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Volatilite

Ultimate ATR ProUltimate ATR Pro - Professional Volatility Analysis Tool ​Unlock Market Turning Points with Precision Volatility Analysis​ Key Features 1. Advanced ATR Calculation Engine ​4 MA Types: RMA (Wilder's), SMA, EMA, WMA ​Customizable Period: Adjust ATR length (default: 14) ​Multi-Timeframe Compatible: Works on all chart intervals 2. Smart Volatility Extremum Detection ​Low Volatility Signals: Identifies ATR contraction periods ​High Volatility Signals: Detects ATR expansion phases ​Custom Lookback Period: Set detection window (10-500 bars) 3. Professional Divergence System ​Bullish Divergence: Price ↑ while ATR ↓ (trend continuation signal) ​Bearish Divergence: Price ↓ while ATR ↑ (trend acceleration signal) ​Visual Connection Lines: Dotted lines highlight price-ATR relationships 4. Visual Extreme Value Lines (NEW!) ​Lowest ATR Line: Customizable dotted line showing minimum volatility level ​Highest ATR Line: Customizable dotted line marking maximum volatility level ​Dynamic Positioning: Auto-updates with each new bar 5. Complete Customization System ​Full Color Control: Signal markers (low/high volatility) Divergence labels ATR line Extreme value lines Background highlights ​Toggle Features: Enable/disable any visual element 6. Intelligent Alert System ​Dual Alert Types: Volatility Extremes (Low/High ATR) Divergence Signals (Bullish/Bearish) ​Smart Cooldown: Prevent alert fatigue with adjustable cooldown period ​Visual Alert Tags: Color-coded notifications at chart top 7. Professional Dashboard Real-time status monitoring: Current volatility state Cooldown timers Extreme ATR values Divergence detection status Color-coded for instant recognition How Traders Benefit Strategic Applications markdown 复制 | SIGNAL | MARKET CONDITION | TRADING IMPLICATION | |-----------------------|---------------------------|------------------------------------| | Low Volatility | Contraction/Consolidation | Prepare for breakout strategies | | High Volatility | Expansion/Climax | Watch for reversals or pauses | | Bullish Divergence | Price↑ ATR↓ | Trend continuation opportunity | | Bearish Divergence | Price↓ ATR↑ | Trend acceleration warning | | Lowest ATR Line Break | Volatility breakout | Confirm directional movement | Risk Management Tools ​ATR-Based Position Sizing: Use extreme values to calculate optimal trade size ​Dynamic Stop Loss: Adjust stops based on current volatility regime ​Volatility Filtering: Avoid trading during uncertain high-volatility periods Setup Recommendations Parameter Guide pine 复制 length: 14 // Standard ATR period lookback: 50 // Optimal for swing trading cooldownPeriod: 14// Balanced alert frequency minLineColor: #00C853 // Bright green for low volatility maxLineColor: #FF3D00 // Bright red for high volatility Professional Configurations ​Day Trading: Lookback=20-30, Cooldown=5-10 ​Swing Trading: Lookback=50-100, Cooldown=10-20 ​Position Trading: Lookback=100-200, Cooldown=20-50 Why Choose Ultimate ATR Pro? "Transforms complex volatility analysis into clear, actionable visual cues - the essential tool for breakout traders and risk managers alike." ​Install Now To: Spot consolidation before big moves Identify exhaustion at trend extremes Automate volatility-based position sizing Receive instant alerts at critical volatility turns Gain professional-grade insights into market dynamics Master market rhythms with the most advanced ATR analysis tool on TradingView! ​Compatibility: Works flawlessly across stocks, forex, crypto, and commodities on all timeframes. ​Version: 2.0 (Enhanced with Extreme Value Lines) ​Category: Volatility Analysis | Risk Management | Professional Trading
Pine Script® göstergesi
Dooogiig tarafından
🌀 STD-Torque Wave Map v1.0🔍 Overview The STD-Torque Wave Map v1.0 is a multi-timeframe market pressure visualizer that uses the slope of standard deviation (STD) to measure torque—i.e., the acceleration or deceleration of volatility. By combining short, medium, and long-term torque across timeframes (1H, 4H, and 1D by default), this tool helps traders spot confluence zones of high energy. It also detects key signals from RSI divergence and volume spikes to confirm potential breakout or reversal moments. ⚙️ Inputs Short-Term TF (1H): Select your short timeframe (e.g., 15m, 1H). Mid-Term TF (4H): Select your medium timeframe. Long-Term TF (1D): Choose a higher timeframe for macro alignment. STD Length: Length used for calculating standard deviation. RSI Length: Length for Relative Strength Index calculation. Volume Smoothing: Period used to smooth volume for pressure analysis. Torque Spike Threshold: Sensitivity threshold for torque spike detection. 📊 How to Use Read the Torque Histograms: Three color-coded histograms represent torque (slope of STD) at different timeframes: 🟩 Lime: Short-Term Torque 🟧 Orange: Mid-Term Torque 🟪 Purple: Long-Term Torque Watch for Yellow Confluence Zones: A yellow background signals that torque is spiking across all three timeframes — a strong confluence zone indicating possible momentum ignition. Breakout Watch Labels: A ⚡ red label appears on the main chart (top location) when: All torque values exceed the threshold AND Either an RSI divergence or a volume spike is detected. This is your cue to monitor for explosive breakouts or fakeouts. Use Alerts: Set alerts for: ✅ Torque Confluence ✅ Torque + RSI Divergence ✅ Torque + Volume Spike Get real-time heads-up when pressure is building beneath the surface. 🧠 Interpretation Tips Torque is Pressure, Not Direction: This tool measures energy building in the market. Combine it with your directional bias, price action, or trend tools. Ideal for Pre-Breakout Contexts: Use in sideways, low-volatility zones to anticipate the breakout direction using RSI or volume confirmation. Great Add-On: Pairs well with structure-based tools (e.g., support/resistance, order blocks) or liquidity mapping indicators. 📌 Designed for active traders who want to visually map hidden energy across timeframes before it erupts on the chart.
Pine Script® göstergesi
JasonHyde tarafından
ADX + Supertrend Persistent Entry Logicbuy condition should match below condition below ADX DI plus should above of DI minuse Supertrend should be bullish ADX should be above 25 Price should not have order block resistance Exit from buy when supertrend change trend Sell condition should match below condition below ADX DI plus should below of DI minuse Supertrend should be bearish ADX should be above 25 Price should not have order block support Exit from Sell when supertrend change trend
Pine Script® stratejisi
rkthakur2610 tarafından
ATR % of yesterday close with SMA (Bull/Bear colored)This script visualizes the Average True Range (ATR) as a percentage of a user-selected price point for a quick view of volatility. ATR % values are plotted as a color-coded histogram. Bullish days (close > prior close) paint the bar green; bearish days (close < prior close) paint it red; unchanged days are gray. Two simple moving average (SMA) overlays to reveal volatility trends. Variables: Histogram bars represent ATR as a % of one of:  - Previous Close (default option)  - Previous Open  - Today Close  - Today Open Two SMA lines (default: blue for 20-period, orange for 5-period) shown on ATR % for trend/range regime tracking. Optionally display the ATR % in continuous line (yellow)—hidden by default. If you find it helpful, feel free to share any feedback and how you incorporate it into your trading strategy with the community!
Pine Script® göstergesi
louis9527 tarafından
Penguin Volatility State StrategyPenguin Volatility State Strategy This document provides details on the "Penguin Volatility State" trading strategy for the TradingView platform. It is a strategy designed to identify different market conditions and execute trades based on momentum and volatility. Overview This strategy uses a combination of several popular indicators, including Bollinger Bands (BB), Keltner Channels (KC), Exponential Moving Averages (EMAs), and the Relative Strength Index (RSI), to classify the market into four main states, represented by different colors on the chart: Green: Strong uptrend. Red: Strong downtrend. Yellow: A pullback or consolidation phase within an uptrend (potential reversal signal). Blue: A pullback or consolidation phase within a downtrend (potential reversal signal). The goal of the strategy is to enter trades in the direction of the strong trend (Green and Red states) and allow the user to filter out noise during sideways market conditions (Yellow and Blue states). How the Indicators Work Bollinger Bands & Keltner Channels: Used to measure market volatility. The difference between the width of the BB and KC (diff) is used to calculate an RSI to measure the "acceleration" of volatility. EMAs (Fast & Slow): Used to determine the primary trend direction. If the fast EMA is above the slow EMA, it is considered an uptrend, and vice versa. RSI of Diff: This is the core component for measuring the momentum of volatility. When this RSI value is above its own moving average, it signifies strong momentum, which is a key condition for entering a trade. Filters and Strategy Logic Users can customize the strategy's behavior through three main filters: Filter Sideways Markets (RULE 1): If enabled, the strategy will only enter trades in the Green state (for Longs) and Red state (for Shorts), avoiding sideways conditions (Yellow and Blue). Trade Only on Strong Momentum (RULE 2): If enabled, the strategy will only enter trades when there is strong momentum (when the RSI of Diff is above its moving average). Enter/Exit on Exact Transition (RULE 3): If enabled, the strategy will enter and exit orders only at the exact crossover of the RSI of Diff and its moving average. This can lead to more precise entries/exits but may also cause some opportunities to be missed. Inputs BB/KC Length: The number of bars used to calculate Bollinger Bands and Keltner Channels. BB Multiplier: The standard deviation multiplier for the Bollinger Bands. KC Multiplier: The ATR multiplier for the Keltner Channels. Fast EMA Length: The number of bars for the fast EMA. Slow EMA Length: The number of bars for the slow EMA. RSI of Diff Length: The number of bars for the RSI of diff. SMA of RSI Length: The number of bars for the moving average of the RSI of Diff. Trade Direction: Choose to trade Long Only, Short Only, or Both. Filters (RULE 1, 2, 3): Enable/disable the filters as described above. Pine Script Code Here is the full code for the strategy. You can copy and paste it into the Pine Editor on TradingView. //@version=5 strategy("Penguin Volatility State Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_value=0.075) // =================================================================== // INPUTS // =================================================================== // --- Indicator Settings --- string group_indicators = "Indicator Settings" bb_len = input.int(20, "BB/KC Length", group=group_indicators) bb_mult = input.float(2.0, "BB Multiplier", group=group_indicators) kc_mult = input.float(2.0, "KC Multiplier", group=group_indicators) ema_fast_len = input.int(12, "Fast EMA Length", group=group_indicators) ema_slow_len = input.int(26, "Slow EMA Length", group=group_indicators) rsi_diff_len = input.int(14, "RSI of Diff Length", group=group_indicators) rsi_avg_len = input.int(7, "SMA of RSI Length", group=group_indicators) // --- Strategy Filter Settings --- string group_filters = "Strategy Filters" trade_direction = input.string("Both", "Trade Direction", options= , group=group_filters) use_regime_filter = input.bool(true, "RULE 1: Filter Sideways Markets (Yellow & Blue)?", group=group_filters) use_strength_filter = input.bool(true, "RULE 2: Trade Only on Strong Momentum (RSI Accel)?", group=group_filters) use_timing_filter = input.bool(false, "RULE 3: Enter/Exit on Exact Transition?", group=group_filters) // =================================================================== // INDICATOR CALCULATIONS // =================================================================== // --- Bollinger Bands & Keltner Channel --- basisBB = ta.sma(close, bb_len) dev = bb_mult * ta.stdev(close, bb_len) upperBB = basisBB + dev lowerBB = basisBB - dev atr = ta.atr(bb_len) upperKC = basisBB + kc_mult * atr lowerKC = basisBB - kc_mult * atr // --- Diff & RSI of Diff Calculation --- diff = (upperBB - upperKC) / upperKC * 100 diff_change = ta.change(diff) up = ta.rma(math.max(diff_change, 0), rsi_diff_len) down = ta.rma(-math.min(diff_change, 0), rsi_diff_len) rsi_diff = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down)) rsi_diff2 = ta.sma(rsi_diff, rsi_avg_len) // --- EMAs for Market State --- fast_ma = ta.ema(close, ema_fast_len) slow_ma = ta.ema(close, ema_slow_len) apcdc = ta.ema(ohlc4, 2) // =================================================================== // STATE DEFINITIONS // =================================================================== isBullishTrend = fast_ma > slow_ma isBearishTrend = fast_ma < slow_ma isGreen = isBullishTrend and apcdc > fast_ma isRed = isBearishTrend and apcdc < fast_ma isYellow = isBullishTrend and apcdc < fast_ma isBlue = isBearishTrend and apcdc > fast_ma isRsiAccel = rsi_diff > rsi_diff2 // =================================================================== // STRATEGY LOGIC // =================================================================== // --- Apply Filters to define tradable conditions --- can_long_base = use_regime_filter ? isGreen : (isGreen or isYellow) can_short_base = use_regime_filter ? isRed : (isRed or isBlue) long_condition = use_strength_filter ? can_long_base and isRsiAccel : can_long_base short_condition = use_strength_filter ? can_short_base and isRsiAccel : can_short_base entry_long_timing = ta.crossunder(rsi_diff2, rsi_diff) and can_long_base exit_long_timing = ta.crossunder(rsi_diff, rsi_diff2) entry_short_timing = ta.crossunder(rsi_diff2, rsi_diff) and can_short_base exit_short_timing = ta.crossunder(rsi_diff, rsi_diff2) // --- Determine Final Entry/Exit Conditions --- final_entry_long = use_timing_filter ? entry_long_timing : long_condition final_exit_long = use_timing_filter ? exit_long_timing : not long_condition final_entry_short = use_timing_filter ? entry_short_timing : short_condition final_exit_short = use_timing_filter ? exit_short_timing : not short_condition // --- Check Trade Direction permission --- allow_long = trade_direction == "Both" or trade_direction == "Long Only" allow_short = trade_direction == "Both" or trade_direction == "Short Only" // --- Execute Trades --- if (final_entry_long and allow_long) strategy.entry("Long", strategy.long) if (final_exit_long) strategy.close("Long") if (final_entry_short and allow_short) strategy.entry("Short", strategy.short) if (final_exit_short) strategy.close("Short") // =================================================================== // VISUALIZATION // =================================================================== bgcolor(isGreen ? color.new(color.green, 85) : isRed ? color.new(color.red, 85) : isYellow ? color.new(color.yellow, 85) : isBlue ? color.new(color.blue, 85) : na) Disclaimer This strategy is provided for educational and informational purposes only and is not financial advice. Past performance from backtesting does not guarantee future results. Trading involves risk. Investors should conduct their own research and exercise due diligence before making any investment decisions and should manage their own risk.
Pine Script® stratejisi
waranyutrkm tarafından
Fractal Flow BandsFractal Flow Bands A high-precision trend-following system combining HalfTrend logic with ALMA smoothing — built for clarity, speed, and smart alerts. 🔷 What is Fractal Flow Bands? Fractal Flow Bands merges the best of both worlds: HalfTrend for accurate trend detection ALMA (Arnaud Legoux Moving Average) for smooth, low-lag confirmation This unique synergy delivers clean, non-repainting Buy/Sell signals, filtering out market noise and keeping your chart crystal clear. 🔍 How It Works Blue HalfTrend Line + Green ALMA Crossover → BUY Red HalfTrend Line + Red ALMA Crossover → SELL You get only ONE alert per trend change, eliminating spammy notifications. Perfect for swing traders, scalpers, and trend followers alike. ⚙️ Core Features ✅ Dual Confirmation Engine ALMA must confirm HalfTrend — no single-line tricks here. ✅ One Alert per Trend Shift Clean signals, no noise, no repeats. ✅ Visual Clarity Color-coded trends. No channels, ribbons, or clutter. ✅ Customizable Settings Tune HalfTrend amplitude and ALMA smoothness to your strategy. 🎯 Best For Swing traders wanting confirmation before entries Scalpers needing fast, accurate signal flow Anyone who hates messy charts but loves sharp decisions 🛠 Settings Explained Setting Description HT Amplitude Controls HalfTrend sensitivity ALMA Length / Offset / Sigma Adjusts the smoothness of ALMA Source Choose price source (Close, Open, etc.) Display Toggles Enable/disable arrows and ribbons Colors Fully customizable trend color schemes ✅ Built-in Alerts — So you never miss a signal again. ⚡ Lag-free performance — Works on multiple timeframes. 📈 Real strategy-ready code — Not just another repainting overlay.
Pine Script® göstergesi
Velu1012 tarafından
Debit Spread POMDP‑Inspired StrategyComprehensive Strategy for TradingView-Based Call and Put Debit Spread Options Using POMDP for Signal Generation Debit spreads limit risk to the net premium paid while capping potential profit, ideal for moderate price predictions. Pine Script in TradingView enables custom indicator integration and strategy automation for options trading. Partially Observable Markov Decision Processes (POMDPs) optimize decision-making under market uncertainty by modeling states, actions, and observations. Training a POMDP policy involves defining market states, actions, and observations from technical indicators, then simulating and refining the policy. Automating the strategy via agents or TradingView alerts can execute trades when conditions align with the POMDP-generated signals.
Pine Script® stratejisi
MNeidhardt tarafından
Weighted Multi-Mode Oscillator [BackQuant]Weighted Multi‑Mode Oscillator 1. What Is It? The Weighted Multi‑Mode Oscillator (WMMO) is a next‑generation momentum tool that turns a dynamically‑weighted moving average into a 0‑100 bounded oscillator. It lets you decide how each bar is weighted (by volume, volatility, momentum or a hybrid blend) and how the result is normalised (Percentile, Z‑Score or Min‑Max). The outcome is a self‑adapting gauge that delivers crystal‑clear overbought / oversold zones, divergence clues and regime shifts on any market or timeframe. 2. How It Works • Dynamic Weight Engine   ▪  Volume – emphasises bars with exceptional participation.   ▪  Volatility – inverse ATR weighting filters noisy spikes.   ▪  Momentum – amplifies strong directional ROC bursts.   ▪  Hybrid – equal‑weight blend of the three dimensions. • Multi‑Mode Smoothing   Choose from 8 MA types (EMA, DEMA, HMA, LINREG, TEMA, RMA, SMA, WMA) plus a secondary smoothing factor to fine‑tune lag vs. responsiveness. • Normalization Suite   ▪  Percentile – rank vs. recent history (context aware).   ▪  Z‑Score – standard deviations from mean (statistical extremes).   ▪  Min‑Max – scale between rolling high/low (trend friendly). 3. Reading the Oscillator Zone Default Level Interpretation Bull > 80 Acceleration; momentum buyers in control Neutral 20 – 80 Consolidation / no edge Bear < 20 Exhaustion; sellers dominate Gradient line/area automatically shades from bright green (strong bull) to deep red (strong bear). Optional bar‑painting colours price bars the same way for rapid chart scanning. 4. Typical Use‑Cases Trend Confirmation – Set Weight = Hybrid, Smoothing = EMA. Enter pullbacks only when WMMO > 50 and rising. Mean Reversion – Weight = Volatility, reduce upper / lower bands to 70 / 30 and fade extremes. Volume Pulse – Intraday futures: Weight = Volume to catch participation surges before breakout candles. Divergence Spotting – Compare price highs/lows to WMMO peaks for early reversal clues. 5. Inputs & Styling Calculation: Source, MA Length, MA Type, Smoothing Weighting: Volume period & factor, Volatility length, Momentum period Normalisation: Method, Look‑back, Upper / Lower thresholds Display: Gradient fills, Threshold lines, Bar‑colouring toggle, Line width & colours All thresholds, colours and fills are fully customisable inside the settings panel. 6. Built‑In Alerts WMMO Long – oscillator crosses up through upper threshold. WMMO Short – oscillator crosses down through lower threshold. Attach them once and receive push / e‑mail notifications the moment momentum flips. 7. Best Practices Percentile mode is self‑adaptive and works well across assets; Z‑Score excels in ranges; Min‑Max shines in persistent trends. Very short MA lengths (< 10) may produce jitter; compensate with higher “Smoothing” or longer look‑backs. Pair WMMO with structure‑based tools (S/R, trend lines) for higher‑probability trade confluence. Disclaimer This script is provided for educational purposes only. It is not financial advice. Always back‑test thoroughly and manage risk before trading live capital.
Pine Script® göstergesi
BackQuant tarafından
Ultimate ATR Extreme DetectorUltimate ATR Extreme Detector​ Professional Volatility Analysis Tool for Strategic Trading ​Discover Market Turning Points with Precision​ Key Features ​Smart Extremum Detection: Identifies when ATR reaches its highest or lowest point in your specified lookback period ​Quad Visual Alert System: ▲ Green bottom triangles for low volatility signals ▼ Red top triangles for high volatility signals Background color highlighting for instant state recognition Status panel showing current volatility extremes ​Dual Alert Modes: TradingView native alerts ("ATR Low/High Signal") Visual chart alerts with period details (e.g., "Alert: ATR Low (50 bars)") ​4 Calculation Methods: RMA (Wilder's), SMA, EMA, and WMA ​Fully Customizable: Adjustable ATR period (default: 14) Variable lookback window (default: 50) Toggle features on/off via intuitive input settings ​How It Works​ The indicator scans volatility extremes using proprietary logic: Calculates True Range using selected method (RMA/SMA/EMA/WMA) Compares current ATR value against historical data Flags critical moments when: Volatility contracts to N-period lows (prepare for breakouts) Volatility expands to N-period highs (watch for trend exhaustion) ​Strategic Applications​ markdown 复制 | SIGNAL | MARKET CONDITION | TRADING IMPLICATION | |------------------|-----------------------|--------------------------------| | Low Volatility | Contraction/Consolidation | Anticipate breakout moves | | High Volatility | Expansion/Climax | Prepare for reversals or pauses | ​Position Sizing: Use ATR values to determine optimal stop distances ​Entry Timing: Combine with price action at key support/resistance ​Risk Management: Adjust stops dynamically based on volatility regime ​Optimization Guide​ Day Trading: Short lookback (20-30 periods) Swing Trading: Medium lookback (50-100 periods) Position Trading: Long lookback (100-200 periods) Volatility Analysis: Compare multiple timeframes simultaneously ​Professional Setup Recommendations​ Combine with: ​Breakout Confirmation: Volume spikes, chart patterns ​Reversal Signals: RSI divergence, candlestick reversals ​Volatility Filters: Bollinger Band contraction, Keltner Channel breakout ​Compatibility: Works flawlessly across FX, stocks, crypto, and commodities on all timeframes. ​Why Traders Choose This Indicator​ "Transforms complex volatility analysis into clear, actionable visual cues – the essential tool for breakout traders and risk managers alike." ​Install Now to: Spot consolidation before big moves Identify exhaustion at trend extremes Automate volatility-based position sizing Receive instant alerts at critical volatility turns Master market rhythms with professional-grade volatility intelligence!
Pine Script® göstergesi
Dooogiig tarafından
Qossai Stock Info### Qossai Stock Info Indicator This indicator provides a concise overlay of essential stock information directly on your chart, presented in a clean, organized table. Designed for quick glances, it helps traders and investors stay informed about key fundamental and volatility metrics of the currently viewed symbol. **Key Features:** * **Symbol/Ticker Display:** Clearly shows the ticker of the asset you are currently viewing. * **Dynamic Market Capitalization (Market Cap):** Automatically calculates and displays the market capitalization in a readable format (Millions, Billions, or Trillions), providing instant insight into the company's size. * **Average True Range (ATR) as Percentage:** Shows the 14-day Average True Range (a measure of volatility) as a percentage of the closing price, helping you gauge the typical price movement. The ATR period is customizable. * **Earnings Countdown:** Keep track of upcoming events with a precise countdown displaying the number of days remaining until the next earnings announcement. This feature can be toggled on or off via the indicator's settings. * **Clean Table Format:** All information is presented neatly in a table with a subtle black background, ensuring readability without cluttering your main chart view. **How to Use:** Simply add the "Qossai Stock Info" indicator to your chart. You can adjust the ATR length and toggle the earnings countdown visibility from the indicator's settings. **Purpose:** This tool aims to simplify access to critical stock data, empowering users to make quicker, more informed decisions by having vital information readily available on their screen. ---
Pine Script® göstergesi
QossaiMah tarafından
[Top] LHAMA Consolidation DetectorIntroducing the Low-High Adaptive Moving Average (LHAMA 🦙), a powerful tool designed to help traders visually distinguish between trending and consolidating market phases. Unlike traditional moving averages that can produce false signals in choppy markets, the LHAMA is engineered to flatten out during periods of consolidation and become more responsive when a clear trend emerges. This indicator's primary function is to act as a "Consolidation Detector." When the LHAMA line goes flat and adopts its "Flat Color," it serves as a clear visual cue that the market is range-bound. Conversely, when the line begins to slope and changes to its Bullish or Bearish color, it signals a potential breakout or the start of a new trend. How It Works The LHAMA is a type of adaptive moving average. Its adaptiveness is derived from a unique calculation that measures market "trendiness." It does this by tracking whether new highs or new lows are being made within a specified lookback period. In a Trending Market: When the price consistently makes new highs or lows, the indicator's responsiveness increases, causing the LHAMA to track the price much more closely and responsively. In a Consolidating Market: When the price is range-bound and fails to make new highs or lows, the responsiveness decreases significantly. This causes the LHAMA to flatten out and become less sensitive to minor price fluctuations, effectively filtering out market noise. Key Features Adaptive Calculation: The core engine of the indicator, which automatically adjusts its smoothing based on trend strength. Slope-Based Coloring: The line's color dynamically changes based on its slope, providing an at-a-glance view of market conditions: bullish, bearish, or flat. Multi-Line & Multi-Timeframe (MTF): You can enable up to six fully customizable LHAMA lines. Each line can be configured with its own length, colors, and can even be set to a different timeframe, allowing for comprehensive multi-timeframe analysis on a single chart. Volatility Clouds: Each LHAMA can display an optional cloud around it. The cloud's width is based on your choice of either the Average True Range (ATR) or Standard Deviation (StdDev), offering a visual representation of volatility. Volume Weighting: An option to incorporate volume into the adaptive calculation, making the LHAMA even more responsive during high-volume price movements. How to Use Identify Consolidation: The primary use case. A flat and consistently colored LHAMA line is a strong indication of a sideways or consolidating market. This can help traders avoid taking trend-following trades in choppy conditions. Confirm Trends: When the LHAMA begins to slope upwards or downwards and changes to its trend color, it can be used to confirm the direction and strength of a new trend. The steeper the slope, the stronger the momentum, and more solid the directional color. Dynamic Support & Resistance: Like other moving averages, the LHAMA can act as a dynamic level of support in an uptrend or resistance in a downtrend. The optional cloud can further define these zones. Multi-MA Ribbon Strategy: By enabling multiple LHAMAs with different lengths (e.g., Fibonacci sequence like 14, 21, 34, 55), you can create a ribbon. The expansion of the ribbon indicates a strong trend, while its contraction signals a weakening trend or consolidation. Settings Explained Enable 🦙 Line: A simple checkbox to turn each of the six LHAMA lines on or off. Length: The lookback period for the LHAMA calculation. Shorter lengths are more responsive, while longer lengths are smoother. Timeframe: Set a specific timeframe for each LHAMA. Leave blank to use the chart's current timeframe. Volume Weight: If checked, adds volume weighting to make the LHAMA more responsive to high-volume moves. Colors (Bullish, Bearish, Flat): Customize the colors for each market state. To only see the line during consolidation, set the Bullish and Bearish colors to 100% transparency. To hide the line during consolidation, set the Flat color to 100% transparency. Color Sensitivity: This is a crucial setting. Because price scales (tick sizes) vary widely between symbols, this setting allows you to adjust the sensitivity of the slope detection. A lower value requires a steeper slope to trigger a trend color, while a higher value is more sensitive. Recommended settings are provided in the input tooltip as a starting point: $5 Tick: 0.25 Sensitivity $1 Tick: 0.75 Sensitivity $0.25 Tick: 3 Sensitivity $0.01 Tick: 50 Sensitivity $0.005 Tick: 100 Sensitivity Cloud Settings: Show Cloud: Toggles the visibility of the volatility cloud around the LHAMA. Width Based On: Choose between "ATR" or "StdDev" to calculate the cloud's width. Cloud Length & Width: Set the lookback period and multiplier for the ATR/StdDev calculation to control the size of the cloud.
Pine Script® göstergesi
TopTradesUA tarafından
Risk Context + Position SizingWhat This Indicator Does (And Doesn't Do) This is NOT a buy/sell signal indicator. Instead, it's a risk management tool that helps you understand two critical things: How volatile the market is right now (compared to recent history) How much you should risk on your next trade based on that volatility The Core Problem It Solves Imagine you always risk the same amount on every trade - say $100. But sometimes the market is calm and predictable, other times it's wild and unpredictable. This indicator says: "Hey, the market is going crazy right now - maybe only risk $70 instead of your usual $100." How It Works Measures Market "Nervousness" Uses ATR (Average True Range) to measure how much prices typically move each day Compares today's volatility to the past 100 days Shows you a percentile (0-100%) - higher = more volatile Categorizes Risk Environment LOW (green): Market is calm, you can size up slightly NORMAL: Standard conditions, use your normal position size HIGH (red): Market is jumpy, reduce your position size EXTREME (dark red): Market is in chaos, significantly reduce size Important Disclaimers This doesn't predict price direction - it only measures current market stress You still need a trading strategy - this just helps you size it properly Past volatility doesn't guarantee future volatility Always combine with proper stop losses and risk management
Pine Script® göstergesi
Mihkel00 tarafından
SQV Indicator Bridge# SQV Indicator Bridge - Quick Guide ## What is SQV Indicator Bridge? A simple connector that validates your indicator's signals using SQV Lite before displaying them on the chart. Only high-quality signals pass through. ## How It Works ``` Your Indicator → Generates Signals → SQV Lite → Validates Quality → Bridge → Shows Only Valid Signals ``` ## Quick Setup (3 Steps) ### Step 1: Prepare Your Indicator Add these lines to export your signals: ```pinescript // At the end of your indicator code plot(longCondition ? 1 : 0, "Long Signal", display=display.none) plot(shortCondition ? 1 : 0, "Short Signal", display=display.none) ``` ### Step 2: Add to Chart (in order) 1. Your indicator 2. SQV Lite 3. SQV Indicator Bridge ### Step 3: Connect Sources In Bridge settings: - **Long Signal Source** → Select: YourIndicator: Long Signal - **Short Signal Source** → Select: YourIndicator: Short Signal - **SQV Long Valid** → Select: SQV Lite: SQV Long Valid - **SQV Short Valid** → Select: SQV Lite: SQV Short Valid - **SQV Score** → Select: SQV Lite: SQV Score ## Visual Settings | Setting | Description | Default | |---------|-------------|---------| | Show Labels | Display BUY/SELL labels | On | | Label Offset | Distance from candles (0-5 ATR) | 0 | | Label Size | Tiny, Small, or Normal | Small | | Long Color | Color for buy signals | Green | | Short Color | Color for sell signals | Red | ## What You'll See - **Green "LONG" labels** - When your buy signal passes SQV validation - **Red "SHORT" labels** - When your sell signal passes SQV validation - **No label** - When signal quality is too low ## Common Issues & Solutions ### No labels appearing? 1. Check "Use External Signals" is ON in SQV Lite 2. Verify source connections are correct 3. Lower minimum score in SQV Lite (try 60) 4. Test your indicator separately to ensure it generates signals ### Too many/few signals? - Adjust "Minimum Quality Score" in SQV Lite - Default is 65, lower for more signals, higher for fewer ### Wrong signals showing? - Check Trading Mode in SQV Lite matches your strategy (Long Only/Short Only/Both) ## Example Integration ### Simple MA Cross Indicator ```pinescript //@version=6 indicator("MA Cross with SQV", overlay=true) // Your logic fast = ta.sma(close, 20) slow = ta.sma(close, 50) longSignal = ta.crossover(fast, slow) shortSignal = ta.crossunder(fast, slow) // Plot MAs plot(fast, color=color.blue) plot(slow, color=color.red) // Export for SQV Bridge (REQUIRED!) plot(longSignal ? 1 : 0, "Long Signal", display=display.none) plot(shortSignal ? 1 : 0, "Short Signal", display=display.none) ``` ## Tips ✅ **DO**: - Test in "Autonomous Mode" first (SQV Lite setting) - Use clear signal names in your plots - Keep signals binary (1 or 0) ❌ **DON'T**: - Forget to add `display=display.none` to signal plots - Use values other than 0 and 1 for signals - Leave "Use External Signals" OFF in SQV Lite ## Alert Setup 1. Enable "Enable Alerts" in Bridge settings 2. Create alert on Bridge (not your indicator) 3. Alert message includes SQV score Example alert: `"Long Signal Validated | Score: 85"` ## Complete Bridge Code ```pinescript //@version=6 indicator("SQV Indicator Bridge", overlay=true) // From your indicator longSignal = input.source(close, "Long Signal Source", group="Signal Sources") shortSignal = input.source(close, "Short Signal Source", group="Signal Sources") // From SQV Lite sqvLongValid = input.source(close, "SQV Long Valid", group="SQV Sources") sqvShortValid = input.source(close, "SQV Short Valid", group="SQV Sources") sqvScore = input.source(close, "SQV Score", group="SQV Sources") // Settings showLabels = input.bool(true, "Show Labels", group="Visual") labelOffset = input.float(0.0, "Label Offset (ATR)", minval=0.0, maxval=5.0, step=0.5, group="Visual") labelSize = input.string("small", "Label Size", options= , group="Visual") longColor = input.color(color.green, "Long Color", group="Visual") shortColor = input.color(color.red, "Short Color", group="Visual") enableAlerts = input.bool(false, "Enable Alerts", group="Alerts") // Logic atr = ta.atr(14) offset = labelOffset > 0 ? atr * labelOffset : 0 hasValidLong = longSignal > 0 and sqvLongValid > 0 and barstate.isconfirmed hasValidShort = shortSignal > 0 and sqvShortValid > 0 and barstate.isconfirmed // Show labels if showLabels if hasValidLong label.new(bar_index, low - offset, "LONG", style=label.style_label_up, color=longColor, textcolor=color.white, size=labelSize == "tiny" ? size.tiny : labelSize == "small" ? size.small : size.normal) if hasValidShort label.new(bar_index, high + offset, "SHORT", style=label.style_label_down, color=shortColor, textcolor=color.white, size=labelSize == "tiny" ? size.tiny : labelSize == "small" ? size.small : size.normal) // Alerts if enableAlerts if hasValidLong alert("Long Signal Validated | Score: " + str.tostring(sqvScore, "#"), alert.freq_once_per_bar_close) if hasValidShort alert("Short Signal Validated | Score: " + str.tostring(sqvScore, "#"), alert.freq_once_per_bar_close) ``` --- **Need help?** Check the full SQV documentation or contact through TradingView messages.
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silvermpx tarafından
2
ATR Dynamic Stop (Table + Plot + ATR %)📊 This script displays dynamic stop levels based on ATR, designed for active traders. Features: - Shows long and short stop levels (price ± ATR × multiplier). - Displays values as a floating table on the top-right corner. - Optional plot lines directly on the chart. - Option to calculate based on realtime price or last close. - Displays the ATR value both in price units and as a percentage of the selected price. - Fully customizable table: text size, text color, background color. Inputs: - ATR Multiplier and Length. - Show/hide stop lines on the chart. - Select price source (realtime or last close). - Table appearance options. Ideal for: - Traders who want a clear visual stop guide. - Combining volatility with risk management.
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avitawill tarafından
Volatility Breakout Strategy W15_T2.0# How to Use This Indicator ## **Setup Instructions:** **Adjust parameters** as needed: - **Volatility Window**: 15 (default) for 15-period volatility calculation - **Volatility Threshold**: 2.0 (default) for 2x volatility spike trigger - **Price Direction Periods**: 5 (default) for trend direction detection ### **What You'll See:** - **🟢 Green UP arrows**: BUY signals (high volatility + upward price movement) - **🔴 Red DOWN arrows**: SELL signals (high volatility + downward price movement) - **🟠 Orange circles**: EXIT signals (volatility cooled down) - **🟨 Yellow background**: High volatility periods (above threshold) - **📊 Info table**: Real-time volatility metrics (top-right corner) ### **Signal Logic:** - **Entry**: When volatility ratio ≥ 2.0x AND price direction is clear - **Exit**: When volatility ratio drops below 1.4x (70% of threshold) - **Direction**: Based on 5-period price change ### **Best Timeframes:** - **1-minute**: Very sensitive, many signals - **5-minute**: Balanced (matches your original analysis) - **15-minute**: Less frequent but higher quality signals ### **Alert Setup:** The indicator includes built-in alerts for: - Buy signals - Sell signals - Exit signals
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B1ng0 tarafından
Fat Tails Analyzer🧠 Fat Tails Analyzer — Analysis of Anomalous ("Fat-Tailed") Movements 📌 Description Fat Tails Analyzer is a tool for analyzing "fat tails" in the distribution of returns. Unlike normal distribution, financial markets often exhibit frequent extreme movements. This indicator identifies and visualizes such events by analyzing logarithmic returns, deviations from normal distribution, and excess kurtosis. 🔬 Methodology Logarithmic returns (ln(Close / Close )) are calculated for accurate aggregation and symmetry. Moving average and standard deviation of returns are computed over a specified period. "Fat-tailed" events are identified when returns exceed μ ± k·σ, where k is user-defined. Normal distribution bands (±2σ) and kurtosis (a measure of tail "heaviness") are displayed for clarity. 📊 What It Displays 📈 Histogram of Returns: Green for positive, red for negative. 🟣 Fat Tail Threshold Lines: Marking extreme events. ⚪ Silver Normal Distribution Bands: ±2σ boundaries. 🔵 Kurtosis Line: If enabled. 📋 Table with Key Metrics: Mean, σ, kurtosis. ⚙️ Parameters Lookback Period (Bars): Analysis period (default: 252). Fat Tail Threshold (Std Devs): Deviation for extreme events (k, default: 2.5). Show Normal Distribution Bands: Toggle ±2σ boundaries. Show Kurtosis: Enable kurtosis analysis mode. 📌 Interpretation Excess Kurtosis > 0: More extreme events than predicted by normal distribution. Returns beyond fat-tail thresholds: Potential signals of panic, shock, or exceptional news. Consistently high kurtosis: Unstable or speculative asset. 🧪 Applications 📉 Identify extreme risks in assets (especially cryptocurrencies and derivatives). 🧠 Study market behavior and dispersion. 🛡 Support risk analysis, stop-loss settings, and systemic risk assessment. 🔎 Compare assets by the "normality" of their behavior. 🧭 Live Metrics Table Displayed in the bottom-right corner: Mean return Standard deviation Excess kurtosis (color-coded by value) 🧠 Good to Know Normal distribution has kurtosis = 0. > 0: "Fat tails" (more extreme values). < 0: "Thin tails" (values close to the mean).
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flibusters tarafından
Volume Peak LineA fully configurable “Volume Peak Line” indicator that draws a horizontal threshold at the highest volume over the last X candles (default 5). Custom lookback (X volume candles) Optional alert when current volume exceeds that peak Separate up/down volume bars (green/red) or hide them to use your own volume overlays Use it to spot surges in trading activity on any timeframe—ideal for intraday or swing setups where a barn-burner volume bar can signal a reversal or the start of a new trend.
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Term401 tarafından
TREV Candles - Range-Based Trend ReversalTREV Candles - Range-Based Trend Reversal Chart Implementation What is a Trend Reversal (TREV) Chart? A Trend Reversal chart, also known as a Point & Figure chart variation, is a unique charting method that focuses on price movement thresholds rather than time intervals. Unlike traditional candlestick charts where each candle represents a fixed time period, TREV candles form only when price moves by predefined amounts in ticks. TREV charts eliminate time-based noise and focus purely on significant price movements, making them ideal for identifying genuine trend changes and continuation patterns. How TREV Candles Work This indicator implements true TREV logic with two critical thresholds: Trend Size: The number of ticks price must move in the current direction to form a trend continuation candle Reversal Size: The number of ticks price must move against the current direction to form a reversal candle and change the overall trend direction Key TREV Rules Enforced: Direction Changes Only Through Reversals: You cannot go from bullish trend directly to bearish trend - a reversal candle must occur first Threshold-Based Formation: Candles form only when price thresholds are breached, not on time Logical Wick Placement: Wicks only appear on the "open" side of candles where price temporarily moved against the formation direction Multiple Candles Per Bar: When price moves significantly, several TREV candles can form within a single time-based bar Four Distinct Candle Types Bullish Trend (Green): Continues upward movement when trend threshold is hit Bearish Trend (Red): Continues downward movement when trend threshold is hit Bullish Reversal (Blue): Changes from bearish to bullish direction when reversal threshold is breached Bearish Reversal (Orange): Changes from bullish to bearish direction when reversal threshold is breached Practical Trading Applications Trend Identification: Clear visual representation of when trends are continuing vs. reversing Noise Reduction: Filters out insignificant price movements that don't meet threshold requirements Support/Resistance: TREV levels often act as significant support and resistance zones Breakout Confirmation: When price forms multiple trend candles in succession, it confirms strong directional movement Reversal Signals: Reversal candles provide early warning of potential trend changes Technical Implementation Features Intelligent Price Path Processing: Analyzes the assumed price path within each bar (Low→High→Close for bullish bars, High→Low→Close for bearish bars) Automatic Tick Size Detection: Works with any instrument by automatically detecting the correct tick size Manual Override Option: Allows manual tick size specification for custom analysis Impossible Scenario Prevention: Built-in logic prevents impossible wick configurations and direction changes PineScript Optimization: Efficient state management and drawing limits handling for smooth performance Comprehensive Styling Options Each of the four candle types offers complete visual customization: Body Colors: Independent color settings for each candle type's body Border Colors: Separate border color customization Border Styles: Choose from solid, dashed, or dotted borders Wick Colors: Individual wick color settings for each candle type Default Color Scheme: 🟢 Bullish Trend: Green body and wicks 🔵 Bullish Reversal: Blue body and wicks 🔴 Bearish Trend: Red body and wicks 🟠 Bearish Reversal: Orange body and wicks Configuration Guidelines Trend Size: Larger values create fewer, more significant trend candles. Smaller values increase sensitivity Reversal Size: Should typically be smaller than trend size. Controls how easily the trend direction can change Tick Size: Use "auto" for most instruments. Manual override useful for custom point values or backtesting Ideal Use Cases Swing Trading: Identify major trend changes and continuation patterns Scalping: Use smaller thresholds to catch quick reversals and momentum shifts Position Trading: Use larger thresholds to filter noise and focus on major trend moves Multi-Timeframe Analysis: Compare TREV patterns across different threshold settings Support/Resistance Trading: TREV close levels often become significant price zones Why This Implementation is Superior True TREV Logic: Enforces proper trend reversal rules that many implementations ignore No Impossible Scenarios: Prevents wicks on both sides of candles and impossible direction changes Professional Visualization: Clean, customizable appearance suitable for serious analysis Performance Optimized: Handles large datasets without lag or drawing limit issues Educational Value: Helps traders understand the difference between time-based and threshold-based charting Perfect for traders who want to see beyond time-based noise and focus on what price is actually doing - moving in significant, measurable amounts that matter for trading decisions.
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mindyourbuisness tarafından
Bob Volman - Consolidation BoxThis indicator identifies consolidation zones based on Bob Volman's scalping methodology. It highlights tight price ranges where the market is coiling before a potential breakout. 🔧 Features 📊 Detects consolidation boxes based on: • Minimum number of candles • ATR-based range filter (ATR × multiplier) • Proximity to EMA (EMA ± multiplier × ATR) ⏩ Automatically extends the box while price remains inside ❌ Option to hide boxes after breakout 🧾 Status line plots: • 🔺 Box High / 🔻 Box Low • 📏 Box Range (in ATR units) • 🕒 Box Length (number of bars) ⚙️ Fully customizable: ATR/EMA lengths, multipliers, border color 🔔 Alert on new consolidation box 🎯 Use Cases Identify tight consolidation zones before breakout Improve scalping entries and exits Spot potential support/resistance areas ✅ Combine with volume, breakout confirmation, market structure, and price action for better accuracy 📚 Inspired by the book: "Understanding Price Action" by Bob Volman
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huynhphan89 tarafından
EMA Pullback Indicator [ATR-based]🟦 EMA Pullback Indicator This indicator identifies pullbacks in trending markets using the crossover of two EMAs (Fast and Slow). When a pullback occurs during a valid trend, an entry is triggered after price resumes in the trend direction. ATR is used to dynamically calculate stop-loss and take-profit levels. 🔍 Strategy Logic: Trend Detection: EMA(8) vs EMA(21) Pullback Zones: In a bullish trend, a pullback is when price dips below the Fast EMA In a bearish trend, a pullback is when price rises above the Fast EMA Entry Trigger: Re-entry into trend direction after pullback Stop Loss / Take Profit: Based on ATR × SL/TP multipliers Exit Options: TP/SL Hit Exit on new pullback (optional toggle) Multiple Entry Toggle: Choose whether to allow multiple pullback entries or not ⚙️ Inputs: Fast EMA Length Slow EMA Length ATR Period SL Multiplier TP Multiplier Allow Multiple Entries Exit on New Pullback 📊 Visuals: Colored EMAs and fill zone between them Grey bars during pullback Blue/Black trend bar colors Entry markers and TP/SL levels with labels Real-time ATR display in corner 📢 Alerts Included: Long/Short Pullback Entry Take Profit Hit Stop Loss Hit
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vineeth059 tarafından
Volatility Radar + Classic StochVolatility Radar + Classic Stoch This indicator detects volatility squeezes by measuring Bollinger Bands tightness relative to recent history and confirms potential breakout strength using multiple factors: Bollinger Bands bandwidth percentile to identify tight and super-tight squeezes TTM Squeeze confirmation via Keltner Channels Volume spikes indicating rising market interest ADX trend strength to gauge directional momentum Classic Stochastic oscillator to signal overbought/oversold conditions A composite volatility score ranks the overall setup strength with intuitive color-coded background and a real-time label. Use this tool to anticipate volatility expansions and improve timing for breakout trades.
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Jxckson tarafından