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Heikin Ashi + Volume Intel + EMA# HA Volume Intelligence + EMA - Advanced Heikin Ashi Trading System ## 📊 Overview **Heikin Ashi + Volume Intel + EMA** is a sophisticated trading indicator that enhances traditional Heikin Ashi (HA) candles with intelligent volume analysis, quality scoring, and dynamic trend detection. Unlike standard Heikin Ashi implementations that only smooth price action, this system reveals **where** and **how** volume traded within each candle, providing critical context that traditional HA charts completely lose. At its core, the indicator tries to address Heikin Ashi's fundamental weakness—the loss of volume location data—by analyzing volume distribution across candle bodies and wicks, scoring candle quality based on multiple factors, and color-coding candles to instantly communicate setup strength. Combined with an adaptive EMA system featuring structure break detection and slope-based coloring, this creates a complete trading framework that maintains HA's trend clarity while restoring the volume intelligence needed for high-probability decision-making. ## ✨ Key Features * **Volume Location Analysis** - Identifies where volume concentrated: body (strong conviction), upper wicks (selling pressure/rejection), or lower wicks (buying pressure/support) * **Multi-Factor Quality Scoring** - Evaluates each HA candle on a 0-100 scale using volume intensity, body percentage, and close location to distinguish high-conviction moves from weak signals * **Adaptive Candle Coloring** - Visual quality grading with four intensity levels (Excellent/Strong/Good/Weak) for both bullish and bearish candles, making exceptional setups immediately visible * **Volume-Weighted Border Colors** - White borders indicate body-heavy volume (strong), orange shows upper rejections, aqua marks lower rejections, revealing supply/demand dynamics at a glance * **Intelligent Label System** - Shows quality scores only on exceptional candles (85+ quality with 1.5x+ volume), preventing chart clutter while highlighting genuine opportunities * **Slope-Adaptive EMA** - Dynamic color-changing EMA (green/red/gray) based on configurable slope threshold, showing trend momentum beyond simple price position * **Structure Break Detection** - Automatically identifies and marks significant EMA breaks with extending horizontal lines and directional labels, tracking support/resistance levels until broken * **Rejection Markers** - Optional visual indicators (💪 body-heavy, 🔻 upper rejection, 🔺 lower rejection) with volume-filtered display to highlight key pressure zones * **Real-Time Quality Dashboard** - Comprehensive table showing current quality score, volume location, body percentage, volume ratio, close location, direction, EMA value, and slope status ## 🔧 How It Works ### 🎯 Volume Distribution Analysis The indicator estimates how volume distributed within each candle by calculating the proportional range of body versus wicks: * **Body Volume** - Percentage of candle range occupied by the body (open to close), indicating committed directional movement * **Upper Wick Volume** - Percentage in upper shadows (rejection at highs), suggesting selling pressure or profit-taking * **Lower Wick Volume** - Percentage in lower shadows (rejection at lows), suggesting buying pressure or support While exact intrabar volume data isn't available on standard timeframes, this proportional estimation provides highly actionable intelligence about where price found acceptance versus rejection, allowing traders to distinguish between strong breakouts (body-heavy) and failed attempts (wick-heavy). ### 📈 Quality Scoring System Each HA candle receives a quality score from 0-100 based on three weighted components: **1. Volume Score (max 40 points):** - Compares current volume to 20-period average - Higher relative volume = stronger signal - Capped to prevent extreme outliers from skewing total score **2. Body Score (max 30 points):** - Measures body size as percentage of total range - Larger bodies relative to range = more conviction - Small-bodied candles receive lower scores even with high volume **3. Close Location Score (max 30 points):** - For bullish candles: Rewards closes near the high (70-100% of range) - For bearish candles: Rewards closes near the low (0-30% of range) - Weak closes (middle of range) reduce score significantly **Quality Classifications:** * **80-100: EXCELLENT** - Institutional-grade conviction, multiple confirming factors * **70-79: STRONG** - High-quality setup with good confirmation * **55-69: GOOD** - Decent signal, acceptable for confirmation * **40-54: MODERATE** - Weak signal, avoid standalone trades * **0-39: WEAK** - Poor quality, likely noise or indecision ### 🎨 Enhanced Candle Visualization **Candle Body Colors:** The indicator uses four distinct color intensities for both bullish and bearish candles, making quality instantly recognizable: * **Excellent (80+):** Bright, fully opaque colors (lime green / bright red) * **Strong (70-79):** Solid colors with slight transparency * **Good (55-69):** Medium transparency, clearly visible but less intense * **Weak (<55):** Heavy transparency, faded appearance signaling low conviction **Border Color Intelligence:** * **White borders** - Body-heavy volume (>70% in body), strong directional commitment * **Orange borders** - Upper rejection (>35% in upper wick), selling pressure/resistance * **Aqua borders** - Lower rejection (>35% in lower wick), buying pressure/support * **Gray borders** - Balanced distribution, no clear volume concentration This dual-color system (body + border) provides instant visual feedback about both signal quality and volume behavior without cluttering the chart. ### 📊 Slope-Adaptive EMA System Unlike standard EMAs that simply follow price, this implementation adds intelligence through slope analysis: **Slope Calculation:** - Measures change between current and previous EMA value - Configurable threshold determines sensitivity to slope changes - Lower threshold (0.001-0.01) = more responsive, higher (0.01-0.1) = more stable **Dynamic Coloring:** * **Green** - Upward slope exceeding threshold (bullish momentum) * **Red** - Downward slope exceeding threshold (bearish momentum) * **Gray** - Flat slope within threshold range (consolidation/indecision) This reveals momentum shifts before price makes significant moves, as the EMA slope often changes direction before dramatic price action occurs. ### 🎯 Structure Break Detection The system automatically identifies when price breaks through the EMA, marking these as potential trend changes or continuation signals: **Break Types:** * **Bullish Break** - Price crosses above EMA (potential uptrend initiation) * **Bearish Break** - Price crosses below EMA (potential downtrend initiation) **Significant Break Filtering:** When "Only Significant Breaks" is enabled, the indicator requires follow-through confirmation—the next candle must continue in the break direction. This filters out false breaks and whipsaws that immediately reverse. **Visual Implementation:** * Horizontal lines extend from break point * Lines extend until price breaks back through them (when "Extend Until Broken" enabled) * Labeled with directional arrows (▲ BULL BREAK / ▼ BEAR BREAK) * Color-coded (green/red) with configurable line styles and widths * Limited to configurable maximum to prevent chart clutter These break levels often act as dynamic support/resistance, making them valuable reference points for entries, exits, and stop placement. ### 💡 Volume Location Markers Optional visual markers highlight exceptional volume behavior: * **💪 (Strong Body)** - Appears when quality ≥85, volume ≥1.5x average, and >70% volume in body. Signals institutional-grade conviction moves. * **🔻 (Upper Rejection)** - Shows when >35% volume in upper wick with adequate total volume. Indicates supply/selling pressure at highs. * **🔺 (Lower Rejection)** - Displays when >35% volume in lower wick with adequate total volume. Reveals demand/buying pressure at lows. **Smart Filtering:** - Session-limited (max 10 per day by default) to prevent visual clutter - Volume threshold filter ensures only significant rejections marked - Can be disabled entirely for clean chart appearance - Each marker includes detailed tooltip with quality metrics ### 📊 Real-Time Dashboard The comprehensive info table provides at-a-glance intelligence: * **Quality Classification** - Current score and category (EXCELLENT/STRONG/GOOD/MODERATE/WEAK) * **Numeric Score** - Exact 0-100 quality value with color coding * **Volume Location** - Distribution type with emoji indicator * **Body Percentage** - How much of range is body (higher = stronger) * **Volume Ratio** - Current volume vs 20-period average (>1.5x highlighted) * **Close Location** - Where close occurred in range (extremes highlighted) * **Direction** - Current HA trend (🐂 BULL / 🐻 BEAR) * **EMA Value** - Current level with trend color * **EMA Slope** - Direction and strength (↑ BULL / ↓ BEAR / → FLAT) Position is fully customizable (four corners) to avoid conflicts with other indicators or chart elements. ## 💡 How to Use ### 🎯 Identifying High-Quality Setups **Primary Strategy: Quality-Filtered HA Trading** Focus exclusively on HA candles with: 1. **Quality Score ≥ 75** (STRONG or EXCELLENT range) 2. **Volume Ratio ≥ 1.3x** (above-average participation) 3. **Body-Heavy Distribution** (white border preferred) 4. **Close near extremes** (>70% for bulls, <30% for bears) 5. **EMA alignment** (bulls above rising EMA, bears below falling EMA) **Entry Timing:** - **Aggressive:** Enter on close of qualifying high-quality HA candle - **Conservative:** Wait for second consecutive high-quality candle in same direction - **Confirmation:** Combine with structure break signals for highest probability **Exit Strategy:** - **Initial Stop:** First opposite-color HA candle with quality ≥60 - **Profit Target:** 2-3x the qualifying candle's range - **Trailing Stop:** Lock profits after two more same-direction high-quality candles ### 📈 Using EMA Structure Breaks **Breakout Trading:** Structure breaks provide clear entry signals when combined with volume quality: **LONG Entry:** - Bullish structure break forms (▲ BULL BREAK label) - HA candle showing quality ≥75 - Volume ratio ≥1.3x - Body-heavy distribution (white border) - Enter at break or on pullback to broken level **SHORT Entry:** - Bearish structure break forms (▼ BEAR BREAK label) - HA candle showing quality ≥75 - Volume ratio ≥1.3x - Body-heavy distribution (white border) - Enter at break or on rally to broken level **Break Level Usage:** - Previous bullish break lines act as support (buy zones) - Previous bearish break lines act as resistance (sell zones) - When break level breaks again opposite direction, trend likely reversing ### 🎯 Volume Rejection Trading **Reversal Strategy Using Rejection Markers:** **At Resistance (Upper Rejections):** - 🔻 marker appears showing upper wick rejection - HA candle color turns bearish (red) - Quality score ≥70 - Volume ratio ≥1.3x → Consider SHORT entry, targeting lower structure break level **At Support (Lower Rejections):** - 🔺 marker appears showing lower wick rejection - HA candle color turns bullish (green) - Quality score ≥70 - Volume ratio ≥1.3x → Consider LONG entry, targeting upper structure break level **Confirmation:** Wait for following HA candle to confirm direction before entering. Single rejection candles can fail; consecutive rejections are more reliable. ### 📊 Using the Dashboard for Trade Management **Pre-Trade Checklist:** Before entering any trade, verify the dashboard shows: - Quality score in STRONG (70+) or EXCELLENT (80+) range - Volume ratio above 1.0x (preferably 1.3x+) - Body percentage above 50% (preferably 70+) - Direction aligned with intended trade (🐂 for longs, 🐻 for shorts) - EMA slope confirming trend (↑ BULL for longs, ↓ BEAR for shorts) **In-Trade Monitoring:** While holding position, watch for: - Quality score dropping below 60 (weakness warning) - Volume location shifting to opposite rejection (reversal warning) - EMA slope flattening to → FLAT (momentum loss) - Direction indicator changing (🐂↔🐻 = exit signal) ### 🎨 Chart Cleanliness Tips To maintain clean, readable charts: 1. **Disable visual noise:** - Turn OFF "Show Volume Location Markers" initially - Turn OFF "Show Background Quality Glow" (can be distracting) - Keep "Only Show Rejection on High Volume" ON 2. **Limit break lines:** - Set "Max Break Lines" to 5-10 (not 20+) - Enable "Extend Until Broken" to auto-clean old levels - Use "Only Significant Breaks" to filter whipsaws 3. **Labels only on best setups:** - Keep "Exceptional Threshold" at 85+ - Set "Volume Multiplier" to 1.5x minimum - This shows only truly institutional-quality moves 4. **Dashboard positioning:** - Place in corner that doesn't conflict with other indicators - Use "Bottom Right" if you have VWAP tables in top corners - Can disable entirely once familiar with quality recognition ### 🔔 Alert Configuration Set up alerts for automated trade monitoring: **Essential Alerts:** - **Exceptional Bullish/Bearish Quality** - Catches rare, high-conviction setups - **Bullish/Bearish Structure Break** - Entry signal alerts - **EMA Turned Bullish/Bearish** - Momentum shift warnings **Optional Alerts:** - **Strong Upper/Lower Rejection** - Reversal warnings at key levels - Set up conditional alerts combining multiple factors for custom strategies **Alert Best Practices:** - Start with only 2-3 alert types to avoid overwhelm - Test alert frequency on historical data before enabling live - Combine alerts with manual confirmation for highest win rate - Disable "Every tick" alerts—use "Once per bar close" only ## ⚙️ Configuration Overview ### HA Display Settings * **Show HA Candles** - Toggle Heikin Ashi candle display * **Show Quality Labels** - Display scores on exceptional candles only (85+) * **Show Volume Location Markers** - Optional emoji indicators (can clutter, OFF by default) * **Show Background Quality Glow** - Subtle background coloring on high-quality candles * **Show Dashboard Table** - Real-time metrics table * **Dashboard Position** - Four corner placement options ### Quality Settings * **High Quality Threshold** - Minimum score for "strong" classification (50-90, default 70) * **Exceptional Quality Threshold** - Score required for labels to appear (75-95, default 85) * **Volume Multiplier for Exceptional** - Relative volume requirement for labels (1.0-3.0x, default 1.5x) ### Marker Settings * **Only Show Rejection on High Volume** - Filter rejection markers by volume threshold * **Rejection Volume Threshold** - Minimum volume ratio for rejection markers (1.0-2.0x) * **Max Markers Per Session** - Daily limit to prevent clutter (5-50, default 10) ### HA Colors * **Excellent/Strong/Good/Weak Colors** - Customizable for both bullish and bearish candles * Pre-configured with optimal color progression from bright to faded ### EMA Settings * **Show EMA** - Toggle EMA display * **Length** - EMA period (default 9 for responsive trend following) * **Source** - Price input (default close) * **Offset** - Forward/backward display shift * **Slope Threshold** - Sensitivity for color changes (0.001-1.0, default 0.01) * **Bull/Bear/Neutral Colors** - Three-state color scheme ### Structure Break Settings * **Show Structure Break Lines** - Toggle horizontal break level lines * **Show Break Labels** - Display directional break markers (▲/▼) * **Max Break Lines** - Limit total lines shown (1-50, default 10) * **Extend Until Broken** - Auto-extend lines until price crosses back * **Only Significant Breaks** - Require follow-through confirmation to filter whipsaws * **Line Style** - Visual appearance (Solid/Dashed/Dotted) * **Line Width** - Thickness (1-4 pixels) * **Bull/Bear Break Colors** - Customizable line and label colors * **Label Size** - Text size (Tiny/Small/Normal) ### Smoothing Settings * **Type** - Additional smoothing MA types (None/SMA/SMA+BB/EMA/SMMA/WMA/VWMA) * **Length** - Smoothing period * **BB StdDev** - Bollinger Band standard deviation multiplier (when BB mode selected) --- ENTRY RULES: LONG: ✓ HA candle green (bullish) ✓ Quality score ≥ 80 (EXCELLENT) ✓ Volume ratio ≥ 1.5x average ✓ Body volume ≥ 70% (white border) ✓ Close location ≥ 75% ✓ EMA slope = ↑ BULL (green) ✓ Price above EMA → ENTER at candle close or next candle open SHORT: ✓ HA candle red (bearish) ✓ Quality score ≥ 80 ✓ Volume ratio ≥ 1.5x ✓ Body volume ≥ 70% ✓ Close location ≤ 25% ✓ EMA slope = ↓ BEAR (red) ✓ Price below EMA → ENTER at candle close or next candle open EXITS: - Stop: First opposite HA candle with quality ≥ 60 - Target: 2.5x entry candle range - Trail: Move stop to breakeven after 1.5x range profit ``` ### **Strategy 2: Structure Break + Quality Confirmation** ``` ## ⚠️ Important Considerations ### **Heikin Ashi Lag Awareness** Heikin Ashi candles smooth price action by averaging values, which creates inherent lag: * **Entry Lag:** HA trend changes appear 1-2 candles after real price reversal * **Exit Lag:** Reversals confirm late, potentially giving back profits * **Mitigation:** Use quality scoring and EMA breaks as leading indicators * **Solution:** Combine HA signals with regular candlestick charts for precise entries ### **Volume Estimation Limitations** The indicator estimates volume distribution proportionally since exact tick-by-tick volume isn't available on standard timeframes: * Assumptions are directionally correct but not tick-precise * Works best on liquid instruments with tight spreads * More reliable on higher timeframes (5-min+) than very short (30-sec) * Consider upgrading to tick charts for true volume distribution data ### **False Signals in Choppy Markets** Like all trend-following systems, this indicator underperforms in sideways, range-bound conditions: * Excessive structure break whipsaws * Many "high-quality" candles that fail to follow through * EMA slope flips rapidly (gray periods) * **Solution:** Reduce position size or avoid trading when dashboard shows frequent direction changes and → FLAT slope ### **Quality Score Is Not Win Rate** A quality score of 80 does NOT mean 80% win probability: * Score measures setup conviction, not outcome certainty * Markets can reject even highest-quality signals * Use quality as a filter, not a guarantee * Combine with proper risk management and position sizing --- ## ⚠️ Disclaimer This indicator is provided for **educational and informational purposes only**. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. All trading involves risk. Past performance of any strategy, indicator, or system does not guarantee future results. You are fully responsible for your own trading decisions, which should be based on your personal financial situation, risk tolerance, investment objectives, and independent analysis. The quality scores, volume location indicators, structure break signals, and EMA slope classifications are analytical tools designed to assist in decision-making—they are not trade recommendations. Always conduct your own due diligence and consider consulting with a qualified financial advisor before making investment decisions. Heikin Ashi candles inherently lag price action due to their smoothing calculations. This lag can result in delayed entries and exits. The volume distribution analysis is estimated proportionally and may not reflect exact tick-by-tick volume behavior. Trade responsibly and never risk more than you can afford to lose.
Pine Script® göstergesi
AMITTHEDAYTRADER tarafından
Adaptive Gaussian AFR# Adaptive Gaussian AFR (Average Filtering Range) The **Adaptive Gaussian AFR** is a sophisticated trend-following overlay designed to provide a "cleaner" perspective on market structure. It synthesizes advanced signal processing with volatility-adjusted trailing logic to create a perpetual trend indicator that filters noise while maintaining extreme responsiveness during momentum breakouts. ## How It Works This indicator combines three distinct mathematical principles to analyze and visualize price action: ### 1. 4-Pole Gaussian Smoothing Standard moving averages often suffer from a trade-off between smoothness and lag. By employing a **4-pole Gaussian filter**, the indicator applies a bell-curve weighting to price data. This results in a curve that is mathematically smoother than an EMA but reacts more sharply to significant price shocks. ### 2. Adaptive Volatility Scaling Unlike static indicators, this script utilizes a **Volatility Ratio** (comparing short-term ATR to long-term ATR). - **Expansion:** When volatility spikes, the Gaussian filter automatically shortens its lookback to "catch" the breakout. - **Contraction:** When the market consolidates, it lengthens the lookback to prevent "whipsaws" and false signals. ### 3. AFR (Average Filtering Range) Logic The "step-ladder" behavior is driven by the AFR logic. It calculates volatility-based boundaries (using an ATR factor). The trend line only moves higher if the price exceeds the current floor, and only moves lower if the price breaks the ceiling, creating a "perpetual" support and resistance level. ## Visual Interface & Branding The script features a high-visibility sentiment map using a custom brand color scheme: - **Bullish State (Blue - rgb(45, 162, 252)):** Triggered when price is trading above the Adaptive Gaussian mean and the AFR floor. - **Bearish State (Purple - rgb(113, 59, 249)):** Triggered when price breaks below the mean and the AFR ceiling. - **Brand Candles:** Price bars are automatically colored to match the trend state for immediate visual confirmation. ## Why This is Unique Most trend followers are "fixed"—they perform well in trending markets but fail in sideways chop. The uniqueness of the **Adaptive Gaussian AFR** lies in its ability to "breathe." Because the Gaussian engine is adaptive, it attempts to solve the "lag vs. noise" problem by becoming more rigid when the market is indecisive and more fluid when a trend is confirmed. ## Great inventions require great Care **This is not a standalone trading system.** While the Adaptive Gaussian AFR provides a highly refined view of the trend, it should be used in conjunction with other analysis tools. - **Lag:** Like all indicators based on historical data, the filter is inherently lagging and cannot predict future price movements. - **No Standalone Use:** Do not use this as your sole reason for entering or exiting a trade. It is best used as a **Trend Filter** or a **Volatility-Adjusted Entry/Exit Strategy in confluence with other tools**. - **Context Matters:** It does not account for fundamental news, higher-timeframe resistance, or volume profiles. Enjoy!
Pine Script® göstergesi
Mattes00 tarafından
2
Institutional Adaptive MA Intelligence System (ML) V2.0The Institutional Adaptive MA Intelligence System (ML) V2.0: A Deep Dive into Algorithmic Momentum Trading Executive Summary The financial markets are dominated by noise. For retail and institutional traders alike, the Holy Grail has historically been the elimination of lag—the delay between price action and the indicator’s response. The Institutional Adaptive MA Intelligence System (ML) V2.0 represents a paradigm shift in technical analysis. It moves away from static, single-logic indicators (like a standard RSI or SMA) and employs a Machine Learning (ML) ensemble approach utilizing Gradient Boosting logic. This system is not merely an indicator; it is a computational engine that runs real-time optimization loops to fit Moving Averages (MAs) to the current market fractal. By dynamically adjusting both the length of the lookback periods and the weight of eight distinct MA types, the system creates a "Composite MA" that hugs price action with near-zero lag while maintaining smoothness. Crucial Disclaimer: This system is engineered specifically for High-Momentum Assets and Short-Term Speculation (Scalping/Day Trading). Due to its hyper-reactive nature (utilizing lengths as low as 3 bars), it is mathematically unsuited for long-term "Buy and Hold" investing strategies, where noise tolerance is required. Part 1: The Algorithmic Architecture The core philosophy of this script is "Ensemble Learning." In Data Science, an ensemble method uses multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone. 1. The "Weak Learners" (The 8 MA Types) The system utilizes eight distinct, sophisticated Moving Average calculations. These are chosen specifically for their low-lag and noise-reduction properties. Standard SMAs or EMAs are excluded as they are mathematically obsolete for high-frequency trading. JMA (Jurik Moving Average): Famous for its "phase" and "power" parameters, JMA is designed to eliminate overshoot and undershoot, offering the best phase-delay performance in the industry. HMA (Hull Moving Average): Utilizes weighted moving averages (WMA) of different periods to mathematically eliminate lag, resulting in a curve that is incredibly smooth and responsive. DEMA (Double Exponential MA): Attempts to remove the lag of a standard EMA by subtracting the EMA of the EMA from the original. TEMA (Triple Exponential MA): Similar to DEMA but with a triple smoothing layer, offering even faster reaction times to volatility spikes. ZLEMA (Zero Lag EMA): Uses historical data to remove lag by tracking the momentum of the price over a specific window and adding it back to the current price before smoothing. ALMA (Arnaud Legoux MA): Applies a Gaussian filter (Normal Distribution) to the window, allowing the user to offset the weight to the most recent data points (Sigma and Offset). FRAMA (Fractal Adaptive MA): This is a non-linear MA. It calculates the "Fractal Dimension" of the price. When the market is ranging, the FRAMA slows down (filters noise). When the market trends, it speeds up. SuperSmoother (2-Pole Ehlers): Based on John Ehlers' digital signal processing (DSP) work, this filter removes aliasing noise from price data, leaving only the "true" spectral component of the trend. 2. The Innovation: Dynamic Length Optimization In V2.0, the script introduces a brute-force optimization layer rarely seen in Pine Script due to computational limits. Most traders ask: "Should I use the 9 MA or the 21 MA?" This system asks: "Why guess?" The script pre-computes all 8 MAs at 10 different lengths simultaneously: 3, 5, 8, 10, 12, 14, 16, 20, 21, 25 The Optimization Loop: Normalization: The script normalizes the current price return using ATR (Average True Range) to create a standardized "Target." Error Calculation: On every bar, the script calculates the prediction error (Mean Absolute Error) for every MA at every length (80 combinations total). Selection: It identifies which length is currently minimizing error for each specific MA type. Adaptation: If the market speeds up, the optimal length might shift from 21 to 5 automatically. If the market becomes choppy, it might extend to 25 to smooth out the noise. 3. The "Brain": Gradient Boosting Machine (GBM) Weighting Once the system has determined the optimal length for each MA, it must determine how much trust (Weight) to place in each MA type. Inputs: The deviation of each MA from the price (Signals) and the recent normalized price returns. The Learning Rate (gbmLearningRate): This determines how quickly the model adapts. A rate of 0.05 implies the model shifts its bias slowly, preserving stability. The Process: The script maintains an array of weights (initially 0.125 or 12.5% per MA). It compares the composite signal against the actual price movement. MAs that correctly predicted the move have their weights increased. MAs that failed are penalized (weights decreased). Result: A "Composite MA" is drawn. This is a weighted average of the 8 MAs. In a specific market condition, the Composite might be composed of 40% JMA, 30% HMA, and 0% of the others, depending on what is winning at that moment. Part 2: Signal Generation and Confluence The system does not rely on a single trigger. It employs a Multi-Confluence logic engine to filter false positives common in high-volatility environments. The Confluence Score The script calculates a "Bull Count" and "Bear Count" on every bar. It checks the slope of all 8 optimized MAs individually. If the JMA is rising, +1 Bull. If the HMA is falling, +1 Bear. Score: A score of 8/8 indicates "Strong Confluence." This means every distinct mathematical calculation agrees on the direction. Signal Modes The user can select how the script generates entry/exit icons: Composite Cross: Standard crossover of Price vs. the Composite MA. Price Cross: Crossover confirmed by Slope (Price crosses up AND Slope is positive). Slope Change (Recommended for Scalping): Signals are generated when the derivative of the MA changes. If the MA is falling, flattens, and turns up (V-Shape), a signal acts immediately, often before price crosses the MA. Multi-Confluence: A signal is only printed if a crossover occurs AND the Confluence Score is > 6 (75% agreement among the ensemble). Volatility Filter The script calculates a VolatilityFactor (Current ATR / 50-period SMA of ATR). If volatility is too low (dead market), signals are suppressed to prevent chop. If volatility is extremely high (news event spikes), signals are filtered to prevent buying the top of a wick. Part 3: Operational Guide for High-Momentum Trading This system is specifically tuned for Alpha Generation in fast-moving markets. It is distinct from Beta capture (market riding). 1. Asset Selection This script fails in low-volatility, ranging environments (e.g., EURUSD during the Asian session). It thrives on assets with high variance and directional inertia. Crypto: Bitcoin (BTC), Ethereum (ETH), Solana (SOL), and high-beta Altcoins. Indices: Nasdaq 100 (NQ/US100), DAX40. Commodities: Gold (XAUUSD), Crude Oil. Forex: GBPJPY, EURJPY (The "Guppy" pairs). 2. Timeframe Selection The max_bars_back and lookback periods (3 to 25) dictate that this is a Short-Duration tool. 1-Minute / 5-Minute: Ideal for Scalping. The "Slope Change" signal mode works best here to catch the immediate turn of the trend. 15-Minute: Ideal for Intraday swing trading. 3. The "Slope Scalp" Strategy The most effective way to use this script is not to wait for crosses, but to trade the Slope Color. The Setup: Wait for the Price to pull back into the "MA Cloud" (the gray shaded area between the highest and lowest MA). The Trigger: Watch the Composite MA line. Gray: Neutral/Flat. Teal: Slope has turned Positive. Red: Slope has turned Negative. The Entry: As soon as the line turns from Red to Gray/Teal inside the cloud, initiate a trade in the direction of the higher timeframe trend. This captures the exact moment momentum shifts back in favor of the trend. 4. Interpretation of the Tables Info Table: Displays the current "Trend Status," "Confluence Score" (e.g., 7/8 Bull), and the "GBM Accuracy" (how well the model has predicted the last 50 bars). GBM Weights Table: This is your "Under the Hood" view. It shows which MA is currently dominating the weightings. Insight: If FRAMA has the highest weight, the market is fractal/choppy. Insight: If JMA or HMA has the highest weight, the market is trending smoothly. Part 4: Why This Is NOT for Investing It is critical to understand the distinction between Signal Processing and Investment Analysis. 1. The Length Constraint The maximum length calculated by this script is 25 bars. In an investment context (Daily/Weekly charts), a 25-period MA is still considered a short-term trend filter. Investors typically look at the 50, 100, or 200 SMA to determine macro bias. The Risk: Using this script on a Weekly chart for investing will result in "whipsawing." Because the MAs are so reactive, a standard 5% correction in a Bull Market will trigger a "Sell" signal, causing the investor to exit a profitable long-term position prematurely. 2. Noise Sensitivity The algorithms (JMA, HMA, etc.) are designed to react to immediate price physics. Investing: Requires ignoring noise. You want to stay in Apple stock despite a bad earnings report drop, provided the yearly trend is up. This Script: Is designed to exploit noise. It detects the earnings drop instantly and signals a short to profit from the panic, then signals a buy at the bottom. Conclusion: An investor using this tool will over-trade, accruing massive commission fees and tax liabilities, while likely underperforming a simple "Buy and Hold" strategy due to constant entries and exits. Part 5: Advantages of the V2.0 System 1. Zero-Lag Responsiveness By using the JMA and GBM weighting, the Composite line frequently moves with price rather than behind it. This allows for tighter Stop Losses. In scalping, a tight stop loss is the difference between a high Risk:Reward ratio and a blown account. 2. Adaptation to Market Phase Standard indicators fail because they are static. An RSI(14) is always 14 bars. In a Parabolic Trend, this system shortens its lengths (to e.g., 3 or 5) to keep you in the trade until the very top. In a Consolidation, it lengthens itself (to 20-25) and lowers the weights of reactive MAs to prevent false breakouts. 3. Psychological Confirmation The "Confluence" logic provides objective data for trade execution. Seeing that "7 out of 8" algorithms agree on a direction gives the trader the conviction to execute the trade immediately, reducing hesitation. 4. Quantitative Edge The "GBM Improvement" metric in the dashboard shows exactly how much better the ML-Composite is performing compared to a simple average. This allows the trader to know when the "Smart" logic is working and when the market is too random for even ML to predict (at which point the trader should sit on hands). Conclusion The Institutional Adaptive MA Intelligence System V2.0 is a high-performance Formula 1 car of technical indicators. It requires a skilled driver who understands high-momentum assets. It abstracts away the complexity of choosing the "right" indicator settings by brute-forcing the math in real-time. For the scalper and intraday momentum trader, it offers a distinct edge: the ability to visualize the true, noise-filtered trajectory of price action with the lowest mathematically possible latency. However, for the long-term investor, it is a tool of distraction; its hyper-sensitivity is a liability in strategies requiring patience and duration. Use this tool to snipe entries in volatile markets, take quick profits, and exit before the trend reversal becomes obvious to the rest of the market.
Pine Script® göstergesi
jaydesaigu tarafından
Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control. ● Originality and Utility Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations. ● Methodology The script operates through a sophisticated three-stage quantitative process: • Intrabar Data Acquisition The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar. • Directional Flow Distribution For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action. • Statistical Volatility Normalization To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds. ● How to Use This tool is designed to be a complete decision-support system. Here is how to interpret its various components: • The Volume Histogram The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect. • The Delta Histogram This plots the net difference. Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask. Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid. Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal. • The Heads-Up Display (HUD) A dashboard table pinned to the chart provides real-time metrics: Session Delta: The cumulative buy/sell pressure for the current trading day. Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION." Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly). • Visual Signals The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold. Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold). Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold). ● Inputs and Configuration Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity. Volume MA Length: Defines the lookback period for the volume moving average. Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts. Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Pine Script® göstergesi
MarkitTick tarafından
[LV] Tight_BarThis indicator is being inspired from William O'Neil's "tight bar" strategy, focuses on identifying stocks in consolidation phases (bases) with narrow price ranges and declining volume, signaling strong institutional accumulation before a major breakout. It's about spotting strong stocks pausing for breath, not selling off, indicated by few price swings (tight bars). The price ranges is being calculated by ATR-Based Dynamic Threshold. And you can manually select how many bars to include to the tightness check. It will automatically draw tight lines according to your choices. In addition moving averages being added to the indicator where you can modify based on your own preferences. William O'Neil is also pointing out the importance of fundamental status of stocks. Therefore, following "Quality Check" fundamentals is being added to the table. PIOTROSKI_F_SCORE ALTMAN_Z_SCORE RETURN_ON_INVESTED_CAPITAL RETURN_ON_EQUITY OPERATING_MARGIN EARNINGS_PER_SHARE_BASIC_ONE_YEAR_GROWTH REVENUE_ONE_YEAR_GROWTH" You will be able to see stock's momentum as well on the table. The following items is being added to "Momentum Check" table. - A low volume within the base, leading to potentially massive gains on a volume-driven breakout is important: A status of volume increase comparing previous weeks' average. - Directional movement index - Market trend check (e.g. SPX) - Liquidity check of stock - Relative volume - ADR% - ATR%
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LeventV tarafından
Professional Breakout Indicator (DC + ATR Filter)Description Elements (Professional): Benefits of Donchian Channel (DC): Uses $\text{highest(high, N)}$ and $\text{lowest(low, N)}$ to determine the historical price accumulation range ($N$). Identifies resistance/support levels that serve as natural market breakout points. ATR Filter: Uses the Average True Range (ATR) multiplied by the multiplier ($\text{Multiplier}$) to increase the distance from the DC edges. Prevents False Breakouts: Signals only occur when the breakout has enough strength (momentum) to overcome the average volatility ( NYSE:ATR $). Input Parameters: Allow users to customize $N$, $\text{ATR Length}$, and $\text{ATR Multiplier}$. Flexibility: The indicator can be adapted to different assets (stocks, Forex, crypto) or timeframes. Alerts ($\text{alertcondition}$): Adds an automatic alert function when a confirmed breakout signal occurs. Convenience: Traders do not need to constantly monitor the screen. Notifications can be set to be sent to mobile phones or emails. Visuals show breakout boundaries and plot shapes clearly display buy/sell signals. Clarity: Facilitates easy visual decision-making and backtesting.
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tomgoodcarkhonsan tarafından
DJLogics🔥 NEW INDICATOR FOR THE 3-MINUTE TIMEFRAME 🔥 An indicator designed to trade fast and efficiently on 3-minute charts — without lagging signals or unnecessary noise. 🎯 What’s inside: — Clear identification of short-term trend — Early entry and exit points — Minimal subjectivity, maximum structure — Perfect for active trading and scalping 🎥 I’ve recorded a detailed training video where I walk you step by step through: — how the indicator works — how to use it correctly — the mistakes 90% of traders make on lower timeframes This is a tool for those who actually trade — not just watch the market. 👉 The video is already available. 👉 The indicator is live and in action. Don’t miss it. Small timeframe — big opportunities. 💥
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Omorfus tarafından
1
Shadows V2, by ParagonSignals "Shadows" is a momentum indicator with a more “market-structure aware” backbone. Instead of treating raw price as the signal, it builds a cleaner internal series by mixing direction (price change normalized by volatility), activity relative volume), and robust normalization so spikes don’t dominate. That produces a smoothed “base” line that behaves like a filtered price proxy. On top of that base, it runs a MACD-style momentum read (fast/slow moving averages + signal line). The key difference is the gating: it tries to avoid firing in dead or choppy markets by requiring a minimum regime strength(volatility + volume) plus a minimum trend quality (slope + efficiency/trendiness). Entries are then triggered only when momentum is strong enough relative to a dynamic threshold(it adapts to current conditions), with simple confirmation/cooldown to reduce noise. Exits use hysteresis so it doesn’t flip in and out on tiny wiggles. Finally, the Quality Score (0–100) is your quick filter: higher score means cleaner conditions and more trustworthy signals; low score usually means chop/noise. The colored lines can be read as a live direction/momentum guide even without the entry/exit markers. Treat the colored state as the regime-consistent directional bias Bullish color/state, directional bias (+). Operate in the long domain; avoid contra-signals. Bearish color/state, directional bias (-). Operate in the short domain; avoid contra-signals. A rapid state alternation, low directional persistence (chop). Reduce participation and require cleaner confirmation. Use triggers as discrete state-transition events L = long-entry event. Valid only when the current state is bullish (alignment condition). S = short-entry event. Valid only when the current state is bearish. XL = long-exit event. Treat as a bias/momentum deterioration signal; flatten exposure. XS = short-exit event. Same logic; flatten exposure. When state persistence is poor (frequent color flips), treat triggers as low quality: either stand down or only act when the state remains stable for multiple bars. Never take L against bearish state or S against bullish state; the system is designed around alignment, not mean-reversion. This keeps the workflow strictly state-driven (colors define the trade domain) and event-driven (L/S enter, XL/XS exit), which is exactly how you avoid noise-induced flipping.
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paragonsignals tarafından
2
InitialBalance# Initial Balance Indicator ## Overview The Initial Balance indicator visualizes the price range (High and Low) established during a specific user-defined session time (e.g., the first hour of the trading day). It plots three key levels: - **IB High**: The highest price reached during the session. - **IB Low**: The lowest price reached during the session. - **IB 50%**: The mid-point between the High and Low. ## Features - **Custom Session Times**: Users can define the specific start and end times for the Initial Balance period (input as `HHMM`). **Note: Times are fixed to the `America/New_York` timezone.** - **Real-Time Updates**: The levels dynamically update as the session progresses. - **Session Independence**: Each trading day/session is treated independently using a struct-based data structure, preserving the historical lines for previous days on the chart. - **Visual Customization**: - Customizable colors for High (Green), Low (Red), and Mid (White) lines. - Customizable background fill color and transparency between the High and Low lines. ## Usage 1. **Add to Chart**: specific the file `InitialBalance.pine` to your TradingView Chart. 2. **Configure Inputs**: - **Session Settings**: Set your desired `Start Time` and `End Time` (default: 09:30 - 10:30). These times are interpreted in the **America/New_York** timezone. - **Visual Settings**: Adjust line colors and background fill to your preference.
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FededB tarafından
FX Master Confluence v41 (Smart TDI Filter)How to read your new Dashboard: Top Row (The Boss): This is your 8-Hour WaveTrend status. DARK GREEN: Strong Bull (Bias is Up & Above Zero). Aggressively look for buys. LIGHT GREEN: Weak Bull (Bias is Up but Below Zero). Be cautious, could be a deep pullback. DARK RED: Strong Bear (Bias is Down & Below Zero). Aggressively look for sells. LTF Rows (15m - 6h): "GOLDEN ZERO": This is the Holy Grail signal you asked for. The LTF WaveTrend just crossed the Zero line in agreement with the 8H Boss. "REV SETUP": Standard reversal signal (useful, but lower confidence than Golden). "TREND UP/DOWN": No signal right now, but tells you the flow of that specific timeframe.
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xcelteddy tarafından
FX Master Confluence v39 (Restored MAs) TDDHow to read your new Dashboard: Top Row (The Boss): This is your 8-Hour WaveTrend status. DARK GREEN: Strong Bull (Bias is Up & Above Zero). Aggressively look for buys. LIGHT GREEN: Weak Bull (Bias is Up but Below Zero). Be cautious, could be a deep pullback. DARK RED: Strong Bear (Bias is Down & Below Zero). Aggressively look for sells. LTF Rows (15m - 6h): "GOLDEN ZERO": This is the Holy Grail signal you asked for. The LTF WaveTrend just crossed the Zero line in agreement with the 8H Boss. "REV SETUP": Standard reversal signal (useful, but lower confidence than Golden). "TREND UP/DOWN": No signal right now, but tells you the flow of that specific timeframe. Now you have a "Traffic Light" system. If the Top Row is RED, you ignore everything until you see a RED "GOLDEN ZERO" on your 15m or 1H chart.
Pine Script® göstergesi
xcelteddy tarafından
EMA and Dow Theory Strategies V2 DOGE Current Optimum Value 📘 Overview These are the current optimal values for DOGE. They are intended for use on the 2‑hour timeframe. This script requires complex configuration, but there is an optimal set of values somewhere. Here, I’m sharing the settings that I personally use at the moment. Turning Take Profit off can lead to higher profits, but it also increases risks such as a lower win rate. With Take Profit on, you can adjust the settings by increasing the values. I have been trading using Dow Theory for many years. Trading with Dow Theory and EMA has been my main strategy. Although it has been profitable, I have long struggled with its low win rate. The issue lies in the immaturity of the exit strategy, and I’m currently experimenting to see if I can solve that. In V2, I added three take‑profit lines, securing 30% of the profit at each level to ensure a minimum level of gain. Additionally, when the trend weakens, half of the position is closed. In all scenarios, the remaining position is held until the trend reverses. The system provides precise entries, adaptive exits, and highly visual guidance that helps traders understand trend structure at a glance. 🧠 Key Features 🔹 1. Dual‑EMA Trend Logic (Symbol + External Index) Both the chart symbol and an external index (OTHERS.D) are evaluated using fast/slow EMAs to determine correlation‑based trend bias. 🔹 2. Dow Theory Swing Detection (Real‑time) The script identifies swing highs/lows and updates trend direction when price breaks them. This creates a structural trend model that reacts faster than EMAs alone. 🔹 3. Gradient Trend Zones (Visual Trend Strength) When trend is up or down, the area between price and the latest swing level is filled with a multi‑step gradient. This makes trend strength and distance-to-structure visually intuitive. 🔹 4. Higher‑Timeframe Swing Trend (htfTrend) Swing highs/lows from a higher timeframe (e.g., 4H) are plotted to show macro structure. Used only for visual context, not for filtering entries. 🔹 5. RSI‑Based Entry Protection RSI prevents entries during extreme overbought/oversold conditions. 🔹 6. Dynamic Exit System Includes: Custom stop‑loss (%) Partial take‑profit (TP1/TP2/TP3) Automatic scale‑out when trend color weakens “Color‑change lockout” to prevent immediate re‑entry Real‑time PnL tracking and labels 🔹 7. Alerts for All Key Events Entry, stop‑loss, partial exits, and trend‑change exits all generate structured JSON alerts. 🔹 8. Visual PnL Labels & Equity Tracking PnL for the latest trade is displayed directly on the chart, including scale‑out adjustments. ⚙️ Input Parameters Parameter Description Fast EMA / Slow EMA EMAs used for symbol trend detection Index Fast / Slow EMA EMAs applied to external index StopLoss (%) Custom stop‑loss threshold Scale‑Out % Portion to exit when trend color weakens RSI Period / Levels Overbought/oversold filters Swing Detection Length Bars used to detect swing highs/lows Stats Display Position of statistics table 🧭 About htfTrend (Higher Timeframe Trend) The higher‑timeframe swing trend is displayed visually but not used for entry logic. Why? Strict HTF filtering reduces trade frequency and often removes profitable setups. By keeping it visual‑only, traders retain flexibility while still benefiting from macro structure awareness. Use it as a contextual guide, not a constraint. 📘 概要 DOGEの現在の最適値です。 2時間足での使用を想定しています。 このスクリプトは複雑な設定が必要ですが、どこかに最適値が存在します。 今回は現在私が個人的に使っている設定値の公開です。 Take ProfitをOFFにするとさらなる利益が望めますが、勝率が下がるなどのリスクが上がります。 ONにした状態で数値を上げることによって調整することが可能です。 私はダウ理論を使ったトレードを長年続けてきました。 ダウ理論とEMAを使ったトレードが私の主力です。 しかし利益は出るものの、長年その勝率の低さに悩んでいました。 問題は出口戦略が未熟なためで、現在はそれらの解決ができないかと試行錯誤を続けています。 V2では3本の利益確定ラインを引き、それぞれ30%ずつ利益を確定し、最低限の利益がでるようにしました。 それ以外にはトレンドが弱まったタイミングで半分の利益確定をし、どのパターンでも残ったポジションはトレンド転換まで持ち続けます。 🧠 主な機能 🔹 1. 銘柄＋外部インデックスの EMA クロス判定 対象銘柄と OTHERS.D の EMA を比較し、相関を考慮したトレンド方向を判定します。 🔹 2. ダウ理論に基づくスイング高値・安値の自動検出 スイング更新によりトレンド方向を切り替える、構造ベースのトレンド判定を採用。 🔹 3. グラデーション背景によるトレンド強度の可視化 スイングラインから現在価格までを段階的に塗り分け、 「どれだけトレンドが伸びているか」を直感的に把握できます。 🔹 4. 上位足スイングトレンド（htfTrend）の表示 4H などの上位足でのスイング高値・安値を表示し、 大局的なトレンド構造を視覚的に把握できます（ロジックには未使用）。 🔹 5. RSI による過熱・売られすぎフィルター 極端な RSI 状態でのエントリーを防止。 🔹 6. 動的イグジットシステム カスタム損切り（％） TP1/TP2/TP3 の段階的利確 トレンド色の弱まりによる自動スケールアウト 色変化後の再エントリー制限（waitForColorChange） リアルタイム PnL の追跡とラベル表示 🔹 7. アラート完備（JSON 形式） エントリー、損切り、部分利確、トレンド反転などすべてに対応。 🔹 8. 損益ラベル・統計表示 直近トレードの損益をチャート上に表示し、視覚的に把握できます。 ⚙️ 設定項目 設定項目名 説明 Fast / Slow EMA 銘柄の EMA 設定 Index Fast / Slow EMA 外部インデックスの EMA 設定 損切り（％） カスタム損切りライン 部分利確割合 トレンド弱化時のスケールアウト割合 RSI 期間・水準 過熱/売られすぎフィルター スイング検出期間 スイング高値・安値の検出に使用 統計表示位置 テーブルの表示位置 🧭 上位足トレンド（htfTrend）について 上位足スイングの更新に基づくトレンド判定を表示しますが、 エントリー条件には使用していません。 理由： 上位足を厳密にロジックへ組み込むと、トレード機会が大幅に減るためです。 本ストラテジーでは、 「大局の把握は視覚で、エントリーは柔軟に」 という設計思想を採用しています。 → 裁量で利確判断や逆張り回避に活用できます。
Pine Script® stratejisi
mm_mitsuya tarafından
3
Adaptive Regime Z-Score (ARZ)Adaptive Regime Z-Score (ARZ) — Description Adaptive Regime Z-Score (ARZ) is a regime-weighted, volatility-normalized price deviation histogram. It measures the distance between price and a slow EMA (market center), normalized by ATR, and amplifies this deviation only when a directional trend regime is confirmed. The output is displayed as a signed histogram, capped between -100 and +100, with directional regime awareness (bullish or bearish trends). 🔍 What ARZ measures Normalized price deviation Distance of price from the EMA center, expressed in ATR units and scaled to a fixed range. Directional trend regime detection A trend regime is confirmed only when all three conditions align: EMA slope has a clear direction Price is sufficiently far from the EMA (ATR-based distance) ADX is above its threshold Regime-weighted deviation When a trend regime is active, the deviation is scaled by a trend-strength score When no trend is detected, the output collapses toward zero 📊 How to read the histogram Green bars → confirmed bullish trend regime (price extended above EMA, positive deviation) Red bars → confirmed bearish trend regime (price extended below EMA, negative deviation) Near-zero values → no confirmed trend regime (range / transition state, not highlighted) There is no separate “ranging” histogram: absence of bars (or minimal values) implicitly represents non-trending conditions. 🎨 Visual elements Histogram Green = bullish trend regime Red = bearish trend regime Intensity reflects trend strength × extension Highlighted only when a directional trend regime is active Neutral otherwise Upper / Lower Visual Levels Reference levels only
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FXSMARTLAB tarafından
NeuraAlgo - Market Screener Market Dynamics – Screener Market Dynamics – Screener is a multi-asset, multi-timeframe market opportunity scanner designed to identify high-probability trend transitions, continuation zones, and structural shifts across markets in real time. Its primary purpose is to catch market opportunities early, filter out low-quality noise, and present actionable directional bias in a clean dashboard format. This is not a simple signal indicator — it is a market state analyzer built from layered trend logic, volatility intelligence, sentiment structure, and adaptive risk modeling. What This Indicator Does? The screener continuously analyzes selected symbols and timeframes to determine: 📈 Bullish opportunities 📉 Bearish opportunities 🔄 Trend continuation vs reversal risk ⚖️ Market balance, bias, and volatility conditions 🧠 Strength & conviction behind moves (not just direction) All results are summarized in a central dashboard, allowing you to scan multiple instruments at once without switching charts. Core Philosophy “Trade the environment, not just the signal.” Market Dynamics focuses on: Trend quality Momentum sustainability Volatility behavior Structural confirmations Risk-aware positioning This prevents chasing weak moves and helps align trades with favorable market conditions. Main Components Explained 1️⃣ Main Trend Engine The heart of the system. Detects primary bullish / bearish structure Uses adaptive price ranges and volume-aware smoothing Filters false breakouts and late entries Outputs: Trend direction Momentum strength score Valid entry transitions Preset Modes Main Trend → Best for swing & position trading Multi Trend → Allows structured re-entries within trends 2️⃣ Main Filters (Noise Control) These filters protect you from bad trades during unfavorable conditions. You can enable/disable them individually: Noise Filter – removes random price fluctuations Gap Filter – avoids unstable gap-driven moves Range Filter – blocks sideways market traps Volatility Filter – confirms trend energy Trend Filter (EMA + ATR slope) – confirms directional pressure 👉 Result: Cleaner signals, fewer fake entries 3️⃣ Feature Filters (Market Context) These provide advanced market intelligence, not direct signals. Reversal Cloud – detects exhaustion & reversal pressure Sentiment Cloud – identifies range sentiment dominance Price Steps – tracks structural stair-step movements Market Bias – defines dominant directional control Each feature can be used in: Confirmation mode (trade with it) Contrarian mode (fade extremes) Disabled 4️⃣ Risk Management Engine Built-in professional risk logic (visual & analytical): Risk-Reward model Partial take profits (TP1 / TP2 / TP3) Optional Stop Loss Trailing Stop mode Adaptive exits based on market structure ⚠️ This indicator does not place trades, but it clearly defines: Entry validity Exit zones Trade lifecycle status 5️⃣ Market Strength & Delta Analysis For every active trend, the system measures: Volume dominance Bull vs Bear pressure Delta imbalance Strength consistency This helps you avoid weak trends and focus on high-conviction moves. Dashboard Overview The dashboard shows, per symbol: Ticker & timeframe Current price % change Directional bias (Bull / Bear) TP & SL hit counts Feature states (Reversal, Sentiment, Bias, Steps) Strength score Volume & delta pressure 👉 One glance = full market snapshot. How to Use It (Practical Workflow) 🔹 Step 1: Select Symbols & Timeframes Add stocks, crypto, forex, or indices you actively trade. 🔹 Step 2: Choose a Preset Main Trend → clean directional trading Multi Trend → scaling & continuation entries 🔹 Step 3: Enable Filters Start simple: Noise Filter Trend Filter Then layer more filters as needed. 🔹 Step 4: Scan the Dashboard Look for: Clear Bull / Bear alignment Strong strength score Confirmed feature agreement 🔹 Step 5: Execute on Chart Use the screener to find opportunities, then execute using: Your own strategy Price action Order flow Support & resistance Who This Is For ✅ Swing traders ✅ Intraday traders ✅ Multi-asset traders ✅ Signal confirmation users ✅ Traders who want context, not guesswork ❌ Not for: One-click signal chasers Martingale systems No-risk strategies Final Note Market Dynamics – Screener is designed to act as your market radar. It does not tell you what to trade blindly — It tells you where the market environment is favorable. Catch opportunities early. Avoid low-quality conditions. Trade with structure, not emotion. — NeuraAlgo
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NeuraAlgo tarafından
4