AZ Dynamic Trend Indicator with Heikin-Ashi### Dynamic Trend Indicator with Heikin-Ashi (v2.7)
**Effortlessly identify trends and reversals** with this versatile tool combining multi-timeframe analysis, adaptive moving averages, and Heikin-Ashi smoothing. Here's what it offers:
#### 🔍 **Core Features**
1. **Dual Timeframe Analysis**:
- Track trends on higher timeframes (e.g., 1H/D) while viewing signals on your current chart.
- Toggle between **Heikin-Ashi** or standard candles for cleaner trend visualization.
2. **8 Customizable MAs**:
- Choose from **ALMA, HMA, SMA, SWMA, VWMA, WMA, ZLEMA, or EMA** with adjustable periods.
- Unique "Trend Strength" metric: `(MA_Close - MA_Open) / (MA_High - MA_Low)` highlights momentum direction.
3. **Smart Signals**:
- **Entry/Exit**: Triangles mark crossovers between MA Close/Open.
- **Reversal Alerts**: Detects counter-trend moves within a user-defined window (default: 3 bars) after signals.
- Color-coded plots: Bullish (🟢), Bearish (🔴), Reversal Bull (🔵), Reversal Bear (🟠).
#### 🎨 **Visual Customization**
- Toggle **High/Low MA lines**, **Close line**, and **fill colors**.
- Adjust colors for all elements to match your chart theme.
- Hide signals or reversal markers as needed.
#### ⚙️ **Practical Use**
- **Trend Following**: Use the MA Close/Open crossover with trend fill colors to confirm direction.
- **Reversal Trading**: Capitalize on pullbacks with reversal signals (e.g., after a bearish signal, watch for Bull Reversal markers).
- **Multi-Timeframe Confirmation**: Avoid false signals by aligning higher-timeframe trends with your entries.
*Ideal for swing traders and trend riders!*
**Note**: Adjust `MA Period`, `Reversal Window`, and `Trend Timeframe` for your strategy. Disable Heikin-Ashi in choppy markets for faster reactions.
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*Code v2.7 updates: Optimized reversal logic, added ALMA/ZLEMA support, and enhanced visual controls.*
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Opening Range Breakout (ORB) with Fib RetracementOverview
“ORB with Fib Retracement” is a Pine Script indicator that anchors a full Fibonacci framework to the first minutes of the trading day (the opening-range breakout, or ORB).
After the ORB window closes the script:
Locks-in that session’s high and low.
Calculates a complete ladder of Fibonacci retracement levels between them (0 → 100 %).
Projects symmetric extension levels above and below the range (±1.618, ±2.618, ±3.618, ±4.618 by default).
Sub-divides every extension slice with additional 23.6 %, 38.2 %, 50 %, 61.8 % and 78.6 % mid-lines so each “zone” has its own inner fib grid.
Plots the whole structure and—optionally—extends every line into the future for ongoing reference.
**Session time / timezone** – Defines the ORB window (defaults 09:30–09:45 EST).
**Show All Fib Levels** – Toggles every retracement and extension line on or off.
**Show Extended Lines** – Draws dotted, extend-right projections of every level.
**Color group** – Assigns colors to buy-side (green), sell-side (red), and internal fibs (gray).
**Extension value inputs** – Allows custom +/- 1.618 to 4.618 fib levels for personalized projection zones.
S4_IBS_Mean_Rev_3candleExitOverview:
This is a rules-based, mean reversion strategy designed to trade pullbacks using the Internal Bar Strength (IBS) indicator. The system looks for oversold conditions based on IBS, then enters long trades , holding for a maximum of 3 bars or until the trade becomes profitable.
The strategy includes:
✅ Strict entry rules based on IBS
✅ Hardcoded exit conditions for risk management
✅ A clean visual table summarizing key performance metrics
How It Works:
1. Internal Bar Strength (IBS) Setup:
The IBS is calculated using the previous bar’s price range:
IBS = (Previous Close - Previous Low) / (Previous High - Previous Low)
IBS values closer to 0 indicate price is near the bottom of the previous range, suggesting oversold conditions.
2. Entry Conditions:
IBS must be ≤ 0.25, signaling an oversold setup.
Trade entries are only allowed within a user-defined backtest window (default: 2024).
Only one trade at a time is permitted (long-only strategy).
3. Exit Conditions:
If the price closes higher than the entry price, the trade exits with a profit.
If the trade has been open for 3 bars without showing profit, the trade is forcefully exited.
All trades are closed automatically at the end of the backtest window if still open.
Additional Features:
📊 A real-time performance metrics table is displayed on the chart, showing:
- Total trades
- % of profitable trades
- Total P&L
- Profit Factor
- Max Drawdown
- Best/Worst trade performance
📈 Visual markers indicate trade entries (green triangle) and exits (red triangle) for easy chart interpretation.
Who Is This For?
This strategy is designed for:
✅ Traders exploring systematic mean reversion approaches
✅ Those who prefer strict, rules-based setups with no subjective decision-making
✅ Traders who want built-in performance tracking directly on the chart
Note: This strategy is provided for educational and research purposes. It is a backtested model and past performance does not guarantee future results. Users should paper trade and validate performance before considering real capital.
AdvancedOFPIAnalyzerLibrary "AdvancedOFPIAnalyzer"
Advanced Order Flow Pressure Index Analyzer Library
Implements sophisticated volume distribution analysis with candle microstructure
Provides comprehensive order flow assessment for institutional activity detection
analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)
Performs comprehensive order flow analysis with advanced institutional detection
Parameters:
priceOpen (float) : float Opening price for analysis
priceHigh (float) : float High price for range calculation
priceLow (float) : float Low price for support detection
priceClose (float) : float Closing price for trend assessment
volumeData (float) : float Volume data for flow analysis
analysisWindow (int) : int Analysis window period
institutionalSensitivity (float) : float Institutional detection sensitivity
Returns: OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure
calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)
Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis
Parameters:
priceOpen (float) : float Opening price for pressure calculation
priceHigh (float) : float High price for range analysis
priceLow (float) : float Low price for support detection
priceClose (float) : float Closing price for trend assessment
volumeData (float) : float Volume data for pressure analysis
microWindow (int) : int Microstructure analysis window
Returns: Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality
generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)
Generates sophisticated volume-weighted institutional activity alerts
Parameters:
priceClose (float) : float Close price for analysis
volumeData (float) : float Volume data for detection
alertSensitivity (float) : float Alert sensitivity threshold
lookbackPeriod (int) : int Analysis lookback period
Returns: Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
EnhancedSignalGeneratorLibrary "EnhancedSignalGenerator"
Enhanced Signal Generator – clean v6 implementation (UDT-based)
generateAdvancedSignal(unifiedScore, trendComp, momInd, volFactor, qualScore, cyclePos, regime)
Generates advanced signal analysis with multi-pathway evaluation
Parameters:
unifiedScore (float) : Unified market score input
trendComp (float) : Trend component analysis factor
momInd (float) : Momentum indicator value
volFactor (float) : Volatility adjustment factor
qualScore (float) : Quality assessment metric
cyclePos (float) : Market cycle position (0.0-1.0, where 0.5 = neutral cycle phase)
regime (string) : Market regime classification string ("bull", "bear", "sideways", "volatile")
Returns: Signal Comprehensive signal analysis result
analyzePatternSignals(h, l, c, v, w, reg)
Analyzes pattern-based signal components with multi-dimensional price action evaluation
Parameters:
h (float) : High price value for range analysis
l (float) : Low price value for support/resistance detection
c (float) : Close price value for momentum assessment
v (float) : Volume data for confirmation analysis
w (int) : Analysis window period for pattern formation timeframe
reg (string) : Market regime string for context-aware pattern interpretation
Returns: Signal Pattern analysis signal with comprehensive technical evaluation
optimizeSignalParameters(s, p, w, m)
Optimizes signal generation parameters through advanced statistical analysis
Parameters:
s (array) : Signal array input for performance evaluation
p (array) : Parameter array input for optimization target values
w (int) : Window period for rolling optimization analysis
m (string) : Optimization method string ("sharpe", "sortino", "calmar", "variance")
Returns: float Optimization result score representing parameter fitness
Signal
Signal data structure for market analysis
Fields:
dir (series int) : Signal direction: +1 bull, -1 bear, 0 flat
strength (series float) : Signal strength magnitude (0-1)
conf (series float) : Confidence level (0-1)
rationale (series string) : Human-readable explanation
source (series string) : Signal source classification
quality (series float) : Blended quality assessment score
Adaptive RSI (ARSI)# Adaptive RSI (ARSI) - Dynamic Momentum Oscillator
Adaptive RSI is an advanced momentum oscillator that dynamically adjusts its calculation period based on real-time market volatility and cycle analysis. Unlike traditional RSI that uses fixed periods, ARSI continuously adapts to market conditions, providing more accurate overbought/oversold signals and reducing false signals during varying market phases.
## How It Works
At its core, ARSI calculates an adaptive period ranging from 8 to 28 bars using two key components: volatility measurement through Average True Range (ATR) and cycle detection via price momentum analysis. The logic is straightforward:
- **High volatility periods** trigger shorter calculation periods for enhanced responsiveness to rapid price movements
- **Low volatility periods** extend the calculation window for smoother, more reliable signals
- **Market factor** combines volatility and cycle analysis to determine optimal RSI period in real-time
When RSI crosses above 70, the market enters overbought territory. When it falls below 30, oversold conditions emerge. The indicator also features extreme levels at 80/20 for stronger reversal signals and midline crossovers at 50 for trend confirmation.
The adaptive mechanism ensures the oscillator remains sensitive during critical market movements while filtering out noise during consolidation phases, making it superior to static RSI implementations across different market conditions.
## Features
- **True Adaptive Calculation**: Dynamic period adjustment from 8-28 bars based on market volatility
- **Multiple Signal Types**: Overbought/oversold, extreme reversals, and midline crossovers
- **Configurable Parameters**: RSI length, adaptive sensitivity, ATR period, min/max bounds
- **Smart Smoothing**: Adjustable EMA smoothing from 1-21 periods to reduce noise
- **Visual Clarity**: Gradient colors, area fills, and signal dots for immediate trend recognition
- **Real-time Information**: Live data table showing current RSI, adaptive period, and market factor
- **Flexible Source Input**: Apply to any price source (close, hl2, ohlc4, etc.)
- **Professional Alerts**: Six built-in alert conditions for automated trading systems
## Signal Generation
ARSI generates multiple signal types for comprehensive market analysis:
**Primary Signals**: RSI crosses above 70 (overbought) or below 30 (oversold) - most reliable entry/exit points
**Extreme Signals**: RSI reaches 80+ (extreme overbought) or 20- (extreme oversold) - potential reversal zones
**Trend Signals**: RSI crosses above/below 50 midline - confirms directional momentum
**Reversal Signals**: Price action contradicts extreme RSI levels - early turning point detection
The adaptive period changes provide additional confirmation - signals accompanied by significant period shifts often carry higher probability of success.
## Visual Implementation
The indicator employs sophisticated visual elements for instant market comprehension:
- **Gradient RSI Line**: Color intensity reflects both value and momentum direction
- **Dynamic Zones**: Overbought/oversold areas with customizable fill colors
- **Signal Markers**: Triangular indicators mark key reversal and continuation points
- **Information Panel**: Real-time display of RSI value, adaptive period, market factor, and signal status
- **Background Coloring**: Subtle fills indicate current market state without chart clutter
## Parameter Configuration
**RSI Settings**:
- RSI Length: Base calculation period (default: 14)
- Adaptive Sensitivity: Response aggressiveness to volatility changes (default: 1.0)
- ATR Length: Volatility measurement period (default: 14)
- Min/Max Period: Adaptive calculation boundaries (default: 8/28)
- Smoothing Length: Final noise reduction filter (default: 3)
**Level Settings**:
- Overbought/Oversold: Standard signal levels (default: 70/30)
- Extreme Levels: Enhanced reversal zones (default: 80/20)
- Midline Display: 50-level trend confirmation toggle
**Visual Settings**:
- Line Width: RSI line thickness (1-5)
- Area Fills: Zone highlighting toggle
- Gradient Colors: Dynamic color intensity
- Signal Dots: Entry/exit marker display
## Alerts
ARSI includes six comprehensive alert conditions:
- **ARSI Overbought** - RSI crosses above overbought level
- **ARSI Oversold** - RSI crosses below oversold level
- **ARSI Bullish Cross** - RSI crosses above 50 midline
- **ARSI Bearish Cross** - RSI crosses below 50 midline
- **ARSI Extreme Bull** - Potential bullish reversal from extreme oversold
- **ARSI Extreme Bear** - Potential bearish reversal from extreme overbought
## Use Cases
**Trend Following**: Adaptive periods naturally adjust during trend acceleration and consolidation phases
**Mean Reversion**: Enhanced overbought/oversold signals with volatility-based confirmation
**Breakout Trading**: Extreme level breaches often precede significant directional moves
**Risk Management**: Multiple signal types allow for layered entry/exit strategies
**Multi-Timeframe Analysis**: Works effectively across various timeframes and asset classes
## Trading Applications
**Swing Trading**: Excels during trend transitions with adaptive sensitivity to changing conditions
**Day Trading**: Enhanced responsiveness during volatile sessions while filtering consolidation noise
**Position Trading**: Longer smoothing periods provide stable signals for broader market analysis
**Scalping**: Minimal smoothing with high sensitivity captures short-term momentum shifts
The indicator performs well across stocks, forex, commodities, and cryptocurrencies, though parameter optimization may be required for specific market characteristics.
## Settings Summary
**Display Settings**:
- RSI Length: Moving average baseline period
- Adaptive Sensitivity: Volatility response factor
- ATR Length: Volatility measurement window
- Min/Max Period: Adaptive calculation boundaries
- Smoothing Length: Noise reduction filter
**Level Configuration**:
- Overbought/Oversold: Primary signal thresholds
- Extreme Levels: Secondary reversal zones
- Midline Display: Trend confirmation toggle
**Visual Options**:
- Line Width: RSI line appearance
- Area Fills: Zone highlighting
- Gradient Colors: Dynamic visual feedback
- Signal Dots: Entry/exit markers
## Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Always conduct thorough testing and risk assessment before live implementation. The adaptive nature of this indicator requires understanding of its behavior across different market conditions for optimal results.
Cycle Composite 3.6 WeightedThe Cycle Composite is a multi-factor market cycle model designed to classify long-term market behavior into distinct phases using normalized and weighted data inputs.
It combines ten key on-chain, dominance, volatility, sentiment, and trend-following metrics into a single composite output. The goal is to provide a clearer understanding of where the market may stand in the broader cycle (e.g., accumulation, early bull, late bull, or euphoria).
This version (3.4) introduces flexible weighting, trend strength markers, and additional context-aware signals such as risk-on confirmations and altseason flags.
Phases Identified:
The model categorizes the market into one of five zones:
Euphoria (> 85)
Late Bull (70 – 85)
Mid Bull (50 – 70)
Early Bull (30 – 50)
Fear (< 30)
Each phase is determined by a smoothed EMA of the weighted composite score.
Data Sources and Metrics Used (10 total):
BTC Dominance (CRYPTOCAP:BTC.D)
Stablecoin Dominance (USDT + USDC average) (inverted for risk-on)
ETH Dominance (CRYPTOCAP:ETH.D)
BBWP (normalized Bollinger Band Width % over 1-year window)
WVF (Williams VIX Fix for volatility spike detection)
NUPL (Net Unrealized Profit/Loss, external source)
CMF (Chaikin Money Flow, smoothed volume accumulation)
CEX Open Interest (custom input from DAO / external source)
Whale Inflows (custom input from whale exchange transfer data)
Google Trends Average (BTC, Crypto, Altcoin terms)
All inputs are normalized over a 200-bar window and combined via weighted averaging, where each weight is user-configurable.
Additional Features:
Phase Labels: Labels are printed only when a new phase is entered.
Bull Continuation Marker: Triangle up when composite makes higher highs and NUPL increases.
Weakening Marker: Triangle down when composite rolls over in Late Bull and NUPL falls.
Risk-On Signal: Green circle appears when CMF and Google Trends are both rising.
Altseason Flag: Orange diamond appears when dominance of "others.d" exceeds BTC.D and ETH.D and composite is above 50.
Background Shading: Each phase is shaded with a semi-transparent background color.
Timeframe-Aware Display: All markers and signals are shown only on weekly timeframe for clarity.
Intended Use:
This script is intended for educational and macro-trend analysis purposes.
It can be used to:
Identify macro cycle position (accumulation, bull phases, euphoria, etc.)
Spot long-term trend continuation or weakening signals
Add context to price action with external on-chain and sentiment data
Time rotation events such as altseason risk
Disclaimer:
This script does not constitute financial advice.
It is intended for informational and research purposes only.
Users should conduct their own due diligence and analysis before making investment decisions.
System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter
Overview:
This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals.
How It Works:
1. Signal Initiation (e.g., 5-Minute Timeframe):
Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30).
Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe.
2. Signal Confirmation (15-Minute Timeframe):
Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars).
Long Confirmation:
The 15-minute Stochastic RSI %K must be greater than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40).
Short Confirmation:
The 15-minute Stochastic RSI %K must be less than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60).
3. Filters:
ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold.
Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading.
4. Entry and Exit Logic:
Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met.
Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script.
Key User-Adjustable Parameters:
Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing.
Signal Trigger & Confirmation:
5-minute %K trigger levels for long and short.
15-minute %K confirmation thresholds for long and short.
Wait window (in 5-minute bars) for 15-minute confirmation.
Filters:
Enable/disable and configure the Signal Cooldown filter (minimum bars between signals).
Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks).
Strategy Parameters:
Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks).
Recommendations for Users:
Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade.
Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions.
Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals.
Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable.
Disclaimer:
This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
Market Sleep ZonesHey traders 👋
This script shows when the market is in a "sleeping" or low volatility phase. I call it Market Sleep Zones 😴
It looks at the average price movement over a window (default 20 bars), and if the price changes are small (under a % threshold you set), it highlights that area on the chart with a soft green background.
💡 This can help spot moments when the market is quiet — maybe before a breakout or just moving sideways.
It also places labels to mark where these zones start and end, so it's easy to track.
You can change:
The window size (how many bars to look back)
The breath depth (how much price is allowed to move before it’s "not sleeping" anymore)
Not perfect, but helpful if you want to avoid getting chopped in low-volatility zones or want to prepare for when the market "wakes up" 😄
Let me know if you find it useful or have ideas to improve it!
Adaptive Volume‐Demand‐Index (AVDI)Demand Index (according to James Sibbet) – Short Description
The Demand Index (DI) was developed by James Sibbet to measure real “buying” vs. “selling” strength (Demand vs. Supply) using price and volume data. It is not a standalone trading signal, but rather a filter and trend confirmer that should always be used together with chart structure and additional indicators.
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\ 1. Calculation Basis\
1. Volume Normalization
$$
\text{normVol}_t
= \frac{\text{Volume}_t}{\mathrm{EMA}(\text{Volume},\,n_{\text{Vol}})_t}
\quad(\text{e.g., }n_{\text{Vol}} = 13)
$$
This smooths out extremely high volume spikes and compares them to the average (≈ 1 means “average volume”).
2. Price Factor
$$
\text{priceFactor}_t
= \frac{\text{Close}_t - \text{Open}_t}{\text{Open}_t}.
$$
Positive values for bullish bars, negative for bearish bars.
3. Component per Bar
$$
\text{component}_t
= \text{normVol}_t \times \text{priceFactor}_t.
$$
If volume is above average (> 1) and the price rises slightly, this yields a noticeably positive value; conversely if the price falls.
4. Raw DI (Rolling Sum)
Over a window of \$w\$ bars (e.g., 20):
$$
\text{RawDI}_t
= \sum_{i=0}^{w-1} \text{component}_{\,t-i}.
$$
Alternatively, recursively for \$t \ge w\$:
$$
\text{RawDI}_t
= \text{RawDI}_{t-1}
+ \text{component}_t
- \text{component}_{\,t-w}.
$$
5. Optional EMA Smoothing
An EMA over RawDI (e.g., \$n\_{\text{DI}} = 50\$) reduces short-term fluctuations and highlights medium-term trends:
$$
\text{EMA\_DI}_t
= \mathrm{EMA}(\text{RawDI},\,n_{\text{DI}})_t.
$$
6.Zero Line
Handy guideline:
RawDI > 0: Accumulated buying power dominates.
RawDI < 0: Accumulated selling power dominates.
2. Interpretation & Application
Crossing Zero
RawDI above zero → Indication of increasing buying pressure (potential long signal).
RawDI below zero → Indication of increasing selling pressure (potential short signal).
Not to be used alone for entry—always confirm with price action.
RawDI vs. EMA_DI
RawDI > EMA\_DI → Acceleration of demand.
RawDI < EMA\_DI → Weakening of demand.
Divergences
Price makes a new high, RawDI does not make a higher high → potential weakness in the uptrend.
Price makes a new low, RawDI does not make a lower low → potential exhaustion of the downtrend.
3. Typical Signals (for Beginners)
\ 1. Long Setup\
RawDI crosses zero from below,
RawDI > EMA\_DI (acceleration),
Price closes above a short-term swing high or resistance.
Stop-Loss: just below the last swing low, Take-Profit/Trailing: on reversal signals or fixed R\:R.
2. Short Setup
RawDI crosses zero from above,
RawDI < EMA\_DI (increased selling pressure),
Price closes below a short-term swing low or support.
Stop-Loss: just above the last swing high.
---
4. Notes and Parameters
Recommended Values (Beginners):
Volume EMA (n₍Vol₎) = 13
RawDI window (w) = 20
EMA over DI (n₍DI₎) = 50 (medium-term) or 1 (no smoothing)
Attention:\
NEVER use in isolation. Always in combination with price action analysis (trendlines, support/resistance, candlestick patterns).
Especially during volatile news phases, RawDI can fluctuate strongly → EMA\_DI helps to avoid false signals.
---
Conclusion The Demand Index by James Sibbet is a powerful filter to assess price movements by their volume backing. It shows whether a rally is truly driven by demand or merely a short-term volume anomaly. In combination with classic chart analysis and risk management, it helps to identify robust entry points and potential trend reversals earlier.
Time HighlightHow This Works:
Time Conversion: The script converts the current time to HHMM format (e.g., 9:16 becomes 916) for easy comparison.
Timeframe Detection: It checks the current chart's timeframe:
For 1-minute charts: Exactly matches the target times
For 5-minute charts: Checks if the target time falls within the 5-minute window
For 15-minute charts: Checks if the target time falls within the 15-minute window
Highlighting: When the condition is met, it highlights the candle with a semi-transparent yellow color.
Note:
The script will work on 1-minute, 5-minute, and 15-minute timeframes only
The highlight appears on the candle that contains the specified time
The transparency is set to 70% so you can still see the candle through the highlight
You can adjust the transparency level by changing the transp parameter (0 = fully opaque, 100 = fully transparent).
make a pine script which change the color of the candle in yellow color in 1,5,15 timeframe at the time of 9:16, 9:31, 9:46
Topological Market Stress (TMS) - Quantum FabricTopological Market Stress (TMS) - Quantum Fabric
What Stresses The Market?
Topological Market Stress (TMS) represents a revolutionary fusion of algebraic topology and quantum field theory applied to financial markets. Unlike traditional indicators that analyze price movements linearly, TMS examines the underlying topological structure of market data—detecting when the very fabric of market relationships begins to tear, warp, or collapse.
Drawing inspiration from the ethereal beauty of quantum field visualizations and the mathematical elegance of topological spaces, this indicator transforms complex mathematical concepts into an intuitive, visually stunning interface that reveals hidden market dynamics invisible to conventional analysis.
Theoretical Foundation: Topology Meets Markets
Topological Holes in Market Structure
In algebraic topology, a "hole" represents a fundamental structural break—a place where the normal connectivity of space fails. In markets, these topological holes manifest as:
Correlation Breakdown: When traditional price-volume relationships collapse
Volatility Clustering Failure: When volatility patterns lose their predictive power
Microstructure Stress: When market efficiency mechanisms begin to fail
The Mathematics of Market Topology
TMS constructs a topological space from market data using three key components:
1. Correlation Topology
ρ(P,V) = correlation(price, volume, period)
Hole Formation = 1 - |ρ(P,V)|
When price and volume decorrelate, topological holes begin forming.
2. Volatility Clustering Topology
σ(t) = volatility at time t
Clustering = correlation(σ(t), σ(t-1), period)
Breakdown = 1 - |Clustering|
Volatility clustering breakdown indicates structural instability.
3. Market Efficiency Topology
Efficiency = |price - EMA(price)| / ATR
Measures how far price deviates from its efficient trajectory.
Multi-Scale Topological Analysis
Markets exist across multiple temporal scales simultaneously. TMS analyzes topology at three distinct scales:
Micro Scale (3-15 periods): Immediate structural changes, market microstructure stress
Meso Scale (10-50 periods): Trend-level topology, medium-term structural shifts
Macro Scale (50-200 periods): Long-term structural topology, regime-level changes
The final stress metric combines all scales:
Combined Stress = 0.3×Micro + 0.4×Meso + 0.3×Macro
How TMS Works
1. Topological Space Construction
Each market moment is embedded in a multi-dimensional topological space where:
- Price efficiency forms one dimension
- Correlation breakdown forms another
- Volatility clustering breakdown forms the third
2. Hole Detection Algorithm
The indicator continuously scans this topological space for:
Hole Formation: When stress exceeds the formation threshold
Hole Persistence: How long structural breaks maintain
Hole Collapse: Sudden topology restoration (regime shifts)
3. Quantum Visualization Engine
The visualization system translates topological mathematics into intuitive quantum field representations:
Stress Waves: Main line showing topological stress intensity
Quantum Glow: Surrounding field indicating stress energy
Fabric Integrity: Background showing structural health
Multi-Scale Rings: Orbital representations of different timeframes
4. Signal Generation
Stable Topology (✨): Normal market structure, standard trading conditions
Stressed Topology (⚡): Increased structural tension, heightened volatility expected
Topological Collapse (🕳️): Major structural break, regime shift in progress
Critical Stress (🌋): Extreme conditions, maximum caution required
Inputs & Parameters
🕳️ Topological Parameters
Analysis Window (20-200, default: 50)
Primary period for topological analysis
20-30: High-frequency scalping, rapid structure detection
50: Balanced approach, recommended for most markets
100-200: Long-term position trading, major structural shifts only
Hole Formation Threshold (0.1-0.9, default: 0.3)
Sensitivity for detecting topological holes
0.1-0.2: Very sensitive, detects minor structural stress
0.3: Balanced, optimal for most market conditions
0.5-0.9: Conservative, only major structural breaks
Density Calculation Radius (0.1-2.0, default: 0.5)
Radius for local density estimation in topological space
0.1-0.3: Fine-grained analysis, sensitive to local changes
0.5: Standard approach, balanced sensitivity
1.0-2.0: Broad analysis, focuses on major structural features
Collapse Detection (0.5-0.95, default: 0.7)
Threshold for detecting sudden topology restoration
0.5-0.6: Very sensitive to regime changes
0.7: Balanced, reliable collapse detection
0.8-0.95: Conservative, only major regime shifts
📊 Multi-Scale Analysis
Enable Multi-Scale (default: true)
- Analyzes topology across multiple timeframes simultaneously
- Provides deeper insight into market structure at different scales
- Essential for understanding cross-timeframe topology interactions
Micro Scale Period (3-15, default: 5)
Fast scale for immediate topology changes
3-5: Ultra-fast, tick/minute data analysis
5-8: Fast, 5m-15m chart optimization
10-15: Medium-fast, 30m-1H chart focus
Meso Scale Period (10-50, default: 20)
Medium scale for trend topology analysis
10-15: Short trend structures
20-25: Medium trend structures (recommended)
30-50: Long trend structures
Macro Scale Period (50-200, default: 100)
Slow scale for structural topology
50-75: Medium-term structural analysis
100: Long-term structure (recommended)
150-200: Very long-term structural patterns
⚙️ Signal Processing
Smoothing Method (SMA/EMA/RMA/WMA, default: EMA) Method for smoothing stress signals
SMA: Simple average, stable but slower
EMA: Exponential, responsive and recommended
RMA: Running average, very smooth
WMA: Weighted average, balanced approach
Smoothing Period (1-10, default: 3)
Period for signal smoothing
1-2: Minimal smoothing, noisy but fast
3-5: Balanced, recommended for most applications
6-10: Heavy smoothing, slow but very stable
Normalization (Fixed/Adaptive/Rolling, default: Adaptive)
Method for normalizing stress values
Fixed: Static 0-1 range normalization
Adaptive: Dynamic range adjustment (recommended)
Rolling: Rolling window normalization
🎨 Quantum Visualization
Fabric Style Options:
Quantum Field: Flowing energy visualization with smooth gradients
Topological Mesh: Mathematical topology with stepped lines
Phase Space: Dynamical systems view with circular markers
Minimal: Clean, simple display with reduced visual elements
Color Scheme Options:
Quantum Gradient: Deep space blue → Quantum red progression
Thermal: Black → Hot orange thermal imaging style
Spectral: Purple → Gold full spectrum colors
Monochrome: Dark gray → Light gray elegant simplicity
Multi-Scale Rings (default: true)
- Display orbital rings for different time scales
- Visualizes how topology changes across timeframes
- Provides immediate visual feedback on cross-scale dynamics
Glow Intensity (0.0-1.0, default: 0.6)
Controls the quantum glow effect intensity
0.0: No glow, pure line display
0.6: Balanced, recommended setting
1.0: Maximum glow, full quantum field effect
📋 Dashboard & Alerts
Show Dashboard (default: true)
Real-time topology status display
Current market state and trading recommendations
Stress level visualization and fabric integrity status
Show Theory Guide (default: true)
Educational panel explaining topological concepts
Dashboard interpretation guide
Trading strategy recommendations
Enable Alerts (default: true)
Extreme stress detection alerts
Topological collapse notifications
Hole formation and recovery signals
Visual Logic & Interpretation
Main Visualization Elements
Quantum Stress Line
Primary indicator showing topological stress intensity
Color intensity reflects current market state
Line style varies based on selected fabric style
Glow effect indicates stress energy field
Equilibrium Line
Silver line showing average stress level
Reference point for normal market conditions
Helps identify when stress is elevated or suppressed
Upper/Lower Bounds
Red upper bound: High stress threshold
Green lower bound: Low stress threshold
Quantum fabric fill between bounds shows stress field
Multi-Scale Rings
Aqua circles : Micro-scale topology (immediate changes)
Orange circles: Meso-scale topology (trend-level changes)
Provides cross-timeframe topology visualization
Dashboard Information
Topology State Icons:
✨ STABLE: Normal market structure, standard trading conditions
⚡ STRESSED: Increased structural tension, monitor closely
🕳️ COLLAPSE: Major structural break, regime shift occurring
🌋 CRITICAL: Extreme conditions, reduce risk exposure
Stress Bar Visualization:
Visual representation of current stress level (0-100%)
Color-coded based on current topology state
Real-time percentage display
Fabric Integrity Dots:
●●●●● Intact: Strong market structure (0-30% stress)
●●●○○ Stressed: Weakening structure (30-70% stress)
●○○○○ Fractured: Breaking down structure (70-100% stress)
Action Recommendations:
✅ TRADE: Normal conditions, standard strategies apply
⚠️ WATCH: Monitor closely, increased vigilance required
🔄 ADAPT: Change strategy, regime shift in progress
🛑 REDUCE: Lower risk exposure, extreme conditions
Trading Strategies
In Stable Topology (✨ STABLE)
- Normal trading conditions apply
- Use standard technical analysis
- Regular position sizing appropriate
- Both trend-following and mean-reversion strategies viable
In Stressed Topology (⚡ STRESSED)
- Increased volatility expected
- Widen stop losses to account for higher volatility
- Reduce position sizes slightly
- Focus on high-probability setups
- Monitor for potential regime change
During Topological Collapse (🕳️ COLLAPSE)
- Major regime shift in progress
- Adapt strategy immediately to new market character
- Consider closing positions that rely on previous regime
- Wait for new topology to stabilize before major trades
- Opportunity for contrarian plays if collapse is extreme
In Critical Stress (🌋 CRITICAL)
- Extreme market conditions
- Significantly reduce risk exposure
- Avoid new positions until stress subsides
- Focus on capital preservation
- Consider hedging existing positions
Advanced Techniques
Multi-Timeframe Topology Analysis
- Use higher timeframe TMS for regime context
- Use lower timeframe TMS for precise entry timing
- Alignment across timeframes = highest probability trades
Topology Divergence Trading
- Most powerful at regime boundaries
- Price makes new high/low but topology stress decreases
- Early warning of potential reversals
- Combine with key support/resistance levels
Stress Persistence Analysis
- Long periods of stable topology often precede major moves
- Extended stress periods often resolve in regime changes
- Use persistence tracking for position sizing decisions
Originality & Innovation
TMS represents a genuine breakthrough in applying advanced mathematics to market analysis:
True Topological Analysis: Not a simplified proxy but actual topological space construction and hole detection using correlation breakdown, volatility clustering analysis, and market efficiency measurement.
Quantum Aesthetic: Transforms complex topology mathematics into an intuitive, visually stunning interface inspired by quantum field theory visualizations.
Multi-Scale Architecture: Simultaneous analysis across micro, meso, and macro timeframes provides unprecedented insight into market structure dynamics.
Regime Detection: Identifies fundamental market character changes before they become obvious in price action, providing early warning of structural shifts.
Practical Application: Clear, actionable signals derived from advanced mathematical concepts, making theoretical topology accessible to practical traders.
This is not a combination of existing indicators or a cosmetic enhancement of standard tools. It represents a fundamental reimagining of how we measure, visualize, and interpret market dynamics through the lens of algebraic topology and quantum field theory.
Best Practices
Start with defaults: Parameters are optimized for broad market applicability
Match timeframe: Adjust scales based on your trading timeframe
Confirm with price action: TMS shows market character, not direction
Respect topology changes: Reduce risk during regime transitions
Use appropriate strategies: Adapt approach based on current topology state
Monitor persistence: Track how long topology states maintain
Cross-timeframe analysis: Align multiple timeframes for highest probability trades
Alerts Available
Extreme Topological Stress: Market fabric under severe deformation
Topological Collapse Detected: Regime shift in progress
Topological Hole Forming: Market structure breakdown detected
Topology Stabilizing: Market structure recovering to normal
Chart Requirements
Recommended Markets: All liquid markets (forex, stocks, crypto, futures)
Optimal Timeframes: 5m to Daily (adaptable to any timeframe)
Minimum History: 200 bars for proper topology construction
Best Performance: Markets with clear regime characteristics
Academic Foundation
This indicator draws from cutting-edge research in:
- Algebraic topology and persistent homology
- Quantum field theory visualization techniques
- Market microstructure analysis
- Multi-scale dynamical systems theory
- Correlation topology and network analysis
Disclaimer
This indicator is for educational and research purposes only. It does not constitute financial advice or provide direct buy/sell signals. Topological analysis reveals market structure characteristics, not future price direction. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results.
See markets through the lens of topology. Trade the structure, not the noise.
Bringing advanced mathematics to practical trading through quantum-inspired visualization.
Trade with insight. Trade with structure.
— Dskyz , for DAFE Trading Systems
Eigenvector Centrality Drift (ECD) - Market State Network What is Eigenvector Centrality Drift (ECD)?
Eigenvector Centrality Drift (ECD) is a groundbreaking indicator that applies concepts from network science to financial markets. Instead of viewing price as a simple series, ECD models the market as a dynamic network of “micro-states”—distinct combinations of price, volatility, and volume. By tracking how the influence of these states changes over time, ECD helps you spot regime shifts and transitions in market character before they become obvious in price.
This is not another moving average or momentum oscillator. ECD is inspired by eigenvector centrality—a measure of influence in network theory—and adapts it to the world of price action, volatility, and volume. It’s about understanding which market states are “in control” and when that control is about to change.
Theoretical Foundation
Network Science: In complex systems, nodes (states) and edges (transitions) form a network. Eigenvector centrality measures how influential a node is, not just by its direct connections, but by the influence of the nodes it connects to.
Market Micro-States: Each bar is classified into a “state” based on price change, volatility, and volume. The market transitions between these states, forming a network of possible regimes.
Centrality Drift: By tracking the centrality (influence) of the current state, and how it changes (drifts) over time, ECD highlights when the market’s “center of gravity” is shifting—often a precursor to major moves or regime changes.
How ECD Works
State Classification: Each bar is assigned to one of N market micro-states, based on a weighted combination of normalized price change, volatility, and volume.
Transition Matrix: Over a rolling window, ECD tracks how often the market transitions from each state to every other state, forming a transition probability matrix.
Centrality Calculation: Using a simplified eigenvector approach, ECD calculates the “influence” score for each state, reflecting how central it is to the network of recent market behavior.
Centrality Drift: The indicator tracks the Z-score of the change in centrality for the current state. Rapid increases or decreases, or a shift in the dominant state, signal a potential regime shift.
Dominant State: ECD also highlights which state currently has the highest influence, providing insight into the prevailing market character.
Inputs:
🌐 Market State Configuration
Number of Market States (n_states, default 6): Number of distinct micro-states to track.
3–4: Simple (Up/Down/Sideways)
5–6: Balanced (recommended)
7–9: Complex, more nuanced
Price Change Weight (price_weight, default 0.4):
How much price movement defines a state. Higher = more directional.
Volatility Weight (vol_weight, default 0.3):
How much volatility defines a state. Higher = more regime focus.
Volume Weight (volume_weight, default 0.3):
How much volume defines a state. Higher = more participation focus.
🔗 Network Analysis
Transition Matrix Window (transition_window, default 50): Lookback for building the state transition matrix.
Shorter: Adapts quickly
Longer: More stable
Influence Decay Factor (influence_decay, default 0.85): How much influence propagates through the network.
Higher: Distant transitions matter more
Lower: Only immediate transitions matter
Drift Detection Sensitivity (drift_sensitivity, default 1.5): Z-score threshold for significant centrality drift.
Lower: More signals
Higher: Only major shifts
🎨 Visualization
Show Network Visualization (show_network, default true): Background color and effects based on network structure.
Show Centrality Score (show_centrality, default true): Plots the current state’s centrality measure.
Show Drift Indicator (show_drift, default true): Plots the centrality drift Z-score.
Show State Map (show_state_map, default true): Dashboard showing all state centralities and which is dominant.
Color Scheme (color_scheme, default "Quantum"):
“Quantum”: Cyan/Magenta
“Neural”: Green/Blue
“Plasma”: Yellow/Pink
“Matrix”: Green/Black
Color Schemes
Dynamic gradients reflect the current state’s centrality and drift, using your chosen color palette.
Background network effect: The more central the current state, the more intense the background.
Centrality and drift lines: Color-coded for clarity and regime shift detection.
Visual Logic
Centrality Score Line: Plots the influence of the current state, with glow for emphasis.
Drift Indicator: Histogram of centrality drift Z-score, green for positive, red for negative.
Threshold Lines: Dotted lines mark the drift sensitivity threshold for regime shift alerts.
State Map Dashboard: Top-right panel shows all state centralities, highlights the current and dominant state, and visualizes influence with bars.
Information Panel: Bottom-left panel summarizes current state, centrality, dominant state, drift Z-score, and regime shift status.
How to Use ECD
Centrality Score: High = current state is highly influential; low = state is peripheral.
Drift Z-Score:
Large positive/negative = rapid change in influence, regime shift likely.
Near zero = stable network, no major shift.
Dominant State: The state with the highest centrality is “in control” of the market’s transitions.
State Map: Use to see which states are rising or falling in influence.
Tips:
Use fewer states for simple markets, more for nuanced analysis.
Watch for drift Z-score crossing the threshold—these are your regime shift signals.
Combine with your own system for confirmation.
Alerts:
ECD Regime Shift: Significant centrality drift detected—potential regime change.
ECD State Change: Market state transition occurred.
ECD Dominance Shift: Dominant market state has changed.
Originality & Usefulness
ECD is not a mashup or rehash of standard indicators. It is a novel application of network science and eigenvector centrality to market microstructure, providing a new lens for understanding regime shifts and market transitions. The state network, centrality drift, and dashboard are unique to this script. ECD is designed for anticipation, not confirmation—helping you see the market’s “center of gravity” shift before price action makes it obvious.
Chart Info
Script Name: Eigenvector Centrality Drift (ECD) – Market State Network
Recommended Use: Any asset, any timeframe. Tune parameters to your style.
Disclaimer
This script is for research and educational purposes only. It does not provide financial advice or direct buy/sell signals. Always use proper risk management and combine with your own strategy. Past performance is not indicative of future results.
See the market as a network. Anticipate the shift in influence.
— Dskyz , for DAFE Trading Systems
Information Asymmetry Gradient (IAG) What is the Information Asymmetry Gradient (IAG)?
The Information Asymmetry Gradient (IAG) is a unique market regime and imbalance detector that quantifies the subtle, directional “information flow” in price and volume. Inspired by information theory and market microstructure, IAG is designed to help traders spot the early buildup of conviction or surprise—the kind of hidden imbalance that often precedes major price moves.
Unlike traditional volume or momentum indicators, IAG focuses on the efficiency and directionality of information transfer: how much “informational energy” is being revealed by up-moves versus down-moves, normalized by price movement. It’s not just about net flow, but about the quality and asymmetry of that flow.
Theoretical Foundation
Information Asymmetry: Markets move when new information is revealed. If one side (buyers or sellers) is consistently more “informationally efficient” per unit of price change, an imbalance is building—even if price hasn’t moved much yet.
Gradient: By tracking the rate of change (gradient) between fast and slow information flows, IAG highlights when a subtle imbalance is accelerating.
Volatility of Asymmetry: Sudden spikes in the volatility of information asymmetry often signal regime uncertainty or the approach of a “surprise” move.
How IAG Works
Directional Information Content: For each bar, IAG estimates the “information per unit of price change” for both up-moves and down-moves, using volume and price action.
Asymmetry Calculation: Computes the difference (or ratio) between up and down information content, revealing directional bias.
Gradient Detection: Calculates both a fast and slow EMA of the asymmetry, then measures their difference (the “gradient”), normalized as a Z-score.
Volatility of Asymmetry: Tracks the standard deviation of asymmetry over a rolling window, with Z-score normalization to spot “information shocks.”
Flow Strength: Quantifies the conviction of the current information flow on a 0–100 scale.
Regime Detection: Flags “extreme” asymmetry, “building” flow, and “high volatility” states.
Inputs:
🌌 Core Asymmetry Parameters
Fast Information Period (short_len, default 8): EMA period for detecting immediate information flow changes.
5–8: Scalping (1–5min)
8–12: Day trading (15min–1hr)
12–20: Swing trading (4hr+)
Slow Information Period (long_len, default 34): EMA period for baseline information context. Should be 3–5x fast period.
Default (34): Fibonacci number, stable for most assets.
Gradient Smoothing (gradient_smooth, default 3): Smooths the gradient calculation.
1–2: Raw, responsive
3–5: Balanced
6–10: Very smooth
📊 Asymmetry Method
Calculation Mode (calc_mode, default "Weighted"):
“Simple”: Basic volume split by direction
“Weighted”: Volume × price movement (default, most robust)
“Logarithmic”: Log-scaled for large moves
Use Ratio (show_ratio, default false):
“Difference”: UpInfo – DownInfo (additive)
“Ratio”: UpInfo / DownInfo (multiplicative, better for comparing volatility regimes)
🌊 Volatility Analysis
Volatility Window (stdev_len, default 21): Lookback for measuring asymmetry volatility.
Volatility Alert Level (vol_threshold, default 1.5): Z-score threshold for volatility alerts.
🎨 Visual Settings
Color Theme (color_theme, default "Starry Night"):
Van Gogh-inspired palettes:
“Starry Night”: Deep blues and yellows
“Sunflowers”: Warm yellows and browns
“Café Terrace”: Night blues and warm lights
“Wheat Field”: Golden and sky blue
Show Swirl Effects (show_swirls, default true): Adds swirling background to visualize information turbulence.
Show Signal Stars (show_stars, default true): Star markers at significant asymmetry points.
Show Info Dashboard (show_dashboard, default true): Top-right panel with current metrics and market state.
Show Flow Visualization (show_flow, default true): Main gradient line with artistic effects.
Color Schemes
Dynamic color gradients adapt to both the direction and intensity of the information gradient, using Van Gogh-inspired palettes for visual clarity and artistic flair.
Glow and aura effects: The main line is layered with glows for depth and to highlight strong signals.
Swirl background: Visualizes the “turbulence” of information flow, darker and more intense as flow strength and volatility rise.
Visual Logic
Main Gradient Line: Plots the normalized information gradient (Z-score), color-coded by direction and intensity.
Glow/Aura: Multiple layers for visual depth and to highlight strong signals.
Threshold Zones: Dotted lines and filled areas mark “Building” and “Extreme” asymmetry zones.
Volatility Ribbon: Area plot of volatility Z-score, highlighting information shocks.
Signal Stars: Circular markers at each “Extreme” event, color-coded for bullish/bearish; cross markers for volatility spikes.
Dashboard: Top-right panel shows current status (Extreme, Building, High Volatility, Balanced), gradient value, flow strength, information balance, and volatility status.
Trading Guide: Bottom-left panel explains all states and how to interpret them.
How to Use IAG
🌟 EXTREME: Major information imbalance—potential for explosive move or reversal.
🌙 BUILDING: Asymmetry is forming—watch for a breakout or trend acceleration.
🌪️ HIGH VOLATILITY: Information flow is unstable—expect regime uncertainty or “surprise” moves.
☁️ BALANCED: No clear bias—market is in equilibrium.
Positive Gradient: Bullish information flow (buyers have the edge).
Negative Gradient: Bearish information flow (sellers have the edge).
Flow >66%: Strong conviction—crowd is acting in unison.
Volatility Spike: Regime uncertainty—be alert for sudden moves.
Tips:
- Use lower periods for scalping, higher for swing trading.
- “Weighted” mode is most robust for most assets.
- Combine with price action or your own system for confirmation.
- Works on all assets and timeframes—tune to your style.
Alerts
IAG Extreme Asymmetry: Extreme information asymmetry detected.
IAG Building Flow: Information flow building.
IAG High Volatility: Information volatility spike.
IAG Bullish/Bearish Extreme: Directional extreme detected.
Originality & Usefulness
IAG is not a mashup of existing indicators. It is a novel approach to quantifying the “surprise” or “conviction” element in market moves, focusing on the efficiency and directionality of information transfer per unit of price change. The multi-layered color logic, artistic visual effects, and regime dashboard are unique to this script. IAG is designed for anticipation, not confirmation—helping you see subtle imbalances before they become obvious in price.
Chart Info
Script Name: Information Asymmetry Gradient (IAG) – Starry Night
Recommended Use: Any asset, any timeframe. Tune parameters to your style.
Disclaimer
This script is for research and educational purposes only. It does not provide financial advice or direct buy/sell signals. Always use proper risk management and combine with your own strategy. Past performance is not indicative of future results.
Trade with insight. Trade with anticipation.
— Dskyz , for DAFE Trading Systems
HVC Daily LevelsDaily High Volume Candle Levels Marked on all Timeframes
HVC Level Sentinel v6 — High Volume Candle Levels
HVC Level Sentinel v6 automatically detects and highlights “High Volume Candles” (HVCs) — bars with the highest trading volume in a rolling, user-defined window (e.g., 30 days). This tool helps you spot key price levels where significant trading activity occurred, which can act as important support or resistance zones.
Features
Customizable Lookback: Choose how many bars to look back for HVC detection (default: 30 days, adjustable).
Automatic Highlighting: HVC candles are highlighted on your chart with a customizable color.
Level Lines: Draws horizontal lines at the Open, High, Low, and Close of each recent HVC, so you can easily track these key levels.
Line Fading: Only the most recent N HVCs (user-adjustable) have lines, with older lines fading out or disappearing for clarity.
Per-Line Control: Turn on/off Open, High, Low, and Close lines individually in the settings.
Fully Customizable: Adjust colors, line styles, widths, and opacity to fit your chart style.
How It Works
On each new bar, the script checks if the current bar’s volume is the highest in the last N bars.
If so, it marks the bar as an HVC and draws lines at its O/H/L/C (if enabled).
You can highlight all HVCs historically, but only the most recent N will have lines for a clean, focused chart.
Use Cases
Identify major breakout or reversal points driven by high volume.
Track where institutional or “smart money” activity may have occurred.
Use HVC levels as dynamic support/resistance for entries, exits, or stop placement.
Tip :
Adjust the lookback window and number of HVCs with lines to match your trading style—shorter for active trading, longer for swing/position trading.
Resistance Breakout LevelsResistance Breakout Levels
An advanced TradingView indicator that detects significant resistance pivots and marks confirmed breakouts.
Description:
This Pine Script automatically identifies swing-high pivot points as potential resistance levels. It confirms a breakout only after a configurable number of consecutive closes above the pivot, reducing noise and avoiding false signals. Once validated, it draws a horizontal breakout line at the pivot price and adds a label with the breakout value. Traders can choose to display all breakout lines or only the single highest breakout within a specified lookback period. Additionally, a dynamic current price line spans the chart for quick reference.
Features:
• Pivot High Detection for Resistance Levels
• N-Consecutive Close Breakout Confirmation
• Toggle Between All Breakouts or Highest Breakout with Lookback Window
• Full-Width Live Current Price Line
• Customizable Line Colors, Widths, and Extension Direction
• Price Labels Directly on Breakout Lines
User Inputs:
• Pivot Bars (Left/Right): Number of bars used to detect pivot highs
• Consecutive Closes Above: Closes required above pivot to confirm breakout
• Show All Breakouts: Option to plot every confirmed breakout line
• Highest Lookback Bars: Lookback window for retaining only the highest breakout
• Breakout Line Color & Width: Customize breakout line appearance
• Price Line Color & Width: Customize live current price line appearance
Q Impulse EntryQ Impulse Entry
A directional entry system combining impulse breakouts, Elder's momentum confirmation, and ADX trend validation. Designed for clean trade setups with multi-step filtering, entry markers, and real-time alerts.
🔧 Core Logic
This is not a basic mashup — each filter plays a distinct technical role:
1. Impulse Breakout Engine
• Detects sharp directional price breaks using ATR-adjusted dynamic zones
• Impulse window controls sensitivity to local highs/lows
2. Elder Momentum Filter
• Confirms signal using MACD histogram and EMA alignment
• Blocks entries when internal momentum contradicts price move
3. ADX Trend Strength Filter
• Uses threshold-based ADX logic to validate trend power
• Filters out noise in flat or weak markets
The system requires all three filters to agree before confirming an entry.
📈 Visual Feedback
• ⇑ / ⇓ arrows mark confirmed entry signals
• Colored entry dots plotted at signal price help confirm timing and aid in multi-position layering
• Impulse breakout zones and EMA are displayed for directional context
• Clean layout, no repainting, designed for real-time use
⚙️ Configurable Inputs
• Impulse Window — controls breakout signal sensitivity
• ATR Multiplier — defines width of impulse breakout zones
(Elder and ADX filters are embedded and fine-tuned)
✨ Highlights
• Triple-filter signal logic = fewer false positives
• Entry dots + arrows for visual clarity and scaling in
• Lightweight, non-repainting, and alert-ready
• Best suited for Forex and all timeframes
• Ideal for breakout, trend-following, or hybrid systems
• Built-in alerts and customizable zones
• Always apply risk management suited to your capital and strategy
Trade with clarity — stay for quality.
Opening Range Retest█ OVERVIEW
This indicator shows the opening range as a box. It also draws markers and triggers alerts when the opening range is retested. The opening range time is configurable, as is the period of time that must elapse before each return to the opening range is considered a retest.
█ FEATURES
Opening range time configurable in bars or minutes
Configurable "resting" period between the end of the opening range or since the last retest before a new retest is considered valid
Configurable tolerance so that a retest can trigger sooner
Active time range can be used to filter alerts and markers to a specific time window
Visual box showing the opening range, which can be optionally limited to the above-mentioned active time window
Well-documented, high-quality, open-source code for those interested
█ CONCEPTS
This indicator can be used for an opening range retest trading strategy, where long or short positions are taken on the retest of the opening range.
The opening range can be user-configured, so it is suitable for use with any opening range time period (e.g., 1-min, 5-min, 15-min, etc.).
The markers and alerts are equivalent, in the sense that whenever a marker appears, an alert will also trigger (assuming the user has set an alert up).
The alert active time range is simply used as a filter for markers and alerts, meaning that these will not draw or trigger outside of the specified time range.
█ LIMITATIONS
The indicator is intended for equities that have a highly active regular market open. For other security types, it will draw the opening range box from whenever TradingView specifies the market open time.
Bober XM v2.0# ₿ober XM v2.0 Trading Bot Documentation
**Developer's Note**: While our previous Bot 1.3.1 was removed due to guideline violations, this setback only fueled our determination to create something even better. Rising from this challenge, Bober XM 2.0 emerges not just as an update, but as a complete reimagining with multi-timeframe analysis, enhanced filters, and superior adaptability. This adversity pushed us to innovate further and deliver a strategy that's smarter, more agile, and more powerful than ever before. Challenges create opportunity - welcome to Cryptobeat's finest work yet.
## !!!!You need to tune it for your own pair and timeframe and retune it periodicaly!!!!!
## Overview
The ₿ober XM v2.0 is an advanced dual-channel trading bot with multi-timeframe analysis capabilities. It integrates multiple technical indicators, customizable risk management, and advanced order execution via webhook for automated trading. The bot's distinctive feature is its separate channel systems for long and short positions, allowing for asymmetric trade strategies that adapt to different market conditions across multiple timeframes.
### Key Features
- **Multi-Timeframe Analysis**: Analyze price data across multiple timeframes simultaneously
- **Dual Channel System**: Separate parameter sets for long and short positions
- **Advanced Entry Filters**: RSI, Volatility, Volume, Bollinger Bands, and KEMAD filters
- **Machine Learning Moving Average**: Adaptive prediction-based channels
- **Multiple Entry Strategies**: Breakout, Pullback, and Mean Reversion modes
- **Risk Management**: Customizable stop-loss, take-profit, and trailing stop settings
- **Webhook Integration**: Compatible with external trading bots and platforms
### Strategy Components
| Component | Description |
|---------|-------------|
| **Dual Channel Trading** | Uses either Keltner Channels or Machine Learning Moving Average (MLMA) with separate settings for long and short positions |
| **MLMA Implementation** | Machine learning algorithm that predicts future price movements and creates adaptive bands |
| **Pivot Point SuperTrend** | Trend identification and confirmation system based on pivot points |
| **Three Entry Strategies** | Choose between Breakout, Pullback, or Mean Reversion approaches |
| **Advanced Filter System** | Multiple customizable filters with multi-timeframe support to avoid false signals |
| **Custom Exit Logic** | Exits based on OBV crossover of its moving average combined with pivot trend changes |
### Note for Novice Users
This is a fully featured real trading bot and can be tweaked for any ticker — SOL is just an example. It follows this structure:
1. **Indicator** – gives the initial signal
2. **Entry strategy** – decides when to open a trade
3. **Exit strategy** – defines when to close it
4. **Trend confirmation** – ensures the trade follows the market direction
5. **Filters** – cuts out noise and avoids weak setups
6. **Risk management** – controls losses and protects your capital
To tune it for a different pair, you'll need to start from scratch:
1. Select the timeframe (candle size)
2. Turn off all filters and trend entry/exit confirmations
3. Choose a channel type, channel source and entry strategy
4. Adjust risk parameters
5. Tune long and short settings for the channel
6. Fine-tune the Pivot Point Supertrend and Main Exit condition OBV
This will generate a lot of signals and activity on the chart. Your next task is to find the right combination of filters and settings to reduce noise and tune it for profitability.
### Default Strategy values
Default values are tuned for: Symbol BITGET:SOLUSDT.P 5min candle
Filters are off by default: Try to play with it to understand how it works
## Configuration Guide
### General Settings
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Long Positions** | Enable or disable long trades | Enabled |
| **Short Positions** | Enable or disable short trades | Enabled |
| **Risk/Reward Area** | Visual display of stop-loss and take-profit zones | Enabled |
| **Long Entry Source** | Price data used for long entry signals | hl2 (High+Low/2) |
| **Short Entry Source** | Price data used for short entry signals | hl2 (High+Low/2) |
The bot allows you to trade long positions, short positions, or both simultaneously. Each direction has its own set of parameters, allowing for fine-tuned strategies that recognize the asymmetric nature of market movements.
### Multi-Timeframe Settings
1. **Enable Multi-Timeframe Analysis**: Toggle 'Enable Multi-Timeframe Analysis' in the Multi-Timeframe Settings section
2. **Configure Timeframes**: Set appropriate higher timeframes based on your trading style:
- Timeframe 1: Default is now 15 minutes (intraday confirmation)
- Timeframe 2: Default is 4 hours (trend direction)
3. **Select Sources per Indicator**: For each indicator (RSI, KEMAD, Volume, etc.), choose:
- The desired timeframe (current, mtf1, or mtf2)
- The appropriate price type (open, high, low, close, hl2, hlc3, ohlc4)
### Entry Strategies
- **Breakout**: Enter when price breaks above/below the channel
- **Pullback**: Enter when price pulls back to the channel
- **Mean Reversion**: Enter when price is extended from the channel
You can enable different strategies for long and short positions.
### Core Components
### Risk Management
- **Position Size**: Control risk with percentage-based position sizing
- **Stop Loss Options**:
- Fixed: Set a specific price or percentage from entry
- ATR-based: Dynamic stop-loss based on market volatility
- Swing: Uses recent swing high/low points
- **Take Profit**: Multiple targets with percentage allocation
- **Trailing Stop**: Dynamic stop that follows price movement
## Advanced Usage Strategies
### Moving Average Type Selection Guide
- **SMA**: More stable in choppy markets, good for higher timeframes
- **EMA/WMA**: More responsive to recent price changes, better for entry signals
- **VWMA**: Adds volume weighting for stronger trends, use with Volume filter
- **HMA**: Balance between responsiveness and noise reduction, good for volatile markets
### Multi-Timeframe Strategy Approaches
- **Trend Confirmation**: Use higher timeframe RSI (mtf2) for overall trend, current timeframe for entries
- **Entry Precision**: Use KEMAD on current timeframe with volume filter on mtf1
- **False Signal Reduction**: Apply RSI filter on mtf1 with strict KEMAD settings
### Market Condition Optimization
| Market Condition | Recommended Settings |
|------------------|----------------------|
| **Trending** | Use Breakout strategy with KEMAD filter on higher timeframe |
| **Ranging** | Use Mean Reversion with strict RSI filter (mtf1) |
| **Volatile** | Increase ATR multipliers, use HMA for moving averages |
| **Low Volatility** | Decrease noise parameters, use pullback strategy |
## Webhook Integration
The strategy features a professional webhook system that allows direct connectivity to your exchange or trading platform of choice through third-party services like 3commas, Alertatron, or Autoview.
The webhook payload includes all necessary parameters for automated execution:
- Entry price and direction
- Stop loss and take profit levels
- Position size
- Custom identifier for webhook routing
## Performance Optimization Tips
1. **Start with Defaults**: Begin with the default settings for your timeframe before customizing
2. **Adjust One Component at a Time**: Make incremental changes and test the impact
3. **Match MA Types to Market Conditions**: Use appropriate moving average types based on the Market Condition Optimization table
4. **Timeframe Synergy**: Create logical relationships between timeframes (e.g., 5min chart with 15min and 4h higher timeframes)
5. **Periodic Retuning**: Markets evolve - regularly review and adjust parameters
## Common Setups
### Crypto Trend-Following
- MLMA with EMA or HMA
- Higher RSI thresholds (75/25)
- KEMAD filter on mtf1
- Breakout entry strategy
### Stock Swing Trading
- MLMA with SMA for stability
- Volume filter with higher threshold
- KEMAD with increased filter order
- Pullback entry strategy
### Forex Scalping
- MLMA with WMA and lower noise parameter
- RSI filter on current timeframe
- Use highest timeframe for trend direction only
- Mean Reversion strategy
## Webhook Configuration
- **Benefits**:
- Automated trade execution without manual intervention
- Immediate response to market conditions
- Consistent execution of your strategy
- **Implementation Notes**:
- Requires proper webhook configuration on your exchange or platform
- Test thoroughly with small position sizes before full deployment
- Consider latency between signal generation and execution
### Backtesting Period
Define a specific historical period to evaluate the bot's performance:
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Start Date** | Beginning of backtest period | January 1, 2025 |
| **End Date** | End of backtest period | December 31, 2026 |
- **Best Practice**: Test across different market conditions (bull markets, bear markets, sideways markets)
- **Limitation**: Past performance doesn't guarantee future results
## Entry and Exit Strategies
### Dual-Channel System
A key innovation of the Bober XM is its dual-channel approach:
- **Independent Parameters**: Each trade direction has its own channel settings
- **Asymmetric Trading**: Recognizes that markets often behave differently in uptrends versus downtrends
- **Optimized Performance**: Fine-tune settings for both bullish and bearish conditions
This approach allows the bot to adapt to the natural asymmetry of markets, where uptrends often develop gradually while downtrends can be sharp and sudden.
### Channel Types
#### 1. Keltner Channels
Traditional volatility-based channels using EMA and ATR:
| Setting | Long Default | Short Default |
|---------|--------------|---------------|
| **EMA Length** | 37 | 20 |
| **ATR Length** | 13 | 17 |
| **Multiplier** | 1.4 | 1.9 |
| **Source** | low | high |
- **Strengths**:
- Reliable in trending markets
- Less prone to whipsaws than Bollinger Bands
- Clear visual representation of volatility
- **Weaknesses**:
- Can lag during rapid market changes
- Less effective in choppy, non-trending markets
#### 2. Machine Learning Moving Average (MLMA)
Advanced predictive model using kernel regression (RBF kernel):
| Setting | Description | Options |
|---------|-------------|--------|
| **Source MA** | Price data used for MA calculations | Any price source (low/high/close/etc.) |
| **Moving Average Type** | Type of MA algorithm for calculations | SMA, EMA, WMA, VWMA, RMA, HMA |
| **Trend Source** | Price data used for trend determination | Any price source (close default) |
| **Window Size** | Historical window for MLMA calculations | 5+ (default: 16) |
| **Forecast Length** | Number of bars to forecast ahead | 1+ (default: 3) |
| **Noise Parameter** | Controls smoothness of prediction | 0.01+ (default: ~0.43) |
| **Band Multiplier** | Multiplier for channel width | 0.1+ (default: 0.5-0.6) |
- **Strengths**:
- Predictive rather than reactive
- Adapts quickly to changing market conditions
- Better at identifying trend reversals early
- **Weaknesses**:
- More computationally intensive
- Requires careful parameter tuning
- Can be sensitive to input data quality
### Entry Strategies
| Strategy | Description | Ideal Market Conditions |
|----------|-------------|-------------------------|
| **Breakout** | Enters when price breaks through channel bands, indicating strong momentum | High volatility, emerging trends |
| **Pullback** | Enters when price retraces to the middle band after testing extremes | Established trends with regular pullbacks |
| **Mean Reversion** | Enters at channel extremes, betting on a return to the mean | Range-bound or oscillating markets |
#### Breakout Strategy (Default)
- **Implementation**: Enters long when price crosses above the upper band, short when price crosses below the lower band
- **Strengths**: Captures strong momentum moves, performs well in trending markets
- **Weaknesses**: Can lead to late entries, higher risk of false breakouts
- **Optimization Tips**:
- Increase channel multiplier for fewer but more reliable signals
- Combine with volume confirmation for better accuracy
#### Pullback Strategy
- **Implementation**: Enters long when price pulls back to middle band during uptrend, short during downtrend pullbacks
- **Strengths**: Better entry prices, lower risk, higher probability setups
- **Weaknesses**: Misses some strong moves, requires clear trend identification
- **Optimization Tips**:
- Use with trend filters to confirm overall direction
- Adjust middle band calculation for market volatility
#### Mean Reversion Strategy
- **Implementation**: Enters long at lower band, short at upper band, expecting price to revert to the mean
- **Strengths**: Excellent entry prices, works well in ranging markets
- **Weaknesses**: Dangerous in strong trends, can lead to fighting the trend
- **Optimization Tips**:
- Implement strong trend filters to avoid counter-trend trades
- Use smaller position sizes due to higher risk nature
### Confirmation Indicators
#### Pivot Point SuperTrend
Combines pivot points with ATR-based SuperTrend for trend confirmation:
| Setting | Default Value |
|---------|---------------|
| **Pivot Period** | 25 |
| **ATR Factor** | 2.2 |
| **ATR Period** | 41 |
- **Function**: Identifies significant market turning points and confirms trend direction
- **Implementation**: Requires price to respect the SuperTrend line for trade confirmation
#### Weighted Moving Average (WMA)
Provides additional confirmation layer for entries:
| Setting | Default Value |
|---------|---------------|
| **Period** | 15 |
| **Source** | ohlc4 (average of Open, High, Low, Close) |
- **Function**: Confirms trend direction and filters out low-quality signals
- **Implementation**: Price must be above WMA for longs, below for shorts
### Exit Strategies
#### On-Balance Volume (OBV) Based Exits
Uses volume flow to identify potential reversals:
| Setting | Default Value |
|---------|---------------|
| **Source** | ohlc4 |
| **MA Type** | HMA (Options: SMA, EMA, WMA, RMA, VWMA, HMA) |
| **Period** | 22 |
- **Function**: Identifies divergences between price and volume to exit before reversals
- **Implementation**: Exits when OBV crosses its moving average in the opposite direction
- **Customizable MA Type**: Different MA types provide varying sensitivity to OBV changes:
- **SMA**: Traditional simple average, equal weight to all periods
- **EMA**: More weight to recent data, responds faster to price changes
- **WMA**: Weighted by recency, smoother than EMA
- **RMA**: Similar to EMA but smoother, reduces noise
- **VWMA**: Factors in volume, helpful for OBV confirmation
- **HMA**: Reduces lag while maintaining smoothness (default)
#### ADX Exit Confirmation
Uses Average Directional Index to confirm trend exhaustion:
| Setting | Default Value |
|---------|---------------|
| **ADX Threshold** | 35 |
| **ADX Smoothing** | 60 |
| **DI Length** | 60 |
- **Function**: Confirms trend weakness before exiting positions
- **Implementation**: Requires ADX to drop below threshold or DI lines to cross
## Filter System
### RSI Filter
- **Function**: Controls entries based on momentum conditions
- **Parameters**:
- Period: 15 (default)
- Overbought level: 71
- Oversold level: 23
- Multi-timeframe support: Current, MTF1 (15min), or MTF2 (4h)
- Customizable price source (open, high, low, close, hl2, hlc3, ohlc4)
- **Implementation**: Blocks long entries when RSI > overbought, short entries when RSI < oversold
### Volatility Filter
- **Function**: Prevents trading during excessive market volatility
- **Parameters**:
- Measure: ATR (Average True Range)
- Period: Customizable (default varies by timeframe)
- Threshold: Adjustable multiplier
- Multi-timeframe support
- Customizable price source
- **Implementation**: Blocks trades when current volatility exceeds threshold × average volatility
### Volume Filter
- **Function**: Ensures adequate market liquidity for trades
- **Parameters**:
- Threshold: 0.4× average (default)
- Measurement period: 5 (default)
- Moving average type: Customizable (HMA default)
- Multi-timeframe support
- Customizable price source
- **Implementation**: Requires current volume to exceed threshold × average volume
### Bollinger Bands Filter
- **Function**: Controls entries based on price relative to statistical boundaries
- **Parameters**:
- Period: Customizable
- Standard deviation multiplier: Adjustable
- Moving average type: Customizable
- Multi-timeframe support
- Customizable price source
- **Implementation**: Can require price to be within bands or breaking out of bands depending on strategy
### KEMAD Filter (Kalman EMA Distance)
- **Function**: Advanced trend confirmation using Kalman filter algorithm
- **Parameters**:
- Process Noise: 0.35 (controls smoothness)
- Measurement Noise: 24 (controls reactivity)
- Filter Order: 6 (higher = more smoothing)
- ATR Length: 8 (for bandwidth calculation)
- Upper Multiplier: 2.0 (for long signals)
- Lower Multiplier: 2.7 (for short signals)
- Multi-timeframe support
- Customizable visual indicators
- **Implementation**: Generates signals based on price position relative to Kalman-filtered EMA bands
## Risk Management System
### Position Sizing
Automatically calculates position size based on account equity and risk parameters:
| Setting | Default Value |
|---------|---------------|
| **Risk % of Equity** | 50% |
- **Implementation**:
- Position size = (Account equity × Risk %) ÷ (Entry price × Stop loss distance)
- Adjusts automatically based on volatility and stop placement
- **Best Practices**:
- Start with lower risk percentages (1-2%) until strategy is proven
- Consider reducing risk during high volatility periods
### Stop-Loss Methods
Multiple stop-loss calculation methods with separate configurations for long and short positions:
| Method | Description | Configuration |
|--------|-------------|---------------|
| **ATR-Based** | Dynamic stops based on volatility | ATR Period: 14, Multiplier: 2.0 |
| **Percentage** | Fixed percentage from entry | Long: 1.5%, Short: 1.5% |
| **PIP-Based** | Fixed currency unit distance | 10.0 pips |
- **Implementation Notes**:
- ATR-based stops adapt to changing market volatility
- Percentage stops maintain consistent risk exposure
- PIP-based stops provide precise control in stable markets
### Trailing Stops
Locks in profits by adjusting stop-loss levels as price moves favorably:
| Setting | Default Value |
|---------|---------------|
| **Stop-Loss %** | 1.5% |
| **Activation Threshold** | 2.1% |
| **Trailing Distance** | 1.4% |
- **Implementation**:
- Initial stop remains fixed until profit reaches activation threshold
- Once activated, stop follows price at specified distance
- Locks in profit while allowing room for normal price fluctuations
### Risk-Reward Parameters
Defines the relationship between risk and potential reward:
| Setting | Default Value |
|---------|---------------|
| **Risk-Reward Ratio** | 1.4 |
| **Take Profit %** | 2.4% |
| **Stop-Loss %** | 1.5% |
- **Implementation**:
- Take profit distance = Stop loss distance × Risk-reward ratio
- Higher ratios require fewer winning trades for profitability
- Lower ratios increase win rate but reduce average profit
### Filter Combinations
The strategy allows for simultaneous application of multiple filters:
- **Recommended Combinations**:
- Trending markets: RSI + KEMAD filters
- Ranging markets: Bollinger Bands + Volatility filters
- All markets: Volume filter as minimum requirement
- **Performance Impact**:
- Each additional filter reduces the number of trades
- Quality of remaining trades typically improves
- Optimal combination depends on market conditions and timeframe
### Multi-Timeframe Filter Applications
| Filter Type | Current Timeframe | MTF1 (15min) | MTF2 (4h) |
|-------------|-------------------|-------------|------------|
| RSI | Quick entries/exits | Intraday trend | Overall trend |
| Volume | Immediate liquidity | Sustained support | Market participation |
| Volatility | Entry timing | Short-term risk | Regime changes |
| KEMAD | Precise signals | Trend confirmation | Major reversals |
## Visual Indicators and Chart Analysis
The bot provides comprehensive visual feedback on the chart:
- **Channel Bands**: Keltner or MLMA bands showing potential support/resistance
- **Pivot SuperTrend**: Colored line showing trend direction and potential reversal points
- **Entry/Exit Markers**: Annotations showing actual trade entries and exits
- **Risk/Reward Zones**: Visual representation of stop-loss and take-profit levels
These visual elements allow for:
- Real-time strategy assessment
- Post-trade analysis and optimization
- Educational understanding of the strategy logic
## Implementation Guide
### TradingView Setup
1. Load the script in TradingView Pine Editor
2. Apply to your preferred chart and timeframe
3. Adjust parameters based on your trading preferences
4. Enable alerts for webhook integration
### Webhook Integration
1. Configure webhook URL in TradingView alerts
2. Set up receiving endpoint on your trading platform
3. Define message format matching the bot's output
4. Test with small position sizes before full deployment
### Optimization Process
1. Backtest across different market conditions
2. Identify parameter sensitivity through multiple tests
3. Focus on risk management parameters first
4. Fine-tune entry/exit conditions based on performance metrics
5. Validate with out-of-sample testing
## Performance Considerations
### Strengths
- Adaptability to different market conditions through dual channels
- Multiple layers of confirmation reducing false signals
- Comprehensive risk management protecting capital
- Machine learning integration for predictive edge
### Limitations
- Complex parameter set requiring careful optimization
- Potential over-optimization risk with so many variables
- Computational intensity of MLMA calculations
- Dependency on proper webhook configuration for execution
### Best Practices
- Start with conservative risk settings (1-2% of equity)
- Test thoroughly in demo environment before live trading
- Monitor performance regularly and adjust parameters
- Consider market regime changes when evaluating results
## Conclusion
The ₿ober XM v2.0 represents a significant evolution in trading strategy design, combining traditional technical analysis with machine learning elements and multi-timeframe analysis. The core strength of this system lies in its adaptability and recognition of market asymmetry.
### Market Asymmetry and Adaptive Approach
The strategy acknowledges a fundamental truth about markets: bullish and bearish phases behave differently and should be treated as distinct environments. The dual-channel system with separate parameters for long and short positions directly addresses this asymmetry, allowing for optimized performance regardless of market direction.
### Targeted Backtesting Philosophy
It's counterproductive to run backtests over excessively long periods. Markets evolve continuously, and strategies that worked in previous market regimes may be ineffective in current conditions. Instead:
- Test specific market phases separately (bull markets, bear markets, range-bound periods)
- Regularly re-optimize parameters as market conditions change
- Focus on recent performance with higher weight than historical results
- Test across multiple timeframes to ensure robustness
### Multi-Timeframe Analysis as a Game-Changer
The integration of multi-timeframe analysis fundamentally transforms the strategy's effectiveness:
- **Increased Safety**: Higher timeframe confirmations reduce false signals and improve trade quality
- **Context Awareness**: Decisions made with awareness of larger trends reduce adverse entries
- **Adaptable Precision**: Apply strict filters on lower timeframes while maintaining awareness of broader conditions
- **Reduced Noise**: Higher timeframe data naturally filters market noise that can trigger poor entries
The ₿ober XM v2.0 provides traders with a framework that acknowledges market complexity while offering practical tools to navigate it. With proper setup, realistic expectations, and attention to changing market conditions, it delivers a sophisticated approach to systematic trading that can be continuously refined and optimized.
Thai Gold BahtIndicator Name: Thai Gold Baht
Short Title: Thai Gold Baht
Purpose
This indicator calculates and visualizes the real-time price of 1 Thai Gold Baht (15.244 grams) based on the global gold price ( XAU/USD ) and the USD/THB exchange rate .
Users can customize gold weight and purity to simulate the local Thai gold market price.
What it does
Retrieves live gold price per troy ounce in USD
Retrieves current USD to Thai Baht exchange rate
Converts the value using user-defined weight and purity
Displays result as a real-time chart
Shows calculation details in the Data Window
Ideal for
Traders tracking Thai gold based on international prices
Analysts comparing local and global bullion markets
Anyone needing a configurable, transparent gold price conversion
Pine Script Functionality
// Uses XAU/USD and USD/THB as inputs
// Calculates 1 Baht Gold (96.5% default purity)
// Outputs the value in THB as a chart line
ชื่ออินดิเคเตอร์: Thai Gold Baht
ชื่อย่อ: Thai Gold Baht
วัตถุประสงค์
อินดิเคเตอร์นี้ใช้คำนวณและแสดงราคาทองคำไทย 1 บาท (15.244 กรัม) แบบเรียลไทม์
โดยอ้างอิงจากราคาทองคำในตลาดโลก ( XAU/USD ) และอัตราแลกเปลี่ยน USD/THB
ผู้ใช้สามารถกำหนดน้ำหนักทองและความบริสุทธิ์เองได้ เพื่อจำลองราคาทองคำในประเทศไทยอย่างแม่นยำ
สิ่งที่อินดิเคเตอร์นี้ทำ
ดึงราคาทองคำแบบเรียลไทม์ต่อทรอยออนซ์ในสกุลเงิน USD
ดึงอัตราแลกเปลี่ยน USD → THB แบบเรียลไทม์
คำนวณราคาจากน้ำหนักและเปอร์เซ็นต์ความบริสุทธิ์ที่ผู้ใช้กำหนด
แสดงผลลัพธ์เป็นกราฟแบบเรียลไทม์ในหน่วยบาทไทย
แสดงรายละเอียดการคำนวณในหน้าต่าง Data Window ของ TradingView
เหมาะสำหรับ
นักเทรดที่ต้องการติดตามราคาทองคำไทยจากราคาทองคำตลาดโลก
นักวิเคราะห์ที่เปรียบเทียบราคาทองคำในประเทศและต่างประเทศ
ผู้ใช้งานที่ต้องการการแปลงราคาทองคำระหว่างประเทศให้โปร่งใสและปรับแต่งได้
การทำงานของ Pine Script
// ใช้ข้อมูล XAU/USD และ USD/THB เป็นอินพุต
// คำนวณราคาทองคำไทย 1 บาท (ความบริสุทธิ์เริ่มต้นที่ 96.5%)
// แสดงผลเป็นเส้นกราฟของราคาทองคำในหน่วยบาทไทย
ICT Intraday FrameworkAutomating The Basics Of ICT Intraday Concepts:
NWOG/NDOG
-from 4:14pm to 9:29am a line will be drawn from 4:14pm close to anticipate ndog/nwog
-once 9:30am or later NDOG/NWOG is drawn with High, Mid, and Low prices
-has option to extend High, Mid, and Low price lines until start of new day at 2/3pm
First Presented Imbalance
-draws fp imb from 9:30-10am
-has option to extend High, Mid, and Low price lines until start of new day at 2/3pm
Custom Macro Window
-draw box around high and low of macro
-first presented imbalance of macro window
Future concepts im planning to add:
Asia BSL/SSL Highlight
Sharpe Ratio Forced Selling StrategyThis study introduces the “Sharpe Ratio Forced Selling Strategy”, a quantitative trading model that dynamically manages positions based on the rolling Sharpe Ratio of an asset’s excess returns relative to the risk-free rate. The Sharpe Ratio, first introduced by Sharpe (1966), remains a cornerstone in risk-adjusted performance measurement, capturing the trade-off between return and volatility. In this strategy, entries are triggered when the Sharpe Ratio falls below a specified low threshold (indicating excessive pessimism), and exits occur either when the Sharpe Ratio surpasses a high threshold (indicating optimism or mean reversion) or when a maximum holding period is reached.
The underlying economic intuition stems from institutional behavior. Institutional investors, such as pension funds and mutual funds, are often subject to risk management mandates and performance benchmarking, requiring them to reduce exposure to assets that exhibit deteriorating risk-adjusted returns over rolling periods (Greenwood and Scharfstein, 2013). When risk-adjusted performance improves, institutions may rebalance or liquidate positions to meet regulatory requirements or internal mandates, a behavior that can be proxied effectively through a rising Sharpe Ratio.
By systematically monitoring the Sharpe Ratio, the strategy anticipates when “forced selling” pressure is likely to abate, allowing for opportunistic entries into assets priced below fundamental value. Exits are equally mechanized, either triggered by Sharpe Ratio improvements or by a strict time-based constraint, acknowledging that institutional rebalancing and window-dressing activities are often time-bound (Coval and Stafford, 2007).
The Sharpe Ratio is particularly suitable for this framework due to its ability to standardize excess returns per unit of risk, ensuring comparability across timeframes and asset classes (Sharpe, 1994). Furthermore, adjusting returns by a dynamically updating short-term risk-free rate (e.g., US 3-Month T-Bills from FRED) ensures that macroeconomic conditions, such as shifting interest rates, are accurately incorporated into the risk assessment.
While the Sharpe Ratio is an efficient and widely recognized measure, the strategy could be enhanced by incorporating alternative or complementary risk metrics:
• Sortino Ratio: Unlike the Sharpe Ratio, the Sortino Ratio penalizes only downside volatility (Sortino and van der Meer, 1991). This would refine entries and exits to distinguish between “good” and “bad” volatility.
• Maximum Drawdown Constraints: Integrating a moving window maximum drawdown filter could prevent entries during persistent downtrends not captured by volatility alone.
• Conditional Value at Risk (CVaR): A measure of expected shortfall beyond the Value at Risk, CVaR could further constrain entry conditions by accounting for tail risk in extreme environments (Rockafellar and Uryasev, 2000).
• Dynamic Thresholds: Instead of static Sharpe thresholds, one could implement dynamic bands based on the historical distribution of the Sharpe Ratio, adjusting for volatility clustering effects (Cont, 2001).
Each of these risk parameters could be incorporated into the current script as additional input controls, further tailoring the model to different market regimes or investor risk appetites.
References
• Cont, R. (2001) ‘Empirical properties of asset returns: stylized facts and statistical issues’, Quantitative Finance, 1(2), pp. 223-236.
• Coval, J.D. and Stafford, E. (2007) ‘Asset Fire Sales (and Purchases) in Equity Markets’, Journal of Financial Economics, 86(2), pp. 479-512.
• Greenwood, R. and Scharfstein, D. (2013) ‘The Growth of Finance’, Journal of Economic Perspectives, 27(2), pp. 3-28.
• Rockafellar, R.T. and Uryasev, S. (2000) ‘Optimization of Conditional Value-at-Risk’, Journal of Risk, 2(3), pp. 21-41.
• Sharpe, W.F. (1966) ‘Mutual Fund Performance’, Journal of Business, 39(1), pp. 119-138.
• Sharpe, W.F. (1994) ‘The Sharpe Ratio’, Journal of Portfolio Management, 21(1), pp. 49-58.
• Sortino, F.A. and van der Meer, R. (1991) ‘Downside Risk’, Journal of Portfolio Management, 17(4), pp. 27-31.
Sharpe & Sortino Ratio PROSharpe & Sortino Ratio PRO offers an advanced and more precise way to calculate and visualize the Sharpe and Sortino Ratios for financial assets on TradingView. Its main goal is to provide a scientifically accurate method for assessing the risk-adjusted performance of assets, both in the short and long term. Unlike TradingView’s built-in metrics, this script correctly handles periodic returns, uses optional logarithmic returns, properly annualizes both returns and volatility, and adjusts for the risk-free rate — all critical factors for truly meaningful Sharpe and Sortino calculations.
Users can customize the rolling analysis window (e.g., 252 periods for one year on daily data) and the long-term smoothing period (e.g., 1260 periods for five years). There’s also an option to select between linear and logarithmic returns and to manually input a risk-free rate if real-time data from FRED (the 3-Month T-Bill Rate via FRED:DGS3MO) is unavailable. Based on the chart’s timeframe (daily, weekly, or monthly), the script automatically adjusts the risk-free rate to a per-period basis.
The Sharpe Ratio is calculated by first determining the asset’s excess returns (returns after subtracting the risk-free return per period), then computing the average and standard deviation of those excess returns over the specified window, and finally annualizing these figures separately — in line with best scientific practices (Sharpe, 1994). The Sortino Ratio follows a similar approach but only considers negative returns, focusing specifically on downside risk (Sortino & Van der Meer, 1991).
To enhance readability, the script visualizes the ratios using a color gradient: strong negative values are shown in red, neutral values in yellow, and strong positive values in green. Additionally, the long-term averages for both Sharpe and Sortino are plotted with steady colors (teal and orange, respectively), making it easier to spot enduring performance trends.
Why calculating Sharpe and Sortino Ratios manually on TradingView is necessary?
While TradingView provides basic Sharpe and Sortino Ratios, they come with significant methodological flaws that can lead to misleading conclusions about an asset’s true risk-adjusted performance.
First, TradingView often computes volatility based on the standard deviation of price levels rather than returns (TradingView, 2023). This method is problematic because it causes the volatility measure to be directly dependent on the asset’s absolute price. For instance, a stock priced at $1,000 will naturally show larger absolute daily price moves than a $10 stock, even if their percentage changes are similar. This artificially inflates the measured standard deviation and, as a result, depresses the calculated Sharpe Ratio.
Second, TradingView frequently neglects to adjust for the risk-free rate. By treating all returns as risky returns, the computed Sharpe Ratio may significantly underestimate risk-adjusted performance, especially when interest rates are high (Sharpe, 1994).
Third, and perhaps most critically, TradingView doesn’t properly annualize the mean excess return and the standard deviation separately. In correct financial math, the mean excess return should be multiplied by the number of periods per year, while the standard deviation should be multiplied by the square root of the number of periods per year (Cont, 2001; Fabozzi et al., 2007). Incorrect annualization skews the Sharpe and Sortino Ratios and can lead to under- or overestimating investment risk.
These flaws lead to three major issues:
• Overstated volatility for high-priced assets.
• Incorrect scaling between returns and risk.
• Sharpe Ratios that are systematically biased downward, especially in high-price or high-interest environments.
How to properly calculate Sharpe and Sortino Ratios in Pine Script?
To get accurate results, the Sharpe and Sortino Ratios must be calculated using the correct methodology:
1. Use returns, not price levels, to calculate volatility. Ideally, use logarithmic returns for better mathematical properties like time additivity (Cont, 2001).
2. Adjust returns by subtracting the risk-free rate on a per-period basis to obtain true excess returns.
3. Annualize separately:
• Multiply the mean excess return by the number of periods per year (e.g., 252 for daily data).
• Multiply the standard deviation by the square root of the number of periods per year.
4. Finally, divide the annualized mean excess return by the annualized standard deviation to calculate the Sharpe Ratio.
The Sortino Ratio follows the same structure but uses downside deviations instead of standard deviations.
By following this scientifically sound method, you ensure that your Sharpe and Sortino Ratios truly reflect the asset’s real-world risk and return characteristics.
References
• Cont, R. (2001). Empirical properties of asset returns: stylized facts and statistical issues. Quantitative Finance, 1(2), pp. 223–236.
• Fabozzi, F.J., Gupta, F. and Markowitz, H.M. (2007). The Legacy of Modern Portfolio Theory. Journal of Investing, 16(3), pp. 7–22.
• Sharpe, W.F. (1994). The Sharpe Ratio. Journal of Portfolio Management, 21(1), pp. 49–58.
• Sortino, F.A. and Van der Meer, R. (1991). Downside Risk: Capturing What’s at Stake in Investment Situations. Journal of Portfolio Management, 17(4), pp. 27–31.
• TradingView (2023). Help Center - Understanding Sharpe and Sortino Ratios. Available at: www.tradingview.com (Accessed: 25 April 2025).
