combination with OBV: Pairing OBV with MAs helps confirm trends and identify potential reversals. A crossover of the OBV line and its MA can signal a trend reversal or continuation. 3. Bollinger Bands (BB): Purpose: BBs measure market volatility and help identify potential breakouts and trend reversals. Structure: They consist of a moving average (typically 20-period) and two standard deviation bands. Combination with OBV: Combining BBs with OBV allows for a multifaceted approach to market analysis. For example, a stock hitting the lower BB with a rising OBV could indicate accumulation and a potential upward reversal. Created by: Marius1032
Penunjuk Pine Script®
oleh Marius1032
BB Oscillator - Price Relative to Bollinger BandsThis Bollinger Band Oscillator visualizes where the current price sits relative to its Bollinger Bands, scaled between 0 and 100. It helps identify overbought and oversold conditions based on the price’s position within the bands and provides dynamic signals when momentum shifts occur. Features Price Relative to Bollinger Bands The main oscillator plots the price’s relative position within the Bollinger Bands on a scale from 0 (lower band) to 100 (upper band), giving an intuitive view of where price stands. Customizable Moving Average Overlay An optional moving average (SMA or EMA) smooths the oscillator for trend analysis, with adjustable length and color options. Crossover & Crossunder Signals Alerts and background highlights trigger when the oscillator crosses over or under its moving average, signaling potential momentum shifts or trend changes. Fully Customizable Colors Choose your preferred colors for the oscillator line, moving average and crossover signals to match your charting style. This tool offers a unique oscillator view of Bollinger Bands, combining volatility context with momentum signals for clearer decision-making.
Penunjuk Pine Script®
oleh shftd
VWAP %BVWAP %B - Volume Weighted Average Price Percent B The VWAP %B indicator combines the reliability of VWAP (Volume Weighted Average Price) with the analytical power of %B oscillators, similar to Bollinger Bands %B but using volume-weighted statistics. ## How It Works This indicator calculates where the current price sits relative to VWAP-based standard deviation bands, expressed as a percentage from 0 to 1: • **VWAP Calculation**: Uses volume-weighted average price as the center line • **Standard Deviation Bands**: Creates upper and lower bands using standard deviation around VWAP • **%B Formula**: %B = (Price - Lower Band) / (Upper Band - Lower Band) ## Key Levels & Interpretation • **Above 1.0**: Price is trading above the upper VWAP band (strong bullish momentum) • **0.8 - 1.0**: Overbought territory, potential resistance • **0.5**: Price exactly at VWAP (equilibrium) • **0.2 - 0.0**: Oversold territory, potential support • **Below 0.0**: Price is trading below the lower VWAP band (strong bearish momentum) ## Trading Applications **Trend Following**: During strong trends, breaks above 1.0 or below 0.0 often signal continuation rather than reversal. **Mean Reversion**: In ranging markets, extreme readings (>0.8 or <0.2) may indicate potential reversal points. **Volume Context**: Unlike traditional %B, this incorporates volume weighting, making it more reliable during high-volume periods. ## Parameters • **Length (20)**: Period for standard deviation calculation • **Standard Deviation Multiplier (2.0)**: Controls band width • **Source (close)**: Price input for calculations ## Visual Features • Reference lines at key levels (0, 0.2, 0.5, 0.8, 1.0) • Background highlighting for extreme breaks • Real-time values table • Clean oscillator format below price chart Perfect for intraday traders and swing traders who want to combine volume analysis with momentum oscillators.
Penunjuk Pine Script®
oleh shui2967
Bands Vision-XBands Vision-X (BB-Vision-X) – Full Description Description: Bands Vision-X is an indicator based on dynamic bands constructed from customizable moving averages and standard deviation, allowing you to visualize potential support and resistance zones, volatility, and market conditions. It uses an adjustable moving average (with multiple options such as SMA, EMA, WMA, JMA, LSMA, DEMA, and TEMA) to define the central line, and upper and lower bands calculated by standard deviation multiplied by an adjustable factor. The bands are smoothed by a Hull Moving Average (HMA) to reduce noise and improve clarity. How to Use The bands indicate potential support and resistance levels. The central line serves as a dynamic price reference. The distance between bands reflects market volatility. Touches or breakouts of the bands may signal entry or exit opportunities. Parameters Parameter Description Default Standard Error Band Period Period for moving average and standard deviation 20 Moving Average Type Type of moving average (SMA, EMA, etc.) SMA Standard Deviation Multiplier Multiplier for standard deviation 2.0 Band Lines Smoothing Period Period for smoothing the bands (HMA) 5 Technical Notes The JMA function used is not the original Jurik version but an approximate and open implementation based on publicly available TradingView community code. Developed in Pine Script v6 with optimized and clean code. Recommendations Ideal for traders seeking a clear view of volatility and dynamic support/resistance levels. Should not be used in isolation; it is recommended to combine with volume analysis, price action, or other technical indicators. Adjust the period and multiplier according to the asset and timeframe for better effectiveness.
Penunjuk Pine Script®
oleh Canhoto-Medium
1
4H & 1D Sig_chartbugRohmoohyun is alive Auxiliary Indicator for Buy/Sell Signals Using Bollinger Bands and Moving Averages. Recommended for NASDAQ, Gold, Oil, BTC, Stocks on 4-hour or higher timeframes. For Ethereum, Ripple, and other volatile altcoins, it is advisable to also check the daily chart. Indicator Idea: This strategy utilizes two types of indicators: Bollinger Bands as a volatility (or momentum) indicator, and Moving Averages as a trend indicator. A triangle signal is generated in zones where the Bollinger Bands converge (squeeze). After a candle closes, a Rocket icon will appear, at which point a trading strategy can be devised based on the prevailing trend indicated by the Moving Averages. Indicator Feature: When used on timeframes of 4 hours or higher, this indicator is extremely powerful for establishing trading criteria, especially when combined with trend analysis and support/resistance zones. Basic Trading Method: Enter a position at the Rocket icon + Immediately set a stop-loss (e.g., at the previous low/high, a maximum loss threshold like 2% of capital, or at a level planned for a second entry to average down) + Take partial profit (e.g., 50%) at your desired TP level, then move the stop-loss to your entry price (break-even) and hold the remainder of the position. Recommended Timeframes: 5-minute, 4-hour, 1-day. Trading Strategy Pullback Trading / Trend Reversal Trading. Instrument Selection (Commodities & Indices, Crypto, NASDAQ-listed Stocks). Understand Instrument Characteristics (The three categories behave differently, so backtesting before use is essential). a) Bullish Alignment (Price > 20MA > 200MA) : Focus primarily on long (buy) positions. : If attempting a counter-trend (short) trade, do so only with multiple confirmations, such as RSI/Disparity divergence and a major resistance zone. Use a tight stop-loss. b) Bearish Alignment (Price < 20MA < 200MA) : The opposite of the above; focus on short (sell) positions. c) During a Bullish Trend, Price is Between MAs (200MA < Price < 20MA) : This indicates either a consolidation phase within an uptrend or a potential early sign of a reversal to a downtrend. Consider both possibilities. : A possible approach is to allocate capital with a 60% bias to long positions and a 40% bias to short positions (unlike in full bullish/bearish alignments where counter-trend trading has a poor risk/reward ratio). : If it turns out to be a reversal point, you can enter a position at the very beginning of a new trend, allowing for a longer ride. : It's recommended to take partial profits rather than closing the entire position. For instance, close half and move the stop-loss to your entry price to eliminate risk while keeping profit potential open. d) During a Bearish Trend, Price is Between MAs (200MA > Price > 20MA) : The opposite of the above. Instrument-Specific Characteristics Commodities & Indices (NASDAQ, Oil, Gold) : The indicator was primarily developed and tested on NASDAQ and Gold, so it tends to work well with them. : However, NASDAQ often exhibits strong, one-way trends, so a trend-following approach is highly recommended. : Gold and Oil tend to have significant reversals from key support/resistance zones. Crypto : These assets are extremely volatile, so use this indicator with caution and skill. : It performs reasonably well with BTC. For anything from Ethereum downwards, the price action can be chaotic, so it's crucial to use the daily chart and other confirming factors. : Instead of frequent day trading, focus on long-term positions, reduce the number of trades, and aim for entries with a good average price. NASDAQ-listed Stocks : Recommended for a long-term, accumulation-style investment approach. : Use the indicator not as a signal that "it will pump immediately!" but rather as a sign that "this is a decent entry point to build a position." : Alternatively, it can be used for more active swing trading (buy, sell, repeat). Important Disclaimers This is an auxiliary indicator, as the name implies. Do not trust it blindly. When entering a position, immediately set your stop-loss or have a plan for a single additional entry (max one recommended). Always use it in conjunction with other forms of analysis. Track your performance (win rate, risk/reward ratio) based on this strategy. Continuously refine and improve your approach.
Penunjuk Pine Script®
oleh Hororoks
2
Universal Valuation | QuantMAC🎯 Universal Valuation | QuantMAC 🚀 Professional-Grade Valuation Engine with 14+ Technical Components The Universal Valuation indicator is a sophisticated composite analysis tool that combines multiple technical indicators, statistical measures, and risk ratios to provide a comprehensive assessment of asset valuation across all market conditions and timeframes. 📊 Core Architecture & Methodology 🔬 Z-Score Normalization System Each component is normalized using statistical Z-scores, which measure how many standard deviations a value is from its historical mean. This standardization allows different indicators to be combined meaningfully: Positive Z-scores indicate values above historical average (potentially overvalued) Negative Z-scores indicate values below historical average (potentially undervalued) Individual lookback periods for each component ensure optimal sensitivity Real-time statistical calculations with dynamic standard deviation adjustments 📈 Composite Scoring Algorithm The final valuation score is calculated as the weighted average of all enabled components, providing a unified view of market conditions while maintaining granular control over individual inputs. 🛠️ Technical Components Breakdown 📊 Momentum & Oscillator Components 🎯 RSI (Relative Strength Index) Function: Measures price momentum and overbought/oversold conditions Default Settings: 21-period RSI with 150-period Z-score normalization Analysis: Values above 70 (traditional) become positive Z-scores, indicating potential overvaluation Edge: Z-score normalization adapts to changing market volatility unlike fixed thresholds 🌊 CCI (Commodity Channel Index) Function: Identifies cyclical price patterns and extreme price levels Default Settings: 30-period CCI with 150-period Z-score normalization Analysis: Measures price deviation from statistical mean using typical price (HLC/3) Edge: Excellent for identifying price extremes in trending and ranging markets 🔵 Chande Momentum Oscillator Function: Advanced momentum indicator using sum of gains vs. sum of losses Default Settings: 50-period calculation with 50-period Z-score normalization Analysis: Formula: 100 * (Sum_Gains - Sum_Losses) / (Sum_Gains + Sum_Losses) Edge: Less prone to whipsaws compared to RSI, better momentum persistence detection 🎭 IMI (Intraday Momentum Index) Function: Combines RSI concept with intraday price action analysis Default Settings: 100-period calculation with 150-period Z-score normalization Analysis: Uses gains/losses based on close vs. open rather than close-to-close Edge: Captures intraday sentiment and gap behavior effectively 📈 Price Action & Trend Components 📊 Bollinger Bands Position Function: Measures price position relative to volatility-adjusted bands Default Settings: 30-period bands with 50-period Z-score normalization Analysis: (Price - SMA) / (2 * Standard_Deviation) normalized to Z-score Edge: Adapts to volatility changes, providing context-aware overbought/oversold levels 💹 Price Z-Score Function: Direct statistical analysis of price deviation from historical mean Default Settings: 150-period lookback for Z-score calculation Analysis: Pure price momentum without indicator lag or smoothing Edge: Unfiltered price analysis, excellent for mean reversion strategies 📊 Disparity Index Function: Measures percentage deviation of price from its moving average Default Settings: 10-period SMA with 150-period Z-score normalization Analysis: 100 * (Price - SMA) / SMA, then normalized to Z-score Edge: Highly sensitive to short-term price deviations, excellent for timing entries 🎯 TEMA (Triple Exponential Moving Average) Function: Advanced moving average with reduced lag and improved responsiveness Default Settings: 10-period TEMA with 150-period Z-score normalization Analysis: Triple-smoothed EMA that maintains trend-following capability with less noise Edge: Superior trend identification with minimal lag compared to traditional MAs 📊 Volume & Market Structure Components 📈 VWAP (Volume Weighted Average Price) Function: Incorporates volume into price analysis for institutional perspective Default Settings: Standard VWAP with 300-period Z-score normalization Analysis: Compares current price to volume-weighted institutional benchmark Edge: Reveals institutional sentiment and identifies fair value zones ⚡ Intraday Momentum Function: Measures session-based momentum using open-to-close movement Default Settings: (Close - Open) / Open * 100 with 250-period Z-score normalization Analysis: Captures daily sentiment and gap behavior in percentage terms Edge: Excellent for intraday trading and gap analysis strategies 🎲 Advanced Statistical Components 🌊 Hurst Exponent (Optional) Function: Measures market efficiency and trend persistence characteristics Default Settings: 100-period calculation with 200-period Z-score normalization Analysis: Values > 0.5 indicate trending markets, < 0.5 indicate mean-reverting markets Edge: Identifies market regime changes and optimal strategy selection Note: Computationally intensive, disabled by default for performance 📊 Risk-Adjusted Performance Ratios ⚡ Sharpe Ratio Function: Risk-adjusted return measurement using total volatility Default Settings: 400-period calculation with 120-period Z-score normalization Analysis: (Return - Risk_Free_Rate) / Standard_Deviation of returns Edge: Identifies periods of superior risk-adjusted performance 🎯 Sortino Ratio Function: Risk-adjusted return using only downside deviation (superior to Sharpe) Default Settings: 400-period calculation with 120-period Z-score normalization Analysis: (Return - Risk_Free_Rate) / Downside_Deviation Edge: More accurate risk assessment as it ignores upside volatility 🌟 Omega Ratio Function: Advanced risk measure comparing gains above threshold to losses below Default Settings: 400-period calculation with 200-period Z-score normalization Analysis: Sum_of_Gains_Above_Threshold / Sum_of_Losses_Below_Threshold Edge: Captures full return distribution, not just mean and variance 🎨 Visualization & Interface 🌈 Dual Color Schemes Bright Mode: Vibrant colors for clear daylight visibility Dark Mode: Muted tones for low-light trading environments Adaptive Gradients: Color intensity scales with Z-score magnitude Background Highlighting: Optional panel and chart background coloring for extreme conditions 📊 Comprehensive Data Table Real-time Z-scores for each enabled component Composite score with gradient coloring Valuation phase classification (6 distinct levels) Toggle individual components on/off for custom analysis 🎯 Valuation Phase Classifications 📈 Systematic Valuation Levels Extremely Undervalued: Z-score ≤ -2.0 (Exceptional buying opportunity) Strongly Undervalued: Z-score ≤ -1.3 (Strong buying signal) Moderately Undervalued: Z-score < -0.65 (Potential buying opportunity) Fairly Valued: Z-score -0.65 to 0.5 (Neutral zone) Slightly Overvalued: Z-score 0.5 to 1.2 (Caution zone) Moderately Overvalued: Z-score 1.2 to 2.0 (Potential selling zone) Strongly Overvalued: Z-score ≥ 2.0 (Strong selling signal) 🌍 Universal Asset Compatibility ✅ Equity Markets - Individual stocks, ETFs, indices, sector rotation analysis ✅ Cryptocurrency - Bitcoin, altcoins, DeFi tokens, NFT projects 8H 12H 4H 🚀 Key Strategic Advantages 🔬 Scientific Approach Unlike traditional indicators that use fixed thresholds, the Universal Valuation employs dynamic statistical normalization that adapts to changing market conditions and volatility regimes. ⚡ Multi-Dimensional Analysis Combines momentum, trend, volume, and risk-adjusted metrics to provide a 360-degree view of market valuation, reducing false signals and improving decision accuracy. 🎯 Customizable Framework Enable or disable individual components to create custom valuation models tailored to specific assets, strategies, or market conditions. 📊 Institutional-Grade Metrics Incorporates sophisticated risk ratios (Sharpe, Sortino, Omega) typically used by hedge funds and institutional investors. 💡 Professional Trading Applications 🎯 Mean Reversion Strategies Identify extreme valuation levels for contrarian entries Use composite Z-score thresholds for systematic signal generation Combine with volume analysis for confirmation 📈 Trend Following Enhancement Avoid trend entries during overvalued conditions Use undervalued readings to add to existing positions Time trend continuation trades with valuation support 🔄 Portfolio Management Asset allocation based on relative valuation scores Risk management using integrated Sharpe/Sortino ratios Sector rotation timing using cross-asset comparison ⚡High-Frequency Applications Intraday momentum component for scalping strategies VWAP analysis for institutional order flow Real-time composite scoring for algorithmic systems 🛠️ Configuration Best Practices 📊 Conservative Setup (Long-term) Enable all components except Hurst Exponent Use longer Z-score periods (200+) for stability Focus on -1.3/+2.0 thresholds for major signals ⚡ Aggressive Setup (Short-term) Emphasize momentum components (RSI, CCI, Chande) Shorter Z-score periods (50-100) for responsiveness Use -0.65/+1.2 thresholds for frequent signals 🎯 Risk-Focused Setup Prioritize Sharpe, Sortino, and Omega ratios Enable VWAP and price components Use conservative thresholds with position sizing guidance --- 🏆 Professional Multi-Asset Valuation System The Universal Valuation indicator represents a quantum leap in technical analysis sophistication, combining academic rigor with practical trading applications. By normalizing diverse technical components through statistical Z-scores, it provides objective, data-driven valuation assessments that adapt to any market condition. --- 📝 Disclaimer: This indicator is for educational and informational purposes only. The statistical models and risk ratios do not guarantee future performance. Always conduct thorough analysis and implement proper risk management practices.
Penunjuk Pine Script®
oleh Quant_MAC
Bollinger Bands Oscillator | QuantMAC📊 Bollinger Bands Oscillator | QuantMAC 🎯 Overview The Bollinger Bands Oscillator is a sophisticated technical analysis tool that combines the power of traditional Bollinger Bands with an oscillator-based approach for enhanced signal generation. This indicator transforms the classic Bollinger Bands into a percentage-based oscillator, providing clearer entry and exit signals for both trending and ranging markets. 🔧 Key Features Dual Trading Modes : Choose between Long/Short or Long/Cash strategies Advanced BB% Calculation : Enhanced Bollinger Band percentage with customizable multipliers Comprehensive Metrics : Built-in performance analytics including Sharpe Ratio, Sortino Ratio, and Profit Factor Visual Color Coding : Dynamic bar coloring and 9 different color schemes for optimal chart visibility Date Range Filtering : Backtest specific time periods with customizable start dates Real-time Signal Generation : Clear long and short entry signals with threshold customization Advanced Risk Management : Half Kelly criterion calculation for optimal position sizing 📈 How It Works The indicator operates by calculating a modified Bollinger Band percentage that oscillates between values, typically ranging from 0 to 100+. When the BB% crosses above the Long Threshold (default: 83), it generates a bullish signal. Conversely, when it crosses below the Short Threshold (default: 55), it produces a bearish signal. Core Calculation Process: Calculate the moving average basis using the specified Base Length (default: 40 periods) Determine standard deviation using a separate SD Length (default: 27 periods) Create upper and lower bands using the SD Multiplier (default: 2.6) Convert to percentage oscillator with BB% Multiplier (default: 100) Generate signals based on threshold crossovers ⚙️ Customizable Parameters BMD Settings: Base Length : Controls the moving average period (default: 40) Standard Deviation Length : Determines volatility calculation period (default: 27) SD Multiplier : Adjusts band width sensitivity (default: 2.6) BB% Multiplier : Scales the oscillator values (default: 100) Source : Choose price source (close, open, high, low, etc.) Signal Thresholds: Long Threshold : Entry level for bullish positions (default: 83) Short Threshold : Entry level for bearish positions (default: 55) 🎨 Visual Elements Main Chart Overlay: Bollinger Bands : Upper and lower bands with customizable colors and transparency Middle Line : Basis line displayed as subtle dots Band Fill : Colored area between bands for easy visualization Bar Coloring : Candles change color based on current signal state Separate Oscillator Pane: BB% Line : Main oscillator line with dynamic coloring Threshold Lines : Horizontal lines marking entry/exit levels Color Coding : Line colors change based on bullish/bearish state 📊 Performance Metrics The indicator includes a comprehensive metrics table displaying: Net Profit % : Total return percentage Max Drawdown % : Maximum peak-to-trough decline Win Rate % : Percentage of profitable trades Profit Factor : Ratio of gross profit to gross loss Sharpe Ratio : Risk-adjusted return measure Sortino Ratio : Downside risk-adjusted return Omega Ratio : Probability-weighted ratio of gains vs losses Half Kelly % : Optimal position sizing recommendation Total Trades : Number of completed transactions 🎯 Trading Strategies Long/Short Mode: 🔄 The indicator alternates between long and short positions based on threshold crossovers. This mode is ideal for traders who can profit from both rising and falling markets. Long/Cash Mode: 💰 This conservative approach only takes long positions, moving to cash during bearish signals. Perfect for traders in accounts that don't allow short selling or those preferring a buy-and-hold approach with strategic exits. 🚀 Getting Started Add the indicator to your chart Choose your preferred Trading Mode (Long/Short or Long/Cash) Adjust the Base Length and SD Length to match your trading timeframe Fine-tune the Long Threshold and Short Threshold based on your risk tolerance Select your preferred color scheme from 9 available options Enable the metrics table to monitor performance in real-time 💡 Pro Tips Lower thresholds (e.g., Long: 75, Short: 60) generate more frequent but potentially less reliable signals Higher thresholds (e.g., Long: 90, Short: 45) produce fewer but potentially higher-quality signals Shorter base lengths make the indicator more responsive to recent price action Longer base lengths smooth out noise but may lag market turns Use the Half Kelly % metric to guide position sizing decisions ⚠️ Important Disclaimers Past performance is not indicative of future results . This indicator is a technical analysis tool designed to assist in trading decisions but should not be used as the sole basis for investment choices. Key Risk Considerations: Market Conditions : No indicator works perfectly in all market environments Backtesting Bias : Historical performance may not reflect future market behavior Risk Management : Always use proper position sizing and stop-loss orders Multiple Confirmations : Consider using additional indicators and analysis methods 📚 Educational Value This indicator serves as an excellent learning tool for understanding: Bollinger Band mechanics and interpretation Oscillator-based trading strategies Performance metrics and risk assessment Position sizing using Kelly Criterion principles The relationship between volatility and price movement 🔔 Updates and Support The Bollinger Bands Oscillator | QuantMAC is regularly updated to ensure compatibility with TradingView's latest features. The code is thoroughly commented for educational purposes and transparency. Remember: Trading involves substantial risk of loss and is not suitable for all investors. The value of investments may go down as well as up, and you may not get back the amount you invested. Always conduct your own research and consider seeking advice from a qualified financial advisor.
Penunjuk Pine Script®
oleh Quant_MAC
5EMA_BB_ScalpingWhat? In this forum we have earlier published a public scanner called 5EMA BollingerBand Nifty Stock Scanner , which is getting appreciated by the community. That works on top-40 stocks of NSE as a scanner. Whereas this time, we have come up with the similar concept as a stand-alone indicator which can be applied for any chart, for any timeframe to reap the benifit of reversal trading. How it works? This is essentially a reversal/divergence trading strategy, based on a widely used strategy of Power-of-Stocks 5EMA. To know the divergence from 5-EMA we just check if the high of the candle (on closing) is below the 5-EMA. Then we check if the closing is inside the Bollinger Band (BB). That's a Buy signal. SL: low of the candle, T: middle and higher BB. Just opposite for selling. 5-EMA low should be above 5-EMA and closing should be inside BB (lesser than BB higher level). That's a Sell signal. SL: high of the candle, T: middle and lower BB. Along with we compare the current bar's volume with the last-20 bar VWMA (volume weighted moving average) to determine if the volume is high or low. Present bar's volume is compared with the previous bar's volume to know if it's rising or falling. VWAP is also determined using `ta.vwap` built-in support of TradingView. The Bolling Band width is also notified, along with whether it is rising or falling (comparing with previous candle). What's special? We love this reversal trading, as it offers many benifits over trend following strategies: Risk to Reward (RR) is superior. It _Does Hit_ stop losses, but the stop losses are tiny. Means, althrough the Profit Factor looks Nahh , however due to superior RR, end of day it ended up in green. When the day is sideways, it's difficult to trade in trending strategies. This sort of volatility, reversal strategies works better. It's always tempting to go agaist the wind. Whole world is in Put/PE and you went opposite and enter a Call/CE. And turns out profitable! That's an amazing feeling, as a trader :) How to trade using this? * Put any chart * Apply this screener from Indicators (shortcut to launch indicators is just type / in your keyboard). * It will show you the Green up arrow when buy alert comes or red down arrow when sell comes. * Also on the top right it will show the latest signal with entry, SL and target. Disclaimer * This piece of software does not come up with any warrantee or any rights of not changing it over the future course of time. * We are not responsible for any trading/investment decision you are taking out of the outcome of this indicator.
Penunjuk Pine Script®
oleh pradipandsuvra
2
Mitsos4 RSI + BB + Dispersion + Trendlines + VIX Fix Mitsos4 RSI + BB + Dispersion + Trendlines + VIX Fix This powerful custom indicator combines two analytical tools into one view: RSI-based Bollinger Bands with Dispersion and the Vix Fix volatility spike detector. It is designed for traders who want early volatility signals and precision RSI insights, all in a single pane. 🧩 What's Included: ✅ 1. RSI + BB (EMA) + Dispersion RSI-Based Bollinger Bands: Tracks the RSI with Bollinger Bands using an EMA as the basis. Dispersion Zone: A buffer zone around the moving average band for more sensitive overbought/oversold detection. Dynamic RSI Coloring: 🟢 Green: RSI breaks above the dispersion zone. 🔴 Red: RSI breaks below the dispersion zone. 🟡 Yellow: RSI inside the zone (neutral). Trendlines at RSI levels: 40 (green), 50 (yellow), 60 (red). Alerts when RSI crosses dispersion zones. ✅ 2. CM_Williams_Vix_Fix Designed to simulate VIX-like volatility spikes on non-VIX instruments. Detects potential market bottoms by measuring price deviation from recent highs. Includes: Bollinger Band range on WVF. Percentile high/low zones to detect significant volatility moves. Histogram plot of WVF for quick visual alerts. Color-coded spikes (green when above upper thresholds). ⚙️ User Controls: Adjustable RSI, Bollinger Band, and dispersion settings. Toggle options for: Viewing high/low VIX percentiles. Showing standard deviation bands for WVF. Custom trendline display levels at RSI key areas. 📌 Best Use Cases: Detect early market reversals and volatility spikes. Combine RSI strength with volatility-based bottom signals. Layer dispersion-based logic on top of classic RSI strategies.
Penunjuk Pine Script®
oleh Mitsos4-Nick
MACD + RSI + EMA + BB + ATR Day Trading StrategyEntry Conditions and Signals The strategy implements a multi-layered filtering approach to entry conditions, requiring alignment across technical indicators, timeframes, and market conditions . Long Entry Requirements Trend Filter: Fast EMA (9) must be above Slow EMA (21), price must be above Fast EMA, and higher timeframe must confirm uptrend MACD Signal: MACD line crosses above signal line, indicating increasing bullish momentum RSI Condition: RSI below 70 (not overbought) but above 40 (showing momentum) Volume & Volatility: Current volume exceeds 1.2x 20-period average and ATR shows sufficient market movement Time Filter: Trading occurs during optimal hours (9:30-11:30 AM ET) when market volatility is typically highest Exit Strategies The strategy employs multiple exit mechanisms to adapt to changing market conditions and protect profits : Stop Loss Management Initial Stop: Placed at 2.0x ATR from entry price, adapting to current market volatility Trailing Stop: 1.5x ATR trailing stop that moves up (for longs) or down (for shorts) as price moves favorably Time-Based Exits: All positions closed by end of trading day (4:00 PM ET) to avoid overnight risk Best Practices for Implementation Settings Chart Setup: 5-minute timeframe for execution with 15-minute chart for trend confirmation Session Times: Focus on 9:30-11:30 AM ET trading for highest volatility and opportunity
Strategi Pine Script®
oleh shui2967
Alex Scalper with Volatility CheckAlex Scalper with Volatility Check - Script Description This Pine Script indicator is a comprehensive scalping strategy designed for short-term trading with built-in risk management and volatility filtering. Key Features: 📊 Core Strategy: Uses VWAP (Volume Weighted Average Price) as the primary trend filter Employs Stochastic oscillator for entry timing (oversold/overbought conditions) Generates buy signals when price is above VWAP with stochastic momentum Generates sell signals when price is below VWAP with stochastic reversal 🛡️ Risk Management: Volatility Protection: Automatically pauses trading during high volatility periods using ATR and Bollinger Band width analysis Multi-Target System: Three take-profit levels (10, 15, 25 points) for progressive profit-taking Fixed Stop Loss: 20-point stop loss protection Position Sizing: Dynamic lot size adjustment based on win/loss performance ⏰ Trading Hours: Restricted to US market hours (9:30-11:30 AM and 2:00-4:00 PM EST) Prevents trading during low-liquidity periods 🔔 Alert System: Real-time buy/sell alerts with complete trade information Includes entry price, stop loss, take profit levels, and position size Ready for automated trading integration 📈 Visual Elements: Green triangles for buy signals below price bars Red triangles for sell signals above price bars Orange volatility warning labels during high-risk periods This script is ideal for traders seeking a systematic approach to scalping with built-in protection against volatile market conditions.
Penunjuk Pine Script®
oleh domidragon
Bollinger Bands - Multi Symbol Alert (Miu)This script extends the classic Bollinger Bands indicator with support for up to 8 user-defined symbols and a unique alert system. Unlike traditional Bollinger Band indicators, it allows traders to configure alerts across multiple assets without keeping the indicator visible on the chart, making it ideal for passive multi-asset monitoring. What it does: This script calculates Bollinger Bands using a 100-period simple moving average and a standard deviation multiplier of 3 (or any input you set in the settings panel). For each selected symbol, the upper and lower bands are retrieved using request.security() and monitored for breakouts. Alerts are triggered when the closing price of the selected symbol breaks above the upper band (Overbought) or below the lower band (Oversold) — at the bar close. How to use it: 1) Add the indicator to your chart. 2) Open the settings panel. 3) Select up to 8 symbols to monitor. 4) After setting parameters, click the three dots next to the indicator title and choose "Add Alert on...". 5) Name your alert and confirm. 6) If you don’t wish to keep the indicator visible, you can remove it from the chart — alerts will still function as expected. Alert message includes: - Symbol name (e.g., BTC, ETH, LTC) - (OB) for overbought or (OS) for oversold - Symbol’s price at the alert moment Technical note: This script uses request.security() to fetch Bollinger Band levels and closing prices from up to 8 selected symbols in real time. Feel free to leave your feedback or suggestions in the comments section below. Enjoy!
Penunjuk Pine Script®
oleh fabianomiu
MA Pullback Signal V1.1 [Tujac]This indicator will help you to find a MA Pullback Signal. Features Entry signals are generated under the following conditions: Condition 1: When the 10, 20, and 50-period Moving Averages (MAs) are in either a bullish or bearish alignment , and their intervals narrow before expanding , a signal will appear. Additionally , the Stochastic oscillator must be in an oversold/overbought zone , and the signal will only trigger if volume increases upon the 10-period MA breaking through the 20-period MA after a bounce. Condition 2: When the 20, 50, and 100-period MAs are in either a bullish or bearish alignment , and their intervals narrow before expanding , a signal will appear. Additionally , the Stochastic oscillator must be in an oversold/overbought zone , and the signal will only trigger if volume increases upon the 20-period MA breaking through the 50-period MA after a bounce. Condition 3: If the 50-period MA and 200-period MA are in a bullish alignment , but the 10, 20, and 50-period MAs are in a bearish alignment , a signal will appear on a candle where a double bottom/double top forms, followed by an increase in volume . Convergence Zone Entry signals are hidden when the market is in a convergence zone . Bollinger Bands, Keltner Channels, ADX, and Volume are used to determine if the market is in a convergence zone. By default, entry signals will not appear in a convergence zone. You can change the settings to allow signals to appear on candles that meet the entry conditions, even within a convergence zone. Setting Options Trend Type: Sets the type of Moving Average to determine pull-back entries. MA F: Uses all four MAs (10/20/50/200) to determine pull-backs. MA A/B/C: Uses only the 10/20/50 MAs to determine pull-backs. MA F Trend: Sets which MA crossing the 200-period MA defines the base trend. The default is the 5-period MA. MA Style: Sets the display style of the Moving Averages. A: Displays the 200-period MA as a line and the 10/20-period MAs as a cloud. B: Displays all 10/20/50/200-period MAs as lines. C: Displays the 10/20-period MAs and the 90/100-period MAs as a cloud. ADX Default: Sets the ADX value used to define the convergence zone. Filter Squeeze: Enable this setting to hide entry signals during convergence zones. Filter Over Sold/Bought: Enable this setting to hide entry signals when the market is in oversold/overbought zones. Show Strong Signal: Displays signals with particularly high volume and price volatility. Strength Level: Displays the strength of the signal. Show All Signal: Displays both weak and strong signals. Displays the 200-period MA as a line and the 10/20-period MAs as a cloud. When the 10, 20, and 50-period Moving Averages (MAs) are in either a bullish or bearish alignment, and their intervals narrow before expanding, a signal will appear. Additionally, the Stochastic oscillator must be in an oversold/overbought zone, and the signal will only trigger if volume increases upon the 10-period MA breaking through the 20-period MA after a bounce. Entry signals are hidden when the market is in a convergence zone. The "Show All Signal" option allows you to display both weak and strong signals, providing a comprehensive view of all potential entry points identified by the system, regardless of their strength level. If the 50-period MA and 200-period MA are in a bullish alignment, but the 10, 20, and 50-period MAs are in a bearish alignment, a signal will appear on a candle where a double bottom/double top forms, followed by an increase in volume.
Penunjuk Pine Script®
oleh tujac2jac