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Bear Market Probability Model# Bear Market Probability Model: A Multi-Factor Risk Assessment Framework The Bear Market Probability Model represents a comprehensive quantitative framework for assessing systemic market risk through the integration of 13 distinct risk factors across four analytical categories: macroeconomic indicators, technical analysis factors, market sentiment measures, and market breadth metrics. This indicator synthesizes established financial research methodologies to provide real-time probabilistic assessments of impending bear market conditions, offering institutional-grade risk management capabilities to retail and professional traders alike. ## Theoretical Foundation ### Historical Context of Bear Market Prediction Bear market prediction has been a central focus of financial research since the seminal work of Dow (1901) and the subsequent development of technical analysis theory. The challenge of predicting market downturns gained renewed academic attention following the market crashes of 1929, 1987, 2000, and 2008, leading to the development of sophisticated multi-factor models. Fama and French (1989) demonstrated that certain financial variables possess predictive power for stock returns, particularly during market stress periods. Their three-factor model laid the groundwork for multi-dimensional risk assessment, which this indicator extends through the incorporation of real-time market microstructure data. ### Methodological Framework The model employs a weighted composite scoring methodology based on the theoretical framework established by Campbell and Shiller (1998) for market valuation assessment, extended through the incorporation of high-frequency sentiment and technical indicators as proposed by Baker and Wurgler (2006) in their seminal work on investor sentiment. The mathematical foundation follows the general form: Bear Market Probability = Σ(Wi × Ci) / ΣWi × 100 Where: - Wi = Category weight (i = 1,2,3,4) - Ci = Normalized category score - Categories: Macroeconomic, Technical, Sentiment, Breadth ## Component Analysis ### 1. Macroeconomic Risk Factors #### Yield Curve Analysis The inclusion of yield curve inversion as a primary predictor follows extensive research by Estrella and Mishkin (1998), who demonstrated that the term spread between 3-month and 10-year Treasury securities has historically preceded all major recessions since 1969. The model incorporates both the 2Y-10Y and 3M-10Y spreads to capture different aspects of monetary policy expectations. Implementation: - 2Y-10Y Spread: Captures market expectations of monetary policy trajectory - 3M-10Y Spread: Traditional recession predictor with 12-18 month lead time Scientific Basis: Harvey (1988) and subsequent research by Ang, Piazzesi, and Wei (2006) established the theoretical foundation linking yield curve inversions to economic contractions through the expectations hypothesis of the term structure. #### Credit Risk Premium Assessment High-yield credit spreads serve as a real-time gauge of systemic risk, following the methodology established by Gilchrist and Zakrajšek (2012) in their excess bond premium research. The model incorporates the ICE BofA High Yield Master II Option-Adjusted Spread as a proxy for credit market stress. Threshold Calibration: - Normal conditions: < 350 basis points - Elevated risk: 350-500 basis points - Severe stress: > 500 basis points #### Currency and Commodity Stress Indicators The US Dollar Index (DXY) momentum serves as a risk-off indicator, while the Gold-to-Oil ratio captures commodity market stress dynamics. This approach follows the methodology of Akram (2009) and Beckmann, Berger, and Czudaj (2015) in analyzing commodity-currency relationships during market stress. ### 2. Technical Analysis Factors #### Multi-Timeframe Moving Average Analysis The technical component incorporates the well-established moving average convergence methodology, drawing from the work of Brock, Lakonishok, and LeBaron (1992), who provided empirical evidence for the profitability of technical trading rules. Implementation: - Price relative to 50-day and 200-day simple moving averages - Moving average convergence/divergence analysis - Multi-timeframe MACD assessment (daily and weekly) #### Momentum and Volatility Analysis The model integrates Relative Strength Index (RSI) analysis following Wilder's (1978) original methodology, combined with maximum drawdown analysis based on the work of Magdon-Ismail and Atiya (2004) on optimal drawdown measurement. ### 3. Market Sentiment Factors #### Volatility Index Analysis The VIX component follows the established research of Whaley (2009) and subsequent work by Bekaert and Hoerova (2014) on VIX as a predictor of market stress. The model incorporates both absolute VIX levels and relative VIX spikes compared to the 20-day moving average. Calibration: - Low volatility: VIX < 20 - Elevated concern: VIX 20-25 - High fear: VIX > 25 - Panic conditions: VIX > 30 #### Put-Call Ratio Analysis Options flow analysis through put-call ratios provides insight into sophisticated investor positioning, following the methodology established by Pan and Poteshman (2006) in their analysis of informed trading in options markets. ### 4. Market Breadth Factors #### Advance-Decline Analysis Market breadth assessment follows the classic work of Fosback (1976) and subsequent research by Brown and Cliff (2004) on market breadth as a predictor of future returns. Components: - Daily advance-decline ratio - Advance-decline line momentum - McClellan Oscillator (Ema19 - Ema39 of A-D difference) #### New Highs-New Lows Analysis The new highs-new lows ratio serves as a market leadership indicator, based on the research of Zweig (1986) and validated in academic literature by Zarowin (1990). ## Dynamic Threshold Methodology The model incorporates adaptive thresholds based on rolling volatility and trend analysis, following the methodology established by Pagan and Sossounov (2003) for business cycle dating. This approach allows the model to adjust sensitivity based on prevailing market conditions. Dynamic Threshold Calculation: - Warning Level: Base threshold ± (Volatility × 1.0) - Danger Level: Base threshold ± (Volatility × 1.5) - Bounds: ±10-20 points from base threshold ## Professional Implementation ### Institutional Usage Patterns Professional risk managers typically employ multi-factor bear market models in several contexts: #### 1. Portfolio Risk Management - Tactical Asset Allocation: Reducing equity exposure when probability exceeds 60-70% - Hedging Strategies: Implementing protective puts or VIX calls when warning thresholds are breached - Sector Rotation: Shifting from growth to defensive sectors during elevated risk periods #### 2. Risk Budgeting - Value-at-Risk Adjustment: Incorporating bear market probability into VaR calculations - Stress Testing: Using probability levels to calibrate stress test scenarios - Capital Requirements: Adjusting regulatory capital based on systemic risk assessment #### 3. Client Communication - Risk Reporting: Quantifying market risk for client presentations - Investment Committee Decisions: Providing objective risk metrics for strategic decisions - Performance Attribution: Explaining defensive positioning during market stress ### Implementation Framework Professional traders typically implement such models through: #### Signal Hierarchy: 1. Probability < 30%: Normal risk positioning 2. Probability 30-50%: Increased hedging, reduced leverage 3. Probability 50-70%: Defensive positioning, cash building 4. Probability > 70%: Maximum defensive posture, short exposure consideration #### Risk Management Integration: - Position Sizing: Inverse relationship between probability and position size - Stop-Loss Adjustment: Tighter stops during elevated risk periods - Correlation Monitoring: Increased attention to cross-asset correlations ## Strengths and Advantages ### 1. Comprehensive Coverage The model's primary strength lies in its multi-dimensional approach, avoiding the single-factor bias that has historically plagued market timing models. By incorporating macroeconomic, technical, sentiment, and breadth factors, the model provides robust risk assessment across different market regimes. ### 2. Dynamic Adaptability The adaptive threshold mechanism allows the model to adjust sensitivity based on prevailing volatility conditions, reducing false signals during low-volatility periods and maintaining sensitivity during high-volatility regimes. ### 3. Real-Time Processing Unlike traditional academic models that rely on monthly or quarterly data, this indicator processes daily market data, providing timely risk assessment for active portfolio management. ### 4. Transparency and Interpretability The component-based structure allows users to understand which factors are driving risk assessment, enabling informed decision-making about model signals. ### 5. Historical Validation Each component has been validated in academic literature, providing theoretical foundation for the model's predictive power. ## Limitations and Weaknesses ### 1. Data Dependencies The model's effectiveness depends heavily on the availability and quality of real-time economic data. Federal Reserve Economic Data (FRED) updates may have lags that could impact model responsiveness during rapidly evolving market conditions. ### 2. Regime Change Sensitivity Like most quantitative models, the indicator may struggle during unprecedented market conditions or structural regime changes where historical relationships break down (Taleb, 2007). ### 3. False Signal Risk Multi-factor models inherently face the challenge of balancing sensitivity with specificity. The model may generate false positive signals during normal market volatility periods. ### 4. Currency and Geographic Bias The model focuses primarily on US market indicators, potentially limiting its effectiveness for global portfolio management or non-USD denominated assets. ### 5. Correlation Breakdown During extreme market stress, correlations between risk factors may increase dramatically, reducing the model's diversification benefits (Forbes and Rigobon, 2002). ## References Akram, Q. F. (2009). Commodity prices, interest rates and the dollar. Energy Economics, 31(6), 838-851. Ang, A., Piazzesi, M., & Wei, M. (2006). What does the yield curve tell us about GDP growth? Journal of Econometrics, 131(1-2), 359-403. Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross‐section of stock returns. The Journal of Finance, 61(4), 1645-1680. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593-1636. Barber, B. M., & Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. The Quarterly Journal of Economics, 116(1), 261-292. Beckmann, J., Berger, T., & Czudaj, R. (2015). Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. Economic Modelling, 48, 16-24. Bekaert, G., & Hoerova, M. (2014). The VIX, the variance premium and stock market volatility. Journal of Econometrics, 183(2), 181-192. Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. The Journal of Finance, 47(5), 1731-1764. Brown, G. W., & Cliff, M. T. (2004). Investor sentiment and the near-term stock market. Journal of Empirical Finance, 11(1), 1-27. Campbell, J. Y., & Shiller, R. J. (1998). Valuation ratios and the long-run stock market outlook. The Journal of Portfolio Management, 24(2), 11-26. Dow, C. H. (1901). Scientific stock speculation. The Magazine of Wall Street. Estrella, A., & Mishkin, F. S. (1998). Predicting US recessions: Financial variables as leading indicators. Review of Economics and Statistics, 80(1), 45-61. Fama, E. F., & French, K. R. (1989). Business conditions and expected returns on stocks and bonds. Journal of Financial Economics, 25(1), 23-49. Forbes, K. J., & Rigobon, R. (2002). No contagion, only interdependence: measuring stock market comovements. The Journal of Finance, 57(5), 2223-2261. Fosback, N. G. (1976). Stock market logic: A sophisticated approach to profits on Wall Street. The Institute for Econometric Research. Gilchrist, S., & Zakrajšek, E. (2012). Credit spreads and business cycle fluctuations. American Economic Review, 102(4), 1692-1720. Harvey, C. R. (1988). The real term structure and consumption growth. Journal of Financial Economics, 22(2), 305-333. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263-291. Magdon-Ismail, M., & Atiya, A. F. (2004). Maximum drawdown. Risk, 17(10), 99-102. Nickerson, R. S. (1998). Confirmation bias: A ubiquitous phenomenon in many guises. Review of General Psychology, 2(2), 175-220. Pagan, A. R., & Sossounov, K. A. (2003). A simple framework for analysing bull and bear markets. Journal of Applied Econometrics, 18(1), 23-46. Pan, J., & Poteshman, A. M. (2006). The information in option volume for future stock prices. The Review of Financial Studies, 19(3), 871-908. Taleb, N. N. (2007). The black swan: The impact of the highly improbable. Random House. Whaley, R. E. (2009). Understanding the VIX. The Journal of Portfolio Management, 35(3), 98-105. Wilder, J. W. (1978). New concepts in technical trading systems. Trend Research. Zarowin, P. (1990). Size, seasonality, and stock market overreaction. Journal of Financial and Quantitative Analysis, 25(1), 113-125. Zweig, M. E. (1986). Winning on Wall Street. Warner Books.
Penunjuk Pine Script®
oleh EdgeTools
17
DECODE Moving Average ToolkitDECODE Moving Average Toolkit: Your All-in-One MA Analysis Powerhouse! This versatile indicator is designed to be your go-to solution for analysing trends, identifying potential entry/exit points, and staying ahead of market movements using the power of Moving Averages (MAs). Whether you're a seasoned trader or just starting out, the Decode MAT offers a comprehensive suite of features in a user-friendly package. Key Features: Multiple Moving Averages: Visualize up to 10 Moving Averages simultaneously on your chart. Includes 5 Exponential Moving Averages (EMAs) and 5 Simple Moving Averages (SMAs). Easily toggle the visibility of each MA and customize its length to suit your trading style and the asset you're analyzing. Dynamic MA Ribbons: Gain a clearer perspective on trend direction and strength with 5 configurable MA Ribbons. Each ribbon is formed between a corresponding EMA and SMA (e.g., EMA 20 / SMA 20). The ribbon color changes to indicate bullish (e.g., green) or bearish (e.g., red) sentiment, providing an intuitive visual cue. Toggle ribbon visibility with a single click. Powerful Crossover Alerts: Never miss a potential trading opportunity with up to 5 customizable MA Crossover Alerts. Define your own fast and slow MAs for each alert from any of the 10 available MAs. Receive notifications directly through TradingView when your specified MAs cross over or cross under. Optionally display visual symbols (e.g., triangles ▲▼) directly on your chart at the exact crossover points for quick identification. Highly Customizable: Adjust the source price (close, open, etc.) for all MA calculations. Fine-tune the appearance (colors, line thickness) of every MA line, ribbon, and alert symbol to match your charting preferences. User-Friendly Interface: All settings are neatly organized in the indicator's input menu, making configuration straightforward and intuitive. How Can You Use the Decode MAT in Your Trading? This toolkit is incredibly versatile and can be adapted to various trading strategies: Trend Identification: Use longer-term MAs (e.g., 50, 100, 200 period) to identify the prevailing market trend. When prices are consistently above these MAs, it suggests an uptrend, and vice-versa. Observe the MA ribbons: A consistently green ribbon can indicate a strong uptrend, while a red ribbon can signal a downtrend. The widening or narrowing of the ribbon can also suggest changes in trend momentum. Dynamic Support & Resistance: Shorter-term MAs (e.g., 10, 20 period EMAs) can act as dynamic levels of support in an uptrend or resistance in a downtrend. Look for price pullbacks to these MAs as potential entry opportunities. Crossover Signals (Entries & Exits): Golden Cross / Death Cross: Configure alerts for classic crossover signals. For example, a 50-period MA crossing above a 200-period MA (Golden Cross) is often seen as a long-term bullish signal. Conversely, a 50-period MA crossing below a 200-period MA (Death Cross) can be a bearish signal. Shorter-Term Signals: Use crossovers of shorter-term MAs (e.g., EMA 10 crossing EMA 20) for more frequent, shorter-term trading signals. A fast MA crossing above a slow MA can signal a buy, while a cross below can signal a sell. Use the on-chart symbols for quick visual confirmation of these crossover events. Confirmation Tool: Combine the Decode MAT with other indicators (like RSI, MACD, or volume analysis) to confirm signals and increase the probability of successful trades. For instance, a bullish MA crossover combined with an oversold RSI reading could strengthen a buy signal. Multi-Timeframe Analysis: Apply the toolkit across different timeframes to get a broader market perspective. A long-term uptrend on the daily chart, confirmed by a short-term bullish crossover on the 1-hour chart, can provide a higher-confidence entry. The DECODE Moving Average Toolkit empowers you to tailor your MA analysis precisely to your needs.
Penunjuk Pine Script®
oleh decodejar
1
Stochastic RSI with MTF TableShort Description of the Script The provided Pine Script indicator, titled "Stochastic RSI with MTF Table," calculates and displays the Stochastic RSI for the current timeframe and multiple other timeframes (5m, 15m, 30m, 60m, 240m, and daily). The Stochastic RSI is a momentum indicator that blends the Relative Strength Index (RSI) and Stochastic Oscillator to identify overbought and oversold conditions, as well as potential trend reversals via K and D line crossovers. Key features of the script include: Inputs: Customizable parameters such as K smoothing (default 3), D smoothing (default 3), RSI length (default 14), Stochastic length (default 14), source price (default close), and overbought/oversold levels (default 80/20). MTF Table: A table displays the Stochastic RSI status for each timeframe: "OB" (overbought) if K > 80, "OS" (oversold) if K < 20, or "N" (neutral) otherwise. Crossovers: "K↑D" for bullish (K crosses above D) and "K↓D" for bearish (K crosses below D). Visualization: Plots the K and D lines for the current timeframe, with horizontal lines at 80 (overbought), 50 (middle), and 20 (oversold), plus a background fill for clarity. Table Position: Configurable to appear in one of four chart corners (default: top-right). This indicator helps traders assess momentum across multiple timeframes simultaneously, aiding in the identification of trend strength and potential entry/exit points. Trading Strategy with 50EMA and 200EMA for Highest Winning Rate To create a strategy with the best probability of a high winning rate using the Stochastic RSI MTF indicator alongside the 50-period Exponential Moving Average (50EMA) and 200-period Exponential Moving Average (200EMA), we can combine trend identification with momentum-based entry timing. The 50EMA and 200EMA are widely used to determine medium- and long-term trends, while the Stochastic RSI MTF table provides multi-timeframe momentum signals. Here’s the strategy: 1. Determine the Overall Trend Bullish Trend: The 50EMA is above the 200EMA on the current timeframe (e.g., daily or 60m chart). This suggests an uptrend, often associated with a "Golden Cross." Bearish Trend: The 50EMA is below the 200EMA on the current timeframe. This indicates a downtrend, often linked to a "Death Cross." Implementation: Plot the 50EMA and 200EMA on your chart and visually confirm their relative positions. 2. Identify Entry Signals Using the Stochastic RSI MTF Table In a Bullish Trend (50EMA > 200EMA): Look for timeframes in the MTF table showing: Oversold (OS): K < 20, indicating a potential pullback in the uptrend where price may rebound. Bullish Crossover (K↑D): K crosses above D, signaling rising momentum and a potential entry point. Example: If the 60m and 240m timeframes show "OS" or "K↑D," this could be a buy signal. In a Bearish Trend (50EMA < 200EMA): Look for timeframes in the MTF table showing: Overbought (OB): K > 80, suggesting a rally in the downtrend where price may reverse downward. Bearish Crossover (K↓D): K crosses below D, indicating declining momentum and a potential short entry. Example: If the 30m and daily timeframes show "OB" or "K↓D," this could be a sell/short signal. Current Timeframe Check: Use the plotted K and D lines on your trading timeframe for precise entry timing (e.g., confirm a K↑D crossover on a 60m chart for a long trade). 3. Confirm Signals Across Multiple Timeframes Strengthen the Signal: A higher winning rate is more likely when multiple timeframes align with the trend and signal. For instance: Bullish trend + "OS" or "K↑D" on 60m, 240m, and daily = strong buy signal. Bearish trend + "OB" or "K↓D" on 15m, 60m, and 240m = strong sell signal. Prioritize Higher Timeframes: Signals from the 240m or daily timeframe carry more weight due to their indication of broader trends, increasing reliability. 4. Set Stop-Loss and Take-Profit Levels Long Trades (Bullish): Stop-Loss: Place below the most recent swing low or below the 50EMA, whichever is closer, to protect against trend reversals. Take-Profit: Target a key resistance level or use a risk-reward ratio (e.g., 2:1 or 3:1) based on the stop-loss distance. Short Trades (Bearish): Stop-Loss: Place above the most recent swing high or above the 50EMA, whichever is closer. Take-Profit: Target a key support level or apply a similar risk-reward ratio. Trailing Stop Option: As the trend progresses, trail the stop below the 50EMA (for longs) or above it (for shorts) to lock in profits. 5. Risk Management Position Sizing: Risk no more than 1-2% of your trading capital per trade to minimize losses from false signals. Volatility Consideration: Adjust stop-loss distances and position sizes based on the asset’s volatility (e.g., wider stops for volatile stocks or crypto). Avoid Overtrading: Wait for clear alignment between the EMA trend and MTF signals to avoid low-probability setups. Example Scenario Chart: 60-minute timeframe. Trend: 50EMA > 200EMA (bullish). MTF Table: 60m shows "OS," 240m shows "K↑D," and daily is "N." Action: Enter a long position when the 60m K line crosses above D, confirming the table signal. Stop-Loss: Below the recent 60m swing low (e.g., 2% below entry). Take-Profit: At the next resistance level or a 3:1 reward-to-risk ratio. Outcome: High probability of success due to trend alignment and multi-timeframe confirmation. Why This Strategy Works Trend Following: Trading in the direction of the 50EMA/200EMA trend reduces the risk of fighting the market’s momentum. Momentum Timing: The Stochastic RSI MTF table pinpoints pullbacks or reversals within the trend, improving entry timing. Multi-Timeframe Confirmation: Alignment across timeframes filters out noise, increasing the win rate. Risk Control: Defined stop-loss and position sizing protect against inevitable losses. Caveats No strategy guarantees a 100% win rate; false signals can occur, especially in choppy markets. Test this strategy on historical data or a demo account to verify its effectiveness for your asset and timeframe. This approach leverages the strengths of both trend-following (EMA) and momentum (Stochastic RSI) tools, aiming for a high-probability, disciplined trading system.
Penunjuk Pine Script®
oleh IP2290
Compression Patterns (w/ Trend + Proximity Filter)🧠 Description: This indicator identifies high-probability price compression patterns within trending environments — a setup prized by experienced swing and day traders alike. It combines the classic NR4, NR7, 2-Bar NR, 3-Bar NR, and Inside Day formations with a powerful trend filter and proximity logic to deliver clear, focused signals. 🔍 What's Inside: ▪️ Compression Patterns The core of this tool lies in the logic of price compression. These patterns signal the market taking a breath — volatility contracts, volume dries up, and price coils like a spring. When this happens in the right context, the next move is often explosive. NR4 / NR7: Narrowest range in 4 or 7 bars — excellent for spotting the quiet before the storm. 2-Bar NR / 3-Bar NR: These identify the tightest consecutive 2 or 3-day ranges over the past 20 days — contextually rare and powerful. Inside Day: A simple but highly effective consolidation pattern, especially when it clusters around key moving averages. ▪️ Trend Filter (EMA Stack) You could say this is where most indicators fall apart — no context. This one doesn’t make that mistake. Signals only fire when the 10 EMA > 20 EMA > 50 EMA, and price is above the 20 EMA. That’s a strong, established uptrend — the only environment where breakouts are statistically favourable. Why? Because trend following works. It may not give you fixed daily returns, but it’s the only strategy with theoretically infinite profit potential. You risk little, trade less, and position yourself for rare but massive moves. That’s the edge. ▪️ Proximity Filter (1 ATR to EMA) We’ve added another layer of discipline. Signals only fire when price is: Within 1 ATR of the 10 EMA (if price is above it), or Within 1 ATR of the 20 EMA (if price is below the 10 EMA) This ensures you’re not chasing. You’re waiting for tight, controlled pullbacks into dynamic support — exactly where institutions add size, not exit. ⚙️ Fully Customisable: Toggle visibility of each pattern Custom colours and transparency for label & background Adjustable ATR length and multiplier Change label text if needed (useful for translations or tweaks) 🎯 Ideal Use Case: Swing trading off the daily chart Day trading with VWAP/MACD filters (in alternate versions) Supplementing price action strategies 🔚 Final Word: This isn’t an “everything scanner.” It’s a discerning sniper scope for traders who wait patiently for clean trends, tight consolidations, and perfect proximity — then strike.
Penunjuk Pine Script®
oleh LordRobrecht
Dskyz (DAFE) Quantum Sentiment Flux - Beginners Dskyz (DAFE) Quantum Sentiment Flux - Beginners: Welcome to the Dskyz (DAFE) Quantum Sentiment Flux - Beginners , a strategy and concept that’s your ultimate wingman for trading futures like MNQ, NQ, MES, and ES. This gem combines lightning-fast momentum signals, market sentiment smarts, and bulletproof risk management into a system so intuitive, even newbies can trade like pros. With clean DAFE visuals, preset modes for every vibe, and a revamped dashboard that’s basically a market GPS, this strategy makes futures trading feel like a high-octane sci-fi mission. Built on the Dskyz (DAFE) legacy of Aurora Divergence, the Quantum Sentiment Flux is designed to empower beginners while giving seasoned traders a lean, sentiment-driven edge. It uses fast/slow EMA crossovers for entries, filters trades with VIX, SPX trends, and sector breadth, and keeps your account safe with adaptive stops and cooldowns. Tuned for more action with faster signals and a slick bottom-left dashboard, this updated version is ready to light up your charts and outsmart institutional traps. Let’s dive into why this strat’s a must-have and break down its brilliance. Why Traders Need This Strategy Futures markets are a wild ride—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional games that can wreck unprepared traders. Beginners often get lost in complex systems or burned by impulsive trades. The Quantum Sentiment Flux is the antidote, offering: Dead-Simple Setup: Preset modes (Aggressive, Balanced, Conservative) auto-tune signals, risk, and sizing, so you can trade without a quant degree. Sentiment Superpower: VIX filter, SPX trend, and sector breadth visuals keep you aligned with market health, dodging chop and riding trends. Ironclad Safety: Tighter ATR-based stops, 2:1 take-profits, and preset cooldowns protect your capital, even in chaotic sessions. Next-Level Visuals: Green/red entry triangles, vibrant EMAs, a sector breadth background, and a beefed-up dashboard make signals and context pop. DAFE Swagger: The clean aesthetics, sleek dashboard—ties it to Dskyz’s elite brand, making your charts a work of art. Traders need this because it’s a plug-and-play system that blends beginner-friendly simplicity with pro-level market awareness. Whether you’re just starting or scalping 5min MNQ, this strat’s your key to trading with confidence and style. Strategy Components 1. Core Signal Logic (High-Speed Momentum) The strategy’s engine is a momentum-based system using fast and slow Exponential Moving Averages (EMAs), now tuned for faster, more frequent trades. How It Works: Fast/Slow EMAs: Fast EMA (Aggressive: 5, Balanced: 7, Conservative: 9 bars) and slow EMA (12/14/18 bars) track short-term vs. longer-term momentum. Crossover Signals: Buy: Fast EMA crosses above slow EMA, and trend_dir = 1 (fast EMA > slow EMA + ATR * strength threshold). Sell: Fast EMA crosses below slow EMA, and trend_dir = -1 (fast EMA < slow EMA - ATR * strength threshold). Strength Filter: ma_strength = fast EMA - slow EMA must exceed an ATR-scaled threshold (Aggressive: 0.15, Balanced: 0.18, Conservative: 0.25) for robust signals. Trend Direction: trend_dir confirms momentum, filtering out weak crossovers in choppy markets. Evolution: Faster EMAs (down from 7–10/21–50) catch short-term trends, perfect for active futures markets. Lower strength thresholds (0.15–0.25 vs. 0.3–0.5) make signals more sensitive, boosting trade frequency without sacrificing quality. Preset tuning ensures beginners get optimized settings, while pros can tweak via mode selection. 2. Market Sentiment Filters The strategy leans hard into market sentiment with a VIX filter, SPX trend analysis, and sector breadth visuals, keeping trades aligned with the big picture. VIX Filter: Logic: Blocks long entries if VIX > threshold (default: 20, can_long = vix_close < vix_limit). Shorts are always allowed (can_short = true). Impact: Prevents longs during high-fear markets (e.g., VIX spikes in crashes), while allowing shorts to capitalize on downturns. SPX Trend Filter: Logic: Compares S&P 500 (SPX) close to its SMA (Aggressive: 5, Balanced: 8, Conservative: 12 bars). spx_trend = 1 (UP) if close > SMA, -1 (DOWN) if < SMA, 0 (FLAT) if neutral. Impact: Provides dashboard context, encouraging trades that align with market direction (e.g., longs in UP trend). Sector Breadth (Visual): Logic: Tracks 10 sector ETFs (XLK, XLF, XLE, etc.) vs. their SMAs (same lengths as SPX). Each sector scores +1 (bullish), -1 (bearish), or 0 (neutral), summed as breadth (-10 to +10). Display: Green background if breadth > 4, red if breadth < -4, else neutral. Dashboard shows sector trends (↑/↓/-). Impact: Faster SMA lengths make breadth more responsive, reflecting sector rotations (e.g., tech surging, energy lagging). Why It’s Brilliant: - VIX filter adds pro-level volatility awareness, saving beginners from panic-driven losses. - SPX and sector breadth give a 360° view of market health, boosting signal confidence (e.g., green BG + buy signal = high-probability trade). - Shorter SMAs make sentiment visuals react faster, perfect for 5min charts. 3. Risk Management The risk controls are a fortress, now tighter and more dynamic to support frequent trading while keeping accounts safe. Preset-Based Risk: Aggressive: Fast EMAs (5/12), tight stops (1.1x ATR), 1-bar cooldown. High trade frequency, higher risk. Balanced: EMAs (7/14), 1.2x ATR stops, 1-bar cooldown. Versatile for most traders. Conservative: EMAs (9/18), 1.3x ATR stops, 2-bar cooldown. Safer, fewer trades. Impact: Auto-scales risk to match style, making it foolproof for beginners. Adaptive Stops and Take-Profits: Logic: Stops = entry ± ATR * atr_mult (1.1–1.3x, down from 1.2–2.0x). Take-profits = entry ± ATR * take_mult (2x stop distance, 2:1 reward/risk). Longs: stop below entry, TP above; shorts: vice versa. Impact: Tighter stops increase trade turnover while maintaining solid risk/reward, adapting to volatility. Trade Cooldown: Logic: Preset-driven (Aggressive/Balanced: 1 bar, Conservative: 2 bars vs. old user-input 2). Ensures bar_index - last_trade_bar >= cooldown. Impact: Faster cooldowns (especially Aggressive/Balanced) allow more trades, balanced by VIX and strength filters. Contract Sizing: Logic: User sets contracts (default: 1, max: 10), no preset cap (unlike old 7/5/3 suggestion). Impact: Flexible but risks over-leverage; beginners should stick to low contracts. Built To Be Reliable and Consistent: - Tighter stops and faster cooldowns make it a high-octane system without blowing up accounts. - Preset-driven risk removes guesswork, letting newbies trade confidently. - 2:1 TPs ensure profitable trades outweigh losses, even in volatile sessions like April 27, 2025 ES slippage. 4. Trade Entry and Exit Logic The entry/exit rules are simple yet razor-sharp, now with VIX filtering and faster signals: Entry Conditions: Long Entry: buy_signal (fast EMA crosses above slow EMA, trend_dir = 1), no position (strategy.position_size = 0), cooldown passed (can_trade), and VIX < 20 (can_long). Enters with user-defined contracts. Short Entry: sell_signal (fast EMA crosses below slow EMA, trend_dir = -1), no position, cooldown passed, can_short (always true). Logic: Tracks last_entry_bar for visuals, last_trade_bar for cooldowns. Exit Conditions: Stop-Loss/Take-Profit: ATR-based stops (1.1–1.3x) and TPs (2x stop distance). Longs exit if price hits stop (below) or TP (above); shorts vice versa. No Other Exits: Keeps it straightforward, relying on stops/TPs. 5. DAFE Visuals The visuals are pure DAFE magic, blending clean function with informative metrics utilized by professionals, now enhanced by faster signals and a responsive breadth background: EMA Plots: Display: Fast EMA (blue, 2px), slow EMA (orange, 2px), using faster lengths (5–9/12–18). Purpose: Highlights momentum shifts, with crossovers signaling entries. Sector Breadth Background: Display: Green (90% transparent) if breadth > 4, red (90%) if breadth < -4, else neutral. Purpose: Faster breadth_sma_len (5–12 vs. 10–50) reflects sector shifts in real-time, reinforcing signal strength. - Visuals are intuitive, turning complex signals into clear buy/sell cues. - Faster breadth background reacts to market rotations (e.g., tech vs. energy), giving a pro-level edge. 6. Sector Breadth Dashboard The new bottom-left dashboard is a game-changer, a 3x16 table (black/gray theme) that’s your market command center: Metrics: VIX: Current VIX (red if > 20, gray if not). SPX: Trend as “UP” (green), “DOWN” (red), or “FLAT” (gray). Trade Longs: “OK” (green) if VIX < 20, “BLOCK” (red) if not. Sector Breadth: 10 sectors (Tech, Financial, etc.) with trend arrows (↑ green, ↓ red, - gray). Placeholder Row: Empty for future metrics (e.g., ATR, breadth score). Purpose: Consolidates regime, volatility, market trend, and sector data, making decisions a breeze. - VIX and SPX metrics add context, helping beginners avoid bad trades (e.g., no longs if “BLOCK”). Sector arrows show market health at a glance, like a cheat code for sentiment. Key Features Beginner-Ready: Preset modes and clear visuals make futures trading a breeze. Sentiment-Driven: VIX filter, SPX trend, and sector breadth keep you in sync with the market. High-Frequency: Faster EMAs, tighter stops, and short cooldowns boost trade volume. Safe and Smart: Adaptive stops/TPs and cooldowns protect capital while maximizing wins. Visual Mastery: DAFE’s clean flair, EMAs, dashboard—makes trading fun and clear. Backtestable: Lean code and fixed qty ensure accurate historical testing. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Pick Preset: Aggressive (scalping), Balanced (versatile), or Conservative (safe). Balanced is default. Set Contracts: Default 1, max 10. Stick low for safety. Check Dashboard: Bottom-left shows preset, VIX, SPX, and sectors. “OK” + green breadth = strong buy. Backtest: Run in strategy tester to compare modes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see VIX filter and stops in action. Why It’s Brilliant The Dskyz (DAFE) Quantum Sentiment Flux - Beginners is a masterpiece of simplicity and power. It takes pro-level tools—momentum, VIX, sector breadth—and wraps them in a system anyone can run. Faster signals and tighter stops make it a trading machine, while the VIX filter and dashboard keep you ahead of market chaos. The DAFE visuals and bottom-left command center turn your chart into a futuristic cockpit, guiding you through every trade. For beginners, it’s a safe entry to futures; for pros, it’s a scalping beast with sentiment smarts. This strat doesn’t just trade—it transforms how you see the market. Final Notes This is more than a strategy—it’s your launchpad to mastering futures with Dskyz (DAFE) flair. The Quantum Sentiment Flux blends accessibility, speed, and market savvy to help you outsmart the game. Load it, watch those triangles glow, and let’s make the markets your canvas! Official Statement from Pine Script Team (see TradingView help docs and forums): "This warning may appear when you call functions such as ta.sma inside a request.security in a loop. There is no runtime impact. If you need to loop through a dynamic list of tickers, this cannot be avoided in the present version... Values will still be correct. Ignore this warning in such contexts." (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Strategi Pine Script®
oleh DskyzInvestments
1
ADX with Shaded ZoneThe ADX with Shaded Zone indicator is a momentum-based tool that visualizes trend strength using the Average Directional Index (ADX) along with the +DI and -DI lines. This indicator enhances the traditional ADX setup by adding a shaded zone between ADX levels 20 and 25, helping traders easily identify the transition area between non-trending and trending market conditions. It plots: +DI (Green): Positive Directional Indicator −DI (Red): Negative Directional Indicator ADX (Blue): Measures the strength of the trend Shaded Zone: Highlights the indecisive range where ADX is below 25 (gray background between levels 20 and 25) ⚙️ How to Use: ✅ Trend Identification: ADX < 20: Weak or no trend. Avoid trend-following strategies. ADX 20–25 (Shaded Zone): Transition zone. Potential trend forming — stay cautious. ADX > 25: Stronger trend. Favor trend-following strategies. ✅ Direction Confirmation: If +DI > -DI and ADX > 25 → Uptrend confirmation. If -DI > +DI and ADX > 25 → Downtrend confirmation. Crossovers between +DI and -DI can be used as early signals. ✅ Shaded Zone Use: The gray shaded area helps visually filter out low-trend strength conditions. Useful for trend traders to wait before entering until ADX breaks above 25.
Penunjuk Pine Script®
oleh MathThomas
1
AllMA Trend Radar [trade_lexx]📈 AllMA Trend Radar is your universal trend analysis tool! 📊 What is AllMA Trend Radar? AllMA Trend Radar is a powerful indicator that uses various types of Moving Averages (MA) to analyze trends and generate trading signals. The indicator allows you to choose from more than 30 different types of moving averages and adjust their parameters to suit your trading style. 💡 The main components of the indicator 📈 Fast and slow moving averages The indicator uses two main lines: - Fast MA (blue line): reacts faster to price changes - Slow MA (red line): smoother, reflects a long-term trend The combined use of fast and slow MA allows you to get trend confirmation and entry/exit points from the market. 🔄 Wide range of moving averages There are more than 30 types of moving averages at your disposal: - SMA: Simple moving average - EMA: Exponential moving average - WMA: Weighted moving average - DEMA: double exponential MA - TEMA: triple exponential MA - HMA: Hull Moving Average - LSMA: Moving average of least squares - JMA: Eureka Moving Average - ALMA: Arnaud Legoux Moving Average - ZLEMA: moving average with zero delay - And many others! 🔍 Indicator signals 1️⃣ Fast 🆚 Slow MA signals (intersection and ratio of fast and slow MA) Up/Down signals (intersection) - Buy (Up) signal: - What happens: the fast MA crosses the slow MA from bottom to top - What does the green triangle with the "Buy" label under the candle look like - What does it mean: a likely upward trend reversal or an uptrend strengthening - Sell signal (Down): - What happens: the fast MA crosses the slow MA from top to bottom - What does it look like: a red triangle with a "Sell" mark above the candle - What does it mean: a likely downtrend reversal or an increase in the downtrend Greater/Less signals (ratio) - Buy signal (Greater): - What happens: the fast MA becomes higher than the slow MA - What does it look like: a green triangle with a "Buy" label under the candle - What does it mean: the formation or confirmation of an uptrend - Sell signal (Less): - What happens: the fast MA becomes lower than the slow MA - What does it look like: a red triangle with a "Sell" mark above the candle - What does it mean: the formation or confirmation of a downtrend 2️⃣ Signals ⚡️ Fast MA (fast MA and price) Up/Down signals (intersection) - Buy signal (Up Fast): - What happens: the price crosses the fast MA from bottom to top - What does it look like: a green triangle with a "Buy" label under the candle - What does it mean: a short-term price growth signal - Sell signal (Down Fast): - What happens: the price crosses the fast MA from top to bottom - What does it look like: a red triangle with a "Sell" label above the candle - What does it mean: a short-term price drop signal Greater/Less signals (ratio) - Buy signal (Greater Fast): - What happens: the price is getting higher than the fast MA - What does it look like: a green triangle with a "Buy" label under the candle - What does it mean: the price is above the fast MA, which indicates an upward movement - Sell signal (Less Fast): - What happens: the price is getting lower than the fast MA - What does it look like: a red triangle with a "Sell" mark above the candle - What does it mean: the price is under the fast MA, which indicates a downward movement 3️⃣ Signals 🐢 Slow MA (slow MA and price) Up/Down signals (intersection) - Buy signal (Up Slow): - What happens: the price crosses the slow MA from bottom to top - What does it look like: a green triangle with a "Buy" label under the candle - What does it mean: a potential medium-term upward trend reversal - Sell signal (Down Slow): - What happens: the price crosses the slow MA from top to bottom - What does it look like: a red triangle with a "Sell" label above the candle - What does it mean: a potential medium-term downward trend reversal Greater/Less signals (ratio) - Buy signal (Greater Slow): - What happens: the price is getting above the slow MA - What does it look like: a green triangle with a "Buy" label under the candle - What does it mean: the price is above the slow MA, which indicates a strong upward movement - Sell signal (Less Slow): - What is happening: the price is getting below the slow MA - What does it look like: a red triangle with a "Sell" mark above the candle - What does it mean: the price is under the slow MA, which indicates a strong downward movement 🛠 Filters to filter out false signals 1️⃣ Minimum distance between the signals - What it does: sets the minimum number of candles between signals of the same type - Why it is needed: it prevents the appearance of too frequent signals, especially during periods of high volatility - How to set it up: Set a different value for each signal type (default: 3-5 bars) - Example: if the value is 3 for Up/Down signals, after the buy signal appears, the next buy signal may appear no earlier than 3 bars later 2️⃣ Advanced indicator filters 🔍 RSI Filter - What it does: Checks the Relative Strength Index (RSI) value before generating a signal - Why it is needed: it helps to avoid countertrend entries and catch reversal points - How to set up: - For buy signals (🔋 Buy): set the RSI range, usually in the oversold zone (for example, 1-30) - For sell signals (🪫 Sell): set the RSI range, usually in the overbought zone (for example, 70-100) - Example: if the RSI = 25 (in the range 1-30), the buy signal will be confirmed 📊 MFI Filter (Cash Flow Index) - What it does: analyzes volumes and the direction of price movement - Why it is needed: confirms signals with data on the activity of cash flows - How to set up: - For buy signals (🔋 Buy): set the MFI range in the oversold zone (for example, 1-25) - For sell signals (🪫 Sell): set the MFI range in the overbought zone (for example, 75-100) - Example: if MFI = 80 (in the range of 75-100), the sell signal will be confirmed 📈 Stochastic Filter - What it does: analyzes the position of the current price relative to the price range - Why it is needed: confirms signals based on overbought/oversold conditions - How to configure: - You can configure the K Length, D Length and Smoothing parameters - For buy signals (🔋 Buy): set the stochastic range in the oversold zone (for example, 1-20) - For sell signals (🪫 Sell): set the stochastic range in the overbought zone (for example, 80-100) - Example: if stochastic = 15 (is in the range of 1-20), the buy signal will be confirmed 🔌 Connecting to trading strategies The indicator provides various connectors to connect to your trading strategies.: 1️⃣ Individual connectors for each type of signal - 🔌Fast vs Slow Up/Down MA Signal🔌: signals for the intersection of fast and slow MA - 🔌Fast vs Slow Greater/Less MA Signal🔌: signals of the ratio of fast and slow MA - 🔌Fast Up/Down MA Signal🔌: signals of the intersection of price and fast MA - 🔌Fast Greater/Less MA Signal🔌: signals of the ratio of price and fast MA - 🔌Slow Up/Down MA Signal🔌: signals of the intersection of price and slow MA - 🔌Slow Greater/Less MA Signal🔌: Price versus slow MA signals 2️⃣ Combined connectors - 🔌Combined Up/Down MA Signal🔌: combines all the crossing signals (Up/Down) - 🔌Combined Greater/Less MA Signal🔌: combines all the signals of the ratio (Greater/Less) - 🔌Combined All MA Signals🔌: combines all signals (Up/Down and Greater/Less) ❗️ All connectors return values: - 1: buy signal - -1: sell signal - 0: no signal 📚 How to start using AllMA Trend Radar 1️⃣ Selection of types of moving averages - Add an indicator to the chart - Select the type and period for the fast MA (default: DEMA with a period of 14) - Select the type and period for the slow MA (default: SMA with a period of 14) - Experiment with different types of MA to find the best combination for your trading style 2️⃣ Signal settings - Turn on the desired signal types (Up/Down, Greater/Less) - Set the minimum distance between the signals - Activate and configure the necessary filters (RSI, MFI, Stochastic) 3️⃣ Checking on historical data - Analyze how the indicator works based on historical data - Pay attention to the accuracy of the signals and the presence of false alarms - Adjust the settings if necessary 4️⃣ Introduction to the trading strategy - Decide which signals will be used to enter the position. - Determine which signals will be used to exit the position. - Connect the indicator to your trading strategy through the appropriate connectors 🌟 Practical application examples Scalping strategy - Fast MA: TEMA with a period of 8 - Slow MA: EMA with a period of 21 - Active signals: Fast MA Up/Down - Filters: RSI (range 1-40 for purchases, 60-100 for sales) - Signal spacing: 3 bars Strategy for day trading - Fast MA: TEMA with a period of 10 - Slow MA: SMA with a period of 20 - Active signals: Fast MA Up/Down and Fast vs Slow Greater/Less - Filters: MFI (range 1-25 for purchases, 75-100 for sales) - Signal spacing: 5 bars Swing Trading Strategy - Fast MA: DEMA with a period of 14 - Slow MA: VWMA with a period of 30 - Active signals: Fast vs Slow Up/Down and Slow MA Greater/Less - Filters: Stochastic (range 1-20 for purchases, 80-100 for sales) - Signal spacing: 8 bars A strategy for positional trading - Fast MA: HMA with a period of 21 - Slow MA: SMA with a period of 50 - Active signals: Slow MA Up/Down and Fast vs Slow Greater/Less - Filters: RSI and MFI at the same time - The distance between the signals: 10 bars 💡 Tips for using AllMA Trend Radar 1. Select the types of MA for market conditions: - For trending markets: DEMA, TEMA, HMA (fast MA) - For sideways markets: SMA, WMA, VWMA (smoothed MA) - For volatile markets: KAMA, AMA, VAMA (adaptive MA) 2. Combine different types of signals: - Up/Down signals work better when moving from a sideways trend to a directional one - Greater/Less signals are optimal for fixing a stable trend 3. Use filters effectively: - The RSI filter works great in trending markets - MFI filter helps to confirm the strength of volume movement - Stochastic filter works well in lateral ranges 4. Adjust the minimum distance between the signals: - Small values (2-3 bars) for short-term trading - Average values (5-8 bars) for medium-term trading - Large values (10+ bars) for long-term trading 5. Use combination connectors: - For more reliable signals, connect the indicator through the combined connectors 💰 With the AllMA Trend Radar indicator, you get a universal trend analysis tool that can be customized for any trading style and timeframe. The combination of different types of moving averages and advanced filters allows you to significantly improve the accuracy of signals and the effectiveness of your trading strategy!
Penunjuk Pine Script®
oleh trade_lexx
Quarterly Cycle Theory with DST time AdjustedThe Quarterly Theory removes ambiguity, as it gives specific time-based reference points to look for when entering trades. Before being able to apply this theory to trading, one must first understand that time is fractal: Yearly Quarters = 4 quarters of three months each. Monthly Quarters = 4 quarters of one week each. Weekly Quarters = 4 quarters of one day each (Monday - Thursday). Friday has its own specific function. Daily Quarters = 4 quarters of 6 hours each = 4 trading sessions of a trading day. Sessions Quarters = 4 quarters of 90 minutes each. 90 Minute Quarters = 4 quarters of 22.5 minutes each. Yearly Cycle: Analogously to financial quarters, the year is divided in four sections of three months each: Q1 - January, February, March. Q2 - April, May, June (True Open, April Open). Q3 - July, August, September. Q4 - October, November, December. S&P 500 E-mini Futures (daily candles) — Monthly Cycle. Monthly Cycle: Considering that we have four weeks in a month, we start the cycle on the first month’s Monday (regardless of the calendar Day): Q1 - Week 1: first Monday of the month. Q2 - Week 2: second Monday of the month (True Open, Daily Candle Open Price). Q3 - Week 3: third Monday of the month. Q4 - Week 4: fourth Monday of the month. S&P 500 E-mini Futures (4 hour candles) — Weekly Cycle. Weekly Cycle: Daye determined that although the trading week is composed by 5 trading days, we should ignore Friday, and the small portion of Sunday’s price action: Q1 - Monday. Q2 - Tuesday (True Open, Daily Candle Open Price). Q3 - Wednesday. Q4 - Thursday. S&P 500 E-mini Futures (1 hour candles) — Daily Cycle. Daily Cycle: The Day can be broken down into 6 hour quarters. These times roughly define the sessions of the trading day, reinforcing the theory’s validity: Q1 - 18:00 - 00:00 Asia. Q2 - 00:00 - 06:00 London (True Open). Q3 - 06:00 - 12:00 NY AM. Q4 - 12:00 - 18:00 NY PM. S&P 500 E-mini Futures (15 minute candles) — 6 Hour Cycle. 6 Hour Quarters or 90 Minute Cycle / Sessions divided into four sections of 90 minutes each (EST/EDT): Asian Session Q1 - 18:00 - 19:30 Q2 - 19:30 - 21:00 (True Open) Q3 - 21:00 - 22:30 Q4 - 22:30 - 00:00 London Session Q1 - 00:00 - 01:30 Q2 - 01:30 - 03:00 (True Open) Q3 - 03:00 - 04:30 Q4 - 04:30 - 06:00 NY AM Session Q1 - 06:00 - 07:30 Q2 - 07:30 - 09:00 (True Open) Q3 - 09:00 - 10:30 Q4 - 10:30 - 12:00 NY PM Session Q1 - 12:00 - 13:30 Q2 - 13:30 - 15:00 (True Open) Q3 - 15:00 - 16:30 Q4 - 16:30 - 18:00 S&P 500 E-mini Futures (5 minute candles) — 90 Minute Cycle. Micro Cycles: Dividing the 90 Minute Cycle yields 22.5 Minute Quarters, also known as Micro Sessions or Micro Quarters: Asian Session Q1/1 18:00:00 - 18:22:30 Q2 18:22:30 - 18:45:00 Q3 18:45:00 - 19:07:30 Q4 19:07:30 - 19:30:00 Q2/1 19:30:00 - 19:52:30 (True Session Open) Q2/2 19:52:30 - 20:15:00 Q2/3 20:15:00 - 20:37:30 Q2/4 20:37:30 - 21:00:00 Q3/1 21:00:00 - 21:23:30 etc. 21:23:30 - 21:45:00 London Session 00:00:00 - 00:22:30 (True Daily Open) 00:22:30 - 00:45:00 00:45:00 - 01:07:30 01:07:30 - 01:30:00 01:30:00 - 01:52:30 (True Session Open) 01:52:30 - 02:15:00 02:15:00 - 02:37:30 02:37:30 - 03:00:00 03:00:00 - 03:22:30 03:22:30 - 03:45:00 03:45:00 - 04:07:30 04:07:30 - 04:30:00 04:30:00 - 04:52:30 04:52:30 - 05:15:00 05:15:00 - 05:37:30 05:37:30 - 06:00:00 New York AM Session 06:00:00 - 06:22:30 06:22:30 - 06:45:00 06:45:00 - 07:07:30 07:07:30 - 07:30:00 07:30:00 - 07:52:30 (True Session Open) 07:52:30 - 08:15:00 08:15:00 - 08:37:30 08:37:30 - 09:00:00 09:00:00 - 09:22:30 09:22:30 - 09:45:00 09:45:00 - 10:07:30 10:07:30 - 10:30:00 10:30:00 - 10:52:30 10:52:30 - 11:15:00 11:15:00 - 11:37:30 11:37:30 - 12:00:00 New York PM Session 12:00:00 - 12:22:30 12:22:30 - 12:45:00 12:45:00 - 13:07:30 13:07:30 - 13:30:00 13:30:00 - 13:52:30 (True Session Open) 13:52:30 - 14:15:00 14:15:00 - 14:37:30 14:37:30 - 15:00:00 15:00:00 - 15:22:30 15:22:30 - 15:45:00 15:45:00 - 15:37:30 15:37:30 - 16:00:00 16:00:00 - 16:22:30 16:22:30 - 16:45:00 16:45:00 - 17:07:30 17:07:30 - 18:00:00 S&P 500 E-mini Futures (30 second candles) — 22.5 Minute Cycle.
Penunjuk Pine Script®
oleh dmaru1209
2
Normalized MACD with RSI & Stoch RSI + SignalsNormalized MACD with RSI & Stoch RSI Indicator Overview: This indicator combines three popular momentum indicators (MACD, RSI, and Stochastic RSI) into a single cohesive, normalized view, making it easier for traders to interpret market momentum and potential buy/sell signals. It specifically addresses an important issue—the different scale ranges of indicators—by normalizing MACD values to match the 0–100 scale of RSI and Stochastic RSI. Here’s a clear and concise description of your updated Pine Script indicator: ⸻ Normalized MACD with RSI & Stoch RSI Indicator Overview: This indicator combines three popular momentum indicators (MACD, RSI, and Stochastic RSI) into a single cohesive, normalized view, making it easier for traders to interpret market momentum and potential buy/sell signals. It specifically addresses an important issue—the different scale ranges of indicators—by normalizing MACD values to match the 0–100 scale of RSI and Stochastic RSI. ⸻ Key Components: ① MACD (Normalized): • The Moving Average Convergence Divergence (MACD) originally has an unlimited numerical range. • Normalization Method: • Uses a custom tanh(x) function implemented directly in Pine Script: \tanh(x) = \frac{e^{x}-e^{-x}}{e^{x}+e^{-x}} • MACD values are scaled using this method to a range of 0–100, with the neutral line at exactly 50. • Interpretation: • Values above 50 indicate bullish momentum. • Values below 50 indicate bearish momentum. ② RSI (Relative Strength Index): • Measures market momentum on a 0–100 scale. • Traditional RSI interpretation: • Overbought conditions: RSI > 70–80. • Oversold conditions: RSI < 30–20. ③ Stochastic RSI: • Combines RSI and Stochastic Oscillator to give short-term, highly sensitive signals. • Helps identify immediate market extremes: • Above 80 → Short-term overbought. • Below 20 → Short-term oversold. ⸻ How the Indicator Works: • Visualization: • All three indicators (Normalized MACD, RSI, Stochastic RSI) share the same 0–100 scale. • Clear visual lines and reference levels: • Midline at 50 indicates neutral momentum. • Dashed lines at 20 and 80 clearly mark oversold/overbought zones. • Trading Signals (Recommended approach): • Bullish Signal (Potential Buy): • Normalized MACD crosses above 50. • RSI below or approaching oversold zone (below 30–20). • Stochastic RSI below 20, indicating short-term oversold conditions. • Bearish Signal (Potential Sell): • Normalized MACD crosses below 50. • RSI above or approaching overbought zone (above 70–80). • Stochastic RSI above 80, indicating short-term overbought conditions. ⸻ Why Use This Indicator? • Harmonized Signals: Normalization of MACD significantly improves clarity and comparability with RSI and Stochastic RSI, providing a unified momentum picture. • Intuitive Analysis: Traders can rapidly and intuitively identify momentum shifts without needing multiple indicator windows. • Improved Decision-Making: Clear visual references and signals help reduce subjective interpretation, potentially improving trading outcomes. ⸻ Suggested Usage: • Combine with traditional support
Penunjuk Pine Script®
oleh pentius00
TTM Squeeze Momentum MTF [Cometreon]TTM Squeeze Momentum MTF combines the core logic of both the Squeeze Momentum by LazyBear and the TTM Squeeze by John Carter into a single, unified indicator. It offers a complete system to analyze the phase, direction, and strength of market movements. Unlike the original versions, this indicator allows you to choose how to calculate the trend, select from 15 different types of moving averages, customize every parameter, and adapt the visual style to your trading preferences. If you are looking for a powerful, flexible and highly configurable tool, this is the perfect choice for you. 🔷 New Features and Improvements 🟩 Unified System: Trend Detection + Visual Style You can decide which logic to use for the trend via the "Show TTM Squeeze Trend" input: ✅ Enabled → Trend calculated using TTM Squeeze ❌ Disabled → Trend based on Squeeze Momentum You can also customize the visual style of the indicator: ✅ Enable "Show Histogram" for a visual mode using Histogram, Area, or Column ❌ Disable it to display the classic LazyBear-style line Everything updates automatically and dynamically based on your selection. 🟩 Full Customization Every base parameter of the original indicator is now fully configurable: lengths, sources, moving average types, and more. You can finally adapt the squeeze logic to your strategy — not the other way around. 🟩 Multi-MA Engine Choose from 15 different Moving Averages for each part of the calculation: SMA (Simple Moving Average) EMA (Exponential Moving Average) WMA (Weighted Moving Average) RMA (Smoothed Moving Average) HMA (Hull Moving Average) JMA (Jurik Moving Average) DEMA (Double Exponential Moving Average) TEMA (Triple Exponential Moving Average) LSMA (Least Squares Moving Average) VWMA (Volume-Weighted Moving Average) SMMA (Smoothed Moving Average) KAMA (Kaufman’s Adaptive Moving Average) ALMA (Arnaud Legoux Moving Average) FRAMA (Fractal Adaptive Moving Average) VIDYA (Variable Index Dynamic Average) 🟩 Dynamic Signal Line Apply a moving average to the momentum for real-time cross signals, with full control over its length and type. 🟩 Multi-Timeframe & Multi-Ticker Support You're no longer limited to the chart's current timeframe or ticker. Apply the squeeze to any symbol or timeframe without repainting. 🔷 Technical Details and Customizable Inputs This indicator offers a fully modular structure with configurable parameters for every component: 1️⃣ Squeeze Momentum Settings – Choose the source, length, and type of moving average used to calculate the base momentum. 2️⃣ Trend Mode Selector – Toggle "Show TTM Squeeze Trend" to select the trend logic displayed on the chart: ✅ Enabled – Shows the trend based on TTM Squeeze (Bollinger Bands inside/outside Keltner Channel) ❌ Disabled – Displays the trend based on Squeeze Momentum logic 🔁 The moving average type for the Keltner Channel is handled automatically, so you don't need to select it manually, even if the custom input is disabled. 3️⃣ Signal Line – Toggle the Signal Line on the Squeeze Momentum. Select its length and MA type to generate visual cross signals. 4️⃣ Bollinger Bands – Configure the length, multiplier, source, and MA type used in the bands. 5️⃣ Keltner Channel – Adjust the length, multiplier, source, and MA type. You can also enable or disable the True Range option. 6️⃣ Advanced MA Parameters – Customize the parameters for advanced MAs (JMA, ALMA, FRAMA, VIDYA), including Phase, Power, Offset, Sigma, and Shift values. 7️⃣ Ticker & Input Source – Select the ticker and manage inputs for alternative chart types like Renko, Kagi, Line Break, and Point & Figure. 8️⃣ Style Settings – Choose how the squeeze is displayed: Enable "Show Histogram" for Histogram, Area, or Column style Disable it to show the classic LazyBear-style line Use Reverse Color to invert line colors Toggle Show Label to highlight Signal Line cross signals Customize trend colors to suit your preferences 9️⃣ Multi-Timeframe Options - Timeframe – Use the squeeze on higher timeframes for stronger confirmation 🔟 Wait for Timeframe Closes - ✅ Enabled – Prevents multiple signals within the same candle ❌ Disabled – Displays the indicator smoothly without delay 🔧 Default Settings Reference To replicate the default settings of the original indicators as they appear when first applied to the chart, use the following configurations: 🟩 TTM Squeeze (John Carter Style) Squeeze Length: 20 MA Type: SMA Show TTM Squeeze Trend: Enabled Bollinger Bands Length: 20 Multiplier: 2.0 MA Type: SMA Keltner Channel Length: 20 Multiplier: 1.0 Use True Range: ON MA Type: EMA Style Show Histogram: Enabled Reverse Color: Enabled 🟩 Squeeze Momentum (LazyBear Style) Squeeze Length: 10 MA Type: SMA Show TTM Squeeze Trend: Disabled Bollinger Bands Length: 20 Multiplier: 1.5 MA Type: SMA Keltner Channel Length: 10 Multiplier: 1.5 Use True Range: ON MA Type: SMA Style Show Histogram: Disabled Reverse Color: Disabled ⚠️ These values are intended as a starting point. The Cometreon indicator lets you fully customize every input to fit your trading style. 🔷 How to Use Squeeze Momentum Pro 🔍 Identifying Trends Squeeze Momentum Pro supports two different methods for identifying the trend visually, each based on a distinct logic: Squeeze Momentum Trend (LazyBear-style): Displays 3 states based on the position of the Bollinger Bands relative to the Keltner Channel: 🔵 Blue = No Squeeze (BB outside KC and KC outside BB) ⚪️ White = Squeeze Active (BB fully inside KC) ⚫️ Gray = Neutral state (none of the above) TTM Squeeze Trend (John Carter-style): Calculates the difference in width between the Bollinger Bands and the Keltner Channel: 🟩 Green = BB width is greater than KC → potential expansion phase 🟥 Red = BB are tighter than KC → possible compression or pre-breakout 📈 Interpreting Signals Depending on the active configuration, the indicator can provide various signals, including: Trend color → Reflects the current compression/expansion state (based on selected mode) Momentum value (above or below 0) → May indicate directional pressure Signal Line cross → Can highlight momentum shifts Color change in the momentum → May suggest a potential trend reversal 🛠 Integration with Other Tools Squeeze Momentum Pro works well alongside other indicators to strengthen market context: ✅ Volume Profile / OBV – Helps confirm accumulation or distribution during squeezes ✅ RSI – Useful to detect divergence between momentum and price ✅ Moving Averages – Ideal for defining primary trend direction and filtering signals ☄️ If you find this indicator useful, leave a Boost to support its development! Every piece of feedback helps improve the tool and deliver an even better trading experience. 🔥 Share your ideas or feature requests in the comments!
Penunjuk Pine Script®
oleh Cometreon
2
VIX Implied MovesKey Features: Three Timeframe Bands: Daily: Blue bands showing ±1σ expected move Weekly: Green bands showing ±1σ expected move 30-Day: Red bands showing ±1σ expected move Calculation Methodology: Uses VIX's annualized volatility converted to specific timeframes using square root of time rule Trading day convention (252 days/year) Band width = Price × (VIX/100) ÷ √(number of periods) Visual Features: Colored semi-transparent backgrounds between bands Progressive line thickness (thinner for shorter timeframes) Real-time updates as VIX and ES prices change Example Calculation (VIX=20, ES=5000): Daily move = 5000 × (20/100)/√252 ≈ ±63 points Weekly move = 5000 × (20/100)/√50 ≈ ±141 points Monthly move = 5000 × (20/100)/√21 ≈ ±218 points This indicator helps visualize expected price ranges based on current volatility conditions, with wider bands indicating higher market uncertainty. The probabilistic ranges represent 68% confidence levels (1 standard deviation) derived from options pricing.
Penunjuk Pine Script®
oleh Marruq
Smart Liquidity Wave [The_lurker]"Smart Liquidity Wave" هو مؤشر تحليلي متطور يهدف لتحديد نقاط الدخول والخروج المثلى بناءً على تحليل السيولة، قوة الاتجاه، وإشارات السوق المفلترة. يتميز المؤشر بقدرته على تصنيف الأدوات المالية إلى أربع فئات سيولة (ضعيفة، متوسطة، عالية، عالية جدًا)، مع تطبيق شروط مخصصة لكل فئة تعتمد على تحليل الموجات السعرية، الفلاتر المتعددة، ومؤشر ADX. فكرة المؤشر الفكرة الأساسية هي الجمع بين قياس السيولة اليومية الثابتة وتحليل ديناميكي للسعر باستخدام فلاتر متقدمة لتوليد إشارات دقيقة. المؤشر يركز على تصفية الضوضاء في السوق من خلال طبقات متعددة من التحليل، مما يجعله أداة ذكية تتكيف مع الأدوات المالية المختلفة بناءً على مستوى سيولتها. طريقة عمل المؤشر 1- قياس السيولة: يتم حساب السيولة باستخدام متوسط حجم التداول على مدى 14 يومًا مضروبًا في سعر الإغلاق، ويتم ذلك دائمًا على الإطار الزمني اليومي لضمان ثبات القيمة بغض النظر عن الإطار الزمني المستخدم في الرسم البياني. يتم تصنيف السيولة إلى: ضعيفة: أقل من 5 ملايين (قابل للتعديل). متوسطة: من 5 إلى 20 مليون. عالية: من 20 إلى 50 مليون. عالية جدًا: أكثر من 50 مليون. هذا الثبات في القياس يضمن أن تصنيف السيولة لا يتغير مع تغير الإطار الزمني، مما يوفر أساسًا موثوقًا للإشارات. 2- تحليل الموجات السعرية: يعتمد المؤشر على تحليل الموجات باستخدام متوسطات متحركة متعددة الأنواع (مثل SMA، EMA، WMA، HMA، وغيرها) يمكن للمستخدم اختيارها وتخصيص فتراتها ، يتم دمج هذا التحليل مع مؤشرات إضافية مثل RSI (مؤشر القوة النسبية) وMFI (مؤشر تدفق الأموال) بوزن محدد (40% للموجات، 30% لكل من RSI وMFI) للحصول على تقييم شامل للاتجاه. 3- الفلاتر وطريقة عملها: المؤشر يستخدم نظام فلاتر متعدد الطبقات لتصفية الإشارات وتقليل الضوضاء، وهي من أبرز الجوانب المخفية التي تعزز دقته: الفلتر الرئيسي (Main Filter): يعمل على تنعيم التغيرات السعرية السريعة باستخدام معادلة رياضية تعتمد على تحليل الإشارات (Signal Processing). يتم تطبيقه على السعر لاستخراج الاتجاهات الأساسية بعيدًا عن التقلبات العشوائية، مع فترة زمنية قابلة للتعديل (افتراضي: 30). يستخدم تقنية مشابهة للفلاتر عالية التردد (High-Pass Filter) للتركيز على الحركات الكبيرة. الفلتر الفرعي (Sub Filter): يعمل كطبقة ثانية للتصفية، مع فترة أقصر (افتراضي: 12)، لضبط الإشارات بدقة أكبر. يستخدم معادلات تعتمد على الترددات المنخفضة للتأكد من أن الإشارات الناتجة تعكس تغيرات حقيقية وليست مجرد ضوضاء. إشارة الزناد (Signal Trigger): يتم تطبيق متوسط متحرك على نتائج الفلتر الرئيسي لتوليد خط إشارة (Signal Line) يُقارن مع عتبات محددة للدخول والخروج. يمكن تعديل فترة الزناد (افتراضي: 3 للدخول، 5 للخروج) لتسريع أو تبطيء الإشارات. الفلتر المربع (Square Filter): خاصية مخفية تُفعّل افتراضيًا تعزز دقة الفلاتر عن طريق تضييق نطاق التذبذبات المسموح بها، مما يقلل من الإشارات العشوائية في الأسواق المتقلبة. 4- تصفية الإشارات باستخدام ADX: يتم استخدام مؤشر ADX كفلتر نهائي للتأكد من قوة الاتجاه قبل إصدار الإشارة: ضعيفة ومتوسطة: دخول عندما يكون ADX فوق 40، خروج فوق 50. عالية: دخول فوق 40، خروج فوق 55. عالية جدًا: دخول فوق 35، خروج فوق 38. هذه العتبات قابلة للتعديل، مما يسمح بتكييف المؤشر مع استراتيجيات مختلفة. 5- توليد الإشارات: الدخول: يتم إصدار إشارة شراء عندما تنخفض خطوط الإشارة إلى ما دون عتبة محددة (مثل -9) مع تحقق شروط الفلاتر، السيولة، وADX. الخروج: يتم إصدار إشارة بيع عندما ترتفع الخطوط فوق عتبة (مثل 109 أو 106 حسب الفئة) مع تحقق الشروط الأخرى. تُعرض الإشارات بألوان مميزة (أزرق للدخول، برتقالي للضعيفة والمتوسطة، أحمر للعالية والعالية جدًا) وبثلاثة أحجام (صغير، متوسط، كبير). 6- عرض النتائج: يظهر مستوى السيولة الحالي في جدول في أعلى يمين الرسم البياني، مما يتيح للمستخدم معرفة فئة الأصل بسهولة. 7- دعم التنبيهات: تنبيهات فورية لكل فئة سيولة، مما يسهل التداول الآلي أو اليدوي. %%%%% الجوانب المخفية في الكود %%%%% معادلات الفلاتر المتقدمة: يستخدم المؤشر معادلات رياضية معقدة مستوحاة من معالجة الإشارات لتنعيم البيانات واستخراج الاتجاهات، مما يجعله أكثر دقة من المؤشرات التقليدية. التكيف التلقائي: النظام يضبط نفسه داخليًا بناءً على التغيرات في السعر والحجم، مع عوامل تصحيح مخفية (مثل معامل التنعيم في الفلاتر) للحفاظ على الاستقرار. التوزيع الموزون: الدمج بين الموجات، RSI، وMFI يتم بأوزان محددة (40%، 30%، 30%) لضمان توازن التحليل، وهي تفاصيل غير ظاهرة مباشرة للمستخدم لكنها تؤثر على النتائج. الفلتر المربع: خيار مخفي يتم تفعيله افتراضيًا لتضييق نطاق الإشارات، مما يقلل من التشتت في الأسواق ذات التقلبات العالية. مميزات المؤشر 1- فلاتر متعددة الطبقات: تضمن تصفية الضوضاء وإنتاج إشارات موثوقة فقط. 2- ثبات السيولة: قياس السيولة اليومي يجعل التصنيف متسقًا عبر الإطارات الزمنية. 3- تخصيص شامل: يمكن تعديل حدود السيولة، عتبات ADX، فترات الفلاتر، وأنواع المتوسطات المتحركة. 4- إشارات مرئية واضحة: تصميم بصري يسهل التفسير مع تنبيهات فورية. 5- تقليل الإشارات الخاطئة: الجمع بين الفلاتر وADX يعزز الدقة ويقلل من التشتت. إخلاء المسؤولية لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. #### **What is the Smart Liquidity Wave Indicator?** "Smart Liquidity Wave" is an advanced analytical indicator designed to identify optimal entry and exit points based on liquidity analysis, trend strength, and filtered market signals. It stands out with its ability to categorize financial instruments into four liquidity levels (Weak, Medium, High, Very High), applying customized conditions for each category based on price wave analysis, multi-layered filters, and the ADX (Average Directional Index). #### **Concept of the Indicator** The core idea is to combine a stable daily liquidity measurement with dynamic price analysis using sophisticated filters to generate precise signals. The indicator focuses on eliminating market noise through multiple analytical layers, making it an intelligent tool that adapts to various financial instruments based on their liquidity levels. #### **How the Indicator Works** 1. **Liquidity Measurement:** - Liquidity is calculated using the 14-day average trading volume multiplied by the closing price, always based on the daily timeframe to ensure value consistency regardless of the chart’s timeframe. - Liquidity is classified as: - **Weak:** Less than 5 million (adjustable). - **Medium:** 5 to 20 million. - **High:** 20 to 50 million. - **Very High:** Over 50 million. - This consistency in measurement ensures that liquidity classification remains unchanged across different timeframes, providing a reliable foundation for signals. 2. **Price Wave Analysis:** - The indicator relies on wave analysis using various types of moving averages (e.g., SMA, EMA, WMA, HMA, etc.), which users can select and customize in terms of periods. - This analysis is integrated with additional indicators like RSI (Relative Strength Index) and MFI (Money Flow Index), weighted specifically (40% waves, 30% RSI, 30% MFI) to provide a comprehensive trend assessment. 3. **Filters and Their Functionality:** - The indicator employs a multi-layered filtering system to refine signals and reduce noise, a key hidden feature that enhances its accuracy: - **Main Filter:** - Smooths rapid price fluctuations using a mathematical equation rooted in signal processing techniques. - Applied to price data to extract core trends away from random volatility, with an adjustable period (default: 30). - Utilizes a technique similar to high-pass filters to focus on significant movements. - **Sub Filter:** - Acts as a secondary filtering layer with a shorter period (default: 12) for finer signal tuning. - Employs low-frequency-based equations to ensure resulting signals reflect genuine changes rather than mere noise. - **Signal Trigger:** - Applies a moving average to the main filter’s output to generate a signal line, compared against predefined entry and exit thresholds. - Trigger period is adjustable (default: 3 for entry, 5 for exit) to speed up or slow down signals. - **Square Filter:** - A hidden feature activated by default, enhancing filter precision by narrowing the range of permissible oscillations, reducing random signals in volatile markets. 4. **Signal Filtering with ADX:** - ADX is used as a final filter to confirm trend strength before issuing signals: - **Weak and Medium:** Entry when ADX exceeds 40, exit above 50. - **High:** Entry above 40, exit above 55. - **Very High:** Entry above 35, exit above 38. - These thresholds are adjustable, allowing the indicator to adapt to different trading strategies. 5. **Signal Generation:** - **Entry:** A buy signal is triggered when signal lines drop below a specific threshold (e.g., -9) and conditions for filters, liquidity, and ADX are met. - **Exit:** A sell signal is issued when signal lines rise above a threshold (e.g., 109 or 106, depending on the category) with all conditions satisfied. - Signals are displayed in distinct colors (blue for entry, orange for Weak/Medium, red for High/Very High) and three sizes (small, medium, large). 6. **Result Display:** - The current liquidity level is shown in a table at the top-right of the chart, enabling users to easily identify the asset’s category. 7. **Alert Support:** - Instant alerts are provided for each liquidity category, facilitating both automated and manual trading. #### **Hidden Aspects in the Code** - **Advanced Filter Equations:** The indicator uses complex mathematical formulas inspired by signal processing to smooth data and extract trends, making it more precise than traditional indicators. - **Automatic Adaptation:** The system internally adjusts based on price and volume changes, with hidden correction factors (e.g., smoothing coefficients in filters) to maintain stability. - **Weighted Distribution:** The integration of waves, RSI, and MFI uses fixed weights (40%, 30%, 30%) for balanced analysis, a detail not directly visible but impactful on results. - **Square Filter:** A hidden option, enabled by default, narrows signal range to minimize dispersion in high-volatility markets. #### **Indicator Features** 1. **Multi-Layered Filters:** Ensures noise reduction and delivers only reliable signals. 2. **Liquidity Stability:** Daily liquidity measurement keeps classification consistent across timeframes. 3. **Comprehensive Customization:** Allows adjustments to liquidity thresholds, ADX levels, filter periods, and moving average types. 4. **Clear Visual Signals:** User-friendly design with easy-to-read visuals and instant alerts. 5. **Reduced False Signals:** Combining filters and ADX enhances accuracy and minimizes clutter. #### **Disclaimer** The information and publications are not intended to be, nor do they constitute, financial, investment, trading, or other types of advice or recommendations provided or endorsed by TradingView.
Penunjuk Pine Script®
oleh The_lurker
6
JP225 Influence AnalyzerThis tool provides a way to assess how USDJPY and DJIA influence JP225, using standardization and linear regression for quantitative evaluation. It also detects deviations from the linear model and displays the results in a colored table. Table Structure Row 1: Current value of USDJPY and its change from the previous bar Row 2: Current value of DJIA and its change from the previous bar Row 3: Theoretical value of Nikkei 225 calculated using the least squares method from USDJPY and DJIA, and its change from the previous bar Row 4: Current value of the chart symbol (Nikkei 225) and its change from the previous bar Background Color Meanings A. Current Value Column (Column 2) If USDJPY or DJIA significantly contributes to the change in the theoretical value of Nikkei 225, the cell turns blue (increase) or red (decrease). The threshold is 1.5. If the current value of Nikkei 225 increases, it turns blue; if it decreases, it turns red. B. Change Value Column (Column 3) If there is a discrepancy between the change in the theoretical value and the actual change of Nikkei 225, the cell turns yellow (moderate discrepancy: threshold 20) or red (significant discrepancy: threshold 50). Judgment Based on Current Value Column (Column 2) If the color of USDJPY or DJIA matches the color of Nikkei 225, that symbol is the main cause. If there is no match, the main cause is "other factors." Judgment Based on Change Column (Column 3) Yellow: Suggests that other factors may be influencing the price. Red: Strongly indicates that other factors are the main cause. Parameter Descriptions Parameter Descriptions symbol_x: Symbol for USDJPY (default: "SAXO:USDJPY") symbol_y: Symbol for DJIA (default: "OSE:DJIA1!") threshold_value1: Threshold for determining the influence of USDJPY and DJIA (blue/red color) (default: 1.5) threshold_value2: Threshold for detecting specific price movements in Nikkei 225 (yellow color) (default: 20) threshold_value3: Threshold for detecting significant price movements in Nikkei 225 (red color) (default: 50) data_count: Number of past data points used for calculations (default: 10) インジケーターの概要 　このインジケーターは、日経225先物やCFDの値動きの主な原因が 　以下のどれに起因するのかをリアルタイムで表示します 　1.　ドル円 (USDJPY) 　2.　ダウ (DJIA) 　3.　その他の要因（突発的なニュース、225の節目価格への攻防など） テーブルの構成 　 1行目　ドル円の現在値と前足からの増減 　 2行目　ダウの現在値と前足からの増減 　 3行目　ドル円とダウから最小二乗法で算出した225の理論値とその増減 　 4行目　チャート銘柄（225）の現在値と前足からの増減 背景色の意味 　1.　現在値列 (2列目):ドル円またはダウが225の理論値増減に大きく寄与した場合、 　　　それぞれ青（増加）または赤（減少）に変化。閾値は1.5 　　　225の現在値が増加すれば青、減少すれば赤。 　2.　増減値列 (3列目):225の理論値増減と実際の増減が乖離した場合、 　　　黄（中程度：閾値は20）または赤（大幅：閾値は50）に変化。 現在値列(2列目)での判断: 　1.　銘柄（ドル円またはダウ）の色が225の色と一致する場合、その銘柄が主な原因。 　2.　一致しない場合、主な原因は「その他」。 増減列(3列目)での判断: 　黄色　その他の要因が影響している可能性。 　赤色　その他の要因が主な原因と強く示唆。 パラメータの説明 　symbol_x　ドル円のシンボル（デフォルト: "SAXO:USDJPY"） 　symbol_y　ダウのシンボル（デフォルト: "OSE:DJIA1!"） 　threshold_value1　ドル円とダウの影響を判定する(青/赤色)閾値（デフォルト: 1.5） 　threshold_value2　225固有の値動きを判定する(黄色)閾値（デフォルト: 20） 　threshold_value3　225固有の大きな値動きを判定する(赤色)閾値（デフォルト: 50） 　data_count　計算に使用する過去データの本数（デフォルト: 10）
Penunjuk Pine Script®
oleh SoraMoyou
1
Aggressive Strategy for High IV Market### Strategic background In a volatile high IV market, prices are volatile and market expectations of future uncertainty are high. This environment provides opportunities for aggressive trading strategies, but also comes with a high level of risk. In pursuit of a high Sharpe ratio (i.e., risk-adjusted return), we need to design a strategy that captures the benefits of market volatility while effectively controlling risk. Based on daily line cycles, I choose a combination of trend tracking and volatility filtering for highly volatile assets such as stocks, futures or cryptocurrencies. --- ### Strategy framework #### Data - Use daily data, including opening, closing, high and low prices. - Suitable for highly volatile markets such as technology stocks, cryptocurrencies or volatile index futures. #### Core indicators 1. ** Trend Indicators ** : Fast Exponential Moving Average (EMA_fast) : 10-day EMA, used to capture short-term trends. - Slow Exponential Moving Average (EMA_slow) : 30-day EMA, used to determine the long-term trend. 2. ** Volatility Indicators ** : Average true Volatility (ATR) : 14-day ATR, used to measure market volatility. - ATR mean (ATR_mean) : A simple moving average of the 20-day ATR that serves as a volatility benchmark. - ATR standard deviation (ATR_std) : The standard deviation of the 20-day ATR, which is used to judge extreme changes in volatility. #### Trading logic The strategy is based on a trend following approach of double moving averages and filters volatility through ATR indicators, ensuring that trading only in a high-volatility environment is in line with aggressive and high sharpe ratio goals. --- ### Entry and exit conditions #### Admission conditions - ** Multiple entry ** : - EMA_fast Crosses EMA_slow (gold cross), indicating that the short-term trend is turning upward. -ATR > ATR_mean + 1 * ATR_std indicates that the current volatility is above average and the market is in a state of high volatility. - ** Short Entry ** : - EMA_fast Crosses EMA_slow (dead cross) downward, indicating that the short-term trend turns downward. -ATR > ATR_mean + 1 * ATR_std, confirming high volatility. #### Appearance conditions - ** Long show ** : - EMA_fast Enters the EMA_slow (dead cross) downward, and the trend reverses. - or ATR < ATR_mean-1 * ATR_std, volatility decreases significantly and the market calms down. - ** Bear out ** : - EMA_fast Crosses the EMA_slow (gold cross) on the top, and the trend reverses. - or ATR < ATR_mean-1 * ATR_std, the volatility is reduced. --- ### Risk management To control the high risk associated with aggressive strategies, set up the following mechanisms: 1. ** Stop loss ** : - Long: Entry price - 2 * ATR. - Short: Entry price + 2 * ATR. - Dynamic stop loss based on ATR can adapt to market volatility changes. 2. ** Stop profit ** : - Fixed profit target can be selected (e.g. entry price ± 4 * ATR). - Or use trailing stop losses to lock in profits following price movements. 3. ** Location Management ** : - Reduce positions appropriately in times of high volatility, such as dynamically adjusting position size according to ATR, ensuring that the risk of a single trade does not exceed 1%-2% of the account capital. --- ### Strategy features - ** Aggressiveness ** : By trading only in a high ATR environment, the strategy takes full advantage of market volatility and pursues greater returns. - ** High Sharpe ratio potential ** : Trend tracking combined with volatility filtering to avoid ineffective trades during periods of low volatility and improve the ratio of return to risk. - ** Daily line Cycle ** : Based on daily line data, suitable for traders who operate frequently but are not too complex. --- ### Implementation steps 1. ** Data Preparation ** : - Get the daily data of the target asset. - Calculate EMA_fast (10 days), EMA_slow (30 days), ATR (14 days), ATR_mean (20 days), and ATR_std (20 days). 2. ** Signal generation ** : - Check EMA cross signals and ATR conditions daily to generate long/short signals. 3. ** Execute trades ** : - Enter according to the signal, set stop loss and profit. - Monitor exit conditions and close positions in time. 4. ** Backtest and Optimization ** : - Use historical data to backtest strategies to evaluate Sharpe ratios, maximum retracements, and win rates. - Optimize parameters such as EMA period and ATR threshold to improve policy performance. --- ### Precautions - ** Trading costs ** : Highly volatile markets may result in frequent trading, and the impact of fees and slippage on earnings needs to be considered. - ** Risk Control ** : Aggressive strategies may face large retracements and need to strictly implement stop losses. - ** Scalability ** : Additional metrics (such as volume or VIX) can be added to enhance strategy robustness, or combined with machine learning to predict trends and volatility. --- ### Summary This is a trend following strategy based on dual moving averages and ATR, designed for volatile high IV markets. By entering into high volatility and exiting into low volatility, the strategy combines aggressive and risk-adjusted returns for traders seeking a high sharpe ratio. It is recommended to fully backtest before implementation and adjust the parameters according to the specific market.
Strategi Pine Script®
oleh tirascobol
SPY/TLT Strategy█ STRATEGY OVERVIEW The "SPY/TLT Strategy" is a trend-following crossover strategy designed to trade the relationship between TLT and its Simple Moving Average (SMA). The default configuration uses TLT (iShares 20+ Year Treasury Bond ETF) with a 20-period SMA, entering long positions on bullish crossovers and exiting on bearish crossunders. **This strategy is NOT optimized and performs best in trending markets.** █ KEY FEATURES SMA Crossover System: Uses price/SMA relationship for signal generation (Default: 20-period) Dynamic Time Window: Configurable backtesting period (Default: 2014-2099) Equity-Based Position Sizing: Default 100% equity allocation per trade Real-Time Visual Feedback: Price/SMA plot with trend-state background coloring Event-Driven Execution: Processes orders at bar close for accurate backtesting █ SIGNAL GENERATION 1. LONG ENTRY CONDITION TLT closing price crosses ABOVE SMA Occurs within specified time window Generates market order at next bar open 2. EXIT CONDITION TLT closing price crosses BELOW SMA Closes all open positions immediately █ ADDITIONAL SETTINGS SMA Period: Simple Moving Average length (Default: 20) Start Time and End Time: The time window for trade execution (Default: 1 Jan 2014 - 1 Jan 2099) Security Symbol: Ticker for analysis (Default: TLT) █ PERFORMANCE OVERVIEW Ideal Market Conditions: Strong trending environments Potential Drawbacks: Whipsaws in range-bound markets Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments
Strategi Pine Script®
oleh Botnet101
Composite Indicator (CCI + ATR)Composite Indicator (CCI + ATR) The Composite Indicator (CCI + ATR) combines the Commodity Channel Index (CCI) with the Average True Range (ATR) , providing traders with a dynamic tool for identifying entry and exit points based on momentum and volatility. This indicator is particularly useful for markets like cryptocurrencies, which often exhibit sharp sell-offs and gradual upward trends. Key Features Momentum Analysis with CCI: The CCI calculates price momentum by comparing the current price level to its average over a specific period. The indicator generates signals when CCI crosses predefined thresholds. - Buy Signal: Triggered when CCI crosses above the lower threshold (e.g., -100). - Sell Signal: Triggered when CCI crosses below the upper threshold (e.g., +100). Volatility Filtering with ATR: The ATR measures market volatility, ensuring signals occur only during significant price movements. Separate multipliers for buy and sell signals allow tailored filtering based on market behavior. Stop Loss Calculation: Dynamic stop loss levels are calculated using the ATR multiplier to adapt to market volatility, offering better risk management. How It Works CCI Calculation: The CCI is calculated using the typical price ((High + Low + Close) / 3) and a user-defined length. It detects momentum changes by measuring deviations from the average price. ATR Calculation: The ATR determines the average price range over a specified period, identifying the market’s volatility. The ATR SMA acts as a baseline to filter signals. Buy Signal: A buy signal is triggered when: - CCI crosses above the lower threshold (e.g., -100). - ATR exceeds its SMA multiplied by the buy multiplier (e.g., 1.0). Sell Signal: A sell signal is triggered when: - CCI crosses below the upper threshold (e.g., +100). - ATR exceeds its SMA multiplied by the sell multiplier (e.g., 0.95). Stop Loss Integration: - Long positions: Stop loss = Low – (ATR * ATR Multiplier) - Short positions: Stop loss = High + (ATR * ATR Multiplier) Advantages Combines momentum (CCI) and volatility (ATR) for precise signal generation. Customizable thresholds and multipliers for different market conditions. Dynamic stop loss ensures better risk management in volatile markets. Suggested Parameter Settings CCI Length: 20 (default). Adjust as follows: - 10–15: Shorter timeframes (e.g., 5-15 minutes). - 20: General use for 1-hour timeframes. - 30–50: Longer timeframes (e.g., 4-hour or daily charts). CCI Threshold: 100 (default). Adjust as follows: - 50–75: For more frequent signals in ranging markets. - 100: Balanced for most trading conditions. - 150–200: For strong trends to reduce noise. ATR Length: 14 (default). Adjust as follows: - 10–14: For assets with moderate volatility. - 20: For assets with lower volatility. ATR Buy Multiplier: 1.0 (default). Adjust as follows: - 0.9–1.0: For gradual uptrends in crypto markets. - 1.1–1.2: For stronger trend filtering. ATR Sell Multiplier: 0.95 (default). Adjust as follows: - 0.8–0.95: For sharp sell-offs. - 1.0–1.1: For stable downward trends. ATR Multiplier (Stop Loss): 1.5 (default). Adjust as follows: - 1.0–1.2: For shorter timeframes or less volatile markets. - 2.0–2.5: For highly volatile markets like cryptocurrencies. Example Use Cases Scalping (5-15 minute charts): Use CCI Length = 10, CCI Threshold = 75, ATR Buy Multiplier = 0.9, ATR Sell Multiplier = 0.8. Day Trading (1-hour charts): Use CCI Length = 20, CCI Threshold = 100, ATR Buy Multiplier = 1.0, ATR Sell Multiplier = 0.95. Swing Trading (4-hour or daily charts): Use CCI Length = 30, CCI Threshold = 150, ATR Buy Multiplier = 1.2, ATR Sell Multiplier = 1.0. Final Thoughts The Composite Indicator (CCI + ATR) is a versatile tool designed to enhance trading decisions by combining momentum analysis with volatility filtering. Whether scalping or swing trading, this indicator provides actionable insights and robust risk management to navigate complex markets effectively.
Penunjuk Pine Script®
oleh CharLi0t
ADX (levels)This Pine Script indicator calculates and displays the Average Directional Index (ADX) along with the DI+ and DI- lines to help identify the strength and direction of a trend. The script is designed for Pine Script v6 and includes customizable settings for a more tailored analysis. Features: ADX Calculation: The ADX measures the strength of a trend without indicating its direction. It uses a smoothing method for more reliable trend strength detection. DI+ and DI- Lines (Optional): The DI+ (Directional Index Plus) and DI- (Directional Index Minus) help determine the direction of the trend: DI+ indicates upward movement. DI- indicates downward movement. These lines are disabled by default but can be enabled via input settings. Customizable Threshold: A horizontal line (hline) is plotted at a user-defined threshold level (default: 20) to highlight significant ADX values that indicate a strong trend. Slope Analysis: The slope of the ADX is analyzed to classify the trend into: Strong Trend: Slope is higher than a defined "medium" threshold. Moderate Trend: Slope falls between "weak" and "medium" thresholds. Weak Trend: Slope is positive but below the "weak" threshold. A background color changes dynamically to reflect the strength of the trend: Green (light or dark) indicates trend strength levels. Custom Colors: ADX color is customizable (default: pink #e91e63). Background colors for trend strength can also be adjusted. Independent Plot Window: The indicator is displayed in a separate window below the price chart, making it easier to analyze trend strength without cluttering the main price chart. Parameters: ADX Period: Defines the lookback period for calculating the ADX (default: 14). Threshold (hline): A horizontal line value to differentiate strong trends (default: 20). Slope Thresholds: Adjustable thresholds for weak, moderate, and strong trend slopes. Enable DI+ and DI-: Boolean options to display or hide the DI+ and DI- lines. Colors: Customizable colors for ADX, background gradients, and other elements. How to Use: Identify Trend Strength: Use the ADX value to determine the strength of a trend: Below 20: Weak trend. Above 20: Strong trend. Analyze Trend Direction: Enable DI+ and DI- to check whether the trend is upward (DI+ > DI-) or downward (DI- > DI+). Dynamic Slope Detection: Use the background color as a quick visual cue to assess trend strength changes. This indicator is ideal for traders who want to measure trend strength and direction dynamically while maintaining a clean and organized chart layout.
Penunjuk Pine Script®
oleh Cryptog0at
EXPONOVA by @thejamiulEXPONOVA is an advanced EMA-based indicator designed to provide a visually intuitive and actionable representation of market trends. It combines two EMAs (Exponential Moving Averages) with a custom gradient fill to help traders identify trend reversals, strength, and the potential duration of trends. This indicator uses a gradient color fill between two EMAs—one short-term (20-period) and one longer-term (55-period). The gradient dynamically adjusts based on the proximity and relationship of the closing price to the EMAs, giving traders a unique visual insight into trend momentum and potential exhaustion points. Key Features: Dynamic Gradient Fill: The fill color between the EMAs changes based on the bar's position relative to the longer-term EMA. A fading gradient visually conveys the strength and duration of the trend. The closer the closing price is to crossing the EMA, the stronger the gradient, making trends easy to spot. Precision EMA Calculations: The indicator plots two EMAs (20 and 55) without cluttering the chart, ensuring traders have a clean and informative display. Ease of Use: Designed for both novice and advanced traders, this tool is effective in identifying trend reversals and entry/exit points. Trend Reversal Detection: Built-in logic identifies bars since the last EMA cross, dynamically adjusting the gradient to signal potential trend changes. How It Works: This indicator calculates two EMAs: EMA 20 (Fast EMA): Tracks short-term price movements, providing early signals of potential trend changes. EMA 55 (Slow EMA): Captures broader trends and smoothens noise for a clearer directional bias. The area between the two EMAs is filled with a dynamic color gradient, which evolves based on how far the price has moved above or below EMA 55. The gradient acts as a visual cue to the strength and duration of the current trend: Bright green shades indicate bullish momentum building over time. Red tones highlight bearish momentum. The fading effect in the gradient provides traders with an intuitive representation of trend strength, helping them gauge whether the trend is accelerating, weakening, or reversing. Gradient-Filled Region: Unique visualization to simplify trend analysis without cluttering the chart. Dynamic Trend Strength Indication: The gradient dynamically adjusts based on the price's proximity to EMA 55, giving traders insight into momentum changes. Minimalist Design: The EMAs themselves are not displayed by default to maintain a clean chart while still benefiting from their analysis. Customizable Lengths: Pre-configured with EMA lengths of 20 and 55, but easily modifiable for different trading styles or instruments. How to Use This Indicator Trend Detection: Look at the gradient fill for visual confirmation of trend direction and strength. Trade Entries: Enter long positions when the price crosses above EMA 55, with the gradient transitioning to green. Enter short positions when the price crosses below EMA 55, with the gradient transitioning to red. Trend Strength Monitoring: A brighter gradient suggests a sustained and stronger trend. A fading gradient may indicate weakening momentum and a potential reversal. Important Notes This indicator uses a unique method of color visualization to enhance decision-making but does not generate buy or sell signals directly. Always combine this indicator with other tools or methods for comprehensive analysis. Past performance is not indicative of future results; please practice risk management while trading. How to Use: Trend Following: Use the gradient fill to identify the trend direction. A consistently bright gradient indicates a strong trend, while fading colors suggest weakening momentum. Reversal Signals: Watch for gradient changes near the EMA crossover points. These can signal potential trend reversals or consolidation phases. Confirmation Tool: Combine EXPONOVA with other indicators or candlestick patterns for enhanced confirmation of trade setups.
Penunjuk Pine Script®
oleh thejamiul
2
Detecting Sideways Market or Strong Trends| Copy Trade Tungdubai**Tool Description**: The **"Detecting Sideways Market or Strong Trends | Copy Trade Tungdubai"** tool is designed to help traders identify two key market conditions: 1. **Sideways Market**: - This condition is detected when the ADX is below 20, the price stays within the Bollinger Bands, and the RSI is between 45 and 55. - When the market is sideways, the chart background will turn yellow as a visual alert. 2. **Strong Trend Market**: - This condition is identified when the ADX is above 25, and either the price breaks out of the Bollinger Bands or the RSI surpasses the overbought (70) or oversold (30) levels. - When the market is in a strong trend, the chart background will turn blue as a visual alert. **Key Components of the Tool**: - **ADX**: Measures the strength of the market trend, with key thresholds at 20 and 25. - **Bollinger Bands**: Helps determine volatility and checks if the price is within or outside the bands. - **RSI**: Measures momentum, helping identify overbought and oversold levels. **Visual Features on the Chart**: - ADX, RSI, and Bollinger Bands are clearly plotted with their respective key thresholds for easier recognition of market conditions. - The chart background changes color to reflect the current market condition (yellow for sideways, blue for strong trends). **Alerts**: - Alerts are triggered when the market enters either a sideways or strong trend phase, providing notifications to help users act promptly. This tool serves as a practical aid in recognizing market conditions, allowing traders to make informed decisions aligned with their strategies. **Mô tả công cụ**: Công cụ **"Detecting Sideways Market or Strong Trends | Copy Trade Tungdubai"** được thiết kế để giúp các nhà giao dịch xác định hai trạng thái chính của thị trường: 1. **Thị trường đi ngang (Sideways)**: - Điều kiện được xác định dựa trên chỉ số ADX thấp hơn ngưỡng 20, giá nằm trong dải Bollinger Bands, và chỉ số RSI dao động trong khoảng từ 45 đến 55. - Khi thị trường đi ngang, nền của biểu đồ sẽ chuyển sang màu vàng để cảnh báo trực quan. 2. **Thị trường bùng nổ sóng mạnh (Strong Trend)**: - Điều kiện được xác định khi ADX vượt qua ngưỡng 25 và giá phá vỡ dải Bollinger Bands (hoặc) chỉ số RSI vượt ngưỡng quá mua 70 hoặc quá bán 30. - Khi thị trường bùng nổ sóng mạnh, nền biểu đồ sẽ chuyển sang màu xanh để cảnh báo trực quan. **Các thành phần chính của công cụ**: - **ADX**: Được sử dụng để đo sức mạnh xu hướng thị trường, với các ngưỡng quan trọng là 20 và 25. - **Bollinger Bands**: Được sử dụng để xác định mức độ biến động và kiểm tra giá nằm trong hay ngoài dải. - **RSI**: Dùng để đo mức độ quá mua/quá bán, xác định động lượng giá. **Hiển thị trên biểu đồ**: - Các đường ADX, RSI, và Bollinger Bands được vẽ rõ ràng, cùng với các ngưỡng quan trọng (hỗ trợ nhận biết trạng thái thị trường). - Nền biểu đồ thay đổi màu sắc tương ứng với điều kiện thị trường. **Cảnh báo**: - Cảnh báo sẽ được kích hoạt khi thị trường rơi vào trạng thái đi ngang hoặc bùng nổ sóng mạnh, với các thông báo giúp người dùng hành động kịp thời. Công cụ này là một trợ thủ hữu ích trong việc nhận biết trạng thái thị trường, từ đó giúp các nhà giao dịch đưa ra quyết định phù hợp với chiến lược của mình.
Penunjuk Pine Script®
oleh TungKIA
Multi-Timeframe Stochastic Alert [tradeviZion]# Multi-Timeframe Stochastic Alert : Complete User Guide ## 1. Introduction ### What is the Multi-Timeframe Stochastic Alert? The Multi-Timeframe Stochastic Alert is an advanced technical analysis tool that helps traders identify potential trading opportunities by analyzing momentum across multiple timeframes. It combines the power of the stochastic oscillator with multi-timeframe analysis to provide more reliable trading signals. ### Key Features and Benefits - Simultaneous analysis of 6 different timeframes - Advanced alert system with customizable conditions - Real-time visual feedback with color-coded signals - Comprehensive data table with instant market insights - Motivational trading messages for psychological support - Flexible theme support for comfortable viewing ### How it Can Help Your Trading - Identify stronger trends by confirming momentum across multiple timeframes - Reduce false signals through multi-timeframe confirmation - Stay informed of market changes with customizable alerts - Make more informed decisions with comprehensive market data - Maintain trading discipline with clear visual signals ## 2. Understanding the Display ### The Stochastic Chart The main chart displays three key components: 1. ** K-Line (Fast) **: The primary stochastic line (default color: green) 2. ** D-Line (Slow) **: The signal line (default color: red) 3. ** Reference Lines **: - Overbought Level (80): Upper dashed line - Middle Line (50): Center dashed line - Oversold Level (20): Lower dashed line ### The Information Table The table provides a comprehensive view of stochastic readings across all timeframes. Here's what each column means: #### Column Explanations: 1. ** Timeframe ** - Shows the time period for each row - Example: "5" = 5 minutes, "15" = 15 minutes, etc. 2. ** K Value ** - The fast stochastic line value (0-100) - Higher values indicate stronger upward momentum - Lower values indicate stronger downward momentum 3. ** D Value ** - The slow stochastic line value (0-100) - Helps confirm momentum direction - Crossovers with K-line can signal potential trades 4. ** Status ** - Shows current momentum with symbols: - ▲ = Increasing (bullish) - ▼ = Decreasing (bearish) - Color matches the trend direction 5. ** Trend ** - Shows the current market condition: - "Overbought" (above 80) - "Bullish" (above 50) - "Bearish" (below 50) - "Oversold" (below 20) #### Row Explanations: 1. ** Title Row ** - Shows "🎯 Multi-Timeframe Stochastic" - Indicates the indicator is active 2. ** Header Row ** - Contains column titles - Dark blue background for easy reading 3. ** Timeframe Rows ** - Six rows showing different timeframe analyses - Each row updates independently - Color-coded for easy trend identification 4. **Message Row** - Shows rotating motivational messages - Updates every 5 bars - Helps maintain trading discipline ### Visual Indicators and Colors - ** Green Background **: Indicates bullish conditions - ** Red Background **: Indicates bearish conditions - ** Color Intensity **: Shows strength of the signal - ** Background Highlights **: Appear when alert conditions are met ## 3. Core Settings Groups ### Stochastic Settings These settings control the core calculation of the stochastic oscillator. 1. ** Length (Default: 14) ** - What it does: Determines the lookback period for calculations - Higher values (e.g., 21): More stable, fewer signals - Lower values (e.g., 8): More sensitive, more signals - Recommended: * Day Trading: 8-14 * Swing Trading: 14-21 * Position Trading: 21-30 2. ** Smooth K (Default: 3) ** - What it does: Smooths the main stochastic line - Higher values: Smoother line, fewer false signals - Lower values: More responsive, but more noise - Recommended: * Day Trading: 2-3 * Swing Trading: 3-5 * Position Trading: 5-7 3. ** Smooth D (Default: 3) ** - What it does: Smooths the signal line - Works in conjunction with Smooth K - Usually kept equal to or slightly higher than Smooth K - Recommended: Keep same as Smooth K for consistency 4. ** Source (Default: Close) ** - What it does: Determines price data for calculations - Options: Close, Open, High, Low, HL2, HLC3, OHLC4 - Recommended: Stick with Close for most reliable signals ### Timeframe Settings Controls the multiple timeframes analyzed by the indicator. 1. ** Main Timeframes (TF1-TF6) ** - TF1 (Default: 10): Shortest timeframe for quick signals - TF2 (Default: 15): Short-term trend confirmation - TF3 (Default: 30): Medium-term trend analysis - TF4 (Default: 30): Additional medium-term confirmation - TF5 (Default: 60): Longer-term trend analysis - TF6 (Default: 240): Major trend confirmation Recommended Combinations: * Scalping: 1, 3, 5, 15, 30, 60 * Day Trading: 5, 15, 30, 60, 240, D * Swing Trading: 15, 60, 240, D, W, M 2. ** Wait for Bar Close (Default: true) ** - What it does: Controls when calculations update - True: More reliable but slightly delayed signals - False: Faster signals but may change before bar closes - Recommended: Keep True for more reliable signals ### Alert Settings #### Main Alert Settings 1. ** Enable Alerts (Default: true) ** - Master switch for all alert notifications - Toggle this off when you don't want any alerts - Useful during testing or when you want to focus on visual signals only 2. ** Alert Condition (Options) ** - "Above Middle": Bullish momentum alerts only - "Below Middle": Bearish momentum alerts only - "Both": Alerts for both directions - Recommended: * Trending Markets: Choose direction matching the trend * Ranging Markets: Use "Both" to catch reversals * New Traders: Start with "Both" until you develop a specific strategy 3. ** Alert Frequency ** - "Once Per Bar": Immediate alerts during the bar - "Once Per Bar Close": Alerts only after bar closes - Recommended: * Day Trading: "Once Per Bar" for quick reactions * Swing Trading: "Once Per Bar Close" for confirmed signals * Beginners: "Once Per Bar Close" to reduce false signals #### Timeframe Check Settings 1. ** First Check (TF1) ** - Purpose: Confirms basic trend direction - Alert Triggers When: * For Bullish: Stochastic is above middle line (50) * For Bearish: Stochastic is below middle line (50) * For Both: Triggers in either direction based on position relative to middle line - Settings: * Enable/Disable: Turn first check on/off * Timeframe: Default 5 minutes - Best Used For: * Quick trend confirmation * Entry timing * Scalping setups 2. ** Second Check (TF2) ** - Purpose: Confirms both position and momentum - Alert Triggers When: * For Bullish: Stochastic is above middle line AND both K&D lines are increasing * For Bearish: Stochastic is below middle line AND both K&D lines are decreasing * For Both: Triggers based on position and direction matching current condition - Settings: * Enable/Disable: Turn second check on/off * Timeframe: Default 15 minutes - Best Used For: * Trend strength confirmation * Avoiding false breakouts * Day trading setups 3. ** Third Check (TF3) ** - Purpose: Confirms overall momentum direction - Alert Triggers When: * For Bullish: Both K&D lines are increasing (momentum confirmation) * For Bearish: Both K&D lines are decreasing (momentum confirmation) * For Both: Triggers based on matching momentum direction - Settings: * Enable/Disable: Turn third check on/off * Timeframe: Default 30 minutes - Best Used For: * Major trend confirmation * Swing trading setups * Avoiding trades against the main trend Note: All three conditions must be met simultaneously for the alert to trigger. This multi-timeframe confirmation helps reduce false signals and provides stronger trade setups. #### Alert Combinations Examples 1. ** Conservative Setup ** - Enable all three checks - Use "Once Per Bar Close" - Timeframe Selection Example: * First Check: 15 minutes * Second Check: 1 hour (60 minutes) * Third Check: 4 hours (240 minutes) - Wider gaps between timeframes reduce noise and false signals - Best for: Swing trading, beginners 2. ** Aggressive Setup ** - Enable first two checks only - Use "Once Per Bar" - Timeframe Selection Example: * First Check: 5 minutes * Second Check: 15 minutes - Closer timeframes for quicker signals - Best for: Day trading, experienced traders 3. ** Balanced Setup ** - Enable all checks - Use "Once Per Bar" - Timeframe Selection Example: * First Check: 5 minutes * Second Check: 15 minutes * Third Check: 1 hour (60 minutes) - Balanced spacing between timeframes - Best for: All-around trading ### Visual Settings #### Alert Visual Settings 1. ** Show Background Color (Default: true) ** - What it does: Highlights chart background when alerts trigger - Benefits: * Makes signals more visible * Helps spot opportunities quickly * Provides visual confirmation of alerts - When to disable: * If using multiple indicators * When preferring a cleaner chart * During manual backtesting 2. ** Background Transparency (Default: 90) ** - Range: 0 (solid) to 100 (invisible) - Recommended Settings: * Clean Charts: 90-95 * Multiple Indicators: 85-90 * Single Indicator: 80-85 - Tip: Adjust based on your chart's overall visibility 3. ** Background Colors ** - Bullish Background: * Default: Green * Indicates upward momentum * Customizable to match your theme - Bearish Background: * Default: Red * Indicates downward momentum * Customizable to match your theme #### Level Settings 1. ** Oversold Level (Default: 20) ** - Traditional Setting: 20 - Adjustable Range: 0-100 - Usage: * Lower values (e.g., 10): More conservative * Higher values (e.g., 30): More aggressive - Trading Applications: * Potential bullish reversal zone * Support level in uptrends * Entry point for long positions 2. ** Overbought Level (Default: 80) ** - Traditional Setting: 80 - Adjustable Range: 0-100 - Usage: * Lower values (e.g., 70): More aggressive * Higher values (e.g., 90): More conservative - Trading Applications: * Potential bearish reversal zone * Resistance level in downtrends * Exit point for long positions 3. ** Middle Line (Default: 50) ** - Purpose: Trend direction separator - Applications: * Above 50: Bullish territory * Below 50: Bearish territory * Crossing 50: Potential trend change - Trading Uses: * Trend confirmation * Entry/exit trigger * Risk management level #### Color Settings 1. ** Bullish Color (Default: Green) ** - Used for: * K-Line (Main stochastic line) * Status symbols when trending up * Trend labels for bullish conditions - Customization: * Choose colors that stand out * Match your trading platform theme * Consider color blindness accessibility 2. ** Bearish Color (Default: Red) ** - Used for: * D-Line (Signal line) * Status symbols when trending down * Trend labels for bearish conditions - Customization: * Choose contrasting colors * Ensure visibility on your chart * Consider monitor settings 3. ** Neutral Color (Default: Gray) ** - Used for: * Middle line (50 level) - Customization: * Should be less prominent * Easy on the eyes * Good background contrast ### Theme Settings 1. **Color Theme Options** - Dark Theme (Default): * Dark background with white text * Optimized for dark chart backgrounds * Reduces eye strain in low light - Light Theme: * Light background with black text * Better visibility in bright conditions - Custom Theme: * Use your own color preferences 2. ** Available Theme Colors ** - Table Background - Table Text - Table Headers Note: The theme affects only the table display colors. The stochastic lines and alert backgrounds use their own color settings. ### Table Settings #### Position and Size 1. ** Table Position ** - Options: * Top Right (Default) * Middle Right * Bottom Right * Top Left * Middle Left * Bottom Left - Considerations: * Chart space utilization * Personal preference * Multiple monitor setups 2. ** Text Sizes ** - Title Size Options: * Tiny: Minimal space usage * Small: Compact but readable * Normal (Default): Standard visibility * Large: Enhanced readability * Huge: Maximum visibility - Data Size Options: * Recommended: One size smaller than title * Adjust based on screen resolution * Consider viewing distance 3. ** Empowering Messages ** - Purpose: * Maintain trading discipline * Provide psychological support * Remind of best practices - Rotation: * Changes every 5 bars * Categories include: - Market Wisdom - Strategy & Discipline - Mindset & Growth - Technical Mastery - Market Philosophy ## 4. Setting Up for Different Trading Styles ### Day Trading Setup 1. **Timeframes** - Primary: 5, 15, 30 minutes - Secondary: 1H, 4H - Alert Settings: "Once Per Bar" 2. ** Stochastic Settings ** - Length: 8-14 - Smooth K/D: 2-3 - Alert Condition: Match market trend 3. ** Visual Settings ** - Background: Enabled - Transparency: 85-90 - Theme: Based on trading hours ### Swing Trading Setup 1. ** Timeframes ** - Primary: 1H, 4H, Daily - Secondary: Weekly - Alert Settings: "Once Per Bar Close" 2. ** Stochastic Settings ** - Length: 14-21 - Smooth K/D: 3-5 - Alert Condition: "Both" 3. ** Visual Settings ** - Background: Optional - Transparency: 90-95 - Theme: Personal preference ### Position Trading Setup 1. ** Timeframes ** - Primary: Daily, Weekly - Secondary: Monthly - Alert Settings: "Once Per Bar Close" 2. ** Stochastic Settings ** - Length: 21-30 - Smooth K/D: 5-7 - Alert Condition: "Both" 3. ** Visual Settings ** - Background: Disabled - Focus on table data - Theme: High contrast ## 5. Troubleshooting Guide ### Common Issues and Solutions 1. ** Too Many Alerts ** - Cause: Settings too sensitive - Solutions: * Increase timeframe intervals * Use "Once Per Bar Close" * Enable fewer timeframe checks * Adjust stochastic length higher 2. ** Missed Signals ** - Cause: Settings too conservative - Solutions: * Decrease timeframe intervals * Use "Once Per Bar" * Enable more timeframe checks * Adjust stochastic length lower 3. ** False Signals ** - Cause: Insufficient confirmation - Solutions: * Enable all three timeframe checks * Use larger timeframe gaps * Wait for bar close * Confirm with price action 4. ** Visual Clarity Issues ** - Cause: Poor contrast or overlap - Solutions: * Adjust transparency * Change theme settings * Reposition table * Modify color scheme ### Best Practices 1. ** Getting Started ** - Start with default settings - Use "Both" alert condition - Enable all timeframe checks - Wait for bar close - Monitor for a few days 2. ** Fine-Tuning ** - Adjust one setting at a time - Document changes and results - Test in different market conditions - Find your optimal timeframe combination - Balance sensitivity with reliability 3. ** Risk Management ** - Don't trade against major trends - Confirm signals with price action - Use appropriate position sizing - Set clear stop losses - Follow your trading plan 4. ** Regular Maintenance ** - Review settings weekly - Adjust for market conditions - Update color scheme for visibility - Clean up chart regularly - Maintain trading journal ## 6. Tips for Success 1. ** Entry Strategies ** - Wait for all timeframes to align - Confirm with price action - Use proper position sizing - Consider market conditions 2. ** Exit Strategies ** - Trail stops using indicator levels - Take partial profits at targets - Honor your stop losses - Don't fight the trend 3. ** Psychology ** - Stay disciplined with settings - Don't override system signals - Keep emotions in check - Learn from each trade 4. ** Continuous Improvement ** - Record your trades - Review performance regularly - Adjust settings gradually - Stay educated on markets
Penunjuk Pine Script®
oleh TradeVizion
10
US/JP Factor/Sector Performance RankingThis indicator is designed to help you easily understand the strengths and weaknesses of different factors and sectors in the U.S. stock market. It looks at various ETFs, ranks their performance over a specific period (20 days by default), and shows the results visually. = How the Ranking Works The best-performing rank is shown as -1, with lower ranks as -2, -3, -4, and so on. This setup makes it easy to see rank order in TradingView’s default view. If you turn on the “Inverse” setting, ranks will be shown as positive numbers in order (e.g., 1, 2, 3…). In this case, it’s recommended to reverse the TradingView scale for better understanding. = How the Indicator Reacts to Market Conditions - Normal Market Conditions Certain factors or sectors often stay at the top rank. For example, during the rallies at the start of 2024 and in May, the Momentum factor performed well, showing a risk-on market environment. On the other hand, sectors at the bottom rank also tend to stay in specific positions. - Market Tops Capital flows within sectors slow down, and top ranks begin to change frequently. This may suggest a market turning point. - Bear Markets or High Volatility Rankings become more chaotic in these conditions. These large changes can help you understand market sentiment and the level of volatility. = Way of using the Indicator You can use this indicator in the following ways: - To apply sector rotation strategies. - To build positions after volatile markets calm down. - To take long positions on strong elements (higher ranks) and short positions on weaker ones (lower ranks). = Things to Keep in Mind It’s a Lagging Indicator This indicator calculates rankings using the past 20 days of data. It doesn’t provide signals for the future but is a tool for analyzing past performance. To predict the market, you should combine this with other tools or leading indicators. However, since trends in capital flows often continue, this indicator can help you spot those trends. = Customization This indicator is set up for U.S. and Japanese stock markets. However, you can customize it for other markets by changing the ticker and label description in the script. ==Japanese Description== このインジケーターは、米国株市場におけるファクターやセクターの強弱を直感的に把握するために設計されています。 各ETFを参照し、特定期間（デフォルトでは20日間）のパフォーマンスを順位付けし、それを視覚的に表示します。 = インジケーターの特徴 - ランク付けの仕様 ランク1位は-1で表され、順位が下がるごとに-2、-3、-4…と減少します。この仕様により、TradingViewの標準状態でランクの高低を直感的に把握できるようにしました。 さらに、Inverse設定をONにすると、1位から順に正の値（例: 1, 2, 3…）で表示されるようになります。この場合、TradingViewのスケールを反転させることを推奨します。 = 市況とインジケーターの動き - 平常時の市況 特定のファクターやセクターがランク1位を維持することが多いです。 例えば、2024年の年初や同年5月の上昇相場では、Momentumファクターが効果を発揮し、リスクオンの市場環境であったことを示しています。 一方、最下位に位置するセクターも特定の順位を維持する傾向があります。 - 天井圏の市況 セクター内の資金流入や流出が停滞し、上位ランクの変動が起こり始めます。これが市場の転換点を示唆する場合があります。 - 下落相場や荒れた市況 ランク順位が大きく乱れることが特徴です。この変動の大きさは、市況の雰囲気やボラティリティの高さを感じ取る材料として活用できます。 = 活用方法 このインジケーターは以下のような投資戦略に役立てることができます： - セクターローテーションを活用した投資戦略 - 荒れた相場が落ち着いたタイミングでのポジション構築 - 強い要素（ランク上位）のロング、弱い要素（ランク下位）のショート = 注意点 - 遅行指標であること 本インジケーターは、過去20日間のデータを基にランクを算出します。そのため、先行的なシグナルを提供するものではなく、過去のパフォーマンスに基づいた分析ツールです。市場を先回りするには、別途先行指標や分析を組み合わせる必要があります。 ただし、特定のファクターやセクターへの資金流入・流出が継続する傾向があるため、これを見極める手助けにはなります。 = カスタマイズについて このインジケーターは米国・日本株市場に特化しています。ただし、他国のファクターやセクターのETFや指数が利用可能であれば、スクリプト内のtickerとlabel descriptionを変更することでカスタマイズが可能です。
Penunjuk Pine Script®
oleh AvocadoWasabi
Demo GPT - Day Trading Scalping StrategyOverview: This strategy is designed for day trading and scalping, utilizing a combination of technical indicators, candlestick patterns, and volume analysis to determine entry and exit points. It focuses on capturing short-term price movements while ensuring that trades are executed under specific market conditions. Key Components: Technical Indicators Used: Exponential Moving Average (EMA): The strategy uses the 20-period EMA to identify the trend direction. The EMA smooths out price data, helping traders make more informed decisions about potential buy or sell signals. Volume Weighted Average Price (VWAP): VWAP is used to measure the average price a security has traded at throughout the day, based on both volume and price. This indicator helps assess whether the current price is above or below the average trading price. Camarilla Pivot Points: The strategy calculates four levels of Camarilla pivots (S2, S3, R2, R3) based on the highest and lowest prices over the last 14 daily candles. These levels act as potential support and resistance zones, guiding entry and exit decisions. Candlestick Analysis: Buy Condition: A buy signal is triggered when: The first candle (previous candle) is green (close > open). The second candle (current candle) is also green and opens above the first candle. The volume of the current candle exceeds the 20-period moving average of volume, indicating strong buying interest. Sell Condition: A sell signal is triggered when: The first candle is red (close < open). The second candle opens below the first red candle. The volume of the current candle also exceeds the 20-period moving average of volume, indicating strong selling pressure. Position Management: The strategy enters a long position (buy) when the buy condition is met and closes the long position when the sell condition is met. This approach aims to capture upward momentum while avoiding extended exposure to downside risks. Trading Settings: Capital Management: The strategy uses 100% of available capital for each trade, allowing for maximum exposure to potential gains. Commission and Slippage: The script includes settings for a commission rate of 0.1% and slippage of 3, accounting for trading costs and potential price changes during order execution. Date Filtering: The strategy allows users to set a start date (January 1, 2018) and an end date (December 31, 2069) for trade execution, providing flexibility in backtesting and live trading. Visualization: The script plots the 20 EMA, VWAP, and the Camarilla pivot levels on the chart for visual reference. Buy and sell signals are visually represented with shapes on the chart, making it easy to identify potential trade opportunities at a glance. Volume is plotted in a separate pane to assess trading activity, and a horizontal line at zero provides a reference point. Summary: This Day Trading Scalping Strategy is designed to exploit short-term price movements by using a combination of EMAs, VWAP, and Camarilla pivot levels, alongside candlestick patterns and volume analysis. It is well-suited for traders looking to make quick trades based on real-time market conditions while maintaining a disciplined approach to entry and exit points. The strategy is highly visual, allowing traders to quickly assess market conditions and make informed trading decisions. Feel free to modify or adjust any aspects of the strategy according to your specific trading goals or preferences!
Strategi Pine Script®
oleh emailtogirish7
Buy and Sell Signals Based on SMI {K28}Buy/Sell Signals Based on SMI This indicator provides buy and sell signals based on the Stochastic Momentum Index (SMI) to assist traders in identifying potential entry and exit points in the market. Here’s how to effectively use this indicator: Usage Instructions: Signal Interpretation: No signal is 100% guaranteed Green Labels: Indicate strong buy signals when the SMI crosses above its EMA, especially if the candle is green (closing price higher than opening price). Red Labels: Indicate strong sell signals when the SMI crosses below its EMA. Cautious Signals: Blue Buy Labels: These buy signals appear when the SMI is in a cautious zone (between -20 and 20). They may not be as reliable, so confirm these signals with other indicators before acting. Yellow Sell Labels: These buy signals appear when the SMI is in a cautious zone (between -20 and 20). They may not be as reliable, so confirm these signals with other indicators before acting. Gray Buy and Sell Labels: Indicate potential false signals (when the SMI is overbought or oversold). Use other confirmation indicators to verify these signals. Trade Strategy: This indicator is designed for traders looking to make small, consistent profits. Focus on executing more trades rather than waiting for larger price movements. Be mindful that the indicator may yield frequent signals, so it's essential to maintain discipline and only take trades that meet your criteria for confirmation. Important Notes: Caution with Signals: Always exercise caution when acting on blue or gray labels. These may indicate less reliable signals, so it's crucial to confirm with additional indicators. No Perfect Indicator: Please remember that no trading indicator is perfect. Use this indicator at your own risk, and consider incorporating risk management strategies into your trading plan. Conclusion: By employing this SMI indicator, you can enhance your trading strategy focused on generating small, consistent profits through frequent trades. However, always verify signals and stay aware of market conditions to optimize your trading performance.
Penunjuk Pine Script®
oleh karthik288m