Şimdi başlat

Volatilite

Daily ATR Bonanza: Expected Moves - Tr33man      Daily ATR Bonanza: Expected Moves Overview 🤷‍♂️ The Daily ATR Bonanza script is a powerful trading tool designed to help traders visualize and understand potential price movements using the Average True Range (ATR). It provides daily and weekly ATR levels, historical statistics, and conditional probability analysis to give traders actionable insights. The script also plots the daily Keltner channel. This script is ideal for traders who want to gauge volatility, identify key levels, and make data-driven decisions. b]Key Features: 📈 1. Daily and Weekly ATR Levels  🔵ATR Levels: The script calculates and displays ATR-based levels for the day and week. These levels are derived from the previous day's or week's close price and are adjusted using customizable multipliers (0.5x, 1x, and 1.5x by default).  🔵You can choose the number of ATR levels (1, 2, or 3) and adjust the multipliers to suit your trading strategy. 🌐 2. ATR Bands (Keltner Channels)  🔵The script includes an option to display ATR Bands, which are volatility-based envelopes around a moving average. These bands help identify overbought and oversold conditions.  🔵You can adjust the ATR multiplier and the length of the moving average used for the bands. 🧮 3. Historical Statistics and Conditional Probability  🔵 Historical Analysis: The script analyzes historical price movements to calculate the likelihood of closing at certain ATR levels.  🔵 Conditional Probability: This feature shows the probability of the price reaching specific ATR levels given the current market conditions. The conditional matches historical data by an open in the same opening ATR bucket, as well as the current price bucket having been visited in the historical case. Conditional probabilities are just statistics, and do not predict anything. Data Table: 📚  🔵 Historical Close Probability: The percentage of days the price closed within each ATR level.  🔵 Conditional Close Probability: The likelihood of the price closing within each ATR level today. ❓ What is Conditional Probability? ❓ Conditional probability is a statistical measure that calculates the likelihood of an event occurring given that another event has already occurred. In this script, it is used to determine the probability of the price reaching specific ATR levels based on the current opening range as well as current ATR distance from the previous close. For example: If the market opens near the lower end of the first ATR level, the script calculates the likelihood of the price reaching the upper end of the first, second, or third ATR level. This analysis is based on historical data, making it a powerful tool for understanding potential price movements. 🌟 Understanding the Levels  🔵Daily Levels: These are based on the previous day's close price and ATR. They are updated at the start of each new day.  🔵Weekly Levels: These are based on the previous week's close price and ATR. They are updated at the start of each new week.  🔵ATR Bands: These are dynamic levels that adjust with market volatility. 🔬 Analyze the Statistics (Daily only for now, no weekly yet)  🔵Use the interactive table to understand historical probabilities and conditional probabilities.  🔵Focus on the current opening range and the likelihood of reaching specific levels. 🧠 Make Trading Decisions  🔵Use the ATR levels and bands to identify key support and resistance levels.  🔵Use the conditional probability table to gauge the likelihood of reaching specific targets.  🔵Adjust your strategy based on the historical performance of the market. Example Use Cases 1. Day Trading Use the daily ATR levels to set intraday targets and stop-loss levels. Monitor the conditional probability table to adjust your expectations based on the opening range. 2. Swing Trading Use the weekly ATR levels to identify longer-term support and resistance levels. 3. Scalping Use the ATR bands to identify overbought and oversold conditions. Use the conditional probability table to quickly assess the likelihood of price movements.
Pine Script® göstergesi
Tr33man tarafından
1
MACD-V with Volatility Normalisation [DCD]MACD-V with Volatility Normalisation This indicator is a modified version of the traditional MACD, designed to account for market volatility by normalizing the MACD line using the Average True Range (ATR). It provides a more adaptive approach to identifying momentum shifts and potential trend reversals. This indicator was developed by Alex Spiroglou in this paper: Spiroglou, Alex, MACD-V: Volatility Normalised Momentum (May 3, 2022). Features: Volatility Normalization: The MACD line is adjusted using ATR to standardize its values across different market conditions. Customizable Parameters: Users can adjust the MACD fast length, slow length, signal line smoothing, and ATR length to suit their trading style. Histogram Visualization: The histogram highlights the difference between the MACD and signal lines, with customizable colors for positive and negative momentum. Crossover Signals: Green and red dots indicate bullish and bearish crossovers between the MACD and signal lines. Background Highlighting: The chart background changes to green when the MACD is above 0 and red when it is below 0, providing a clear visual cue for bullish and bearish conditions. Horizontal Levels: Dotted horizontal lines are plotted at key levels for better visualization of MACD values. How to Use: Look for crossovers between the MACD and signal lines to identify potential buy or sell signals. Use the histogram to gauge the strength of momentum. Pay attention to the background color for quick identification of bullish (green) or bearish (red) conditions. This indicator is ideal for traders who want a more dynamic MACD that adapts to market volatility. Customize the settings to align with your trading strategy and timeframe.
Pine Script® göstergesi
DutchCryptoDad tarafından
1
Aggregated Open Interest [Alpha Extract]The Aggregated Open Interest indicator provides a comprehensive view of open interest across multiple cryptocurrency exchanges, allowing traders to monitor institutional positioning and market sentiment. By aggregating data from major exchanges like Binance, BitMEX, and Kraken, this indicator offers valuable insights into potential price movements and market shifts. 🔶 CALCULATION The indicator processes open interest data through multiple analytical methods: Exchange Aggregation: Collects and normalizes open interest data from multiple exchanges (Binance, BitMEX, Kraken) with proper currency normalization. Multi-Mode Analysis: Calculates various metrics including raw open interest values, OI change, OI delta, volume-weighted delta, and OI RSI. Divergence Detection: Uses pivot point analysis to identify divergences between price action and open interest movements. Activity Assessment: Tracks bullish and bearish activity patterns by correlating open interest changes with price movements. Formula: Aggregate OI = Sum of normalized open interest from selected exchanges OI Change = Current OI - Previous OI OI Delta = Net change in open interest across timeframes OI Delta × Volume = OI Delta weighted by relative volume OI RSI = Relative Strength Index applied to open interest values OI Heatmap = Multi-timeframe visualization of OI changes across 7 distinct periods 🔶 DETAILS Visual Features: Open Interest: Candlestick representation of aggregated open interest OI Change: Histogram showing period-to-period changes OI Delta: Histogram displaying net OI movements OI Delta × Volume: Volume-weighted OI delta for enhanced signals OI RSI: Oscillator showing overbought/oversold OI conditions OI Heatmap: Multi-timeframe visualization showing OI changes across 7 periods (3, 5, 8, 13, 21, 34, and 55 days) Divergence Detection: Color-coded markers (teal for bullish, red for bearish) highlighting significant divergences between price and open interest Analysis Table: Real-time summary of key metrics including aggregate OI, recent changes, and bullish/bearish activity. Interpretation: Increasing Open Interest + Rising Price: Strong bullish trend confirmation Increasing Open Interest + Falling Price: Strong bearish trend confirmation Decreasing Open Interest + Rising Price: Weak bullish trend (potential reversal) Decreasing Open Interest + Falling Price: Weak bearish trend (potential reversal) Divergences: Signal potential trend exhaustion and reversals when price moves in one direction while open interest moves in the opposite direction Heatmap: Provides at-a-glance insight into open interest trends across multiple timeframes, with green bars indicating rising OI and red bars indicating falling OI 🔶 EXAMPLES Trend Confirmation: Rising open interest accompanying a price increase confirms strong bullish momentum with institutional backing. Example: During January-February 2025, rising OI during price advances confirms institutional participation in the uptrend. Bearish Divergence: Price makes a higher high while open interest makes a lower high, signaling potential trend reversal. Example: Red markers appear at market tops where price continues higher but open interest fails to confirm, preceding significant corrections. Bullish Divergence : Price makes a lower low while open interest makes a higher low, indicating potential bottoming. Example: Teal markers appear at market bottoms where price continues lower but open interest fails to confirm, preceding significant rallies. OI Heatmap Analysis : Multiple timeframes showing consistent red signals across short to long-term periods indicate strong institutional selling pressure. Example: When all 7 periods (3-55 days) show red during a price uptrend, this signals institutional selling into retail strength, often preceding major corrections. 🔶 SETTINGS Customization Options: Data Sources: Toggle different exchanges (Binance USDT/USD/BUSD, BitMEX USD/USDT, Kraken USD) Display Mode: Choose between Open Interest, OI Change, OI Delta, OI Delta × Volume, OI RSI, and OI Heatmap Currency Units: Display in USD or base cryptocurrency (COIN) Analysis Tools: Moving Average (length and color), RSI (length and color) Divergence Detection: Enable/disable signals, adjust lookback period and threshold percentage, customize bullish/bearish divergence colors OI Heatmap Colors: Customize bullish (green) and bearish (red) signal colors for the multi-timeframe heatmap visualization The Aggregated Open Interest indicator provides traders with comprehensive insights into institutional positioning across major exchanges, helping identify potential trend continuations, reversals, and key market turning points driven by smart money movements. The addition of the OI Heatmap feature enables traders to quickly visualize open interest trends across multiple timeframes, providing valuable context for institutional positioning over different market cycles.
Pine Script® göstergesi
AlphaExtract tarafından
Time-Based Fair Value Gaps (FVG) with Inversions (iFVG)The Time-Based Fair Value Gaps (FVG) with Inversions (iFVG) (ICT/SMT) is a specialized tool for ICT traders, pinpointing Fair Value Gaps (FVGs) within customizable 10-minute windows each hour (:00–:10, :10–:20, :20–:30, :30–:40, :40–:50, :50–:60). Optimized for 10 minute charts or lower, this indicator identifies bullish and bearish FVGs, tracks their mitigation to form inverted FVGs (iFVGs) as key support/resistance zones, and generates retest signals with "Close" or "Wick" options. With toggleable ATR filtering, optional FVG labels, mitigation removal, and alerts for new FVGs and signals, this indicator delivers precision for ICT strategies. A timeframe warning ensures users stay on lower timeframes (<1 hour) for accurate filtering, making it ideal for targeting macro timeframes and hourly transitions. Settings Description: Show Last (disp_num): Sets the number of recent inverted FVGs (iFVGs) to display (1–100, default: 5). Lower values reduce chart clutter, while higher values show more historical zones. Time Window Checkboxes (enable_00_10, enable_10_20, etc.): Six toggles to enable/disable FVG detection in each 10-minute window (:00–:10, :10–:20, :20–:30, :30–:40, :40–:50, :50–:60). All default to enabled, allowing FVGs across the hour. Disable specific windows to focus on key ICT periods (e.g., :00–:10 for hourly opens). Signal Preference (signal_pref): Choose "Close" (default) or "Wick" for iFVG retest signals. "Close" requires the candle body to confirm the retest, while "Wick" uses highs/lows, offering earlier but potentially noisier signals. Use ATR Filter (use_atr): Enables/disables ATR-based size filtering for FVGs (default: true). When enabled, only FVGs larger than ATR × Multiplier are shown, reducing noise. ATR Multiplier (atr_multi): Sets the ATR threshold for FVG size (0–∞, default: 0.25). Higher values filter for larger gaps; setting to 0 uses the average bar range, making the filter very permissive. Remove Mitigated FVGs (remove_mitigated): Removes FVGs and iFVGs when price fully closes through them (default: true), aligning with ICT’s principle that mitigated gaps lose relevance. Show FVG Labels (show_labels): Displays “Bull FVG” or “Bear FVG” labels above/below gaps (default: true). Disable to reduce chart clutter. Colors (bull_color, bear_color, midline_color): Customize colors for bullish FVGs (green), bearish FVGs (red), and midlines (gray). Adjust transparency for visibility. Recommendations for ICT Traders To maximize the indicator’s effectiveness within ICT concepts, use it on 1–5 minute charts during macro timeframes like the New York Kill Zone (7:00–11:00 AM EST) or London Kill Zone (2:00–5:00 AM EST), where institutional order flow often creates significant FVGs. Focus on the :00–:10 and :50–:60 windows by enabling only these checkboxes , as they capture hourly opens and closes, key for ICT setups like Judas swings or liquidity grabs. Keep ATR filtering enabled with a multiplier of 0.25–0.5 to prioritize impactful gaps, but disable it on lower timeframes (e.g., 1-minute) for more FVGs during high-volatility periods. Enable mitigation removal to declutter the chart, reflecting ICT’s view that filled FVGs are less relevant unless inverted. Use "Close" signal preference for conservative retest confirmation, switching to "Wick" for faster entries in aggressive setups. Set alerts for “Bullish FVG Detected,” “Bearish FVG Detected,” “Bullish Signal,” and “Bearish Signal” to catch real-time opportunities. Avoid timeframes ≥1 hour, as the minute-based filter may be unreliable, and heed the warning label to stay on lower timeframes for precision.
Pine Script® göstergesi
BigGuavaTrading tarafından
Smarter Money Concepts - MTF IFVGs [PhenLabs]📊 Smarter Money Concepts - MTF IFVG Version: PineScript™ v6 📌 Description This multi-timeframe indicator identifies Inverse Fair Value Gaps (IFVGs) and their inversions across simultaneous chart intervals, helping traders spot liquidity voids and potential reversal zones. By analyzing price action through the lens of institutional order flow patterns, it solves the problem of manual gap tracking across timeframes while incorporating volatility-adjusted parameters and psychological level analysis for higher-probability setups. 🚀 Points of Innovation • Multi-Timeframe Engine - Simultaneous analysis of 3 higher timeframes • Adaptive Parameters - Auto-adjusts to market volatility conditions • Quality Scoring System - Ranks gaps using RVI strength and size metrics • Inversion Tracking - Monitors failed gaps for counter-trend signals • Render Optimization - Prevents chart clutter with smart gap management 🔧 Core Components FVG Detection Logic: Identifies gaps using customizable price source (Close/Wick) Inversion Tracker: Manages failed gaps and generates counter signals Multi-Timeframe Engine: Processes 3 independent higher timeframe analyses Dashboard System: Real-time display of active gaps across all timeframes 🔥 Key Features • Volatility-adjusted gap size filters (ATR-based) • Customizable timeframe confluence analysis • Color-coded quality scoring • Non-repainting inversion signals • Mobile-optimized visual rendering 🎨 Visualization • Colored Boxes: Translucent zones show active gaps (green/bullish, red/bearish) • Midline Plot: Dashed gray line marks gap midpoint for price targets • Inversion Markers: Intense colors show failed gaps (dark red/bullish failure, bright green/bearish failure) • HTF Differentiation: Higher timeframe gaps shown in blue/teal hues 📖 Usage Guidelines Multi-Timeframe Settings • Higher Timeframe 1 Default: 30 | Range: Any > Chart TF | Controls primary confluence timeframe • Show All Timeframes Default: True | Toggles multi-TF gap displays Gap Settings • Source Default: Close | Options: | Determines gap measurement method • RVI Period Default: 14 | Range: 1-50 | Sets momentum confirmation sensitivity • RVI Value Default 0.1 | 0 to see all IFVGs | Increase min RVI to see the most powerful IFVGs ✅ Best Use Cases • Identifying confluence across timeframes • Spotting institutional order blocks • High-probability reversal trading • Trend continuation confirmation • Volatility breakout setups ⚠️ Limitations • Repaints historical gap zones • Requires understanding of FVG concepts • Higher timeframe data latency • Quality scores rely on RVI/ATR settings 💡 What Makes This Unique First FVG indicator with true multi-timeframe processing Adaptive parameters that auto-adjust to volatility Quantifiable quality scoring system Professional-grade dashboard with HTF tracking 🔬 How It Works Gap Detection: Identifies FVGs using price relationships and RVI confirmation Inversion Tracking: Monitors price breaches to flag failed gaps Quality Assessment: Scores gaps based on size, momentum, and location Adaptive Filtering: Adjusts parameters using ATR-based volatility analysis Multi-TF Synthesis: Correlates gaps across user-selected timeframes Visual Rendering: Displays only relevant, active gaps to prevent clutter 💡 Note: Start with default settings and gradually adjust parameters after observing market interactions. Focus on gaps with quality scores above 7 that align with higher timeframe trends. Combine with price action at psychological levels for highest-probability setups. Remember that higher timeframe gaps generally carry more significance than current chart gaps.
Pine Script® göstergesi
PhenLabs tarafından
Binary Options Time/Price Entry HelperFor those who like to trade the Nadex 5 minute binary options. ✅ Features: Marks the start of every 5-minute candle (HH:00, HH:05, HH:10, etc.) Highlights price action signals: Bullish Engulfing Bearish Engulfing Long rejection wicks (potential reversals) Designed for 1-minute charts Ideal for manual binary entries Look for: 🔽 Gray markers: start of a 5-min cycle 🟩 CALL or 🟥 PUT: bullish or bearish engulfing 🟢 or 🟠 circles: strong rejection wicks You can take off the 5 minute chart cycle markers and the rejection wick markers for a clean looking chart. Jump in the trade when the call/put arrows appear. These can be fast moving trades. Be prepared to exit if need be. Nadex lets you exit at any time. Example: if you enter a call around $75 you can get out at $50 if the trade goes against you. If you enter a put around $25 and the trade goes against you, exit at $50, or as close as possible. If you do this it will keep your rr close to 1:1 - this is VERY important for these trades. I'm not responsible for how you do on these trades. I've only used it for EURUSD, but it works well. Test it on all the 5 minute binaries if you want and see what you think. Don't wear yourself out on these. Nadex has 5 minute binaries continuously. Work at it for a couple hours and get good. You can collect the $25 premium several times a day. Just get out if it moves against you.
Pine Script® göstergesi
RealBootHill tarafından
ATR Trailing Stop Loss (True)ATR Trailing Stop – Sir Robrecht’s Edition This is not your average trailing stop. This is my personal take — forged in the fires of trend following and designed to keep emotions on a leash. It uses the Average True Range to adaptively trail behind price, locking in profits as a trend unfolds and giving it just enough room to breathe. No random percentages. No guesswork. Just pure, calculated breathing space. The stops rise with the trend but never fall. Once a new level is set, it stays put — protecting you when price inevitably decides to pull back. It doesn’t flinch. It doesn't chase. It waits. And when that pullback turns into a full reversal, it taps you on the shoulder and says, “Time to go.” Why use this? Because it removes the psychological torture of ‘should I sell now?’ and replaces it with a clear, elegant line in the sand. You enter with purpose, you follow the trend, and you let this thing trail behind you like a loyal guard dog. No micromanaging. No impulse exits. Just mechanical, stress-free trend following. Set it. Forget it. Watch the trend do the heavy lifting while you lean back and act like you’ve been here before.
Pine Script® göstergesi
LordRobrecht tarafından
True Strength Index (TSI)%📌 Script Name: TSI Percentuale This script is a custom True Strength Index (TSI) indicator that expresses momentum strength as a percentage from 0% to 100%, instead of the traditional TSI scale. ✅ What the Script Does Calculates the standard TSI: Uses double exponential smoothing of price changes and their absolute values. Formula: TSI_raw = 100 × DoubleSmoothed(ΔPrice) DoubleSmoothed(|ΔPrice|) TSI_raw=100× DoubleSmoothed(|ΔPrice|) DoubleSmoothed(ΔPrice) ​ Normalizes TSI to a percentile scale: Over a user-defined lookback period, the script finds the lowest and highest TSI values. It then rescales the current TSI to a value between 0% (minimum) and 100% (maximum). 50% represents neutral momentum (i.e., "flat"). Plots the result: tsi_percent is plotted as a blue line. Horizontal dashed/dotted lines are drawn at: 0% → strong downward momentum 50% → neutral 100% → strong upward momentum ⚙️ Inputs Long Length: Long EMA smoothing period (default: 25) Short Length: Short EMA smoothing period (default: 13) Signal Length: (not used in this version, can be removed or extended) Lookback Period: Number of bars to calculate min/max normalization (default: 100) 🧠 Why Use This Indicator The classic TSI ranges around and can be hard to interpret. This version makes TSI visually intuitive by converting it to percentile form, allowing easier comparison of momentum strength across time and instruments. It’s particularly useful for defining zones like: Above 70% = strong bullish Below 30% = strong bearish
Pine Script® göstergesi
Abram07 tarafından
Volumetric Tensegrity🧮 Volumetric Tensegrity unifies two of the Leading Indicator suite's critical engines —  ZVOL  ( volume anomaly detection ) and  OBVX  ( directional conviction ). Originally designed as a structural economizer for traders navigating strict indicator limits (e.g. < 10 slots per chart), it was forced to evolve beyond that constraint simply to fulfill it, albeit with a difference. The fatal flaw of traditional fusion, where two metrics are blended mathematically, is that they lose scale integrity (i.e. meaning). VTense encodes  optical tensegrity  to scale the amplitude of the ZVOL histogram and the slope of the OBVX spread independently, so that expansion and direction may coexist without either dominating the frame. 🧬 Tensegrity , by definition, is an intelligent design principle where elements in compression are suspended within a network of continuous tension, forming a stable, self-supporting structure . Originally conceived in esoteric biomorphology (c.f. Da Vinci, Snelson, Casteneda), tensegrity balances force through opposition, not rigidity. Applied to financial markets,  Volumetric Tensegrity  captures this same principle: price compresses, volume expands, conviction builds or fades — yet structure holds through the interplay. The result is not a prediction engine, but a pressure field — one that visualizes where structure might bend, break, or rebound based on how volume breathes. 🗜️ Rather than layering multiple indicators and consuming precious chart space, VTense frees up room for complementary overlays like momentum mapping, liquidity tiers, or volatility phase detection — making it ideal for modular traders operating in tight technical real estate. 🧠 Core Logic - VTense separates and preserves two essential structural forces: • ZVOL Histogram : A Z-score-based expansion map that measures current volume deviation from its historical average. It reveals buildup zones, dormant stretches, and breakout pressure — regardless of price behavior. • OBVX Spread : A directional conviction curve that tracks the difference between On-Balance Volume and its volume-weighted fast trend. It shows whether the crowd is leaning in (accumulation/distribution) or backing off. 🔊 ZVOL controls the amplitude of the histogram, while OBVX controls the curvature and slope of the spread. Without sacrificing breathing behavior or analytical depth, VTense provides a compact yet dynamic lens to track both expansion pressure and directional bias within a single footprint. 🌊 Volumetric Tensegrity forecasts breakout readiness, trend fatigue, and compression zones by measuring the volatility within volume . Unlike traditional tools that track volatility of price, this indicator reveals when effort becomes unstable — signaling inflection points  before  price reacts. Designed to decode rhythm shifts at the volume level, it operates as a pre-ignition scanner that thrives on low-timeframe charts (15m and under) while scaling effectively to 1H for validation. 🪖 From Generals to Scouts 👀 When used jointly,  ZVOL + OBVX  act as the general : deep-field analysts confirming stress, commitment, or exhaustion. VTense , by contrast, functions as a  scout  — capturing subtle buildup and alignment before structure fully reveals itself. The indicator aims to be a literal vanguard, establishing a position that can be confirmed or flexibly abandoned when the higher authority arrives to evaluate. 🥂 Use the ZVOL + OBVX pair when : • You need independent axis control and manual dissection • You’re building long-form confluence setups • You have more indicator slots than you need 🔎 Use VTense when : • You need compact clarity across multiple instruments • You’re prioritizing confluence _detection_ over granular separation • You’re building efficient multi-layered systems under slot constraints 🏗️ Structural Behavior and Interpretation 🫁 Z VOL Respiration Histogram : Structural Effort vs Baseline 🔵  Compression Coil  – volume volatility is low and stable; the market is coiling 🟢  Steady Rhythm  – volume is healthy but unremarkable; balanced participation 🟡  Passive/Absorbed Effort  – expansion failing to manifest; watch for reversal 🟠  Clean Expansion  – actionable volatility rise backed by structure 🔴  Volatile Blowout  – chaos, climax; likely end-phase or fakeout ⚖️ ZVOL Respiration measures how hard the crowd is pressing — not just that volume is rising, but how statistically  abnormal the surge is. Because it is rescaled proportionally to OBVX, the amplitude of the histogram reflects structural urgency without overwhelming the visual field. 🖐️ OBVX Spread : Real-Time Directional Conviction Behind Price Moves 🔑 The curvature of the spread reveals not just directional bias but  crowd temp o: sharp slopes = urgent transitions; gradual slopes = building structural shifts. Curvature is key: sharp OBVX slope = urgency; gentle arcs = controlled drift or indecision. • Green Rising : Accumulation — upward pressure from real buyers • Red Falling : Distribution — sell pressure, downward slope • Flat Curves : Transitional → uncertainty, microstructure digestion 🎭 Synchronized vs Divergent Behavior ⏱️ Synchronized (high-confluence) : often precedes structural breakouts, with internal conviction clearly visible before price resolves. • ZVOL expands (yellow/orange/red) and OBVX climbs steeply green = strong bullish pressure • ZVOL expands while OBVX steepens red = growing sell-side intent 🪤 Divergent (conflict tension) : flags potential traps, fakeouts, and liquidity sweeps. • ZVOL expands sharply, but OBVX flattens or opposes → reactive expansion without crowd commitment ⛔️ Latent Drift + Structural Holding Patterns : tensegrity in action — the market holds tension without directional release. • ZVOL compresses (blue) + OBVX meanders near zero → structure is resting, building up energy • After prolonged drift, expect violent asymmetry when balance finally breaks 📚 Phase Interpretation: Dynamic Structural Read • 1️⃣ Quiet Coil : Histogram flat, OBVX flat → no urgency • 2️⃣ Initial Pulse : Yellow bars, OBVX slope builds → actionable tension • 3️⃣ Structural Breath : Synchronized expansion and slope → directional commitment • 4️⃣ Disagreement : Spike in ZVOL, flattening OBVX → exhaustion risk or false signal 💡 Suggested Use • Run on 15m charts for breakout anticipation and 1H for validation • Pair with ZVOL + OBVX to confirm crowd conviction behind the tension phase • Use as a rhythm filter for the suite's trend indicators (e.g., RDI , SUPeR TReND 2.718 , et. al.) • Ideal during low-volume regimes to detect pressure buildup before triggers 🧏🏻 Volumetric Tensegrity doesn’t signal. It  breathes , and listens to pressure shifts before they speak in price. As a scout, it lets you see structural posture before signals align — helping you front-run resolution with clarity, not prediction.
Pine Script® göstergesi
TheLeadingIndicator tarafından
1
ATR Strength Index~~~~~~~ATRRSI~~~~~~~~~ Understanding the ATR Strength IndexThe "ATR Strength Index" (ATR SI) is a custom technical indicator derived by applying the calculation methodology of the Relative Strength Index (RSI) to the values of the Average True Range (ATR). While the standard RSI measures the momentum of price changes, the ATR SI measures the momentum of volatility itself, as represented by the ATR.It is important to note that this is not a standard, widely recognised indicator like the traditional RSI or ATR. It's a custom construction designed to provide a different perspective on market dynamics – specifically, the speed and magnitude of changes in volatility. How it is Calculated The calculation of the ATR Strength Index follows the same steps as the standard RSI, but the input data is the ATR value for each period, rather than the price.Let ATRi​ be the Average True Range value for the current period i.Let ATRi−1​ be the Average True Range value for the previous period i−1.Calculate the period-over-period change in ATR:ΔATRi​=ATRi​−ATRi−1​Separate ATR Gains and ATR Losses:If ΔATRi​>0, then ATR,Gaini​=ΔATRi​ and ATR,Lossi​=0.If ΔATRi​<0, then ATR,Gaini​=0 and ATR,Lossi​=∣ΔATRi​∣.If ΔATRi​=0, then ATR,Gaini​=0 and ATR,Lossi​=0.Calculate the Smoothed Average ATR Gain and Average ATR Loss over a specified lookback period (let's call this the "RSI Length" or n). This typically uses a smoothing method similar to Wilder's original RSI calculation (a modified moving average or exponential moving average).Average,ATR,Gainn​=Smoothed Average of ATR,Gain over n periodsAverage,ATR,Lossn​=Smoothed Average of ATR,Loss over n periodsCalculate the ATR Relative Strength (ATR RS):ATR,RSn​=Average,ATR,Lossn​Average,ATR,Gainn​​Calculate the ATR Strength Index:ATR,SIn​=100−1+ATR,RSn​100​The resulting index oscillates between 0 and 100, just like the standard RSI. How to Use It Interpreting the ATR Strength Index focuses on the momentum of volatility rather than price momentum:High Values (e.g., above 70): Indicate that volatility (as measured by ATR) has been increasing rapidly over the chosen period. This could suggest a market transitioning from a period of low volatility to high volatility, potentially preceding or accompanying strong directional price moves or increased choppiness.Low Values (e.g., below 30): Indicate that volatility has been decreasing rapidly. This could suggest a market transitioning from high volatility to low volatility, potentially entering a period of consolidation or ranging price action.Midline (50): Represents a balance between increasing and decreasing volatility momentum.Divergence: You could potentially look for divergence between the ATR value itself and the ATR Strength Index. For example, if ATR is making higher highs but the ATR SI is making lower highs, it might suggest that while volatility is still increasing, the speed of that increase is slowing down. The interpretation and reliability of such divergence would need careful testing. This indicator is best used as a supplementary tool to gain insight into the underlying volatility dynamics of the market, rather than as a primary signal generator for price direction. It can help in understanding the current market environment – whether volatility is picking up or dying down – which can inform the suitability of different trading strategies (e.g., trend-following strategies might be more effective when volatility momentum is high, while range-bound strategies might suit periods of low volatility momentum). Uniqueness The ATR Strength Index is unique because it applies a momentum oscillator's logic (RSI) to a volatility indicator's output (ATR).Standard RSI: Focuses on the directional force of price movements.Standard ATR: Measures the amount of volatility, regardless of direction.ATR Strength Index: Measures the speed and direction of change in volatility. It provides a perspective that neither the standard RSI nor ATR offers on their own – a quantified measure of how quickly the market's choppiness or range is expanding or contracting. This can be valuable for traders who incorporate volatility analysis into their decision-making process.In summary, the ATR Strength Index is a custom indicator that adapts the RSI calculation to measure the momentum of volatility, offering a unique view on market dynamics by showing how rapidly volatility is increasing or decreasing.
Pine Script® göstergesi
gusjnr1 tarafından
New Momentum H/LNew Momentum H/L shows when momentum, defined as the rate of price change over time, exceeds the highest or lowest values observed over a user-defined period. These events shows points where momentum reaches new extremes relative to that period, and the indicator plots a column to mark each occurrence. Increase in momentum could indicate the start of a trend phase from a low volatile or balanced state. However in developed trends, extreme momentum could also mark potential climaxes which can lead to trend termination. This reflects the dual nature of the component. This indicator is based on the MACD calculated as the difference between a 3-period and a 10-period simple moving average. New highs are indicated when this value exceeds all previous values within the lookback window; new lows when it drops below all previous values. The default lookback period is set to 40 bars, which corresponds with two months on a daily chart. The indicator also computes a z-score of the MACD line over the past 100 bars. This standardization helps compare momentum across different periods and normalizes the values of current moves relative to recent history. In practice, use the indicator to confirm presence of momentum at the start of a move from a balanced state (often following a volatility expansion), track how momentum develops inside of a trend structure and locate potential climactic events. Momentum should in preference be interpreted from price movement. However, to measure and standardize provides structure and helps build more consistent models. This should be used in context of price structure and broader market conditions; as all other tools.
Pine Script® göstergesi
StockLeave tarafından
Compression Patterns (w/ Trend + Proximity Filter)🧠 Description: This indicator identifies high-probability price compression patterns within trending environments — a setup prized by experienced swing and day traders alike. It combines the classic NR4, NR7, 2-Bar NR, 3-Bar NR, and Inside Day formations with a powerful trend filter and proximity logic to deliver clear, focused signals. 🔍 What's Inside: ▪️ Compression Patterns The core of this tool lies in the logic of price compression. These patterns signal the market taking a breath — volatility contracts, volume dries up, and price coils like a spring. When this happens in the right context, the next move is often explosive. NR4 / NR7: Narrowest range in 4 or 7 bars — excellent for spotting the quiet before the storm. 2-Bar NR / 3-Bar NR: These identify the tightest consecutive 2 or 3-day ranges over the past 20 days — contextually rare and powerful. Inside Day: A simple but highly effective consolidation pattern, especially when it clusters around key moving averages. ▪️ Trend Filter (EMA Stack) You could say this is where most indicators fall apart — no context. This one doesn’t make that mistake. Signals only fire when the 10 EMA > 20 EMA > 50 EMA, and price is above the 20 EMA. That’s a strong, established uptrend — the only environment where breakouts are statistically favourable. Why? Because trend following works. It may not give you fixed daily returns, but it’s the only strategy with theoretically infinite profit potential. You risk little, trade less, and position yourself for rare but massive moves. That’s the edge. ▪️ Proximity Filter (1 ATR to EMA) We’ve added another layer of discipline. Signals only fire when price is: Within 1 ATR of the 10 EMA (if price is above it), or Within 1 ATR of the 20 EMA (if price is below the 10 EMA) This ensures you’re not chasing. You’re waiting for tight, controlled pullbacks into dynamic support — exactly where institutions add size, not exit. ⚙️ Fully Customisable: Toggle visibility of each pattern Custom colours and transparency for label & background Adjustable ATR length and multiplier Change label text if needed (useful for translations or tweaks) 🎯 Ideal Use Case: Swing trading off the daily chart Day trading with VWAP/MACD filters (in alternate versions) Supplementing price action strategies 🔚 Final Word: This isn’t an “everything scanner.” It’s a discerning sniper scope for traders who wait patiently for clean trends, tight consolidations, and perfect proximity — then strike.
Pine Script® göstergesi
LordRobrecht tarafından
DMI + Didi Index (Convergência)This indicator combines the power of DMI/ADX with the Didi Index to detect high-probability trade signals only when the market is trending and momentum is aligned. ✅ ADX and DMI help filter out sideways markets by identifying low-trend strength zones. ✅ The Didi Index uses the convergence and divergence of exponential moving averages (EMAs 3, 8, and 20) to spot trend reversals and continuations. ✅ Buy and sell signals are only plotted when both trend strength and directional alignment are confirmed. Designed for traders who prefer momentum and trend-following strategies while avoiding noise during ranging conditions.
Pine Script® göstergesi
luiscfcorreia tarafından
C&B Auto MK5C&B Auto MK5.2ema BullBear Overview The C&B Auto MK5.2ema BullBear is a versatile Pine Script indicator designed to help traders identify bullish and bearish market conditions across various timeframes. It combines Exponential Moving Averages (EMAs), Relative Strength Index (RSI), Average True Range (ATR), and customizable time filters to generate actionable signals. The indicator overlays on the price chart, displaying EMAs, a dynamic cloud, scaled RSI levels, bull/bear signals, and market condition labels, making it suitable for swing trading, day trading, or scalping in trending or volatile markets. What It Does This indicator generates bull and bear signals based on the interaction of two EMAs, filtered by RSI thresholds, ATR-based volatility, a 50/200 EMA trend filter, and user-defined time windows. It adapts to market volatility by adjusting EMA lengths and RSI thresholds. A dynamic cloud highlights trend direction or neutral zones, with candlestick coloring in neutral conditions. Market condition labels (current and historical) provide real-time trend and volatility context, displayed above the chart. How It Works The indicator uses the following components: EMAs: Two EMAs (short and long) are calculated on a user-selected timeframe (1, 5, 15, 30, or 60 minutes). Their crossover or crossunder triggers potential bull/bear signals. EMA lengths adjust based on volatility (e.g., 10/20 for volatile markets, 5/10 for non-volatile). Dynamic Cloud: The area between the EMAs forms a cloud, colored green for bullish trends, red for bearish trends, or a user-defined color (default yellow) for neutral zones (when EMAs are close, determined by an ATR-based threshold). Users can widen the cloud for visibility. RSI Filter: RSI is scaled to price levels and plotted on the chart (optional). Signals are filtered to ensure RSI is within volatility-adjusted bull/bear thresholds and not in overbought/oversold zones. ATR Volatility Filter: An optional filter ensures signals occur during sufficient volatility (ATR(14) > SMA(ATR, 20)). 50/200 EMA Trend Filter: An optional filter restricts bull signals to bullish trends (50 EMA > 200 EMA) and bear signals to bearish trends (50 EMA < 200 EMA). Time Filter: Signals are restricted to a user-defined UTC time window (default 9:00–15:00), aligning with active trading sessions. Market Condition Labels: Labels above the chart display the current trend (Bullish, Bearish, Neutral) and optionally volatility (e.g., “Bullish Volatile”). Up to two historical labels persist for a user-defined number of bars (default 5) to show recent trend changes. Visual Aids: Bull signals appear as green triangles/labels below the bar, bear signals as red triangles/labels above. Candlesticks in neutral zones are colored (default yellow). The indicator ensures compatibility with standard chart types (e.g., candlestick or bar charts) to produce realistic signals, avoiding non-standard types like Heikin Ashi or Renko. How to Use It Add to Chart: Apply the indicator to a candlestick or bar chart on TradingView. Configure Settings: Timeframe: Choose a timeframe (1, 5, 15, 30, or 60 minutes) to match your trading style. Filters: Enable/disable the ATR volatility filter to focus on high-volatility periods. Enable/disable the 50/200 EMA trend filter to align signals with the broader trend. Enable the time filter and set custom UTC hours/minutes (default 9:00–15:00). Cloud Settings: Adjust the cloud width, neutral zone threshold, color, and transparency. EMA Colors: Use default trend-based colors or set custom colors for short/long EMAs. RSI Display: Toggle the scaled RSI and its thresholds, with customizable colors. Signal Settings: Toggle bull/bear labels and set signal colors. Market Condition Labels: Toggle current/historical labels, include/exclude volatility, and adjust decay period. Interpret Signals: Bull Signal: A green triangle or “Bull” label below the bar indicates potential bullish momentum (EMA crossover, RSI above bull threshold, within time window, passing filters). Bear Signal: A red triangle or “Bear” label above the bar indicates potential bearish momentum (EMA crossunder, RSI below bear threshold, within time window, passing filters). Neutral Zone: Yellow candlesticks and cloud (if enabled) suggest a lack of clear trend; consider range-bound strategies or avoid trading. Market Condition Labels: Check labels above the chart for real-time trend (Bullish, Bearish, Neutral) and volatility status to confirm market context. Monitor Context: Use the cloud, RSI, and labels to assess trend strength and volatility before acting on signals. Unique Features Volatility-Adaptive EMAs: Automatically adjusts EMA lengths based on ATR to suit volatile or non-volatile markets, reducing manual configuration. Neutral Zone Detection: Uses an ATR-based threshold to identify low-trend periods, helping traders avoid choppy markets. Scaled RSI Visualization: Plots RSI and thresholds directly on the price chart, simplifying momentum analysis relative to price. Flexible Time Filtering: Supports precise UTC-based trading windows, ideal for day traders targeting specific sessions. Historical Market Labels: Displays recent trend changes (up to two) with a decay period, providing context for market shifts. 50/200 EMA Trend Filter: Aligns signals with the broader market trend, enhancing signal reliability. Notes Use on standard candlestick or bar charts to ensure accurate signals. Test the indicator on a demo account to optimize settings for your market and timeframe. Combine with other analysis (e.g., support/resistance, volume) for better decision-making. The indicator is not a standalone system; use it as part of a broader trading strategy. Limitations Signals may lag in fast-moving markets due to EMA-based calculations. Neutral zone detection may vary in extremely volatile or illiquid markets. Time filters are UTC-based; ensure your platform’s timezone settings align. This indicator is designed for traders seeking a customizable, trend-following tool that adapts to volatility and provides clear visual cues with robust filtering for bullish and bearish market conditions.
Pine Script® göstergesi
charleyRT tarafından
Volatility Regime Classifier | ATRP Percentile ZonesThis indicator helps you understand the current volatility environment of any asset by comparing recent ATR-based values to its historical range. It defines four regimes: 🔴 Low Volatility: Volatility is decreasing 🟢 Normal: Volatility is increasing but still below average 🟠 High: Volatility is elevated 🟣 Extreme: Volatility is very high compared to recent history ⚙️ How it works We calculate the Average True Range (ATR) as a percentage of price (ATRP), then compare a short-term ATR to a longer-term one. Their difference shows whether volatility is picking up or slowing down. To make the signal more adaptive, we look at the distribution of recent volatility over a rolling window. We compute the 50th and 70th percentiles of that history to set dynamic thresholds. About distribution & percentiles Volatility in financial markets doesn't follow a normal (Gaussian) distribution, it's often skewed, with sudden spikes and fat tails. That means fixed thresholds (like "ATR > 20") can be misleading or irrelevant across assets and timeframes. Using percentiles solves this: The 50th percentile marks the middle of the recent volatility range. The 70th percentile captures a zone where volatility is unusually high, but not too rare, which keeps the signal usable and not overly sensitive. These levels offer a balance: ⚖️ not too reactive, not too slow — just enough to highlight meaningful shifts. ✅ Use cases Spot changes in market conditions Filter or adapt strategies depending on the regime Adjust position sizing and risk dynamically
Pine Script® göstergesi
Agent_R_Zeroth tarafından
Tremor Tracker [theUltimator5]Tremor Tracker is a volatility monitoring tool that visualizes the "tremors" of price action by measuring and analyzing the average volatility of the current trading range, working on any timeframe. This indicator is designed to help traders detect when the market is calm, when volatility is building, and when it enters a potentially unstable or explosive state by using a lookback period to determine the average volatility and highlights outliers. 🔍 What It Does Calculates bar-level volatility as the percentage difference between the high and low of each candle. Applies a user-selected moving average (SMA, EMA, or WMA) to smooth out short-term noise and highlight trends in volatility. Compares current volatility to its long-term average over a configurable lookback period. Dynamically colors each volatility bar based on how extreme it is relative to historical behavior: 🟢 Lime — Low volatility (subdued, ranging conditions) 🟡 Yellow — Moderate or building volatility 🟣 Fuchsia — Elevated or explosive volatility ⚙️ Customizable Settings Low Volatility Limit and High Volatility Limit: Define the thresholds for color changes based on volatility's ratio to its average. Volatility MA Length: Adjust the smoothing period for the volatility moving average. Average Volatility Lookback: Set how many bars are used to calculate the long-term average. MA Type: Choose between SMA, EMA, or WMA for smoothing. Show Volatility MA Line?: Toggle the display of the smoothed volatility trendline. Show Raw Volatility Bars?: Toggle the display of raw per-bar volatility with dynamic coloring. 🧠 Use Cases Identify breakout conditions: When volatility spikes above average, it may signal the onset of a new trend or a news-driven breakout. Avoid chop zones: Prolonged periods of low volatility often precede sharp moves — a classic “calm before the storm” setup. Timing reversion trades: Detect overextended conditions when volatility is well above historical norms. Adapt strategies by volatility regime: Use color feedback to adjust risk, position sizing, or strategy selection based on real-time conditions. 📌 Notes Volatility is expressed as a percentage, making this indicator suitable for use across different timeframes and asset classes. The tool is designed to be visually intuitive, so traders can quickly spot evolving volatility states without diving into raw numbers.
Pine Script® göstergesi
TheUltimator5 tarafından
Price Change Sentiment Index [tradeviZion]Price Change Sentiment Index A technical indicator that measures price changes relative to the day's range. Indicator Overview Normalizes price changes on a 0-100 scale Uses a smoothing period for signal clarity Shows potential overbought/oversold conditions Inputs Smoothing Period (default: 3) Show Background Colors (on/off) Overbought Level (default: 75) Oversold Level (default: 25) Reading the Indicator Values above 75: Price change showing strong upward movement Values below 25: Price change showing strong downward movement Around 50: Neutral price movement Technical Details // Core calculation changePct = (currClose - prevClose) / (high - low) normalized = 50 + (changePct * 50) smoothedNormalized = ta.sma(normalizedClamped, smoothingPeriod) Usage Notes Best used with other technical analysis tools Adjustable smoothing period affects signal sensitivity Background colors highlight extreme readings Works on any timeframe Settings Guide Smoothing Period: - Lower values (1-3): More responsive - Higher values (5-10): Smoother output Visual Settings: Toggle background colors Levels: Adjust overbought/oversold thresholds This indicator is a technical analysis tool. Please conduct your own research and testing before use.
Pine Script® göstergesi
TradeVizion tarafından