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Clock&Flow – Market Pulse IndicatorClock&Flow – Market Pulse Indicator 1) General Purpose The Market Pulse Indicator is designed to visualize the strength and direction of market flow in a clear, intuitive way. Unlike common volume or momentum indicators, it blends three essential dimensions — price velocity, normalized volume, and volatility (ATR) — to highlight when market pressure is truly meaningful. It helps identify genuine liquidity inflows/outflows, potential exhaustion zones, and moments of compression or expansion within the price structure. 2) Data Sources All data is directly taken from the current chart’s feed on TradingView: Price (close): to measure relative price change. Volume: to detect the intensity of market participation (normalized to average). ATR (Average True Range): to evaluate volatility relative to price levels. No external data or off-platform sources are used. 3) Logic and Calculation Steps Price Velocity: calculates the percentage change between the current close and the close N bars ago. priceChange = (close - close ) / close Normalized Volume: compares current volume to its moving average over the same period. volNorm = volume / sma(volume, length) Normalized Volatility: ATR divided by price to adjust for instrument scale. atrNorm = atr(length) / close Combination : multiplies the three components into one raw value that represents market pulse intensity. rawPulse = priceChange * volNorm * (1 + atrNorm) Smoothing: a moving average (smoothLen) is applied to create a cleaner and more readable oscillator line. flowPulse = sma(rawPulse * multiplier, smoothLen) 4) Parameters (Default Settings) length (20): analysis period for price change, volume, and ATR. smoothLen (5): smoothing factor; higher values reduce noise. multiplier (100): scales the output for readability; adjust to fit chart scale. 5) How to Read the Indicator Market Pulse > 0 (green): net inflow of liquidity; buying pressure dominates. Market Pulse < 0 (red): net outflow of liquidity; selling pressure dominates. Near 0: neutral phase; market balance or consolidation. Sudden peaks: strong bursts of flow — often coincide with news releases or session overlaps. Confirmations: use as a second-level filter before entering trades or to confirm momentum behind a breakout. 6) Divergences Divergences between price and Market Pulse are key signals of weakening flow strength: Bullish divergence: price forms lower lows while Market Pulse forms higher lows → selling pressure is fading; potential reversal or bounce. Bearish divergence: price forms higher highs while Market Pulse fails to confirm → buying momentum is losing strength; potential correction ahead. For reliability, look for divergences on higher timeframes (H4, Daily). On lower timeframes, treat them as early warnings. 7) Typical Use Cases Breakout confirmation: price breaks resistance with a rising Market Pulse → confirms genuine participation. False signal filter: price breaks a level but Market Pulse remains flat/negative → likely fake breakout. Pullback entry: after a breakout, wait for a short retracement and a new positive pulse → safer entry point. Exit signal: if you’re long and Market Pulse suddenly turns negative with strong volume → consider partial exit or tighter stops. 8) Recommended Timeframes Intraday / Scalping: 5–30 min charts with length 10–14, smoothLen 3–5. Swing trading: 1h–4h charts with length 20–50. Position trading: Daily charts with larger length (50–100) for smoother data. Always optimize parameters to the specific asset — there are no universal settings. 9) Limitations This indicator is not a trading system — it’s a decision-support tool. Results depend on the quality of the volume data available for the symbol. Performance and sensitivity are influenced by length, smoothing, and multiplier values — always test before live trading. Use alongside sound risk and money management. 10) Disclaimer This script is provided for educational purposes only and does not constitute financial advice. Trading and investing involve significant risk, including the potential loss of capital. Always test indicators in simulation environments and make independent decisions based on your own analysis and risk tolerance. Italiano 1) Scopo generale Flow Pulse è un oscillatore pensato per visualizzare la forza e la direzione del flusso di mercato in modo immediato. Non è un semplice indicatore di volume né una copia di RSI/MACD: combina tre dimensioni fondamentali — variazione di prezzo, volume normalizzato e volatilità — per mettere in evidenza i momenti in cui la pressione dei partecipanti è realmente significativa. È ideale per identificare: entrate guidate da flussi reali, potenziali esaurimenti, momenti di compressione/espansione del movimento e segnali di conferma per breakout o rimbalzi. 2) Dati utilizzati L’indicatore usa esclusivamente dati disponibili sulla piattaforma TradingView del grafico corrente: price (close) — per calcolare la variazione percentuale del prezzo; volume per misurare l’intensità degli scambi (normalizzato su media); ATR (Average True Range) — per normalizzare la volatilità rispetto al prezzo; Tutti i feed (prezzo e volume) sono quelli forniti dall’exchange/fornitore dati collegato al simbolo sul grafico. 3) Logica e passaggi di calcolo Velocità del prezzo: calcolo della variazione percentuale tra la chiusura corrente e la chiusura N barre fa: priceChange = (close - close ) / close — misura la direzione e magnitudine del movimento in termine relativo. Volume normalizzato: rapporto tra il volume corrente e la media mobile semplice del volume su length barre: volNorm = volume / sma(volume, length) — evidenzia volumi anomali rispetto alla media. Volatilità normalizzata (ATR): rapporto ATR/close per rendere la volatilità comparabile across price levels: atrNorm = atr(length) / close Combinazione: il prodotto di questi fattori (con un piccolo offset su ATR) genera un valore grezzo: rawPulse = priceChange * volNorm * (1 + atrNorm) — se priceChange e volNorm sono positivi e l’ATR è presente, il rawPulse sarà significativamente positivo. Smoothing: media mobile semplice (SMA) applicata al rawPulse e moltiplicazione per un fattore scalare (multiplier) per portare il range su livelli leggibili: flowPulse = sma(rawPulse * multiplier, smoothLen) 4) Parametri esposti (default consigliati) length (periodo analisi) — default 20: influenza calcolo Δ% e media volumi; allunga la finestra storica. smoothLen (smussamento) — default 5: smoothing del segnale per ridurre rumore. multiplier — default 100: fattore di scala per rendere l’oscillatore più leggibile. 5) Interpretazione pratica dei valori FlowPulse > 0 (verde): predominanza di flusso d’ingresso — pressione d’acquisto. Maggiore il valore, più forte la convinzione (volume + movimento + volatilità). FlowPulse < 0 (rosso): predominanza di flusso in uscita — pressione di vendita. Vicino a 0: assenza di flussi netti chiari; mercato piatto o bilanciato. Picchi repentini: indicano accelerate di flusso — spesso coincidono con rotture, open/close session, news. Sostegno al trade: usa FlowPulse come conferma prima di entrare su breakout o come avviso di attenzione su esaurimenti. 6) Divergenze (come leggerle) Le divergenze tra prezzo e FlowPulse sono segnali importanti: Divergenza rialzista (bullish divergence): prezzo fa nuovi minimi mentre FlowPulse non fa nuovi minimi (o forma minimo relativo più alto) → indica che la spinta di vendita non è supportata da volume/volatilità, possibile inversione/rimbalzo. Divergenza ribassista (bearish divergence): prezzo fa nuovi massimi mentre FlowPulse non li conferma (o forma massimo relativo più basso) → la spinta d’acquisto è “debole”, possibile esaurimento e inversione. Note pratiche: cercare divergenze su timeframe maggiori (H4, D) per maggiore attendibilità; sui timeframe minori prendere solo come early warning. 7) Esempi d’uso operativo Conferma breakout: prezzo rompe resistenza + FlowPulse positivo e crescente → breakout più probabile e con volumi reali. Filtro per falsi segnali: prezzo rompe ma FlowPulse è piatto/negativo → alto rischio di false breakout. Entrata per pullback: dopo breakout, attendere un pullback con FlowPulse che torna positivo → ingresso più prudente. Gestione delle uscite: se sei long e FlowPulse improvvisamente si inverte in negativo su volumi elevati → considerare riduzione posizione o stop. 8) Timeframe consigliati Intraday / Scalping: M5–M30 con length ridotto (es. 10–14) e smoothLen piccolo. Swing trading: H1–H4 con length 20–50. Position trading: D1 con length maggiore per filtrare rumore. Testa i parametri sul tuo asset e timeframe; nessun parametro è universale. 9) Limitazioni e avvertenze L’indicatore non è un sistema di trading completo: è un tool di informazione e timing. Dipende dalla qualità dei dati di volume del simbolo: su alcuni titoli/mercati (es. alcuni ETF, Forex su certi broker) il volume può essere parziale o non rappresentativo. I valori di margine/multiplier e smoothing influenzano sensibilmente sensibilità e falsi segnali: backtest e ottimizzazione sono raccomandati. Non usare il solo FlowPulse per entrare su leva elevata senza gestione del rischio12) Disclaimer da inserire Disclaimer: Questo indicatore è fornito solo a scopo didattico e non costituisce consulenza finanziaria. L’uso comporta rischi: valuta sempre la gestione del rischio e testa su conto demo prima dell’applicazione in reale.
Pine Script® göstergesi
JoMerende tarafından
1
For Albert**Strategy Name:** Agile Marketing Strategy **Description:** The Agile Marketing Strategy is a flexible and iterative approach to marketing that emphasizes rapid experimentation, customer feedback, and continuous improvement. This strategy enables marketers to adapt quickly to changing market conditions and customer needs, ensuring that marketing efforts remain relevant and effective. **Key Principles:** 1. **Iterative Planning:** marketing activities are planned in short sprints, allowing for regular reassessment and adjustment of goals. 2. **Cross-Functional Teams:** collaboration between different departments (e.g., sales, product development, customer service) is encouraged to ensure a holistic approach to marketing. 3. **Data-Driven Decision Making:** decisions are based on real-time data and customer insights, enabling marketers to optimize their efforts for maximum impact. 4. **Continuous Learning:** the strategy promotes a culture of learning and experimentation, where marketers can test new ideas and learn from failures. 5. **Customer-Centric Approach:** understanding and meeting customer needs is prioritized through regular feedback and iterative improvements. **Benefits:** - **Increased Efficiency:** by focusing on iterative and incremental improvements, marketers can achieve better results with fewer resources. - **Enhanced Customer Satisfaction:** a customer-centric approach helps to build stronger relationships and drive customer loyalty. - **Faster Response to Market Changes:** the ability to quickly adapt to market trends and customer preferences ensures that marketing efforts remain effective. - **Improved Collaboration:** cross-functional teams foster better communication and collaboration across departments. - **Greater Innovation:** a culture of experimentation encourages marketers to explore new ideas and innovations.
Pine Script® stratejisi
mtmy tarafından
Close-Only Market StructureDYOR NFA Function of the Close-Only Market Structure Script The script is a custom indicator designed to display the market's structural trend based only on closing prices, ignoring price wicks (highs and lows) to focus on conviction. pivotLengthInt Input: This user setting controls the sensitivity of the structure detection. It determines how many bars to look left and right to define a swing point (e.g., a setting of 5 means a bar's close must be the highest/lowest of the 5 preceding and 5 succeeding bars). Swing Point Identification (SH/SL): It uses the ta.pivothigh() and ta.pivotlow() functions on the close price series to define Swing Highs (SH) and Swing Lows (SL). Structure Tracking (structureType): It compares the most recent confirmed SH and SL against the immediately preceding ones (prevSH and prevSL) to classify the trend as one of the following four states: HH (Higher High, Higher Low): Strong Uptrend LL (Lower High, Lower Low): Strong Downtrend HL/LH: Complex structure, consolidation, or reversal zones. Structure Lines: It plots two continuous stepped lines (lastSH and lastSL) that hold the price of the most recent confirmed swing points, visually defining the current structure boundaries. BOS Detection (Break of Structure): It identifies and plots a marker (BOS) when the current bar's close definitively breaks (closes above) the lastSH or closes below the lastSL, signaling a continuation of the trend or a major structural change. Visual Confirmation: Plots small SH/SL labels at the confirmed swing points. Plots small HH/HL/LH/LL labels at the swing points to show the confirmed structural state. Applies a light background color (green for bullish/ranging-up, red for bearish/ranging-down) for an at-a-glance view of the bias. Alerts: It provides conditions for setting up notifications when a Bullish BOS or Bearish BOS occurs. 🚀 How to Use the Script Open TradingView: Go to the chart where you want to apply the indicator. Open Pine Editor: Click the Pine Editor tab at the bottom of the screen. Paste and Save: Copy the final, corrected Pine Script code. Delete any existing code in the editor and paste the new code. Click the Save button (or name the script) and then click Add to Chart. Adjust Settings: On the chart, hover over the indicator name ("Close-MS v6") and click the Gear Icon (Settings). Pivot Lookback (L&R): Change this value to adjust sensitivity: Smaller number (e.g., 3): More swings detected, structure changes faster, more noise. Larger number (e.g., 10): Fewer swings detected, structure is more significant, less noise (recommended for higher timeframes). Interpret the Chart: The Red Stepped Line shows your current resistance (SH). The Green Stepped Line shows your current support (SL). Green Background: General bullish bias (making Higher Highs/Lows). Red Background: General bearish bias (making Lower Highs/Lows). BOS Triangle: Signals that the price has closed and validated a break of the previous structural high or low. Set Alerts (Optional): Click the Alert button (bell icon) on the TradingView toolbar. Set the Condition to the indicator ("Close-MS v6"). Select the specific Alert Condition you want to monitor (e.g., "Bullish BOS" or "Bearish BOS").
Pine Script® göstergesi
hushedDiamond97573 tarafından
nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Pine Script® stratejisi
RezzoRedPriest tarafından
5m Hammer Detector Pro (Clean View)//@version=5 indicator("5m Hammer Detector Pro (Clean View)", overlay=true) // ===== Inputs ===== tf_detect = input.timeframe("5", "Detection timeframe (keep 5 for 5-min)") min_lower_to_body = input.float(2.0, "Min lower-wick / body ratio", step=0.1) max_upper_to_body = input.float(0.5, "Max upper-wick / body ratio", step=0.1) max_body_to_range = input.float(0.30, "Max body / total-range ratio", step=0.01) min_lower_to_range = input.float(0.45, "Min lower-wick / total-range ratio", step=0.01) use_bullish_only = input.bool(true, "Only bullish hammer (close > open)?") vol_mult = input.float(1.5, "Volume threshold multiplier (x avg volume)", step=0.1) confirm_next_candle = input.bool(true, "Require next bullish candle for confirmation?") // ===== Hammer Logic ===== f_is_hammer(o, h, l, c) => body = math.abs(c - o) lower = math.min(o, c) - l upper = h - math.max(o, c) rng = h - l body := body == 0 ? 0.0000001 : body rng := rng == 0 ? 0.0000001 : rng cond1 = (lower / body) >= min_lower_to_body cond2 = (upper / body) <= max_upper_to_body cond3 = (body / rng) <= max_body_to_range cond4 = (lower / rng) >= min_lower_to_range cond5 = use_bullish_only ? (c > o) : true cond1 and cond2 and cond3 and cond4 and cond5 // ===== 5-Min Data ===== = request.security(syminfo.tickerid, tf_detect, ) vol_avg = ta.sma(rv, 20) vol_ok = rv > (vol_avg * vol_mult) hammer_raw = f_is_hammer(ro, rh, rl, rc) hammer_with_vol = hammer_raw and vol_ok = request.security(syminfo.tickerid, tf_detect, [open , high , low , close ]) confirmed = confirm_next_candle ? (hammer_with_vol and rc > ro and nc > rh) : hammer_with_vol new_candle_5m = ta.change(rc) != 0 hammer_final = confirmed and new_candle_5m // ===== Plot hammer mark only ===== plotshape(hammer_final, title="Hammer Signal", location=location.belowbar, style=shape.labelup, text="✅ HAMMER 5m", color=color.new(color.green, 0), textcolor=color.white, size=size.tiny) bgcolor(hammer_final ? color.new(color.green, 85) : na) // ===== Alert ===== alertcondition(hammer_final, title="5m Hammer Confirmed Alert", message="🔥 {{ticker}} | 5m Confirmed Hammer at {{time}} | Vol OK | Close: {{close}}")
Pine Script® göstergesi
bagish123 tarafından
TTM Squeeze MTF DashboardThis indicator is a multi-timeframe (MTF) powerhouse for spotting breakout trades: It blends TTM Squeeze volatility, momentum oscillator (MOM), EMA trend stacks, MACD histogram expansion, and a "Green Count" (GC) tracker for post-squeeze timing. Perfect for day traders hunting confluence across TFs (e.g., 5m/15m/1H) to enter longs on lower timeframes (LTF) when signals align bullish.1. Quick OverviewCore Features:Dashboard Table: Real-time status for 3 user-defined TFs (defaults: 5m, 15m, 1H). Rows: MOM (momentum), EMA (trend stack), MACD (histogram expansion), SQZ (volatility), GC (breakout counter), + optional GC MOM. Plots: MOM histogram + GC line below price for visual confirmation. Alerts: Triggers on full bullish/bearish alignment (positive/negative MOM + EMA stack + GC ≤3). Edge: Filters noise with MTF alignment—wait for the table to "light up" (2+ TFs green/aqua) for high-conviction entries. Best Use: Liquid markets (stocks, forex, crypto). Chart on LTF (e.g., 5m) for entries, use HTF for bias. 2. Installation & AccessOpen TradingView > Load a chart (e.g., AAPL on 5m). Click Indicators (top toolbar) > Search "TTM Squeeze MTF Dashboard". Add to chart—table appears top-right (customizable). Pro Tip: Pin to favorites for quick access. Save chart layouts to preserve settings. If editing: Right-click indicator > "Edit Pine Script" (open-source code available).3. Customizing SettingsGear icon (next to indicator name) > Adjust groups:Multi-Timeframe SettingsTF1/2/3: Set your scales (e.g., 1m/5m/15m for scalps; 15m/1H/4H for swings). EMA SettingsLengths: 8/21/55/200 (Fib-tuned for trend). Colors: Green (bull stack), Red (bear), Gray (neutral). MACD SettingsLengths: 12/26/9 (standard). Colors: Green (up-expansion: bull building), Red (down: bear building), Gray (retracting: pause). Table Colors & DisplayGC Colors: Customize highlights for low GC + momentum. Histogram Color: MOM shades (aqua/blue positive; red/yellow negative). Squeeze Dot Color: Green (no squeeze), Black (low), Red/Orange (compression). Toggles: Show/hide rows (e.g., disable SQZ for cleaner view). Position/Size: Top-right default; tweak text color/size. OtherSqueeze Length: 20 (BB/KC base). Multipliers: BB=2.0, KC=1.0/1.5/2.0 (vol bands). Hit OK—updates live. Defaults work great out-of-box.4. Reading the Table5 columns: Label | TF1 | TF2 | TF3 | Spacer. Colors = signals; text = TF labels or GC numbers. Default order: MOM > EMA > MACD > SQZ > GC MOM > GC.Row Purpose Bullish (Green/Aqua) Bearish (Red/Yellow) Neutral (Gray) MOM Momentum flow. Aqua (rising positive: strong bull). Blue (falling positive: bull slowing). Red (rising negative: bear easing). Yellow (falling negative: deep bear). N/A. EMA Trend stack (short > long EMAs). Green: Ascending (with trend). Red: Descending (against). Mixed. MACD Histogram expansion. Green: Positive & growing (momentum surge). Red: Negative & shrinking (bear surge). Flat/retracting (avoid). SQZ Volatility compression. Green: No squeeze (expanding). Black: Low (mild coil). N/A. Red: Medium. Orange: High (wait). GC MOM (Opt.) GC ≤3 + positive MOM. Aqua/Blue: Entry sweet spot. N/A. No match. GC Bars since last red squeeze. MOM color if ≤3 (breakout now!). Text: Count (e.g., "2"). N/A. >3 (wait). Bullish Light-Up: 2+ TFs green/aqua on MOM/EMA/MACD + SQZ green/black + GC ≤3 = Long setup.5. Chart PlotsMOM Histogram: Colored bars (aqua = buy pressure)—confirms table. GC Line: Purple, rising from 0—≤3 signals volatility release. 6. Alerts SetupRight-click chart > Add Alert > Select indicator. Pick: "Bullish Alignment TF1" (e.g., for 5m). Message: "Long {{ticker}}—MOM+/EMA Up/GC≤3 on TF1!" Once Per Bar to avoid noise. Bullish: Positive MOM + up EMA + low GC (long entry). Bearish: Negative MOM + down EMA + low GC (short). 7. Trading FrameworkBias Check: HTF EMA green + SQZ release. Confluence: Table aligns bullish (alert fires). LTF Entry: On 5m, buy close above EMA8 (or dip to it). SL below swing low (1-2% risk). Manage: Trail on MACD gray or GC reset. TP: 1.5-2:1 RR. Avoid: Choppy news; <2 TF alignment. Example: Alert on TF2 (15m). Switch to 5m: MOM aqua, price bounces EMA—long.Backtest Tip: Convert to strategy script for stats (55-65% win rate on aligns).
Pine Script® göstergesi
ChartSmartTrading tarafından
Volume growthVolume Spike vs Previous Day Description: This indicator highlights moments of unusually high trading activity by comparing the current bar’s volume to the previous one. Whenever the current volume exceeds the previous bar’s volume by a specified multiple, the candle is highlighted, and a visual marker appears on the chart. It’s a simple yet powerful tool to instantly spot sudden spikes in market participation — often signaling key moments of accumulation, distribution, or breaking news activity. How it works: Compares the current volume to the previous bar’s volume. If the increase exceeds your chosen multiplier (for example, 10×), the bar is highlighted. A green “VOL↑” marker is displayed below the bar for quick visual recognition. Optional alert conditions allow you to get notified whenever a spike occurs. Inputs: Multiplier — sets how many times larger the current volume must be compared to the previous one (default: 10). Best for: Spotting sudden surges in interest or liquidity. Identifying potential breakout or reversal zones. Works on any asset and any timeframe.
Pine Script® göstergesi
mnsavin tarafından
1
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system. Core Framework VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection. vPOC per bar by ruckard () Anchored Volume Profile by DGT () CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine ) cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment. TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence). Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation. Usage Context Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior. 🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
Pine Script® göstergesi
poopsnag tarafından
cPOC 2 DayIt’s perfect for your 2-Day cPOC since: It derives from volume distribution data. It highlights market structure, value area, and composite volume behavior. Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here. Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones. If your cPOC script is part of a broader system: Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs. Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from. Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
Pine Script® göstergesi
poopsnag tarafından
🚀 DocBrown PRO Edition V14++(Institutional Level - Open Source - 1 month Development - Live Testing) 🚀 DocBrown PRO Edition V14++ Author: Jesús Nicolás Astorga Telegram: @jesus_nicolas_astorga Origin: Junín – Mendoza – Argentina DocBrown PRO Edition V14++ is an institutional-level, adaptive trend-following strategy designed for precision and stability across crypto, forex, and index markets. It was developed with a scientific and systematic approach, merging volatility modeling, risk control, and market structure detection into one unified algorithm. The result is a robust system capable of adapting to any market condition while maintaining discipline and safety. This version represents the evolution of the SuperTrader Pro framework, built to detect strong directional moves, avoid range traps, and manage trades with intelligent automation. It is optimized for high-quality entries, precise exits, and adaptive protection that minimizes drawdowns while allowing full trend exploitation. The strategy integrates several cooperative subsystems that work together in real time: Adaptive Regime Filter: Detects trending versus ranging conditions using ADX, Bollinger Band Width, and EMA slope normalized by ATR. Dynamic Support and Resistance System: Identifies real-time S/R levels and automatically adjusts take-profit targets or triggers trailing after confirmed breakouts. Derivative Anti-Loss Engine: Calculates multi-level price derivatives to identify adverse momentum and micro-reversals before they expand. Volatility Adaptive Trailing Stop (VATS): A fully automatic volatility-based stop-loss that reacts dynamically to expansion and contraction phases. ATR Dynamic Stop System: A classic trailing ATR layer, giving additional flexibility and control for long-term trade management. Counter-Trend Logic: Detects exhaustion phases and closes positions when the trend shows weakening momentum, using derivative and volatility confirmation. Drawdown Rescue Mechanism: Follows retracement bounces inside losing trades, exiting only when recovery strength is lost. Bracket Protection System: Provides exchange-level safety by placing hard stop and limit orders to prevent liquidation events. Technically, the strategy uses multiple EMA packs (5/13/21, 8/21/50, or 13/34/89), derivative and hysteresis control with ATR gating, dual stop systems (VATS + ATR), and a dynamic S/R-based take profit model. It includes anti-range logic that filters out weak ADX zones, breakeven-plus logic to secure early profits, consecutive-bar and volume-spike exits, and a real-time information panel showing metrics such as net profit, win rate, MFE, and derivative signal strength. It also includes multiple alert conditions for entries, exits, and stop-loss events. Philosophically, DocBrown PRO Edition was designed with institutional discipline but remains accessible to all traders. Every mechanism was engineered to protect capital and maximize opportunity. It adapts to volatility, avoids noise, and seeks clean, directional movement. When markets sleep, it stands aside. When they awaken, it rides the wave with precision. Recommended use: Markets: Crypto Futures, Spot, Indices, or Forex Timeframes: 5m to 1h (optimized for 10m) Leverage: Up to 5x tested. Higher leverage requires tight safety brackets. Risk Model: Approximately 1 USDT risk per trade (≈75 USDT notional at 5x isolated margin) This system is the result of extensive testing, iteration, and refinement. It embodies a clear philosophy: control risk first, then capture trend momentum efficiently. Every variable, condition, and exit trigger has been tuned to serve this principle. If this strategy helps you in your trading journey — whether by improving your discipline, understanding market structure, or enhancing your performance — I invite you to follow my work and give this strategy a Boost on TradingView. Your support encourages further open research and helps develop even more advanced versions for the community. — Jesús Nicolás Astorga SuperTrader Pro Lab – Junín, Mendoza, Argentina
Pine Script® stratejisi
neurodoc tarafından
Indicator Overview主力籌碼預判買賣力道 (JUMBO)Pro+ 2.0主力預判買賣力道 Pro+ 是一個先進的多維度交易分析系統，專為台灣股市投資者設計。本指標整合了趨勢、成交量、動量、價格位置和波動率五大維度，通過加權評分系統生成綜合的「Power指標」，精準預判主力資金動向。 🔧 核心技術架構 1. 多維度評分系統 趨勢維度 (30%)：雙EMA系統 + MACD + ADX趨勢強度 成交量維度 (25%)：OBV能量潮 + 成交量比率分析 動量維度 (20%)：RSI + MFI資金流量指標 價格位置維度 (20%)：VWAP + 布林通道位置分析 波動率維度 (5%)：ATR波動率調整 2. 多重確認機制 趨勢確認：EMA金叉/死叉 + 超級趨勢方向 成交量確認：成交量脈衝檢測 + OBV趨勢確認 動量確認：RSI超買超賣 + MFI資金流向 位置確認：布林通道位置 + VWAP相對位置 📊 主要功能特色 訊號系統 主力佈局訊號 🟥 趨勢多頭確認 + Power > 35 成交量放大 + 動量指標多頭 RSI未超買 + 價格突破基準 主力出貨訊號 🟩 趨勢空頭確認 + Power < -35 成交量異常 + 動量指標空頭 RSI未超賣 + 價格跌破基準 Power交叉訊號 🟠🔵 黃金交叉：Power線向上穿越Power MA線 死亡交叉：Power線向下穿越Power MA線 視覺化系統 台灣股市顏色標準：紅色上漲/多頭，綠色下跌/空頭 多層級K線著色：強力訊號→普通訊號→偏多偏空→盤整 智能資訊面板：實時顯示8大關鍵指標狀態 ⚙️ 參數設定說明 主要參數 EMA週期：13/55（短期/長期） Power閾值：35（靈敏度調整） 成交量濾波：1.2倍（異常成交量檢測） 超級趨勢：10週期/3倍數（趨勢過濾） 進階參數 布林通道：20週期/2倍標準差 波動率設定：14週期ATR 動量指標：14週期RSI/MFI 🎯 交易應用策略 進場時機 強力買入：🔥標記 + Power黃金交叉 常規買入：紅色向上箭頭 + Power > 35 確認買入：多重條件同時滿足 出場時機 強力賣出：💧標記 + Power死亡交叉 常規賣出：綠色向下箭頭 + Power < -35 風險控制：趨勢反轉 + 動量減弱 風險管理 止損設定：ATR波動率參考 倉位控制：Power數值強度分級 訊號過濾：ADX趨勢強度確認 📈 指標優勢 高準確率：多重條件過濾，減少假訊號 及時性：領先指標預判主力動向 完整性：涵蓋技術分析主要維度 用戶友好：直觀的視覺化設計 自定義：參數可調適應不同交易風格 🎯 Indicator Overview Main Force Prediction Buying/Selling Strength Pro+ is an advanced multi-dimensional trading analysis system specifically designed for Taiwan stock market investors. This indicator integrates five key dimensions: trend, volume, momentum, price position, and volatility, generating a comprehensive "Power Indicator" through a weighted scoring system to accurately predict institutional fund movements. 🔧 Core Technical Architecture 1. Multi-Dimensional Scoring System Trend Dimension (30%): Dual EMA system + MACD + ADX trend strength Volume Dimension (25%): OBV accumulation + Volume ratio analysis Momentum Dimension (20%): RSI + MFI money flow index Price Position Dimension (20%): VWAP + Bollinger Bands position analysis Volatility Dimension (5%): ATR volatility adjustment 2. Multi-Confirmation Mechanism Trend Confirmation: EMA golden/death cross + SuperTrend direction Volume Confirmation: Volume spike detection + OBV trend confirmation Momentum Confirmation: RSI overbought/oversold + MFI money flow Position Confirmation: Bollinger Bands position + VWAP relative position 📊 Key Features Signal System Institutional Accumulation Signals 🟥 Bullish trend confirmation + Power > 35 Volume expansion + Momentum indicators bullish RSI not overbought + Price breakthrough baseline Institutional Distribution Signals 🟩 Bearish trend confirmation + Power < -35 Abnormal volume + Momentum indicators bearish RSI not oversold + Price breakdown below baseline Power Cross Signals 🟠🔵 Golden Cross: Power line crosses above Power MA line Death Cross: Power line crosses below Power MA line Visualization System Taiwan Market Color Standard: Red for uptrend/bullish, Green for downtrend/bearish Multi-level Candlestick Coloring: Strong signals → Regular signals → Bias signals → Consolidation Smart Info Panel: Real-time display of 8 key indicator statuses ⚙️ Parameter Settings Main Parameters EMA Periods: 13/55 (Short-term/Long-term) Power Threshold: 35 (Sensitivity adjustment) Volume Filter: 1.2x (Abnormal volume detection) SuperTrend: 10 period/3 multiplier (Trend filtering) Advanced Parameters Bollinger Bands: 20 period/2 standard deviations Volatility Settings: 14 period ATR Momentum Indicators: 14 period RSI/MFI 🎯 Trading Application Strategies Entry Timing Strong Buy: 🔥 Mark + Power Golden Cross Regular Buy: Red upward arrow + Power > 35 Confirmed Buy: Multiple conditions simultaneously met Exit Timing Strong Sell: 💧 Mark + Power Death Cross Regular Sell: Green downward arrow + Power < -35 Risk Control: Trend reversal + Momentum weakening Risk Management Stop Loss Setting: ATR volatility reference Position Sizing: Power value strength grading Signal Filtering: ADX trend strength confirmation 📈 Indicator Advantages High Accuracy: Multiple condition filtering reduces false signals Timeliness: Leading indicators predict institutional movements Completeness: Covers main dimensions of technical analysis User-Friendly: Intuitive visualization design Customizable: Adjustable parameters adapt to different trading styles 🔍 Professional Usage Tips Trend Confirmation: Use in conjunction with major trend direction Volume Validation: Ensure volume confirms price movements Risk Management: Always use appropriate position sizing Timeframe Analysis: Apply across multiple timeframes for confirmation Market Context: Consider overall market conditions and sector rotation 版本: Pro+ 2.0 適用市場: 台股、亞股、全球股市 最佳時間框架: 日線、4小時線、1小時線 開發者: JUMBO Trading System 更新日期: 2025版本
Pine Script® göstergesi
jumbozip tarafından
DEMA Flow [Alpha Extract]A sophisticated trend identification system that combines Double Exponential Moving Average methodology with advanced HL median filtering and ATR-based band detection for precise trend confirmation. Utilizing dual-layer smoothing architecture and volatility-adjusted breakout zones, this indicator delivers institutional-grade flow analysis with minimal lag while maintaining exceptional noise reduction. The system's intelligent band structure with asymmetric ATR multipliers provides clear trend state classification through price position analysis relative to dynamic threshold levels. 🔶 Advanced DEMA Calculation Engine Implements double exponential moving average methodology using cascaded EMA calculations to significantly reduce lag compared to traditional moving averages. The system applies dual smoothing through sequential EMA processing, creating a responsive yet stable trend baseline that maintains sensitivity to genuine market structure changes while filtering short-term noise. // Core DEMA Framework dema(src, length) => EMA1 = ta.ema(src, length) EMA2 = ta.ema(EMA1, length) DEMA_Value = 2 * EMA1 - EMA2 DEMA_Value // Primary Calculation DEMA = dema(close, DEMA_Length) 2H 🔶 HL Median Filter Smoothing Architecture Features sophisticated high-low median filtering using rolling window analysis to create ultra-smooth trend baselines with outlier resistance. The system constructs dynamic arrays of recent DEMA values, sorts them for median extraction, and handles both odd and even window lengths for optimal smoothing consistency across all market conditions. // HL Median Filter Logic hlMedian(src, length) => window = array.new_float() for i = 0 to length - 1 array.push(window, src) array.sort(window) // Median Extraction lenW = array.size(window) median = lenW % 2 == 1 ? array.get(window, lenW / 2) : (array.get(window, lenW/2 - 1) + array.get(window, lenW/2)) / 2 // Smooth DEMA Calculation Smooth_DEMA = hlMedian(DEMA_Value, HL_Filter_Length) 🔶 ATR Band Construction Framework Implements volatility-adaptive band structure using Average True Range calculations with asymmetric multiplier configuration for optimal trend identification. The system creates upper and lower threshold bands around the smoothed DEMA baseline with configurable ATR multipliers, enabling precise trend state determination through price breakout analysis. // ATR Band Calculation atrBands(src, atr_length, upper_mult, lower_mult) => ATR = ta.atr(atr_length) Upper_Band = src + upper_mult * ATR Lower_Band = src - lower_mult * ATR // Band Generation = atrBands(Smooth_DEMA, ATR_Length, Upper_ATR_Mult, Lower_ATR_Mult) 15min 🔶 Intelligent Flow Signal Engine Generates binary trend states through band breakout detection, transitioning to bullish flow when price exceeds upper band and bearish flow when price breaches lower band. The system maintains flow state persistence until opposing band breakout occurs, providing clear trend classification without whipsaw signals during normal volatility fluctuations. 🔶 Comprehensive Visual Architecture Provides multi-dimensional flow visualization through color-coded DEMA line, trend-synchronized candle coloring, and bar color overlay for complete chart integration. The system uses institutional color scheme with neon green for bullish flow, neon red for bearish flow, and neutral gray for undefined states with configurable band visibility. 🔶 Asymmetric Band Configuration Features intelligent asymmetric ATR multiplier system with default upper multiplier of 2.1 and lower multiplier of 1.5, optimizing for market dynamics where upside breakouts often require stronger momentum confirmation than downside breaks. This configuration reduces false signals while maintaining sensitivity to genuine flow changes. 🔶 Dual-Layer Smoothing Methodology Combines DEMA's inherent lag reduction with HL median filtering to create exceptional smoothing without sacrificing responsiveness. The system first applies double exponential smoothing for initial noise reduction, then applies median filtering to eliminate outliers and create ultra-clean flow baseline suitable for high-frequency and institutional trading applications. 🔶 Alert Integration System Features comprehensive alert framework for flow state transitions with customizable notifications for bullish and bearish flow confirmations. The system provides real-time alerts on crossover events with clear directional indicators and exchange/ticker integration for multi-symbol monitoring capabilities. 🔶 Performance Optimization Framework Utilizes efficient array management with optimized median calculation algorithms and minimal variable overhead for smooth operation across all timeframes. The system includes intelligent bar indexing for median filter initialization and streamlined flow state tracking for consistent performance during extended analysis periods. 🔶 Why Choose DEMA Flow ? This indicator delivers sophisticated flow identification through dual-layer smoothing architecture and volatility-adaptive band methodology. By combining DEMA's reduced-lag characteristics with HL median filtering and ATR-based breakout zones, it provides institutional-grade flow analysis with exceptional noise reduction and minimal false signals. The system's asymmetric band structure and comprehensive visual integration make it essential for traders seeking systematic trend-following approaches across cryptocurrency, forex, and equity markets with clear entry/exit signals and comprehensive alert capabilities for automated trading strategies.
Pine Script® göstergesi
AlphaExtract tarafından
Ben's BTC Macro Fair Value OscillatorBen's BTC Macro Fair Value Oscillator Overview The **BTC Macro Fair Value Oscillator** is a non-crypto fair value framework that uses macro asset relationships (equities, dollar, gold) to estimate Bitcoin's "macro-driven fair value" and identify mean-reversion opportunities. "Is BTC cheap or expensive right now?" on the 4 Hour Timeframe ONLY ### Key Features ✅ **Macro-driven**: Uses QQQ, DXY, XAUUSD instead of on-chain or crypto metrics ✅ **Dynamic weighting**: Assets weighted by rolling correlation strength ✅ **Mean-reversion signals**: Identifies when BTC is cheap/expensive vs macro ✅ **Validated parameters**: Optimized through 5-year backtest (Sharpe 6.7-9.9) ✅ **Visual transparency**: Live correlation panel, fair value bands, statistics ✅ **Non-repainting**: All calculations use confirmed historical data only ### What This Indicator Does - Builds a **synthetic macro composite** from traditional assets - Runs a **rolling regression** to predict BTC price from macro - Calculates **deviation z-score** (how far BTC is from macro fair value) - Generates **entry signals** when BTC is extremely cheap vs macro (dev < -2) - Generates **exit signals** when BTC returns to fair value (dev > 0) ### What This Indicator Is NOT ❌ Not a high-frequency trading system (sparse signals by design) ❌ Not optimized for absolute returns (optimized for Sharpe ratio) ❌ Not suitable as standalone trading system (best as overlay/confirmation) ❌ Not predictive of short-term price movements (mean-reversion timeframe: days to weeks) --- ## Core Concept ### The Premise Bitcoin doesn't trade in a vacuum. It's influenced by: - **Risk appetite** (equities: QQQ, SPX) - **Dollar strength** (DXY - inverse to risk assets) - **Safe haven flows** (Gold: XAUUSD) When macro conditions are "good for BTC" (risk-on, weak dollar, strong equities), BTC should trade higher. When macro conditions turn against it, BTC should trade lower. ### The Innovation Instead of looking at BTC in isolation, this indicator: 1. **Measures how strongly** BTC currently correlates with each macro asset 2. **Builds a weighted composite** of those macro returns (the "D" driver) 3. **Regresses BTC price on D** to estimate "macro fair value" 4. **Tracks the deviation** between actual price and fair value 5. **Signals mean reversion** when deviation becomes extreme ### The Edge The validated edge comes from: - **Extreme deviations predict future returns** (dev < -2 → +1.67% over 12 bars) - **Monotonic relationship** (more negative dev → higher forward returns) - **Works out-of-sample** (test Sharpe +83-87% better than training) - **Low correlation with buy & hold** (provides diversification value) --- ## Methodology ### Step 1: Macro Composite Driver D(t) The indicator builds a weighted composite of macro asset returns: **Process:** 1. Calculate **log returns** for BTC and each macro reference (QQQ, DXY, XAUUSD) 2. Compute **rolling correlation** between BTC and each reference over `corrLen` bars 3. **Weight each asset** by `|correlation|` if above `minCorrAbs` threshold, else 0 4. **Sign-adjust** weights (+1 for positive corr, -1 for negative) to handle inverse relationships 5. **Z-score normalize** each reference's returns over `fvWindow` 6. **Composite D(t)** = weighted sum of sign-adjusted z-scores **Formula:** ``` For each reference i: corr_i = correlation(BTC_returns, ref_i_returns, corrLen) weight_i = |corr_i| if |corr_i| >= minCorrAbs else 0 sign_i = +1 if corr_i >= 0 else -1 z_i = (ref_i_returns - mean) / std contrib_i = sign_i * z_i * weight_i D(t) = sum(contrib_i) / sum(weight_i) ``` **Key Insight:** D(t) represents "how good macro conditions are for BTC right now" in a normalized, correlation-weighted way. --- ### Step 2: Fair Value Regression Uses rolling linear regression to predict BTC price from D(t): **Model:** ``` BTC_price(t) = α + β * D(t) ``` **Calculation (Pine Script approach):** ``` corr_CD = correlation(BTC_price, D, fvWindow) sd_price = stdev(BTC_price, fvWindow) sd_D = stdev(D, fvWindow) cov = corr_CD * sd_price * sd_D var_D = variance(D, fvWindow) β = cov / var_D α = mean(BTC_price) - β * mean(D) fair_value(t) = α + β * D(t) ``` **Result:** A time-varying "macro fair value" line that adapts as correlations change. --- ### Step 3: Deviation Oscillator Measures how far BTC price has deviated from fair value: **Calculation:** ``` residual(t) = BTC_price(t) - fair_value(t) residual_std = stdev(residual, normWindow) deviation(t) = residual(t) / residual_std ``` **Interpretation:** - `dev = 0` → BTC at fair value - `dev = -2` → BTC is 2 standard deviations **cheap** vs macro - `dev = +2` → BTC is 2 standard deviations **rich** vs macro --- ### Step 4: Signal Generation **Long Entry:** `dev` crosses below `-2.0` (BTC extremely cheap vs macro) **Long Exit:** `dev` crosses above `0.0` (BTC returns to fair value) **No shorting** in default config (risk management choice - crypto volatility) --- ## How It Works ### Visual Components #### 1. Price Chart (Main Panel) **Fair Value Line (Orange):** - The estimated "macro-driven fair value" for BTC - Calculated from rolling regression on macro composite **Fair Value Bands:** - **±1σ** (light): 68% confidence zone - **±2σ** (medium): 95% confidence zone - **±3σ** (dark, dots): 99.7% confidence zone **Entry/Exit Markers:** - **Green "LONG" label** below bar: Entry signal (dev < -2) - **Red "EXIT" label** above bar: Exit signal (dev > 0) #### 2. Deviation Oscillator (Separate Pane) **Line plot:** - Shows current deviation z-score - **Green** when dev < -2 (cheap) - **Red** when dev > +2 (rich) - **Gray** when neutral **Histogram:** - Visual representation of deviation magnitude - Green bars = negative deviation (cheap) - Red bars = positive deviation (rich) **Threshold lines:** - **Green dashed at -2.0**: Entry threshold - **Red dashed at 0.0**: Exit threshold - **Gray solid at 0**: Fair value line #### 3. Correlation Panel (Top-Right) Shows live correlation and weighting for each macro asset: | Asset | Corr | Weight | |-------|------|--------| | QQQ | +0.45 | 0.45 | | DXY | -0.32 | 0.32 | | XAUUSD | +0.15 | 0.00 | | Avg \|Corr\| | 0.31 | 0.77 | **Reading:** - **Corr**: Current rolling correlation with BTC (-1 to +1) - **Weight**: How much this asset contributes to fair value (0 = excluded) - **Avg |Corr|**: Average correlation strength (should be > 0.2 for reliable signals) **Colors:** - Green/Red corr = positive/negative correlation - White weight = asset included, Gray = excluded (below minCorrAbs) #### 4. Statistics Label (Bottom-Right) ``` ━━━ BTC Macro FV ━━━ Dev: -2.34 Price: $103,192 FV: $110,500 Status: CHEAP ⬇ β: 103.52 ``` **Fields:** - **Dev**: Current deviation z-score - **Price**: Current BTC close price - **FV**: Current macro fair value estimate - **Status**: CHEAP (< -2), RICH (> +2), or FAIR - **β**: Current regression beta (sensitivity to macro) --- ## Installation & Setup ### TradingView Setup 1. Open TradingView and navigate to any **BTC chart** (BTCUSD, BTCUSDT, etc.) 2. Open **Pine Editor** (bottom panel) 3. Click **"+ New"** → **"Blank indicator"** 4. **Delete** all default code 5. **Copy** the entire Pine Script from `GHPT_optimized.pine` 6. **Paste** into the editor 7. Click **"Save"** and name it "BTC Macro Fair Value Oscillator" 8. Click **"Add to Chart"** ### Recommended Chart Settings **Timeframe:** 4h (validated timeframe) **Chart Type:** Candlestick or Heikin Ashi **Overlay:** Yes (indicator plots on price chart + separate pane) **Alternative Timeframes:** - Daily: Works but slower signals - 1h-2h: May work but not validated - < 1h: Not recommended (too noisy) ### Symbol Requirements **Primary:** BTC/USD or BTC/USDT on any exchange **Macro References:** Automatically fetched - QQQ (Nasdaq 100 ETF) - DXY (US Dollar Index) - XAUUSD (Gold spot) **Data Requirements:** - At least **90 bars** of history (warmup period) - Premium TradingView recommended for full historical data --- ## Reading the Indicator ### Identifying Signals #### Strong Long Signal (High Conviction) - ✅ Deviation < -2.0 (extreme undervaluation) - ✅ Avg |Corr| > 0.3 (strong macro relationships) - ✅ Price touching or below -2σ band - ✅ "LONG" label appears below bar **Interpretation:** BTC is extremely cheap relative to macro conditions. Historical data shows +1.67% average return over next 12 bars (48 hours at 4h timeframe). #### Moderate Long Signal (Lower Conviction) - ⚠️ Deviation between -1.5 and -2.0 - ⚠️ Avg |Corr| between 0.2-0.3 - ⚠️ Price approaching -2σ band **Interpretation:** BTC is cheap but not extreme. Consider as confirmation for other signals. #### Exit Signal - 🔴 Deviation crosses above 0 (returns to fair value) - 🔴 "EXIT" label appears above bar **Interpretation:** Mean reversion complete. Close long positions. #### Strong Short/Avoid Signal - 🔴 Deviation > +2.0 (extreme overvaluation) - 🔴 Avg |Corr| > 0.3 - 🔴 Price touching or above +2σ band **Interpretation:** BTC is expensive vs macro. Historical data shows -1.79% average return over next 12 bars. Consider exiting longs or reducing exposure. ### Regime Detection **Strong Regime (Reliable Signals):** - Avg |Corr| > 0.3 - Multiple assets weighted > 0 - Fair value line tracking price reasonably well **Weak Regime (Unreliable Signals):** - Avg |Corr| < 0.2 - Most weights = 0 (grayed out) - Fair value line diverging wildly from price - **Action:** Ignore signals until correlations strengthen
Pine Script® göstergesi
popularGnuofls7 tarafından
SulLaLuna 💵 Trend Mastery:The Calzolaio Way🚀SulLaLuna 💵 Trend Mastery:The Calzolaio Way🚀 🌕 Find the God Candele. Capture the gains. Create passive income. Fellow F.I.R.E. Decibels, disciples of the Calzolaio Way—welcome to the sacred toolkit. This indicator, "SulLaLuna 💵 Trend Mastery:The Calzolaio Way🚀," is forged from the elite SulLaLuna stack, drawing wisdom from Market Wizards like Michael Marcus (who turned $30k into $80M through disciplined trend riding) and Oliver Velez's pristine strategies for profiting on every trade. It's not just lines on a chart—it's your architectural blueprint for financial sovereignty, where data meets divine timing to build the cathedral of Project Calzolaio. We trade math, not emotion. We honor timeframes. Confluence is King. This indicator deploys the Zero-Lag SMA (ZLSMA), Hull-based M2 (global money supply as a macro trend oracle), ATR-smart stops, and multi-TF alignments to ritualize God Candle setups. Backtested across asset classes, it's modular for your playbooks—small risks, compounding gains, passive income streams. Why This Indicator is Awesome: The Divine Confluence Engine In the spirit of "Use Only the Best," this tool synthesizes proven SulLaLuna indicators like ZLSMA, Adaptive Trend Finder, and Momentum HUD with Velez's lessons on trend reversals, support/resistance, and psychology of fear. Here's why it reigns supreme: 1. Global M2 Hull: Macro Trend Oracle Scaled M2 (summed from major economies like US, EU, JP) via Hull MA captures the "big picture" (Velez Ch. 2). It flips colors as S/R—green for support (bullish bounce zones), red for resistance (bearish ceilings), orange neutral. Like Marcus spotting commodity booms, it signals when liquidity sweeps ignite God Candles. Extend it for future price projections, honoring "How a Trend Ends" (Velez Ch. 5). 2. ZLSMA + ATR Smart Stops: Surgical Precision Zero-Lag SMA (faster than standard MAs) crosses M2 for entries, with ATR bands for initial stops (2x mult) and trails (1x mult). This embodies "Trade Small. Lose Smaller."—risk ≤1-2% per trade, pre-planned exits. Flip markers (↑/↓) alert divine timing, filtering noise like Velez's "First Pullback" setups. 3. HTF & Multi-TF Dashboard: Timeframe Alignments are Sacred Show HTF M2 (e.g., Daily) with custom styles/colors. Multi-TF lines (4H, D, W, M) dash across your chart, labeled right-edge with 🚀 (bull) or 🛸 (bear). A confluence table (top-right) scores alignments: Strong Bull (≥3 green), Strong Bear, or Mixed. This is "Confluence is King"—no single signal rules; seek 4+ star scores like Rogers buying value in hysteria. 4. Background & Ribbon: Visual Divine Guidance Slope-based bgcolor (green bull, red bear) for at-a-glance bias. M2 Ribbon (EMA cloud) flips triangles for macro shifts, ritualizing climactic reversals (Velez Ch. 7). 5. Composite Probability: High-Prob God Candle Hunter Scores (0-100%) blend 8 factors: price/ZLSMA vs M2, TF slopes, ribbon. Threshold (70%) + pivot zone (near M2/ATR) + optional cross filters for HP signals. Labels show "%" dynamically—alerts fire when confluence ≥4, echoing Schwartz's champion edge: "Everybody Gets What They Want" (Seykota wisdom). 6. Alerts & Rituals Built-In M2 flips, entries/exits, HP longs/shorts—log them in your journal. Weekly reviews dissect anomalies, as per our Operational Framework. This isn't hype—it's audited excellence. Backtest it: High confluence crushes drawdowns, compounding like Bielfeldt's T-bond mastery from Peoria. We build together; share wins in the F.I.R.E. Decibel forum. Suggested Strategy: The SulLaLuna M2 Confluence Playbook Honor the Risk Triad: Position ↓ if leverage/timeframe ↑; scale ↑ only on ≥4 confluence. Align with "God Candele" hunts—rare explosives reverse-engineered for passive streams. 1. Pre-Trade Checklist (Before Every Entry) - Trend Alignment: D/4H/1H M2 slopes agree? Table shows Strong Bull/Bear? - Signal on 15m: ZLSMA crosses M2 in confluence zone (near pivot/ATR bands). - Volume + Divergence**: Supported by volume (use HUD if added); score ≥70%. - SL/TP Setup: ATR-based stop; TP at structure/2-3R reward (Velez Reward:Risk). - HTF Agrees: Monthly bull for longs; avoid counter-trend unless climactic (Ch. 7). Confluence Score: Rate 1-5 stars. <3? Stand aside. Log emotional state—no adrenaline. 2. Execution Protocol - Entry: On HP Long/Short triangle (e.g., ZLSMA > M2, score 80%+, monthly bull). Use limits; favor longs above M2 support. - Position Size: ≤1-2% risk. Example: $10k account, 1% risk = $100 SL distance → size accordingly. - Trail Stops: Move to trail band after 1R profit; let winners run like Kovner's world trades. - Asset Classes**: Forex/stocks/crypto—test M2's macro edge on EURUSD or NASDAQ (Velez Ch. 6 reviews). Ritualize: "When we find the God Candele, we don’t just ride it—we ritualize it." Screenshot + reason. 3. Post-Trade Ritual - Document: Result, confluence score, lessons. Update journal. - Exits: Hit stop/exit cross? Or trail locks gains. - Weekly Audit: Wins/losses, anomalies. Adjust params (e.g., M2 length 55 default). 4. Risk Triad in Action - Low TF (15m)? Smaller size. - High Leverage? Tiny positions. - Confluence ≥4 + HTF support? Scale hold for passive compounding. Example Setup: God Candle Long - Chart: 15m EURUSD. - M2 Hull green (support), ZLSMA crossover, 4H/D/W bull (table: Strong Bull). - HP Long (85% score) near pivot. - Entry: Limit at cross; SL below ATR lower; TP at next resistance. - Outcome: Capture 2R gain; trail for more if trend day (Velez Ch. 5). Community > Ego: Test, share signals in Discord. Backtest in Pine Script for algo evolution. We are architects of redemption. Each trade bricks the cathedral. Trade the micro, flow with the macro. When alignments converge, we act—with discipline, data, and divine purpose. 🗣️ “Confluence is King. Honor the Timeframes. Track the God Candele.” Master Strategy Guidebook. Rise as F.I.R.E. Decibels! 🚀
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