Şimdi başlat

Volatilite

Order Imbalance Radar 🧭 Overview Order Imbalance Radar is a sophisticated volume–flow and imbalance detection system designed to visualize real-time shifts in buyer–seller dominance, absorption events, and market equilibrium. It combines delta-volume analysis, volatility filtering, and orderflow-style signals to help identify high-probability zones of reversal, continuation, or liquidity imbalance. The indicator includes a top-right analytical dashboard, visual imbalance bubbles, and multiple overlays (absorption, overbought/oversold hotspots, equilibrium ribbon, liquidity sweeps, and session delta tracking). ⚙️ Core Logic & Signal Framework 1. Delta Volume Z-Score Model Calculates delta (buy vs. sell volume) per bar based on directional close changes. Uses a z-score normalization of delta over a user-defined lookback (zLookback) to detect statistically significant imbalances. Highlights two tiers of imbalance: Normal Imbalance (|z| ≥ zThresh1) Big Imbalance (|z| ≥ zThresh2) Filters results by requiring volume ≥ moving average × minVolMul. Optionally limits signals to volatility squeeze conditions (via Bollinger Band width). Visual Output: ✅ Green/red bar tints show intensity of buyer/seller imbalance. 🟢/🔴 Circle bubbles with Δ and Z-score values mark detected imbalances. 2. Absorption Detection Detects bars where price rejects continuation despite high delta extremes, suggesting absorption of aggressive orders by passive liquidity. Conditions: |zΔ| exceeds absorbZ threshold Candle body ≤ % of total range Opposite wick ≥ % of range Markers: 🟢 “ABSORB↑” below bars = buyer absorption (sellers absorbed) 🔴 “ABSORB↓” above bars = seller absorption (buyers absorbed) 3. OB/OS Hotspots Integrates RSI and Bollinger Band positioning to identify volume-confirmed overbought/oversold zones. Overbought → RSI ≥ rsiOB and price above upper band or high volume. Oversold → RSI ≤ rsiOS and price below lower band or high volume. Markers: 🔶 “OB” for overbought zones 🟩 “OS” for oversold zones These can indicate short-term exhaustion points, particularly when confluenced with imbalance or absorption. 4. Liquidity Sweeps Identifies stop-hunts / failed breakouts within recent swing lookback: Sweep Up: Price makes a higher high but closes below previous swing → likely liquidity grab above highs. Sweep Down: Price makes a lower low but closes above previous swing → liquidity grab below lows. Markers: “SW↑” (yellow) = bullish sweep “SW↓” (yellow) = bearish sweep 5. Equilibrium Map & Ribbon Analyzes rolling imbalance ratio (Δ / total volume) over a sliding window to gauge market equilibrium vs. imbalance bias. Plots a dynamic ribbon above price scaled by ATR. Ribbon color: 🟢 = buyer-dominant imbalance 🔴 = seller-dominant imbalance Gray band marks the equilibrium zone (|imbalance| ≤ eqBand). Fuchsia “FLIP” marker signals a change in imbalance polarity. This provides a macro order-flow bias visualization. 6. Session Dashboard (Top-Right) Compact dashboard showing real-time flow metrics within a defined trading session (e.g., 09:30–16:00): Metric Description Session Δ Total cumulative delta since session start Bar Δ Current bar delta (buy vs. sell flow) Bar Vol Bar volume relative to average Absorb “BUY” / “SELL” / “—” Hotspot “OB” / “OS” / “—” Sweep “UP” / “DN” / “—” Imb % / Eq Imbalance ratio & equilibrium state Colors dynamically adapt to flow direction (green/red/fuchsia/gray). 7. CumDelta Line Optional cumulative delta plot for continuous volume-flow tracking. Helps confirm bias shifts and divergence vs. price. 🧩 Alerts Pre-built alert conditions for all key events: Buyer/Seller Imbalances BIG Buyer/Seller Imbalances Absorption (Buy/Sell) Hotspot Overbought/Oversold Liquidity Sweeps (Up/Down) Equilibrium Flips These allow automated alerts for advanced orderflow setups or backtesting triggers. For More Premium Indicators please visit whop.com
Pine Script® göstergesi
ZTCRYPTOLAB tarafından
FMFM60الوصف بالعربية: هذا المؤشر متقدم ويعرض اتجاه السوق والترند بشكل واضح، ويحدد مناطق العرض والطلب (Supply & Demand) بالإضافة إلى فجوات القيمة العادلة (FVG). يوفر إشارات شراء وبيع (Call و Put) عند كسر أو اختراق المستويات الهامة. كما يحدد أهدافًا ومستويات دعم ومقاومة رئيسية. المؤشر مناسب لجميع المتداولين الراغبين في تحليل السوق بدقة واتخاذ قرارات تداول مستنيرة. الوصف بالإنجليزية: This is an advanced indicator that clearly displays the market direction and trend, and identifies Supply & Demand zones along with Fair Value Gaps (FVG). It provides Buy and Sell signals (Call and Put) when key levels are broken or breached. It also defines targets and major support and resistance levels. The indicator is suitable for all traders who want precise market analysis and informed trading decisions.
Pine Script® göstergesi
fmfm00mm tarafından
Fmfm50الوصف بالعربية: هذا المؤشر متقدم ويعرض اتجاه السوق والترند بشكل واضح، ويحدد مناطق العرض والطلب (Supply & Demand) بالإضافة إلى فجوات القيمة العادلة (FVG). يوفر إشارات شراء وبيع (Call و Put) عند كسر أو اختراق المستويات الهامة. كما يحدد أهدافًا ومستويات دعم ومقاومة رئيسية. المؤشر مناسب لجميع المتداولين الراغبين في تحليل السوق بدقة واتخاذ قرارات تداول مستنيرة. الوصف بالإنجليزية: This is an advanced indicator that clearly displays the market direction and trend, and identifies Supply & Demand zones along with Fair Value Gaps (FVG). It provides Buy and Sell signals (Call and Put) when key levels are broken or breached. It also defines targets and major support and resistance levels. The indicator is suitable for all traders who want precise market analysis and informed trading decisions
Pine Script® göstergesi
fmfm00mm tarafından
Tongo_ATR+Fixed Fibonacci levels labeling error This all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment. The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes. Key features: • 🔹 Adjustable ATR multiplier (range 1–4) • 🔹 Switchable pivot type — Classic or/and Fibonacci • 🔹 Customizable lookback period and visual layout • 🔹 Works seamlessly across all timeframes • 🔹 Complements other technical indicators
Pine Script® göstergesi
tongotrade tarafından
Kyle交易系统核心信号EA ｜ Kyle Core Signal EA System📘 概述 | Overview 中文： Kyle交易系统核心信号EA是一款为现代交易者打造的多功能趋势识别与自动风控系统。 它集成了 Heikin Ashi 趋势检测 + ATR 波动通道 + EMA 趋势过滤，能在价格反转早期精准捕捉多空信号，并自动绘制止损与三重止盈结构。 English: Kyle Core Signal EA System is an all-in-one trading assistant designed for modern traders who need trend precision, risk automation, and multi-target exits. It combines Heikin Ashi, ATR Volatility Channels, and EMA Direction Filters to deliver clean Buy/Sell signals with instant Stop Loss and 3 Take-Profit levels. ⚙️ 核心逻辑 | Core Logic 中文： 1️⃣ 趋势引擎： 通过 Heikin Ashi + ATR 计算动态通道，捕捉真实趋势反转。 2️⃣ EMA过滤： 避免虚假信号，仅在趋势方向一致时触发。 3️⃣ 风控系统： 每次信号生成后自动计算： 入场价（Entry） 止损价（Stop Loss） 三个止盈目标（TP1 / TP2 / TP3） 4️⃣ EA警报模块： 自动生成标准格式警报，可直接对接 EA / MT4 / MT5 / API 执行。 English: 1️⃣ Trend Engine: Heikin Ashi + ATR-based channel captures true reversals. 2️⃣ EMA Filter: Filters out false signals and confirms directional consistency. 3️⃣ Risk Management: Automatically calculates Entry, Stop Loss, and three layered profit targets (TP1 / TP2 / TP3). 4️⃣ EA Alert Module: Pre-formatted alerts ready for EA / MT4 / MT5 / API execution. 📊 主要功能 | Key Features 中文： ✅ 自动趋势识别（Heikin Ashi + ATR） ✅ EMA方向过滤，去除假突破 ✅ 自动绘制进场、止损、止盈价位 ✅ 三重止盈结构（TP1 / TP2 / TP3） ✅ 自定义ATR倍数（止损与目标） ✅ 支持警报联动EA执行 ✅ 全图可视化交易结构 English: ✅ Auto Trend Recognition (Heikin Ashi + ATR) ✅ EMA Direction Filter (Noise Reduction) ✅ Entry/Stop/Target visualization ✅ Triple Take-Profit structure (TP1 / TP2 / TP3) ✅ Customizable ATR Multipliers ✅ EA-compatible alert format ✅ Full chart visualization and real-time updates 🔔 警报输出格式 | Alert Format 中文： 多头信号（LONG）： LONG|symbol=XAUUSD|zhisun=1980.5|jinchang=1985.0|price1=1987.5|price2=1990.0|price3=1993.5 空头信号（SHORT）： SHORT|symbol=XAUUSD|zhisun=1990.5|jinchang=1985.0|price1=1982.5|price2=1979.5|price3=1976.0 English: Long Signal: LONG|symbol=XAUUSD|zhisun=1980.5|jinchang=1985.0|price1=1987.5|price2=1990.0|price3=1993.5 Short Signal: SHORT|symbol=XAUUSD|zhisun=1990.5|jinchang=1985.0|price1=1982.5|price2=1979.5|price3=1976.0 These messages can be directly parsed by any EA, bot, or API-based trade executor. 💡 使用建议 | Recommended Usage 中文： 🔥 推荐品种：黄金 (XAUUSD)、原油 (USOIL)、外汇 (EURUSD/GBPUSD)、加密货币 (BTC/ETH) ⏱ 推荐周期：2分钟 / 5分钟/15分钟 / 1小时 🎯 止损策略：建议 1.5 × ATR 📊 止盈策略：分批止盈（TP1 → TP3） 💡 可搭配 Supertrend、RSI、成交量指标作为辅助过滤。 English: 🔥 Best for: Gold (XAUUSD), Oil (USOIL), Forex (EURUSD/GBPUSD), Crypto (BTC/ETH) ⏱ Suggested Timeframes: 2m/5m / 15m / 1h 🎯 Stop Loss: ~1.5× ATR (default) 📊 Take Profit: Gradual scaling out (TP1 → TP3) 💡 Combine with Supertrend, RSI, or Volume for confirmation. 🧭 系统优势 | Advantages 优势 (中文) Advantages (English) 🎯 精准趋势识别 Accurate trend reversal detection 🔍 有效过滤虚假信号 EMA directional confirmation 🧮 自动风控绘制 Auto Stop/Target plotting ⚡ EA联动警报 EA-ready Alert Message Format 💎 多市场兼容 Works with Gold, Forex, Crypto 🖥️ 清晰可视化结构 Clean & structured chart layout 👤 作者介绍 | About the Author 中文： 作者 Kyle（TG: Kylexauusd）是一名专注于黄金与外汇系统交易的策略设计师。 本系统融合了量化逻辑与实盘验证，是多年趋势捕捉经验的成果。 English: Developed by Kyle (TG: Kylexauusd） — A professional system trader specialized in Gold & Forex strategies. This system represents years of experience in automated and structured trading. ⚠️ 风险提示 | Disclaimer 中文： 本脚本仅供学习与策略研究，不构成任何投资建议。 实盘交易请务必做好风险控制与仓位管理。 English: This script is for educational and research purposes only. It does not constitute financial advice. Trading involves risk — please manage your capital responsibly. ✨ Kyle交易系统核心信号EA ｜ Kyle Core Signal EA System Trade Smarter. Trade Structured. 一张图看趋势、看风控、看方向。 OANDA:XAUUSD TVC:DXY BINANCE:ETHUSDT.P BINANCE:BTCUSDT.P
Pine Script® göstergesi
fymy888888 tarafından
ParallaxMind™️ MACD-V: Volatility Normalized Momentum Candles🚀 Award-Winning Momentum Indicator that Outperforms the Standard MACD in All Market Conditions 📈 ParallaxMind™️ MACD-V: Volatility Normalized Momentum Colored Bars with Alerts The MACD-V (Volatility Normalized MACD) was first developed by trader Alex Spiroglou in 2015, published in a 2022 research paper, and awarded the Charles H. Dow Award for outstanding research in technical analysis. Unlike the standard MACD, which often suffers from noisy false signals and inconsistent readings, the MACD-V introduces volatility normalization. This innovation creates a hybrid momentum tool that solves the five core limitations of the classic MACD — making signals stable across time, universally comparable across markets, and structured within a clear momentum framework. 🔑 Key Features & Benefits Time-Stable & Cross-Market Comparable: A reading of +100 or -100 has the same meaning across decades and across assets — stocks, forex, commodities, and crypto. Objective Momentum Framework: Levels at +150, +50, -50, and -150 create universal benchmarks to identify rallying, declining, ranging, and extreme conditions. Alerting Capability: Built-in alerts notify you the moment momentum shifts — including crossovers, zero-line breaks, and entries into overbought/oversold zones. This ensures you never miss critical setups without constantly watching charts. Momentum Stage Labels: Clear, automatic labels appear on your chart to define the current state of the market — Rallying, Retracing, Ranging, Declining, Rebounding, or Risk Zones. These labels cut through noise and provide instant clarity about market conditions. With these features, the MACD-V transforms momentum analysis from subjective art into objective science, delivering cleaner entries, smarter exits, and greater confidence in any market.
Pine Script® göstergesi
grandesigner tarafından
ParallaxMind™️ MACD-V: Volatility Normalized Momentum w/Alerts🚀 Award-Winning Momentum Indicator that Outperforms the Standard MACD in All Market Conditions 📈 ParallaxMind™️ MACD-V: Volatility Normalized Momentum with Alerts The MACD-V (Volatility Normalized MACD) was first developed by trader Alex Spiroglou in 2015, published in a 2022 research paper, and awarded the Charles H. Dow Award for outstanding research in technical analysis. Unlike the standard MACD, which often suffers from noisy false signals and inconsistent readings, the MACD-V introduces volatility normalization. This innovation creates a hybrid momentum tool that solves the five core limitations of the classic MACD — making signals stable across time, universally comparable across markets, and structured within a clear momentum framework. 🔑 Key Features & Benefits Time-Stable & Cross-Market Comparable: A reading of +100 or -100 has the same meaning across decades and across assets — stocks, forex, commodities, and crypto. Objective Momentum Framework: Levels at +150, +50, -50, and -150 create universal benchmarks to identify rallying, declining, ranging, and extreme conditions. Alerting Capability: Built-in alerts notify you the moment momentum shifts — including crossovers, zero-line breaks, and entries into overbought/oversold zones. This ensures you never miss critical setups without constantly watching charts. Momentum Stage Labels: Clear, automatic labels appear on your chart to define the current state of the market — Rallying, Retracing, Ranging, Declining, Rebounding, or Risk Zones. These labels cut through noise and provide instant clarity about market conditions. With these features, the MACD-V transforms momentum analysis from subjective art into objective science, delivering cleaner entries, smarter exits, and greater confidence in any market.
Pine Script® göstergesi
grandesigner tarafından
Institutional AI-Enhanced Market StructureInstitutional AI-Enhanced Market Structure Indicator COMPREHENSIVE DESCRIPTION Overview and Purpose This indicator combines institutional trading concepts (Smart Money Concepts) with a proprietary AI-inspired probability scoring system to identify high-probability trading opportunities. Unlike standard trend-following or support/resistance indicators, this tool integrates multiple institutional order flow concepts and quantifies their confluence through a dynamic scoring algorithm that adapts to market conditions. The indicator is closed-source because it contains a unique multi-factor probability calculation engine and adaptive parameter optimization system that took extensive development and backtesting to create. The specific weighting, thresholds, and interaction between components represent proprietary intellectual property. What Makes This Original 1. AI-Inspired Adaptive Probability Scoring System The core innovation is a dynamic scoring algorithm that evaluates trade setups based on 6 confluence factors: Market Structure Quality (20 points): Validates Break of Structure (BOS) or Change of Character (CHoCH) using pivot-based swing analysis Order Flow Strength (15 points): Measures institutional volume participation relative to 20 and 50-period moving averages with standard deviation filtering Liquidity Engineering (15 points): Detects liquidity sweeps at equal highs/lows (EQL) where retail stop losses cluster Imbalance Presence (10 points): Identifies unfilled Fair Value Gaps (3-candle imbalances) as institutional entry zones Market Regime Alignment (10 points): Confirms directional bias through multi-factor regime classification Volatility Environment (5 points): Penalizes signals during high-volatility "chop" periods Each factor is weighted based on backtested importance, and the total score (50-100%) must exceed a user-defined threshold before displaying signals. This is NOT a simple indicator mashup—the scoring system dynamically evaluates how these concepts work together in real-time. 2. Dynamic Market Regime Detection Most indicators use static parameters. This indicator continuously classifies the market into one of four regimes using four calculations: Trend Strength: EMA(21) vs EMA(50) divergence relative to price Volatility Ratio: Current price standard deviation vs 50-period average Volume Regime: Current volume vs 50-period SMA Average Daily Range: 20-bar high-low range normalized to price Based on these inputs, the algorithm classifies markets as: BULL_TREND: Strong upward momentum with above-average volume BEAR_TREND: Strong downward momentum with above-average volume RANGING: Low trend strength with contained volatility VOLATILE: Elevated volatility ratio above 1.5x average The regime detection then adaptively modifies: ATR multipliers for stop placement (2.5x in volatile, 1.2x in ranging, 1.8x in trending) Signal probability requirements (higher in volatile conditions) Order block decay rates Fair value gap sensitivity 3. Institutional Order Flow Integration The indicator detects and tracks institutional footprints through three proprietary methods: Order Blocks: Unlike simple supply/demand zones, this uses a multi-condition filter: Volume spike > 2.0 standard deviations above 20-period average Large candle body > 0.8x ATR Confirmation of Break of Structure in the same direction Touch tracking and "tested" status when price revisits Automatic decay after user-defined bars (prevents chart clutter) Fair Value Gaps (Imbalances): 3-candle inefficiency detection where: Bullish FVG: low > high AND close > high (gap between candle 0 and 2) Bearish FVG: high < low AND close < low Real-time fill percentage tracking as price revisits the gap Assumes institutions will defend or fill these imbalances Liquidity Zones: Detects equal highs/lows where retail stops cluster: Identifies swing points within user-defined percentage threshold (default 0.3%) Tracks "sweep" events when price spikes through then reverses (wick through level, close back inside) Differentiates swept vs unswept liquidity for entry timing 4. Volume-Weighted Dynamic Levels Instead of simple moving averages or static pivots, support/resistance are calculated using volume-weighted price: Support = Σ(low × volume ) / Σ(volume ) for i=0 to 19 Resistance = Σ(high × volume ) / Σ(volume ) for i=0 to 19 This gives more weight to price levels with higher institutional participation, creating more reliable stop-loss placement when "Adaptive Stop Loss" is enabled. 5. Multi-Timeframe Confluence The indicator queries daily timeframe data for higher-timeframe confirmation: Daily EMA trend direction (21 vs 50) Daily volume regime (above/below 20-period average) Daily market regime classification Signals only trigger when current timeframe setup aligns with daily timeframe bias, filtering out counter-trend noise. How It Works - Technical Methodology Market Structure Detection (Smart Money Concepts) Uses ta.pivothigh() and ta.pivotlow() with user-defined strength (default 5 bars each side) Stores last 50 swing highs and lows in arrays for historical reference Break of Structure (BOS): Price closes beyond the most recent swing high (bullish) or swing low (bearish) Change of Character (CHoCH): Price breaks counter-trend structure (low breaks above previous swing low = potential reversal) Signal Generation Logic A valid LONG signal requires ALL of the following: Setup: Bullish BOS or CHoCH confirmed Confirmation: Bullish liquidity sweep OR unfilled bullish FVG present HTF Alignment: Daily timeframe in uptrend with above-average volume Probability Score: AI scoring system returns ≥65% (user adjustable 50-95%) Risk:Reward: Calculated stop (ATR-based or adaptive) allows minimum 2:1 R:R (user adjustable) SHORT signals use inverse logic (bearish structure, bearish sweeps/FVGs, daily downtrend). Adaptive Risk Management Stop loss calculation adapts based on: Current market regime (wider stops in volatile markets) Volume-weighted support/resistance levels when "Adaptive" enabled Minimum risk threshold (0.2% of price) to avoid over-tight stops Take profit targets automatically calculate based on user-defined risk:reward ratio (default 2:1). How To Use This Indicator Initial Setup Market Structure Group: Start with default Swing Strength (5) for 1H-4H timeframes Increase to 10-15 for daily timeframes Decrease to 3 for scalping on 5-15min timeframes AI Features Group: Set "Signal Probability Threshold" to 65% for balanced approach Increase to 75-80% for fewer but higher-quality signals Lower to 60% in strong trending markets for more entries Risk Management: Enable "Adaptive Stop Loss" for dynamic support/resistance-based stops Set "Minimum Risk:Reward" to 2.0 or higher (institutional standard) Adjust ATR Length (14) based on timeframe (shorter for intraday) Reading The Signals Visual Elements: Small triangles: Swing highs (red) and lows (green) - market structure pivots Circles: Break of Structure - lime (bullish) or red (bearish) Diamonds: Change of Character - cyan (bullish reversal) or orange (bearish reversal) Boxes: Order blocks (green=bullish, red=bearish, yellow border=tested) Transparent boxes: Fair Value Gaps (blue=bullish, purple=bearish) Dashed/solid lines: Liquidity zones (purple=unswept, yellow=swept) Large arrows: Trade signals with probability % (🔼 LONG / 🔽 SHORT) Red/Green lines: Stop loss and take profit levels Statistics Dashboard (top right by default): Market Regime: Current classification (BULL_TREND, BEAR_TREND, RANGING, VOLATILE) Volatility Ratio: Current vs average volatility (>1.5 = avoid trading) Volume Regime: Current vs average volume (>1.2 = strong institutional participation) Active Order Blocks: Number of untested institutional zones Unfilled FVGs: Number of imbalances awaiting price return Liquidity Zones: Unswept equal highs/lows (potential reversal areas) HTF Alignment: Daily timeframe bias (confirm direction) Last Signal Prob: Confidence score of most recent signal Trading Strategy For LONG Entries: Wait for bullish BOS or CHoCH marker (circle/diamond below price) Confirm market regime is BULL_TREND or RANGING (not VOLATILE) Look for bullish liquidity sweep (yellow line below price) or unfilled bullish FVG (blue box) When all align, watch for 🔼 LONG signal with probability ≥65% Enter on signal candle close Stop loss = red line, Take profit = green line Monitor FVG fills and order block tests for possible early exit For SHORT Entries: Same logic in reverse (bearish structure, BEAR_TREND regime, bearish sweeps/FVGs, 🔽 SHORT signals) Advanced Usage: Order Block Confluence: Highest probability entries occur when price retraces to tested order block (yellow border) + FVG overlap Liquidity Sweep Reversals: Best entries often follow immediate sweep (yellow line) then signal in opposite direction Regime Filtering: Avoid trading during VOLATILE regime or when volatility ratio >1.5 HTF Confirmation: Only take signals when HTF Alignment matches direction (BULLISH for longs, BEARISH for shorts) Customization: Every visual element has individual toggle and color controls in settings: Hide swing points if chart too cluttered Disable BOS/CHoCH markers if only using order blocks Turn off FVGs if focusing on liquidity sweeps Customize colors to match your chart theme Reposition dashboard to any corner Why This Requires Closed-Source Protection This indicator represents months of development integrating: Proprietary probability weighting system - The specific point allocation (20/15/15/10/10/5) and interaction logic between factors is based on extensive backtesting across multiple markets and timeframes Adaptive parameter optimization algorithms - How the indicator modifies ATR multipliers, decay rates, and thresholds based on regime detection uses proprietary mathematical relationships Volume-weighted level calculations - The specific lookback periods and weighting formulas for dynamic support/resistance are optimized through statistical analysis Multi-factor regime classification - The exact thresholds for trend strength (0.02), volatility ratio (1.3/1.5), and volume regime (1.0/1.2) are calibrated values While the underlying concepts (SMC, order blocks, FVGs) are known, the integration methodology, scoring system, and adaptive algorithms are original intellectual property. An open-source version would allow immediate copying of years of development work, defeating the purpose of creating a professional-grade tool. The detailed description above provides traders with complete transparency on WHAT the indicator does and HOW to use it effectively, without revealing the exact mathematical relationships and thresholds that make it effective. Disclaimer This indicator is an analytical tool for identifying potential trading opportunities based on institutional order flow concepts. It does not guarantee profits and should be used alongside proper risk management, fundamental analysis, and personal trading rules. Past performance does not indicate future results. Always use stop losses and never risk more than you can afford to lose.
Pine Script® göstergesi
starseedmaster1 tarafından
ICT AMD Model – Full Engine [Forex.lk] (Phase 1–4)⚙️ ICT AMD Model – Full Engine (Phase 1–4) By Forex.lk | info@forex.lk The ICT AMD Model – Full Engine is a structured market-phase framework developed to help traders recognize the natural rhythm of price delivery. It maps the evolving cycle of Accumulation → Manipulation → Distribution to highlight when the market is building, faking, or delivering directional intent. The indicator automatically adapts to your selected timeframes, monitors bias alignment, and presents a clean visual roadmap of market behavior in real time. With clear on-chart highlights and a compact dashboard, it assists traders in timing entries and exits based on phase context and higher-timeframe direction. Designed for traders who study market structure, timing, and precision execution within the AMD model. It’s a practical, research-driven visual aid—simple to interpret, powerful in insight. Developed by Forex.lk 📩 Contact : info@forex.lk 🌐 www.forex.lk
Pine Script® göstergesi
Forexlkofficial tarafından
VMS Momentum Trend Matrix Indicator [09.00 to 23.30]VMS Momentum Trend Matrix Indicator - Detailed Explanation 🎯 Overview & Core Philosophy This is a multi-dimensional trading and a multi-confirmation system that combines 4 independent analytical approaches into one unified framework. The indicator operates on the principle of "consensus trading" - where signals are only considered reliable when multiple systems confirm each other. The system is designed for 9:00 AM to 23:30 PM trading sessions (Indian Market) with dynamic support/resistance levels. Five Pillars of Analysis: 1. Trend Matrix – Multiple indicator voting system 2. Momentum Suite – Multiple Hybrid oscillator 3. Volume Analysis - Buy/sell pressure quantification 4. Key Level Identification - Dynamic support/resistance 5. EMA Trend: Indicates the overall long-term direction. 📊 DASHBOARD INTERPRETATION - ROW BY ROW ROW 1: Indicator Name and Cell background colour changes with Trend Matrix ROW 2: EMA ANALYSIS (It analyses independently and does not combine this analysis with the Combined Analysis and Trading View. Background Colour on price chart is based on this) Purpose: Long-term trend identification using Exponential Moving Averages What to Watch: • Major Trend: Overall market direction (Bullish/Bearish/Neutral) • Bullish Condition: All EMAs aligned upward • Bearish Condition: All EMAs aligned downward • Neutral: Mixed alignment Trading Significance: • Trading Condition: Current bias based on EMA alignment • Bullish Market: Focus on LONG positions only • Bearish Market: Focus on SHORT positions only • Neutral Market: Wait for clearer direction ROW 3-4: KEY LEVELS Purpose: Dynamic support and resistance identification Levels to Monitor: • VMS Line-1 (Support): Dynamic Support for long positions • VMS Line-2 (Resistance): Dynamic Resistance for short positions • Up/Down: Daily base levels from opening price calculations • Up: Daily support level based on opening price • Down: Daily resistance level based on opening price How Levels Work: • Wait for Line-1 and 2 Crossing • In the Upward movement, Line-1 will move with the price, and Line-2 will be moved as a straight line • In the Downward movement, Line-2 will move with the price, and Line-2 will be moved as a straight line • Provide clear entry/exit points • If the price is between these levels, it is mostly a sideways market. After the Upward movement, if the price crosses Line-1 and other bearish conditions are supported, a short position can be taken. And in the Downward movement, it is the reverse condition. • If the price is above the up level, it can be considered as bullish and below as bearish ROW 5-6: VOLUME ANALYSIS Purpose: Measure buying vs selling pressure Key Metrics: • Total Buy Volume: Cumulative buying pressure • Total Sell Volume: Cumulative selling pressure • Bullish Candles: Number of up-candles in session • Bearish Candles: Number of down-candles in session Interpretation: • Buy Volume > Sell Volume: Bullish sentiment • Sell Volume > Buy Volume: Bearish sentiment • Bullish Candles Dominating: Upward momentum • Bearish Candles Dominating: Downward momentum ROW 7-8: MOMENTUM SUITE (Background colour of Oscillator is based on this) Purpose: Short-term momentum strength and direction Critical Components: • Direction: Current momentum (BULLISH/BEARISH) • Strength: 0-100% strength measurement • Bullish Height: Positive momentum magnitude • Bearish Height: Negative momentum magnitude Strength Classification: • 80-100%: Very Strong - High conviction trades • 60-80%: Strong - Good trading opportunities • 40-60%: Moderate - Caution advised • 20-40%: Weak - Avoid trading • 0-20%: Very Weak - No trade zone ROW 9-11: TREND MATRIX Purpose: Consensus from Multiple technical indicators Matrix Scoring: • Bullish Signals: Number voting UP • Bearish Signals: Number voting DOWN • Neutral Signals: Non-committed indicators • Net Score: Bullish - Bearish signals Trend Classification: • Strong Uptrend: Net Score ≥ +5 • Uptrend: Net Score +1 to +4 • Neutral: Net Score = 0 • Downtrend: Net Score -1 to -4 • Strong Downtrend: Net Score ≤ -5 ROW 12: COMBINED ANALYSIS Purpose: Final integrated signal from all systems Bias Levels: • STRONG BULLISH: All systems aligned upward • BULLISH: Majority systems upward • NEUTRAL: Mixed or weak signals • BEARISH: Majority systems downward • STRONG BEARISH: All systems aligned downward Confidence Score: 0-100% reliability measurement ROW 13: TRADING VIEW Purpose: Clear action recommendations Possible Actions: • STRONG LONG: High conviction buy signal • MODERATE LONG: Medium conviction buy signal • WAIT FOR CONFIRMATION: No clear signal • MODERATE SHORT: Medium conviction sell signal • STRONG SHORT: High conviction sell signal 🎯 COMPLETE TRADING RULES BUY ENTRY CONDITIONS (All Must Be True) Primary Conditions: 1. Combined Bias: BULLISH or STRONG BULLISH 2. Trading Action: MODERATE LONG or STRONG LONG 3. Momentum Strength: ≥ 40% (≥60% for STRONG LONG) 4. Trend Matrix: Net Score ≥ +3 5. EMA Trend: Bullish or Neutral Confirmation Conditions: 6. Price Position: Above VMS Line-1 AND Base Up 7. Volume Confirmation: Buy Volume > Sell Volume 8. Bullish Candles: More bullish than bearish candles Risk Management: 9. Stop Loss: Below VMS Line-1 OR Base Down (whichever is lower) 10. Position Size: Based on confidence score (higher score = larger position) 11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20% 12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION" SELL/SHORT ENTRY CONDITIONS (All Must Be True) Primary Conditions: 1. Combined Bias: BEARISH or STRONG BEARISH 2. Trading Action: MODERATE SHORT or STRONG SHORT 3. Momentum Strength: ≥ 40% (≥60% for STRONG SHORT) 4. Bearish Signals: ≥ 12 in Trend Matrix 5. Trend Matrix: Net Score ≤ -3 6. EMA Trend: Bearish or Neutral Confirmation Conditions: 6. Price Position: Below VMS Line-2 AND Base Down 7. Volume Confirmation: Sell Volume > Buy Volume 8. Bearish Candles: More bearish than bullish candles Risk Management: 9. Stop Loss: Above VMS Line-2 OR Base Up (whichever is higher) 10. Position Size: Based on confidence score 11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20% 12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION" ⏰ ENTRY/EXIT TIMING Best Entry Times: • 9:30-11:00 AM: Early session momentum established • 12:30-16:30 AM: Mid-session confirmation • 21:30-23:00 PM: closing session momentum shifts Avoid Trading: • First 15 minutes: Excessive volatility • 12:00-18:00 PM: Low liquidity period • After 22:00 PM: Session closing volatility Exit Triggers: Profit Taking: • Target 1: 1:1 Risk-Reward (exit 50% position) • Target 2: 1.5:1 Risk-Reward (exit remaining 50%) • Trailing Stop: Move stop to breakeven after Target 1 Stop Loss Triggers: • Price crosses opposite VMS line • Combined Bias changes to NEUTRAL • Momentum Strength drops below 20% • Volume confirmation reverses • Emergency Exit: • Trend Matrix Net Score reverses direction • 6-EMA trend changes direction • Key support/resistance breaks against position 📈 TRADING SCENARIOS Scenario 1: STRONG BULLISH SETUP - Combined Bias: STRONG BULLISH - Trading Action: STRONG LONG - Momentum Strength: 75% - Trend Matrix: Net Score +8 - Price: Above VMS Line-1 and Base Up - Volume: Strong buy volume dominance ACTION: Enter LONG with full position size STOP LOSS: Below VMS Line-1 TARGET: 1.5:1 Risk-Reward ratio Scenario 2: MODERATE BEARISH SETUP - Combined Bias: BEARISH - Trading Action: MODERATE SHORT - Momentum Strength: 55% - Trend Matrix: Net Score -4 - Price: Below VMS Line-2 but above Base Down - Volume: Moderate sell volume dominance ACTION: Enter SHORT with half position size STOP LOSS: Above VMS Line-2 TARGET: 1:1 Risk-Reward ratio Scenario 3: NEUTRAL/WAIT SETUP - Combined Bias: NEUTRAL - Trading Action: WAIT FOR CONFIRMATION - Momentum Strength: 35% - Trend Matrix: Net Score 0 - Mixed volume signals ACTION: NO TRADE - Wait for clearer signals ________________________________________ ⚠️ RISK MANAGEMENT RULES Position Sizing: • STRONG Signals (80-100% confidence): 100% normal position • MODERATE Signals (60-79% confidence): 50-75% position • WEAK Signals (40-59% confidence): 25% position or avoid • VERY WEAK (<40% confidence): NO TRADE Daily Loss Limits: • Maximum 2% capital loss per day • Maximum 3 consecutive losing trades • Stop trading after the daily limit is reached Trade Management: • Never move the stop loss against a position • Take partial profits at predetermined levels • Never average down losing positions • Respect all exit signals immediately ________________________________________ 🔄 SIGNAL CONFIRMATION PROCESS Step 1: Trend Direction Check EMA alignment and Combined Bias Step 2: Momentum Strength Verify Momentum Strength ≥ 40% and direction matches trend Step 3: Volume Confirmation Confirm volume supports the direction Step 4: Matrix Consensus Ensure Trend Matrix agrees (Net Score ≥ |3|) Step 5: Price Position Verify price is on the correct side of key levels Step 6: Entry Execution Enter on a pullback to support/resistance with a stop loss ________________________________________ This system works best when you wait for all conditions to align. Patience is key - only trade when all systems confirm the same direction with adequate strength. The multiple confirmation layers significantly increase the probability of success but reduce trading frequency.
Pine Script® göstergesi
madhavbbs tarafından
Tongo_ATRThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment. The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes. Key features: • 🔹 Adjustable ATR multiplier (range 1–4) • 🔹 Switchable pivot type — Classic or/and Fibonacci • 🔹 Customizable lookback period and visual layout • 🔹 Works seamlessly across all timeframes • 🔹 Complements other technical indicators
Pine Script® göstergesi
tongotrade tarafından
Tongo_ATRThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment. The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes. Key features: • 🔹 Adjustable ATR multiplier (range 1–4) • 🔹 Switchable pivot type — Classic or/and Fibonacci • 🔹 Customizable lookback period and visual layout • 🔹 Works seamlessly across all timeframes • 🔹 Complements other technical indicators
Pine Script® göstergesi
tongotrade tarafından
ATR Fibo and Pivots visualizerThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment. The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes. Key features: • 🔹 Adjustable ATR multiplier (range 1–4) • 🔹 Switchable pivot type — Classic or/and Fibonacci • 🔹 Customizable lookback period and visual layout • 🔹 Works seamlessly across all timeframes • 🔹 Complements other technical indicators Скрипт выводит на график значения пивотов (классических и Фибоначчи), значения и линии ATR с настраиваемым количеством свечей для наблюдения и отображает рекомендуемые стоп-лоссы для стратегий лонг и шорт на каждом таймфрейме. Также возможна настройка ATR в интервале 1-4. Получился в целом удобный комбайн, дополняющий другие пользовательские индикаторы
Pine Script® göstergesi
tongotrade tarafından
T3 ATR [DCAUT]█ T3 ATR 📊 ORIGINALITY & INNOVATION The T3 ATR indicator represents an important enhancement to the traditional Average True Range (ATR) indicator by incorporating the T3 (Tilson Triple Exponential Moving Average) smoothing algorithm. While standard ATR uses fixed RMA (Running Moving Average) smoothing, T3 ATR introduces a configurable volume factor parameter that allows traders to adjust the smoothing characteristics from highly responsive to heavily smoothed output. This innovation addresses a fundamental limitation of traditional ATR: the inability to adapt smoothing behavior without changing the calculation period. With T3 ATR, traders can maintain a consistent ATR period while adjusting the responsiveness through the volume factor, making the indicator adaptable to different trading styles, market conditions, and timeframes through a single unified implementation. The T3 algorithm's triple exponential smoothing with volume factor control provides improved signal quality by reducing noise while maintaining better responsiveness compared to traditional smoothing methods. This makes T3 ATR particularly valuable for traders who need to adapt their volatility measurement approach to varying market conditions without switching between multiple indicator configurations. 📐 MATHEMATICAL FOUNDATION The T3 ATR calculation process involves two distinct stages: Stage 1: True Range Calculation The True Range (TR) is calculated using the standard formula: TR = max(high - low, |high - close |, |low - close |) This captures the greatest of the current bar's range, the gap from the previous close to the current high, or the gap from the previous close to the current low, providing a comprehensive measure of price movement that accounts for gaps and limit moves. Stage 2: T3 Smoothing Application The True Range values are then smoothed using the T3 algorithm, which applies six exponential moving averages in succession: First Layer: e1 = EMA(TR, period), e2 = EMA(e1, period) Second Layer: e3 = EMA(e2, period), e4 = EMA(e3, period) Third Layer: e5 = EMA(e4, period), e6 = EMA(e5, period) Final Calculation: T3 = c1×e6 + c2×e5 + c3×e4 + c4×e3 The coefficients (c1, c2, c3, c4) are derived from the volume factor (VF) parameter: a = VF / 2 c1 = -a³ c2 = 3a² + 3a³ c3 = -6a² - 3a - 3a³ c4 = 1 + 3a + a³ + 3a² The volume factor parameter (0.0 to 1.0) controls the weighting of these coefficients, directly affecting the balance between responsiveness and smoothness: Lower VF values (approaching 0.0): Coefficients favor recent data, resulting in faster response to volatility changes with minimal lag but potentially more noise Higher VF values (approaching 1.0): Coefficients distribute weight more evenly across the smoothing layers, producing smoother output with reduced noise but slightly increased lag 📊 COMPREHENSIVE SIGNAL ANALYSIS Volatility Level Interpretation: High Absolute Values: Indicate strong price movements and elevated market activity, suggesting larger position risks and wider stop-loss requirements, often associated with trending markets or significant news events Low Absolute Values: Indicate subdued price movements and quiet market conditions, suggesting smaller position risks and tighter stop-loss opportunities, often associated with consolidation phases or low-volume periods Rapid Increases: Sharp spikes in T3 ATR often signal the beginning of significant price moves or market regime changes, providing early warning of increased trading risk Sustained High Levels: Extended periods of elevated T3 ATR indicate sustained trending conditions with persistent volatility, suitable for trend-following strategies Sustained Low Levels: Extended periods of low T3 ATR indicate range-bound conditions with suppressed volatility, suitable for mean-reversion strategies Volume Factor Impact on Signals: Low VF Settings (0.0-0.3): Produce responsive signals that quickly capture volatility changes, suitable for short-term trading but may generate more frequent color changes during minor fluctuations Medium VF Settings (0.4-0.7): Provide balanced signal quality with moderate responsiveness, filtering out minor noise while capturing significant volatility changes, suitable for swing trading High VF Settings (0.8-1.0): Generate smooth, stable signals that filter out most noise and focus on major volatility trends, suitable for position trading and long-term analysis 🎯 STRATEGIC APPLICATIONS Position Sizing Strategy: Determine your risk per trade (e.g., 1% of account capital - adjust based on your risk tolerance and experience) Decide your stop-loss distance multiplier (e.g., 2.0x T3 ATR - this varies by market and strategy, test different values) Calculate stop-loss distance: Stop Distance = Multiplier × Current T3 ATR Calculate position size: Position Size = (Account × Risk %) / Stop Distance Example: $10,000 account, 1% risk, T3 ATR = 50 points, 2x multiplier → Position Size = ($10,000 × 0.01) / (2 × 50) = $100 / 100 points = 1 unit per point Important: The ATR multiplier (1.5x - 3.0x) should be determined through backtesting for your specific instrument and strategy - using inappropriate multipliers may result in stops that are too tight (frequent stop-outs) or too wide (excessive losses) Adjust the volume factor to match your trading style: lower VF for responsive stop distances in short-term trading, higher VF for stable stop distances in position trading Dynamic Stop-Loss Placement: Determine your risk tolerance multiplier (typically 1.5x to 3.0x T3 ATR) For long positions: Set stop-loss at entry price minus (multiplier × current T3 ATR value) For short positions: Set stop-loss at entry price plus (multiplier × current T3 ATR value) Trail stop-losses by recalculating based on current T3 ATR as the trade progresses Adjust the volume factor based on desired stop-loss stability: higher VF for less frequent adjustments, lower VF for more adaptive stops Market Regime Identification: Calculate a reference volatility level using a longer-period moving average of T3 ATR (e.g., 50-period SMA) High Volatility Regime: Current T3 ATR significantly above reference (e.g., 120%+) - favor trend-following strategies, breakout trades, and wider targets Normal Volatility Regime: Current T3 ATR near reference (e.g., 80-120%) - employ standard trading strategies appropriate for prevailing market structure Low Volatility Regime: Current T3 ATR significantly below reference (e.g., <80%) - favor mean-reversion strategies, range trading, and prepare for potential volatility expansion Monitor T3 ATR trend direction and compare current values to recent history to identify regime transitions early Risk Management Implementation: Establish your maximum portfolio heat (total risk across all positions, typically 2-6% of capital) For each position: Calculate position size using the formula Position Size = (Account × Individual Risk %) / (ATR Multiplier × Current T3 ATR) When T3 ATR increases: Position sizes automatically decrease (same risk %, larger stop distance = smaller position) When T3 ATR decreases: Position sizes automatically increase (same risk %, smaller stop distance = larger position) This approach maintains constant dollar risk per trade regardless of market volatility changes Use consistent volume factor settings across all positions to ensure uniform risk measurement 📋 DETAILED PARAMETER CONFIGURATION ATR Length Parameter: Default Setting: 14 periods This is the standard ATR calculation period established by Welles Wilder, providing balanced volatility measurement that captures both short-term fluctuations and medium-term trends across most markets and timeframes Selection Principles: Shorter periods increase sensitivity to recent volatility changes and respond faster to market shifts, but may produce less stable readings Longer periods emphasize sustained volatility trends and filter out short-term noise, but respond more slowly to genuine regime changes The optimal period depends on your holding time, trading frequency, and the typical volatility cycle of your instrument Consider the timeframe you trade: Intraday traders typically use shorter periods, swing traders use intermediate periods, position traders use longer periods Practical Approach: Start with the default 14 periods and observe how well it captures volatility patterns relevant to your trading decisions If ATR seems too reactive to minor price movements: Increase the period until volatility readings better reflect meaningful market changes If ATR lags behind obvious volatility shifts that affect your trades: Decrease the period for faster response Match the period roughly to your typical holding time - if you hold positions for N bars, consider ATR periods in a similar range Test different periods using historical data for your specific instrument and strategy before committing to live trading T3 Volume Factor Parameter: Default Setting: 0.7 This setting provides a reasonable balance between responsiveness and smoothness for most market conditions and trading styles Understanding the Volume Factor: Lower values (closer to 0.0) reduce smoothing, allowing T3 ATR to respond more quickly to volatility changes but with less noise filtering Higher values (closer to 1.0) increase smoothing, producing more stable readings that focus on sustained volatility trends but respond more slowly The trade-off is between immediacy and stability - there is no universally optimal setting Selection Principles: Match to your decision speed: If you need to react quickly to volatility changes for entries/exits, use lower VF; if you're making longer-term risk assessments, use higher VF Match to market character: Noisier, choppier markets may benefit from higher VF for clearer signals; cleaner trending markets may work well with lower VF for faster response Match to your preference: Some traders prefer responsive indicators even with occasional false signals, others prefer stable indicators even with some delay Practical Adjustment Guidelines: Start with default 0.7 and observe how T3 ATR behavior aligns with your trading needs over multiple sessions If readings seem too unstable or noisy for your decisions: Try increasing VF toward 0.9-1.0 for heavier smoothing If the indicator lags too much behind volatility changes you care about: Try decreasing VF toward 0.3-0.5 for faster response Make meaningful adjustments (0.2-0.3 changes) rather than small increments - subtle differences are often imperceptible in practice Test adjustments in simulation or paper trading before applying to live positions 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Responsiveness Characteristics: The T3 smoothing algorithm provides improved responsiveness compared to traditional RMA smoothing used in standard ATR. The triple exponential design with volume factor control allows the indicator to respond more quickly to genuine volatility changes while maintaining the ability to filter noise through appropriate VF settings. This results in earlier detection of volatility regime changes compared to standard ATR, particularly valuable for risk management and position sizing adjustments. Signal Stability: Unlike simple smoothing methods that may produce erratic signals during transitional periods, T3 ATR's multi-layer exponential smoothing provides more stable signal progression. The volume factor parameter allows traders to tune signal stability to their preference, with higher VF settings producing remarkably smooth volatility profiles that help avoid overreaction to temporary market fluctuations. Comparison with Standard ATR: Adaptability: T3 ATR allows adjustment of smoothing characteristics through the volume factor without changing the ATR period, whereas standard ATR requires changing the period length to alter responsiveness, potentially affecting the fundamental volatility measurement Lag Reduction: At lower volume factor settings, T3 ATR responds more quickly to volatility changes than standard ATR with equivalent periods, providing earlier signals for risk management adjustments Noise Filtering: At higher volume factor settings, T3 ATR provides superior noise filtering compared to standard ATR, producing cleaner signals for long-term analysis without sacrificing volatility measurement accuracy Flexibility: A single T3 ATR configuration can serve multiple trading styles by adjusting only the volume factor, while standard ATR typically requires multiple instances with different periods for different trading applications Suitable Use Cases: T3 ATR is well-suited for the following scenarios: Dynamic Risk Management: When position sizing and stop-loss placement need to adapt quickly to changing volatility conditions Multi-Style Trading: When a single volatility indicator must serve different trading approaches (day trading, swing trading, position trading) Volatile Markets: When standard ATR produces too many false volatility signals during choppy conditions Systematic Trading: When algorithmic systems require a single, configurable volatility input that can be optimized for different instruments Market Regime Analysis: When clear identification of volatility expansion and contraction phases is critical for strategy selection Known Limitations: Like all technical indicators, T3 ATR has limitations that users should understand: Historical Nature: T3 ATR is calculated from historical price data and cannot predict future volatility with certainty Smoothing Trade-offs: The volume factor setting involves a trade-off between responsiveness and smoothness - no single setting is optimal for all market conditions Extreme Events: During unprecedented market events or gaps, T3 ATR may not immediately reflect the full scope of volatility until sufficient data is processed Relative Measurement: T3 ATR values are most meaningful in relative context (compared to recent history) rather than as absolute thresholds Market Context Required: T3 ATR measures volatility magnitude but does not indicate price direction or trend quality - it should be used in conjunction with directional analysis Performance Expectations: T3 ATR is designed to help traders measure and adapt to changing market volatility conditions. When properly configured and applied: It can help reduce position risk during volatile periods through appropriate position sizing It can help identify optimal times for more aggressive position sizing during stable periods It can improve stop-loss placement by adapting to current market conditions It can assist in strategy selection by identifying volatility regimes However, volatility measurement alone does not guarantee profitable trading. T3 ATR should be integrated into a comprehensive trading approach that includes directional analysis, proper risk management, and sound trading psychology. USAGE NOTES This indicator is designed for technical analysis and educational purposes. T3 ATR provides adaptive volatility measurement but has limitations and should not be used as the sole basis for trading decisions. The indicator measures historical volatility patterns, and past volatility characteristics do not guarantee future volatility behavior. Market conditions can change rapidly, and extreme events may produce volatility readings that fall outside historical norms. Traders should combine T3 ATR with directional analysis tools, support/resistance analysis, and other technical indicators to form a complete trading strategy. Proper backtesting and forward testing with appropriate risk management is essential before applying T3 ATR-based strategies to live trading. The volume factor parameter should be optimized for specific instruments and trading styles through careful testing rather than assuming default settings are optimal for all applications.
Pine Script® göstergesi
DCAUT tarafından
UOT Gold Pressure IndexGold Pressure Index combines the momentum of the US Dollar Index (DXY) and US 10-Year Treasury Yields into a single, easy-to-read oscillator that helps traders identify high-probability setups in gold markets. What Does This Indicator Do? This indicator measures the combined directional pressure from the two primary fundamental drivers of gold prices: DXY (US Dollar Index) - Gold's primary inverse correlation US 10-Year Treasury Yields - Alternative to gold for safe-haven flows When both are rising together, gold typically faces strong selling pressure. When both are falling together, gold typically finds support. The GPI simplifies this analysis into one visual metric.
Pine Script® göstergesi
decentAuthor8156 tarafından
RSI Bollinger Bands [DCAUT]█ RSI Bollinger Bands 📊 ORIGINALITY & INNOVATION The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions. Core Innovation: Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions. Key Enhancements Over Traditional RSI: Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context 📐 MATHEMATICAL FOUNDATION Two-Stage Calculation Process: Stage 1: RSI Calculation RSI = 100 - (100 / (1 + RS)) where RS = Average Gain / Average Loss over specified period The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis. Stage 2: Bollinger Bands on RSI Basis = MA(RSI, BB Length) Upper Band = Basis + (StdDev(RSI, BB Length) × Multiplier) Lower Band = Basis - (StdDev(RSI, BB Length) × Multiplier) Band Width = Upper Band - Lower Band The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones. Statistical Interpretation: Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands Band touches represent statistically significant momentum extremes relative to recent behavior Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty) Band width contraction signals momentum consolidation and potential regime change preparation 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Color Signals: This indicator features dynamic color fills that highlight extreme momentum conditions: Green Fill (Above Upper Band): Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening Red Fill (Below Lower Band): Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery Position-Based Signals: Upper Band Interactions: RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence Lower Band Interactions: RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation Basis Line Signals: RSI Above Basis: Bullish momentum regime - upward pressure dominant RSI Below Basis: Bearish momentum regime - downward pressure dominant Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions Volatility-Based Signals: Band Width Patterns: Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion Advanced Pattern Recognition: Divergence Analysis: Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum Band Walk Patterns: Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation 🎯 STRATEGIC APPLICATIONS Strategy 1: Mean Reversion Trading Setup Conditions: Market Type: Ranging or choppy markets with no clear directional trend Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases Band Characteristic: Normal to narrow band width Entry Rules: Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches Exit Rules: Target: RSI returns to basis line or opposite band Stop Loss: Fixed percentage or below recent swing low/high Time Stop: Exit if position not profitable within expected timeframe Strategy 2: Trend Continuation Trading Setup Conditions: Market Type: Clear trending market with higher highs/lower lows Timeframe: Medium to higher timeframes (1H-Daily) Band Characteristic: Expanding or wide bands indicating strong momentum Entry Rules: Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns) Exit Rules: Trailing Stop: Move stop to break-even when RSI reaches opposite band Trend Break: Exit when RSI crosses basis against trend direction with conviction Band Squeeze: Reduce position size when bands start narrowing significantly Strategy 3: Breakout Preparation Setup Conditions: Market Type: Consolidating market after significant move or at key technical levels Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert) Preparation Phase: Identify band squeeze condition (bands at multi-period narrowest point) Monitor price action for consolidation patterns (triangles, rectangles, flags) Prepare bracket orders for both directions Wait for band expansion to begin Entry Execution: Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band) Price Confirmation: Ensure price also breaks corresponding technical level Volume Confirmation: Look for volume expansion supporting the breakout Risk Management: Stop Loss: Place beyond consolidation pattern opposite extreme Position Sizing: Use smaller size due to false breakout risk Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars Strategy 4: Multi-Timeframe Analysis Timeframe Selection: Higher Timeframe: Daily or 4H for trend context Trading Timeframe: 1H or 15m for entry signals Confirmation Timeframe: 5m or 1m for precise entry timing Analysis Process: Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups 📋 DETAILED PARAMETER CONFIGURATION RSI Source: Close (Default): Standard price point, balances responsiveness and reliability HL2: Reduces noise from intrabar volatility, provides smoother RSI values HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context RSI Length Parameter: Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics RSI MA Type Parameter: RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation) Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes BB Length Parameter: Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles Standard (20): Balanced approach providing meaningful statistical context without excessive lag Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals BB MA Type Parameter: SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes) Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior BB Multiplier Parameter: Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments Parameter Optimization Workflow: Start with default parameters (RSI:14, BB:20, Mult:2.0) Test across representative sample period including different market regimes Adjust RSI length based on desired responsiveness vs stability tradeoff Tune BB length to match your typical holding period Modify multiplier to achieve desired signal frequency Validate on out-of-sample data to avoid overfitting Document optimal parameters for different instruments and timeframes Reference Levels Display: Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional RSI: Fixed Threshold RSI Limitations: In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging RSI Bollinger Bands Advantages: Automatic Adaptation: Bands adjust to current volatility regime without manual intervention Consistent Logic: Same statistical approach works across different instruments and timeframes Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise Additional Information: Band width provides volatility context missing in standard RSI Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition Comparison with Price-Based Bollinger Bands: Price BB Characteristics: Measures absolute price volatility Affected by large price gaps and outliers Band position relative to price not normalized Difficult to compare across different price scales RSI BB Advantages: Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments Momentum Focus: Directly measures momentum extremes rather than price extremes Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application Performance Characteristics: Signal Quality: Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements Responsiveness: Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals Versatility: Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts Limitations and Considerations: Known Limitations: Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management Optimal Use Cases: Best for swing trading and position trading timeframes Most effective in markets with alternating volatility regimes Ideal for traders who use multiple instruments and timeframes Suitable for systematic trading approaches requiring consistent logic Suboptimal Conditions: Very low timeframes (< 5 minutes) where lag becomes problematic Instruments with extreme volatility spikes (gap-prone markets) Markets in strong persistent trends where mean reversion rarely occurs Periods immediately following major structural changes (new trading regime) USAGE NOTES This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions. Important Considerations: No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment Recommended Supporting Analysis: Price structure analysis (support/resistance, trend lines) Volume confirmation for breakout signals Multiple timeframe alignment Market context awareness (news events, session times) Correlation analysis with related instruments The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
Pine Script® göstergesi
DCAUT tarafından