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Analisis Trend

Hidden Markov ModelOverview This model uses a Hidden Markov Model to identify and predict market regimes in real-time. It is designed to probabilistically identify market regime changes and predict potential reversal point using a forward algorithm to calculate the probability of a state. Unlike traditional technical indicators that rely on price patterns or moving averages, this HMM analyses the underlying statistical structure of market movements to detect when the market transitions between different behavioural states such as trending, ranging, or volatile periods How it works The HMM assumes that market behavior follows hidden states that aren't directly observable, but can be inferred from observable market data (emissions). The model uses a (somewhat simplified) Bayesian inference to estimate these probabilities. State 0: (Normal Trading): Market continuation patterns, balanced buying/selling State 1: (Top Formation): Exhaustion patterns at price highs State 2: (Bottom Formation): Capitulation patterns at price lows How to use 1) Identify the trend (you can also use it counter-trend) 2) For longing, look for a green arrow. The probability values should be red. For shorting, look for a red arrow. The probability values should be green 3) For added confluence, look for high probability values of above 25%. Advantages and what makes it unique Unlike moving averages or oscillators that react to price changes, the HMM proactively identifies the underlying market structure. This forward-looking approach can signal regime changes before they become apparent in price action, providing traders with an informational edge.
Penunjuk Pine Script®
oleh stormeta
3
Smart RSI Divergence PRO | Auto Lines + Alerts Smart RSI Divergence PRO This indicator automatically finds RSI divergences on price charts: 🔹 Detects both regular & hidden divergences 🔹 Draws auto trendlines connecting swing highs & lows 🔹 Clear triangle labels directly on the chart 🔹 Ready-to-use alerts for your strategy Use it to spot potential trend reversals and hidden continuation signals. How it works Regular Divergence: Price makes a higher high (or lower low) while RSI does not — this can signal a possible trend reversal. Hidden Divergence: Price makes a lower high (or higher low) while RSI makes a higher high (or lower low) — this can signal a possible trend continuation in the same direction. Auto Lines & Labels The script automatically detects local swing highs and lows and draws connecting trendlines on price. Labels appear on the chart as colored triangles, so signals are easy to see at a glance: 🔻 Red triangle — Regular Bearish Divergence (potential short) 🟠 Orange triangle — Hidden Bearish Divergence (possible trend continuation down) 🟢 Green triangle — Regular Bullish Divergence (potential long) 🔵 Blue triangle — Hidden Bullish Divergence (possible trend continuation up) Customization You can adjust: RSI length Show/hide regular or hidden divergences Show/hide auto lines and labels Customize line width and transparency Works on any market and any timeframe — crypto, forex, indices, stocks. ⚠️ Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test any strategy thoroughly and trade at your own risk.
Penunjuk Pine Script®
oleh artemka3091
Smart Deviation Trend Bands PRO + MTF Filter Smart Deviation Trend Bands PRO + MTF Filter This advanced version of Smart Deviation Bands gives you everything you need to catch cleaner trend bounces and avoid fake signals. 🔹 Classic deviation bands with 1, 2 and 3 standard deviations 🔹 Dynamic SMA line with clear trend coloring 🔹 Built-in multi-timeframe trend filter (MTF) 🔹 Signals only appear when they align with the higher timeframe trend 🔹 Ready-to-use alerts for bullish and bearish bounces How it works The script plots classic standard deviation bands around a dynamic Simple Moving Average (SMA). The three bands (1, 2 and 3 standard deviations) help you spot different levels of pullbacks or extensions relative to the trend. A built-in multi-timeframe filter checks the trend on a higher timeframe (HTF). A signal appears only when a bounce aligns with the bigger trend: Bullish bounce: Price crosses up from the lower deviation band while the HTF trend is up. Bearish bounce: Price crosses down from the upper deviation band while the HTF trend is down. Signal markers 🟢 Green circle: Bullish bounce — price crossing up from lower band with HTF uptrend 🔴 Red circle: Bearish bounce — price crossing down from upper band with HTF downtrend How to use Works on any market (crypto, stocks, forex). Works on any timeframe — the filter can use any higher timeframe you choose (for example, H4, 1D, 1W). Fully adjustable settings: SMA length, standard deviation multipliers, and filter timeframe. Combine this with your strategy to filter out fake breakouts and trade in line with the bigger trend. ⚠️ Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test any strategy thoroughly and trade at your own risk.
Penunjuk Pine Script®
oleh artemka3091
3
Smart Price Divergence (MACD Filter) + EMA Smart MACD Price Divergence + EMA This indicator automatically spots price divergences filtered by MACD momentum and trend direction with an adjustable EMA: 🔹 Detects regular bullish & bearish divergences 🔹 Filters signals using a simple EMA trend filter 🔹 Clear triangle labels on the chart 🔹 Ready-to-use alerts for your strategy Use it to catch potential reversal points when the trend may be losing strength. How it works Bearish Divergence: Price makes a higher high above the EMA while MACD makes a lower high → possible reversal down. Bullish Divergence: Price makes a lower low below the EMA while MACD makes a higher low → possible reversal up. EMA filter: Helps identify when the market is overextended relative to its trend. The indicator uses standard MACD settings (fast, slow, and signal lengths) which can be adjusted to fit your asset and timeframe. The EMA length is also fully customizable. Signal colors 🔻 Red triangle — Bearish Price Divergence (potential short) 🔺 Green triangle — Bullish Price Divergence (potential long) This script works on any timeframe and market — crypto, forex, indices, or stocks. Signals do not repaint once confirmed. ⚠️ Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test any strategy thoroughly and trade at your own risk.
Penunjuk Pine Script®
oleh artemka3091
Buy Sell Magic Rework A version of the legendary Forex indicator Buy Sell Magic for TradingView, with optional additional filtering in the settings. A simple yet very effective trend-following tool — I personally used it for trading gold 14 years ago, and it still works great today! How it works: This script combines the classic Parabolic SAR trend indicator with an optional ZigZag filter for additional signal confirmation. Parabolic SAR: The indicator plots the Parabolic SAR on the chart to help identify trend direction and potential reversals. A buy signal is generated when the SAR flips from above the price to below it, signaling a possible uptrend. A sell signal appears when the SAR moves from below to above the price, indicating a potential downtrend. ZigZag Filter (optional): The ZigZag filter uses pivot highs and lows to reduce market noise and confirm significant swings. When enabled, a signal is shown only after a clear pivot forms in the chosen period. Inputs: ZigZag Period: Controls pivot sensitivity. SAR Start, Increment, Max: Adjust how responsive the SAR is. Use ZigZag Filter: Enable or disable additional filtering. Plots: Gray crosses = Parabolic SAR points Green arrows = Buy signals Red arrows = Sell signals Best Use: This tool works well on various markets: Forex, crypto, stocks. It is best suited for trend-following or swing trading strategies. Adjust the settings for your preferred asset and timeframe, and always backtest before live trading. ⚠️ Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test any strategy thoroughly and trade at your own risk.
Penunjuk Pine Script®
oleh artemka3091
ROGUE ICT PROROGUE ICT PRO | ICT-Inspired Confluence System The ROGUE ICT PRO is a precision tool built for traders who follow the principles of Inner Circle Trader (ICT) methodology. This script is designed to highlight potential high-probability trade setups based on multiple confluences including Market Structure Shifts (MSS), Fair Value Gaps (FVGs), killzone timing, rejection confirmations, and optional HTF bias filters. This tool is intended for educational and research purposes only and is best used by traders who already understand ICT-style concepts. 🔍 Key Features: - Market Structure Shift (MSS): Detects bullish or bearish structure breaks and plots them on the chart. - Fair Value Gaps (FVGs): Highlights potential imbalance zones after a structure shift. - Signal Logic: Buy or sell signals only trigger when price returns to a valid FVG and confirms with a rejection wick or engulfing (optional). - Session Killzones: Filter entries to only occur during specific sessions: Asian, London, or New York. High Timeframe Bias (Optional): - HTF EMA trend direction - HTF swing structure break - HTF candle bias RSI Confirmation (Optional): A 3-period RSI must be in overbought (for sell) or oversold (for buy) territory. ATR-Based Risk Management: SL and TP lines are drawn dynamically using ATR with configurable multipliers and risk-reward ratio. Cooldown Logic: Prevents signal spam by enforcing a minimum bar gap between trades. Previous Day High/Low Anchoring (Optional): Visual levels drawn from the previous day’s extremes. ⚙️ Customization: Every feature can be toggled or configured via the settings menu: Choose which killzones to enable. Select your HTF bias filter or disable bias altogether. Adjust ATR, Risk:Reward, and RSI levels to suit your strategy. Fine-tune structure sensitivity, gap size, and rejection rules. 🛡️ Disclaimer: This indicator is provided for educational and informational purposes only. It is not intended as financial advice or a trading signal service. Past performance is not indicative of future results. Always conduct your own research and consult with a licensed financial advisor before making any trading decisions.
Penunjuk Pine Script®
oleh RogueLLC33
52SIGNAL RECIPE Directional Consistency Index═══ 52SIGNAL RECIPE Directional Consistency Index (DCI) ═══ ◆ Overview 52SIGNAL Directional Consistency Index (DCI) is a technical indicator that measures the directional consistency of market movements. This indicator focuses on the consistency of direction rather than the magnitude of price changes, analyzing the strength of market trends and providing more reliable trend analysis by filtering out noise to reflect only meaningful price movements. ───────────────────────────────────── ◆ Key Features • Direction-Focused Analysis: Concentrates solely on directional consistency rather than magnitude of price changes • Noise Filtering: Ignores insignificant price movements through minimum percentage change settings • Trend Exhaustion Detection: Identifies potential trend reversals as values approach ±0.5 levels • Intuitive Visualization: Instant recognition of trend direction through color changes based on rising/falling zones • Multi-Market Application: Adaptable to various financial markets including stocks, cryptocurrencies, and forex ───────────────────────────────────── ◆ Technical Foundation ■ Directional Calculation • Basic Principle: Counts only the up/down movement of each candle to measure directional consistency • Calculation Method: Determines direction based on percentage change between current close and previous close • Direction Values: Simplified into Rising (+1), Falling (-1), or Insignificant Change (0) • Averaging: DCI calculated as the moving average of direction values over the specified period ■ Noise Filtering Mechanism • Minimum Percentage Change: The minimum percent change required to consider a price movement significant • Filtering Effect: Movements smaller than the minimum change are excluded from direction calculation (treated as 0) • Enhanced Reliability: Adjustable filtering strength for optimization across different market environments ───────────────────────────────────── ◆ Practical Applications ■ Trend Identification & Reversal Prediction • Early Uptrend Detection: ▶ When DCI enters the 0 to +0.3 range ▶ When recent directional consistency begins to consistently rise • Early Downtrend Detection: ▶ When DCI enters the 0 to -0.3 range ▶ When recent directional consistency begins to consistently fall • Trend Reversal Signals: ▶ When DCI approaches +0.5 (uptrend exhaustion, potential downward reversal) ▶ When DCI approaches -0.5 (downtrend exhaustion, potential upward reversal) ■ Trading Strategy Implementation • Trend Following Strategies: ▶ Consider buying when DCI crosses above the 0 line ▶ Consider selling when DCI crosses below the 0 line • Reversal Trading: ▶ Consider taking profits or short positions when DCI approaches +0.5 ▶ Consider long positions when DCI approaches -0.5 • Divergence Confirmation: ▶ Weakening uptrend signal when price rises but DCI weakens ▶ Weakening downtrend signal when price falls but DCI strengthens ───────────────────────────────────── ◆ Advanced Setting Options ■ Period (Length) Settings • Short-term Analysis: 5-10 days (faster signals, more sensitive responses) • Medium-term Analysis: 10-20 days (balanced signals, recommended default) • Long-term Analysis: 20-30 days (slower signals, long-term trend identification) ■ Minimum Percentage Change Settings • Low Volatility Markets: 0.05-0.2% (suitable for forex markets) • Medium Volatility Markets: 0.3-0.5% (suitable for stock markets) • High Volatility Markets: 0.5-1.0% (suitable for cryptocurrency markets) ■ Settings by Trading Style • Scalping: Lower period (5-10), lower minimum change (0.05-0.1%) • Day Trading: Medium period (10-15), medium minimum change (0.2-0.3%) • Swing Trading: Higher period (15-25), higher minimum change (0.3-0.5%) ───────────────────────────────────── ◆ Synergy with Other Indicators • Moving Averages: Strengthen signals by confirming moving average crossovers when DCI crosses the 0 line • RSI: Combine DCI trend direction with RSI overbought/oversold levels to confirm entry points • MACD: Enhance reliability by pairing DCI directional signals with MACD momentum confirmation • Bollinger Bands: Analyze volatility by checking Bollinger Band expansion/contraction when DCI approaches ±0.5 ───────────────────────────────────── ◆ Conclusion 52SIGNAL Directional Consistency Index (DCI) is a powerful tool for objectively measuring market directionality and visualizing trend strength. The noise filtering through minimum percentage change settings can be adjusted to match your trading style and market characteristics for optimal results. Its ability to identify early trend stages and detect overextended zones provides traders with important entry and exit points. When used in conjunction with other technical indicators, it can significantly enhance the reliability of trading decisions. ───────────────────────────────────── ※ Disclaimer: Past performance does not guarantee future results. Always use appropriate risk management strategies. ═══ 52SIGNAL 방향성 일관성 지수 (DCI) ═══ ◆ 개요 52SIGNAL 방향성 일관성 지수(DCI)는 시장의 방향성 일관성을 측정하는 기술적 지표입니다. 이 지표는 가격 변화의 크기가 아닌 방향의 일관성에 중점을 두어 시장의 추세 강도를 분석하고, 노이즈 필터링 기능을 통해 의미 있는 가격 변동만을 반영하여 더 신뢰할 수 있는 추세 분석을 제공합니다. ───────────────────────────────────── ◆ 주요 특징 • 방향성 중심 분석: 가격 변화의 크기가 아닌 방향성에만 집중하여 추세의 일관성 측정 • 노이즈 필터링: 최소 변화율 설정을 통해 의미 없는 작은 가격 변동을 무시 • 추세 과열 감지: ±0.5 수준에 접근할 때 추세 전환 가능성 식별 • 직관적인 시각화: 상승/하락 구간에 따른 색상 변화로 추세 방향 즉각 인식 • 다양한 시장 적용: 주식, 암호화폐, 외환 등 다양한 금융 시장에 적용 가능 ───────────────────────────────────── ◆ 기술적 기반 ■ 방향성 계산 • 기본 원리: 각 캔들의 상승/하락 여부만 카운트하여 방향의 일관성 측정 • 계산 방법: 현재 종가와 이전 종가의 퍼센트 변화를 기준으로 방향 판단 • 방향 값: 상승(+1), 하락(-1), 의미 없는 변화(0)로 단순화 • 평균화: 설정된 기간 동안의 방향 값의 이동평균으로 DCI 산출 ■ 노이즈 필터링 메커니즘 • 최소 변화율: 의미 있는 가격 변동으로 인정할 최소 퍼센트 변화 • 필터링 효과: 최소 변화율보다 작은 변동은 방향 계산에서 제외(0으로 처리) • 신뢰도 향상: 필터링 강도 조절을 통해 다양한 시장 환경에 최적화 가능 ───────────────────────────────────── ◆ 실용적 응용 ■ 추세 식별 및 전환점 예측 • 상승 추세 초입: ▶ DCI가 0에서 +0.3 사이로 진입할 때 ▶ 최근 방향성이 일관되게 상승하기 시작할 때 • 하락 추세 초입: ▶ DCI가 0에서 -0.3 사이로 진입할 때 ▶ 최근 방향성이 일관되게 하락하기 시작할 때 • 추세 전환 신호: ▶ DCI가 +0.5에 가까워질 때 (상승 추세 과열, 하락 전환 가능성) ▶ DCI가 -0.5에 가까워질 때 (하락 추세 과열, 상승 전환 가능성) ■ 트레이딩 전략 적용 • 추세 추종 전략: ▶ DCI가 0선을 위로 돌파할 때 매수 고려 ▶ DCI가 0선을 아래로 돌파할 때 매도 고려 • 반전 트레이딩: ▶ DCI가 +0.5에 근접할 때 이익실현 또는 매도 포지션 고려 ▶ DCI가 -0.5에 근접할 때 매수 포지션 고려 • 다이버전스 확인: ▶ 가격은 상승하나 DCI가 약화될 때 상승 추세 약화 신호 ▶ 가격은 하락하나 DCI가 강화될 때 하락 추세 약화 신호 ───────────────────────────────────── ◆ 고급 설정 옵션 ■ 기간(Length) 설정 • 단기 분석: 5-10일 (빠른 신호, 민감한 반응) • 중기 분석: 10-20일 (균형 잡힌 신호, 기본 권장) • 장기 분석: 20-30일 (느린 신호, 장기 추세 식별) ■ 최소 변화율(Minimum % Change) 설정 • 저변동성 시장: 0.05-0.2% (외환 시장에 적합) • 중변동성 시장: 0.3-0.5% (주식 시장에 적합) • 고변동성 시장: 0.5-1.0% (암호화폐 시장에 적합) ■ 트레이딩 스타일별 설정 • 스캘핑: 낮은 기간(5-10), 낮은 최소 변화율(0.05-0.1%) • 데이 트레이딩: 중간 기간(10-15), 중간 최소 변화율(0.2-0.3%) • 스윙 트레이딩: 높은 기간(15-25), 높은 최소 변화율(0.3-0.5%) ───────────────────────────────────── ◆ 다른 지표와의 시너지 • 이동평균선: DCI가 0선을 돌파할 때 이동평균 교차 확인으로 신호 강화 • RSI: DCI의 추세 방향과 RSI의 과매수/과매도 수준을 결합하여 진입점 확인 • MACD: DCI의 방향성 신호와 MACD의 모멘텀 확인을 결합하여 신뢰도 향상 • 볼린저 밴드: DCI가 ±0.5에 근접할 때 볼린저 밴드 확장/수축 확인으로 변동성 분석 ───────────────────────────────────── ◆ 결론 52SIGNAL 방향성 일관성 지수(DCI)는 시장의 방향성을 객관적으로 측정하고 추세의 강도를 시각화하는 강력한 도구입니다. 최소 변화율 설정을 통한 노이즈 필터링은 각자의 트레이딩 성향과 시장 특성에 맞게 조정할 수 있어 최적의 효과를 누릴 수 있습니다. 추세의 초기 단계를 식별하고 과열 구간을 감지하는 능력은 트레이더에게 중요한 진입 및 퇴출 포인트를 제공합니다. 다른 기술적 지표와 함께 사용하면 트레이딩 결정의 신뢰도를 크게 향상시킬 수 있습니다. ───────────────────────────────────── ※ 면책 조항: 과거 성과가 미래 결과를 보장하지 않습니다. 항상 적절한 리스크 관리 전략을 사용하세요.
Penunjuk Pine Script®
oleh five2ventures
Volume Spike Analyzer(SMA10-Based)📊 **Volume Spike Analyzer (SMA10-Based)** This indicator highlights abnormal volume activity by comparing current volume to the 10-period Simple Moving Average (SMA) of volume. It helps traders visually identify unusual activity that may precede breakouts, reversals, or news-driven moves. --- 🔧 **Features:** • ✅ Colors volume bars:   • Green = Volume > SMA(10)   • Red = Volume ≤ SMA(10) • ✅ Detects and labels spike levels:   • 🔶2x — Volume > 2x SMA(10)   • 🟢3x — Volume > 3x SMA(10)   • 🔴4x — Volume > 4x SMA(10) • ✅ Built-in alerts for all 3 spike levels --- 📈 **Best Use Cases:** • Confirm breakouts with strong volume • Detect accumulation/distribution • Filter low-volume setups • Combine with VWAP/EMA for directional confirmation --- ⏱️ **Recommended Timeframes:** • Intraday: 5m, 15m, 1h • Also works on daily for swing trades --- 🧠 **Pro Tips:** • Use with VWAP or EMA(20/50/200) for confluence • Add SMA(Volume, 10) to your price chart for quick correlation • Combine with candle pattern detection for signal validation ---
Penunjuk Pine Script®
oleh vasireddiramu78
OI BTC Profile# 🚀 Bitcoin Open Interest Profile ## 📊 **What is this indicator?** The **Bitcoin Open Interest Profile** is an advanced indicator developed in Pine Script v6 that visualizes the distribution of Bitcoin's Open Interest (OI) across different price levels, similar to a Volume Profile but using Open Interest data. ## 🎯 **Key Features** ### **Open Interest Analysis** - **Dual Mode**: Visualizes both absolute OI value and net changes - **Data Source**: Uses Open Interest data from BINANCE:BTCUSDT.P-OI - **Configurable Lookback**: Up to 1000 historical bars for analysis ### **Professional Visualization** - **Horizontal Profile**: Horizontal bars showing OI concentration by price level - **Point of Control (POC)**: Automatically identifies the level with highest OI concentration - **Rolling POC**: Option to display dynamic POC in real-time ### **Advanced Customization** - **3 Color Schemes**: - **OI Gradient**: Colors by Open Interest intensity - **Bull/Bear**: Green for increases, red for decreases - **Custom**: Customizable color - **Adjustable Histogram**: Width, position, and orientation configurable - **Up to 500 levels**: Ultra-high resolution for detailed analysis ## 🔧 **Configurable Parameters** ### **Basic Settings** - `Lookback`: Number of bars to analyze (1-1000) - `Row Size`: Profile resolution (1-500 levels) - `Rolling POC`: Show dynamic POC - `OI Calculation`: Absolute value or net change ### **Style Settings** - `Width`: Histogram width (% of range) - `Bar Width`: Bar thickness - `Flip Histogram`: Invert orientation - `Color Schemes`: Multiple coloring options ## 📈 **Trading Applications** ### **Support and Resistance Analysis** - Identifies levels with highest concentration of open positions - POC acts as a magnetic price attractor ### **Liquidity Zone Detection** - High OI levels may indicate potential liquidation zones - Useful for identifying stop-loss clusters ### **Sentiment Analysis** - OI changes reveal accumulation or distribution patterns - Difference between absolute value and net changes provides context ### **Entry Timing** - Rolling POC can act as dynamic support/resistance - Confluence with traditional technical analysis ## 💡 **Competitive Advantages** ### **Optimized Performance** - Maximum 500 simultaneous lines for smooth operation - Efficient calculations with native arrays - Compatible with multiple timeframes ### **Total Flexibility** - Adaptable to different trading strategies - Granular configuration for each trader - Overlay that doesn't interfere with price analysis ### **Institutional Data** - Access to market-moving metrics - Information not available in traditional indicators - Informational advantage over retail traders ## 🚨 **Recommended Use Cases** ### **Scalping and Day Trading** - Use high resolution (300-500 rows) with short lookback (50-100 bars) - Rolling POC as intraday reference ### **Swing Trading** - Medium resolution (100-200 rows) with extended lookback (200-500 bars) - Focus on high OI levels for targets ### **Positional Analysis** - Maximum lookback (500-1000 bars) for historical context - Identification of accumulation/distribution zones ## 🎨 **Visual Examples** The indicator generates a horizontal profile showing: - **Longer bars**: Higher Open Interest concentration - **POC (dotted line)**: Level of maximum interest - **Color gradient**: OI intensity or bull/bear sentiment ## 🔥 **Why is it unique?** 1. **First of its kind**: Combines volume analysis with derivatives metrics 2. **Institutional precision**: Real-time Open Interest data 3. **Extreme versatility**: Adaptable to any trading style 4. **Optimized performance**: Efficient code for professional use ## 📞 **Feedback and Improvements** Would you like to see any additional functionality? Any specific parameters for your strategy? --- *Developed by an experienced trader for experienced traders. Compatible with Pine Script v6 and optimized for Bitcoin, but adaptable to other instruments with available OI data.*
Penunjuk Pine Script®
oleh didaz
Advanced LOREN SETUP (3.0)This indicator is an exclusive access tool based on the Advanced Loren Setup, collaboratively designed by the expert mentors at StockTutor. It is built to provide traders with a strategic edge in the markets by integrating refined technical insights and proprietary logic. ⚠ Disclaimer: This indicator is strictly for personal use only. Redistribution, resale, or unauthorized sharing of this tool is strictly prohibited. Any attempt to copy, modify, or commercialize this setup without permission from StockTutor will result in legal action.
Penunjuk Pine Script®
oleh Stocktutor
Noon Curve Box with Quadrants & 1st FVGOverview 📜 The Noon Curve Box with Quadrants & 1st FVG is a comprehensive analysis tool built for intraday traders. It automates the process of identifying and visualizing key time-based concepts popularized by ICT (Inner Circle Trader) and other price action methodologies. While the concepts themselves are public, this script's value lies in its unique automation and clear presentation. It saves you the manual effort of marking session ranges, quadrants, and searching for critical imbalances every single day, allowing you to focus purely on execution. Underlying Concepts Explained 🧠 This script is built on a few core price action principles: Time-Based Profiling: The idea that different times of the trading day have different characteristics. The script visually separates the main session into 2-hour quadrants to help you track momentum shifts. Fair Value Gaps (FVG): An FVG is a three-bar pattern that indicates a price imbalance or inefficiency. It's a foundational concept in many institutional trading methods. A Bullish FVG (or BISI) forms when there is a gap between the first candle's high and the third candle's low: Candle 1 HighCandle 3 High "Silver Bullet" Time Windows: This indicator specifically targets the first FVG formed during the high-impact AM session (9:30-10:00 NY Time) and a corresponding PM session (13:30-14:00 NY Time), as these are often considered high-probability reversal or continuation zones. Key Features & How It Works ✨ Automated Session Box: The script automatically draws a box around the high and low of your specified trading session (default is 8:00 AM - 4:00 PM New York time). This provides an instant view of the day's operating range. Dynamic Quadrant Analysis: The session is automatically divided into 2-hour quadrants. Each box is colored based on its internal momentum (close vs. open), providing an at-a-glance summary of buying or selling pressure throughout the day. Precision FVG Detection: The script's core logic scans for the very first FVG within the AM (9:30-10:00) and PM (13:30-14:00) windows. It identifies the exact 3-bar pattern and immediately draws a box marking the imbalance zone. Once the first FVG is found for a window, the script stops searching, ensuring your chart remains clean and focused on the most significant, initial imbalance. The FVG boxes extend to the current bar, keeping these key levels of interest visible all day. How to Use This Indicator 🎯 Context: Use the Session Box high and low as your primary intraday support and resistance levels. Momentum: Use the Quadrant Box colors to gauge the flow of the market. A switch from red to green, for example, can signal a potential shift in control. High-Probability Setups: The AM and PM First FVG boxes are your key points of interest. These imbalances often act as price magnets. Look for price to return to these zones to find potential entries, as they may act as support (bullish FVG) or resistance (bearish FVG). Settings and Customization ⚙️ You have full control over all visual elements. Session Control: Adjust the session time and timezone. Visual Toggles: Enable or disable the Session Box, Quadrants, and AM/PM FVGs. Color Customization: Match all elements to your personal chart theme. History: Limit the number of historical FVG boxes displayed to keep your chart clean.
Penunjuk Pine Script®
oleh tncylyv
MojoPivots Breakout Signals [DonnieMojo]The MojoPivots Breakout Indicator is a precision-engineered tool designed for traders seeking high-probability breakout opportunities using dynamic pivot structures and real-time volume imbalances. Built on DonnieMojo’s breakout framework, this indicator analyzes market structure via custom MR (Major Resistance) and MS (Major Support) levels, dynamically derived from intraday volume profiles and statistical price expansion. It intelligently tracks and visualizes potential breakout zones, key "line-in-the-sand" levels, and take-profit targets (TP1, TP2, TP3) based on volatility-adjusted zones. 🔑 Core Features: Breakout Signal Detection Identifies potential bullish and bearish breakouts when price breaches predefined resistance (MR1) or support (MS1) levels with confirmation from volume dynamics. Smart Take-Profit System Targets are automatically mapped to MR2–MR4 and MS2–MS4, offering structured TP zones based on standard deviation thresholds. Delta Zone Visuals Color-coded fills display real-time buyer/seller dominance in each zone using an imbalance-weighted volume model. VPOC "Sand Line" The Volume Point of Control is plotted to show the session's key battle line for trend continuation or rejection. Statistical Performance Panel Live breakout stats with hit-rate bars (TP1/TP2/TP3) help you evaluate performance and adjust trade management. 🧪 Usage Tips: Timeframe Sync: The default detection logic is based on 15-minute candles, but pivot zones are calculated from higher timeframes (2H by default). Adjust these in the settings to suit your strategy. Entry Trigger: Wait for price to close below MS1 or above MR1 and breach it on the next bar to confirm a breakout signal. TP Scaling: Use TP1 for conservative exits or scale out progressively at TP2 and TP3 for extended moves. Volume Confirmation: Delta zone fills (green/red) help validate whether breakout levels are supported by buyer/seller strength — fade low-delta signals with caution. Combine with Trend Filters: Enhance results by using MojoPivots alongside trend indicators like EMAs, ADX, or macro S/R.
Penunjuk Pine Script®
oleh TrendlyIndicators
VoVix DEVMA🌌 VoVix DEVMA: A Deep Dive into Second-Order Volatility Dynamics Welcome to VoVix+, a sophisticated trading framework that transcends traditional price analysis. This is not merely another indicator; it is a complete system designed to dissect and interpret the very fabric of market volatility. VoVix+ operates on the principle that the most powerful signals are not found in price alone, but in the behavior of volatility itself. It analyzes the rate of change, the momentum, and the structure of market volatility to identify periods of expansion and contraction, providing a unique edge in anticipating major market moves. This document will serve as your comprehensive guide, breaking down every mathematical component, every user input, and every visual element to empower you with a profound understanding of how to harness its capabilities. 🔬 THEORETICAL FOUNDATION: THE MATHEMATICS OF MARKET DYNAMICS VoVix+ is built upon a multi-layered mathematical engine designed to measure what we call "second-order volatility." While standard indicators analyze price, and first-order volatility indicators (like ATR) analyze the range of price, VoVix+ analyzes the dynamics of the volatility itself. This provides insight into the market's underlying state of stability or chaos. 1. The VoVix Score: Measuring Volatility Thrust The core of the system begins with the VoVix Score. This is a normalized measure of volatility acceleration or deceleration. Mathematical Formula: VoVix Score = (ATR(fast) - ATR(slow)) / (StDev(ATR(fast)) + ε) Where: ATR(fast) is the Average True Range over a short period, representing current, immediate volatility. ATR(slow) is the Average True Range over a longer period, representing the baseline or established volatility. StDev(ATR(fast)) is the Standard Deviation of the fast ATR, which measures the "noisiness" or consistency of recent volatility. ε (epsilon) is a very small number to prevent division by zero. Market Implementation: Positive Score (Expansion): When the fast ATR is significantly higher than the slow ATR, it indicates a rapid increase in volatility. The market is "stretching" or expanding. Negative Score (Contraction): When the fast ATR falls below the slow ATR, it indicates a decrease in volatility. The market is "coiling" or contracting. Normalization: By dividing by the standard deviation, we normalize the score. This turns it into a standardized measure, allowing us to compare volatility thrust across different market conditions and timeframes. A score of 2.0 in a quiet market means the same, relatively, as a score of 2.0 in a volatile market. 2. Deviation Analysis (DEV): Gauging Volatility's Own Volatility The script then takes the analysis a step further. It calculates the standard deviation of the VoVix Score itself. Mathematical Formula: DEV = StDev(VoVix Score, lookback_period) Market Implementation: This DEV value represents the magnitude of chaos or stability in the market's volatility dynamics. A high DEV value means the volatility thrust is erratic and unpredictable. A low DEV value suggests the change in volatility is smooth and directional. 3. The DEVMA Crossover: Identifying Regime Shifts This is the primary signal generator. We take two moving averages of the DEV value. Mathematical Formula: fastDEVMA = SMA(DEV, fast_period) slowDEVMA = SMA(DEV, slow_period) The Core Signal: The strategy triggers on the crossover and crossunder of these two DEVMA lines. This is a profound concept: we are not looking at a moving average of price or even of volatility, but a moving average of the standard deviation of the normalized rate of change of volatility. Bullish Crossover (fastDEVMA > slowDEVMA): This signals that the short-term measure of volatility's chaos is increasing relative to the long-term measure. This often precedes a significant market expansion and is interpreted as a bullish volatility regime. Bearish Crossunder (fastDEVMA < slowDEVMA): This signals that the short-term measure of volatility's chaos is decreasing. The market is settling down or contracting, often leading to trending moves or range consolidation. ⚙️ INPUTS MENU: CONFIGURING YOUR ANALYSIS ENGINE Every input has been meticulously designed to give you full control over the strategy's behavior. Understanding these settings is key to adapting VoVix+ to your specific instrument, timeframe, and trading style. 🌀 VoVix DEVMA Configuration 🧬 Deviation Lookback: This sets the lookback period for calculating the DEV value. It defines the window for measuring the stability of the VoVix Score. A shorter value makes the system highly reactive to recent changes in volatility's character, ideal for scalping. A longer value provides a smoother, more stable reading, better for identifying major, long-term regime shifts. ⚡ Fast VoVix Length: This is the lookback period for the fastDEVMA. It represents the short-term trend of volatility's chaos. A smaller number will result in a faster, more sensitive signal line that reacts quickly to market shifts. 🐌 Slow VoVix Length: This is the lookback period for the slowDEVMA. It represents the long-term, baseline trend of volatility's chaos. A larger number creates a more stable, slower-moving anchor against which the fast line is compared. How to Optimize: The relationship between the Fast and Slow lengths is crucial. A wider gap (e.g., 20 and 60) will result in fewer, but potentially more significant, signals. A narrower gap (e.g., 25 and 40) will generate more frequent signals, suitable for more active trading styles. 🧠 Adaptive Intelligence 🧠 Enable Adaptive Features: When enabled, this activates the strategy's performance tracking module. The script will analyze the outcome of its last 50 trades to calculate a dynamic win rate. ⏰ Adaptive Time-Based Exit: If Enable Adaptive Features is on, this allows the strategy to adjust its Maximum Bars in Trade setting based on performance. It learns from the average duration of winning trades. If winning trades tend to be short, it may shorten the time exit to lock in profits. If winners tend to run, it will extend the time exit, allowing trades more room to develop. This helps prevent the strategy from cutting winning trades short or holding losing trades for too long. ⚡ Intelligent Execution 📊 Trade Quantity: A straightforward input that defines the number of contracts or shares for each trade. This is a fixed value for consistent position sizing. 🛡️ Smart Stop Loss: Enables the dynamic stop-loss mechanism. 🎯 Stop Loss ATR Multiplier: Determines the distance of the stop loss from the entry price, calculated as a multiple of the current 14-period ATR. A higher multiplier gives the trade more room to breathe but increases risk per trade. A lower multiplier creates a tighter stop, reducing risk but increasing the chance of being stopped out by normal market noise. 💰 Take Profit ATR Multiplier: Sets the take profit target, also as a multiple of the ATR. A common practice is to set this higher than the Stop Loss multiplier (e.g., a 2:1 or 3:1 reward-to-risk ratio). 🏃 Use Trailing Stop: This is a powerful feature for trend-following. When enabled, instead of a fixed stop loss, the stop will trail behind the price as the trade moves into profit, helping to lock in gains while letting winners run. 🎯 Trail Points & 📏 Trail Offset ATR Multipliers: These control the trailing stop's behavior. Trail Points defines how much profit is needed before the trail activates. Trail Offset defines how far the stop will trail behind the current price. Both are based on ATR, making them fully adaptive to market volatility. ⏰ Maximum Bars in Trade: This is a time-based stop. It forces an exit if a trade has been open for a specified number of bars, preventing positions from being held indefinitely in stagnant markets. ⏰ Session Management These inputs allow you to confine the strategy's trading activity to specific market hours, which is crucial for day trading instruments that have defined high-volume sessions (e.g., stock market open). 🎨 Visual Effects & Dashboard These toggles give you complete control over the on-chart visuals and the dashboard. You can disable any element to declutter your chart or focus only on the information that matters most to you. 📊 THE DASHBOARD: YOUR AT-A-GLANCE COMMAND CENTER The dashboard centralizes all critical information into one compact, easy-to-read panel. It provides a real-time summary of the market state and strategy performance. 🎯 VOVIX ANALYSIS Fast & Slow: Displays the current numerical values of the fastDEVMA and slowDEVMA. The color indicates their direction: green for rising, red for falling. This lets you see the underlying momentum of each line. Regime: This is your most important environmental cue. It tells you the market's current state based on the DEVMA relationship. 🚀 EXPANSION (Green) signifies a bullish volatility regime where explosive moves are more likely. ⚛️ CONTRACTION (Purple) signifies a bearish volatility regime, where the market may be consolidating or entering a smoother trend. Quality: Measures the strength of the last signal based on the magnitude of the DEVMA difference. An ELITE or STRONG signal indicates a high-conviction setup where the crossover had significant force. PERFORMANCE Win Rate & Trades: Displays the historical win rate of the strategy from the backtest, along with the total number of closed trades. This provides immediate feedback on the strategy's historical effectiveness on the current chart. EXECUTION Trade Qty: Shows your configured position size per trade. Session: Indicates whether trading is currently OPEN (allowed) or CLOSED based on your session management settings. POSITION Position & PnL: Displays your current position (LONG, SHORT, or FLAT) and the real-time Profit or Loss of the open trade. 🧠 ADAPTIVE STATUS Stop/Profit Mult: In this simplified version, these are placeholders. The primary adaptive feature currently modifies the time-based exit, which is reflected in how long trades are held on the chart. 🎨 THE VISUAL UNIVERSE: DECIPHERING MARKET GEOMETRY The visuals are not mere decorations; they are geometric representations of the underlying mathematical concepts, designed to give you an intuitive feel for the market's state. The Core Lines: FastDEVMA (Green/Maroon Line): The primary signal line. Green when rising, indicating an increase in short-term volatility chaos. Maroon when falling. SlowDEVMA (Aqua/Orange Line): The baseline. Aqua when rising, indicating a long-term increase in volatility chaos. Orange when falling. 🌊 Morphism Flow (Flowing Lines with Circles): What it represents: This visualizes the momentum and strength of the fastDEVMA. The width and intensity of the "beam" are proportional to the signal strength. Interpretation: A thick, steep, and vibrant flow indicates powerful, committed momentum in the current volatility regime. The floating '●' particles represent kinetic energy; more particles suggest stronger underlying force. 📐 Homotopy Paths (Layered Transparent Boxes): What it represents: These layered boxes are centered between the two DEVMA lines. Their height is determined by the DEV value. Interpretation: This visualizes the overall "volatility of volatility." Wider boxes indicate a chaotic, unpredictable market. Narrower boxes suggest a more stable, predictable environment. 🧠 Consciousness Field (The Grid): What it represents: This grid provides a historical lookback at the DEV range. Interpretation: It maps the recent "consciousness" or character of the market's volatility. A consistently wide grid suggests a prolonged period of chaos, while a narrowing grid can signal a transition to a more stable state. 📏 Functorial Levels (Projected Horizontal Lines): What it represents: These lines extend from the current fastDEVMA and slowDEVMA values into the future. Interpretation: Think of these as dynamic support and resistance levels for the volatility structure itself. A crossover becomes more significant if it breaks cleanly through a prior established level. 🌊 Flow Boxes (Spaced Out Boxes): What it represents: These are compact visual footprints of the current regime, colored green for Expansion and red for Contraction. Interpretation: They provide a quick, at-a-glance confirmation of the dominant volatility flow, reinforcing the background color. Background Color: This provides an immediate, unmistakable indication of the current volatility regime. Light Green for Expansion and Light Aqua/Blue for Contraction, allowing you to assess the market environment in a split second. 📊 BACKTESTING PERFORMANCE REVIEW & ANALYSIS The following is a factual, transparent review of a backtest conducted using the strategy's default settings on a specific instrument and timeframe. This information is presented for educational purposes to demonstrate how the strategy's mechanics performed over a historical period. It is crucial to understand that these results are historical, apply only to the specific conditions of this test, and are not a guarantee or promise of future performance. Market conditions are dynamic and constantly change. Test Parameters & Conditions To ensure the backtest reflects a degree of real-world conditions, the following parameters were used. The goal is to provide a transparent baseline, not an over-optimized or unrealistic scenario. Instrument: CME E-mini Nasdaq 100 Futures (NQ1!) Timeframe: 5-Minute Chart Backtesting Range: March 24, 2024, to July 09, 2024 Initial Capital: $100,000 Commission: $0.62 per contract (A realistic cost for futures trading). Slippage: 3 ticks per trade (A conservative setting to account for potential price discrepancies between order placement and execution). Trade Size: 1 contract per trade. Performance Overview (Historical Data) The test period generated 465 total trades , providing a statistically significant sample size for analysis, which is well above the recommended minimum of 100 trades for a strategy evaluation. Profit Factor: The historical Profit Factor was 2.663 . This metric represents the gross profit divided by the gross loss. In this test, it indicates that for every dollar lost, $2.663 was gained. Percent Profitable: Across all 465 trades, the strategy had a historical win rate of 84.09% . While a high figure, this is a historical artifact of this specific data set and settings, and should not be the sole basis for future expectations. Risk & Trade Characteristics Beyond the headline numbers, the following metrics provide deeper insight into the strategy's historical behavior. Sortino Ratio (Downside Risk): The Sortino Ratio was 6.828 . Unlike the Sharpe Ratio, this metric only measures the volatility of negative returns. A higher value, such as this one, suggests that during this test period, the strategy was highly efficient at managing downside volatility and large losing trades relative to the profits it generated. Average Trade Duration: A critical characteristic to understand is the strategy's holding period. With an average of only 2 bars per trade , this configuration operates as a very short-term, or scalping-style, system. Winning trades averaged 2 bars, while losing trades averaged 4 bars. This indicates the strategy's logic is designed to capture quick, high-probability moves and exit rapidly, either at a profit target or a stop loss. Conclusion and Final Disclaimer This backtest demonstrates one specific application of the VoVix+ framework. It highlights the strategy's behavior as a short-term system that, in this historical test on NQ1!, exhibited a high win rate and effective management of downside risk. Users are strongly encouraged to conduct their own backtests on different instruments, timeframes, and date ranges to understand how the strategy adapts to varying market structures. Past performance is not indicative of future results, and all trading involves significant risk. 🔧 THE DEVELOPMENT PHILOSOPHY: FROM VOLATILITY TO CLARITY The journey to create VoVix+ began with a simple question: "What drives major market moves?" The answer is often not a change in price direction, but a fundamental shift in market volatility. Standard indicators are reactive to price. We wanted to create a system that was predictive of market state. VoVix+ was designed to go one level deeper—to analyze the behavior, character, and momentum of volatility itself. The challenge was twofold. First, to create a robust mathematical model to quantify these abstract concepts. This led to the multi-layered analysis of ATR differentials and standard deviations. Second, to make this complex data intuitive and actionable. This drove the creation of the "Visual Universe," where abstract mathematical values are translated into geometric shapes, flows, and fields. The adaptive system was intentionally kept simple and transparent, focusing on a single, impactful parameter (time-based exits) to provide performance feedback without becoming an inscrutable "black box." The result is a tool that is both profoundly deep in its analysis and remarkably clear in its presentation. ⚠️ RISK DISCLAIMER AND BEST PRACTICES VoVix+ is an advanced analytical tool, not a guarantee of future profits. All financial markets carry inherent risk. The backtesting results shown by the strategy are historical and do not guarantee future performance. This strategy incorporates realistic commission and slippage settings by default, but market conditions can vary. Always practice sound risk management, use position sizes appropriate for your account equity, and never risk more than you can afford to lose. It is recommended to use this strategy as part of a comprehensive trading plan. This was developed specifically for Futures "The prevailing wisdom is that markets are always right. I take the opposite view. I assume that markets are always wrong. Even if my assumption is occasionally wrong, I use it as a working hypothesis." — George Soros — Dskyz, Trade with insight. Trade with anticipation.
Strategi Pine Script®
oleh DskyzInvestments
14
[Top] MTF Supply-Demand Zones MTF Supply-Demand Zones The “MTF Supply-Demand Zones” indicator is a sophisticated, multi-timeframe analysis tool designed to help traders visually identify key supply and demand areas across multiple timeframes simultaneously (Daily, 4-hour, 1-hour, and 15-minute). It has been designed for maximum ease of use and customization to make it effective for all trading styles. How It Works: The indicator detects supply and demand zones based on a clear and reliable candle pattern: Demand Zones are identified when a small bearish candle (red) is immediately followed by a significantly larger bullish candle (green). The demand zone spans from the high to the close of the bearish candle, with a bounce line drawn at the statistically most likely point of reversal. Supply Zones are identified when a small bullish candle (green) is immediately followed by a substantially larger bearish candle (red). The supply zone spans from the close to the low of the bullish candle, with a bounce line drawn at the statistically most likely point of reversal. Zones are validated and drawn upon the closure of candles on higher timeframes, ensuring accuracy and reliability. Core Features: Multi-Timeframe Analysis: Simultaneously tracks and visually represents supply and demand zones from Daily, 4-hour, 1-hour, and 15-minute charts directly onto a single chart. Dynamic Zone Validation: Zones are continuously monitored for invalidation—once price action penetrates a zone, it becomes inactive and ceases to extend further, clearly marking its relevance to current price action. Bounce Lines: Clearly visible lines within each zone indicate potential entry or bounce points for traders. Automated Zone Labeling: Optional labels at the center of each zone clearly identify the timeframe and type of zone (e.g., “15M Supply Zone”). Fully Customizable Colors: Users can customize zone colors for easy differentiation between timeframes and zone types, providing clear and intuitive chart visuals. What Makes It Unique: Bounce Line Inclusion: Unlike typical supply-demand indicators, this script distinctly marks potential reaction points within each zone using a bounce line. This provides traders with a precise visual reference for potential price reversals or continuations, improving decision-making accuracy. Extensive Visual Customization: The indicator offers extensive visual customization options, allowing traders to independently adjust colors for each zone and bounce line per timeframe. This customization enhances visual clarity and helps traders quickly distinguish between various trading scenarios. How to Use: Enable or disable visibility for each timeframe zone depending on your trading strategy. Customize zone and bounce line colors to visually organize and prioritize zones on your charts. Utilize the automated labeling system to quickly identify and assess the strength and relevance of each zone. Watch for price reactions within the marked zones, using bounce lines to identify optimal trade entry points. This indicator is ideal for traders seeking clarity on multi-timeframe support and resistance dynamics, providing insights into potential price reversal points.
Penunjuk Pine Script®
oleh TopTradesUA
2
Fadi ffa **Fadi Dynamic Trend Indicator** The **Fadi Dynamic Trend Indicator** is a comprehensive technical analysis tool designed to assist traders in identifying trends, key price levels, and potential reversal points across various markets and timeframes. By combining dynamic trend detection, statistical price channel analysis, and advanced reversal point identification, this indicator provides actionable insights for trend-following, breakout, and reversal trading strategies. **How It Works**: This indicator integrates three complementary components to deliver clear trading signals and a deeper understanding of market dynamics: 1. **Dynamic Trend Detection**: Utilizes a proprietary algorithm based on the Average True Range (ATR) to calculate dynamic support and resistance levels. It generates Buy and Sell signals when the price crosses these levels, indicating potential trend changes. Traders can customize the trend strength and sensitivity to suit their trading style. 2. **Price Channel Analysis**: Plots a statistical channel based on price regression, highlighting the trend's direction and range. The channel dynamically extends to the right, helping traders identify breakout zones and trend continuation patterns. 3. **Reversal Point Detection**: Identifies significant high and low points in the market, marking them with triangle symbols (▼ for highs, ▲ for lows). Additionally, it highlights "missed" reversal levels (also marked with ▼ and ▲) to indicate potential price zones that have not yet been tested, offering unique insights into untapped market opportunities. **How to Use**: - **Timeframes**: The indicator performs well on various timeframes, with optimal results on 15-minute to 1-hour charts for scalping or swing trading. - **Signals**: Look for Buy (green "BUY" label below the bar) and Sell (red "SELL" label above the bar) signals to enter trades, ideally confirmed by price action within the price channel or near reversal points. - **Reversal Points**: Monitor the ▼ (highs) and ▲ (lows) labels to identify key reversal zones. The "missed" levels (also shown as ▼ and ▲) indicate potential areas where the price may react in the future. - **Customization**: - **Trend Signal Strength** (default: 1): Adjusts the ATR period to control the frequency of trend signals. - **Trend Sensitivity** (default: 0.8): Fine-tunes the responsiveness of the trend lines. - **Reversal Signal Sensitivity** (default: 7): Defines the lookback period for detecting reversal points. - **Price Channel Length** (default: 100): Sets the period for calculating the price channel. - Use the indicator on standard candlestick charts for accurate results. **Unique Features**: - **Integrated Analysis**: Combines trend detection, price channel analysis, and reversal point identification into a single, cohesive tool. - **Missed Reversal Levels**: Highlights untested price levels with ▼ and ▲ symbols, helping traders anticipate potential price reactions before they occur. - **Dynamic Customization**: Offers adjustable settings to adapt the indicator to different markets (stocks, forex, crypto) and trading strategies (scalping, day trading, or swing trading). - **Efficient Design**: Optimized to minimize resource usage, ensuring smooth performance on TradingView charts. **Settings**: - **Trend Signal Strength**: Controls the ATR period for trend calculations (default: 1). - **Trend Sensitivity**: Adjusts the sensitivity of trend signals (default: 0.8). - **Reversal Signal Sensitivity**: Defines the lookback period for reversal point detection (default: 7). - **Price Channel Length**: Sets the period for the statistical price channel (default: 100). **Trading Tips**: - For scalping, use shorter timeframes (5-15 minutes) and increase the Trend Sensitivity for more frequent signals. - For swing trading, use higher timeframes (1-hour or 4-hour) and adjust the Reversal Signal Sensitivity to focus on significant reversal points. - Combine Buy/Sell signals with price channel breakouts or interactions with reversal levels for higher-probability trades. - Monitor the correlation coefficient (displayed below the chart) to gauge the strength of the trend within the price channel. **Why Use This Indicator?** The Fadi Dynamic Trend Indicator is ideal for traders seeking a versatile tool that simplifies complex market analysis. Its unique combination of trend signals, price channel visualization, and missed reversal levels empowers traders to make informed decisions in trending or ranging markets. Whether you're a beginner or an experienced trader, this indicator provides clear, actionable insights to enhance your trading strategy. **Note**: This indicator is designed for use on standard candlestick charts to ensure realistic and reliable results. Always backtest and validate the indicator on your preferred market and timeframe before using it in live trading.
Penunjuk Pine Script®
oleh mohammad1-de
1
OA - RS HistogramOA - RS Histogram Indicator This indicator displays a histogram representation of Relative Strength (RS) analysis, helping traders visualize the momentum relationship between a security and a reference index. Key Features: RS Histogram: Shows the difference between the current RS ratio and its EMA smoothed line Customizable Reference Index: Default set to XU100, but can be changed to any index EMA Smoothing: Adjustable EMA period (default 21) for trend analysis Visual Clarity: Histogram bars are colored aqua for positive values and purple for negative values Zero Line Reference: Dotted gray line for easy identification of positive/negative zones How It Works: The indicator calculates the relative strength by comparing the normalized percentage changes of the current security against the selected reference index. A 5-period EMA is applied to the RS ratio, and then the difference between this smoothed RS line and a longer EMA (default 21 periods) is displayed as a histogram. Technical Calculation: Fetches reference index data with proper gap handling Calculates normalized percentage changes for both security and index Computes relative strength ratio Applies EMA smoothing to reduce noise Displays the difference as a histogram for clear momentum visualization Customization Options: Reference index selection (default: XU100) EMA length adjustment (default: 21 periods) Color customization for positive and negative histogram bars Alert Conditions: Histogram crossing above zero (potential bullish momentum shift) Histogram crossing below zero (potential bearish momentum shift) Usage: This tool helps traders understand relative strength concepts through visual histogram representation. The zero-line crossovers can indicate momentum shifts in the security relative to the chosen benchmark index.
Penunjuk Pine Script®
oleh onurag
3
Price Ranged FVG📌 Price Ranged FVG Is a clean and efficient tool designed to detect Fair Value Gaps (FVGs) with adjustable filters and structural context. It’s especially useful for traders looking to filter out insignificant gaps and focus on high-probability areas, particularly around swing breaks or structural shifts. 🧠 What is a Fair Value Gap (FVG)? A Fair Value Gap appears when there’s a price imbalance between candles — typically after a strong move — where the market skips over certain price levels without trading there. These zones can act as potential areas for price to return to (mean reversion), or serve as support/resistance depending on market structure. 🔍 FVG Detection Types You can choose between three different detection modes under the "FVG Detection" input: Same Type: Only detects FVGs where the last 3 candles are in the same direction (all bullish or all bearish). All: Detects any FVG, regardless of candle direction. Twin Close: Detects FVGs only when the last two candles are in the same direction and close accordingly — offering a stricter confirmation. 🎯 FVG % Filters To filter out noise or insignificant gaps, this indicator includes: Minimum FVG % Filter: Ignores FVGs smaller than your specified percentage of the current close. Maximum FVG % Filter: Ignores overly large gaps that may be unreliable or caused by anomalies. These filters help focus on relevant FVGs that are more likely to act as reaction zones. 🏛 Structural Context (Swing Highs and Lows) The indicator plots swing highs and swing lows with dots to provide structure-based context: Set Swing Strength to 3 for detecting internal structure (shorter-term moves). Use a higher setting like 5 to focus on external structure (more significant highs/lows). These levels can help you determine whether an FVG is forming within a consolidation, breakout, or key structural transition. ✅ Use Case (My Personal Workflow) I personally use this indicator to: Filter out weak or irrelevant FVGs using the % filters. Watch for price interaction at swing breaks — especially when an FVG aligns with a break in internal or external structure. Refine entry and exit planning in confluence with other tools or strategies. ⚠️ Disclaimer This indicator is not financial advice. It is a technical analysis tool intended to support your own decision-making process. Always do your own research and risk management.
Penunjuk Pine Script®
oleh NovaTradeStar
2
Active PMI Support/Resistance Levels [EdgeTerminal]The PMI Support & Resistance indicator revolutionizes traditional technical analysis by using Pointwise Mutual Information (PMI) - a statistical measure from information theory - to objectively identify support and resistance levels. Unlike conventional methods that rely on visual pattern recognition, this indicator provides mathematically rigorous, quantifiable evidence of price levels where significant market activity occurs. - The Mathematical Foundation: Pointwise Mutual Information Pointwise Mutual Information measures how much more likely two events are to occur together compared to if they were statistically independent. In our context: Event A: Volume spikes occurring (high trading activity) Event B: Price being at specific levels The PMI formula calculates: PMI = log(P(A,B) / (P(A) × P(B))) Where: P(A,B) = Probability of volume spikes occurring at specific price levels P(A) = Probability of volume spikes occurring anywhere P(B) = Probability of price being at specific levels High PMI scores indicate that volume spikes and certain price levels co-occur much more frequently than random chance would predict, revealing genuine support and resistance zones. - Why PMI Outperforms Traditional Methods Subjective interpretation: What one trader sees as significant, another might ignore Confirmation bias: Tendency to see patterns that confirm existing beliefs Inconsistent criteria: No standardized definition of "significant" volume or price action Static analysis: Doesn't adapt to changing market conditions No strength measurement: Can't quantify how "strong" a level truly is PMI Advantages: ✅ Objective & Quantifiable: Mathematical proof of significance, not visual guesswork ✅ Statistical Rigor: Levels backed by information theory and probability ✅ Strength Scoring: PMI scores rank levels by statistical significance ✅ Adaptive: Automatically adjusts to different market volatility regimes ✅ Eliminates Bias: Computer-calculated, removing human interpretation errors ✅ Market Structure Aware: Reveals the underlying order flow concentrations - How It Works Data Processing Pipeline: Volume Analysis: Identifies volume spikes using configurable thresholds Price Binning: Divides price range into discrete levels for analysis Co-occurrence Calculation: Measures how often volume spikes happen at each price level PMI Computation: Calculates statistical significance for each price level Level Filtering: Shows only levels exceeding minimum PMI thresholds Dynamic Updates: Refreshes levels periodically while maintaining historical traces Visual System: Current Levels: Bright, thick lines with PMI scores - your actionable levels Historical Traces: Faded previous levels showing market structure evolution Strength Tiers: Line styles indicate PMI strength (solid/dashed/dotted) Color Coding: Green for support, red for resistance Info Table: Real-time display of strongest levels with scores - Indicator Settings: Core Parameters Lookback Period (Default: 200) Lower (50-100): More responsive to recent price action, catches short-term levels Higher (300-500): Focuses on major historical levels, more stable but less responsive Best for: Day trading (100-150), Swing trading (200-300), Position trading (400-500) Volume Spike Threshold (Default: 1.5) Lower (1.2-1.4): More sensitive, catches smaller volume increases, more levels detected Higher (2.0-3.0): Only major volume surges count, fewer but stronger signals Market dependent: High-volume stocks may need higher thresholds (2.0+), low-volume stocks lower (1.2-1.3) Price Bins (Default: 50) Lower (20-30): Broader price zones, less precise but captures wider areas Higher (70-100): More granular levels, precise but may be overly specific Volatility dependent: High volatility assets benefit from more bins (70+) Minimum PMI Score (Default: 0.5) Lower (0.2-0.4): Shows more levels including weaker ones, comprehensive view Higher (1.0-2.0): Only statistically strong levels, cleaner chart Progressive filtering: Start with 0.5, increase if too cluttered Max Levels to Show (Default: 8) Fewer (3-5): Clean chart focusing on strongest levels only More (10-15): Comprehensive view but may clutter chart Strategy dependent: Scalpers prefer fewer (3-5), swing traders more (8-12) Historical Tracking Settings Update Frequency (Default: 20 bars) Lower (5-10): More frequent updates, captures rapid market changes Higher (50-100): Less frequent updates, focuses on major structural shifts Timeframe scaling: 1-minute charts need lower frequency (5-10), daily charts higher (50+) Show Historical Levels (Default: True) Enables the "breadcrumb trail" effect showing evolution of support/resistance Disable for cleaner charts focusing only on current levels Max Historical Marks (Default: 50) Lower (20-30): Less memory usage, shorter history Higher (100-200): Longer historical context but more resource intensive Fade Strength (Default: 0.8) Lower (0.5-0.6): Historical levels more visible Higher (0.9-0.95): Historical levels very subtle Visual Settings Support/Resistance Colors: Choose colors that contrast well with your chart theme Line Width: Thicker lines (3-4) for better visibility on busy charts Show PMI Scores: Toggle labels showing statistical strength Label Size: Adjust based on screen resolution and chart zoom level - Most Effective Usage Strategies For Day Trading: Setup: Lookback 100-150, Volume Threshold 1.8-2.2, Update Frequency 10-15 Use PMI levels as bounce/rejection points for scalp entries Higher PMI scores (>1.5) offer better probability setups Watch for volume spike confirmations at levels For Swing Trading: Setup: Lookback 200-300, Volume Threshold 1.5-2.0, Update Frequency 20-30 Enter on pullbacks to high PMI support levels Target next resistance level with PMI score >1.0 Hold through minor levels, exit at major PMI levels For Position Trading: Setup: Lookback 400-500, Volume Threshold 2.0+, Update Frequency 50+ Focus on PMI scores >2.0 for major structural levels Use for portfolio entry/exit decisions Combine with fundamental analysis for timing - Trading Applications: Entry Strategies: PMI Bounce Trades Price approaches high PMI support level (>1.0) Wait for volume spike confirmation (orange triangles) Enter long on bullish price action at the level Stop loss just below the PMI level Target: Next PMI resistance level PMI Breakout Trades Price consolidates near high PMI level Volume increases (watch for orange triangles) Enter on decisive break with volume Previous resistance becomes new support Target: Next major PMI level PMI Rejection Trades Price approaches PMI resistance with momentum Watch for rejection signals and volume spikes Enter short on failure to break through Stop above the PMI level Target: Next PMI support level Risk Management: Stop Loss Placement Place stops 0.1-0.5% beyond PMI levels (adjust for volatility) Higher PMI scores warrant tighter stops Use ATR-based stops for volatile assets Position Sizing Larger positions at PMI levels >2.0 (highest conviction) Smaller positions at PMI levels 0.5-1.0 (lower conviction) Scale out at multiple PMI targets - Key Warning Signs & What to Watch For Red Flags: 🚨 Very Low PMI Scores (<0.3): Weak statistical significance, avoid trading 🚨 No Volume Confirmation: PMI level without recent volume spikes may be stale 🚨 Overcrowded Levels: Too many levels close together suggests poor parameter tuning 🚨 Outdated Levels: Historical traces are reference only, not tradeable Optimization Tips: ✅ Regular Recalibration: Adjust parameters monthly based on market regime changes ✅ Volume Context: Always check for recent volume activity at PMI levels ✅ Multiple Timeframes: Confirm PMI levels across different timeframes ✅ Market Conditions: Higher thresholds during high volatility periods Interpreting PMI Scores PMI Score Ranges: 0.5-1.0: Moderate statistical significance, proceed with caution 1.0-1.5: Good significance, reliable for most trading strategies 1.5-2.0: Strong significance, high-confidence trade setups 2.0+: Very strong significance, institutional-grade levels Historical Context: The historical trace system shows how support and resistance evolve over time. When current levels align with multiple historical traces, it indicates persistent market memory at those prices, significantly increasing the level's reliability.
Penunjuk Pine Script®
oleh EdgeTerminal
Staccked SMA - Regime Switching & Persistance StatisticsThis indicator is designed to identify the prevailing market regime by analyzing the behavior of a "stack" of Simple Moving Averages (SMAs). It helps you understand whether the market is currently trending, mean-reverting, or moving randomly. Core Concept: SMA Correlation At its heart, the indicator examines the relationship between a set of nine SMAs with different lengths (3, 5, 8, 13, 21, 34, 55, 89, 144) and the lengths themselves. In a strong trending market (either up or down), the SMAs will be neatly "stacked" in order of their length. The shortest SMA will be furthest from the longest SMA, creating a strong, almost linear visual pattern. When we measure the statistical correlation between the SMA values and their corresponding lengths, we get a value close to +1 (perfect uptrend stack) or -1 (perfect downtrend stack). The absolute value of this correlation will be very high (close to 1). In a mean-reverting or sideways market, the SMAs will be tangled and crisscrossing each other. There is no clear order, and the relationship between an SMA's length and its price value is weak. The correlation will be close to 0. This indicator calculates this Pearson correlation on every bar, giving a continuous measure of how ordered or "trendy" the SMAs are. An absolute correlation above 0.8 is considered strongly trending, while a value between 0.4 and 0.8 suggests a mean-reverting character. Below 0.4, the market is likely random or choppy. Regime Classification and Statistics The indicator doesn't just look at the current correlation; it analyzes its behavior over a user-defined lookback window (default is 252 bars) to classify the overall market "regime." It presents its findings in a clear table: 📊 |SMA Correlation| Regime Table: This main table provides a snapshot of the current market character. Median: Shows the median absolute correlation over the lookback period, giving a central tendency of the market's behavior. % > 0.80: The percentage of time the market was in a strong trend during the lookback period. % < 0.80 & > 0.40: The percentage of time the market showed mean-reverting characteristics. 🧠 Regime: The final classification. It's labeled "📈 Trend-Dominant" if the median correlation is high and it has spent a significant portion of the time trending. It's labeled "🔄 Mean-Reverting" if the median is in the middle range and it has spent significant time in that state. Otherwise, it's considered "⚖️ Random/ Choppy". 📐 Regime Significance: This tells you how statistically confident you can be in the current regime classification, using a Z-score to compare its occurrence against random chance. ⭐⭐⭐ indicates high confidence (99%), while "❌ Not Significant" means the pattern could be random. Regime Transition Probabilities Optionally, a second table can be displayed that shows the historical probability of the market transitioning from one regime to another over different time horizons (t+5, t+10, t+15, and t+20 bars). 📈 → 🔄 → ⚖️ Transition Table: This table answers questions like, "If the market is trending now (From: 📈), what is the probability it will be mean-reverting (→ 🔄) in 10 bars?" This provides powerful insights into the market's cyclical nature, helping you anticipate future behavior based on past patterns. For example, you might find that after a period of strong trending, a transition to a choppy state is more likely than a direct switch to a mean-reverting Indicator Settings Lookback Window for Regime Classification: This sets the number of recent bars (default is 252) the script analyzes to determine the current market regime (Trending, Mean-Reverting, or Random). A larger number provides a more stable, long-term view, while a smaller number makes the classification more sensitive to recent price action. Show Regime Transition Table: A simple toggle (on/off) to show or hide the table that displays the probabilities of the market switching from one regime to another. Lookback Offset for Starting Regime: This determines the "starting point" in the past for calculating regime transitions. The default is 20 bars ago. The script looks at the regime at this point and then checks what it became at later points. Step 1, 2, 3, 4 Offset (bars): These define the future time intervals (5, 10, 15, and 20 bars by default) for the transition probability table. For example, the script checks the regime at the "Lookback Offset" and then sees what it transitioned to 5, 10, 15, and 20 bars later. Significance Filter Settings Use Regime Significance Filter: When enabled, this filter ensures that the regime transition statistics only count transitions that were "statistically significant." This helps to filter out noise and focus on more reliable patterns. Min Stars Required (1=90%, 2=95%, 3=99%): This sets the minimum confidence level required for a regime to be included in the transition statistics when the significance filter is on. 1 ⭐: Requires at least 90% confidence. 2 ⭐⭐: Requires at least 95% confidence (default). 3 ⭐⭐⭐: Requires at least 99% confidence.
Penunjuk Pine Script®
oleh federalTacos5392b
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EMA-Pack MTFEMA-Pack MTF This TradingView Pine Script defines a custom indicator called "EMA-Pack MTF" that overlays various types of moving averages and Bollinger Bands across multiple timeframes on a chart. It begins by importing the built-in technical analysis library and defining a custom ma function that calculates several types of moving averages (SMA, EMA, TEMA, DEMA, HMA, and ALMA) based on user input. The ema function is the core logic, retrieving market data for the specified timeframe and calculating fast, mid, slow, 50, 100, and 200-period moving averages along with Bollinger Band components (basis, upper, and lower bands). The function adjusts values to the nearest valid price tick and returns them. User input fields allow customization of timeframes, source data, moving average types, and Bollinger Band parameters. The script calls the ema function for each selected timeframe (1 minute, 5 minutes, 15 minutes, 1 hour, 4 hours, and 1 day), storing their respective computed values. It then plots the calculated moving averages and Bollinger Band basis lines on the chart, using different colors and line widths to distinguish between them. Some plots are hidden by default (display.none) to reduce chart clutter. This script is useful for multi-timeframe trend analysis using customizable moving averages and Bollinger Bands.
Penunjuk Pine Script®
oleh veegee82