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SM Trap Detector – Liquidity Sweeps & Institutional ReversalsOverview: This script is designed to help traders detect Smart Money traps, liquidity grabs, and false breakouts with high precision. Inspired by institutional trading logic (SMC, ICT, Wyckoff), this tool combines: 🟦 Liquidity Zone Mapping – Detects stop hunt targets near highs/lows 🚨 Trap Candle Detection – Identifies fakeouts using wick + volume logic ✅ Reversal Confirmation – Entry signals based on real market structure 🧭 Dashboard Panel – Always see the last trap type, price, and confirmation 🔔 Real-Time Alerts – Stay notified of traps and entry points 🧠 Logic Breakdown: Trap Candle = Large wick, small body, volume spike, and sweep of a liquidity zone Confirmed Entry = Reversal price action following the trap (engulfing-style) 📈 Best Used On: Markets: Crypto, Forex, Stocks Timeframes: No limitation but works best on 1H, 4H, Daily 🛠 Suggested Use: Trade only confirmed entries for best results Place stops beyond wick highs/lows Target previous structure or use RR-based exits 📊 Backtest Tip: Use alerts + replay mode to manually validate past traps. Note: Please backtest before using it for entry.
Pine Script® göstergesi
friendlyRox tarafından
1
SMC_CommonLibrary "SMC_Common" Common types and utilities for Smart Money Concepts indicators get_future_time(bars_ahead)   Parameters:      bars_ahead (int) get_time_at_offset(offset)   Parameters:      offset (int) get_mid_time(time1, time2)   Parameters:      time1 (int)      time2 (int) timeframe_to_string(tf)   Parameters:      tf (string) is_psychological_level(price)   Parameters:      price (float) detect_swing_high(src_high, lookback)   Parameters:      src_high (float)      lookback (int) detect_swing_low(src_low, lookback)   Parameters:      src_low (float)      lookback (int) detect_fvg(h, l, min_size)   Parameters:      h (float)      l (float)      min_size (float) analyze_volume(vol, volume_ma)   Parameters:      vol (float)      volume_ma (float) create_label(x, y, label_text, bg_color, label_size, use_time)   Parameters:      x (int)      y (float)      label_text (string)      bg_color (color)      label_size (string)      use_time (bool) SwingPoint   Fields:      price (series float)      bar_index (series int)      bar_time (series int)      swing_type (series string)      strength (series int)      is_major (series bool)      timeframe (series string) LiquidityLevel   Fields:      price (series float)      bar_index (series int)      bar_time (series int)      liq_type (series string)      touch_count (series int)      is_swept (series bool)      quality_score (series float)      level_type (series string) OrderBlock   Fields:      start_bar (series int)      end_bar (series int)      start_time (series int)      end_time (series int)      top (series float)      bottom (series float)      ob_type (series string)      has_liquidity_sweep (series bool)      has_fvg (series bool)      is_mitigated (series bool)      is_breaker (series bool)      timeframe (series string)      mitigation_level (series float) StructureBreak   Fields:      level (series float)      break_bar (series int)      break_time (series int)      break_type (series string)      direction (series string)      is_confirmed (series bool)      source_swing_bar (series int)      source_time (series int) SignalData   Fields:      signal_type (series string)      entry_price (series float)      stop_loss (series float)      take_profit (series float)      risk_reward_ratio (series float)      confluence_count (series int)      confidence_score (series float)      strength (series string)
Pine Script® kütüphanesi
M3ns4h tarafından
BTC 1m Chop Top/Bottom Reversal (Stable Entries)Strategy Description: BTC 5m Chop Top/Bottom Reversal (Stable Entries) This strategy is engineered to capture precise reversal points during Bitcoin’s choppy or sideways price action on the 5-minute timeframe. It identifies short-term tops and bottoms using a confluence of volatility bands, momentum indicators, and price structure, optimized for high-probability scalping and intraday reversals. Core Logic: Volatility Filter: Uses an EMA with ATR bands to define overextended price zones. Momentum Divergence: Confirms reversals using RSI and MACD histogram shifts. Price Action Filter: Requires candle confirmation in the direction of the trade. Locked Signal Logic: Prevents repaints and disappearing trades by confirming signals only once per bar. Trade Parameters: Short Entry: Above upper band + overbought RSI + weakening MACD + bearish candle Long Entry: Below lower band + oversold RSI + strengthening MACD + bullish candle Take Profit: ±0.75% Stop Loss: ±0.4% This setup is tuned for traders using tight risk control and leverage, where execution precision and minimal drawdown tolerance are critical.
Pine Script® stratejisi
Schedule1Cannabis tarafından
1
Smart Order Blocks [Pro Version]Here’s a **clear, detailed "How It Works" explanation** for this indicator: --- ## ✅ **Smart Order Blocks \ – How It Works** ### **Purpose** This indicator detects **Order Blocks (OBs)** based on **pivot highs and lows**, and automatically marks **Bullish** and **Bearish OB zones** on the chart with optional extensions and alerts. It is designed to help traders identify **institutional price levels** where liquidity is often engineered for future price moves. --- ### **Customization Options** ✔ **Source** → Choose between Wicks or Bodies for OB calculation. ✔ **Pivot Settings** → Adjust sensitivity for detecting pivots. ✔ **Extend OBs** → Keep zones visible until tapped, or fix a specific width. ✔ **Show Labels** → Displays OB type and strength on chart. ✔ **Colors** → Configure Bullish, Bearish, and Invalid OB colors. --- ### **Practical Usage** * **Entry Strategy**: * Wait for price to **revisit a Bullish OB** in an uptrend → Long entry. * Wait for price to **revisit a Bearish OB** in a downtrend → Short entry. * Combine with: * **Market Structure (HH/HL or LH/LL)**. * **Confirmation signals** (e.g., candlestick pattern, break of structure). * **Risk Management** → Stop loss outside OB zone. --- ### ✅ **Summary in One Sentence** The indicator automatically identifies **institutional OB zones**, shows their strength, extends them until mitigated, and alerts you when price interacts with these key liquidity levels, helping you trade like Smart Money. ---
Pine Script® göstergesi
MSultan74 tarafından
1
EMA Grid + Martingale Strategy (Long-Only) with CooldownTitle: EMA Grid + Martingale Strategy (Long-Only) with Cooldown Short Summary: A long-only strategy combining EMA trend filters, grid-based entries, optional martingale sizing, and a cooldown feature to manage position timing and exits. Full Description: This strategy uses a 4-EMA trend confirmation system to detect bullish momentum, then deploys a grid-style entry method with optional martingale position sizing. It includes a cooldown mechanism to prevent reentry too soon after a completed trade cycle. How It Works 1. Trend Confirmation: Two EMA groups (fast/slow) determine whether market conditions are bullish. 2. Initial Entry: A new position is entered when both EMA groups confirm an uptrend and no position is currently active. 3. Grid Entries: Additional long entries are placed when price drops by a defined pip distance from the last entry, respecting the maximum number of entries. 4. Martingale Sizing (Optional): Grid orders can increase in size with each level using a customizable multiplier. 5. Weighted-Average Exit: All positions close once price reaches or exceeds the average entry price plus a buffer. 6. Cooldown Timer: After closing a position set, the strategy waits a defined number of bars before opening a new grid. Key Features • 4 customizable EMAs for trend confirmation. • Dynamic grid-style long entries based on pip intervals. • Optional martingale-style position sizing. • Weighted-average price exit logic with buffer control. • Cooldown bar period to limit overtrading. • Suitable for optimization and backtesting with full control over inputs. Use Cases • Designed for trending markets where pullbacks present entry opportunities. • Helps manage staged entries while avoiding premature reentry. • Ideal for testing martingale and grid-based strategies with exit precision. Note: This strategy is for testing and educational purposes only. It does not guarantee profits and is not financial advice.
Pine Script® stratejisi
Dreeco7 tarafından
Momentum Reversal StrategyBEST USE IN 15MIN TIME FRAME EURUSD / XAUSUD 1. Strategy Overview This strategy hunts short-term momentum reversals at key levels during high-liquidity sessions. Timeframes: 5-minute for entries; 15-minute for trend context Sessions: London for EUR/USD & GBP/USD; New York for XAU/USD Pairs: EUR/USD, GBP/USD, XAU/USD Indicators (3 max): EMA(20) and EMA(50) (close) MACD (12, 26, 9) histogram Optional: RSI(14) (for divergence filter) 2. Entry Rules Trend Filter (15 min): Long only if EMA20 > EMA50; short only if EMA20 < EMA50. Price-Action Zone (5 min): Identify recent swing high/low within past 20 bars. Draw horizontal support (for longs) or resistance (for shorts). Indicator Alignment (5 min): MACD histogram crossing from negative to positive for longs, positive to negative for shorts. Candle close beyond EMA20 in direction of trade. Candle Confirmation: Bullish engulfing or hammer at support for longs; bearish engulfing or shooting star at resistance for shorts. Entry Execution: Place market order on candle close that meets all above. 3. Exit Rules Stop-Loss (SL): Long: 1.5× ATR(14) below entry candle low. Short: 1.5× ATR(14) above entry candle high. Take-Profit (TP): Set at 2× SL distance (RR 1:2). Trailing SL: After price moves 1× SL in profit, trail SL to breakeven. Partial Booking: Close 50% at 1× SL (50% of TP), move SL to entry. Close remaining at full TP. 4. Trade Management False Signal Filter: Skip trades when RSI(14) > 70 for longs or < 30 for shorts (avoids overbought/oversold extremes). One Trade at a Time: No multiple positions on same pair. Session Cutoff: Close any open trade 15 minutes before session end. 5. Risk Parameters Risk per Trade: 1% of account equity. Reward Target: ≥2% (1:2 RR) per trade. Win-Rate Expectancy: ≥75% based on indicator confluence and price-action confirmation.
Pine Script® göstergesi
akc_11-11 tarafından
US Index First 30m Candle Strategy (10m Chart)Strategy Description for Publishing Title: US Index First 30-Minute Candle Strategy (10m Chart) Overview: This Pine Script implements a trading strategy designed to capitalize on price movements within the first 30 minutes of the U.S. stock market opening. It is specifically tailored for use on a 15-minute chart and is optimized for trading U.S. indices during regular market hours. Features: Session Time Configuration: The strategy operates within the U.S. market hours, specifically from 9:30 AM to 4:00 PM (Eastern Time). First 30-Minute Candle Aggregation: The script identifies the high and low of the first 30-minute candle, which is considered a critical time frame for market momentum. Single Trade Per Day: To minimize risk, the strategy is designed to execute only one trade per day based on the established range of the first 30 minutes. Dynamic Trade Conditions: Buy and sell signals are generated when the price breaks above the high or below the low of the first 30-minute candle, with defined stop-loss and take-profit levels based on a customizable risk-reward ratio. How It Works: Initialization: At the start of each trading day, the script resets the high and low values for the first 30 minutes. Range Locking: After the first 30 minutes, the high and low values are locked, allowing for trade entries based on these levels. Trade Execution: Long Entry: Triggered when the price moves above the locked high. Short Entry: Triggered when the price drops below the locked low. Risk Management: Each trade comes with a stop-loss and take-profit mechanism to manage potential losses and secure profits. Visuals: The script also plots the locked high and low levels on the chart, providing a visual reference for traders. Conclusion: This strategy leverages the volatility often seen in the first 30 minutes of trading, aiming to capture significant price movements while maintaining a disciplined trading approach. It is suitable for traders looking to implement a systematic strategy based on early market behavior. Usage: To use this strategy, simply add the script to your TradingView chart, set your desired parameters, and monitor for trade signals during the specified market hours. Adjust the risk-reward ratio as needed to align with your trading style.
Pine Script® stratejisi
james0445 tarafından
Mickey's EMAMickey’s EMA is a lightweight, overlay indicator that combines two Exponential Moving Averages (EMAs) with automatic entry, stop-loss and target visual signals—plus dynamic JSON alerts for seamless webhook integration. It’s designed for both day-traders and swing-traders who want clear, on-chart cues and fully-customizable risk parameters. 🔍 Overview Dual EMAs (fast & slow) to capture trend changes. Automated “BUY” / “SELL” markers at every EMA crossover. Customizable Stop-Loss % and Target % levels, plotted as ❌ and 🎯 bubbles. “SL Hit (Custom)” if the opposite EMA crossover occurs before price touches your stop level. JSON-formatted alerts containing ticker, instrument type, timeframe, trend (“CE” for bullish, “PE” for bearish), and price—ready for webhooks. ⚙️ Inputs | Setting | Default | Description | | ------------------------ | ------- | ----------------------------------------------- | | **Fast EMA Length** | 20 | Period for the faster EMA. | | **Slow EMA Length** | 200 | Period for the slower EMA. | | **Price Source** | Close | Data series to calculate EMAs on. | | **Custom Stop Loss %** | 0.1% | Stop-loss level as a percentage of entry price. | | **Target %** | 0.5% | Profit-target level as a percentage of entry. | | **Show Entry/SL/Target** | ON | Toggle all entry, SL and target visuals. | 📊 What It Plots Fast EMA (blue) & Slow EMA (white) overlayed on price. BUY 🟢 label below bar when Fast EMA crosses above Slow EMA. SELL 🔴 label above bar when Fast EMA crosses below Slow EMA. ❌ (Custom) bubble at entry price if an opposite EMA crossover occurs before price hits your custom stop-loss. ❌ bubble at the stop-loss price when price actually breaches the stop level. 🎯 bubble at target price when price first reaches your profit-target level. 🔔 Alerts & Webhooks On-screen alert conditions “Mickey’s EMA → BUY” and “Mickey’s EMA → SELL” appear in the Create-Alert dialog. Dynamic JSON payload sent via alert() when a crossover fires, e.g.: { "script": "AAPL", "scriptType": "equity", "instrumentType": "NASDAQ", "timeframe": "5", "trend": "CE", "price": 174.25 } Use these alerts to integrate with bots, chat systems, manual, or any webhook-driven workflow. 🚀 Why Use Mickey’s EMA? Clarity & Precision: All signals appear exactly at the EMA or price-level of interest. Custom Risk Management: Define your own stop-loss and target percentages. Seamless Automation: Dynamic JSON alerts mean zero manual setup for webhooks. Versatile: Equally effective on intraday charts or daily/weekly timeframes. Add Mickey’s EMA to your TradingView chart today and get instant, aesthetically-pleasing guidance on trend entries, risk exits, and profit targets—all in one elegant overlay.
Pine Script® göstergesi
MihitThakkar tarafından
Simple DCA Strategy---- ### 📌 **Simple DCA Strategy with Backtest Date Filter** This strategy implements a **Dollar-Cost Averaging (DCA)** approach for long positions, including: * ✅ **Base Order Entry:** Starts a position with a fixed dollar amount when no position is open. * 🔁 **Safety Orders:** Buys additional positions when the price drops by a defined percentage, increasing position size with each new entry using a multiplier. * 🎯 **Take Profit Exit:** Closes all positions when the price reaches a profit target (in % above average entry). * 🗓️ **Backtest Date Range:** Allows users to specify a custom start and optional end date to run the strategy only within that time window. * 📊 **Plots:** Visualizes average entry, take profit level, and safety order trigger line. #### ⚙️ Customizable Inputs: * Base Order Size (\$) * Price Deviation for Safety Orders (%) * Maximum Safety Orders * Order Size Multiplier * Take Profit Target (%) * Start and End Dates for Backtesting This is a **long-only strategy** and is best used for backtesting performance of DCA-style accumulation under different market conditions. ----
Pine Script® stratejisi
abinashrasonowal tarafından
True Breakout Pattern [TradingFinder] Breakout Signal Indicator🔵 Introduction In many market conditions, what initially appears to be a decisive breakout often turns out to be nothing more than a false breakout or fake breakout. Price breaks through a key swing level or an important support and resistance zone, only to quickly return to its previous range. These failed breakouts, which are often the result of liquidity traps or market manipulation, serve more as a warning sign of structural weakness than confirmation of a new trend. This indicator is designed around the concept of the fake breakout. The logic is simple but precise : when price breaks a swing level and returns to that level within a maximum of five candles, the move is considered a false breakout. At this point, a Fibonacci retracement is applied to the recent price swing to evaluate the pullback area. If price, within ten candles after the return to the breakout level, enters the Fibonacci zone between 0.618 and 1.0, the setup becomes valid for a potential entry. This area is identified as a long entry zone, with the stop loss placed just beyond the 1.0 level and the take profit defined based on the desired risk-to-reward ratio. By combining accurate detection of false breakouts, analysis of price reaction to swing levels, and alignment with Fibonacci retracement logic, this framework allows traders to identify opportunities often missed by others. In a market where failed breakouts are a common and recurring phenomenon, this indicator aims to transform these traps into measurable trading opportunities. Long Setup : Short Setup : 🔵 How to Use This indicator operates based on the recognition of false breakouts from structural levels in the market, specifically swing levels, and combines that with Fibonacci retracement analysis. In this strategy, trades are only considered when price returns to the broken level within a defined time window and reacts appropriately inside a predefined Fibonacci range. Depending on the direction of the initial breakout, the system outlines two scenarios for long and short setups. 🟣 Long Setup In the long setup, price initially breaks below a support level or swing low. If the price returns to the broken level within a maximum of five candles, the move is identified as a fake breakout. At this stage, a Fibonacci retracement is drawn from the recent high to the low. If price, within ten candles of returning to the level, moves into the 0.618 to 1.0 Fibonacci zone, the conditions for a long entry are met. The stop loss is placed slightly below the 1.0 level, while the take profit is set based on the trader’s preferred risk-reward ratio. This setup aims to capture deeply discounted entries at low risk, aligned with smart money reversals. 🟣 Short Setup In the short setup, the price breaks above a resistance level or swing high. If the price returns to that level within five candles, the move is again treated as a false breakout. Fibonacci is then drawn from the recent low to the high to observe the retracement area. Should price enter the 0.618 to 1.0 Fibonacci range within ten candles of returning, a short entry is considered valid. In this case, the stop loss is placed just above the 1.0 level, and the take profit is adjusted based on the intended risk-reward target. This method allows traders to identify high-probability short setups by focusing on failed breakouts and deep pullbacks. 🔵 Settings 🟣 Logical settings Swing period : You can set the swing detection period. Valid After Trigger Bars : Limits how many candles after a fake breakout the entry zone remains valid. Max Swing Back Method : It is in two modes "All" and "Custom". If it is in "All" mode, it will check all swings, and if it is in "Custom" mode, it will check the swings to the extent you determine. Max Swing Back : You can set the number of swings that will go back for checking. 🟣 Display settings Displaying or not displaying swings and setting the color of labels and lines. 🟣 Alert Settings Alert False Breakout : Enables alerts for Breakout. Message Frequency : Determines the frequency of alerts. Options include 'All' (every function call), 'Once Per Bar' (first call within the bar), and 'Once Per Bar Close' (final script execution of the real-time bar). Default is 'Once per Bar'. Show Alert Time by Time Zone : Configures the time zone for alert messages. Default is 'UTC'. 🔵 Conclusion A sound understanding of the false breakout phenomenon and its relationship to structural price behavior is essential for technical traders aiming to improve precision and consistency. Many poor trading decisions stem from misinterpreting failed breakouts and entering too early into weak signals. A structured approach, grounded in the analysis of swing levels and validated through specific price action and timing rules, can turn these misleading moves into valuable trade opportunities. This indicator, by combining fake breakout detection with time filters and Fibonacci-based retracement zones, helps traders only engage with the market when multiple confirming factors are in alignment. The result is a strategy that emphasizes probability, risk control, and clarity in decision-making, offering a solid edge in navigating today’s volatile markets.
Pine Script® göstergesi
TFlab tarafından
35
Random Coin Toss Strategy📌 Overview This strategy is a probability-based trading simulation that randomly decides trade direction using a coin-toss mechanism and executes trades with a customizable risk-reward ratio. It's designed primarily for testing entry frequency and risk dynamics, not predictive accuracy. 🎯 Core Concept Every N bars (configurable), the strategy performs a pseudo-random coin toss. Based on the result: If heads → Buy If tails → Sell Once a position is opened, it sets a Stop-Loss (SL) and Take-Profit (TP) based on a multiple of the current ATR (Average True Range) value. ⚙️ Configurable Inputs ATR Length Period for ATR calculation, determines volatility basis. SL Multiplier SL distance = ATR × multiplier (e.g., 1.0 means 1x ATR) . TP Multiplier TP distance = ATR × multiplier (e.g., 2.0 = 2x ATR) . Entry Frequency Bars to wait between each new coin toss decision. Show TP/SL Zones Toggle on/off for drawing visual TP and SL zones. Box Size Number of bars used to define the width of the TP/SL boxes. 🔁 Entry & Exit Logic Entry: Happens only when no current position exists and it's the correct bar interval. Entry direction is randomly decided. Exit: Positions exit at either: Take-Profit (TP) level Stop-Loss (SL) level Both are calculated using the configured ATR-based distances. 🖼️ Visual Features TP and SL zones: Rendered as shaded rectangles (boxes) only once per trade. Green box for TP zone, red box for SL zone. Automatically deleted and redrawn for each new trade to avoid chart clutter. ATR Display Table: A minimal info table at the top-right shows the current ATR value. Updates every few bars for performance. 🧪 Use Cases Ideal for risk-reward modeling, strategy prototyping, and understanding how volatility-based SL/TP behavior affects results. Great for backtesting frequency, RR tweaks (e.g., 2:5 or 3:1), and execution structure in random conditions. ⚠️ Disclaimer Since the trade direction is random, this script is not meant for predictive trading but serves as a powerful experiment framework for studying how SL, TP, and volatility interact with random chance in a controlled, repeatable system.
Pine Script® stratejisi
vineeth059 tarafından
1
Enhanced Ichimoku Cloud Strategy V1 [Quant Trading]Overview This strategy combines the powerful Ichimoku Kinko Hyo system with a 171-period Exponential Moving Average (EMA) filter to create a robust trend-following approach. The strategy is designed for traders seeking to capitalize on strong momentum moves while using the Ichimoku cloud structure to identify optimal entry and exit points. This is a patient, low-frequency trading system that prioritizes quality over quantity. In backtesting on Solana, the strategy achieved impressive results with approximately 3600% profit over just 29 trades, demonstrating its effectiveness at capturing major trend movements rather than attempting to profit from every market fluctuation. The extended parameters and strict entry criteria are specifically optimized for Solana's price action characteristics, making it well-suited for traders who prefer fewer, higher-conviction positions over high-frequency trading approaches. What Makes This Strategy Original This implementation enhances the traditional Ichimoku system by: Custom Ichimoku Parameters: Uses non-standard periods (Conversion: 7, Base: 211, Lagging Span 2: 120, Displacement: 41) optimized for different market conditions EMA Confirmation Filter: Incorporates a 171-period EMA as an additional trend confirmation layer State Memory System: Implements a sophisticated memory system to track buy/sell states and prevent false signals Dual Trade Modes: Offers both traditional Ichimoku signals ("Ichi") and cloud-based signals ("Cloud") Breakout Confirmation: Requires price to break above the 25-period high for long entries How It Works Core Components Ichimoku Elements: -Conversion Line (Tenkan-sen): 7-period Donchian midpoint -Base Line (Kijun-sen): 211-period Donchian midpoint -Span A (Senkou Span A): Average of Conversion and Base lines, plotted 41 periods ahead -Span B (Senkou Span B): 120-period Donchian midpoint, plotted 41 periods ahead -Lagging Span (Chikou Span): Current close plotted 41 periods back EMA Filter: 171-period EMA acts as a long-term trend filter Entry Logic (Ichi Mode - Default) A long position is triggered when ALL conditions are met: Cloud Bullish: Span A > Span B (41 periods ago) Breakout Confirmation: Current close > 25-period high Ichimoku Bullish: Conversion Line > Base Line Trend Alignment: Current close > 171-period EMA State Memory: No previous buy signal is still active Exit Logic Positions are closed when: Ichimoku Bearish: Conversion Line < Base Line Alternative Cloud Mode When "Cloud" mode is selected, the strategy uses: Entry: Span A crosses above Span B with additional cloud and EMA confirmations Exit: Span A crosses below Span B with cloud and EMA confirmations Default Settings Explained Strategy Properties Initial Capital: $1,000 (realistic for average traders) Position Size: 100% of equity (appropriate for backtesting single-asset strategies) Commission: 0.1% (realistic for most brokers) Slippage: 3 ticks (accounts for realistic execution costs) Date Range: January 1, 2018 to December 31, 2069 Key Parameters Conversion Periods: 7 (faster than traditional 9, more responsive to price changes) Base Periods: 211 (much longer than traditional 26, provides stronger trend confirmation) Lagging Span 2 Periods: 120 (custom period for stronger support/resistance levels) Displacement: 41 (projects cloud further into future than standard 26) EMA Period: 171 (long-term trend filter, approximately 8.5 months of daily data) How to Use This Strategy Best Market Conditions Trending Markets: Works best in clearly trending markets where the cloud provides strong directional bias Medium to Long-term Timeframes: Optimized for daily charts and higher timeframes Volatile Assets: The breakout confirmation helps filter out weak signals in choppy markets Risk Management The strategy uses 100% equity allocation, suitable for backtesting single strategies Consider reducing position size when implementing with real capital Monitor the 25-period high breakout requirement as it may delay entries in fast-moving markets Visual Elements Green/Red Cloud: Shows bullish/bearish cloud conditions Yellow Line: Conversion Line (Tenkan-sen) Blue Line: Base Line (Kijun-sen) Orange Line: 171-period EMA trend filter Gray Line: Lagging Span (Chikou Span) Important Considerations Limitations Lagging Nature: Like all Ichimoku strategies, signals may lag significant price moves Whipsaw Risk: Extended periods of consolidation may generate false signals Parameter Sensitivity: Custom parameters may not work equally well across all market conditions Backtesting Notes Results are based on historical data and past performance does not guarantee future results The strategy includes realistic slippage and commission costs Default settings are optimized for backtesting and may need adjustment for live trading Risk Disclaimer This strategy is for educational purposes only and should not be considered financial advice. Always conduct your own analysis and risk management before implementing any trading strategy. The unique parameter combinations used may not be suitable for all market conditions or trading styles. Customization Options Trade Mode: Switch between "Ichi" and "Cloud" signal generation Short Trading: Option to enable short positions (disabled by default) Date Range: Customize backtesting period All Ichimoku Parameters: Fully customizable for different market conditions This enhanced Ichimoku implementation provides a structured approach to trend following while maintaining the flexibility to adapt to different trading styles and market conditions.
Pine Script® stratejisi
Quant_Trading_Pro tarafından
GCM Bull Bear RiderGCM Bull Bear Rider (GCM BBR) Your Ultimate Trend-Riding Companion GCM Bull Bear Rider is a comprehensive, all-in-one trend analysis tool designed to eliminate guesswork and provide a crystal-clear view of market direction. By leveraging a highly responsive Jurik Moving Average (JMA), this indicator not only identifies bullish and bearish trends with precision but also tracks their performance in real-time, helping you ride the waves of momentum from start to finish. Whether you are a scalper, day trader, or swing trader, the GCM BBR adapts to your style, offering a clean, intuitive, and powerful visual guide to the market's pulse. Key Features JMA-Powered Trend Lines (UTPL & DTPL): The core of the indicator. A green "Up Trend Period Line" (UTPL) appears when the JMA's slope turns positive (buyers are in control), and a red "Down Trend Period Line" (DTPL) appears when the slope turns negative (sellers are in control). The JMA is used for its low lag and superior smoothing, giving you timely and reliable trend signals. Live Profit Tracking Labels: This is the standout feature. As soon as a trend period begins, a label appears showing the real-time profit (P:) from the trend's starting price. This label moves with the trend, giving you instant feedback on its performance and helping you make informed trade management decisions. Historical Performance Analysis: The profit labels remain on the chart for completed trends, allowing you to instantly review past performance. See at a glance which trends were profitable and which were not, aiding in strategy refinement and backtesting. Automatic Chart Decluttering: To keep your chart clean and focused on significant moves, the indicator automatically removes the historical profit label for any trend that fails to achieve a minimum profit threshold (default is 0.5 points). Dual-Ribbon Momentum System: JMA / Short EMA Ribbon: Visualizes short-term momentum. A green fill indicates immediate bullish strength, while a red fill shows bearish pressure. Short EMA / Long EMA Ribbon: Acts as a long-term trend filter, providing broader market context for your decisions. "GCM Hunt" Entry Signals: The indicator includes optional pullback entry signals (green and red triangles). These appear when the price pulls back to a key moving average and then recovers in the direction of the primary trend, offering high-probability entry opportunities. How to Use Identify the Trend: Look for the appearance of a solid green line (UTPL) for a bullish bias or a solid red line (DTPL) for a bearish bias. Use the wider EMA ribbon for macro trend confirmation. Time Your Entry: For aggressive entries, you can enter as soon as a new trend line appears. For more conservative entries, wait for a "GCM Hunt" triangle signal, which confirms a successful pullback. Ride the Trend & Manage Your Trade: The moving profit label (P:) is your guide. As long as the trend line continues and the profit is increasing, you can confidently stay in the trade. A flattening JMA or a decreasing profit value can signal that the trend is losing steam. Focus Your Strategy: Use the Display Mode setting to switch between "Buyers Only," "Sellers Only," or both. This allows you to completely hide opposing signals and focus solely on long or short opportunities. Core Settings Display Mode: The master switch. Choose to see visuals for "Buyers & Sellers," "Buyers Only," or "Sellers Only." JMA Settings (Length, Phase): Fine-tune the responsiveness of the core JMA engine. EMA Settings (Long, Short): Adjust the lengths of the moving averages that define the ribbons and "Hunt" signals. Label Offset (ATR Multiplier): Customize the gap between the trend lines and the profit labels to avoid overlap with candles. Filters (EMA, RSI, ATR, Strong Candle): Enable or disable various confirmation filters to strengthen the "Hunt" entry signals according to your risk tolerance. Add the GCM Bull Bear Rider to your chart today and transform the way you see and trade the trend! ENJOY
Pine Script® göstergesi
uniGram tarafından
HMA Crossover + ATR + Curvature (Long & Short)📏 Hull Moving Averages (Trend Filters) - fastHMA = ta.hma(close, fastLength) - slowHMA = ta.hma(close, slowLength) These two HMAs act as dynamic trend indicators: - A bullish crossover of fast over slow HMA signals a potential long setup. - A bearish crossunder triggers short interest. ⚡️ Curvature (Acceleration Filter) - curv = ta.change(ta.change(fastHMA)) This calculates the second-order change (akin to the second derivative) of the fast HMA — effectively the acceleration of the trend. It serves as a filter: - For long entries: curv > curvThresh (positive acceleration) - For short entries: curv < -curvThresh (negative acceleration) It helps eliminate weak or stagnating moves by requiring momentum behind the crossover. 📈 Volatility-Based Risk Management (ATR) - atr = ta.atr(atrLength) - stopLoss = atr * atrMult - trailStop = atr * trailMult These define your: - Initial stop loss: scaled to recent volatility using ATR and atrMult. - Trailing stop: also ATR-scaled, to lock in gains dynamically as price moves favorably. 💰 Position Sizing via Risk Percent - capital = strategy.equity - riskCapital = capital * (riskPercent / 100) - qty = riskCapital / stopLoss This dynamically calculates the position size (qty) such that if the stop loss is hit, the loss does not exceed the predefined percentage of account equity. It’s a volatility-adjusted position sizing method, keeping your risk consistent regardless of market conditions. 📌 Execution Logic - Long Entry: on bullish HMA crossover with rising curvature. - Short Entry: on bearish crossover with falling curvature. - Exits: use ATR-based trailing stops. - Position is closed when trend conditions reverse (e.g., bearish crossover exits the long). This framework gives you: - Trend-following logic (via HMAs) - Momentum confirmation (via curvature) - Volatility-aware execution and exits (via ATR) - Risk-controlled dynamic sizing Want to get surgical and test what happens if we use curvature on the difference between HMAs instead? That might give some cool insights into trend strength transitions.
Pine Script® stratejisi
emilio_sforza tarafından
9
ICT Setup 04 [TradingFinder] SFP Sweep Liquidity Fake CHoCH/BOS🔵 Introduction In smart money and ICT based trading, liquidity is never random. Some of the most meaningful market moves begin with a liquidity sweep where price intentionally hunts a previous swing high or swing low to trigger stop loss orders and absorb volume. This manipulation is often followed by a sharp reversal from a reaction zone, creating ideal conditions for a high probability entry. This indicator is built to detect exactly that. It identifies a valid swing point and defines a reaction zone where price is likely to react. For short setups, the zone lies between the swing high and the maximum of the candle’s open or close. For long setups, it’s drawn from the swing low to the minimum of the open or close. When price returns to this zone and forms a qualified confirmation candle typically a doji or a small bodied candle that closes inside the zone while sweeping the liquidity this is a potential sign of reversal. The candle must show both the sweep and the inability to hold above or below the key level, signaling a fake breakout or failed move. By combining elements of liquidity hunt, reaction zone rejection, and candle based entry confirmation, this tool highlights sniper entry points used by smart money to trap retail traders and reverse the trend. It helps filter out noise and enhances timing, making it ideal for trading in alignment with institutional order flow. Long Position : Short Position : 🔵 How to Use This indicator is designed to highlight precise moments where price sweeps liquidity and reacts within a high probability reversal zone. By identifying clean swing highs and lows and defining a smart reaction zone around them, it filters out weak fakeouts and focuses only on setups with strong institutional footprints. The tool works best when combined with market structure analysis and is suitable for both scalping and intraday trading. Below is a breakdown of how to interpret the signals for long and short positions based on the visual setups provided. 🟣 Long Setup In a long setup, the indicator first detects a valid swing low where liquidity has likely accumulated below. A reaction zone is then drawn between the swing low and the minimum of the open or close of the swing candle. When price returns to this zone, it must sweep the previous low and form a precise confirmation candle, such as a doji or a small bodied candle, that closes inside the zone. This candle must also reject the lower level, showing failure to continue downward. As shown in the chart, once the liquidity grab is complete and the confirmation candle forms, a clean long signal is issued, indicating a potential bullish reversal backed by smart money behavior. 🟣 Short Setup In a short setup, the indicator identifies a swing high where buy-side liquidity is resting. It then constructs a reaction zone between the high and the maximum of the open or close of the swing candle. Price must return to this zone, sweep the swing high, and form a bearish confirmation candle inside the zone. A classic example is a doji or rejection candle that traps breakout buyers and fails to hold above the previous high. In the provided chart, the price aggressively hunts the liquidity above the swing high, but the close within the reaction zone signals exhaustion, prompting a short signal with high reversal probability. These setups represent moments where price action, liquidity behavior, and candle structure align to offer strong entries. By focusing on clean sweeps and reactive confirmations, the indicator helps traders stay on the side of smart money and avoid common breakout traps. 🔵 Settings 🟣 Logical settings Swing period : You can set the swing detection period. Max Swing Back Method : It is in two modes "All" and "Custom". If it is in "All" mode, it will check all swings, and if it is in "Custom" mode, it will check the swings to the extent you determine. Max Swing Back : You can set the number of swings that will go back for checking. Maximum Distance Between Swing and Signal :The maximum number of candles allowed between the swing point and the potential signal. The default value is 50, ensuring that only recent and relevant price reactions are considered valid. 🟣 Display settings Displaying or not displaying swings and setting the color of labels and lines. 🟣 Alert Settings Alert SFP : Enables alerts for Swing Failure Pattern. Message Frequency : Determines the frequency of alerts. Options include 'All' (every function call), 'Once Per Bar' (first call within the bar), and 'Once Per Bar Close' (final script execution of the real-time bar). Default is 'Once per Bar'. Show Alert Time by Time Zone : Configures the time zone for alert messages. Default is 'UTC'. 🔵 Conclusion This indicator is built for traders who rely on liquidity driven setups and smart money principles. By combining swing structure analysis with precision reaction zones and strict entry confirmation, it isolates the exact moments where price sweeps liquidity and fails to continue. These are high value points where institutional activity often reveals itself, and retail traps unfold. Unlike generic breakout tools, this script focuses on quality over quantity by requiring both a sweep of a swing high or low and a confirmed rejection candle that closes inside a predefined zone. With customizable swing depth, proximity filters, visual highlights, and alert functions, it offers a complete framework for identifying and acting on fake breakouts with confidence. Whether you trade forex, crypto, or indices, this tool enhances your ability to align with true order flow and take entries where liquidity is most likely to shift.
Pine Script® göstergesi
TFlab tarafından
16
Previous Daily High/LowThe previous day’s high and low are critical price levels that traders use to identify potential support, resistance, and intraday trading opportunities. These levels represent the highest and lowest prices reached during the prior trading session and often act as reference points for future price action. Why Are Previous Daily High/Low Important? Support & Resistance Zones The previous day’s low often acts as support (buyers defend this level). The previous day’s high often acts as resistance (sellers defend this level). Breakout Trading A move above the previous high suggests bullish momentum. A move below the previous low suggests bearish momentum. Mean Reversion Trading Traders fade moves toward these levels, expecting reversals. Example: Buying near the previous low in an uptrend. Institutional Order Flow Market makers and algos often reference these levels for liquidity. How to Use Previous Daily High/Low in Trading 1. Breakout Strategy Long Entry: Price breaks & closes above previous high → bullish continuation. Short Entry: Price breaks & closes below previous low → bearish continuation. 2. Reversal Strategy Long at Previous Low: If price pulls back to the prior day’s low in an uptrend. Short at Previous High: If price rallies to the prior day’s high in a downtrend. 3. Range-Bound Markets Buy near previous low, sell near previous high if price oscillates between them. Example Trade Setup Scenario: Price opens near the previous day’s high. Bullish Case: A breakout above it targets next resistance. Bearish Case: Rejection at the high signals a pullback.
Pine Script® göstergesi
teambixiye tarafından
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE) ## Advanced Multi-Dimensional Mathematical Analysis System *Where Quantum Mathematics Meets Market Structure* --- ## 🎓 THEORETICAL FOUNDATION The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry. ### 🌊 Multi-Dimensional Volatility with Jump Detection **Hawkes Process Implementation:** The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects. **Mathematical Foundation:** ``` Intensity λ(t) = μ + Σ α(t - Tᵢ) ``` Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99). **Mahalanobis Distance Calculation:** The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions: - **Dimension 1:** Price volatility (standard deviation of returns) - **Dimension 2:** Volume volatility (normalized volume fluctuations) - **Dimension 3:** Range volatility (high-low spread variations) - **Dimension 4:** Correlation volatility (price-volume relationship changes) - **Dimension 5:** Microstructure volatility (intrabar positioning analysis) This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches. ### 📐 Hurst Exponent Regime Detection **Fractal Market Hypothesis Integration:** The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification: - **H > 0.6:** Trending (persistent) markets - momentum strategies optimal - **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal - **H ≈ 0.5:** Random walk markets - breakout strategies preferred **Adaptive R/S Analysis:** Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions: ``` H = log(R/S) / log(n) ``` Where R is the range of cumulative deviations and S is the standard deviation over period n. **Dynamic Regime Classification:** The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods. ### 🔄 Transfer Entropy Analysis **Information Flow Quantification:** Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements: ``` TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log ``` **Causality Detection:** - **Volume → Price:** Indicates accumulation/distribution phases - **Price → Volume:** Suggests retail participation or momentum chasing - **Balanced Flow:** Market equilibrium or transition periods The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows. --- ## 🔧 COMPREHENSIVE INPUT SYSTEM ### Core Parameters Group **Primary Analysis Window (10-100, Default: 50)** The fundamental lookback period affecting all calculations. Optimization by timeframe: - **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements) - **15 minute-1 hour:** 30-50 (balanced responsiveness and stability) - **4 hour-daily:** 50-100 (smooth signals, reduced noise) - **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60 **Signal Sensitivity (0.1-2.0, Default: 0.7)** Master control affecting all threshold calculations: - **Conservative (0.3-0.6):** High-quality signals only, fewer false positives - **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles - **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering **Signal Generation Mode:** - **Aggressive:** Any component signals (highest frequency) - **Confluence:** 2+ components agree (balanced approach) - **Conservative:** All 3 components align (highest quality) ### Volatility Jump Detection Group **Volatility Dimensions (2-5, Default: 3)** Determines the mathematical space complexity: - **2D:** Price + Volume volatility (suitable for clean markets) - **3D:** + Range volatility (optimal for most conditions) - **4D:** + Correlation volatility (advanced multi-asset analysis) - **5D:** + Microstructure volatility (maximum sensitivity) **Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)** Standard deviations required for volatility jump classification: - **Cryptocurrency:** 2.0-2.5σ (naturally volatile) - **Stock Indices:** 2.5-3.0σ (moderate volatility) - **Forex Major Pairs:** 3.0-3.5σ (typically stable) - **Commodities:** 2.0-3.0σ (varies by commodity) **Jump Clustering Decay (0.5-0.99, Default: 0.85)** Hawkes process memory parameter: - **0.5-0.7:** Fast decay (jumps treated as independent) - **0.8-0.9:** Moderate clustering (realistic market behavior) - **0.95-0.99:** Strong clustering (crisis/event-driven markets) ### Hurst Exponent Analysis Group **Calculation Method Options:** - **Classic R/S:** Original Rescaled Range (fast, simple) - **Adaptive R/S:** Dynamic windowing (recommended for trading) - **DFA:** Detrended Fluctuation Analysis (best for noisy data) **Trending Threshold (0.55-0.8, Default: 0.60)** Hurst value defining persistent market behavior: - **0.55-0.60:** Weak trend persistence - **0.65-0.70:** Clear trending behavior - **0.75-0.80:** Strong momentum regimes **Mean Reversion Threshold (0.2-0.45, Default: 0.40)** Hurst value defining anti-persistent behavior: - **0.35-0.45:** Weak mean reversion - **0.25-0.35:** Clear ranging behavior - **0.15-0.25:** Strong reversion tendency ### Transfer Entropy Parameters Group **Information Flow Analysis:** - **Price-Volume:** Classic flow analysis for accumulation/distribution - **Price-Volatility:** Risk flow analysis for sentiment shifts - **Multi-Timeframe:** Cross-timeframe causality detection **Maximum Lag (2-20, Default: 5)** Causality detection window: - **2-5 bars:** Immediate causality (scalping) - **5-10 bars:** Short-term flow (day trading) - **10-20 bars:** Structural flow (swing trading) **Significance Threshold (0.05-0.3, Default: 0.15)** Minimum entropy for signal generation: - **0.05-0.10:** Detect subtle information flows - **0.10-0.20:** Clear causality only - **0.20-0.30:** Very strong flows only --- ## 🎨 ADVANCED VISUAL SYSTEM ### Tensor Volatility Field Visualization **Five-Layer Resonance Bands:** The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength: - **Core Layer (Purple):** Primary tensor field with highest intensity - **Layer 2 (Neutral):** Secondary mathematical resonance - **Layer 3 (Info Blue):** Tertiary harmonic frequencies - **Layer 4 (Warning Gold):** Outer field boundaries - **Layer 5 (Success Green):** Maximum field extension **Field Strength Calculation:** ``` Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity) ``` The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility. **Radiation Line Network:** During active tensor states, the system projects directional radiation lines showing field energy distribution: - **8 Directional Rays:** Complete angular coverage - **Tapering Segments:** Progressive transparency for natural visual flow - **Pulse Effects:** Enhanced visualization during volatility jumps ### Dimensional Portal System **Portal Mathematics:** Dimensional portals visualize regime transitions using category theory principles: - **Green Portals (◉):** Trending regime detection (appear below price for support) - **Red Portals (◎):** Mean-reverting regime (appear above price for resistance) - **Yellow Portals (○):** Random walk regime (neutral positioning) **Tensor Trail Effects:** Each portal generates 8 trailing particles showing mathematical momentum: - **Large Particles (●):** Strong mathematical signal - **Medium Particles (◦):** Moderate signal strength - **Small Particles (·):** Weak signal continuation - **Micro Particles (˙):** Signal dissipation ### Information Flow Streams **Particle Stream Visualization:** Transfer entropy creates flowing particle streams indicating information direction: - **Upward Streams:** Volume leading price (accumulation phases) - **Downward Streams:** Price leading volume (distribution phases) - **Stream Density:** Proportional to information flow strength **15-Particle Evolution:** Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent. ### Fractal Matrix Grid System **Multi-Timeframe Fractal Levels:** The system calculates and displays fractal highs/lows across five Fibonacci periods: - **8-Period:** Short-term fractal structure - **13-Period:** Intermediate-term patterns - **21-Period:** Primary swing levels - **34-Period:** Major structural levels - **55-Period:** Long-term fractal boundaries **Triple-Layer Visualization:** Each fractal level uses three-layer rendering: - **Shadow Layer:** Widest, darkest foundation (width 5) - **Glow Layer:** Medium white core line (width 3) - **Tensor Layer:** Dotted mathematical overlay (width 1) **Intelligent Labeling System:** Smart spacing prevents label overlap using ATR-based minimum distances. Labels include: - **Fractal Period:** Time-based identification - **Topological Class:** Mathematical complexity rating (0, I, II, III) - **Price Level:** Exact fractal price - **Mahalanobis Distance:** Current mathematical field strength - **Hurst Exponent:** Current regime classification - **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡) ### Wick Pressure Analysis **Rejection Level Mathematics:** The system analyzes candle wick patterns to project future pressure zones: - **Upper Wick Analysis:** Identifies selling pressure and resistance zones - **Lower Wick Analysis:** Identifies buying pressure and support zones - **Pressure Projection:** Extends lines forward based on mathematical probability **Multi-Layer Glow Effects:** Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart. ### Enhanced Regime Background **Dynamic Intensity Mapping:** Background colors reflect mathematical regime strength: - **Deep Transparency (98% alpha):** Subtle regime indication - **Pulse Intensity:** Based on regime strength calculation - **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random) **Smoothing Integration:** Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts. ### Color Scheme System **Six Professional Themes:** - **Dark (Default):** Professional trading environment optimization - **Light:** High ambient light conditions - **Classic:** Traditional technical analysis appearance - **Neon:** High-contrast visibility for active trading - **Neutral:** Minimal distraction focus - **Bright:** Maximum visibility for complex setups Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences. --- ## 📊 INSTITUTIONAL-GRADE DASHBOARD ### Tensor Field Status Section **Field Strength Display:** Real-time Mahalanobis distance calculation with dynamic emoji indicators: - **⚡ (Lightning):** Extreme field strength (>1.5× threshold) - **● (Solid Circle):** Strong field activity (>1.0× threshold) - **○ (Open Circle):** Normal field state **Signal Quality Rating:** Democratic algorithm assessment: - **ELITE:** All 3 components aligned (highest probability) - **STRONG:** 2 components aligned (good probability) - **GOOD:** 1 component active (moderate probability) - **WEAK:** No clear component signals **Threshold and Anomaly Monitoring:** - **Threshold Display:** Current mathematical threshold setting - **Anomaly Level (0-100%):** Combined volatility and volume spike measurement - **>70%:** High anomaly (red warning) - **30-70%:** Moderate anomaly (orange caution) - **<30%:** Normal conditions (green confirmation) ### Tensor State Analysis Section **Mathematical State Classification:** - **↑ BULL (Tensor State +1):** Trending regime with bullish bias - **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias - **◈ SUPER (Tensor State 0):** Random walk regime (neutral) **Visual State Gauge:** Five-circle progression showing tensor field polarity: - **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment - **⚪⚪🟡⚪⚪:** Neutral/transitional state - **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment **Trend Direction and Phase Analysis:** - **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification - **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength) - **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength) - **😴 CALM:** Low information flow (<1.0 flow strength) ### Trading Signals Section **Real-Time Signal Status:** - **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability - **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability - **Components (X/3):** Active algorithmic components - **Mode Display:** Current signal generation mode **Signal Strength Visualization:** Color-coded component count: - **Green:** 3/3 components (maximum confidence) - **Aqua:** 2/3 components (good confidence) - **Orange:** 1/3 components (moderate confidence) - **Gray:** 0/3 components (no signals) ### Performance Metrics Section **Win Rate Monitoring:** Estimated win rates based on signal quality with emoji indicators: - **🔥 (Fire):** ≥60% estimated win rate - **👍 (Thumbs Up):** 45-59% estimated win rate - **⚠️ (Warning):** <45% estimated win rate **Mathematical Metrics:** - **Hurst Exponent:** Real-time fractal dimension (0.000-1.000) - **Information Flow:** Volume/price leading indicators - **📊 VOL:** Volume leading price (accumulation/distribution) - **💰 PRICE:** Price leading volume (momentum/speculation) - **➖ NONE:** Balanced information flow - **Volatility Classification:** - **🔥 HIGH:** Above 1.5× jump threshold - **📊 NORM:** Normal volatility range - **😴 LOW:** Below 0.5× jump threshold ### Market Structure Section (Large Dashboard) **Regime Classification:** - **📈 TREND:** Hurst >0.6, momentum strategies optimal - **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal - **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred **Mathematical Field Analysis:** - **Dimensions:** Current volatility space complexity (2D-5D) - **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00) - **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal) ### Settings Summary Section (Large Dashboard) **Active Configuration Display:** - **Sensitivity:** Current master sensitivity setting - **Lookback:** Primary analysis window - **Theme:** Active color scheme - **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA) **Dashboard Sizing Options:** - **Small:** Essential metrics only (mobile/small screens) - **Normal:** Balanced information density (standard desktop) - **Large:** Maximum detail (multi-monitor setups) **Position Options:** - **Top Right:** Standard placement (avoids price action) - **Top Left:** Wide chart optimization - **Bottom Right:** Recent price focus (scalping) - **Bottom Left:** Maximum price visibility (swing trading) --- ## 🎯 SIGNAL GENERATION LOGIC ### Multi-Component Convergence System **Component Signal Architecture:** The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing: **Volatility Component:** - **Jump Detection:** Mahalanobis distance threshold breach - **Hawkes Intensity:** Self-exciting process activation (>0.2) - **Multi-dimensional:** Considers all volatility dimensions simultaneously **Hurst Regime Component:** - **Trending Markets:** Price above SMA-20 with positive momentum - **Mean-Reverting Markets:** Price at Bollinger Band extremes - **Random Markets:** Bollinger squeeze breakouts with directional confirmation **Transfer Entropy Component:** - **Volume Leadership:** Information flow from volume to price - **Volume Spike:** Volume 110%+ above 20-period average - **Flow Significance:** Above entropy threshold with directional bias ### Democratic Signal Weighting **Signal Mode Implementation:** - **Aggressive Mode:** Any single component triggers signal - **Confluence Mode:** Minimum 2 components must agree - **Conservative Mode:** All 3 components must align **Momentum Confirmation:** All signals require momentum confirmation: - **Long Signals:** RSI >50 AND price >EMA-9 - **Short Signals:** RSI <50 AND price 0.6):** - **Increase Sensitivity:** Catch momentum continuation - **Lower Mean Reversion Threshold:** Avoid counter-trend signals - **Emphasize Volume Leadership:** Institutional accumulation/distribution - **Tensor Field Focus:** Use expansion for trend continuation - **Signal Mode:** Aggressive or Confluence for trend following **Range-Bound Markets (Hurst <0.4):** - **Decrease Sensitivity:** Avoid false breakouts - **Lower Trending Threshold:** Quick regime recognition - **Focus on Price Leadership:** Retail sentiment extremes - **Fractal Grid Emphasis:** Support/resistance trading - **Signal Mode:** Conservative for high-probability reversals **Volatile Markets (High Jump Frequency):** - **Increase Hawkes Decay:** Recognize event clustering - **Higher Jump Threshold:** Avoid noise signals - **Maximum Dimensions:** Capture full volatility complexity - **Reduce Position Sizing:** Risk management adaptation - **Enhanced Visuals:** Maximum information for rapid decisions **Low Volatility Markets (Low Jump Frequency):** - **Decrease Jump Threshold:** Capture subtle movements - **Lower Hawkes Decay:** Treat moves as independent - **Reduce Dimensions:** Simplify analysis - **Increase Position Sizing:** Capitalize on compressed volatility - **Minimal Visuals:** Reduce distraction in quiet markets --- ## 🚀 ADVANCED TRADING STRATEGIES ### The Mathematical Convergence Method **Entry Protocol:** 1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels 2. **Tensor Field Confirmation:** Verify field expansion supporting direction 3. **Portal Signal:** Wait for dimensional portal appearance 4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals 5. **Component Consensus:** Confirm 2+ components agree in Confluence mode **Example Implementation:** - Price approaching 21-period fractal high - Tensor field expanding upward (bullish mathematical alignment) - Green portal appears below price (trending regime confirmation) - ELITE quality signal with 3/3 components active - Enter long position with stop below fractal level **Risk Management:** - **Stop Placement:** Below/above fractal level that generated signal - **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size) - **Profit Targets:** Next fractal level or tensor field resistance ### The Regime Transition Strategy **Regime Change Detection:** 1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds 2. **Portal Color Change:** Regime transitions show different portal colors 3. **Background Intensity:** Increasing regime background intensity 4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis) **Trading Implementation:** - **Trending Transitions:** Trade momentum breakouts, follow trend - **Mean Reversion Transitions:** Trade range boundaries, fade extremes - **Random Transitions:** Trade breakouts with tight stops **Advanced Techniques:** - **Multi-Timeframe:** Confirm regime on higher timeframe - **Early Entry:** Enter on regime transition rather than confirmation - **Regime Strength:** Larger positions during strong regime signals ### The Information Flow Momentum Strategy **Flow Detection Protocol:** 1. **Monitor Transfer Entropy:** Watch for significant information flow shifts 2. **Volume Leadership:** Strong edge when volume leads price 3. **Flow Acceleration:** Increasing flow strength indicates momentum 4. **Directional Confirmation:** Ensure flow aligns with intended trade direction **Entry Signals:** - **Volume → Price Flow:** Enter during accumulation/distribution phases - **Price → Volume Flow:** Enter on momentum confirmation breaks - **Flow Reversal:** Counter-trend entries when flow reverses **Optimization:** - **Scalping:** Use immediate flow detection (2-5 bar lag) - **Swing Trading:** Use structural flow (10-20 bar lag) - **Multi-Asset:** Compare flow between correlated assets ### The Tensor Field Expansion Strategy **Field Mathematics:** The tensor field expansion indicates mathematical pressure building in market structure: **Expansion Phases:** 1. **Compression:** Field contracts, volatility decreases 2. **Tension Building:** Mathematical pressure accumulates 3. **Expansion:** Field expands rapidly with directional movement 4. **Resolution:** Field stabilizes at new equilibrium **Trading Applications:** - **Compression Trading:** Prepare for breakout during field contraction - **Expansion Following:** Trade direction of field expansion - **Reversion Trading:** Fade extreme field expansion - **Multi-Dimensional:** Consider all field layers for confirmation ### The Hawkes Process Event Strategy **Self-Exciting Jump Trading:** Understanding that market shocks cluster and create follow-on opportunities: **Jump Sequence Analysis:** 1. **Initial Jump:** First volatility jump detected 2. **Clustering Phase:** Hawkes intensity remains elevated 3. **Follow-On Opportunities:** Additional jumps more likely 4. **Decay Period:** Intensity gradually decreases **Implementation:** - **Jump Confirmation:** Wait for mathematical jump confirmation - **Direction Assessment:** Use other components for direction - **Clustering Trades:** Trade subsequent moves during high intensity - **Decay Exit:** Exit positions as Hawkes intensity decays ### The Fractal Confluence System **Multi-Timeframe Fractal Analysis:** Combining fractal levels across different periods for high-probability zones: **Confluence Zones:** - **Double Confluence:** 2 fractal levels align - **Triple Confluence:** 3+ fractal levels cluster - **Mathematical Confirmation:** Tensor field supports the level - **Information Flow:** Transfer entropy confirms direction **Trading Protocol:** 1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR 2. **Mathematical Support:** Verify tensor field alignment 3. **Signal Quality:** Wait for STRONG or ELITE signal 4. **Risk Definition:** Use fractal level for stop placement 5. **Profit Targeting:** Next major fractal confluence zone --- ## ⚠️ COMPREHENSIVE RISK MANAGEMENT ### Mathematical Position Sizing **Mahalanobis Distance Integration:** Position size should inversely correlate with mathematical field strength: ``` Position Size = Base Size × (Threshold / Mahalanobis Distance) ``` **Risk Scaling Matrix:** - **Low Field Strength (<2.0):** Standard position sizing - **Moderate Field Strength (2.0-3.0):** 75% position sizing - **High Field Strength (3.0-4.0):** 50% position sizing - **Extreme Field Strength (>4.0):** 25% position sizing or no trade ### Signal Quality Risk Adjustment **Quality-Based Position Sizing:** - **ELITE Signals:** 100% of planned position size - **STRONG Signals:** 75% of planned position size - **GOOD Signals:** 50% of planned position size - **WEAK Signals:** No position or paper trading only **Component Agreement Scaling:** - **3/3 Components:** Full position size - **2/3 Components:** 75% position size - **1/3 Components:** 50% position size or skip trade ### Regime-Adaptive Risk Management **Trending Market Risk:** - **Wider Stops:** Allow for trend continuation - **Trend Following:** Trade with regime direction - **Higher Position Size:** Trend probability advantage - **Momentum Stops:** Trail stops based on momentum indicators **Mean-Reverting Market Risk:** - **Tighter Stops:** Quick exits on trend continuation - **Contrarian Positioning:** Trade against extremes - **Smaller Position Size:** Higher reversal failure rate - **Level-Based Stops:** Use fractal levels for stops **Random Market Risk:** - **Breakout Focus:** Trade only clear breakouts - **Tight Initial Stops:** Quick exit if breakout fails - **Reduced Frequency:** Skip marginal setups - **Range-Based Targets:** Profit targets at range boundaries ### Volatility-Adaptive Risk Controls **High Volatility Periods:** - **Reduced Position Size:** Account for wider price swings - **Wider Stops:** Avoid noise-based exits - **Lower Frequency:** Skip marginal setups - **Faster Exits:** Take profits more quickly **Low Volatility Periods:** - **Standard Position Size:** Normal risk parameters - **Tighter Stops:** Take advantage of compressed ranges - **Higher Frequency:** Trade more setups - **Extended Targets:** Allow for compressed volatility expansion ### Multi-Timeframe Risk Alignment **Higher Timeframe Trend:** - **With Trend:** Standard or increased position size - **Against Trend:** Reduced position size or skip - **Neutral Trend:** Standard position size with tight management **Risk Hierarchy:** 1. **Primary:** Current timeframe signal quality 2. **Secondary:** Higher timeframe trend alignment 3. **Tertiary:** Mathematical field strength 4. **Quaternary:** Market regime classification --- ## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS ### Advanced Mathematical Concepts **Tensor Analysis in Markets:** The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture. **Information Theory Applications:** Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior. **Fractal Geometry in Trading:** The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure. **Stochastic Process Theory:** The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects. ### Learning Progressive Complexity **Beginner Mathematical Concepts:** - **Volatility Dimensions:** Understanding multi-dimensional analysis - **Regime Classification:** Learning market personality types - **Signal Democracy:** Algorithmic consensus building - **Visual Mathematics:** Interpreting mathematical concepts visually **Intermediate Mathematical Applications:** - **Mahalanobis Distance:** Statistical distance in multi-dimensional space - **Rescaled Range Analysis:** Fractal dimension measurement - **Information Entropy:** Quantifying uncertainty and causality - **Field Theory:** Understanding mathematical fields in market context **Advanced Mathematical Integration:** - **Tensor Field Dynamics:** Multi-dimensional market force analysis - **Stochastic Self-Excitation:** Event clustering and memory effects - **Categorical Composition:** Mathematical signal combination theory - **Topological Market Analysis:** Understanding market shape and connectivity ### Practical Mathematical Intuition **Developing Market Mathematics Intuition:** The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of: - **How markets exhibit mathematical structure beneath apparent randomness** - **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches** - **How information flows through markets in measurable, predictable ways** - **Why mathematical models provide probabilistic edges rather than certainties** --- ## 🔬 IMPLEMENTATION AND OPTIMIZATION ### Getting Started Protocol **Phase 1: Observation (Week 1)** 1. **Apply with defaults:** Use standard settings on your primary trading timeframe 2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams 3. **Monitor dashboard:** Observe how metrics change with market conditions 4. **No trading:** Focus entirely on pattern recognition and understanding **Phase 2: Pattern Recognition (Week 2-3)** 1. **Identify signal patterns:** Note what market conditions produce different signal qualities 2. **Regime correlation:** Observe how Hurst regimes affect signal performance 3. **Visual confirmation:** Learn to read tensor field expansion and portal signals 4. **Component analysis:** Understand which components drive signals in different markets **Phase 3: Parameter Optimization (Week 4-5)** 1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument 2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe 3. **Sensitivity adjustment:** Balance signal frequency with quality 4. **Visual customization:** Optimize colors and intensity for your trading environment **Phase 4: Live Implementation (Week 6+)** 1. **Paper trading:** Test signals with hypothetical trades 2. **Small position sizing:** Begin with minimal risk during learning phase 3. **Performance tracking:** Monitor actual vs. expected signal performance 4. **Continuous optimization:** Refine settings based on real performance data ### Performance Monitoring System **Signal Quality Tracking:** - **ELITE Signal Win Rate:** Track highest quality signals separately - **Component Performance:** Monitor which components provide best signals - **Regime Performance:** Analyze performance across different market regimes - **Timeframe Analysis:** Compare performance across different session times **Mathematical Metric Correlation:** - **Field Strength vs. Performance:** Higher field strength should correlate with better performance - **Component Agreement vs. Win Rate:** More component agreement should improve win rates - **Regime Alignment vs. Success:** Trading with mathematical regime should outperform ### Continuous Optimization Process **Monthly Review Protocol:** 1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown 2. **Parameter Assessment:** Evaluate if current settings remain optimal 3. **Market Adaptation:** Adjust for changes in market character or volatility 4. **Component Weighting:** Consider if certain components should receive more/less emphasis **Quarterly Deep Analysis:** 1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid 2. **Regime Distribution:** Analyze time spent in different market regimes 3. **Signal Evolution:** Track how signal characteristics change over time 4. **Correlation Analysis:** Monitor correlations between different mathematical components --- ## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS ### Revolutionary Mathematical Integration **First-Ever Implementations:** 1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility 2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes 3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation 4. **Democratic Component Voting:** First algorithmic consensus system for signal generation 5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels ### Advanced Visualization Innovations **Mathematical Visualization Breakthroughs:** - **Tensor Field Radiation:** Visual representation of mathematical field energy - **Dimensional Portal System:** Category theory visualization for regime transitions - **Information Flow Streams:** Real-time visual display of market information transfer - **Multi-Layer Fractal Grid:** Intelligent spacing and projection system - **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength ### Practical Trading Innovations **Trading System Advances:** - **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence - **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality - **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering - **Component Performance Tracking:** Real-time monitoring of algorithmic component success - **Field-Strength Position Sizing:** Mathematical volatility integration for risk management --- ## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS ### Mathematical Model Limitations **Understanding Model Boundaries:** While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations: - **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements - **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely - **Model Risk:** Complex models can fail during unprecedented market conditions - **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions ### Proper Implementation Guidelines **Risk Management Requirements:** - **Never Risk More Than 2% Per Trade:** Regardless of signal quality - **Diversification Mandatory:** Don't rely solely on mathematical signals - **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence - **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters **Realistic Expectations:** - **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes - **Learning Curve Required:** Complex mathematical concepts require time to master - **Market Adaptation Necessary:** Parameters must evolve with changing market conditions - **Continuous Education Important:** Understanding underlying mathematics improves application ### Ethical Trading Considerations **Market Impact Awareness:** - **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants - **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure - **Sharing Knowledge:** Consider educational contributions to trading community - **Fair Market Participation:** Use mathematical advantages responsibly within market framework ### Professional Development Path **Skill Development Sequence:** 1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application 2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals 3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights 4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution --- ## 🔮 CONCLUSION The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability. ### Mathematical Innovation Legacy This indicator establishes new paradigms in technical analysis: - **Tensor analysis for market volatility understanding** - **Stochastic self-excitation for event clustering prediction** - **Information theory for causality-based trade generation** - **Democratic algorithmic consensus for signal quality enhancement** - **Mathematical field visualization for intuitive market understanding** ### Practical Trading Revolution Beyond mathematical innovation, the TMAE transforms practical trading: - **Quality-rated signals replace binary buy/sell decisions** - **Regime-adaptive strategies automatically optimize for market personality** - **Multi-dimensional risk management integrates mathematical volatility measures** - **Visual mathematical concepts make complex analysis immediately interpretable** - **Educational value creates lasting improvement in trading understanding** ### Future-Proof Design The mathematical foundations ensure lasting relevance: - **Universal mathematical principles transcend market evolution** - **Multi-dimensional analysis adapts to new market structures** - **Regime detection automatically adjusts to changing market personalities** - **Component democracy allows for future algorithmic additions** - **Mathematical visualization scales with increasing market complexity** ### Commitment to Excellence The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value. ### Trading with Mathematical Precision In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals. By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics. ### Final Perspective Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure. Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior. Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE. *"In mathematics, you don't understand things. You just get used to them." - John von Neumann* *With the TMAE, mathematical market understanding becomes not just possible, but intuitive.* — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® göstergesi
DskyzInvestments tarafından
17
StochFusion – Multi D-LineStochFusion – Multi D-Line An advanced fusion of four Stochastic %D lines into one powerful oscillator. What it does: Combines four user-weighted Stochastic %D lines—from fastest (9,3) to slowest (60,10)—into a single “Fusion” line that captures both short-term and long-term momentum in one view. How to use: Adjust the four weights (0–10) to emphasize the speed of each %D component. Watch the Fusion line crossing key zones: – Above 80 → overbought condition, potential short entry. – Below 20 → oversold condition, potential long entry. – Around 50 → neutral/midline, watch for trend shifts. Applications: Entry/exit filter: Only take trades when the Fusion line confirms zone exits. Trend confirmation: Analyze slope and cross of the midline for momentum strength. Multi-timeframe alignment: Use on different chart resolutions to find confluence. Tips & Tricks: Default weights give more influence to slower %D—good for trend-focused strategies. Equal weights provide a balanced oscillator that mimics an ensemble average. Experiment: Increase the fastest weight to capture early reversal signals. Developed by: TradeQUO — inspired by DayTraderRadio John “The best momentum indicator is the one you adapt to your own trading rhythm.”
Pine Script® göstergesi
TradeQUO tarafından
EMA 200 Monitor - Bybit CoinsEMA 200 Monitor - Bybit Coins 📊 OVERVIEW The EMA 200 Monitor - Bybit Coins is an advanced indicator that automatically monitors 30 of the top cryptocurrencies traded on Bybit, alerting you when they are close to the 200-period Exponential Moving Average on the 4-hour timeframe. This indicator was developed especially for traders who use the EMA 200 as a key support/resistance level in their swing trading and position trading strategies. 🎯 WHAT IT'S FOR Multi-Asset Monitoring: Simultaneous monitoring of 30 cryptocurrencies without having to switch between charts Opportunity Identification: Detects when coins are approaching the 200 EMA, a crucial technical level Automated Alerts: Real-time notifications when a coin reaches the configured proximity Time Efficiency: Eliminates the need to manually check chart collections ⚙️ HOW IT WORKS Main Functionality The indicator uses the request.security() function to fetch price data and calculate the 200 EMA of each monitored asset. With each new bar, the script: Calculates the distance between the current price and the 200 EMA for each coin Identifies proximity based on the configured percentage (default: 2%) Displays results in a table organized on the chart Generates automatic alerts when proximity is detected Monitored Coins Major : BTC, ETH, BNB, ADA, XRP, SOL, DOT, DOGE, AVAX DeFi : UNI, LINK, ATOM, ICP, NEAR, OP, ARB, INJ Memecoins : SHIB, PEPE, WIF, BONK, FLOKI Emerging : SUI, TON, APT, POL (ex-MATIC) 📋 AVAILABLE SETTINGS Adjustable Parameters EMA Length (Default: 200): Exponential Moving Average Period Proximity Percentage (Default: 2%): Distance in percentage to consider "close" Show Table (Default: Active): Show/hide results table Table Position: Position of the table on the chart (9 options available) Color System 🔴 Red: Distance ≤ 1% (very close) 🟠 Orange: Distance ≤ 1.5% (close) 🟡 Yellow: Distance ≤ 2% (approaching) 🚀 HOW TO USE Initial Configuration Add the indicator to the 4-hour timeframe chart Set the parameters according to your strategy Position the table where there is no graphic preference Setting Alerts Click "Create Alert" in TradingView Select the "EMA 200 Monitor" indicator Set the notification frequency and method Activate the alert to receive automatic notifications Results Interpretation The table shows: Coin: Asset name (e.g. BTC, ETH) Price: Current currency quote EMA 200: Current value of the moving average Distance: Percentage of proximity to the core code 💡 STRATEGIES TO USE Reversal Trading Entry: When price touches or approaches the EMA 200 Stop: Below/above the EMA with a safety margin Target: Previous resistance/support levels Breakout Trading Monitoring: Watch for currencies consolidating near the EMA 200 Entry: When the media is finally broken Confirmation: Volume and close above/below the EMA Swing Trading Identification: Use the monitor to detect setups in formation Timing: Wait for the EMA 200 to approach for detailed analysis Management: Use the EMA as a reference for stops dynamics ⚠️ IMPORTANT CONSIDERATIONS Technical Limitations Request Bybit data: Access to exchange symbols required Specific timeframe: Optimized for 4-hour analysis Minimum delay: Data updated with each new bar Usage Recommendations Combine with technical analysis: Use together with other indicators Confirm the configuration: Check the graphic patterns before trading Manage risk: Always use stop loss and adequate position sizing Backtesting: Test your strategy before applying with real capital Disclaimer This indicator is a technical analysis tool and does not constitute investment advice. Always do your own analysis and manage detailed information about the risks of your operations. 🔧 TECHNICAL INFORMATION Pine Script version: v6 Type: Indicator (overlay=true) Compatibility: All TradingView plans Resources used: request.security(), arrays, tables Performance: Optimized for multiple simultaneous queries 📈 COMPETITIVE ADVANTAGES ✅ Simultaneous monitoring of 30 major assets ✅ Clear visual interface with intuitive core system ✅ Customizable alerts for different details ✅ Optimized code for maximum performance ✅ Flexible configuration adaptable to different strategies ✅ Real-time update without the need for manual refresh Developed for traders who value efficiency and accuracy in identifying market opportunities based on the EMA 20
Pine Script® göstergesi
MestreDoFOMO tarafından
System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter Overview: This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals. How It Works: 1. Signal Initiation (e.g., 5-Minute Timeframe): Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30). Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe. 2. Signal Confirmation (15-Minute Timeframe): Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars). Long Confirmation: The 15-minute Stochastic RSI %K must be greater than or equal to its %D line. The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40). Short Confirmation: The 15-minute Stochastic RSI %K must be less than or equal to its %D line. The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60). 3. Filters: ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold. Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading. 4. Entry and Exit Logic: Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met. Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script. Key User-Adjustable Parameters: Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing. Signal Trigger & Confirmation: 5-minute %K trigger levels for long and short. 15-minute %K confirmation thresholds for long and short. Wait window (in 5-minute bars) for 15-minute confirmation. Filters: Enable/disable and configure the Signal Cooldown filter (minimum bars between signals). Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks). Strategy Parameters: Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks). Recommendations for Users: Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade. Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions. Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals. Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable. Disclaimer: This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
Pine Script® stratejisi
Archertoria tarafından
atr stop loss for double SMA v6Strategy Name atr stop loss for double SMA v6 Credit: This v6 update is based on Daveatt’s “BEST ATR Stop Multiple Strategy.” Core Logic Entry: Go long when the 15-period SMA crosses above the 45-period SMA; go short on the inverse cross. Stop-Loss: On entry, compute ATR(14)×2.0 and set a fixed stop at entry ± that amount. Stop remains static until hit. Trend Tracking: Uses barssince() to ensure only one active long or short position; stop is only active while that trend persists. Visualization Plots fast/slow SMA lines in teal/orange. On each entry bar, displays a label showing “ATR value” and “ATR×multiple” positioned at the 30-bar low (long) or high (short). Draws an “×” at the stop-price level in green (long) or red (short) while the position is open. Execution Settings Initial Capital: $100 000, Size = 100 shares per trade. Commission: 0.075% per trade. Pyramiding: 1. Calculations: Only on bar close (no intra-bar ticks). Usage Notes Static ATR stop adapts to volatility but does not trail. Ideal for trending, liquid markets (stocks, futures, FX). Adjust SMA lengths or ATR multiple for faster/slower signals.
Pine Script® stratejisi
genlius tarafından
Arnaud Legoux Trend Aggregator | Lyro RSArnaud Legoux Trend Aggregator Introduction Arnaud Legoux Trend Aggregator is a custom-built trend analysis tool that blends classic market oscillators with advanced normalization, advanced math functions and Arnaud Legoux smoothing. Unlike conventional indicators, 𝓐𝓛𝓣𝓐 aggregates market momentum, volatility and trend strength. Signal Insight The 𝓐𝓛𝓣𝓐 line visually reflects the aggregated directional bias. A rise above the middle line threshold signals bullish strength, while a drop below the middle line indicates bearish momentum. Another way to interpret the 𝓐𝓛𝓣𝓐 is through overbought and oversold conditions. When the 𝓐𝓛𝓣𝓐 rises above the +0.7 threshold, it suggests an overbought market and signals a strong uptrend. Conversely, a drop below the -0.7 level indicates an oversold condition and a strong downtrend. When the oscillator hovers near the zero line, especially within the neutral ±0.3 band, it suggests that no single directional force is dominating—common during consolidation phases or pre-breakout compression. Real-World Example Usually 𝓐𝓛𝓣𝓐 is used by following the bar color for simple signals; however, like most indicators there are unique ways to use an indicator. Let’s dive deep into such ways. The market begins with a green bar color, raising awareness for a potential long setup—but not a direct entry. In this methodology, bar coloring serves as an alert mechanism rather than a strict entry trigger. The first long position was initiated when the 𝓐𝓛𝓣𝓐 signal line crossed above the +0.3 threshold, suggesting a shift in directional acceleration. This entry coincided with a rising price movement, validating the trade. As price advanced, the position was exited into cash—not reversed into a short—because the short criteria for this use case are distinct. The exit was prompted by 𝓐𝓛𝓣𝓐 crossing back below the +0.3 level, signaling the potential weakening of the long trend. Later, as 𝓐𝓛𝓣𝓐 crossed below 0, attention shifted toward short opportunities. A short entry was confirmed when 𝓐𝓛𝓣𝓐 dipped below -0.3, indicating growing downside momentum. The position was eventually closed when 𝓐𝓛𝓣𝓐 crossed back above the -0.3 boundary—signaling a possible deceleration of the bearish move. This logic was consistently applied in subsequent setups, emphasizing the role of 𝓐𝓛𝓣𝓐’s thresholds in guiding both entries and exits. Framework The Arnaud Legoux Trend Aggregator (ALTA) combines multiple technical indicators into a single smoothed signal. It uses RSI, MACD, Bollinger Bands, Stochastic Momentum Index, and ATR. Each indicator's output is normalized to a common scale to eliminate bias and ensure consistency. These normalized values are then transformed using a hyperbolic tangent function (Tanh). The final score is refined with a custom Arnaud Legoux Moving Average (ALMA) function, which offers responsive smoothing that adapts quickly to price changes. This results in a clear signal that reacts efficiently to shifting market conditions. ⚠️ WARNING ⚠️: THIS INDICATOR, OR ANY OTHER WE (LYRO RS) PUBLISH, IS NOT FINANCIAL OR INVESTMENT ADVICE. EVERY INDICATOR SHOULD BE COMBINED WITH PRICE ACTION, FUNDAMENTALS, OTHER TECHNICAL ANALYSIS TOOLS & PROPER RISK. MANAGEMENT.
Pine Script® göstergesi
LyroRS tarafından
3 EMA + SupertrendThree EMAs: Helps you identify the general trend direction and potential crossovers. When the Fast EMA crosses above the Medium or Slow EMAs, it may indicate a bullish trend, and vice versa for bearish trends. Supertrend: Works as a trend filter. You can use it to identify overall market conditions: When the Supertrend is green, it indicates an uptrend. When the Supertrend is red, it indicates a downtrend. Combination: The EMAs help you confirm the trend, and the Supertrend can act as a filter or confirmation tool for your entries and exits. Potential Strategy Idea: Long Entry: When the Fast EMA crosses above the Medium EMA, and the Supertrend is green. Short Entry: When the Fast EMA crosses below the Medium EMA, and the Supertrend is red. Exit: You can use either the Supertrend turning from green to red (for long exits) or vice versa.
Pine Script® göstergesi
doc_bk tarafından
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