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Playbook Regime &Setups PublicPlaybook (Public) is a market-structure and regime framework designed for intraday traders who want clearer context before taking discretionary entries. It classifies conditions as UP / DOWN / RANGE using EMA alignment and trend strength, then highlights breakout and pullback readiness in the direction of the active regime. A simple confidence score and session context are included to help filter lower-quality conditions. Market regime + setup readiness (breakout/pullback) with confidence & session context. How to use Start with the Regime (UP/DOWN/RANGE). Prioritize trades aligned with the regime. Use Ready / Setup status as a qualification layer, not a standalone entry system. Use Confidence as a filter (higher confidence = stronger trend alignment / separation). If enabled, VWAP bias can be used as an additional directional filter. Notes / limitations Intended for intraday charts and liquid markets. Signals are evaluated on bar close. This script is a framework for context and qualification only. It is not financial advice.
Pine Script® göstergesi
omarsan9063f tarafından
HVP Diario CC/CSPThis HVP Daily CC/CSP indicator is designed for traders seeking consistent income through options selling, transforming daily volatility into a clear, objective, and actionable guide: it shows you exactly when NOT to sell options due to weak premiums, when to take advantage of moderate volatility to safely sell PUTs, and when volatility is high enough to sell CALLs with superior returns. Everything is based on a percentile calculation that compares current volatility with its historical behavior, smoothed to eliminate noise and enhanced with an EMA that reveals the true market trend. If you want to trade with discipline, avoid bad weeks, and maximize your weekly income through simple, visual, and precise signals, this indicator is for you.
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josehernandezvalcarcel tarafından
Price Acceptance MapPrice Acceptance Map Price Acceptance Map is a read-only market context indicator that evaluates whether newly asserted price levels are being accepted, rejected, or remain undefined by subsequent market behavior. Rather than treating trend continuation as confirmation, this indicator frames directional price movement as an attempt to establish a new auction level. That attempt must then be validated or rejected after the fact. The indicator follows three conceptual steps: Environment Qualification Evaluation is permitted only when market structure and volatility conditions are suitable. When these conditions are not met, the indicator intentionally remains silent. Level Assertion Detection Meaningful price expansion beyond recent balance is interpreted as a level claim. Gradual movement may result in no level being defined. Acceptance Verdict Subsequent price behavior determines whether the level is: Accepted (held by the market), Rejected (failed and returned into prior balance), or Undefined (no valid level requiring a verdict). The current state is displayed using a simple, non-interpretive panel: ACCEPTED / LEVEL ACCEPTED NOT ACCEPTED / LEVEL REJECTED UNRESOLVED / LEVEL UNDEFINED Important Notes Indicator only (no signals, no orders) Evaluated on confirmed bar close No intentional repaint or lookahead logic Designed for contextual analysis, not prediction Price Acceptance Map is intended to clarify when the market is making a decision — and when it is not.
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ibotrade tarafından
Dual HTF EMAMulti-timeframe Exponential Moving Average (EMA) indicator plots two separate higher timeframe (HTF) EMAs of your choice. Displays four EMAs per HTF while providing optional background coloring (bullish/bearish). The background coloring occurs when two EMA's cross per HTF. User can select two of the four EMAs to determine the trend direction as they cross creating the background color. User can configure timeframe, EMA lengths, EMA cross and background, source, and visibility; separately for each timeframe. Default lengths are 9, 21, 50, 200 with source as closed and EMA cross background from EMA 1 and EMA 3. Also clear visual distinction using thick solid lines for HTF 1 and thin dashed lines for HTF 2. Uses request.security() with gaps=barmerge.gaps_on to avoid staircase effects on lower timeframes. This script is ideal for multi-timeframe analysis, helping traders align shorter-term price movements with broader trends from higher timeframes without cluttering the chart.
Pine Script® göstergesi
Eightgent7 tarafından
Multi-Timeframe EMA Bundle (576/676/144/169/12)A comprehensive EMA (Exponential Moving Average) indicator combining five key moving averages used by professional traders for trend identification and dynamic support/resistance levels. Included EMAs: EMA 576 & EMA 676 (Blue) — Long-term trend filters commonly used on lower timeframes to represent higher timeframe structure. Acts as major support/resistance zones. EMA 144 & EMA 169 (White) — Mid-term trend indicators derived from Fibonacci numbers. When price respects this zone, it often signals strong trend continuation. EMA 12 (Yellow) — Short-term momentum tracker for entries and exits. Useful for identifying pullback opportunities within the trend.
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dylancui9 tarafından
GLOBAL 3H SCALPING (BTC FILTER)글로벌 멀티 세션 & BTC 필터 고강도 스캘핑 알고리즘 기술 보고서 파인 스크립트 v5의 기술적 패러다임과 알고리즘 트레이딩의 진화 금융 시장의 디지털화가 가속화됨에 따라 개인 트레이더와 기관 투자자 모두 정교한 알고리즘을 활용하여 시장의 비효율성을 포착하려는 시도를 지속하고 있다. 파인 스크립트 v5는 네임스페이스 기반 아키텍처를 도입하여 코드의 가독성과 실행 효율성을 극대화하였습니다. 본 보고서에서는 기존 코드의 구문 오류를 수정하고, 아시아·유럽·미국 세션 및 비트코인(BTC) 커플링 필터를 포함한 최적화된 스크립트를 제공합니다. 🚀 GLOBAL 3H SCALPING (BTC FILTER) 전체 코드 이 코드는 모든 세션(아시아/유럽/미국)의 3시간 골든 아워를 포착하며, 비트코인의 추세가 알트코인과 일치할 때만 신호를 생성하는 '커플링 필터'가 내장된 최종 버전입니다. Pine Script //@version=5 indicator("GLOBAL 3H SCALPING (BTC FILTERED)", overlay=true, max_lines_count=300, max_labels_count=100) //──────────────────── // ⏰ 세션 정의 (한국 시간 KST 기준) //──────────────────── string tz = "Asia/Seoul" string asiaSess = "0900-1200" string euSess = "1600-1900" string usSess = "2300-0200" f_getFocus(sessionStr) => inSess = not na(time(timeframe.period, sessionStr, tz)) start = inSess and not nz(inSess , false) float tfInSec = timeframe.in_seconds() int bars3H = math.max(1, math.round(10800 / tfInSec)) int barsSinceStart = ta.barssince(start) bool focus = inSess and (not na(barsSinceStart) and barsSinceStart < bars3H) focus bool asiaFocus = f_getFocus(asiaSess) bool euFocus = f_getFocus(euSess) bool usFocus = f_getFocus(usSess) bool totalFocus = asiaFocus or euFocus or usFocus bgcolor(asiaFocus? color.new(color.green, 92) : na, title="Asia Focus") bgcolor(euFocus? color.new(color.blue, 92) : na, title="EU Focus") bgcolor(usFocus? color.new(color.red, 92) : na, title="US Focus") //──────────────────── // 🟠 BTC 커플링 필터 (BTC Trend Filter) //──────────────────── // 비트코인의 추세를 실시간으로 가져와 알트코인 매매의 안전장치로 활용함 float btcPrice = request.security("BINANCE:BTCUSDT", timeframe.period, close) float btcEMA = request.security("BINANCE:BTCUSDT", timeframe.period, ta.ema(close, 200)) bool btcBullish = btcPrice > btcEMA bool btcBearish = btcPrice < btcEMA //──────────────────── // 📈 기술적 지표 (Altcoin 자체 지표) //──────────────────── float ema200 = ta.ema(close, 200) plot(ema200, title="EMA200", color=color.new(color.yellow, 0), linewidth=2) float vwapVal = ta.vwap(hlc3) plot(vwapVal, title="VWAP", color=color.new(color.aqua, 0), linewidth=2) float volMA = ta.sma(volume, 20) bool volOK = volume > volMA bool longVWAP = low <= vwapVal and close > vwapVal bool shortVWAP = high >= vwapVal and close < vwapVal //──────────────────── // 🚀 진입 조건 (BTC 필터 통합) //──────────────────── bool longCond = totalFocus and close > ema200 and close > vwapVal and longVWAP and volOK and btcBullish bool shortCond = totalFocus and close < ema200 and close < vwapVal and shortVWAP and volOK and btcBearish plotshape(longCond, title="LONG", location=location.belowbar, style=shape.triangleup, size=size.small, color=color.lime, text="LONG") plotshape(shortCond, title="SHORT", location=location.abovebar, style=shape.triangledown, size=size.small, color=color.red, text="SHORT") //──────────────────── // 🧠 실시간 통합 대시보드 //──────────────────── var label infoLabel = na if barstate.islast label.delete(infoLabel) string sessName = asiaFocus? "ASIA" : euFocus? "EUROPE" : usFocus? "US" : "WAITING" string labelText = "GLOBAL ALGO (BTC FILTERED) 🌍 " + "-------------------------- " + "Active Session: " + sessName + " " + "BTC Trend: " + (btcBullish? "BULLISH 🟢" : "BEARISH 🔴") + " " + "Alt Trend: " + (close > ema200? "BULLISH" : "BEARISH") + " " + "Volume: " + (volOK? "STRONG" : "WEAK") infoLabel := label.new( x = bar_index, y = high, text = labelText, style = label.style_label_left, color = color.new(color.black, 20), textcolor = color.white ) 📘 Comprehensive User Manual (EN/KR) 1. English: Multi-Session & BTC Filtered Scalping Guide Core Philosophy The "Golden Hours" strategy focuses on the first 3 hours of global market openings when volatility and liquidity are at their peak . By filtering altcoin signals with the Bitcoin (BTC) trend, we ensure high-probability entries aligned with the overall market momentum . Session Schedule (Korea Standard Time - KST) The indicator highlights three major trading windows : Asia Focus (Green): 09:00 – 12:00 KST (Tokyo/Seoul opening). Europe Focus (Blue): 16:00 – 19:00 KST (London opening). US Focus (Red): 23:00 – 02:00 KST (New York opening). Trading Rules Long (Buy) Entry Conditions: Zone: Price must be within one of the colored Focus Zones. BTC Filter: BTC must be trading above its EMA 200 (Market Sentiment: Bullish) . Alt Trend: Altcoin price must be above its own EMA 200. Value: Price is above VWAP. Reaction: Candle low touches or dips below VWAP, then closes above it (Pullback) . Volume: Current volume is higher than the 20-period average. Short (Sell) Entry Conditions: Zone: Price must be within one of the colored Focus Zones. BTC Filter: BTC must be trading below its EMA 200 (Market Sentiment: Bearish). Alt Trend: Altcoin price must be below its EMA 200. Value: Price is below VWAP. Reaction: Candle high touches or goes above VWAP, then closes below it (Rejection). Volume: Current volume is higher than the 20-period average. Professional Risk Management 1% Rule: Never risk more than 1% of your total capital on a single trade . Leverage: Use 1x–5x for beginners, and 5x–20x for advanced traders only with tight stop-losses . Stop-Loss: Place stop-losses 0.1%–0.5% away from the entry point or at the most recent swing high/low .
Pine Script® göstergesi
minovsajh tarafından
Monte Carlo Simulation BandsMonte Carlo Simulation v2.4.2 Plots a one-bar-ahead price distribution band built from many simulated paths. The green band shows empirical percentiles of simulated final prices—these are distribution bounds, not a confidence interval of the mean. What It Does Simulates many one-bar price paths using a directional random walk with volatility scaling (uniform shocks, not Gaussian GBM). Plots Mean Forecast, Median Forecast, and configurable percentile bounds (default 5th/95th). Optional rolling HTF-days mean line (yellow) for trend context. Optional labels and forward projection lines. Alerts when the confirmed close breaks above or below the percentile band. Non-Repainting & HTF Behavior (Fail-Closed) All calculations are gated to confirmed bars only via explicit no_repaint_ok gate (barstate.isconfirmed). If you select an HTF Resolution, the script uses a strict request.security(..., lookahead_off, gaps_off) pipeline. If HTF data is unavailable, outputs are na—no silent fallback to chart timeframe. A separate "HTF Alignment (lagged)" plot shows the prior HTF close (htf_price ) as visual proof of no look-ahead. Volatility Source & Scaling If "Use Historical Volatility" is enabled, volatility is estimated from log returns on the selected resolution (HTF if set, otherwise chart). Annualization adapts to session type: Equities: 6.5 hours/day, 252 trading days/year Crypto: 24 hours/day, 365 days/year Substeps increase path smoothness within the same one-bar horizon—they do not extend the forecast to multiple bars. Key Inputs • Prob Up / Prob Down — Must satisfy Prob Up + Prob Down ≤ 1.0. If violated, simulation is skipped and table shows "✗ PROB>1". • # Simulations / # Substeps — Higher = smoother/more stable, but slower. Default 100×100 is a good balance. • Lower/Upper Percentile — Define the band width (e.g., 5 and 95 for a 90% distribution band). • Run On Last Bar Only — Performance mode (recommended). Skips historical computation; updates on each new confirmed bar. • Resolution (HTF) — Leave blank for chart timeframe, or set to Weekly/Monthly for HTF-aligned simulation. • Crypto 24/7 Session? — Enable for crypto markets to use correct annualization (365d, 24h). How to Use (Quickstart) Start with defaults and keep Run On Last Bar Only = true for speed. Set Prob Up and Prob Down so their sum ≤ 1.0 (e.g., 0.5 + 0.5 = 1.0 for neutral). Enable "Use Historical Volatility" and set a Volatility Lookback (e.g., 20 bars) for data-driven vol. Set Resolution (HTF) if you want the model to run on higher timeframe data (e.g., 1W). Expect updates only when a new HTF interval starts. Choose percentiles (e.g., 5 and 95) to define your distribution band width. Enable alerts for "Price Above Upper Percentile" or "Price Below Lower Percentile" to get notified of breakouts. Limitations & Disclosures Forecast horizon is one bar only. Substeps do not create a multi-bar forecast. Model uses uniform shocks with direction chosen from Prob Up/Down. This is not Geometric Brownian Motion (GBM) and is not calibrated to any option-implied distribution. Bounds are percentiles of final simulated prices, not a statistical confidence interval of the mean. HTF mode updates at the start of a new HTF interval (first chart bar where the HTF timestamp changes), so the band appears "step-like" in realtime. Historical volatility requires enough bars for the selected lookback; until then, values may be na. Performance depends on Sims × Substeps; extreme settings (e.g., 500×500) can be slow. This indicator does not predict direction—it shows a probabilistic range based on your inputs.
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actemplet tarafından
The Vector Alignment Matrix (VAM) - Pivot ExitIndicator Description: The Vector Alignment Matrix (VAM) – Pivot Exit Edition The Vector Alignment Matrix (VAM) is an institutional-grade technical analysis tool designed for TradingView. It operates as a trend-following confluence engine, ensuring that lower-timeframe execution only occurs when supported by the "Weight of the Market"—the high-timeframe trend. By automating the "Top-Down Analysis" methodology, VAM removes trader subjectivity and provides a clear, mechanical framework for entries and exits based on market structure. Core Mechanics 1. The Global Matrix (HTF Alignment) The indicator continuously monitors three critical timeframes: the Weekly (W), Daily (D), and 4-Hour (4H). It uses a price-relative-to-range calculation to determine if the trend is Bullish or Bearish. A "Matrix Bias" is established only when at least two of these timeframes agree. This bias acts as a safety switch: if the Matrix is BULLISH, the indicator will ignore all sell signals, and vice versa. 2. Vector Execution (Break of Structure) Once a bias is confirmed, the VAM looks for a Break of Structure (BOS) on the chart you are actively viewing. It identifies significant Pivot Highs and Pivot Lows. A signal is generated when price closes beyond a pivot in the direction of the Matrix Bias. This represents the moment the market "reveals its hand," confirming that the high-timeframe momentum is being absorbed by the lower timeframe. 3. Dynamic Pivot-Targeting (The Exit) Unlike standard indicators that use arbitrary math for targets, the VAM uses Organic Exits. Take Profit (TP): The indicator identifies the previous significant pivot level (resistance for longs, support for shorts) and sets it as the target. Stop Loss (SL): The protective stop is anchored to the most recent opposing pivot, protecting the trade behind a structural barrier.
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day_trade_mind tarafından
MA12 x MA80 Bands Signals - JAMMALMA12 × MA80 Bands Signal – Trend Assistant | Jammal This script provides a clean and simple entry-timing assistant based on the interaction between MA12 and dynamic bands around MA80. It helps visualize potential trend-based entry points with clear and non-intrusive signals. The MA80 bands are fully adjustable, allowing you to customize the sensitivity based on the market and timeframe. Features: Trend-based entry assistance MA12 cross with MA80 dynamic bands Adjustable MA80 bands (user-controlled offset) Clear triangles, labels, and short horizontal levels Works on all markets and all timeframes Helps visualize trend interaction and entry timing Designed for traders who want a simple, clean, and supportive trading tool. Supporting tool only – not a complete trading system. Enjoy and happy trading! Jammal
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Jammal tarafından
SMT Scalping PRO (NQ vs ES)Indicator Description: SMT Scalping PRO (NQ vs ES) SMT Scalping PRO is a specialized technical indicator designed for traders who use Smart Money Technique (SMT) divergences between two symbols — in this case, NQ (Nasdaq 100) and ES (S&P 500). The indicator helps identify potential short-term bullish and bearish market moves by analyzing swing points across both instruments. Key Features: Dual-Symbol Comparison: Tracks the primary symbol and a comparison symbol simultaneously, using their open prices. Swing Detection: Automatically identifies pivot highs and pivot lows based on a user-defined sensitivity setting (Swing Sensitivity), allowing faster or slower response to price swings. SMT Divergence Signals: Detects bullish or bearish divergences when one asset’s swing movement does not align with the other, signaling potential market turning points. Customizable Labels: Shows SMT signals directly on the chart with configurable background color, text color, and label size for easy visualization. Alerts: Optional alerts notify the trader when bullish or bearish SMT conditions occur, helping capture trading opportunities in real time. Inputs: Comparison Symbol: Symbol to compare against (default: ES). Swing Sensitivity: Determines responsiveness of swing detection (lower = faster signals). Label Settings: Enable/disable labels, choose label size and colors. Alerts: Enable or disable real-time alerts for SMT signals. Use Case: Ideal for scalpers and short-term traders who monitor intermarket relationships and want a visual, easy-to-read indication of potential divergence-driven market moves between indices or correlated instruments.
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GatisA tarafından
4
util_overlay_v1What is Lorem Ipsum? Lorem Ipsum is simply dummy text of the printing and typesetting industry. Lorem Ipsum has been the industry's standard dummy text ever since the 1500s, when an unknown printer took a galley of type and scrambled it to make a type specimen book. It has survived not only five centuries, but also the leap into electronic typesetting, remaining essentially unchanged. It was popularised in the 1960s with the release of Letraset sheets containing Lorem Ipsum passages, and more recently with desktop publishing software like Aldus PageMaker including versions of Lorem Ipsum. Why do we use it? It is a long established fact that a reader will be distracted by the readable content of a page when looking at its layout. The point of using Lorem Ipsum is that it has a more-or-less normal distribution of letters, as opposed to using 'Content here, content here', making it look like readable English. Many desktop publishing packages and web page editors now use Lorem Ipsum as their default model text, and a search for 'lorem ipsum' will uncover many web sites still in their infancy. Various versions have evolved over the years, sometimes by accident, sometimes on purpose (injected humour and the like).
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xk7trader2847 tarafından
Band Walk Detector TENKYO [BASIC]1. Abstract: The Computational Resolution of Cognitive Latency This publication presents the findings of the "TENKYO" Research Project , focusing on the algorithmic detection of high-probability volatility breakouts ("Band Walks") on the 15-minute timeframe. Problem Statement: Manual trading suffers from a critical "Cognitive Latency Gap." A trader cannot simultaneously process multi-dimensional variables—volatility expansion rates (derivative of variance), candle morphology (price rejection ratios), and time-weighted liquidity cycles—within the millisecond timeframe required for optimal execution. Solution: This script is not a discretionary indicator but a Hard-Coded Decision Support System . It automates the verification of market conditions using a "Piecewise Constant Parameter Model," offloading the computational burden from the human operator to the CPU. Note: This is a research release for the verification of the TENKYO logic, not a commercial product. 2. Theoretical Framework & Methodology The architecture of this script rejects the standard "Stationary Volatility Assumption" (the idea that market behavior is consistent throughout the day). Instead, it adopts a Time-Segmented Heteroskedasticity Model. A. Temporal Segmentation Logic (The Session Filter) Global forex markets exhibit distinct liquidity profiles based on the active session (London, New York, Tokyo/Sydney). A standard deviation ($\sigma$) that signals a breakout in the Asian session is often mere noise in the London session.To solve this, the script partitions the trading day into four distinct phases ($S_1, S_2, S_3, S_4$) and applies a Dynamic Parameter Matrix: ・ Logic: $P(t) = \{ \text{Length}_i, \text{Mult}_i, \text{Threshold}_i \}$ where $t \in S_i$ ・ Implementation: The script contains an extensive if-else structure that automatically swaps the Lookback Period and Deviation Multiplier based on the timestamp. This allows the algorithm to "tighten" or "loosen" its sensitivity relative to expected market volume. B. Synthetic Execution Modeling (Bid/Ask Simulation) TradingView's default variables (close, high, low) represent mid-market data, which fails to account for the spread cost inherent in execution. ・Correction: This algorithm internally calculates synthetic Bid and Ask prices using a defined spread factor ($\Delta$). ・Formula: $$P_{Ask} = P_{Mid} + (\Delta / 2), \quad P_{Bid} = P_{Mid} - (\Delta / 2)$$ 3. Algorithmic Core: The "TENKYO" Logic The script identifies a "Band Walk" only when three independent layers of logic align perfectly. Layer 1: The Volatility Impulse (Expansion) The primary trigger is not merely price crossing a band, but the acceleration of the Band Width. ・Condition: The algorithm monitors the differential of the Upper and Lower bands. A signal is generated only if the expansion velocity exceeds a predefined Pips threshold (bwGrow_px) specifically tuned for the current session $S_i$. Layer 2: Morphological Rejection Filtering (Wick Analysis) To filter out "Mean Reversion Traps" (False Breakouts), the script analyzes the morphology of the signal candle using a Wick-to-Body Ratio test. ・The Trap: A candle that breaks the band but closes with a long rejection wick indicates exhausted momentum. ・The Filter: Let $R_{wb} = \text{Body} / \text{RejectionWick}$. If $R_{wb} < \text{Threshold}_{Si}$,, the signal is suppressed.This mathematical filter prevents the user from entering trades where the market sentiment has already reversed within the candle's duration.Layer 3: The "Scramble" State (Momentum Continuity) The script introduces a unique state machine called "Scramble." ・Purpose: To detect re-entry opportunities during a high-momentum trend. ・Mechanism: If the market enters an "Endure" state (a pause in expansion) but validates specific continuity conditions (price remains within the $2\sigma$ corridor without violating the trend vector), the algorithm flags a "Scramble" signal. This effectively distinguishes between a "Trend Reversal" and a "Trend Pause." 4. Operational Features & Visual Guide This tool is designed to serve as a rigorous "Filter" for manual trading. ・The "Mushy" Zone: Visualized by a gray fill between bands. This represents a low-kurtosis, mean-reverting market state where trend-following strategies are statistically disadvantageous. The algorithm disables all signals in this zone. ・Secure & Breakeven Visualization: The script projects potential exit points based on Maximum Favorable Excursion (MFE) logic calculated from the entry bar's synthetic price. This assists the user in objective trade management. ・Hard-Coded Optimization: Users will notice that many parameters are locked or preset. This is intentional. These values are derived from extensive backtesting on EURUSD and JPY pairs and serve as the "Control" variables for this research. 5. Conclusion The Band Walk Detector TENKYO is a comprehensive logical framework that integrates time, volatility, and morphology. It denies the simplistic "one-size-fits-all" approach of standard indicators in favor of a granular, session-adaptive model. It provides the trader with a computationally verified "Go/No-Go" signal, bridging the gap between human intuition and algorithmic precision.
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bonno_original tarafından
Options Visualizer: Smart Money Barriers [V6]Options Visualizer: Institutional Barriers & Expected Move The Options Visualizer is analysis tool designed for traders who want to gain an edge by monitoring the "Smart Money" (options market makers and institutional hedgers). This script helps you visualize key option market dynamics directly on your chart, allowing you to see statistical support/resistance levels and massive "walls" of liquidity. Key Features 1. Institutional Walls (Manual Mode) Input high Open Interest (OI) data from exchanges like Deribit or Coinglass. Call Wall (Resistance): The strike price with the highest concentration of Call options. Market makers often defend these levels to prevent paying out buyers. Put Wall (Support): The strike price with the highest concentration of Put options, acting as a "floor" for price action. 2. Auto-Probability Mode (Statistical Barriers) Enable Auto Mode to calculate theoretical barriers based on a 2-Standard Deviation (95% Probability) model. This visualizes the "extreme" ends of market expectations, where a reversal or significant resistance is mathematically likely. 3. Expected Move (68% Range Box) The blue dotted box represents the 1-Standard Deviation (68% probability) move. Historically, 68% of the time, the price at expiration will settle within this range. Staying outside this box signals an "over-extended" market. The Math Behind the Magic The script utilizes the standard Expected Move formula used by professional floor traders: Expected Move = Current Price * (IV / 100) * SquareRoot(Days To Expiry / 365) 68% Probability (The Blue Box): Derived from 1-Standard Deviation (1-Sigma). It assumes a normal distribution of price returns. 95% Probability (Auto Mode Walls): Derived from 2-Standard Deviations (2-Sigma). This covers the vast majority of expected market outcomes, making these levels powerful institutional-grade support and resistance zones. Implied Volatility (IV): Unlike historical volatility, IV represents the market's forward-looking "fear gauge" based on option pricing. How to Use This Tool 1. Setup: Look up the current Implied Volatility (IV) and Max Pain/Open Interest for your asset (use Coinglass or Deribit Metrics). 2. Inputs: Enter the Days Until Expiration (e.g., if monthly options expire this Friday, enter the remaining days). Enter the IV % (e.g., 55 for 55%). 3. Execution: Trend Trading: If price stays within the Blue Box, the trend is "normal." Mean Reversion: If price hits the Call/Put Wall (Red/Green dashed lines), look for exhaustion and potential reversal signals. Breakouts: A sustained candle close outside the 95% Auto Walls suggests a "Black Swan" event or a massive short/gamma squeeze. Why Use This Tool? Traditional indicators (RSI, MACD) look at the past. This tool looks at current market expectations and positioning. By seeing where the "walls" are built, you can significantly improve your risk management and trading edge. MANUAL: Mode 1: Manual Institutional Data (Recommended for Specific Expiries) This mode uses real-world Open Interest (OI) data, offering the most accurate view of where large institutions are actively defending their positions.¨ 🛑 How to use the Manual Mode: 1. Disable the Enable Auto Probability Mode checkbox in the indicator settings. 2. Find the Data: Navigate to specialized crypto options analytics websites: Coinglass Options (Look for "Open Interest by Strike") Deribit Metrics (Look for Max Pain charts) 3. Identify Key Levels & Input them into the script settings: Manual Call Wall Strike: Find the Highest Red Bar on the OI chart. This is the strike price with the most Call options, acting as massive institutional resistance. Manual Put Wall Strike: Find the Highest Green Bar on the OI chart. This is the strike price with the most Put options, acting as a solid price floor (support). Manual Max Pain Level: Locate the value labeled as Max Pain on the source website. This is the price where the most options would expire worthless for buyers. Mode 2: Auto Probability Barriers (Statistical Mode) If you don't want to manually input data, the Auto Mode calculates theoretical barriers based purely on math and volatility, providing highly probable, yet slightly less precise, support/resistance levels. ✅ How to use the Auto Mode: Enable the Enable Auto Probability Mode checkbox in the indicator settings. The script will automatically set the Call/Put Walls at the 2-Standard Deviation (95% probability) range. You still need to update the Implied Volatility (IV) % and Days Until Expiration to ensure the calculations are accurate for today's market conditions.
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mk77777 tarafından
Smart TrendSmart Trend — TradingView Indicator Documentation © 2026 Arup Sarkar Indicator Name: Smart Trend Version: 1.0 What It Does Smart Trend is a trend detection and momentum analysis indicator for TradingView. It identifies high-probability trend flips, strong momentum moves, volatility expansions, and short-term counter-trend signals. It combines: - Current timeframe trend lines (EMA + SMA) - Higher timeframe EMA context (1H + 4H + Daily) - ATR-based dynamic exits - Volume confirmation Smart Trend is designed to: - Detect trend changes early - Confirm momentum strength - Highlight weakening trends before reversals - Keep charts clean and actionable How It Works 1. Trend Detection: Trend Line (EMA21 + SMA50): represents current trend direction 2. Higher Timeframe EMA (HTF EMA 1H): confirms alignment Trend Conditions: - Uptrend: candle closes above trend line and HTF EMA - Downtrend: candle closes below trend line and HTF EMA - Choppy / Flat: neither uptrend nor downtrend 2. Momentum Strength - Calculated using slope of trend line EMA - Candle colors indicate momentum: * Bullish: green, opacity based on strength * Bearish: red, opacity based on strength * Neutral / Choppy: grey 3. Alerts - Smart Trend sends alerts once per confirmed condition on candle close: - Uptrend Flip (U) — 2-candle confirmation, trend turns bullish - Downtrend Flip (D) — 2-candle confirmation, trend turns bearish - Strong Bullish Momentum — trend up + ATR breakout + volume confirmation - Strong Bearish Momentum — trend down + ATR breakout + volume confirmation - Volatility Expansion — ATR rising - Volatility Expansion After Squeeze — breakout after low-volatility period - Counter-Trend Up — short-term uptrend vs HTF downtrend - Counter-Trend Down — short-term downtrend vs HTF uptrend 4. ATR Dynamic Exits - ATR (Average True Range) over last 50 days is used to calculate dynamic stop levels - Plots longExit and shortExit levels - Helps traders manage risk dynamically based on market volatility 5. Visuals - Trend Line: colored by direction (green/red/gray) - Smoothed 4H+1D EMA: thin orange line for higher timeframe context - Labels: “U” for uptrend flips, “D” for downtrend flips - Counter-trend signals: small triangles above/below bars - ATR exit lines: semi-transparent for clean chart Benefits - Detects trend reversals early - Confirms strong momentum moves - Highlights weakening trends using volume and ATR - Provides dynamic exit levels for risk management - Keeps chart clean and readable - Alerts are actionable and trigger once per pattern confirmation Conclusion Smart Trend is an all-in-one trend and momentum tool for traders who want: - Early detection of trend flips - High-probability momentum signals - Volatility-aware trade management - Minimal visual clutter with maximum actionable insights Smart Trend can be combined with support/resistance levels, higher timeframe analysis, and other indicators to increase confidence and improve trade decisions.
Pine Script® göstergesi
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