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NUPL Z-ScoreThis indicator is derived from Market Value and Realized Value, which can be defined as: Market Value: The current price of Bitcoin multiplied by the number of coins in circulation. This is like market cap in traditional markets i.e. share price multiplied by number of shares. Realized Value: Rather than taking the current price of Bitcoin, Realized Value takes the price of each Bitcoin when it was last moved i.e. the last time it was sent from one wallet to another wallet. It then adds up all those individual prices and takes an average of them. It then multiplies that average price by the total number of coins in circulation. By subtracting Realized Value from Market Value we calculate Unrealized Profit/Loss. Unrealized Profit/Loss estimates the total paper profits/losses in Bitcoin held by investors. This is interesting to know but of greater value is identifying how this changes relatively over time. To do this we can divide Unrealized Profit/Loss by Market Cap. This creates Net Unrealized Profit/Loss, sometimes referred to as NUPL, which is very useful to track investor sentiment over time for Bitcoin. Relative Unrealised Profit/Loss is another name used for this analysis.
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QuantChook tarafından
BTC Thermocap Z-ScoreBTC Thermocap Indicator Overview The BTC Thermocap is a specialized on-chain ratio indicator designed to provide deeper insight into Bitcoin's market valuation relative to its cumulative issuance. By comparing the current market price of Bitcoin to the total value of all BTC ever mined (also known as "thermocap"), this indicator helps identify potential overvaluation or undervaluation periods within the Bitcoin market cycle. Key Features and Customizable Inputs: Moving Average Length (MA Length) Moving Average Type (MA Type) - SMA or EMA Z-Score Calculation Length Z-Score Toggle (Use Z-Score)
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QuantChook tarafından
Mitsos4 RSI + BB + Dispersion + Trendlines + VIX Fix Mitsos4 RSI + BB + Dispersion + Trendlines + VIX Fix This powerful custom indicator combines two analytical tools into one view: RSI-based Bollinger Bands with Dispersion and the Vix Fix volatility spike detector. It is designed for traders who want early volatility signals and precision RSI insights, all in a single pane. 🧩 What's Included: ✅ 1. RSI + BB (EMA) + Dispersion RSI-Based Bollinger Bands: Tracks the RSI with Bollinger Bands using an EMA as the basis. Dispersion Zone: A buffer zone around the moving average band for more sensitive overbought/oversold detection. Dynamic RSI Coloring: 🟢 Green: RSI breaks above the dispersion zone. 🔴 Red: RSI breaks below the dispersion zone. 🟡 Yellow: RSI inside the zone (neutral). Trendlines at RSI levels: 40 (green), 50 (yellow), 60 (red). Alerts when RSI crosses dispersion zones. ✅ 2. CM_Williams_Vix_Fix Designed to simulate VIX-like volatility spikes on non-VIX instruments. Detects potential market bottoms by measuring price deviation from recent highs. Includes: Bollinger Band range on WVF. Percentile high/low zones to detect significant volatility moves. Histogram plot of WVF for quick visual alerts. Color-coded spikes (green when above upper thresholds). ⚙️ User Controls: Adjustable RSI, Bollinger Band, and dispersion settings. Toggle options for: Viewing high/low VIX percentiles. Showing standard deviation bands for WVF. Custom trendline display levels at RSI key areas. 📌 Best Use Cases: Detect early market reversals and volatility spikes. Combine RSI strength with volatility-based bottom signals. Layer dispersion-based logic on top of classic RSI strategies.
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Mitsos4-Nick tarafından
MACD + RSI + EMA + BB + ATR Day Trading StrategyEntry Conditions and Signals The strategy implements a multi-layered filtering approach to entry conditions, requiring alignment across technical indicators, timeframes, and market conditions . Long Entry Requirements Trend Filter: Fast EMA (9) must be above Slow EMA (21), price must be above Fast EMA, and higher timeframe must confirm uptrend MACD Signal: MACD line crosses above signal line, indicating increasing bullish momentum RSI Condition: RSI below 70 (not overbought) but above 40 (showing momentum) Volume & Volatility: Current volume exceeds 1.2x 20-period average and ATR shows sufficient market movement Time Filter: Trading occurs during optimal hours (9:30-11:30 AM ET) when market volatility is typically highest Exit Strategies The strategy employs multiple exit mechanisms to adapt to changing market conditions and protect profits : Stop Loss Management Initial Stop: Placed at 2.0x ATR from entry price, adapting to current market volatility Trailing Stop: 1.5x ATR trailing stop that moves up (for longs) or down (for shorts) as price moves favorably Time-Based Exits: All positions closed by end of trading day (4:00 PM ET) to avoid overnight risk Best Practices for Implementation Settings Chart Setup: 5-minute timeframe for execution with 15-minute chart for trend confirmation Session Times: Focus on 9:30-11:30 AM ET trading for highest volatility and opportunity
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shui2967 tarafından
Average RSI (Daily + Weekly)📈 Average RSI (Relative Strength Index) – Beginner’s Guide What it is: The Average RSI is a technical indicator that combines multiple RSI values—such as daily and weekly RSI—into a single, smoothed line. This helps traders get a clearer picture of a stock’s momentum over both short- and medium-term timeframes. Why it matters: The RSI tells you whether a stock is potentially overbought (priced too high and due for a pullback) or oversold (priced too low and due for a bounce). Traditional RSI uses a scale from 0 to 100, with key levels at 70 (overbought) and 30 (oversold). By averaging RSI across different timeframes, you reduce noise and get a better signal for trends and reversals. How traders use it: ✅ Buy zone: When the average RSI dips below 40, it could signal a good entry point. ⚠️ Neutral zone: Between 40 and 60 means the trend isn’t strong—wait for more confirmation. 🚫 Sell zone: Above 60–70 may indicate the asset is overbought or due for a pullback. Helpful for: Spotting better entry/exit points Filtering out false signals Staying in trend-following trades longer
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marketmoves tarafından
My scriptImplied Volatility vs Historical Volatility **Uncheck Plot box** IV > HV = Overvalued IV = HV = Fair Value IV > HV = Undervalued 1. Pair with IV Rank: Use IV vs HV to confirm the setup, but IV Rank (50+, 70+) tells you how “high” IV is relative to its own history. 2. Timeframe: Use daily charts — IV is not meaningful on intraday timeframes. 3. Avoid noise: Use a smoothed HV (e.g., 20-day) and don’t chase small crossovers — look for clear divergence.
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TheChartDaddy tarafından
RSI SwingRadar🧠 Strategy Overview This long-only strategy combines RSI/MA crossovers with ATR-based risk management, designed for cleaner entries during potential bounce phases — especially tuned for assets like XMR/USDT. 🔍 Core Logic: - RSI Crossover: Entry occurs when the 14-period RSI crosses above its 14-period SMA, signaling a potential shift in momentum. - Oversold Filter: The RSI must have been below a user-defined oversold threshold (default: 35) on the previous candle, filtering for bounce setups after a pullback. - ATR-Based Stop/Target: Stop-loss is placed below the low by a user-adjustable ATR multiplier (default: 0.5×). Take-profit is calculated with a Risk:Reward multiplier (default: 4×). These elements work in tandem — RSI crossovers give momentum confirmation, oversold filtering adds context, and ATR-based exits adapt to volatility, creating a compact yet responsive strategy. 📉 Visuals: - Dynamic Bands: The chart displays the active stop-loss, entry price, and take-profit as colored bands for easy visual tracking. - Clean Overlay: Designed with simplicity — only confirmed setups are shown, keeping noise low. ✅ Suggested Use: - Works best on XMR/USDT or similarly trending assets. - Best suited for pullback entries during broader uptrends. - Adjustable for different volatility conditions and asset behaviors. ⚠️ Disclaimer - This strategy is for educational and research purposes only. - It does not guarantee profitability in any market. - Always backtest, forward-test, and understand your own risk tolerance before using any strategy in a live environment. - Past performance is not indicative of future results. - This script is not financial advice.
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TheWaveHunter tarafından
Sri_Momentum Burst Histogram📝 Description : 🌀 Sri_Momentum Burst Histogram — A Custom Momentum and Volatility Fusion Tool The Sri_Momentum Burst Histogram is a unique technical analysis tool designed to visualize sudden changes in price momentum in the form of a dynamic, color-coded histogram. This indicator helps traders identify trend accelerations, early momentum shifts, and potential exhaustion in real time. By combining a MACD-like momentum engine with a volatility-sensitive Bollinger Band range, this script offers an enhanced view of market bursts — moments where momentum "pops" beyond typical ranges. The result is a refined perspective on market sentiment, helping traders to anticipate reversals, follow breakouts, and assess the relative strength of ongoing trends. 🧠 Core Methodology The indicator calculates the difference between a fast and slow EMA (Exponential Moving Average), similar to a MACD histogram. This difference is then compared across candles to gauge the rate of change in momentum — referred to here as a “momentum burst.” A sensitivity multiplier allows you to scale the response based on your preferred timeframe and trading style. A volatility band, derived from Bollinger Band logic, is used to frame the relative intensity of the momentum change. The histogram is divided into two parts: Green/Lime Bars represent increasing and decreasing bullish momentum. Red/Orange Bars represent increasing and decreasing bearish momentum. ⚙️ Customizable Inputs Momentum Sensitivity: Adjust the responsiveness of the burst detection mechanism. Short EMA Period: Sets the lookback period for the fast EMA. Long EMA Period: Sets the lookback period for the slow EMA. Volatility Band Length: Controls the length used for Bollinger Band calculations. Band Std Dev Multiplier: Adjusts how wide the volatility range should be, based on price dispersion. 📈 How to Use It Use the green/red histogram bars to visually gauge momentum strength and direction. Watch for transitions in color intensity (e.g., green to lime, red to orange) as early warning signs of trend exhaustion or reversal. Combine with other indicators like RSI, MACD, ADX, or volume profiles to confirm entry/exit points. Useful in both trending and ranging markets, especially on lower timeframes for scalping or intraday setups. ✅ Key Features Easy-to-read histogram with intuitive color coding. Fully customizable settings for fine-tuned signal control. Can be used on any asset class — stocks, forex, crypto, commodities. Optimized for real-time use with minimal lag. 🔐 This script is an original creation, developed independently by adapting publicly known mathematical concepts into a unique visualization tool. All function and variable names have been customized for originality and compliance with TradingView’s publishing and community standards. 💡 Developed by: @venkat_27 🧩 For educational purposes only — not financial advice.
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venkat_27 tarafından
Custom Paul MACD-likePaul MACD is an indicator created by David Paul. It is implemented to effectively represent trend periods and non-trend (sideways/consolidation) periods, and its calculation method is particularly designed to reduce whipsaw. Unlike the existing MACD which uses the difference between short-term (12) and long-term (26) exponential moving averages (EMA), Paul MACD has a different calculation method. This indicator uses a "center value" or "intermediate value". Calculation occurs when this intermediate value is higher than the High value (specifically, the difference between the center and High is calculated) or lower than the Low value (specifically, the difference between the center and Low is calculated). Otherwise, the value becomes 0. Here, the High and Low values are intended to be smoothly reflected using Smoothed Moving Average (SMMA). The indicator's method itself (using SMMA and ZLMA) is aimed at diluting whipsaws. Thanks to this calculation method, in sections where whipsaw occurs, meaning when the intermediate value is between High and Low, the indicator value is expressed as 0 and appears as a horizontal line (zero line). This serves to visually clearly show sideways/consolidation periods.
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ihexago tarafından
RSI.TrendContext The Relative Strength Index (RSI) is one of the most widely used classical indicators in technical analysis, typically employed to identify overbought or oversold market conditions. It reflects the degree of upside or downside dominance within a specified period. However, in its standard form, RSI is not particularly effective as a standalone entry trigger. The RSI.Trend indicator enhances the RSI to provide a more reliable method for distinguishing between bullish and bearish market regimes and offers specific entry triggers. It adds supplementary value to the pure RSI read.________________________________________ Concept In trending markets, an Exponential Moving Average (EMA) of the price is often smoother and more stable than raw price data. As a result, the RSI calculated on this smoothed price (i.e., the EMA) tends to react earlier and more consistently than the standard RSI. Specifically: • In uptrends, the RSI of the EMA tends to exceed the RSI of the original price. • In downtrends, it tends to lag behind. The difference between these two RSI readings provides a stable and less noisy measure of market bias—positive in uptrends, negative in downtrends. The crossing points can serve as entry triggers. This is, what the RSI.Trend is trying to capture. ________________________________________ The RSI.Trend indicator operates as follows: • It first computes the 5-period EMA of the price series of the underlying ("EMA5"). • It calculates the 14-period RSI of the original price series ("RSI") as well as the 14-period RSI of EMA5 ("RSIEMA"). • It then determines the 14-period EMA of RSI ("RSI.MA") and RSIEMA ("RSIEMA.MA"). These values are used to define a Baseline and a Trigger Line: • Baseline: The average of RSI and RSI.MA. • Trigger Line: The average of RSIEMA and RSIEMA.MA. Essentially, the baseline represents a smoother version of the RSI of the original price series, while the trigger line is a smoother version of the RSI on the EMA5 of the original price series. Additionally, the RSI.Trend Background Value is calculated as the difference between the Trigger Line and the Baseline, slightly accelerated by incorporating the current bias of this difference. This acceleration causes the Background Value to react somewhat faster than the pure difference between the two lines. How to use the RSI.Trend: • As mentioned in the introductory context, during uptrends, the trigger line remains above the baseline; in downtrends, it stays below the baseline. • A crossover of the baseline by the trigger line indicates a regime shift from bearish to bullish and can signal avoiding adding short positions, closing short positions, or adding long positions. • A crossunder of the baseline by the trigger line indicates a regime shift from bullish to bearish and can signal avoiding adding long positions, closing long positions, or adding short positions. • The level of the Trigger Line can serve as a confidence indicator; for instance, if the trigger line crosses under the baseline coming from very high values, it implies high confidence. • The Background Value indicates the accelerated difference between the two lines: o > 0 (Green background): Indicates a Bullish regime. o < 0 (Red background): Indicates a Bearish regime. The Background Value reacts slightly faster than line crossings due to its acceleration relative to the difference of the two lines. Including these lines in the script besides the Background Value, provides insight into their levels and their origins, aiding in formulating confidence in an entry trigger, which the background value alone cannot provide. The change in slope of the trigger Line can also be used as an early and fast position-trigger. Finally, the Background Value can be utilized in continuous trading scenarios (i.e., no entry points, always engaged) as a multiplier on a predefined max-exposure value, representing the current exposure as a fraction of that max-exposure. The usage of RSI.Trend is also exemplified in the introductory chart.________________________________________ Final Notes As with all indicators, the RSI.Trend is most effective when used in conjunction with other technical tools and market context. It does not predict future price movements; rather, it reflects current market dynamics and recent directional tendencies. Use it with discretion and as part of a broader trading strategy.
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parsifaltrading tarafından
RSI Crossover Signal Companion - Alerts + Visuals🔷 RSI Crossover Signal Companion — Alerts + Visuals The Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of recent price movements. It helps traders identify overbought or oversold conditions, possible trend reversals, and momentum strength. This utility builds on TradingView’s classic Relative Strength Index (RSI) by adding real-time alerts and triangle markers when the RSI crosses its own moving average — a common technique for early momentum detection. It is designed as a lightweight, visual companion tool for traders using RSI/MA crossover logic in manual or semi-automated strategies. 🔍 Features ✅ Preserves the full original RSI layout, including: • Gradient fill and overbought/oversold zones • Standard RSI input settings (length, source, etc.) • MA smoothing options with user-defined type and length 🔺 Adds visual triangle markers: 🔼 Up triangle when RSI crosses above its MA 🔽 Down triangle when RSI crosses below its MA 📢 Built-in alerts for RSI/MA crosses: “RSI Crossed Above MA” “RSI Crossed Below MA” 📈 How to Use This script is ideal for: • Spotting early momentum shifts • Confirming entries or exits in other systems (price action, trendlines, breakouts) • Building alert-based automation (webhooks, bots, etc.) Popular use cases: • Combine with trend indicators like MA200 or MA12 • Use in confluence with price structure and divergence • Validate breakout moves with momentum confirmation ⚙️ Customization RSI length, MA length, MA type, and source are fully adjustable Triangle marker size, shape, and color can be edited under Style Alerts are pre-built and ready for use
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kurtroelants tarafından
Navier-Cauchy Market Elasticity [PhenLabs]📊 Navier-Cauchy Market Elasticity Version: PineScript™ v6 📌 Description The Navier-Cauchy Market Elasticity (NCME) indicator takes a new step into technical analysis by applying materials science principles to financial markets. Similar to last weeks release utilizing Navier-Stokes dynamics equation this indicator focuses on the elastic interaction of virtual “solids”. Based on elasticity theory used in engineering, NCME treats price movements as material deformations, calculating market stress and strain using proven physics formulas. This unique approach reveals hidden market dynamics invisible to traditional indicators. By implementing Lamé parameters and Young’s modulus calculations, NCME identifies critical stress points where markets exhibit extreme tension or compression. These zones often precede significant price movements, providing traders with advanced warning of potential reversals or breakouts. 🚀 Points of Innovation • First indicator to apply Navier-Cauchy elasticity equations to market analysis • Dynamic stress tensor calculations adapted for one-dimensional price movements • Real-time Poisson ratio adjustments for market-specific elasticity modeling • Gradient-based coloring system that visualizes stress intensity variations • Advanced display modes with customizable visual layers for professional analysis • Physics-based volatility normalization using Young’s modulus principles 🔧 Core Components • Elasticity Engine: Calculates market elasticity using volatility-adjusted Young’s modulus • Stress Tensor System: Computes normal stress values using Lamé parameters (λ and μ) • Strain Measurement: Tracks price displacement relative to historical movement patterns • Dynamic Bands: Statistical deviation bands that adapt to market elasticity changes 🔥 Key Features • Four Display Modes: Choose between Histogram, Line, Both, or Advanced visualization • Five Color Schemes: Modern, Classic, Neon, Ocean, and Fire themes with gradient support • Background Stress Zones: Five distinct zones showing market stress levels visually • Customizable Smoothing: Adjustable period for noise reduction without signal lag • Extreme Value Detection: Automatic marking of critical stress points with visual alerts • Advanced Mode Options: Glow effects, momentum ribbon, and extreme dots toggles 🎨 Visualization • Stress Line: Primary indicator showing real-time market stress with gradient coloring • Histogram Bars: Normalized stress values with dynamic opacity based on magnitude • Reference Bands: Primary and secondary deviation bands for context • Background Zones: Color-coded regions indicating stress intensity levels • Signal Dots: Markers appearing at extreme stress points for easy identification 📖 Usage Guidelines Display Settings • Display Style ○ Default: Advanced ○ Options: Histogram, Line, Both, Advanced ○ Description: Controls visual presentation mode. Advanced offers the most comprehensive view with multiple layers • Smoothing Period ○ Default: 3 ○ Range: 1-50 ○ Description: Moving average periods for noise reduction. Higher values create smoother signals but may introduce lag Elasticity Parameters • Displacement Length ○ Default: 14 ○ Range: 1-100 ○ Description: Lookback period for strain calculation. Shorter periods detect rapid stress changes • Elasticity Length ○ Default: 30 ○ Range: 1-200 ○ Description: Period for volatility-based elasticity calculation. Longer periods provide more stable readings • Poisson Ratio ○ Default: 0.3 ○ Range: 0-0.5 ○ Description: Theoretical elasticity ratio. 0.3 works well for most markets; adjust for specific asset classes ✅ Best Use Cases • Identifying market tension before major breakouts • Detecting compression zones during accumulation phases • Confirming trend strength through stress persistence • Timing reversals at extreme stress levels • Multi-timeframe stress analysis for comprehensive market view ⚠️ Limitations • Requires sufficient price history for accurate elasticity calculations • May produce false signals during unprecedented market events • Works best in liquid markets with consistent volume • Not suitable as a standalone trading system 💡 What Makes This Unique • Physics-Based Foundation: First indicator to properly implement elasticity theory • Academic Rigor: Based on proven Navier-Cauchy equations from materials science • Visual Innovation: Multiple display modes with professional-grade aesthetics • Adaptive Technology: Self-adjusting parameters based on market conditions 🔬 How It Works 1. Strain Calculation: • Measures price displacement over specified period • Normalizes displacement relative to price level 2. Elasticity Determination: • Calculates Young’s modulus using inverse volatility • Updates Lamé parameters based on Poisson ratio 3. Stress Computation: • Applies elasticity theory formula: σ = (λ + 2μ) × ε • Scales result for visual clarity • Applies smoothing to reduce noise 💡 Note: NCME represents a breakthrough in applying physics principles to market analysis. While based on proven scientific formulas, remember that markets are complex systems influenced by human psychology and external factors. Use NCME as part of a comprehensive trading strategy with proper risk management.
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PhenLabs tarafından
CCI Divergence Detector A technical analysis tool that identifies divergences between price action and the Commodity Channel Index (CCI) oscillator. Unlike standard divergence indicators, this system employs advanced gradient visualization, multi-layer wave effects, and comprehensive customization options to provide traders with crystal-clear divergence signals and market momentum insights. Core Detection Mechanism CCI-Based Analysis: The indicator utilizes the Commodity Channel Index as its primary oscillator, calculated from user-configurable source data (default: HLC3) with adjustable length parameters. The CCI provides reliable momentum readings that effectively highlight price-momentum divergences. Dynamic Pivot Detection: The system employs adaptive pivot detection with three sensitivity levels (High/Normal/Low) to identify significant highs and lows in both price and CCI values. This dynamic approach ensures optimal divergence detection across different market conditions and timeframes. Dual Divergence Analysis: Regular Bullish Divergences: Detected when price makes lower lows while CCI makes higher lows, indicating potential upward reversal Regular Bearish Divergences: Identified when price makes higher highs while CCI makes lower highs, signaling potential downward reversal Strength Classification System: Each detected divergence is automatically classified into three strength categories (Weak/Moderate/Strong) based on: -Price differential magnitude -CCI differential magnitude -Time duration between pivot points -User-configurable strength multiplier Advanced Visual System Multi-Layer Wave Effects: The indicator features a revolutionary wave visualization system that creates depth through multiple gradient layers around the CCI line. The wave width dynamically adjusts based on ATR volatility, providing intuitive visual feedback about market conditions. Professional Color Gradient System: Nine independent color inputs control every visual aspect: Bullish Colors (Light/Medium/Dark): Control oversold areas, wave effects, and strong bullish signals Bearish Colors (Light/Medium/Dark): Manage overbought zones, wave fills, and strong bearish signals Neutral Colors (Light/Medium/Dark): Handle table elements, zero line, and transitional states Intelligent Color Mapping: Colors automatically adapt based on CCI values: Overbought territory (>100): Bearish color gradients with increasing intensity Neutral positive (0 to 100): Blend from neutral to bearish tones Oversold territory (<-100): Bullish color gradients with increasing intensity Neutral negative (-100 to 0): Transition from neutral to bullish tones Key Features & Components Advanced Configuration System: Eight organized input groups provide granular control: General Settings: System enable, pivot length, confidence thresholds Oscillator Selection: CCI parameters, overbought/oversold levels, normalization options Detection Parameters: Divergence types, minimum strength requirements Sensitivity Tuning: Pivot sensitivity, divergence threshold, confirmation bars Visual System: Line thickness, labels, backgrounds, table display Wave Effects: Dynamic width, volatility response, layer count, glow effects Transparency Controls: Independent transparency for all visual elements Smoothing & Filtering: CCI smoothing types, noise filtering, wave smoothing Professional Alert System: Comprehensive alert functionality with dynamic messages including: -Divergence type and strength classification -Current CCI value and confidence percentage -Customizable alert frequency and conditions Enhanced Information Table: Real-time display showing: -Current CCI length and value -Market status (Overbought/Normal/Oversold) -Active sensitivity setting Configurable table positioning (4 corner options) Visual Elements Explained Primary CCI Line: Main oscillator plot with gradient coloring that reflects market momentum and CCI intensity. Line thickness is user-configurable (1-8 pixels). Wave Effect Layers: Multi-layer gradient fills creating a dynamic wave around the CCI line: -Outer layers provide broad market context -Inner layers highlight immediate momentum -Core layers show precise CCI movement -All layers respond to volatility and momentum changes Divergence Lines & Labels: -Solid lines connecting divergence pivot points -Color-coded based on divergence type and strength -Labels displaying divergence type and strength classification -Customizable transparency and size options Reference Lines: -Zero line with neutral color coding -Overbought level (default: 100) with bearish coloring -Oversold level (default: -100) with bullish coloring Background Gradient: Optional background coloring that reflects CCI intensity and market conditions with user-controlled transparency (80-99%). Configuration Options Sensitivity Controls: Pivot sensitivity: High/Normal/Low detection levels Divergence threshold: 0.1-2.0 sensitivity range Confirmation bars: 1-5 bar confirmation requirement Strength multiplier: 0.1-3.0 calculation adjustment Visual Customization: Line transparency: 0-90% for main elements Wave transparency: 0-95% for fill effects Background transparency: 80-99% for subtle background Label transparency: 0-50% for text elements Glow transparency: 50-95% for glow effects Advanced Processing: Five smoothing types: None/SMA/EMA/RMA/WMA Noise filtering with adjustable threshold (0.1-10.0) CCI normalization for enhanced gradient scaling Dynamic wave width with ATR-based volatility response Interpretation Guidelines Divergence Signals: Strong divergences: High-confidence reversal signals requiring immediate attention Moderate divergences: Reliable signals suitable for most trading strategies Weak divergences: Early warning signals best combined with additional confirmation Wave Intensity: Wave width and color intensity provide real-time volatility and momentum feedback. Wider, more intense waves indicate higher market volatility and stronger momentum. Color Transitions: Smooth color transitions between bullish, neutral, and bearish states help identify market regime changes and momentum shifts. CCI Levels: Traditional overbought (>100) and oversold (<-100) levels remain relevant, but the gradient system provides more nuanced momentum reading between these extremes. Technical Specifications Compatible Timeframes: All timeframes supported Maximum Labels: 500 (for divergence marking) Maximum Lines: 500 (for divergence drawing) Pine Script Version: v5 (latest optimization) Overlay Mode: False (separate pane indicator) Usage Recommendations This indicator works best when: -Combined with price action analysis and support/resistance levels -Used across multiple timeframes for confirmation -Integrated with proper risk management protocols -Applied in trending markets for divergence-based reversal signals -Utilized with other technical indicators for comprehensive analysis Risk Disclaimer: Trading involves substantial risk of loss. This indicator is provided for analytical purposes only and does not constitute financial advice. Divergence signals, while powerful, are not guaranteed to predict future price movements. Past performance is not indicative of future results. Always use proper risk management and never trade with capital you cannot afford to lose.
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sizzlinsoft tarafından
3
Futures Trading Hours RSI StrategyFutures Trading Hours RSI Strategy A lightweight, session-filtered RSI strategy designed for equity-index futures (e.g. NQ, ES, YM) on a 30-minute chart. It dynamically enters long when RSI crosses above your oversold threshold and short when RSI crosses below your overbought threshold—but only during regular U.S. trading hours (08:30–15:00 CT, Monday–Friday). All positions are set to close at 15:00 CT to avoid overnight risk, and optional background shading highlights your open longs (green) and shorts (red). ⸻ Key Features • RSI-based entries: configurable length, oversold, and overbought levels • Session filter: trades only between 08:30–15:00 CT, Monday through Friday • Automatic exit: closes all positions at or after 15:00 CT each day • Visual cues: optional background shading for open long/short positions • Easy customization: adjust length, overSold, overBought, and time offsets Backtest Performance (NQ Jun 2025, 30 min) • Total P&L: +$10,230 (+1.02%) • Profit Factor: 4.61 • Win Rate: 57.1% (4 wins / 7 trades) • Max Drawdown: $2,215 (0.22%) (Results shown are for illustrative purposes only; past performance does not guarantee future returns.) How to Use 1. Add this script to your 30-minute futures chart. 2. Tweak the RSI parameters and time-zone offset to suit your instrument. 3. Enable “background shading” if you’d like a visual reminder of open positions. 4. Run in paper-trade mode to validate performance before going live. ⸻ ⚠️ Disclaimer: Trading carries risk. Always backtest and paper-trade before using real capital. Adjust position sizing and risk controls to your own tolerance.
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TheFuturesPlaybook tarafından
Chaikin Momentum Scalper🎯 Overview The Chaikin Momentum Scalper is a powerful trading strategy designed to identify momentum shifts in the market and ride the trend for maximum profits. This strategy is ideal for trading the USD/JPY currency pair on a 15-minute chart, making it perfect for high-frequency trading (HFT). Whether you’re starting with a small account of $1,000 or managing a larger portfolio, this strategy can scale to suit your needs. ________________________________________ 🔑 How the Strategy Works Here’s how the Chaikin Momentum Scalper identifies trade opportunities: 1️⃣ Momentum Detection The core of this strategy is the Chaikin Oscillator, a tool that measures the flow of money into or out of a market. It helps us understand whether buyers (bulls) or sellers (bears) are in control. • When the indicator crosses above zero, it signals that buying momentum is picking up – a buying opportunity. • When the indicator crosses below zero, it signals that selling momentum is increasing – a selling opportunity. 2️⃣ Trend Confirmation We don’t just jump into trades based on momentum alone. We also use a 200-period simple moving average (SMA) to confirm the overall trend. • If the price is above the SMA, it confirms an uptrend, so we look for buy trades. • If the price is below the SMA, it confirms a downtrend, so we look for sell trades. This way, we align our trades with the broader market direction for higher success rates. 3️⃣ Volatility & Risk Management We use a tool called the Average True Range (ATR) to measure market volatility. This helps us: • Set a stop-loss (where we’ll exit the trade if the market moves against us) at a safe distance from our entry point. • Set a take-profit (where we’ll lock in profits) at a target that’s larger than the stop-loss, ensuring a good reward-to-risk ratio. This approach adapts to the market’s behavior, tightening stops in calmer conditions and widening them when volatility increases. ________________________________________ 📈 Why This Strategy Works ✅ It combines momentum and trend-following principles, increasing the chances of trading in the right direction. ✅ It dynamically adjusts risk levels based on market volatility, keeping losses small and profits big. ✅ It’s scalable – perfect for both small accounts (like $1,000) and larger, corporate-sized portfolios. ✅ It has been deep-backtested on USD/JPY 15-minute charts, proving its consistency across different market conditions. ________________________________________ 📝 Important Notes 📌 This strategy is best used for USD/JPY on a 15-minute chart, making it great for high-frequency trading while you continue to build and refine your trading system. 📌 It’s designed to work on both small ($1,000+) and large accounts, so it can grow with you as your capital increases. 📌 While it has passed deep backtesting on this pair and timeframe, remember that no strategy is perfect. It’s crucial to test it yourself, start with a demo account, and apply proper risk management before trading real money. 🌟 Final Thoughts The Chaikin Momentum Scalper is a solid, adaptable trading approach combining momentum, trend direction, and volatility awareness. If you’re looking for a strategy to kick-start your trading journey—or to add to your existing system—it offers a strong foundation.
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SupertradeOfficial tarafından
Topological Market Stress (TMS) - Quantum FabricTopological Market Stress (TMS) - Quantum Fabric What Stresses The Market? Topological Market Stress (TMS) represents a revolutionary fusion of algebraic topology and quantum field theory applied to financial markets. Unlike traditional indicators that analyze price movements linearly, TMS examines the underlying topological structure of market data—detecting when the very fabric of market relationships begins to tear, warp, or collapse. Drawing inspiration from the ethereal beauty of quantum field visualizations and the mathematical elegance of topological spaces, this indicator transforms complex mathematical concepts into an intuitive, visually stunning interface that reveals hidden market dynamics invisible to conventional analysis. Theoretical Foundation: Topology Meets Markets Topological Holes in Market Structure In algebraic topology, a "hole" represents a fundamental structural break—a place where the normal connectivity of space fails. In markets, these topological holes manifest as: Correlation Breakdown: When traditional price-volume relationships collapse Volatility Clustering Failure: When volatility patterns lose their predictive power Microstructure Stress: When market efficiency mechanisms begin to fail The Mathematics of Market Topology TMS constructs a topological space from market data using three key components: 1. Correlation Topology ρ(P,V) = correlation(price, volume, period) Hole Formation = 1 - |ρ(P,V)| When price and volume decorrelate, topological holes begin forming. 2. Volatility Clustering Topology σ(t) = volatility at time t Clustering = correlation(σ(t), σ(t-1), period) Breakdown = 1 - |Clustering| Volatility clustering breakdown indicates structural instability. 3. Market Efficiency Topology Efficiency = |price - EMA(price)| / ATR Measures how far price deviates from its efficient trajectory. Multi-Scale Topological Analysis Markets exist across multiple temporal scales simultaneously. TMS analyzes topology at three distinct scales: Micro Scale (3-15 periods): Immediate structural changes, market microstructure stress Meso Scale (10-50 periods): Trend-level topology, medium-term structural shifts Macro Scale (50-200 periods): Long-term structural topology, regime-level changes The final stress metric combines all scales: Combined Stress = 0.3×Micro + 0.4×Meso + 0.3×Macro How TMS Works 1. Topological Space Construction Each market moment is embedded in a multi-dimensional topological space where: - Price efficiency forms one dimension - Correlation breakdown forms another - Volatility clustering breakdown forms the third 2. Hole Detection Algorithm The indicator continuously scans this topological space for: Hole Formation: When stress exceeds the formation threshold Hole Persistence: How long structural breaks maintain Hole Collapse: Sudden topology restoration (regime shifts) 3. Quantum Visualization Engine The visualization system translates topological mathematics into intuitive quantum field representations: Stress Waves: Main line showing topological stress intensity Quantum Glow: Surrounding field indicating stress energy Fabric Integrity: Background showing structural health Multi-Scale Rings: Orbital representations of different timeframes 4. Signal Generation Stable Topology (✨): Normal market structure, standard trading conditions Stressed Topology (⚡): Increased structural tension, heightened volatility expected Topological Collapse (🕳️): Major structural break, regime shift in progress Critical Stress (🌋): Extreme conditions, maximum caution required Inputs & Parameters 🕳️ Topological Parameters Analysis Window (20-200, default: 50) Primary period for topological analysis 20-30: High-frequency scalping, rapid structure detection 50: Balanced approach, recommended for most markets 100-200: Long-term position trading, major structural shifts only Hole Formation Threshold (0.1-0.9, default: 0.3) Sensitivity for detecting topological holes 0.1-0.2: Very sensitive, detects minor structural stress 0.3: Balanced, optimal for most market conditions 0.5-0.9: Conservative, only major structural breaks Density Calculation Radius (0.1-2.0, default: 0.5) Radius for local density estimation in topological space 0.1-0.3: Fine-grained analysis, sensitive to local changes 0.5: Standard approach, balanced sensitivity 1.0-2.0: Broad analysis, focuses on major structural features Collapse Detection (0.5-0.95, default: 0.7) Threshold for detecting sudden topology restoration 0.5-0.6: Very sensitive to regime changes 0.7: Balanced, reliable collapse detection 0.8-0.95: Conservative, only major regime shifts 📊 Multi-Scale Analysis Enable Multi-Scale (default: true) - Analyzes topology across multiple timeframes simultaneously - Provides deeper insight into market structure at different scales - Essential for understanding cross-timeframe topology interactions Micro Scale Period (3-15, default: 5) Fast scale for immediate topology changes 3-5: Ultra-fast, tick/minute data analysis 5-8: Fast, 5m-15m chart optimization 10-15: Medium-fast, 30m-1H chart focus Meso Scale Period (10-50, default: 20) Medium scale for trend topology analysis 10-15: Short trend structures 20-25: Medium trend structures (recommended) 30-50: Long trend structures Macro Scale Period (50-200, default: 100) Slow scale for structural topology 50-75: Medium-term structural analysis 100: Long-term structure (recommended) 150-200: Very long-term structural patterns ⚙️ Signal Processing Smoothing Method (SMA/EMA/RMA/WMA, default: EMA) Method for smoothing stress signals SMA: Simple average, stable but slower EMA: Exponential, responsive and recommended RMA: Running average, very smooth WMA: Weighted average, balanced approach Smoothing Period (1-10, default: 3) Period for signal smoothing 1-2: Minimal smoothing, noisy but fast 3-5: Balanced, recommended for most applications 6-10: Heavy smoothing, slow but very stable Normalization (Fixed/Adaptive/Rolling, default: Adaptive) Method for normalizing stress values Fixed: Static 0-1 range normalization Adaptive: Dynamic range adjustment (recommended) Rolling: Rolling window normalization 🎨 Quantum Visualization Fabric Style Options: Quantum Field: Flowing energy visualization with smooth gradients Topological Mesh: Mathematical topology with stepped lines Phase Space: Dynamical systems view with circular markers Minimal: Clean, simple display with reduced visual elements Color Scheme Options: Quantum Gradient: Deep space blue → Quantum red progression Thermal: Black → Hot orange thermal imaging style Spectral: Purple → Gold full spectrum colors Monochrome: Dark gray → Light gray elegant simplicity Multi-Scale Rings (default: true) - Display orbital rings for different time scales - Visualizes how topology changes across timeframes - Provides immediate visual feedback on cross-scale dynamics Glow Intensity (0.0-1.0, default: 0.6) Controls the quantum glow effect intensity 0.0: No glow, pure line display 0.6: Balanced, recommended setting 1.0: Maximum glow, full quantum field effect 📋 Dashboard & Alerts Show Dashboard (default: true) Real-time topology status display Current market state and trading recommendations Stress level visualization and fabric integrity status Show Theory Guide (default: true) Educational panel explaining topological concepts Dashboard interpretation guide Trading strategy recommendations Enable Alerts (default: true) Extreme stress detection alerts Topological collapse notifications Hole formation and recovery signals Visual Logic & Interpretation Main Visualization Elements Quantum Stress Line Primary indicator showing topological stress intensity Color intensity reflects current market state Line style varies based on selected fabric style Glow effect indicates stress energy field Equilibrium Line Silver line showing average stress level Reference point for normal market conditions Helps identify when stress is elevated or suppressed Upper/Lower Bounds Red upper bound: High stress threshold Green lower bound: Low stress threshold Quantum fabric fill between bounds shows stress field Multi-Scale Rings Aqua circles : Micro-scale topology (immediate changes) Orange circles: Meso-scale topology (trend-level changes) Provides cross-timeframe topology visualization Dashboard Information Topology State Icons: ✨ STABLE: Normal market structure, standard trading conditions ⚡ STRESSED: Increased structural tension, monitor closely 🕳️ COLLAPSE: Major structural break, regime shift occurring 🌋 CRITICAL: Extreme conditions, reduce risk exposure Stress Bar Visualization: Visual representation of current stress level (0-100%) Color-coded based on current topology state Real-time percentage display Fabric Integrity Dots: ●●●●● Intact: Strong market structure (0-30% stress) ●●●○○ Stressed: Weakening structure (30-70% stress) ●○○○○ Fractured: Breaking down structure (70-100% stress) Action Recommendations: ✅ TRADE: Normal conditions, standard strategies apply ⚠️ WATCH: Monitor closely, increased vigilance required 🔄 ADAPT: Change strategy, regime shift in progress 🛑 REDUCE: Lower risk exposure, extreme conditions Trading Strategies In Stable Topology (✨ STABLE) - Normal trading conditions apply - Use standard technical analysis - Regular position sizing appropriate - Both trend-following and mean-reversion strategies viable In Stressed Topology (⚡ STRESSED) - Increased volatility expected - Widen stop losses to account for higher volatility - Reduce position sizes slightly - Focus on high-probability setups - Monitor for potential regime change During Topological Collapse (🕳️ COLLAPSE) - Major regime shift in progress - Adapt strategy immediately to new market character - Consider closing positions that rely on previous regime - Wait for new topology to stabilize before major trades - Opportunity for contrarian plays if collapse is extreme In Critical Stress (🌋 CRITICAL) - Extreme market conditions - Significantly reduce risk exposure - Avoid new positions until stress subsides - Focus on capital preservation - Consider hedging existing positions Advanced Techniques Multi-Timeframe Topology Analysis - Use higher timeframe TMS for regime context - Use lower timeframe TMS for precise entry timing - Alignment across timeframes = highest probability trades Topology Divergence Trading - Most powerful at regime boundaries - Price makes new high/low but topology stress decreases - Early warning of potential reversals - Combine with key support/resistance levels Stress Persistence Analysis - Long periods of stable topology often precede major moves - Extended stress periods often resolve in regime changes - Use persistence tracking for position sizing decisions Originality & Innovation TMS represents a genuine breakthrough in applying advanced mathematics to market analysis: True Topological Analysis: Not a simplified proxy but actual topological space construction and hole detection using correlation breakdown, volatility clustering analysis, and market efficiency measurement. Quantum Aesthetic: Transforms complex topology mathematics into an intuitive, visually stunning interface inspired by quantum field theory visualizations. Multi-Scale Architecture: Simultaneous analysis across micro, meso, and macro timeframes provides unprecedented insight into market structure dynamics. Regime Detection: Identifies fundamental market character changes before they become obvious in price action, providing early warning of structural shifts. Practical Application: Clear, actionable signals derived from advanced mathematical concepts, making theoretical topology accessible to practical traders. This is not a combination of existing indicators or a cosmetic enhancement of standard tools. It represents a fundamental reimagining of how we measure, visualize, and interpret market dynamics through the lens of algebraic topology and quantum field theory. Best Practices Start with defaults: Parameters are optimized for broad market applicability Match timeframe: Adjust scales based on your trading timeframe Confirm with price action: TMS shows market character, not direction Respect topology changes: Reduce risk during regime transitions Use appropriate strategies: Adapt approach based on current topology state Monitor persistence: Track how long topology states maintain Cross-timeframe analysis: Align multiple timeframes for highest probability trades Alerts Available Extreme Topological Stress: Market fabric under severe deformation Topological Collapse Detected: Regime shift in progress Topological Hole Forming: Market structure breakdown detected Topology Stabilizing: Market structure recovering to normal Chart Requirements Recommended Markets: All liquid markets (forex, stocks, crypto, futures) Optimal Timeframes: 5m to Daily (adaptable to any timeframe) Minimum History: 200 bars for proper topology construction Best Performance: Markets with clear regime characteristics Academic Foundation This indicator draws from cutting-edge research in: - Algebraic topology and persistent homology - Quantum field theory visualization techniques - Market microstructure analysis - Multi-scale dynamical systems theory - Correlation topology and network analysis Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice or provide direct buy/sell signals. Topological analysis reveals market structure characteristics, not future price direction. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results. See markets through the lens of topology. Trade the structure, not the noise. Bringing advanced mathematics to practical trading through quantum-inspired visualization. Trade with insight. Trade with structure. — Dskyz , for DAFE Trading Systems
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Directionality OscillatorDirectionality Oscillator is a simple momentum tool that measures net price displacement against total price activity over a chosen look-back period. It takes today’s closing price minus the close from “len” bars ago and divides that by the sum of all absolute bar-to-bar moves across the same span. The result is a value between –1 and +1, where positive values show that upward moves dominated and negative values show that downward moves prevailed. To smooth out short-term noise, the indicator applies a five-bar simple moving average to the normalized value. A color gradient—from red at –1, through gray at 0, to green at +1—paints the line, making it easy to see whether bearish or bullish pressure is strongest. Two horizontal lines at the user-defined threshold and its negative mark zones of extreme directional strength. Readings above the positive threshold signal strong bullish momentum, and readings below the negative threshold signal strong bearish momentum. Traders can watch for crossings above or below these threshold lines as trend confirmations or potential reversal warnings. A cross of the zero line indicates a shift in net directional control and can serve as an early trend-change alert when supported by price action or volume. Because it filters out sideways noise by normalizing against total activity, it highlights sustained directional thrust more clearly than a raw price-change measure.
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mertenes3 tarafından
Information Asymmetry Gradient (IAG) What is the Information Asymmetry Gradient (IAG)? The Information Asymmetry Gradient (IAG) is a unique market regime and imbalance detector that quantifies the subtle, directional “information flow” in price and volume. Inspired by information theory and market microstructure, IAG is designed to help traders spot the early buildup of conviction or surprise—the kind of hidden imbalance that often precedes major price moves. Unlike traditional volume or momentum indicators, IAG focuses on the efficiency and directionality of information transfer: how much “informational energy” is being revealed by up-moves versus down-moves, normalized by price movement. It’s not just about net flow, but about the quality and asymmetry of that flow. Theoretical Foundation Information Asymmetry: Markets move when new information is revealed. If one side (buyers or sellers) is consistently more “informationally efficient” per unit of price change, an imbalance is building—even if price hasn’t moved much yet. Gradient: By tracking the rate of change (gradient) between fast and slow information flows, IAG highlights when a subtle imbalance is accelerating. Volatility of Asymmetry: Sudden spikes in the volatility of information asymmetry often signal regime uncertainty or the approach of a “surprise” move. How IAG Works Directional Information Content: For each bar, IAG estimates the “information per unit of price change” for both up-moves and down-moves, using volume and price action. Asymmetry Calculation: Computes the difference (or ratio) between up and down information content, revealing directional bias. Gradient Detection: Calculates both a fast and slow EMA of the asymmetry, then measures their difference (the “gradient”), normalized as a Z-score. Volatility of Asymmetry: Tracks the standard deviation of asymmetry over a rolling window, with Z-score normalization to spot “information shocks.” Flow Strength: Quantifies the conviction of the current information flow on a 0–100 scale. Regime Detection: Flags “extreme” asymmetry, “building” flow, and “high volatility” states. Inputs: 🌌 Core Asymmetry Parameters Fast Information Period (short_len, default 8): EMA period for detecting immediate information flow changes. 5–8: Scalping (1–5min) 8–12: Day trading (15min–1hr) 12–20: Swing trading (4hr+) Slow Information Period (long_len, default 34): EMA period for baseline information context. Should be 3–5x fast period. Default (34): Fibonacci number, stable for most assets. Gradient Smoothing (gradient_smooth, default 3): Smooths the gradient calculation. 1–2: Raw, responsive 3–5: Balanced 6–10: Very smooth 📊 Asymmetry Method Calculation Mode (calc_mode, default "Weighted"): “Simple”: Basic volume split by direction “Weighted”: Volume × price movement (default, most robust) “Logarithmic”: Log-scaled for large moves Use Ratio (show_ratio, default false): “Difference”: UpInfo – DownInfo (additive) “Ratio”: UpInfo / DownInfo (multiplicative, better for comparing volatility regimes) 🌊 Volatility Analysis Volatility Window (stdev_len, default 21): Lookback for measuring asymmetry volatility. Volatility Alert Level (vol_threshold, default 1.5): Z-score threshold for volatility alerts. 🎨 Visual Settings Color Theme (color_theme, default "Starry Night"): Van Gogh-inspired palettes: “Starry Night”: Deep blues and yellows “Sunflowers”: Warm yellows and browns “Café Terrace”: Night blues and warm lights “Wheat Field”: Golden and sky blue Show Swirl Effects (show_swirls, default true): Adds swirling background to visualize information turbulence. Show Signal Stars (show_stars, default true): Star markers at significant asymmetry points. Show Info Dashboard (show_dashboard, default true): Top-right panel with current metrics and market state. Show Flow Visualization (show_flow, default true): Main gradient line with artistic effects. Color Schemes Dynamic color gradients adapt to both the direction and intensity of the information gradient, using Van Gogh-inspired palettes for visual clarity and artistic flair. Glow and aura effects: The main line is layered with glows for depth and to highlight strong signals. Swirl background: Visualizes the “turbulence” of information flow, darker and more intense as flow strength and volatility rise. Visual Logic Main Gradient Line: Plots the normalized information gradient (Z-score), color-coded by direction and intensity. Glow/Aura: Multiple layers for visual depth and to highlight strong signals. Threshold Zones: Dotted lines and filled areas mark “Building” and “Extreme” asymmetry zones. Volatility Ribbon: Area plot of volatility Z-score, highlighting information shocks. Signal Stars: Circular markers at each “Extreme” event, color-coded for bullish/bearish; cross markers for volatility spikes. Dashboard: Top-right panel shows current status (Extreme, Building, High Volatility, Balanced), gradient value, flow strength, information balance, and volatility status. Trading Guide: Bottom-left panel explains all states and how to interpret them. How to Use IAG 🌟 EXTREME: Major information imbalance—potential for explosive move or reversal. 🌙 BUILDING: Asymmetry is forming—watch for a breakout or trend acceleration. 🌪️ HIGH VOLATILITY: Information flow is unstable—expect regime uncertainty or “surprise” moves. ☁️ BALANCED: No clear bias—market is in equilibrium. Positive Gradient: Bullish information flow (buyers have the edge). Negative Gradient: Bearish information flow (sellers have the edge). Flow >66%: Strong conviction—crowd is acting in unison. Volatility Spike: Regime uncertainty—be alert for sudden moves. Tips: - Use lower periods for scalping, higher for swing trading. - “Weighted” mode is most robust for most assets. - Combine with price action or your own system for confirmation. - Works on all assets and timeframes—tune to your style. Alerts IAG Extreme Asymmetry: Extreme information asymmetry detected. IAG Building Flow: Information flow building. IAG High Volatility: Information volatility spike. IAG Bullish/Bearish Extreme: Directional extreme detected. Originality & Usefulness IAG is not a mashup of existing indicators. It is a novel approach to quantifying the “surprise” or “conviction” element in market moves, focusing on the efficiency and directionality of information transfer per unit of price change. The multi-layered color logic, artistic visual effects, and regime dashboard are unique to this script. IAG is designed for anticipation, not confirmation—helping you see subtle imbalances before they become obvious in price. Chart Info Script Name: Information Asymmetry Gradient (IAG) – Starry Night Recommended Use: Any asset, any timeframe. Tune parameters to your style. Disclaimer This script is for research and educational purposes only. It does not provide financial advice or direct buy/sell signals. Always use proper risk management and combine with your own strategy. Past performance is not indicative of future results. Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
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Reflexivity Resonance Factor (RRF) - Quantum Flow Reflexivity Resonance Factor (RRF) – Quantum Flow See the Feedback Loops. Anticipate the Regime Shift. What is the RRF – Quantum Flow? The Reflexivity Resonance Factor (RRF) – Quantum Flow is a next-generation market regime detector and energy oscillator, inspired by George Soros’ theory of reflexivity and modern complexity science. It is designed for traders who want to visualize the hidden feedback loops between market perception and participation, and to anticipate explosive regime shifts before they unfold. Unlike traditional oscillators, RRF does not just measure price momentum or volatility. Instead, it models the dynamic feedback between how the market perceives itself (perception) and how it acts on that perception (participation). When these feedback loops synchronize, they create “resonance” – a state of amplified reflexivity that often precedes major market moves. Theoretical Foundation Reflexivity: Markets are not just driven by external information, but by participants’ perceptions and their actions, which in turn influence future perceptions. This feedback loop can create self-reinforcing trends or sudden reversals. Resonance: When perception and participation align and reinforce each other, the market enters a high-energy, reflexive state. These “resonance” events often mark the start of new trends or the climax of existing ones. Energy Field: The indicator quantifies the “energy” of the market’s reflexivity, allowing you to see when the crowd is about to act in unison. How RRF – Quantum Flow Works Perception Proxy: Measures the rate of change in price (ROC) over a configurable period, then smooths it with an EMA. This models how quickly the market’s collective perception is shifting. Participation Proxy: Uses a fast/slow ATR ratio to gauge the intensity of market participation (volatility expansion/contraction). Reflexivity Core: Multiplies perception and participation to model the feedback loop. Resonance Detection: Applies Z-score normalization to the absolute value of reflexivity, highlighting when current feedback is unusually strong compared to recent history. Energy Calculation: Scales resonance to a 0–100 “energy” value, visualized as a dynamic background. Regime Strength: Tracks the percentage of bars in a lookback window where resonance exceeded the threshold, quantifying the persistence of reflexive regimes. Inputs: 🧬 Core Parameters Perception Period (pp_roc_len, default 14): Lookback for price ROC. Lower (5–10): More sensitive, for scalping (1–5min). Default (14): Balanced, for 15min–1hr. Higher (20–30): Smoother, for 4hr–daily. Perception Smooth (pp_smooth_len, default 7): EMA smoothing for perception. Lower (3–5): Faster, more detail. Default (7): Balanced. Higher (10–15): Smoother, less noise. Participation Fast (prp_fast_len, default 7): Fast ATR for immediate volatility. 5–7: Scalping. 7–10: Day trading. 10–14: Swing trading. Participation Slow (prp_slow_len, default 21): Slow ATR for baseline volatility. Should be 2–4x fast ATR. Default (21): Works with fast=7. ⚡ Signal Configuration Resonance Window (res_z_window, default 50): Z-score lookback for resonance normalization. 20–30: More reactive. 50: Medium-term. 100+: Very stable. Primary Threshold (rrf_threshold, default 1.5): Z-score level for “Active” resonance. 1.0–1.5: More signals. 1.5: Balanced. 2.0+: Only strong signals. Extreme Threshold (rrf_extreme, default 2.5): Z-score for “Extreme” resonance. 2.5: Major regime shifts. 3.0+: Only the most extreme. Regime Window (regime_window, default 100): Lookback for regime strength (% of bars with resonance spikes). Higher: More context, slower. Lower: Adapts quickly. 🎨 Visual Settings Show Resonance Flow (show_flow, default true): Plots the main resonance line with glow effects. Show Signal Particles (show_particles, default true): Circular markers at active/extreme resonance points. Show Energy Field (show_energy, default true): Background color based on resonance energy. Show Info Dashboard (show_dashboard, default true): Status panel with resonance metrics. Show Trading Guide (show_guide, default true): On-chart quick reference for interpreting signals. Color Mode (color_mode, default "Spectrum"): Visual theme for all elements. “Spectrum”: Cyan→Magenta (high contrast) “Heat”: Yellow→Red (heat map) “Ocean”: Blue gradients (easy on eyes) “Plasma”: Orange→Purple (vibrant) Color Schemes Dynamic color gradients are used for all plots and backgrounds, adapting to both resonance intensity and direction: Spectrum: Cyan/Magenta for bullish/bearish resonance. Heat: Yellow/Red for bullish, Blue/Purple for bearish. Ocean: Blue gradients for both directions. Plasma: Orange/Purple for high-energy states. Glow and aura effects: The resonance line is layered with multiple glows for depth and signal strength. Background energy field: Darker = higher energy = stronger reflexivity. Visual Logic Main Resonance Line: Shows the smoothed resonance value, color-coded by direction and intensity. Glow/Aura: Multiple layers for visual depth and to highlight strong signals. Threshold Zones: Dotted lines and filled areas mark “Active” and “Extreme” resonance zones. Signal Particles: Circular markers at each “Active” (primary threshold) and “Extreme” (extreme threshold) event. Dashboard: Top-right panel shows current status (Dormant, Building, Active, Extreme), resonance value, energy %, and regime strength. Trading Guide: Bottom-right panel explains all states and how to interpret them. How to Use RRF – Quantum Flow Dormant (💤): Market is in equilibrium. Wait for resonance to build. Building (🌊): Resonance is rising but below threshold. Prepare for a move. Active (🔥): Resonance exceeds primary threshold. Reflexivity is significant—consider entries or exits. Extreme (⚡): Resonance exceeds extreme threshold. Major regime shift likely—watch for trend acceleration or reversal. Energy >70%: High conviction, crowd is acting in unison. Above 0: Bullish reflexivity (positive feedback). Below 0: Bearish reflexivity (negative feedback). Regime Strength: % of bars in “Active” state—higher = more persistent regime. Tips: - Use lower lookbacks for scalping, higher for swing trading. - Combine with price action or your own system for confirmation. - Works on all assets and timeframes—tune to your style. Alerts RRF Activation: Resonance crosses above primary threshold. RRF Extreme: Resonance crosses above extreme threshold. RRF Deactivation: Resonance falls below primary threshold. Originality & Usefulness RRF – Quantum Flow is not a mashup of existing indicators. It is a novel oscillator that models the feedback loop between perception and participation, then quantifies and visualizes the resulting resonance. The multi-layered color logic, energy field, and regime strength dashboard are unique to this script. It is designed for anticipation, not confirmation—helping you see regime shifts before they are obvious in price. Chart Info Script Name: Reflexivity Resonance Factor (RRF) – Quantum Flow Recommended Use: Any asset, any timeframe. Tune parameters to your style. Disclaimer This script is for research and educational purposes only. It does not provide financial advice or direct buy/sell signals. Always use proper risk management and combine with your own strategy. Past performance is not indicative of future results. Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
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Price/MA Deviation AngleThis indicator visualizes the angular deviation of price from a selected moving average (default: 21 EMA). It calculates the angle, in degrees, formed by the vertical distance between price and the moving average — assuming a one-bar horizontal distance. Positive angles indicate upward deviation (bullish pressure). Negative angles reflect downward deviation (bearish pressure). 0° represents perfect alignment between price and the MA. ±45° thresholds can be used as reference for strong momentum. This tool offers a normalized, intuitive perspective on price momentum using geometric interpretation rather than price-to-price delta.
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Tradenometry tarafından
Adaptive Momentum Flow (AMF)Overview The Adaptive Momentum Flow (AMF) indicator is a powerful, multi-faceted tool designed to provide a comprehensive and adaptive view of market momentum and trend strength. Unlike traditional oscillators with fixed settings, AMF dynamically adjusts its calculations based on market volatility , ensuring its signals remain relevant across varying market conditions. By combining advanced Double Exponential Moving Averages (DEMA) with a powerful volume analysis component and a customizable scoring system, AMF offers a unique perspective on price action and underlying buying/selling pressure. Key Features & How It Works 1. Adaptive DEMA Trend Strength: At its core, AMF utilizes three DEMA lines (Fast, Medium, Slow) to assess the current trend's alignment and strength. The indicator dynamically adjusts the lengths of these DEMA lines based on real-time market volatility, measured by Average True Range (ATR). This means AMF becomes more responsive in volatile markets and smoother in calmer periods. A "Volatility Sensitivity" input allows you to fine-tune how aggressively the indicator adapts to these changes. 2. Volume Analysis (Buying/Selling Pressure): AMF incorporates a dedicated volume analysis module to gauge whether volume is predominantly supporting upward or downward price movements. This helps identify periods of significant buying or selling pressure. This volume analysis component is smoothed with an adjustable Moving Average (SMA, EMA, WMA, or DEMA) and contributes to the overall momentum score, adding a crucial layer of volume-driven confirmation to the analysis. 3. Comprehensive Scoring System: The indicator generates a normalized "Oscillator Score" that ranges from -100 to 100. This score is a weighted sum of: Price's relationship to the Fast DEMA. The Fast DEMA's relationship to the Medium DEMA. The Medium DEMA's relationship to the Slow DEMA. The smoothed value from the volume analysis. Each component's influence on the final score can be individually adjusted via input weights, allowing for deep customization. Signal Line & Crossovers: A smoothed "Signal Line" provides additional confirmation for momentum shifts. Crossovers between the main AMF line and its Signal Line can indicate potential changes in market direction. Overbought/Oversold Levels: Adjustable Overbought (default 70) and Oversold (default -70) levels visually highlight extreme momentum conditions. These zones are enhanced with a color fill effect (bright red for overbought, bright cyan for oversold), making it easy to spot when the market is entering potentially exhausted states. Crucially, these extreme zones can often be further validated by combining them with volatility bands (like Bollinger Bands or Keltner Channels as shown in the chart above) or other confluence indicators, offering stronger signals for potential reversals or exhaustion. Benefits for Traders Reduced Lag: DEMA's inherent design helps minimize lag compared to traditional moving averages, providing more timely signals. Adaptive Intelligence: Automatically adjusts to market volatility, ensuring the indicator's sensitivity is appropriate for current conditions. Holistic Momentum View: Combines price-based trend alignment with volume-based pressure for a more robust assessment of market flow. Clear Visual Cues: Intuitive plots, signal line, and vibrant overbought/oversold zone fills make interpretation straightforward. Customizable: Extensive input options allow traders to tailor the indicator to their specific trading style, asset, and timeframe. How to Use Trend Confirmation: Look for the AMF line and its Signal Line to align with the price trend. Momentum Shifts: Crossovers between the AMF line and its Signal Line can indicate shifts in momentum. Extreme Conditions: Pay attention when the AMF line enters the neon-highlighted overbought or oversold zones, signaling potential reversals or pauses in the current momentum. Always consider confirming these signals with other analysis tools, such as price action, chart patterns, support/resistance levels, or volatility indicators. Customization: Experiment with the "Volatility Sensitivity," DEMA multipliers, and scoring weights to find the optimal settings for your trading strategy.
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