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Volatility CheckerWhenever we want to find out volatility of the current chart, we need to visit screener and check the latest percentage. Because of this frustration by visiting screener page, I made this script. And there is no script like this, so it's open and free to use. This script is detect current percentage of volatility as indicator way. Screener show default 1D volatility. But this script is not only show 1D volatility. You can change the resolution whatever you like. And you can switch more resolution style. But I think, 1D resolution is better. This script is best for crypto investors. I've no idea about stock/forex, so hmmmmm. Hline helps you to detect the position of the volatility. I always like to check those symbol which is less than 30. Because it's best for scalping. Less than 10 is best for swing traders. Feel free to use. Any feedback? welcome to comment zone :)
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samiulgg tarafından
1
Bollinger bands and Keltner bands █ OVERVIEW This is a Bollinger band Script, with Keltner Channel Bands and for scalping. █ CONCEPTS 1 — Bollinger Bands, The Bollinger band component is make out from two part, the standard component represented by a white cloud. This is the 2nd deviation and 3rd deviation filled. The second part linear weight This is the 2nd deviation, and is filled from the 3rd deviation from the standard bands. This give the effect of cutting in and out to proved a support and resistance cloud. 2 — Keltner bands, this is the normal calculation, nothing special, by default this is off and can be turned back on in styles. 3 Deviations with ALMA as the Basis 3 — Non-traditional basis Like with you can change the base moving average but to a lesser extent. option are: sma = Simple Moving Average ema = Exponential Moving Average wma = Weighted Moving Average vwma = Volume Weighted Moving Average rma = Running Moving Average alma = Arnaud Legoux Moving Average hma = Hull Moving Average █ OTHER SECTIONS  • LIMITATIONS: again this is base on moving average so there is a lag factor, the cloud do not work without volume so if the indicator can not pull volume data you are left with the standard bands.  • NOTE this is a trimmed version of still functions the same.  • THANKS: rumpypumpydumpy for the inspiration
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Rain5369 tarafından
2
High Low Open Mid Ranges & Levels (Multi-Timeframe)This indicator automatically plots the chosen timeframe's high, low, mid point and open. These levels on higher timeframes act as support and resistance levels on lower timeframes, helping find entries, stoploss and profit targets. Most common timeframes to choose are Daily, 1W, 1M, and 3M. Other timeframes that are good include, 2D, 2W and 2M. For example, you can see in the snapshot below, we are on the 4hr TF showing those levels from the 2W. This historical 2W zone (open and mid) was (and currently still is) resistance. You can see it also provided a good entry to go short. This is also useful for intraday scalping. Below, we are on the 15min TF with levels set on the 2D timeframe. You can see how the Open and Mid levels acted as resistance, providing good entries on range trades, with take profit set at the previous 2D low. There is also a table which tells you all the main TFs high, low, open, and mid levels. They are the most important ones to look out for. This indicator should not be used in isolation; it is best to pair it up with other TA such as orderblocks, S/D zones, S&R or overlay indicators.
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Shanxia tarafından
24
Price ActionFirst, you have to know price action, RTM price action Handbook could help you this indicator shows you base and momentum candles base candles could be zones of trade that show you fighting of bulls and bears, and momentum candles could show the power of those zones. Base candles are white in the chart, and you can place your order at the good zone. Rally candles and drop candles are momentum candles, and bold rally and bold drop show that it is more powerful than its before candle. Zigzag compression is one way that shows the compression in trend. it looks like the Wedges pattern at classic technical that shows pending orders are closed, so the target zone could be powerful to reverse the trend. Black background of candle means that candle doesn't reach its before candle and so it is poor candle, I named it domination. It is better to do not trade at poor candles. At the end, I find Price action the best way to trade, and it makes you free of other indicator, even volume indicator. This indicator is good for those who use price action strategy to trade and those who want to learn the price action. It could be so helpful and reliable way to find the zones, and place buy or sell order and the target, specially for scalping.
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erfan_abedi tarafından
64
Dump Detector - Stochastic RSIDump Detecter uses Stochastic RSI to detect dumps/downtrends. Can be used as an exit trigger for long bots or an entry trigger for short bots. Change settings to lower timeframe for scalping. Pump signals can be turned on with tickbox. Default Settings are not the usual Stochastic RSI setup and have been tuned to bitcoin 3hr chart: Timeframe = 3hrs smoothK = 3 smoothD = 3 lengthRSI = 6 lengthStoch = 27 src = close
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veryfid tarafından
12
3x SuperTrend Strategy (Mel0nTek) V1This is a triple SuperTrend based strategy for lower time frame trades such as day trades and scalping. I have not seen many strategies that combine multiple SuperTrends so I thought I would publish this one since I put it together and have been quite happy with the results. I have found through testing that the best results are on currency exchange markets such as Crypto or Forex on 1-15 min time frames. The core idea was inspired by a youtube video put out by Trade Pro: "Trade Pro - HIGHEST PROFIT Triple Supertrend Trading Strategy Proven 100 Trade Results" I went ahead and set the defaults to the ones he uses in his video for anyone who wants to try a configuration similar to his. They work pretty well in general, however the EMA, SuperTrend ATR multipliers, and P/L ratio can be tuned/optimized to fit the timeframe/market desired. The video is quite good but not a required watch as I will explain below. The 200EMA is used as a medium-term trend direction indicator. - Price closing consistently above the 200EMA means that only long positions should be entered. - Price closing consistently below 200EMA means that only short positions should be entered. The 3 SuperTrend indicators should be used as direction confirmation for entries. Typically, price above SuperTrend indicates bullish movement, while price below SuperTrend indicates Bearish movement. However by itself, it is not a great indication to enter/exit positions in my experience. By combining 3 of them with slightly longer periods and increased ATR multipliers, we can get much stronger confirmation of trend direction/strength. The way they are used in this strategy is such that: - We only want to enter a position if at least 2 out of 3 SuperTrends are on our side. - 3/3 SuperTrends on our side is the best case, since we are taking trades WITH momentum/price strength. - The second farthest SuperTrend from entry price is used as a Stop Loss SuperTrend being on our side is not the only requirement for an entry however. The probability of success is increased with SuperTrend, and a longer EMA on our side, but we want to be sure that we aren't getting in too late/after the movement has already happened. So we use Stoch RSI to pick our entries where price is oversold/overbought and reversing. That means the Stoch RSI is above 80, or below 20, and our indication to enter the trade is when the 2 lines cross/begin reversing direction. So with trend direction on our side, we can get really good entries at these oversold/overbought extremes, especially as it's reversing (Stoch RSI K and D are crossing). This allows us to use the SuperTrend as a support/stop loss on our entry since price should be above it. Then we just target 1.5x our max loss so that even if we only win 50% of the time, we still make a profit. The explicit rules of this strategy are as follows: === Rules === long only - price above EMA200 short only - price below EMA200 Stop Loss = 2nd SuperTrend line above (short) or below(long) entry candle Profit = 1.5x SL/risk (Profit Ratio x Max Loss) === Entry Setup === LONG - Stoch RSI below 20, cross up - at least 2 SuperTrend lines below close SHORT - Stoch RSI above 80, cross down - at least 2 SuperTrend lines above close P.S. Special thanks to Trade Pro for producing so many quality videos, putting strategy claims to the test, and providing me with so many good ideas I apply to my own strategies.
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mel0n tarafından
31
Inverse BandsThis was the result of quite some time spent examining how much information could be gleamed by studying the interactions between Keltner Channels, STARC Bands and Bollinger Bands. I was surprised by the results. First of all, there are four fills that are black. Set the transparency of those to 0 and you'll see this indicator the way that it's meant to be seen. Those fills belong to unused sections of the Bollinger Bands. There are two clouds which represent STARC Bands and the Keltner Channel. There is some delay when they flip from bullish (green) to bearish (red), but they are indicative of the trend. The space between them is black and the narrower that space is, the greater volatility is. Because of this, we don't need the exterior Bollinger Bands. The Bollinger Bands remain visible as the yellow interior clouds on the top cloud and the blue interior clouds on the bottom cloud. Often, the thicker the yellow or blue cloud is, the less severe a throwback from a given trend reversal will be. Often the thinner that yellow or blue cloud is, the more severe the trend reversal will be. If price is rising into a thin interior yellow cloud, the following dip will be substantial. If price action dips towards a thicker interior blue cloud, often the pump following that dump will be less enthusiastic. We preserve the Keltner Channel and STARC bands as our cloud because the way that they interact with the three basis lines yields a lot of information. The yellow Bollinger basis line tells us about trend strength. The closer the BB basis line is to the top of the top cloud or the bottom of the bottom cloud, the stronger the trend is. When it enters the cloud very close to the bottom of the bottom cloud, you know you're looking at a strong pump, and vice versa when it's close to the top of the top cloud. The purple Keltner Channel basis line and orange STARC Band basis line can forecast short term trend changes one candlestick in advance by contacting any line in either cloud. The moment either basis line touches or crosses any boundary of the clouds, you know that the next candle will change directions. In an uptrend, a touch or cross means the next candle will have a lower high point. In a downtrend, a cross or touch means the next candle will have a higher high point. This is most useful in scalping. It'd be pretty easy to slap some crossover alerts on to this and useful considering that they come a candle in advance. Feel free to further explore and develop this.
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ChronicMasturTrader tarafından
6
Phoenix Ascending 2.201Hi Everyone! It's time to make this indicator public to relieve myself of replying to requests for access. There has been an update to this indicator; in which a Stochastic RSI was added to this indicator. Please follow the directions to SETUP the indicator in the SETUP VIDEO provided below. Phoenix Ascending 2.201 and Bollinger Bands Setup Video. The following are BASIC rules for the Phoenix 2.201 Indicator. More advanced rules and the requirements for those rules can be found in my publications in my public profile. Unfortunately, I do not have organized videos created on how to use this indicator in full but will be available in the future. IMPORTANT: The BASIC rules below are beneficial but these are NOT all the rules. More rules and requirements for those rules will be available in the future. RULE NO. 1 We PREFER the Blue LSMA to be at 80% or higher for SAFE EXIT (SHORT) bets. We PREFER the Blue LSMA to be at 20% or lower for SAFE ENTRY (LONG) bets. Rule No. 2 ANY time the red line is approaching a green line that’s moving UPWARD, Be prepared to make an ENTRY (LONG) when the red line is about to touch the green line that’s moving upward. One can look at a lower time frame to get a better idea of how much longer you may have To wait for the red line to touch the green line. In many cases, you may make ENTRY (LONG) Just before the red line actually touches the green line that’s moving up in that higher time frame You were initially using as your COMPASS. I currently have the 1-Month TF as a compass for EURUSD. Rule No. 3 ANY time the red line is approaching a green line that’s moving DOWNWARD, Be prepared to make an EXIT (SHORT) when the red line is about to touch the green line that’s moving downward. One can look at a lower time frame to get a better idea of how much longer you may have To wait for the red line to touch the green line. In many cases, you may make your EXIT (SHORT) Just before the red line actually touches the green line that’s moving downward in that higher time frame You were initially using as your COMPASS. I currently have the 1-Month TF as a compass for EURUSD. Rule No. 4 The Green Line and/or Ghost Line can often help one determine when an upward or downward move in a particular time frame Is nearly exhausted and about to reverse. Example for Upside Exhaustion about to reverse to the Downside: When the Green Line and/or Ghost line is at 80% level or higher, this is a good indicator to inform Us the current upside move may be approaching exhaustion. You can look at a higher time frame to try to gain More insight as to whether this will only be a brief dip down in the lower time frame IF the higher time frame you Went to reveals there is a lot more room remaining for the Green and/or Ghost Lines to reach the 80% or higher level. Example for Downside Exhaustion about to reverse to the Upside: When the Green Line and/or Ghost line is at 20% level or lower, this is a good indicator to inform Us the current downside move may be approaching exhaustion. You can look at a higher time frame to try to gain More insight as to whether this will only be a brief dip up in the lower time frame IF the higher time frame you Went to reveals there is a lot more room remaining for the Green and/or Ghost Lines to reach the 20% or lower level. Rule No. 5 The same rules you see in Rule No. 4 also apply to the Stochastic RSI. Keep in mind I changed the colors of the Stochastic RSI to the following: Red default changed to Purple and Blue changed changed to Black to avoid confusing Them with the lines in Godmode. When the Stochastic RSI is at 80% or higher level, we need to be on guard for a reversal to the downside. When the Stochastic RSI is at 20% or lower level, we need to be on guard for a reversal to the upside. EXTREMELY IMPORTANT to apply these rules in GROUPS OF TIME FRAMES. "TYPES" OF TIME FRAME GROUP TRADING SIGNALS Scalping Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. Short Term Group as a compass and Scalping Group for confirmation and more precise entry/exit. Scalping Group: 6min. 12min. 23min & 45min. Short Term Group: 90min. 3hr. 6hr. & 12hr. Short Term Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. NearTerm Group as a compass and Short Term Group for confirmation and more precise entry/exit. Short Term Group: 90min. 3hr. 6hr. & 12hr. Near Term Group: 24hr. 2-Day, 3-Day & 4-Day Near Term Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. Mid Term Group as a compass and Near Term Group for confirmation and more precise entry/exit. Near Term Group: 24hr. 2-Day, 3-Day & 4-Day Mid Term Group: 3-Day, 6-Day, 9-Day & 12-Day Mid Term Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. Long Term Group as a compass and Mid Term Group for confirmation and more precise entry/exit. Mid Term Group: 3-Day, 6-Day, 9-Day & 12-Day Long Term Group: 1-Week, 2-Week, 3-Week & 4-Week Long Term Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. Macro Term Group as a compass and Long Term Group for confirmation and more precise entry/exit. Long Term Group: 1-Week, 2-Week, 3-Week & 4-Week Macro Term Group: 1-Month, 2-Month, 3-Month & 4-Month Macro Term Group Signals: Signals provided for this group involve analyzing the following two groups of time frames. Macro Term Group as a compass and Long Term Group for confirmation and more precise entry/exit. Macro Term Group: 1-Month, 2-Month, 3-Month & 4-Month Super Macro Group: 3-Month , 6-Month, 12-Month & 24-Month
Pine Script® göstergesi
WyckoffMode tarafından
71
Trend Risk Indicator (TRI)The Trend Risk Indicator is a simple bands indicator made of 2 custom averages of candlesticks ranges calculated within the variable “ BandBars ” period. Upper and lower channel bands width can be adjusted with the “ Deviation ” variable, which act as a simple factor to enlarge the spread between them. When Close crosses over the upper band, it is a bearish signal and candlesticks are painted in Red. When Close crosses under the lower band, it’s a bullish signal and candlesticks are painted in Green. One of the most interesting indicators for 1 minute scalping. Recommended to use on Renko bars. *drag to chart and pin to scale, also remove borders from candlesticks.
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UnknownUnicorn170838 tarafından
4
CHK FOLLOW THE STAIRSCHK FOLLOW THE STAIRS.... The stairs are nothing but HIGH LOW CHANNEL at HTF or LTF I observed 10 Period Moving Average an optimum length for the Staircase you can change it to 8 or 13, one will generate noise, other will generate lag Tinker with the Staircase Time Frame to get an optimum fit The script also shows Strength of the Trend. If there is a gap between the price and the stairs, that is relection of the strength The script can also be used for scalping.
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Chakku tarafından
3
The Vostro Indicator by KIVANÇ fr3762The VOSTRO indicator is a trend indicator that automatically provides buying and selling signals. The indicator marks in a window the potential turning points. The indicator is recommended for scalping. The Vostro indicator determines the overbought zones (value greater than +80) and the oversold zones (less than the -80 level) BUY signal: The Vostro curve moves below the -80 level and forms a trough – Turnaround of the upward trend SELL signal: The Vostro curve moves above the +80 level and forms a peak – Downward trend further info: www.prorealcode.com Here's the link to a complete list of all my indicators: t.co Yazar: KıvanÇ @fr3762 twitter Şimdiye kadar paylaştığım indikatörlerin tam listesi için: t.co
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KivancOzbilgic tarafından
7
Relative Vigor IndexHere we are looking at a trend strength indicator based on the Relative Vigor Index(RVI). The RVI measures trend strength by comparing the open-close and high-low ranges for the current and three most recent periods. As a zero-centered oscillator, the RVI oscillates above and below zero to signal the strength of the trend. As there are different ways to interpret the RVI, we have included 3 different modes for traders to choose from in the input option menu: 1. Zero-Crossing: The RVI Histogram will turn green when it crosses above zero and red when it crosses below. Therefore, a green RVI means the trend is bullish and red means bearish. This mode is better for longer-term swing trading in comparison to the other 2 modes. 2. Increasing / Decreasing: The RVI histogram will turn green when it is increasing(rvi >= rvi ) and red when it is decreasing. A green RVI is viewed as a bullish signal and red means bearish. This mode is a good middle-ground between the Zero-Crossing and Signal Comparison modes. 3. Signal Comparison: Here, the RVI is compared to its signal line. If the RVI is greater than its signal line, the histogram is green, indicating a bullish trend, while red means bearish. This mode is preferred for scalping. Hope everyone finds this one useful! You can check out our other invite only studies/strategies at our website: profitprogrammers.com
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ProfitProgrammers tarafından
3
[M10] Quad MA Trend ScalperFour adjustable moving averages set in order to produce buy and sell signals, works best on smaller timeframes from my backtesting, 10M - 30M seems optimal for scalping. The idea behind this script is to only enter positions that are following the trend in order to minimise drawdown and decrease risk when using leverage. The script will only enter long positions when MA crossover occurs above the Long MA 2. The script will exit a long position when MA Short crosses below Long MA 1. The script will only enter short positions when MA cross under occurs below the Long MA 2. The script will exit a short position when MA Short crosses below Long MA 1.
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Matt10Clarke10 tarafından
1
Key Levels [@treypeng]Draws horizontal lines for Daily, Hourly (1) and Weekly levels. Really handy to switch on quickly when scalping. Light blue: Previous hour OHLC Thick light blue: Previous hour Close / current hour Open Dark blue: Yesterday OHLC Thick dark blue: Yesterday Close / today Open Purple: Weekly Open It's a bit ugly, I'd prefer horizontal rays instead of lines stretching back across the chart but I couldn't figure out how to do this in PineScript. If I get it sorted, I'll publish an update.
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trespeng tarafından
2
Two Bar Break Line Alerts R1.0 by JustUncleLThis indicator with default settings is designed for BINARY OPTIONS trading. The indicator can also be used for Forex trading with some setting changes. The script shows Two Bar Pullback Break lines and alerts when those Break lines are Touched (broken) creating a short term momentum entry condition. For a Bullish Break (Green Up Arrow) to occur: first must have two (or three) consecutive bear (red) candles which is followed by a bull (green) candle creating a pivot point. The breakout occurs then the High of the current Bull (green) exceeds the highest point of the previous two (or three) pivotal bear candles. The green channel Line shows where the current Bullish BreakOut occurs. For a Bearish Break (Red Down Arrow) to occur: first must have two (or three) consecutive bull (green) candles which is followed by a bear (red) candle creating a pivot point. The breakout occurs when the Low of the current Bear (red) drops below the lowest point of the previous two (or three) pivotal Bull candles. The red channel Line shows where the current Bearish BreakOut occurs. The break Line Arrows can optionally be filtered by the Coloured MA (enabled by default), a longer term directional MA (disabled by default) and/or a MACD condition (enabled by default) as a momentum filter. You can optionally select three Bar break lines instead of two. The three bar break lines are actually equivalent to Guppy's Three Bar Count Back Line method for trade entries (see Guppy's video reference below). Included in this indicator is an ability to display some basic Binary Option statistics, when enabled (enabled by default) it shows Successful Bars in Yellow and failed Bars in Black and the last Nine numbers on the script title line represent the Binary option Statistics in order: %ITM rate Total orders Successful Orders Failed Orders Total candles tested Candles per Day Trades per Day Max Consecutive Wins Max Consecutive Losses You can start the Binary Option statistics from a specific Date, which is handy for checking more recent history. HINTS: BINARY OPTIONS trading: use 5min, 15m, 1hr or even Daily charts. Trade after the price touches one of the Breakout lines and the Arrow first appears. Wait for the price to come back from Break Line by 1 or 2 pips, the alert arrow must stay on and candle change to black, then take Binary trade expiry End of Candle. If price pull back and arrow turns off, don't trade this candle, move on you probably don't have momentum, there will be plenty of other trigger events. The backtesting results are good with ITM rates 65% to 72% on many currency pairs, commodities and indices. Realtime trading has confirmed the backtesting results and they could even be bettered, provided you are selective on which signals to trade (strong MACD support etc), that you are patient and disciplined to this trading method. FOREX trading: the default settings should work with scalping. For longer term trades try with settings change to a more standard MACD filter or slower to catch the longer term momentum swings and the idea would be to trade the first Break Line alert that occurs after a decent Pullback in the direction of the trend. Setting the SL to just above/below the Pivot High/Low and set target to two or three times SL. References: "Fundamentals of Price Action Trading for Forex, Stocks, Options and Futures" video: www.youtube.com Other videos by "basecamptrading" on Naked Trading. "Taking Profits in Today's Market by Daryl Guppy" video: www.youtube.com
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JustUncleL tarafından
23
Pivot Boss 4 EMA Summary: Creates one indicator with four exponential moving averages based off the central pivot point which assists you in trading pure price action using floor pivots. This also helps you to avoid getting chopped up during price confluence. How to use: When T-Line cross Green Short EMA it can be used for scalping. When Short EMA pulls back to Medium EMA you can buy more or sell more without having to exit your position prematurely before trend direction changes. This can also be used as position entry points to make sure you are getting the best possible price. When T-Line, Short EMA and Medium EMA cross over Long EMA you go long or short.
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DavidR. tarafından
14
F&O Time Zones – Final Fixed📌 This indicator highlights high-probability intraday time zones used in Indian F&O (Futures & Options) strategies. Ideal for scalping, breakout setups, and trap avoidance. 🕒 Covered Time Zones: • 9:15 – 9:21 AM → Flash Trades (first 1-minute volatility) • 9:21 – 9:30 AM → Smart Money Trap (VWAP fakeouts) • 9:30 – 9:50 AM → Fake Breakout Zone • 9:50 – 10:15 AM → Institutional Entry Timing • 10:15 – 10:45 AM → VWAP Range Scalps • 10:45 – 11:15 AM → Second Trap Zone • 11:15 – 1:00 PM → Trend Continuation Window • 1:00 – 1:45 PM → Volatility Compression • 1:45 – 2:15 PM → Institutional Exit Phase 1 • 2:15 – 2:45 PM → Trend Acceleration / Reversals • 2:45 – 3:15 PM → Expiry Scalping Zone • 3:15 – 3:30 PM → Dead Zone (square-off time) 🔧 Features: ✓ Clean vertical lines per zone ✓ Optional label positions (top or bottom) ✓ Adjustable line style, width, and color 🧠 Best used on: NIFTY, BANKNIFTY, FINNIFTY (5-min or lower) --- 🔒 **Disclaimer**: This script is for **educational purposes only**. It is not financial advice. Trading involves risk. Please consult a professional or do your own research before taking any positions. — 👤 Script by: **JoanJagan** 🛠️ Built in Pine Script v5
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JoanJagan tarafından
5 MAsTitle: 5 MAs — Key Moving Averages + 2h Trend Filter Description: This indicator plots five essential moving averages used for identifying market structure, momentum shifts, and trend confirmation across multiple timeframes. It’s designed for traders who blend intraday price action with higher-timeframe context. Included Averages: 200 SMA (red): Long-term trend direction and dynamic support/resistance. 50 SMA (blue): Medium-term trend guide, often used for pullbacks or structure shifts. 21 EMA (purple): Shorter-term momentum guide — commonly used in trending strategies. 10 EMA (green): Fast momentum line for scalping, intraday setups, or crossover signals. 2h 20 EMA (orange): Higher-timeframe trend filter pulled from the 2-hour chart — adds confluence when trading lower timeframes (e.g., 5m, 15m). How to Use: Use the alignment of these MAs to confirm market bias (e.g., all pointing up = strong bullish structure). Watch for crossovers, price interaction, or dynamic support/resistance at key levels. The 2h 20 EMA adds a higher timeframe filter to avoid counter-trend trades and spot reversals early. Best Used For: Scalping, intraday trading, swing entries, or trend-following systems.
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kopshaw tarafından
Ergodic Market Divergence (EMD)Ergodic Market Divergence (EMD) Bridging Statistical Physics and Market Dynamics Through Ensemble Analysis The Revolutionary Concept: When Physics Meets Trading After months of research into ergodic theory—a fundamental principle in statistical mechanics—I've developed a trading system that identifies when markets transition between predictable and unpredictable states. This indicator doesn't just follow price; it analyzes whether current market behavior will persist or revert, giving traders a scientific edge in timing entries and exits. The Core Innovation: Ergodic Theory Applied to Markets What Makes Markets Ergodic or Non-Ergodic? In statistical physics, ergodicity determines whether a system's future resembles its past. Applied to trading: Ergodic Markets (Mean-Reverting) - Time averages equal ensemble averages - Historical patterns repeat reliably - Price oscillates around equilibrium - Traditional indicators work well Non-Ergodic Markets (Trending) - Path dependency dominates - History doesn't predict future - Price creates new equilibrium levels - Momentum strategies excel The Mathematical Framework The Ergodic Score combines three critical divergences: Ergodic Score = (Price Divergence × Market Stress + Return Divergence × 1000 + Volatility Divergence × 50) / 3 Where: Price Divergence: How far current price deviates from market consensus Return Divergence: Momentum differential between instrument and market Volatility Divergence: Volatility regime misalignment Market Stress: Adaptive multiplier based on current conditions The Ensemble Analysis Revolution Beyond Single-Instrument Analysis Traditional indicators analyze one chart in isolation. EMD monitors multiple correlated markets simultaneously (SPY, QQQ, IWM, DIA) to detect systemic regime changes. This ensemble approach: Reveals Hidden Divergences: Individual stocks may diverge from market consensus before major moves Filters False Signals: Requires broader market confirmation Identifies Regime Shifts: Detects when entire market structure changes Provides Context: Shows if moves are isolated or systemic Dynamic Threshold Adaptation Unlike fixed-threshold systems, EMD's boundaries evolve with market conditions: Base Threshold = SMA(Ergodic Score, Lookback × 3) Adaptive Component = StDev(Ergodic Score, Lookback × 2) × Sensitivity Final Threshold = Smoothed(Base + Adaptive) This creates context-aware signals that remain effective across different market environments. The Confidence Engine: Know Your Signal Quality Multi-Factor Confidence Scoring Every signal receives a confidence score based on: Signal Clarity (0-35%): How decisively the ergodic threshold is crossed Momentum Strength (0-25%): Rate of ergodic change Volatility Alignment (0-20%): Whether volatility supports the signal Market Quality (0-20%): Price convergence and path dependency factors Real-Time Confidence Updates The Live Confidence metric continuously updates, showing: - Current opportunity quality - Market state clarity - Historical performance influence - Signal recency boost - Visual Intelligence System Adaptive Ergodic Field Bands Dynamic bands that expand and contract based on market state: Primary Color: Ergodic state (mean-reverting) Danger Color: Non-ergodic state (trending) Band Width: Expected price movement range Squeeze Indicators: Volatility compression warnings Quantum Wave Ribbons Triple EMA system (8, 21, 55) revealing market flow: Compressed Ribbons: Consolidation imminent Expanding Ribbons: Directional move developing Color Coding: Matches current ergodic state Phase Transition Signals Clear entry/exit markers at regime changes: Bull Signals: Ergodic restoration (mean reversion opportunity) Bear Signals: Ergodic break (trend following opportunity) Confidence Labels: Percentage showing signal quality Visual Intensity: Stronger signals = deeper colors Professional Dashboard Suite Main Analytics Panel (Top Right) Market State Monitor - Current regime (Ergodic/Non-Ergodic) - Ergodic score with threshold - Path dependency strength - Quantum coherence percentage Divergence Metrics - Price divergence with severity - Volatility regime classification - Strategy mode recommendation - Signal strength indicator Live Intelligence - Real-time confidence score - Color-coded risk levels - Dynamic strategy suggestions Performance Tracking (Left Panel) Signal Analytics - Total historical signals - Win rate with W/L breakdown - Current streak tracking - Closed trade counter Regime Analysis - Current market behavior - Bars since last signal - Recommended actions - Average confidence trends Strategy Command Center (Bottom Right) Adaptive Recommendations - Active strategy mode - Primary approach (mean reversion/momentum) - Suggested indicators ("weapons") - Entry/exit methodology - Risk management guidance - Comprehensive Input Guide Core Algorithm Parameters Analysis Period (10-100 bars) Scalping (10-15): Ultra-responsive, more signals, higher noise Day Trading (20-30): Balanced sensitivity and stability Swing Trading (40-100): Smooth signals, major moves only Default: 20 - optimal for most timeframes Divergence Threshold (0.5-5.0) Hair Trigger (0.5-1.0): Catches every wiggle, many false signals Balanced (1.5-2.5): Good signal-to-noise ratio Conservative (3.0-5.0): Only extreme divergences Default: 1.5 - best risk/reward balance Path Memory (20-200 bars) Short Memory (20-50): Recent behavior focus, quick adaptation Medium Memory (50-100): Balanced historical context Long Memory (100-200): Emphasizes established patterns Default: 50 - captures sufficient history without lag Signal Spacing (5-50 bars) Aggressive (5-10): Allows rapid-fire signals Normal (15-25): Prevents clustering, maintains flow Conservative (30-50): Major setups only Default: 15 - optimal trade frequency Ensemble Configuration Select markets for consensus analysis: SPY: Broad market sentiment QQQ: Technology leadership IWM: Small-cap risk appetite DIA: Blue-chip stability More instruments = stronger consensus but potentially diluted signals Visual Customization Color Themes (6 professional options): Quantum: Cyan/Pink - Modern trading aesthetic Matrix: Green/Red - Classic terminal look Heat: Blue/Red - Temperature metaphor Neon: Cyan/Magenta - High contrast Ocean: Turquoise/Coral - Calming palette Sunset: Red-orange/Teal - Warm gradients Display Controls: - Toggle each visual component - Adjust transparency levels - Scale dashboard text - Show/hide confidence scores - Trading Strategies by Market State - Ergodic State Strategy (Primary Color Bands) Market Characteristics - Price oscillates predictably - Support/resistance hold - Volume patterns repeat - Mean reversion dominates Optimal Approach Entry: Fade moves at band extremes Target: Middle band (equilibrium) Stop: Just beyond outer bands Size: Full confidence-based position Recommended Tools - RSI for oversold/overbought - Bollinger Bands for extremes - Volume profile for levels - Non-Ergodic State Strategy (Danger Color Bands) Market Characteristics - Price trends persistently - Levels break decisively - Volume confirms direction - Momentum accelerates Optimal Approach Entry: Breakout from bands Target: Trail with expanding bands Stop: Inside opposite band Size: Scale in with trend Recommended Tools - Moving average alignment - ADX for trend strength - MACD for momentum - Advanced Features Explained Quantum Coherence Metric Measures phase alignment between individual and ensemble behavior: 80-100%: Perfect sync - strong mean reversion setup 50-80%: Moderate alignment - mixed signals 0-50%: Decoherence - trending behavior likely Path Dependency Analysis Quantifies how much history influences current price: Low (<30%): Technical patterns reliable Medium (30-50%): Mixed influences High (>50%): Fundamental shift occurring Volatility Regime Classification Contextualizes current volatility: Normal: Standard strategies apply Elevated: Widen stops, reduce size Extreme: Defensive mode required Signal Strength Indicator Real-time opportunity quality: - Distance from threshold - Momentum acceleration - Cross-validation factors Risk Management Framework Position Sizing by Confidence 90%+ confidence = 100% position size 70-90% confidence = 75% position size 50-70% confidence = 50% position size <50% confidence = 25% or skip Dynamic Stop Placement Ergodic State: ATR × 1.0 from entry Non-Ergodic State: ATR × 2.0 from entry Volatility Adjustment: Multiply by current regime Multi-Timeframe Alignment - Check higher timeframe regime - Confirm ensemble consensus - Verify volume participation - Align with major levels What Makes EMD Unique Original Contributions First Ergodic Theory Trading Application: Transforms abstract physics into practical signals Ensemble Market Analysis: Revolutionary multi-market divergence system Adaptive Confidence Engine: Institutional-grade signal quality metrics Quantum Coherence: Novel market alignment measurement Smart Signal Management: Prevents clustering while maintaining responsiveness Technical Innovations Dynamic Threshold Adaptation: Self-adjusting sensitivity Path Memory Integration: Historical dependency weighting Stress-Adjusted Scoring: Market condition normalization Real-Time Performance Tracking: Built-in strategy analytics Optimization Guidelines By Timeframe Scalping (1-5 min) Period: 10-15 Threshold: 0.5-1.0 Memory: 20-30 Spacing: 5-10 Day Trading (5-60 min) Period: 20-30 Threshold: 1.5-2.5 Memory: 40-60 Spacing: 15-20 Swing Trading (1H-1D) Period: 40-60 Threshold: 2.0-3.0 Memory: 80-120 Spacing: 25-35 Position Trading (1D-1W) Period: 60-100 Threshold: 3.0-5.0 Memory: 100-200 Spacing: 40-50 By Market Condition Trending Markets - Increase threshold - Extend memory - Focus on breaks Ranging Markets - Decrease threshold - Shorten memory - Focus on restores Volatile Markets - Increase spacing - Raise confidence requirement - Reduce position size - Integration with Other Analysis - Complementary Indicators For Ergodic States - RSI divergences - Bollinger Band squeezes - Volume profile nodes - Support/resistance levels For Non-Ergodic States - Moving average ribbons - Trend strength indicators - Momentum oscillators - Breakout patterns - Fundamental Alignment - Check economic calendar - Monitor sector rotation - Consider market themes - Evaluate risk sentiment Troubleshooting Guide Too Many Signals: - Increase threshold - Extend signal spacing - Raise confidence minimum Missing Opportunities - Decrease threshold - Reduce signal spacing - Check ensemble settings Poor Win Rate - Verify timeframe alignment - Confirm volume participation - Review risk management Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. The ergodic framework provides unique market insights but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose. This tool should complement, not replace, comprehensive trading strategies and sound judgment. Markets remain inherently unpredictable despite advanced analysis techniques. Transform market chaos into trading clarity with Ergodic Market Divergence. Created with passion for the TradingView community Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
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