Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt
A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities.
"The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading."
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🎯 KEY FEATURES
Dual-Filter Architecture: Combines two powerful filtering methods for superior performance
Adaptive Volatility Adjustment: Automatically adapts to market conditions
Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages
Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend
Clean Visual Design: Color-coded trend visualization (cyan/pink)
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📊 THE MATHEMATICS
1. Laguerre Filter Component
The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter:
4th order IIR (Infinite Impulse Response) filter
Single parameter (gamma) controls all filter characteristics
Provides smoother output than EMA with similar lag
Based on Laguerre polynomials from quantum mechanics
2. Kalman Filter Component
Implements a simplified Kalman filter for optimal estimation:
Prediction-correction algorithm from aerospace engineering
Dynamically adjusts based on estimation error
Provides mathematically optimal estimate of true price trend
Reduces noise while maintaining responsiveness
3. Adaptive Mechanism
Monitors market volatility in real-time
Adjusts filter parameters based on current conditions
More responsive in trending markets
More stable in ranging markets
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⚙️ INDICATOR SETTINGS
Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag
Adaptive Period (5-100): Lookback for volatility calculation
Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering
Trend Threshold (0.0001-0.01): Minimum change to register trend shift
Recommended Settings:
Scalping: Gamma: 0.6, Period: 10, Noise: 0.3
Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default)
Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8
Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2
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📈 TRADING SIGNALS
Primary Signals:
Cyan Line: Bullish trend - price above filter and filter ascending
Pink Line: Bearish trend - price below filter or filter descending
Color Change: Potential trend reversal point
Entry Strategies:
Trend Continuation: Enter on pullback to filter line in trending market
Trend Reversal: Enter on color change with volume confirmation
Breakout: Enter when price crosses filter with momentum
Exit Strategies:
Exit long when line turns from cyan to pink
Exit short when line turns from pink to cyan
Use filter as trailing stop in strong trends
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✨ ADVANTAGES OVER TRADITIONAL INDICATORS
Vs. Moving Averages:
Significantly less lag while maintaining smoothness
Adaptive to market conditions
Better noise filtering
Vs. Standard Filters:
Dual-filter approach provides optimal estimation
Mathematical foundation from signal processing
Self-adjusting parameters
Vs. Other Trend Indicators:
Cleaner signals with fewer whipsaws
Works across all timeframes
No repainting or lookahead bias
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🎓 MATHEMATICAL BACKGROUND
The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages.
The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements.
By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise.
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💡 TIPS FOR BEST RESULTS
Confirm with Volume: Strong trends should have increasing volume
Multiple Timeframes: Use higher timeframe for trend, lower for entry
Combine with Momentum: RSI or MACD can confirm filter signals
Market Conditions: Adjust noise parameter based on market volatility
Backtesting: Always test settings on your specific instrument
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⚠️ IMPORTANT NOTES
No indicator is perfect - always use proper risk management
Best suited for trending markets
May produce false signals in choppy/ranging conditions
Not financial advice - for educational purposes only
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🚀 CONCLUSION
The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions.
Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives.
"In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge."
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Developed by AlphaNatt | Professional Quantitative Trading Tools
Version: 1.0
Last Updated: 2025
Pine Script: v6
License: Open Source
Not financial advice. Always DYOR
Analisis Trend
Savitzky-Golay Hampel Filter | AlphaNattSavitzky-Golay Hampel Filter | AlphaNatt
A revolutionary indicator combining NASA's satellite data processing algorithms with robust statistical outlier detection to create the most scientifically advanced trend filter available on TradingView.
"This is the same mathematics that processes signals from the Hubble Space Telescope and analyzes data from the Large Hadron Collider - now applied to financial markets."
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🚀 SCIENTIFIC PEDIGREE
Savitzky-Golay Filter Applications:
NASA: Satellite telemetry and space probe data processing
CERN: Particle physics data analysis at the LHC
Pharmaceutical: Chromatography and spectroscopy analysis
Astronomy: Processing signals from radio telescopes
Medical: ECG and EEG signal processing
Hampel Filter Usage:
Aerospace: Cleaning sensor data from aircraft and spacecraft
Manufacturing: Quality control in precision engineering
Seismology: Earthquake detection and analysis
Robotics: Sensor fusion and noise reduction
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🧬 THE MATHEMATICS
1. Savitzky-Golay Filter
The SG filter performs local polynomial regression on data points:
Fits a polynomial of degree n to a sliding window of data
Evaluates the polynomial at the center point
Preserves higher moments (peaks, valleys) unlike moving averages
Maintains derivative information for true momentum analysis
Originally published in Analytical Chemistry (1964)
Mathematical Properties:
Optimal smoothing in the least-squares sense
Preserves statistical moments up to polynomial order
Exact derivative calculation without additional lag
Superior frequency response vs traditional filters
2. Hampel Filter
A robust outlier detector based on Median Absolute Deviation (MAD):
Identifies outliers using robust statistics
Replaces spurious values with polynomial-fitted estimates
Resistant to up to 50% contaminated data
MAD is 1.4826 times more robust than standard deviation
Outlier Detection Formula:
|x - median| > k × 1.4826 × MAD
Where k is the threshold parameter (typically 3 for 99.7% confidence)
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💎 WHY THIS IS SUPERIOR
vs Moving Averages:
Preserves peaks and valleys (critical for catching tops/bottoms)
No lag penalty for smoothness
Maintains derivative information
Polynomial fitting > simple averaging
vs Other Filters:
Outlier immunity (Hampel component)
Scientifically optimal smoothing
Preserves higher-order features
Used in billion-dollar research projects
Unique Advantages:
Feature Preservation: Maintains market structure while smoothing
Spike Immunity: Ignores false breakouts and stop hunts
Derivative Accuracy: True momentum without additional indicators
Scientific Validation: 60+ years of academic research
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⚙️ PARAMETER OPTIMIZATION
1. Polynomial Order (2-5)
2 (Quadratic): Maximum smoothing, gentle curves
3 (Cubic): Balanced smoothing and responsiveness (recommended)
4-5 (Higher): More responsive, preserves more features
2. Window Size (7-51)
Must be odd number
Larger = smoother but more lag
Formula: 2×(desired smoothing period) + 1
Default 21 = analyzes 10 bars each side
3. Hampel Threshold (1.0-5.0)
1.0: Aggressive outlier removal (68% confidence)
2.0: Moderate outlier removal (95% confidence)
3.0: Conservative outlier removal (99.7% confidence) (default)
4.0+: Only extreme outliers removed
4. Final Smoothing (1-7)
Additional WMA smoothing after filtering
1 = No additional smoothing
3-5 = Recommended for most timeframes
7 = Ultra-smooth for position trading
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📊 TRADING STRATEGIES
Signal Recognition:
Cyan Line: Bullish trend with positive derivative
Pink Line: Bearish trend with negative derivative
Color Change: Trend reversal with polynomial confirmation
1. Trend Following Strategy
Enter when price crosses above cyan filter
Exit when filter turns pink
Use filter as dynamic stop loss
Best in trending markets
2. Mean Reversion Strategy
Enter long when price touches filter from below in uptrend
Enter short when price touches filter from above in downtrend
Exit at opposite band or filter color change
Excellent for range-bound markets
3. Derivative Strategy (Advanced)
The SG filter preserves derivative information
Acceleration = second derivative > 0
Enter on positive first derivative + positive acceleration
Exit on negative second derivative (momentum slowing)
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📈 PERFORMANCE CHARACTERISTICS
Strengths:
Outlier Immunity: Ignores stop hunts and flash crashes
Feature Preservation: Catches tops/bottoms better than MAs
Smooth Output: Reduces whipsaws significantly
Scientific Basis: Not curve-fitted or optimized to markets
Considerations:
Slight lag in extreme volatility (all filters have this)
Requires odd window sizes (mathematical requirement)
More complex than simple moving averages
Best with liquid instruments
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🔬 SCIENTIFIC BACKGROUND
Savitzky-Golay Publication:
"Smoothing and Differentiation of Data by Simplified Least Squares Procedures"
- Abraham Savitzky & Marcel Golay
- Analytical Chemistry, Vol. 36, No. 8, 1964
Hampel Filter Origin:
"Robust Statistics: The Approach Based on Influence Functions"
- Frank Hampel et al., 1986
- Princeton University Press
These techniques have been validated in thousands of scientific papers and are standard tools in:
NASA's Jet Propulsion Laboratory
European Space Agency
CERN (Large Hadron Collider)
MIT Lincoln Laboratory
Max Planck Institutes
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💡 ADVANCED TIPS
News Trading: Lower Hampel threshold before major events to catch spikes
Scalping: Use Order=2 for maximum smoothness, Window=11 for responsiveness
Position Trading: Increase Window to 31+ for long-term trends
Combine with Volume: Strong trends need volume confirmation
Multiple Timeframes: Use daily for trend, hourly for entry
Watch the Derivative: Filter color changes when first derivative changes sign
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⚠️ IMPORTANT NOTICES
Not financial advice - educational purposes only
Past performance does not guarantee future results
Always use proper risk management
Test settings on your specific instrument and timeframe
No indicator is perfect - part of complete trading system
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🏆 CONCLUSION
The Savitzky-Golay Hampel Filter represents the pinnacle of scientific signal processing applied to financial markets. By combining polynomial regression with robust outlier detection, traders gain access to the same mathematical tools that:
Guide spacecraft to other planets
Detect gravitational waves from black holes
Analyze particle collisions at near light-speed
Process signals from deep space
This isn't just another indicator - it's rocket science for trading .
"When NASA needs to separate signal from noise in billion-dollar missions, they use these exact algorithms. Now you can too."
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Developed by AlphaNatt
Version: 1.0
Release: 2025
Pine Script: v6
"Where Space Technology Meets Market Analysis"
Not financial advice. Always DYOR
TRADE ORBIT:Dual MACD + HEMA TrendThis indicator combines dual MACD histograms with a Harmonic EMA (HEMA) trend overlay to provide comprehensive trend analysis, buy/sell signals, and dynamic support/resistance zones.
Features:
Dual MACD System:
Background Coloring: Uses MACD(100,200,50) histogram to color the chart background:
Green = bullish momentum
Red = bearish momentum
Buy/Sell Signals: Uses MACD(34,144,9) histogram crossovers for trade signals:
BUY Signal: Histogram crosses above zero and background is green
SELL Signal: Histogram crosses below zero and background is red
Signals are plotted as labels on the chart.
HEMA Trend Overlay:
Uses short and long HEMA lines (default 20 & 40) to detect trend direction.
Colors bars dynamically based on trend:
Green = bullish
Red = bearish
Gray = neutral or indecisive
Provides gradient fill between HEMA lines to visually highlight trend strength.
Trend Boxes & Markers:
Bullish/bearish boxes highlight areas of potential support/resistance based on HEMA crossovers.
Markers (▲ / ▼) appear when the price interacts with trend boxes for easy visual confirmation.
Alerts:
HEMA crossovers (bullish/bearish)
Price tests of bullish/bearish boxes
Optionally, can add alerts for MACD BUY/SELL signals.
Visualization:
MACD histograms plotted as columns for reference
Dynamic bar colors reflecting HEMA trend
Combined view gives a multi-layered trend analysis on a single chart.
Use Case:
Ideal for traders who want to filter trades by overall trend (background MACD), time precise entries/exits (MACD signals), and confirm trend strength (HEMA overlay) in a single indicator.
INTRADAY BEST SETUP Best Intraday Usage Guide
This indicator combines RSI (with MBL line), MACD, Divergence Detection, and Sentiment Histogram to give high-accuracy intraday signals.
🔑 Timeframes Recommended:
30 Minutes → Swing Intraday Confirmation
15 Minutes → Medium-term Intraday Signals
3 Minutes → Fast Scalping & Early Entries
🚦 Trading Rules
✅ Buy Signal Conditions:
MACD Line crosses above Signal Line (Bullish crossover).
MBL Line (yellow line) is acting as support and price is trending above it.
MACD Zero Line Cross: If MACD goes above the 0 line, momentum is strongly bullish.
❌ Sell Signal Conditions:
MACD Line crosses below Signal Line (Bearish crossover).
MBL Line acts as resistance and price is staying below it.
MACD Zero Line Cross: If MACD goes below the 0 line, momentum is strongly bearish.
🎯 Extra Confirmation
RSI Zones:
Above 60 = Bullish zone.
Below 40 = Bearish zone.
Divergence Signals:
Bullish divergence = Possible trend reversal upwards.
Bearish divergence = Possible trend reversal downwards.
👉 In short:
Use this indicator on 30m, 15m, 3m charts for intraday.
Look for MACD crossover + Zero line cross, but always confirm with MBL direction and RSI zones.
Divergence helps you catch early reversals.
BTC 1D — Trend START/END Signals (clean, no repaint)
This strategy is designed primarily for BTC on the daily (1D) timeframe in TradingView.
BUY (start of uptrend)
Fast EMA is above Slow EMA.
Price breaks above the previous Donchian high.
Optional filters (if enabled): volume surge and strong momentum/RSI.
Only one BUY per uptrend—no additional buys until a SELL occurs.
SELL (end of uptrend)
Price falls below the previous Donchian low, or
Price drops below the Slow EMA, or
Momentum flips bearish (DI− > DI+ or RSI ≤ threshold).
One SELL marks the end of the uptrend.
Theil-Sen Line Filter [BackQuant]Theil-Sen Line Filter
A robust, median-slope baseline that tracks price while resisting outliers. Designed for the chart pane as a clean, adaptive reference line with optional candle coloring and slope-flip alerts.
What this is
A trend filter that estimates the underlying slope of price using a Theil-Sen style median of past slopes, then advances a baseline by a controlled fraction of that slope each bar. The result is a smooth line that reacts to real directional change while staying calm through noise, gaps, and single-bar shocks.
Why Theil-Sen
Classical moving averages are sensitive to outliers and shape changes. Ordinary least squares is sensitive to large residuals. The Theil-Sen idea replaces a single fragile estimate with the median of many simple slopes, which is statistically robust and less influenced by a few extreme bars. That makes the baseline steadier in choppy conditions and cleaner around regime turns.
What it plots
Filtered baseline that advances by a fraction of the robust slope each bar.
Optional candle coloring by baseline slope sign for quick trend read.
Alerts when the baseline slope turns up or down.
How it behaves (high level)
Looks back over a fixed window and forms many “current vs past” bar-to-bar slopes.
Takes the median of those slopes to get a robust estimate for the bar.
Optionally caps the magnitude of that per-bar slope so a single volatile bar cannot yank the line.
Moves the baseline forward by a user-controlled fraction of the estimated slope. Lower fractions are smoother. Higher fractions are more responsive.
Inputs and what they do
Price Source — the series the filter tracks. Typical is close; HL2 or HLC3 can be smoother.
Window Length — how many bars to consider for slopes. Larger windows are steadier and slower. Smaller windows are quicker and noisier.
Response — fraction of the estimated slope applied each bar. 1.00 follows the robust slope closely; values below 1.00 dampen moves.
Slope Cap Mode — optional guardrail on each bar’s slope:
None — no cap.
ATR — cap scales with recent true range.
Percent — cap scales with price level.
Points — fixed absolute cap in price points.
ATR Length / Mult, Cap Percent, Cap Points — tune the chosen cap mode’s size.
UI Settings — show or hide the line, paint candles by slope, choose long and short colors.
How to read it
Up-slope baseline and green candles indicate a rising robust trend. Pullbacks that do not flip the slope often resolve in trend direction.
Down-slope baseline and red candles indicate a falling robust trend. Bounces against the slope are lower-probability until proven otherwise.
Flat or frequent flips suggest a range. Increase window length or decrease response if you want fewer whipsaws in sideways markets.
Use cases
Bias filter — only take longs when slope is up, shorts when slope is down. It is a simple way to gate faster setups.
Stop or trail reference — use the line as a trailing guide. If price closes beyond the line and the slope flips, consider reducing exposure.
Regime detector — widen the window on higher timeframes to define major up vs down regimes for asset rotation or risk toggles.
Noise control — enable a cap mode in very volatile symbols to retain the line’s continuity through event bars.
Tuning guidance
Quick swing trading — shorter window, higher response, optionally add a percent cap to keep it stable on large moves.
Position trading — longer window, moderate response. ATR cap tends to scale well across cycles.
Low-liquidity or gappy charts — prefer longer window and a points or ATR cap. That reduces jumpiness around discontinuities.
Alerts included
Theil-Sen Up Slope — baseline’s one-bar change crosses above zero.
Theil-Sen Down Slope — baseline’s one-bar change crosses below zero.
Strengths
Robust to outliers through median-based slope estimation.
Continuously advances with price rather than re-anchoring, which reduces lag at turns.
User-selectable slope caps to tame shock bars without over-smoothing everything.
Minimal visuals with optional candle painting for fast regime recognition.
Notes
This is a filter, not a trading system. It does not account for execution, spreads, or gaps. Pair it with entry logic, risk management, and higher-timeframe context if you plan to use it for decisions.
TEWMA - [JTCAPITAL]Triple Exponential Weighted Moving Average is a modified way to use Weighted Triple Moving Averages for Trend-Following
The indicator works by calculating in the following steps:
1. The length gets multiplied by the multi to get the second length.
2. The Triple Exponential Moving Average gets calculated using the Weighted Moving Average as input.
3. This calculation is done over the first and the second length.
4. The average from both calculations is taken and used for buy and sell conditions.
--Buy and sell conditions--
-The buy and sell conditions are defined by the average of both indicators having a higher value than the previous bar.
-Average higher than the previous average = Long
-Average lower than the previous average = Short
--Features and Parameters--
-Allows the usage of different sources
-Allows the changing of the calculation length
-Allows the changing of the multiplier to determine the second length
-Allows the use of alerts for signal changes
--Details--
This script uses the result of the calculation of the Weighted Moving Averages as inputs for the Triple Moving averages. The usage of 2 separate calculations and using the average of them for trend determination is to allow for faster entries and exits while limiting potential false signals.
Enjoy!
Fisher Volume Transform | AlphaNattFisher Volume Transform | AlphaNatt
A powerful oscillator that applies the Fisher Transform - converting price into a Gaussian normal distribution - while incorporating volume weighting to identify high-probability reversal points with institutional participation.
"The Fisher Transform reveals what statistics professors have known for decades: when you transform market data into a normal distribution, turning points become crystal clear."
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🎲 THE MATHEMATICS
Fisher Transform Formula:
The Fisher Transform converts any bounded dataset into a Gaussian distribution:
y = 0.5 × ln((1 + x) / (1 - x))
Where x is normalized price (-1 to 1 range)
Why This Matters:
Market extremes become statistically identifiable
Turning points are amplified and clarified
Removes the skew from price distributions
Creates nearly instantaneous signals at reversals
Volume Integration:
Unlike standard Fisher Transform, this version weights price by relative volume:
High volume moves get more weight
Low volume moves get filtered out
Identifies institutional participation
Reduces false signals from retail chop
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💎 KEY ADVANTAGES
Statistical Edge: Transforms price into normal distribution where extremes are mathematically defined
Volume Confirmation: Only signals with volume support
Early Reversal Detection: Fisher Transform amplifies turning points
Clean Signals: Gaussian distribution reduces noise
No Lag: Mathematical transformation, not averaging
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⚙️ SETTINGS OPTIMIZATION
Fisher Period (5-30):
5-9: Very sensitive, many signals
10: Default - balanced sensitivity
15-20: Moderate smoothing
25-30: Major reversals only
Volume Weight (0.1-1.0):
0.1-0.3: Minimal volume influence
0.5-0.7: Balanced price/volume
0.7: Default - strong volume weight
0.8-1.0: Volume dominant
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📊 TRADING SIGNALS
Primary Signals:
Zero Cross Up: Bullish momentum shift
Zero Cross Down: Bearish momentum shift
Signal Line Cross: Early reversal warning
Extreme Readings (±75): Potential reversal zones
Visual Interpretation:
Cyan zones: Bullish momentum
Magenta zones: Bearish momentum
Gradient intensity: Strength of move
Histogram: Raw momentum power
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🎯 OPTIMAL USAGE
Best Market Conditions:
Range-bound markets (reversals clear)
High volume periods
Major support/resistance levels
Divergence hunting
Trading Strategies:
1. Extreme Reversal:
Enter when oscillator exceeds ±75 and reverses
2. Zero Line Momentum:
Trade crosses of zero line with volume confirmation
3. Signal Line Strategy:
Early entry on signal line crosses
4. Divergence Trading:
Price makes new high/low but Fisher doesn't
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Developed by AlphaNatt | Quantitative Trading Systems
Version: 1.0
Classification: Statistical Transform Oscillator
Not financial advice. Always DYOR.
AMF PG Strategy_v2The AMF PG Strategy (Praetorian Guard) is an advanced trading system designed to seamlessly adapt to market conditions. Its unique structure balances precise entries with intelligent protection, giving traders confidence in both trending and volatility environments.
Key points include:
Adaptive Core (AMF Engine) – A dynamic framework that automatically adjusts for clearer long- and short-term opportunities and generates a robust tracking line.
Praetorian Guard – A built-in protective shield that activates in extreme conditions and helps stabilize performance when markets become turbulent.
Versatility – Effective across multiple timeframes, from scalping to swing trading, without constant parameter adjustments.
Clarity – Clear visual signals and color-coded monitoring for instant decision-making.
This strategy is designed for traders who want more than just entries and exits; it offers a command center for disciplined, adaptable, and resilient trading.
Disclaimer:
It should be noted that no strategy is guaranteed. This strategy does not provide buy-sell-hold advice. Responsibility rests with the user.
Version 2: Bugs overlooked in Version 1 have been corrected and improvements have been made.
[blackcat] L2 Trend LinearityOVERVIEW
The L2 Trend Linearity indicator is a sophisticated market analysis tool designed to help traders identify and visualize market trend linearity by analyzing price action relative to dynamic support and resistance zones. This powerful Pine Script indicator utilizes the Arnaud Legoux Moving Average (ALMA) algorithm to calculate weighted price calculations and generate dynamic support/resistance zones that adapt to changing market conditions. By visualizing market zones through colored candles and histograms, the indicator provides clear visual cues about market momentum and potential trading opportunities. The script generates buy/sell signals based on zone crossovers, making it an invaluable tool for both technical analysis and automated trading strategies. Whether you're a day trader, swing trader, or algorithmic trader, this indicator can help you identify market regimes, support/resistance levels, and potential entry/exit points with greater precision.
FEATURES
Dynamic Support/Resistance Zones: Calculates dynamic support (bear market zone) and resistance (bull market zone) using weighted price calculations and ALMA smoothing
Visual Market Representation: Color-coded candles and histograms provide immediate visual feedback about market conditions
Smart Signal Generation: Automatic buy/sell signals generated from zone crossovers with clear visual indicators
Customizable Parameters: Four different ALMA smoothing parameters for various timeframes and trading styles
Multi-Timeframe Compatibility: Works across different timeframes from 1-minute to weekly charts
Real-time Analysis: Provides instant feedback on market momentum and trend direction
Clear Visual Cues: Green candles indicate bullish momentum, red candles indicate bearish momentum, and white candles indicate neutral conditions
Histogram Visualization: Blue histogram shows bear market zone (below support), aqua histogram shows bull market zone (above resistance)
Signal Labels: "B" labels mark buy signals (price crosses above resistance), "S" labels mark sell signals (price crosses below support)
Overlay Functionality: Works as an overlay indicator without cluttering the chart with unnecessary elements
Highly Customizable: All parameters can be adjusted to suit different trading strategies and market conditions
HOW TO USE
Add the Indicator to Your Chart
Open TradingView and navigate to your desired trading instrument
Click on "Indicators" in the top menu and select "New"
Search for "L2 Trend Linearity" or paste the Pine Script code
Click "Add to Chart" to apply the indicator
Configure the Parameters
ALMA Length Short: Set the short-term smoothing parameter (default: 3). Lower values provide more responsive signals but may generate more false signals
ALMA Length Medium: Set the medium-term smoothing parameter (default: 5). This provides a balance between responsiveness and stability
ALMA Length Long: Set the long-term smoothing parameter (default: 13). Higher values provide more stable signals but with less responsiveness
ALMA Length Very Long: Set the very long-term smoothing parameter (default: 21). This provides the most stable support/resistance levels
Understand the Visual Elements
Green Candles: Indicate bullish momentum when price is above the bear market zone (support)
Red Candles: Indicate bearish momentum when price is below the bull market zone (resistance)
White Candles: Indicate neutral market conditions when price is between support and resistance zones
Blue Histogram: Shows bear market zone when price is below support level
Aqua Histogram: Shows bull market zone when price is above resistance level
"B" Labels: Mark buy signals when price crosses above resistance
"S" Labels: Mark sell signals when price crosses below support
Identify Market Regimes
Bullish Regime: Price consistently above resistance zone with green candles and aqua histogram
Bearish Regime: Price consistently below support zone with red candles and blue histogram
Neutral Regime: Price oscillating between support and resistance zones with white candles
Generate Trading Signals
Buy Signals: Look for price crossing above the bull market zone (resistance) with confirmation from green candles
Sell Signals: Look for price crossing below the bear market zone (support) with confirmation from red candles
Confirmation: Always wait for confirmation from candle color changes before entering trades
Optimize for Different Timeframes
Scalping: Use shorter ALMA lengths (3-5) for 1-5 minute charts
Day Trading: Use medium ALMA lengths (5-13) for 15-60 minute charts
Swing Trading: Use longer ALMA lengths (13-21) for 1-4 hour charts
Position Trading: Use very long ALMA lengths (21+) for daily and weekly charts
LIMITATIONS
Whipsaw Markets: The indicator may generate false signals in choppy, sideways markets where price oscillates rapidly between support and resistance
Lagging Nature: Like all moving average-based indicators, there is inherent lag in the calculations, which may result in delayed signals
Not a Standalone Tool: This indicator should be used in conjunction with other technical analysis tools and risk management strategies
Market Structure Dependency: Performance may vary depending on market structure and volatility conditions
Parameter Sensitivity: Different markets may require different parameter settings for optimal performance
No Volume Integration: The indicator does not incorporate volume data, which could provide additional confirmation signals
Limited Backtesting: Pine Script limitations may restrict comprehensive backtesting capabilities
Not Suitable for All Instruments: May perform differently on stocks, forex, crypto, and futures markets
Requires Confirmation: Signals should always be confirmed with other indicators or price action analysis
Not Predictive: The indicator identifies current market conditions but does not predict future price movements
NOTES
ALMA Algorithm: The indicator uses the Arnaud Legoux Moving Average (ALMA) algorithm, which is known for its excellent smoothing capabilities and reduced lag compared to traditional moving averages
Weighted Price Calculations: The bear market zone uses (2low + close) / 3, while the bull market zone uses (high + 2close) / 3, providing more weight to recent price action
Dynamic Zones: The support and resistance zones are dynamic and adapt to changing market conditions, making them more responsive than static levels
Color Psychology: The color scheme follows traditional trading psychology - green for bullish, red for bearish, and white for neutral
Signal Timing: The signals are generated on the close of each bar, ensuring they are based on complete price action
Label Positioning: Buy signals appear below the bar (red "B" label), while sell signals appear above the bar (green "S" label)
Multiple Timeframes: The indicator can be applied to multiple timeframes simultaneously for comprehensive analysis
Risk Management: Always use proper risk management techniques when trading based on indicator signals
Market Context: Consider the overall market context and trend direction when interpreting signals
Confirmation: Look for confirmation from other indicators or price action patterns before entering trades
Practice: Test the indicator on historical data before using it in live trading
Customization: Feel free to experiment with different parameter combinations to find what works best for your trading style
THANKS
Special thanks to the TradingView community and the Pine Script developers for creating such a powerful and flexible platform for technical analysis. This indicator builds upon the foundation of the ALMA algorithm and various moving average techniques developed by technical analysis pioneers. The concept of dynamic support and resistance zones has been refined over decades of market analysis, and this script represents a modern implementation of these timeless principles. We acknowledge the contributions of all traders and developers who have contributed to the evolution of technical analysis and continue to push the boundaries of what's possible with algorithmic trading tools.
Trend Following S/R Fibonacci StrategyTrend Following S/R Fibonacci Strategy
Trend Following S/R Fibonacci Strategy
Stockbee ComboBullCustom indicator for identifying stocks that meet the ComboBull criteria. This can be used as a standalone indicator or use it to screen for stocks in Pine Screener.
VWAP Pro v6 (Color + Bands)AI helped me code VWAP
When price goes above VWAP line, VWAP line will turn green to indicate buyers are in control.
When price goes below VWAP line, VWAP line will turn red to indicate sellers are in control.
VWAP line stays blue when price is considered fair value.
TEMA Ribbon 9/13/15/21 – Smooth trend shifts, less lag, clearer“TEMA Ribbon 9/13/15/21 – Smooth trend shifts, less lag, clearer bias.”
Plots four Triple Exponential Moving Averages (9, 13, 15, 21) with shaded zones for quick trend visualization. Helps identify short- vs. medium-term momentum shifts with reduced lag compared to standard EMAs.
Recommended Usage:
Best applied on 5M–1H intraday charts for momentum and trend confirmation.
Use the 9 & 13 TEMA for short-term momentum shifts.
Use the 15 & 21 TEMA for medium-term bias.
Look for crossovers and alignment (all fast TEMAs above/below slow ones) to confirm bullish or bearish conditions.
Shaded zones help visualize when the short- and medium-term trends converge or diverge, signaling potential entry or exit points.
Combine the TEMA Ribbon with VWAP or session-based trading (e.g., London/New York Killzones) to filter signals.
Trade only in the direction of VWAP bias (price above VWAP → favor longs, below → favor shorts).
Within Killzones, use TEMA alignment (9/13 above 15/21 = bullish trend, or opposite for bearish) as confirmation before entries.
This reduces false signals and locks entries to periods of high liquidity and volatility, where TEMA shines.
//@version=5
indicator("TEMA 9/13/15/21", overlay=true)
// Quelle
src = close
// Funktion: TEMA
tema(src, length) =>
e1 = ta.ema(src, length)
e2 = ta.ema(e1, length)
e3 = ta.ema(e2, length)
3.0 * e1 - 3.0 * e2 + e3
// TEMA-Berechnung
t9 = tema(src, 9)
t13 = tema(src, 13)
t15 = tema(src, 15)
t21 = tema(src, 21)
// Plots
p9 = plot(t9, "TEMA 9", color=color.teal, linewidth=2)
p13 = plot(t13, "TEMA 13", color=color.aqua, linewidth=2)
p15 = plot(t15, "TEMA 15", color=color.orange, linewidth=2)
p21 = plot(t21, "TEMA 21", color=color.fuchsia, linewidth=2)
// Einfaches Fill (zwischen schnellstem und langsamstem)
fill(p9, p21, color=color.new(color.gray, 85))
fill(p13, p15, color=color.new(color.gray, 92))
Range Trading Strategy
This indicator automatically marks the intraday trading range defined by the first four hours of the New York session (6:00 AM to 10:00 AM EST/EDT).
It calculates the highest high and lowest low within that window on a user-selected calculation timeframe, then projects those levels forward as horizontal lines that remain visible across any chart timeframe.
The lines can be displayed in real time while the window is forming or locked once the session ends, and optional price labels and background shading make the range easy to track.
Traders can use these reference levels to monitor potential breakout or reversal zones, manage risk, and plan entries/exits relative to the early session’s defined support and resistance.
For training check this video youtu.be
Auto-Anchored MA with Deviation BandsAuto-Anchored MA with Deviation Bands
✨ Features
📈 Auto-Anchored MA: Calculates moving averages (EMA, SMA, EWMA, WMA, VWAP, TEMA) anchored to user-defined periods (Hour, Day, Week, etc.).📏 Deviation Bands: Plots upper/lower bands using Percentage or Standard Deviation modes for volatility analysis.⚙️ Customizable Timeframes: Choose anchor periods from Hour to Year for flexible trend analysis.🎨 Visuals: Displays MA and bands with gradient fills, customizable colors, and adjustable display bars.⏱️ Countdown Table: Shows bars since the last anchor for easy tracking.🛠️ Smoothing: Applies smoothing to bands for cleaner visuals.
🛠️ How to Use
Add to Chart: Apply the indicator on TradingView.
Configure Inputs:
Anchor Settings: Select anchor period (e.g., Day, Week).
MA Settings: Choose MA type (e.g., VWAP, TEMA).
Deviation Settings: Set deviation mode (Percentage/Std Dev) and multipliers.
Display Settings: Adjust bars to display, colors, and gradient fill.
Analyze: View MA, deviation bands, and countdown table on the chart.
Track Trends: Use bands as dynamic support/resistance and monitor anchor resets.
🎯 Why Use It?
Dynamic Analysis: Auto-anchors MA to key timeframes for adaptive trend tracking.
Volatility Insight: Deviation bands highlight potential breakouts or reversals.
Customizable: Tailor MA type, timeframe, and visuals to your trading style.
User-Friendly: Clear visuals and countdown table simplify analysis.
📝 Notes
Ensure sufficient bars for accurate MA and deviation calculations.
Gradient fill enhances readability but can be disabled for simplicity.
Best used with complementary indicators like RSI or Bollinger Bands for robust strategies.
Happy trading! 🚀📈
Custom Price Labels (10 liquidity key levels)A simple indicator for liquidity key level trader:
Add your key level price and key note.
You can adjust the color and font.
How to find key level:
Daily high and Low for key event
eg: NVDA earning, Jackson Hole Day Pump, AI bubble report day dump, Aug Labor Data Revision day dump. If market is consolidating, these key event price level are trend target and reversal level.
TRADE ORBIT:Dual MACD Histogram Background + Buy/SellDescription:
This indicator combines two MACD systems to provide clear trend, buy/sell signals, and identifies potential discount and premium zones for smarter entries and exits.
Features:
MACD #1 (100, 200, 50) – Trend & Background Coloring
Histogram > 0 → Green background (Bullish trend)
Histogram < 0 → Red background (Bearish trend)
MACD #2 (34, 144, 9) – Buy/Sell Signals
Buy Signal: Histogram crosses above zero and MACD #1 background is green
Sell Signal: Histogram crosses below zero and MACD #1 background is red
Signals are plotted as tiny labels directly on the chart
Discount & Premium Zones
Discount Zone: Price below MACD #1 slow EMA → highlighted in green
Premium Zone: Price above MACD #1 slow EMA → highlighted in red
Helps identify “cheap” (potential buy) and “expensive” (potential sell) areas relative to trend
Reference Plots (Optional)
MACD #1 & #2 histograms plotted as columns for visual confirmation
Usage:
Use MACD #1 background to identify the prevailing trend.
Wait for MACD #2 cross signals aligned with trend for buy/sell confirmation.
Discount and premium zones help time entries and exits more efficiently.
Ideal For:
Swing traders and position traders who want to combine trend-following signals with overbought/oversold zones.
Pivot Points Strategy🟢 It enters long trades near support zones (S1–S3)
🔴 It enters short trades near resistance zones (R1–R3)
🎯 All positions aim to exit at the central pivot (P).
🚫 It avoids trading when price crosses the pivot during the bar.
🔄 Strategy resets when a new pivot is calculated.
📊 Supports pyramiding up to 5 positions for scaling in.
Composite Sentiment Indicator (SPY/QQQ/SOXX + VixFix)# Multi-Index Composite Sentiment Indicator
A comprehensive sentiment indicator that works across SPY, QQQ, SOXX, and custom symbols. Combines volatility, options flow, macro factors, technicals, and seasonality into a single z-score composite.
## What It Does
Takes multiple market sentiment inputs (VIX, put/call ratios, breadth, yields, etc.) and smooshes them into one normalized line. When the composite is high = markets getting spooked. When it's low = markets getting complacent.
## Key Features
- **Multi-Index Support**: Automatically adapts for SPY (uses VIX), QQQ (uses VXN), SOXX (uses VixFix), or custom symbols
- **VixFix Integration**: Larry Williams' VixFix for indices without dedicated VIX measures
- **Signal MA**: Choose from SMA/EMA/WMA/HMA/TEMA/DEMA with color coding (red above MA = risk-on, green below = risk-off)
- **September Focus**: Built-in seasonality weighting for September weakness patterns
- **Comprehensive Components**: Volatility, options sentiment, macro factors, technicals, and sector-specific metrics
## How to Use
**Basic Setup:**
1. Pick your index (SPY/QQQ/SOXX)
2. Choose signal MA type and length (EMA 21 is a good start)
3. Watch for extreme readings and MA crossovers
**Color Signals:**
- Red composite = above signal MA = bearish sentiment
- Green composite = below signal MA = bullish sentiment
- Extreme high readings (red background) = potential tops
- Extreme low readings (green background) = potential bottoms
**For Different Indices:**
- **QQQ**: Uses NASDAQ VIX (VXN) when available, falls back to VixFix
- **SOXX**: Includes semiconductor cycle indicators, uses VixFix for volatility
- **Custom**: Adapts automatically, relies on VixFix and general market metrics
## Components Included
**Volatility**: VIX/VXN/VixFix, term structure, historical vol
**Options**: Put/call ratios, SKEW index
**Macro**: DXY, 10Y yields, yield curve, TIPS spreads
**Technical**: RSI deviation, momentum
**Seasonality**: September effects, quad witching, month-end patterns
**Breadth**: S&P 500 and NASDAQ breadth measures
## Pro Tips
- Works well on Daily Timeframe
- September gets extra weight automatically - watch for August setup signals
- Keltner envelope breaks often mark sentiment exhaustion points
- Use alerts for extreme readings and MA crossovers
Works best when you understand that sentiment extremes often mark turning points, not continuation signals. High readings don't mean "keep shorting" - they mean "start looking for reversal setups."
## Settings Worth Tweaking
- Signal MA type/length for your timeframe
- Component weights based on what matters for your index
- Envelope multipliers for your risk tolerance
- VixFix parameters if default doesn't fit your symbol's volatility
The table shows all current component readings so you can see what's driving the signal. Good for context and debugging weird readings.
Valid Monthly LevelsValid Monthly Levels (No Sweeps) + Smart Labels
This tool automatically plots the highs and lows of each completed monthly candle and tracks their validity in real time. A level is considered valid until it has been swept (price trades strictly beyond that high or low). Once swept, the line and label can either be removed or dimmed depending on your settings.
Key features:
Monthly highs and lows: Each month’s range is marked with horizontal levels that extend forward.
Valid vs. swept logic: Levels are only valid until breached; swept levels can be hidden or kept as dotted/grey lines.
Smart labels: Each level is labeled with the month and year (e.g., Sep ’25 H/L). On higher timeframes, labels sit at the candle; on lower timeframes, labels automatically shift to the right edge so they don’t disappear off-screen.
Customizable appearance: Choose colors for highs, lows, and swept levels; adjust line styles; and limit how many past months are shown.
Clutter control: Cap the maximum number of labels, so your chart stays readable even on small intraday timeframes.
This indicator is useful for traders who track monthly supply/demand extremes, liquidity sweeps, and higher-timeframe context when executing on lower timeframes.
Logarithmic Bollinger Bands with Secondary BandThe Logarithmic Bollinger Bands indicator is a variation of standard Bollinger Bands that applies the calculation on a logarithmic scale rather than directly on price values. This approach is particularly useful in markets where assets experience exponential growth or large percentage-based moves, as it allows the bands to adapt proportionally instead of being distorted by absolute price changes. The indicator calculates a moving average of the log-transformed price (the basis), then adds and subtracts multiples of the standard deviation of the log price to form the upper and lower bands. Finally, the results are converted back to normal price scale for plotting. In addition to the primary bands set at 2.0 standard deviations, this version includes a secondary band set at 0.5 standard deviations, offering a closer inner envelope around the mean.
To use this indicator
Traders can observe how price interacts with both the inner and outer bands. The outer 2.0 standard deviation bands represent traditional Bollinger-style boundaries, highlighting potential overbought or oversold conditions when price pushes beyond them.
The inner 0.5 bands provide an earlier signal of price compression and breakout potential, as moves outside these tighter bands often precede larger volatility expansions.
Together, these dual layers give traders a way to monitor both short-term fluctuations and broader trend extremes, making it easier to spot opportunities for entries, exits, or risk management in markets where percentage-based scaling is more meaningful than raw price levels.
Higher Lows, Lower Highs & Failures (updated)Use the Big triangles bullish or bearish, stop at the previous bull or bear indication, hold until the opposite indication. Can't guarantee anything. This is built for the 1m chart