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Supertrend BandsSupertrend Bands What is the Supertrend indicator? "The Supertrend indicator is a trend following overlay on your trading chart, much like a moving average, that shows you the current trend direction. The indicator works well in a trending market but can give false signals when a market is trading in a range. It uses the ATR (average true range) as part of its calculation which takes into account the volatility of the market. The ATR is adjusted using the multiplier setting which determines how sensitive the indicator is." "For the basic Supertrend settings, you can adjust period and factor: - The period setting is the lookback for the ATR calculation - Factor is the what the ATR is multiplied by to offset the bands from price" How to use this indicator This indicator is inspired by a strategy I found. It includes four Supertrend indicators, each with different settings that displays trend strength and support/resistance zones. The default settings are optimal for cryptocurrency but do work quite well for traditional also. I highly recommend you try experimenting with different settings, increasing them to suit the instrument. The bands are set from low to high, Band 1 being the fastest and Band 4 being the slowest. Band 4 is the one that sets the overall trend so when price is above Band 4, the trend is bullish and vice versa. Trend is strongest when price is above/below Band 1 and gets weaker as it filters through each band. Band 4 provides the strongest support/resistance and if that breaks the trend flips. In the menu, you will see an option called "Remove Anti Trend?". It is enabled by default and it removes any bearish/resistance bands when the trend is up and any bullish/support bands when the trend is down. When turned off, it will show all Supertrend Bands as they are by default. Bar Colors Bar colors are optional and they reflect the current trend strength based on the Supertrend bands. Alternate ways of using this indicator You could leave everything as default or you can display individual bands. For instance, because I use many overlay indicators, most of the time I turn off all the bands and only show bar colors: You can also turn off Bands 1 and 2 and only show the two slowest lengths: This removes the noise of the two faster Supertrends. Or just show the two fastest bands: Any suggestions to improve this indicator are most welcome :)
Pine Script® göstergesi
Shanxia tarafından
9
Quantumvest - Auto LevelsAuthor: Arthur Wayne Description: This script automatically plots levels according to Primetime Trading Academy guidelines. Directions: On the monthly chart, you should select two significant monthly support/resistance levels and input them into the script. It is recommended to mark these levels with the price label tool. The script will then automatically plot 2 monthly 'wings' or additional monthly support/resistance levels above and below the original monthly high and low that are the same distance apart. Located half way in between the monthly levels, there will be weekly support/resistance levels. None of the values will go below 0. These levels should then be used on lower time-frames for technical analysis. There is the option to customize the number of monthly wings, the width of the box surrounds the monthly s/r levels, the x-position of the level labels, as well as the colors for everything. The biggest drawback is that levels will not save in between charts. This is a limitation of Pine Script and how TradingView does not offer the ability to create custom drawing tools, only indicators and strategies. This is why it is recommended to use the price label tool to keep track in between charts for different assets. Regardless, this script should make the process of drawing levels manually far more efficient than it was before.
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QuantumvestArthur tarafından
Gunzo Market SRGunzo Market SR is a set of 3 tools combined for trend analysis on day trading strategy. VWAP (Volume Weighted Average Price) : The VWAP indicator is generally used for trend analysis. For example if the VWAP line is under the closing price for a long period of time, the trend is strong. In this script, the VWAP has been optimized for day trading as the indicator is calculated inside the daily range, and resets when a new day starts. This way the indicator reflects the daily trend and not the overall trend. You can also use the position of closing price according to the VWAP to find optimal entry points according to the indicator. Highs / Lows : The Highs / Lows are generally used for trend analysis too. The High / Lows are mainly used to identify prices that have been key during the past and that we can use as an indication for the following candles. In this script, the Highs / Lows are computed on the daily period and then displayed on the current period (recommended to use on a daily period or lower). This way the indicator reflects the highest point and the lowest point of the day (can be modified to have a longer range of pivot days even if I recommend to stay on 1 day for day trading). Support / Resistance : The Support / Resistance is generally used for trend analysis too. The Support / Resistance are found by searching local high and lows. The longer the supports and resistance are, the strongest it can be considered. In this script, the Highs / Lows are computed by default on a lower time frame (usually 3-4 times lower). For example on a 15 minute graph, the Highs / Lows will be computed on the 5 minute graph (can be modified if the displayed result is not optimized for your asset). How to use this set of tools : I personally recommend to use this tool at the start of your day of trading. This way you will get a clear vision of the daily situation and try to identify key prices and the trend for the current day. I then suggest to set up an alert on the key price to be notified when you're getting close to it.
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Gunzo_TV tarafından
11
Volume Support/ResistanceAn Indicator which shows the potential resistance/support level at K bar with significant trading volume. The logic is stated below: (current K-bar volume - the past average trading volume of 48 Ks) > 4 *standard deviation of trading volume When this condition is met, it is considered that the trading volume is particularly enlarged, which may be an area where support pressure is possible If the K is an ascending K-bar, then draw support at the lowest point; if the K is a descending K-bar, draw resistance at the highest point. You can change the length and the number the standard deviation in the input section.
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bensonsuntw tarafından
4
Support and Resistance LevelsDetecting Support and Resistance Levels Description: Support & Resistance levels are essential for every trader to define the decision points of the markets. If you are long and the market falls below the previous support level, you most probably have got the wrong position and better exit. This script uses the first and second deviation of a curve to find the turning points and extremes of the price curve. The deviation of a curve is nothing else than the momentum of a curve (and inertia is another name for momentum). It defines the slope of the curve. If the slope of a curve is zero, you have found a local extreme. The curve will change from rising to falling or the other way round. The second deviation, or the momentum of momentum, shows you the turning points of the first deviation. This is important, as at this point the original curve will switch from acceleration to break mode. Using the logic laid out above the support&resistance indicator will show the turning points of the market in a timely manner. Depending on level of market-smoothing it will show the long term or short term turning points. This script first calculates the first and second deviation of the smoothed market, and in a second step runs the turning point detection. Style tags: Trend Following, Trend Analysis Asset class: Equities, Futures, ETFs, Currencies and Commodities Dataset: FX Minutes/Hours/Days
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capissimo tarafından
4
Support and Resistance StrategySupport and resistance Strategy (FX and Crypto) Description: This strategy uses “support” S and “resistance” R levels, which can be computed using the “pivot point” (a.k.a. the “center”) C as follows: C = (PH + PL + PC) / 3 R = 2 × C - PL S = 2 × C - PH Here PH, PL and PC are the previous day’s high, low and closing prices. One way to define a trading signal is as follows (as above, P is the current price): Signal: Establish long position if P > C Liquidate long position if P ≥ R Establish short position if P < C Liquidate short position if P ≤ S Other definitions of the pivot point (e.g., using the current trading day’s open price) and higher/lower support/resistance levels exist. Style tags: Trend Following, Trend Analysis Asset class: Equities, Futures, ETFs, Currencies and Commodities Dataset: FX Minutes/Hours/Days
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capissimo tarafından
10
TM_INTRADAY_TOOLTM_INTRADAY_TOOL helps to identify following Things for Intraday Position on 1-3-5-10-15-30-60 Minutes and Daily timeframe along with Buy or sell signal. 1. Market Trend (Different Timeframe) 2. Price Direction 3. Area of Support & Resistance 4. Price Momentum 5. Volume Based Breakouts Terminology Use ==> Black from Bottom for - Buy, Red from Top for - Sale Signal, and Numbers are to show time frame indication there is presence of buyer or seller like 1 for buy signal on 1 minute time frame etc. Display and Interpretation ==> Buy Sale Signal in Digit with 1-3-5-10-15-30-60-D for different time frames. any value signal ending with * shows breakout of support/ resistance and value signal starting with * shows entry to a momentum zone. Green Mark with Triangle Up shows trend of that timeframe in positive and value shows upside possible direction on that timeframe vice versa for red signal with down triangle T1 stand for trend change in 1 Minute timeframe and T3 stand for trend change in 3 Minute timeframe Use market structure, chart pattern, trend lines for more support.. Time frame ==> Use proper Signal with 1 minute, 3 minute time frame What to Identify ==> Overall Trend for the intraday How to Use ==> See how and order buildup is seen and current order position. Also area for volatility and expected movement in price direction Note: - Use market structure, chart pattern, trend lines and price action parameter for more confirmation. Entry ==> Let’s wait the proper area of support or resistance ( Area of Value in case of trend pattern use) Exit ==> SL of swing high/low out of market structure with proper risk management and target with proper Risk/ Reward Ratio Use the Below Contacts to Access this Indicator
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TradingMind24 tarafından
2
Pivot Support and Resistance Finder [JV] V1Hi Traders. This is my first attempt of writing an indicator. Let me start by saying I could never have done this without lmatl and WMX_Q_System_Trading who were and are an incredible source of inspiration. This indicator shows horizontal Pivot Support and Resistance . It draws up to 4 horizontal lines extending to the right from and adds labels to High and Low Pivot Candles . It also draws the Support / Resistance that is currently forming. You can select the number of lines on the current timeframe. There are some options in Settings: Current timeframe pivot settings Show and hide levels of the current timeframe Change colors Extend Lines Any suggestions are more than welcome! I also welcome donations, no matter how small ;-)
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jurlvarg tarafından
16
Attrition Scalper v1.0A weird indicator to catch tops/bottoms and scalp with the signals. You should buy/sell with the signals but you should also analyze the chart manually before jumping straight into the trade. One of the most important thing is the middle VIDYA line. It is a very strong support/resistance and if you've taken a long/short from top/bottom, you might want to target there to exit as the indicator will not give you a sell signal there probably. You should also after trying the indicator for a bit. Make a proper SL/TP strategy for it. By default the indicator will only load with charts up to 30 minute frame. If you want to load on higher timeframe charts you have to increase the Timeframe to Lookback and the Timeframe options in it's settings. I really recommend lower timeframes though, the default settings with 5 minute chart is most likely the best. Each of the lines you see are pretty strong support/resistance and pivot points . So if you've taken an entry for a quick scalp you should most likely start partially closing the position on each line. I wouldn't really recommend a tight stop as we're most likely entering at or near the bottom and the price really can't stay that overextended unless it's a major/flash dump, at that point no indicator is safe anyways. So finding the sweet spot is up to you. If more lines are on top of each other, be careful of that spot too as it's a great confluence of support/resistance . For example if the top VIDYA line is near the upper purple 4.236 line. That is a major resistance and if price is above it, it will almost certainly test it back or fall back inside the channel. Another strategy is to not use the buy/sell signals but use the channel/lines yourself on higher timeframe for swing trading or just putting orders at the other extreme ends/lines in the channel to catch a nice entry in flash/major dumps/pumps. Price will most likely retrace to the middle VIDYA line after touching or overextending from the top VIDYA and upper purple 4.236 line. Same also applies for the opposite side too. Any close above/below the VIDYA might mean continuation but that's better seen and confirmed on much higher timeframes, not 5 minutes probably. Special thanks to: www.tradingview.com i got inspired from some of his indicators and even used some snippets of code which he allowed me to do. In the near future i'm thinking of implementing new logic with Weis Waves and few other indicators to increase the signal count as i think it's currently very low. But overtrading might be bad anyways.
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Attrition tarafından
24
Dual SuperTrend, Ichimoku and DMI Color Weighted by DGTThis study interprets SuperTrend with Ichimoku Cloud, one of the popular technical analysis indicator, and interprets Directional Movement (DMI), which is another quite valuable technical analysis indicator. Then combines the interpreted SuperTrend with interpreted Directional Movement (DMI) and Volume Based Colored Bars indicator created by Kıvaç ÖZBİLGİÇ (permission has been granted from the author) Here are details of the concept applied 1- SuperTrend Line colored based on Ichimoku Cloud Definition The Ichimoku Cloud, developed by Goichi Hosoda and published in the late 1960s, is a collection of technical indicators that give it a unique capacity to show support and resistance levels, momentum and trend direction What Does the Ichimoku Cloud Tells? The overall trend is up when price is above the cloud, known as Kumo Cloud, down when price is below the Kumo Cloud, and trendless or transitioning when price is in the Kumo Cloud When Senkou Span A (Leading Span A) is rising and above Senkou Span B (Leading Span B), this helps confirm the uptrend and space between the lines is typically colored green. When Senkou Span A is falling and below Senkou Span B, this helps confirm the downtrend. The space between the lines is typically colored red Traders often use the Kumo Cloud as an area of support and resistance depending on the relative location of the price. The Kumo Cloud provides support/resistance levels that can be projected into the future. This sets the Ichimoku Cloud apart from many other technical indicators that only provide support and resistance levels for the current date and time Crossovers, also known as TK Cross among Ichimoku Cloud traders, are another way the indicator can be used. Watch for the Tenkan-Sen Line, or Conversion Line, to move above the Kijun-Sen Line, or Base Line, especially when price is above the Kumo cloud. This can be a powerful buy signal. One option is to hold the trade until the Tenkan-Sen drops back below the Kijun-Sen Line. Any of the other lines could be used as exit points as well. With this study: Allow Traders to use the Ichimoku Cloud in conjunction with other technical indicators to maximize their risk-adjusted returns The Ichimoku Cloud can make a chart look busy with all the lines. To Remedy this a different approach is applied in this study showing the Price and the Kumo Cloud relation as well as TK Crosses displayed. The SuperTrend Indicator is chosen to display Ichimoku Indicator, where the SuperTrend is another trend following indicator. How it works: SuperTrend Line is colored as: Green when the Price is above the Kumo Cloud Red when the Price is below the Kumo Cloud Black when the Price is within the Kumo Cloud And Finally Blue when the Kumo Cloud Is not ready to be drawn or not Kumo Cloud available Additionally intensity of the colors used in all cases above are defined by values of Tenkan-Sen and Kijun-Sen Line, which allows us to detect TK Crosses 2- Plots Colored Directional Movement Line Definition Directional Movement (DMI) (created by J. Welles Wilder ) is actually a collection of three separate indicators combined into one. Directional Movement consists of the Average Directional Index (ADX) , Plus Directional Indicator (+D I) and Minus Directional Indicator (-D I) . ADX's purposes is to define whether or not there is a trend present. It does not take direction into account at all. The other two indicators (+DI and -DI) are used to compliment the ADX. They serve the purpose of determining trend direction. By combining all three, a technical analyst has a way of determining and measuring a trend's strength as well as its direction. This study combines all three lines in a single colored shapes series plotted on the top of the price chart indicating the trend strength with different colors and its direction with triangle up and down shapes. What to look for Trend Strength : Analyzing trend strength is the most basic use for the DMI. Wilder believed that a DMI reading above 25 indicated a strong trend, while a reading below 20 indicated a weak or non-existent trend Crosses : DI Crossovers are the significant trading signal generated by the DMI With this study A Strong Trend is assumed when ADX >= 25 Bullish Trend is defined as (+D I > -DI ) and (ADX >= 25), which is plotted as green triangle up shape on top of the price chart Bearish Trend is defined as (+D I < -DI ) and (ADX >= 25), which is plotted as red triangle down shape on top of the price chart Week Trend is assumed when 17< ADX < 25, which is plotted as black triangles up or down shape, depending on +DI-DI values, on top of the price chart Non-Existent Trend is assumed when ADX < 17, which is plotted as yellow triangles up or down shape, depending on +DI-DI values, on top of the price chart Additionally intensity of the colors used in all cases above are defined by comparing ADX’s current value with its previous value 3- Volume Based Colored Bars indicator created by Kıvaç ÖZBİLGİÇ Volume Based Colored Bars colors the bars into volume weighted signals increasing the visibility of the Volume changes. Intensity of the colors of the bars varies according to average value of the volume for given length of bars (default value set to 30 bars) Disclaimer: The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd tradingview user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script® göstergesi
dgtrd tarafından
46
Rational MTF Auto - Fibonacci Retracement Levels Hello, this script automatically draws rational Support - Resistance Levels as multi time frame. (MTF) In this way, we see reasonable levels ahead of us. As of the date of birth: The first year after Lehmann Brother's fall was determined after January 1, 2009. One feature of this script (which I deliberately left this way) : If the security and support-resistance levels are equal, it will show you NA value and say wait. Because it is based on a weekly basis for region selection, I think that it should enter a region and support-resistance levels should be drawn accordingly. That's why I left it this way. NOTE : This script was inspired by the following publication : Regards.
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Noldo tarafından
6
Storm Trading System This script is inspired by the following : Fractal Dow RSI Support and Resistance ; Moving Average Clouds ; Let's start. This command is based on a fun description of where we are. Technical analysis methods are likened to a storm. Clouds as moving average,risk factor as lightning, fractals were taken as green and red rain. In this system: 4 Exponential Moving Averages, ( EMA15, EMA30 , EMA45 , EMA60 ), interpretation of my own work, Dow Factor RSI, as Fractal Support and Resistance, interpretation of my own work , DVOG Risk Factor : with changeable background and bar color. Fractal support resistance level codes do not belong to me. So I'm not putting a license. But the other codes are my labor. Consider the risk factor not as a stop, but as a region of high attention. It is a warning before hard movements. And watch out for turbulence in the clouds :) The regions above and below the clouds are major trend zones, which may take a long time. Guide the fractals in these areas. It allows you to comment on this and tons of similar things. And you see where you are in the big trade from a different perspective. Repaint issue : Firstly our source is close . Repaint will only cause the following issue and solution: There may be a time difference between countries as the dow factor depends on the indexes. Do not use a low graph time frame in stocks.
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Noldo tarafından
Adaptive Trailing StopIntroduction The ability to adapt to possible markets states is important in technical analysis, this is why making adaptive indicator might help get better results. I propose a trailing stop indicator using recursion that can adapt to the efficiency ratio. I have added alerts since it's a often requested feature. The Indicator Its quite classical, bands are firstly made then a trailing stop is built around them. The bands are recursive, this allow for faster calculations in general but it also allow for a faster adaptivity. An higher length or factor will make the indicator detect longer term trends, factor determine the raising power of the efficiency ratio. When smooth is checked the trailing stop will appear smoother. When adaptive is unchecked the indicator will still act as a trailing stop but might be more affected to ranging markets. Set a static/trailing stop loss : You can set your stop loss based on the indicator, a static stop loss can be set at the value of the trailing stop when you enter the market. You can also set it as trailing stop, the indicator will follow the trend thus allowing for potential profits to grow's. Determine The Trend Direction : You can generate buy sell signals based on the indicator position relative to the price, when the indicator is lower than the price this indicate a up trending market, when the indicator is higher than the price this indicate a down trending market. If the trailing stop move this indicate a strong current trend. False signals with trailing stops can happen, the price might go toward the trailing stop making it generate another signal, when market is ranging and exhibiting cyclical behaviour this can affect the indicator and the user might get stuck in a series of false signals, higher length/factor values can fix that at the cost of less early signals. Identification Of Support And Resistance Bands during low volatility/ranging markets can return potential reversal points when crossing with the price. The indicator can also do it, even if high/low crosses are better suited to determine support and resistance levels when using a trailing stop. You can use support/resistance identification in conjonction of the current trend detected by the indicator. Conclusion The indicator is fully operational in fixed mode while having potential down points in adaptive mode. As you can see the code that return the bands is fully recursive and might provide a great way to create adaptive bands in the future. I have been asked to give more detail about the indicator uses rather than the construction, i hope the showcased uses are convenient. Note that the showcased uses can be applied to any trailing stop. Thanks for reading.
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alexgrover tarafından
15
Higher High Lower Low Strategy (With Source Code)This script finds pivot highs and pivot lows then calculates higher highs & lower lows. And also it calculates support/resistance by using HH-HL-LL-LH points. Generally HH and HL shows up-trend, LL and LH shows down-trend. If price breaks resistance levels it means the trend is up or if price breaks support level it means the trend is down, so the script changes bar color blue or black. if there is up-trend then bar color is blue, or if down-trend then bar color is black. also as you can see support and resistance levels change dynamically. If you use smaller numbers for left/right bars then it will be more sensitive. source code of :
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LonesomeTheBlue tarafından
128
Volume Profile Free Pro (25 Levels Value Area VWAP) by RRBVolume Profile Free Pro by RagingRocketBull 2019 Version 1.0 All available Volume Profile Free Pro versions are listed below (They are very similar and I don't want to publish them as separate indicators): ver 1.0: style columns implementation ver 2.0: style histogram implementation ver 3.0: style line implementation This indicator calculates Volume Profile for a given range and shows it as a histogram consisting of 25 horizontal bars. It can also show Point of Control (POC), Developing POC, Value Area/VWAP StdDev High/Low as dynamically moving levels. Free accounts can't access Standard TradingView Volume Profile, hence this indicator. There are 3 basic methods to calculate the Value Area for a session. - original method developed by Steidlmayr (calculated around POC) - classical method using StdDev (calculated around the mean VWAP) - another method based on the mean absolute deviation (calculated around the median) POC is a high volume node and can be used as support/resistance. But when far from the day's average price it may not be as good a trend filter as the other methods. The 80% Rule: When the market opens above/below the Value Area and then returns/stays back inside for 2 consecutive 30min periods it has 80% chance of filling VA (like a gap). There are several versions: Free, Free Pro, Free MAX. This is the Free Pro version. The Differences are listed below: - Free: 30 levels, Buy/Sell/Total Volume Profile views, POC - Free Pro: 25 levels, +Developing POC, Value Area/VWAP High/Low Levels, Above/Below Area Dimming - Free MAX: 50 levels, packed to the limit Features: - Volume Profile with up to 25 levels (3 implementations) - POC, Developing POC Levels - Buy/Sell/Total/Side by Side View modes - Side Cover - Value Area, VAH/VAL dynamic levels - VWAP High/Low dynamic levels with Source, Length, StdDev as params - Show/Hide all levels - Dim Non Value Area Zones - Custom Range with Highlighting - 3 Anchor points for Volume Profile - Flip Levels Horizontally - Adjustable width, offset and spacing of levels - Custom Color for POC/VA/VWAP levels and Transparency for buy/sell levels Usage: - specify max_level/min_level for a range (required in ver 1.0/2.0, auto/optional in ver 3.0 = set to highest/lowest) - select range (start_bar, range length), confirm with range highlighting - select mode Value Area or VWAP to show corresponding levels. - flip/select anchor point to position the buy/sell levels, adjust width and spacing as needed - select Buy/Sell/Total/Side by Side view mode - use POC/Developing POC/VA/VWAP High/Low as S/R levels. Usually daily values from 1-3 days back are used as levels for the current day. - Green - buy volume of a specific price level in a range, Red - sell volume. Green + Red = Total volume of a price level in a range There's no native support for vertical histograms in Pinescript (with price axis as base) Basically, there are 4 ways to plot a series of horizontal bars stacked on top of each other: 1. plotshape style labeldown (ver 0 prototype discarded) - you can have a set of fixed width/height text labels consisting of a series of underscores and moving dynamically as levels. Level offset controls visible length. - you can move levels and scale the base width of the volume profile histogram dynamically - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional - you can't fill the gaps between levels/adjust/extend width, height - this results in a half baked volume profile and looks ugly - fixed text level height doesn't adjust and looks bad on a log scale - fixed font width also doesn't scale and can't be properly aligned with bars when zooming 2. plot style columns + hist_base (ver 1.0) - you can plot long horizontal bars using a series of small adjacent vertical columns with level offsets controlling visible length. - you can't hide/move levels of the volume profile histogram dynamically on each bar, they must be plotted at all times regardless - you can't delete the history of a plot. - you can't scale the base width of the volume profile histogram dynamically, can't set show_last from input, must use a preset fixed width for each level - hist_base can only be a static const expression, can't be assigned highest/lowest range values automatically - you have to specify max_level/min_level manually from input - you can't control spacing between columns - there's an equalizer bar effect when you zoom in, and solid bars when you zoom out - using hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change - level top can be properly aligned with another level's bottom producing a clean good looking histogram - columns are properly aligned with bars automatically 3. plot style histogram + hist_base (ver 2.0) - you can plot long horizontal bars using a series of small vertical bars (horizontal histogram) instead of columns. - you can control the width of each histogram bar comprising a level (spacing/horiz density). Large enough width will cause bar overlapping and give level a "solid" look regardless of zoom - you can only set width <= 4 in UI Style - custom textbox input is provided for larger values. You can set width and plot transparency from input - this method still uses hist_base and inherits other limitations of ver 2.0 4. plot style lines (ver 3.0) - you can also plot long horizontal bars using lines with level offsets controlling visible length. - lines don't need hist_base - fast and smooth redraw times - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional - level top can't be properly aligned with another level's bottom and have a proper spacing because line width uses its own units and doesn't scale - fixed line width of a level (vertical thickness) doesn't scale and looks bad on log (level overlapping) - you can only set width <= 4 in UI Style, a custom textbox input is provided for larger values. You can set width and plot transparency from input Notes: - hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change - indicator is slow on TFs with long history 10000+ bars - Volume Profile/Value Area are calculated for a given range and updated on each bar. Each level has a fixed width. Offsets control visible level parts. Side Cover hides the invisible parts. - Custom Color for POC/VA/VWAP levels - UI Style color/transparency can only change shape's color and doesn't affect textcolor, hence this additional option - Custom Widh for levels - UI Style supports only width <= 4, hence this additional option - POC is visible in both modes. In VWAP mode Developing POC becomes VWAP, VA High and Low => VWAP High and Low correspondingly to minimize the number of plot outputs - You can't change buy/sell level colors (only plot transparency) - this requires 2x plot outputs exceeding max 64 limit. That's why 2 additional plots are used to dim the non Value Area zones - Use Side by Side view to compare buy and sell volumes between each other: base width = max(total_buy_vol, total_sell_vol) - All buy/sell volume lengths are calculated as % of a fixed base width = 100 bars (100%). You can't set show_last from input - Sell Offset is calculated relative to Buy Offset to stack/extend sell on top of buy. Buy Offset = Zero - Buy Length. Sell Offset = Buy Offset - Sell Length = Zero - Buy Length - Sell Length - If you see "loop too long error" - change some values in UI and it will recalculate - no need to refresh the chart - There's no such thing as buy/sell volume, there's just volume, but for the purposes of the Volume Profile method, assume: bull candle = buy volume, bear candle = sell volume - Volume Profile Range is limited to 5000 bars for free accounts P.S. Cantaloupia Will be Free! Links on Volume Profile and Value Area calculation and usage: www.tradingview.com stockcharts.com onlinelibrary.wiley.com
Pine Script® göstergesi
RagingRocketBull tarafından
33
Pocket PivotsPocket Pivots are described in the book "Trade like an O'Neil Discipline" by Dr. Chris Kacher and Gil Morales. There’s no exact definition of Pocket Pivots, but there is an exact definition for the volume signature: The volume should be higher than the largest down volume of the last 10 trading days. This is a modification of Pocket Pivots. We use the level where the Pocket Pivot occurred and draw a zone across the chart until the criteria for another Pocket Pivot is met again. This way we can use them as support/resistance zones. Instead of the volume being higher than the volume for each of the previous periods, we just use an SMA of the volume and make sure the volume on the final candle is higher than the average for the previous periods. Last but not least, we have the possibility to draw support/resistance levels off the back of different counts. Seven-count for hyper-aggressive pocket pivots, eight-count for aggressive, nine for measured and ten for passive. Hyper-aggressive Pocket Pivots Aggressive Pocket Pivots Measured Pocket Pivots Passive Pocket Pivots All Using "All" to see all the pivots can be messy, but the confluence of support/resistance is more than helpful for defining truly important levels. People have created a methodology/rules for buying and selling with Pivot Points, but as I understand there's no general consensus on their application, so please do some research before you decide to use them in your trading. References www.chartmill.com www.mypivots.com Want to Learn? If you'd like the opportunity to learn Pine but you have difficulty finding resources to guide you, take a look at this rudimentary list: docs.google.com The list will be updated in the future as more people share the resources that have helped, or continue to help, them. Follow me on Twitter to keep up-to-date with the growing list of resources. Suggestions or Questions? Don't even kinda hesitate to forward them to me. My (metaphorical) door is always open.
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chrysopoetics tarafından
5
Indicator: Relative Volume Indicator & Freedom Of MovementRelative Volume Indicator ------------------------------ RVI is a support-resistance technical indicator developed by Melvin E. Dickover. Unlike many conventional support and resistance indicators, the Relative Volume Indicator takes into account price-volume behavior in order to detect the supply and demand pools. These pools are marked by "Defended Price Lines" (DPLs), also introduced by the author. RVI is usually plotted as a histogram; its bars are highlighted (black, by default) when the volume is unusually large. According to the author, this happens if the indicator value exceeds 2.0, thus signifying that a possible DPL is present. DPLs are horizontal lines that run across the chart at levels defined by following conditions: * Overlapping bars: If the indicator spike (i.e., indicator is above 2.0 or a custom value) corresponds to a price bar overlapping the previous one, the previous close can be used as the DPL value. * Very large bars: If the indicator spike corresponds to a price bar of a large size, use its close price as the DPL value. * Gapping bars: If the indicator spike corresponds to a price bar gapping from the previous bar, the DPL value will depend on the gap size. Small gaps can be ignored: the author suggests using the previous close as the DPL value. When the gap is big, the close of the latter bar is used instead. * Clustering spikes: If the indicator spikes come in clusters, use the extreme close or open price of the bar corresponding to the last or next to last spike in cluster. DPLs can be used as support and resistance levels. In order confirm and refine them, RVI is used along with the FreedomOfMovement indicator discussed next. Freedom of Movement Indicator ------------------------------ FOM is a support-resistance technical indicator, also by Melvin E. Dickover. FOM is the ratio of relative effect (relative price change) to the relative effort (normalized volume), expressed in standard deviations. This value is plotted as a histogram; its bars are highlighted (black, by default( when this ratio is unusually high. These highlighted bars, or "spikes", define the positioning of the DPLs. Suggestions for placing DPLs are the same as for the Relative Volume Indicator discussed above. Note that clustering spikes provide the strongest DPLs while isolated spikes can be used to confirm and refine those provided by the Relative Volume Indicator. Coincidence of spikes of the two indicator can be considered a sign of greater strength of the DPL. More info: S&C magazine, April 2014. I am still trying these on various instruments to understand the workings more. Don't forget to share what you learn -- any use cases / ideal scenarios / gotchas, would love to hear them all.
Pine Script® göstergesi
LazyBear tarafından
25
CVD Trend IndikatorCVD Trend Indicator (Cumulative Volume Delta) This Pine Script indicator is designed to help traders visualize the underlying buying and selling pressure in the market by analyzing the Cumulative Volume Delta (CVD). It provides insights into whether buyers or sellers are more aggressive over time, aiding in trend confirmation and potential reversal identification. How it Works: The indicator calculates the Cumulative Volume Delta for each candlestick. If the candle closes higher than it opened (close > open), its entire volume is considered buying volume (positive delta). If the candle closes lower than it opened (close < open), its entire volume is considered selling volume (negative delta). If the candle closes at the same price it opened (close == open), its delta is considered zero. These individual candle deltas are then cumulatively summed up over time, creating the CVD line. A rising CVD indicates increasing buying pressure, while a falling CVD suggests growing selling pressure. The indicator also features an optional Simple Moving Average (SMA) of the CVD, which helps smooth out the CVD line and identify the prevailing trend in buying/selling pressure more clearly. Key Features: Cumulative Volume Delta (CVD) Line: Rising CVD (Blue Line): Indicates aggressive buying pressure is dominant, supporting bullish price action. Falling CVD (Blue Line): Suggests aggressive selling pressure is dominant, supporting bearish price action. CVD Moving Average (Red Line, optional): A user-defined SMA of the CVD, which acts as a trend filter for the volume delta. When the CVD crosses above its MA, it can signal increasing buying momentum. When the CVD crosses below its MA, it can signal increasing selling momentum. Session Reset: The CVD automatically resets at the beginning of each new trading session (daily by default). This provides a fresh perspective on the day's accumulated buying or selling pressure, which is particularly useful for day traders. Background Color Visuals: The indicator panel's background changes color to visually represent periods of dominant buying pressure (green background when CVD > CVD MA) or selling pressure (red background when CVD < CVD MA), offering a quick glance at the market's underlying bias. Trading Insights: Trend Confirmation: Use a rising CVD (and its MA) to confirm an uptrend, or a falling CVD (and its MA) to confirm a downtrend. Divergences: Look for CVD Divergences as potential reversal signals: Bullish Divergence: Price makes a lower low, but CVD makes a higher low (suggests selling pressure is weakening). Bearish Divergence: Price makes a higher high, but CVD makes a lower high (suggests buying pressure is weakening). Momentum Shifts: Sudden, sharp changes in the CVD's direction or its cross over/under its MA can signal shifts in market momentum. Support/Resistance Confirmation: Observe CVD behavior around key price levels. Weakening buying pressure at resistance or weakening selling pressure at support can confirm the strength of these levels. Customization: showMA: Toggle the visibility of the CVD's Moving Average. maLength: Adjust the period for the CVD's Moving Average to control its sensitivity to recent price action. A shorter length makes it more reactive, while a longer length makes it smoother. Disclaimer: No indicator is foolproof. Always use the CVD Trend Indicator in conjunction with other technical analysis tools, price action, and robust risk management strategies. Backtesting and forward testing are crucial for understanding its effectiveness in different market conditions and timeframes.
Pine Script® göstergesi
Makadave tarafından
Optimized Trend [DaviddTech]Optimized Trend is a comprehensive trend-following indicator that combines multiple analytical techniques for improved decision-making. Key Features: Zero-Lag Exponential Moving Average (ZLEMA) to reduce lag and track price movements more effectively. Adaptive Lag Control: The lag of the ZLEMA can be automatically adjusted based on market volatility (ATR), or manually set for user preference. Composite Score: A weighted measure combining ZLEMA momentum, short-term price changes, ATR-based volatility, and money flow (using Chaikin Money Flow and Money Flow Index). This creates a 0–100 score reflecting overall market strength. Dynamic Bands: ATR-based upper and lower bands shift depending on price relative to the ZLEMA, acting as dynamic support/resistance. Trend Cross Alerts: Plots buy and sell dots when the price crosses the ZLEMA for quick trade signals. Summary Table: Displays key data including composite score, volatility, trend direction, current lag setting, and a market narrative. Uniqueness & Research Basis: This indicator incorporates an adaptive lag mechanism tied to ATR volatility, making the trendline more responsive during high volatility and smoother during calmer markets. It also blends multiple volume/flow metrics into a single money flow component, delivering a synthesized view of market strength not found in traditional ZLEMA tools. How to Use: Identify Trend Direction: Use the ZLEMA color (teal for bullish, maroon for bearish) and composite score to confirm market bias. Monitor Bands: Price reaching the upper band (red fill) may indicate overbought conditions, while the lower band (green fill) may signal oversold conditions. Entry/Exit Signals: Watch for the plotted (buy) and (sell) dots as potential trade signals. Fine-Tune Sensitivity: Adjust ZLEMA length and lag settings in the inputs to better match your trading timeframe and style. Adaptive Lag: Enable or disable to see how dynamic volatility affects responsiveness. This indicator is designed for educational purposes only and should be used with additional confirmation and risk management in your trading plan.
Pine Script® göstergesi
renderingnature1 tarafından
Quantum Edge Pro Quantum Edge Pro - The Microstructure Revolution in NASDAQ Futures Trading Where Mathematical Precision, Market Microstructure, and Quantum Visualization Converge Exclusively Engineered for NASDAQ Micro (MNQ) and E-mini (NQ) Futures The Paradigm Shift: Beyond Traditional Technical Analysis For decades, futures traders have relied on lagging indicators and static rules. Quantum Catalyst Pro represents a revolutionary leap forward - the first trading system to combine: - Advanced Market Microstructure Analysis - Decoding order flow in real-time - Quantum-Inspired Visualization - Seeing market dynamics invisible to others - Dynamic ATR Revolution - Context-aware risk management - Mathematical Precision - Institutional-grade algorithms Traditional futures trading strategies rely on outdated technical indicators designed decades ago. The Quantum Catalyst Pro represents a paradigm shift - combining cutting-edge mathematical concepts with real-time market microstructure analysis, specifically optimized for the unique characteristics of NASDAQ futures contracts. The ATR Revolution: Why We're Different The Fatal Flaw of Traditional ATR Systems Every trading strategy uses ATR for stops and targets. They all fail for the same reasons: 1. ATR is a lagging indicator - It tells you what volatility WAS, not what it IS 2. Fixed multipliers ignore market context - Using 2x ATR in all conditions is like driving with your eyes closed 3. No adaptation to market microstructure - ATR treats all price movement equally, ignoring order flow dynamics 4. Symmetric application - Same distance for stops and targets ignores directional market bias My Revolutionary Solution: Context-Aware Dynamic ATR We've transformed ATR from a blunt tool into a precision instrument: 1. Instrument-Specific ATR Periods ATR Period = NQ: 10 bars | MNQ: 14 bars Why? NQ moves faster and requires more responsive measurements. 2. Dynamic Multiplier System Instead of fixed multipliers, we use: Stop Multiplier = - NQ: 0.8x (tighter due to higher leverage) - MNQ: 1.2x (wider for noise tolerance) Target Multiplier = - Trending: 3.0x stop distance - Ranging: 1.5x stop distance - NQ Additional: 0.8x modifier (scales down targets) 3. Volatility-Adaptive Position Sizing Volatility Adjustment = - Low Vol (ATR% < 0.1): Size × 1.5 - Normal Vol: Size × 1.0 - High Vol (ATR% > 0.3): Size × 0.5 4. Microstructure-Enhanced Exits - Adverse Movement: 0.5x ATR (not full ATR) - Time-Based: 20 bars NQ, 30 bars MNQ - Profit Protection: Dynamic based on market state Why This Changes Everything Traditional ATR systems lose because they: - Place stops at mechanical levels without context - Ignore the difference between noise and directional movement - Fail to adapt to changing market conditions Our system wins because it: - Reads market microstructure to distinguish noise from trend - Adapts dynamically to volatility regimes - Scales intelligently based on instrument characteristics - Protects profits with trailing mechanisms The Microstructure Revolution: Order Flow as Primary Signal Beyond Price: The Hidden Dimension While traditional strategies focus on price patterns, Quantum Catalyst Pro decodes the market's DNA through microstructure analysis: 1. Order Flow Imbalance Calculation Buy Volume = Volume × (Close > Open ? 1.0 : 0.3) Sell Volume = Volume × (Close < Open ? 1.0 : 0.3) Order Flow Imbalance = (Buy - Sell) / Total Volume This asymmetric weighting (1.0 vs 0.3) captures the TRUE directional intent, not just volume. 2. Spread Analysis for Liquidity Spread Ratio = Current Spread / Average Spread Tight Spread = Ratio < 0.7 (high liquidity) 3. Price Efficiency Ratio Efficiency = Price Change / Path Length Measures how directly price moves - high efficiency = strong directional conviction. Core Mathematical Framework Our strategy employs a multi-layered mathematical approach: 1. Adaptive Momentum System The momentum calculation adapts to each instrument's volatility characteristics: Momentum Score = (sign(fast) + sign(medium) + sign(slow)) / 3 Fast Period: MNQ = 5 bars | NQ = 3 bars Medium Period: MNQ = 15 bars | NQ = 10 bars Slow Period: MNQ = 60 bars | NQ = 30 bars ROC Threshold = MNQ: 0.1% | NQ: 0.05% (tighter for larger contract) This tri-layered momentum system captures micro, meso, and macro price movements while adapting to each instrument's tick value and volatility profile. 2. Dynamic Volatility Framework ATR% = (ATR / Close) × 100 Volatility Regime = - Low: ATR% < 0.1 (position size × 1.5) - Normal: 0.1 ≤ ATR% ≤ 0.3 (position size × 1.0) - High: ATR% > 0.3 (position size × 0.5) 3. Position Sizing: The Kelly Criterion Implementation Our position sizing algorithm implements a modified Kelly Criterion: Position Size = (Account × Risk%) / (Stop Distance × Point Value) Risk per Trade: MNQ = 1.5% | NQ = 0.3% (scaled by contract size) Volatility Adjustment: Size × Volatility Multiplier This ensures optimal capital allocation while respecting the 10x leverage difference between MNQ ($2/point) and NQ ($20/point). Entry Signal Generation: Four Pillars of Market Opportunity The Four Pillars of Entry: A Multi-Dimensional Approach 1. Momentum Continuation Entries Conditions Required: - Momentum Score > 0.6 (strong alignment) - ADX > 25 (trending market) - Order Flow Imbalance > 0.3 (directional volume) - Price not at Bollinger Band extreme - Market hours active Mathematical Edge: - Captures 70%+ of trending moves with 65% win rate - Requires ALL three timeframes aligned - NOT at Bollinger Band extremes 2. Mean Reversion Entries Mean Reversion Score = BB Position + RSI Position + Price Position - Score ≥ 2: Strong reversal setup - ADX < 20: Non-trending environment - Tight spread: < 0.7 × average (liquidity confirmation) Mathematical Edge: - 78% win rate in ranging markets - Composite score from RSI + BB + Price position - Only in non-trending environments 3. Breakout Entries Breakout Validation: - Price > Recent High/Low (20-bar for MNQ, 10-bar for NQ) - Volume > 1.5 × Average - Efficiency Ratio > 0.6 (directional conviction) - Momentum confirmation Mathematical Edge: - Captures explosive moves with 3:1 reward/risk - Volume surge (1.5x average) - Captures 3:1 reward/risk moves 4. Power Hour Scalping - Time Window: 2:00 PM - 3:00 PM CT - Requirements: Momentum alignment + High volume + Order flow extremes Mathematical Edge: - Exploits end-of-day positioning with quick profits - Time-based edge (2-3 PM CT) - Requires extreme order flow (>0.5) ## Quantum Visualization: See What Others Can't ### The Visual Revolution Our quantum-inspired visualization system reveals market dynamics invisible to traditional charts: 1. Wick Pressure Analysis Lines Purpose: Identify rejection and absorption zones Visualization: - Red dotted lines: Selling pressure from upper wicks - Green dotted lines: Buying pressure from lower wicks - Width: Proportional to rejection strength - Interpretation: Multiple lines = strong rejection zone Shows WHERE price is rejected, not just that it was 2. Morphism Energy Beams Purpose: Visualize momentum flow between price points Color Coding: - Cyan beams: Bullish momentum flow - Fuchsia beams: Bearish momentum flow - Width: Indicates momentum strength - Interpretation: Thick beams = strong directional conviction Visualizes the FLOW of energy between price points 3. Order Flow Clouds Purpose: Display real-time volume imbalances Visual Design: - Cyan clouds: Buying pressure dominance / Institutional buying - Purple clouds: Selling pressure dominance / Institutional selling - Size: Proportional to imbalance magnitude / Volume intensity - Interpretation: Large clouds = institutional activity Makes invisible order flow visible 4. Quantum Field Grid Purpose: Show market state and volatility zones Color States: - Lime grid: Trending market state - Orange grid: Ranging market state - Density: Indicates volatility level - Interpretation: Dense grid = high volatility environment Shows market regime at a glance 5. Fractal Support/Resistance Grid Purpose: Dynamic price levels based on fractal analysis Implementation: - Dashed lines: Primary S/R levels - Solid glow: Creates neon effect for visibility - Updates: Real-time recalculation - Interpretation: Confluence zones = high probability reversals Self-organizing price memory 6. Entry Signal Visualization - Long Signals: Triple-layered green triangles with glow - Short Signals: Triple-layered red triangles with glow - Effect: Pulsing animation draws attention to entries Risk Management: Institutional-Grade Protection The Fortress Approach: Multi-Layered Protection 1. Initial Stop Loss: - MNQ: 1.2 × ATR (approximately 12-15 points) - NQ: 0.8 × ATR (approximately 8-10 points) 2. Profit Targets: - Trending: 3.0 × Stop Distance - Ranging: 1.5 × Stop Distance - NQ: Additional 0.8× multiplier (tighter targets) 3. Trailing Stop: - Activates at 50% of target - Trails by 50% of stop distance 4. Time-Based Exits: - Maximum hold: 30 bars MNQ | 20 bars NQ - Adverse movement: Exit if -0.5 × ATR from entry 5. Daily Risk Controls: - Hard stop: -$500 (scales with instrument) - Trailing daily stop: Protects 50% of profits above $1,000 - Weekly target: $10,000 (stops trading when achieved) Position Sizing Intelligence Base Risk: MNQ = 1.5% | NQ = 0.3% Kelly Criterion: Optimal f based on win rate Volatility Scaling: Automatic adjustment Max Position: 3 contracts (diversification) Exit Intelligence - Time-based: No hope trades - Adverse movement: Quick loss recognition - Profit protection: Automated scaling Dashboard System: Professional Performance Analytics Main Performance Dashboard (Top-Right) Market State Section: - Trend: TRENDING/RANGING/NEUTRAL with ADX value - Momentum: BULLISH/BEARISH/NEUTRAL with percentage - Volatility: HIGH/NORMAL/LOW with ATR% Order Flow Section: - Flow Direction: BUYING/SELLING with imbalance value - Volume: Relative volume multiplier Performance Section: - Daily P&L: Real-time profit/loss tracking - Weekly P&L: Progress toward $10k target - Status: ACTIVE/STOPPED/TARGET MET Signal Monitor (Bottom-Right) Real-time tracking of all four entry systems: - Momentum signals - Mean reversion signals - Breakout signals - Power hour signals - Trading permission status Color Themes: Professional Customization 1. Cyber (Default): Cyan/Pink neon aesthetic 2. Quantum: Aqua/Fuchsia energy theme 3. Matrix: Classic green/red terminal 4. Aurora: Soft pastel professional theme Commission and Slippage: Prop Firm Optimization Commission Structure ($0.62/contract) This reflects the typical all-in cost for prop firm futures traders: - Exchange fees: ~$0.32 (CME member rate) Platform fees: ~$0.20 - Total: $0.62 per side Slippage Setting (1 tick) Conservative 1-tick slippage accounts for: - MNQ: $0.50 per contract (0.25 point × $2) - NQ: $5.00 per contract (0.25 point × $20) - Rationale: NASDAQ futures are highly liquid with tight spreads These settings ensure realistic backtesting results that match live trading conditions at prop firms. Input Parameters: Complete Configuration Guide Risk Management Parameters Account Size: Your trading capital - Tooltip: "Your trading account balance • Affects position sizing • MNQ: $5k-50k typical | NQ: $25k-100k+ recommended" Risk Per Trade %: 0.015 (1.5%) default - Tooltip: "% of account risked per trade • 1.5% default • CONSERVATIVE: 0.5-1% | MODERATE: 1-2% | AGGRESSIVE: 2-3% • Auto-adjusted by instrument" Max Daily Loss: $500 default - Tooltip: "Daily stop loss • Scales with instrument • MNQ: $500 = 250 pts | NQ: $500 = 25 pts • Includes trailing stop protection" Weekly Target: $10,000 default - Tooltip: "Weekly profit goal • $10k = 5000 MNQ pts or 500 NQ pts • Strategy stops at target to prevent overtrading" Max Positions: 3 default - Tooltip: "Maximum concurrent trades • 3 recommended • Higher = more risk/reward • Consider margin requirements" Trading Session Configuration Trading Start: 830 (8:30 AM CT) - Tooltip: "Session start in Central Time • 830 = 8:30 AM CT = 9:30 AM ET • Aligns with US market open" Trading End: 1500 (3:00 PM CT) - Tooltip: "Session end in Central Time • 1500 = 3:00 PM CT = 4:00 PM ET • 1 hour before market close" Power Hour Start: 1400 (2:00 PM CT) - Tooltip: "Final hour of trading • 1400 = 2:00 PM CT • Increased volatility • Special scalping signals active" Visual Effects Configuration Show Quantum Field: Market energy visualization - Tooltip: "Displays market energy grid • Shows volatility zones • Green = trending | Orange = ranging • Disable for cleaner chart" Show Wick Pressure Lines: Rejection analysis - Tooltip: "Analyzes candle wicks for rejection • Red lines = selling pressure | Green lines = buying pressure • Key for reversal detection" Show Morphism Energy Beams: Momentum flow - Tooltip: "Momentum flow visualization • Cyan = bullish momentum | Fuchsia = bearish momentum • Width indicates strength" Show Order Flow Clouds: Volume imbalances - Tooltip: "Volume delta visualization • Cyan clouds = buying pressure | Purple clouds = selling pressure • Size shows intensity" Show Fractal Grid: Dynamic S/R levels - Tooltip: "Dynamic support/resistance levels • Updates in real-time • Dashed lines with glow effect • Based on fractal highs/lows" Glow Intensity: Visual effect strength - Tooltip: "Visual effect intensity • 1-3: Subtle | 4-6: Balanced | 7-10: Intense • Affects all visual elements" Color Theme: Visual aesthetics - Tooltip: "Visual color scheme • Cyber: Blue/Pink neon | Quantum: Aqua/Fuchsia | Matrix: Green/Red | Aurora: Pastel tones" Development Journey: Engineering Excellence The Challenge Creating a strategy that could handle the 10x leverage difference between MNQ and NQ while maintaining consistent performance required innovative solutions: 1. Instrument Detection: Automatic recognition using tick values 2. Dynamic Scaling: All parameters adjust to contract specifications 3. Risk Parity: Equal dollar risk despite different point values 4. Visual Clarity: Complex data presented intuitively The Solution Through extensive optimization and backtesting: - Adaptive algorithms: Parameters scale with instrument characteristics - Efficient computation: Pre-calculated values for real-time performance - Professional visualization: Institutional-quality displays - Robust risk management: Multiple protection layers Performance Expectations: Realistic Results Backtesting Parameters - Initial Capital: $50,000 (realistic for prop firm account) - Commission: $0.62 per contract per side - Slippage: 1 tick per trade (0.25 points = $5 per contract for NQ) - Risk Per Trade: 0.3% for NQ (auto-scaled from 1.5% base) - Contract Size: NQ = $20 per point - Typical Stop: 8-10 points ($160-200 risk per contract) - Typical Target: 16-30 points ($320-600 profit per contract) Why These Settings Are Conservative - Commission: $0.62 covers exchange, clearing, and platform fees - Slippage: 1 tick is conservative for liquid NQ futures - Account Size: $50k allows proper risk management with NQ's $20/point value - No Pyramiding: Maximum 3 positions prevents overleveraging Expected Performance Metrics Based on historical backtesting with these realistic parameters: - Win Rate: 65-78% across all signal types - Average Win: 1.5-2.5x average loss - Profit Factor: 1.8-2.5 - Maximum Drawdown: Limited to $2,000-3,000 by risk controls - Average Trade Duration: 15-25 bars - Trading Frequency: 3-8 trades per day Real Performance Expectations - Win Rate: 65-78% depending on market regime - Risk/Reward: 1:2 to 1:3 average - Drawdown: Limited by daily stops - Consistency: Positive expectancy across all market conditions Important Disclaimers - Past performance does not guarantee future results - Live trading may differ due to execution delays and market impact - Emotional factors in live trading can affect performance - Market conditions change - strategy requires periodic monitoring Why Quantum Catalyst Pro Dominates The Convergence of Five Edges 1. Microstructure Edge: We see order flow others miss 2. Volatility Edge: Dynamic adaptation vs static rules 3. Visual Edge: Quantum visualization reveals hidden patterns 4. Risk Edge: Sophisticated position sizing and protection 5. Execution Edge: Multiple uncorrelated entry systems The Paradigm Shift This isn't just another indicator mashup. It's a complete reimagining of how to trade futures: - Beyond Indicators: Microstructure as primary signal - Beyond Static Rules: Dynamic adaptation to market state - Beyond Guesswork: Mathematical precision in every decision - Beyond Hope: Systematic edge with bulletproof risk management The Future of Trading Quantum Catalyst Pro represents the future of algorithmic trading: - Beyond indicators: Microstructure as primary signal - Beyond static rules: Dynamic adaptation to market state - Beyond guesswork: Mathematical precision in every decision - Beyond hope: Systematic edge with risk protection This isn't just another trading strategy. It's a complete paradigm shift in how we understand and trade markets. By combining quantum-inspired visualization with microstructure analysis and dynamic risk management, we've created a system that adapts, learns, and profits in any market condition. Revolutionary Features Summary 1. Context-Aware Dynamic ATR - Transforms ATR from static tool to adaptive intelligence - Instrument-specific periods and multipliers - Microstructure-enhanced exits - Volatility-based position sizing 2. Market Microstructure Mastery - Order flow imbalance as primary signal - Asymmetric volume weighting (1.0 vs 0.3) - Spread analysis for liquidity confirmation - Price efficiency ratio for conviction 3. Quantum Visualization Suite - Wick pressure analysis reveals rejection zones - Morphism energy beams show momentum flow - Order flow clouds display institutional activity - Quantum field grid indicates market regime - Fractal S/R with neon glow effects 4. Four-Pillar Entry System - Momentum continuation (65% win rate) - Mean reversion (78% win rate) - Breakout validation (3:1 R/R) - Power hour scalping 5. Fortress Risk Management - Multi-layered protection system - Kelly Criterion position sizing - Daily trailing stops - Time-based and adverse movement exits Stop trading the past. Start trading the future. Trade with Quantum Edge Pro - Where Science Meets Art in Perfect Harmony Created by Dskyz (DAFE) Trading Systems Houston's Hidden Quant Legend Empowering Traders Through Mathematical Innovation
Pine Script® stratejisi
DskyzInvestments tarafından
11
CISD Levels by HAZEDCISD Levels by HAZED - Advanced Market Structure Analysis 📊 Overview The CISD Levels indicator is a sophisticated market structure analysis tool that automatically identifies and plots critical support and resistance levels based on Change in State Direction (CISD) methodology. This indicator helps traders visualize key market turning points and potential breakout/breakdown levels with precision. 🎯 What are CISD Levels? CISD (Change in State Direction) levels represent significant price points where market sentiment shifts from bullish to bearish or vice versa. These levels are dynamically calculated based on: Market structure breaks (higher highs/lower lows) Pullback patterns and trend continuations Real-time price action analysis Dynamic level updates as market conditions evolve ✨ Key Features 🔥 Smart Level Detection Automatically identifies bullish (+CISD) and bearish (-CISD) levels Real-time updates as market structure evolves Intelligent pullback detection algorithm 🎨 Full Customization Colors: Customize bullish/bearish level colors Line Styles: Choose from solid, dotted, or dashed lines Text Labels: Fully customizable text, size, and font options Transparency: Adjustable line transparency (0-100%) Extensions: Control how far lines extend into the future 📈 Historical Analysis Show All Levels: Option to display historical CISD levels Max Levels Control: Limit the number of historical levels shown (1-50) Level Management: Automatic cleanup of old levels 🚨 Smart Alerts Bullish Alerts: Get notified when price breaks above +CISD levels Bearish Alerts: Get notified when price breaks below -CISD levels Alert Frequency: Choose between "Once Per Bar" or "Once Per Bar Close" 📊 Statistics Table Market State: Current bullish/bearish market condition Active Levels: Count of currently active CISD levels Latest Levels: Display of most recent +CISD and -CISD values Positioning: 5 different table positions available 🛠️ How to Use For Swing Traders: Use CISD levels as key support/resistance zones Enter positions on level breaks with proper risk management Set stop losses below/above opposite CISD levels For Day Traders: Watch for price reactions at CISD levels Use levels for entry/exit timing Combine with volume analysis for confirmation For Position Traders: Identify major market structure changes Use higher timeframe CISD levels for strategic entries Monitor level breaks for trend continuation signals ⚙️ Settings Guide CISD Level Settings Bullish/Bearish Colors: Customize level appearance Custom Text: Add your own labels to levels Alert Setup: Enable notifications for level breaks Historical Levels: Choose to show past levels for context Appearance Customization Line Width: 1-5 pixel thickness options Line Style: Solid, dotted, or dashed Extension Bars: Control future projection (1-50 bars) Text Options: Size, font, and bold formatting Statistics Table Enable/Disable: Toggle table visibility Position: 5 placement options on chart Real-time Data: Live market state and level information 🎯 Best Practices Multi-Timeframe Analysis: Use CISD levels across different timeframes for confluence Risk Management: Always use proper position sizing and stop losses Confirmation: Combine with volume, momentum, or other indicators Market Context: Consider overall market conditions and news events Backtesting: Test the levels on historical data before live trading 📋 Technical Specifications Overlay: True (plots directly on price chart) Max Lines: 500 (handles multiple historical levels) Max Labels: 500 (supports extensive labeling) Real-time Updates: Dynamic level calculation and alerts Performance: Optimized code for smooth chart operation 🚀 Why Choose CISD Levels? Precision: Advanced algorithm for accurate level identification Flexibility: Extensive customization options for any trading style Reliability: Proven market structure analysis methodology User-Friendly: Intuitive settings with helpful tooltips Professional: Clean, professional appearance on any chart 📞 Support & Updates This indicator is actively maintained and updated. For questions, suggestions, or feature requests, feel free to reach out through TradingView messaging. ⚠️ Disclaimer: This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management. Past performance does not guarantee future results.
Pine Script® göstergesi
hazedoptions tarafından