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Stochastic Weights - Basic [BigBitsIO]This script is a compilation of several different stochastic indicators (and RSI) where the K value of each indicator is equally weighted. The purpose of the indicator is to combine many indicators together in a fashion that weights them easier. By default, the Stochastic and Stochastic RSI are both enabled - the idea is to speed up the relatively slower Stochastic and to slow down the relatively fast Stochastic RSI. Other Stochastics are also available, including some of my own custom calculations that can also be added to the weighted calculation. Only the K value is weighted, as the D value is just a moving average of the weighted K. Explained: - Calculates enabled indicators - Calculates the weighted value of K for enabled indicators - Calculates a D value from the weighted K FAQ: - Why is this script useful? - To weight multiple indicators together so that you can attempt to find optimal values shared amongst the indicators. Ex: If Stochastic RSI is 100 and Stochastic is 50, K would be 75 and not particularly high. If you add in a 50 RSI, the K would be 67 in this example. If we weight indicators together that all have a high value they could potentially help find elements that align together to produce a stronger signal. DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB.
Penunjuk Pine Script®
oleh BigBitsIO
6
Delta Volume Candles [LucF]█  OVERVIEW This indicator plots on-chart volume delta information using candles that can replace your normal candles, tops and bottoms appended to normal candles, optional MAs of those tops and bottoms levels, a divergence channel and a chart background. The indicator calculates volume delta using intrabar analysis, meaning that it uses the lower timeframe bars constituting each chart bar. █  CONCEPTS Volume Delta ​The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which considerably limits the historical depth of charts and the number of symbols for which tick data is available. Furthermore, historical tick data is not yet available on TradingView. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. It is currently the most precise method usable on TradingView charts. TradingView's Volume Profile built-in indicators use it, as do the CVD - Cumulative ​Volume Delta Candles and CVD - Cumulative Volume Delta (Chart) indicators published from the TradingView account . My Delta Volume Channels and Volume Delta Columns Pro indicators also use intrabar analysis. Other ​volume delta indicators such as my Realtime 5D Profile use realtime chart updates to calculate volume delta without intrabar analysis, but that type of indicator only works in real time; they cannot calculate on historical bars. This is the logic I use to determine the polarity of intrabars, which determines the up or down slot where its ​volume is added:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar, and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added, and the down volumes subtracted. The resulting value is ​volume delta for that chart bar, which can be used as an estimate of the buying/selling pressure on an instrument. Not all markets have volume information. Without it, this indicator is useless. Intrabar analysis Intrabars are chart bars at a lower timeframe than the chart's. The timeframe used to access intrabars determines the number of intrabars accessible for each chart bar. On a 1H chart, each chart bar of an active market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. This indicator automatically calculates an appropriate lower timeframe using the chart's timeframe and the settings you use in the script's "Intrabars" section of the inputs. As it can access lower timeframes as small as seconds when available, the indicator can be used on charts at relatively small timeframes such as 1min, provided the market is active enough to produce bars at second timeframes. The quantity of intrabars analyzed in each chart bar determines:  • The precision of calculations (more intrabars yield more precise results).  • The chart coverage of calculations (there is a 100K limit to the quantity of intrabars that can be analyzed on any chart,   so the more intrabars you analyze per chart bar, the less chart bars can be calculated by the indicator). The information box displayed at the bottom right of the chart shows the lower timeframe used for intrabars, as well as the average number of intrabars detected for chart bars and statistics on chart coverage. Balances This indicator calculates five balances from volume delta values. The balances are oscillators with a zero centerline; positive values are bullish, and negative values are bearish. It is important to understand the balances as they can be used to:  • Color candle bodies.  • Calculate body and top and bottom divergences.  • Color an EMA channel.  • Color the chart's background.  • Configure markers and alerts. The five balances are: 1 — Bar Balance : This is the only balance using instant values; it is simply the subtraction of the down volume​ from the up volume​ on the bar, so the instant volume delta for that bar. 2 — Average Balance : Calculates a distinct EMA for both the up and down volumes, and subtracts the down EMA from the up EMA.   The result is akin to MACD's histogram because it is the subtraction of two moving averages. 3 — Momentum Balance : Starts by calculating, separately for both up and down volumes, the difference between the same EMAs used in "Average Balance" and   an SMA of twice the period used for the "Average Balance" EMAs. The difference for the up side is subtracted from the difference for the down side,   and an RSI of that value is calculated and brought over the −50/+50 scale. 4 — Relative Balance : The reference values used in the calculation are the up and down EMAs used in the "Average Balance".   From those, we calculate two intermediate values using how much the instant up and down volumes on the bar exceed their respective EMA — but with a twist.   If the bar's up volume​ does not exceed the EMA of up volume​, a zero value is used. The same goes for the down volume​ with the EMA of down volume​.   Once we have our two intermediate values for the up and down volumes exceeding their respective MA, we subtract them. The final value is an ALMA of that subtraction.   The rationale behind using zero values when the bar's up/down volume​ does not exceed its EMA is to only take into account the more significant volume​.   If both instant volume​ values exceed their MA, then the difference between the two is the signal's value.   The signal is called "relative" because the intermediate values are the difference between the instant up/down volumes and their respective MA.   This balance flatlines when the bar's up/down volumes do not exceed their EMAs, which makes it useful to spot areas where trader interest dwindles, such as consolidations.   The smaller the period of the final value's ALMA, the more easily it will flatline. These flat zones should be considered no-trade zones. 5 — Percent Balance : This balance is the ALMA of the ratio of the "Bar Balance" over the total volume for that bar. From the balances and marker conditions, two more values are calculated: 1 — Marker Bias : This sums the up/down (+1/‒1) occurrences of the markers 1 to 4 over a period you define, so it ranges from −4 to +4, times the period.   Its calculation will depend on the modes used to calculate markers 3 and 4. 2 — Combined Balances : This is the sum of the bull/bear (+1/−1) states of each of the five balances, so it ranges from −5 to +5. The periods for all of these balances can be configured in the "Periods" section at the bottom of the script's inputs. As you cannot see the balances on the chart, you can use my Volume Delta Columns Pro indicator in a pane; it can plot the same balances, so you will be able to analyze them. Divergences In the context of this indicator, a divergence is any bar where the bear/bull state of a balance (above/below its zero centerline) diverges from the polarity of a chart bar. No directional bias is assigned to divergences when they occur. Candle bodies and tops/bottoms can each be colored differently on divergences detected from distinct balances. Divergence Channel The divergence channel is the space between two levels (by default, the bar's open and close ) saved when divergences occur. When price (by default the close ) has breached a channel and a new divergence occurs, a new channel is created. Until that new channel is breached, bars where additional divergences occur will expand the channel's levels if the bar's price points are outside the channel. Prices breaches of the divergence channel will change its state. Divergence channels can be in one of three different states:  • Bull (green): Price has breached the channel to the upside.  • Bear (red): Price has breached the channel to the downside.  • Neutral (gray): The channel has not yet been breached. █  HOW TO USE THE INDICATOR I do not make videos to explain how to use my indicators. I do, however, try hard to include in their description everything one needs to understand what they do. From there, it's up to you to explore and figure out if they can be useful in your trading practice. Communicating in videos what this description and the script's tooltips contain would make for very long videos that would likely exceed the attention span of most people who find this description too long. There is no quick way to understand an indicator such as this one because it uses many different concepts and has quite a bit of settings one can use to modify its visuals and behavior — thus how one uses it. I will happily answer questions on the inner workings of the indicator, but I do not answer questions like "How do I trade using this indicator?" A useful answer to that question would require an in-depth analysis of who you are, your trading methodology and objectives, which I do not have time for. I do not teach trading. Start by loading the indicator on an active chart containing volume information. See here if you need help. The default configuration displays:  • Normal candles where the bodies are only colored if the bar's volume has increased since the last bar.   If you want to use this indicator's candles, you may want to disable your chart's candles by clicking the eye icon to the right of the symbol's name in the top left of the chart.  • A top or bottom appended to the normal candles. It represents the difference between up and down volume for that bar   and is positioned at the top or bottom, depending on its polarity. If up volume is greater than down volume, a top is displayed. If down volume is greater, a bottom is plotted.   The size of tops and bottoms is determined by calculating a factor which is the proportion of volume delta over the bar's total volume.   That factor is then used to calculate the top or bottom size relative to a baseline of the average candle body size of the last 100 bars.  • An information box in the bottom right displaying intrabar and chart coverage information.  • A light red background when the intrabar volume differs from the chart's volume by more than 1%. The script's inputs contain tooltips explaining most of the fields. I will not repeat them here. Following is a brief description of each section of the indicator's inputs which will give you an idea of what the indicator can do: Normal Candles is where you configure the replacement candles plotted by the script. You can choose from different coloring schemes for their bodies and specify a unique color for bodies where a divergence calculated using the method you choose occurs. Volume Tops & Botttoms is where you configure the display of tops and bottoms, and their EMAs. The EMAs are calculated from the high point of tops and the low point of bottoms. They can act as a channel to evaluate price, and you can choose to color the channel using a gradient reflecting the advances/declines in the balance of your choice. Divergence Channel is where you set up the appearance and behavior of the divergence channel. These areas represent levels where price and volume delta information do not converge. They can be interpreted as regions with no clear direction from where one will look for breaches. You can configure the channel to take into account one or both types of divergences you have configured for candle bodies and tops/bottoms. Background allows you to configure a gradient background color that reflects the advances/declines in the balance of your choice. You can use this to provide context to the volume delta values from bars. You can also control the background color displayed on volume discrepancies between the intrabar and the chart's timeframe. Intrabars is where you choose the calculation mode determining the lower timeframe used to access intrabars. The indicator uses the chart's timeframe and the type of market you are on to calculate the lower timeframe. Your setting there should reflect which compromise you prefer between the precision of calculations and chart coverage. This is also where you control the display of the information box in the lower right corner of the chart. Markers allows you to control the plotting of chart markers on different conditions. Their configuration determines when alerts generated from the indicator will fire. Note that in order to generate alerts from this script, they must be created from your chart. See this Help Center page to learn how. Only the last 500 markers will be visible on the chart, but this will not affect the generation of alerts. Periods is where you configure the periods for the balances and the EMAs used in the indicator. The raw values calculated by this script can be inspected using the Data Window. █  INTERPRETATION Rightly or wrongly, volume delta is considered by many a useful complement to the interpretation of price action. I use it extensively in an attempt to find convergence between my read of volume delta and price movement — not so much as a predictor of future price movement. No system or person can predict the future. Accordingly, I consider people who speak or act as if they know the future with certainty to be dangerous to themselves and others; they are charlatans, imprudent or blissfully ignorant. I try to avoid elaborate volume delta interpretation schemes involving too many variables and prefer to keep things simple:  • Trends that have more chances of continuing should be accompanied by VD of the same polarity.   In trends, I am looking for "slow and steady". I work from the assumption that traders and systems often overreact, which translates into unproductive volatility.   Wild trends are more susceptible to overreactions.  • I prefer steady VD values over wildly increasing ones, as large VD increases often come with increased price volatility, which can backfire.   Large VD values caused by stopping volume will also often occur on trend reversals with abnormally high candles.  • Prices escaping divergence channels may be leading a trend in that direction, although there is no telling how long that trend will last; could be just a few bars or hundreds.   When price is in a channel, shifts in VD balances can sometimes give us an idea of the direction where price has the most chance of breaking.  • Dwindling VD will often indicate trend exhaustion and predate reversals by many bars, but the problem is that mere pauses in a trend will often produce the same behavior in VD.   I think it is too perilous to infer rigidly from VD decreases. Divergence Channel Here I have configured the divergence channels to be visible. First, I set the bodies to display divergences on the default Bar Balance. They are indicated by yellow bodies. Then I activated the divergence channels by choosing to draw levels on body divergences and checked the "Fill" checkbox to fill the channel with the same color as the levels. The divergence channel is best understood as a direction-less area from where a breach can be acted on if other variables converge with the breach's direction: Tops and Bottoms EMAs I find these EMAs rather interesting. They have no equivalent elsewhere, as they are calculated from the top and bottom values this indicator plots. The only similarity they have with volume-weighted MAs, including VWAP, is that they use price and volume. This indicator's Tops and Bottoms EMAs, however, use the price and volume delta. While the channel differs from other channels in how it is calculated, it can be used like others, as a baseline from which to evaluate price movement or, alternatively, as stop levels. Remember that you can change the period used for the EMAs in the "Periods" section of the inputs. This chart shows the EMAs in action, filled with a gradient representing the advances/decline from the Momentum balance. Notice the anomaly in the chart's latest bars where the Momentum balance gradient has been indicating a bullish bias for some time, during which price was mostly below the EMAs. Price has just broken above the channel on positive VD. My interpretation of this situation would be that it is a risky opportunity for a long trade in the larger context where the market has been in a downtrend since the 5th. Intrepid traders choosing to enter here could do so with a "make or break" tight stop that will minimize their losses should the market continue its downtrend while hopefully preserving the potential upside of price continuing on the longer-term uptrend prevalent since the 28th: █  NOTES Volume If you use indicators such as this one which depends on volume information, it is important to realize that the volume data they consume comes from data feeds, and that all data feeds are NOT created equally. Those who create the data feeds we use must make decisions concerning the nature of the transactions they tally and the way they are tallied in each feed, and these decisions affect the nature of our volume data. My Volume X-ray publication discusses some of the reasons why volume information from different timeframes, brokers/exchanges or sectors may vary considerably. I encourage you to read it. This indicator's display of a warning through a background color on volume discrepancies between the timeframe used to access intrabars and the chart's timeframe is an attempt to help you realize these variations in feeds. Don't take things for granted, and understand that the quality of a given feed's volume information affects the quality of the results this indicator calculates. Markets as ecosystems I believe it is perilous to think that behavioral patterns you discover in one market through the lens of this or any other indicator will necessarily port to other markets. While this may sometimes be the case, it will often not. Why is that? Because each market is its own ecosystem. As cities do, all markets share some common characteristics, but they also all have their idiosyncrasies. A proportion of a city's inhabitants is always composed of outsiders who come and go, but a core population of regulars and systems is usually the force that actually defines most of the city's observable characteristics. I believe markets work somewhat the same way; they may look the same, but if you live there for a while and pay attention, you will notice the idiosyncrasies. Some things that work in some markets will, accordingly, not work in others. Please keep that in mind when you draw conclusions. On Up/Down or Buy/Sell Volume Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by two different traders. While this does not keep me from using the terms, there is no such thing as “buy only” or “sell only” volume. Trader lingo is riddled with peculiarities. Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure, just as when buy market orders take out limit ask orders in the order book at successively higher levels. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s calculations are more precise because it analyses intrabars to calculate its information, it uses pretty much the same imperfect logic. Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our volume delta calculations will remain a mere proxy. Repainting  • The values calculated on the realtime bar will update as new information comes from the feed.  • Historical values may recalculate if the historical feed is updated or when calculations start from a new point in history.  • Markers and alerts will not repaint as they only occur on a bar's close. Keep this in mind when viewing markers on historical bars,   where one could understandably and incorrectly assume they appear at the bar's open. To learn more about repainting, see the Pine Script™ User Manual's page on the subject . Superfluity In "The Bed of Procrustes", Nassim Nicholas Taleb writes: To bankrupt a fool, give him information . This indicator can display a lot of information. The inevitable adaptation period you will need to figure out how to use it should help you eliminate all the visuals you do not need. The more you eliminate, the easier it will be to focus on those that are the most useful to your trading practice. Don't be a fool. █  THANKS Thanks to alexgrover for his Dekidaka-Ashi indicator. His volume plots on candles were the inspiration for my top/bottom plots. Kudos to PineCoders for their libraries. I use two of them in this script: Time and lower_tf . The first versions of this script used functionality that I would not have known about were it not for these two guys: — A guy called Kuan who commented on a Backtest Rookies presentation of their Volume Profile indicator. — theheirophant , my partner in the exploration of the sometimes weird abysses of request.security() ’s behavior at lower timeframes.
Penunjuk Pine Script®
oleh LucF
113
Grover Llorens Activator [alexgrover & Lucía Llorens] Trailing stops play a key role in technical analysis and are extremely popular trend following indicators. Their main strength lie in their ability to minimize whipsaws while conserving a decent reactivity, the most popular ones include the Supertrend, Parabolic SAR and Gann Hilo activator. However, and like many indicators, most trailing stops assume an infinitely long trend, which penalize their ability to provide early exit points, this isn't the case of the parabolic SAR who take this into account and thus converge toward the price at an increasing speed the longer a trend last. Today a similar indicator is proposed. From an original idea of alexgrover & Lucía Llorens who wanted to revisit the classic parabolic SAR indicator, the Llorens activator aim to converge toward the price the longer a trend persist, thus allowing for potential early and accurate exit points. The code make use of the idea behind the price curve channel that you can find here : I tried to make the code as concise as possible. The Indicator The indicator posses 2 user settings, length and mult , length control the rate of convergence of the indicator, with higher values of length making the indicator output converge more slowly toward the price. Mult is also related with the rate of convergence, basically once the price cross the trailing stop its value will become equal to the previous trailing stop value plus/minus mult*atr depending on the previous trailing stop value, therefore higher values of mult will require more time for the trailing stop to reach the closing price, use higher values of mult if you want to avoid potential whipsaws. Above the indicator with slow convergence time (high length) and low mult. Points with early exit points are highlighted. Usage For Oscillators The difference between the closing price and an overlay indicator can provide an oscillator with characteristics depending on the indicators used for differencing, Lucía Llorens stated that we should find indicators for differencing that highlight the cycles in the price, in other terms : Price - Signal , where we want to find Signal such that we maximize the visibility of the cycles, it can be demonstrated that in the case where the closing price is an additive model : Trend + Cycles + Noise , the zero lag estimation of the Trend component can allow for the conservation of the cycle and noise component, that is : Price - Estimate(Trend) , for example the difference between the price and moving average isn't optimal because of the moving average lag, instead the use of zero lag moving averages is more suitable, however the proposed indicator allow for a surprisingly good representation of the cycles when using differencing. The normalization of this oscillator (via the RSI) allow to make the peak amplitude of the cycles more constant. Note however that such method can return an output with a sign inverse to the one of the original cycle component. Conclusion We proposed an indicator which share the logic of the SAR indicator, that is using convergence toward the price in order to provide early exit points detection. We have seen that this indicator can be used to highlight cycles when used for differencing and i don't exclude publishing more indicators based on this method. Lucía Llorens has been a great person to work with, and provided enormous feedback and support while i was coding the indicator, this is why i include her in the indicator name as well as copyright notice. I hope we can make more indicators togethers in the future. (altho i was against using buy/sells labels xD !) Thanks for reading !
Penunjuk Pine Script®
oleh alexgrover
44
FVE - Finite Volume Elements [UTS]FVE is a money flow indicator but with two important differences from existing money flow indicators: It resolves contradictions between intraday money flow indicators (such as Chaikin’s money flow) and interday money flow indicators (like On Balance Volume) by taking into account both intra- and interday price action. Unlike other money flow indicators which add or subtract all volume even if the security closed just 1 cent higher than the previous close, FVE uses a volatility threshold to take into account minimal price changes. General Usage The FVE provides 3 types of signals: The strongest signal is divergence between price and the indicator. Divergence can provide leading signals of breakouts or warnings of impending corrections. The classic method for detecting divergence is for FVE to make lower highs while price makes higher highs (negative divergence). An alternative method is to draw the linear regression line on both charts, and compare the slopes. A logical buy signal would be for FVE, diverging from price, to rise sharply and make a series higher highs and/or higher lows. The most obvious and coincident signal is the slope of the FVE line. An upward slope indicates that the bulls are in control and the opposite for downward. This is a unique and very important property of this indicator. Values above zero are bullish and indicate accumulation while values below zero indicate distribution. FVE crossing the zero line indicates that the short to intermediate balance of power is changing from the bulls to the bears or vice versa. The best scenario is when a stock is in the process of building a base, and FVE diverges from price and rises to cross the zero line from below, at a sharp angle. Conversely the crossing of the zero line from above is a bearish signal to liquidate positions or initiate a short trade. Trend Visualisation Optional: If the trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is grey. Moving Averages Five different types of Moving Averages are available for both FVE and the optional moving average of the FVE. ALMA (Arnaud Legoux Moving Average) Average Value EMA (Exponential Moving Average) SMA (Simple Moving Average) WMA (Weighted Moving Average) Calculation Methods Since Markos Katsanos presented the first version of the FVE in April 2003. Since then there have been various adaptions and improvements on this indicator. The following are choosable for calculating the FVE: Thinkscript usethinkscript.com Linnsoft www.linnsoft.com Volatility Adapted traders.com
Penunjuk Pine Script®
oleh UberTradingSystems
12
T-Step LSMAIntroduction The trend step indicator family has produced much interest in the community, those indicators showed in certain cases robustness and reactivity. Their ease of use/interpretation is also a major advantage. Although those indicators have a relatively good fit with the input price, they can still be improved by introducing least-squares fitting on their calculations. This is why i propose a new indicator (T-Step LSMA) which aim to gather all the components of the trend-step indicator family (including the auto-line family). The indicator will use as a threshold the mean absolute error between the input and the output (T-Channel) scaled with the efficiency ratio (Efficient Trend Step) while using least squares in order to provide a better fit with the price (Auto-Filter). The Indicator The interpretation of the indicator is easy, the indicator estimate an up-trending market when in blue, down-trending when in orange, the signal only depend on the trend-step part ( b in the code). length control the period of the efficiency ratio as well as any components in the lsma calculation. The efficiency ratio allow to provide adaptivity, therefore the threshold will be lower when market is trending and higher when market is ranging. Sc control the amount of feedback of the indicator, a value of 1 will use only the closing price as input, a value of 0.5 will use 50% of the closing price/indicator output as input, this allow to get smoother results. It is possible to get the non-smooth version of the indicator by checking "No Smoothing". This allow the indicator to filter more information. Least Squares Smoothing - Benefits One could ask why introducing least squares smoothing, there are several reasons to this choice, we have seen that trend-step indicators are boxy, they filter most of the variational information in the price, introducing least squares smoothing allow to gain back some of this variational information while providing a better fit with the price, the indicator is more noisy but also more practical in certain situations. For example the indicator in its boxy form can't really be useful as input for other indicators, which is not the case with this version. Relative strength index of period 14 using the proposed indicator as input. Down-Sides The indicator is dependent on the time frame used, larger time frames resulting in an indicator overfitting, sticking with lower time frames might be ideal. The indicator behavior might also change depending on the market in which it is applied. Setting Up Alerts For The Indicator Alerts conditions are already set, in order to create an alert based on the indicator follow these steps : Go to the alert section (the alarm clock) -> create new alert -> select T-Step LSMA in condition -> Below select Up or Dn (Up for a up-trending alert and Dn for a down-trending alert) In option select "once per bar close", change the message if you want a personalized message. Conclusion I don't think i'll post other indicators related to the trend-step framework for the time to comes, nonetheless the ones posted proven to have interesting results as well as many upsides. Although i don't think they would generate positive long-terms returns they could still be of use when using smarter volatility metrics as threshold. The proposed indicator conserve more information than its relatives and might find some use as input for other indicators. Recommended Use Of The Code Although i don't put restrictions on the code usage, i still recommend creative and pertinent changes to be made, graphical changes or any minor changes are not necessary, remember that such practice is disrespectful toward the author, you don't want to load up the tradingview servers for nothing right ? Support Me Making indicators sure is hard, it takes time and it can be quite lonely to, so i would love talking with you guys while making them :) There isn't better support than the one provided by your friends so drop me a message.
Penunjuk Pine Script®
oleh alexgrover
39
Inverse Fisher Transform COMBO STO+RSI+CCIv2 by KIVANÇ fr3762A combined 3in1 version of pre shared INVERSE FISHER TRANSFORM indicators on RSI , on STOCHASTIC and on CCIv2 to provide space for 2 more indicators for users... About John EHLERS: From California, USA, John is a veteran trader. With 35 years trading experience he has seen it all. John has an engineering background that led to his technical approach to trading ignoring fundamental analysis (with one important exception). John strongly believes in cycles. He’d rather exit a trade when the cycle ends or a new one starts. He uses the MESA principle to make predictions about cycles in the market and trades one hundred percent automatically. In the show John reveals: • What is more appropriate than trading individual stocks • The one thing he relies upon in his approach to the market • The detail surrounding his unique trading style • What important thing underpins the market and gives every trader an edge About INVERSE FISHER TRANSFORM: The purpose of technical indicators is to help with your timing decisions to buy or sell. Hopefully, the signals are clear and unequivocal. However, more often than not your decision to pull the trigger is accompanied by crossing your fingers. Even if you have placed only a few trades you know the drill. In this article I will show you a way to make your oscillator-type indicators make clear black-or-white indication of the time to buy or sell. I will do this by using the Inverse Fisher Transform to alter the Probability Distribution Function ( PDF ) of your indicators. In the past12 I have noted that the PDF of price and indicators do not have a Gaussian, or Normal, probability distribution. A Gaussian PDF is the familiar bell-shaped curve where the long “tails” mean that wide deviations from the mean occur with relatively low probability. The Fisher Transform can be applied to almost any normalized data set to make the resulting PDF nearly Gaussian, with the result that the turning points are sharply peaked and easy to identify. The Fisher Transform is defined by the equation 1) Whereas the Fisher Transform is expansive, the Inverse Fisher Transform is compressive. The Inverse Fisher Transform is found by solving equation 1 for x in terms of y. The Inverse Fisher Transform is: 2) The transfer response of the Inverse Fisher Transform is shown in Figure 1. If the input falls between –0.5 and +0.5, the output is nearly the same as the input. For larger absolute values (say, larger than 2), the output is compressed to be no larger than unity . The result of using the Inverse Fisher Transform is that the output has a very high probability of being either +1 or –1. This bipolar probability distribution makes the Inverse Fisher Transform ideal for generating an indicator that provides clear buy and sell signals. Creator: John EHLERS
Penunjuk Pine Script®
oleh KivancOzbilgic
29
Finite Volume Elementwww.prorealcode.com From ProRealTime, "FVE is a money flow indicator but with two important differences from existing money flow indicators: It resolves contradictions between intraday money flow indicators (such as Chaikin’s money flow) and interday money flow indicators (like On Balance Volume) by taking into account both intra- and interday price action. Unlike other money flow indicators which add or subtract all volume even if the security closed just 1 cent higher than the previous close, FVE uses a volatility threshold to take into account minimal price changes. The FVE provides 3 types of signals: The strongest signal is divergence between price and the indicator. Divergence can provide leading signals of breakouts or warnings of impending corrections. The classic method for detecting divergence is for FVE to make lower highs while price makes higher highs (negative divergence). An alternative method is to draw the linear regression line on both charts, and compare the slopes. A logical buy signal would be for FVE, diverging from price, to rise sharply and make a series higher highs and/or higher lows. The most obvious and coincident signal is the slope of the FVE line. An upward slope indicates that the bulls are in control and the opposite for downward. This is a unique and very important property of this indicator. Values above zero are bullish and indicate accumulation while values below zero indicate distribution. FVE crossing the zero line indicates that the short to intermediate balance of power is changing from the bulls to the bears or vice versa. The best scenario is when a stock is in the process of building a base, and FVE diverges from price and rises to cross the zero line from below, at a sharp angle. Conversely the crossing of the zero line from above is a bearish signal to liquidate positions or initiate a short trade."
Penunjuk Pine Script®
oleh wpatte15
2
DBG X WOLONG📊 USER GUIDE – DBG X WOLONG ALGORITHM 🎯 OVERVIEW The DBG X WOLONG Future Algorithm is a Pine Script v5 that integrates multiple advanced technical indicators, enabling traders to analyze markets and make precise trading decisions. ⚙️ MAIN SETTINGS 🔹 Sensitivity Value: 1–20 (Default: 6) Function: Adjusts the sensitivity of the SuperTrend signal Guidelines: Low value (1–5): Fewer signals, higher accuracy High value (15–20): More signals, but with possible noise 🎨 DISPLAY SETTINGS 🔹 Candle Colors Version 1: Based on MACD histogram Version 2: Based on SuperTrend 🔹 Color Themes Theme 1: Traditional Green/Red Theme 2: Gold/Purple Theme 3: Blue/Orange No Fill: No background color displayed 📊 TRADING SIGNALS 🔹 Buy/Sell Signals BUY 🚀 appears when: SuperTrend shifts from bearish to bullish Closing price > SMA 13 Braid Filter confirms SELL appears when: SuperTrend shifts from bullish to bearish Closing price < SMA 13 Braid Filter confirms 🔹 Reversal Signals ▲ (Up Arrow): Buy signal when RSI crosses above 30 ▼ (Down Arrow): Sell signal when RSI crosses below 70 🔹 Pullback Signals ▲ Purple: Pullback in bullish trend ▼ Purple: Pullback in bearish trend 🎯 TAKE PROFIT & STOP LOSS 🔹 TP Modes Version 1: TP based on pivot points Version 2: TP based on regression line Close Price: TP at candle close 🔹 TP/SL Settings TP Ratio: 2.0 (Default) TP Length: 150 (Default) ATR SL Length: 10 ATR SL Risk: 1.9 🔹 Labels Displayed ENTRY: Entry point STOP LOSS: Stop loss point TP 1/2/3: 3 take profit levels ☁️ MOVING AVERAGE CLOUD 🔹 Supported MA Types SMA – Simple Moving Average EMA – Exponential Moving Average WMA – Weighted Moving Average HMA – Hull Moving Average ALMA – Arnaud Legoux Moving Average McGinley – McGinley Dynamic FRAMA – Fractal Adaptive Moving Average 🔹 Cloud Cycles Default: 2, 6, 11, 18, 21, 24, 28, 34 Customizable: All 8 cycles 🔹 Ribbon Cycles Default: 6, 13, 20, 28, 36, 45, 55, 444 Customizable: All 8 cycles 🔧 BRAID FILTER 🔹 Function Filters out noise signals Confirms strong trends 🔹 Settings MA Filter: McGinley (Recommended) Filter Strength: 80% (Default) 📈 TRENDS & INDICATORS 🔹 SuperTrend Main trend indicator Generates primary buy/sell signals 🔹 Advanced Ichimoku Tenkan-Sen: Blue line Kijun-Sen: Orange line Senkou Span A/B: Ichimoku cloud 🔹 Trend Tracking Based on EMA 10 vs EMA 20 Candle colors follow trend direction 🔹 Trend Catcher Range Filter with multiple options Adjustable sensitivity 📊 MULTI-TIMEFRAME TREND PANEL 🔹 Displayed Timeframes 1m, 3m, 5m 15m, 30m, 1H 2H, 4H, 8H, Daily 🔹 Displayed Info Current Position: Bullish/Bearish Trend: Per timeframe Volume: Current trading volume 🔹 Panel Positioning 9 selectable positions Sizes: Large, Normal, Small, Extra Small 🚀 TRADE EXECUTION 📈 LONG ENTRY ✅ Entry Conditions BUY 🚀 signal appears SuperTrend turns from red to green Price > SMA 13 Braid Filter confirms (green) Trend Panel shows "Bullish" across multiple TFs 📊 Additional Confirmations MACD Histogram > 0 and rising RSI crosses above 30 (if reversal signal) EMA Pullback shows ▲ purple 🎯 Trade Management Entry: According to ENTRY label Stop Loss: According to STOP LOSS label Take Profit: TP1 → TP2 → TP3 📉 SHORT ENTRY ✅ Entry Conditions SELL signal appears SuperTrend turns from green to red Price < SMA 13 Braid Filter confirms (red) Trend Panel shows "Bearish" across multiple TFs 📊 Additional Confirmations MACD Histogram < 0 and declining RSI crosses below 70 (if reversal signal) EMA Pullback shows ▼ purple 🎯 Trade Management Entry: According to ENTRY label Stop Loss: According to STOP LOSS label Take Profit: TP1 → TP2 → TP3 🎛️ RECOMMENDED SETTINGS 👥 For Beginners Sensitivity: 6 Candle Colors: Version 1 Buy/Sell Signals: ON Reversal Signals: OFF Trend Panel: ON 🏆 For Experienced Traders Sensitivity: 4–8 (depending on market) Reversal Signals: ON Pullback: ON All indicators: ON ATR SL Risk: 1.5–2.0 ⚡ For Scalping Sensitivity: 8–12 Timeframes: 1m, 3m, 5m Use only: SuperTrend + Braid Filter Quick TP: Only TP1 📊 For Swing Trading Sensitivity: 4–6 Timeframes: 1H, 4H, 1D Use all: Full signals TP: All 3 levels (TP1, TP2, TP3) ⚠️ IMPORTANT NOTES 🔴 Avoid Trading When Signals conflict across timeframes Market is strongly ranging/sideways Abnormally low volume Price is at major support/resistance zones 🟢 Prefer Trading When At least 2–3 confirmations align Clear trend across multiple timeframes Strong volume surge Breakout from consolidation zone 💡 Usage Tips Always wait for confirmation: Never enter with just 1 signal Risk management: Place SL according to STOP LOSS label Follow trend panel: Prioritize overall trend Use multiple timeframes: Analyze top-down Backtest first: Test strategy on historical data 🛠️ TROUBLESHOOTING ❓ No signals appear Check if inputs are enabled Adjust sensitivity Try switching timeframe ❓ Too many false signals Lower sensitivity Increase Braid Filter strength Trade only with main trend ❓ Trend panel not showing Enable "Display Dashboard" Select proper panel position Adjust panel size 📞 SUPPORT If you encounter issues using this script, please: Carefully read this guide Practice on a demo account Backtest thoroughly before live trading 📈 Wishing you successful trading! 🚀
Penunjuk Pine Script®
oleh ionmarpie
2
SCTI V28Indicator Overview | 指标概述 English: SCTI V28 (Smart Composite Technical Indicator) is a multi-functional composite technical analysis tool that integrates various classic technical analysis methods. It contains 7 core modules that can be flexibly configured to show or hide components based on traders' needs, suitable for various trading styles and market conditions. 中文: SCTI V28 (智能复合技术指标) 是一款多功能复合型技术分析指标，整合了多种经典技术分析工具于一体。该指标包含7大核心模块，可根据交易者的需求灵活配置显示或隐藏各个组件，适用于多种交易风格和市场环境。 Main Functional Modules | 主要功能模块 1. Basic Indicator Settings | 基础指标设置 English: EMA Display: 13 configurable EMA lines (default shows 8/13/21/34/55/144/233/377/610/987/1597/2584 periods) PMA Display: 11 configurable moving averages with multiple MA types (ALMA/EMA/RMA/SMA/SWMA/VWAP/VWMA/WMA) VWAP Display: Volume Weighted Average Price indicator Divergence Indicator: Detects divergences across 12 technical indicators ATR Stop Loss: ATR-based stop loss lines Volume SuperTrend AI: AI-powered super trend indicator 中文: EMA显示：13条可配置EMA均线，默认显示8/13/21/34/55/144/233/377/610/987/1597/2584周期 PMA显示：11条可配置移动平均线，支持多种MA类型(ALMA/EMA/RMA/SMA/SWMA/VWAP/VWMA/WMA) VWAP显示：成交量加权平均价指标 背离指标：12种技术指标的背离检测系统 ATR止损：基于ATR的止损线 Volume SuperTrend AI：基于AI预测的超级趋势指标 2. EMA Settings | EMA设置 English: 13 independent EMA lines, each configurable for visibility and period length Default shows 21/34/55/144/233/377/610/987/1597/2584 period EMAs Customizable colors and line widths for each EMA 中文: 13条独立EMA均线，每条均可单独配置显示/隐藏和周期长度 默认显示21/34/55/144/233/377/610/987/1597/2584周期的EMA 每条EMA可设置不同颜色和线宽 3. PMA Settings | PMA设置 English: 11 configurable moving averages, each with: Selectable types (default EMA, options: ALMA/RMA/SMA/SWMA/VWAP/VWMA/WMA) Independent period settings (12-1056) Special ALMA parameters (offset and sigma) Configurable data source and plot offset Support for fill areas between MAs Price lines and labels can be added 中文: 11条可配置移动平均线，每条均可： 选择不同类型(默认EMA，可选ALMA/RMA/SMA/SWMA/VWAP/VWMA/WMA) 独立设置周期长度(12-1056) 设置ALMA的特殊参数(偏移量和sigma) 配置数据源和绘图偏移 支持MA之间的填充区域显示 可添加价格线和标签 4. VWAP Settings | VWAP设置 English: Multiple anchor period options (Session/Week/Month/Quarter/Year/Decade/Century/Earnings/Dividends/Splits) 3 configurable standard deviation bands Option to hide on daily and higher timeframes Configurable data source and offset settings 中文: 多种锚定周期选择(会话/周/月/季/年/十年/世纪/财报/股息/拆股) 3条可配置标准差带 可选择在日线及以上周期隐藏 支持数据源选择和偏移设置 5. Divergence Indicator Settings | 背离指标设置 English: 12 detectable indicators: MACD, MACD Histogram, RSI, Stochastic, CCI, Momentum, OBV, VWmacd, Chaikin Money Flow, MFI, Williams %R, External Indicator 4 divergence types: Regular Bullish/Bearish, Hidden Bullish/Bearish Multiple display options: Full name/First letter/Hide indicator name Configurable parameters: Pivot period, data source, maximum bars checked, etc. Alert functions: Independent alerts for each divergence type 中文: 检测12种指标：MACD、MACD柱状图、RSI、随机指标、CCI、动量、OBV、VWmacd、Chaikin资金流、MFI、威廉姆斯%R、外部指标 4种背离类型：正/负常规背离，正/负隐藏背离 多种显示选项：完整名称/首字母/不显示指标名称 可配置参数：枢轴点周期、数据源、最大检查柱数等 警报功能：各类背离的独立警报 6. ATR Stop Loss Settings | ATR止损设置 English: Configurable ATR length (default 13) 4 smoothing methods (RMA/SMA/EMA/WMA) Adjustable multiplier (default 1.618) Displays long and short stop loss lines 中文: 可配置ATR长度(默认13) 4种平滑方法(RMA/SMA/EMA/WMA) 可调乘数(默认1.618) 显示多头和空头止损线 7. Volume SuperTrend AI Settings | Volume SuperTrend AI设置 English: AI Prediction: Configurable neighbors (1-100) and data points (1-100) Price trend length and prediction trend length settings SuperTrend Parameters: Length (default 3) Factor (default 1.515) 5 MA source options (SMA/EMA/WMA/RMA/VWMA) Signal Display: Trend start signals (circle markers) Trend confirmation signals (triangle markers) 6 Alerts: Various trend start and confirmation signals 中文: AI预测功能： 可配置邻居数(1-100)和数据点数(1-100) 价格趋势长度和预测趋势长度设置 SuperTrend参数： 长度(默认3) 因子(默认1.515) 5种MA源选择(SMA/EMA/WMA/RMA/VWMA) 信号显示： 趋势开始信号(圆形标记) 趋势确认信号(三角形标记) 6种警报：各类趋势开始和确认信号 Usage Recommendations | 使用建议 English: Trend Analysis: Use EMA/PMA combinations to determine market trends, with long-period EMAs (e.g., 144/233) as primary trend references Divergence Trading: Look for potential reversals using price-indicator divergences Stop Loss Management: Use ATR stop loss lines for risk management AI Assistance: Volume SuperTrend AI provides machine learning-based trend predictions Multiple Timeframes: Verify signals across different timeframes 中文: 趋势分析：使用EMA/PMA组合判断市场趋势，长周期EMA(如144/233)作为主要趋势参考 背离交易：结合价格与指标的背离寻找潜在反转点 止损设置：利用ATR止损线管理风险 AI辅助：Volume SuperTrend AI提供基于机器学习的趋势预测 多时间框架：建议在不同时间框架下验证信号 Parameter Configuration Tips | 参数配置技巧 English: For short-term trading: Focus on 8-55 period EMAs and shorter divergence detection periods For long-term investing: Use 144-2584 period EMAs with longer detection parameters In ranging markets: Disable some EMAs, mainly rely on VWAP and divergence indicators In trending markets: Enable more EMAs and SuperTrend AI 中文: 对于短线交易：可重点关注8-55周期的EMA和较短的背离检测周期 对于长线投资：建议使用144-2584周期的EMA和较长的检测参数 在震荡市：可关闭部分EMA，主要依靠VWAP和背离指标 在趋势市：可启用更多EMA和SuperTrend AI Update Log | 更新日志 English: V28 main updates: Added Volume SuperTrend AI module Optimized divergence detection algorithm Added more EMA period options Improved UI and parameter grouping 中文: V28版本主要更新： 新增Volume SuperTrend AI模块 优化背离检测算法 增加更多EMA周期选项 改进用户界面和参数分组 Final Note | 最后说明 English: This indicator is suitable for technical traders with some experience. We recommend practicing with demo trading to familiarize yourself with all features before live trading. 中文: 该指标适合有一定经验的技术分析交易者使用，建议先通过模拟交易熟悉各项功能后再应用于实盘。
Penunjuk Pine Script®
oleh SurveyCorpsTrader
ALMA Optimized Strategy - Volatility Filter + UT BotThe strategy you provided is an ALMA Optimized Strategy implemented in Pine Script™ version 5 for TradingView. Here is a brief English summary of what it is and how it works: It is a trend-following strategy combining multiple technical indicators to optimize trade entries and exits. The core moving average used is the ALMA (Arnaud Legoux Moving Average), known for smoother and less lagging price smoothing compared to traditional EMAs or SMAs. The strategy also uses other indicators: Fast EMA (Exponential Moving Average) EMA 50 ATR (Average True Range) for volatility measurement and dynamic stop loss and take profit levels RSI (Relative Strength Index) for momentum with overbought/oversold levels ADX (Average Directional Index) for confirming trend strength Bollinger Bands as a volatility filter Buy signals trigger when volatility is sufficient (ATR filter), price is above EMA 50 and ALMA, RSI indicates bullish momentum, ADX confirms trend strength, price is below the upper Bollinger Band, and there is a cooldown period to prevent repeated buys within a short time. Sell signals are generated when price crosses below the fast EMA. The strategy manages position entries and exits dynamically, applying ATR-based stop loss and take profit levels, and optionally a time-based exit. Additionally, the script integrates the UT Bot, an ATR-based trailing stop and signal system, enhancing trade exit precision. Buy and sell signals are visually marked on the chart with colored triangles for easy identification. In essence, this strategy blends advanced smoothing (ALMA) with volatility filters and trend/momentum indicators to generate reliable buy and sell signals, while managing risk dynamically through ATR-based stops and profit targets. It aims to adapt to changing market conditions by filtering noise and confirming trends before entering trades.
Strategi Pine Script®
oleh blntduman
BOS mark-out (by Lumiere)Advanced BOS Detection with Strict Swing Confirmation This indicator implements BOS detection with several unique features: 🔹 Dual-Candle Swing Validation - Unlike most BOS indicators that use single candle swings, this uses a two-candle confirmation for swing highs/lows, analyzing both the candle wicks and body transitions. 🔹 Directional Lock System - Implements a state machine that prevents duplicate signals until an opposite-direction BOS occurs, reducing noise. 🔹 Precision Wick Analysis - Compares wicks between the reversal candle and confirmation candle to identify the true swing point. 🔹 Real-Time Update & Live Market Adaptation – The indicator continuously monitors price action and instantly updates BOS signals as new candles form, ensuring you never miss a BOS. How It Differs From Other BOS Indicators: Most public BOS indicators use simple HH/HL or LH/LL detection. Many don't implement the directional locking mechanism. Few use the two-candle wick comparison approach. Wick-Based Precision uses the extreme wicks of two candles (not just the body). Strict Confirmation requires a close beyond the swing point (no "wick breaks" counted). Usage Examples: 🟦 Bullish BOS: A green candle closes, followed by a red candle. This will be the new high, and if the next candle closes above the highest wick of those two, it will be a BOS (only if we had a bearish BOS before) 🟥 Bearish BOS: A red candle closes, followed by a green candle. This will be the new low, and if the next candle closes below the lowest wick of those two, it will be a BOS (only if we had a Bullish BOS before)
Penunjuk Pine Script®
oleh Lum1ere
5
RSI of RSI Deviation (RoRD)RSI of RSI Deviation (RoRD) - Advanced Momentum Acceleration Analysis What is RSI of RSI Deviation (RoRD)? RSI of RSI Deviation (RoRD) is a insightful momentum indicator that transcends traditional oscillator analysis by measuring the acceleration of momentum through sophisticated mathematical layering. By calculating RSI on RSI itself (RSI²) and applying advanced statistical deviation analysis with T3 smoothing, RoRD reveals hidden market dynamics that single-layer indicators miss entirely. This isn't just another RSI variant—it's a complete reimagining of how we measure and visualize momentum dynamics. Where traditional RSI shows momentum, RoRD shows momentum's rate of change . Where others show static overbought/oversold levels, RoRD reveals statistically significant deviations unique to each market's character. Theoretical Foundation - The Mathematics of Momentum Acceleration 1. RSI² (RSI of RSI) - The Core Innovation Traditional RSI measures price momentum. RoRD goes deeper: Primary RSI (RSI₁) : Standard RSI calculation on price Secondary RSI (RSI²) : RSI calculated on RSI₁ values This creates a "momentum of momentum" indicator that leads price action Mathematical Expression: RSI₁ = 100 - (100 / (1 + RS₁)) RSI² = 100 - (100 / (1 + RS₂)) Where RS₂ = Average Gain of RSI₁ / Average Loss of RSI₁ 2. T3 Smoothing - Lag-Free Response The T3 Moving Average, developed by Tim Tillson, provides: Superior smoothing with minimal lag Adaptive response through volume factor (vFactor) Noise reduction while preserving signal integrity T3 Formula: T3 = c1×e6 + c2×e5 + c3×e4 + c4×e3 Where e1...e6 are cascaded EMAs and c1...c4 are volume-factor-based coefficients 3. Statistical Z-Score Deviation RoRD employs dual-layer Z-score normalization : Initial Z-Score : (RSI² - SMA) / StDev Final Z-Score : Z-score of the Z-score for refined extremity detection This identifies statistically rare events relative to recent market behavior 4. Multi-Timeframe Confluence Compares current timeframe Z-score with higher timeframe (HTF) Provides directional confirmation across time horizons Filters false signals through timeframe alignment Why RoRD is Different & More Sophisticated Beyond Traditional Indicators: Acceleration vs. Velocity : While RSI measures momentum (velocity), RoRD measures momentum's rate of change (acceleration) Adaptive Thresholds : Z-score analysis adapts to market conditions rather than using fixed 70/30 levels Statistical Significance : Signals are based on mathematical rarity, not arbitrary levels Leading Indicator : RSI² often turns before price, providing earlier signals Reduced Whipsaws : T3 smoothing eliminates noise while maintaining responsiveness Unique Signal Generation: Quantum Orbs : Multi-layered visual signals for statistically extreme events Divergence Detection : Automated identification of price/momentum divergences Regime Backgrounds : Visual market state classification (Bullish/Bearish/Neutral) Particle Effects : Dynamic visualization of momentum energy Visual Design & Interpretation Guide Color Coding System: Yellow (#e1ff00) : Neutral/balanced momentum state Red (#ff0000) : Overbought/extreme bullish acceleration Green (#2fff00) : Oversold/extreme bearish acceleration Orange : Z-score visualization Blue : HTF Z-score comparison Main Visual Elements: RSI² Line with Glow Effect Multi-layer glow creates depth and emphasis Color dynamically shifts based on momentum state Line thickness indicates signal strength Quantum Signal Orbs Green Orbs Below : Statistically rare oversold conditions Red Orbs Above : Statistically rare overbought conditions Multiple layers indicate signal strength Only appear at Z-score extremes for high-conviction signals Divergence Markers Green Circles : Bullish divergence detected Red Circles : Bearish divergence detected Plotted at pivot points for precision Background Regimes Green Background : Bullish momentum regime Grey Background : Bearish momentum regime Blue Background : Neutral/transitioning regime Particle Effects Density indicates momentum energy Color matches current RSI² state Provides dynamic market "feel" Dashboard Metrics - Deep Dive RSI² ANALYSIS Section: RSI² Value (0-100) Current smoothed RSI of RSI reading >70 : Strong bullish acceleration <30 : Strong bearish acceleration ~50 : Neutral momentum state RSI¹ Value Traditional RSI for reference Compare with RSI² for acceleration/deceleration insights Z-Score Status 🔥 EXTREME HIGH : Z > threshold, statistically rare bullish ❄️ EXTREME LOW : Z < threshold, statistically rare bearish 📈 HIGH/📉 LOW : Elevated but not extreme ➡️ NEUTRAL : Normal statistical range MOMENTUM Section: Velocity Indicator ▲▲▲ : Strong positive acceleration ▼▼▼ : Strong negative acceleration Shows rate of change in RSI² Strength Bar ██████░░░░ : Visual power gauge Filled bars indicate momentum strength Based on deviation from center line SIGNALS Section: Divergence Status 🟢 BULLISH DIV : Price making lows, RSI² making highs 🔴 BEARISH DIV : Price making highs, RSI² making lows ⚪ NO DIVERGENCE : No divergence detected HTF Comparison 🔥 HTF EXTREME : Higher timeframe confirms extremity 📊 HTF NORMAL : Higher timeframe is neutral Critical for multi-timeframe confirmation Trading Application & Strategy Signal Hierarchy (Highest to Lowest Priority): Quantum Orb + HTF Alignment + Divergence Highest conviction reversal signal Z-score extreme + timeframe confluence + divergence Quantum Orb + HTF Alignment Strong reversal signal Wait for price confirmation Divergence + Regime Change Medium-term reversal signal Monitor for orb confirmation Threshold Crosses Traditional overbought/oversold Use as alert, not entry Entry Strategies: For Reversals: Wait for Quantum Orb signal Confirm with HTF Z-score direction Enter on price structure break Stop beyond recent extreme For Continuations: Trade with regime background color Use RSI² pullbacks to center line Avoid signals against HTF trend For Scalping: Focus on Z-score extremes Quick entries on orb signals Exit at center line cross Risk Management: Reduce position size when signals conflict with HTF Avoid trades during regime transitions (blue background) Tighten stops after divergence completion Scale out at statistical mean reversion Development & Uniqueness RoRD represents months of research into momentum dynamics and statistical analysis. Unlike indicators that simply combine existing tools, RoRD introduces several genuine innovations : True RSI² Implementation : Not a smoothed RSI, but actual RSI calculated on RSI values Dual Z-Score Normalization : Unique approach to finding statistical extremes T3 Integration : First RSI² implementation with T3 smoothing for optimal lag reduction Quantum Orb Visualization : Revolutionary signal display method Dynamic Regime Detection : Automatic market state classification Statistical Adaptability : Thresholds adapt to market volatility This indicator was built from first principles, with each component carefully selected for its mathematical properties and practical trading utility. The result is a professional-grade tool that provides insights unavailable through traditional momentum analysis. Best Practices & Tips Start with default settings - they're optimized for most markets Always check HTF alignment before taking signals Use divergences as early warning , orbs as confirmation Respect regime backgrounds - trade with them, not against Combine with price action - RoRD shows when, price shows where Adjust Z-score thresholds based on market volatility Monitor dashboard metrics for complete market context Conclusion RoRD isn't just another indicator—it's a complete momentum analysis system that reveals market dynamics invisible to traditional tools. By combining momentum acceleration, statistical analysis, and multi-timeframe confluence with intuitive visualization, RoRD provides traders with a sophisticated edge in any market condition. Whether you're scalping rapid reversals or positioning for major trend changes, RoRD's unique approach to momentum analysis will transform how you see and trade market dynamics. See momentum's future. Trade with statistical edge. Trade with insight. Trade with anticipation. — Dskyz, for DAFE Trading Systems
Penunjuk Pine Script®
oleh DskyzInvestments
4
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
[blackcat] L1 Multi-Component CCIOVERVIEW The " L1 Multi-Component CCI" is a sophisticated technical indicator designed to analyze market trends and momentum using multiple components of the Commodity Channel Index (CCI). This script calculates and combines various CCI-related metrics to provide a comprehensive view of price action, offering traders deeper insights into market dynamics. By integrating smoothed deviations, normalized ranges, and standard CCI values, this tool aims to enhance decision-making processes. It is particularly useful for identifying potential reversal points and confirming trend strength. 📈 FEATURES Multi-Component CCI Calculation: Combines smoothed deviation, normalized range, percent above low, and standard CCI for a holistic analysis, providing a multifaceted view of market conditions. Threshold Lines: Overbought (200), oversold (-200), bullish (100), and bearish (-100) thresholds are plotted for easy reference, helping traders quickly identify extreme market conditions. Visual Indicators: Each component is plotted with distinct colors and line styles for clear differentiation, making it easier to interpret the data at a glance. Customizable Alerts: The script includes commented-out buy and sell signal logic that can be enabled for automated trading notifications, allowing traders to set up alerts based on specific conditions. 🚀 Advanced Calculations: Utilizes a combination of simple moving averages (SMA) and exponential moving averages (EMA) to smooth out price data, enhancing the reliability of the indicator. HOW TO USE Apply the Script: Add the script to your chart on TradingView by searching for " L1 Multi-Component CCI" in the indicators section. Observe the Plotted Lines: Pay close attention to the smoothed deviation, normalized range, percent above low, and standard CCI lines to identify potential overbought or oversold conditions. Use Threshold Levels: Refer to the overbought, oversold, bullish, and bearish threshold lines to gauge extreme market conditions and potential reversal points. Confirm Trends: Use the standard CCI line to confirm trend direction and momentum shifts, providing additional confirmation for your trading decisions. Enable Alerts: If desired, uncomment the buy and sell signal logic to receive automated alerts when specific conditions are met, helping you stay informed even when not actively monitoring the chart. ⚠️ LIMITATIONS Fixed Threshold Levels: The script uses fixed threshold levels (200, -200, 100, -100), which may need adjustment based on specific market conditions or asset volatility. No Default Signals: The buy and sell signal logic is currently commented out, requiring manual activation if you wish to use automated alerts. Complexity: The multi-component approach, while powerful, may be complex for novice traders to interpret, requiring a solid understanding of technical analysis concepts. 📉 Not for Isolation Use: This indicator is not designed for use in isolation; it is recommended to combine it with other tools and indicators for confirmation and a more robust analysis. NOTES Smoothing Techniques: The script uses a combination of simple moving averages (SMA) and exponential moving averages (EMA) for smoothing calculations, which helps in reducing noise and enhancing signal clarity. Multi-Component Approach: The multi-component approach aims to provide a more nuanced view of market conditions compared to traditional CCI, offering a more comprehensive analysis. Customization Potential: Traders can customize the script further by adjusting the parameters of the moving averages and other components to better suit their trading style and preferences. ✨ THANKS Thanks to the TradingView community for their support and feedback on this script! Special thanks to those who contributed ideas and improvements, making this tool more robust and user-friendly. 🙏
Penunjuk Pine Script®
oleh blackcat1402
1
ADX and DI - Trader FelipeADX and DI - Trader Felipe This indicator combines the Average Directional Index (ADX) and the Directional Indicators (DI+ and DI-) to help traders assess market trends and their strength. It is designed to provide a clear view of whether the market is in a trending phase (either bullish or bearish) and helps identify potential entry and exit points. What is ADX and DI? DI+ (Green Line): DI+ measures the strength of upward (bullish) price movements. When DI+ is above DI-, it signals that the market is experiencing upward momentum. DI- (Red Line): DI- measures the strength of downward (bearish) price movements. When DI- is above DI+, it suggests that the market is in a bearish phase, with downward momentum. ADX (Blue Line): ADX quantifies the strength of the trend, irrespective of whether it is bullish or bearish. The higher the ADX, the stronger the trend: ADX > 20: Indicates a trending market (either up or down). ADX < 20: Indicates a weak or sideways market with no clear trend. Threshold Line (Gray Line): This horizontal line, typically set at 20, represents the threshold for identifying whether the market is trending or not. If ADX is above 20, the market is considered to be in a trend. If ADX is below 20, it suggests that the market is not trending and is likely in a consolidation phase. Summary of How to Use the Indicator: Trend Confirmation: Use ADX > 20 to confirm a trending market. If ADX is below 20, avoid trading. Long Entry: Enter a long position when DI+ > DI- and ADX > 20. Short Entry: Enter a short position when DI- > DI+ and ADX > 20. Avoid Sideways Markets: Do not trade when ADX is below 20. Look for other strategies for consolidation phases. Exit Strategy: Exit the trade if ADX starts to decline or if the DI lines cross in the opposite direction. Combine with Other Indicators: Use additional indicators like RSI, moving averages, or support/resistance to filter and confirm signals.
Penunjuk Pine Script®
oleh TraderFelipe
Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro: Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable. Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have. Why Traders Need This Strategy Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering: Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts. Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades. Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES. Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos. DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art. Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code. Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust. Strategy Components 1. Market Regime Detection The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment. How It Works: Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear). Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend. Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold. Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg. Other (Regime 5): Default for unclear conditions. Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9). Why It’s Brilliant: Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions. HTF RSI/MACD add a big-picture filter, rare in basic scripts. Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other). 2. Multi-Factor Signal Scoring Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals. Candlestick Patterns: Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg). Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike. Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile). Additional Factors: Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear. RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15). MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear. Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1). HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2). Scoring: bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0. Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long. Why It’s Brilliant: Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives. Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets). HTF confirmation aligns with the big picture, a quant edge over simplistic scripts. 3. Futures-Tuned Risk Management The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs. Position Sizing: Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES). Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1. Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES. Stops and Take-Profits: Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk). ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops. Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry. Impact: ATR stops adapt to volatility, while fixed stops suit stable markets. Trailing Stops: Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5). Impact: Locks in profits during trends, a game-changer in volatile sessions. Circuit Breaker: Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity). Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage). Why It’s Brilliant: Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES. Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts. Flexible stops (ATR or fixed) suit different trading styles. 4. Trade Entry and Exit Logic Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks. Entry Conditions: Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance. Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance. Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering. Exit Conditions: Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit). Trailing Stop: Activates at 50% TP, trails by ATR * 1.5. Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price). Reset: Clears stop/TP prices when flat (position_size = 0). Why It’s Brilliant: Score-based entries ensure multi-factor confirmation, filtering out weak signals. Trailing stops maximize profits in trends, unlike static exits in basic scripts. Emergency exits add an extra safety layer, critical for futures volatility. 5. DAFE Visuals The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning. Shimmering Bollinger Band Fill: Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower). Purpose: Highlights volatility and key levels with a futuristic glow. Visuals make complex regimes and signals instantly clear, even for newbies. Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts. BB glow emphasizes tradeable levels, enhancing decision-making. Chart Background (Regime Heatmap): Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through. Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups. Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution. Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies. Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable. Bollinger Bands Glow (Dynamic Fill): Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals. Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal. Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum. Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating. Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes. Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states. Moving Averages: Display: Blue fast EMA (20), red slow EMA (50), 2px. Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread. Dynamic SL/TP Lines: Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer. Purpose: Tracks stops/TPs in real-time, color-coded by regime. 6. Dual Dashboards Two dashboards deliver real-time insights, making the strat a quant command center. Bottom-Left Metrics Dashboard (2x13): Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score. Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish). Purpose: Consolidates market context and signal strength. Top-Right Position Dashboard (2x7): Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($). Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short). Purpose: Tracks live trades and profitability. Why It’s Brilliant: Dual dashboards cover market context and trade status, a rare feature. Color-coding and concise metrics guide beginners (e.g., green “Buy” = go). Real-time PNL and SL/TP visibility empower disciplined trading. 7. Performance Tracking Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed). Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance). Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts. Key Features Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets. Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs. Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries. Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits. Safe and Smart: 5% drawdown breaker and emergency exits protect capital. DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. How to Use Add to Chart: Load on a 5min ES/MES chart in TradingView. Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility. Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL. Backtest: Run in strategy tester to compare regimes. 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 regime shifts and stops. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 Slippage: 3 Fee Typical Range (per side, per contract) CME Exchange $1.14 – $1.20 Clearing $0.10 – $0.30 NFA Regulatory $0.02 Firm/Broker Commis. $0.25 – $0.80 (retail prop) TOTAL $1.60 – $2.30 per side Round Turn: (enter+exit) = $3.20 – $4.60 per contract Final Notes The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game! (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 smart, trade bold.
Strategi Pine Script®
oleh DskyzInvestments
Volume Weighted Median Price (VWMP)The volume is indeed crucial for confirming price moves and understanding market conviction. While many traders are familiar with VWAP (Volume Weighted Average Price), this indicator introduces a lesser-known but powerful cousin: the Volume Weighted Median Price (VWMP). What is VWMP? Unlike VWAP, which calculates the average price weighted by volume over a period, VWMP identifies the median price level weighted by volume. Think of it this way: If you line up all the trades within a specific lookback period, sorted by price, and then start accumulating the volume traded at each price level, the VWMP is the price level where 50% of the total volume occurred below it, and 50% occurred above it. It essentially finds the "middle ground" of trading activity based on where the bulk of the volume actually traded, not just the average price. Key Difference: VWMP vs. VWAP VWAP: Volume Weighted Average Price. Sensitive to outliers (single large trades at extreme prices can skew the average). VWMP: Volume Weighted Median Price. More robust to outliers. It represents the price that splits the period's volume distribution in half. Because it uses the median, VWMP can sometimes provide a more stable or representative level of the "typical" price where significant volume is changing hands, especially in volatile markets or when large, anomalous trades occur. How to Interpret and Use VWMP in trading The VWMP plots as a line on your chart, similar to a moving average or VWAP. Here are a few ways traders might use it: Dynamic Support and Resistance: Like VWAP, the VWMP line can act as a dynamic level of interest. Watch how price interacts with the VWMP. Consistent acceptance above VWMP might suggest bullish control and potential support. Consistent rejection or acceptance below VWMP might indicate bearish control and potential resistance. Trend Filter / Confirmation: Uptrend: Look for price consistently staying above the VWMP line. Pullbacks to the VWMP that hold could offer entry opportunities. Downtrend: Look for price consistently staying below the VWMP line. Rallies to the VWMP that fail could present shorting opportunities. Use it to filter trades: Only take long trades if price is above VWMP, and short trades if below. Mean Reversion Potential (Use with Caution): When price extends significantly far away from the VWMP, some traders might look for potential reversion back towards this volume-based median level. Important: This should not be used in isolation. Always look for confirmation from other indicators (like RSI, Stochastics, or candlestick patterns) before trading counter-trend reversions. Confluence with Other Indicators: VWMP works best when combined with other analysis tools. Look for confluence: Does the VWMP align with a key Fibonacci level, a standard moving average, or a prior support/resistance zone? This confluence strengthens the level's potential significance. Considerations Lookback Period: The length input is crucial. A shorter period makes VWMP more responsive to recent action; a longer period makes it smoother and reflects longer-term volume distribution. Experiment to find what suits your timeframe and trading style. Lagging Nature: Like all indicators based on past data, VWMP is inherently lagging. It reflects past volume distribution, not the future. Market Context: Its effectiveness can vary depending on the market conditions (trending vs. ranging) and the asset being traded.
Penunjuk Pine Script®
oleh vsov
2
MTF Fibonacci Pivots with Mandelbrot FractalsMTF Fibonacci Pivots with Mandelbrot Fractals: Advanced Market Structure Analysis Overview The MTF Fibonacci Pivots with Mandelbrot Fractals indicator represents a significant advancement in technical analysis by combining multi-timeframe Fibonacci pivot levels with sophisticated fractal pattern recognition. This powerful tool identifies key support and resistance zones while predicting potential price reversals with remarkable accuracy. Key Capabilities This indicator provides traders with three distinct layers of market structure analysis: Automatic Timeframe Adaptation: The primary pivot set automatically adjusts to your chart's timeframe, ensuring relevant support and resistance levels for your specific trading horizon. 1-Year Fibonacci Pivots: The second layer displays yearly pivots that reveal long-term market cycles and institutional price levels that often act as significant reversal points. 3-Year Fibonacci Pivots: The third layer unveils major market structure zones that typically remain relevant for extended periods, offering strategic context for position trading and long-term investment decisions. Predictive Technology What truly distinguishes this indicator is its advanced predictive capability powered by: Mandelbrot Fractal Pattern Recognition: The indicator implements a sophisticated fractal detection algorithm that identifies recurring price patterns across multiple timeframes. Unlike conventional fractal indicators, it incorporates noise filtering and adaptive sensitivity to market volatility. Tesla's 3-6-9 Principle Integration: The system incorporates Nikola Tesla's mathematical principle through a cubic Mandelbrot equation (Z_{n+1} = Z_n^3 + C where Z_0 = 0), creating a unique approach to pattern recognition that aligns with natural market rhythms. Historical Pattern Matching: When a current price pattern exhibits strong similarity to historical formations, the indicator generates predictive targets with confidence ratings. Each prediction undergoes rigorous validation against multiple parameters including trend alignment, volatility context, and mathematical coherence. Visual Intelligence System The indicator's visual presentation enhances trading decision-making through: Confidence-Based Visualization: Predictions display with intuitive star ratings, percentage confidence scores, and contextual information including price movement magnitude and estimated time to target. Adaptive Color Harmonization: The color system intelligently adjusts to provide optimal visibility while maintaining a professional appearance suitable for any chart setup. Trend Alignment Indicators: Each prediction includes references to the broader trend context, helping traders avoid counter-trend trades unless the reversal signal carries exceptional strength. Strategic Applications This indicator excels in multiple trading scenarios: Intraday Trading: Identify high-probability reversal zones with precise timing Swing Trading: Anticipate significant market turns at key structural levels Position Trading: Recognize major cycle shifts for strategic entry and exit The automatic 1-year and 3-year Fibonacci pivots provide institutional-grade reference points that typically define major market movements. These longer timeframes reveal critical zones that might be invisible on shorter-term analysis, giving you a significant edge in understanding where price is likely to encounter substantial buying or selling pressure. This innovative approach to market analysis combines classical Fibonacci mathematics with cutting-edge fractal theory to create a comprehensive market structure visualization system that illuminates both present support/resistance levels and future price targets with exceptional clarity. Setting Up MTF Fibonacci Pivots with Mandelbrot Fractals Initial Setup Adding this indicator to your TradingView charts is straightforward: Navigate to the "Indicators" button on your chart toolbar Search for "MTF Fibonacci Pivots with Mandelbrot Fractals" Select the indicator to add it to your chart A configuration panel will appear with various setting categories Recommended Settings The indicator comes pre-configured with optimal default settings, but you may want to adjust them based on your trading style: For Day Trading (Timeframes 1-minute to 1-hour) Pivots Timeframe 1: Auto (automatically adapts to your chart) Pivots Timeframe 2: Daily Pivots Timeframe 3: Weekly Fractal Sensitivity: 2-3 Fractal Lookback Period: 20 Prediction Strength: 2 Color Theme: High Contrast or Dark Mode For Swing Trading (Timeframes 4-hour to Daily) Pivots Timeframe 1: Daily Pivots Timeframe 2: Weekly Pivots Timeframe 3: Monthly Fractal Sensitivity: 1-2 Fractal Lookback Period: 30 Prediction Strength: 2-3 Color Theme: Default or Dimmed For Position Trading (Timeframes Daily to Weekly) Pivots Timeframe 1: Weekly Pivots Timeframe 2: Monthly Pivots Timeframe 3: Quarterly Fractal Sensitivity: 1 Fractal Lookback Period: 50 Prediction Strength: 1 Color Theme: Monochrome or Pastel Restoring Default Settings If you've adjusted settings and wish to return to the defaults: Right-click on the indicator name on your chart Select "Settings" from the context menu In the settings dialog, look for the "Reset All" button at the bottom Confirm the reset when prompted Alternatively, you can remove the indicator and add it again for a fresh start with default settings. Advanced Settings Guidance Visual Appearance Use Gradient Colors: Enable for better visual differentiation between pivot levels Color Transparency: 15% provides an optimal balance between visibility and chart clutter Line Width: 1-2 for cleaner charts, 3+ for enhanced visibility Fractal Analysis Enable Fractal Analysis: Keep enabled for prediction capabilities Fractal Box Spacing: Higher values (5-10) for cleaner displays, lower values (1-3) for more signals Maximum Forecast Bars: 20 is optimal for most timeframes, adjust higher for longer predictions Performance Considerations Enable Self-Optimization: Keep enabled to maintain smooth chart performance Resource Priority: Use "Balanced" for most computers, "Performance" for older systems Force Pivot Display: Enable only when checking specific historical periods Common Setup Mistakes to Avoid Setting all timeframes too close together (e.g., Daily, Daily, Weekly) reduces the multi-timeframe advantage Using high fractal sensitivity (4+) on noisy markets creates excessive signals Setting fractal box spacing too low causes cluttered prediction boxes Disabling self-optimization may cause performance issues on complex charts Using incompatible color themes for your chart background reduces visibility The indicator's power comes from its default 1-year and 3-year Fibonacci pivot settings, which highlight institutional levels while the auto-timeframe setting adapts to your trading horizon. These carefully balanced defaults provide an excellent starting point for most traders. For optimal results, I recommend making minimal adjustments at first, then gradually customizing settings as you become familiar with the indicator's behavior in your specific markets and timeframes. Screenshots:
Penunjuk Pine Script®
oleh MaximusGains
1
Multiple AVWAP [OmegaTools]The Multiple AVWAP indicator is a sophisticated trading tool designed for professional traders who require precision in volume-weighted price tracking. This indicator allows for the deployment of multiple Anchored Volume Weighted Average Price (AVWAP) calculations simultaneously, offering deep insights into price movements, dynamic support and resistance levels, and trend structures across multiple timeframes. This indicator caters to both institutional and retail traders by integrating flexible anchoring methods, multi-timeframe adaptability, and enhanced visualization features. It also includes deviation bands for statistical analysis, making it a comprehensive volume-based trading solution. Key Features & Functionalities 1. Multiple AVWAP Configurations Users can configure up to four distinct AVWAP calculations to track different market conditions. Supports various anchoring methods: Fixed: A traditional AVWAP that starts from a defined historical point. Perpetual: A rolling VWAP that continuously adjusts over time. Extension: An extension-based AVWAP that projects from past calculations. High Volume: Anchors AVWAP to the highest volume bar within a specified period. None: Option to disable AVWAP calculation if not required. 2. Advanced Deviation Bands Implements standard deviation bands (1st and 2nd deviation) to provide a statistical measure of price dispersion from the AVWAP. Serves as a dynamic method for identifying overbought and oversold conditions relative to VWAP pricing. Deviation bands are customizable in terms of visibility, color, and transparency. 3. Multi-Timeframe Support Users can assign different timeframes to each AVWAP calculation for macro and micro analysis. Helps in identifying long-term institutional trading levels alongside short-term intraday trends. 4. Z-Score Normalization Mode Option to standardize oscillator values based on AVWAP deviations. Converts price movements into a statistical Z-score, allowing traders to measure price strength in a normalized range. Helps in detecting extreme price dislocations and mean-reversion opportunities. 5. Customizable Visual & Aesthetic Settings Fully customizable line colors, transparency, and thickness to enhance clarity. Users can modify AVWAP and deviation band colors to distinguish between different levels. Configurable display options to match personal trading preferences. 6. Oscillator Mode for Trend & Momentum Analysis The indicator converts price deviations into an oscillator format, displaying AVWAP strength and weakness dynamically. This provides traders with a momentum-based perspective on volume-weighted price movements. User Guide & Implementation 1. Configuring AVWAPs for Optimal Use Choose the mode for each AVWAP instance: Fixed (set historical point) Perpetual (rolling, continuously updated AVWAP) Extension (projection from past AVWAP levels) High Volume (anchored to highest volume bar) None (disables the AVWAP line) Adjust the length settings to fine-tune calculation sensitivity. 2. Utilizing Deviation Bands for Market Context Activate deviation bands to see statistical boundaries of price action. Monitor +1 / -1 and +2 / -2 standard deviation levels for extended price movements. Consider price action outside of deviation bands as potential mean-reversion signals. 3. Multi-Timeframe Analysis for Institutional-Level Insights Assign different timeframes to each AVWAP to compare: Daily VWAP (institutional trading levels) Weekly VWAP (swing trading trends) Intraday VWAPs (short-term momentum shifts) Helps identify where institutional liquidity is positioned relative to price. 4. Activating the Oscillator for Momentum & Bias Confirmation The oscillator converts AVWAP deviations into a normalized value. Use overbought/oversold levels to determine strength and potential reversals. Combine with other indicators (RSI, MACD) for confluence-based trading decisions. Trading Applications & Strategies 5. Trend Confirmation & Institutional VWAP Tracking If price consistently holds above the primary AVWAP, it signals a bullish trend. If price remains below AVWAP, it indicates selling pressure and a bearish trend. Monitor retests of AVWAP levels for potential trend continuation or reversal. 6. Dynamic Support & Resistance Levels AVWAP lines act as dynamic floating support and resistance zones. Price bouncing off AVWAP suggests continuation, whereas breakdowns indicate a shift in momentum. Look for confluence with high-volume zones for stronger trade signals. 7. Mean Reversion & Statistical Edge Trading Prices that deviate beyond +2 or -2 standard deviations often revert toward AVWAP. Mean reversion traders can fade extended moves and target AVWAP re-tests. Helps in identifying exhaustion points in trending markets. 8. Institutional Liquidity & Volume Footprints Institutions often execute large trades near VWAP zones, causing price reactions. Tracking multi-timeframe AVWAP levels allows traders to anticipate key liquidity areas. Use higher timeframe AVWAPs as macro support/resistance for swing trading setups. 9. Enhancing Momentum Trading with AVWAP Oscillator The oscillator provides a momentum-based measure of AVWAP deviations. Helps in confirming entry and exit timing for trend-following trades. Useful for pairing with stochastic oscillators, MACD, or RSI to validate trade decisions. Best Practices & Trading Tips Use in Conjunction with Volume Analysis: Combine with volume profiles, OBV, or CVD for increased accuracy. Adjust Timeframes Based on Trading Style: Scalpers can focus on short-term AVWAP, while swing traders benefit from weekly/daily AVWAP tracking. Backtest Different AVWAP Configurations: Experiment with different anchoring methods and lookback periods to optimize trade performance. Monitor Institutional Order Flow: Identify key VWAP zones where institutional traders may be active. Use with Other Technical Indicators: Enhance trading confidence by integrating with moving averages, Bollinger Bands, or Fibonacci retracements. Final Thoughts & Disclaimer The Multiple AVWAP indicator provides a comprehensive approach to volume-weighted price tracking, making it ideal for professional traders. While this tool enhances market clarity and trade decision-making, it should be used as part of a well-rounded trading strategy with risk management principles in place. This indicator is provided for informational and educational purposes only. Trading involves risk, and past performance is not indicative of future results. Always conduct your own analysis and due diligence before executing trades. OmegaTools - Enhancing Market Clarity with Precision Indicators
Penunjuk Pine Script®
oleh OmegaTools
4
Mehul - ADX Zero LagThis script combines two popular technical indicators into a single visualization: 1. **Average Directional Index (ADX)**: - Measures trend strength on a scale from 0-100 (now normalized to 0-1 by dividing by 100) - Displayed as a red line - Adjustable smoothing and length parameters 2. **Zero Lag MACD (Modified Moving Average Convergence Divergence)**: - An enhanced version of the traditional MACD with reduced lag - Shows the relationship between fast and slow moving averages - Main components include: - MACD line (black) - Signal line (gray) - Histogram (green for positive, purple for negative) - EMA of the MACD line (red) - Optional crossing dots Key features of the combined indicator: - **Scale Adjustment**: Both indicators can be scaled independently (adxScale and macdScale parameters) - **Visibility Toggles**: Each indicator can be shown or hidden - **Advanced Customization**: Parameters for both indicators can be fine-tuned - **Algorithm Selection**: Option to choose between the "Glaz" algorithm or the "real" zero lag algorithm - **Display Options**: Toggles for visualization elements like crossing dots The most significant technical aspect is that both indicators are displayed in the same pane with compatible scaling, achieved by normalizing the ADX values and applying user-defined scale factors to both indicators. This combined indicator is designed to give traders a comprehensive view of both trend strength (from ADX) and momentum/direction (from Zero Lag MACD) in a single, easy-to-read visualization.
Penunjuk Pine Script®
oleh mwarade
Ultimate Trading BotHow the "Ultimate Trading Bot" Works: This Pine Script trading bot executes buy and sell trades based on a combination of technical indicators: Indicators Used: RSI (Relative Strength Index) Measures momentum and determines overbought (70) and oversold (30) levels. A crossover above 30 suggests a potential buy, and a cross below 70 suggests a potential sell. Moving Average (MA) A simple moving average (SMA) of 50 periods to track the trend. Prices above the MA indicate an uptrend, while prices below indicate a downtrend. Stochastic Oscillator (%K and %D) Identifies overbought and oversold conditions using a smoothed stochastic formula. A crossover of %K above %D signals a buy, and a crossover below %D signals a sell. MACD (Moving Average Convergence Divergence) Uses a 12-period fast EMA and a 26-period slow EMA, with a 9-period signal line. A crossover of MACD above the signal line suggests a bullish move, and a cross below suggests bearish movement. Trade Execution: Buy (Long Entry) Conditions: RSI crosses above 30 (indicating recovery from an oversold state). The closing price is above the 50-period moving average (showing an uptrend). The MACD line crosses above the signal line (indicating upward momentum). The Stochastic %K crosses above %D (indicating bullish momentum). → If all conditions are met, the bot enters a long (buy) position. Sell (Exit Trade) Conditions: RSI crosses below 70 (indicating overbought conditions). The closing price is below the 50-period moving average (downtrend). The MACD line crosses below the signal line (bearish signal). The Stochastic %K crosses below %D (bearish momentum). → If all conditions are met, the bot closes the long position. Visuals: The bot plots the moving average, RSI, MACD, and Stochastic indicators for reference. It also displays buy/sell signals with arrows: Green arrow (Buy Signal) → When all buy conditions are met. Red arrow (Sell Signal) → When all sell conditions are met. How to Use It in TradingView:
Strategi Pine Script®
oleh lukeiceman
Cluster Reversal Zones📌 Cluster Reversal Zones – Smart Market Turning Point Detector 📌 Category : Public (Restricted/Closed-Source) Indicator 📌 Designed for : Traders looking for high-accuracy reversal zones based on price clustering & liquidity shifts. 🔍 Overview The Cluster Reversal Zones Indicator is an advanced market reversal detection tool that helps traders identify key turning points using a combination of price clustering, order flow analysis, and liquidity tracking. Instead of relying on static support and resistance levels, this tool dynamically adjusts to live market conditions, ensuring traders get the most accurate reversal signals possible. 📊 Core Features: ✅ Real-Time Reversal Zone Mapping – Detects high-probability market turning points using price clustering & order flow imbalance. ✅ Liquidity-Based Support/Resistance Detection – Identifies strong rejection zones based on real-time liquidity shifts. ✅ Order Flow Sensitivity for Smart Filtering – Filters out weak reversals by detecting real market participation behind price movements. ✅ Momentum Divergence for Confirmation – Aligns reversal zones with momentum divergences to increase accuracy. ✅ Adaptive Risk Management System – Adjusts risk parameters dynamically based on volatility and trend state. 🔒 Justification for Mashup The Cluster Reversal Zones Indicator contains custom-built methodologies that extend beyond traditional support/resistance indicators: ✔ Smart Price Clustering Algorithm: Instead of plotting fixed support/resistance lines, this system analyzes historical price clustering to detect active reversal areas. ✔ Order Flow Delta & Liquidity Shift Sensitivity: The tool tracks real-time order flow data, identifying price zones with the highest accumulation or distribution levels. ✔ Momentum-Based Reversal Validation: Unlike traditional indicators, this tool requires a momentum shift confirmation before validating a potential reversal. ✔ Adaptive Reversal Filtering Mechanism: Uses a combination of historical confluence detection + live market validation to improve accuracy. 🛠️ How to Use: • Works well for reversal traders, scalpers, and swing traders seeking precise turning points. • Best combined with VWAP, Market Profile, and Delta Volume indicators for confirmation. • Suitable for Forex, Indices, Commodities, Crypto, and Stock markets. 🚨 Important Note: For educational & analytical purposes only.
Penunjuk Pine Script®
oleh TradeTechanalysis
10
Waldo Momentum Cloud Bollinger Bands (WMCBB) Title: Waldo Momentum Cloud Bollinger Bands (WMCBB) Description: Introducing the "Waldo Momentum Cloud Bollinger Bands (WMCBB)," an innovative trading tool crafted for those who aim to deepen their market analysis by merging two dynamic technical indicators: Dynamic RSI Bollinger Bands and the Waldo Cloud. What is this Indicator? WMCBB integrates the volatility-based traditional Bollinger Bands with a momentum-sensitive approach through the Relative Strength Index (RSI). Here’s how it works: Dynamic RSI Bollinger Bands: These bands dynamically adjust according to the RSI, which tracks the momentum of price movements. By scaling the RSI to align with price levels, we generate bands that not only reflect market volatility but also the underlying momentum, offering a refined view of overbought and oversold conditions. Waldo Cloud: This feature adds a layer of traditional Bollinger Bands, visualized as a 'cloud' on your chart. It employs standard Bollinger Band methodology but enhances it with additional moving average layers to better define market trends. The cloud's color changes dynamically based on various market conditions, providing visual signals for trend direction and potential trend reversals. Why Combine These Indicators? Combining Dynamic RSI Bollinger Bands with the Waldo Cloud in WMCBB aims to: Enhance Trend Identification: The Waldo Cloud's color-coded system aids in recognizing the overarching market trend, while the Dynamic RSI Bands give insights into momentum changes within that trend, offering a comprehensive view. Improve Volatility and Momentum Analysis: While traditional Bollinger Bands measure market volatility, integrating RSI adds a layer of momentum analysis, potentially leading to more accurate trading signals. Visual Clarity: The unified color scheme for both sets of bands, which changes according to RSI levels, moving average crossovers, and price positioning, simplifies the process of gauging market sentiment at a glance. Customization: Users have the option to toggle the visibility of moving averages (MA) through the settings, allowing for tailored analysis based on individual trading strategies. Usage: Utilize WMCBB to identify potential trend shifts by observing price interactions with the dynamic bands or changes in the Waldo Cloud's color. Watch for divergences between price movements and RSI to forecast potential market reversals or continuations. This combination shines in sideways markets where traditional indicators might fall short, as it provides additional context through RSI momentum analysis. Settings: Customize parameters for both the Dynamic RSI and Waldo Cloud Bollinger Bands, including the calculation source, standard deviation factors, and moving average lengths. WMCBB is perfect for traders seeking to enhance their market analysis through the synergy of momentum and volatility, all while maintaining visual simplicity. Trade with greater insight using the Waldo Momentum Cloud Bollinger Bands!
Penunjuk Pine Script®
oleh RSI_Trading_Concepts
2