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Alpha Spread Indicator Panel - [AlphaGroup.Live]Alpha Spread Indicator Panel – This sub-panel plots the OLS spread between two assets, normalized into percent . • Green area = spread above zero (Buy Leg1 / Sell Leg2) • Red area = spread below zero (Sell Leg1 / Buy Leg2) • The white line shows the exact % deviation of the spread from its fitted baseline • Optional ±1% and ±2% guides give clear statistical thresholds Because it’s expressed in percent relative to midprice , the scale remains consistent even if absolute prices change over years. ⚠️ Important: This panel is designed to be used together with the overlay chart: 👉 Alpha Spread Indicator Chart – Pre-selected asset pairs included: EURUSD / GBPUSD AUDUSD / NZDUSD USDJPY / USDCHF USDCAD / USDNOK EURJPY / GBPJPY AUDJPY / NZDJPY XAUUSD / XAGUSD WTI (USOIL) / Brent (UKOIL) NatGas / Crude HeatingOil / RBOB Corn / Wheat Platinum / Palladium XOM / CVX KO / PEP V / MA JPM / BAC NVDA / AMD BHP / RIO SHEL / BP SPY / QQQ Want more institutional-grade setups? Get our 100 Trading Strategies eBook free at: alphagroup.live Tags: pairs-trading, spread-trading, statistical-arbitrage, ols-regression, zscore, mean-reversion, arbitrage, quant, hedge, alphagroup
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AlphaGroupLive tarafından
Regime Radar — Trend vs Volatile [AlphaGroup.Live]⚡ Regime Radar — Trend vs Volatile Markets switch personalities. Some weeks they trend relentlessly. Other times they chop, fake out, and punish breakout traders. This tool tells you — at a glance — whether an asset is in TREND , VOLATILE , or MIXED mode across multiple timeframes. 🔑 How it works The engine scores every timeframe on two dimensions: Trend Score (directional persistence): • Efficiency Ratio (straight vs noisy moves) • Normalized ADX (directional movement strength) • Positive autocorrelation (persistence of returns) Volatile Score (chop / mean reversion): • 1 − Efficiency Ratio (lack of direction) • Frequency of outside bars (indecision candles) • Negative autocorrelation (flip-flop behavior) Then it compares the difference: • TREND if Trend − Volatile > thWeak • VOLATILE if Trend − Volatile < −thWeak • MIXED if the difference is inside Strength comes from how far apart the scores are: • Strong if |diff| ≥ thStrong • Weak if thWeak ≤ |diff| < thStrong • Neutral if |diff| < thWeak 🖼️ What you see • Yellow candles mark outside bars (both high & low broken) → “non-decision” events. • A dashboard table prints your chosen timeframes with verdicts like: 5m VOLATILE Strong 15m VOLATILE Weak 1h TREND Neutral 4h TREND Weak D VOLATILE Neutral W TREND Strong M TREND Strong • Optional Bias column shows the numeric difference (Trend − Volatile). 💡 Why use it • Spot when trend-following systems (crossovers, inside bar breakouts) are favored. • Spot when reversal systems (RSI2, MinMax, Bollinger plays) are favored. • Check regime alignment across intraday, swing, and macro frames. • Avoid trading a TREND system in a VOLATILE regime (and vice versa). ⚡ Want more setups? Get 100 battle-tested trading strategies FREE here: 👉 alphagroup.live No excuses. No guesswork. The market tells you its regime. Listen — and adapt. 📌 Tags trenddetection, volatility, regimefilter, trendfilter, rangetrading, meanreversion, priceaction, chartpatterns, riskmanagement, tradingdashboard, forex, crypto, stocks, scalping, swingtrading
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AlphaGroupLive tarafından
Alpha Spread Indicator Chart - [AlphaGroup.Live]Alpha Spread Indicator Chart – This overlay plots the two legs of a pair trade directly on the price chart . • Leg1 is shown in teal • Leg2 (fitted) is shown in orange • The green/red filled area shows the distance (spread) between the two The spread is calculated using OLS regression fitting , which keeps Leg2 scaled to Leg1 so the overlay always sticks to the chart’s price axis. When the fill turns green , the model suggests Buy Leg1 / Sell Leg2; when it turns red , it suggests Sell Leg1 / Buy Leg2. Optional Z-Score bands help visualize statistical stretch from the mean. ⚠️ Important: To use this tool properly, you also need to install the companion script: 👉 Alpha Spread Indicator Panel – Pre-selected asset pairs included: EURUSD / GBPUSD AUDUSD / NZDUSD USDJPY / USDCHF USDCAD / USDNOK EURJPY / GBPJPY AUDJPY / NZDJPY XAUUSD / XAGUSD WTI (USOIL) / Brent (UKOIL) NatGas / Crude HeatingOil / RBOB Corn / Wheat Platinum / Palladium XOM / CVX KO / PEP V / MA JPM / BAC NVDA / AMD BHP / RIO SHEL / BP SPY / QQQ Ready to take your trading further? Download our free eBook with 100 trading strategies at: alphagroup.live Tags: pairs-trading, spread-trading, statistical-arbitrage, ols-regression, zscore, mean-reversion, arbitrage, quant, hedge, alphagroup
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AlphaGroupLive tarafından
StdDev Supply/Demand Zone RefinerThis indicator uses standard deviation bands to identify statistically significant price extremes, then validates these levels through volume analysis and market structure. It employs a proprietary "Zone Refinement" technique that dynamically adjusts zones based on price interaction and volume concentration, creating increasingly precise support/resistance areas. Key Features: Statistical Extremes Detection: Identifies when price reaches 2+ standard deviations from mean Volume-Weighted Zone Creation: Only creates zones at extremes with abnormal volume Dynamic Zone Refinement: Automatically tightens zones based on touch points and volume nodes Point of Control (POC) Identification: Finds the exact price with maximum volume within each zone Volume Profile Visualization: Shows horizontal volume distribution to identify key liquidity levels Multi-Factor Validation: Combines volume imbalance, zone strength, and touch count metrics Unlike traditional support/resistance indicators that use arbitrary levels, this system: Self-adjusts based on market volatility (standard deviation) Refines zones through machine-learning-like feedback from price touches Weights by volume to show where real money was positioned Tracks zone decay - older, untested zones automatically fade
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yundore tarafından
1
Kitti-Playbook ATR Study R0 Date : Aug 22 2025 Kitti-Playbook ATR Study R0 This is used to study the operation of the ATR Trailing Stop on the Long side, starting from the calculation of True Range. 1) Studying True Range Calculation 1.1) Specify the Bar graph you want to analyze for True Range.
Enable "Show Selected Price Bar" to locate the desired bar. 1.2) Enable/disable "Display True Range" in the Settings.
True Range is calculated as:
TR = Max (|H - L|, |H - Cp|, |Cp - L|) • Show True Range:
Each color on the bar represents the maximum range value selected: ◦ |H - L| = Green ◦ |H - Cp| = Yellow ◦ |Cp - L| = Blue • Show True Range on Selected Price Bar:
An arrow points to the range, and its color represents the maximum value chosen: ◦ |H - L| = Green ◦ |H - Cp| = Yellow ◦ |Cp - L| = Blue • Show True Range Information Table:
Displays the actual values of |H - L|, |H - Cp|, and |Cp - L| from the selected bar. 2) Studying Average True Range (ATR) 2.1) Set the ATR Length in Settings.
Default value: ATR Length = 14 2.2) Enable/disable "Display Average True Range (RMA)" in Settings: • Show ATR • Show ATR Length from Selected Price Bar
(An arrow will point backward equal to the ATR Length) 3) Studying ATR Trailing 3.1) Set the ATR Multiplier in Settings.
Default value: ATR Multiply = 3 3.2) Enable/disable "Display ATR Trailing" in Settings: • Show High Line • Show ATR Bands • Show ATR Trailing 4) Studying ATR Trailing Exit (Occurs when the Close price crosses below the ATR Trailing line) Enable/disable "Display ATR Trailing" in Settings: • Show Close Line • Show Exit Points
(Exit points are marked by an orange diamond symbol above the price bar)
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Kittimasak_S tarafından
Auto S/R Zones — Pivots + MA Bands + Trendline Channels (No ExtWhat it is An auto-updating Support/Resistance indicator that builds zones from: Swing Pivots: clusters historical highs/lows into meaningful zones. Dynamic MA Bands: 20/50/100/200 SMA with ATR-based bands that often act as S/R. Trendline Channels: lightweight bands projected from the latest lower-highs (resistance) and higher-lows (support). No external feeds needed. Works on any symbol/timeframe, designed with crypto intraday (e.g., BTCUSDT 5–15m) in mind. How it works (tl;dr): Detects pivot highs/lows (left/right = 5 by default). Clusters nearby pivots using either ATR distance or % of price → forms zone centers. Builds zone width from ATR (or %) and draws filled bands that extend right. Plots 4 SMAs (20/50/100/200) and paints thin ATR bands around them (potential dynamic S/R). Finds recent lower-high and higher-low structures and draws trendline bands with ATR padding. Inputs you can tune Pivot Left/Right: sensitivity of swing detection. Lower = more zones (noisier), higher = fewer/stronger zones. Cluster Merge Distance: choose ATR-based or %-price merging; higher values = fewer but stronger zones. Zone Width: ATR-based or %-price half-width. Max Zones: cap how many zones show above/below current price. MA Bands: toggle on/off; change SMA lengths; adjust ATR half-width. Trendline Bands: toggle on/off; adjust ATR padding. Suggested starting points Scalping (5–15m): Pivot L/R = 4–6 Merge = ATR × 0.5–0.7 Zone half-width = ATR × 0.25–0.4 MAs = 20/50/100/200, MA band = ATR × 0.2–0.3 Swing (1h–4h): Pivot L/R = 6–10 Merge = ATR × 0.8–1.2 Zone half-width = ATR × 0.35–0.6 How to use Look for reaction at the nearest zone(s): rejection, absorption, or clean break & retest. Use MA bands for dynamic S/R in trend; trendline bands help frame channels. Combine with your entry logic (momentum/structure) and clear risk management. Notes & limitations Indicator only (no orders). No repainting beyond the inherent pivot lookback. The first few bars may show fewer zones until pivots accumulate. Trendline bands are intentionally simple to stay light and real-time. Changelog v1.0: Initial public release (no external levels; defensive logic to avoid out-of-bounds on first bars). Disclaimer For educational purposes only. Not financial advice. Always test on your instrument/timeframe and use appropriate risk controls.
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fts4sure tarafından
SAR Oscillator [Bellsz]Converts Parabolic SAR into a normalized oscillator with crossover signals, gradient fills, and trend strength levels. A cleaner way to read SAR momentum. Making it easier to read momentum shifts, trend strength, and reversals directly in the sub-chart. Instead of dots on price only, this tool converts SAR dynamics into a smooth oscillator that highlights bias and turning points. What it shows Normalized Price Line — scaled view of price relative to SAR. Normalized SAR Line — SAR value normalized across the high/low range. SAR Dots — visual cue when crossovers occur (potential reversal or trend acceleration). Gradient Fill — color-coded background for quick read of momentum direction/intensity. Guide Levels — ±50 baseline to track trend strength and overextension. Why use it Converts SAR into an oscillator format, easier to compare across instruments & timeframes. Highlights momentum shifts early (crossovers, gradient flips). Adds structure with gradient fill and baselines, making SAR more actionable than standard dot plots. Works as a trend bias filter or confirmation tool alongside other indicators. Inputs Acceleration / Increment / Maximum — adjust SAR sensitivity. Custom Colors — choose your scheme for price, SAR, and gradients. Best practices Use on intraday or swing TFs as a trend bias filter. Look for Normalized Price crossing Normalized SAR as potential entry signals. Watch how SAR dots cluster near ±100 for exhaustion or reversal signals. Notes This is a visual enhancement of SAR; it does not repaint. Combine with volume, FVGs, or session models for added context.
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Bellsz999 tarafından
🐋 Whale CareWhale Care 🐋 Indicator for detecting short signals based on the activity of large players ("whales"). Specifically designed for 5 to 15-minute timeframes. Key Features 🎯 Clear visual signals - orange labels on the chart 📊 Signal strength histogram - measures the power of each signal ⚡ Instant alerts - notifications about large player activity 🏦 Dual filter - analyzes both banking and speculative capital Optimal Usage Timeframes: 5M, 10M, 15M Markets: Stocks, forex, cryptocurrencies Strategy: Short positions on signal appearance Signal System Entry: Orange "WHALE CARE" labels at price peaks Confirmation: High histogram columns Filter: Increased market volatility Default Settings Optimized for short-term trading: Banker RSI: period 50 Hot Money: period 40 Volatility threshold: 4.0 Trader Advantages Fast detection of large orders Minimal signal delay Simple visual interpretation Customizable for individual trading style A tool for trading decisions, not investment advice
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Zdorman tarafından
signal heads-up_Bollinger signal heads-up_Bollinger Overview signal heads-up & slow-trail combines Bollinger-based entries, a predictive Heads-Up (ETA) timer, multi-level TP1–TP5 zones, and a Slow-Trail stop engine that advances gradually to protect profits. It includes compact R/R HUD output and Text/JSON alerts for entries, TP/SL hits, and predictive events. How it Works 1) Entry Logic (Bollinger) Modes: Revert Cross: fade back inside the bands (mean-reversion). Cross Threshold: momentum/breakout style. Gating & Safety: Optional bar-close confirmation to reduce intrabar noise. Trade Direction gating (Long/Short only). Per-side cooldown (min bars between entries). Optional filters (see below). 2) Quality Filters (optional) HTF Trend Filter: EMA slope from a higher timeframe to favor trades aligned with trend. BB Width Filter: Require Bollinger Band width (% of price) to lie within a min–max range, avoiding dead zones or extreme noise. 3) Heads-Up (ETA Prediction) Estimates minutes to the next event by converting price velocity to per-minute terms and projecting distance to a target: Outside Revert (entry): time to revert from outside band toward re-entry. Nearest Band Touch: time to touch the closest band. Basis Cross: time to cross the SMA basis. Spike Heads-Up: detects when band width is compressed and starting to expand with directional tilt, projecting ETA to a “breakout-ready” width. Heads-Up is predictive, not a guarantee; it updates each bar as volatility and velocity change. 4) TP Zones (TP1–TP5) On a new signal, the script draws a ladder of up to 5 horizontal TP levels projected from the signal bar. Zones can expire after N bars (optional). The HUD shows R/R to TP1–TP5 for the currently active side. 5) Slow-Trail Stop (the signature) A “glide, don’t jerk” trailing engine that advances the stop in fractions toward a dynamic target: Move to BE on TP1: once TP1 is touched, the engine flags BE and eases the stop toward entry (no snap). Follow TP for SL: after higher TPs hit (e.g., TP3), the stop trails to the previous TP (TP2). Optional Chandelier Trail: blended into the target. Pacing & Progress: Move by fraction (slMoveFraction, e.g., 0.33). Respect min bars between moves and a hold after moving. Require ATR-based progress (slMinATRProgress) so the stop only advances when price meaningfully moves. 6) Alerts & HUD Manual alerts: alertcondition() for BUY/SELL entries. Auto alerts: alert() for Entry / TP / SL / Heads-Up / Spike with cooldown and optional one-TP-per-bar. Formats: Text (mobile-friendly) or JSON (for bots/webhooks); optional ZoneID tagging. HUD: compact table showing symbol/TF, last Entry & SL, R/R to TP1–TP5, alert mode, MaxHit per side, and color-coded HU/Spike lines (NOW / ~Xm). Key Inputs (high level) Strategy: Trade Direction, Entry Strategy. Bollinger: Length, Multiplier. Filters: HTF EMA slope (TF & length), BB width min/max %. Stops: Mode (ATR× / Percent / Points), ATR length/mult, Slow-Trail pacing (fraction, min bars, ATR progress, hold), Move to BE on TP1, Follow TP for SL, optional Chandelier. TP Zones: size multiplier, colors, label side/offset, expiry. Heads-Up: lookahead minutes, velocity length, HU mode, compression threshold, slope length, directional tilt, NOW/SOON thresholds. Alerts: manual/auto, JSON vs Text, cooldown, strict-touch, min bars between entries, ZoneID. How to Use (step-by-step) Attach & Name Add the script and keep your preferred signal … title. The short name appears on the chart. Pick Entry Style Revert Cross for mean-reversion around bands. Cross Threshold for momentum continuation. Choose Risk Basis Use ATR 14 × 1.5–2.0 as a sensible SL baseline. Enable Move SL→BE on TP1 and Follow TP for progressive protection. Keep slMoveFraction ≈ 0.3 to glide. Tune Heads-Up Start with Lookahead = 10 min, Velocity length = 14. Mode Nearest Band Touch is a solid general default. Keep Spike Heads-Up on to catch compress-then-expand phases. Enable Filters (optional) HTF EMA slope when you want trend alignment (e.g., HTF=60, EMA=50). BB width filter to skip dead sessions or hyper-chop. Set TP Ladder Keep the default zone size multiplier; adjust if your instrument’s range is larger/smaller. Use zone expiry to avoid stale ladders. Create Alerts (TradingView) Choose “Any alert() function call” and Once Per Bar Close if you use close-confirmation. Pick JSON if you integrate with bots/webhooks; otherwise Text is phone-friendly. Use cooldown and one-TP-per-bar to reduce noise. Operate Watch the HUD: HU line shows BUY/SELL NOW / ~Xm; Spike line hints imminent expansion. When a signal triggers, TP1–TP5 draw and the Slow-Trail begins pacing the stop forward as price progresses.
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dumrongnut1 tarafından
Volatility Bands NGThe Volatility Bands indicator is a sophisticated trading system that combines adaptive filtering technology with volatility-based band mechanics to identify high-probability trading opportunities. At its core, this indicator employs an Adaptive Gaussian Filter that dynamically adjusts to market conditions, providing smoother and more responsive trend detection than traditional moving averages. Credit at @BigBeluga for his work on gaussian bands. Key Technologies & Features: Adaptive Gaussian Filter: Uses a weighted Gaussian distribution that automatically adjusts its sigma parameter based on current market volatility, creating a self-optimizing smoothing mechanism Integrated ATR Model: Combines traditional ATR with volume-adjusted and momentum-weighted true range calculations (90% ATR + 1% Volume-Adjusted TR + 9% Momentum-Weighted TR) for superior volatility measurement Trend State Machine: Tracks trend direction, strength (0-100%), and duration using a sophisticated scoring algorithm that weighs momentum (40%), direction consistency (40%), and volatility normalization (20%) Market Regime Detection: Automatically identifies whether the market is Trending, Choppy, or in Low Volatility mode Squeeze Detection System: Identifies compression periods using Bollinger Bands vs Keltner Channels methodology, alerting to potential explosive moves Multi-Factor Confirmation: Validates signals using volume spikes and Money Flow Index (MFI) to filter out false breakouts Automatic Risk Management: Calculates real-time stop-loss and take-profit levels (2R and 3R) based on current volatility Primary Trading Strategies: 1. Trend Following with Confirmations Enter LONG when price crosses above the lower band (bullish trend line) with green arrows showing confirmations Enter SHORT when price crosses below the upper band (bearish trend line) with red arrows showing confirmations Look for "✓" symbol indicating both volume and momentum confirmation for highest probability trades 2. Squeeze Breakout Strategy Monitor orange background highlighting (squeeze active) Prepare for breakout when squeeze releases (orange diamond appears) Combine with trend direction for directional bias Best used in ranging markets transitioning to trending 3. Retest Entry Strategy (Enable "Show Retest Signals") After initial trend signal, wait for price to pull back to the adaptive filter line Enter on retest signals (secondary arrows) for better risk/reward Particularly effective in strong trending markets 4. Market Regime Adaptation Trending Regime: Use standard trend-following entries with wider stops Chop Regime: Focus on squeeze plays and avoid trend signals Low Vol Regime: Tighten stops and reduce position sizes Risk Management Guidelines: Use the automatically calculated Stop Loss levels displayed in the info table Scale out at 2R and 3R take profit levels Reduce position size when Trend Score < 50% Increase position size on confirmed signals (✓) with Trend Score > 70% Advanced Filtering: Combine trend direction with Market Regime for optimal entries Use MFI levels (default 40/60) to avoid overbought/oversold entries Monitor "Duration" in the info table - fresh trends (< 10 bars) often have more momentum ⚡ TL;DR BUY: Green arrow + price above blue line + trend score > 50% SELL: Red arrow + price below blue line + trend score < 50% Best Signals: Arrows with "✓" symbol (full confirmation) Avoid: Signals during orange squeeze periods (wait for release) Exit: Use table's stop-loss (red) and take-profit levels (green) Optimal Settings (already defaulted): Adaptive Period: ON Adaptive Sigma: ON Require Confirmation: ON Show Squeeze: ON The indicator does the heavy lifting - just follow the arrows with confirmations and respect the risk levels shown in the table. Works best on 15m+ timeframes for crypto and 1H+ for forex/stocks. 🎯 Pro Tip: The indicator shines in trending markets. When the info table shows "Trending" regime with 70%+ trend score, increase position confidence. If you’ve found value in Oracle NG and would like to support further development, feel free to donate: BTC: bc1q2n4up8wzgqdsw9j3dzcn5jaelddu52t7ahydy6 ETH: 0x9b72b42326836528cA608c90811487E5244D7744 AVAX C-Chain: 0x9b72b42326836528cA608c90811487E5244D7744
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John_Candle_Wick tarafından
Shock Detector: Price Jerk with Std-Dev BandsDetect sudden shocks in market behaviour This indicator measures the jerk of price – the third derivative of price with respect to time (rate of change of acceleration). It highlights sudden accelerations and decelerations in price movement that are often invisible with standard momentum or volatility indicators. Per-bar or time-scaled derivatives (choose whether calculations are based on bars or actual seconds). Features Log-price option for more stable readings across different price levels. Optional smoothing with EMA to reduce noise. Line or column view for flexible visualization. Standard deviation bands (±1σ and ±2σ), centered either on zero or the rolling mean. Auto window selection (1 day to 4 weeks), adaptive to chart timeframe. Color-coded jerk: green for positive, red for negative. Optional filled bands for easy visual context of normal vs. extreme jerk moves. How to Use Use jerk to identify sudden shifts in market dynamics, where price movement is not just changing direction but changing its acceleration. Bands help highlight when jerk values are statistically unusual compared to recent history. Combine with trend or momentum indicators for potential early warning of breakouts, reversals, or exhaustion. Why it’s useful Most indicators measure price, velocity (returns), or acceleration (momentum). This goes one step further to look at jerk, giving you a tool to spot “shock” movements in the market. By framing jerk within standard deviation bands, it’s easy to see whether current moves are ordinary or exceptional. Developed with the assistance of ChatGPT (OpenAI).
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tmfou tarafından
ORB Dashboard for the TFLX Strategy# ORB Range/ATR Dashboard - Technical Indicator Description ## Main Function This indicator analyzes Opening Range Breakout (ORB) patterns by calculating a defined time period and its relation to historical volatility. The indicator combines multiple technical analysis methods and presents results in a configurable dashboard format. **Purpose:** This indicator automates the manual calculation steps of the TFLX analysis methodology, providing real-time computation of volatility ratios, trend filters, and risk management parameters that would otherwise require manual calculation and monitoring. ## Requirements and Limitations **Additional Indicator Required:** This dashboard indicator works in conjunction with a separate ORB range visualization indicator that displays the actual high/low range levels on the chart. The dashboard provides analysis and calculations, while the range indicator provides visual reference points. **Important Notice:** This indicator serves as an analytical tool and calculation assistant for the TFLX methodology. It does not execute trades automatically but provides data analysis to support manual decision-making processes. ## TFLX Analysis Methodology Framework ### Core Analysis Rules (Discretionary Implementation) **Primary Conditions:** - Market position relative to neutral zones (BB analysis) - Volatility range between 15-60% of ATR(3) - News event screening (high-impact economic releases) - Market session timing constraints (before calculated session end) - US Bank Holiday considerations **Exception Conditions:** - High-impact news with rebreak patterns - Reversal patterns during neutral market conditions ### Technical Specifications of the Methodology **Range Definition:** - Time Period: First 15 minutes after market open - Measurement: High-Low range calculation - Breakout Trigger: 5-minute close outside established range **Volatility Analysis:** - Formula: (Range Points / ATR(3) Previous Day) × 100 - Threshold Ranges: - <15%: Below minimum threshold - 15-20%: Low volatility range - 25-30%: Moderate volatility range - 30-40%: Good volatility range - 40-50%: High volatility range - 50-60%: Very high volatility range - >60%: Above maximum threshold **News Event Categories:** - Major Events: NFP, CPI, PPI, FOMC releases - Minor Events: All significant economic releases during market hours - Impact Assessment: Market reaction analysis framework **Trend Analysis Framework (1H Bollinger Bands):** - Base Calculation: EMA(200) with standard deviation bands - Reference Points: Market Open, ORB Close, Trigger Bar - Decision Logic: 2 out of 3 reference points determine bias - Zone Classifications: - Within 0.5 multiplier: Neutral zone - Within 1.5 multiplier: Directional bias zone - Outside 1.5 multiplier: Strong directional zone **Timing Constraints:** - Session Window: Market open to calculated session end (typically 4.5 hours) - Retracement Analysis: Maximum adverse movement before breakeven or stop loss **Manual Calculation Process (Automated by Indicator):** 1. Measure range in points using chart measurement tools 2. Switch to daily timeframe 3. Set ATR period to 3 4. Extract previous day's ATR value 5. Calculate: (Range Points ÷ ATR Value) × 100 6. Apply percentage thresholds for analysis ## Core Components and Calculation Methods ### 1. Opening Range Calculation **Data Source:** High/Low/Close prices of current timeframe **Calculation:** - Defines a configurable time period (default: 15 minutes) - Collects during this period: `range_high = max(high)` and `range_low = min(low)` - Calculates Range Size: `range_size = range_high - range_low` - Stores the last close price of the period: `final_orb_close` ### 2. ATR (Average True Range) Integration **Data Source:** Daily True Range values **Calculation:** ``` daily_atr = ta.atr(length) // Default 3 periods atr_yesterday = daily_atr // Previous trading day ``` **Available Methods:** RMA (default), SMA, EMA, WMA ### 3. Volatility Ratio Calculation **Formula:** ``` ratio = (range_size / atr_yesterday) * 100 ``` **Purpose:** Normalization of current range against historical volatility **Configurable Parameters:** Min/Max thresholds (default: 15-60%) ### 4. Bollinger Bands Integration (1H Timeframe) **Data Source:** 1-hour chart data via `request.security()` **Calculation:** ``` bb_ema = ta.ema(close, 200) // 1H timeframe bb_std = ta.stdev(close, 200) // 1H timeframe bb_upper = bb_ema + (bb_std * multiplier) bb_lower = bb_ema - (bb_std * multiplier) ``` **Configurable Multipliers:** - Neutral Zone: 0.5x standard deviation - Strong Zone: 1.5x standard deviation ### 5. Trend Filter System (2/3 Method) **Components:** 1. **NY Open Signal:** Compares 1H open price with BB levels 2. **ORB Close Signal:** Compares final ORB close with BB levels 3. **Trigger Signal:** Compares breakout price with BB levels **Logic:** ``` if (bullish_signals >= 2) → "BULLISH" if (bearish_signals >= 2) → "BEARISH" else → "MIXED" or "NO TREND" ``` ## Component Interaction ### Trade Signal Generation **Algorithm:** ``` trade_allowed = (orb_ratio >= min_threshold AND orb_ratio <= max_threshold) AND (bb_signal != "NEUTRAL") AND (trend_filter_result contains "BULLISH" OR "BEARISH") ``` ### Risk Management Calculation **Entry Points:** - Long Entry: `range_high` - Short Entry: `range_low` **Stop Loss Calculation:** ``` sl_level = range_low + (range_size * sl_position_percent / 100) ``` **Take Profit Calculation:** ``` tp_distance = range_size * tp_factor_percent / 100 long_tp = long_entry + tp_distance short_tp = short_entry - tp_distance ``` **Position Sizing (CFD-optimized):** ``` risk_per_contract = avg_risk_points * contract_value * lot_size max_contracts = max_risk_amount / risk_per_contract ``` **Margin Calculation (CFDs):** ``` position_value = total_units * entry_price margin_required = position_value / leverage ``` ## Dashboard Elements ### 1. Volatility Filter Section - **ORB Range:** Current range in points - **ATR Previous:** Yesterday's ATR values - **ORB Ratio:** Calculated ratio with color coding ### 2. Trend Filter Section - **NY Open vs BB:** Position of 1H open relative to BB - **ORB Close vs BB:** Position of ORB close relative to BB - **Trigger Bar vs BB:** Position of breakout price relative to BB - **Trend Result:** Summary of 2/3 filter ### 3. Risk Management Section (optional) - **R/R Ratio:** Calculated from TP/SL distances - **Risk per Lot:** Based on instrument type - **Max Lot Packages:** Automatic position sizing calculation - **Margin Required:** For CFD instruments ### 4. Journal Section (optional) - **Breakout Timing:** Categorization by bars (1-3, 4-6, 7-9, 10-12, 13+) - **Direction Tracking:** Bullish/Bearish breakout direction - **Position Analysis:** Distance of breakout to ORB range ## Automatic Instrument Detection **CFD/Index Treatment:** ``` if (syminfo.type == "cfd" OR syminfo.type == "index") contract_value = 1.0 * cfd_lot_size ``` **Forex Treatment:** ``` if (syminfo.type == "forex") contract_value = syminfo.pointvalue * cfd_lot_size ``` **Futures/Stocks:** ``` contract_value = syminfo.pointvalue ``` ## Timezone Handling - All time calculations based on configurable timezone - Session End Time: ORB Start + 4.5 hours - Automatic overflow handling for 24h format ## Alert System **ORB Formation Alert:** - Triggered upon completion of ORB period - Includes: Range size, high/low values **Breakout Alert:** - Triggered on close price outside ORB range - Includes: Direction, trade status based on filters ## Configuration Options - **ORB Period:** Start/end time in hours/minutes - **ATR Parameters:** Period and calculation method - **Volatility Thresholds:** Min/max percentage limits - **BB Parameters:** Period and multipliers - **Risk Management:** Risk amount, SL/TP positions - **Dashboard Layout:** Position, size, colors, visibility ## Data Integrity - State variables with `var` declaration for persistence - Daily reset of all relevant variables - Lookahead bias prevention through `barmerge.lookahead_off` - Multi-timeframe safety through `request.security()` functions This technical implementation provides a comprehensive analysis framework for Opening Range Breakout patterns with integrated volatility, trend, and risk management components.
Pine Script® göstergesi
Czernio tarafından
ICT Macro Time Window NYThis script highlights the typical ICT “macro” algorithm activity windows on your chart. It marks 10 minutes before to 10 minutes after each full hour, based on New York time (NY). The display is restricted to the 00:00 – 16:00 NY time range. Overlay on chart with semi-transparent background Automatically adjusts to the chart timeframe Customizable: window start/end minutes, hours, and background color Ideal for traders following ICT concepts to visually identify high-probability algorithm activity periods.
Pine Script® göstergesi
pschloegl1 tarafından
The Gain Anchor - Long/Short SignalsThe Gain Anchor – Long/Short Signals (WunderTrading Bot Ready) Dual Anchored VWAP System Powered by Overbought & Oversold Signals A high-precision AVWAP and Z-Score system designed to generate Long/Buy and Short/Sell signals. This indicator is ideal for swing trades and can be used as a standard signal indicator or seamlessly integrated for automated trading with WunderTrading bots. -------------------------------------------------- Inputs -------------------------------------------------- • Master Symbol: Sets the symbol used to track market trend. When disabled, the chart’s symbol is used to track its own trend. • Rolling AVWAP Length: Defines the AVWAP calculation lookback (the bar where calculation starts). • Minimum Investment Amount ($): Minimum is $6. For WunderTrading, it should not be less than $12. • Minimum Profit Target ($): Ensures returns are higher than the defined minimum profit. • Z-Score Lookback: Sets the lookback length for the Z-Score calculation window. • Z-Score Threshold: Defines the base threshold. (The code auto-adjusts thresholds as more data is processed.) • Long/Short Strings Input: Enter the alert messages you want to receive. For WunderTrading bots, input your Long Entry, Long Exit, Short Entry, and Short Exit codes. • Show Other Lines: Displays Rolling AVWAP plot, Take Profit, and Stop Loss lines. • Table Position: Choose the dashboard placement on your chart. -------------------------------------------------- Core Logic -------------------------------------------------- • Z-Score: Detects price deviation from its mean. When the price overextends based on the lookback, AVWAPs are reset. • Resetting AVWAP 1 / Fast AVWAP (White Line): Uses a weaker threshold. • Resetting AVWAP 2 / Slow AVWAP (Blue Line): Uses stronger thresholds, confirming and filtering weaker crosses. • When AVWAP 2 resets, it signals a possible trend change and may generate new signals. • If AVWAP 2 detects excessively frequent trend changes (high volatility), new signals are automatically disabled. • Stop Loss and Take Profit are derived from bar distance relative to the lowest AVWAP (longs) or highest AVWAP (shorts). If this exceeds your minimum investment, the system auto-adjusts the size. If stop loss is not positioned beyond the AVWAPs, no signal is generated. -------------------------------------------------- Trade Signals Logic -------------------------------------------------- The indicator’s signal mechanism is designed to prevent overtrading during high volatility. - Signals are disabled when a sudden surge in volatility is detected. - Only one signal is generated per legitimate trend change. - Example: • When the trend switches to bullish, only one Long signal is given. • Once that Long position is closed (profit or loss), no new signal will be issued until another valid trend change occurs. • The same logic applies to bearish/Short positions. This ensures that signals remain clean, infrequent, and aligned with real trend shifts rather than noise. -------------------------------------------------- Take Profit & Stop Loss -------------------------------------------------- • Take Profit has two levels: 1. First Level: Triggered when the trend changes and price is below the first TP level. 2. Second Level: Triggered if the price surges into the second TP level. The position is closed on whichever condition is met first. • On Scale: - Take Profit (Gray Line): Rolling take profit value. - Stop Loss (Maroon Line): Rolling stop loss value, auto-calculated as half the minimum profit. - Gray Stop Loss and Take Profit: Rolling Stop Loss and Take Profit purpose is mainly for manual trading but when they are both gray it is not ideal to look for an entry. • On Chart: - Take Profit: Lime (Longs), Fuchsia (Shorts). Fixed from signal start until triggered. - Stop Loss: Yellow (Longs), Maroon (Shorts). Fixed from signal start until triggered. - You have to activate "Show Other Lines" in Input to see them -------------------------------------------------- Signal Markers -------------------------------------------------- • 👆 = Long Entry • Green Dot = Long Exit (TP/SL) • 👇 = Short Entry • Fuchsia Dot = Short Exit (TP/SL) • 💥 = Bullish Trend • 🔥 = Bearish Trend -------------------------------------------------- Backtest System -------------------------------------------------- • Displays the number of days since the first trade/backtest. • Shows trade count, win rate, net profit/loss. • Useful for real-time analysis and alert validation. -------------------------------------------------- Dashboard Overview -------------------------------------------------- Row 1 (Per Symbol): • Column 1: Win Rate + Total Trades / Wins / Losses • Color Modes: Blue = Win rate rising and it's 50 or higher. Brown = Win rate falling and it's 50 or higher. Grey = Falling and less than 50 • Column 2: Backest - number of days since the first trade • Column 3: Net Profit + Total Profit / Total Loss • Color Modes: Red = Loss greater than Profit , Green = Net Profit exceeds minimum profit x Total Trade Won, Brown = Profit greater than Loss but high bad trades • Column 4: Investment Amount + Minimum Profit | Gain % to Target • Color Modes: Signal State: Lime = Long, Maroon = Short, Yellow = Both Active -------------------------------------------------- Usage Notes -------------------------------------------------- • Works for manual or automated execution. • Fully compatible with WunderTrading’s JSON alert format (and any platform using the same format). • Can also be used standalone with no dependencies. • Dashboard and auto-calculated SL/TP make it flexible across all trading styles. • Minimum Investment Amount affects SL/TP size and therefore win rate. • Increasing Minimum Profit increases potential profit but also increases loss size. • Loss-to-Win ratio is always 1:2+, meaning your wins are at least double your losses. • Optimized for 1-minute timeframe. Other timeframes may also yield desirable results. -------------------------------------------------- ⚠️ Disclaimer -------------------------------------------------- This indicator does not constitute financial advice or a trading recommendation. All trading involves risk. Past performance does not guarantee future results.
Pine Script® göstergesi
CharmyDexter tarafından
Easy Trend by ZuperviewEasy Trend, a trend indicator, gives you many key features as below: Allow defining moving average with (11 popular moving averages) Allow smoothing moving average Allow applying a plot change filter, either before or after smoothing Paint plot to clearly show uptrend vs downtrend Paint chart background to clearly show uptrend vs downtrend Trigger alerts on trend shift Print markers on trend shift Be NinjaScript ready for advanced usage, only restricted by your imagination Expose dedicated NinjaScript signals
Pine Script® göstergesi
ZuperView tarafından
Elite indicatorElite Indicator – AI-Driven Signals for Profitable Trading in Stocks, Forex, and Crypto ! Unlock your trading potential with the Elite Indicator, your ultimate AI-powered trading companion for stocks, forex, and crypto markets. Designed to simplify your trading journey, this indicator delivers precise BUY/SELL signals directly on your chart, empowering you to trade with confidence across multiple timeframes, from 1-minute scalping to 1-day trading strategies. Leverage the power of AI to identify high-probability trading opportunities, backed by rigorous backtesting and a proven high win-rate. Join the ranks of traders who have transformed their strategies with Elite Indicator – where advanced technology meets user-friendly design. Elevate your trading game and stay ahead of the curve in today's fast-paced markets. Transform Your Trading – Join the Elite! 🔥 Disclaimer: Trading involves inherent risks. Use this indicator as part of a broader risk management strategy and never invest more than you can afford to lose.
Pine Script® göstergesi
hardikradadiya1999 tarafından
Solar Wave by ninZa.coSolar Wave - trend indicator stands out with many key features to help traders enhance their trading, let's check below: Plot "Trend Vector" that interprets trend direction (uptrend or downtrend) and trend strength (strong or weak) Plot "Trailing Stop" for stop trailing management Allow configuring "Trend Vector" and "Trailing Stop" with ninZaATR adjustment Print trend steps and highlight step decreases to warn of trend weakness Colorize bars based on 4 statuses: uptrend strong, uptrend weak, downtrend strong, downtrend weak Colorize "Trend Vector" based on 4 statuses: uptrend strong, uptrend weak, downtrend strong, downtrend weak Colorize "Trailing Stop" to clearly show uptrend vs downtrend Paint background to clearly show uptrend vs downtrend Trigger alerts on trend start, pullback, strengthening Print markers on trend start, pullback, strengthening Be NinjaScript ready for advanced usage, only restricted by your imagination Expose dedicated NinjaScript signals 4 states of the markets (strong/weak uptrend, strong/weak downtrend) are displayed clearly with various visual signals to help you easily read: bar painting, plot colorization, background highlight. The best signal of Solar Wave is PULLBACK. As you know, a trend rarely goes straight, but often retraces – which creates great opportunities for pullback trading. In Solar Wave, pullbacks are our recommended signals for entries. From our testing and experiences, the first and second pullbacks are usually the most reliable and optimal entries.
Pine Script® göstergesi
ZuperView tarafından
Cosmik Z-TP by ninZa.coWith Cosmik Z-TP - Trading System, you can: Enter trades confidently with highly reliable signals. Pinpoint where to place stops and profit targets with ease. Enjoy high rewards while keeping the risks low in every trade. Simplify your charts by kicking out 2, 3, or even 10 indicators. Customize the system to your unique trading approach. Get started with trading immediately. Enhance the enjoyment of your daily trading with a user-friendly interface. Identify the market's direction, spot signal zones, and make timely entry decisions. Simplified signal mechanism: During an uptrend, indicated by a green background and blue trailing stop, buy signals emerge within the blue signal zone. During a downtrend, identified by a red background and pink trailing stop, sell signals emerge within the pink signal zone. Advanced signal filter: You have the flexibility to control the quantity of signals within a trend phase or a range.
Pine Script® göstergesi
ZuperView tarafından