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[BMAX] Averan BB(ENGLISH) Averan is an indicator based on ADR, which shows the volatility of the market based on high-low prices on the selected timeframe. The difference between Averan and ATR is that Averan does not consider GAPs, so it basically consider the actual size of the candles. This indicator also includes a standard deviation representation, the same as the top portion of the bollinger bands to present the variance of the volatility. (PORTUGUÊS) Averan é um indicador baseado no ADR, que apresenta a volatilidade do mercado baseado em máximas e mínimas do tempo gráfico escolhido. A diferença do Averan para o ATR é que o Averan não considera GAPs, portanto é basicamente calculado pelo real tamanho dos candles. Este indicador também inclui a representação do desvio padrão, representado da mesma maneira que a banda superior do Bollinger Bands, apresentando portanto a variância da volatilidade.
Penunjuk Pine Script®
oleh eduardogarufi
1
VIX/VIX3M Ratio計算並顯示 CBOE:VIX 和 CBOE:VIX3M 的比率，幫助交易者評估市場的波動性。 當比率超過設定的高水平或低於低水平時，指標將顯示為紅色，提示潛在的市場異常情況。 Calculates and displays the ratio of CBOE:VIX to CBOE:VIX3M, helping traders assess market volatility. When the ratio exceeds the set high level or falls below the low level, the indicator will be displayed in red, signaling potential market anomalies.
Penunjuk Pine Script®
oleh seppfirenze
Sortino RatioThe Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility using the asset's standard deviation of negative portfolio returns—downside deviation—instead of the total standard deviation of portfolio returns. The Sortino ratio takes an asset or portfolio's return and subtracts the risk-free rate and then divides that amount by the asset's downside deviation. The ratio was named after Frank A. Sortino. What Can the Sortino Ratio Tell You? The Sortino ratio is useful for investors, analysts, and portfolio managers to evaluate an investment's return for a given level of bad risk. Since this ratio uses only the downside deviation as its risk measure, it addresses the problem of using total risk, or standard deviation, which is important because upside volatility is beneficial to investors and isn't a factor most investors worry about. The Difference Between the Sortino Ratio and the Sharpe Ratio The Sortino ratio improves upon the Sharpe ratio by isolating downside or negative volatility from total volatility by dividing excess return by the downside deviation instead of the total standard deviation of a portfolio or asset. The Sharpe ratio punishes the investment for good risk, which provides positive returns for investors. However, determining which ratio to use depends on whether the investor wants to focus on total or standard deviation or just downside deviation. CONCLUSION: THE HIGHER THE RATIO, THE BETTER IT IS. Note: The default risk-free rate is based on the Malaysian rate. Please change based on your country rate. Note: The default length is based on 1 year Malaysia trading day (11/6/2020 - 11/6/2021). Note: Sortino ratio is good for assessing a long-term investment, and thus, please use a longer time frame to get a better risk assessment. Please let me know if this script contains any mistake. Cheers!
Penunjuk Pine Script®
oleh Ikram96
2
Bar's Body Extreme with AlertBar's Body Extreme with Alert measure volatility of bar's body and caculate extreme level in specified periods or custom level with alert. Detail options below: 1. Default Extreme Level * Default level is the +/- highest volatility of bar's body in 100 periods * Periods of bar to calculate default extreme adjustable 2. Custom Extreme * Default Extreme Top auto disable if Custom Extreme Top >0 * Default Extreme Bottom auto disable if Custom Extreme Bottom <0 3. Alert * Extreme alert: body's volatility > Extreme top level or body's volatility < Extreme bottom level * Extreme Top Alert: body's volatility > Extreme top level * Extreme Bottom Alert: body's volatility < Extreme bottom level
Penunjuk Pine Script®
oleh inno14
2
Defense Mode Dashboard ProWhat it is A one‑look market regime dashboard for ES, NQ, YM, RTY, and SPY that tells you when to play defense, when you might have an offense cue, and when to chill. It blends VIX, VIX term structure, ATR 5 over 60, and session gap signals with clean alerts and a compact table you can park anywhere. Why traders like it Because it filters out the noise. Regime first, tactics second. You avoid trading size into landmines and lean in when volatility cooperates. What it measures Volatility stress with VIX level and VIX vs 20‑SMA Term structure using VX1 vs VX2 with two modes Diff mode: VX1 minus VX2 Ratio mode: VX1 divided by VX2 Realized volatility using ATR5 over ATR60 with optional smoothing Session risk from RTH opening gaps and overnight range, normalized by ATR How to use in 30 seconds Pick a preset in the inputs. ES, NQ, YM, RTY, SPY are ready. Leave thresholds at defaults to start. Add one TradingView alert using “Any alert() function call”. Trade smaller or stand aside when the header reads DEFENSE ON. Consider leaning in only when you see OFFENSE CUE and your playbook agrees. Defaults we recommend VIX triggers: 22 and 1.25× the 20‑SMA Term mode: Diff with tolerance 0.00. Use Ratio at 1.00+ for choppier markets ATR 5/60 defense: 1.25. Offense cue: 0.85 or lower ATR smoothing: 1. Try 2 to 3 if you want fewer flips Gap mode: RTH. Turn Both on if you want ON range to count too RTH wild gap: 0.60× ATR5. ON wild range: 0.80× ATR5 Alert cadence: Once per RTH session Snooze: Quick snooze first 30 minutes on. Fire on snooze exit off, unless you really want the catch‑up ping New since the last description Multi‑asset presets set symbols and RTH windows for ES, NQ, YM, RTY, SPY Term ratio mode with near‑flat warning when ratio is between 1.00 and your trigger ATR smoothing for the 5 over 60 ratio RTH keying for cadence, so “Once per RTH session” behaves like a trader expects Snooze upgrades with quick snooze tied to the first N minutes of RTH and an optional fire‑on‑snooze‑exit Compact title merge and user color controls for labels, values, borders, and background Exposed series for integrations: DefenseOn(1=yes) and OffenseCue(1=yes) Debug toggle to visualize gap points, ON range, and term readings Stronger NA handling with a clear “No core data” row when feeds are missing Notes Dynamic alerts require “Any alert() function call”. Works on any chart timeframe. Daily reads and 1‑minute anchors handle the regime logic.
Penunjuk Pine Script®
oleh Uplift32
[blackcat] L1 Extreme Shadows█ OVERVIEW The Pine Script provided is an indicator designed to detect market volatility and extreme shadow conditions. It calculates various conditions based on simple moving averages (SMAs) and plots the results to help traders identify potential market extremes. The primary function of the script is to provide visual cues for extreme market conditions without generating explicit trading signals. █ LOGICAL FRAMEWORK Structure: 1 — Input Parameters: • No user-defined input parameters are present in this script. 2 — Calculations: • Calculate Extreme Shadow: Checks if the differences between certain SMAs and prices exceed predefined thresholds. • Calculate Buy Extreme Shadow: Extends the logic by incorporating additional SMAs to identify stronger buy signals. • Calculate Massive Bullish Sell: Detects massive bullish sell conditions using longer-term SMAs. 3 — Plotting: • The script plots the calculated conditions using distinct colors to differentiate between various types of extreme shadows. Data Flow: • The close price is passed through each custom function. • Each function computes its respective conditions based on specified SMAs and thresholds. • The computed values are then summed and returned. • Finally, the aggregated values are plotted on the chart using the plot function. █ CUSTOM FUNCTIONS 1 — calculate_extreme_shadow(close) • Purpose: Identify extreme shadow conditions based on 8-period and 14-period SMAs. • Functionality: Computes the difference between the 8-period SMA and the close price, and the difference between the 14-period SMA and the 4-period SMA, relative to the 6-period SMA. Returns 2 if both conditions exceed 0.04; otherwise, returns 0. • Parameters: close (price series) • Return Value: Integer (0 or 2) 2 — calculate_buy_extreme_shadow(close) • Purpose: Identify more robust buy signals by evaluating multiple SMAs. • Functionality: Considers the 8-period SMA along with additional SMAs (21, 42, 63, 84, 105) and combines multiple conditions to provide a comprehensive buy signal. • Parameters: close (price series) • Return Value: Integer (sum of conditions, ranging from 0 to 14) 3 — calculate_massive_bullish_sell(close) • Purpose: Detect massive bullish sell conditions using longer-term SMAs. • Functionality: Evaluates conditions based on the 8-period SMA and longer-term SMAs (88, 44, 22, 11, 5), returning a sum of conditions meeting specified thresholds. • Parameters: close (price series) • Return Value: Integer (sum of conditions, ranging from 0 to 10) █ KEY POINTS AND TECHNIQUES • Advanced Pine Script Features:   • Multiple Nested Conditions: Uses nested conditions to assess complex market scenarios.   • Combination of Conditions: Combines multiple conditions to provide a more reliable signal. • Optimization Techniques:   • Thresholds: Employs specific thresholds (0.04 and 0.03) to filter out noise and highlight significant market movements.   • SMA Comparisons: Compares multiple SMAs to identify trends and extreme conditions. • Unique Approaches:   • Combining Multiple Time Frames: Incorporates multiple time frames to offer a holistic view of the market.   • Visual Distinction: Utilizes different colors and line widths to clearly differentiate between various extreme shadow conditions. █ EXTENDED KNOWLEDGE AND APPLICATIONS • Potential Modifications:   • User-Defined Thresholds: Allow users to customize thresholds to align with personal trading strategies.   • Additional Indicators: Integrate other technical indicators like RSI or MACD to improve the detection of extreme market conditions.   • Entry and Exit Signals: Enhance the script to generate clear buy and sell signals based on identified extreme shadow conditions. • Application Scenarios:   • Volatility Analysis: Analyze market volatility and pinpoint times of extreme price action.   • Trend Following: Pair with trend-following strategies to capitalize on significant market moves.   • Risk Management: Adjust position sizes or stop-loss levels based on detected extreme conditions. • Related Pine Script Concepts:   • Custom Functions: Demonstrates how to create reusable functions for simplified and organized code.   • Plotting Techniques: Shows effective ways to visualize data using color and styling options.   • Multiple Time Frame Analysis: Highlights the benefits of analyzing multiple time frames for a broader market understanding.
Penunjuk Pine Script®
oleh blackcat1402
ATR% The average true range / close price of previous barThe ATR% is an indicator to measure the increased volatility comparing with the past period. 1. Default is 14 bars, but we can switch to 21 or 7. 2. For the smoothing method, by default using simple moving average, but EMA, WMA and RMA is an option. 3. if over 1.5%, we consider the volatility increased significantly. 4. Combine ATR%, Stock screening (notional and volatility ) with 1-3 min chart, it's very easy to catch the sudden price movement for Japan Equities. hope you find it useful.
Penunjuk Pine Script®
oleh dafeiroc
Variation OscillatorThe Variation Oscillator is a volatility-type indicator. This indicator is based on a statistical measure known as coefficient of variation (COV). COV is a standardized measure of dispersion for a set of values. COV = 100 * standard deviation / mean This oscillator measures the difference between COV and its sma and plots this difference. Formula: Oscillator value = COV - sma of COV The oscillator is positive when COV is greater than its sma. The oscillator is negative when COV is lesser than its sma. How to interpret the indicator's values: Positive : the current volatility is higher than normal and trading is permitted. Negative : the current volatility is lower than normal and trading is NOT permitted. Recommended settings: Cov = 10 Sma = between 20 and 100 *** If you're reading this and you find this indicator interesting, hit the like button and follow me! *** Also comments are welcomed! Happy trading!
Penunjuk Pine Script®
oleh racer8
4
ATR % + Pump Detector📘 **ATR % + Pump Detector (Fixed 0.10%)** This indicator combines two powerful volatility tools in one: - **ATR % Display (Blue):** Calculates the Average True Range as a percentage of price. Triggers an alert when ATR % exceeds **0.10%**, signaling rising volatility and potential breakout conditions. - **Pump % Detector (Red):** Measures the percentage change from **open to close** of the current candle. Triggers alerts when the move exceeds **+0.10%** (pump) or **–0.10%** (dump), helping you catch sudden price spikes in real time. 🔹 **Top-right display** shows both metrics in a clean table 🔹 Works on **any timeframe** 🔹 Ideal for **momentum trading, breakout entries**, or filtering low-vol setups
Penunjuk Pine Script®
oleh leftoudakia
Enhanced High-Low Difference IndicatorEnhanced High-Low Difference Indicator The "Enhanced High-Low Difference Indicator" is a powerful tool that highlights market volatility by tracking the difference between the high and low prices of a bar. Key features include: Customizable Threshold: Set your own threshold for the high-low difference to filter out minor fluctuations. Visual Highlights: Bars that exceed the threshold are highlighted with customizable color and opacity settings for easy identification. Optional Labels: Display the exact high-low difference on the bars when the threshold is exceeded, with fully customizable label color and size. High-Low Difference Line: Optionally plot a line that tracks the high-low difference of each bar for visual reference. Alerts: Receive real-time alerts when the high-low difference exceeds your specified threshold. Threshold Reference Line: Plot the threshold value as a horizontal reference line on the chart. This indicator is ideal for traders looking to identify volatility spikes and make informed trading decisions based on price action.
Penunjuk Pine Script®
oleh jrpadhi
Alpha Dynamic Momentum Index Pine@v=4- What Is Dynamic Momentum Index? - The dynamic momentum index is a technical indicator used to determine if an asset is overbought or oversold. It can be used to generate trade signals in trending and ranging markets. - The dynamic momentum index was developed by Tushar Chande and Stanley Kroll and is similar to the relative strength index (RSI). The main difference between the two is that the RSI uses a fixed number of time periods (usually 14) in its calculation, while the dynamic momentum index uses different time periods as volatility changes, typically between five and 30. - The number of time periods used in the dynamic momentum index decreases as volatility in the underlying security increases, making this indicator more responsive to changing prices than the RSI. This is particularly useful when an asset's price moves quickly as it approaches key support or resistance levels. Because the indicator is more sensitive, traders can potentially find earlier entry and exit points than with the RSI, but it could also be more prone to whipsaws and false signals.
Penunjuk Pine Script®
oleh mehran_khanjan
2
Average True Range Percentage (ATRP)What is ATRP? Average True Range Percentage (ATRP) expresses the Average True Range (ATR) indicator as a percentage of a bar’s closing price. How does this indicator work? ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not. ATR measures volatility at an absolute level, meaning lower priced stock will have lower ATR values than higher price stocks. ATRP displays the indicator as a percentage, to allow for securities trading at different prices per share to be compared. Reference: www.fidelity.com
Penunjuk Pine Script®
oleh rousanali
1
Weekly Open Percent RangeA simple take on finding percentage gain/drop range in a week for ranging or trending market instrument. This script is hard coded to plot 0 to 3%, -3% range for the week base on instrument weekly open price. Best to use with measured volatility indicator to gauge the movement of price. Anytime the price goes above the range level then it is likely to be trending. Highly volatile instruments will not find this indicator useful. It is best for heavy instruments like Forex or Indices where range % in a week in a non-volatile move is really quite small that these act as resistances and support. Range Levels: 3% 2.5% 2% 1.5% 1% 0.75% 0.5% 0.25% 0% -.25% -.5% -.75% -1% -1.5% -2% -2.5% -3% The next step for this indicator is to consider volatility range of instrument and to include this in the percentage zone levels instead of hard coding these.
Penunjuk Pine Script®
oleh skintheherd
1
Probability: Bull/Bear Dominance | Ratio | Bar CountIntro What's the probability of the next bar being red? How about green? Well, there are many ways to quantify the probability but I am presenting just one stupidly simple (but generally accurate) way to measure it. Strangely... no one has done this before that I can find. I try to check if someone else has done it first (Pro Tip: Plz do this. We honestly don't need the 5 trillionth "MTF MAs" script.) Indicator Its a basic counting script, but the nice thing about this script is you choose the time range. It starts counting from a specified point of your choosing. It counts up the bull bars and bear bars separately. Bull Bar = Close > Open Bear Bar = Open > Close You can look at them in sum or as a ratio of Green Bars : Red Bars I know, it's almost too simple. But, here's some interesting food for thought from a layman to fellow laymen. Analysis/Edge Between the time of candle open and candle close, the price can do one of three things, close higher, close lower, or close equal to. 'Equal to' is rare on higher timeframes in liquid markets and it provides no useful information. Thus, we'll nix it for purposes of this conversation. So boil it down. The next candle is going to be a red candle or a green candle. It is popular to refer to the general probability of most candles as 50/50, with trader's mission in life being to seek an edge that tilts the probabilities slightly in their favor. The truth is the odds are probably never actually 50/50, but knowing the precisely correct probability is unknowable, just like the accuracy of a weather forecast is inherently unknowable. What we're trying to do as traders is develop systems that give us predictive probabilistic outcomes that correspond with future realities based on various ways of measuring the market (most often heavily dependent on the past). The reality is that the market can be measured in many, many different ways. The important thing is that you measure it in a way that is accurate, relevant, and universally applicable. So look at this indicator here: You start from a point in time on a chosen timeframe and you put red bars in the red column, green in the green column, and count them all up. Then you make a ratio, in this case, Green : Red. What the ratio shows you is the percentage of green bars compared to red bars . At the time of this screenshot, the 4h on the SPX starting from the 2020 bottom is showing a ratio of 1.2. This means there have been 20% more green bars than there have been red bars. Now there are 1,000 directions you can take this discussion. What is the overall volatility picture, the size of the red bars vs the green bars, what happens if you miss out on the 5 biggest green bars... so many more variables that you would need to take into account to develop a true edge from this idea. But, the bottom line fact (which is what I like about this) is that we can take this data and say with a certain level of confidence that on the SPX you have a 20% better shot at making money (otherwise stated there's a 60/40 chance) if you open a LONG trade at the beginning of a 4h candle than if you open a short. That's useful information. One could argue that it's not a complete strategy in and of itself (although I bet it could be with a couple of additional parameters). But I can tell you, based on the 4h candles in the 2020 rally if you open a short, the deck is stacked against you from this perspective. And we can actually somewhat demonstrate this to be true for our dataset because we can look at the price history and see who likely made more money. The SPX is up 1000pts off the bottom. So, thus far, for this dataset, it rings true; Bulls have been doing way better in the latter part of 2020 than the bears. Conclusion Predictive systems with a small number of variables tend to be more robust than a system with many variables when applied to a complex system. I may keep updating this script if people like it and determine aspects like population vs sample size, confidence intervals, volatility, and exclusion of outliers. For now, this is just an opening foray into the basic idea of how we can establish an edge in the markets. It really can be this simple. Thanks for Reading.
Penunjuk Pine Script®
oleh kurtsmock
9