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Forecasting

SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator - Time-Weighted Based on a time-weighted statistical model, this indicator quantifies price deviation from its recent mean. It uses a Z-Score to normalize price position and calculates the statistical probability of its occurrence, helping traders identify over-extended market conditions and mean-reversion opportunities with greater sensitivity. - Time-Weighted Model: Reacts more quickly to recent price changes by using a Weighted Moving Average (WMA) and a weighted standard deviation. - Statistical Foundation: Utilizes Z-Score standardization and a probability calculation to provide an objective measure of risk and price extremity. - Dynamic Adaptation: Automatically adjusts its calculation period and sensitivity based on market volatility, making it versatile across different market conditions. - Intelligent Visuals: Dynamic line thickness and gradient color-coding intuitively display the intensity of price deviations. - Multi-Dimensional Analysis: Combines the main line's position (Z-Score), a momentum histogram, and real-time probability for a comprehensive view. 1. Time-Weighted Statistical Model (Z-Score Calculation) - Weighted Mean (μ_w): Instead of a simple average, the indicator uses a Weighted Moving Average (ta.wma) to calculate the price mean, giving more weight to recent data points. - Weighted Standard Deviation (σ_w): A custom weighted_std function calculates the standard deviation, also prioritizing recent prices. This ensures that the measure of dispersion is more responsive to the latest market behavior. - Z-Score: The core of the indicator is the Z-Score, calculated as Z = (Price - μ_w) / σ_w. This value represents how many weighted standard deviations the current price is from its weighted mean. A higher absolute Z-Score indicates a more statistically significant price deviation. 2. Probability Calculation - The indicator uses an approximation of the Normal Cumulative Distribution Function (normal_cdf_approx) to calculate the probability of a Z-Score occurring. - The final price_probability is a two-tailed probability, calculated as 2 * (1 - CDF(|Z-Score|)). This value quantifies the statistical rarity of the current price deviation. For example, a probability of 0.05 (or 5%) means that a deviation of this magnitude or greater is expected to occur only 5% of the time, signaling a potential market extreme. 3. Dynamic Parameter Adjustment - Volatility Measurement: The system measures market volatility using the standard deviation of price changes (ta.stdev(ta.change(src))) over a specific lookback period. - Volatility Percentile: It then calculates the percentile rank (ta.percentrank) of the current volatility relative to its history. This contextualizes whether the market is in a high-volatility or low-volatility state. - Adaptive Adjustment: - If volatility is high (e.g., >75th percentile), the indicator can shorten its distribution_period and increase its position_sensitivity. This makes it more responsive to fast-moving markets. - If volatility is low (e.g., <25th percentile), it can lengthen the period and decrease sensitivity, making it more stable in calmer markets. This adaptive mechanism helps maintain the indicator's relevance across different market regimes. 4. Momentum and Cycle Analysis (Histogram) - The indicator does not use a Hilbert Transform. Instead, it analyzes momentum cycles by calculating a histogram: Histogram = (Z-Score - EMA(Z-Score)) * Sensitivity. - This histogram represents the rate of change of the Z-Score. A positive and rising histogram indicates accelerating upward deviation, while a negative and falling histogram indicates accelerating downward deviation. Divergences between the price and the histogram can signal a potential exhaustion of the current deviation trend, often preceding a reversal. - Reversal Signals: Look for the main line in extreme zones (e.g., Z-Score > 2 or < -2), probability below a threshold (e.g., 5%), and divergence or contraction in the momentum histogram. - Trend Filtering: The main line's direction indicates the trend of price deviation, while the histogram confirms its momentum. - Risk Management: Enter a high-alert state when probability drops below 5%; consider risk control when |Z-Score| > 2. - Gray, thin line: Price is within a normal statistical range (~1 sigma, ~68% probability). - Orange/Yellow, thick line: Price is moderately deviated (1 to 2 sigma). - Cyan/Purple, thick line: Price is extremely deviated (>2 sigma, typically <5% probability). - Distribution Period: 50 (for weighted calculation) - Position Sensitivity: 2.5 - Volatility Lookback: 10 - Probability Threshold: 0.03 Suitable for all financial markets and timeframes, especially in markets that exhibit mean-reverting tendencies. This indicator is a technical analysis tool and does not constitute investment advice. Always use in conjunction with other analysis methods and a strict risk management strategy. Copyright (c) 2025 | Pine Script v6 Compatible --- 统计价格位置振荡器 (SPPO) - 时间加权版 基于时间加权统计学模型，该指标量化了当前价格与其近期均值的偏离程度。它使用Z分数对价格位置进行标准化，并计算其出现的统计概率，帮助交易者更灵敏地识别市场过度延伸和均值回归的机会。 - 时间加权模型：通过使用加权移动平均（WMA）和加权标准差，对近期价格变化反应更迅速。 - 统计学基础：利用Z分数标准化和概率计算，为风险和价格极端性提供了客观的衡量标准。 - 动态自适应：根据市场波动率自动调整其计算周期和敏感度，使其在不同市场条件下都具有通用性。 - 智能视觉：动态线条粗细和渐变颜色编码，直观地展示价格偏离的强度。 - 多维分析：结合了主线位置（Z分数）、动能柱和实时概率，提供了全面的市场视角。 1. 时间加权统计模型 (Z分数计算) - 加权均值 (μ_w)：指标使用加权移动平均 (ta.wma) 而非简单平均来计算价格均值，赋予近期数据点更高的权重。 - 加权标准差 (σ_w)：通过一个自定义的 weighted_std 函数计算标准差，同样优先考虑近期价格。这确保了离散度的衡量对最新的市场行为更敏感。 - Z分数：指标的核心是Z分数，计算公式为 Z = (价格 - μ_w) / σ_w。该值表示当前价格偏离其加权均值的加权标准差倍数。Z分数的绝对值越高，表示价格偏离在统计上越显著。 2. 概率计算 - 指标使用正态累积分布函数 (normal_cdf_approx) 的近似值来计算特定Z分数出现的概率。 - 最终的 price_probability 是一个双尾概率，计算公式为 2 * (1 - CDF(|Z分数|))。该值量化了当前价格偏离的统计稀有性。例如，0.05（或5%）的概率意味着这种幅度或更大的偏离预计只在5%的时间内发生，这预示着一个潜在的市场极端。 3. 动态参数调整 - 波动率测量：系统通过计算特定回溯期内价格变化的标准差 (ta.stdev(ta.change(src))) 来测量市场波动率。 - 波动率百分位：然后，它计算当前波动率相对于其历史的百分位排名 (ta.percentrank)。这将当前市场背景定义为高波动率或低波动率状态。 - 自适应调整： - 如果波动率高（例如，>75百分位），指标可以缩短其 distribution_period（分布周期）并增加其 position_sensitivity（位置敏感度），使其对快速变化的市场反应更灵敏。 - 如果波动率低（例如，<25百分位），它可以延长周期并降低敏感度，使其在较平静的市场中更稳定。这种自适应机制有助于保持指标在不同市场制度下的有效性。 4. 动能与周期分析 (动能柱) - 该指标不使用希尔伯特变换。相反，它通过计算一个动能柱来分析动量周期：动能柱 = (Z分数 - Z分数的EMA) * 敏感度。 - 该动能柱代表Z分数的变化率。一个正向且不断增长的动能柱表示向上的偏离正在加速，而一个负向且不断下降的动能柱表示向下的偏离正在加速。价格与动能柱之间的背离可以预示当前偏离趋势的衰竭，通常发生在反转之前。 - 反转信号：寻找主线进入极端区域（如Z分数 > 2 或 < -2）、概率低于阈值（如5%）以及动能柱出现背离或收缩。 - 趋势过滤：主线的方向指示价格偏离的趋势，而动能柱确认其动量。 - 风险管理：当概率降至5%以下时进入高度警惕状态；当|Z分数| > 2时考虑风险控制。 - 灰色细线：价格处于正常统计范围内（约1个标准差，约68%概率）。 - 橙色/黄色粗线：价格中度偏离（1到2个标准差）。 - 青色/紫色粗线：价格极端偏离（>2个标准差，通常概率<5%）。 - 分布周期：50（用于加权计算） - 位置敏感度：2.5 - 波动率回溯期：10 - 概率阈值：0.03 适用于所有金融市场和时间框架，尤其是在表现出均值回归特性的市场中。 本指标为技术分析辅助工具，不构成任何投资建议。请务必结合其他分析方法和严格的风险管理策略使用。 版权所有 (c) 2025 | Pine Script v6 兼容
Pine Script® göstergesi
Lavaetin42 tarafından
[DEM] Other Asset Predicting Indicator Other Asset Predicting Indicator is a cross-asset signal generator that uses technical signals from one market to predict price movements in the current chart's asset, based on the correlation between the two instruments. The indicator allows users to select from a comprehensive list of assets including major indices, sector ETFs, cryptocurrencies, forex pairs, country ETFs, and commodities, then applies one of four technical signal methods (Supertrend, Parabolic SAR, EMA Cross, or MACD Crossover) to generate buy and sell signals from the selected reference asset. A key feature is the built-in correlation analysis that calculates a rolling correlation coefficient between the current asset and the reference asset, displayed in a color-coded table where green indicates positive correlation (above 0.5) and red shows negative correlation (below 0.5). The indicator includes an option to invert signals for negatively correlated assets, making it particularly useful for identifying intermarket relationships and leveraging leading indicators from related markets to anticipate price movements in the current instrument.
Pine Script® göstergesi
divacleevq tarafından
[DEM] Doji Candlestick Identifier Doji Candlestick Identifier is designed to automatically detect and highlight doji candlestick patterns on the price chart by identifying bars where the opening and closing prices are nearly identical, indicating market indecision. The indicator uses statistical analysis to determine what constitutes a "near identical" open-close relationship by calculating the standard deviation of close-open differences over a specified lookback period (default 200 bars) and setting tolerance bands at one-tenth of this deviation above and below zero. When a candlestick's open-close difference falls within these narrow tolerance bands, the indicator places a small gray triangle below the bar to mark the doji pattern, helping traders quickly identify potential reversal or continuation points where buying and selling pressure are balanced.
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divacleevq tarafından
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator === INDICATOR OVERVIEW === The Statistical Price Position Oscillator (SPPO) is an innovative technical analysis tool built on rigorous statistical principles. Unlike traditional oscillators that rely on fixed periods or subjective thresholds, SPPO uses dynamic statistical modeling to assess where current prices stand within their historical distribution. === KEY FEATURES === • Statistical Foundation: Based on normal distribution theory and Z-Score standardization • Dynamic Parameter Adjustment: Automatically adapts to market volatility conditions • Probability Quantification: Provides objective probability assessments for price levels • Multi-Layer Visual System: Six layers of information encoding (line position, color intensity, line width, background, histogram, data panel) • Professional Color Schemes: Multiple themes optimized for different trading environments • Real-time Risk Assessment: Quantifies the statistical significance of current price positions === CORE COMPONENTS === 1. SPPO Main Line - Represents the standardized price position (Z-Score × Sensitivity) - Dynamic line width: Normal (2px) for |Z| ≤ 1.0, Bold (6px) for extreme deviations - Color coding: Neutral (gray) for normal range, Orange/Yellow for moderate deviation, Blue/Purple for extreme deviation 2. SPPO Histogram (Momentum Bars) - Measures the momentum of statistical deviation, not price momentum - Calculated as: (Current Z-Score - EMA of Z-Score) × Sensitivity - Helps identify momentum divergences and trend continuation/reversal signals 3. Intelligent Data Panel - Real-time display of key statistical metrics - Shows: Price Position, Z-Score, Probability, Momentum, Deviation Classification, Market Regime - Dynamic parameter display for transparency 4. Adaptive Background System - Visual representation of market regimes - Color intensity based on statistical significance - Helps quickly identify extreme market conditions === PARAMETER SETTINGS === Core Parameters: • Distribution Period (30-120, default 50): Statistical calculation window based on Central Limit Theorem • Range Evaluation Period (10-100, default 14): Price range assessment window • Position Sensitivity (0.5-4.0, default 2.5): Indicator responsiveness factor • Probability Threshold (0.01-0.2, default 0.03): Signal trigger threshold Confidence Intervals: • 1σ Confidence (60%-75%, default 68%): Normal range boundary • 2σ Confidence (90%-98%, default 95%): Significant deviation boundary • 3σ Confidence (99.5%-99.9%, default 99.7%): Extreme deviation boundary Dynamic Adjustment: • Enable Dynamic Adjustment: Automatically optimizes parameters based on market volatility • Volatility Lookback (10-50, default 10): Period for volatility assessment • Dynamic Sensitivity Multiplier (0.5-3.0, default 1.5): Volatility-based sensitivity adjustment === MATHEMATICAL FOUNDATION === SPPO is built on several key mathematical concepts: 1. Z-Score Standardization: Z = (X - μ) / σ Where X = current price, μ = mean, σ = standard deviation 2. Normal Distribution Theory: Assumes prices follow normal distribution within rolling windows 3. Probability Density Function: PDF(z) = e^(-z²/2) / √(2π) 4. Cumulative Distribution Function: Approximates tail probabilities for extreme events 5. Dynamic Parameter Optimization: Adjusts calculation parameters based on market volatility percentiles === TRADING APPLICATIONS === 1. Mean Reversion Strategy - Entry: SPPO > +8 or < -8 with probability < 5% - Confirmation: Momentum histogram showing divergence - Exit: SPPO returns to ±3 range 2. Trend Confirmation - Trend continuation: SPPO and histogram aligned - Trend exhaustion: Extreme SPPO with weakening histogram - Breakout validation: SPPO breaking confidence intervals with volume 3. Risk Management - Position sizing based on probability inverse - Stop-loss when SPPO extends beyond ±12 - Take-profit at statistical mean reversion levels === MARKET REGIME CLASSIFICATION === • Normal Range (|SPPO| < 3): Trend-following strategies preferred • Moderate Deviation (3 < |SPPO| < 8): Cautious mean reversion with partial positions • Extreme Deviation (|SPPO| > 8): Aggressive mean reversion with strict risk management === TIMEFRAME RECOMMENDATIONS === • Short-term Trading (30-50 period): Intraday scalping, high sensitivity • Medium-term Analysis (50-80 period): Swing trading, balanced sensitivity • Long-term Trends (80-120 period): Position trading, statistical stability focus === UNIQUE ADVANTAGES === 1. Objective Signal Generation: Every signal backed by statistical probability 2. Self-Adaptive System: Automatically adjusts to changing market conditions 3. Multi-Dimensional Information: Six layers of visual information in single indicator 4. Universal Application: Works across all markets and timeframes 5. Risk Quantification: Provides probability-based risk assessment 6. Professional Visualization: Institutional-grade color schemes and data presentation === TECHNICAL SPECIFICATIONS === • Pine Script Version: v6 compatible • Maximum Bars Back: 500 (optimized for performance) • Calculation Efficiency: Incremental updates with caching • Memory Management: Dynamic array sizing with intelligent cleanup • Rendering Optimization: Conditional rendering to reduce resource consumption === ALERT CONDITIONS === • Extreme Probability Alert: Triggered when probability < extreme threshold • Buy Signal Alert: Statistical mean reversion buy conditions met • Sell Signal Alert: Statistical mean reversion sell conditions met • High Volatility Alert: Market enters high volatility regime (>90th percentile) === COMPATIBILITY === • Asset Classes: Stocks, Forex, Commodities, Cryptocurrencies, Indices • Timeframes: All standard timeframes (1m to 1M) • Market Sessions: 24/7 markets and traditional market hours • Data Requirements: Minimum 120 bars for optimal statistical accuracy === PERFORMANCE OPTIMIZATION === • Efficient Algorithms: Uses Pine Script built-in functions for optimal speed • Memory Management: Limited historical data caching to prevent overflow • Rendering Optimization: Layered rendering system reduces redraw overhead • Precision Balance: Optimized balance between calculation accuracy and performance === RISK DISCLAIMER === SPPO is a statistical analysis tool designed to assist in market analysis. While based on rigorous mathematical principles, it should not be used as the sole basis for trading decisions. Always combine SPPO analysis with: • Fundamental analysis • Risk management practices • Market context awareness • Position sizing discipline Past performance does not guarantee future results. Trading involves substantial risk of loss. === SUPPORT AND DOCUMENTATION === For detailed technical documentation, implementation examples, and advanced strategies, please refer to the comprehensive SPPO Technical Documentation included with this indicator. === VERSION INFORMATION === Current Version: 2.0 Last Updated: 2024 Compatibility: Pine Script v6 Author: === CONCLUSION === SPPO represents a significant advancement in technical analysis, bringing institutional-grade statistical modeling to retail traders. Its combination of mathematical rigor, adaptive intelligence, and professional visualization makes it an invaluable tool for traders seeking objective, probability-based market analysis. The indicator's unique approach to quantifying price position within statistical distributions provides traders with unprecedented insight into market extremes and mean reversion opportunities, while its self-adaptive nature ensures consistent performance across varying market conditions.
Pine Script® göstergesi
Lavaetin42 tarafından
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator === INDICATOR OVERVIEW === The Statistical Price Position Oscillator (SPPO) is an innovative technical analysis tool built on rigorous statistical principles. Unlike traditional oscillators that rely on fixed periods or subjective thresholds, SPPO uses dynamic statistical modeling to assess where current prices stand within their historical distribution. === KEY FEATURES === • Statistical Foundation: Based on normal distribution theory and Z-Score standardization • Dynamic Parameter Adjustment: Automatically adapts to market volatility conditions • Probability Quantification: Provides objective probability assessments for price levels • Multi-Layer Visual System: Six layers of information encoding (line position, color intensity, line width, background, histogram, data panel) • Professional Color Schemes: Multiple themes optimized for different trading environments • Real-time Risk Assessment: Quantifies the statistical significance of current price positions === CORE COMPONENTS === 1. SPPO Main Line - Represents the standardized price position (Z-Score × Sensitivity) - Dynamic line width: Normal (2px) for |Z| ≤ 1.0, Bold (6px) for extreme deviations - Color coding: Neutral (gray) for normal range, Orange/Yellow for moderate deviation, Blue/Purple for extreme deviation 2. SPPO Histogram (Momentum Bars) - Measures the momentum of statistical deviation, not price momentum - Calculated as: (Current Z-Score - EMA of Z-Score) × Sensitivity - Helps identify momentum divergences and trend continuation/reversal signals 3. Intelligent Data Panel - Real-time display of key statistical metrics - Shows: Price Position, Z-Score, Probability, Momentum, Deviation Classification, Market Regime - Dynamic parameter display for transparency 4. Adaptive Background System - Visual representation of market regimes - Color intensity based on statistical significance - Helps quickly identify extreme market conditions === PARAMETER SETTINGS === Core Parameters: • Distribution Period (30-120, default 50): Statistical calculation window based on Central Limit Theorem • Range Evaluation Period (10-100, default 14): Price range assessment window • Position Sensitivity (0.5-4.0, default 2.5): Indicator responsiveness factor • Probability Threshold (0.01-0.2, default 0.03): Signal trigger threshold Confidence Intervals: • 1σ Confidence (60%-75%, default 68%): Normal range boundary • 2σ Confidence (90%-98%, default 95%): Significant deviation boundary • 3σ Confidence (99.5%-99.9%, default 99.7%): Extreme deviation boundary Dynamic Adjustment: • Enable Dynamic Adjustment: Automatically optimizes parameters based on market volatility • Volatility Lookback (10-50, default 10): Period for volatility assessment • Dynamic Sensitivity Multiplier (0.5-3.0, default 1.5): Volatility-based sensitivity adjustment === MATHEMATICAL FOUNDATION === SPPO is built on several key mathematical concepts: 1. Z-Score Standardization: Z = (X - μ) / σ Where X = current price, μ = mean, σ = standard deviation 2. Normal Distribution Theory: Assumes prices follow normal distribution within rolling windows 3. Probability Density Function: PDF(z) = e^(-z²/2) / √(2π) 4. Cumulative Distribution Function: Approximates tail probabilities for extreme events 5. Dynamic Parameter Optimization: Adjusts calculation parameters based on market volatility percentiles === TRADING APPLICATIONS === 1. Mean Reversion Strategy - Entry: SPPO > +8 or < -8 with probability < 5% - Confirmation: Momentum histogram showing divergence - Exit: SPPO returns to ±3 range 2. Trend Confirmation - Trend continuation: SPPO and histogram aligned - Trend exhaustion: Extreme SPPO with weakening histogram - Breakout validation: SPPO breaking confidence intervals with volume 3. Risk Management - Position sizing based on probability inverse - Stop-loss when SPPO extends beyond ±12 - Take-profit at statistical mean reversion levels === MARKET REGIME CLASSIFICATION === • Normal Range (|SPPO| < 3): Trend-following strategies preferred • Moderate Deviation (3 < |SPPO| < 8): Cautious mean reversion with partial positions • Extreme Deviation (|SPPO| > 8): Aggressive mean reversion with strict risk management === TIMEFRAME RECOMMENDATIONS === • Short-term Trading (30-50 period): Intraday scalping, high sensitivity • Medium-term Analysis (50-80 period): Swing trading, balanced sensitivity • Long-term Trends (80-120 period): Position trading, statistical stability focus === UNIQUE ADVANTAGES === 1. Objective Signal Generation: Every signal backed by statistical probability 2. Self-Adaptive System: Automatically adjusts to changing market conditions 3. Multi-Dimensional Information: Six layers of visual information in single indicator 4. Universal Application: Works across all markets and timeframes 5. Risk Quantification: Provides probability-based risk assessment 6. Professional Visualization: Institutional-grade color schemes and data presentation === TECHNICAL SPECIFICATIONS === • Pine Script Version: v6 compatible • Maximum Bars Back: 500 (optimized for performance) • Calculation Efficiency: Incremental updates with caching • Memory Management: Dynamic array sizing with intelligent cleanup • Rendering Optimization: Conditional rendering to reduce resource consumption === ALERT CONDITIONS === • Extreme Probability Alert: Triggered when probability < extreme threshold • Buy Signal Alert: Statistical mean reversion buy conditions met • Sell Signal Alert: Statistical mean reversion sell conditions met • High Volatility Alert: Market enters high volatility regime (>90th percentile) === COMPATIBILITY === • Asset Classes: Stocks, Forex, Commodities, Cryptocurrencies, Indices • Timeframes: All standard timeframes (1m to 1M) • Market Sessions: 24/7 markets and traditional market hours • Data Requirements: Minimum 120 bars for optimal statistical accuracy === PERFORMANCE OPTIMIZATION === • Efficient Algorithms: Uses Pine Script built-in functions for optimal speed • Memory Management: Limited historical data caching to prevent overflow • Rendering Optimization: Layered rendering system reduces redraw overhead • Precision Balance: Optimized balance between calculation accuracy and performance === RISK DISCLAIMER === SPPO is a statistical analysis tool designed to assist in market analysis. While based on rigorous mathematical principles, it should not be used as the sole basis for trading decisions. Always combine SPPO analysis with: • Fundamental analysis • Risk management practices • Market context awareness • Position sizing discipline Past performance does not guarantee future results. Trading involves substantial risk of loss. === SUPPORT AND DOCUMENTATION === For detailed technical documentation, implementation examples, and advanced strategies, please refer to the comprehensive SPPO Technical Documentation included with this indicator. === VERSION INFORMATION === Current Version: 2.0 Last Updated: 2024 Compatibility: Pine Script v6 Author: === CONCLUSION === SPPO represents a significant advancement in technical analysis, bringing institutional-grade statistical modeling to retail traders. Its combination of mathematical rigor, adaptive intelligence, and professional visualization makes it an invaluable tool for traders seeking objective, probability-based market analysis. The indicator's unique approach to quantifying price position within statistical distributions provides traders with unprecedented insight into market extremes and mean reversion opportunities, while its self-adaptive nature ensures consistent performance across varying market conditions.
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Lavaetin42 tarafından
TRI - Multi-Timeframe BIASTRI - MULTI-TIMEFRAME BIAS INDICATOR DESCRIPTION: Advanced multi-timeframe bias indicator that analyzes market sentiment across 5 different timeframes (15m, 1h, 4h, 1d, 1w) using adaptive technical analysis. Provides clear directional bias signals to help determine market momentum. KEY FEATURES: ADAPTIVE PARAMETERS: Uses different EMA lengths and weights for each timeframe EMA TREND ANALYSIS: Fast/slow EMA crossovers with slope analysis for momentum RSI MOMENTUM: Adaptive overbought/oversold levels based on timeframe ADX STRENGTH: Directional movement confirmation with DI+/DI- analysis COMPOSITE SCORING: Weighted combination of trend, momentum, and strength TIMEFRAME ANALYSIS: 15m: EMA9/21 + High momentum weight (45%) - Ultra-responsive for scalping 1h: EMA21/50 + Medium momentum weight (35%) - Balanced for day trading 4h: EMA50/200 + Lower momentum weight (25%) - Swing trading focus 1d: EMA50/200 + Trend focused (55%) - Position trading signals 1w: EMA50/200 + Maximum trend weight (60%) - Long-term bias BIAS SIGNALS: STRONG BULLISH/BEARISH: Score ≥ 0.5 - Very strong directional momentum BULLISH/BEARISH: Score ≥ 0.25 - Clear directional signals WEAK BULLISH/BEARISH: Score ≥ 0.1 - Mild directional bias NEUTRAL: Score < 0.1 - No clear directional preference ALERTS: Major Bullish/Bearish: When 4H and 1D timeframes align High confidence signals for strategic decision making USAGE: Higher timeframes (1d, 1w) show primary market direction Lower timeframes (15m, 1h) provide entry timing Look for alignment across multiple timeframes for stronger signals Use confidence levels to assess signal reliability TECHNICAL COMPONENTS: Exponential Moving Averages (EMA) for responsive trend detection Relative Strength Index (RSI) for momentum analysis Average Directional Index (ADX) with DI+/DI- for trend strength Volume ratio confirmation for signal validation Adaptive thresholds optimized for each timeframe's characteristics
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riccardo_tempesta tarafından
ATR Future Movement Range Projection The "ATR Future Movement Range Projection" is a custom TradingView Pine Script indicator designed to forecast potential price ranges for a stock (or any asset) over short-term (1-month) and medium-term (3-month) horizons. It leverages the Average True Range (ATR) as a measure of volatility to estimate how far the price might move, while incorporating recent momentum bias based on the proportion of bullish (green) vs. bearish (red) candles. This creates asymmetric projections: in bullish periods, the upside range is larger than the downside, and vice versa. The indicator is overlaid on the chart, plotting horizontal lines for the projected high and low prices for both timeframes. Additionally, it displays a small table in the top-right corner summarizing the projected prices and the percentage change required from the current close to reach them. This makes it useful for traders assessing potential targets, risk-reward ratios, or option strategies, as it combines volatility forecasting with directional sentiment. Key features: - **Volatility Basis**: Uses weekly ATR to derive a stable daily volatility estimate, avoiding noise from shorter timeframes. - **Momentum Adjustment**: Analyzes recent candle colors to tilt projections toward the prevailing trend (e.g., more upside if more green candles). - **Time Horizons**: Fixed at 1 month (21 trading days) and 3 months (63 trading days), assuming ~21 trading days per month (excluding weekends/holidays). - **User Adjustable**: The ATR length/lookback (default 50) can be tweaked via inputs. - **Visuals**: Green/lime lines for highs, red/orange for lows; a semi-transparent table for quick reference. - **Limitations**: This is a probabilistic projection based on historical volatility and momentum—it doesn't predict direction with certainty and assumes volatility persists. It ignores external factors like news, earnings, or market regimes. Best used on daily charts for stocks/ETFs. The indicator doesn't generate buy/sell signals but helps visualize "expected" ranges, similar to how implied volatility informs option pricing. ### How It Works Step-by-Step The script executes on each bar update (typically daily timeframe) and follows this logic: 1. **Input Configuration**: - ATR Length (Lookback): Default 50 bars. This controls both the ATR calculation period and the candle count window. You can adjust it in the indicator settings. 2. **Calculate Weekly ATR**: - Fetches the ATR from the weekly timeframe using `request.security` with a length of 50 weeks. - ATR measures average price range (high-low, adjusted for gaps), representing volatility. 3. **Derive Daily ATR**: - Divides the weekly ATR by 5 (approximating 5 trading days per week) to get an equivalent daily volatility estimate. - Example: If weekly ATR is $5, daily ATR ≈ $1. 4. **Define Projection Periods**: - 1 Month: 21 trading days. - 3 Months: 63 trading days (21 × 3). - These are hardcoded but based on standard trading calendar assumptions. 5. **Compute Base Projections**: - Base projection = Daily ATR × Days in period. - This gives the total expected movement (range) without direction: e.g., for 3 months, $1 daily ATR × 63 = $63 total range. 6. **Analyze Candle Momentum (Win Rate)**: - Counts green candles (close > open) and red candles (close < open) over the last 50 bars (ignores dojis where close == open). - Total colored candles = green + red. - Win rate = green / total colored (as a fraction, e.g., 0.7 for 70%). Defaults to 0.5 if no colored candles. - This acts as a simple momentum proxy: higher win rate implies bullish bias. 7. **Adjust Projections Asymmetrically**: - Upside projection = Base projection × Win rate. - Downside projection = Base projection × (1 - Win rate). - This skews the range: e.g., 70% win rate means 70% of the total range allocated to upside, 30% to downside. 8. **Calculate Projected Prices**: - High = Current close + Upside projection. - Low = Current close - Downside projection. - Done separately for 1M and 3M. 9. **Plot Lines**: - 3M High: Solid green line. - 3M Low: Solid red line. - 1M High: Dashed lime line. - 1M Low: Dashed orange line. - Lines extend horizontally from the current bar onward. 10. **Display Table**: - A 3-column table (Projection, Price, % Change) in the top-right. - Rows for 1M High/Low and 3M High/Low, color-coded. - % Change = ((Projected price - Close) / Close) × 100. - Updates dynamically with new data. The entire process repeats on each new bar, so projections evolve as volatility and momentum change. ### Examples Here are two hypothetical examples using the indicator on a daily chart. Assume it's applied to a stock like AAPL, but with made-up data for illustration. (In TradingView, you'd add the script to see real outputs.) #### Example 1: Bullish Scenario (High Win Rate) - Current Close: $150. - Weekly ATR (50 periods): $10 → Daily ATR: $10 / 5 = $2. - Last 50 Candles: 35 green, 15 red → Total colored: 50 → Win Rate: 35/50 = 0.7 (70%). - Base Projections: - 1M: $2 × 21 = $42. - 3M: $2 × 63 = $126. - Adjusted Projections: - 1M Upside: $42 × 0.7 = $29.4 → High: $150 + $29.4 = $179.4 (+19.6%). - 1M Downside: $42 × 0.3 = $12.6 → Low: $150 - $12.6 = $137.4 (-8.4%). - 3M Upside: $126 × 0.7 = $88.2 → High: $150 + $88.2 = $238.2 (+58.8%). - 3M Downside: $126 × 0.3 = $37.8 → Low: $150 - $37.8 = $112.2 (-25.2%). - On the Chart: Green/lime lines skewed higher; table shows bullish % changes (e.g., +58.8% for 3M high). - Interpretation: Suggests stronger potential upside due to recent bullish momentum; useful for call options or long positions. #### Example 2: Bearish Scenario (Low Win Rate) - Current Close: $50. - Weekly ATR (50 periods): $3 → Daily ATR: $3 / 5 = $0.6. - Last 50 Candles: 20 green, 30 red → Total colored: 50 → Win Rate: 20/50 = 0.4 (40%). - Base Projections: - 1M: $0.6 × 21 = $12.6. - 3M: $0.6 × 63 = $37.8. - Adjusted Projections: - 1M Upside: $12.6 × 0.4 = $5.04 → High: $50 + $5.04 = $55.04 (+10.1%). - 1M Downside: $12.6 × 0.6 = $7.56 → Low: $50 - $7.56 = $42.44 (-15.1%). - 3M Upside: $37.8 × 0.4 = $15.12 → High: $50 + $15.12 = $65.12 (+30.2%). - 3M Downside: $37.8 × 0.6 = $22.68 → Low: $50 - $22.68 = $27.32 (-45.4%). - On the Chart: Red/orange lines skewed lower; table highlights larger downside % (e.g., -45.4% for 3M low). - Interpretation: Indicates bearish risk; might prompt protective puts or short strategies. #### Example 3: Neutral Scenario (Balanced Win Rate) - Current Close: $100. - Weekly ATR: $5 → Daily ATR: $1. - Last 50 Candles: 25 green, 25 red → Win Rate: 0.5 (50%). - Projections become symmetric: - 1M: Base $21 → Upside/Downside $10.5 each → High $110.5 (+10.5%), Low $89.5 (-10.5%). - 3M: Base $63 → Upside/Downside $31.5 each → High $131.5 (+31.5%), Low $68.5 (-31.5%). - Interpretation: Pure volatility-based range, no directional bias—ideal for straddle options or range trading. In real use, test on historical data: e.g., if past projections captured actual moves ~68% of the time (1 standard deviation for ATR), it validates the volatility assumption. Adjust the lookback for different assets (shorter for volatile cryptos, longer for stable blue-chips).
Pine Script® göstergesi
bradleypbarber6 tarafından
回撤再入场引擎This is a long-only, counter-trend strategy that aims to buy dips in a medium-term downtrend. The entry logic is based on a confluence of four filters: 1. **Trend Filter:** The price must be trading below the 60-period Simple Moving Average (SMA). 2. **Oversold Condition:** The WaveTrend Oscillator must first dip below -60 and then recover above -55. 3. **Momentum Confirmation:** The MACD must show sustained bullish momentum for at least 2 bars. 4. **Re-entry Filter:** A new trade is only allowed if the price is at least a certain percentage lower than the last trade's exit price. The exit is based on a fixed Take Profit target. This version does not include a stop-loss.
Pine Script® stratejisi
v32300 tarafından
nATR*ATR Multiplication Indicator - Optimal Selection Tool forThis indicator is specifically designed as an analysis tool for investors using grid bot strategies. It displays both nATR (Normalized Average True Range) and ATR (Average True Range) values on a single chart screen, calculating the multiplication of these two critical volatility measurements. Primary Purpose of the Indicator: To facilitate the selection of the most optimal stock and time period for grid bot trading. The nATR*ATR multiplication provides a hybrid measurement that combines both percentage-based return potential (nATR) and absolute volatility magnitude (ATR). Importance for Grid Bot Strategy: High nATR: Greater percentage-based return potential High ATR: Wider price range = Fewer grid levels = More budget allocation per grid Formula: Price Range/ATR = Theoretical Grid Count Usage Advantages: Test different time periods to find the highest multiplication value Make optimal stock and time frame selections for grid bot setup Monitor both nATR and ATR values on a single screen High multiplication values indicate ideal conditions for grid bots Technical Features: Adjustable calculation period (1-500 candles) Visual alert system (high/low multiplication values) Real-time value tracking table SMA-based smoothed calculations This serves as a reliable guide for grid bot investors in optimal timing and stock selection.
Pine Script® göstergesi
ExperiMentalist tarafından
1
Chanpreet RSI(3) Extreme Rays (4H, Adjustable Style)Chanpreet RSI(3) Extreme Rays (4H) This indicator applies a short-length RSI (3) on the 4-hour timeframe and highlights momentum extremes directly on the chart. 🔎 What it does Detects when RSI(3) moves into overbought (>80) or oversold (<20) territory. Groups consecutive candles inside these zones into one “event” instead of marking each bar individually. For each event: • In overbought → records the highest high of the stretch and marks it with a horizontal ray. • In oversold → records the lowest low of the stretch and marks it with a horizontal ray. Keeps only the most recent N rays (default 5, adjustable). ⚙️ Inputs Max Rays to Keep → how many unique events are kept visible. Ray Thickness → adjust line thickness. Overbought Ray Color → default red. Oversold Ray Color → default green. 📈 How to use Apply on any chart; RSI(3) values are always calculated from 4H data (via request.security). Use rays as reference levels that highlight recent momentum extremes or exhaustion zones. This is not a buy/sell signal by itself — combine with your own analysis, confirmation tools, and risk management. Best Recommended time frame is 5 mins, 10 mins & 15 mins for intraday trading. 🧩 Unique features Groups multiple bars into a single clean ray, reducing clutter. Uses 4H RSI(3) regardless of the chart’s active timeframe. Fully customizable appearance (colors, thickness, max events). ⚠️ Disclaimer This script is provided for educational and informational purposes only. It does not constitute financial advice or guarantee performance. Always test thoroughly and use proper risk management before trading live.
Pine Script® göstergesi
Sensible_Trader tarafından
1
Session Sniper Bands — Pro Overlay (Bollinger, Sessions, Engulf)The Session Sniper Bands — Pro Overlay combines three powerful tools into one clean, professional script designed to help traders spot high-probability setups across any market. 📌 What’s included: Dual Bollinger Bands → track volatility squeezes, expansions, and mean reversion zones. Customizable Trading Sessions (Tokyo / London / New York) → shaded regions with editable names, open/close lines, range, and average price markers. Engulfing Candlestick Signals → automatic bullish and bearish engulfing arrows for precision entry timing. ✨ Features: Session names and times are fully customizable (rename “Tokyo” to “Asia Open,” etc.). Clear OB/OS volatility cues via Bollinger stack. Lightweight visuals that won’t clutter your chart. Works across Forex, Crypto, Indices, and Binary Options. ⚡ Why use it? This overlay is built for traders who want to snipe entries with session context. Spot when volatility contracts, align with session flows, and confirm with engulfing momentum candles — all in one view. ⚠️ Disclaimer: This script is for educational purposes only and is not financial advice. Always test on demo before trading live.
Pine Script® göstergesi
RockStarrFX tarafından
Full Candle Higher/Lower (No Repeats)🔎 What the Script Does (Pine Script v6) Keeps track of the last signal Uses a persistent variable lastSignal (initialized once as "none"). Ensures that if a signal repeats consecutively, it won’t be triggered again. Defines the conditions for a “Higher” or “Lower” candle sequence Higher condition: Current close > previous high, AND previous low ≤ the high of two bars ago. → This means the candle has fully broken higher. Lower condition: Current close < previous low, AND previous high ≥ the low of two bars ago. → This means the candle has fully broken lower. Checks for new signals only If a candle meets the condition and the last signal wasn’t the same, a new signal is triggered. Updates lastSignal to prevent repeats. Plots labels/arrows A “Higher” signal shows a green label below the bar. A “Lower” signal shows a red label above the bar. Sets alerts So you can be notified in TradingView whenever a “Higher” or “Lower” flag is detected. 📊 Trading Logic in Words The indicator is looking for full candle breakouts. If a candle closes above the previous high (with some confirmation from older bars), it flags it as a “Higher” signal. If a candle closes below the previous low (with similar confirmation), it flags it as a “Lower” signal. It avoids duplicate consecutive signals by remembering what the last one was. ✅ Why It’s Useful Helps traders spot momentum continuation candles (strong push candles). Reduces noise by not repeating the same signal multiple times in a row. Works like a breakout detector that tells you when the market is making a new leg up or new leg down.
Pine Script® göstergesi
devtiqo tarafından
GOLD SCALPERGOLD SCALPER is an advanced trading indicator specifically designed for scalping on GOLD markets. It combines an ultra-fast prediction line with optimized Support & Resistance levels, providing a unique approach to GOLD trading. Key Features Ultra-Fast Prediction Line The indicator contains the only directional indicator in the chart - an ultra-fast prediction line that reacts instantly to price changes. The line is drawn on every bar for maximum speed and provides clear BUY, SELL, and WAIT signals. GOLD-Optimized Support & Resistance The S/R system is specifically optimized for GOLD characteristics. It uses pivot period 10 for faster detection, sensitivity 1 for maximum sensitivity, and strength filter to display only strong levels with 3+ touches. Anomaly Warning System A unique early warning system for anomalies. When unusual market behavior is detected, S/R levels turn orange, alerting to potential risky situations. Session Filter An intelligent session filter optimized for GOLD trading. Automatically detects London and New York sessions (8-21 UTC) and adjusts signals based on market activity. Technical Specifications Prediction Line - BUY signal: Vertical green line up - SELL signal: Vertical red line down - WAIT signal: Horizontal orange line - Dotted style for scalping - Instant reaction to price changes Support & Resistance - Pivot Period: optimized for 5M timeframe - Sensitivity: maximum sensitivity - Max Lines: 5 (better coverage) - Strength Threshold: only strong levels - Retest Tolerance: 0.1% (precision for GOLD) Anomaly Detection - Lookback: 20 bars - Threshold: 2.0 ATR - Detects: Range expansion, volume spikes, rapid price changes, RSI extremes - Visual warning: Orange S/R lines GOLD Optimizations GOLD-Specific Settings The indicator is optimized for GOLD trading with the following specific settings: - Shorter pivot periods for faster reaction - Maximum sensitivity for GOLD characteristics - Volume confirmation for more reliable signals - Session awareness for best trading times Performance Optimizations - Cache optimization for all calculations - Memory management for proper line deletion - Pine Script v6 for modern functionality - No linter errors for stable performance Usage Recommended Settings - Timeframe: 5-15M GOLD - Sessions: London/NY (8-21 UTC) - Prediction Style: Dotted - S/R Style: Dotted - Anomaly Warning: Enabled Trading Approach The indicator is designed for a scalping approach with emphasis on speed and accuracy. It combines a fast prediction line for directional signals with slower S/R levels for context and confirmation. GOLD SCALPER represents a professional tool for GOLD scalping with a unique approach combining speed with precision. It is ideal for traders who need instant signals and reliable S/R levels for their trading decisions.
Pine Script® göstergesi
kameniczkifx tarafından
2