Buy Sell Signal - msrinivIndicator to say Buy and Sell signal based on EMA and with TP1, TP2 concepts
Penunjuk Pine Script®
Moving Averages
Linda Bradford Redford 3-10 Oscillator Enhanced LBR MomentumLBR 3-10 Oscillator – Enhanced (Linda Raschke Momentum)
Popularized by Linda Bradford Raschke since the 1980s, the 3-10 oscillator is a fast momentum tool that measures the difference between a 3-period and a 10-period simple moving average of price (plus a 16-period signal line of that difference). It is essentially a simple-moving-average version of the MACD and is widely used for short-term momentum shifts and trend changes, especially in futures and intraday trading.
This enhanced open-source version adds:
Custom MA type (SMA/EMA/WMA) for all lines (default = SMA to stay true to the original).
Colored histogram that shows momentum strength: strong bull (bright lime), weak bull (pale green), strong bear (maroon), weak bear (red).
Momentum “hooks” – tiny dots on the fast line that mark changes in direction (potential short-term exhaustion).
Simple adjacent-bar divergence labels (bullish/bearish) for visual reference.
Overbought/oversold levels and full alert suite.
How to read it
Fast line (blue/purple) = raw momentum. Crosses of the thick red signal line = momentum shifts.
Zero-line cross = trend confirmation.
Histogram color & height = conviction of the move.
Hooks = possible short-term turns.
Divergence labels = possible weakening of momentum (use with price action).
How to use
Works on any timeframe and asset. Best results on liquid instruments (futures, forex majors, large-cap stocks). Adjust MA type or lengths for different market conditions. The raw oscillator scale varies with price/volatility, so tune the OB/OS levels to the chart you are trading.
This script does not contain any backtesting, performance claims, or mechanical trading rules. It is a visual momentum tool only. Always combine with price action, support/resistance, and your own risk management.
The code is fully open-source so you can study or modify it. Inspired by Raschke’s original concept and many community implementations, but the visual enhancements (strength-based histogram coloring, hooks, and divergence labels) are unique to this version.
Penunjuk Pine Script®
Vector Logic: Gator Trend Hunter [v 2.0]MAJOR UPDATE: Added Trend Rider Logic to prevent premature exits.
"Stop getting shaken out of winning trades."
🛑 The Problem:
Most trend-following indicators have a fatal flaw: they exit too early . As soon as a strong trend pauses to take a breath, standard momentum indicators (like MACD or moving average crosses) panic and signal an exit, forcing you to watch from the sidelines as the stock rips higher without you.
✅ The Solution: The "Trend Rider" Logic
The VL: Gator Trend Hunter is an institutional-grade trend system designed to solve the problem of premature exits. It combines the legendary Williams Alligator volatility logic with a 200 Double EMA macro filter, but with a critical twist:
Instead of exiting when lines cross (which is noisy), this script uses a Structure Break Exit . It will keep you in the trade as long as the price candles close above the Alligator's Teeth (the Red Balance Line). This acts as a "Guard Rail," allowing the price to wiggle, pullback, and test support without killing your position.
_______________________________________
🧠 How It Works
1. The Macro Filter (200 DEMA) 🌊
The script first checks the "Big Picture" trend direction.
• Price > Orange Line = 🟢 Longs Only.
• Price < Orange Line = 🔴 Shorts Only.
2. The Trigger (The Alligator) 🐊
It waits for the Alligator lines to "Sleep" (contract/tangle) and then "Eat" (expand).
• LONG: When the Green line crosses above the Red line and price breaks out.
• SHORT: When the Green line crosses below the Red line and price breaks down.
3. The Ride (The Secret Sauce) 🏄♂️
Once in a trade, the script ignores minor crossovers . It only signals an EXIT if the price physically closes beyond the Red Guard Rail.
_______________________________________
📖 The Playbook: How to Trade It
• The Setup: Look for the Macro Trend Line (Orange) to be sloping up.
• The Entry: Wait for the Cyan "BUY" Label . This appears when the Alligator wakes up and expands (you will see the "Gator Cloud" turn bright Blue).
• The "Sit on Your Hands" Phase: This is the hardest part of trading. You will see red candles. You will see pullbacks. Do not sell. Trust the Red Line. As long as the "Gator Cloud" remains visible and price is above the Red line, the trend is healthy.
• The Exit: Sell only when the Yellow "X" appears. This confirms that the trend structure has actually broken.
_______________________________________
⚡ Key Features
• Bi-Directional: Works for both Bull markets (Longs) and Bear markets (Shorts).
• State Machine: No signal spam. You get one clean entry signal, and then silence until the exit.
• Live Dashboard: A status panel in the bottom right corner shows you:
📊 Macro Trend: Bullish/Bearish.
🐊 Gator Phase: Sleeping vs. Expansion.
🎯 Active Action: Long, Short, or Wait.
💎 Best For:
• Trending Assets: High Beta Stocks (NVDA, TSLA), Crypto (BTC, ETH), and Commodities.
• Timeframes: Optimized for 4H and Daily charts to catch major swings.
Part of the Vector Logic Labs quantitative suite.
Penunjuk Pine Script®
Guga Azevedo 10(EMAs + SMAs)============================== 10 MOVING AVERAGES (EMA + SMA)
==============================
ENGLISH VERSION
10 Moving Averages (EMA + SMA) – Trend Structure from Micro to Macro
This indicator combines 7 Exponential Moving Averages (EMAs) and 3
Simple Moving Averages (SMAs) to provide a complete structural view of
the market, from micro momentum to macro trend regime.
Included Moving Averages: EMAs: 9, 20, 21, 34, 50, 100, 200 SMAs: 50,
100, 200
How to Use:
1. Trend Regime Filter Price above EMA/SMA 200 = bullish bias. Price
below EMA/SMA 200 = bearish bias.
2. Alignment / Stacking When shorter MAs are above longer MAs, trend
strength increases. Full alignment suggests strong directional
continuation.
3. Pullback Depth Analysis Respecting EMA 9 or 20 = strong trend.
Pullback to 34 or 50 = healthy trend. Pullback to 100 = moderate
strength. Loss of 200 = possible structural shift.
4. MA Compression When multiple MAs cluster together:
- Volatility contraction
- Accumulation phase
- Potential breakout setup
Features: - Line Mode or Ribbon Mode - Individual MA toggle on/off -
Custom colors - Anti-overlap labels on chart - Optional side table for
clean layout
Disclaimer: This is not an automated trading system. Always use proper
risk management and additional context (volume, structure, price
action).
Penunjuk Pine Script®
Vector Logic: Gator Trend Hunter
Stop getting shaken out of winning trades.
Most trend-following indicators have a fatal flaw: they exit too early . As soon as a strong trend pauses to take a breath, standard momentum indicators (like MACD or moving average crosses) panic and signal an exit, forcing you to watch from the sidelines as the stock rips higher without you.
The Solution: The "Trend Rider" Logic
The VL: Gator Trend Hunter is an institutional-grade trend system designed to solve the problem of premature exits. It combines the legendary Williams Alligator volatility logic with a 200 Double EMA macro filter, but with a critical twist:
Instead of exiting when lines cross (which is noisy), this script uses a Structure Break Exit. It will keep you in the trade as long as the price candles close above the Alligator's Teeth (the Red Balance Line). This acts as a "Guard Rail," allowing the price to wiggle, pullback, and test support without killing your position.
How It Works:
The Macro Filter (200 DEMA): The script first checks the "Big Picture."
Price > Orange Line = Longs Only.
Price < Orange Line = Shorts Only.
The Trigger (The Alligator): It waits for the Alligator lines to "Sleep" (contract/tangle) and then "Eat" (expand).
LONG: When the Green line crosses above the Red line and price breaks out.
SHORT: When the Green line crosses below the Red line and price breaks down.
The Ride (The Secret Sauce): Once in a trade, the script ignores minor crossovers. It only signals an EXIT if the price physically closes beyond the Red Guard Rail.
How to Use This Indicator (The Playbook):
The Setup: Look for the Macro Trend Line (Orange) to be sloping up.
The Entry: Wait for the Cyan "BUY" Label. This appears when the Alligator wakes up and expands (you will see the "Gator Cloud" turn bright Blue).
The "Sit on Your Hands" Phase: This is the hardest part of trading. You will see red candles. You will see pullbacks. Do not sell. Trust the Red Line. As long as the "Gator Cloud" remains visible and price is above the Red line, the trend is healthy.
The Exit: Sell only when the Yellow "X" appears. This confirms that the trend structure has actually broken.
Features:
Bi-Directional: Works for both Bull markets (Longs) and Bear markets (Shorts).
State Machine: No signal spam. You get one clean entry signal, and then silence until the exit.
Dashboard: A live status panel in the bottom right corner shows you the Macro Trend direction, the Gator Phase (Sleeping vs. Expansion), and your current Active Signal.
Best For:
Trending Assets: High Beta Stocks (NVDA, TSLA), Crypto (BTC, ETH), and Commodities (Gold, Silver).
Timeframes: Optimized for 4H and Daily charts to catch major swings.
Part of the Vector Logic Labs quantitative suite.
Penunjuk Pine Script®
Aura V14
Aura V14 is a minimalist, high-precision trend engine specifically engineered and optimized for the 15-minute (15m) timeframe.
It operates on a "Triple Consensus" logic, harmonizing three of the most powerful algorithmic filters into a single, clutter-free interface:
Lorentzian Machine Learning Score: Analyzes multi-factor momentum (RSI, MFI, ADX) to ensure statistical edge.
Alpha Trend Engine: Tracks institutional money flow and volatility-adjusted trend direction.
Magic Trend (CCI-Based): Confirms price breakouts and sustained momentum.
Designed for the minimalist trader, Aura removes all visual noise by eliminating lines and oscillators. It features a unique soft background "glow" that instantly identifies the market's aura: a soothing green for bullish strength and a muted red for bearish dominance.
Key Features:
15m Optimization: Fine-tuned for medium-frequency trading, filtering out low-timeframe noise while capturing significant moves.
Zero-Line Interface: Keep your charts clean and focus on price action.
Triple-Filter Validation: Signals only appear when all underlying algorithms reach a perfect consensus.
Penunjuk Pine Script®
DEMATR StrategyThe DEMATR Guard is a sophisticated trend-following strategy built to capture momentum while shielding you from high-volatility traps. It leverages the speed of Double EMAs, the structural context of the Ichimoku Cloud, and an adaptive volatility engine.
Core Logic
The Engine: Dual DEMA cross (8/21) for rapid signal detection with less lag than traditional moving averages.
The Trend Shield: Ichimoku Cloud filter ensuring entries only occur in bullish territory (above Span A and B).
Volatility Guard: Automatic ATR-based filtering that rejects signals when the market is overextended or hyper-volatile.
The Safety Floor: A 50 EMA baseline used as a structural exit to preserve capital during trend reversals.
What the DEMATR Guard Handles Automatically
The script takes care of the mechanical heavy lifting: DEMA crossovers, Ichimoku Cloud positioning, EMA 50 floor exits, and the rejection of excessive volatility (ATR Filter).
Your Essential Checklist (Human Discretion)
While the script handles the math, your value as a trader comes from analyzing what a backtest cannot see. When you see a BUY triangle, check these points:
Volume: Is there a noticeable volume spike on the signal candle?
VRVP: Is there a heavy "volume wall" (resistance) right above you? If the path is clear, it's a higher-quality trade.
Space to Run: Ensure there is at least 2-3% of room before the next major horizontal resistance.
Future Cloud: Look to the right—is the Ichimoku cloud green for the future period?
ADX: Is the trend strength above 15? Avoid taking signals in dead or sideways markets.
Interpreting "ATR!" Markers
The orange "ATR!" cross signals a rejected entry. This means the trend was valid, but the price move was too violent or overextended. These markers are designed to protect you from "buying the peak" of an exhausted rally.
Strategi Pine Script®
Penunjuk Pine Script®
150/50 Confirmation - Second Close & Trend FilterSignals entry after two consecutive closes above the 150 MA (second close higher than first) AND the 50 MA is trending upward. Signals exit after two consecutive closes below the 150 MA (second close lower than first) AND the 50 MA is trending downward.
The 50 MA trend filter (default 5-day lookback) prevents false entries in downtrends and false exits in uptrends.
Includes three daily moving averages (50, 150, 200), optional weekly MAs (50W, 200W), 50/150 crossover dots, and a position status indicator.
Penunjuk Pine Script®
Sweep Trend Chop Filter (STCF)Sweep Trend Chop Filter (STCF) is a price‑action trend tool that colors candles based on trend strength, momentum shifts, and chop conditions. It combines a 4‑MA stack with a CISD state‑machine to highlight true bullish/bearish moves while filtering out noise. A fast, visual trend filter for any timeframe.
Bullish: MA9 > MA18 ≥ MA27 ≥ MA50 → bars colored green
Bearish: MA9 < MA18 ≤ MA27 ≤ MA50 → bars colored red
Otherwise = Chop (yellow)
MA Stack (Primary Trend): Uses four moving averages (9/18/27/50) with a loosened stacking rule to identify trend bias.
CISD State (Momentum Confirmation): Confirms flips only on confirmed bars by tracking a red→green (bearish → bullish) or green→red (bullish → bearish) transition, then measuring follow‑through using the Noise Filter tolerance. When met, CISD can temporarily color bars even if the MA stack hasn’t aligned yet.
Full Candle Coloring: Bodies, wicks, and borders are colored for immediate visual clarity, with optional overlay of the 4 MAs.
Inputs
Noise Filter (0–1): Tighten/loosen CISD confirmation sensitivity (default 0.7).
Swing Period: For future extensions (placeholder).
MA Type: EMA (default) or SMA.
MA Lengths: 9 / 18 / 27 / 50 (editable).
Colors: Bullish, Bearish, Chop.
Toggle: Show/Hide MAs.
Tips & Notes
Go to Settings of Chart (not the indicator) and Disable Colored Body, Wick, and Outline.
Use STCF to stay with trend, avoid chop, and time transitions with CISD confirmation.
Best paired with higher‑timeframe confluence and risk controls.
No signals/alerts are fired—visual filter only.
Penunjuk Pine Script®
Swing Trading Low Risk Entry PinescreenerSwing Trading Low Risk Entry – Pine Screener
Created by Colin Rogers
Last Update: Feb 13, 2026
Description:
This script is built for Pine Screener only. It provides clean numeric columns to help identify low-risk swing trading setups using ATR and moving average reclaim signals.
Unfortunately, pinescreener to my knowledge does not allow automatic updates to the screener unless you hit scan button (tradestation does this well w/ radar screen)
What It Shows:
1) % ∆ LOD
Measures how far price closed off the low of the day as a percentage of ATR(10).
Formula:
(close - low) / ATR(10)
Lower values mean price closed near the low relative to volatility. Useful for avoiding entries when a stock has already moved its full average move for the day (from Jeff Sun)
2) ATR Distance from 50 SMA
Shows how many ATRs price is above or below the 50-day SMA.
Formula:
(close - 50 SMA) / ATR(10)
Helps avoid buying over-extended stocks
good rule of thumb is ideally avoid stocks above 4x atr from the 50 sma
3) U&R Flags (10 / 20 / 50 / 100 SMA)
Triggers when price undercuts a moving average and closes back above it, or reclaims it after closing below the prior day.
Each moving average outputs its own screener column and returns 1 when active.
Intended Use:
Use in Pine Screener to filter for:
• Stocks near the 50-day SMA
• Controlled pullbacks
• Moving average reclaim setups
Designed for structured swing entries with defined risk.
Penunjuk Pine Script®
150 MA - Entry & Exit on Second CloseA moving average indicator that confirms trend direction with two consecutive closes before signaling entries and exits.
Features three customizable moving averages (50, 150, 200), optional weekly MAs (50W, 200W), visual entry/exit arrows, 50/150 crossover detection, and a real-time position status box.
The 150 MA acts as the key decision line - entry signals appear after two consecutive higher closes above it, exit signals after two consecutive lower closes below it.
Penunjuk Pine Script®
Penunjuk Pine Script®
Magic Sword: Precision Trend + Volume Filter Fixed
The SWORT Precision Volume Trend Filtered is a sophisticated technical analysis tool designed to identify high-probability market entries by merging three critical data pillars: Price Momentum, Volume Flow, and Trend Consistency.
Key Features:
Precision Filtering: Utilizing advanced smoothing algorithms, the indicator filters out "market noise" and minor price fluctuations, ensuring you stay focused on the primary trend.
Volume Integration: Unlike standard trend followers, it validates price movements through volume analysis, confirming that a trend has the institutional "weight" to continue.
Adaptive Sensitivity: It dynamically adjusts to market volatility, providing responsive signals during breakouts while maintaining stability during consolidation phases.
Visual Clarity: Designed for immediate interpretation, it offers clear visual cues (color-coded trends or signals) to help traders minimize emotional bias and execute with discipline.
Penunjuk Pine Script®
Asymmetric Traffic Light - Regime FilterOverview
The Asymmetric Traffic Light is a trend regime classification system that categorizes market conditions into four distinct states: Green (bullish), Yellow (neutral), Orange (transition), and Red (bearish). Unlike simple traffic light indicators, this version includes an asymmetric transition rule that prevents the market from jumping directly from Red to Green, reducing false signals during volatile recoveries.
How It Works
Regime Definitions
RED (Bearish) - Price is below both the 200 SMA and 50 SMA. This represents a confirmed downtrend where both short and long-term momentum are negative. Risk should be minimized.
GREEN (Bullish) - Three conditions must be met simultaneously:
Price is above the 200 SMA
The 200 SMA slope is positive (rising over the lookback period)
The 50 SMA is above its value from 5 bars ago (showing upward momentum)
This triple confirmation ensures you only get Green during genuine bullish conditions, not just price spikes above the moving average.
YELLOW (Neutral) - Any condition that is neither Red nor Green. This includes situations where price is above one MA but below the other, or when the slope conditions are not met.
ORANGE (Transition Quarantine) - This is the key innovation. When price exits Red (transitions to non-Red), the indicator enters a mandatory 4-bar quarantine period. During this time, even if Green conditions are technically met, the indicator displays Orange instead.
Why the Orange Quarantine Matters
Markets often experience sharp bear market rallies that quickly fail. Without the quarantine:
Day 1: Red (price below both MAs)
Day 2: Sharp rally, price spikes above both MAs → Would show Green
Day 3: Rally fails, back to Red
With the quarantine:
Day 1: Red
Day 2: Sharp rally → Orange (quarantine bar 1 of 4)
Day 3: Rally fails → Back to Red (quarantine resets)
The asymmetry means you need sustained strength to reach Green, but you can fall into Red immediately. This matches the reality that markets tend to fall faster than they rise.
What Makes This Different
Most traffic light indicators use simple threshold crossings that generate excessive signals during choppy conditions. The asymmetric transition rule acknowledges that exiting a bearish regime requires more confirmation than entering one. This design philosophy prioritizes avoiding false bullish signals over capturing every rally.
Settings Guide
Moving Average Settings
Long SMA Length - Primary trend filter. Default 200 matches institutional trend reference. Range: 50-500.
Short SMA Length - Secondary trend filter. Default 50 for intermediate trend. Range: 10-100.
Slope Lookback - Period to measure SMA200 direction. Default 20 bars. Shorter = more responsive, longer = smoother.
Short MA Momentum Lookback - Bars to compare for SMA50 upward momentum. Default 5.
Transition Settings
Orange Quarantine Bars - Mandatory waiting period after exiting Red. Default 4 bars. Increase for more conservative signals.
Visual Settings
Color customization for each regime state
Toggle background coloring on/off
Toggle regime change labels
How to Use
Add the indicator to your chart (works best on daily timeframe for position trading)
GREEN: Full position size, bullish bias
YELLOW: Reduced exposure, no directional bias
ORANGE: Remain cautious, do not increase bullish exposure yet
RED: Defensive positioning, avoid new longs
The indicator outputs numeric regime values (0-3) and boolean flags that can be referenced by other scripts for systematic strategy development.
Alerts
Green Regime - Triggered when transitioning into confirmed bullish conditions
Red Regime - Triggered when entering bearish conditions
Orange Transition - Triggered when exiting Red into quarantine period
Yellow Regime - Triggered when entering neutral conditions
Any Regime Change - Triggered on any state transition
Best Practices
Use on daily charts for swing/position trading timeframes
Combine with your entry timing indicators - this is a filter, not a signal generator
Consider increasing quarantine bars during high-volatility periods
The Orange state is particularly valuable after sharp selloffs to avoid bear trap rallies
Limitations
Lagging indicator - moving averages by nature respond to past price action
The quarantine period may cause you to miss the first few bars of legitimate rallies
Optimized for daily timeframes; lower timeframes may generate excessive state changes
Does not account for volume, volatility, or external factors
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice.
Past performance does not guarantee future results
Always conduct your own research before making trading decisions
Consider your risk tolerance and investment objectives
This is a filter tool, not a complete trading system
Penunjuk Pine Script®
VWAP (ARCHI)VWAP Bands — Volume Weighted Average Price with Deviation Bands
Overview
**VWAP Bands** is an advanced VWAP indicator featuring automatic standard deviation bands (±1σ, ±2σ, ±3σ), multiple anchor period options, and fully customizable visuals. Designed for intraday and swing traders who use volume-weighted levels for decision-making.
🔑 Key Features
📐 **Anchored VWAP** — Choose your reset period: Session (default), Week, Month, Quarter, or Year. VWAP resets at the beginning of each period.
📊 **Deviation Bands** — Three levels of standard deviation bands (±1σ, ±2σ, ±3σ) highlight statistical zones of overextension relative to the volume-weighted mean price.
🎨 **Full Customization** — Adjustable colors, line widths, band fills, and edge labels. Toggle each band on/off independently.
📍 **Previous VWAP Close** — Optionally display the closing VWAP level from the previous session as a key reference point.
📈 How to Use
Identifying Value Zones
- Price **at VWAP** = fair value. Institutional traders benchmark execution quality against VWAP.
- Price **above VWAP** = buyers in control, bullish bias.
- Price **below VWAP** = sellers in control, bearish bias.
Mean Reversion Trading
- Price touches **±2σ** = extreme deviation, look for a reversal back to VWAP.
- Price touches **±3σ** = very rare event, high probability of a pullback.
- **±1σ** = normal volatility range, not a standalone signal.
Trend vs Range
- **Trending market**: Price stays on one side of VWAP, bands widen.
- **Ranging market**: Price oscillates around VWAP, bands contract.
### Confluence Trading
Combine VWAP Bands with horizontal support/resistance levels. When a VWAP band aligns with a key level — that's a high-probability zone for entries.
⚙️ Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| Anchor Period | Session | VWAP reset period (Session/Week/Month/Quarter/Year) |
| Source | hlc3 | Price source (hlc3, close, ohlc4) |
| Band 1 Multiplier | 1.0 | First band (±1σ) |
| Band 2 Multiplier | 2.0 | Second band (±2σ) |
| Band 3 Multiplier | 3.0 | Third band (±3σ) |
| Fill Bands | ✅ | Color fill between bands |
| Show Labels | ✅ | Labels at band edges |
| Prev VWAP Close | ❌ | Previous session VWAP close level |
💡 Tips
1. **Intraday (M5–H1):** Use Anchor = Session. VWAP resets daily.
2. **Swing (H4–D1):** Use Anchor = Week or Month for broader context.
3. **Forex/Gold:** Source `hlc3` provides the closest approximation to tick-based VWAP.
4. **Stocks:** Session VWAP matches the standard institutional benchmark.
⚠️ Note
This indicator calculates VWAP from bar data (OHLCV), not tick data. On lower timeframes (M1–M5), accuracy is near-perfect. On higher timeframes (H4+), slight deviations from tick-based VWAP may occur — this is a fundamental limitation of bar-based calculation.
Penunjuk Pine Script®
Day trade futures - ES VWAP Pullback v2.0 [Signals]ES VWAP Institutional Pullback v2.0
—— STRATEGY VERSION ——
A futures day-trading system built specifically for /ES (S&P 500 E-mini) on the 5-minute timeframe. Designed around the premise that institutional algorithms benchmark entries against VWAP and that the highest-probability trades come from entering trend continuations after pullbacks — not from predicting reversals.
This is not a typical MACD crossover strategy. Every component is filtered and confirmed before a signal fires.
█ HOW IT WORKS
The system requires four conditions to align before entering a trade:
1. Higher-Timeframe Trend Confirmation
Uses a 50 EMA pulled from the 15-minute chart via request.security(). Price must be above this EMA for longs, below for shorts. This replaces the common approach of plotting a 200 EMA on the entry timeframe, which on a 5-minute chart represents ~17 hours of data and reacts too slowly to intraday regime changes.
2. VWAP Institutional Bias
Price must be above the session VWAP for longs, below for shorts. VWAP is the benchmark institutional algorithms use to evaluate execution quality. Trading in the direction of VWAP bias aligns your entries with the dominant order flow.
3. MACD Histogram Reversal (Not Raw Crossover)
Rather than entering on a standard MACD line crossover (which lags significantly on short timeframes), the system detects when the MACD histogram flips from negative to positive territory after being negative for at least two consecutive bars. This catches the exact moment selling pressure exhausts and buying momentum resumes — typically 1–3 bars earlier than a traditional crossover.
4. Volume Spike Confirmation
The entry bar must have volume ≥ 1.2× its 20-bar simple moving average. A MACD histogram flip on thin volume is noise. Requiring a volume spike confirms that institutional participation is actually present at the reversal point.
█ SESSION FILTER
Futures trade nearly 24 hours, but VWAP-based strategies degrade outside Regular Trading Hours when volume thins and price action becomes erratic. The system enforces a hard session window of 9:30 AM – 3:30 PM Eastern by default. All positions are automatically closed at session end if the EOD close option is enabled.
█ RISK MANAGEMENT
Dynamic ATR-Based Stops
Stop loss is calculated as 1.5× the 14-period ATR at the moment of entry. During volatile opens, your stop widens to give the trade room. During quiet midday action, it tightens to protect capital. This replaces fixed-point stops that get hunted during volatility expansion.
Partial Profit at 1R
When price reaches 1× your initial risk (the 1R level), 50% of the position is closed automatically. This locks in profit and reduces psychological pressure on the remaining runner.
Trailing Stop
After reaching the 1R trigger, a trailing stop activates at 0.75× ATR behind the current price. It only moves in your favor — never backward. This lets winners run in trending sessions while protecting gains.
Full Take Profit at 2R
The remaining position targets 2× the initial risk. Combined with the partial at 1R, the effective average exit on a full winner is approximately 1.5R.
█ BACKTEST REALISM
The strategy models:
• $2.50 per contract commission (round-trip ~$5.00, typical for /ES)
• 2-tick slippage ($25 per contract)
• No fills on close — orders process on the next bar
This matters. Many published strategies show inflated results because they assume zero friction. The performance you see in the Strategy Tester should be closer to what you would actually experience.
█ DASHBOARD
A real-time info table displays:
• Current HTF trend direction
• VWAP bias (above/below)
• Current ATR value
• Volume ratio vs. SMA (with color coding for spike detection)
• Session status (active/closed)
• Position status
• MACD histogram value
█ SETTINGS GUIDE
Inputs are grouped logically. Key tuning parameters:
Volume Multiple (default 1.2×) — Lower to 1.0× if you're getting too few signals in quieter sessions. Raise to 1.5× for stricter filtering.
HTF Timeframe (default 15m) — The 15-minute 50 EMA represents ~12.5 hours of trend data. You can try 30m for a slower, more conservative filter.
Trail Trigger (default 1.0R) — Set to 0.75R for more aggressive trailing. Set to 1.5R if you want the trail to activate later and give more room.
Trail Offset (default 0.75 ATR) — Lower values trail tighter (more likely to get stopped but lock more profit). Higher values give more room but risk giving back gains.
All filters (HTF, VWAP, Volume, Session) can be individually toggled off for testing which components add value in your specific market conditions.
█ WHAT THIS IS NOT
• This is not a scalping system. It targets 2R moves, not 2-tick scratches.
• This is not a reversal catcher. It trades pullbacks within established trends.
• This will not protect you from news events. Avoid FOMC, CPI, NFP, and other high-impact macro releases — no algorithm can predict those.
• This is not financial advice. Futures are leveraged instruments. Backtest results do not guarantee future performance.
█ RECOMMENDED USAGE
• Chart: /ES 5-minute
• Session: RTH only (9:30 AM – 3:30 PM ET)
• Avoid: 15 minutes before/after high-impact economic data
• Combine with: Level 2 / DOM for discretionary confirmation if available
—— INDICATOR VERSION ——
Same logic as the strategy but packaged as an indicator() for live discretionary trading:
• No backtest engine overhead — lighter on your chart
• Entry labels display exact SL, TP, and risk in points at signal time
• 1R level plotted in cyan for visual partial-profit reference
• Signal levels auto-expire after 50 bars or when SL/TP is hit
• Alert conditions registered for both long and short signals — configure through TradingView's alert dialog
Penunjuk Pine Script®
ATRP TMGATRP Glitch. An Average True Range Percentage for those who want a solid ATRP with filters, and the ability to compare it across different assets.
Penunjuk Pine Script®
Linda Bradford Raschke One Minute Gold Taylor Session Sweep Linda Bradford Raschke Gold Taylor Session Sweep Strategy
This strategy is based on the idea of liquidity sweeps around the Asian session range, combined with optional trend filtering.
The core concept:
• Track the Asian session high and low
• Wait for price to sweep liquidity during the London session
• Enter when price reclaims the swept level
• Use configurable Risk:Reward targeting
• Optional EMA trend filter to align with higher timeframe direction
🔎 How It Works:
The script records the Asian session range (high & low).
During the London session:
A buy setup forms when price sweeps below the Asian low and closes back above it.
A sell setup forms when price sweeps above the Asian high and closes back below it.
Stop loss is placed beyond the swept level.
Take profit is calculated using a configurable Risk-Reward ratio.
Optional 200 EMA filter can be enabled to trade with trend direction.
⚙️ Inputs:
Asian, London, and NY session times (fully adjustable)
Risk-Reward Ratio
EMA Length
Enable/Disable Trend Filter
📌 Best Used On:
XAUUSD (Gold)
Indices
Major Forex pairs
Lower timeframes (1m–15m)
⚠️ Notes:
Market conditions vary, and results depend on settings, timeframe, and asset traded.
Always forward test before using in live environments.
Strategi Pine Script®
Volume Weighted Trend [QuantAlgo]🟢 Overview
The Volume Weighted Trend indicator identifies statistically significant trend changes by combining volume-weighted price analysis with volatility-based breakout bands. It calculates a Volume Weighted Moving Average (VWMA) as the central trend baseline, then creates dynamic upper and lower bands using Average True Range (ATR) multipliers to define normal volatility boundaries. When price breaks above the upper band or below the lower band, it signals a confirmed trend change, helping traders and investors identify directional shifts driven by both volume-weighted momentum and volatility expansion across different timeframes and markets.
🟢 How It Works
The indicator's core methodology lies in its dual-layer approach combining volume weighting with volatility filtering, where trend changes require both price direction and statistical significance:
vwma_basis = ta.vwma(close, vwma_length)
atr_value = ta.atr(vwma_length)
upper_band = vwma_basis + atr_value * atr_multiplier
lower_band = vwma_basis - atr_value * atr_multiplier
First, the script calculates the Volume Weighted Moving Average to establish a trend baseline that gives greater weight to periods with higher trading volume, ensuring the trend line reflects significant participation and genuine market conviction rather than low-volume noise.
Then, it measures the Average True Range over the same period to quantify current market volatility:
atr_value = ta.atr(vwma_length)
Next, dynamic volatility bands are constructed by adding and subtracting ATR-based buffers from the VWMA baseline, creating adaptive boundaries that expand during volatile conditions and contract during calm periods:
upper_band = vwma_basis + atr_value * atr_multiplier
lower_band = vwma_basis - atr_value * atr_multiplier
The trend state is then determined through breakout logic that requires price to exceed these volatility-adjusted boundaries:
if close > upper_band
trend_direction := 1
else if close < lower_band
trend_direction := -1
Finally, trend change detection identifies transitions between bullish and bearish states:
trend_turned_bullish = trend_direction == 1 and trend_direction != 1
trend_turned_bearish = trend_direction == -1 and trend_direction != -1
This creates a robust trend-following system that only signals directional changes when price makes statistically significant moves beyond normal volatility bounds, with volume weighting ensuring the trend reflects meaningful market activity rather than thin-volume spikes.
🟢 Signal Interpretation
▶ Bullish Trend (Price Above Upper Band): When price closes above the upper volatility band, the indicator switches to bullish mode with green/bullish coloring throughout all visual elements = Confirmed uptrend signal for trend-following long positions. The trend remains bullish until price breaks below the lower band, allowing traders to stay positioned during sustained upward momentum without premature exits on minor pullbacks within the band range.
▶ Bearish Trend (Price Below Lower Band): When price closes below the lower volatility band, the indicator switches to bearish mode with red/bearish coloring throughout all visual elements = Confirmed downtrend signal for trend-following short positions or long exit signals. The trend remains bearish until price breaks above the upper band, enabling traders to maintain directional bias through corrective moves that stay within the band boundaries.
▶ Neutral Zone (Price Between Bands): When price trades between the upper and lower volatility bands, the indicator maintains its previous trend direction = Continuation of existing trend during consolidation or normal volatility retracements. This design prevents whipsaws during sideways action by requiring price to make a significant move beyond opposite-side bands to trigger trend reversal, rather than flip-flopping on minor crosses of the VWMA center line.
🟢 Features
▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches and timeframes. "Default" provides balanced trend detection for swing trading on 4-hour and daily charts, filtering noise effectively while capturing meaningful trend changes. "Fast Response" delivers quicker trend signals for intraday trading on 5-minute to 1-hour charts, with tighter bands triggering earlier on breakouts for active traders who can monitor positions closely. "Smooth Trend" focuses on major trend changes for position trading on daily to weekly timeframes, with wider bands filtering out minor fluctuations to identify only primary directional shifts.
▶ Built-in Alerts: Three alert conditions enable automated monitoring of trend changes without constant chart watching. "Bullish Trend Signal" triggers when the indicator switches to bullish mode after price breaks above the upper band, alerting for potential long entries. "Bearish Trend Signal" activates when the indicator switches to bearish mode after price breaks below the lower band, signaling potential short entries or long exits. "Trend Direction Changed" provides a combined alert for any trend transition regardless of direction, allowing traders to monitor both bullish and bearish opportunities with a single alert setup.
▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and aesthetic preferences, with coordinated bullish and bearish color schemes applied across all indicator elements. Optional neon glow effect creates layered visual emphasis around the central VWMA line with three overlapping plots at different transparencies, making the trend line more prominent and easier to track (ideal for charts with multiple indicators where visual distinction is important). Optional volatility ribbons display gradient fills between the VWMA and band boundaries, providing visual context for price position relative to breakout thresholds with adjustable band transparency (0-100%) to control prominence. Optional bar coloring tints price bars with trend-appropriate colors during bullish and bearish periods, enabling instant visual confirmation of trend state across multiple timeframes without switching between chart and indicator panels.
Penunjuk Pine Script®
Scalping Strategy 3 minutesThis strategy proves that 3-minute scalping does not require complicated indicators. With just two indicators—Chandelier Exit and Exponential Moving Average—you can build a consistent system with a 70-80% win rate (based on independent testing).
Strategi Pine Script®
200 EMA StackThis indicator overlays five 200-period Exponential Moving Averages (EMAs), each calculated from independently user-selected timeframes. By aggregating higher and lower timeframe EMA data onto a single chart, it enables multi-timeframe trend analysis without requiring chart switching. This provides a consolidated view of structural trend alignment and dynamic support/resistance across time horizons, improving decision-making efficiency and contextual clarity.
Penunjuk Pine Script®
Classic Daily SMAs SkinnyThe Classic Daily SMAs indicator plots multiple daily simple moving averages (SMAs) on any intraday chart while preserving the classic old-school look.
Penunjuk Pine Script®
