Şimdi başlat

Volatilite

ATR (14) Watermark📈 ATR (14) Watermark – Volatility Snapshot on Your Chart This lightweight overlay displays the ATR (14) value and its percentage of the current price directly on your chart — along with a visual cue (🔴🟡🟢) to indicate volatility levels. 🔧 Features: ATR (14) value and percentage of current price 🔴 High, 🟡 Medium, 🟢 Low volatility indicator Adjustable vertical & horizontal positioning Fully configurable text size and color Clean, unobtrusive table watermark overlay This tool is perfect for traders who want to quickly assess volatility without crowding the chart with lines or indicators.
Pine Script® göstergesi
Puzirsky tarafından
Standard Deviation ExpectationStandard Deviation Expectation - First off I want to thank and give credit to #Stockmarketupdate for introducing this idea to me while stumbling across his script for plotting the standard deviation above each candle/price. Applying Standard Deviation Expectation can aide traders with insight to price projection, expectation, as well as, give hint to price exhaustion. This indicator helps you identify dynamic support and resistance levels based on price volatility — specifically using standard deviation — on your chosen time frame or a higher time frame (multi-time frame). It calculates a range around recent price action that adapts based on how volatile the market is. It plots three lines: Resistance line (upper boundary) Support line (lower boundary) Mid-line (middle of support and resistance) It colors the area between support and resistance green or red depending on whether the current price is above or below the mid-line. It alerts you when price crosses the mid-line either upward or downward. Explanation of Components Standard deviation is a statistical measure that tells you how much prices vary from the average. This script calculates Standard Dev. on a selected price source (usually close price) over a specified length (default 8 bars). Then it multiplies this by a “multiplier” (default 1.75) to set how wide the expected range should be. More volatility → wider range; less volatility → tighter range. 2. Multi-Timeframe (MTF) Input You can select a different timeframe (like 1H, 4H, daily) to base calculations on, even if you’re viewing a lower timeframe chart (like 15 min). This helps smooth out noise and get more meaningful levels from higher timeframes. 3. Calculating Deviation High and Low Based on whether the higher timeframe candle is bearish or bullish, the indicator adjusts the expected high and low by adding or subtracting the standard deviation. This creates a dynamic “band” or range around the price on the higher timeframe. 4. Support and Resistance Lines It calculates the highest deviation high and the lowest deviation low over a look-back period. Then it smooths these extremes using an Exponential Moving Average (EMA) to avoid choppy lines. The result is two smooth, adaptive lines — resistance and support. 5. Mid-line Simply the average of the support and resistance lines. Acts as a pivot or equilibrium point between support and resistance. 6. Offset Allows you to shift the lines forwards by a number of bars, which can help with visual alignment or back-testing. 7. Color Fill The space between support and resistance is filled with a transparent green color if price is above the midline, red if below. This gives a quick visual cue of bullish or bearish bias. 8. Alerts on Midline Cross The indicator generates alert conditions when price crosses the midline: Crosses above → possible bullish sign Crosses below → possible bearish sign You can set alerts in Trading-view using these to get notified. *Don’t rely solely on this indicator. Use it alongside price action and other indicators. Play with the multiplier and length inputs to see what fits your trading style and the asset’s volatility. The multi-time frame option is powerful — try using daily or 4H on a 15-min chart to get smoother levels. Use alerts for mid-line crosses to help you catch potential trade setups without staring at the screen constantly. * Disclaimer: The information contained in this script does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, back-test, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. This script was produced for educational purposes! Enjoy!
Pine Script® göstergesi
PROFIT_MAKERZ tarafından
Trading Assistant Dingue [TAD] OscillatorsTAD Oscillators – Companion Indicator for Trading Assistant Dingue TAD Oscillators is a complementary indicator built to work seamlessly with the Trading Assistant Dingue. They’re designed to be used together but can also function independently. Because the Trading Assistant overlays directly on the chart, there’s no room to display the 8 built-in oscillators over the candles. This separate indicator solves that by plotting all those oscillators in a clean, dedicated panel below the chart. It uses the exact same settings as the Trading Assistant, so you don’t need to re-enter parameters or wonder what values you're working with. This makes it much easier to tweak and build your own strategy. If you can't see your RSI or MACD, how can you optimize them? 🔧 Key Features Auto-syncs with Trading Assistant Dingue settings Plot one or multiple oscillators at once Add reference levels (e.g., 80/20 for RSI, 0 for ROC or MACD) Simple visual structure for easy tuning Works standalone or as a Trading Assistant companion 📊 Included Oscillators Each oscillator can be turned on/off individually and customized. By Default, the RSI and STOCH are displayed with lines at 80 and 20: RSI 1 & 2 Custom length for RSI and its moving average. Default display includes 80 and 20 reference lines. Stochastic 1 & 2 Full control over K and D values, with individual moving averages. More common than RSI for many traders. Volume A custom-built indicator based on raw volume and a moving average. Line at 0 helps visualize direction shifts. MACD 1 & 2 Standard MACD with full custom settings. Includes line at 0. Useful for divergence and momentum analysis. ROC (Rate of Change) 1 & 2 + Average A slightly adjusted ROC formula. You get two separate inputs and a third line that averages both. ADX & DMI Choose to display the three ADX versions and their DMI+ and DMI– components. Great for tracking trend strength. Mayer Multiple Less common, but helpful for identifying over-extended markets. Sourced from TradingView. OBV (On Balance Volume) Plots OBV with a zero line for quick confirmation of trend with volume. These oscillators are built into the Trading Assistant, but can’t be displayed over price candles. That’s what this indicator solves. Use this tool to fine-tune your setup, confirm signals, or develop your own trading strategy visually and clearly. Note: TAD Oscillators is completely free. Trading Assistant Dingue is a paid indicator, but you don’t need it to use this one. 🔍 Search “Trading Assistant Dingue” to try it free.
Pine Script® göstergesi
CryptoDINGUE tarafından
RSI TrendSignal🔍 **Smart RSI System – Free & Open Source** A powerful RSI-based indicator designed for traders who want clarity, simplicity, and filtered signals that *actually mean something*. --- ### 🎯 Key Features: ✅ Classic RSI with custom smoothing ✅ Optional Bollinger Bands over RSI ✅ Built-in Divergence Detection (Regular Bullish/Bearish) ✅ Dynamic Buy/Sell Conditions based on RSI + MA cross ✅ STAR signals for high-conviction entries (Overbought/Oversold + strength filter) ✅ ATR-based strength filter and custom visualizations ✅ Works great on **crypto**, **forex**, or **indices** ✅ Fully open-source and beginner-friendly! --- ### 📊 Recommended Timeframes: 15min, 1H, 4H, Daily – test and adjust settings for your style. --- ### ⚙️ How to Use: 1. Watch for **Buy/Sell** shapes when RSI confirms crossover with smoothed MA. 2. **STAR signals** are stronger – when RSI is above 70 or below 30 with momentum separation. 3. Divergences (optional) can confirm reversals. 4. Use ATR plot or your own trailing stop logic for exit strategy. --- 🔔 Alerts are built-in and ready to use. 📌 You can connect them to bots, webhooks, or Telegram (see alert templates in the script). --- 🧠 **Built by a trader, for traders.** Use this as a base and build your own version – or just trade it as is. --- --- 💬 **Feedback / Questions / Want to talk?** Feel free to message me on Telegram: 👉 (t.me/Ario_pinescript_pogramer) This is a clean version of RSI TrendSignal with improved alerts. It uses RSI cross with a smoothed moving average to generate filtered buy/sell signals. No external links or bots. Fully compliant with TradingView rules. 📺 Demo & Tutorial coming soon on my YouTube channel – stay tuned
Pine Script® göstergesi
setbet215 tarafından
EMA 12/21 Crossover with ATR-based SL/TPRecommended ATR Lenght: 7 ATR multiplier for stop loss: 1.5 ATR multiplier for take profit: 2 Recalculate- aftter order is filled: Make sure you put this on if using these settings. Using standard OHLC: put on. Theses settings make you 50% win rate with 1.5 profit factor 📈 Ultimate Scalper v2 Strategy Type: Trend-Pullback Scalping Indicators Used: EMA (12/21), MACD Histogram, ADX, ATR Platform: TradingView (Pine Script v5) Author: robinunga16 🎯 Strategy Overview The Ultimate Scalper v2 is a scalping strategy that catches pullbacks within short-term trends using a dynamic combination of 12/21 EMA bands, MACD Histogram crossovers, and ADX for trend confirmation. It uses ATR-based stop-loss and take-profit levels, making it suitable for volatility-sensitive environments. 🧠 Logic Breakdown 🔍 Trend Detection Uses the 12 EMA and 21 EMA to identify the short-term trend: Uptrend: EMA 12 > EMA 21 and ADX > threshold Downtrend: EMA 12 < EMA 21 and ADX > threshold The ADX (default: 25) filters out low-momentum environments. 📉 Pullback Identification Once a trend is detected: A pullback is flagged when the MACD Histogram moves against the trend (below 0 in uptrend, above 0 in downtrend). An entry signal is triggered when the histogram crosses back through zero (indicating momentum is resuming in the trend direction). 🟢 Entry Conditions Long Entry: EMA 12 > EMA 21 ADX > threshold MACD Histogram was below 0 and crosses above 0 Short Entry: EMA 12 < EMA 21 ADX > threshold MACD Histogram was above 0 and crosses below 0 ❌ Exit Logic (ATR-based) The strategy calculates stop-loss and take-profit levels using ATR at the time of entry: Stop-Loss: Entry Price −/+ ATR × Multiplier Take-Profit: Entry Price ± ATR × 2 × Multiplier Default ATR Multiplier: 1.0 ⚙️ Customizable Inputs ADX Threshold: Minimum trend strength for trades (default: 25) ATR Multiplier: Controls SL/TP distance (default: 1.0) 📊 Visuals EMA 12 and EMA 21 band can be added manually for visual reference. Entry and exit signals are plotted via TradingView’s built-in backtesting engine. ⚠️ Disclaimer This is a backtesting strategy, not financial advice. Performance varies across markets and timeframes. Always combine with additional confluence or risk management when going live.
Pine Script® stratejisi
RUmbro16 tarafından
time-specific standard devs [keypoems]Time-Specific Net Change Percentage Standard Deviations Extensions A candlestick is the story of how price moved during a single period: it opens, explores a high and a low, and finally closes. The indicator asks one question: “By what percentage did price change from open to close?” That single percentage value – called the net-change % – is the raw material for everything that follows. Why net-change % matters If you collect that percentage for thousands of finished candles (daily candles, 1-hour, 4-hour – whatever you close) you get a probability distribution: most candles move only a little, a few move a lot. When you plot those percentages you get the familiar bell-curve. From any bell-curve you can read two key statistics: Mean – the “typical” net-change. Standard Deviation (σ) – how far a candle normally wanders from that mean. A well-known property of a bell-curve is that ≈68 % of all observations stay between –1 σ and +1 σ, and ≈95 % stay within ±2 σ. For traders that translates into a probabilistic map of where an unfinished candle is likely to close. What the indicator draws Open-anchored levels Every box is centred on the candle’s open price. The indicator draws boxes that mark +σ, +½ σ, –½ σ, –σ … as selected in the Inputs. Time-specific calculation Instead of mixing all 1-hour candles together, the script isolates only the 09:00-10:00 New-York hour (or any other slot you are at that moment) and builds a bell-curve from that subset. The result is a set of expectations truly tailored to that exact hour’s behaviour. Generic and Specific Std Dev Box Indicator computes both generic levels – the classic “all candles aggregated” standard deviations, and specific levels – the refined, hour-by-hour (or 4-hour-by-4-hour, etc.) deviations. The indicator shows Boxes that represent both aggregated values and "per period" standard deviation projection levels. Mirrored levels (optional) Negative σ levels are drawn automatically so you have symmetrical upside & downside projections. Math behind the scenes For each chosen higher-timeframe (HTF): Collect the last N net-change % values (user-defined look-back, default 5 000 candles). Compute: μ = mean(net-change %) σ = stdev(net-change %) Project prices: LevelPrice = Open × (1 + k × σ) where k is 0 , ±0.5 , ±1 , ±1.5 … as enabled in the inputs. Because everything is done in percentage space the technique adapts automatically to instruments that trade at very different absolute prices (equities, futures, crypto, FX). How to read it in real time When a developing candle races straight into +1 σ with plenty of time left, statistics say “68 % of the time it will finish back inside the box.” A tag of +2 σ is an even rarer event (~5 % probability) – a natural place to look for exhaustion or take-profit cues. Conversely, if price refuses to reverse at +1 σ and instead sticks above that edge, it is signalling an unusually strong session and may warrant trend-continuation tactics. Key Inputs Higher Timeframe Choose 5m to H8 reference frame Show levels for last X periods Look-back length Sample size for σ StdDev Fibs Fib1 … Fib9 toggles & values: Decide which σ multiples to plot Mirror levels Draw matching negative projections Extend boxes Keep boxes visible beyond their candle Best-practice usage Combine with structure – treat σ edges as context, not automatic entry. Mind the sample size – if you choose extremely narrow windows (e.g., Sunday 18:00-19:00 futures open) make sure your look-back still captures hundreds of cases. Disclaimer Trading involves risk. The author and this indicator simply display historical probability ranges; they do not assure profits or prevent losses. Always perform your own due diligence and, if necessary, consult a licensed financial professional before dealing in any financial instrument.
Pine Script® göstergesi
keypoems tarafından
1
EMA 12/21 Crossover with ATR-based SL/TP📈 Ultimate Scalper v2 Strategy Type: Trend-Pullback Scalping Indicators Used: EMA (12/21), MACD Histogram, ADX, ATR Platform: TradingView (Pine Script v5) Author: 🎯 Strategy Overview The Ultimate Scalper v2 is a scalping strategy that catches pullbacks within short-term trends using a dynamic combination of 12/21 EMA bands, MACD Histogram crossovers, and ADX for trend confirmation. It uses ATR-based stop-loss and take-profit levels, making it suitable for volatility-sensitive environments. 🧠 Logic Breakdown 🔍 Trend Detection Uses the 12 EMA and 21 EMA to identify the short-term trend: Uptrend: EMA 12 > EMA 21 and ADX > threshold Downtrend: EMA 12 < EMA 21 and ADX > threshold The ADX (default: 25) filters out low-momentum environments. 📉 Pullback Identification Once a trend is detected: A pullback is flagged when the MACD Histogram moves against the trend (below 0 in uptrend, above 0 in downtrend). An entry signal is triggered when the histogram crosses back through zero (indicating momentum is resuming in the trend direction). 🟢 Entry Conditions Long Entry: EMA 12 > EMA 21 ADX > threshold MACD Histogram was below 0 and crosses above 0 Short Entry: EMA 12 < EMA 21 ADX > threshold MACD Histogram was above 0 and crosses below 0 ❌ Exit Logic (ATR-based) The strategy calculates stop-loss and take-profit levels using ATR at the time of entry: Stop-Loss: Entry Price −/+ ATR × Multiplier Take-Profit: Entry Price ± ATR × 2 × Multiplier Default ATR Multiplier: 1.0 ⚙️ Customizable Inputs ADX Threshold: Minimum trend strength for trades (default: 25) ATR Multiplier: Controls SL/TP distance (default: 1.0) 📊 Visuals EMA 12 and EMA 21 band can be added manually for visual reference. Entry and exit signals are plotted via TradingView’s built-in backtesting engine. ⚠️ Disclaimer This is a backtesting strategy, not financial advice. Performance varies across markets and timeframes. Always combine with additional confluence or risk management when going live.
Pine Script® stratejisi
RUmbro16 tarafından
Advanced VW SMI w/ Divergence, Confirmations & TableVolume-Weighted SMI with Dynamic Divergence and Confirmation Description: This advanced indicator combines the Stochastic Momentum Index (SMI) with volume weighting, dynamic overbought/oversold bands, and robust divergence detection to help you spot true momentum reversals confirmed by volume, trend, and momentum. Features Volume-Weighted SMI The SMI is amplified or dampened based on normalized volume, filtering out low-interest price moves and highlighting those with real conviction. Dynamic OB/OS Bands Overbought and oversold levels adapt automatically to current volatility and trend using moving average and standard deviation bands, keeping signals relevant across all market regimes. Divergence Detection with Visuals Real-time bullish and bearish divergence signals are drawn right on the SMI line, including lines and labels, making reversal setups easy to spot. Triple Confirmation Divergence signals are filtered by: Volume surge (user adjustable) RSI extremes (oversold/overbought) Higher timeframe trend (optional EMA filter) Customizable Volume Weighting Adjust how much influence volume has on SMI signals—tune sensitivity to your market and style. Performance Table Track bullish/bearish divergence counts in real time. How to Use Add to your chart. (Move to a separate pane for best results.) Adjust settings to fit your market (lengths, volume power, trend filter, etc.). Watch for colored SMI moves outside dynamic bands for momentum extremes. Look for divergences marked by arrows, lines, and labels on the SMI. Use table count for an overview of signal frequency. Tips Works on all timeframes; try adjusting dynamic band length for higher timeframes. For scalping, lower the SMI and pivot lengths. For swing trading, enable trend and volume confirmations for higher confidence. Use with other price action signals for best results. Created with Pine Script v5. If you find this helpful, please give it a like or comment!
Pine Script® göstergesi
Tonsil tarafından
Polynomial Deviation BandsThis indicator applies polynomial regression of selectable degree (1st to 4th) to recent price data, fitting a smooth curve that models the underlying price trend more flexibly than linear regression. Around this polynomial regression line, it plots dynamic deviation bands calculated using a variety of selectable methods—including standard deviation, mean/median absolute deviation, exponential deviation, true range deviation, Hull, Frama, Kaufman adaptive, Gaussian weighted, and quantile deviation—providing a comprehensive view of price volatility and dispersion. Key Features: Polynomial regression fit updated on each bar, capturing nonlinear price trends. Multiple deviation calculation options allow customization of band sensitivity and robustness. Bands adjust dynamically to changing volatility and price behavior. Overlay on price chart with optional candle coloring based on trend signals derived from price relative to bands. Trend signals indicated by price crossing upper or lower bands. Useful for identifying trend direction, potential support/resistance, and volatility expansion/contraction. This tool combines advanced statistical modeling with flexible volatility measures to help traders better understand price structure and make informed trading decisions. The indicator is computationally efficient despite polynomial fitting and offers extensive customization for diverse trading styles and markets. Disclaimer Disclaimer: This indicator is provided for educational and informational purposes only and does not constitute investment advice. Trading involves risk and may result in financial loss. Always perform your own research and consult with a qualified financial advisor before making any trading decisions.
Pine Script® göstergesi
MintLeafEdge tarafından
Options Volatility Strategy Analyzer [TradeDots]The Options Volatility Strategy Analyzer is a specialized tool designed to help traders assess market conditions through a detailed examination of historical volatility, market benchmarks, and percentile-based thresholds. By integrating multiple volatility metrics (including VIX and VIX9D) with color-coded regime detection, the script provides users with clear, actionable insights for selecting appropriate options strategies. 📝 HOW IT WORKS 1. Historical Volatility & Percentile Calculations Annualized Historical Volatility (HV): The script automatically computes the asset’s historical volatility using log returns over a user-defined period. It then annualizes these values based on the chart’s timeframe, helping you understand the asset’s typical volatility profile. Dynamic Percentile Ranks: To gauge where the current volatility level stands relative to past behavior, historical volatility values are compared against short, medium, and long lookback periods. Tracking these percentile ranks allows you to quickly see if volatility is high or low compared to historical norms. 2. Multi-Market Benchmark Comparison VIX and VIX9D Integration: The script tracks market volatility through the VIX and VIX9D indices, comparing them to the asset’s historical volatility. This reveals whether the asset’s volatility is outpacing, lagging, or remaining in sync with broader market volatility conditions. Market Context Analysis: A built-in term-structure check can detect market stress or relative calm by measuring how VIX compares to shorter-dated volatility (VIX9D). This helps you decide if the present environment is risk-prone or relatively stable. 3. Volatility Regime Detection Color-Coded Background: The analyzer assigns a volatility regime (e.g., “High Asset Vol,” “Low Asset Vol,” “Outpacing Market,” etc.) based on current historical volatility percentile levels and asset vs. market ratios. A color-coded background highlights the regime, enabling traders to quickly interpret the market’s mood. Alerts on Regime Changes & Spikes: Automated alerts warn you about any significant expansions or contractions in volatility, allowing you to react swiftly in changing conditions. 4. Strategy Forecast Table Real-Time Strategy Suggestions: At the close of each bar, an on-chart table generates suggested options strategies (e.g., selling premium in high volatility or buying premium in low volatility). These suggestions provide a quick summary of potential tactics suited to the current regime. Contextual Market Data: The table also displays key statistics, such as VIX levels, asset historical volatility percentile, or ratio comparisons, helping you confirm whether volatility conditions warrant more conservative or more aggressive strategies. 🛠️ HOW TO USE 1. Select Your Timeframe: The script supports multiple timeframes. For short-term trading, intraday charts often reveal faster shifts in volatility. For swing or position trading, daily or weekly charts may be more stable and produce fewer false signals. 2. Check the Volatility Regime: Observe the background color and on-chart labels to identify the current regime (e.g., “HIGH ASSET VOL,” “LOW VOL + LAGGING,” etc.). 3. Review the Forecast Table: The table suggests strategy ideas (e.g., iron condors, long straddles, ratio spreads) depending on whether volatility is elevated, subdued, or spiking. Use these as a starting point for designing trades that match your risk tolerance. 4. Combine with Additional Analysis: For optimal results, confirm signals with your broader trading plan, technical tools (moving averages, price action), and fundamental research. This script is most effective when viewed as one component in a comprehensive decision-making process. ❗️LIMITATIONS Directional Neutrality: This indicator analyzes volatility environments but does not predict price direction (up/down). Traders must combine with directional analysis for complete strategy selection. Late or Missed Signals: Since all calculations require a bar to close, sharp intrabar volatility moves may not appear in real-time. False Positives in Choppy Markets: Rapid changes in percentile ranks or VIX movements can generate conflicting or premature regime shifts. Data Sensitivity: Accuracy depends on the availability and stability of volatility data. Significant gaps or unusual market conditions may skew results. Market Correlation Assumptions: The system assumes assets generally correlate with S&P 500 volatility patterns. May be less effective for: Small-cap stocks with unique volatility drivers International stocks with different market dynamics Sector-specific events disconnected from broad market Cryptocurrency-related assets with independent volatility patterns RISK DISCLAIMER Options trading involves substantial risk and is not suitable for all investors. Options strategies can result in significant losses, including the total loss of premium paid. The complexity of options strategies requires thorough understanding of the risks involved. This indicator provides volatility analysis for educational and informational purposes only and should not be considered as investment advice. Past volatility patterns do not guarantee future performance. Market conditions can change rapidly, and volatility regimes may shift without warning. No trading system can guarantee profits, and all trading involves the risk of loss. The indicator's regime classifications and strategy suggestions should be used as part of a comprehensive trading plan that includes proper risk management, directional analysis, and consideration of broader market conditions.
Pine Script® göstergesi
tradedots tarafından
Range Breakout + TradePulse HUD + Momentum GlowRange Breakout + TradePulse HUD + Momentum Glow Overview The Range Breakout + TradePulse HUD + Momentum Glow is a sophisticated Pine Script® indicator for TradingView, engineered to provide traders with a comprehensive toolkit for identifying breakout opportunities, monitoring real-time market dynamics, and visualizing momentum shifts. By integrating volatility-based channels, a dynamic heads-up display (HUD), and momentum-driven background glow, this indicator empowers traders with actionable insights for scalping, day trading, or swing trading across stocks, forex, and cryptocurrencies. Key Features Range Breakout System ATR-Based Dynamic Channels: Constructs upper, lower, and mid-channel lines using a smoothed Average True Range (ATR) multiplied by a customizable factor (default: 4x), adapting to market volatility for precise breakout detection. Breakout and Reversal Signals: Generates buy (▲) and sell (▼) signals on mid-channel crossovers, with an optional trend filter to align with the prevailing market direction, enhancing signal reliability. Fakeout Detection: Optionally displays "X" markers for fakeout signals when price briefly breaches channel boundaries but fails to sustain the move, helping traders avoid false breakouts. Customizable Visuals: Offers adjustable channel colors, gradient fill options, and transparency settings for a clean, user-friendly chart display. TradePulse HUD Real-Time Market Dashboard: A sleek, top-center HUD provides critical metrics on the last confirmed bar, including: Price: Current price, color-coded (green for up, red for down). Price Change (%): Percentage change with customizable alert thresholds for significant spikes (default: 3%). Volume Analysis: Displays volume direction (Bullish, Bearish, Neutral) and highlights "Hype" surges when volume exceeds a user-defined threshold relative to its standard deviation (default: 1.5x). Trend Direction: Derived from EMA crossovers (fast: 4-period, slow: 6-period) and volume confirmation, shown as Bullish, Bearish, or Neutral. Momentum Score: A normalized RSI-based score (0–100), color-coded for overbought (>70) or oversold (<30) conditions. Signal Confidence: A composite score (0–100) combining RSI, volume, and EMA divergence to evaluate signal strength. Session Trend: Tracks intraday trends during key US market sessions (Open: 9:30–10:00, Mid: 10:00–14:00, Power Hour: 14:00–16:00, US Eastern Time) with emoji indicators ( for bullish, for bearish, for neutral). RSI: Displays current RSI with customizable overbought (default: 65) and oversold (default: 35) levels. Customizable HUD: Toggle visibility and adjust colors for a tailored trading experience. Momentum Glow Dynamic Background Visualization: Highlights strong market momentum with a background glow (green for bullish when RSI > 80, pink for bearish when RSI < 20), toggleable for minimal chart clutter. Trend Confirmation: Combines channel breakouts with EMA crossovers and volume thresholds to identify high-probability bullish and bearish zones, ideal for trend-following strategies. Session-Based Filtering: Excludes low-volatility "barcode" patterns (price range < 60% of average) to focus on actionable trends during active market hours. Alert System Robust Alerts: Configurable alerts for: Buy/sell signals with optional trend filtering. Price spikes exceeding the user-defined threshold. "Hype" volume surges with a cooldown period (default: 5 bars) to prevent repetitive alerts. EMA bullish/bearish crossovers for trend confirmation. Flexible Thresholds: Customize price change, volume spike, and hype volume multipliers to align with specific trading strategies. How It Works Range Breakout: Calculates a central channel line (HL2) with upper and lower boundaries based on ATR. Breakouts are detected when price crosses these boundaries, while buy/sell signals trigger on mid-channel crossovers, validated by stability and optional trend filters. TradePulse HUD: Integrates EMA, RSI, volume, and price data into a real-time, top-center dashboard, providing a holistic view of market conditions. Momentum Glow: Enhances trend visualization with background glow for extreme RSI conditions, reinforcing breakout signals and trend direction. Session Analysis: Monitors price behavior during key trading sessions, filtering out low-range periods to highlight high-probability trading opportunities. Settings Range Breakout Settings: Line Extension Length: Duration of breakout lines (default: 100 bars). Channel Width Multiplier: ATR multiplier for channel width (default: 4x). Show Fakeout Signals: Toggle fakeout markers (default: disabled). Filter Signals by Trend: Align signals with the broader trend (default: disabled). Colors and Transparency: Customize channel colors and fill opacity. TradePulse HUD Settings: Show HUD: Enable/disable HUD display. Show Momentum Glow: Toggle background glow for momentum visualization. Price Change Alert Threshold: Percentage for price spike alerts (default: 3%). Volume Spike Multiplier: Threshold for volume spikes (default: 1.2x average). Hype Volume Multiplier: Threshold for "Hype" surges (default: 1.5x standard deviation). Hype Cooldown: Minimum bars between hype alerts (default: 5). EMA Periods: Fast (default: 4) and Slow (default: 6) for trend detection. RSI Settings: Period (default: 14), overbought (default: 65), oversold (default: 35). How to Use Add the indicator to your TradingView chart. Customize settings to match your trading style (e.g., adjust channel width, enable trend filters, or tweak HUD colors). Monitor breakout signals (▲ for buy, ▼ for sell), fakeout markers (X), and HUD metrics for real-time context. Use session trend indicators (//) to identify high-probability trading zones. Set up alerts for breakouts, price spikes, volume surges, or EMA crossovers to stay informed. Notes License: Mozilla Public License 2.0 (mozilla.org). Author: © StanTheTradingMan Version: Pine Script® v6 Best Used With: Liquid markets (stocks, forex, crypto) on intraday or daily timeframes. Optimization: Adjust ATR multiplier, EMA periods, and RSI thresholds to optimize for specific assets or strategies. Why Use This Indicator? The Range Breakout + TradePulse HUD + Momentum Glow delivers a powerful combination of breakout detection, real-time market analytics, and momentum visualization. Its intuitive HUD, dynamic glow feature, and robust alert system make it an essential tool for traders seeking clarity and precision in fast-moving markets. Whether capturing intraday moves or riding longer-term trends, this indicator equips you with the insights to trade confidently. Get Started Apply the indicator to your chart, fine-tune settings to suit your strategy, and leverage its advanced features to elevate your trading. For feedback or questions, connect via TradingView.
Pine Script® göstergesi
StanTheTradingMan tarafından
Optimized Trend [DaviddTech]Optimized Trend is a comprehensive trend-following indicator that combines multiple analytical techniques for improved decision-making. Key Features: Zero-Lag Exponential Moving Average (ZLEMA) to reduce lag and track price movements more effectively. Adaptive Lag Control: The lag of the ZLEMA can be automatically adjusted based on market volatility (ATR), or manually set for user preference. Composite Score: A weighted measure combining ZLEMA momentum, short-term price changes, ATR-based volatility, and money flow (using Chaikin Money Flow and Money Flow Index). This creates a 0–100 score reflecting overall market strength. Dynamic Bands: ATR-based upper and lower bands shift depending on price relative to the ZLEMA, acting as dynamic support/resistance. Trend Cross Alerts: Plots buy and sell dots when the price crosses the ZLEMA for quick trade signals. Summary Table: Displays key data including composite score, volatility, trend direction, current lag setting, and a market narrative. Uniqueness & Research Basis: This indicator incorporates an adaptive lag mechanism tied to ATR volatility, making the trendline more responsive during high volatility and smoother during calmer markets. It also blends multiple volume/flow metrics into a single money flow component, delivering a synthesized view of market strength not found in traditional ZLEMA tools. How to Use: Identify Trend Direction: Use the ZLEMA color (teal for bullish, maroon for bearish) and composite score to confirm market bias. Monitor Bands: Price reaching the upper band (red fill) may indicate overbought conditions, while the lower band (green fill) may signal oversold conditions. Entry/Exit Signals: Watch for the plotted (buy) and (sell) dots as potential trade signals. Fine-Tune Sensitivity: Adjust ZLEMA length and lag settings in the inputs to better match your trading timeframe and style. Adaptive Lag: Enable or disable to see how dynamic volatility affects responsiveness. This indicator is designed for educational purposes only and should be used with additional confirmation and risk management in your trading plan.
Pine Script® göstergesi
renderingnature1 tarafından
BBS – Bond Breadth Signal"When bonds scream, breadth collapses, and fear spikes — BBS listens." 🧠 BBS – Bond Breadth Signal A reversal timing tool built on macro conviction, not price noise. The Bond Breadth Signal (BBS) was developed to identify major market inflection points by combining four key market stress indicators: 1) 10-Year Yield ROC – Measures sharp moves in the bond market 2) Z-Score of the 10Y – Captures statistical extremes 3) NSHF (Net Highs–Lows) – Signals internal market strength or weakness 4) TLT ROC + VIX – Confirmations of flight to safety and volatility-driven fear When all conditions align, BBS marks either a For-Sure Buy or For-Sure Sell — these are rare, high-confidence signals designed to cut through noise and focus on true market dislocations. 🔧 Features: -Background color and signal arrows on confirmation days -Signals remain visually active for 3 days for added clarity -Fully adjustable thresholds and alert toggles -Plot panel for yield, TLT, NSHF, VIX, and Z-score visuals This tool isn’t designed to fire every day. It’s meant to wait for those moments when the market truly bends — not just wiggles. Best used on major indices (SPY, QQQ, IWM) to assess macro turning points.
Pine Script® göstergesi
Scatman_Jeff tarafından
ETH Compounder [crankyprofits]Overview ETH Compounder is a 15-minute trading strategy built for Ethereum (ETH/USD), combining trend confirmation, momentum shifts, and structured risk management. This strategy is designed to catch trend breakouts with high conviction and compound profits using multiple take-profit levels. Core Strategy Logic Trend Direction: Uses Hull Moving Average to determine market bias. Breakout Entry: Enters on price breakout above/below a Keltner Channel. Momentum Trigger: Combines MACD and STC-style momentum to validate entry points. Heikin Ashi Candles: Used internally to smooth price action for cleaner signals. No Pyramiding: Only one trade at a time to avoid stacking entries during choppy markets. Profit-Taking System The strategy features a tiered take-profit system: TP1: ~2% gain (100% in free version) TP2–TP4: Additional tiers reserved for premium builds This approach allows partial exits to lock in gains while letting remaining position ride the trend. Risk Management Default stop loss: ~4.75% from entry Trailing stop based on Keltner channel and trend strength Alerts included for Buy, Sell, and Close signals Best Use Case This script is optimized for ETH/USD on 15m timeframes. Tuned for Binance out of the box. Ideal for traders who want a semi-passive, momentum-based system that avoids constant screen-watching. Alerts Custom alerts are available for: Buy Entry Sell Entry Exit Signal (TP or SL) TP1–TP4 (for granular control) Disclaimer This script is for educational purposes only and does not constitute financial advice. Always backtest and use proper risk management before live trading. Want to unlock premium features & get alerts? Join our Discord: discord.gg
Pine Script® stratejisi
crankyprofits tarafından
ML Regime Detection + Risk OverlayGuide to Using the “ML Regime Detection + Risk Overlay” Tool For Traders Seeking Smarter, Adaptive Risk and Trend Context Highly Optimized for "The Way of Radius" 🔍 Overview The ML Regime Detection + Risk Overlay is a custom Pine Script indicator designed to help traders adjust risk exposure and trade strategy based on prevailing market conditions. It uses a machine-learning-inspired regime classifier and overlays risk metrics directly on your chart. This tool answers key questions like: "Is this a normal or volatile market?" "How much should I risk right now?" "Are the current conditions favorable for trend-following or mean-reversion?" 🧠 Key Features Feature Description ML-Inspired Regime Classifier Detects Normal, Volatile, or Crisis market states based on calculated inputs. Dynamic Risk Allocation Adjusts recommended Risk %, Reward/Risk Ratio, and Max Position Size for each regime. Real-Time Risk Overlay Table Displays all key metrics in a visual table—color-coded for quick interpretation. Volatility/Volume/Correlation Inputs Tracks ATR ratio, Volume Z-score, and SPX-VIX correlation for regime classification. ADX Trend Confirmation Adds Average Directional Index (ADX) for validating trend strength (added in latest version). Background Color Coding Shades the chart background green (normal), orange (volatile), or red (crisis) for intuitive regime awareness. ⚙️ Core Inputs Explained Input Function ATR Ratio Measures current volatility vs. recent average. High = turbulent. Volume Z-score Spots volume spikes that may indicate panic or exuberance. SPX-VIX Correlation A rising correlation suggests systemic risk—higher values indicate crisis risk. ADX Measures trend strength. 20–25+ = trending; below = ranging. 📊 Table Metrics & Color Logic Each table row reflects a vital market health indicator. Text colors are assigned based on threshold logic: Green → healthy/normal Yellow → approaching caution levels Red → abnormal, elevated risk Metric Role ATR Ratio > 1.2 = volatile; > 1.5 = crisis Volume Z-score > 1.0 = volatile; > 2.0 = crisis SPX-VIX Corr. > 0.4 = volatile; > 0.7 = crisis ADX > 25 = strong trend 💡 How to Use It 1. Gauge the Regime Look at: Background color Table cell for "Regime" ATR, Volume Z, SPX-VIX Correlation 📘 Tip: Avoid aggressive entries during “Crisis” regimes. Focus on high-R:R setups or small sizing. 2. Adjust Risk Settings Use table guidance: Risk % = how much of your account to risk RR Ratio = suggested Reward/Risk target Max Size % = ceiling for position size 📘 Tip: In Volatile or Crisis modes, reduce your size or wait for ADX to confirm strength. 3. Filter Entries with ADX If ADX < 20–25: skip breakout trades; look for ranges or reversals. If ADX > 25: trend-following entries (breakouts, pullbacks) are safer. ✅ Benefits 🧠 Smarter Trade Selection Align entries with macro conditions (regime state) to reduce false signals. 📉 Downside Protection Adapts position sizing and risk levels to avoid oversized losses during turbulent periods. 📈 Confidence in Trend Plays ADX + Normal regime = strong green light for momentum/trend setups. ⏱ Time-Efficient Decision Making Quickly interpret risk using the table and background without scanning multiple indicators. 🛠️ Suggested Use Cases Use Case How to Apply It Breakout Traders Only take breakouts in Normal regime + ADX > 25 Scalpers Avoid trading in Crisis regime; watch volume spikes Swing Traders Use regime + ADX to time entries within larger trend context Risk Managers Use the dynamic risk parameters to manage exposure per regime 🧪 Example Strategy Integration Combine with: Keltner Channels for entry zones SuperTrend for trend filtering Manual confirmation (candlestick patterns, S/R) 📘 Ideal when used with a position sizing engine 🧾 Conclusion The ML Regime Detection + Risk Overlay is not just an indicator—it's a risk-aware market lens that adapts to changing conditions. It’s built to help you: Trade what’s appropriate for the market’s current state Avoid overexposure during risky times Ride momentum with confidence during healthy periods Use it as your daily dashboard before placing trades—and combine it with structured strategies for optimal results.
Pine Script® göstergesi
Degreydher tarafından
crt 1. Market Structure (Internal & External) External structure: Follows HH-HL or LH-LL structure → trend direction is determined. Internal structure: Small structures formed within external swing (CHoCHs) → to determine OB. 2. Order Block (OB) Extreme OB: The lowest/highest point where the external structure starts (the last candle that receives liquidity). Decisional OB: The last bearish/bullish candle formed in the internal structure and breaking the external should receive internal liquidity. 3. SMT (Smart Money Technique) Discrepancy is sought between EUR/USD and GBP/USD pairs: When EUR/USD makes lower low If GBP/USD makes higher low → bullish SMT 4. Entry (15M) When 4H OB is touched, If SMT has formed, A candle close above the “last series of down candle” at 15M → long entry SL: Key low at 15M TP: The other end of the external structure 📋 Progress Plan Let's do the steps as follows: 1. 🔍 First: On the 4H chart Determine external & internal structure Draw OB boxes 2. 🧠 SMT control Draw GBP/USD data as 4H Mark SMT with LL vs HL detection 3. 🧭 15M control for entry When 4H OB is touched xa 15M signal from timeframe (multitimeframe)
Pine Script® göstergesi
rmachina tarafından
OA - SMESSmart Money Entry Signals (SMES) The SMES indicator is developed to identify potential turning points in market behavior by analyzing internal price dynamics, rather than relying on external volume or sentiment data. It leverages normalized price movement, directional volatility, and smoothing algorithms to detect potential areas of accumulation or distribution by market participants. Core Concepts Smart Money Flow calculation based on normalized price positioning Directional VHF (Vertical Horizontal Filter) used to enhance signal directionality Overbought and Oversold regions defined with optional glow visualization Entry and Exit signals based on dynamic crossovers Highly customizable input parameters for precision control Key Inputs Smart Money Flow Period Smoothing Period Price Analysis Length Fibonacci Lookback Length Visual toggle options (zones, glow effects, signal display) Usage This tool plots the smoothed smart money flow as a standalone oscillator, designed to help traders identify potential momentum shifts or extremes in market sentiment. Entry signals are generated through crossover logic, while optional filters based on price behavior can refine those signals. Exit signals are shown when the smart money line exits extreme regions. Important Notes This indicator does not repaint Works on all timeframes and instruments Best used as a confirmation tool with other technical frameworks All calculations are based strictly on price data Disclaimer This script is intended for educational purposes only. It does not provide financial advice or guarantee performance. Please do your own research and apply appropriate risk management before making any trading decisions.
Pine Script® göstergesi
onurag tarafından
3
Universal Valuation | QuantMAC🎯 Universal Valuation | QuantMAC 🚀 Professional-Grade Valuation Engine with 14+ Technical Components The Universal Valuation indicator is a sophisticated composite analysis tool that combines multiple technical indicators, statistical measures, and risk ratios to provide a comprehensive assessment of asset valuation across all market conditions and timeframes. 📊 Core Architecture & Methodology 🔬 Z-Score Normalization System Each component is normalized using statistical Z-scores, which measure how many standard deviations a value is from its historical mean. This standardization allows different indicators to be combined meaningfully: Positive Z-scores indicate values above historical average (potentially overvalued) Negative Z-scores indicate values below historical average (potentially undervalued) Individual lookback periods for each component ensure optimal sensitivity Real-time statistical calculations with dynamic standard deviation adjustments 📈 Composite Scoring Algorithm The final valuation score is calculated as the weighted average of all enabled components, providing a unified view of market conditions while maintaining granular control over individual inputs. 🛠️ Technical Components Breakdown 📊 Momentum & Oscillator Components 🎯 RSI (Relative Strength Index) Function: Measures price momentum and overbought/oversold conditions Default Settings: 21-period RSI with 150-period Z-score normalization Analysis: Values above 70 (traditional) become positive Z-scores, indicating potential overvaluation Edge: Z-score normalization adapts to changing market volatility unlike fixed thresholds 🌊 CCI (Commodity Channel Index) Function: Identifies cyclical price patterns and extreme price levels Default Settings: 30-period CCI with 150-period Z-score normalization Analysis: Measures price deviation from statistical mean using typical price (HLC/3) Edge: Excellent for identifying price extremes in trending and ranging markets 🔵 Chande Momentum Oscillator Function: Advanced momentum indicator using sum of gains vs. sum of losses Default Settings: 50-period calculation with 50-period Z-score normalization Analysis: Formula: 100 * (Sum_Gains - Sum_Losses) / (Sum_Gains + Sum_Losses) Edge: Less prone to whipsaws compared to RSI, better momentum persistence detection 🎭 IMI (Intraday Momentum Index) Function: Combines RSI concept with intraday price action analysis Default Settings: 100-period calculation with 150-period Z-score normalization Analysis: Uses gains/losses based on close vs. open rather than close-to-close Edge: Captures intraday sentiment and gap behavior effectively 📈 Price Action & Trend Components 📊 Bollinger Bands Position Function: Measures price position relative to volatility-adjusted bands Default Settings: 30-period bands with 50-period Z-score normalization Analysis: (Price - SMA) / (2 * Standard_Deviation) normalized to Z-score Edge: Adapts to volatility changes, providing context-aware overbought/oversold levels 💹 Price Z-Score Function: Direct statistical analysis of price deviation from historical mean Default Settings: 150-period lookback for Z-score calculation Analysis: Pure price momentum without indicator lag or smoothing Edge: Unfiltered price analysis, excellent for mean reversion strategies 📊 Disparity Index Function: Measures percentage deviation of price from its moving average Default Settings: 10-period SMA with 150-period Z-score normalization Analysis: 100 * (Price - SMA) / SMA, then normalized to Z-score Edge: Highly sensitive to short-term price deviations, excellent for timing entries 🎯 TEMA (Triple Exponential Moving Average) Function: Advanced moving average with reduced lag and improved responsiveness Default Settings: 10-period TEMA with 150-period Z-score normalization Analysis: Triple-smoothed EMA that maintains trend-following capability with less noise Edge: Superior trend identification with minimal lag compared to traditional MAs 📊 Volume & Market Structure Components 📈 VWAP (Volume Weighted Average Price) Function: Incorporates volume into price analysis for institutional perspective Default Settings: Standard VWAP with 300-period Z-score normalization Analysis: Compares current price to volume-weighted institutional benchmark Edge: Reveals institutional sentiment and identifies fair value zones ⚡ Intraday Momentum Function: Measures session-based momentum using open-to-close movement Default Settings: (Close - Open) / Open * 100 with 250-period Z-score normalization Analysis: Captures daily sentiment and gap behavior in percentage terms Edge: Excellent for intraday trading and gap analysis strategies 🎲 Advanced Statistical Components 🌊 Hurst Exponent (Optional) Function: Measures market efficiency and trend persistence characteristics Default Settings: 100-period calculation with 200-period Z-score normalization Analysis: Values > 0.5 indicate trending markets, < 0.5 indicate mean-reverting markets Edge: Identifies market regime changes and optimal strategy selection Note: Computationally intensive, disabled by default for performance 📊 Risk-Adjusted Performance Ratios ⚡ Sharpe Ratio Function: Risk-adjusted return measurement using total volatility Default Settings: 400-period calculation with 120-period Z-score normalization Analysis: (Return - Risk_Free_Rate) / Standard_Deviation of returns Edge: Identifies periods of superior risk-adjusted performance 🎯 Sortino Ratio Function: Risk-adjusted return using only downside deviation (superior to Sharpe) Default Settings: 400-period calculation with 120-period Z-score normalization Analysis: (Return - Risk_Free_Rate) / Downside_Deviation Edge: More accurate risk assessment as it ignores upside volatility 🌟 Omega Ratio Function: Advanced risk measure comparing gains above threshold to losses below Default Settings: 400-period calculation with 200-period Z-score normalization Analysis: Sum_of_Gains_Above_Threshold / Sum_of_Losses_Below_Threshold Edge: Captures full return distribution, not just mean and variance 🎨 Visualization & Interface 🌈 Dual Color Schemes Bright Mode: Vibrant colors for clear daylight visibility Dark Mode: Muted tones for low-light trading environments Adaptive Gradients: Color intensity scales with Z-score magnitude Background Highlighting: Optional panel and chart background coloring for extreme conditions 📊 Comprehensive Data Table Real-time Z-scores for each enabled component Composite score with gradient coloring Valuation phase classification (6 distinct levels) Toggle individual components on/off for custom analysis 🎯 Valuation Phase Classifications 📈 Systematic Valuation Levels Extremely Undervalued: Z-score ≤ -2.0 (Exceptional buying opportunity) Strongly Undervalued: Z-score ≤ -1.3 (Strong buying signal) Moderately Undervalued: Z-score < -0.65 (Potential buying opportunity) Fairly Valued: Z-score -0.65 to 0.5 (Neutral zone) Slightly Overvalued: Z-score 0.5 to 1.2 (Caution zone) Moderately Overvalued: Z-score 1.2 to 2.0 (Potential selling zone) Strongly Overvalued: Z-score ≥ 2.0 (Strong selling signal) 🌍 Universal Asset Compatibility ✅ Equity Markets - Individual stocks, ETFs, indices, sector rotation analysis ✅ Cryptocurrency - Bitcoin, altcoins, DeFi tokens, NFT projects 8H 12H 4H 🚀 Key Strategic Advantages 🔬 Scientific Approach Unlike traditional indicators that use fixed thresholds, the Universal Valuation employs dynamic statistical normalization that adapts to changing market conditions and volatility regimes. ⚡ Multi-Dimensional Analysis Combines momentum, trend, volume, and risk-adjusted metrics to provide a 360-degree view of market valuation, reducing false signals and improving decision accuracy. 🎯 Customizable Framework Enable or disable individual components to create custom valuation models tailored to specific assets, strategies, or market conditions. 📊 Institutional-Grade Metrics Incorporates sophisticated risk ratios (Sharpe, Sortino, Omega) typically used by hedge funds and institutional investors. 💡 Professional Trading Applications 🎯 Mean Reversion Strategies Identify extreme valuation levels for contrarian entries Use composite Z-score thresholds for systematic signal generation Combine with volume analysis for confirmation 📈 Trend Following Enhancement Avoid trend entries during overvalued conditions Use undervalued readings to add to existing positions Time trend continuation trades with valuation support 🔄 Portfolio Management Asset allocation based on relative valuation scores Risk management using integrated Sharpe/Sortino ratios Sector rotation timing using cross-asset comparison ⚡High-Frequency Applications Intraday momentum component for scalping strategies VWAP analysis for institutional order flow Real-time composite scoring for algorithmic systems 🛠️ Configuration Best Practices 📊 Conservative Setup (Long-term) Enable all components except Hurst Exponent Use longer Z-score periods (200+) for stability Focus on -1.3/+2.0 thresholds for major signals ⚡ Aggressive Setup (Short-term) Emphasize momentum components (RSI, CCI, Chande) Shorter Z-score periods (50-100) for responsiveness Use -0.65/+1.2 thresholds for frequent signals 🎯 Risk-Focused Setup Prioritize Sharpe, Sortino, and Omega ratios Enable VWAP and price components Use conservative thresholds with position sizing guidance --- 🏆 Professional Multi-Asset Valuation System The Universal Valuation indicator represents a quantum leap in technical analysis sophistication, combining academic rigor with practical trading applications. By normalizing diverse technical components through statistical Z-scores, it provides objective, data-driven valuation assessments that adapt to any market condition. --- 📝 Disclaimer: This indicator is for educational and informational purposes only. The statistical models and risk ratios do not guarantee future performance. Always conduct thorough analysis and implement proper risk management practices.
Pine Script® göstergesi
Quant_MAC tarafından
Median Shifting Band Oscillator | QuantMAC📊 Median Shifting Band Oscillator | QuantMAC 🚀 Revolutionary Trend Analysis with Integrated Performance Metrics The Median Shifting Band Oscillator (MSBO) is a sophisticated technical analysis tool that combines dynamic median-based band calculations with a powerful oscillator to deliver precise trend identification across all market conditions and asset classes. 🎯 Core Features & Functionality 📈 Advanced Median Band Technology Dynamic median calculation using customizable lookback periods (default 54 bars) Adaptive standard deviation bands that adjust to market volatility Real-time band positioning with visual overlay on price charts Intelligent band fill visualization for enhanced trend clarity ⚡Precision Oscillator System Normalized oscillator ranging from -50 to +50 for consistent readings Customizable threshold levels for long (80) and short (54) signals Multi-timeframe compatibility with real-time signal generation Color-coded visualization with 9 professional color schemes 📊 Integrated Performance Dashboard Real-time metrics calculation with professional statistics Comprehensive risk metrics: Sharpe, Sortino, Omega ratios Advanced position sizing with Half Kelly percentage Maximum drawdown tracking and profit factor analysis Customizable metrics table positioning (6 locations available) 🛠️ Trading Modes & Flexibility 🎭 Dual Trading Strategies Long/Short Mode: Full bidirectional trading with short positions Long/Cash Mode: Conservative approach with cash positions during bearish signals 🎨 Visual Customization 9 professional color schemes (Classic through Classic9) Configurable date range limiter for backtesting Force overlay plots for seamless chart integration Dynamic bar coloring based on trend direction 📈 Performance Metrics Suite The MSBO includes a comprehensive metrics table displaying: Risk Analysis: Maximum Drawdown %, Sharpe Ratio, Sortino Ratio Performance Metrics: Net Profit %, Profit Factor, Win Rate % Advanced Statistics: Omega Ratio, Half Kelly %, Total Trades Real-time Updates: Live calculation with every bar confirmation 🌍 Universal Asset Compatibility ✅ Cryptocurrencies - Bitcoin, altcoins, and DeFi tokens ✅ Stock Markets - Individual stocks, ETFs, and indices 🎯 Key Advantages 🔄 Adaptive Intelligence The median-based approach provides superior noise filtering compared to traditional moving averages, automatically adjusting to changing market volatility patterns. ⚡ Real-time Precision Advanced signal generation with customizable thresholds ensures optimal entry and exit timing while minimizing false signals. 📊 Professional Analytics Built-in performance tracking eliminates the need for external backtesting tools, providing instant strategy validation and optimization insights. 🎨 User Experience Intuitive interface with professional-grade customization options suitable for both retail traders and institutional analysts. 🚀 Getting Started Add the indicator to your chart Configure your preferred color scheme and trading mode Adjust threshold levels based on your risk tolerance Enable the metrics table for performance tracking Set date range for historical analysis (optional) 💡 Pro Tips Trend Confirmation: Use oscillator position relative to zero line for primary trend bias Signal Quality: Higher threshold values reduce signal frequency but increase accuracy Multi-Timeframe: Combine with higher timeframe analysis for enhanced precision Risk Management: Monitor Half Kelly % for optimal position sizing guidance --- 🏆 Professional-Grade Tool for Serious Traders The Median Shifting Band Oscillator represents the evolution of technical analysis, combining time-tested statistical methods with modern computational power to deliver actionable trading insights across all market conditions. 💬 Questions? Comments? Share your them below! 👇 --- 📝 Disclaimer: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and manage risk appropriately.
Pine Script® göstergesi
Quant_MAC tarafından