PCA Regime-Adjusted MomentumSummary
The PCA Regime-Adjusted Momentum (PCA-RAM) is an advanced market analysis tool designed to provide nuanced insights into market momentum and structural stability. It moves beyond traditional indicators by using Principal Component Analysis (PCA) to deconstruct market data into its most essential patterns.
The indicator provides two key pieces of information:
A smoothed momentum signal based on the market's dominant underlying trend.
A dynamic regime filter that gauges the stability and clarity of the market's structure, advising you when to trust or fade the momentum signals.
This allows traders to not only identify potential shifts in momentum but also to understand the context and confidence behind those signals.
Core Concepts & Methodology
The strength of this indicator lies in its sound, data-driven methodology.
1. Principal Component Analysis (PCA)
At its core, the indicator analyzes a rolling window (default 50 periods) of standardized market data (Open, High, Low, Close, and Volume). PCA is a powerful statistical technique that distills this complex, 5-dimensional data into its fundamental, uncorrelated components of variance. We focus on the First Principal Component (PC1), which represents the single most dominant pattern or "theme" driving the market's behavior in the lookback window.
2. The Momentum Signal
Instead of just looking at price, we project the current market data onto this dominant underlying pattern (PC1). This gives us a raw "projection score" that measures how strongly the current bar aligns with the historically dominant market structure. This raw score is then smoothed using two an exponential moving averages (a fast and a slow line) to create a clear, actionable momentum signal, similar in concept to a MACD.
3. The Dynamic Regime Filter
This is arguably the indicator's most powerful feature. It answers the question: "How clear is the current market picture?"
It calculates the Market Concentration Ratio, which is the percentage of total market variance explained by PC1 alone.
A high ratio indicates that the market is moving in a simple, one-dimensional way (e.g., a clear, strong trend).
A low ratio indicates the market is complex, multi-dimensional, and choppy, with no single dominant theme.
Crucially, this filter is dynamic. It compares the current concentration ratio to its own recent average, allowing it to adapt to any asset or timeframe. It automatically learns what "normal" and "choppy" look like for the specific chart you are viewing.
How to Interpret the Indicator
The indicator is displayed in a separate pane with two key visual elements:
The Momentum Lines (White & Gold)
White Line: The "Fast Line," representing the current momentum.
Gold Line: The "Slow Line," acting as the trend confirmation.
Bullish Signal: A crossover of the White Line above the Gold Line suggests a shift to positive momentum.
Bearish Signal: A crossover of the White Line below the Gold Line suggests a shift to negative momentum.
The Regime Filter (Purple & Dark Red Background)
This is your confidence gauge.
Navy Blue Background (High Concentration): The market structure is stable, simple, and trending. Momentum signals are more reliable and should be given higher priority.
Dark Red Background (Low Concentration): The market structure is complex, choppy, or directionless. Momentum signals are unreliable and prone to failure or "whipsaws." This is a signal to be cautious, tighten stops, or potentially stay out of the market.
Potential Trading Strategies
This tool is versatile and can be used in several ways:
1. Primary Signal Strategy
Condition: Wait for the background to turn Purple, confirming a stable, high-confidence regime.
Entry: Take the next crossover signal from the momentum lines (White over Gold for long, White under Gold for short).
Exit/Filter: Consider exiting positions or ignoring new signals when the background turns Navy.
2. As a Confirmation or Filter for Your Existing Strategy
Do you have a trend-following system? Only enable its long and short signals when the PCA-RAM background is Purple.
Do you have a range-trading or mean-reversion system? It might be most effective when the PCA-RAM background is Navy, indicating a lack of a clear trend.
3. Advanced Divergence Analysis
Look for classic divergences between price and the momentum lines. For example, if the price is making a new high, but the Gold Line is making a lower high, it may indicate underlying weakness in the trend, even on a Purple background. This divergence signal is more powerful because it shows that the new price high is not being confirmed by the market's dominant underlying pattern.
Osilatörler
Laplace Momentum Percentile ║ BullVision 🔬 Overview
Laplace Momentum Percentile ║ BullVision is a custom-built trend analysis tool that applies Laplace-inspired smoothing to price action and maps the result to a historical percentile scale. This provides a contextual view of trend intensity, with optional signal refinement using a Kalman filter.
This indicator is designed for traders and analysts seeking a normalized, scale-independent perspective on market behavior. It does not attempt to predict price but instead helps interpret the relative strength or weakness of recent movements.
⚙️ Key Concepts
📉 Laplace-Based Smoothing
The core signal is built using a Laplace-style weighted average, applying an exponential decay to price values over a specified length. This emphasizes recent movements while still accounting for historical context.
🎯 Percentile Mapping
Rather than displaying the raw output, the filtered signal is converted into a percentile rank based on its position within a historical lookback window. This helps normalize interpretation across different assets and timeframes.
🧠 Optional Kalman Filter
For users seeking additional smoothing, a Kalman filter is included. This statistical method updates signal estimates dynamically, helping reduce short-term fluctuations without introducing significant lag.
🔧 User Settings
🔁 Transform Parameters
Transform Parameter (s): Controls the decay rate for Laplace weighting.
Calculation Length: Sets how many candles are used for smoothing.
📊 Percentile Settings
Lookback Period: Defines how far back to calculate the historical percentile ranking.
🧠 Kalman Filter Controls
Enable Kalman Filter: Optional toggle.
Process Noise / Measurement Noise: Adjust the filter’s responsiveness and tolerance to volatility.
🎨 Visual Settings
Show Raw Signal: Optionally display the pre-smoothed percentile value.
Thresholds: Customize upper and lower trend zone boundaries.
📈 Visual Output
Main Line: Smoothed percentile rank, color-coded based on strength.
Raw Line (Optional): The unsmoothed percentile value for comparison.
Trend Zones: Background shading highlights strong upward or downward regimes.
Live Label: Displays current percentile value and trend classification.
🧩 Trend Classification Logic
The indicator segments percentile values into five zones:
Above 80: Strong upward trend
50–80: Mild upward trend
20–50: Neutral zone
0–20: Mild downward trend
Below 0: Strong downward trend
🔍 Use Cases
This tool is intended as a visual and contextual aid for identifying trend regimes, assessing historical momentum strength, or supporting broader confluence-based analysis. It can be used in combination with other tools or frameworks at the discretion of the trader.
⚠️ Important Notes
This script does not provide buy or sell signals.
It is intended for educational and analytical purposes only.
It should be used as part of a broader decision-making process.
Past signal behavior should not be interpreted as indicative of future results.
PRO Trading Averaging Beta(v1)Adaptive Position Scaling
Automatically increases position size during pullbacks using exponential volume scaling (1x, 2x, 4x, etc.). This reduces average entry cost and accelerates breakeven when price reverses.
Multi-Timeframe Confirmation
All indicators operate on a higher timeframe (120 minutes), providing:
Noise-filtered signals
Stronger trend alignment
Reduced false entries
Triple-Layer Entry Logic
Requires simultaneous confluence of:
Custom Bollinger Band penetration
RSI oversold filter (above critical threshold)
Golden cross confirmation (fast MA > slow MA)
Volatility assessment via ATR
Intelligent Exit System
Position closure triggers when either:
Fixed profit target (% of account) is reached
Technical boundary (upper Bollinger Band) is touched
⚙️ Core Mechanics:
graph LR
A --> B
B --> C{Initial Entry: 1% capital}
C --> D
D -->|Yes| E
D -->|No| F
E --> G{Max Averaging Levels?}
G -->|No| D
G -->|Yes| H
F --> I
📊 Implementation Guide:
Capital Configuration
Set initial_capital to your actual account size
Calculate base contract size:
(Account Size × 0.01) / (Instrument Price × Point Value)
Example: $10,000 account → 0.01 BTC futures contracts
Pyramiding Structure
Volume progression per averaging level:
Level 1: 1× (Base volume)
Level 2: 2×
Level 3: 4×
Level 4: 8×
Level 5: 16×
Level 6: 32×
(Max 6 levels configurable in strategy settings)
Custom Entry Variations
Alternative approach for swing captures:
// Enter only at 3rd averaging with 5% capital
if averaging_condition and strategy.opentrades == 2
strategy.entry("SwingEntry", strategy.long, qty=base_order_size*5)
Risk Management Protocol
No traditional stop-loss (replaced by averaging)
Break-even trigger: Manually move to breakeven at +0.5% profit
Max exposure: Capped at 6 averaging levels
Commissions: Pre-configured at 0.1% per trade
⚠️ Critical Risk Disclosures:
"Past Performance ≠ Future Results"
Historical optimization requires continuous forward testing ("Walk Forward" in TV).
Pyramiding Hazards
Exponential volume growth demands:
Minimum 20% free margin buffer
High liquidity instruments (spread < 0.5% of ATR)
Strict per-level risk calculation
Market Regime Dependence
Peak efficiency during:
Strong trends with 2-4% retracements
Assets with ATR > 1.5% of daily range
Avoid ranging/low-volatility conditions
💡 Pro Usage Recommendations:
Position Sizing Formula
For futures: Contracts = (Capital × Risk %) / (Entry Price × Point Value × Stop Distance)
Profit Protection
Close 50% position at 50% profit target, trail remainder
Event Safety
Disable averaging during:
High-impact news events
Exchange outages
Abnormal volume spikes
pie
title Risk Allocation per Level
“First Entry” : 12
“Level 2” : 18
“Level 3” : 25
“Level 4” : 45
ESSENTIAL: This strategy demands strict discipline. Terminate averaging when price action deviates from expected patterns. Always maintain reserve capital exceeding maximum drawdown requirements. Regularly validate strategy performance against current market dynamics.
🔥 Уникальные особенности и ценность:
Адаптивное усреднение
Стратегия автоматически увеличивает позицию при движении против вас, используя экспоненциальное наращивание объема (1x, 2x, 4x и т.д.). Это снижает среднюю цену входа и ускоряет выход в прибыль при развороте.
Мультитаймфреймная фильтрация
Все индикаторы работают на старшем таймфрейме (120 минут), что:
Фильтрует рыночный шум
Обеспечивает более надежные сигналы
Синхронизируется с глобальным трендом
Комбинированный триггер входа
Для активации требуется одновременное выполнение 4 условий:
Пробитие кастомной полосы Боллинджера
Подтверждение тренда (быстрая MA > медленной MA)
Контроль перепроданности (RSI выше критического уровня)
Фильтр волатильности (ATR)
Двойной механизм выхода
Закрытие позиций происходит при:
Достижении целевого уровня прибыли (% от депозита)
Техническом сигнале (касание верхней полосы Боллинджера)
⚙️ Как работает стратегия:
graph TD
A --> B
B --> C{Первый вход: 1% депозита}
C --> D
D -->|Да| E
D -->|Нет| F
E --> G{Достигнут лимит усреднений?}
G -->|Нет| D
G -->|Да| H
F --> I
📊 Как пользоваться:
Стартовые настройки
Base Order Size: Стартовый объем = 1% депозита
(Пример: при $10 000 депозита = 0.01 контракта)
initial_capital: Укажите ваш реальный депозит
Правила пирамидинга
Объем наращивается по схеме:
Уровень 1: 1x (базовый объем)
Уровень 2: 2x
Уровень 3: 4x
Уровень 4: 8x
Уровень 5: 16x
Уровень 6: 32x
РЕКОМЕНДУЕТСЯ Максимум 6 уровней усреднения (настраивается в pyramiding)
Кастомизация входов
Пример модификации для агрессивной тактики:
// Вход только на 3-м усреднении с 5% депозита
if averaging_condition and strategy.opentrades == 2
strategy.entry("BuyAggressive", strategy.long, qty=base_order_size*5)
Можно поставить параметр пираммидинг 1 и получать больше сигналов на младших тайм фреймах
Управление рисками
Стоп-лосс: Не используется (заменен усреднением)
Перевод в безубыток: Активируйте вручную при +0.5%
Максимальная просадка: Рекомендуется Ограничивать 6 уровнями усреднения
Комиссии: Учтены (0.1% от объема сделки)
Критические предупреждения:
"Вчера ≠ Сегодня"
Стратегия оптимизирована под историческую волатильность. Регулярно тестируйте на новых данных (режим "Перед тест" в TV).
Опасность усреднения
Экспоненциальный рост объема требует:
Глубокого расчета риска на уровень
Минимум 20% свободного маржи
Ликвидный инструмент (спред < 0.5% от ATR)
Рыночные условия
Максимальная эффективность в:
Трендовых рынках с коррекциями 2-4%
Инструментах с ATR > дневного диапазона 1.5%
💡 Рекомендации по использованию:
Для фьючерсов: Рассчитайте контракты через (капитал * 0.01) / (цена * пункт_стоимости)
При 50% достижении цели прибыли - закройте 50% позиции
Отключайте усреднение при выходе макро-новостей
pie
title Распределение риска
"Первый вход" : 10
"Уровень 2" : 20
"Уровень 3" : 30
"Уровень 4" : 40
ВАЖНО: Эта стратегия требует дисциплины! Прекращайте усреднение при отклонении рынка от исторических паттернов. Всегда имейте резервный капитал для экстренных случаев.
Strategy Builder With IndicatorsThis strategy script is designed for traders who enjoy building systems using multiple indicators.
Please note: This script does not include any built-in indicators. Instead, it works by referencing the plot outputs of the indicators you’ve already added to your chart.
For example, if you add a MACD and an ATR indicator to your chart, you can assign their plot values as inputs in the settings panel of this strategy.
• MACD as a trigger
• ATR as a filter
How Filters Work
Filters check whether certain conditions are met before a trade can be opened. For instance, if you set a filter like ATR > 30, then no trade will be executed unless that condition is true — even if the trigger fires.
All filters are linked, meaning every active filter must be satisfied for a trade to occur.
How Triggers Work
Triggers are what actually fire a trade signal — such as a moving average crossover or RSI breaking above a specific level. Unlike filters, triggers are independent. Only one active trigger needs to be true for the trade to execute.
Thanks to its modular structure, this strategy can be used with any indicator of your choice.
⸻
Risk Management Features
In the settings, you’ll find flexible options for:
• Stop Loss (SL)
• Trailing Stop Loss (TSL)
• Multi Take-Profit (TP)
These features enhance trade safety and let you tailor your risk management.
SL types available:
• Tick-based SL
• Percent-based SL
• ATR-based SL
Once you select your preferred SL type, you can fine-tune its distance using the offset field.
Trailing SL allows your stop to follow price as it moves in your favor — helping to lock in profits.
Multi-TP lets you take profits at two different levels, helping you secure gains while leaving room for extended moves.
Breakeven option is also available to automatically move your SL to entry after reaching a profit threshold.
⸻
How to Build a Solid Strategy
Let’s break down a good setup into three key components:
1. Trend Filter
Avoid trading against the trend — that’s like swimming against the current.
Use a filter like:
• Supertrend
• Momentum indicators
• Candlestick bias, etc.
Example: In this case, I used Supertrend and filtered for trades only if the price is above the uptrend line.
2. Trigger Condition
Once we confirm the trend is on our side, we need a trigger to execute at the right moment. This can be:
• RSI cross
• Candlestick patterns
• Trendline breaks
• Moving average crossovers, etc.
Example: I used RSI crossing above 50 as the entry trigger.
3. Risk Management
Even in the right trend at the right time — anything can happen. That’s why you should always define Stop Loss and Take Profit levels.
⸻
And there you have it! Your strategy is ready to backtest, refine, and deploy with alerts for live trading.
Questions or suggestions? Feel free to reach out
Commodity Trend Reactor [BigBeluga]
🔵 OVERVIEW
A dynamic trend-following oscillator built around the classic CCI, enhanced with intelligent price tracking and reversal signals.
Commodity Trend Reactor extends the traditional Commodity Channel Index (CCI) by integrating trend-trailing logic and reactive reversal markers. It visualizes trend direction using a trailing stop system and highlights potential exhaustion zones when CCI exceeds extreme thresholds. This dual-level system makes it ideal for both trend confirmation and mean-reversion alerts.
🔵 CONCEPTS
Based on the CCI (Commodity Channel Index) oscillator, which measures deviation from the average price.
Trend bias is determined by whether CCI is above or below user-defined thresholds.
Trailing price bands are used to lock in trend direction visually on the main chart.
Extreme values beyond ±200 are treated as potential reversal zones.
🔵 FEATURES\
CCI-Based Trend Shifts:
Triggers a bullish bias when CCI crosses above the upper threshold, and bearish when it crosses below the lower threshold.
Adaptive Trailing Stops:
In bullish mode, a trailing stop tracks the lowest price; in bearish mode, it tracks the highest.
Top & Bottom Markers:
When CCI surpasses +200 or drops below -200, it plots colored squares both on the oscillator and on price, marking potential reversal zones.
Background Highlights:
Each time a trend shift occurs, the background is softly colored (lime for bullish, orange for bearish) to highlight the change.
🔵 HOW TO USE
Use the oscillator to monitor when CCI crosses above or below threshold values to detect trend activation.
Enter trades in the direction of the trailing band once the trend bias is confirmed.
Watch for +200 and -200 square markers as warnings of potential mean reversals.
Use trailing stop areas as dynamic support/resistance to manage stop loss and exit strategies.
The background color changes offer clean confirmation of trend transitions on chart.
🔵 CONCLUSION
Commodity Trend Reactor transforms the simple CCI into a complete trend-reactive framework. With real-time trailing logic and clear reversal alerts, it serves both momentum traders and contrarian scalpers alike. Whether you’re trading breakouts or anticipating mean reversions, this indicator provides clarity and structure to your decision-making.
Session-Based Sentiment Oscillator [TradeDots]Track, analyze, and monitor market sentiment across global trading sessions with this advanced multi-session sentiment analysis tool. This script provides session-specific sentiment readings for Asian (Tokyo), European (London), and US (New York) markets, combining price action, volume analysis, and volatility factors into a comprehensive sentiment oscillator. It is an original indicator designed to help traders understand regional market psychology and capitalize on cross-session sentiment shifts directly on TradingView.
📝 HOW IT WORKS
1. Multi-Component Sentiment Engine
Price Action Momentum : Calculates normalized price movement relative to recent trading ranges, providing directional sentiment readings.
Volume-Weighted Analysis : When volume data is available, incorporates volume flow direction to validate price-based sentiment signals.
Volatility-Adjusted Factors : Accounts for changing market volatility conditions by comparing current ATR against historical averages.
Weighted Combination : Merges all components using optimized weightings (Price: 1.0, Volume: 0.3, Volatility: 0.2) for balanced sentiment readings.
2. Session-Segregated Tracking
Automatic Session Detection : Precisely identifies active trading sessions based on user-configured time parameters.
Independent Calculations : Maintains separate sentiment accumulation for each major session, updated only during respective active hours.
Historical Preservation : Stores session-specific sentiment values even when sessions are closed, enabling cross-session comparison.
Real-Time Updates : Continuously processes sentiment during active sessions while preserving inactive session data.
3. Cross-Session Transition Analysis
Sentiment Differential Detection : Monitors sentiment changes when transitioning between trading sessions.
Configurable Thresholds : Generates signals only when sentiment shifts exceed user-defined minimum thresholds.
Directional Signals : Provides distinct bullish and bearish transition alerts with visual markers.
Smart Filtering : Applies smoothing algorithms to reduce false signals from minor sentiment variations.
⚙️ KEY FEATURES
1. Session-Specific Dashboard
Real-Time Status Display : Shows current session activity (ACTIVE/CLOSED) for all three major sessions.
Sentiment Percentages : Displays precise sentiment readings as percentages for easy interpretation.
Strength Classification : Automatically categorizes sentiment as HIGH (>50%), MEDIUM (20-50%), or LOW (<20%).
Customizable Positioning : Place dashboard in any corner with adjustable size options.
2. Advanced Signal Generation
Transition Alerts : Triangle markers indicate significant sentiment shifts between sessions.
Extreme Conditions : Diamond markers highlight overbought/oversold threshold breaches.
Configurable Sensitivity : Adjust signal thresholds from 0.05 to 0.50 based on trading style.
Alert Integration : Built-in TradingView alert conditions for automated notifications.
3. Forex Currency Strength Analysis
Base/Quote Decomposition : For forex pairs, separates sentiment into individual currency strength components.
Major Currency Support : Analyzes USD, EUR, GBP, JPY, CHF, CAD, AUD, NZD strength relationships.
Relative Strength Display : Shows which currency is driving pair movement during active sessions.
4. Visual Enhancement System
Session Background Colors : Distinct background shading for each active trading session.
Overbought/Oversold Zones : Configurable extreme sentiment level visualization with colored zones.
Multi-Timeframe Compatibility : Works across all timeframes while maintaining session accuracy.
Customizable Color Schemes : Full color customization for dashboard, signals, and plot elements.
🚀 HOW TO USE IT
1. Add the Script
Search for "Session-Based Sentiment Oscillator " in the Indicators tab or manually add it to your chart. The indicator will appear in a separate pane below your main chart.
2. Configure Session Times
Asian Session : Set Tokyo market hours (default: 00:00-09:00) based on your chart timezone.
European Session : Configure London market hours (default: 07:00-16:00) for European analysis.
US Session : Define New York market hours (default: 13:00-22:00) for American markets.
Timezone Adjustment : Ensure session times match your broker's specifications and account for daylight saving changes.
3. Optimize Analysis Parameters
Sentiment Period : Choose 5-50 bars (default: 14) for sentiment calculation lookback period.
Smoothing Settings : Select 1-10 bars smoothing (default: 3) with SMA, EMA, or RMA options.
Component Selection : Enable/disable volume analysis, price action, and volatility factors based on available data.
Signal Sensitivity : Adjust threshold from 0.05-0.50 (default: 0.15) for transition signal generation.
4. Interpret Readings and Signals
Positive Values : Indicate bullish sentiment for the active session.
Negative Values : Suggest bearish sentiment conditions.
Dashboard Status : Monitor which session is currently active and their respective sentiment strengths.
Transition Signals : Watch for triangle markers indicating significant cross-session sentiment changes.
Extreme Alerts : Note diamond markers when sentiment reaches overbought (>70%) or oversold (<-70%) levels.
5. Set Up Alerts
Configure TradingView alerts for:
- Bullish session transitions
- Bearish session transitions
- Overbought condition alerts
- Oversold condition alerts
❗️LIMITATIONS
1. Data Dependency
Volume Requirements : Volume-based analysis only functions when volume data is provided by your broker. Many forex brokers do not supply reliable volume data.
Price Action Focus : In absence of volume data, sentiment calculations rely primarily on price movement and volatility factors.
2. Session Time Sensitivity
Manual Adjustment Required : Session times must be manually updated for daylight saving time changes.
Broker Variations : Different brokers may have slightly different session definitions requiring time parameter adjustments.
3. Ranging Market Limitations
Trend Bias : Sentiment calculations may be less reliable during extended sideways or low-volatility market conditions.
Lag Consideration : As with all sentiment indicators, readings may lag during rapid market transitions.
4. Regional Market Focus
Major Session Coverage : Designed primarily for major global sessions; may not capture sentiment from smaller regional markets.
Weekend Gaps : Does not account for weekend gap effects on sentiment calculations.
⚠️ RISK DISCLAIMER
Trading and investing carry significant risk and can result in financial loss. The "Session-Based Sentiment Oscillator " is provided for informational and educational purposes only. It does not constitute financial advice.
- Always conduct your own research and analysis
- Use proper risk management and position sizing in all trades
- Past sentiment patterns do not guarantee future market behavior
- Combine this indicator with other technical and fundamental analysis tools
- Consider overall market context and your personal risk tolerance
This script is an original creation by TradeDots, published under the Mozilla Public License 2.0.
Session-based sentiment analysis should be used as part of a comprehensive trading strategy. No single indicator can predict market movements with certainty. Exercise proper risk management and maintain realistic expectations about indicator performance across varying market conditions.
QQQ Strategy v2 ESL | easy-peasy-x This is a strategy optimized for QQQ (and SPY) for the 1H timeframe. It significantly outperforms passive buy-and-hold approach. With settings adjustments, it can be used on various assets like stocks and cryptos and various timeframes, although the default out of the box settings favor QQQ 1H.
The strategy uses various triggers to take both long and short trades. These can be adjusted in settings. If you try a different asset, see what combination of triggers works best for you.
Some of the triggers employ LuxAlgo's Ultimate RSI - shoutout to him for great script, check it out here .
Other triggers are based on custom signed standard deviation - basically the idea is to trade Bollinger Bands expansions (long to the upside, short to the downside) and fade or stay out of contractions.
There are three key moving averages in the strategy - LONG MA, SHORT MA, BASIC MA. Long and Short MAs are guides to eyes on the chart and also act as possible trend filters (adjustable in settings). Basic MA acts as guide to eye and a possible trade trigger (adjustable in settings).
There are a few trend filters the strategy can use - moving average, signed standard deviation, ultimate RSI or none. The filters act as an additional condition on triggers, making the strategy take trades only if both triggers and trend filter allows. That way one can filter out trades with unfavorable risk/reward (for instance, don't long if price is under the MA200). Different trade filters can be used for long and short trades.
The strategy employs various stop loss types, the default of which is a trailing %-based stop loss type. ATR-based stop loss is also available. The default 1.5% trailing stop loss is suitable for leveraged trading.
Lastly, the strategy can trigger take profit orders if certain conditions are met, adjustable in settings. Also, it can hold onto winning trades and exit only after stop out (in which case, consecutive triggers to take other positions will be ignored until stop out).
Let me know if you like it and if you use it, what kind of tweaks would you like to see.
With kind regards,
easy-peasy-x
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.
CVDD Z-ScoreCVDD stands for Cumulative Value Coin Days Destroyed.
Coin Days Destroyed is a term used for bitcoin to identify a value of sorts to UTXO’s (unspent transaction outputs). You can learn more about UTXO’s here. They can be thought of as coins moving between wallets.
int this script you have the option to change the Z-Score length.
Supply In Profit Z-ScoreZ-score of BTC Supply in Profit.
Supply in Profit is an On-Chain BTC indicator that shows the percentage of BTC in profit.
In this indicator you can choose to use a Z-Score or not.
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)
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.
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
Paul_BDT Osc. MACD, ADX, CHOP, RSI & CVD🔧 Overview
Modular multi-oscillator engine designed for actionable and filtered trading signals. It combines the power of MACD, ADX, CHOP, RSI, and CVD, integrates advanced divergence detection, a multi-timeframe dashboard, and a built-in risk management system.
⸻
🚨 Alert System
Alerts are organized by signal type, oscillator used, and timeframe block, with precision controls for filtering and sensitivity.
1. Oscillator Alerts (Osc.)
Triggers ▲ / ▼ triangle markers based on trend momentum shifts detected on the selected oscillator:
• MACD: triggers when histogram crosses 0 with bullish or bearish slope
• ADX: triggers on directional breakout with increasing trend strength
• CHOP: signals trend resumption after choppy market phase
• RSI: breakout from dynamic support/resistance using pivot detection
• CVD: shift in buy/sell pressure based on aggregated volume delta
✅ All signals optionally trigger on bar close only (if enabled)
2. Divergence Alerts (Div.)
Automatic detection of:
• 🔼 Regular Divergences
• Bullish: Lower lows in price, higher lows in oscillator
• Bearish: Higher highs in price, lower highs in oscillator
• 🔁 Hidden Divergences
• Hidden Bullish: Higher lows in price, lower lows in oscillator
• Hidden Bearish: Lower highs in price, higher highs in oscillator
Alert trigger logic:
• Divergences only trigger if confirmed by price action:
→ breakout from wick or close beyond BB/RSI dynamic bands
• Alerts are non-repeating (fires only on signal change)
🔔 divergeUP and divergeDN are fired when divergence AND price condition are met.
3. Reversal Alerts (Rev.)
Strict combo alert:
• reverseUP = divergeUP AND bullish wick breakout
• reverseDN = divergeDN AND bearish wick breakout
🧠 These are high-conviction signals, ideal for swing entries or reversion trades.
📊 Multi-Timeframe Support (4 Blocks)
4 independent blocks:
• Scalp, Intra, Swing, Custom
• Each block accepts 3 sorted timeframes
• You can individually enable:
• Oscillator alerts
• Divergences
• Reversals
Example:
• Scalp: RSI only, no divergence
• Intra: CVD + reversal only
• Swing: MACD + divergence + reversal
Each timeframe is dynamically sorted and shown in a structured dashboard grid (TF01 to TF12), making the multi-timeframe readout seamless.
⸻
⚙️ Additional Features
• Full visual panel with color-coded trend indicators
• Take Profit/Exit Alerts available on a custom timeframe
• Built-in Money Management:
• % or USD risk
• Configurable R/R ratio
• Minimum PnL threshold (filter out low-return setups)
⸻
✅ Best Use Cases
• High-frequency scalping (1s–1min) with real-time oscillator breakouts
• Structured intraday/swing planning using divergence + reversal logic
• Manual backtesting and alert-based discretionary entries
⸻⸻⸻⸻⸻⸻⸻⸻⸻⸻⸻⸻⸻⸻
🧠 Fonctionnalités
• Oscillateurs personnalisables : activez un indicateur à la fois (MACD, ADX, CHOP, RSI, ou CVD) pour une analyse ciblée et lisible.
• Détection des divergences :
• Divergences classiques (bullish/bearish),
• Divergences cachées (hidden bullish/bearish),
• Filtres avancés pour ne détecter que les signaux pertinents (crossover/crossunder + break de mèche).
• Multi-timeframes :
• Jusqu’à 4 blocs configurables (scalp, intra, swing, custom),
• Tri automatique des UT,
• Alertes différenciées par bloc et par type de signal.
• Visualisation modulaire :
• Tableau de synthèse personnalisable, affichant l’état de chaque indicateur par UT,
• Affichage hors graphique ou directement sur le chart,
• Couleurs dynamiques pour les signaux haussiers, baissiers ou neutres.
• Gestion du risque intégrée :
• Paramétrez le risque en % du capital ou en valeur absolue (USD),
• Ratio risk/reward configurable pour filtrer les signaux,
• Seuil de profit minimum (PnL) configurable pour filtrer les signaux.
• Support de volumes agrégés multi-exchange pour CVD : compatible avec les plateformes crypto (BITGET, BINANCE, etc).
⸻
⚙️ Personnalisation
• Choix du type de moyenne mobile (EMA, RMA, VWAP, etc.).
• Activation sélective des signaux (Oscillateur, Divergence, Renversement) pour chaque bloc de timeframes.
⸻
📈 Alertes intégrées
• Compatibles avec les alertes automatiques de TradingView,
• Détection de signaux d’entrée (achat/vente), divergences, renversements,
• Configuration des alertes par type de signal et par timeframe (scalp/intra/swing/custom).
⸻
🔍 Utilisations recommandées
• Scalping haute fréquence (1s à 1min),
• Intraday en multi-UT (5 à 30min),
• Swing trading (1H à 1D),
• Analyse technique avancée sur crypto, indices, forex ou actions.
⸻
📌 Conclusion
Ce script combine précision algorithmique et flexibilité de personnalisation.
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
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.
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.
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.
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.
Malama's 3 AmigosThe "Malama's 3 Amigos" is an original script that combines several well-known technical indicators, including MACD, RSI, and wave trend analysis, to create a robust trading signal generator. The integration of these components allows for a more nuanced understanding of market dynamics:
MACD and RSI: These indicators provide insights into momentum and trend direction, helping to identify potential reversals or continuations.
Wave Trend Analysis: This component adds a layer of volatility assessment, allowing traders to gauge overbought and oversold conditions.
Volume Filtering: By incorporating volume analysis, the script ensures that signals are validated by market participation, reducing the likelihood of false signals.
This script stands out from public open-source alternatives by offering a unique combination of trend meters and wave trend analysis, tailored for traders seeking a comprehensive dashboard for market analysis.
Detailed Methodology ("How It Works")
Core Logic
Wave Trend Calculation: The script employs a wave trend calculation that utilizes exponential moving averages (EMAs) to assess price momentum. The wave trend indicator generates two lines, which are used to identify potential bullish and bearish conditions based on crossovers and overbought/oversold levels.
Trend Meter Signals: The script features three customizable trend meters that can be set to various configurations (e.g., MACD crossovers, RSI conditions). Each trend meter evaluates market conditions and provides a bullish or bearish signal based on the selected method.
Signal Generation:
Long Entry Signal: A long signal is generated when all three trend meters indicate bullish conditions, the wave trend shows a bullish crossover, the RSI delta is above a specified threshold, and the price is above a defined moving average.
Short Entry Signal: Conversely, a short signal is triggered when all trend meters indicate bearish conditions, the wave trend shows a bearish crossover, the RSI delta is below a specified threshold, and the price is below a defined moving average.
Signal Strength Calculation: The script calculates the strength of the generated signals by summing the number of bullish or bearish conditions met. This provides traders with a clear indication of the reliability of the signal.
Backtesting and Probability Features
The script does not include built-in backtesting features; however, traders can manually backtest the signals generated by the indicator. It is recommended to consider realistic trading conditions, including commission, slippage, and risk management parameters, when evaluating the effectiveness of the signals.
Strategy Results and Risk Management
The "Malama's 3 Amigos" indicator does not inherently include backtesting capabilities, but traders are encouraged to apply the following assumptions for effective risk management:
Commission and Slippage: Traders should account for realistic trading costs when evaluating performance.
Account Sizing: It is advisable to limit risk to 5-10% of equity per trade.
Trade Frequency: A sufficient number of trades should be executed to validate the strategy's effectiveness.
Default Settings
The default settings are designed to provide a balanced approach to trading. Traders can customize parameters such as lookback periods for moving averages and volume filters to suit their trading style.
User Settings and Customization
The script includes several user-customizable inputs:
Trend Meter Selections: Traders can choose from various trend meter configurations to tailor the indicator to their preferences.
Volume Filter: Users can enable or disable volume filtering and set the lookback period for volume analysis.
RSI Delta Threshold: This parameter allows traders to define the sensitivity of the RSI delta condition for signal generation.
Moving Average Types and Lengths: Traders can select between Simple Moving Averages (SMA) and Exponential Moving Averages (EMA) and adjust their lengths.
These settings influence the behavior of the indicator and the signals generated, allowing for a personalized trading experience.
Visualizations and Chart Setup
The "Malama's 3 Amigos" indicator plots several key elements on the chart:
Wave Trend Lines: Two wave trend lines are displayed, with color coding to indicate bullish (green) and bearish (red) conditions.
Signal Markers: Buy (green triangle) and sell (red triangle) signals are plotted on the chart to indicate potential entry points.
Info Panel: An information panel can be displayed on the chart, providing real-time updates on the status of trend meters, wave trend conditions, and entry signals.
The visual elements are designed to be clear and concise, ensuring that traders can quickly interpret the information presented.
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.
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
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.
