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MACD Potential Divergence - FontiramisuIndicator showing potential momentum divergences on MACD Momentum. The problem with the classic divergence is that when the signal appears, it is sometimes too late to enter a trade . The potential divergence corrects this problem by signaling the beginning of a potential divergence . MACD is a momentum indicator that offers relevant insights with divergences. Potential divergences are indicated with the letter B and a red color for Bearish Div or Green color for Bullish Div . Potential divergence is confirmed when the line and the label "Bear"' or "Bull" appear.
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Fontiramisu tarafından
6
Ehlers AutoCorrelation Indicator [CC]The AutoCorrelation Indicator was created by John Ehlers (Cycle Analytics pgs 94-98) and this can be viewed as both a momentum indicator and a trend indicator. This was his basis for several other indicators that he created which I will be publishing soon but essentially as this indicator goes up then the stock is in an uptrend and also has upward momentum. You will notice that this indicator starts to go down even during an uptrend showing that the underlying trend is going to have an upcoming reversal. He also warns that the halfway mark is a possible reversal point so keep an eye out for that. Generally speaking a good signal is to enter a long position when the indicator is under the midline and is starting to go up (or when the line is green) and to exit the position when the indicator goes over the midline. I have included strong buy and sell signals in addition to normal ones so darker colors mean strong signals and lighter colors mean normal signals. Let me know if there are any other indicators you would like me to publish!
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cheatcountry tarafından
Electrified Momentum Signal (Prototype)This indicator uses an ensemble of different indicators to help in identifying significant changes in momentum. It's time-frame is constant and is based up on the length of the configurable period. This allows for a consistent signal across multiple time-frames. This is not a buy or sell signal but can be used for alerts to indicate a change in momentum that might be worth paying attention to. If looking for an long entry point, a negative (red) value can signal "don't buy yet" or may simple mean "it's risky". In a similar way if looking for a short, a positive (green) value can signal "not now". Note: "Electrified" does not mean this has anything to do with electric vehicles or the power grid. :P
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Electrified tarafından
Simple Momentum Strategy Based on SMA, EMA and VolumeA simple, non short selling (long positions only, i.e. buy low and sell high) strategy. Strategy makes use of simple SMA, EMA and Volume indicators to attempt to enter the market at the most optimum time (i.e. when momentum and price are moving upwards). Optimum time is defined mainly by picking best timing for price moves higher based on upwards momentum. This script is targeted / meant for an average/typical trader or investor. This is why a non short selling approach was selected for optimisation for this strategy because "typpical", "average" traders and investors usually use basic (i.e. minimum fees / free membership) exchanges that would not usually offer short selling functionality (at least without additional fees). The assumption used here is that only advanced and sophisticated traders and investors would pay for advanced trading platforms that enable short selling, have a risk appetite for short selling and thus use short selling as a strategy. The results of the strategy are: In an overall roughly bearish market (backward testing from beginning to end of 2018) i.e. the market immediately following the highs of around 20k USD per BTC, this strategy made a loss of £3231 USD on trades of a maximum of 1 BTC per long position. But in an overall bullish market, it makes a profit of about $6800 USD from beginning of 2019 onwards by trading a maximum of 1 BTC per long position. NOTE: All trading involves high risk. Most strategies use past performance and behaviour as indicators of future performance and that is not necessarily indicative of future results. Hypothetical or simulated performance results have certain inherent limitations too. One limitation is that unlike an actual performance record, simulated results do not represent actual trading and since the trades have not actually been executed, the results of those trades themselves do not have any influence on actual market results, which in real life they would have had (no matter how minor). Additionally, simulated results may have under or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also, by their nature, designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
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slip_stream tarafından
1
Ultimate Momentum IndicatorThis is an indicator I've been playing with for a while, based on my previous MACD w/ RSI Warning indicator. This one takes it a step further, including information from MACD, RSI, ADX, and Parabolic SAR. These four indicators are represented in this indicator as follows: MACD: The histogram itself is a normal MACD histogram. Nothing strange about it, and you can adjust the settings for it just as you would a normal MACD. RSI: Any time the RSI is outside of normal ranges (which can be adjusted in the settings), the bar on the histogram will turn amber to warn you. The actual RSI value is also shown in a label to the left side of the indicator. ADX: Crosses are drawn along the 0 line to indicate ADX. Blue means the ADX is below the trending level (adjustable in the settings), and orange means it is above that level. Darker colors indicate the ADX has gone up since the previous bar, while lighter colors indicate it has gone down. The actual ADX value is also shown in the label to the left side of the indicator. Parabolic SAR: At the outside point of each bar in the histogram, a colored dot is drawn. If the dot is green, the Parabolic SAR (settings adjustable) is currently below the closing price. If the dot is red, the SAR is above the closing price. I must stress that this indicator is not a replacement for any one of the indicators it includes, as it's really only pulling small bits of information from each. The point of this indicator is to give a cohesive picture of momentum at a quick glance. I encourage you to continue to use the normal versions of whichever of the basic indicators you already use, especially if those indicators are a key part of your strategy. This indicator is designed purely as a way to get a bird's eye view of the momentum. Pretty much every normally adjustable value can be adjusted in the settings for each of the base indicators. You can also set: The RSI warning levels (30 and 70 by default) The ADX Crossover, i.e. the point at which you consider the ADX value to indicate a strong trend (25 by default) The offset for the label which shows the actual RSI & ADX values (109 by default, which happens to line up with my chart layout--yours will almost certainly need to be different to look clean) All of the colors, naturally As always, I am open to suggestions on how I might make the indicator look cleaner, or even other indicators I might try to include in the data this indicator produces. My choice of indicators to base this one from is entirely based on the ones I use and know, but I'm sure there are other great indicators that may improve this combination indicator even more!
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JoshJaySalazar tarafından
8
PivotPoints with Momentum confirmation by PeterOWho wouldn't like to be able to tell when the market actually reverses instead of just faking it? Every trader who has tried pivothigh/pivotlow functions for that, surely bumped into so many meaningless reversal signals, that probably got discouraged with this concept entirely. Yet, pivot points are very important. Only they need to be confirmed at least a little bit (you'll never know for sure, you understand that right?) This script enhances pivot-points mechanism with by confirming potential pivot point with actual reversal in momentum. If momentum reversal is also noticed in synch with the pivothigh/pivotlow, then you've got yourself a reversal - marked on the chart with red or green triangle. You can visually compare where those triangles are marked as compared to those small black ones, meaning the standard pivothigh(high,1,1)/pivotlow(low,1,1). Check yourself how many times this method would save us from pre-mature entry. On average 2/3 pivot points are filtered out. This is a non-delayed confirmation - there is no waiting for another candle to close, just looking to another indicator for a match.Trader needs to take a decision immediately because if he hesitates, he will be late for sure. Also sometimes this script produces signal even before a full pivot-point is formed, as pin-bar analysis is also included here. What this script IS NOT: - a complete trading map. Don't take trade on each green or red triangle. You still need to do your homework on market direction, trend, phase, wave, etc. But at least you have the "trigger" part done. - these pivot points are still not "guaranteed". You never know the future even as close as the very next candle, so the market can continue its trend right after it produces reversal signal. The aim of this indicator was only to filter out those potential pivot points, which didn't really look like reversals. If you think this method could be improved somehow or would like to share your thoughts or approach, don't hesitate to reach out to me or write down in comments. P.S. Credit goes to UCSGEARS for his Top&Bottom candle script. Amazing work. I used the momentum calculation from there.
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Peter_O tarafından
16
Indicator Panel MTF (MACD, RSI, Momentum, Stoch, CCI)This script shows the values of MACD, RSI, Momentum, Stoch, CCI for current and higher time frames in a panel. if higher time frame is equal or smaller than current time frame and it doesn't show the values for HTF. And also it shows if their values are increasing, decreasing or equal to last value with "▲", "▼", "=" The signal length for all indicators is 9 and used EMA. histogram value is indicator value - it's signal value. with this value you can see that indicator and its signal getting closer or not. you may think it's as momentum. Some functions and idea is used from following scripts: Thanks to Lucf for the following script: Thanks to Ricardo Santos for the following script:
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LonesomeTheBlue tarafından
1
MTF CMO (Chande Momentum Oscillator)Simple Multi-Timeframe version of the Chande Momentum Oscillator . Many thanks to HPotter whos script I used as a starting point. This displays 1, 2, 3, 4, and 24 period CMOs on the graph. 1, 2, 3, and 4 periods are smoothed by using their simple moving averages. 24 period is unsmoothed. I prefer to set my chart to a 1 hour timeframe and look for bottoming or topping patterns in the momentum. Strongest topping or bottoming patterns are when all timeframes roll over including the 24 period.
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KryptoSpartan tarafından
All4 - Multi-Period Momentum [LucF]All4 is a multi-period momentum indicator that includes a volume component. It doesn't use higher timeframes, but rather varying lengths. It is a simple way to get a more global picture of momentum. It is calculated using a very simple weighted average of a few different indicators. The indicator is comprised of the main line called All4, its MA and a faster line. The All4 components are the Stoch RSI’s K line, Rsi and MFI (to include a bit of volume information) in the following mix: (St14 + St21 + 2*St42 + 2*St90 + rsi + 2*mfi)/9. The respective K line periods and smoothing lengths are 14-4, 21-10, 42-10 and 90-15. Both the Rsi and MFI periods are 14. All those values are fixed. The fast line is comprised of a 14 period Rsi and MFI in the following mix: (rsi + 2*mfi)/3. The length of the fast line can be changed. The indicator also includes 4 status lines. The top 2 show when All4 is volatile and when it is trending. The bottom 2 show when All4 is in bearish/bullish territory, and the state of the 200 period MA. There are lots of bells and whistles but pretty much everything is configurable, so you can make it as busy or as clean as you wish. I have included both extremes on the chart above. As can be expected, the mishmash of indicators comprising All4 entails a loss of detail in the signal; it is the trade-off necessary to paint a broader picture.
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LucF tarafından
7
Bitcoin momentum correlation This is a pretty simple indicator, it measures the momentum of bitcoin as compared to usd,eur,eth,dash, and ltc, which you can see in all of the blue lines. If the red line is above zero then it means the overall value of btc is going up, opposite for down. The Ema_window controls how smooth the signal is. If you shorten the Ema_window parameter and open this on higher timeframe btc charts then the zero crossing gives pretty solid signals, despite being pretty choppy. A good way to interpret this is that if all the blue lines are moving in the same direction at once without disagreement, then the value of bitcoin has good momentum. Mildly more technically: Momentum is measured in the first derivative of an EMA for each ticker. To normalize the different values against each other they are all divided by their local maximums, which can be chosen in the parameter window, but shouldn't make a huge difference. All the checked values are then summed, as shown in the red line. To include a value into the red line simply keep it checked. Take a look at the script, it's kind of easy on the eyes. It's pretty handy to look at, but doesn't seem too worthwhile to pursue much further. If someone wants much more out of the script then feel free to message me. Remember rules #1 & #2 Don't lose money. Happy trading
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mcbw_ tarafından
3
CSRS v2Candlesticked RSI v2 for price action traders! See the True Momentum. 6 chart type, smooth RSI , add signal lines, find divergences, special alerts This is 2nd version with major upgrade Improved and more powerful fully customizable. features: See RSI in 6 type of chart(Candles, Hollow Candles, Siwi Candles, Heikin Ashi, HL Bar, Line) Monitor Up to 3 RSI , each one at desired resolution, source and length Smooth each one of chart separately to remove noises Add up to 3 signal line to primary chart in your desired source and type( SMA , EMA , WMA , HMA ) Find divergences which has special parameters Gradient color adjustment of line chart Add alert for reaching to important levels and detected divergences
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Algorca tarafından
16
SMI Stochastic Momentum Index 2x set per Baiynd -Tom1traderStochastic Momemtum Index - a true strength indix tsi with a moving average signal. This uses the built in with modifications per Anne-Marie Baiynds recommendations - she uses a SIMPLE MOVING AVERAGE for the signal (signal length at 4x the short length seems to work best to reflect actual price action support or resistance) Note: Default settings in this code have been updated to her most recent recommendations that I have seen. video is entitled "The Most Reliable Technical Indicator I Have Ever Used" Note: I have not discussed this with Ms . Baiynd this is my interpretation of the vids I have seen. Anne-Marie Baiynd also in talks / videos refers to the use of short / long of 4/20 and 6/40 and have combined both of them here This overlays both of them with their respective SMAs- a 4/20 lengths and a 6/40 lengths in darker colors and smallest linewidth. this gives a perspective on slightly higher time frame action. USAGE: Generally above and below the black dashed zero line is long or short KEYS: -Plot position relative to zero black, red overbought, green oversold and the gray lines at .25 -.25 Indicator action often more significant out side of the more "neutral" +.25/-.25 area and near or above/below the red/green dashed lines. -Steepness of slopes Slopes of smi plots relate directly to price action where steeper is more momentum. - -SMI blue relation to its simple moving average orange and the SMI longer dark blue with moving average purple. MAJOR FEATURE - The average acts as support or resistance to the SMI and the price unless breaking out. Price is often pausing or reversing iin finding primary/secondary support or resistance as well at those times. You Can See and anticipate Where Support or Resistance may be Encountered. (much unlike most indicators) My standard caveat -use at your own risk. Like anyone else I do not know what the next bar/candle is going to do and I place all of my trades with a management plan in place for the worst case scenario. That said enjoy your charting and trading. This was coded starting with the built-in indicator "SMI Ergontic Oscilator / Indicator". You do this by within the Pine Editor select "New" tab and choose the indicator that you want the code for. This populates the editor with the code for the built in indicator and you can modify it to suit your purposes and save it / publish it and etc. Thanks for following this and Keep Smiling!
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Tom1trader tarafından
12
ROC & Momentum FusionROC & Momentum Fusion (by HabibiTrades ©) Purpose: “ROC & Momentum Fusion” combines the Rate of Change (ROC) with a MACD-style signal engine to identify early momentum reversals, confirmed trend shifts, and low-volatility choppy zones. It’s built for traders who want early momentum detection with the clarity of trend persistence — adaptable to any instrument and timeframe. ⚙️ How It Works Rate of Change (ROC): Measures the percentage speed of price change over time, showing the raw momentum strength. Signal Line (EMA): A short EMA of the ROC — responds faster to new directional shifts, similar to a MACD signal line. Histogram: Displays acceleration and deceleration between the ROC and its signal line. Persistent Trend States: When the ROC crosses the signal line or zero, the indicator enters a new momentum regime (bullish or bearish) and stays in that color until another flip occurs. Dynamic Choppy Zone: When ROC momentum fades within the zero buffer zone, the indicator turns orange, signaling a sideways or indecisive market. 🟢 Visual Regimes Regime Description Color Bullish Momentum ROC above zero or signal line 🟢 Neon Green Bearish Momentum ROC below zero or signal line 🔴 Neon Red Choppy / Neutral ROC hovering within ±threshold range 🟠 Neon Orange This color system makes it visually effortless to see whether the market is trending, reversing, or consolidating. 🧭 Adaptive Intelligence The script automatically adjusts to market type and session for consistent accuracy: Session Adaptive: Adjusts smoothing based on global sessions (Asian, London, New York, Sydney). Instrument Adaptive: Fine-tunes sensitivity automatically for major assets — NASDAQ (NQ), S&P 500 (ES), Gold (GC), Oil (CL), Bitcoin (BTC). Volatility Normalization: Optionally divides ROC by its own standard deviation to stabilize noisy assets and maintain consistent scaling. 🔔 Signals & Alerts Bullish Reversal: ROC crosses above its signal or zero line — early momentum flip. Bearish Reversal: ROC crosses below its signal or zero line — downward momentum flip. Alerts: Both reversal conditions include built-in alert triggers for automation and notifications. 🎨 Visual Features Main ROC Line: Adaptive EMA of ROC, color-coded by trend regime. Signal Line: Optional white EMA overlay for MACD-style crossovers. Histogram: Visual burst display of acceleration (green/red). Reversal Markers: Optional triangles marking exact crossover points. Threshold Lines: Highlight the zero and buffer zones for visual clarity. 🧩 Best Use Cases Identify early momentum shifts before price confirms them. Confirm trend continuation or exhaustion with color persistence. Detect choppy / low-volatility periods instantly. Works across all timeframes — from 1-minute scalping to weekly swings. Combine with structure, EMAs, or volume for confirmation. ⚙️ Recommended Settings Setting Default Description ROC Period 6 Core momentum length (lower = faster response). Signal EMA Length 3 MACD-style responsiveness (lower = more reactive). Zero Buffer Threshold 0.15 Defines the width of the neutral zone around zero. Choppy Zone Multiplier 1.0 Expands or tightens the orange zone sensitivity. These defaults have been optimized through real-market testing to balance responsiveness and smoothness across different asset classes. ⚠️ Notes The color regime is persistent, meaning once the line turns bullish or bearish, it remains in that state until momentum structurally flips. The orange zone represents momentum uncertainty and helps avoid false entries in range-bound markets. Works seamlessly on any timeframe and with any asset.
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Habibitrades_ tarafından
Volume Momentum Div - [TCMaster]📘 Description Volume + Momentum (Instant Alert) is a dynamic indicator designed to detect potential market tops and bottoms in real time by combining momentum shifts with volume spikes. Unlike traditional oscillators that confirm signals only after candle close, this tool reacts instantly, providing early alerts during live market movements. ⚙️ How It Works Momentum Calculation: Measures the short-term price acceleration using the difference between the current price and the price n periods ago. Rising momentum indicates bullish strength, while falling momentum shows bearish pressure. Volume Spike Detection: Compares current volume to its moving average. When the current volume exceeds the average by a defined multiplier, it signals strong market participation — often appearing near market reversals. Signal Logic: Top Alert (🔻): Momentum turns negative while a volume spike occurs → potential short opportunity. Bottom Alert (🔺): Momentum turns positive while a volume spike occurs → potential long opportunity. 🎯 Features Real-time alerts (calc_on_every_tick=true) — signals trigger instantly during live candles. Multiple plot styles available: Line, Histogram, or Columns. Simple yet powerful logic suitable for scalping, intraday, and swing trading. Works across all markets (forex, crypto, stocks, commodities). 💡 How to Use Look for Volume Spikes — sudden increases in volume often mark exhaustion or breakout points. Check Momentum Direction — combine with volume to confirm reversals. Entry/Exit: Buy when a green triangle (🔺) appears below the bar. Sell when a red triangle (🔻) appears above the bar. Optional Filters: For improved accuracy, combine with RSI, Stochastic, or trend filters (e.g., EMA200).
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TCMaster tarafından
1
Squeeze Momentum ProSQUEEZE MOMENTUM PRO - Enhanced Visual Dashboard A modernized version of the TTM Squeeze Momentum indicator, designed for cleaner visual interpretation and faster decision-making. ═══════════════════════════════════════════ 📊 WHAT IS THE SQUEEZE? ═══════════════════════════════════════════ The "squeeze" occurs when Bollinger Bands contract inside Keltner Channels, indicating extremely low volatility. This compression typically precedes explosive directional moves - the tighter the squeeze, the bigger the potential breakout. John Carter's TTM Squeeze concept (from "Mastering the Trade") combines this volatility compression with momentum direction to identify high-probability setups. ═══════════════════════════════════════════ ✨ WHAT'S NEW IN THIS VERSION ═══════════════════════════════════════════ 🎯 VISUAL STATUS BAR - Real-time squeeze state with clear labels - Color-coded backgrounds (Red = Building, Green = Fired Bullish, Orange = Fired Bearish) - Squeeze duration counter to gauge compression time 📊 ENHANCED HISTOGRAM - 4-color momentum gradient (Strong Bull/Weak Bull/Weak Bear/Strong Bear) - Instantly shows both direction AND strength - Background shading for current market state 🔥 SQUEEZE INTENSITY GAUGE - 5-dot pressure indicator showing compression tightness - Percentage display of squeeze strength - Only appears during active squeezes 📈 REAL-TIME METRICS PANEL - Current momentum value - Direction indicator (increasing/decreasing) - Strength assessment (strong/weak) 🔔 COMPREHENSIVE ALERTS - Squeeze started - Squeeze fired (bullish/bearish) - Momentum crossovers ═══════════════════════════════════════════ 🎮 HOW TO USE ═══════════════════════════════════════════ 1. WAIT FOR SQUEEZE • Red status bar appears • Intensity dots show compression level • Longer duration = potentially bigger move 2. WATCH FOR RELEASE • Status changes to "FIRED - BULLISH" or "FIRED - BEARISH" • Histogram color confirms momentum direction • Background highlights the event 3. MANAGE POSITION • Monitor momentum strength in metrics panel • Exit when histogram changes color (momentum reversal) • Use with trend/volume confirmation ═══════════════════════════════════════════ ⚙️ CUSTOMIZATION ═══════════════════════════════════════════ - Toggle status bar, metrics, intensity dots independently - Adjustable BB/KC parameters - Custom color schemes - Show/hide squeeze duration ═══════════════════════════════════════════ 🙏 CREDITS ═══════════════════════════════════════════ Original TTM Squeeze concept: John F. Carter Original indicator code: LazyBear (@LazyBear) This builds on LazyBear's excellent implementation of the TTM Squeeze Momentum indicator, adding modern visual elements and real-time dashboards for improved usability. Original indicator: "Squeeze Momentum Indicator " ═══════════════════════════════════════════ ⚠️ DISCLAIMER ═══════════════════════════════════════════ This indicator is for educational purposes. Always use proper risk management and combine with other forms of analysis. No indicator guarantees profitable trades. ═══════════════════════════════════════════ Best used on: Day trading timeframes (1m-15m) for momentum plays Combine with: Volume analysis, trend filters, support/resistance levels
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pitretmed tarafından
NEURAL FLOW INDEX — Core Energy • Momentum Stream • Pulse SyncNeural Flow Index (NFI) — Advanced Triple-Layer Reversal Framework The Neural Flow Index (NFI) is a next-generation market oscillator designed to reveal the hidden synchronization between trend energy, cyclical momentum, and internal pulse dynamics. It merges three powerful analytical layers into a single, normalized view: Core Energy Curve (based on RSO logic) — captures structural trend bias and volatility expansion. Momentum Stream (WaveTrend algorithm) — visualizes cyclical motion of price waves. Pulse Sync (Stochastic RSI adaptation) — measures short-term momentum rhythm and overextension. Each layer feeds into a unified flow model that adapts to both trend-following and reversal conditions. The goal is not to chase every fluctuation, but to sense where momentum, direction, and volatility converge into true inflection points. Conceptual Mechanics The oscillator translates complex market behavior into an elegant, multi-phase signal system: Core Energy Curve (RSO foundation): A smoothed dynamic field representing the overall strength and direction of market pressure. Green energy indicates expansion (bullish dominance); red energy reflects contraction (bearish decay). Momentum Stream (WaveTrend): The teal line functions like an electro-wave, oscillating through phases of expansion and exhaustion. It provides the heartbeat of the market — smooth, rhythmic, and beautifully cyclic. Pulse Sync (Stochastic RSI): The purple line acts as the market’s nervous pulse, reacting to micro-momentum changes before the larger trend adjusts. It identifies micro-tops and micro-bottoms that precede major trend shifts. When these three forces align, they create high-probability reversal zones known as Neural Nodes — regions where energy, momentum, and rhythm converge. Trading Logic Potential Entry Zones: When the purple Pulse Sync line crosses the green Momentum Stream near the lower or upper bounds of the oscillator, a potential turning point forms. Yet, these crossovers are only validated when the Core Energy histogram (RSO) simultaneously supports the same direction — confirming that energy and rhythm are synchronized. Histogram Confirmation: The histogram is the “voice” of the oscillator. Rising green volume within the histogram during a Pulse-Momentum crossover suggests a legitimate upward reversal. Conversely, expanding red energy during an upper-band cross indicates momentum exhaustion and an early short-side opportunity. Neutral Zones: When all three layers flatten near the zero line, the market enters an equilibrium phase — no clear trend dominance, ideal for patience and re-entry planning. | Layer | Representation | Color | Function | | --------------------- | ------------------- | ----------------- | ------------------------------ | | **Core Energy Curve** | Area / Histogram | Lime-Red gradient | Trend bias & volatility energy | | **Momentum Stream** | WaveTrend line | Teal | Cyclical flow of price | | **Pulse Sync** | Stochastic RSI line | Purple | Short-term momentum rhythm | Interpretation Summary Converging Waves: Trend, momentum, and pulse move together → strong continuation. Diverging Waves: Pulse or Momentum decouple from Core Energy → early reversal warnings. Histogram Expansion: Confirms direction and strength of the new wave. Crossovers at Extremes: Potential entries, especially when confirmed by energy alignment. 🪶 Philosophy Behind NFI The Neural Flow Index is not just a technical indicator — it’s a behavioral visualization system. Instead of focusing on lagging confirmations, it captures the neural pattern of price motion: how liquidity flows, contracts, and expands through time. It bridges the gap between pure mathematics and market intuition — giving traders a cinematic, harmonic view of energy transition inside price structure.
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ozgurzari tarafından
Relative Momentum Rotation [CHE] Relative Momentum Rotation — Ranks assets by multi-horizon momentum for guided rotational selection with regime overlay Summary This indicator evaluates a universe of assets using a blended momentum measure across three time horizons, then ranks them to highlight top performers for potential portfolio rotation. It incorporates a regime filter to contextualize signals, tinting the background to indicate favorable or unfavorable market conditions and labeling transitions for awareness. By focusing on relative strength within a selectable universe, it helps identify leaders without relying on absolute thresholds, reducing noise from isolated trends and promoting disciplined asset switching. Motivation: Why this design? Traders often struggle with momentum signals that perform unevenly across market phases, such as overreacting in volatile periods or lagging in steady uptrends, leading to suboptimal rotations in multi-asset portfolios. The core idea of relative momentum rotation addresses this by comparing assets head-to-head within a defined group, blending short- and long-term changes to capture sustained strength while a regime overlay adds a macro layer to avoid fighting broader trends. This setup prioritizes peer-relative outperformance over standalone measures, aiding consistent selection in rotational strategies. What’s different vs. standard approaches? - Reference baseline: Traditional rate-of-change indicators track absolute price shifts over a single window, which can generate whipsaws in sideways markets or miss cross-asset opportunities. - Architecture differences: - Blends three distinct horizons into one composite score for a fuller momentum picture, rather than isolating one period. - Applies ranking across a customizable universe (e.g., crypto or tech stocks) to emphasize relatives, not absolutes. - Integrates a simple regime check via moving average crossover on a reference symbol, gating selections without overcomplicating the core logic. - Outputs a dynamic table for visual ranking, plus subtle visual cues like background tints, instead of cluttered plots. - Practical effect: Charts show clearer hierarchy among assets, with regime tints providing at-a-glance context—top ranks stand out more reliably in bull regimes, helping traders focus rotations without constant recalibration. How it works (technical) The indicator starts by assembling a list of symbols from the selected universe, including only those marked as active to keep the group focused. For each symbol, it gathers change rates over three specified horizons on a higher timeframe, blends them using user-defined weights (automatically normalized if they do not sum to one), and computes a single composite score. Scores are then ranked to select the top performers up to a set number, forming a rotation candidate list. To add context, a regime state is determined by comparing the reference symbol's price to its moving average on daily bars—above signals a positive environment, below a negative one, with an option to invert this logic. The current chart's symbol is checked against the top list for inclusion status. All higher-timeframe data pulls are set to avoid lookahead bias, though updates may shift slightly until bars close. Persistent variables track the table state and prior regime to handle redraws efficiently, ensuring the display rebuilds only when the selection count changes. Parameter Guide Universe — Switches between predefined crypto or US-tech symbol sets for ranking peers. Default: Crypto. Trade-offs/Tips: Crypto for volatile assets; US-Tech for equities—match to your portfolio to avoid mismatched volatility. Include Symbol 1–12 — Toggles individual symbols in the universe on or off. Default: Varies (true for top 10, false for extras). Trade-offs/Tips: Start with defaults for a balanced group; disable laggards to sharpen focus, but keep at least 5–8 for robust ranking. Scoring Timeframe — Sets the aggregation period for momentum changes (e.g., monthly bars). Default: Monthly. Trade-offs/Tips: Monthly for long-term rotation; weekly for faster signals—increases noise if too short. Weight 12m / 6m / 3m — Adjusts emphasis on long/medium/short horizons in the blend. Default: 0.50 / 0.30 / 0.20. Trade-offs/Tips: Heavier long-term for stability in trends; balance to fit asset class—test sums near 1.0 to avoid auto-normalization surprises. ROC over MA instead of Close — Uses smoothed averages for change rates to reduce chop. Default: False. Trade-offs/Tips: Enable in noisy markets for fewer false tops; adds slight lag, so monitor for delayed rotations. Top N to hold — Limits selections to this many highest-ranked assets. Default: 10. Trade-offs/Tips: Lower for concentrated bets (higher risk/reward); higher for diversification—align with your position sizing. Mark current symbol if in Top N — Highlights if the chart's asset ranks in the selection. Default: True. Trade-offs/Tips: Useful for self-scanning; disable in multi-chart setups to declutter. Enable Regime Filter — Activates macro overlay using reference symbol. Default: True. Trade-offs/Tips: Core for trend-aware trading; disable for pure momentum plays, but risks counter-trend entries. Regime Symbol — Chooses the benchmark for regime (e.g., broad index). Default: QQQ. Trade-offs/Tips: Broad market proxy like SPY for equities; swap for BTC in crypto to match universe. SMA Length (D) — Sets the averaging window for regime comparison. Default: 100. Trade-offs/Tips: Longer for fewer flips (smoother regimes); shorter for quicker detection—default suits daily checks. Invert (rare) — Flips the regime logic (price above average becomes negative). Default: False. Trade-offs/Tips: Only if your view inverts the benchmark; test thoroughly as it reverses all tints/labels. Show Ranking Table — Displays the ranked list with scores and regime status. Default: True. Trade-offs/Tips: Essential for selection; position tweaks help on crowded charts. Table X / Y — Places the table on the chart (e.g., top-right). Default: Right / Top. Trade-offs/Tips: Corner placement avoids price overlap; middle for central focus in reviews. Dark Theme — Applies inverted colors for visibility. Default: True. Trade-offs/Tips: Matches most TradingView themes; toggle for light backgrounds without losing contrast. Text Size — Scales table font for readability. Default: Normal. Trade-offs/Tips: Smaller for dense data; larger on big screens—impacts only last-bar render. Background Tint by Regime — Colors the chart faintly green/red based on state. Default: True. Trade-offs/Tips: Subtle cue for immersion; disable if it distracts from price action. Label on Regime Flip — Adds text markers at state changes. Default: True. Trade-offs/Tips: Aids journaling flips; space them by disabling in low-vol periods to cut clutter. Reading & Interpretation The ranking table lists top assets by position, symbol, percentage score (higher indicates stronger blended momentum), and regime status—green "ON" for favorable, red "OFF" for cautionary. Background shifts to a light teal in positive regimes (suggesting alignment for longs) or pale red in negative ones (hinting at reduced exposure). Flip labels appear as green "Regime ON" above bars or red "Regime OFF" below, marking transitions without ongoing noise. If the current symbol appears in the top rows with a solid score, it signals potential hold or entry priority within rotations. Practical Workflows & Combinations - Trend following: Scan the table weekly on monthly charts for top entrants; confirm with higher highs/lows in price structure before rotating in. Use regime tint as a veto—skip buys in red phases. - Exits/Stops: Rotate out of bottom-half ranks monthly; tighten stops below recent lows during regime flips to protect against reversals. Pair with volatility filters like average true range for dynamic sizing. - Multi-asset/Multi-TF: Defaults work across crypto/equities on daily+ timeframes; for intraday, shorten scoring to weekly but expect more interim noise. Scale universe size with portfolio count—e.g., top 5 for aggressive crypto rotations. Behavior, Constraints & Performance Signals update on bar close to confirm higher-timeframe data, but live bars may preview shifts from security calls, introducing minor repaint until finalized—mitigated by non-lookahead settings, though daily regime checks can lag by one session. Arrays handle up to 12 symbols efficiently, with loops capped at selection size; max bars back at 5000 supports historical depth without overload. Resource use stays low, but dense universes on very long charts may slow initial loads. Known limits include sensitivity to universe composition (skewed groups amplify biases) and regime lag at sharp market turns, potentially delaying rotations by a period. Sensible Defaults & Quick Tuning Defaults assume a 10-asset crypto rotation on monthly scoring with balanced weights and QQQ regime—ideal for intermediate-term equity-like plays. For too-frequent table reshuffles, extend scoring timeframe or weight longer horizons more. If selections feel sluggish, shorten the 3-month weight or enable MA smoothing off. In high-vol environments, raise top N and SMA length for stability; for crypto bursts, drop to weekly scoring and invert regime if using a volatile proxy. What this indicator is—and isn’t This is a selection and visualization tool for momentum-based rotations, layering relative ranks and regime context onto charts to inform asset picks. It is not a standalone system—pair it with entry/exit rules, position sizing, and risk limits. Nor is it predictive; it reacts to past changes and may underperform in prolonged ranges or during universe gaps. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino Where does it come from, specifically? The principle of “composite momentum across multiple horizons” is common in TAA/rotation strategies. As a documented example: Keller/Butler use a composite 1/3/6/12-month momentum (“13612W”)—same idea, different windows/weights. Robot Wealth A practical vendor example: EPS Momentum calculates an RMR composite as a weighted mix of 12/6/3/1-month ranks (very close to “12/6/3”). EPS Momentum Related but not identical: StockCharts’ RRG measures the momentum rotation of relative strength—often mentioned in the same context, but it doesn’t have a fixed “12/6/3” composite. chartschool.stockcharts.com How is it typically computed? ROC_12 + ROC_6 + ROC_3 (often scaled/weighted), then ranked vs. peers; the rotation periodically holds the top ranks in the portfolio. (Variants use different weights or additionally include 1-month—see the sources above.) robotwealth.com epsmomentum.com
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Historical Matrix Analyzer [PhenLabs]📊Historical Matrix Analyzer Version: PineScriptv6 📌Description The Historical Matrix Analyzer is an advanced probabilistic trading tool that transforms technical analysis into a data-driven decision support system. By creating a comprehensive 56-cell matrix that tracks every combination of RSI states and multi-indicator conditions, this indicator reveals which market patterns have historically led to profitable outcomes and which have not. At its core, the indicator continuously monitors seven distinct RSI states (ranging from Extreme Oversold to Extreme Overbought) and eight unique indicator combinations (MACD direction, volume levels, and price momentum). For each of these 56 possible market states, the system calculates average forward returns, win rates, and occurrence counts based on your configurable lookback period. The result is a color-coded probability matrix that shows you exactly where you stand in the historical performance landscape. The standout feature is the Current State Panel, which provides instant clarity on your active market conditions. This panel displays signal strength classifications (from Strong Bullish to Strong Bearish), the average return percentage for similar past occurrences, an estimated win rate using Bayesian smoothing to prevent small-sample distortions, and a confidence level indicator that warns you when insufficient data exists for reliable conclusions. 🚀Points of Innovation Multi-dimensional state classification combining 7 RSI levels with 8 indicator combinations for 56 unique trackable market conditions Bayesian win rate estimation with adjustable smoothing strength to provide stable probability estimates even with limited historical samples Real-time active cell highlighting with “NOW” marker that visually connects current market conditions to their historical performance data Configurable color intensity sensitivity allowing traders to adjust heat-map responsiveness from conservative to aggressive visual feedback Dual-panel display system separating the comprehensive statistics matrix from an easy-to-read current state summary panel Intelligent confidence scoring that automatically warns traders when occurrence counts fall below reliable thresholds 🔧Core Components RSI State Classification: Segments RSI readings into 7 distinct zones (Extreme Oversold <20, Oversold 20-30, Weak 30-40, Neutral 40-60, Strong 60-70, Overbought 70-80, Extreme Overbought >80) to capture momentum extremes and transitions Multi-Indicator Condition Tracking: Simultaneously monitors MACD crossover status (bullish/bearish), volume relative to moving average (high/low), and price direction (rising/falling) creating 8 binary-encoded combinations Historical Data Storage Arrays: Maintains rolling lookback windows storing RSI states, indicator states, prices, and bar indices for precise forward-return calculations Forward Performance Calculator: Measures price changes over configurable forward bar periods (1-20 bars) from each historical state, accumulating total returns and win counts per matrix cell Bayesian Smoothing Engine: Applies statistical prior assumptions (default 50% win rate) weighted by user-defined strength parameter to stabilize estimated win rates when sample sizes are small Dynamic Color Mapping System: Converts average returns into color-coded heat map with intensity adjusted by sensitivity parameter and transparency modified by confidence levels 🔥Key Features 56-Cell Probability Matrix: Comprehensive grid displaying every possible combination of RSI state and indicator condition, with each cell showing average return percentage, estimated win rate, and occurrence count for complete statistical visibility Current State Info Panel: Dedicated display showing your exact position in the matrix with signal strength emoji indicators, numerical statistics, and color-coded confidence warnings for immediate situational awareness Customizable Lookback Period: Adjustable historical window from 50 to 500 bars allowing traders to focus on recent market behavior or capture longer-term pattern stability across different market cycles Configurable Forward Performance Window: Select target holding periods from 1 to 20 bars ahead to align probability calculations with your trading timeframe, whether day trading or swing trading Visual Heat Mapping: Color-coded cells transition from red (bearish historical performance) through gray (neutral) to green (bullish performance) with intensity reflecting statistical significance and occurrence frequency Intelligent Data Filtering: Minimum occurrence threshold (1-10) removes unreliable patterns with insufficient historical samples, displaying gray warning colors for low-confidence cells Flexible Layout Options: Independent positioning of statistics matrix and info panel to any screen corner, accommodating different chart layouts and personal preferences Tooltip Details: Hover over any matrix cell to see full RSI label, complete indicator status description, precise average return, estimated win rate, and total occurrence count 🎨Visualization Statistics Matrix Table: A 9-column by 8-row grid with RSI states labeling vertical axis and indicator combinations on horizontal axis, using compact abbreviations (XOverS, OverB, MACD↑, Vol↓, P↑) for space efficiency Active Cell Indicator: The current market state cell displays “⦿ NOW ⦿” in yellow text with enhanced color saturation to immediately draw attention to relevant historical performance Signal Strength Visualization: Info panel uses emoji indicators (🔥 Strong Bullish, ✅ Bullish, ↗️ Weak Bullish, ➖ Neutral, ↘️ Weak Bearish, ⛔ Bearish, ❄️ Strong Bearish, ⚠️ Insufficient Data) for rapid interpretation Histogram Plot: Below the price chart, a green/red histogram displays the current cell’s average return percentage, providing a time-series view of how historical performance changes as market conditions evolve Color Intensity Scaling: Cell background transparency and saturation dynamically adjust based on both the magnitude of average returns and the occurrence count, ensuring visual emphasis on reliable patterns Confidence Level Display: Info panel bottom row shows “High Confidence” (green), “Medium Confidence” (orange), or “Low Confidence” (red) based on occurrence counts relative to minimum threshold multipliers 📖Usage Guidelines RSI Period Default: 14 Range: 1 to unlimited Description: Controls the lookback period for RSI momentum calculation. Standard 14-period provides widely-recognized overbought/oversold levels. Decrease for faster, more sensitive RSI reactions suitable for scalping. Increase (21, 28) for smoother, longer-term momentum assessment in swing trading. Changes affect how quickly the indicator moves between the 7 RSI state classifications. MACD Fast Length Default: 12 Range: 1 to unlimited Description: Sets the faster exponential moving average for MACD calculation. Standard 12-period setting works well for daily charts and captures short-term momentum shifts. Decreasing creates more responsive MACD crossovers but increases false signals. Increasing smooths out noise but delays signal generation, affecting the bullish/bearish indicator state classification. MACD Slow Length Default: 26 Range: 1 to unlimited Description: Defines the slower exponential moving average for MACD calculation. Traditional 26-period setting balances trend identification with responsiveness. Must be greater than Fast Length. Wider spread between fast and slow increases MACD sensitivity to trend changes, impacting the frequency of indicator state transitions in the matrix. MACD Signal Length Default: 9 Range: 1 to unlimited Description: Smoothing period for the MACD signal line that triggers bullish/bearish state changes. Standard 9-period provides reliable crossover signals. Shorter values create more frequent state changes and earlier signals but with more whipsaws. Longer values produce more confirmed, stable signals but with increased lag in detecting momentum shifts. Volume MA Period Default: 20 Range: 1 to unlimited Description: Lookback period for volume moving average used to classify volume as “high” or “low” in indicator state combinations. 20-period default captures typical monthly trading patterns. Shorter periods (10-15) make volume classification more reactive to recent spikes. Longer periods (30-50) require more sustained volume changes to trigger state classification shifts. Statistics Lookback Period Default: 200 Range: 50 to 500 Description: Number of historical bars used to calculate matrix statistics. 200 bars provides substantial data for reliable patterns while remaining responsive to regime changes. Lower values (50-100) emphasize recent market behavior and adapt quickly but may produce volatile statistics. Higher values (300-500) capture long-term patterns with stable statistics but slower adaptation to changing market dynamics. Forward Performance Bars Default: 5 Range: 1 to 20 Description: Number of bars ahead used to calculate forward returns from each historical state occurrence. 5-bar default suits intraday to short-term swing trading (5 hours on hourly charts, 1 week on daily charts). Lower values (1-3) target short-term momentum trades. Higher values (10-20) align with position trading and longer-term pattern exploitation. Color Intensity Sensitivity Default: 2.0 Range: 0.5 to 5.0, step 0.5 Description: Amplifies or dampens the color intensity response to average return magnitudes in the matrix heat map. 2.0 default provides balanced visual emphasis. Lower values (0.5-1.0) create subtle coloring requiring larger returns for full saturation, useful for volatile instruments. Higher values (3.0-5.0) produce vivid colors from smaller returns, highlighting subtle edges in range-bound markets. Minimum Occurrences for Coloring Default: 3 Range: 1 to 10 Description: Required minimum sample size before applying color-coded performance to matrix cells. Cells with fewer occurrences display gray “insufficient data” warning. 3-occurrence default filters out rare patterns. Lower threshold (1-2) shows more data but includes unreliable single-event statistics. Higher thresholds (5-10) ensure only well-established patterns receive visual emphasis. Table Position Default: top_right Options: top_left, top_right, bottom_left, bottom_right Description: Screen location for the 56-cell statistics matrix table. Position to avoid overlapping critical price action or other indicators on your chart. Consider chart orientation and candlestick density when selecting optimal placement. Show Current State Panel Default: true Options: true, false Description: Toggle visibility of the dedicated current state information panel. When enabled, displays signal strength, RSI value, indicator status, average return, estimated win rate, and confidence level for active market conditions. Disable to declutter charts when only the matrix table is needed. Info Panel Position Default: bottom_left Options: top_left, top_right, bottom_left, bottom_right Description: Screen location for the current state information panel (when enabled). Position independently from statistics matrix to optimize chart real estate. Typically placed opposite the matrix table for balanced visual layout. Win Rate Smoothing Strength Default: 5 Range: 1 to 20 Description: Controls Bayesian prior weighting for estimated win rate calculations. Acts as virtual sample size assuming 50% win rate baseline. Default 5 provides moderate smoothing preventing extreme win rate estimates from small samples. Lower values (1-3) reduce smoothing effect, allowing win rates to reflect raw data more directly. Higher values (10-20) increase conservatism, pulling win rate estimates toward 50% until substantial evidence accumulates. ✅Best Use Cases Pattern-based discretionary trading where you want historical confirmation before entering setups that “look good” based on current technical alignment Swing trading with holding periods matching your forward performance bar setting, using high-confidence bullish cells as entry filters Risk assessment and position sizing, allocating larger size to trades originating from cells with strong positive average returns and high estimated win rates Market regime identification by observing which RSI states and indicator combinations are currently producing the most reliable historical patterns Backtesting validation by comparing your manual strategy signals against the historical performance of the corresponding matrix cells Educational tool for developing intuition about which technical condition combinations have actually worked versus those that feel right but lack historical evidence ⚠️Limitations Historical patterns do not guarantee future performance, especially during unprecedented market events or regime changes not represented in the lookback period Small sample sizes (low occurrence counts) produce unreliable statistics despite Bayesian smoothing, requiring caution when acting on low-confidence cells Matrix statistics lag behind rapidly changing market conditions, as the lookback period must accumulate new state occurrences before updating performance data Forward return calculations use fixed bar periods that may not align with actual trade exit timing, support/resistance levels, or volatility-adjusted profit targets 💡What Makes This Unique Multi-Dimensional State Space: Unlike single-indicator tools, simultaneously tracks 56 distinct market condition combinations providing granular pattern resolution unavailable in traditional technical analysis Bayesian Statistical Rigor: Implements proper probabilistic smoothing to prevent overconfidence from limited data, a critical feature missing from most pattern recognition tools Real-Time Contextual Feedback: The “NOW” marker and dedicated info panel instantly connect current market conditions to their historical performance profile, eliminating guesswork Transparent Occurrence Counts: Displays sample sizes directly in each cell, allowing traders to judge statistical reliability themselves rather than hiding data quality issues Fully Customizable Analysis Window: Complete control over lookback depth and forward return horizons lets traders align the tool precisely with their trading timeframe and strategy requirements 🔬How It Works 1. State Classification and Encoding Each bar’s RSI value is evaluated and assigned to one of 7 discrete states based on threshold levels (0: <20, 1: 20-30, 2: 30-40, 3: 40-60, 4: 60-70, 5: 70-80, 6: >80) Simultaneously, three binary conditions are evaluated: MACD line position relative to signal line, current volume relative to its moving average, and current close relative to previous close These three binary conditions are combined into a single indicator state integer (0-7) using binary encoding, creating 8 possible indicator combinations The RSI state and indicator state are stored together, defining one of 56 possible market condition cells in the matrix 2. Historical Data Accumulation As each bar completes, the current state classification, closing price, and bar index are stored in rolling arrays maintained at the size specified by the lookback period When the arrays reach capacity, the oldest data point is removed and the newest added, creating a sliding historical window This continuous process builds a comprehensive database of past market conditions and their subsequent price movements 3. Forward Return Calculation and Statistics Update On each bar, the indicator looks back through the stored historical data to find bars where sufficient forward bars exist to measure outcomes For each historical occurrence, the price change from that bar to the bar N periods ahead (where N is the forward performance bars setting) is calculated as a percentage return This percentage return is added to the cumulative return total for the specific matrix cell corresponding to that historical bar’s state classification Occurrence counts are incremented, and wins are tallied for positive returns, building comprehensive statistics for each of the 56 cells The Bayesian smoothing formula combines these raw statistics with prior assumptions (neutral 50% win rate) weighted by the smoothing strength parameter to produce estimated win rates that remain stable even with small samples 💡Note: The Historical Matrix Analyzer is designed as a decision support tool, not a standalone trading system. Best results come from using it to validate discretionary trade ideas or filter systematic strategy signals. Always combine matrix insights with proper risk management, position sizing rules, and awareness of broader market context. The estimated win rate feature uses Bayesian statistics specifically to prevent false confidence from limited data, but no amount of smoothing can create reliable predictions from fundamentally insufficient sample sizes. Focus on high-confidence cells (green-colored confidence indicators) with occurrence counts well above your minimum threshold for the most actionable insights.
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PhenLabs tarafından
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