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[CT] Smart Supertrend Smart Supertrend is an overlay trend and context indicator that combines three different ideas into one visual: a dynamic “cloud” that adapts to market cycle speed, a pivot-point anchored trailing line that behaves like a smarter Supertrend, and an ADX strength filter that helps separate real trends from noisy sideways movement. It is designed to keep you aligned with the dominant direction while giving you a clean framework for entries, pullbacks, and exits. The “cloud” is the heart of the script’s regime read. Internally, it builds an adaptive smoothing engine that reacts to how efficiently the price is moving. When the price is moving in a clean, directional way, the cloud becomes more responsive. When the price is choppy and overlapping, the cloud becomes slower and steadier. The cloud itself is drawn as two lines, Cloud A and Cloud B, and the filled area between them. When the adaptive KAMA slope is rising, the cloud is treated as bullish and uses your Up color. When it is falling, the cloud is treated as bearish and uses your Down color. This creates a quick visual of whether the market is behaving like an uptrend regime or a downtrend regime without relying on one fixed moving average length that can be too fast in chop or too slow in trend. The PP line is the trade management spine. It is built from pivot logic that detects meaningful swing highs and swing lows using your PP Period. Those pivots are blended into a centerline, and then an ATR band is applied around that center using your ATR Period and ATR Factor. That band is turned into a trailing line that “ratchets” in the direction of the current trend. When the price is above the trailing logic, the script considers the trend state to be long. When the price is below, it considers the trend state to be short. The reason this feels different from a basic Supertrend is that the anchor comes from pivots and smoothing rather than only a direct ATR band around price, so it tends to track structure more naturally and reduce some of the fast flipping you see in choppy sections. The ADX filter is the quality control layer. It computes plus DI, minus DI, and ADX over your ADX Length, and then checks whether ADX is above your threshold. When ADX is above the threshold, it suggests the market is trending enough for trend signals to matter. When ADX is below the threshold, the script is telling you the environment is more sideways, which is where most trend systems get chopped up. In the original logic, the “best” conditions occur when the cloud direction agrees with the DI direction, and ADX is strong, because that means direction and strength are aligned. How you trade it starts with using the cloud as your directional bias. When the cloud is bullish, you prioritize longs and you treat shorts as lower quality or countertrend. When the cloud is bearish, you prioritize shorts and you treat longs as lower quality. Next, you use the PP line as the “line in the sand” for trend state and risk placement. In a bullish environment, price holding above the PP line is your confirmation that the structure-anchored trailing level is supporting the move. In a bearish environment, price holding below the PP line is your confirmation that the trailing level is capping rallies. A clean, practical entry approach is to wait for agreement between the cloud and the PP line, then take pullbacks into that framework. For long trades, the highest quality setups occur when the cloud is bullish, the PP line is below price, and ADX is above the threshold with plus DI leading minus DI. In that state, you can look for pullbacks that dip toward the PP line or into the cloud region and then reject back upward, because you’re buying a retracement inside a confirmed trend regime rather than chasing extension. For short trades, the mirror applies: the cloud is bearish, the PP line is above price, ADX is above the threshold with minus DI leading, and you sell rallies back into the PP line or cloud that fail and rotate down. Stops and exits can be built around the PP line because it is already an ATR-based trailing structure level. For a long, a conservative stop is placed just below the PP line with a buffer related to ATR, because if price closes and holds below that line you are likely seeing a trend condition break. For a short, the stop goes just above the PP line with a similar buffer. For profit taking, many traders scale out when price stretches far away from the PP line or when the cloud begins to lose slope and compress, because that often signals trend momentum is slowing. Another simple exit rule is to reduce or close when the PP line flips trend state against your position, or when the ADX falls back under the threshold after a run, because that frequently marks a transition into consolidation where trailing systems can give back gains. If you enable signals in versions that plot them, the logic is meant to highlight moments when the PP line flips trend and the cloud is not contradicting that flip, then further filters those into “higher quality” conditions when cloud direction and ADX trend strength agree. In practice, you should still treat signals as prompts, not automatic trades. The best results come from using the signal as a timing cue while you still enforce the bigger rule of alignment: cloud direction, PP line trend state, and ADX strength all pointing the same way, with entries taken on pullbacks rather than on late breakout candles. Finally, be aware that all adaptive smoothing systems will look different across markets and timeframes, so the main tuning knobs are your Cloud Length, PP Period, ATR Factor, and ADX Threshold. If you want fewer flips and more “position trading” behavior, increase the ATR Factor and consider a higher ADX threshold. If you want earlier entries and more sensitivity, lower ATR Factor and lower the threshold, but expect more chop. The indicator is at its best when you treat it as a regime and structure tool: let the cloud tell you the side, let the PP line define where you are wrong, and let ADX decide whether it’s a trend day or a chop day before you commit size.
Penunjuk Pine Script®
oleh ChaosTrader63
[CT] Highest/Lowest Close Midline Candle ColorThis indicator looks back a user defined number of bars, the default is 14, and finds the highest closing price and the lowest closing price in that lookback window. Those two values form a rolling closing range. The script then calculates a midpoint of that range by averaging the highest close and the lowest close. That midpoint is plotted as “o”, and it acts like a simple, adaptive balance line for where the market is trading within its recent closing range. On every bar, the candle color is driven by where the current close finishes relative to that midpoint. When price closes above the midpoint, the script colors the candle green, which tells you that the close is occurring in the upper half of the most recent closing range. When price closes below the midpoint, the candle is colored red, which tells you the close is occurring in the lower half of the most recent closing range. If the close lands exactly on the midpoint, the script leaves the bar uncolored, which is a quick way to spot “neutral” closes that are sitting right at the balance point. On the chart you will see three plots. The “hi” line is the highest close over the lookback period, so it behaves like a dynamic ceiling for closes. The “lo” line is the lowest close over the lookback period, so it behaves like a dynamic floor for closes. The “o” line is the midpoint between those two, and it will move up when the rolling highest and lowest closes lift, and it will move down when they fall. Because all three are based on closing prices instead of highs and lows, they reflect where the market is actually accepting value at the end of each bar rather than momentary wicks. In practical use, the midpoint line is your decision line and the candle colors are your bias filter. A sequence of green candles means closes are consistently happening above the midpoint, which implies bullish control of the recent closing range and can be used as a confirmation to favor long setups, trend continuation trades, or pullbacks that hold above the midpoint. A sequence of red candles means closes are consistently happening below the midpoint, which implies bearish control of the recent closing range and can be used to favor short setups or bearish continuation until price can reclaim the midpoint. When candles flip color around the midpoint repeatedly, that is a visual cue that the market is rotating and the midpoint is acting like a balance area rather than support or resistance, which often aligns with consolidation or choppier conditions. The “hi” and “lo” lines can be treated as context levels. If price is closing above the midpoint and pressing toward the “hi” line, you are seeing strength within the closing range and the prior highest close becomes the next level where continuation may stall or break. If price is closing below the midpoint and pressing toward the “lo” line, you are seeing weakness within the closing range and the prior lowest close becomes the next level where continuation may pause or accelerate through. Breaks beyond the “hi” or “lo” line indicate that the rolling closing range is expanding, which can coincide with trend continuation or a breakout from a prior range. This tool is simple by design and is best used as a directional filter and a structure guide rather than a standalone entry system. It does not repaint past bars because it only uses completed historical closes within the selected lookback window, and it updates normally as each new bar closes. You can increase the period to smooth it for higher time frames or more stable trends, and decrease it to make it more sensitive for faster markets or scalping, with the tradeoff that shorter periods will flip colors more often in chop.
Penunjuk Pine Script®
oleh ChaosTrader63
Laguerre Timeframe OscillatorLaguerre Timeframe Breadth Oscillator Multi-timeframe × multi-gamma Laguerre breadth model ──────────────────────── Usage Notes ──────────────────────── • This is a regime & consensus indicator, not a trigger • Best used for trend validation and risk filtering • Extreme values tend to persist during strong regimes This indicator answers a single question: “Out of 198 independent Laguerre filters, how many are currently rising?” ──────────────────────── Concept ──────────────────────── Using Laguerre polynomials, we aggregate price behavior across: • 11 explicit timeframes (1-minute → 1-day) • 18 gamma responsiveness levels (0.10 → 0.95) This produces 198 independent Laguerre curves. The final oscillator is NOT price. It represents a directional consensus across timescales and smoothing sensitivities. ──────────────────────── Laguerre Filter Mathematics ──────────────────────── For each Laguerre line i: L0ᵢ(t) = (1 − γᵢ) · x(t) + γᵢ · L0ᵢ(t−1) L1ᵢ(t) = −γᵢ · L0ᵢ(t) + L0ᵢ(t−1) + γᵢ · L1ᵢ(t−1) L2ᵢ(t) = −γᵢ · L1ᵢ(t) + L1ᵢ(t−1) + γᵢ · L2ᵢ(t−1) L3ᵢ(t) = −γᵢ · L2ᵢ(t) + L2ᵢ(t−1) + γᵢ · L3ᵢ(t−1) Smoothed output: Yᵢ(t) = ( L0ᵢ + 2·L1ᵢ + 2·L2ᵢ + L3ᵢ ) / 6 This weighted sum smooths noise while preserving phase better than a traditional EMA. ──────────────────────── Gamma Responsiveness ──────────────────────── Gamma controls responsiveness vs stability: 0.10 — Very fast, noisy 0.40 — Momentum-sensitive 0.70 — Trend-stable 0.95 — Very slow, structural Each timeframe is evaluated across all gamma levels. ──────────────────────── Timeframes Used (11) ──────────────────────── Minutes: 1, 3, 5, 10, 15, 30, 45 Hours: 1, 2, 4 Days: 1 ──────────────────────── Direction Test ──────────────────────── Each Laguerre line votes “up” or “down”: Iᵢ(t) = 1 if Yᵢ(t) > Yᵢ(t−1) Iᵢ(t) = 0 otherwise ──────────────────────── Breadth Calculation ──────────────────────── greenCount(t) = I₁(t) + I₂(t) + I₃(t) + … + I₁₉₈(t) Total number of rising Laguerre filters. ──────────────────────── Centered Breadth Oscillator ──────────────────────── oscRaw(t) = greenCount(t) − 99 (99 = half of 198; zero represents balanced breadth) ──────────────────────── Smoothing & Amplification ──────────────────────── EMA smoothing: oscSmooth(t) = EMA₁₀₀(oscRaw) Extreme emphasis: oscExtreme(t) = 2 · oscSmooth(t) ──────────────────────── Clamped Final Output ──────────────────────── osc(t) = max( −99 , min( 99 , oscExtreme(t) ) ) Range: • −99 → all filters falling • 0 → mixed / neutral • +99 → all filters rising ──────────────────────── Optional Probabilistic Interpretation ──────────────────────── p(t) = greenCount(t) / 198 Interpretable as the probability of upward directional alignment. Reach out on Discord if you need further guidance. - Coño Vista
Penunjuk Pine Script®
oleh Jysun
Smart Divergence Scanner═══════════════════════════════════════════════════════════════════════════════ DivScan Pro - User Guide ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW ──────────────────────────────────────────────────────────────────────────────── DivScan Pro is a multi-indicator divergence scanner that detects potential reversal points by analyzing 10+ technical indicators simultaneously. Optimized for 5m and 15m timeframes. SIGNAL ICONS ──────────────────────────────────────────────────────────────────────────────── ▲ Green Triangle (Below Bar) = BUY Signal Strong bullish divergence confirmed by volume + RSI oversold ▼ Red Triangle (Above Bar) = SELL Signal Strong bearish divergence confirmed by volume + RSI overbought ▲ Faded Green Triangle = Weak BUY Bullish divergence detected but filters not fully met ▼ Faded Red Triangle = Weak SELL Bearish divergence detected but filters not fully met H Red "H" Label = Pivot High Point L Green "L" Label = Pivot Low Point DIVERGENCE LABELS ──────────────────────────────────────────────────────────────────────────────── ┌─────────┐ │ MC │ Aqua Box (Bottom) = Bullish Divergence │ RS │ Shows which indicators detected divergence │ 3 │ Number = total indicator count └─────────┘ ┌─────────┐ │ MC │ Purple Box (Top) = Bearish Divergence │ VW │ Shows which indicators detected divergence │ MF │ Number = total indicator count │ 3 │ └─────────┘ INDICATOR ABBREVIATIONS ──────────────────────────────────────────────────────────────────────────────── MC = MACD Line MH = MACD Histogram RS = RSI (Relative Strength Index) ST = Stochastic CC = CCI (Commodity Channel Index) MO = Momentum OB = OBV (On Balance Volume) VW = VWMACD (Volume Weighted MACD) CF = CMF (Chaikin Money Flow) MF = MFI (Money Flow Index) EX = External Indicator DIVERGENCE LINES ──────────────────────────────────────────────────────────────────────────────── ─────── Solid Aqua Line = Bullish Regular Divergence Price: Lower Low | Indicator: Higher Low Suggests: Potential upward reversal ─────── Solid Purple Line = Bearish Regular Divergence Price: Higher High | Indicator: Lower High Suggests: Potential downward reversal - - - - Dashed Lime Line = Bullish Hidden Divergence Price: Higher Low | Indicator: Lower Low Suggests: Trend continuation (uptrend) - - - - Dashed Red Line = Bearish Hidden Divergence Price: Lower High | Indicator: Higher High Suggests: Trend continuation (downtrend) HOW TO USE ──────────────────────────────────────────────────────────────────────────────── 1. WAIT FOR STRONG SIGNALS Look for solid ▲ or ▼ triangles (not faded) These have volume + RSI confirmation 2. CHECK CONFLUENCE More indicators = stronger signal Label shows "3" or higher = high confidence 3. CONFIRM WITH PRICE ACTION Wait for candle confirmation after signal Look for support/resistance levels 4. RECOMMENDED SETTINGS FOR SCALPING (5m/15m) • Pivot Period: 3 • Min Confirmations: 2 • Max Lookback: 50 • Wait Confirmation: ON SETTINGS QUICK REFERENCE ──────────────────────────────────────────────────────────────────────────────── MAIN Pivot Period How many bars to identify pivot (lower = more signals) Pivot Source Close or High/Low for pivot detection Divergence Type Regular, Hidden, or Both Max Pivots Maximum pivot points to scan Max Lookback Maximum bars to look back Min Confirmations Minimum indicators required (higher = fewer but stronger) Wait Confirmation Wait for bar close before signal DISPLAY Labels Full (MC), Abbrev (M), or None Show Count Display number of confirming indicators Show Lines Draw divergence lines on chart Show Pivots Mark H/L pivot points Last Only Show only most recent divergence Show MA 50/200 Display moving averages INDICATORS Toggle each indicator ON/OFF for divergence scanning ALERTS ──────────────────────────────────────────────────────────────────────────────── Available alerts in TradingView: • Bullish Regular Divergence • Bearish Regular Divergence • Bullish Hidden Divergence • Bearish Hidden Divergence • Any Bullish Divergence • Any Bearish Divergence TIPS ──────────────────────────────────────────────────────────────────────────────── ✓ Higher "Min Confirmations" = fewer signals but higher accuracy ✓ Use with support/resistance levels for best entries ✓ Strong signals (solid triangles) have better win rate ✓ Multiple indicator confluence (3+) = highest probability trades ✓ Always use stop loss - divergence can fail ═══════════════════════════════════════════════════════════════════════════════ DivScan Pro v1.0 ═══════════════════════════════════════════════════════════════════════════════
Penunjuk Pine Script®
oleh A1TradingHub
Quantum X StrategyQuantum X Strategy — Expanded Description Quantum X Strategy is a carefully structured market-participation framework, designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions. Unlike reactive or single-indicator systems, this strategy evaluates the overall market context to ensure participation only occurs under conditions that have a higher probability of meaningful directional movement. Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over frequency of trades. Structural Design The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior: Directional Alignment: The system monitors multiple market behaviors to determine whether they collectively indicate bullish or bearish intent. Weighted Contribution: Each contributing factor is scored independently, and trades are considered only when the combined state reaches a meaningful threshold. Quality Filtering: The model filters out low-quality setups, minimizing the chance of entering trades in ambiguous or volatile conditions without sufficient confirmation. This design ensures that no single signal can trigger a trade independently, maintaining structural discipline and consistency in execution. Trade Dynamics Trade Activation: Trades are executed only when the internal alignment reaches a significant level of directional agreement. Sporadic or incomplete signals are ignored, ensuring that only setups with sufficient conviction are considered. Trade Closure: Positions are closed when the internal momentum alignment deteriorates or when a reversal in trend bias is detected. This dynamic exit approach prevents unnecessary exposure during weak market conditions. Market Inactivity: The system remains passive during periods of indecision, low volatility, or ambiguous market behavior. By staying inactive during such phases, the strategy reduces risk and avoids overtrading. Backtesting Context The strategy’s execution is restricted to post-2025 market data, ensuring that its performance reflects recent structural patterns and volatility behavior. Older market regimes, which may not be representative of current conditions, are intentionally excluded from analysis. This approach provides a realistic and relevant evaluation of the strategy’s effectiveness in today’s market environment. Intended Use Instrument: MIDCAPNIFTY Timeframe: 15-Minute Application: Suitable for intraday trading and short-term directional observation Risk Management: Designed to be used in conjunction with independent position sizing, stop-loss, and capital allocation discipline This system is most effective when traders maintain strict adherence to its entry and exit signals, avoiding discretionary overrides that could compromise the model’s integrity. Intellectual Property Notice The internal scoring methodology, alignment logic, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy. The design prevents direct replication while still allowing traders and moderators to understand the conceptual framework behind its decisions. Disclaimer This strategy is provided strictly for educational, research, and backtesting purposes only. Market conditions evolve, and past performance does not guarantee future results. Traders are responsible for forward-testing and applying their own capital, risk, and position-sizing controls before implementing any live trades. 🔹 Moderator-Friendly Expanded Summary Instrument & Timeframe: MIDCAPNIFTY, 15-Minute Start Date: January 2025 onward Position Size: 1 lot / fixed quantity Initial Capital: ₹100,000 Commission & Slippage: 0.01% commission, 2-point slippage Trade Logic: Internal alignment model evaluating multiple independent market behaviors Trade Activation: Trades executed only when internal directional consensus reaches a significant threshold Trade Closure: Positions closed when alignment weakens or trend bias shifts Market Inactivity: System remains inactive during ambiguous, low-information, or low-volatility periods Risk Management: Users are encouraged to define stop-loss, capital allocation, and position-sizing according to personal risk tolerance IP Justification: Internal scoring, alignment logic, and thresholds are abstracted to maintain strategy originality Purpose: Strictly educational, research, and demonstration use only
Strategi Pine Script®
oleh AlgoVisionX
Participation Engine Pro v1 Participation Engine — Market Participation & Risk Context Participation Engine is a context-driven market indicator designed to measure participation quality, efficiency, and commitment — independent of direction or trade setups. Instead of generating buy/sell signals, this tool focuses on a more structural question: “How well is the market currently participating — and where do early signs of stress, exhaustion, or distribution appear?” What the Indicator Analyzes Participation Engine combines three internal dimensions: Activity — How much effort and energy is currently present in the market Efficiency — How much meaningful progress results from that effort Commitment — How stable and sustainable the movement appears These components are evaluated together to derive market participation states, visualized as soft, layered background zones. Market States DORM (Dormant) — Low participation, limited usable context ACC (Accumulating) — Increasing activity, early buildup phase ENG (Engaged) — High participation and efficiency, active market EXH (Exhausting) — High effort with declining efficiency (warning) DIST (Distributing) — Structural weakness / elevated risk (warning) ⚠️ EXH and DIST are not trade signals. They represent contextual warnings, often occurring inside otherwise strong market phases. Visual Design & UX Soft, multi-layered state shading for instant context Smooth transitions between market states (no abrupt color changes) Warning heat overlays for EXH / DIST, even within active states Pane-below design to keep the price chart clean Optional candle tinting to align chart visuals with participation context The visual language is intentionally calm, supporting decision-making rather than driving impulsive action. How to Use Participation Engine Participation Engine is not a standalone signal generator. It is designed to function as a context layer, for example: Filtering existing entry/exit setups Assessing when to trade aggressively vs. defensively Supporting risk and trade management decisions Complementing structure, trend, range, or volatility tools Typical questions it helps answer: Is the market currently tradable or inactive? Is momentum still supported by participation? Are early signs of stress emerging beneath the surface? Customization Multiple sensitivity presets (Conservative / Balanced / Sensitive) Fully customizable colors and transparency Optional Activity / Efficiency / Commitment lines Adjustable warning intensity
Penunjuk Pine Script®
oleh Methodra
XAU PRO [EN]XAU PRO is a macro-driven dashboard for Gold (XAUUSD) designed to provide a clear, structured, and actionable macro context without adding clutter to the chart. It is a table-only indicator: no lines, no oscillators, no background painting, and no buy/sell arrows. Its purpose is to support decision-making, not to replace price action or execution strategies. The indicator analyzes Gold using a hybrid macro framework that combines interest rates (nominal and real), USD behavior, inflation expectations, liquidity conditions, volatility and market stress, and intermarket confirmation (Gold, Silver, and Miners). All of this information is consolidated into a single, easy-to-read panel. A key feature of XAU PRO is its hybrid timeframe logic. Macro data from FRED (such as real yields, inflation breakevens, and liquidity) is only available on Daily or higher timeframes. Market instruments like XAUUSD, DXY, VIX, and ETFs can be intraday. When an intraday calculation timeframe is selected (for example 15m, 1h, or 4h), the indicator automatically forces FRED series to Daily while keeping other symbols on the chosen timeframe. This avoids unsupported-resolution errors and ensures stable, consistent behavior. The table explicitly displays the calculation timeframe so the user always knows what is being used. The table is designed to answer practical trading questions. It shows the calculation timeframe, the current macro regime (such as Risk-Off, Inflation, Tightening, Liquidity-Up, or Neutral), and a clear permission state that tells whether trading conditions are favorable: LONG OK, SHORT OK, WAIT, AVOID, or BLOCKED. It also displays the macro bias direction, the adjusted macro score that reflects the strength of drivers, the confluence percentage that measures environment quality, a divergence filter between Gold and real yields, the relevance of correlation between Gold and 5-year real yields, and a filtered historical accuracy metric. Each row includes color-coded status, plain-English explanations, and directional arrows showing whether conditions are improving or deteriorating. XAU PRO is intended to be used as a professional workflow tool. Traders use higher-timeframe macro information to define context and risk conditions, then execute trades using their own price-based setups. The indicator does not tell you when to enter or exit; it tells you when trading makes sense and when it does not. The indicator is fully configurable. Users can choose whether calculations follow the chart timeframe or a custom timeframe, move the table to different screen positions, adjust fonts and colors, and enable or disable specific macro components such as VIX, MOVE, or GVZ. This is not a signal indicator. It does not repaint, does not rely on curve-fitting, and is designed for clarity, stability, and macro awareness. It is best suited for Gold traders who separate market context from execution and want a clean, professional macro dashboard directly on their chart.
Penunjuk Pine Script®
oleh ghfroede
[CT] D&W PPO + RBF + DivergenceThis indicator combines two separate ideas into one tool so you can read trend context from your price chart while timing momentum shifts from a clean oscillator panel. The first component is the Daily and Weekly Percentage Price Oscillator (D&W PPO), which measures the relationship between two EMA spreads that are intentionally built to reflect two “speeds” of market structure. The “weekly” leg is calculated as the percentage distance between a slower and faster EMA pair (L1 and L2), and the “daily” leg is calculated as the percentage distance between a shorter EMA pair (L3 and L4), but both are normalized by the same long EMA (e2) so the values behave like a percent-based oscillator rather than raw points. The script then combines those two legs by creating R = W + D, and it plots the histogram as R − W, which simplifies to D. That is not a mistake, it is the point of the design. By setting the baseline at “R equals W,” the zero line becomes a very intuitive threshold that tells you whether the shorter-term push is adding to the longer-term bias or subtracting from it. When the histogram is above zero, the daily component is supportive of the larger trend pressure, and when it is below zero, the daily component is opposing it. The histogram color is intentionally binary and stable, green when the histogram is at or above zero and red when it is below, so the panel reads like a momentum confirmation tool rather than a noisy oscillator that constantly shifts shades. The second component is the RBF Price Trail, which is drawn on the upper price chart even though the indicator itself lives in a lower panel. This line is not a moving average in the traditional sense. It is a Radial Basis Function kernel smoother that weights recent prices based on their similarity rather than only their recency. In plain terms, the kernel attempts to build a smoother “baseline” that adapts to the shape of price action, and then the script optionally wraps that baseline inside an ATR band and applies a Supertrend-like trailing clamp. When the ATR band is enabled, the line will not simply track the kernel value, it will trail price and hold its position until price forces it to ratchet. This behavior is what makes it useful as a structure-aligned trend line rather than just another smoothing curve. When the adaptive band boost is enabled, the band width is multiplied by a factor that grows when recent price change is large relative to a lookback normalization window. That means the trailing mechanism can adapt to fast markets by changing the effective band behavior, which helps reduce whipsaws in choppy conditions while still allowing the line to respond when volatility expands. The line color is determined by where price closes relative to the trail, bullish when price is above the trail and bearish when price is below it, and you can optionally color your actual chart candles from either the PPO state or the RBF state depending on what you want your eyes to follow. The settings are organized so you can control each module without changing how the core PPO trend logic behaves. The PPO settings L1, L2, L3, and L4 define the EMA lengths used to compute the weekly leg W and the daily leg D. Increasing these values makes the oscillator slower and smoother, while decreasing them makes it react faster to recent movement. “Show W line” is simply a visual aid, it plots the W line in the oscillator panel so you can see the longer-term component, but it does not change the histogram logic. “Histogram thickness” is purely visual and controls how thick the column bars are. The PPO colors are the two base colors used for the histogram state, green when the daily component is supportive and red when it is opposing. The RBF settings control what you see on the upper chart. “Show RBF on Price Chart” turns the trail line on or off. “Source” chooses which price series feeds the kernel, and close is usually the cleanest choice. “Kernel Length” determines how many bars the kernel uses; a larger value makes the baseline smoother and slower, and a smaller value makes it more reactive. “Gamma Adj” controls how quickly the kernel’s weights decay as price becomes dissimilar, so higher gamma tends to make the kernel react more sharply to changes while lower gamma produces a broader smoothing effect. “Use ATR Trail Band” is the switch that turns the kernel baseline into a trailing band line, and it is the reason the line can “hold” and then ratchet instead of moving continuously like a normal moving average. “ATR Length” and “ATR Factor” control the width of that band, and widening the band will generally reduce flips and noise at the cost of later signals. “Use Adaptive Band Boost” turns on the volatility normalization idea, “Boost Normalization Lookback” defines how far back the script looks to determine what counts as a large price change, and “Boost Multiplier” controls how strongly the band behavior is adjusted during those periods. The line width and bull/bear colors are visual controls only. Price bar coloring is intentionally handled with a single selector so you do not end up with two modules fighting to color candles differently. If you choose “Off,” nothing on the main chart is recolored. If you choose “PPO,” your price candles reflect whether the PPO histogram is above or below zero. If you choose “RBF,” your price candles reflect whether price is above or below the RBF trail. Most traders will pick one and stick with it so the chart communicates a single bias at a glance. The divergence module is optional and is designed to be a confirmation layer rather than a primary trigger. When enabled, it can mark regular divergence and hidden divergence, and it lets you decide what the pivots should be based on. The divergence source can be the PPO histogram or the R line, depending on whether you want divergence measured on the cleaner momentum component or on the combined series. “Key off pivots” determines whether pivot detection is driven by oscillator pivots or by price pivots. If you choose oscillator pivots, divergence anchors are found where the oscillator makes pivot highs or lows and those are compared against price at the same points. If you choose price pivots, the pivots are taken from price first and the oscillator value at those pivot bars is used for the comparison, which can feel more intuitive when you want divergence to respect obvious swing structure on the chart. Pivot Left and Pivot Right control how strict the swing definition is, larger values create fewer but more meaningful pivots and smaller values create more frequent signals. “Mark on Price Chart” adds tiny markers on the candles at the pivot location so you can see where the divergence event was confirmed, while the oscillator panel uses lines and labels to make the divergence relationship obvious. For trading, the cleanest way to use this tool is to separate “bias” from “timing.” The RBF Price Trail is your bias filter because it is structure-like and tends to hold and ratchet rather than constantly drifting. When price is closing above the trail and the trail is colored bullish, you treat the market as long-biased and you focus on long setups, pullbacks, and continuation entries. When price is closing below the trail and the trail is bearish, you treat the market as short-biased and you focus on short setups, rallies, and continuation shorts. The PPO histogram is then your timing and pressure confirmation. In an up-bias, the highest quality continuation conditions are when the histogram is above zero and stays above zero through pullbacks, because that means the shorter-term pressure is still supporting the longer-term drift. When the histogram dips below zero during an up-bias, it is a warning that the daily component is now opposing, which often corresponds to a deeper pullback, a rotation, or a period of consolidation, so you either wait for the histogram to recover above zero or you tighten expectations and manage risk more aggressively. In a down-bias, the mirror logic applies: the best continuation conditions are when the histogram is below zero, and pushes above zero tend to represent countertrend rotations or pauses inside the bearish condition. Divergence is best used as an early warning and a location filter, not as a standalone entry button. Regular bullish divergence, where price makes a lower low but the oscillator makes a higher low, can signal bearish pressure is weakening and is most useful when it appears while price is below the RBF trail but failing to continue downward, because it often precedes a reclaim of the trail or at least a meaningful rotation. Regular bearish divergence, where price makes a higher high but the oscillator makes a lower high, can signal bullish pressure is weakening and is most useful when it appears while price is above the trail but extension is failing, because it often precedes a drop back to the trail or a full flip. Hidden divergence is a continuation concept. Hidden bullish divergence, where price makes a higher low while the oscillator makes a lower low, often shows up during pullbacks in an uptrend and can help you confirm continuation as long as the RBF bias remains bullish. Hidden bearish divergence, where price makes a lower high while the oscillator makes a higher high, often shows up during rallies in a downtrend and can help you confirm continuation as long as the RBF bias remains bearish. In practice, you’ll get the best results when you only act on divergence that aligns with the RBF bias for hidden divergence continuation, and you treat regular divergence as a caution or reversal setup only when it occurs near a meaningful swing and is followed by a bias change or a strong momentum shift on the PPO. The most practical workflow is to keep the RBF trail visible on the price chart as your regime guide, keep the PPO histogram as your momentum confirmation, and decide in advance whether you want candle coloring to represent the PPO state or the RBF state so your eyes are not reading two different meanings at once. if you want the cleanest “trend-following” behavior, color candles by the RBF trail and use the PPO histogram as the timing trigger. If you want the cleanest “momentum-first” behavior, color candles by PPO and treat the RBF trail as the higher-level filter for whether you should press a move or fade it.
Penunjuk Pine Script®
oleh ChaosTrader63
Z Score FilterComposite Risk Filter This indicator works because it aggregates several independent but structurally important stress channels (currency strength, rates, equity volatility, bond volatility, and credit conditions) into a single normalized measure. Each input is transformed into a z-score, meaning the composite does not care about absolute levels, narratives, or regimes; it only measures whether conditions are tightening or easing relative to what has been normal recently. That makes the output robust to inflation, secular trends, and structural shifts that break simpler correlations. What the indicator captures is not direction but constraint. Markets do not move because risk is “on” or “off”; they move because certain behaviors are more or less permitted under prevailing financial conditions. By identifying when systemic pressure is elevated, relaxed, or neutral, the indicator helps align trade expectations with the environment price is operating in. When used as a filter — not a signal — it reduces false confidence, improves expectancy selection, and keeps price in the primary role where it belongs.
Penunjuk Pine Script®
oleh BLKMonk
Structural Trend Integrity Score (STIS)The Structural Trend Integrity Score (STIS) is a market regime and trend-quality indicator designed to evaluate the health and durability of a price trend, rather than its direction or momentum. Instead of focusing on overbought or oversold conditions, STIS measures whether a trend is structurally supported by consistent organization, persistence above trend, controlled pullbacks, and smooth progression. STIS outputs a normalized score from 0 to 100, where higher values indicate stronger and more reliable trend structure, and lower values signal increasing fragility or structural breakdown. This makes it especially well suited for index funds and highly liquid markets, where trends tend to persist or fail based on internal structure rather than short-term price acceleration. The indicator is intended to be used as a risk and confidence framework, not as a direct buy or sell signal. STIS helps traders and investors determine when it is efficient to maintain or increase exposure and when caution is warranted. It works best when paired with separate timing or entry tools and is particularly effective for long-only or trend-following strategies.
Penunjuk Pine Script®
oleh noahsross
Risk Filter Composite (DXY + US10Y + VIX + MOVE + Credit)Risk Filter Composite Indicator This indicator is a contextual risk filter, not a trading signal. It combines five macro-market inputs — U.S. Dollar (DXY), U.S. 10-Year Yield, Equity Volatility (VIX), Bond Volatility (MOVE), and Credit Conditions — into a single composite value using standardized (z-score) normalization. The result is a continuous measure of risk pressure, where higher values indicate tightening / risk-off conditions and lower values indicate easing / risk-on conditions. The indicator is designed to be computed on a higher timeframe (recommended: 1-hour) and used as background context while executing trades on lower timeframes. It does not predict direction and does not “override” price; it provides regime awareness only. Key Inputs • Compute on timeframe: Sets the timeframe used to calculate the composite (default and recommended: 1H). • Z-score lookback length: Number of bars used to define “normal” conditions for each component (default: 200 bars). Larger values produce slower, more regime-level behavior; smaller values are more reactive. • Credit source: Choose between HYG/LQD (intraday credit proxy) or High-Yield OAS (daily, FRED). HYG/LQD is recommended for intraday trading; OAS is better suited for swing or macro analysis. • Component weights: Allows relative emphasis on DXY, rates, volatility, or credit without changing the structure of the indicator. • Risk-on / Risk-off thresholds: Define when the background shading changes state; defaults are ±0.75 standard deviations. Interpretation The indicator defines environmental state, not trade entries. Risk-off readings do not require price to fall, and risk-on readings do not require price to rise. The tool is best used to set expectations for trend quality, breakout reliability, and mean-reversion risk, not to time trades.
Penunjuk Pine Script®
oleh BLKMonk
ALPHA FUSION FIX - RSI Extreme Strategy [Webhook Ready]Overview: This indicator is a simplified, high-precision tool focused on RSI Overbought and Oversold extremes (95/5). It was designed for traders who seek exhaustion points in the market with surgical precision. Key Features: Pure RSI Logic: Signals are triggered strictly at RSI 95 (Short) and RSI 5 (Long), avoiding market noise. Automation Ready: Includes a dynamic JSON Webhook integration for automated trading on exchanges like Binance. Risk Management: Built-in inputs for Margin, Leverage, and Max Positions directly in the UI. Visual Aids: Includes a Trio of EMAs (28, 80, 200) for trend context. How to use: Attach to any chart (Optimized for 15m/1h timeframes). Configure your Webhook Secret and risk parameters. Set an alert using "Any alert() function call".
Penunjuk Pine Script®
oleh MarechalKhan
1
Omega Stock Evaluation [OmegaTools]Omega Stock Evaluation is a comprehensive, institutional-grade equity analysis framework designed to synthesize fundamental valuation, technical context, relative performance, risk metrics, volume behavior, and analyst sentiment into a single decision-support system. It is not a “signal generator” in the traditional sense: it is a multi-dimensional evaluation engine built to answer one question—how a stock is positioned in terms of value, trend, risk, and market behavior. Purpose This script is designed to provide structured, repeatable stock evaluation for investors and analysts who want more than isolated indicators. It consolidates multiple independent valuation models, long-horizon technical equilibrium measures, market-relative valuation (multiple normalization), risk diagnostics, and behavioral proxies into a single output that can be monitored over time. What the indicator delivers • A blended Fair Price derived from fundamentals, market multiples, and technical equilibrium • A volatility-normalized Oscillator that expresses discount/premium positioning vs fair value • A multi-factor Rating (Strong Sell → Strong Buy) designed for strategic positioning • A real-time Dashboard with: Rating, VaR, Beta, Trend, Location, Fundamental status, Performance status, Institutional bias, and Analysts consensus • Optional overlays: Fundamental fair value, Technical fair value, PE-adjusted fair value, individual fundamental models, and analyst target price bands Data and robustness logic The script uses TradingView Financial datasets and includes normalization / cleaning steps to keep metrics realistic across different sources and reporting formats. Percent-like fields are automatically converted when needed, missing values are handled gracefully, and extreme or unstable multiples (e.g., implausible EV/Sales or EV/EBITDA) are filtered out. Risk-adjusted discount rate and growth constraints A core design choice is to avoid “fantasy valuations.” The script defines a bounded required return r , adjusted by credit/financial risk using the Altman Z-Score when available. Growth assumptions are also bounded and constrained so that terminal growth remains below the discount rate, preventing mathematically explosive valuations and improving stability across sectors. Fundamental valuation engine (multi-model) The indicator computes up to seven independent fair value estimates, each based on a distinct valuation philosophy. These estimates are then aggregated into a robust fundamental fair price using filtering and averaging logic to reduce outlier impact. Fundamental models included M1 – Discounted Cash Flow (FCF) Projects Free Cash Flow for a fixed horizon and discounts it using the required return, then converts enterprise value to equity value by adjusting for net debt and shares outstanding. M2 – Peter Lynch / PEG-style implied price Derives an implied target P/E from growth and dividend yield (bounded), then estimates fair price as EPS(TTM) × target P/E. M3 – Economic Value Added (EVA) Estimates firm value as invested capital plus the present value of EVA streams, where EVA is NOPAT minus the capital charge (r × invested capital). M4 – EV/Sales normalized valuation Uses the historical median EV/Sales multiple as a target and values the company using TTM revenue, adjusted to equity value. M5 – Residual Income valuation (ROE fade) Builds a residual income model where ROE advantage fades toward the required return over the horizon, adding the present value of residual income to book value. M6 – EV/EBITDA normalized valuation Uses the historical median EV/EBITDA multiple as a target and values the company using TTM EBITDA, adjusted to equity value. M7 – Justified P/B (closed-form residual income) Computes a justified price-to-book estimate from ROE, growth, and required return and derives a fair price from BVPS. Fundamental fair price aggregation Only valid, positive model outputs are used. The script sorts the valuation set, discards extreme tails when enough models are available, and computes a robust average to produce a stable Fundamental Fair Price suitable for continuous monitoring. Technical fair value To avoid relying solely on accounting-driven valuations, the script computes a Technical Fair Price from long-horizon market structure: it blends the 252-day high/low range with a long-term VWMA equilibrium. This acts as a market-derived anchor representing where price tends to revert across cycles. Market multiple normalization (PE-adjusted valuation) The script calculates a PE-Adjusted Fair Price by comparing the stock’s current P/E (from EPS TTM) to the S&P 500 average P/E series. This provides an immediate market-relative valuation signal: “what would this stock’s price be if it traded at the index multiple?” Blended fair price The final Fair Price is a composite average of: • Fundamental fair price (multi-model) • PE-adjusted fair price (market-relative) • Technical fair price (market equilibrium) This blend reduces single-model bias and improves usability across sectors and regimes. Oscillator and location logic Deviation from fair price is normalized by long-horizon volatility (standard deviation), producing a valuation oscillator that expresses where price sits relative to fair value in standardized units. The script defines three regimes: • Discount (deep undervaluation vs fair price) • Neutral • Premium (overvaluation vs fair price) Color gradients adapt dynamically to the oscillator level for fast visual interpretation. Trend health and structural direction Instead of using only price moving averages, trend is assessed using the slope of fair value itself (a structural measure). Rising fair price implies improving fundamentals/conditions; declining fair price implies deterioration. This supports a more “business-like” view of trend. Performance and institutional behavior Performance is evaluated relative to the PE-adjusted reference using ATR-scaled thresholds, classifying the stock as underperforming/overperforming vs market-normalized expectations. Institutional activity is approximated using statistically significant volume expansions and short-term price direction during those expansions, producing a Buying / Selling / Neutral institutional bias proxy. Composite rating system The indicator converts multiple components into a unified Rating score: trend, valuation location, fundamental mispricing, relative performance, institutional bias, long-term MA regime, and RSI extremes. The rating is scaled by a volume factor so that high-conviction volume environments receive greater weight. Final categories are mapped as: Strong Sell , Sell , Hold , Buy , Strong Buy , displayed both numerically and textually. Risk metrics: VaR and Beta The dashboard includes: • Historical VaR (percentile-based on daily log returns) for downside risk awareness • Beta computed from relative volatility and correlation vs SPY across a long window These metrics provide critical context for comparing opportunities across different risk profiles. Analyst consensus Sell-side recommendations are aggregated into: • A dominant consensus label (Strong Buy → Strong Sell) • A weighted average recommendation score (%) This allows you to identify alignment or divergence between market valuation, price behavior, and analyst positioning. Visual options and overlays The indicator is designed to be clean, modular, and presentation-ready. You can choose to display: • Blended Fair Price • Technical, Fundamental, and PE-Adjusted fair prices • All individual fundamental model lines (M1–M7) • Analyst target price bands (High/Low/Average), plotted forward from the official target price date A compact, professional table summarizes the entire evaluation in one glance. Recommended workflow This tool is best used for: • Long-term screening and rotation • Valuation + trend confluence analysis • Portfolio construction and risk-aware allocation • Identifying discounted stocks with improving structure (or expensive stocks with weakening structure) It is not intended as a standalone entry/exit trigger for short-term trading. Disclaimer Omega Stock Evaluation is an analytical tool and does not constitute financial advice. Financial datasets may vary in availability and update timing across tickers and exchanges. Always validate with primary sources before making investment decisions. Omega Stock Evaluation does not try to predict. It tries to quantify context—value, trend, risk, and behavior—in one coherent system.
Penunjuk Pine Script®
oleh OmegaTools
RSI Divergence (No pivots, delta + cooldown)RSI Divergence (No Pivots, Delta + Cooldown) This indicator detects classic RSI divergence without using pivots/fractals and without looking into future bars. It is designed to behave closer to “human eyeballing” by comparing current extremes to the last N bars, and it triggers signals only on bar close (non-repainting after the candle closes). Logic Bearish divergence: Price makes a new lookback high (relative to the previous lookback bars), while RSI does not make a new high. A signal is printed only if RSI is at least Δ RSI points below the previous RSI high over the same lookback window. Bullish divergence: Price makes a new lookback low (relative to the previous lookback bars), while RSI does not make a new low. A signal is printed only if RSI is at least Δ RSI points above the previous RSI low over the same lookback window. Inputs RSI Length: RSI period. Lookback (bars): Number of past bars used to define “new high/low” for both price and RSI. Use High/Low (else Close): Choose whether price extremes are based on High/Low or Close. RSI delta (points): Minimum RSI gap required to confirm the divergence (reduces weak/noisy signals). Cooldown after signal (bars): After any signal, the indicator suppresses new signals for the next X bars to reduce alert/label spam. Alerts The script includes two alert conditions: Bearish divergence (delta + cooldown) Bullish divergence (delta + cooldown) Recommended alert setting: Once per bar close.
Penunjuk Pine Script®
oleh inozemtsev999