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Trend Analizi

PCA Regime & Conviction IndexThis indicator diagnoses the underlying character and conviction of the market's current behavior, going far beyond simple price direction. Instead of just asking "Is the market going up or down?", this tool answers the more critical question: "How is the market moving right now?" To do this, it provides two key pieces of information: 1. It Identifies the Current Market Phase. The indicator classifies the market's behavior into one of four distinct phases, which are displayed as a clear background color and an explicit text label: Quiet Bull: A steady, healthy, low-volatility uptrend. Volatile Bull: An explosive, energetic, or potentially exhaustive uptrend. Quiet Bear: A slow, grinding, low-volatility downtrend or "bleed." Volatile Bear: A sharp, high-energy, or panic-driven downtrend. This tells you the fundamental personality of the market at a glance. 2. It Measures the Conviction of That Phase. Alongside identifying the phase, the indicator plots a "Conviction Index"—a clear gold line oscillating between 0 and 100. This index measures the strength and clarity of the current market phase. A high conviction level (e.g., above 75) means the current phase is strong, stable, and decisive. A low conviction level (e.g., below 25) means the phase is weak, uncertain, and lacks energy. The Ultimate Benefit: By understanding both what the market is doing (the phase) and how strongly it's doing it (the conviction), a trader can make more intelligent decisions. It helps you adapt your strategy in real-time by providing a clear framework to: Confidently pursue trends when the market is in a high-conviction "Quiet Bull" or "Quiet Bear" phase. Exercise caution and manage risk during high-conviction "Volatile" phases. Avoid whipsaws and frustration by recognizing when the market has low conviction and is likely to be choppy and unpredictable, regardless of the phase.
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marcosag90 tarafından
⚙️ 𝓕𝓪𝓬𝓽𝓸𝓻𝓕𝓾𝓼𝓲𝓸𝓷 ⚙️ | QuantMAC⚙️ FactorFusion ⚙️ - Advanced Multi-Factor Crypto Portfolio System 🤔 What is FactorFusion? FactorFusion is a comprehensive cryptocurrency portfolio rotation system 🔄 designed to help traders systematically identify and invest in the strongest-performing assets. Unlike basic indicators that merely signal buy or sell opportunities, FactorFusion is a complete trading framework ⚡. It analyzes up to 38 crypto assets 📊 at once—such as BONKUSD, WIFUSD, and PEPEUSD—and dynamically selects the top 3 performers 🏆 based on a combination of advanced financial metrics like alpha , beta , and a proprietary Trend Probability Index (TPI) . It also incorporates market regime detection 🔍 and a BB% market filter to ensure trades align with favorable conditions, switching to cash 💰 during choppy or bearish markets to protect your capital 🛡️. Working on previous bar close data and a visually intuitive interface, FactorFusion empowers traders to make data-driven decisions with confidence. ✨ 👥 Who Should Use This Indicator? 📈 Swing Traders : Ideal for rotating positions over days to weeks based on momentum. 💼 Portfolio Managers : Offers a systematic way to allocate capital across crypto assets. 🧮 Quantitative Traders : Provides robust data and backtesting capabilities for strategy refinement. 🎯 Advanced Investors : Delivers professional-grade tools for risk management and performance analysis. ⚙️ Core Components Explained FactorFusion 's strength lies in its multi-layered approach. Here's a detailed breakdown of its key components and how they function within the system: 📊 Alpha & Beta Analysis Alpha 🎯: Measures an asset's excess return compared to a benchmark (default: CRYPTOCAP:OTHERS). How It Works : Calculated over a configurable period (default: 40 bars), alpha quantifies how much an asset outperforms the market after adjusting for risk. For example, an alpha of 0.5% means the asset beats the benchmark by 0.5% daily. Role in Selection : Only assets with alpha ≥ a threshold (default: 0.3%) are eligible, ensuring weak performers are filtered out 🚫. Interpretation : Positive alpha (e.g., green in the table) signals potential outperformance 🟢. Beta 📈: Assesses an asset's volatility and correlation with the market. How It Works : Computed over 40 bars by default, beta shows how sensitive an asset is to market movements (e.g., beta of 1.2 means 20% more volatile than the benchmark). Role : Complements alpha by providing a risk context, though it's not a direct filter in selection. Interpretation : Helps you understand the risk exposure of top-ranked assets. ⚖️ Together, alpha and beta provide a risk-adjusted lens for identifying high-performing assets. 🔍 🔥 Trend Probability Index (TPI) What It Is : A proprietary momentum signal derived from Bollinger Bands. 📊 (might change this to be more comprehensive in the near future) How It Works : Uses a base length (default: 31 bars), standard deviation length (default: 65 bars), and multiplier (default: 2.6) to calculate Bollinger Bands on the asset's price. Converts the price's position within the bands into a percentage (BB% Multiplier: 100), then compares it to thresholds: Positive TPI : Above 83% (bullish momentum 🚀). Negative TPI : Below 66% (bearish momentum 📉). Role in Selection : Only assets with positive TPI qualify for ranking, ensuring the system targets assets in strong uptrends. Interpretation : A "Positive" TPI in the table means the asset is trending upward ⬆️, making it a candidate for selection. 🔄 Market Regime Detection A sophisticated filter that identifies whether the market is in a trending phase (prices moving steadily up or down) or a mean-reverting phase (prices oscillating within a range). This helps decide whether to trade or stay in cash. How It Works : It combines multiple statistical tests, each customizable, to assess market conditions. These tests contribute to a Trend Confidence Score , which determines the market regime. Here’s how each component works and is calculated: KPSS Test (Lookback: 30, Significance: 0.05): What It Does : Checks if prices are stationary (mean-reverting) or non-stationary (trending). How It’s Calculated : Analyzes the last 30 bars of price data to test for a unit root—a statistical sign of a trend. It produces a test statistic; if this exceeds 0.05 (the significance level), it indicates a trend. Why It Matters : A trending result increases the confidence score. Choppiness Index (Period: 16, Signal: 10): What It Does : Measures how “choppy” or sideways the market is. How It’s Calculated : Over 16 bars, it calculates price range relative to total movement, scaled from 0 to 100. Values above 61.8 suggest high choppiness (no trend), while below 38.2 indicate a trend. A 10-bar signal line smooths the result. Why It Matters : Low choppiness boosts the trend confidence. Hilbert Transform (Smoothing: 24, Filter: 20): What It Does : Breaks down price data to confirm if the market is trending or cycling. How It’s Calculated : Uses a mathematical process (Hilbert Transform) over 24 bars to separate trend and cycle components, then applies a 20-bar filter to smooth the output. Why It Matters : A strong trend component raises the confidence score. DMI Component (Threshold: 25): What It Does : Assesses the strength and direction of a trend (optional). How It’s Calculated : Uses the Directional Movement Index (DMI) over 14 bars, comparing +DI (upward movement) and -DI (downward movement). If the difference exceeds 25, it signals a strong trend. Why It Matters : A large difference supports a trending market. ADF Test (Threshold: -1.5, Lookback: 30): What It Does : Tests if prices are stationary (mean-reverting) or trending (optional). How It’s Calculated : The Augmented Dickey-Fuller test analyzes 30 bars of price data. A test statistic below -1.5 indicates stationarity (no trend); above -1.5 suggests a trend. Why It Matters : A non-stationary result adds to trend confidence. Each test’s result feeds into the Trend Confidence Score . If the score exceeds a threshold (e.g., 0.25), the market is classified as trending, prompting trades. Otherwise, it’s mean-reverting, and the system avoids trading. Aggregation : Combines these signals into a Trend Confidence Score (threshold: 0.25). If >0, the market is trending 📈; otherwise, it's mean-reverting 🔄. Role : The system only takes positions during trending conditions, switching to cash otherwise. 💰 Interpretation : Displayed as "Trending" or "Mean Reverting" in the table, with a percentage (e.g., 75%) showing the proportion of assets trending. 🛡️ BB% Market Filter What It Is : An additional safety check using Bollinger Band percentiles on a market index (default: CRYPTOCAP:OTHERS). 🔒 How It Works : Calculates Bollinger Bands (Base: 35, SD Length: 40, Multiplier: 2.7) on a chosen timeframe (default: 480 minutes). Converts the index's position into a percentage (default multiplier: 100). Bullish : Above 83% ▲▲▲ 🟢. Bearish : Below 44% ▼▼▼ 🔴. Role : Ensures the broader market is bullish before allowing positions. If bearish, the system shifts to cash. 💰 Interpretation : Plotted as a green (bullish) or red (bearish) line; also shown as "BULLISH" or "BEARISH" in the table. 🔧 How It Works - The Selection Process FactorFusion follows a rigorous, step-by-step process to manage your portfolio: Analyzes all 38 assets for their TPI signals. 🔍 Keeps only assets with alpha ≥ 0.3% (configurable). ✅ Confirms a trending regime via statistical tests. 📈 Verifies a bullish BB% filter (if enabled). 🟢 Ranks eligible assets by alpha and selects the top 3 . 🏆 Allocates equal weight to the top 3 assets if conditions are met. ⚖️ Switches to cash if the market turns unfavorable. 💰 Applies a swap fee (default: 0.1%) on rotations for realistic performance tracking. 💸 Recalculates equity and metrics like Sharpe and Sortino ratios in real time. 📊 This ensures your portfolio stays aligned with the strongest assets in optimal market conditions. 🎯 📱 Visual Interface Breakdown FactorFusion 's outputs are displayed in three intuitive tables and plots: 📋 Main Asset Table Columns : Asset : Lists all 38 assets (e.g., BONKUSD). 💎 TPI : "Positive" (🟢) or "Negative" (🔴). Rank : "1", "2", "3" for selected assets; "N/A" otherwise. 🏆 Alpha : Excess return % (green if ≥ 0.3%). 📈 Regime : "Trending" or "Mean Reverting" per asset. 🌊 Highlights : Top 3 assets are highlighted in green when active. ✨ 💼 Current Positions Table Shows the 3 active assets (e.g., WIFUSD, PEPEUSD, DOGEUSD) or "Cash" if no positions are held. 💰 Centered for quick reference. 🎯 📊 Performance Metrics Table Rotations : Total position changes (e.g., 150). 🔄 Sharpe : Risk-adjusted return (e.g., 2.5). 📈 Sortino : Downside risk-adjusted return (e.g., 2.1). 🛡️ Omega : Advanced performance ratio (e.g., 2). ⚡ Total : Return multiplier (e.g., 120.7x). 💰 Max DD : Maximum drawdown (e.g., -28.3%). 📉 Prev Day % : Yesterday's gain/loss (e.g., +15.5%). 📅 🎨 Visual Features Equity Curve : Plots portfolio value (blue when in positions, white when in cash). 📈 Market Filter Plot : Tracks the BB% filter (green = bullish, red = bearish). 🚦 Background Colors : Green during trending markets, red during mean-reverting phases. 🌈 Color Schemes : Choose from Default, Sky Blue, Universo, Dark, or Midnight Blue (default: Dark). 🎨 ⏰ Timeframe Recommendations 8H : Best for swing trading. 📈 1D : Suited for longer-term positions. 📅 12H : Balanced option for active management. ⚡ 🔧 Key Settings You Can Customize Alpha Threshold : Minimum outperformance (default: 0.3%). 🎯 Assets List : Edit the 38 assets (e.g., add XMRUSD, remove FARTCOINUSD). 📝 BB% Filter : Enable/disable or adjust thresholds (83% long, 44% short). 🛡️ Regime Tests : Toggle KPSS , Choppiness , etc., and set confidence levels. ⚙️ Swap Fees : Adjust transaction costs (default: 0.1%). 💸 Backtest Period : Set start date (default: January 2024). 📅 🎯 Perfect For Eliminating emotional trading with a systematic approach. 🧠 Managing a crypto portfolio with data-driven precision. 📊 Backtesting and optimizing quantitative strategies. 🔬 Balancing risk and reward in volatile markets. ⚖️ ⚠️ Important Notes This is a portfolio rotation system , not a simple signal indicator. 🔄 Requires basic knowledge of portfolio concepts like alpha and drawdown. 📚 Optimized for higher timeframes (4H+). ⏰ Includes realistic swap fees and market filters for practical use. 💼 Protects capital by exiting to cash during poor conditions. 🛡️ 🌟 Why FactorFusion Stands Out FactorFusion blends academic financial metrics ( alpha , beta ) with crypto-specific tools ( TPI , regime detection ) to create a unique, professional-grade system. It's like having a quant analyst team at your fingertips 👥, constantly scanning the market, ranking assets, and adjusting your portfolio based on statistical edges—all in real time. ⚡ Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets. Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading. Works on previous bar's close data to not cause repainting issues Ready to elevate your crypto trading? 🚀 Any Questions - DM
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Quant_MAC tarafından
𝗫~𝗩𝗜𝗣 x 𝗔𝗜 🤖~1.0Our revolutionary trading indicator is the result of meticulously combining around 20 advanced technical indicators, 5 time-tested strategies, and over 130 crucial technical analysis factors. Beyond this robust foundation, we’ve infused it with cutting-edge artificial intelligence, ensuring real-time adaptability to dynamic market conditions. This powerhouse tool also integrates sophisticated market sentiment analysis, historical data pattern recognition, and volatility-based predictive algorithms. Designed for both novice and seasoned traders, our indicator continuously scans for optimal trading opportunities, generating high-probability buy and sell signals. With seamless integration of order flow analytics and liquidity mapping, it offers deeper market insights, helping traders make smarter decisions. The result? A tool that achieves an impressive accuracy of around 90%, consistently outperforming typical market expectations. Whether you’re aiming for precise scalping or long-term swings, our indicator empowers you to trade with confidence and a clear edge over the market.
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trade-with-vip tarafından
2
Adaptive Moving AverageThis is a sophisticated Adaptive Moving Average (AMA) indicator written in Pine Script v6 for TradingView. It's designed to automatically adjust its smoothing period based on market conditions, becoming more responsive in trending markets and more stable during choppy/sideways periods. Core Concept & Philosophy The fundamental idea is that traditional moving averages use fixed periods, which creates a trade-off: short periods are responsive but noisy, while long periods are smooth but lag significantly. This AMA solves that by dynamically adjusting its length based on real-time market analysis. How the Adaptive Mechanism Works 1. Multi-Indicator Market Analysis The script analyzes market conditions using 11 different technical indicators, each measuring different aspects of market behavior: Trend Strength Indicators: RSI (Relative Strength Index): Measures momentum and overbought/oversold conditions MACD: Detects trend changes and momentum shifts ADX (Average Directional Index): Quantifies trend strength Aroon Oscillator: Identifies trend direction and strength Volatility Indicators: Bollinger Bands Width: Measures price volatility expansion/contraction Choppiness Index: Determines if market is trending or ranging Rate of Change (ROC): Measures price momentum Andean Oscillator: A volatility-based trend indicator Market Flow Indicators: Money Flow Index (MFI): Volume-weighted RSI Chande Momentum Oscillator: Alternative momentum measure Price Reference Points: TWAP (Time-Weighted Average Price): Daily volume-weighted benchmark VWAP (Volume-Weighted Average Price): Intraday volume benchmark TRAMA (Triangular Moving Average): Adaptive trend-following average 2. Normalization Process Each indicator is normalized to a 0-1 scale to ensure equal weighting: // Example: RSI normalized from 30-70 range to 0-1 rsi_norm = (rsi - 30) / 40 // Price deviation as percentage vwap_dev = math.abs(src - vwap) / src This prevents any single indicator from dominating the adaptive calculation. 3. Composite Scoring System The script creates three key scores: Volatility Score: Average of all 11 normalized indicators Trend Strength: Combination of ADX, Aroon, and MACD Momentum: Blend of RSI, MFI, and Chande Momentum 4. Adaptive Length Calculation The final adaptive factor combines these scores: adaptive_factor = (volatility_score + volatility + (1 - trend_strength)) / 3 Key Logic: High volatility + weak trend → Higher adaptive_factor → Longer MA period (more smoothing) Low volatility + strong trend → Lower adaptive_factor → Shorter MA period (more responsive) The adaptive length is then calculated: adaptive_length = min_length + (max_length - min_length) * adaptive_factor Market Condition Responses Trending Markets Strong directional movement detected by ADX and Aroon Low choppiness and clear MACD signals Result: Shorter MA period for quick trend following Choppy/Sideways Markets High choppiness index values Conflicting signals from trend indicators Wide Bollinger Bands indicating volatility Result: Longer MA period to filter out noise Volatile Markets Large price deviations from VWAP/TWAP High ROC and Andean oscillator readings Result: Increased smoothing to avoid false signals Advanced Smoothing Options After calculating the base adaptive MA, users can apply additional smoothing filters: SMA/EMA/RMA/WMA: Standard moving averages ALMA (Arnaud Legoux MA): Low-lag, customizable smoothing Hull MA: Reduces lag while maintaining smoothness T3: Triple exponential smoothing for ultra-smooth results Practical Implementation Benefits 1. Reduced Whipsaws In choppy markets, the longer periods prevent false breakout signals that plague fixed-period MAs. 2. Faster Trend Recognition In clear trends, shorter periods allow quicker entry/exit signals without excessive lag. 3. Market Regime Adaptation The indicator automatically adjusts to changing market conditions without manual intervention. 4. Multi-Timeframe Relevance Works across different timeframes as it adapts to the specific volatility and trending characteristics of each period. Technical Robustness The script includes several protective measures: NaN Protection: Handles missing data gracefully Bounds Checking: Ensures adaptive_factor stays between 0-1 Manual ADX Implementation: Avoids built-in function limitations Proper Variable Initialization: Uses var declarations for stateful calculations Usage Strategy This AMA is particularly effective for: Trend Following: Provides cleaner trend signals than fixed MAs Support/Resistance: Dynamic levels that adapt to market volatility Entry/Exit Timing: Reduces lag in trending markets, filters noise in ranging markets Multi-Asset Trading: Automatically adjusts to different asset volatility profiles The indicator essentially acts as an intelligent moving average that "thinks" about current market conditions and adjusts its behavior accordingly, making it a powerful tool for both systematic and discretionary trading approaches.
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akhlaque16g55 tarafından
Swing High Low Detector by RV5📄 Description The Swing High Low Detector is a visual indicator that automatically detects and displays swing highs and swing lows on the chart. Swings are determined based on configurable strength parameters (number of bars before and after a high/low), allowing users to fine-tune the sensitivity of the swing points. 🔹 Current swing levels are shown as solid (or user-defined) lines that dynamically extend until broken. 🔹 Past swing levels are preserved as dashed/dotted lines once broken, allowing traders to see previous support/resistance zones. 🔹 Customizable line colors, styles, and thickness for both current and past levels. This indicator is useful for: Identifying key market structure turning points Building breakout strategies Spotting trend reversals and swing zones ⚙️ How to Use 1. Add the indicator to any chart on any timeframe. 2. Adjust the Swing Strength inputs to change how sensitive the detector is: A higher value will filter out smaller moves. A lower value will capture more frequent swing points. 3. Customize the line styles for visual preference. Choose different colors, line styles (solid/dashed/dotted), and thickness for: Current Swing Highs (SH) Past Swing Highs Current Swing Lows (SL) Past Swing Lows 4. Observe: As new swing highs/lows are detected, the indicator draws a new current level. Once price breaks that level, the line is archived as a past level and a new current swing is drawn. ✅ Features Fully customizable styling for all lines Real-time updates and automatic level tracking Supports all chart types and instruments 👨‍💻 Credits Script logic and implementation by RV5. This script was developed as a tool to improve price action visualization and trading structure clarity. Not affiliated with any financial institution. Use responsibly.
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R_V5 tarafından
5
Range_RadarUnlock the power of dynamic market structure with Range_Radar Full Suite! This advanced indicator automatically plots crucial daily, previous day, weekly, and monthly high and low levels directly on your chart, helping you identify key support and resistance zones at a glance. Designed with flexibility in mind, it features intuitive toggles that let you customize which levels and labels to display, ensuring a clean and tailored trading experience for any style or timeframe. Whether you’re a day trader hunting intraday pivots or a swing trader focusing on broader market trends, Range_Radar simplifies your analysis by providing visually distinct lines and labels that update in real-time. Take control of your charts, enhance your decision-making, and trade with greater confidence using this versatile, lightweight tool built for precision and clarity.
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CatalystPhoenix tarafından
EMA Trend Cross Signal LOGIC : This strategy opens position if shorter period Exponential Moving Average (EMA) crosses over or crosses under the longer period EMA and exits position if any of the 3 exit conditions mentioned below is fulfilled ENTRY CONDITIONS : LONG ENTRY - shorter period EMA crosses over longer period EMA SHORT ENTRY - shorter period EMA crosses under longer period EMA EXIT CONDITIONS : BOTH EMA CROSSED - LONG EXIT - If price closes below both the shorter period EMA & longer period EMA SHORT EXIT - If price closes above both the shorter period EMA & longer period EMA STOP-LOSS HIT - LONG EXIT - If price closes below the LOW created at the time of ema crossover SHORT EXIT - If price closes above the HIGH created at the time of ema crossover EMA CROSS - LONG EXIT - If shorter period EMA crosses under longer period EMA SHORT EXIT - If shorter period EMA crosses above longer period EMA EXAMPLES : 1. TESLA (1-DAY) - 2. APPLE (1-WEEK) - PYRAMID CLOSING - Positions will be closed pyramidically in 5 levels and price of each level will be calculated by multiplying current market price with the percentage of each pyramid level's value user has entered SETTINGS OPTIONS - MA TYPE - There is option to choose the type of moving average among SMA, EMA, RMA, WMA, VWMA on chart MA LENGTH - There is option to change the length of short period MA & large period MA FIELD TYPE - There is also option to choose the price field among open, close, low, high etc. for the selected MA HISTORICAL BACKTEST - We can also backtest the strategy for a certain duration of time using this option by changing the start time and end time SHOW BACKGROUND COLORS FOR EVERY POSITION - There is option to show background color as green whenever a bullish position is opened and as red whenever a bearish position is opened SHOW BACKGROUND COLORS FOR EVERY PROFIT & LOSS - There is option to show green circle in background whenever profit is made and red circle whenever loss is made SHOW TABLE - If selected then it will show a table at the top-right corner with all the pyramid levels at which position will be closed for the current scrip PAUSE TRADING - If this option is selected then no position will opened on the chart
Pine Script® stratejisi
peace_lover tarafından
Trend Scanner ProTrend Scanner Pro, Robust Trend Direction and Strength Estimator Trend Scanner Pro is designed to evaluate the current market trend with maximum robustness, providing both direction and strength based on statistically reliable data. This indicator builds upon the core logic of a previous script I developed, called Best SMA Finder. While the original script focused on identifying the most profitable SMA length based on backtested trade performance, Trend Scanner Pro takes that foundation further to serve a different purpose: analyzing and quantifying the actual trend state in real time. It begins by testing hundreds of SMA lengths, from 10 to 1000 periods. Each one is scored using a custom robustness formula that combines profit factor, number of trades, and win rate. Only SMAs with a sufficient number of trades are retained, ensuring statistical validity and avoiding curve fitting. The SMA with the highest robustness score is selected as the dynamic reference point. The script then calculates how far the price deviates from it using rolling standard deviation, assigning a trend strength score from -5 (strong bearish) to +5 (strong bullish), with 0 as neutral. Two detection modes are available: Slope mode, based on SMA slope reversals Bias mode, based on directional shifts relative to deviation zones Optional features: Deviation bands for visual structure Candle coloring to reflect trend strength Compact table showing real-time trend status This tool is intended for traders who want an adaptive, objective, and statistically grounded assessment of market trend conditions.
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Julien_Eche tarafından
6
(ICT)Liquidity Grab + FVG + MSS/BOSThis script is a comprehensive educational indicator that combines and enhances several well-known trading concepts: Liquidity Grabs (Swing Failure Patterns) Fair Value Gaps (FVG) Market Structure Shifts / Break of Structure (MSS/BOS) Alerts It identifies potential bullish and bearish liquidity grabs, confirms them optionally using volume validation on a lower timeframe, and tracks subsequent price structure changes. The indicator visually marks key swing highs/lows, FVG zones, and BOS/MSS levels—allowing traders to observe how price reacts to liquidity and imbalance zones. 🔍 Features: Swing Failure Patterns (SFP): Highlights possible liquidity grabs based on recent highs/lows and candle structure. Volume Validation (Optional): Filter signals using relative volume outside the swing on a lower timeframe. Adjustable threshold. Fair Value Gaps (FVG): Detects imbalance gaps and extends them for easy visualization. Market Structure (MSS/BOS): Displays Break of Structure (BOS) and Market Structure Shift (MSS) based on pivot highs/lows and closing conditions. Dashboard: A compact info panel displaying lower timeframe settings and validation status. Custom Styling: Adjustable colors, line styles, and label visibility for clean charting. 🧠 Ideal For: Traders studying ICT concepts, smart money theories, and price-action-based strategies who want a visual tool for analysis and backtesting. How to Use: Wait for a Liquidity Grab (SFP) to form The first condition for a potential entry is the formation of a Stop Hunt / Swing Failure Pattern (SFP). This indicates that liquidity has been taken above or below a key level (e.g., previous high/low), and the market may be ready to reverse. Confirmation with Fair Value Gap (FVG) and Market Structure Shift (MSS) After the SFP, do not enter immediately. Wait for confirmation: FVG : A Fair Value Gap (an imbalance in price action) must appear, signaling potential institutional activity. MSS : A Market Structure Shift (break in the current trend) confirms a possible trend reversal or strong corrective move. Enter the trade Once both the FVG and MSS are confirmed after the SFP, you can safely enter a trade in the direction of the shift. Alert Feature The indicator includes an alert system to notify you when all conditions are met (SFP + FVG + MSS), so you can react quickly without constantly watching the chart.
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MilanaArsenovna tarafından
BAFD (Price Action For D.....s)🧠 Overview This indicator combines multiple Moving Averages (MA) with visual price action elements such as Fair Value Gaps (FVGs) and Swing Points. It provides traders with real-time insight into trend direction, structural breaks, and potential entry zones based on institutional price behavior. ⚙️ Features 1. Multi MA Visualization (SMA & EMA) - Plots short-, mid-, and long-term moving averages - Fully customizable: MA type (SMA/EMA) and length per MA - Dynamic color coding: green for bullish, red for bearish (based on close >/< MA) 2. Fair Value Gaps (FVG) Detection Detects bullish and bearish imbalances using multiple logic types: - Same Type: Last 3 candles move in the same direction - Twin Close: Last 2 candles close in the same direction - All: Shows all valid FVGs regardless of pattern Gaps are marked with semi-transparent yellow boxes Useful for identifying potential liquidity voids and retest zones 3. Swing Highs and Lows - Automatically identifies major swing points - Customizable sensitivity (strength setting) Marked with subtle colored dots for structure identification or support/resistance mapping 📈 Use Cases - Trend Identification: Visualize momentum on multiple timeframes - Liquidity Mapping: Spot potential retracement zones using FVGs - Confluence Building: Combine MA slope, FVG zones, and swing points for refined setups 🛠️ Customizable Settings - Moving average type and length for each MA - FVG logic selection and color - Swing point strength 🔔 Note This script does not generate buy/sell signals or alerts. It is designed as a visual decision-support tool for discretionary traders who rely on market structure, trend, and price action.
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kurtroelants tarafından
3
PinBar Finder | @CRYPTOKAZANCEVPinBar Finder | @CRYPTOKAZANCEV This script helps traders identify high-probability reversal points based on price action, specifically Pin Bars — a well-known candlestick pattern used in technical analysis. What does the indicator do? It detects bullish and bearish Pin Bars using a custom method for wick-to-body ratio and filters based on historical volatility (pseudo-ATR). A label appears on the chart with detailed info on wick and body size when a valid signal is found. How does it work? - The indicator calculates a pseudo-ATR based on the percentage range of the last 1000 candles. - It then multiplies this value by a user-defined factor (default: 1.1) to set a dynamic threshold for wick size. - Bullish Pin Bars are detected when the lower wick is at least 1.1 times the body and greater than the dynamic ATR. - Bearish Pin Bars are detected when the upper wick meets similar conditions. - Signals are shown using chart labels with exact wick/body percentages. - Alerts are included for automation or integration with trading bots. How to use it? - Add the indicator to any timeframe and asset. - Use the alerts to notify you when a Pin Bar appears. - Ideal for traders who use candlestick reversal strategies or combine price action with other confluence tools. - You can adjust the wick length multiplier to fit the volatility of the instrument. What makes it original? Unlike many public scripts that use fixed ratios, this script adapts wick length detection based on recent volatility (pseudo-ATR logic). This makes it more dynamic and suitable for different markets and timeframes. Developed by: @ZeeZeeMon Original author name on chart: @CRYPTOKAZANCEV This script is open-source and educational. Use at your own discretion. PinBar Finder | @CRYPTOKAZANCEV Этот скрипт помогает трейдерам находить точки потенциального разворота на основе прайс-экшена, а именно — свечного паттерна «Пин-бар». Индикатор автоматически определяет бычьи и медвежьи пин-бары с учетом адаптивных параметров волатильности. Что делает индикатор? Скрипт ищет свечи, у которых тень в несколько раз превышает тело (пин-бары), и отображает на графике точную информацию о длине тела и тени. Это полезно для трейдеров, использующих свечные сигналы на разворот. Как работает? - Рассчитывается псевдо-ATR по 1000 последним свечам на основе процентного диапазона high-low. - Этот ATR умножается на заданный множитель (по умолчанию: 1.1), чтобы динамически задать минимальную длину тени. - Бычий пин-бар определяется, когда нижняя тень больше тела в 1.1 раза и превышает ATR. - Медвежий пин-бар — аналогично, но для верхней тени. - Индикатор отображает лейблы с точными значениями тела и тени. - Реализованы условия для оповещений (alerts). Как использовать? - Добавьте индикатор на нужный график и таймфрейм. - Настройте alerts, чтобы не пропустить сигналы. - Особенно полезен для трейдеров, работающих со свечным анализом, стратегиями разворота, а также в сочетании с другими индикаторами. В чем оригинальность? В отличие от многих скриптов, использующих фиксированные параметры, здесь используется динамический расчет длины тени на основе волатильности. Это делает скрипт адаптивным к рынку и таймфрейму. Разработчик: @ZeeZeeMon Оригинальное имя автора на графике: @CRYPTOKAZANCEV Скрипт является открытым и предназначен для образовательных целей. Используйте на своё усмотрение.
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cryptokazancev tarafından
Laplace Momentum Percentile ║ BullVision 🔬 Overview Laplace Momentum Percentile ║ BullVision is a custom-built trend analysis tool that applies Laplace-inspired smoothing to price action and maps the result to a historical percentile scale. This provides a contextual view of trend intensity, with optional signal refinement using a Kalman filter. This indicator is designed for traders and analysts seeking a normalized, scale-independent perspective on market behavior. It does not attempt to predict price but instead helps interpret the relative strength or weakness of recent movements. ⚙️ Key Concepts 📉 Laplace-Based Smoothing The core signal is built using a Laplace-style weighted average, applying an exponential decay to price values over a specified length. This emphasizes recent movements while still accounting for historical context. 🎯 Percentile Mapping Rather than displaying the raw output, the filtered signal is converted into a percentile rank based on its position within a historical lookback window. This helps normalize interpretation across different assets and timeframes. 🧠 Optional Kalman Filter For users seeking additional smoothing, a Kalman filter is included. This statistical method updates signal estimates dynamically, helping reduce short-term fluctuations without introducing significant lag. 🔧 User Settings 🔁 Transform Parameters Transform Parameter (s): Controls the decay rate for Laplace weighting. Calculation Length: Sets how many candles are used for smoothing. 📊 Percentile Settings Lookback Period: Defines how far back to calculate the historical percentile ranking. 🧠 Kalman Filter Controls Enable Kalman Filter: Optional toggle. Process Noise / Measurement Noise: Adjust the filter’s responsiveness and tolerance to volatility. 🎨 Visual Settings Show Raw Signal: Optionally display the pre-smoothed percentile value. Thresholds: Customize upper and lower trend zone boundaries. 📈 Visual Output Main Line: Smoothed percentile rank, color-coded based on strength. Raw Line (Optional): The unsmoothed percentile value for comparison. Trend Zones: Background shading highlights strong upward or downward regimes. Live Label: Displays current percentile value and trend classification. 🧩 Trend Classification Logic The indicator segments percentile values into five zones: Above 80: Strong upward trend 50–80: Mild upward trend 20–50: Neutral zone 0–20: Mild downward trend Below 0: Strong downward trend 🔍 Use Cases This tool is intended as a visual and contextual aid for identifying trend regimes, assessing historical momentum strength, or supporting broader confluence-based analysis. It can be used in combination with other tools or frameworks at the discretion of the trader. ⚠️ Important Notes This script does not provide buy or sell signals. It is intended for educational and analytical purposes only. It should be used as part of a broader decision-making process. Past signal behavior should not be interpreted as indicative of future results.
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BullVisionCapital tarafından
2
Not-So-Average True Range (nsATR)Not-So-Average True Range (nsATR) *By Sherlock_MacGyver* --- Long Story Short The nsATR is a complete overhaul of traditional ATR analysis. It was designed to solve the fundamental issues with standard ATR, such as lag, lack of contextual awareness, and equal treatment of all volatility events. Key innovations include: * A smarter ATR that reacts dynamically when price movement exceeds normal expectations. * Envelope zones that distinguish between moderate and extreme volatility conditions. * A long-term ATR baseline that adds historical context to current readings. * A compression detection system that flags when the market is coiled and ready to break out. This indicator is designed for traders who want to see volatility the way it actually behaves — contextually, asymmetrically, and with predictive power. --- What Is This Thing? Standard ATR (Average True Range) has limitations: * It smooths too slowly (using Wilder's RMA), which delays detection of meaningful moves. * It lacks context — no way to know if current volatility is high or low relative to history. * It treats all volatility equally, regardless of scale or significance. nsATR** was built from scratch to overcome these weaknesses by applying: * Amplification of large True Range spikes. * Visual envelope zones for detecting volatility regimes. * A long-term context line to anchor current readings. * Multi-factor compression analysis to anticipate breakouts. --- Core Features 1. Breach Detection with Amplification When True Range exceeds a user-defined threshold (e.g., ATR × 1.2), it is amplified using a power function to reflect nonlinear volatility. This amplified value is then smoothed and cascades into future ATR values, affecting the indicator beyond a single bar. 2. Direction Tagging Volatility spikes are tagged as upward or downward based on basic price momentum (close vs previous close). This provides visual context for how volatility is behaving in real-time. 3. Envelope Zones Two adaptive envelopes highlight the current volatility regime: * Stage 1: Moderate volatility (default: ATR × 1.5) * Stage 2: Extreme volatility (default: ATR × 2.0) Breaching these zones signals meaningful expansion in volatility. 4. Long-Term Context Baseline A 200-period simple moving average of the classic ATR establishes whether current readings are above or below long-term volatility expectations. 5. Multi-Signal Compression Detection Flags potential breakout conditions when: * ATR is below its long-term baseline * Price Bollinger Bands are compressed * RSI Bollinger Bands are also compressed All three signals must align to plot a "Volatility Confluence Dot" — an early warning of potential expansion. --- Chart Outputs In the Indicator Pane: * Breach Amplified ATR (Orange line) * Classic ATR baseline (White line) * Long-Term context baseline (Cyan line) * Stage 1 and Stage 2 Envelopes (Purple and Yellow lines) On the Price Chart: * Triangles for breach direction (green/red) * Diamonds for compression zones * Optional background coloring for visual clarity --- Alerts Built-in alert conditions: 1. ATR breach detected 2. Stage 1 envelope breached 3. Stage 2 envelope breached 4. Compression zone detected --- Customization All components are modular. Traders can adjust: * Display toggles for each visual layer * Colors and line widths * Breach threshold and amplification power * Envelope sensitivity * Compression sensitivity and lookback windows Some options are disabled by default to reduce clutter but can be turned on for more aggressive signal detection. --- Real-Time Behavior (Non-Repainting Clarification) The indicator updates in real time on the current bar as new data comes in. This is expected behavior for live trading tools. Once a bar closes, values do not change. In other words, the indicator *does not repaint history* — but the current bar can update dynamically until it closes. --- Use Cases * Day traders: Use compression zones to anticipate volatility surges. * Swing traders: Use envelope breaches for regime awareness. * System developers: Replace standard ATR in your logic for better responsiveness. * Risk managers: Use directional volatility signals to better model exposure. --- About the Developer Sherlock_MacGyver develops original trading systems that question default assumptions and solve real trader problems.
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Sherlock_MacGyver tarafından
Grid TLong V1The “Grid TLong V1” strategy is based on the classic Grid strategy, but in the mode of buying and selling in favor of the trend and only on Long. This allows to take advantage of large uptrend movements to maximize profits in bull markets. For this reason, excessively sideways or bearish markets may not be very conducive to this strategy. Like our Grid strategies in favor of the trend, you can enter and exit with the balance with controlled risk, as the distance between each grid functions as a natural and adaptable stop loss and take profit. What differentiates it from bidirectional strategies is that Short uses a minimum amount of follow-through, so that the percentage distance between the grids is maintained. In this version of the script the entries and exits can be chosen at market or limit , and are based on the profit or loss of the current position, not on the percentage change in price. The user may also notice that the strategy setup is risk-controlled, because it risks 5% on each trade, has a fairly standard commission and modest initial capital, all in order to protect the strategy user from unrealistic results. As with all strategies, it is strongly recommended to optimize the parameters for the strategy to be effective for each asset and for each time frame.
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