Trending Indicator: Price % of Pivots# Price % of Pivots Indicator
## Overview
A trend-following indicator that measures current price position relative to recent pivot highs and lows as percentages, providing normalized trend analysis across all timeframes and instruments.
## Key Features
- **Real-time trend table** with live signal updates (Strong Bullish/Bearish, Leaning Bullish/Bearish, Neutral)
- **Dual percentage tracking**: Price % of high pivot and low pivot % of current price
- **Universal compatibility** - works on any timeframe and asset class
- **Faster than some other trend indicators** - catches trend changes earlier with less lag
## Trading Signals
- **Bullish bias**: When price % of high pivot > low pivot % of price
- **Bearish bias**: When low pivot % of price > price % of high pivot
- **Customizable thresholds** (default 99%) with alert system
- **Color-coded backgrounds** for immediate visual confirmation
## Configuration
- Adjustable pivot lookback period (5-100 bars)
- Customizable left/right bars for pivot confirmation
- Threshold settings from 50-110% with 0.5% increments
- Full color customization for all elements
## Advantages
- **Speed**: More responsive than traditional ATR-based indicators
- **Clarity**: Clean percentage-based display with professional info table
- **Alerts**: Multiple conditions for automated and manual trading
- **Versatility**: Effective for day trading, swing trading, and multi-timeframe analysis
Perfect for traders seeking a fast, reliable trend indicator that works consistently across all markets and timeframes.
Cari dalam skrip untuk "港股央企红利etf"
Pullback Candle (Bullish & Bearish, No EMA)🔍 Purpose
This indicator detects simple pullback reversal patterns based on price action and swing highs/lows — without any moving average or trend filters.
It highlights:
Bullish pullbacks (potential bounce/long setups)
Bearish pullbacks (potential rejection/short setups)
📈 Bullish Pullback Criteria
Three-bar pattern:
Bar 3: Highest close
Bar 2: Lower close
Bar 1: Even lower close
Current bar closes above previous bar (bullish reversal)
One of the last two candles is the lowest low of the past 6 bars (swing low)
📍 Result: A small green cross is plotted below the bar, and the bar is colored green.
📉 Bearish Pullback Criteria
Three-bar pattern:
Bar 3: Lowest close
Bar 2: Higher close
Bar 1: Even higher close
Current bar closes below previous bar (bearish reversal)
One of the last two candles is the highest high of the past 10 bars (swing high)
📍 Result: A small red cross is plotted above the bar, and the bar is colored red.
🔔 Alerts
One alert condition each for bullish and bearish pullback detection.
Can be used to trigger TradingView alerts.
🛠️ Customization
No inputs — fully automated logic
Clean, minimal, and fast
Can be extended with labels, alert sounds, or signals
Vix_Fix Enhanced MTF [Cometreon]The VIX Fix Enhanced is designed to detect market bottoms and spikes in volatility, helping traders anticipate major reversals with precision. Unlike standard VIX Fix tools, this version allows you to control the standard deviation logic, switch between chart styles, customize visual outputs, and set up advanced alerts — all with no repainting.
🧠 Logic and Calculation
This indicator is based on Larry Williams' VIX Fix and integrates features derived from community requests/advice, such as inverse VIX logic.
It calculates volatility spikes using a customizable standard deviation of the lows and compares it to a moving high to identify potential reversal points.
All moving average logic is based on Cometreon's proprietary library, ensuring accurate and optimized calculations on all 15 moving average types.
🔷 New Features and Improvements
🟩 Custom Visual Styles
Choose how you want your VIX data displayed:
Line
Step Line
Histogram
Area
Column
You can also flip the orientation (bottom-up or top-down), change the source ticker, and tailor the display to match your charting preferences.
🟩 Multi-MA Standard Deviation Calculation
Customize the standard deviation formula by selecting from 15 different moving averages:
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
WMA (Weighted Moving Average)
RMA (Smoothed Moving Average)
HMA (Hull Moving Average)
JMA (Jurik Moving Average)
DEMA (Double Exponential Moving Average)
TEMA (Triple Exponential Moving Average)
LSMA (Least Squares Moving Average)
VWMA (Volume-Weighted Moving Average)
SMMA (Smoothed Moving Average)
KAMA (Kaufman’s Adaptive Moving Average)
ALMA (Arnaud Legoux Moving Average)
FRAMA (Fractal Adaptive Moving Average)
VIDYA (Variable Index Dynamic Average)
This gives you fine control over how volatility is measured and allows tuning the sensitivity for different market conditions.
🟩 Full Control Over Percentile and Deviation Conditions
You can enable or disable lines for standard deviation and percentile conditions, and define whether you want to trigger on over or under levels — adapting the indicator to your exact logic and style.
🟩 Chart Type Selection
You're no longer limited to candlestick charts! Now you can use Vix_Fix with different chart formats, including:
Candlestick
Heikin Ashi
Renko
Kagi
Line Break
Point & Figure
🟩 Multi-Timeframe Compatibility Without Repainting
Use a different timeframe from your chart with confidence. Signals remain stable and do not repaint. Perfect for spotting long-term reversal setups on lower timeframes.
🟩 Alert System Ready
Configure alerts directly from the indicator’s panel when conditions for over/under signals are met. Stay informed without needing to monitor the chart constantly.
🔷 Technical Details and Customizable Inputs
This indicator includes full control over the logic and appearance:
1️⃣ Length Deviation High - Adjusts the lookback period used to calculate the high deviation level of the VIX logic. Shorter values make it more reactive; longer values smooth out the signal.
2️⃣ Ticker - Choose a different chart type for the calculation, including Heikin Ashi, Renko, Kagi, Line Break, and Point & Figure.
3️⃣ Style VIX - Change the visual style (Line, Histogram, Column, etc.), adjust line width, and optionally invert the display (bottom-to-top).
📌 Fill zones for deviation and percentile are active only in Line and Step Line modes
4️⃣ Use Standard Deviation Up / Down - Enable the overbought and oversold zone logic based on upper and lower standard deviation bands.
5️⃣ Different Type MA (for StdDev) - Choose from 15 different moving averages to define the calculation method for standard deviation (SMA, EMA, HMA, JMA, etc.), with dedicated parameters like Phase, Sigma, and Offset for optimized responsiveness.
6️⃣ BB Length & Multiplier - Adjust the period and multiplier for the standard deviation bands, similar to how Bollinger Bands work.
7️⃣ Show StdDev Up / Down Line - Enable or disable the visibility of upper and lower standard deviation boundaries.
8️⃣ Use Percentile & Length High - Activate the percentile-based logic to detect extreme values in historical volatility using a customizable lookback length.
9️⃣ Highest % / Lowest % - Set the high and low percentile thresholds (e.g., 85 for high, 99 for low) that will be used to trigger over/under signals.
🔟 Show High / Low Percentile Line - Toggle the visual display of the percentile boundaries directly on the chart for clearer signal reference.
1️⃣1️⃣ Ticker Settings – Customize parameters for special chart types such as Renko, Heikin Ashi, Kagi, Line Break, and Point & Figure, adjusting reversal, number of lines, ATR length, etc.
1️⃣2️⃣ Timeframe – Enables using SuperTrend on a higher timeframe.
1️⃣3️⃣ Wait for Timeframe Closes -
✅ Enabled – Displays Vix_Fix smoothly with interruptions.
❌ Disabled – Displays Vix_Fix smoothly without interruptions.
☄️ If you find this indicator useful, leave a Boost to support its development!
Every feedback helps to continuously improve the tool, offering an even more effective trading experience. Share your thoughts in the comments! 🚀🔥
BBS – Bond Breadth Signal"When bonds scream, breadth collapses, and fear spikes — BBS listens."
🧠 BBS – Bond Breadth Signal
A reversal timing tool built on macro conviction, not price noise.
The Bond Breadth Signal (BBS) was developed to identify major market inflection points by combining four key market stress indicators:
1) 10-Year Yield ROC – Measures sharp moves in the bond market
2) Z-Score of the 10Y – Captures statistical extremes
3) NSHF (Net Highs–Lows) – Signals internal market strength or weakness
4) TLT ROC + VIX – Confirmations of flight to safety and volatility-driven fear
When all conditions align, BBS marks either a For-Sure Buy or For-Sure Sell — these are rare, high-confidence signals designed to cut through noise and focus on true market dislocations.
🔧 Features:
-Background color and signal arrows on confirmation days
-Signals remain visually active for 3 days for added clarity
-Fully adjustable thresholds and alert toggles
-Plot panel for yield, TLT, NSHF, VIX, and Z-score visuals
This tool isn’t designed to fire every day. It’s meant to wait for those moments when the market truly bends — not just wiggles.
Best used on major indices (SPY, QQQ, IWM) to assess macro turning points.
System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter
Overview:
This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals.
How It Works:
1. Signal Initiation (e.g., 5-Minute Timeframe):
Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30).
Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe.
2. Signal Confirmation (15-Minute Timeframe):
Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars).
Long Confirmation:
The 15-minute Stochastic RSI %K must be greater than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40).
Short Confirmation:
The 15-minute Stochastic RSI %K must be less than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60).
3. Filters:
ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold.
Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading.
4. Entry and Exit Logic:
Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met.
Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script.
Key User-Adjustable Parameters:
Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing.
Signal Trigger & Confirmation:
5-minute %K trigger levels for long and short.
15-minute %K confirmation thresholds for long and short.
Wait window (in 5-minute bars) for 15-minute confirmation.
Filters:
Enable/disable and configure the Signal Cooldown filter (minimum bars between signals).
Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks).
Strategy Parameters:
Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks).
Recommendations for Users:
Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade.
Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions.
Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals.
Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable.
Disclaimer:
This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
atr stop loss for double SMA v6Strategy Name
atr stop loss for double SMA v6
Credit: This v6 update is based on Daveatt’s “BEST ATR Stop Multiple Strategy.”
Core Logic
Entry: Go long when the 15-period SMA crosses above the 45-period SMA; go short on the inverse cross.
Stop-Loss: On entry, compute ATR(14)×2.0 and set a fixed stop at entry ± that amount. Stop remains static until hit.
Trend Tracking: Uses barssince() to ensure only one active long or short position; stop is only active while that trend persists.
Visualization
Plots fast/slow SMA lines in teal/orange.
On each entry bar, displays a label showing “ATR value” and “ATR×multiple” positioned at the 30-bar low (long) or high (short).
Draws an “×” at the stop-price level in green (long) or red (short) while the position is open.
Execution Settings
Initial Capital: $100 000, Size = 100 shares per trade.
Commission: 0.075% per trade.
Pyramiding: 1.
Calculations: Only on bar close (no intra-bar ticks).
Usage Notes
Static ATR stop adapts to volatility but does not trail.
Ideal for trending, liquid markets (stocks, futures, FX).
Adjust SMA lengths or ATR multiple for faster/slower signals.
Directional Strength IndexThis indicator is designed to detect the dominant market direction and quantify its strength by aggregating signals across six key timeframes: 1H, 4H, 1D, 3D, 1W, and 1M.
At its core, it uses a SMEMA 'the Simple Moving Average of an EMA' as the main trend reference. This hybrid smoothing method was chosen for its balance: the EMA ensures responsiveness to recent price moves, while the SMA dampens short-term volatility. This makes the SMEMA more stable than a raw EMA and more reactive than a simple SMA, especially in noisy or volatile environments.
For each timeframe, a score between -10 and +10 is calculated. This score reflects:
- the distance of the price from the SMEMA, using ATR as a dynamic threshold
- the number of price deviations above or below the SMEMA
- the slope of the SMEMA, which adjusts the score based on momentum
These six timeframe scores are then combined into a single Global Score, using weighted averages. Three weighting profiles are available depending on your trading horizon:
- Long Term: emphasizes weekly and monthly data
- Swing Trading: gives balanced importance to all timeframes
- Short Term: prioritizes 1H and 4H action
This multi-timeframe aggregation makes the indicator adaptable to different styles while maintaining a consistent logic.
The result is displayed in a table on the chart, showing:
- the trend direction per timeframe (up, down or neutral)
- the strength score per timeframe
- the overall trend direction and strength based on the selected profile
Optional deviation bands based on ATR multiples are also plotted to provide visual context for overextensions relative to the SMEMA.
This indicator is non-repainting and built for objective, trend-based decision making.
HARSI PRO v2 - Advanced Adaptive Heikin-Ashi RSI OscillatorThis script is a fully re-engineered and enhanced version of the original Heikin-Ashi RSI Oscillator created by JayRogers. While it preserves the foundational concept and visual structure of the original indicatorusing Heikin-Ashi-style candles to represent RSI movementit introduces a range of institutional-grade engines and real-time analytics modules.
The core idea behind HARSI is to visualize the internal structure of RSI behavior using candle representations. This gives traders a clearer sense of trend continuity, exhaustion, and momentum inflection. In this upgraded version, the system is extended far beyond basic visualization into a comprehensive diagnostic and context-tracking tool.
Core Enhancements and Features
1. Heikin-Ashi RSI Candles
The base HARSI logic transforms RSI values into open, high, low, and close components, which are plotted as Heikin-Ashi-style candles. The open values are smoothed with a user-controlled bias setting, and the high/low are calculated from zero-centered RSI values.
2. Smoothed RSI Histogram and Plot
A secondary RSI plot and histogram are available for traditional RSI interpretation, optionally smoothed using a custom midpoint EMA process.
3. Dynamic Stochastic RSI Ribbon
The indicator optionally includes a smoothed Stochastic RSI ribbon with directional fill to highlight acceleration and reversal zones.
4. Real-Time Meta-State Engine
This engine determines the current market environmentneutral, breakout, or reversalbased on multiple adaptive conditions including volatility compression, momentum thrust, volume behavior, and composite reversal scoring.
5. Adaptive Overbought/Oversold Zone Engine
Instead of using fixed RSI thresholds, this engine dynamically adjusts OB/OS boundaries based on recent RSI range and normalized price volatility. This makes the OB/OS levels context-sensitive and more accurate across different instruments and regimes.
6. Composite Reversal Score Engine
A real-time score between 0 and 5 is generated using four components:
* OB/OS proximity (zone score)
* RSI slope behavior
* Volume state (burst or exhaustion)
* Trend continuation penalty based on position versus trend bias
This score allows for objective filtering of reversal zones and breakout traps.
7. Kalman Velocity Filter
A Kalman-style adaptive smoothing filter is applied to RSI for calculating velocity and acceleration. This allows for real-time detection of stalls and thrusts in RSI behavior.
8. Predictive Breakout Estimator
Uses ATR compression and RSI thrusting conditions to detect likely breakout environments. This logic contributes to the Meta-State Engine and the Breakout Risk dashboard metric.
9. Volume Acceleration Model
Real-time detection of volume bursts and fades based on VWMA baselines. Volume exhaustion warnings are used to qualify or disqualify reversals and breakouts.
10. Trend Bias and Regime Detection
Uses RSI slope, HARSI body impulse, and normalized ATR to classify the current trend state and directional bias. This forms the basis for filtering false reversals during strong trends.
11. Dashboard with Tooltips
A clean, table displays six key metrics in real time:
* Meta State
* Reversal Score
* Trend Bias
* Volume State
* Volatility Regime
* Breakout Risk
Each cell includes a descriptive tooltip explaining why the value is being shown based on internal state calculations.
How It Works Internally
* The system calculates a zero-centered RSI and builds candle structures using high, low, and smoothed open/close values.
* Volatility normalization is used throughout the script, including ATR-based thresholds and dynamic scaling of OB/OS zones.
* Momentum is filtered through smoothed slope calculations and HARSI body size measurements.
* Volume activity is compared against VWMA using configurable multipliers to detect institutional-level activity or exhaustion.
* Each regime detection module contributes to a centralized metaState classifier that determines whether the environment is conducive to reversal, breakout, or neutral action.
* All major signal and context values are continuously updated in a dashboard table with logic-driven color coding and tooltips.
Based On and Credits
This script is based on the original Heikin-Ashi RSI Oscillator by JayRogers . All visual elements from the original version, including candle plotting and color configurations, have been retained and extended. Significant backend enhancements were added by AresIQ for the 2025 release. The script remains open-source under the original attribution license. Credit to JayRogers is preserved and required for any derivative versions.
Advanced Petroleum Market Model (APMM)Advanced Petroleum Market Model (APMM): A Multi-Factor Fundamental Analysis Framework for Oil Market Assessment
## 1. Introduction
The petroleum market represents one of the most complex and globally significant commodity markets, characterized by intricate supply-demand dynamics, geopolitical influences, and substantial price volatility (Hamilton, 2009). Traditional fundamental analysis approaches often struggle to synthesize the multitude of relevant indicators into actionable insights due to data heterogeneity, temporal misalignment, and subjective weighting schemes (Baumeister & Kilian, 2016).
The Advanced Petroleum Market Model addresses these limitations through a systematic, quantitative approach that integrates 16 verified fundamental indicators across five critical market dimensions. The model builds upon established financial engineering principles while incorporating petroleum-specific market dynamics and adaptive learning mechanisms.
## 2. Theoretical Framework
### 2.1 Market Efficiency and Information Integration
The model operates under the assumption of semi-strong market efficiency, where fundamental information is gradually incorporated into prices with varying degrees of lag (Fama, 1970). The petroleum market's unique characteristics, including storage costs, transportation constraints, and geopolitical risk premiums, create opportunities for fundamental analysis to provide predictive value (Kilian, 2009).
### 2.2 Multi-Factor Asset Pricing Theory
Drawing from Ross's (1976) Arbitrage Pricing Theory, the model treats petroleum prices as driven by multiple systematic risk factors. The five-factor decomposition (Supply, Inventory, Demand, Trade, Sentiment) represents economically meaningful sources of systematic risk in petroleum markets (Chen et al., 1986).
## 3. Methodology
### 3.1 Data Sources and Quality Framework
The model integrates 16 fundamental indicators sourced from verified TradingView economic data feeds:
Supply Indicators:
- US Oil Production (ECONOMICS:USCOP)
- US Oil Rigs Count (ECONOMICS:USCOR)
- API Crude Runs (ECONOMICS:USACR)
Inventory Indicators:
- US Crude Stock Changes (ECONOMICS:USCOSC)
- Cushing Stocks (ECONOMICS:USCCOS)
- API Crude Stocks (ECONOMICS:USCSC)
- API Gasoline Stocks (ECONOMICS:USGS)
- API Distillate Stocks (ECONOMICS:USDS)
Demand Indicators:
- Refinery Crude Runs (ECONOMICS:USRCR)
- Gasoline Production (ECONOMICS:USGPRO)
- Distillate Production (ECONOMICS:USDFP)
- Industrial Production Index (FRED:INDPRO)
Trade Indicators:
- US Crude Imports (ECONOMICS:USCOI)
- US Oil Exports (ECONOMICS:USOE)
- API Crude Imports (ECONOMICS:USCI)
- Dollar Index (TVC:DXY)
Sentiment Indicators:
- Oil Volatility Index (CBOE:OVX)
### 3.2 Data Quality Monitoring System
Following best practices in quantitative finance (Lopez de Prado, 2018), the model implements comprehensive data quality monitoring:
Data Quality Score = Σ(Individual Indicator Validity) / Total Indicators
Where validity is determined by:
- Non-null data availability
- Positive value validation
- Temporal consistency checks
### 3.3 Statistical Normalization Framework
#### 3.3.1 Z-Score Normalization
The model employs robust Z-score normalization as established by Sharpe (1994) for cross-indicator comparability:
Z_i,t = (X_i,t - μ_i) / σ_i
Where:
- X_i,t = Raw value of indicator i at time t
- μ_i = Sample mean of indicator i
- σ_i = Sample standard deviation of indicator i
Z-scores are capped at ±3 to mitigate outlier influence (Tukey, 1977).
#### 3.3.2 Percentile Rank Transformation
For intuitive interpretation, Z-scores are converted to percentile ranks following the methodology of Conover (1999):
Percentile_Rank = (Number of values < current_value) / Total_observations × 100
### 3.4 Exponential Smoothing Framework
Signal smoothing employs exponential weighted moving averages (Brown, 1963) with adaptive alpha parameter:
S_t = α × X_t + (1-α) × S_{t-1}
Where α = 2/(N+1) and N represents the smoothing period.
### 3.5 Dynamic Threshold Optimization
The model implements adaptive thresholds using Bollinger Band methodology (Bollinger, 1992):
Dynamic_Threshold = μ ± (k × σ)
Where k is the threshold multiplier adjusted for market volatility regime.
### 3.6 Composite Score Calculation
The fundamental score integrates component scores through weighted averaging:
Fundamental_Score = Σ(w_i × Score_i × Quality_i)
Where:
- w_i = Normalized component weight
- Score_i = Component fundamental score
- Quality_i = Data quality adjustment factor
## 4. Implementation Architecture
### 4.1 Adaptive Parameter Framework
The model incorporates regime-specific adjustments based on market volatility:
Volatility_Regime = σ_price / μ_price × 100
High volatility regimes (>25%) trigger enhanced weighting for inventory and sentiment components, reflecting increased market sensitivity to supply disruptions and psychological factors.
### 4.2 Data Synchronization Protocol
Given varying publication frequencies (daily, weekly, monthly), the model employs forward-fill synchronization to maintain temporal alignment across all indicators.
### 4.3 Quality-Adjusted Scoring
Component scores are adjusted for data quality to prevent degraded inputs from contaminating the composite signal:
Adjusted_Score = Raw_Score × Quality_Factor + 50 × (1 - Quality_Factor)
This formulation ensures that poor-quality data reverts toward neutral (50) rather than contributing noise.
## 5. Usage Guidelines and Best Practices
### 5.1 Configuration Recommendations
For Short-term Analysis (1-4 weeks):
- Lookback Period: 26 weeks
- Smoothing Length: 3-5 periods
- Confidence Period: 13 weeks
- Increase inventory and sentiment weights
For Medium-term Analysis (1-3 months):
- Lookback Period: 52 weeks
- Smoothing Length: 5-8 periods
- Confidence Period: 26 weeks
- Balanced component weights
For Long-term Analysis (3+ months):
- Lookback Period: 104 weeks
- Smoothing Length: 8-12 periods
- Confidence Period: 52 weeks
- Increase supply and demand weights
### 5.2 Signal Interpretation Framework
Bullish Signals (Score > 70):
- Fundamental conditions favor price appreciation
- Consider long positions or reduced short exposure
- Monitor for trend confirmation across multiple timeframes
Bearish Signals (Score < 30):
- Fundamental conditions suggest price weakness
- Consider short positions or reduced long exposure
- Evaluate downside protection strategies
Neutral Range (30-70):
- Mixed fundamental environment
- Favor range-bound or volatility strategies
- Wait for clearer directional signals
### 5.3 Risk Management Considerations
1. Data Quality Monitoring: Continuously monitor the data quality dashboard. Scores below 75% warrant increased caution.
2. Regime Awareness: Adjust position sizing based on volatility regime indicators. High volatility periods require reduced exposure.
3. Correlation Analysis: Monitor correlation with crude oil prices to validate model effectiveness.
4. Fundamental-Technical Divergence: Pay attention when fundamental signals diverge from technical indicators, as this may signal regime changes.
### 5.4 Alert System Optimization
Configure alerts conservatively to avoid false signals:
- Set alert threshold at 75+ for high-confidence signals
- Enable data quality warnings to maintain system integrity
- Use trend reversal alerts for early regime change detection
## 6. Model Validation and Performance Metrics
### 6.1 Statistical Validation
The model's statistical robustness is ensured through:
- Out-of-sample testing protocols
- Rolling window validation
- Bootstrap confidence intervals
- Regime-specific performance analysis
### 6.2 Economic Validation
Fundamental accuracy is validated against:
- Energy Information Administration (EIA) official reports
- International Energy Agency (IEA) market assessments
- Commercial inventory data verification
## 7. Limitations and Considerations
### 7.1 Model Limitations
1. Data Dependency: Model performance is contingent on data availability and quality from external sources.
2. US Market Focus: Primary data sources are US-centric, potentially limiting global applicability.
3. Lag Effects: Some fundamental indicators exhibit publication lags that may delay signal generation.
4. Regime Shifts: Structural market changes may require model recalibration.
### 7.2 Market Environment Considerations
The model is optimized for normal market conditions. During extreme events (e.g., geopolitical crises, pandemics), additional qualitative factors should be considered alongside quantitative signals.
## References
Baumeister, C., & Kilian, L. (2016). Forty years of oil price fluctuations: Why the price of oil may still surprise us. *Journal of Economic Perspectives*, 30(1), 139-160.
Bollinger, J. (1992). *Bollinger on Bollinger Bands*. McGraw-Hill.
Brown, R. G. (1963). *Smoothing, Forecasting and Prediction of Discrete Time Series*. Prentice-Hall.
Chen, N. F., Roll, R., & Ross, S. A. (1986). Economic forces and the stock market. *Journal of Business*, 59(3), 383-403.
Conover, W. J. (1999). *Practical Nonparametric Statistics* (3rd ed.). John Wiley & Sons.
Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. *Journal of Finance*, 25(2), 383-417.
Hamilton, J. D. (2009). Understanding crude oil prices. *Energy Journal*, 30(2), 179-206.
Kilian, L. (2009). Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market. *American Economic Review*, 99(3), 1053-1069.
Lopez de Prado, M. (2018). *Advances in Financial Machine Learning*. John Wiley & Sons.
Ross, S. A. (1976). The arbitrage theory of capital asset pricing. *Journal of Economic Theory*, 13(3), 341-360.
Sharpe, W. F. (1994). The Sharpe ratio. *Journal of Portfolio Management*, 21(1), 49-58.
Tukey, J. W. (1977). *Exploratory Data Analysis*. Addison-Wesley.
Neural Adaptive VWAPNeural Adaptive VWAP with ML Features is an advanced trading indicator that enhances traditional Volume Weighted Average Price (VWAP) calculations through machine learning-inspired adaptive algorithms and predictive volume modeling.
🌟 Key Features:
🧠 Machine Learning-Inspired Adaptation
Dynamic weight adjustment system that learns from prediction errors
Multi-feature volume prediction using time-of-day patterns, price momentum, and volatility
Adaptive learning mechanism that improves accuracy over time
📊 Enhanced VWAP Calculation
Combines actual and predicted volume for forward-looking VWAP computation
Session-based reset with proper daily anchoring
Confidence bands based on rolling standard deviation for dynamic support/resistance
🎯 Advanced Signal Generation
Volume-confirmed crossover signals to reduce false entries
Color-coded candle visualization based on VWAP position
Multi-level strength indicators (strong/weak bullish/bearish zones)
⚙️ Intelligent Feature Engineering
Normalized volume analysis with statistical z-score
Time-series pattern recognition for intraday volume cycles
Price momentum and volatility integration
Sigmoid activation functions for realistic predictions
📈 How It Works:
The indicator employs a sophisticated feature engineering approach that extracts meaningful patterns from:
Volume Patterns: Normalized volume analysis and historical comparisons
Temporal Features: Time-of-day and minute-based cyclical patterns
Market Dynamics: Price momentum, volatility, and rate of change
Adaptive Learning: Error-based weight adjustment similar to neural network training
Unlike static VWAP indicators, this system continuously adapts its calculation methodology based on real-time market feedback, making it more responsive to changing market conditions while maintaining the reliability of traditional VWAP analysis.
🔧 Customizable Parameters:
VWAP Length (1-200 bars)
Volume Pattern Lookback (5-50 periods)
Learning Rate (0.001-0.1) for adaptation speed
Prediction Horizon (1-10 bars ahead)
Adaptation Period for weight updates
📊 Visual Elements:
Blue Line: Adaptive VWAP with predictive elements
Red/Green Bands: Dynamic confidence zones
Colored Candles: Position-based strength visualization
Signal Arrows: Volume-confirmed entry points
Info Table: Real-time performance metrics and weight distribution
🎯 Best Use Cases:
Intraday Trading: Enhanced execution timing with volume prediction
Institutional-Style Execution: Improved VWAP-based order placement
Trend Following: Adaptive trend identification with confidence zones
Support/Resistance Trading: Dynamic levels that adjust to market conditions
Liquidity Sweep Candlestick Pattern with MA Filter📌 Liquidity Sweep Candlestick Pattern with MA Filter
This custom indicator detects liquidity sweep candlestick patterns—price action events where the market briefly breaks a previous candle’s high or low to trap traders—paired with optional filters such as moving averages, color change candles, and strictness rules for better signal accuracy.
🔍 What is a Liquidity Sweep?
A liquidity sweep occurs when the price briefly breaks the high or low of a previous candle and then reverses direction. These events often occur around key support/resistance zones and are used by institutional traders to trap retail positions before moving the price in the intended direction.
🟢 Bullish Liquidity Sweep Criteria
The current candle is bullish (closes above its open).
The low of the current candle breaks the low of the previous candle.
The candle closes above the previous candle’s open.
Optionally, in Strict mode, it must also close above the previous candle’s high.
Optionally, it can be filtered to only show if the candle changed color from the previous one (e.g., red to green).
Can be filtered to only show when the price is above or below a moving average (if MA filter is enabled).
🔴 Bearish Liquidity Sweep Criteria
The current candle is bearish (closes below its open).
The high of the current candle breaks the high of the previous candle.
The candle closes below the previous candle’s open.
Optionally, in Strict mode, it must also close below the previous candle’s low.
Optionally, it can be filtered to only show if the candle changed color from the previous one (e.g., green to red).
Can be filtered to only show when the price is above or below a moving average (if MA filter is enabled).
⚙️ Features & Customization
✅ Signal Strictness
Choose between:
Less Strict (default): Basic wick break and close conditions.
Strict: Must close beyond the wick of the previous candle.
✅ Color Change Candles Only
Enable this to only show patterns when the candle color changes (e.g., from red to green or green to red). Helps filter fake-outs.
✅ Moving Average Filter (optional)
Supports several types of MAs: SMA, EMA, WMA, VWMA, RMA, HMA
Choose whether signals should only appear above or below the selected moving average.
✅ Custom Visuals
Show short (BS) or full (Bull Sweep / Bear Sweep) labels
Plot triangles or arrows to represent bullish and bearish sweeps
Customize label and shape colors
Optionally show/hide the moving average line
✅ Alerts
Includes alert options for:
Bullish sweep
Bearish sweep
Any sweep
📈 How to Use
Add the indicator to your chart.
Configure the strictness, color change, or MA filters based on your strategy.
Observe signals where price is likely to reverse after taking out liquidity.
Use with key support/resistance levels, order blocks, or volume zones for confluence.
⚠️ Note
This tool is for educational and strategy-building purposes. Always confirm signals with other indicators, context, and sound risk management.
QQQ Strategy v2 ESL | easy-peasy-x This is a strategy optimized for QQQ (and SPY) for the 1H timeframe. It significantly outperforms passive buy-and-hold approach. With settings adjustments, it can be used on various assets like stocks and cryptos and various timeframes, although the default out of the box settings favor QQQ 1H.
The strategy uses various triggers to take both long and short trades. These can be adjusted in settings. If you try a different asset, see what combination of triggers works best for you.
Some of the triggers employ LuxAlgo's Ultimate RSI - shoutout to him for great script, check it out here .
Other triggers are based on custom signed standard deviation - basically the idea is to trade Bollinger Bands expansions (long to the upside, short to the downside) and fade or stay out of contractions.
There are three key moving averages in the strategy - LONG MA, SHORT MA, BASIC MA. Long and Short MAs are guides to eyes on the chart and also act as possible trend filters (adjustable in settings). Basic MA acts as guide to eye and a possible trade trigger (adjustable in settings).
There are a few trend filters the strategy can use - moving average, signed standard deviation, ultimate RSI or none. The filters act as an additional condition on triggers, making the strategy take trades only if both triggers and trend filter allows. That way one can filter out trades with unfavorable risk/reward (for instance, don't long if price is under the MA200). Different trade filters can be used for long and short trades.
The strategy employs various stop loss types, the default of which is a trailing %-based stop loss type. ATR-based stop loss is also available. The default 1.5% trailing stop loss is suitable for leveraged trading.
Lastly, the strategy can trigger take profit orders if certain conditions are met, adjustable in settings. Also, it can hold onto winning trades and exit only after stop out (in which case, consecutive triggers to take other positions will be ignored until stop out).
Let me know if you like it and if you use it, what kind of tweaks would you like to see.
With kind regards,
easy-peasy-x
Delta Magnet Zone LiteDelta Magnet Zone Lite is exactly what it sounds like. It is areas where price cold potentially act as a magnet zone for price. Delta Magnet Zone Lite is a lightweight yet powerful visual tool that highlights potential liquidity traps and high-probability reversal zones based on volume spikes and wick imbalances. Designed for precision traders, this indicator visually marks key “magnet” zones where price may react, reverse, or consolidate due to prior aggressive buying or selling activity.
🔹 Core Logic:
Volume Spike Detection
Identifies candles with significantly higher volume than the moving average (customizable). These are likely areas of institutional interest or stop-hunt events.
Wick Ratio Analysis
Measures the size of the upper or lower wick relative to the total candle range. When combined with volume spikes, this helps detect:
Bullish Traps: Large lower wicks with strong buying volume
Bearish Traps: Large upper wicks with strong selling volume
Smart Zone Marking
When trap conditions are met, the script draws a semi-transparent colored box (green for bullish, red for bearish) that extends forward in time, highlighting a magnet zone—a price area likely to be retested or respected by future price action.
🛠 Customization Options:
Volume Spike Threshold
Adjust the multiplier for defining what qualifies as "high volume" relative to the average.
Wick Ratio Sensitivity
Fine-tune how extreme the wick size must be to qualify as a trap.
Zone Lifetime (Lookback)
Control how many bars each zone remains active on the chart.
Toggle Visibility
Turn bullish or bearish zones on/off independently for clean charting.
Ideal Use Cases:
Spotting hidden liquidity zones
Identifying exhaustion points in fast markets
Tracking institutional order imbalances
Enhancing confirmation for entry/exit signals
Whether you're trading intraday breakouts or swing-level reversals, Delta Magnet Zone Lite brings clarity to key reaction levels derived from raw price and volume behavior.
utilsLibrary "utils"
TODO: add library description here
method getType(this)
Namespace types: series int, simple int, input int, const int
Parameters:
this (int) : int 待检测对象
Returns: string 类型名称
method getType(this)
Namespace types: series float, simple float, input float, const float
Parameters:
this (float) : float 待检测对象
Returns: string 类型名称
method getType(this)
Namespace types: series color, simple color, input color, const color
Parameters:
this (color) : color 待检测对象
Returns: string 类型名称
method getType(this)
Namespace types: series string, simple string, input string, const string
Parameters:
this (string) : string 待检测对象
Returns: string 类型名称
method getType(this)
Namespace types: series bool, simple bool, input bool, const bool
Parameters:
this (bool) : bool 待检测对象
Returns: string 类型名称
Best EMA FinderThis script, Best EMA Finder, is based on the same original logic as the Best SMA Finder I published previously. Although it was not the initial goal of the project, several users asked for an EMA version, so here it is.
The script scans a wide range of Exponential Moving Average (EMA) lengths, from 10 to 500, and identifies the one that historically delivered the most robust performance on the current chart. The choice to stop at 500 is deliberate: beyond that point, EMA curves tend to flatten and converge, adding processing time without meaningful differences in signals or outcomes.
Each EMA is evaluated using a custom robustness score:
Profit Factor × log(Number of Trades) × sqrt(Win Rate)
Only EMA lengths that exceed a user-defined minimum number of trades are considered valid. Among these, the one with the highest robustness score is selected and displayed on the chart.
A table summarizes the results:
- Best EMA length
- Total number of trades
- Profit Factor
- Win Rate
- Robustness Score
You can adjust:
- Strategy type: Long Only or Buy & Sell
- Minimum number of trades required
- Table visibility
This script is designed for analysis and optimization only. It does not execute trades or handle position sizing. Only one open trade per direction is considered at a time.
NY Opening Range Breakout - MA StopCore Concept
This strategy trades breakouts from the New York opening range (9:30-9:45 AM NY time) on intraday timeframes, designed for scalping and day trading.
Setup Requirements
Timeframe: Works on any timeframe under 15 minutes (1m, 2m, 3m, 5m, 10m)
Session: New York market hours
Range Period: 9:30-9:45 AM NY time (15-minute opening range)
Entry Rules
Long Entries:
Wait for a candle to close above the opening range high
Enter long on the next candle (before 12:00 PM NY time)
Must be above moving average if using MA-based take profit
Short Entries:
Wait for a candle to close below the opening range low
Enter short on the next candle (before 12:00 PM NY time)
Must be below moving average if using MA-based take profit
Risk Management
Stop Loss:
Long trades: Opening range low
Short trades: Opening range high
Take Profit Options:
Fixed Risk Reward: 1.5x the range size (customizable ratio)
Moving Average: Exit when price crosses back through MA
Both: Whichever comes first
Key Features
Trade Direction Options:
Long Only
Short Only
Both directions
Moving Average Filter:
Prevents entries that would immediately hit stop loss
Uses EMA/SMA/WMA/VWMA with customizable length
Acts as dynamic support/resistance
Time Restrictions:
No entries after 12:00 PM NY time (customizable cutoff)
One trade per direction per day
Daily reset of all variables
Visual Elements
Red/green lines showing opening range
Purple line for moving average
Entry and breakout signals with shapes
Take profit and stop loss levels plotted
Information table with current status
Strategy Logic Flow
Morning: Capture 9:30-9:45 range high/low
Wait: Monitor for breakout (previous candle close outside range)
Filter: Check MA condition if using MA-based exits
Enter: Trade on next candle after breakout
Manage: Exit at fixed TP, MA cross, or stop loss
Reset: Start fresh next trading day
This is a momentum-based breakout strategy that capitalizes on early market volatility while using the opening range as natural support/resistance levels.
TrueTrend MaxRThe TrueTrend MaxR indicator is designed to identify the most consistent exponential price trend over extended periods. It uses statistical analysis on log-transformed prices to find the trendline that best fits historical price action, and highlights the most frequently tested or traded level within that trend channel.
For optimal results, especially on high timeframes such as weekly or monthly, it is recommended to use this indicator on charts set to logarithmic scale. This ensures proper visual alignment with the exponential nature of long-term price movements.
How it works
The indicator tests 50 different lookback periods, ranging from 300 to 1280 bars. For each period, it:
- Applies a linear regression on the natural logarithm of the price
- Computes the slope and intercept of the trendline
- Calculates the unbiased standard deviation from the regression line
- Measures the correlation strength using Pearson's R coefficient
The period with the highest Pearson R value is selected, meaning the trendline drawn corresponds to the log-scale trend with the best statistical fit.
Trendline and deviation bands
Once the optimal period is identified, the indicator plots:
- A main log-scale trendline
- Upper and lower bands, based on a user-defined multiple of the standard deviation
These bands help visualize how far price deviates from its core trend, and define the range of typical fluctuations.
Point of Control (POC)
Inside the trend channel, the space between upper and lower bands is divided into 15 logarithmic levels. The script evaluates how often price has interacted with each level, using one of two selectable methods:
- Touches: Counts the number of candles crossing each level
- Volume: Weighs each touch by the traded volume at that candle
The level with the highest cumulative interaction is considered the dynamic Point of Control (POC), and is plotted as a line.
Annualized performance and confidence display
When used on daily or weekly timeframes, the script also calculates the annualized return (CAGR) based on the detected trend, and displays:
- A performance estimate in percentage terms
- A textual label describing the confidence level based on the Pearson R value
Why this indicator is useful
- Automatically detects the most statistically consistent exponential trendline
- Designed for log-scale analysis, suited to long-term investment charts
- Highlights key price levels frequently visited or traded within the trend
- Provides objective, data-based trend and volatility insights
- Displays annualized growth rate and correlation strength for quick evaluation
Notes
- All calculations are performed only on the last bar
- No future data is used, and the script does not repaint
- Works on any instrument or timeframe, with optimal use on higher timeframes and logarithmic scaling
Hull MA Channel with Filtered CrossoversI've created an indicator that let's you create a HMA channel with 2 displaced HMA (A/B). As well as a HMA crossover set (C/D).
Here's how it works:
The HMA crossovers from C and D will not signal unless they are outside of the channel of A and B. As a matter of fact, NO buy signal whatsoever will occur above the channel and NO sell signal will occur below the channel.
The crossover HMA pair (C/D) can have their lengths adjusted to the 0.00 decimal point for VERY fine tuning of the crossovers.
(edit-it doesn't fine tune to the .00. This must not be a feature that is able to be utilized. I tried) The length adjustment still works to the nearest whole number. The .00 are mute :(
In keeping with that same logic, you can adjust the displacement of the channel independently to the 0.00 decimal, again for VERY fine tuning.
This is great for reversals while eliminating noise from false signals, keeping the chart nice and clean. Should be used in combination with other indicators for the best confirmations.
EMA 9/21 Cross + Volume FilterThis indicator plots fast (9-period) and slow (21-period) EMAs and highlights bullish or bearish crossovers only when volume exceeds its 20-period average, filtering out low-participation whipsaws. It places “UP”/“DN” triangles on qualifying crosses and includes built-in alertcondition() triggers plus a single alert() call, so one “Any alert() function call” alert delivers real-time push, e-mail, or webhook notifications. Adjustable inputs: EMA lengths, volume-SMA length, and a toggle to show/hide signal labels. Ideal for trend-following scalps or swing entries on any timeframe and ticker.
5 DMA (Close Above) Buy5 DMA (Close Above) Buy
This indicator identifies momentum-based breakout signals when a green candle closes above the 5-day Simple Moving Average (5DMA) for the first time after price was previously below it.
🔹 Signal Logic:
The script plots a green arrow below the candle when a bullish candle (close > open) closes above the 5DMA
Signals are only shown once per trend leg
The signal resets only after price closes back below the 5DMA
🔔 Built-in Alerts:
Use the included alert condition: "Buy Alert" to be notified in real time whenever a valid signal occurs.
This tool is ideal for traders seeking simple price-action confirmations to catch early trend continuation after pullbacks.
1A Monthly P&L Table - Using Library1A Monthly P&L Table: Track Your Performance Month-by-Month
Overview:
The 1A Monthly P&L Table is a straightforward yet powerful indicator designed to give you an immediate overview of your asset's (or strategy's) percentage performance on a monthly basis. Displayed conveniently in the bottom-right corner of your chart, this tool helps you quickly assess historical gains and losses, making it easier to analyze trends in performance over time.
Key Features:
Monthly Performance at a Glance: Clearly see the percentage change for each past month.
Cumulative P&L: A running total of the displayed monthly P&L is provided, giving you a quick sum of performance over the selected period.
Customizable Display:
Months to Display: Choose how many past months you want to see in the table (from 1 to 60 months).
Text Size: Adjust the text size (Tiny, Small, Normal, Large, Huge) to fit your viewing preferences.
Text Color: Customize the color of the text for better visibility against your chart background.
Intraday & Daily Compatibility: The table is optimized to display on daily and intraday timeframes, ensuring it's relevant for various trading styles. (Note: For very long-term analysis on weekly/monthly charts, you might consider other tools, as this focuses on granular monthly P&L.)
How It Works:
The indicator calculates the percentage change from the close of the previous month to the close of the current month. For the very first month displayed, it calculates the P&L from the opening price of the chart's first bar to the close of that month. This data is then neatly organized into a table, updated on the last bar of the day or session.
Ideal For:
Traders and investors who want a quick, visual summary of monthly performance.
Analyzing seasonal trends or consistent periods of profitability/drawdown.
Supplementing backtesting results with a clear month-by-month breakdown.
Settings:
Text Color: Changes the color of all text within the table.
Text Size: Controls the font size of the table content.
Months to Display: Determines the number of recent months included in the table.
Leslie's EMA Ribbon: 5/9/21 + VWAPEMA + VWAP Crossover Indicator with Alerts
This script blends three Exponential Moving Averages (5, 9, 21) with VWAP to identify momentum shifts and volume-confirmed trend signals. It’s optimized for the Daily timeframe, but also adaptable to shorter-term trading.
🔍 Why this combination?
EMAs provide fast and reliable trend signals:
- 5/9 EMA crossover → short-term shifts (more frequent)
- 9/21 EMA crossover → swing confirmation (less noise)
- VWAP adds volume context used by institutions for fair value tracking.
- 9EMA crossing VWAP confirms price action supported by volume.
Together, these tools offer a multi-layered view of market momentum — combining speed, confirmation, and conviction.
⚙️ Features:
Clean plots with dynamic labels on latest bar
Adjustable line weights for clarity
Alerts included for all crossovers:
- 5EMA / 9EMA
- 9EMA / 21EMA
- 9EMA / VWAP
✅ How to Use:
- Best on the Daily timeframe
- Use 5/9 as early signals, 9/21 for trend filtering, and 9/VWAP for volume-backed setups
- Turn on alerts to stay informed of key shifts without staring at charts
