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Information Flow Analysis[b🔄 Information Flow Analysis: Systematic Multi-Component Market Analysis Framework SYSTEM OVERVIEW AND ANALYTICAL FOUNDATION The Information Flow Kernel - Hybrid combines established technical analysis methods into a unified analytical framework. This indicator systematically processes three distinct data streams - directional price momentum, volume-weighted pressure dynamics, and intrabar development patterns - integrating them through weighted mathematical fusion to produce statistically normalized market flow measurements. COMPREHENSIVE MATHEMATICAL FRAMEWORK Component 1: Directional Flow Analysis The directional component analyzes price momentum through three mathematical vectors: Price Vector: p = C - O (intrabar directional bias) Momentum Vector: m = C_t - C_{t-1} (bar-to-bar velocity) Acceleration Vector: a = m_t - m_{t-1} (momentum rate of change) Directional Signal Integration: S_d = \text{sgn}(p) \cdot |p| + \text{sgn}(m) \cdot |m| \cdot 0.6 + \text{sgn}(a) \cdot |a| \cdot 0.3 The signum function preserves directional information while absolute values provide magnitude weighting. Coefficients create a hierarchy emphasizing intrabar movement (100%), momentum (60%), and acceleration (30%). Final Directional Output: K_1 = S_d \cdot w_d where w_d is the directional weight parameter. Component 2: Volume-Weighted Pressure Analysis Volume Normalization: r_v = \frac{V_t}{\overline{V_n}} where \overline{V_n} represents the n-period simple moving average of volume. Base Pressure Calculation: P_{base} = \Delta C \cdot r_v \cdot w_v where \Delta C = C_t - C_{t-1} and w_v is the velocity weighting factor. Volume Confirmation Function: f(r_v) = \begin{cases} 1.4 & \text{if } r_v > 1.2 \ 0.7 & \text{if } r_v < 0.8 \ 1.0 & \text{otherwise} \end{cases} Final Pressure Output: K_2 = P_{base} \cdot f(r_v) Component 3: Intrabar Development Analysis Bar Position Calculation: B = \frac{C - L}{H - L} when H - L > 0 , else B = 0.5 Development Signal Function: S_{dev} = \begin{cases} 2(B - 0.5) & \text{if } B > 0.6 \text{ or } B < 0.4 \ 0 & \text{if } 0.4 \leq B \leq 0.6 \end{cases} Final Development Output: K_3 = S_{dev} \cdot 0.4 Master Integration and Statistical Normalization Weighted Component Fusion: F_{raw} = 0.5K_1 + 0.35K_2 + 0.15K_3 Sensitivity Scaling: F_{master} = F_{raw} \cdot s where s is the sensitivity parameter. Statistical Normalization Process: Rolling Mean: \mu_F = \frac{1}{n}\sum_{i=0}^{n-1} F_{master,t-i} Rolling Standard Deviation: \sigma_F = \sqrt{\frac{1}{n}\sum_{i=0}^{n-1} (F_{master,t-i} - \mu_F)^2} Z-Score Computation: z = \frac{F_{master} - \mu_F}{\sigma_F} Boundary Enforcement: z_{bounded} = \max(-3, \min(3, z)) Final Normalization: N = \frac{z_{bounded}}{3} Flow Metrics Calculation: Intensity: I = |z| Strength Percentage: S = \min(100, I \times 33.33) Extreme Detection: \text{Extreme} = I > 2.0 DETAILED INPUT PARAMETER SPECIFICATIONS Sensitivity (0.1 - 3.0, Default: 1.0) Global amplification multiplier applied to the master flow calculation. Functions as: F_{master} = F_{raw} \cdot s Low Settings (0.1 - 0.5): Enhanced precision for subtle market movements. Optimal for low-volatility environments, scalping strategies, and early detection of minor directional shifts. Increases responsiveness but may amplify noise. Moderate Settings (0.6 - 1.2): Balanced sensitivity for standard market conditions across multiple timeframes. High Settings (1.3 - 3.0): Reduced sensitivity to minor fluctuations while emphasizing significant flow changes. Ideal for high-volatility assets, trending markets, and longer timeframes. Directional Weighting (0.1 - 1.0, Default: 0.7) Controls emphasis on price direction versus volume and positioning factors. Applied as: K_{1,weighted} = K_1 \times w_d Lower Values (0.1 - 0.4): Reduces directional bias, favoring volume-confirmed moves. Optimal for ranging markets where momentum may generate false signals. Higher Values (0.7 - 1.0): Amplifies directional signals from price vectors and acceleration. Ideal for trending conditions where directional momentum drives price action. Velocity Weighting (0.1 - 1.0, Default: 0.6) Scales volume-confirmed price change impact. Applied in: P_{base} = \Delta C \times r_v \times w_v Lower Values (0.1 - 0.4): Dampens volume spike influence, focusing on sustained pressure patterns. Suitable for illiquid assets or news-sensitive markets. Higher Values (0.8 - 1.0): Amplifies high-volume directional moves. Optimal for liquid markets where volume provides reliable confirmation. Volume Length (3 - 20, Default: 5) Defines lookback period for volume averaging: \overline{V_n} = \frac{1}{n}\sum_{i=0}^{n-1} V_{t-i} Short Periods (3 - 7): Responsive to recent volume shifts, excellent for intraday analysis. Long Periods (13 - 20): Smoother averaging, better for swing trading and higher timeframes. DASHBOARD SYSTEM Primary Flow Gauge Bilaterally symmetric visualization displaying normalized flow direction and intensity: Segment Calculation: n_{active} = \lfloor |N| \times 15 \rfloor Left Fill: Bearish flow when N < -0.01 Right Fill: Bullish flow when N > 0.01 Neutral Display: Empty segments when |N| \leq 0.01 Visual Style Options: Matrix: Digital blocks (▰/▱) for quantitative precision Wave: Progressive patterns (▁▂▃▄▅▆▇█) showing flow buildup Dots: LED-style indicators (●/○) with intensity scaling Blocks: Modern squares (■/□) for professional appearance Pulse: Progressive markers (⎯ to █) emphasizing intensity buildup Flow Intensity Visualization 30-segment horizontal bar graph with mathematical fill logic: Segment Fill: For i \in : filled if \frac{i}{29} \leq \frac{S}{100} Color Coding System: Orange (S > 66%): High intensity, strong directional conviction Cyan (33% ≤ S ≤ 66%): Moderate intensity, developing bias White (S < 33%): Low intensity, neutral conditions Extreme Detection Indicators Circular markers flanking the gauge with state-dependent illumination: Activation: I > 2.0 \land |N| > 0.3 Bright Yellow: Active extreme conditions Dim Yellow: Normal conditions Metrics Display Balance Value: Raw master flow output ( F_{master} ) showing absolute directional pressure Z-Score Value: Statistical deviation ( z_{bounded} ) indicating historical context Dynamic Narrative System Context-sensitive interpretation based on mathematical thresholds: Extreme Flow: I > 2.0 \land |N| > 0.6 Moderate Flow: 0.3 < |N| \leq 0.6 High Volatility: S > 50 \land |N| \leq 0.3 Neutral State: S \leq 50 \land |N| \leq 0.3 ALERT SYSTEM SPECIFICATIONS Mathematical Trigger Conditions: Extreme Bullish: I > 2.0 \land N > 0.6 Extreme Bearish: I > 2.0 \land N < -0.6 High Intensity: S > 80 Bullish Shift: N_t > 0.3 \land N_{t-1} \leq 0.3 Bearish Shift: N_t < -0.3 \land N_{t-1} \geq -0.3 TECHNICAL IMPLEMENTATION AND PERFORMANCE Computational Architecture The system employs efficient calculation methods minimizing processing overhead: Single-pass mathematical operations for all components Conditional visual rendering (executed only on final bar) Optimized array operations using direct calculations Real-Time Processing The indicator updates continuously during bar formation, providing immediate feedback on changing market conditions. Statistical normalization ensures consistent interpretation across varying market regimes. Market Applicability Optimal performance in liquid markets with consistent volume patterns. May require parameter adjustment for: Low-volume or after-hours sessions News-driven market conditions Highly volatile cryptocurrency markets Ranging versus trending market environments PRACTICAL APPLICATION FRAMEWORK Market State Classification This indicator functions as a comprehensive market condition assessment tool providing: Trend Analysis: High intensity readings ( S > 66% ) with sustained directional bias indicate strong trending conditions suitable for momentum strategies. Reversal Detection: Extreme readings ( I > 2.0 ) at key technical levels may signal potential trend exhaustion or reversal points. Range Identification: Low intensity with neutral flow ( S < 33%, |N| < 0.3 ) suggests ranging market conditions suitable for mean reversion strategies. Volatility Assessment: High intensity without clear directional bias indicates elevated volatility with conflicting pressures. Integration with Trading Systems The normalized output range facilitates integration with automated trading systems and position sizing algorithms. The statistical basis provides consistent interpretation across different market conditions and asset classes. LIMITATIONS AND CONSIDERATIONS This indicator combines established technical analysis methods and processes historical data without predicting future price movements. The system performs optimally in liquid markets with consistent volume patterns and may produce false signals in thin trading conditions or during news-driven market events. This indicator is provided for educational and analytical purposes only and does not constitute financial advice. Users should combine this analysis with proper risk management, position sizing, and additional confirmation methods before making any trading decisions. Past performance does not guarantee future results. Note: The term "kernel" in this context refers to modular calculation components rather than mathematical kernel functions in the formal computational sense. As quantitative analyst Ralph Vince noted: "The essence of successful trading lies not in predicting market direction, but in the systematic processing of market information and the disciplined management of probability distributions." — Dskyz, Trade with insight. Trade with anticipation.
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DskyzInvestments tarafından
9
[DEM] Confirmation Signal (With Backtesting) Confirmation Signal (With Backtesting) is designed to generate buy and sell signals by combining Aroon oscillator analysis with Parabolic SAR positioning, smoothed EMA trend confirmation, and RSI filtering to create high-confidence trading opportunities. It also includes a comprehensive backtesting framework to evaluate the historical performance of these signals. The indicator overlays directly on the price chart, plotting signals and displaying performance statistics in a table while also coloring bars based on market conditions (green for bullish confirmation, red for bearish confirmation, purple for neutral). The strategy generates buy signals when the Aroon Up reaches 100% (new highs) combined with bullish trend confirmations, proper SAR positioning, RSI filters, and adequate time spacing between signals, while sell signals are triggered under opposite conditions, emphasizing signal quality over quantity through multiple confirmation layers and integrated backtesting metrics.
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divacleevq tarafından
[DEM] Combo Signal (With Backtesting) Combo Signal (With Backtesting) is designed to generate buy and sell signals by combining seven different trading strategies that incorporate multiple technical indicators including SuperTrend, Parabolic SAR, MACD, and RSI. It also includes a comprehensive backtesting framework to evaluate the historical performance of these signals. The indicator overlays directly on the price chart, plotting signals and displaying performance statistics in a table. The strategy triggers buy signals when any of seven long conditions are met (including ATR-based reversal patterns, SuperTrend confirmations, RSI oversold crossovers, MACD bullish crossovers, and SuperTrend line breaks), while sell signals are generated when any of the corresponding seven short conditions occur, creating a multi-faceted approach that aims to capture various market conditions and trading opportunities while tracking signal accuracy, average returns, and signal frequency through its integrated backtesting system.
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divacleevq tarafından
[Futures OI vs Price Change] (% Change)╔═══════════════════ RUBIXCUBE ══════════════════════╗ This indicator analyses the relationship between Open Interest percentage changes and price percentage changes in futures markets. Inspired by Checkonchain's market structure analysis, it displays this data as coloured column bars to identify different market conditions. What This Indicator Shows The indicator plots Open Interest percentage change as column bars, with colours representing four market regimes: - Blue (Leveraged Rally): OI increases + Price increases (New leveraged long positions) - Green (Spot Rally): OI decreases + Price increases (Organic buying or short covering) - Orange (Leveraged Sell-Off): OI increases + Price decreases (New short positions or long liquidations) - Red (Deleveraging Sell-Off): OI decreases + Price decreases (Position unwinding) Bar transparency changes based on price movement magnitude. Larger price changes result in more solid bars, while smaller moves appear more transparent. Data Sources Aggregated Open Interest data from multiple exchanges: - Binance USDT, USD & BUSD Perpetuals - BitMEX USD & USDT Perpetuals - Kraken USD Perpetuals Settings - OI % Change SMA: Smoothing period for Open Interest changes (Default: 7) - Price % Change SMA: Smoothing period for price changes (Default: 7) - Base Transparency: Baseline transparency level (0-100) - Transparency Sensitivity: How much price change affects bar transparency - Exchange Toggles: Enable/disable individual exchange data Usage This indicator helps identify market structure by showing whether price moves are accompanied by increasing or decreasing leveraged positions. Blue and orange bars indicate new leverage entering the market, while green and red bars suggest position reduction or organic spot activity. ╚═════════════════════════════════════════════════╝
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Rubixcube0262 tarafından
RSI Trend Navigator [QuantAlgo]🟢 Overview The RSI Trend Navigator integrates RSI momentum calculations with adaptive exponential moving averages and ATR-based volatility bands to generate trend-following signals. The indicator applies variable smoothing coefficients based on RSI readings and incorporates normalized momentum adjustments to position a trend line that responds to both price action and underlying momentum conditions. 🟢 How It Works The indicator begins by calculating and smoothing the RSI to reduce short-term fluctuations while preserving momentum information: rsiValue = ta.rsi(source, rsiPeriod) smoothedRSI = ta.ema(rsiValue, rsiSmoothing) normalizedRSI = (smoothedRSI - 50) / 50 It then creates an adaptive smoothing coefficient that varies based on RSI positioning relative to the midpoint: adaptiveAlpha = smoothedRSI > 50 ? 2.0 / (trendPeriod * 0.5 + 1) : 2.0 / (trendPeriod * 1.5 + 1) This coefficient drives an adaptive trend calculation that responds more quickly when RSI indicates bullish momentum and more slowly during bearish conditions: var float adaptiveTrend = source adaptiveTrend := adaptiveAlpha * source + (1 - adaptiveAlpha) * nz(adaptiveTrend , source) The normalized RSI values are converted into price-based adjustments using ATR for volatility scaling: rsiAdjustment = normalizedRSI * ta.atr(14) * sensitivity rsiTrendValue = adaptiveTrend + rsiAdjustment ATR-based bands are constructed around this RSI-adjusted trend value to create dynamic boundaries that constrain trend line positioning: atr = ta.atr(atrPeriod) deviation = atr * atrMultiplier upperBound = rsiTrendValue + deviation lowerBound = rsiTrendValue - deviation The trend line positioning uses these band constraints to determine its final value: if upperBound < trendLine trendLine := upperBound if lowerBound > trendLine trendLine := lowerBound Signal generation occurs through directional comparison of the trend line against its previous value to establish bullish and bearish states: trendUp = trendLine > trendLine trendDown = trendLine < trendLine if trendUp isBullish := true isBearish := false else if trendDown isBullish := false isBearish := true The final output colors the trend line green during bullish states and red during bearish states, creating visual buy/long and sell/short opportunity signals based on the combined RSI momentum and volatility-adjusted trend positioning. 🟢 Signal Interpretation Rising Trend Line (Green): Indicates upward momentum where RSI influence and adaptive smoothing favor continued price advancement = Potential buy/long positions Declining Trend Line (Red): Indicates downward momentum where RSI influence and adaptive smoothing favor continued price decline = Potential sell/short positions Flattening Trend Lines: Occur when momentum weakens and the trend line slope approaches neutral, suggesting potential consolidation before the next move Built-in Alert System: Automated notifications trigger when bullish or bearish states change, sending "RSI Trend Bullish Signal" or "RSI Trend Bearish Signal" messages for timely entry/exit Color Bar Candles Option: Optional candle coloring feature that applies the same green/red trend colors to price bars, providing additional visual confirmation of the current trend direction
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QuantAlgo tarafından
8
RSI -> PROFABIGHI_CAPITAL🌟 Overview This RSI → PROFABIGHI_CAPITAL implements an advanced Relative Strength Index with sophisticated dual-layer smoothing capabilities and enhanced visualization for superior momentum analysis and overbought/oversold identification. It provides Multi-method smoothing system supporting nine different moving average types for RSI refinement , Dual-smoothing architecture enabling comparison between two independently configured smoothed RSI lines , VIDYA volatility-adaptive smoothing for dynamic market condition responsiveness , and Enhanced visual framework with color-coded signals and customizable extreme level zones for comprehensive momentum oscillator analysis. 🔧 Advanced RSI Configuration Framework - Professional RSI implementation with customizable price source selection and adjustable calculation periods for different market sensitivities - RSI Source Selection enabling close, high, low, or other price inputs for flexible momentum calculation adaptation - RSI Length Configuration providing adjustable calculation periods balancing responsiveness versus smoothness for different trading styles - Extreme Level Management offering configurable overbought and oversold thresholds for personalized signal generation - VIDYA Volatility Integration using Variable Index Dynamic Average with configurable volatility lookback for adaptive smoothing - Precision Controls supporting price formatting and decimal precision for accurate momentum measurement display 📊 Multi-Method Smoothing Engine - Nine Smoothing Options supporting SMA, EMA, WMA, HMA, RMA, LSMA, DEMA, TEMA, and VIDYA methods for comprehensive RSI refinement - First Layer Smoothing providing primary RSI smoothing with configurable method selection and period adjustment for noise reduction - Second Layer Smoothing enabling additional smoothing layer with independent method and period configuration for enhanced signal clarity - Advanced Moving Averages implementing DEMA and TEMA calculations for reduced lag and improved responsiveness - Hull Moving Average Integration offering HMA smoothing for optimal balance between smoothness and responsiveness - Linear Regression Smoothing providing LSMA option for trend-following RSI interpretation with mathematical precision - VIDYA Implementation using volatility-adjusted smoothing that adapts to market conditions automatically 🔄 Dual-Smoothing Comparison System - Independent Smoothing Layers allowing separate configuration of two different smoothing methods and periods for RSI comparison - Comparison Mode Activation enabling dual-line display with crossover analysis for enhanced signal generation - Color-Coded Relationship using green coloring when first smoothed RSI is below second smoothed RSI and red when above - Crossover Signal Generation providing visual cues for momentum shifts through smoothed RSI line intersections - Flexible Configuration supporting any combination of smoothing methods for customized momentum analysis - Signal Validation Framework using dual-smoothing agreement for higher-confidence momentum signals 📈 VIDYA Volatility-Adaptive Implementation - Volatility Measurement System calculating standard deviation of RSI values over configurable lookback periods for market condition assessment - Adaptive Smoothing Factor automatically adjusting smoothing intensity based on current market volatility levels - Alpha Coefficient Calculation using mathematical formulation for optimal smoothing factor determination - K-Factor Integration implementing volatility ratio for dynamic smoothing adjustment with boundary constraints - Mathematical Precision ensuring proper VIDYA calculation through error handling and edge case management - Market Condition Responsiveness providing more smoothing during calm markets and less during volatile periods 🎨 Enhanced Visual Framework - Dynamic Color Coding System using dark green for extreme overbought conditions, dark red for extreme oversold conditions, and gray for neutral zones - Dual-Line Visualization displaying primary smoothed RSI with prominent line width and secondary smoothed RSI with thinner reference line - Comparison Mode Coloring implementing synchronized green/red coloring for both lines based on their relative positions - Background Raw RSI Display showing unsmoothed RSI as subtle background reference when smoothing is applied - Extreme Zone Highlighting filling area between overbought and oversold levels with subtle background color for clear zone identification - Reference Line Framework displaying horizontal lines for extreme high, extreme low, and middle levels with customizable transparency ⚙️ Advanced Signal Generation Logic - Single-Line Mode Signals generating color-coded momentum signals based on smoothed RSI crossing extreme overbought and oversold thresholds - Comparison Mode Signals creating crossover-based signals when first smoothed RSI crosses above or below second smoothed RSI - Extreme Level Detection identifying when smoothed RSI enters overbought territory above extreme high threshold or oversold territory below extreme low threshold - Momentum Shift Recognition highlighting transitions between bullish and bearish momentum states through color changes - Signal Persistence Tracking maintaining color states until opposing conditions develop for clear trend identification - Neutral Zone Management displaying gray coloring when RSI remains between extreme thresholds indicating consolidation periods 🔍 Mathematical Implementation Framework - RSI Calculation Accuracy using Pine Script's built-in RSI function for precise momentum oscillator computation - DEMA Mathematical Formula implementing double exponential moving average calculation with proper lag reduction methodology - TEMA Advanced Calculation using triple exponential moving average formulation for enhanced smoothing with minimal lag - Null Value Protection ensuring continuous calculation through proper handling of undefined values and edge cases - Smoothing Fallback Logic providing raw RSI values when smoothing calculations encounter mathematical issues - Precision Maintenance preserving calculation accuracy across different smoothing methods and market conditions 📊 Professional Display Features - Configurable Extreme Levels supporting custom overbought and oversold threshold settings for different market environments - Middle Reference Line displaying 50-level dotted line for momentum direction and strength assessment - Transparency Controls using appropriate transparency levels for background elements and reference lines - Line Weight Hierarchy implementing visual hierarchy through different line weights for primary and secondary elements - Zone Fill Visualization providing subtle background fill between extreme levels for immediate zone identification - Raw RSI Background Reference showing original unsmoothed RSI when smoothing is applied for comparison purposes ⚡ Performance Optimization Features - Conditional Plotting displaying elements only when relevant smoothing options are enabled for chart performance - Efficient Calculation Methods using optimized mathematical formulations for real-time smoothing computation - Memory Management implementing efficient variable usage and calculation sequences for minimal resource consumption - Real-Time Updates providing immediate smoothed RSI values and color changes with each new price bar - Error Prevention Framework incorporating validation and fallback mechanisms for reliable indicator operation - Timeframe Compatibility supporting multiple timeframe analysis with proper gap handling and data continuity ✅ Key Takeaways - Advanced RSI implementation with sophisticated dual-layer smoothing using nine different moving average methods for enhanced momentum analysis - VIDYA volatility-adaptive smoothing providing automatic market condition responsiveness for optimal signal quality in different environments - Dual-smoothing comparison system enabling crossover analysis between two independently configured smoothed RSI lines for enhanced signal generation - Professional visualization framework with dynamic color coding, extreme zone highlighting, and configurable reference levels for immediate analysis - Mathematical precision implementation using proper DEMA, TEMA, and VIDYA calculations with comprehensive error handling and edge case management - Flexible configuration options supporting different trading styles and market conditions through customizable smoothing methods and extreme level thresholds - Performance-optimized design with conditional plotting and efficient calculations for real-time momentum analysis without chart performance impact
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PROFABIGHI_CAPITAL tarafından
KML ALGO v6 – Elite Trading Bot🚀 KML ALGO v6 – Elite Trading Bot by Ahmad Shoaib Kamal 💎 PREMIUM FEATURES • Advanced ATR Trailing Stop engine • Multi-Layer Smart Filters (RSI, MACD, Stochastic, Volume, Trend) • Intelligent Scoring for high-accuracy entries • Universal: Works on all markets & timeframes • Live Performance Dashboard • Professional Alert System ready for automation ⚡ WHY TRADERS LOVE IT ✅ Filters out false signals with 5-step validation ✅ Adapts instantly to changing market conditions ✅ Clean, color-coded interface for fast decision-making ✅ Real-time metrics and stats ✅ Fully customizable to your strategy ✅ Works on Crypto, Forex, Stocks, Indices 🎯 PERFECT FOR • Day traders seeking pinpoint entries/exits • Swing traders needing trend confirmation • Automated trading setups • Professional portfolio managers ⚙️ CUSTOM SETTINGS • Adjustable signal sensitivity • ATR period configuration • Enable/disable any filter • Fine-tune parameters for your style • Heikin Ashi support for cleaner trends 🎨 VISUAL EXCELLENCE • Dynamic trailing stop lines • Clear BUY/SELL markers • Weak signal indicators • Live stats table • Smart alerts ready for TradingView’s system ⭐ DEVELOPED BY: Ahmad Shoaib Kamal 🔥 Battle-tested algorithm with real results 💰 Invite-Only Access – Apply to Unlock 📩 Contact for Access & Support: Email: kmlalgorithms@gmail.com Telegram: @+15876671119 ⚡ Trade with precision, confidence, and zero guesswork – only clarity.
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MT072 tarafından
CM_Williams_Vix_Fix (v5) + Optional InverseCM_Williams_Vix_Fix (v5) + Optional Inverse This indicator is a modernized Pine v5 rewrite of Larry Williams’ classic Vix Fix, with an optional inverse mode to detect both capitulation lows (buy signals) and euphoric highs (sell signals). 🔎 What It Does Vix Fix (Buy-side): Mimics the behavior of the VIX by detecting panic/fear spikes when price makes unusually deep lows relative to recent closes. Inverse Vix Fix (Sell-side): Flips the logic to highlight euphoric/overbought spikes when price makes unusually high prints relative to recent closes. Works on any timeframe or instrument — originally built for stocks/futures that don’t have their own VIX. ⚙️ Inputs LookBack Period (pd): Number of bars to check for recent highs/lows. Bollinger Band Length (bbl): Period for volatility bands. Std Dev Multiplier (mult): Sensitivity of the bands. Percentile Lookback (lb, ph, pl): Optional percentile thresholds for extra filters. Show Range Lines (hp): Toggle percentile-based high/low markers. Show StdDev Bands (sd): Toggle Bollinger-style envelopes. Show Inverse (Sell) Version: Plots a red histogram for euphoric tops. 📊 Plots Green Histogram: Vix Fix (fear/panic spikes). Red Histogram: Inverse Vix Fix (euphoria spikes, optional). Orange Lines: Percentile-based thresholds (optional). Aqua Lines: Bollinger-style volatility bands (optional). 🧭 How to Use Green Spikes (Buy Vix Fix): Potential market bottoms when fear is high. Red Spikes (Inverse): Potential market tops when greed/euphoria is high. Works best when combined with: Trend filters (e.g. moving averages). Market structure tools (e.g. support/resistance, FVGs, liquidity levels). Other volatility/volume confirmations. ⚠️ Note: This is an indicator only (not a strategy). It highlights potential extremes in sentiment/volatility, but does not provide direct buy/sell orders. Always confirm with price action and risk management.
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huhmonkey tarafından
NK-Macd + Rsi3Here in one table you can see the MACD of the different time frame that what is the status of the MACD, is it above zero line or below zero line. Second you will see in table that RSI number of all time frame, so here we dont need to go and check RSI by switching the chart and time frame. at one place you will see both RSI and MACD, and by seeing the number you can check when the price in oversold zone and when it will in overbought also you can see the when the price in momentum and when not. Example :- let assume RSI table showing above 40 in 1 hr and 67 in daily that means RSI is in swing momentum in hrly but momentum in daily.
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kumarnaveen17 tarafından
ROC -> PROFABIGHI_CAPITAL🌟 Overview This ROC → PROFABIGHI_CAPITAL implements a streamlined Rate of Change momentum indicator for clear trend direction analysis and momentum strength assessment. It provides Rate of Change calculation with configurable period settings , Dynamic color-coded visualization with green for positive momentum and red for negative momentum , and Zero reference line for clear momentum direction identification for fundamental momentum analysis and trend confirmation. 🔧 Momentum Analysis Architecture - Professional Rate of Change implementation focusing on percentage price changes over specified periods for momentum measurement - Period Configuration Framework with adjustable lookback period using 14-period default for balanced momentum sensitivity - Minimum Value Protection ensuring period input accepts only values of 1 or greater for mathematical validity - Separate Panel Display using overlay = false for dedicated momentum analysis window below price chart - Simple Input Interface providing single parameter control for easy configuration and optimization 📊 ROC Calculation Engine - Pine Script ROC Function utilizing built-in ta.roc calculation for accurate percentage change measurement over specified periods - Close Price Source using closing prices as standard input for momentum calculation providing consistent trend analysis - Percentage Change Formula calculating ((current close - close N periods ago) / close N periods ago) × 100 for standardized momentum measurement - Period-Based Analysis measuring momentum over user-defined lookback period for flexible timeframe adaptation - Real-Time Updates providing current momentum readings with each new bar for immediate trend assessment 🎨 Visual Representation Framework - Dynamic Color Coding System using green coloring for positive ROC values indicating upward momentum and red coloring for negative values showing downward momentum - Clear Visual Distinction providing immediate visual feedback on momentum direction through intuitive color scheme - Line Weight Enhancement using linewidth = 2 for prominent momentum line display ensuring clear trend identification - Zero Reference Line displaying horizontal dashed gray line at zero level for momentum direction baseline reference - Professional Chart Integration implementing clean visual design with standard color conventions for institutional analysis 📈 Momentum Analysis Applications - Trend Direction Confirmation identifying positive ROC values as bullish momentum and negative values as bearish momentum - Momentum Strength Assessment measuring momentum magnitude through ROC value extremes for trend intensity evaluation - Divergence Analysis comparing price action with ROC direction for potential reversal signal identification - Overbought/Oversold Detection using extreme ROC values for potential mean reversion opportunities - Trend Continuation Validation confirming sustained momentum through consistent ROC direction for trend following strategies - Entry and Exit Timing utilizing ROC zero-line crosses and directional changes for position management decisions ⚙️ Configuration Parameters - ROC Period Setting controlling lookback period for momentum calculation with 14-period default providing balanced sensitivity - Period Optimization Range supporting values from 1 to unlimited for different analytical timeframes and market conditions - Short-Term Analysis using periods 1-7 for quick momentum changes and scalping applications - Medium-Term Analysis utilizing periods 8-21 for swing trading and intermediate trend analysis - Long-Term Analysis employing periods 22+ for position trading and major trend identification - Market Adaptation adjusting period length based on asset volatility and trading strategy requirements 🔍 Technical Implementation - Mathematical Accuracy using Pine Script's built-in ROC function ensuring proper percentage change calculations - Computational Efficiency implementing streamlined code structure for optimal performance and minimal resource usage - Error Prevention using minimum value constraints preventing invalid period inputs and calculation errors - Real-Time Processing providing immediate momentum updates with each new price bar for current market assessment - Clean Code Architecture maintaining simple, readable structure for easy modification and optimization - Professional Standards following Pine Script best practices for reliable indicator performance 📊 Trading Applications - Momentum Confirmation validating trend direction through positive or negative ROC readings for directional bias - Zero-Line Strategy using ROC crosses above and below zero for basic momentum trading signals - Extreme Reading Analysis identifying unusually high or low ROC values for potential reversal opportunities - Multi-Timeframe Analysis applying different ROC periods across timeframes for comprehensive momentum assessment - Divergence Trading comparing price peaks/troughs with ROC peaks/troughs for reversal signal generation - Filter Integration combining ROC with other indicators for enhanced signal validation and trade confirmation ✅ Key Takeaways - Streamlined Rate of Change implementation providing essential momentum analysis through percentage price change calculation - Dynamic color-coded visualization offering immediate momentum direction identification through green/red color scheme - Configurable period settings enabling adaptation to different trading styles and market timeframes - Zero reference line providing clear momentum baseline for directional bias and signal generation - Professional implementation using Pine Script best practices for reliable performance and easy optimization - Fundamental momentum tool suitable for trend confirmation, divergence analysis, and basic trading signal generation - Clean, efficient design focusing on core momentum functionality without unnecessary complexity or visual clutter
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PROFABIGHI_CAPITAL tarafından
AROMATH Power Index 11The most powerful, prefabricated, author's Aromath 💪 Power index Anton Romashov's AROMATH Community - t.me . Club of profitable investors Aromath-VIP🎩 - more profit. salebot.site Мощнейший, сборный, авторский индикатор силы Aromath 💪 Сообщество Антона Ромашова AROMATH - t.me Клуб прибыльных инвесторов Aromath-VIP🎩 - прибыль больше. salebot.site
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AROMATH tarafından
Williams %R smoothed🌍 English Description Williams %R Smoothed – by Ján Salma This is the first smoothed version of the Williams %R indicator published on TradingView. The traditional Williams %R is a momentum oscillator that can be very choppy and noisy. Many traders find it hard to use because of the constant whipsaws. This indicator solves that problem by applying an EMA smoothing on top of the raw Williams %R values. Why is this special? [* ]📉 Reduces noise → much cleaner signal, fewer false spikes. 🔍 Highlights real momentum shifts → easier to spot when the market truly changes direction. 🎯 Customizable smoothing → you decide how sensitive or smooth the curve should be. ⚡ Unique → currently, there is no other smoothed Williams %R available on TradingView. Settings Length → default 14 (standard Williams %R period). Smoothing → default 3 EMA (smooths out the raw values). Levels: -20 (overbought), -80 (oversold), -50 (mid-level). This indicator is great for scalpers and swing traders who love Williams %R but hate the noise. Now you can finally use %R with more confidence and clarity. -------------------------------------------------------------------- Slovenský popis Williams %R Smoothed – od Jána Salmu Toto je prvá vyhladená verzia Williams %R indikátora publikovaná na TradingView. Klasický Williams %R je oscilátor hybnosti, ktorý je často veľmi „roztrasený“ a plný šumu. Mnoho traderov s ním preto pracuje ťažko, pretože dáva veľa falošných signálov. Tento indikátor to rieši tak, že na pôvodné hodnoty Williams %R aplikuje EMA vyhladenie . Čo robí tento indikátor výnimočným? 📉 Redukuje šum → výsledná krivka je čistejšia, s menej falošnými výkyvmi. 🔍 Zvýrazňuje skutočné zmeny hybnosti → jasnejšie vidíš, kedy sa trh naozaj otáča. 🎯 Nastaviteľné vyhladenie → citlivosť indikátora si prispôsobíš podľa seba. ⚡ Unikát → na TradingView zatiaľ neexistuje žiadny iný vyhladený Williams %R. Nastavenia Dĺžka → predvolená hodnota 14 (štandardný Williams %R). Smoothing (EMA) → predvolená hodnota 3 (vyhladenie krivky). Úrovne: -20 (prekúpený trh), -80 (prepredaný trh), -50 (stredová hodnota). Tento indikátor je skvelý pre scalperov aj swing traderov, ktorí majú radi Williams %R, ale chcú ho používať s väčšou presnosťou a prehľadnosťou.
Pine Script® göstergesi
JanSalma_SniperTrading tarafından
LRSlope - Linear Regression SlopeThis indicator attempts to predict the direction of the trend using least squares moving averages (LSMA). The indicator's core purpose is to determine whether the price trajectory has a positive or negative slope and calculate directional changes. It also measures the strength of price momentum by calculating how strongly the slope. The indicator calculates the slope of the curve for each bar and the EMA of these slopes for the specified period (Curve Length). It is consists of a histogram and two lines named "Average Slope"(white line) and "Simple" (green line). The "Average Slope" is the simple moving average of the calculated EMA values. " Simple " is SMA of calculated slopes. The color of the histogram changes depending on the relative position of these two lines and zero line. Simply put, the green bars of the histogram indicate an uptrend, blue bars indicate a horizontal or reverse movement, and red bars indicate a downtrend. It is possible to see the strength of the momentum by the amount of change in the " Simple" (green line).
Pine Script® göstergesi
oberez tarafından
PowerDelta Oscillator [FxScripts]PowerDelta Oscillator The PowerDelta Oscillator measures real-time buying and selling pressure using the proprietary PowerDelta Algorithm. By quantifying order flow, it identifies whether the market conditions favor bullish or bearish activity, helping traders determine directional bias for both trend and countertrend setups. Calculation Methodology The PowerDelta computes the delta (difference) between buying and selling pressure by integrating both price movement and volume behavior rather than relying solely on volume or price-based approximations like other oscillators. The PowerDelta Algorithm evaluates six core price-volume conditions: Price advancing with increasing volume Price advancing with decreasing volume Price consolidating with increasing volume Price consolidating with decreasing volume Price declining with increasing volume Price declining with decreasing volume From these conditions, the algorithm derives: Accumulation vs Distribution phases Buyer/Seller exhaustion points Effort vs No Result scenarios (volume pressure failing to move price) Operational Use The PowerDelta Oscillator has three operational modes: Trend Countertrend Blended (Trend/Countertrend hybrid) Trend Mode In Trend Mode, the indicator plots an oscillator that fluctuates between positive and negative values: Positive readings indicate dominant buying pressure Negative readings indicate dominant selling pressure The magnitude of the reading reflects the intensity of the pressure Crossovers at the zero line provide directional shifts: Negative → Positive: bullish transition Positive → Negative: bearish transition Additionally: Sustained positive values indicate control by buyers, long bias is favoured Sustained negative values indicate control by sellers, short bias is favoured The magnitude of displacement from zero provides additional confirmation of market strength or weakness Countertrend Mode In Countertrend Mode, the primary use of the PowerDelta Oscillator is to locate divergences between price and the oscillator (as visualised on the chart above) which helps traders pinpoint potential reversals The oscillator is much more sensitive in this mode, making highs, lows and hence divergences, easier to spot Like Trend Mode, the magnitude of displacement from zero provides additional confirmation of market strength or weakness The various Analytical Scenarios detailed below provide detailed use cases for both Trend and Countertrend Mode Blended Mode To provide maximum flexibility, there’s also a third Blended Mode This mode combines elements of the two primary modes and can be used as part of a hybrid approach making it easier to spot both trends and reversals Alternative Source The PowerDelta algorithm utilises volume data therefore it’s best to use the most reliable source of volume data for the instrument being traded For instance, whilst XAUUSD provides excellent results with most forex brokers, slightly better results may be achieved using GC futures data which comes direct from the exchange (data package required) To use a third-party source, select 'Alternative' and input the relevant source This can also be used as a way to monitor correlated pairs by adding two instances of the PowerDelta to the same chart, selecting pair 1 e.g. EURUSD as the first instance and the correlated pair e.g. USDCHF as the second instance Thorough backtesting advised Analytical Scenarios Accumulation: High positive oscillator readings combined with upward price movement suggest active accumulation. Optimal strategy: Monitor pullbacks for potential long entries or wait for a divergence with price and potential reversal. Distribution: High negative oscillator readings with downward price movement indicate distribution. Optimal strategy: Monitor pullbacks for potential short entries or wait for a divergence with price and potential reversal. Buyer Exhaustion: Price forms higher highs while oscillator value declines. Indicates weakening buying strength and potential bearish reversal. Seller Exhaustion: Price forms lower lows while oscillator value contracts. Indicates weakening selling strength and potential bullish reversal. Effort / No Result (Buyers): Positive oscillator expansion without higher highs indicates aggressive buying without price confirmation, suggesting overbought conditions and a potential bearish reversal. Effort / No Result (Sellers): Negative oscillator expansion without lower lows indicates aggressive selling without price confirmation, suggesting oversold conditions and a potential bullish reversal. Alerts To trigger alerts when market bias transitions across the zero line: Right-click on chart → Add Alert on PowerDelta Condition: PowerDelta → Select Mode Type: Crossing Value: 0 Execution: Once Per Bar Close Adjust additional parameters as required Performance and Optimization Backtesting Results: The PowerDelta Oscillator has undergone extensive backtesting across various instruments, timeframes and market conditions, demonstrating strong performance in identifying strong trends and reversals. User backtesting is strongly encouraged as it allows traders to optimize settings for their preferred instruments and timeframes. Optimization for Diverse Markets: The PowerDelta Oscillator can be used on crypto, forex, indices, commodities and stocks. The PowerDelta Oscillator's algorithmic foundation ensures consistent performance across a variety of instruments. The Trend, Countertrend and Blended Modes make it easy for the trader to set up based on their individual trading style. Educational Resources and Support Users of the PowerDelta Oscillator benefit from comprehensive educational resources and full access to FxScripts Support. This ensures traders can maximize the potential of the PowerDelta Oscillator and other tools in the Sigma Indicator Suite by learning best practices and gaining insights from an experienced team of traders.
Pine Script® göstergesi
FxScripts tarafından
Supertrend Channel Histogram OscillatorThis histogram is based on the script "Supertrend Channels " The idea of the indicator is to visually represent the interaction of price with several different supertrend channels of various lengths in an oscillator in order to make it much more clear to the trader how the longer trends are interacting with shorter trends of the price movement of an asset. I got this idea from the "Kurutoga Cloud" and "Kurutoga Histogram" by D7R which is based on the centerlines of 3 Donchian Channels, however after I started using the Supertrend Channel by LuxAlgo I found that it was a more reliable price range channel than a standard Donchian Channel and I made this indicator to accompany it. This indicator plots a positive value above 0 when the price is above the centerline of the supertrend channel and a negative value below 0 when the price is below the centerline. The first supertrend's length and multiple can be adjusted in the settings. The given supertrend input is then doubled and quadrupled in both length and multiplication so that a supertrend histogram with the values of 3, 3 will be accompanied by 2 additional supertrend histograms with the values of 6, 6 and 12, 12. The larger price trend histograms are clearly visible behind the short term supertrend channel's histogram, giving traders a balanced view of short and long term trends interacting. The less visible columns of the larger trend remain above or below the 0 line behind the more visible short term channel trend, helping to spot pullbacks within a larger trend. Additionally, when the 3 separate histograms are all positive or all negative but the histogram columns are separating from each other this can indicate a potential trend exhaustion leading to reversal or pullback about to happen. The overbought and oversold lines at 50 and -50 are representative primarily of the short term trend with above 50 or below -50 indicating that the price is pushing the boundary and potentially beginning a new short term supertrend in the opposite direction. If values do not noticably exceed these levels, then the current short term trend movement can be viewed as a pullback within a larger trend, with continuation potentially to follow. I have had troubles converting the original code to v6 so this will be published here in v5 of pinescript to be used in conjunction with the original. I was intending to create a companion indicator for this oscillator that represents 3 supertrends with corresponding 2x and 4x calculations based on LuxAlgo's script, but I can't seem to get it to work correctly in v5. For best visualization of the trends 3 LuxAlgo Supertrend channels with 2x and 4x values should be used in conjunction with each other to fully visualize the histogram. Used in conjunction with other indicators this can be a very effective strategy to capture larger trend moves and pullbacks within trends, as well as warn of potential price trend exhaustion.
Pine Script® göstergesi
nathanieljens tarafından
Omega Ratio -> PROFABIGHI_CAPITAL🌟 Overview This Omega Ratio → PROFABIGHI_CAPITAL implements advanced probability-weighted risk-return measurement providing superior portfolio performance analysis through gain-to-loss ratio assessment. It provides Enhanced Omega Ratio calculation with target return benchmarking , Cumulative gain and loss analysis for comprehensive risk assessment , EMA smoothing for trend clarity and signal enhancement , and Dynamic threshold-based visualization with performance classification for institutional-grade portfolio evaluation and risk management. 🔧 Advanced Probability-Based Risk Framework - Professional Omega Ratio implementation measuring probability-weighted gains versus losses for superior risk-return analysis - Source Selection Architecture with customizable price input enabling close, high, low, or other price sources for flexible analysis adaptation - Calculation Period Management with adjustable lookback period balancing statistical significance versus market responsiveness for reliable measurement - Target Return Configuration enabling custom performance benchmarks against specific return objectives and investment goals - EMA Smoothing Framework reducing market noise while preserving trend identification through exponential moving average filtering - Dynamic Threshold System with strong and weak performance classification boundaries for objective portfolio assessment - High-Precision Measurement using three decimal place accuracy for detailed ratio tracking and performance monitoring 📊 Omega Ratio Calculation Engine - Periodic Returns Computation calculating bar-to-bar percentage changes for accurate return measurement across different timeframes and market conditions - Target Return Conversion transforming percentage input into decimal values for proper mathematical comparison and threshold application - Cumulative Gains Analysis measuring total returns above target threshold for positive performance assessment and alpha generation tracking - Cumulative Losses Assessment calculating total returns below target threshold for comprehensive downside risk measurement and evaluation - Gain-to-Loss Ratio Calculation implementing Omega formula as ratio of cumulative gains to cumulative losses for probability-weighted performance - Zero-Division Protection handling edge cases where no losses occur through proper mathematical validation and na value management - Statistical Accuracy using proper mathematical methodology for reliable ratio calculation and trend identification 🔬 Advanced Statistical Implementation Framework - Cumulative Return Accumulation tracking total gains above target and total losses below target over calculation period - Threshold-Based Separation categorizing returns as gains or losses relative to target return for accurate performance classification - Mathematical Precision [/b> implementing proper excess return calculations above and below target thresholds with statistical accuracy - Loop-Based Calculation using efficient iteration through historical returns for cumulative gain and loss measurement - Null Value Handling using nz() function to manage missing values and ensure continuous calculation reliability - Edge Case Management preventing calculation errors through comprehensive validation and mathematical safeguards - Performance Optimization using efficient calculation methods for real-time ratio updates and system responsiveness 📈 EMA Smoothing and Signal Enhancement - Exponential Moving Average Application filtering short-term noise while maintaining sensitivity to genuine performance changes - Smoothing Period Configuration balancing signal clarity versus responsiveness through adjustable EMA length parameters - Trend Persistence Analysis identifying sustained performance improvements or deteriorations through smoothed ratio evolution - Signal Quality Enhancement reducing false signals while preserving important trend changes for reliable decision making - Null Value Protection using default values when raw ratio is undefined to ensure continuous smoothed output - Real-Time Updates providing current smoothed Omega values for immediate performance assessment and portfolio monitoring 🎨 Dynamic Performance Visualization System - Performance-Based Color Coding using green for strong performance above upper threshold and red for weak performance below lower threshold - Neutral Zone Display showing gray coloring for performance between thresholds indicating moderate risk-return characteristics - Threshold Reference Lines displaying strong and weak performance boundaries through horizontal dashed lines for clear classification - Dynamic Line Styling using prominent line width for clear trend identification and professional chart presentation - Real-Time Color Adaptation adjusting visualization based on current performance relative to threshold configurations - Professional Chart Integration implementing institutional-grade visual elements for serious portfolio analysis and performance tracking ⚖️ Probability-Weighted Risk Assessment - Gain-to-Loss Ratio Focus measuring probability-weighted performance through cumulative excess returns for comprehensive evaluation - Target Return Benchmarking comparing performance against specific return objectives rather than risk-free rates - Asymmetric Performance Recognition acknowledging different magnitudes of gains versus losses for realistic risk assessment - Statistical Robustness using proper mathematical formulation for reliable probability-weighted return calculation - Performance Classification Framework providing objective strong/weak performance thresholds for systematic portfolio evaluation - Trend Analysis Capability identifying improving or deteriorating risk-return characteristics through smoothed ratio trending 🔍 Advanced Configuration Management - Flexible Source Selection accommodating different price sources for various analysis requirements and asset characteristics - Adaptive Calculation Periods allowing adjustment for different market conditions, volatility regimes, and analysis timeframes - Target Return Customization enabling comparison against specific performance objectives and investment mandates - Smoothing Parameter Control balancing signal clarity versus responsiveness through adjustable EMA periods - Performance Threshold Management setting custom strong and weak performance boundaries for specific strategy requirements - Precision Control Configuration using three decimal places for accurate ratio measurement and detailed performance tracking 📊 Professional Portfolio Analysis Applications - Strategy Performance Evaluation measuring probability-weighted returns for trading strategy assessment and optimization - Portfolio Comparison Analysis comparing multiple strategies or assets using standardized Omega measurements - Risk Management Integration identifying periods of poor risk-return performance for strategy adjustment and improvement - Target Return Achievement tracking performance against specific return objectives for goal-based investment management - Performance Monitoring Framework continuous assessment of strategy effectiveness through smoothed ratio trending and analysis - Institutional-Grade Measurement providing professional portfolio management metrics for serious investment evaluation 🔧 Technical Implementation Excellence [/b> - Mathematical Accuracy implementing proper Omega Ratio formula with correct statistical methodology and calculation precision - Computational Efficiency using optimized loops and calculations for real-time performance measurement and system responsiveness - Error Prevention Framework incorporating comprehensive validation and edge case handling for reliable operation - Memory Management efficient variable usage and calculation methods for optimal indicator performance and resource utilization - Real-Time Processing providing immediate updates with each new bar for current performance assessment and monitoring - Professional Standards Compliance following institutional portfolio analysis methodology for serious risk management applications ✅ Key Takeaways - Advanced Omega Ratio implementation providing probability-weighted risk-return measurement superior to traditional volatility-based metrics - Target return benchmarking enabling performance comparison against specific investment objectives rather than risk-free alternatives - EMA smoothing system reducing market noise while preserving important trend signals for clearer performance interpretation - Dynamic threshold-based visualization providing objective performance classification through color-coded strong/weak boundaries - Professional statistical implementation using proper mathematical methodology for institutional-grade probability-weighted analysis - Flexible configuration options accommodating different analysis requirements, performance targets, and market conditions - Comprehensive portfolio management integration enabling continuous strategy performance monitoring and optimization for superior investment outcomes
Pine Script® göstergesi
PROFABIGHI_CAPITAL tarafından
Volatility Cone Forecaster Lite [PhenLabs]📊 Volatility Cone Forecaster Version: PineScript™v6 📌Description The Volatility Cone Forecaster (VCF) is an advanced indicator designed to provide traders with a forward-looking perspective on market volatility. Instead of merely measuring past price fluctuations, the VCF analyzes historical volatility data to project a statistical “cone” that outlines a probable range for future price movements. Its core purpose is to contextualize the current market environment, helping traders to anticipate potential shifts from low to high volatility periods (and vice versa). By identifying whether volatility is expanding or contracting relative to historical norms, it solves the critical problem of preparing for significant market moves before they happen, offering a clear statistical edge in strategy development. This indicator moves beyond lagging measures by employing percentile analysis to rank the current volatility state. This allows traders to understand not just what volatility is, but how significant it is compared to the recent past. The VCF is built for discretionary traders, system developers, and options strategists who need a sophisticated understanding of market dynamics to manage risk and identify high-probability opportunities. 🚀Points of Innovation Forward-Looking Volatility Projection: Unlike standard indicators that only show historical data, the VCF projects a statistical cone of future volatility. Percentile-Based Regime Analysis: Ranks current volatility against historical data (e.g., 90th, 75th percentiles) to provide objective context. Automated Regime Detection: Automatically identifies and labels the market as being in a ‘High’, ‘Low’, or ‘Normal’ volatility regime. Expansion & Contraction Signals: Clearly indicates whether volatility is currently increasing or decreasing, signaling shifts in market energy. Integrated ATR Comparison: Plots an ATR-equivalent volatility measure to offer a familiar point of reference against the statistical model. Dynamic Visual Modeling: The cone visualization directly on the price chart provides an intuitive guide for future expected price ranges. 🔧Core Components Realized Volatility Engine: Calculates historical volatility using log returns over multiple user-defined lookback periods (short, medium, long) for a comprehensive view. Percentile Analysis Module: A custom function calculates the 10th, 25th, 50th, 75th, and 90th percentiles of volatility over a long-term lookback (e.g., 252 days). Forward Projection Calculator: Uses the calculated volatility percentiles to mathematically derive and draw the upper and lower bounds of the future volatility cone. Volatility Regime Classifier: A logic-based system that compares current volatility to the historical percentile bands to classify the market state. 🔥Key Features Customizable Lookback Periods: Adjust short, medium, and long-term lookbacks to fine-tune the indicator’s sensitivity to different market cycles. Configurable Forward Projection: Set the number of days for the forward cone projection to align with your specific trading horizon. Interactive Display Options: Toggle visibility for percentile labels, ATR levels, and regime coloring to customize the chart display. Data-Rich Information Table: A clean, on-screen table displays all key metrics, including current volatility, percentile rank, regime, and trend. Built-in Alert Conditions: Set alerts for critical events like volatility crossing the 90th percentile, dropping below the 10th, or switching between expansion and contraction. 🎨Visualization Volatility Cone: Shaded bands projected onto the future price axis, representing the probable price range at different statistical confidence levels (e.g., 75th-90th percentile). Color-Coded Volatility Line: The primary volatility plot dynamically changes color (e.g., red for high, green for low) to reflect the current volatility regime, providing instant context. Historical Percentile Bands: Horizontal lines plotted across the indicator pane mark the key percentile levels, showing how current volatility compares to the past. On-Chart Labels: Clear labels automatically display the current volatility reading, its percentile rank, the detected regime, and trend (Expanding/Contracting). 📖Usage Guidelines Setting Categories Short-term Lookback: Default: 10, Range: 5-50. Controls the most sensitive volatility calculation. Medium-term Lookback: Default: 21, Range: 10-100. The primary input for the current volatility reading. Long-term Lookback: Default: 63, Range: 30-252. Provides a baseline for long-term market character. Percentile Lookback Period: Default: 252, Range: 100-1000. Defines the period for historical ranking; 252 represents one trading year. Forward Projection Days: Default: 21, Range: 5-63. Determines how many bars into the future the cone is projected. ✅Best Use Cases Breakout Trading: Identify periods of deep consolidation when volatility falls to low percentile ranks (e.g., below 25th) and begins to expand, signaling a potential breakout. Mean Reversion Strategies: Target trades when volatility reaches extreme high percentile ranks (e.g., above 90th), as these periods are often unsustainable and lead to contraction. Options Strategy: Use the cone’s projected upper and lower bounds to help select strike prices for strategies like iron condors or straddles. Risk Management: Widen stop-losses and reduce position sizes when the indicator signals a transition into a ‘High’ volatility regime. ⚠️Limitations Probabilistic, Not Predictive: The cone represents a statistical probability, not a guarantee of future price action. Extreme, unpredictable news events can drive prices outside the cone. Lagging by Nature: All calculations are based on historical price data, meaning the indicator will always react to, not pre-empt, market changes. Non-Directional: The indicator forecasts the *magnitude* of future moves, not the *direction*. It should be paired with a directional analysis tool. 💡What Makes This Unique Forward Projection: Its primary distinction is projecting a data-driven, statistical forecast of future volatility, which standard oscillators do not do. Contextual Analysis: It doesn’t just provide a number; it tells you what that number means through percentile ranking and automated regime classification. 🔬How It Works 1. Data Calculation: The indicator first calculates the logarithmic returns of the asset’s price. It then computes the annualized standard deviation of these returns over short, medium, and long-term lookback periods to generate realized volatility readings. 2. Percentile Ranking: Using a 252-day lookback, it analyzes the history of the medium-term volatility and determines the values that correspond to the 10th, 25th, 50th, 75th, and 90th percentiles. This builds a statistical map of the asset’s volatility behavior. 3. Cone Projection: Finally, it takes these historical percentile values and projects them forward in time, calculating the potential upper and lower price bounds based on what would happen if volatility were to run at those levels over the next 21 days. 💡Note: The Volatility Cone Forecaster is most effective on daily and weekly charts where statistical volatility models are more reliable. For lower timeframes, consider shortening the lookback periods. Always use this indicator as part of a comprehensive trading plan that includes other forms of analysis.
Pine Script® göstergesi
PhenLabs tarafından