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Tunç ŞatıroğluTunç Şatıroğlu's Technical Analysis Suite Description: This comprehensive Pine Script indicator, inspired by the technical analysis teachings of Tunç Şatıroğlu, integrates six powerful TradingView indicators into a single, user-friendly suite for robust trend, momentum, and divergence analysis. Each component has been carefully selected and enhanced by beytun to improve functionality, performance, and visual clarity, aligning with Şatıroğlu's approach to technical analysis. The default configuration is meticulously set to match the exact settings of the individual indicators as used by Tunç Şatıroğlu in his training, ensuring authenticity and ease of use for followers of his methodology. Whether you're a beginner or an experienced trader, this suite provides a versatile toolkit for analyzing markets across multiple timeframes. Included Indicators: 1. WaveTrend with Crosses (by LazyBear, modified): A momentum oscillator that identifies overbought/oversold conditions and trend reversals with clear buy/sell signals via crosses and bar color highlights. 2. Kaufman Adaptive Moving Average (KAMA) (by HPotter, modified): A dynamic moving average that adapts to market volatility, offering a smoother trend-following signal. 3. SuperTrend (by Alex Orekhov, modified): A trend-following indicator that plots dynamic support/resistance levels with buy/sell signals and optional wicks for enhanced accuracy. 4. Nadaraya-Watson Envelope (by LuxAlgo, modified): A non-linear envelope that highlights potential reversals with customizable repainting options for smoother outputs. 5. Divergence for Many Indicators v4 (by LonesomeTheBlue, modified): Detects regular and hidden divergences across multiple indicators (MACD, RSI, Stochastic, CCI, Momentum, OBV, VWMA, CMF, MFI, and more) for early reversal signals. 6. Ichimoku Cloud (TradingView built-in, modified): A multi-faceted indicator for trend direction, support/resistance, and momentum, with enhanced visuals for the Kumo Cloud. Key Features: - Authentic Default Settings : Pre-configured to mirror the exact parameters used by Tunç Şatıroğlu for each indicator, ensuring alignment with his proven technical analysis approach. - Customizable Settings : Enable/disable individual indicators and fine-tune parameters to suit your trading style while retaining the option to revert to Şatıroğlu’s defaults. - Enhanced User Experience : Modifications improve visual clarity, performance, and usability, with options like repainting smoothing for Nadaraya-Watson and adjustable Ichimoku projection periods. - Multi-Timeframe Analysis : Combines trend-following, momentum, and divergence tools for a holistic view of market dynamics. - Alert Conditions : Built-in alerts for SuperTrend direction changes, buy/sell signals, and divergence detections to keep you informed. - Visual Clarity : Overlays (KAMA, SuperTrend, Nadaraya-Watson, Ichimoku) and pane-based indicators (WaveTrend, Divergences) are clearly distinguished, with customizable colors and styles. Notes: - The Nadaraya-Watson Envelope and Ichimoku Cloud may repaint in their default modes. Use the "Repainting Smoothing" option for Nadaraya-Watson or adjust Ichimoku settings to mitigate repainting if preferred. - Published under the MIT License, with components licensed under GPL-3.0 (SuperTrend), CC BY-NC-SA 4.0 (Nadaraya-Watson), MPL 2.0 (Divergence), and TradingView's terms (Ichimoku Cloud). Usage: Add this indicator to your TradingView chart to leverage Tunç Şatıroğlu’s exact indicator configurations out of the box. Customize settings as needed to align with your strategy, and use the combined signals to identify trends, reversals, and divergences. Ideal for traders following Şatıroğlu’s methodologies or anyone seeking a powerful, all-in-one technical analysis tool. Credits: Original authors: LazyBear, HPotter, Alex Orekhov, LuxAlgo, LonesomeTheBlue, and TradingView. Modifications and integration by beytun . License: Published under the MIT License, incorporating code under GPL-3.0, CC BY-NC-SA 4.0, MPL 2.0, and TradingView’s terms where applicable.
Pine Script® göstergesi
beytun tarafından
6
Aggregated Scores Oscillator [Alpha Extract]A sophisticated risk-adjusted performance measurement system that combines Omega Ratio and Sortino Ratio methodologies to create a comprehensive market assessment oscillator. Utilizing advanced statistical band calculations with expanding and rolling window analysis, this indicator delivers institutional-grade overbought/oversold detection based on risk-adjusted returns rather than traditional price movements. The system's dual-ratio aggregation approach provides superior signal accuracy by incorporating both upside potential and downside risk metrics with dynamic threshold adaptation for varying market conditions. 🔶 Advanced Statistical Framework Implements dual statistical methodologies using expanding and rolling window calculations to create adaptive threshold bands that evolve with market conditions. The system calculates cumulative statistics alongside rolling averages to provide both historical context and current market regime sensitivity with configurable window parameters for optimal performance across timeframes. 🔶 Dual Ratio Integration System Combines Omega Ratio analysis measuring excess returns versus deficit returns with Sortino Ratio calculations focusing on downside deviation for comprehensive risk-adjusted performance assessment. The system applies configurable smoothing to both ratios before aggregation, ensuring stable signal generation while maintaining sensitivity to regime changes. // Omega Ratio Calculation Excess_Return = sum((Daily_Return > Target_Return ? Daily_Return - Target_Return : 0), Period) Deficit_Return = sum((Daily_Return < Target_Return ? Target_Return - Daily_Return : 0), Period) Omega_Ratio = Deficit_Return ≠ 0 ? (Excess_Return / Deficit_Return) : na // Sortino Ratio Framework Downside_Deviation = sqrt(sum((Daily_Return < Target_Return ? (Daily_Return - Target_Return)² : 0), Period) / Period) Sortino_Ratio = (Mean_Return / Downside_Deviation) * sqrt(Annualization_Factor) // Aggregated Score Aggregated_Score = SMA(Omega_Ratio, Omega_SMA) + SMA(Sortino_Ratio, Sortino_SMA) 🔶 Dynamic Band Calculation Engine Features sophisticated threshold determination using both expanding historical statistics and rolling window analysis to create adaptive overbought/oversold levels. The system incorporates configurable multipliers and sensitivity adjustments to optimize signal timing across varying market volatility conditions with automatic band convergence logic. 🔶 Signal Generation Framework Generates overbought conditions when aggregated score exceeds adjusted upper threshold and oversold conditions below lower threshold, with neutral zone identification for range-bound markets. The system provides clear binary signal states with background zone highlighting and dynamic oscillator coloring for intuitive market condition assessment. 🔶 Enhanced Visual Architecture Provides modern dark theme visualization with neon color scheme, dynamic oscillator line coloring based on signal states, and gradient band fills for comprehensive market condition visualization. The system includes zero-line reference, statistical band plots, and background zone highlighting with configurable transparency levels. snapshot 🔶 Risk-Adjusted Performance Analysis Utilizes target return parameters for customizable risk assessment baselines, enabling traders to evaluate performance relative to specific return objectives. The system's focus on downside deviation through Sortino analysis provides superior risk-adjusted signals compared to traditional volatility-based oscillators that treat upside and downside movements equally. 🔶 Multi-Timeframe Adaptability Features configurable calculation periods and rolling windows to optimize performance across various timeframes from intraday to long-term analysis. The system's statistical foundation ensures consistent signal quality regardless of timeframe selection while maintaining sensitivity to market regime changes through adaptive band calculations. 🔶 Performance Optimization Framework Implements efficient statistical calculations with optimized variable management and configurable smoothing parameters to balance responsiveness with signal stability. The system includes automatic band adjustment mechanisms and rolling window management for consistent performance across extended analysis periods. This indicator delivers sophisticated risk-adjusted market analysis by combining proven statistical ratios in a unified oscillator framework. Unlike traditional overbought/oversold indicators that rely solely on price movements, the ASO incorporates risk-adjusted performance metrics to identify genuine market extremes based on return quality rather than price volatility alone. The system's adaptive statistical bands and dual-ratio methodology provide institutional-grade signal accuracy suitable for systematic trading approaches across cryptocurrency, forex, and equity markets with comprehensive visual feedback and configurable risk parameters for optimal strategy integration.
Pine Script® göstergesi
AlphaExtract tarafından
2
Trend/Range Composite (Single-Line) v1.4🔹 Step 1: Add it to your chart Copy the whole script. In TradingView → Pine Editor → paste it. Click Add to chart. It will show a white line in a subwindow, plus thresholds at 40 and 60, and a colored background. Optional: You’ll see a status box (top-right of chart) with details like ADX, ATR, slope, etc. 🔹 Step 2: Understand the Score The indicator compresses all signals into a 0–100 “Trend Strength Score”: ≥ 60 = TREND (teal background) → Market is trending, consider trend strategies like vertical spreads, runners, breakouts. ≤ 40 = RANGE (orange background) → Market is choppy/sideways, consider range strategies like butterflies, condors, mean-reversion fades. 40–60 = MIXED (gray background) → Indecision / chop. Best to reduce size or wait for clarity. 🔹 Step 3: Use with Your Trading Plan Intraday (5m, 15m, 30m) Score < 40 → play support/resistance bounces, fade extremes. Score > 60 → play momentum breakouts or pullback continuations. Daily chart Good for swing context (is this month trending or just chopping?). 🔹 Step 4: Alerts You can set TradingView alerts: Cross above 60 → market entering trend mode. Cross below 40 → market entering range mode. Useful if you don’t want to watch constantly. 🔹 Step 5: Confirm with Price Levels The score tells you “trend vs range”, but you still need levels: If score < 40 → mark PDH / PDL (previous day high/low), VAH/VAL, VWAP. Expect rejections/fades. If score > 60 → watch for breakouts beyond PDH/PDL or supply/demand zones.
Pine Script® göstergesi
somberTruffle15943 tarafından
MFx Radar (Money Flow x-Radar)Description: MFx Radar is a precision-built multi-timeframe analysis tool designed to identify high-probability trend shifts and accumulation/distribution events using a combination of WaveTrend dynamics, normalized money flow, RSI, BBWP, and OBV-based trend biasing. Multi-Timeframe Trend Scanner Analyze trend direction across 5 customizable timeframes using WaveTrend logic to produce a clear trend consensus. Smart Money Flow Detection Adaptive hybrid money flow combines CMF and MFI, normalized across lookback periods, to pinpoint shifts in accumulation or distribution with high sensitivity. Event-Based Labels & Alerts Minimalist "Accum" and "Distr" text labels appear at key inflection points, based on hybrid flow flips — designed to highlight smart money moves without clutter. Trigger & Pattern Recognition Built-in logic detects anchor points, trigger confirmations, and rare "Snake Eye" formations directly on WaveTrend, enhancing trade timing accuracy. Visual Dashboard Table A real-time table provides score-based insight into signal quality, trend direction, and volume behavior, giving you a full picture at a glance. MFx Radar helps streamline discretionary and system-based trading decisions by surfacing key confluences across price, volume, and momentum all while staying out of your way visually. How to Use MFx Radar MFx Radar is a multi-timeframe market intelligence tool designed to help you spot trend direction, momentum shifts, volume strength, and high-probability trade setups using confluence across price, flow, and timeframes. Where to find settings To see the full visual setup: After adding the script, open the Settings gear. Go to the Inputs tab and enable: Show Trigger Diamonds Show WT Cross Circles Show Anchor/Trigger/Snake Eye Labels Show Table Show OBV Divergence Show Multi-TF Confluence Show Signal Score Then, go to the Style tab to adjust colors and fills for the wave plots and hybrid money flow. (Use published chart as a reference.) What the Waves and Colors Mean Blue WaveTrend (WT1 / WT2). These are the main momentum waves. WT1 > WT2 = bullish momentum WT1 < WT2 = bearish momentum Above zero = bullish bias Below zero = bearish bias When WT1 crosses above WT2, it often marks the beginning of a move — these are shown as green trigger diamonds. VWAP-MACD Line The yellow fill helps spot volume-based momentum. Rising = trend acceleration Use together with BBWP (bollinger band width percentile) and hybrid money flow for confirmation. Hybrid Money Flow Combines CMF and MFI, normalized and smoothed. Green = accumulation Red = distribution Transitions are key — especially when price moves up, but money flow stays red (a divergence warning). This is useful for spotting fakeouts or confirming smart money shifts. Orange Vertical Highlights Shows when price is rising, but money flow is still red. Often a sign of hidden distribution or "exit pump" behavior. Table Dashboard (Bottom-Right) BBWP (Volatility Pulse) When BBWP is low (<20), it signals consolidation — a breakout is likely to follow. Use this with ADX and WaveTrend position to anticipate directional breakouts. Trend by ADX Shows whether the market is trending and in which direction. Combined with money flow and RSI, this gives strong confirmation on breakouts. OBV HTF Bias Gives higher timeframe pressure (bullish/bearish/neutral). Helps avoid taking counter-trend trades. Pattern Labels (WT-Based) A = Anchor Wave — WT hitting oversold T = Trigger Wave — WT turning back up after anchor 👀 = Snake Eyes — Rare pattern, usually signaling strong reversal potential These help in timing entries, especially when they align with other signals like BBWP breakouts, confluence, or smart money flow flips. Multi-Timeframe (MTF) Consensus The system checks WaveTrend on 5 different timeframes and gives: Color-coded signals on each TF A final score: “Mostly Up,” “Mostly Down,” or “Mixed” When MTFs align with wave crosses, BBWP expansion, and hybrid money flow shifts, the probability of sustained move is higher. Divergence Spotting (Advanced Tip) Watch for:Price rising while money flow is red → Possible trap / early exit Price dropping while money flow is green → Early accumulation Combine this with anchor-trigger patterns and MTF trend support for spotting bottoms or tops early. Final Tips Use WT trigger crosses as initial signal. Confirm with money flow direction + color flip Look at BBWP for breakout timing. Use table as your decision dashboard Favor trades that align with MTF consensus
Pine Script® göstergesi
renderingnature1 tarafından
9
RSI Cloud v1.0 [PriceBlance] RSI Cloud v1.0 — Ichimoku-style Cloud on RSI(14), not on price. Recalibrated baselines: EMA9 (Tenkan) for speed, WMA45 (Kijun) for stability. Plus ADX-on-RSI to grade strength so you know when momentum persists or fades. 1. Introduction RSI Cloud v1.0 applies an Ichimoku Cloud directly on RSI(14) to reveal momentum regimes earlier and cleaner than price-based views. We replaced Tenkan with EMA9 (faster, more responsive) and Kijun with WMA45 (slower, more stable) to fit a bounded oscillator (0–100). Forward spans (+26) and a lagging line (−26) provide a clear framework for trend bias and transitions. To qualify signals, the indicator adds ADX computed on RSI—highlighting whether strength is weak, strong, or very strong, so you can decide when to follow, fade, or stand aside. 2. Core Mapping (Hook + Bullets) At a glance: Ichimoku on RSI(14) with recalibrated baselines for a bounded oscillator. Source: RSI(14) Tenkan → EMA9(RSI) (fast, responsive) Kijun → WMA45(RSI) (slow, stable) Span A: classic Ichimoku midline, displaced +26 Span B: classic Ichimoku baseline, displaced +26 Lagging line: RSI shifted −26 3. Key Benefits (Why traders care) Momentum regimes on RSI: position vs. Cloud = bull / bear / transition at a glance. Cleaner confirmations: EMA9/WMA45 pairing cuts noise vs. raw 30/70 flips. Earlier warnings: Cloud breaks on RSI often lead price-based confirmations. 4. ADX on RSI (Enhanced Strength Normalization) Grade strength inside the RSI domain using ADX from ΔRSI: ADX ≤ 20 → Weak (transparency = 60) ADX ≤ 40 → Strong (transparency = 15) ADX > 40 → Very strong (transparency = 0) Use these tiers to decide when to trust, fade, or ignore a signal. 5. How to Read (Quick rules) Bias / Regime Bullish: RSI above Cloud and RSI > WMA45 Bearish: RSI below Cloud and RSI < WMA45 Neutral / Transition: all other cases 6. Settings (Copy & use) RSI Length: 14 (default) Tenkan: EMA9 on RSI · Kijun: WMA45 on RSI Displacement: +26 (Span A/B) · −26 (Lagging) Theme: PriceBlance Dark/Light Visibility toggles: Cloud, Baselines, Lagging, labels/panel, Overbought/Oversold, Divergence, ADX-on-RSI (via transparency coloring) 7. Credits & License Author/Brand: PriceBlance Version: v1.0 (Free) Watermark: PriceBlance • RSI Cloud v1.0 Disclaimer: Educational content; not financial advice. 8. CTA If this helps, please ⭐ Star and Follow for updates & new tools. Feedback is welcome—comment what you’d like added next (alerts, presets, visuals).
Pine Script® göstergesi
priceblancetrading tarafından
RSI Trendlines and Divergences█OVERVIEW The "RSI Trendlines and Divergences" indicator is an advanced technical analysis tool that leverages the Relative Strength Index (RSI) to draw trendlines and detect divergences. Designed for traders seeking precise market signals, the indicator identifies key pivot points on the RSI chart, draws trendlines between pivots, and detects bullish and bearish divergences. It offers flexible settings, background coloring for breakout signals, and divergence labels, supported by alerts for key events. The indicator is universal and works across all markets (stocks, forex, cryptocurrencies) and timeframes. █CONCEPTS The indicator was developed to provide an alternative signal source for the RSI oscillator. Trendline breakouts and bounces off trendlines offer a broader perspective on potential price behavior. Combining these with traditional RSI signal interpretation can serve as a foundation for creating various trading strategies. █FEATURES - RSI and Pivot Calculation: Calculates RSI based on the selected source price (default: close) with a customizable period (default: 14). Identifies pivot points on RSI and price for trendlines and divergences. - RSI Trendlines: Draws trendlines connecting RSI pivots (upper for downtrends, lower for uptrends) with optional extension (default: 30 bars). The trendline appears and generates a signal only after the first RSI crossover. Lines are colored (red for upper, green for lower). - Trendline Fill: Widens the trendline with a tolerance margin expressed in RSI points, reducing signal noise and visually highlighting trend zones. Breaking this zone is a condition for generating signals, minimizing false signals. The tolerance margin can be increased or decreased. - Divergence Detection: Identifies bullish and bearish divergences based on RSI and price pivots, displaying labels (“Bull” for bullish, “Bear” for bearish) with adjustable transparency. Divergence labels appear with a delay equal to the specified pivot length (default: 5). Higher values yield stronger signals but with greater delay. - Breakout Signals: Generates signals when RSI crosses the trendline (bullish for upper lines, bearish for lower lines), with background coloring for signal confirmation. - Alerts: Built-in alerts for: Detection of bullish and bearish divergences. Upper trendline crossover (bullish signal). Lower trendline crossover (bearish signal). - Customization: Allows adjustment of RSI length, pivot settings, line colors, fills, labels, and transparency of signals and background. █HOW TO USE Add the indicator to your TradingView chart via the Pine Editor or Indicators menu. Configuring Settings. RSI Settings - RSI Length: Period for RSI calculation (default: 14). - SMA Length: Period for RSI moving average (default: 9). - Source: Source price for RSI (default: close). Pivot Settings for Trend - Left Bars for Pivot: Number of bars back for detecting pivots (default: 10). - Right Bars for Pivot: Number of bars forward for confirming pivots (default: 10). - Extension after Second Pivot: Number of bars to extend the trendline (default: 30, 0 = none). Extension increases the number of signals, while shortening reduces them. - Tolerance: Deviation in RSI points to widen the breakout margin, reducing signal noise (default: 3.0). Divergence Settings - Enable Divergence Detection: Enables/disables divergence detection (default: enabled). - Pivot Length for Divergence: Pivot period for divergences (default: 5). Style Settings - Upper Trendline Color: Color for downtrend lines (default: red). - Upper Fill Color: Fill color for upper lines (default: red, transparency 70). - Lower Trendline Color: Color for uptrend lines (default: green). - Lower Fill Color: Fill color for lower lines (default: green, transparency 70). - SMA Color: Color for RSI moving average (default: yellow). - Bullish Divergence Color: Color for bullish labels (default: green). - Bearish Divergence Color: Color for bearish labels (default: red). - Text Color: Color for label text (default: white). - Divergence Label Transparency: Transparency of labels (0-100, default: 40). - Signal Background Transparency: Transparency of breakout signal background (0-100, default: 80). Interpreting Signals - Trendlines: Upper lines (red) indicate RSI downtrends, lower lines (green) indicate uptrends. The trendline appears and generates a signal only after the first RSI crossover. Trendline breakouts suggest potential trend reversals. - Divergences: “Bull” labels indicate bullish divergence (potential rise), “Bear” labels indicate bearish divergence (potential decline), with a delay based on pivot length (default: 5). Divergences serve as confirmation or warning of trend reversal, not as standalone signals. - Signal Background: Green background signals bullish breakouts, red background signals bearish breakouts. - RSI Levels: Horizontal lines at 70 (overbought), 50 (midline), and 30 (oversold) help assess market zones. - Alerts: Set up alerts in TradingView for divergences or trendline breakouts. Combining with Other Tools: Use with support/resistance levels, Fibonacci levels, or other indicators for signal confirmation. █APPLICATIONS The "RSI Trendlines and Divergence" indicator is designed to identify trends and potential reversal points, supporting both trend-following and reversal strategies: - Trend Confirmation: Trendlines indicate the RSI trend direction, with breakouts signaling potential reversals. The indicator is functional in traditional RSI usage, allowing classic RSI interpretation (e.g., returning from overbought/oversold zones). Combining trendline breakouts with RSI signal levels, such as a return from overbought or oversold zones paired with a trendline breakout, strengthens the signal. - Divergence Detection: Divergences serve as confirmation or warning of trend reversal, not as standalone signals. █NOTES - Adjust settings (e.g., RSI length, pivots, tolerance) to suit your trading style and timeframe. - Combine with other technical analysis tools to enhance signal accuracy.
Pine Script® göstergesi
Uncle_the_shooter tarafından
11
Extreme Pressure Zones Indicator (EPZ) [BullByte]Extreme Pressure Zones Indicator(EPZ) The Extreme Pressure Zones (EPZ) Indicator is a proprietary market analysis tool designed to highlight potential overbought and oversold "pressure zones" in any financial chart. It does this by combining several unique measurements of price action and volume into a single, bounded oscillator (0–100). Unlike simple momentum or volatility indicators, EPZ captures multiple facets of market pressure: price rejection, trend momentum, supply/demand imbalance, and institutional (smart money) flow. This is not a random mashup of generic indicators; each component was chosen and weighted to reveal extreme market conditions that often precede reversals or strong continuations. What it is? EPZ estimates buying/selling pressure and highlights potential extreme zones with a single, bounded 0–100 oscillator built from four normalized components. Context-aware weighting adapts to volatility, trendiness, and relative volume. Visual tools include adaptive thresholds, confirmed-on-close extremes, divergence, an MTF dashboard, and optional gradient candles. Purpose and originality (not a mashup) Purpose: Identify when pressure is building or reaching potential extremes while filtering noise across regimes and symbols. Originality: EPZ integrates price rejection, momentum cascade, pressure distribution, and smart money flow into one bounded scale with context-aware weighting. It is not a cosmetic mashup of public indicators. Why a trader might use EPZ EPZ provides a multi-dimensional gauge of market extremes that standalone indicators may miss. Traders might use it to: Spot Reversals: When EPZ enters an "Extreme High" zone (high red), it implies selling pressure might soon dominate. This can hint at a topside reversal or at least a pause in rallies. Conversely, "Extreme Low" (green) can highlight bottom-fish opportunities. The indicator's divergence module (optional) also finds hidden bullish/bearish divergences between price and EPZ, a clue that price momentum is weakening. Measure Momentum Shifts: Because EPZ blends momentum and volume, it reacts faster than many single metrics. A rising MPO indicates building bullish pressure, while a falling MPO shows increasing bearish pressure. Traders can use this like a refined RSI: above 50 means bullish bias, below 50 means bearish bias, but with context provided by the thresholds. Filter Trades: In trend-following systems, one could require EPZ to be in the bullish (green) zone before taking longs, or avoid new trades when EPZ is extreme. In mean-reversion systems, one might specifically look to fade extremes flagged by EPZ. Multi-Timeframe Confirmation: The dashboard can fetch a higher timeframe EPZ value. For example, you might trade a 15-minute chart only when the 60-minute EPZ agrees on pressure direction. Components and how they're combined Rejection (PRV) – Captures price rejection based on candle wicks and volume (see Price Rejection Volume). Momentum Cascade (MCD) – Blends multiple momentum periods (3,5,8,13) into a normalized momentum score. Pressure Distribution (PDI) – Measures net buy/sell pressure by comparing volume on up vs down candles. Smart Money Flow (SMF) – An adaptation of money flow index that emphasizes unusual volume spikes. Each of these components produces a 0–100 value (higher means more bullish pressure). They are then weighted and averaged into the final Market Pressure Oscillator (MPO), which is smoothed and scaled. By combining these four views, EPZ stands out as a comprehensive pressure gauge – the whole is greater than the sum of parts Context-aware weighting: Higher volatility → more PRV weight Trendiness up (RSI of ATR > 25) → more MCD weight Relative volume > 1.2x → more PDI weight SMF holds a stable weight The weighted average is smoothed and scaled into MPO ∈ with 50 as the neutral midline. What makes EPZ stand out Four orthogonal inputs (price action, momentum, pressure, flow) unified in a single bounded oscillator with consistent thresholds. Adaptive thresholds (optional) plus robust extreme detection that also triggers on crossovers, so static thresholds work reliably too. Confirm Extremes on Bar Close (default ON): dots/arrows/labels/alerts print on closed bars to avoid repaint confusion. Clean dashboard, divergence tools, pre-alerts, and optional on-price gradients. Visual 3D layering uses offsets for depth only,no lookahead. Recommended markets and timeframes Best: liquid symbols (index futures, large-cap equities, major FX, BTC/ETH). Timeframes: 5–15m (more signals; consider higher thresholds), 1H–4H (balanced), 1D (clear regimes). Use caution on illiquid or very low TFs where wick/volume geometry is erratic. Logic and thresholds MPO ∈ ; 50 = neutral. Above 50 = bullish pressure; below 50 = bearish. Static thresholds (defaults): thrHigh = 70, thrLow = 30; warning bands 5 pts inside extremes (65/35). Adaptive thresholds (optional): thrHigh = min(BaseHigh + 5, mean(MPO,100) + stdev(MPO,100) × ExtremeSensitivity) thrLow = max(BaseLow − 5, mean(MPO,100) − stdev(MPO,100) × ExtremeSensitivity) Extreme detection High: MPO ≥ thrHigh with peak/slope or crossover filter. Low: MPO ≤ thrLow with trough/slope or crossover filter. Cooldown: 5 bars (default). A new extreme will not print until the cooldown elapses, even if MPO re-enters the zone. Confirmation "Confirm Extremes on Bar Close" (default ON) gates extreme markers, pre-alerts, and alerts to closed bars (non-repainting). Divergences Pivot-based bullish/bearish divergence; tags appear only after left/right bars elapse (lookbackPivot). MTF HTF MPO retrieved with lookahead_off; values can update intrabar and finalize at HTF close. This is disclosed and expected. Inputs and defaults (key ones) Core: Sensitivity=1.0; Analysis Period=14; Smoothing=3; Adaptive Thresholds=OFF. Extremes: Base High=70, Base Low=30; Extreme Sensitivity=1.5; Confirm Extremes on Bar Close=ON; Cooldown=5; Dot size Small/Tiny. Visuals: Heatmap ON; 3D depth optional; Strength bars ON; Pre-alerts OFF; Divergences ON with tags ON; Gradient candles OFF; Glow ON. Dashboard: ON; Position=Top Right; Size=Normal; MTF ON; HTF=60m; compact overlay table on price chart. Advanced caps: Max Oscillator Labels=80; Max Extreme Guide Lines=80; Divergence objects=60. Dashboard: what each element means Header: EPZ ANALYSIS. Large readout: Current MPO; color reflects state (extreme, approaching, or neutral). Status badge: "Extreme High/Low", "Approaching High/Low", "Bullish/Neutral/Bearish". HTF cell (when MTF ON): Higher-timeframe MPO, color-coded vs extremes; updates intrabar, settles at HTF close. Predicted (when MTF OFF): Simple MPO extrapolation using momentum/acceleration—illustrative only. Thresholds: Current thrHigh/thrLow (static or adaptive). Components: ASCII bars + values for PRV, MCD, PDI, SMF. Market metrics: Volume Ratio (x) and ATR% of price. Strength: Bar indicator of |MPO − 50| × 2. Confidence: Heuristic gauge (100 in extremes, 70 in warnings, 50 with divergence, else |MPO − 50|). Convenience only, not probability. How to read the oscillator MPO Value (0–100): A reading of 50 is neutral. Values above ~55 are increasingly bullish (green), while below ~45 are increasingly bearish (red). Think of these as "market pressure". Extreme Zones: When MPO climbs into the bright orange/red area (above the base-high line, default 70), the chart will display a dot and downward arrow marking that extreme. Traders often treat this as a sign to tighten stops or look for shorts. Similarly, a bright green dot/up-arrow appears when MPO falls below the base-low (30), hinting at a bullish setup. Heatmap/Candles: If "Pressure Heatmap" is enabled, the background of the oscillator pane will fade green or red depending on MPO. Users can optionally color the price candles by MPO value (gradient candles) to see these extremes on the main chart. Prediction Zone(optional): A dashed projection line extends the MPO forward by a small number of bars (prediction_bars) using current MPO momentum and acceleration. This is a heuristic extrapolation best used for short horizons (1–5 bars) to anticipate whether MPO may touch a warning or extreme zone. It is provisional and becomes less reliable with longer projection lengths — always confirm predicted moves with bar-close MPO and HTF context before acting. Divergences: When price makes a higher high but EPZ makes a lower high (bearish divergence), the indicator can draw dotted lines and a "Bear Div" tag. The opposite (lower low price, higher EPZ) gives "Bull Div". These signals confirm waning momentum at extremes. Zones: Warning bands near extremes; Extreme zones beyond thresholds. Crossovers: MPO rising through 35 suggests easing downside pressure; falling through 65 suggests waning upside pressure. Dots/arrows: Extreme markers appear on closed bars when confirmation is ON and respect the 5-bar cooldown. Pre-alert dots (optional): Proximity cues in warning zones; also gated to bar close when confirmation is ON. Histogram: Distance from neutral (50); highlights strengthening or weakening pressure. Divergence tags: "Bear Div" = higher price high with lower MPO high; "Bull Div" = lower price low with higher MPO low. Pressure Heatmap : Layered gradient background that visually highlights pressure strength across the MPO scale; adjustable intensity and optional zone overlays (warning / extreme) for quick visual scanning. A typical reading: If the oscillator is rising from neutral towards the high zone (green→orange→red), the chart may see strong buying culminating in a stall. If it then turns down from the extreme, that peak EPZ dot signals sell pressure. Alerts EPZ: Extreme Context — fires on confirmed extremes (respects cooldown). EPZ: Approaching Threshold — fires in warning zones if no extreme. EPZ: Divergence — fires on confirmed pivot divergences. Tip: Set alerts to "Once per bar close" to align with confirmation and avoid intrabar repaint. Practical usage ideas Trend continuation: In positive regimes (MPO > 50 and rising), pullbacks holding above 50 often precede continuation; mirror for bearish regimes. Exhaustion caution: E High/E Low can mark exhaustion risk; many wait for MPO rollover or divergence to time fades or partial exits. Adaptive thresholds: Useful on assets with shifting volatility regimes to maintain meaningful "extreme" levels. MTF alignment: Prefer setups that agree with the HTF MPO to reduce countertrend noise. Examples Screenshots captured in TradingView Replay to freeze the bar at close so values don't fluctuate intrabar. These examples use default settings and are reproducible on the same bars; they are for illustration, not cherry-picking or performance claims. Example 1 — BTCUSDT, 1h — E Low MPO closed at 26.6 (below the 30 extreme), printing a confirmed E Low. HTF MPO is 26.6, so higher-timeframe pressure remains bearish. Components are subdued (Momentum/Pressure/Smart$ ≈ 29–37), with Vol Ratio ≈ 1.19x and ATR% ≈ 0.37%. A prior Bear Div flagged weakening impulse into the drop. With cooldown set to 5 bars, new extremes are rate-limited. Many traders wait for MPO to curl up and reclaim 35 or for a fresh Bull Div before considering countertrend ideas; if MPO cannot reclaim 35 and HTF stays weak, treat bounces cautiously. Educational illustration only. Example 2 — ETHUSD, 30m — E High A strong impulse pushed MPO into the extreme zone (≥ 70), printing a confirmed E High on close. Shortly after, MPO cooled to ~61.5 while a Bear Div appeared, showing momentum lag as price pushed a higher high. Volume and volatility were elevated (≈ 1.79x / 1.25%). With a 5-bar cooldown, additional extremes won't print immediately. Some treat E High as exhaustion risk—either waiting for MPO rollover under 65/50 to fade, or for a pullback that holds above 50 to re-join the trend if higher-timeframe pressure remains constructive. Educational illustration only. Known limitations and caveats The MPO line itself can change intrabar; extreme markers/alerts do not repaint when "Confirm Extremes on Bar Close" is ON. HTF values settle at the close of the HTF bar. Illiquid symbols or very low TFs can be noisy; consider higher thresholds or longer smoothing. Prediction line (when enabled) is a visual extrapolation only. For coders Pine v6. MTF via request.security with lookahead_off. Extremes include crossover triggers so static thresholds also yield E High/E Low. Extreme markers and pre-alerts are gated by barstate.isconfirmed when confirmation is ON. Arrays prune oldest objects to respect resource limits; defaults (80/80/60) are conservative for low TFs. 3D layering uses negative offsets purely for drawing depth (no lookahead). Screenshot methodology: To make labels legible and to demonstrate non-repainting behavior, the examples were captured in TradingView Replay with "Confirm Extremes on Bar Close" enabled. Replay is used only to freeze the bar at close so plots don't change intrabar. The examples use default settings, include both Extreme Low and Extreme High cases, and can be reproduced by scrolling to the same bars outside Replay. This is an educational illustration, not a performance claim. Disclaimer This script is for educational purposes only and does not constitute financial advice. Markets involve risk; past behavior does not guarantee future results. You are responsible for your own testing, risk management, and decisions.
Pine Script® göstergesi
BullByte tarafından
20
Enhanced Std Dev Oscillator (Z-Score)Enhanced Std Dev Oscillator (Z-Score) Overview The Enhanced Std Dev Oscillator (ESDO) is a refined Z-Score indicator that normalizes price deviations from a moving mean using standard deviation, smoothed for clarity and equipped with divergence detection. This oscillator shines in identifying extreme overbought/oversold conditions and potential reversals, making it ideal for mean-reversion strategies in stocks, forex, or crypto. By highlighting when prices stray too far from the norm, it helps traders avoid chasing trends and focus on high-probability pullbacks. Key Features Customisable Mean & Deviation: Choose SMA or EMA for the mean (default: SMA, length 14); opt for Population or Sample standard deviation for precise statistical accuracy. Smoothing for Clarity: Apply a simple moving average (default: 3) to the raw Z-Score, reducing noise without lagging signals excessively. Zone Highlighting: Background colours flag extreme zones—red tint above +2 (overbought), green below -2 (oversold)—for quick visual scans. Divergence Alerts: Automatically detects bullish (price lows lower, Z-Score higher) and bearish (price highs higher, Z-Score lower) divergences using pivot points (default length: 5), with labeled shapes for easy spotting. Built-in Alerts: Notifications for Z-Score crossovers into OB/OS zones and divergence events to keep you informed without constant monitoring. How It Works Core Calculation: Computes the mean (SMA/EMA) over the specified length, then standard deviation (Population or adjusted Sample formula for N>1). Z-Score = (Source - Mean) / Std Dev, handling edge cases like zero deviation. Smoothing: Averages the Z-Score with an SMA to create a cleaner plot oscillating around zero. Levels & Zones: Plots horizontal lines at ±1 (orange dotted) and ±2 (red dashed) for reference; backgrounds activate in extreme zones. Divergence Logic: Scans for pivot highs/lows in price and Z-Score; flags divergences when price extremes diverge from oscillator extremes (looking back 2 pivots for confirmation). Visualisation: Blue line for the smoothed Z-Score; green/red labels for bull/bear divergences. Usage Tips Buy Signal: Z-Score crosses below -2 (oversold) or bullish divergence forms—pair with volume spike for confirmation. Sell Signal: Z-Score crosses above +2 (overbought) or bearish divergence—watch for resistance alignment. Customisation: Use EMA mean for trendier assets; enable Sample std dev for smaller datasets. Increase pivot length (7-10) in volatile markets to filter false signals. Timeframes: Excels on daily/4H for swing trades; test smoothing on lower frames to avoid over-smoothing. Always combine with trend filters like a 200-period MA. This open-source script is licensed under Mozilla Public License 2.0. Backtest thoroughly—past performance isn't indicative of future results. Trade with discipline! 📈 © HighlanderOne
Pine Script® göstergesi
HighlanderOne tarafından
Advanced Directional Stoch RSIAdvanced Directional Stochastic RSI Overview The Advanced Directional Stochastic RSI (Adv Stoch RSI Dir) is a powerful oscillator that combines the classic Stochastic RSI with John Ehlers' SuperSmoother filter for ultra-smooth signals and reduced noise. Unlike traditional Stoch RSI, this indicator incorporates directional coloring based on price action relative to a smoothed trend line, helping traders quickly spot bullish or bearish momentum. It's designed for swing traders and scalpers looking for clearer overbought/oversold conditions in volatile markets. Key Features Directional Coloring: %K line turns green when price is above the trend MA (bullish) and red when below (bearish), providing instant visual bias. Multi-Pass SuperSmoothing: Apply Ehlers' SuperSmoother filter up to 5 times for customizable noise reduction—dial in passes (default: 2) to balance responsiveness and smoothness. Trend-Aware Baseline: Uses a cascaded smoothed moving average (default length: 20) to gauge overall direction, making the oscillator more context-aware. Classic Stoch RSI Core: Built on RSI (default: 14) and Stochastic (default: 14), with SMA smoothing for %K (3) and %D (3). Visual Aids: Includes overbought (80), oversold (20), and midline (50) levels, plus a subtle blue fill between OB/OS zones for easy reference. How It Works Source Smoothing: The input source (default: close) is passed through the SuperSmoother filter multiple times to create a trend MA. Stoch RSI Calculation: Computes RSI on the source, then applies Stochastic to the RSI values, followed by SMA smoothing for base %K and %D. Advanced Smoothing: Extra SuperSmoother layers are applied to %K and %D based on your chosen passes, minimizing whipsaws. Directional Logic: Compares current close to the trend MA to color %K dynamically. Plotting: %K (thick line, colored) and %D (thin orange) oscillate between 0-100, highlighting crossovers and divergences. Usage Tips Buy Signal: Green %K crosses above %D below 50, or bounces off oversold (20) in uptrends. Sell Signal: Red %K crosses below %D above 50, or rejects overbought (80) in downtrends. Customization: Increase smoothing passes (3-5) for choppy markets; reduce for faster signals. Pair with volume or support/resistance for confirmation. Timeframes: Best on 1H-4H charts for stocks/crypto; adjust lengths for forex. This open-source script is licensed under Mozilla Public License 2.0. Backtest thoroughly—past performance isn't indicative of future results. Enjoy trading smarter with less noise! 🚀 © HighlanderOne
Pine Script® göstergesi
HighlanderOne tarafından
Synthetic Implied APROverview The Synthetic Implied APR is an artificial implied APR, designed to imitate the implied APR seen when trading cryptocurrency funding rates. It combines real-time funding rates with premium data to calculate an artificial market expectation of the annualized funding rate. The (actual) implied APR is the market's expectation of the annualized funding rate. This is dependent on bid/ask impacts of the implied APR, something which is currently unavailable to fetch with TradingView. In essence, an implied APR of X% means traders believe that asset's funding fees to average X% when annualized. What's important to understand, is that the actual value of the synthetic implied APR is not relevant. We only simply use its relative changes when we trade (i.e if it crosses above/below its MA for a given weight). Even for the same asset, the implied APRs will change depending on days to maturity. How it calculates The synthetic implied APR is calculated with these steps: Collects premium data from perpetual futures markets using optimized lower timeframe requests (check my 'Predicted Funding Rates' indicator) Calculates the funding rate by adding the premium to an interest rate component (clamped within exchange limits) Derives the underlying APR from the 8-hour funding rate (funding rate × 3 × 365) Apply a weighed formula that imitates both the direction (underlying APR) with the volatility of prices (from the premium index and funding) premium_component = (prem_avg / 50 ) * 365 weighedprem = (weight * fr) + ((1 - weight) * apr) + (premium_component * 0.3) impliedAPR = math.avg(weighedprem, ta.sma(apr, maLength)) How to use it: Generally Preface: Funding rates are an indication of market sentiment If funding is positive, generally the market is bullish as longs are willing to pay shorts funding If funding is negative, generally the market is bearish as shorts are willing to pay longs funding So, this script can be used like a typical oscillator: Bullish: If implied APR > MA OR if implied APR MA is green Bearish: If implied APR < MA OR if implied APR MA is red The components: Synthetic Implied APR: The main metric. At current setting of 0.7, it imitates volatility Weight: The higher the value, the smoother the synthetic implied APR is (and MA too). This value is very important to the imitation. At 0.7, it imitates the actual volatility of the implied APR. At weight = 1, it becomes very smooth. Perfect for trading Synthetic Implied APR Moving Average: A moving average of the Synthetic implied APR. Can choose from multiple selections, (SMA, EMA, WMA, HMA, VWMA, RMA) How to use it: Trading Funding When trading funding there're multiple ways to use it with different settings Trade funding rates with trend changes Settings: Weight = 1 Method 1: When the implied APR MA turns green, long funding rates (or short if red) Method 2: When the implied APR crosses above the MA, long funding rates (or short when crosses below) Trade funding rates with MA pullbacks Settings: Weight = 0.7, timeframe 15m In an uptrend: When implied APR crosses below then above the script, long funding opportunity In an downtrend: When implied APR crosses above then below the script, shortfunding opportunity You can determine the trend with the method before, using a weight of 1 To trade funding rates, it's best to have these 3 scripts at these settings: Predicted Funding Rates: This allows you to see the predicted funding rates and see if they've maxxed out for added confluence too (+/-0.01% usually for Binance BTC futures) Synthetic implied APR: At weight 1, the MA provides a good trend (whether close above/below or colour change) Synthetic implied APR: At weight 0.7, it provides a good imitation of volatility How to use it: Trading Futures When trading futures: You can determine roughly what the trend is, if the assumption is made that funding rates can help identify trends if used as a sentiment indicator. It should be supplemented with traditional trend trading methods To prevent whipsaws, weight should remain high Long trend: When the implied APR MA turns green OR when it crosses above its MA Short trend: When the implied APR MA turns red OR when it below above its MA Why it's original This indicator introduces a unique synthetic weighting system that combines funding rates, underlying APR, and premium components in a way not found in existing TradingView scripts. Trading funding rates is a niche area, there aren't that many scripts currently available. And to my knowledge, there's no synthetic implied APR scripts available on TradingView either. So I believe this script to be original in that sense. Notes Because it depends on my triangular weighting algos, optimal accuracy is found on timeframes that are 4H or less. On higher timeframes, the accuracy drops off. Best timeframes for intraday trading using this are 15m or 1 hour The higher the timeframe, the lower the MA one should use. At 1 hour, 200 or higher is best. At say, 4h, length of 50 is best Only works for coins that have a Binance premium index Inputs Funding Period - Select between "1 Hour" or "8 Hour" funding cycles. 8 hours is standard for Binance Table - Toggle the information dashboard on/off to show or hide real-time metrics including funding rate, premium, and APR value Weight - Controls the balance between funding rate (higher values = smoother) and APR (lower values = more responsive) in the calculation, ranging from 0.0 to 1.0. Default is 0.7, this imitates the volatility Auto Timeframe Implied Length - Automatically calculates optimal smoothing length based on your chart timeframe for consistent behavior across different time periods Manual Implied Length - Sets a fixed smoothing length (in bars) when auto mode is disabled, with lower values being more responsive and higher values being smoother Show Implied APR MA - Displays an additional moving average line of the Synthetic Implied APR to help identify trend direction and crossover signals MA Type for Implied APR - Selects the calculation method (SMA, EMA, WMA, HMA, VWMA, or RMA) for the moving average, each offering different responsiveness and lag characteristics MA Length for Implied APR - Sets the lookback period (1-500 bars) for the moving average, with shorter lengths providing more signals and longer lengths filtering noise Show Underlying APR - Displays the raw APR calculation (without synthetic weighting) as a reference line to compare against the main indicator Bullish Color - Sets the color for positive values in the table and rising MA line Bearish Color - Sets the color for negative values in the table and falling MA line Table Background - Customizes the background color and transparency of the information dashboard Table Text Color - Sets the color for label text in the left column of the information table Table Text Size - Controls the font size of table text with options from Tiny to Huge
Pine Script® göstergesi
stormeta tarafından
Normalized WMA Oscillator | OquantNormalized WMA Oscillator | Oquant The Normalized WMA Oscillator is a trend-momentum indicator designed to help traders visualize the relative position of a Weighted Moving Average (WMA) within its recent price range. What is a WMA and How It Works: A Weighted Moving Average (WMA) is a type of moving average that gives more weight to recent price data, making it more responsive to price changes compared to a simple moving average. Each price point in the lookback period is multiplied by a weighting factor, with the most recent prices having the highest weights. The WMA helps traders identify potential trends more quickly. This indicator applies min-max normalization to the standard WMA, scaling its values between 0 and 1 over a configurable lookback period. This allows traders to see whether the WMA is near its recent highs, lows, or midpoint, regardless of the absolute price level. Key Features: WMA Source Input: Choose price source for wma calculation. Customizable WMA Length: Adjust the sensitivity of the WMA. Min-Max Normalization Length: Smooth the scaling of WMA values between 0 and 1. Signal Thresholds: Configurable upper and lower thresholds to indicate potential entries. Visual Alerts: Color-coded oscillator and candles plot for bullish (green) and bearish (purple) signals. Alerts Ready: Built-in alert conditions for crossovers and crossunders of the oscillator. How It Works: Calculate the WMA on the selected source. Normalize its value using the minimum and maximum WMA values over the specified lookback period. Generate long signals when the normalized WMA moves above the upper threshold, and short signals when it moves below the lower threshold. Plot the oscillator and candles in green for bullish signals and purple for bearish signals. Inputs: Source: Data used for WMA calculation. WMA Length: Period for Weighted Moving Average. Min-Max Length: Lookback period for min-max scaling. Upper Threshold: Level above which a long signal is considered. Lower Threshold: Level below which a short signal is considered. ⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.
Pine Script® göstergesi
oquant tarafından
2
Adaptive Machine Learning Trading System [PhenLabs]📊Adaptive ML Trading System Version: PineScript™v6 📌Description The Adaptive ML Trading System is a sophisticated machine learning indicator that combines ensemble modeling with advanced technical analysis. This system uses XGBoost, Random Forest, and Neural Network algorithms to generate high-confidence trading signals while incorporating robust risk management features. Traders benefit from objective, data-driven decision-making that adapts to changing market conditions. 🚀Points of Innovation • Machine Learning Ensemble - Three integrated models (XGBoost, Random Forest, Neural Network) • Confidence-Based Trading - Only executes trades when ML confidence exceeds threshold • Dynamic Risk Management - ATR-based stop loss and max drawdown protection • Adaptive Position Sizing - Volatility-adjusted position sizing with confidence weighting • Real-Time Performance Metrics - Live tracking of win rate, Sharpe ratio, and performance • Multi-Timeframe Feature Analysis - Adaptive lookback periods for different market regimes 🔧Core Components • ML Ensemble Engine - Weighted combination of XGBoost, Random Forest, and Neural Network outputs • Feature Normalization System - Advanced preprocessing with custom tanh/sigmoid activation • Risk Management Module - Dynamic position sizing and drawdown protection • Performance Dashboard - Real-time metrics and risk status monitoring • Alert System - Comprehensive alert conditions for entries, exits, and risk events 🔥Key Features • High-confidence ML signals with customizable confidence thresholds • Multiple trading modes (Conservative, Balanced, Aggressive) for different risk profiles • Integrated stop loss and risk management with ATR-based calculations • Real-time performance metrics including win rate and Sharpe ratio • Comprehensive alert system with entry, exit, and risk management notifications • Visual confidence bands and threshold indicators for easy signal interpretation 🎨Visualization • ML Signal Line - Primary signal output ranging from -1 to +1 • Confidence Bands - Visual representation of model confidence levels • Threshold Lines - Customizable buy/sell threshold levels • Position Histogram - Current market position visualization • Performance Tables - Real-time metrics display in customizable positions 📖Usage Guidelines Model Configuration • Confidence Threshold: Default 0.55, Range 0.5-0.95 - Minimum confidence for signals • Model Sensitivity: Default 0.9, Range 0.1-2.0 - Adjusts signal sensitivity • Ensemble Mode: Conservative/Balanced/Aggressive - Trading style preference • Signal Threshold: Default 0.55, Range 0.3-0.9 - ML signal threshold for entries Risk Management • Position Size %: Default 10%, Range 1-50% - Portfolio percentage per trade • Max Drawdown %: Default 15%, Range 5-30% - Maximum allowed drawdown • Stop Loss ATR: Default 2.0, Range 0.5-5.0 - Stop loss in ATR multiples • Dynamic Sizing: Default true - Volatility-based position adjustment Display Settings • Show Signals: Default true - Display entry/exit signals • Show Threshold Signals: Default true - Display ±0.6 threshold crosses • Show Confidence Bands: Default true - Display ML confidence levels • Performance Dashboard: Default true - Show metrics table ✅Best Use Cases • Swing trading with 1-5 day holding periods • Trend-following strategies in established trends • Volatility breakout trading during high-confidence periods • Risk-adjusted position sizing for portfolio management • Multi-timeframe confirmation for existing strategies ⚠️Limitations • Requires sufficient historical data for accurate ML predictions • May experience low confidence periods in choppy markets • Performance varies across different asset classes and timeframes • Not suitable for very short-term scalping strategies • Requires understanding of basic risk management principles 💡What Makes This Unique • True machine learning ensemble with multiple model types • Confidence-based trading rather than simple signal generation • Integrated risk management with dynamic position sizing • Real-time performance tracking and metrics • Adaptive parameters that adjust to market conditions 🔬How It Works Feature Calculation: Computes 20+ technical features from price/volume data Feature Normalization: Applies custom normalization for ML compatibility Ensemble Prediction: Combines XGBoost, Random Forest, and Neural Network outputs Signal Generation: Produces confidence-weighted trading signals Risk Management: Applies position sizing and stop loss rules Execution: Generates alerts and visual signals based on thresholds 💡Note: This indicator works best on daily and 4-hour timeframes for most assets. Ensure you understand the risk management settings before live trading. The system includes automatic risk-off modes that halt trading during excessive drawdown periods.
Pine Script® göstergesi
PhenLabs tarafından
5
Predicted Funding RatesOverview The Predicted Funding Rates indicator calculates real-time funding rate estimates for perpetual futures contracts on Binance. It uses triangular weighting algorithms on multiple different timeframes to ensure an accurate prediction. Funding rates are periodic payments between long and short position holders in perpetual futures markets If positive, longs pay shorts (usually bullish) If negative, shorts pay longs (usually bearish) This is a prediction. Actual funding rates depend on the instantaneous premium index, derived from bid/ask impacts of futures. So whilst it may imitate it similarly, it won't be completely accurate. This only applies currently to Binance funding rates, as HyperLiquid premium data isn't available. Other Exchanges may be added if their premium data is uploaded. Methods Method 1: Collects premium 1-minunute data using triangular weighing over 8 hours. This granular method fills in predicted funding for 4h and less recent data Method 2: Multi-time frame approach. Daily uses 1 hour data in the calculation, 4h + timeframes use 15M data. This dynamic method fills in higher timeframes and parts where there's unavailable premium data on the 1min. How it works 1) Premium data is collected across multiple timeframes (depending on the timeframe) 2) Triangular weighing is applied to emphasize recent data points linearly Tri_Weighing = (data *1 + data *2 + data *3 + data *4) / (1+2+3+4) 3) Finally, the funding rate is calculated FundingRate = Premium + clamp(interest rate - Premium, -0.05, 0.05) where the interest rate is 0.01% as per Binance Triangular weighting is calculated on collected premium data, where recent data receives progressively higher weight (1, 2, 3, 4...). This linear weighting scheme provides responsiveness to recent market conditions while maintaining stability, similar to an exponential moving average but with predictable, linear characteristics A visual representation: Data points: ──────────────> Weights: 1 2 3 4 5 Importance: ▂ ▃ ▅ ▆ █ How to use it For futures traders: If funding is trending up, the market can be interpreted as being in a bull market If trending down, the market can be interpreted as being in a bear market Even used simply, it allows you to gauge roughly how well the market is performing per funding. It can basically be gauged as a sentiment indicator too For funding rate traders: If funding is up, it can indicate a long on implied APR values If funding is down, it can indicate a short on implied APR values It also includes an underlying APR, which is the annualized funding rate. For Binance, it is current funding * (24/8) * 365 For Position Traders: Monitor predicted funding rates before entering large positions. Extremely high positive rates (>0.05% for 8-hour periods) suggest overleveraged longs and potential reversal risk. Conversely, extreme negative rates indicate shorts dominance Table: Funding rate: Gives the predicted funding rate as a percentage Current premium: Displays the current premium (difference between perpetual futures price and the underlying spot) as a percentage Funding period: You can choose between 1 hour funding (HyperLiquid usually) and 8 hour funding (Binance) APR: Underlying annualized funding rate What makes it original Whilst some predicted funding scripts exist, some aren't as accurate or have gaps in data. And seeing as funding values are generally missing from TV tickers, this gives traders accessibility to the script when they would have to use other platforms Notes Currently only compatible with symbols that have Binance USDT premium indices Optimal accuracy is found on timeframes that are 4H or less. On higher timeframes, the accuracy drops off Actual funding rates may differ Inputs Funding Period: Choose between "8 Hour" (standard Binance cycle) or "1 Hour" (divides the 8-hour rate by 8 for granular comparison) Plot Type: Display as "Funding Rate" (percentage per interval) or "APR" (annualized rate calculated as 8-hour rate × 3 × 365) Table: Toggle the information table showing current funding rate, premium, funding period, and APR in the top-right corner Positive Colour: Sets the colour for positive funding rates where longs pay shorts (default: #00ffbb turquoise) Negative Colour: Sets the colour for negative funding rates where shorts pay longs (default: red) Table Background: Controls the background colour and transparency of the information table (default: transparent dark blue) Table Text Colour: Sets the colour for all text labels in the information table (default: white) Table Text Size: Controls font size with options from Tiny to Huge, with Small as the default balance of readability and space
Pine Script® göstergesi
stormeta tarafından
3
RXTrend█ OVERVIEW The "RXTrend" indicator is a technical analysis tool based on a unique approach to trend identification using RSI values from overbought and oversold zones. Designed for traders seeking a precise tool to identify key market levels and trend direction, the indicator offers flexible settings, dynamic trend lines, candlestick coloring, and buy/sell signals, supported by alerts for key events. █ CONCEPTS "RXTrend" leverages the Relative Strength Index (RSI) to identify overbought and oversold zones, which are often significant areas on the chart due to potentially higher volume, increased volatility, or acting as pivot points. To address this, I created an indicator that uses RSI values from these zones, mapping them to price levels to determine the trend. Additionally, for a clearer market picture, boxes are added to highlight overbought and oversold zones on the chart, and candlestick coloring is based on the direction of the RSI moving average. This provides further confirmation of the trend direction and identifies potential correction or reversal points. The indicator is universal and works across all markets (stocks, forex, cryptocurrencies) and timeframes. █ FEATURES - RSI Calculation: Calculates RSI based on the closing price over a specified period, with a default length of 14. - Trend Line: A smoothed trend line based on mapping RSI values from overbought (for downtrends) or oversold (for uptrends) zones to price levels. RSI values are transformed into prices using the price range from a selected period (default: 50 bars) and then smoothed to form the trend line. The line changes color based on the trend direction (blue for uptrend, orange for downtrend). - Candlestick Coloring: Option to color candles based on the direction of the RSI moving average (RSI MA). Candle colors align with the trend and box colors (blue for uptrend, orange for downtrend, gray for neutral). - Overbought and Oversold Zones: Identifies overbought (RSI > OB) and oversold (RSI < OS) levels, drawing dynamic boxes on the price chart to reflect these zones. Boxes update in real-time, adjusting to new highs and lows. - Buy and Sell Signals: Generates buy signals (blue "Buy" labels) when the price crosses above the smoothed oversold line and sell signals (orange "Sell" labels) when the price crosses below the smoothed overbought line. - Shadow Fill: Option to fill the space between the trend line and price (HL2) with adjustable transparency, aiding visual trend assessment. Alerts: Built-in alerts for: - Buy and sell signals. - Appearance of new overbought/oversold boxes. - RSI MA direction change (candle color change to uptrend or downtrend). Customization: Allows adjustment of RSI length, overbought/oversold levels, smoothing period, colors, box and label transparency, and the option to keep boxes after RSI returns to normal. █ HOW TO USE Add to Chart: Apply the indicator to your TradingView chart via the Pine Editor or Indicators menu. Configure Settings: RSI Settings: - RSI Length: Sets the RSI calculation period (default: 14). - Overbought Level (OB): Sets the overbought threshold (default: 70). - Oversold Level (OS): Sets the oversold threshold (default: 30). Price Settings: - Price Range Lookback: Defines the period for calculating the price range (default: 50). Candle Coloring: - Color Candles: Enables/disables candle coloring based on RSI MA direction. - RSI MA Length: Sets the RSI moving average period (default: 21). Smoothing Settings: - Smoothing Length: Degree of trend line smoothing (default: 5). Colors: - Trend Colors: Customize colors for uptrend (default: blue), downtrend (default: orange), and shadow fill. Box Settings: - Box Transparency: Adjusts box transparency (0-100). - Box Colors: Sets colors for overbought (orange) and oversold (blue) zones. - Keep Boxes: Determines if boxes remain after RSI returns to normal. Signals: - Show Buy/Sell Signals: Enables/disables signal label display. - Label Transparency: Adjusts signal label transparency. Interpreting Signals: - Trend Line: Shows market direction (blue for uptrend, orange for downtrend). - Buy Signals: Blue "Buy" label appears when the price crosses above the smoothed oversold line, signaling a potential uptrend. - Sell Signals: Orange "Sell" label appears when the price crosses below the smoothed overbought line, signaling a potential downtrend. - Overbought/Oversold Boxes: Orange boxes indicate overbought zones (RSI > OB), blue boxes indicate oversold zones (RSI < OS). Boxes expand dynamically in real-time. - Candlestick Coloring: Candle colors align with the trend and box colors, reflecting RSI MA direction. - Alerts: Set up alerts in TradingView for buy/sell signals, new overbought/oversold boxes, or RSI MA direction changes. - Combining with Other Tools: Use the indicator alongside support/resistance levels, Fair Value Gaps (FVG), or other indicators to confirm signals. █ APPLICATIONS The "RXTrend" indicator is designed to identify key market zones and trend direction, making it useful for trend-following and reversal strategies. It enables: - Trend Confirmation: Candlestick coloring and the trend line help assess the dominant market direction, supporting entry or exit decisions. The trend line can act as a significant support/resistance level, and a price bounce from it may provide a good entry point, especially when confirmed by Fibonacci levels. Additionally, the appearance of overbought/oversold boxes combined with a change in candle color (RSI MA direction) may indicate an impending correction. This allows analysis of potential market overextension and correction endings, enabling multiple entries within a trend. - Overbought and Oversold Zone Identification: Boxes highlight potential reversal or correction points, especially when combined with support/resistance levels or FVG. - Signal-Based Strategies: Buy and sell signals can be used as entry points in a trend or as warnings of potential reversals. █ NOTES - The indicator is universal and works across all markets and timeframes due to its RSI-based and price-mapping logic. - Adjust settings (e.g., RSI length, OB/OS levels, smoothing) to suit your trading style and timeframe. - Use in conjunction with other technical analysis tools to enhance signal accuracy.
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Uncle_the_shooter tarafından
Hedge Pressure Index (HPI)Hedge Pressure Index (HPI) Overview The Hedge Pressure Index (HPI) is a flow-aware indicator that fuses daily options Open Interest (OI) with intraday put/call volume to estimate the directional hedging pressure of market makers and dealers. It helps traders visualize whether options flow is creating mechanical buy/sell pressure in IWM, and when that pressure may be shifting. What HPI Shows Daily OI Baseline (white line): Net OI carried forward intraday (Put OI − λ × Call OI). Updated once daily before the open. Intraday Flow (teal line): Net put minus λ × call volume in real time. Smoothed to show underlying flow. Spread Histogram (gray): Divergence between intraday flow and daily OI. HPI Proxy Histogram (blue): Intraday hedge-pressure intensity. Strong extremes indicate heavy one-sided dealer hedging. Trading Signals Crossover: When intraday Volume line crosses above OI, it suggests bullish hedge pressure. When Volume line crosses below OI, it suggests bearish hedge pressure. Z-Score Extremes: HPI ≥ +1.5 → strong mechanical bid. HPI ≤ −1.5 → strong mechanical offer. Alerts: Built in for both crossovers and extreme readings. How to Use HPI 1. Confirmation Tool (recommended for most traders): Trade your usual price/technical setups. Use HPI as a confirmation: only take trades that align with the hedge pressure direction. 2. Flow Bias (advanced): Use HPI direction intraday as a standalone bias. Fade signals when the histogram mean-reverts or crosses zero. Best practice: Focus on the open and first 2 hours where hedging flows are most active. Combine with ATR/time-based stops. Inputs Demo Mode: If no OI/volume feed is set, the script uses chart volume for layout. λ (Call Weight): Adjusts how much call volume offsets put volume (default = 1.0). Smoothing Length: Smooths intraday flow line. Z-Score Lookback: Sets lookback window for HPI extremes. Custom Symbols: Daily Net OI (pre-open OI difference). Intraday Put Volume. Intraday Call Volume. Setup Instructions Add the indicator to an IWM chart. In Inputs, either keep Demo Mode ON (for layout) or enter your vendor’s Daily Net OI / Put Volume / Call Volume symbols. Set alerts for crossovers and strong HPI readings to catch flow shifts in real time. Optionally tune λ and smoothing to match your feed’s scale. Notes This is a proxy for dealer hedge pressure. For highest accuracy, replace the proxy histogram with gamma-weighted flow by strike/DTE when your data feed supports it. Demo mode is for visualization only; live use requires a valid OI and volume feed. Disclaimer This script is for educational and research purposes only. It is not financial advice. Options and derivatives carry significant risk. Always test in a demo environment before using live capital.
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Marketscope tarafından
OBV Cloud v1.0 [PriceBlance]🌐 English OBV Cloud v1.0 – Free & Open-Source OBV Cloud v1.0 integrates On-Balance Volume (OBV) with a Cloud model and enhanced trend filters. It helps traders quickly identify: Money Flow Trend: OBV Cloud acts as a dynamic support/resistance zone. Trend Filters: EMA9 (short-term) and WMA45 (medium-term) directly applied on OBV. OBV–Price Divergence: Detects both regular and hidden bullish/bearish divergences. Trend Strength: Measured with ADX calculated on OBV. OBV Cloud is suitable for both swing and day trading, allowing traders to spot breakouts, reversals, or sustained trends through volume-based analysis.
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priceblancetrading tarafından
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Custom MACD (Normalized by ATR)This is a modified version of the classic MACD indicator. Instead of using just the difference between EMA(12) and EMA(26), this version normalizes the MACD line by ATR(26) and scales it by 100: * 100 This adjustment makes the MACD relative to market volatility, allowing for easier comparison across assets and timeframes. The idea of normalizing MACD with ATR comes from Alex Spioglou, who suggested this improvement to enhance signal consistency in volatile markets. Plots include the ATR-normalized MACD line, the signal line, and the histogram, with rising/falling color cues and built-in alert conditions.
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hazemstocks tarafından