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Dynamic Volatility EnvelopeDynamic Volatility Envelope: Indicator Overview The Dynamic Volatility Envelope is an advanced, multi-faceted technical indicator designed to provide a comprehensive view of market trends, volatility, and potential future price movements. It centers around a customizable linear regression line, enveloped by dynamically adjusting volatility bands. The indicator offers rich visual feedback through gradient coloring, candle heatmaps, a background volatility pulse, and an on-chart trend strength meter. Core Calculation Mechanism Linear Regression Core : -A central linear regression line is calculated based on a user-defined source (e.g., close, hl2) and lookback period. -The regression line can be optionally smoothed using an Exponential Moving Average (EMA) to reduce noise. -The slope of this regression line is continuously calculated to determine the current trend direction and strength. Volatility Channel : -Dynamic bands are plotted above and below a central basis line. This basis is typically the calculated regression line but shifts to an EMA in Keltner mode. -The width of these bands is determined by market volatility, using one of three user-selectable modes: ATR Mode : Bandwidth is a multiple of the Average True Range (ATR). Standard Deviation Mode : Bandwidth is a multiple of the Standard Deviation of the source data. Keltner Mode (EMA-based ATR) : ATR-based bands are plotted around a central Keltner EMA line, offering a smoother channel. The channel helps identify dynamic support and resistance levels and assess market volatility. Future Projection : The indicator can project the current regression line and its associated volatility bands into the future for a user-defined number of bars. This provides a visual guide for potential future price pathways based on current trend and volatility characteristics. Candle Heatmap Coloring : -Candle bodies and/or wicks/borders can be colored based on the price's position within the upper and lower volatility bands. -Colors transition in a gradient from bearish (when price is near the lower band) through neutral (mid-channel) to bullish (when price is near the upper band), providing an intuitive visual cue of price action relative to the dynamic envelope. Background Volatility Pulse : The chart background color can be set to dynamically shift based on a ratio of short-term to long-term ATR. This creates a "pulse" effect, where the background subtly changes color to indicate rising or falling market volatility. Trend Strength Meter : An on-chart text label displays the current trend status (e.g., "Strong Bullish", "Neutral", "Bearish") based on the calculated slope of the regression line relative to user-defined thresholds for normal and strong trends. Key Features & Components -Dynamic Linear Regression Line: Core trend indicator with optional smoothing and slope-based gradient coloring. -Multi-Mode Volatility Channel: Choose between ATR, Standard Deviation, or Keltner (EMA-based ATR) calculations for band width. -Customizable Vertical Gradient Channel Fills: Visually distinct fills for upper and lower channel segments with user-defined top/bottom colors and gradient spread. -Future Projection: Extrapolates regression line and volatility bands to forecast potential price paths. -Price-Action Based Candle Heatmap: Intuitive candle coloring based on position within the volatility channel, with adjustable gradient midpoint. -Volatility-Reactive Background Gradient: Subtle background color shifts to reflect changes in market volatility. -On-Chart Trend Strength Meter: Clear textual display of current trend direction and strength. -Extensive Visual Customization: Fine-tune colors, line styles, widths, and gradient aggressiveness for most visual elements. -Comprehensive Tooltips: Detailed explanations for every input setting, ensuring ease of use and understanding. Visual Elements Explained Regression Line : The primary trend line. Its color dynamically changes (e.g., green for uptrend, red-pink for downtrend, neutral for flat) based on its slope, with smooth gradient transitions. Volatility Channel : Upper & Lower Bands : These lines form the outer boundaries of the envelope, acting as dynamic support and resistance levels. Channel Fill : The area between the band center and the outer bands is filled with a vertical gradient. For example, the upper band fill might transition from a darker green near the center to a lighter green at the upper band. Band Borders : The lines outlining the upper and lower bands, with customizable color and width. Future Projection Lines & Fill : Projected Regression Line : An extension of the current regression line into the future, typically styled differently (e.g., dashed). Projected Channel Bands : Extensions of the upper and lower volatility bands. Projected Area Fill : A semi-transparent fill between the projected upper and lower bands. Candle Heatmap Coloring : When enabled, candles are colored based on their closing price's relative position within the channel. Bullish colors appear when price is in the upper part of the channel, bearish in the lower, and neutral in the middle. Users can choose to color the entire candle body or just the wicks and borders. Background Volatility Pulse : The chart's background color subtly shifts (e.g., between a calm green and an agitated red-pink) to reflect the current volatility regime. Trend Strength Meter : A text label (e.g., "TREND: STRONG BULLISH") positioned on the chart, providing an at-a-glance summary of the trend. Configuration Options Users can tailor the indicator extensively via the settings panel, with options logically grouped: Core Analysis Engine : Adjust regression source data, lookback period, and EMA smoothing for the regression line. Regression Line Visuals : Control visibility, line width, trend-based colors (uptrend, downtrend, flat), slope thresholds for trend definition, strong slope multiplier (for Trend Meter), and color gradient sharpness. Volatility Channel Configuration : Select band calculation mode (ATR, StdDev, Keltner), set relevant periods and multipliers. Customize colors for vertical gradient fills (upper/lower, top/bottom), border line colors, widths, and the gradient spread factor for fills. Future Projection Configuration : Toggle visibility, set projection length (number of bars), line style, and colors for projected regression and band areas. Appearance & Candle Theme : Set default bull/bear candle colors, enable/disable candle heatmap, choose if body color matches heatmap, and configure heatmap gradient target colors (bull, neutral, bear) and the gradient's midpoint. Background Volatility Pulse : Enable/disable the background effect and configure short/long ATR periods for the volatility calculation. Trend Strength Meter : Enable/disable the meter, and choose its on-chart position and text size. Interpretation Notes -The Regression Line is the primary indicator of trend direction. Its slope and color provide immediate insight. -The Volatility Bands serve as dynamic support and resistance zones. Price approaching or touching these bands may indicate potential turning points or breakouts. The width of the channel itself reflects market volatility – widening suggests increasing volatility, while narrowing suggests consolidation. Future Projections are not predictions but rather an extension of current conditions. They can help visualize potential areas where price might interact with projected support/resistance if the current trend and volatility persist. Candle Heatmap Coloring offers a quick visual assessment of where price is trading within the dynamic envelope, highlighting strength or weakness relative to the channel. The Background Volatility Pulse gives a contextual feel for overall market agitation or calmness. This indicator is designed to be a comprehensive analytical tool. Its signals and visualizations are best used in conjunction with other technical analysis techniques, price action study, and robust risk management practices. It is not intended as a standalone trading system. Risk Disclaimer Trading and investing in financial markets involve substantial risk of loss and is not suitable for every investor. The Dynamic Volatility Envelope indicator is provided for analytical and educational purposes only and does not constitute financial advice or a recommendation to buy or sell any security. Past performance is not indicative of future results. Always use sound risk management practices and never trade with capital you cannot afford to lose. The developers assume no liability for any financial losses incurred based on the use of this indicator.
Pine Script® göstergesi
sizzlinsoft tarafından
PhenLabs - Market Fluid Dynamics📊 Market Fluid Dynamics - Version: PineScript™ v6 📌 Description The Market Fluid Dynamics - Phen indicator is a new thinking regarding market analysis by modeling price action, volume, and volatility using a fluid system. It attempts to offer traders control over more profound market forces, such as momentum (speed), resistance (thickness), and buying/selling pressure. By visualizing such dynamics, the script allows the traders to decide on the prevailing market flow, its power, likely continuations, and zones of calmness and chaos, and thereby allows improved decision-making. This measure avoids the usual difficulty of reconciling multiple, often contradictory, market indications by including them within a single overarching model. It moves beyond traditional binary indicators by providing a multi-dimensional view of market behavior, employing fluid dynamic analogs to describe complex interactions in an accessible manner. 🚀 Points of Innovation Integrated Fluid Dynamics Model: Combines velocity, viscosity, pressure, and turbulence into a single indicator. Normalized Metrics: Uses ATR and other normalization techniques for consistent readings across different assets and timeframes. Dynamic Flow Visualization: Main flow line changes color and intensity based on direction and strength. Turbulence Background: Visually represents market stability with a gradient background, from calm to turbulent. Comprehensive Dashboard: Provides an at-a-glance summary of key fluid dynamic metrics. Multi-Layer Smoothing: Employs several layers of EMA smoothing for a clearer, more responsive main flow line. 🔧 Core Components Velocity Component: Measures price momentum (first derivative of price), normalized by ATR. It indicates the speed and direction of price changes. Viscosity Component: Represents market resistance to price changes, derived from ATR relative to its historical average. Higher viscosity suggests it’s harder for prices to move. Pressure Component: Quantifies the force created by volume and price range (close - open), normalized by ATR. It reflects buying or selling pressure. Turbulence Detection: Calculates a Reynolds number equivalent to identify market stability, ranging from laminar (stable) to turbulent (chaotic). Main Flow Indicator: Combines the above components, applying sensitivity and smoothing, to generate a primary signal of market direction and strength. 🔥 Key Features Advanced Smoothing Algorithm: Utilizes multiple EMA layers on the raw flow calculation for a fluid and responsive main flow line, reducing noise while maintaining sensitivity. Gradient Flow Coloring: The main flow line dynamically changes color from light to deep blue for bullish flow and light to deep red for bearish flow, with intensity reflecting flow strength. This provides an immediate visual cue of market sentiment and momentum. Turbulence Level Background: The chart background changes color based on calculated turbulence (from calm gray to vibrant orange), offering an intuitive understanding of market stability and potential for erratic price action. Informative Dashboard: A customizable on-screen table displays critical metrics like Flow State, Flow Strength, Market Viscosity, Turbulence, Pressure Force, Flow Acceleration, and Flow Continuity, allowing traders to quickly assess current market conditions. Configurable Lookback and Sensitivity: Users can adjust the base lookback period for calculations and the sensitivity of the flow to viscosity, tailoring the indicator to different trading styles and market conditions. Alert Conditions: Pre-defined alerts for flow direction changes (positive/negative crossover of zero line) and detection of high turbulence states. 🎨 Visualization Main Flow Line: A smoothed line plotted below the main chart, colored blue for bullish flow and red for bearish flow. The intensity of the color (light to dark) indicates the strength of the flow. This line crossing the zero line can signal a change in market direction. Zero Line: A dotted horizontal line at the zero level, serving as a baseline to gauge whether the market flow is positive (bullish) or negative (bearish). Turbulence Background: The indicator pane’s background color changes based on the calculated turbulence level. A calm, almost transparent gray indicates low turbulence (laminar flow), while a more vibrant, semi-transparent orange signifies high turbulence. This helps traders visually assess market stability. Dashboard Table: An optional table displayed on the chart, showing key metrics like ‘Flow State’, ‘Flow Strength’, ‘Market Viscosity’, ‘Turbulence’, ‘Pressure Force’, ‘Flow Acceleration’, and ‘Flow Continuity’ with their current values and qualitative descriptions (e.g., ‘Bullish Flow’, ‘Laminar (Stable)’). 📖 Usage Guidelines Setting Categories Show Dashboard - Default: true; Range: true/false; Description: Toggles the visibility of the Market Fluid Dynamics dashboard on the chart. Enable to see key metrics at a glance. Base Lookback Period - Default: 14; Range: 5 - (no upper limit, practical limits apply); Description: Sets the primary lookback period for core calculations like velocity, ATR, and volume SMA. Shorter periods make the indicator more sensitive to recent price action, while longer periods provide a smoother, slower signal. Flow Sensitivity - Default: 0.5; Range: 0.1 - 1.0 (step 0.1); Description: Adjusts how much the market viscosity dampens the raw flow. A lower value means viscosity has less impact (flow is more sensitive to raw velocity/pressure), while a higher value means viscosity has a greater dampening effect. Flow Smoothing - Default: 5; Range: 1 - 20; Description: Controls the length of the EMA smoothing applied to the main flow line. Higher values result in a smoother flow line but with more lag; lower values make it more responsive but potentially noisier. Dashboard Position - Default: ‘Top Right’; Range: ‘Top Right’, ‘Top Left’, ‘Bottom Right’, ‘Bottom Left’, ‘Middle Right’, ‘Middle Left’; Description: Determines the placement of the dashboard on the chart. Header Size - Default: ‘Normal’; Range: ‘Tiny’, ‘Small’, ‘Normal’, ‘Large’, ‘Huge’; Description: Sets the text size for the dashboard header. Values Size - Default: ‘Small’; Range: ‘Tiny’, ‘Small’, ‘Normal’, ‘Large’; Description: Sets the text size for the metric values in the dashboard. ✅ Best Use Cases Trend Identification: Identifying the dominant market flow (bullish or bearish) and its strength to trade in the direction of the prevailing trend. Momentum Confirmation: Using the flow strength and acceleration to confirm the conviction behind price movements. Volatility Assessment: Utilizing the turbulence metric to gauge market stability, helping to adjust position sizing or avoid choppy conditions. Reversal Spotting: Watching for divergences between price and flow, or crossovers of the main flow line above/below the zero line, as potential reversal signals, especially when combined with changes in pressure or viscosity. Swing Trading: Leveraging the smoothed flow line to capture medium-term market swings, entering when flow aligns with the desired trade direction and exiting when flow weakens or reverses. Intraday Scalping: Using shorter lookback periods and higher sensitivity to identify quick shifts in flow and turbulence for short-term trading opportunities, particularly in liquid markets. ⚠️ Limitations Lagging Nature: Like many indicators based on moving averages and lookback periods, the main flow line can lag behind rapid price changes, potentially leading to delayed signals. Whipsaws in Ranging Markets: During periods of low volatility or sideways price action (high viscosity, low flow strength), the indicator might produce frequent buy/sell signals (whipsaws) as the flow oscillates around the zero line. Not a Standalone System: While comprehensive, it should be used in conjunction with other forms of analysis (e.g., price action, support/resistance levels, other indicators) and not as a sole basis for trading decisions. Subjectivity in Interpretation: While the dashboard provides quantitative values, the interpretation of “strong” flow, “high” turbulence, or “significant” acceleration can still have a subjective element depending on the trader’s strategy and risk tolerance. 💡 What Makes This Unique Fluid Dynamics Analogy: Its core strength lies in translating complex market interactions into an intuitive fluid dynamics framework, making concepts like momentum, resistance, and pressure easier to visualize and understand. Market View: Instead of focusing on a single aspect (like just momentum or just volatility), it integrates multiple factors (velocity, viscosity, pressure, turbulence) to provide a more comprehensive picture of market conditions. Adaptive Visualization: The dynamic coloring of the flow line and the turbulence background provide immediate, adaptive visual feedback that changes with market conditions. 🔬 How It Works Price Velocity Calculation: The indicator first calculates price velocity by measuring the rate of change of the closing price over a given ‘lookback’ period. The raw velocity is then normalized by the Average True Range (ATR) of the same lookback period. Normalization enables comparison of momentum between assets or timeframes by scaling for volatility. This is the direction and speed of initial price movement. Viscosity Calculation: Market ‘viscosity’ or resistance to price movement is determined by looking at the current ATR relative to its longer-term average (SMA of ATR over lookback * 2). The further the current ATR is above its average, the lower the viscosity (less resistance to price movement), and vice-versa. The script inverts this relationship and bounds it so that rising viscosity means more resistance. Pressure Force Measurement: A ‘pressure’ variable is calculated as a function of the ratio of current volume to its simple moving average, multiplied by the price range (close - open) and normalized by ATR. This is designed to measure the force behind price movement created by volume and intraday price thrusts. This pressure is smoothed by an EMA. Turbulence State Evaluation: A equivalent ‘Reynolds number’ is calculated by dividing the absolute normalized velocity by the viscosity. This is the proclivity of the market to move in a chaotic or orderly fashion. This ‘reynoldsValue’ is smoothed with an EMA to get the ‘turbulenceState’, which indicates if the market is laminar (stable), transitional, or turbulent. Main Flow Derivation: The ‘rawFlow’ is calculated by taking the normalized velocity, dampening its impact based on the ‘viscosity’ and user-input ‘sensitivity’, and orienting it by the sign of the smoothed ‘pressureSmooth’. The ‘rawFlow’ is then put through multiple layers of exponential moving average (EMA) smoothing (with ‘smoothingLength’ and derived values) to reach the final ‘mainFlow’ line. The extensive smoothing is designed to give a smooth and clear visualization of the overall market direction and magnitude. Dashboard Metrics Compilation: Additional metrics like flow acceleration (derivative of mainFlow), and flow continuity (correlation between close and volume) are calculated. All primary components (Flow State, Strength, Viscosity, Turbulence, Pressure, Acceleration, Continuity) are then presented in a user-configurable dashboard for ease of monitoring. 💡 Note: The “Market Fluid Dynamics - Phen” indicator is designed to offer a unique perspective on market behavior by applying principles from fluid dynamics. It’s most effective when used to understand the underlying forces driving price rather than as a direct buy/sell signal generator in isolation. Experiment with the settings, particularly the ‘Base Lookback Period’, ‘Flow Sensitivity’, and ‘Flow Smoothing’, to find what best suits your trading style and the specific asset you are analyzing. Always combine its insights with robust risk management practices.
Pine Script® göstergesi
PhenLabs tarafından
Volume fightThe Volume fight indicator looks for the predominance of bullish or bearish trading volume on the chart by dividing the trading volume in the bar into 2 parts - "bullish volume" and "bearish volume", and comparing the weighted average values by volume with each other at a given distance. This indicator is suitable for any instrument (cryptocurrency, Forex, stocks) and is able to work on any TF. The Volume fight indicator should be used as an auxiliary indicator that tells you who is currently prevailing in the market - " bulls "or"bears". To configure the indicator, it is necessary to set the range of evaluation of the predominance of bullish or bearish volume (the number of bars, by default-24 bars for TF=1H). The smaller the TF, the higher the range value should be used to filter out false signals. When there is a predominance of "bulls" on the chart, a green triangle appears (relevant at the close of the bar) and the histogram is highlighted in green, when "bears" appear on the chart, a red triangle appears (relevant at the close of the bar) and the histogram is highlighted in red. In the indicator settings, there is smoothing to reduce false signals and highlight the flat zone by specifying a percentage, at least which should be the difference between the forces of the "bullish" and "bearish" volume. If the difference between the volume forces is less than the specified one (by default-15%), the zone is considered flat and is displayed in gray on the histogram. If you set the percentage to zero, the flat zones will not be highlighted, but there will be much more false signals, since the indicator becomes very sensitive when the smoothing percentage decreases. There is a function-to show the color background of the current trading zone. For" bullish "- green, for" bearish " - red. In the settings, you can enable the display and use of each signal in the trading zone, not only the initial one, but also each after the flat zone. By default, only the signal of the beginning of the ascending/descending zone is used. The indicator has alerts for "bullish" and "bearish" movements. Use alerts - "Once per bar close". If you have any questions, you can write to me in private messages or by using the contacts in my signature. ---------------------------------------------------- Индикатор Volume fight ищет на графике преобладание бычьего или медвежьего объёма торгов путём разделения торгового объёма в баре на 2 части - "бычий объём" и "медвежий объём", и сравнения средне-взвешенных значений по объёму между собой на заданной дистанции. Данный индикатор подходит для любого инструмента (криптовалюта, Forex, акции) и способен работать на любом ТФ. Индикатор Volume fight следует использовать как вспомогательный индикатор, который подсказывает Вам кто сейчас преобладает на рынке - "быки" или "медведи". Для настройки индикатора необходимо выставить диапазон оценки преобладания бычьего или медвежьего объема (количество баров, по умолчанию - 24 бара для ТФ=1Ч). Чем меньше ТФ, тем выше следует использовать значение диапазона, чтобы отфильтровать ложные сигналы. При возникновении преобладания на графике "быков" появляется зелёный треугольник (актуален по закрытию бара) и гистограмма подсвечивается зелёным цветом, при возникновении на графике "медведей" появляется красный треугольник (актуален по закрытию бара) и гистограмма подсвечивается красным цветом. В настройках индикатора есть сглаживание для уменьшения ложных сигналов и выделения зоны флета с помощью указания процента, не менее которого, должна быть разница между силами "бычьего" и "медвежьего" объёма. Если разница между силами объёмов меньше заданного (по умолчанию - 15%), то зона считается флетовой и отображается на гистограмме серым цветом. Если выставить процент равным нулю, то зоны флета выделяться не будут, но будет гораздо больше ложных сигналов, так как индикатор становится очень чувствительным при снижении процента сглаживания. Есть функция - показывать цветовой фон текущей торговой зоны. Для "бычьего" - зелёный, для "медвежьего" - красный. В настройках можно включить отображение и использование каждого сигнал в торговой зоне, не только начального, но и каждого после зоны флета. По умолчанию - только сигнал начала восходящей/нисходящей зоны. Индикатор имеет оповещения для "бычьего" и "медвежьего" движения. Используйте оповещения - "на закрытии бара". Этот скрипт мы публикуем заново, он вошел в обзор лучших 3-х скриптов для фильтрации ложных сигналов.
Pine Script® göstergesi
NNT_capitall tarafından
Filt ADR🟠 Script Name: Filtered Average Daily Range (Filt ADR) This script calculates a filtered version of the Average Daily Range (ADR) based on the last 14 daily candles. It's designed to reduce the influence of unusually high or low daily ranges (outliers) by applying a filter before calculating the average. 🔧 How It Works — Step by Step 1. Calculate Daily Ranges (High - Low) It retrieves the daily price ranges (difference between daily high and low) for the last 14 days using request.security() with the "D" (daily) timeframe. pinescript Копировать Редактировать high - low // today's daily range high - low // yesterday's daily range ... These values are stored into individual variables dr0 to dr13. 2. Build an Array of Daily Ranges An array named ranges is used to store the 14 daily ranges, but only if they are not na (missing data). This avoids errors during processing. 3. Calculate the Initial (Unfiltered) Average Range The script sums all values in the ranges array and calculates their average: pinescript Копировать Редактировать avg_all = total sum of ranges / number of valid entries 4. Filter Out Outliers Now it filters the values in ranges: Only keeps the ranges that are between 0.5×avg_all and 2×avg_all. This is to remove abnormally small or large daily ranges that could distort the average. The filtered values are added to a second array called filtered. 5. Calculate the Filtered ADR Finally, it calculates the average of the filtered daily ranges: pinescript Копировать Редактировать avg_filt = sum of filtered ranges / number of filtered values This is the Filtered ADR. 6. Plot the Result The result (avg_filt) is plotted as an orange line on the chart. It updates on each bar (depending on the current timeframe you're viewing) but the underlying data is based on the last 14 daily candles. pinescript Копировать Редактировать plot(avg_filt, title="Filtered ADR", color=color.orange, linewidth=2) ✅ Use Case This script is useful for traders who use the Average Daily Range (ADR) to: Estimate expected price movement during a day Set volatility-based stop-loss or take-profit levels Identify days with unusually high or low volatility By filtering out extreme values, it provides a more stable and reliable estimate of daily volatility.
Pine Script® göstergesi
otdailopatku tarafından
Bollinger Band Mean Reversion Bot🎯 Bollinger Band Mean Reversion Bot – Reversal Detection via Standard Deviation Envelopes This strategy is built upon the classic Bollinger Band framework and seeks to detect mean reversion opportunities after price touches or crosses outside the upper or lower band. Instead of trading the breakout, this bot anticipates a return toward the mean, using price confirmation as an entry trigger. 📐 How It Works: Bollinger Bands are constructed using: Basis: Simple Moving Average (SMA) of closing price over a specified length (default: 20) Deviation: Standard deviation scaled by a user-defined multiplier (default: 2.0) Upper Band = Basis + Deviation Lower Band = Basis – Deviation ✅ Entry Logic: Long Entry: When the previous candle closes above the upper band, and the current candle closes back below it. This signals a potential overbought reversal. Short Entry: When the previous candle closes below the lower band, and the current candle closes back above it. This may indicate oversold exhaustion. 🧠 Strategy Features: Mean Reversion Focused: Trades only after price pierces and rejects the outer bands. Flexible Pyramiding: Allows up to 20 concurrent entries, ideal for layered scaling strategies. Realistic Fee Setting: Default commission of 0.05% simulates realistic exchange conditions. 🕒 Best Use Cases: Ideal for range-bound environments or assets with clear oscillatory behavior. Can be tested on 1h, 4h, or daily timeframes for both crypto and traditional assets. ⚠️ Final Notes: Bollinger Band-based reversals can be highly effective during sideways markets but may produce false signals in strong trends. Consider combining with trend filters for enhanced robustness. Note: Different assets may require specific parameter adjustments. Users are responsible for optimizing the strategy settings for the asset they trade. Please ensure you fine-tune the parameters according to your trading pair.
Pine Script® stratejisi
CMATechnologies tarafından
Filtered DTR Table📊 Filtered Daily True Range (DTR) Indicator This indicator calculates and displays a filtered version of the Daily True Range (DTR) over the last 14 trading days, using high and low prices of each day. It filters out extreme values by excluding any daily range that is: Less than 0.5× the average range Greater than 2× the average range The indicator shows a table in the bottom-right corner of the main chart, containing: Filtered ATR – The average of valid (filtered) daily ranges over the past 14 days, based on the high-low difference. Current Day's Range – The high-low range of the current trading day. % of ATR – How much of the filtered ATR has been covered by today's range, expressed as a whole number percentage.
Pine Script® göstergesi
otdailopatku tarafından
Killzones (UTC+3) by Roy⏰ Time-Based Division – Trading Quarters: The trading day is divided into four main quarters, each reflecting distinct market behaviours: Opo Finance Blog Quarter Time (Israel Time) Description Q1 16:30–18:30 Wall Street opening; highest volatility. Q2 18:30–20:30 Continuation or correction of the opening move. Q3 20:30–22:30 Quieter market; often characterized by consolidation. Q4 22:30–24:00 Preparation for market close; potential breakouts or sharp movements. This framework assists traders in anticipating market dynamics within each quarter, enhancing decision-making by aligning strategies with typical intraday patterns.
Pine Script® göstergesi
edenalgrisi1 tarafından
IMPULSE SCALPER VENUS IIMPULSE SCALPER VENUS I is a high-performance real-time scalping tool designed for binary and forex traders. It combines impulse candle logic, RSI strength, EMA trend validation, and news avoidance filtering to deliver sharp buy/sell signals with precision. ✅ Impulse Candle Detection ✅ EMA Trend + RSI Momentum Confirmation ✅ High-Impact News Blocking (Red Zones) ✅ Cooldown Between Signals ✅ Mobile Alerts + Pop-Up Ready ✅ Real-Time BUY/SELL Labels Ideal for 1–5 minute scalping on major forex pairs, indices, and binary platforms. Works best during high volume market sessions.
Pine Script® göstergesi
atudevanstetuh tarafından
1
Polarity-VoVix Fusion Index (PVFI) Polarity-VoVix Fusion Index (PVFI) - Order Flow and Volatility Regime Detector The PVFI is a next-generation indicator that fuses the Order Flow Polarity Index (OFPI) with a proprietary VoVix Volume Delta (VVD) engine. This tool is designed for traders who want to see not just how much volume is trading, but who is in control and how volatility is shifting beneath the surface. What Makes PVFI Standout from the rest? - Dual Engine: PVFI combines two advanced signals: * OFPI: Measures real-time buy/sell pressure using candle body position and volume, then smooths it with a T3 moving average for clarity and responsiveness. * VVD: Captures the "volatility of volume delta" - a normalized, memory-boosted measure of aggressive buying/selling, with a custom non-linear clamp for organic, non-pegged signals. - Visual Clarity: Neon-glow OFPI line and shadowed, color-gradient VVD area make regime shifts and momentum instantly visible. - Adaptive Dashboard: Toggle between a full-featured dashboard (desktop) and a compact info line (mobile) for seamless use on any device. - Universal: Works on any asset - crypto, stocks, futures, forex - and any timeframe. - No Chart Clutter: Clean, modern visuals and toggles for a pro look. Inputs: OFPI Lookback Length (ofpi_len): Sets the window for order flow pressure calculation. Shorter = more sensitive, longer = smoother. For scalping, try 5-10. For swing trading, 15-30. Crypto often benefits from shorter windows due to volatility. OFPI T3 Smoothing Length (t3_len): Controls the smoothness of the OFPI line. Lower = more responsive, higher = smoother. Use 3-7 for fast markets, 8-15 for slow or higher timeframes. OFPI T3 Volume Factor (t3_vf): Adjusts the T3’s sensitivity. Higher = more responsive, lower = more stable. 0.6-0.8 is typical. Raise for more “snappy” signals, lower for less noise. VVD Delta Lookback (delta_len): Sets the window for VVD’s volume delta calculation. 10-20 for most assets. Shorter for high-volatility, longer for slow markets. VVD Volatility Normalization Length (vol_norm_len): Normalizes VVD by recent volume. 15-30 is typical. Use higher for assets with wild volume swings. VVD Momentum Memory (momentum_mem): Adds a “memory” boost to VVD, amplifying persistent buying/selling. 2-5 is common. Lower for choppy markets, higher for trending. Show Dashboard (showDash): Toggles the full dashboard table (best for desktop). Turn off for a minimalist or mobile setup. Show Compact Info Line (showInfoLabel): Toggles a single-line info label (best for mobile). Turn on for mobile or minimalist setups. How PVFI Works: - OFPI Calculation: Splits each candle’s volume into buy/sell pressure based on where the close is within the range. Aggregates over your chosen lookback, then smooths with a T3 moving average for a neon, lag-minimized signal. - VVD Calculation: Measures the “aggression” of volume (body-weighted), normalizes by recent volume, and applies a memory boost for persistent trends. Uses a custom tanh clamp for a natural, non-pegged range. - Visuals: OFPI is plotted as a neon line (with glow). VVD is a color-gradient area with a soft shadow, instantly showing regime shifts. - Dashboard/Info Line: Desktop: Full dashboard with all key stats, color-coded and branded. Mobile: Compact info line with arrows for quick reads. How you'll use PVFI: - Bullish OFPI (Teal Neon, Up Arrow): Buyers are dominating. Look for breakouts, trend continuations, or confirmation with your own system. - Bearish OFPI (Green Neon, Down Arrow): Sellers are in control. Watch for breakdowns or short setups. - VVD Positive (Teal Area): Aggressive buying is increasing. Confirm with price action. - VVD Negative (Purple Area): Aggressive selling is increasing. Use for risk management or short bias. - Neutral/Flat: Market is balanced or indecisive. Consider waiting for a clear regime shift. - Dashboard/Info Line: Use the dashboard for full context, or the info line for a quick glance on mobile. Tips: - For scalping, use lower lookbacks and smoothing. - For swing trading, increase lookbacks and smoothing for stability. - Works on all assets and timeframes - tune to your style. Why PVFI is Unique: - Fusion of Order Flow and Volatility: No other indicator combines body-based order flow with a volatility-of-volume delta, both visualized with modern, pro-grade graphics. - Adaptive, Not Static: PVFI adapts to market regime, not just price movement. - Mobile-Ready: Dashboard and info line toggles for any device. - No Chart Clutter: Clean, color-coded, and easy to read. For Educational Use Only PVFI is a research and educational tool, not financial advice. Always use proper risk management and combine with your own strategy. Trade with clarity. Trade with edge. — Dskyz , for DAFE Trading Systems
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DskyzInvestments tarafından
1
50-Week High Entry / 40-Week Low Exit StrategyThis is a simple long term strategy Entry condition : You will enter the market when the stock’s current high exceeds its 50-week high. This condition enables you to identify upward momentum and capitalize on potential price surges. Exit condition Conversely, you will exit the market when the stock’s current low drops below its 40-week low. This exit strategy helps protect your capital by ensuring you withdraw from losing positions before further declines in price occur. This trading strategy relies on the Donchian Channel indicator to monitor the relevant 50-week high and 40-week low levels. Given that this is a weekly trading strategy, all backtesting will be conducted using weekly timeframes.
Pine Script® stratejisi
sinan751cf tarafından
UT Bot + Hull MA Confirmed Signal DelayOverview This indicator is designed to detect high-probability reversal entry signals by combining "UT Bot Alerts" (UT Bot Alerts script adapted from QuantNomad - Originally developed by Yo_adriiiiaan and idea of original code for "UT Bot Alerts" from HPotter ) with confirmation from a Hull Moving Average (HMA) Developed by Alan Hull . It focuses on capturing momentum shifts that often precede trend reversals, helping traders identify potential entry points while filtering out false signals. 🔍 How It Works This strategy operates in two stages: 1. UT Bot Momentum Trigger The foundation of this script is the "UT Bot Alerts" , which uses an ATR-based trailing stop to detect momentum changes. Specifically: The script calculates a dynamic stop level based on the Average True Range (ATR) multiplied by a user-defined sensitivity factor (Key Value). When price closes above this trailing stop and the short-term EMA crosses above the stop, a potential buy setup is triggered. Conversely, when price closes below the trailing stop and the short-term EMA crosses below, a potential sell setup is triggered. These UT Bot alerts are designed to identify the initial shift in market direction, acting as the first filter in the signal process. 2. Hull MA Confirmation To reduce noise and false triggers from the UT Bot alone, this script delays the entry signal until price confirms the move by crossing the Hull Moving Average (or its variants: HMA, THMA, EHMA) in the same direction as the UT Bot trigger: A Buy Signal is generated only when: A UT Bot Buy condition is active, and The price closes above the Hull MA. Or, if a UT Bot Buy condition was recently triggered but price hadn’t yet crossed above the Hull MA, a delayed buy is signaled when price finally breaks above it. A Sell Signal is generated only when: A UT Bot Sell condition is active, and The price closes below the Hull MA. Similarly, a delayed sell signal can occur if price breaks below the Hull MA shortly after a UT Bot Sell trigger. This dual-confirmation process helps traders avoid premature entries and improves the reliability of reversal signals. 📈 Best Use Cases Reversal Trading: This strategy is particularly well-suited for catching early trend reversals rather than trend continuations. It excels at identifying momentum pivots that occur after pullbacks or exhaustion moves. Heikin Ashi Charts Recommended: The script offers a Heikin Ashi mode for smoothing out noise and enhancing visual clarity. Using Heikin Ashi candles can further reduce whipsaws and highlight cleaner shifts in trend direction. MACD Alignment: For best results, trade in the direction of the MACD trend or use it as a filter to avoid counter-trend trades. ⚠️ Important Notes Entry Signals Only: This indicator only plots entry points (Buy and Sell signals). It does not define exit strategies, so users should manage trades manually using trailing stops, profit targets, or other exit indicators. No Signal = No Confirmation: You may see a UT Bot trigger without a corresponding Buy/Sell signal. This means the price did not confirm the move by crossing the Hull MA, and therefore the setup was considered too weak or incomplete. ⚙️ Customization UT Bot Sensitivity: Adjust the “Key Value” and “ATR Period” to make the UT Bot more or less reactive to price action. Use Heikin Ashi: Toggle between standard candles or Heikin Ashi in the indicator settings for a smoother trading experience. The HMA length may also be modified in the indicator settings from its standard 55 length to increase or decrease the sensitivity of signal. This strategy is best used by traders looking for a structured, logic-based way to enter early into reversals with added confirmation to reduce risk. By combining two independent systems—momentum detection (UT Bot) and trend confirmation (Hull MA)—it aims to provide high-confidence entries without overwhelming complexity. Let the indicator guide your entries—you manage the exits. Examples of use: Futures: Stock: Crypto: As shown in the snapshots this strategy, like most, works the best when price action has a sizeable ATR and works the least when price is choppy. Therefore it is always best to use this system when price is coming off known support or resistance levels and when it is seen to respect short term EMA's like the 9 or 15. My personal preference to use this system is for day trading on a 3 or 5 minute chart. But it is valid for all timeframes and simply marks a high probability for a new trend to form. Sources: Quant Nomad - www.tradingview.com Yo_adriiiiaan - www.tradingview.com HPotter - www.tradingview.com Hull Moving Average - alanhull.com
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not_a_mad_scientist tarafından
Range Progress TrackerRANGE PROGRESS TRACKER(RPT) PURPOSE This indicator helps traders visually and statistically understand how much of the typical price range (measured by ATR) has already been covered in the current period (Daily, Weekly, or Monthly). It includes key features to assist in trend exhaustion analysis, reversal spotting, and smart alerting. CORE LOGIC The indicator calculates the current range of the selected time frame (e.g., Daily), which is: Current Range = High - Low This is then compared to the ATR (Average True Range) of the same time frame, which represents the average price movement range over a defined period (default is 14). The comparison is expressed as a percentage, calculated with this formula: Range % = (Current Range / ATR) × 100 This percentage shows how much of the “average expected move” has already occurred. WHY IT MATTERS When the current range approaches or exceeds 100% of ATR, it means the price has already moved as much as it typically does in a full session. This indicates a lower probability of continuing the trend with a new high or low, especially when the price is already near the session's high or low. This setup can signal: A possible consolidation phase A reversal in trend The market entering a corrective phase SMART ALERTS The indicator can alert you when: A new high is made after the range percentage exceeds your set threshold. A new low is made after the range percentage exceeds your set threshold. You can adjust the Range % Alert Threshold in the settings to tailor it to your trading style.
Pine Script® göstergesi
ebecihalil tarafından
Circuit % Marker w/ Mirrored Arrows📈 Indian Market Circuit Limit Change Tracker This indicator automatically tracks circuit limit changes (price bands) as applied in NSE/BSE stocks. 🧠 How It Works: Start from a user-defined initial circuit limit (e.g. 10%) If the upper or lower limit is hit, the script waits for a user-defined cooling period (e.g. 5 trading days) After that, it automatically adjusts to the next lower or higher band (e.g. from 10% to 5%) Shows a visual label with the current circuit % right on the chart — placed above or below candles for better visibility 🔧 Custom Inputs: Starting Circuit % — choose between standard NSE/BSE values (20%, 10%, 5%, 2%) Cooling Days — how many days must pass after a circuit hit before it’s allowed to change again Label Positioning, Color, and Size — fully customizable to suit your chart style 🚫 No Clutter: Doesn’t draw circuit limit lines Just clean, small labels at key turning points — as seen in real trading dashboards 🔍 Notes: NSE and BSE manually assign circuit bands — this script does not fetch live exchange data Use it as a visual tracker and simulator of how circuit behavior would evolve under fixed rules
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bupumol tarafından