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SPX Daily Key Levels# Day Trading GPS S&P500 SPX Index Daily Key Levels Indicator ## Description The Day Trading GPS S&P500 SPX Index Daily Key Levels Indicator (DT-GPS SPX) is a specialized technical tool designed for day traders focusing on trading index options on the CBOE S&P500 SPX index. This indicator provides daily key levels for both the CBOE SPX Index and EIGHTCAP SPX500 CFD, offering traders comprehensive price level analysis and actionable insights. ## Key Features 1. **Dual Market Coverage**: - CBOE SPX Index levels generation on CBOE SPX chart at 9:30 AM EST - EIGHTCAP SPX500 CFD levels generation on EIGHTCAP SPX500 CFD at 9:00 AM EST as well as early display of CBOE SPX Index levels while on EIGHTCAP SPX500 chart at 9:00 AM EST (30 minutes before CBOE SPX 9:30 AM EST market open via separate Table Display for CBOE SPX levels 2. **Comprehensive Level Generation**: - CBOE SPX index Daily Bull/Bear Key Price Level (BB-KPL) - this is the indicator's daily key Bull/Bear Pivot level for the current day's CBOE SPX trading session - Multiple Support and Resistance Levels (R1-R6, S1-S6) to accommodate low, moderate and high volatility market environments - Option for user to also display midpoint levels between any or all main levels if desired - Fully customizable display options for each main level as well as midpoint levels 3. **Advanced Visualization**: - Customizable line colors, styles, and widths - Zone shading between levels - Midpoint line calculations and display 4. **Dynamic Reference Tables**: - Separate tables for CBOE SPX Index and EIGHTCAP SPX500 CFD levels - Customizable table positioning and appearance - Real-time level updates 5. **Pre-Market Analysis**: - Early level generation for the EIGHTCAP SPX500 CFD at 9:00AM EST - Preview of CBOE SPX index levels at 9:00 AM EST - 30 minutes before CBOE SPX index market open at 9:30 AM EST via separate table display at 9:00 AM EST for CBOE SPX index on EIGHTCAP SPX500 CFD chart ## Unique Aspects 1. **Market-Specific Timing**: - Early access to CBOE SPX levels at 9:00 AM EST (30 minutes before 9:30 AM EST CBOE SPX index market open) via additional CBOE SPX levels table display on EIGHTCAP SPX500 CFD chart displayed at 9:00 AM EST - CBOE SPX levels on CBOE SPX chart at CBOE SPX index market open (9:30 AM EST) 2. **Dual Display System**: - Simultaneous viewing of both EIGHTCAP and CBOE levels - Comparative analysis capabilities 3. **Precision Adjustment**: - Automatic level adjustments between CFD and Index values - Market-specific volatility calculations ## How It Enhances Your Trading - Access key levels before market open through CFD analysis - Compare and validate levels across both instruments - Identify potential support and resistance zones with precision - Implement sophisticated level-to-level trading strategies - Manage risk with clearly defined price levels - Track market structure through multiple timeframes - Make informed decisions for SPX Index Options Trading with comprehensive level information ## Recommended Setup For optimal use, it's recommended to run the indicator on two charts simultaneously: 1. EIGHTCAP SPX500 CFD chart for early level generation at 9:00 AM EST - 30 minutes before CBOE SPX index market open at 9:30 AM EST 2. CBOE SPX Index chart for official market levels ## Historical Level Analysis Features **Historical Bull/Bear Key Price Level (BB-KPL)** The Historical BB-KPL serves as a critical reference point for measuring value and potential price extensions in the market. By analyzing past BB-KPL interactions, traders can better anticipate future price behavior and make more informed decisions about entries and exits. **Historical Support and Resistance Levels** These dynamic levels provide crucial insights into market extension and momentum conditions, with levels further from the BB-KPL indicating potential reversal zones while also signaling strong trend conditions. Historical analysis of these levels helps traders identify high-probability trading opportunities by understanding how price has previously reacted at similar extensions from value. **Video On Indicator Set-Up And Features** www.youtube.com **Videos On How To Trade Using This Indicator** www.youtube.com www.youtube.com www.youtube.com www.youtube.com ## Note This indicator is specifically designed for day trading index options on the CBOE S&P500 SPX index. It requires appropriate data subscriptions for both CBOE indices and CFDs on TradingView. The indicator works best on timeframes of 30 minutes or less and should be used in conjunction with proper risk management practices. Past performance does not guarantee future results.
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DayTradingGPS tarafından
🏹 EMA Momentum TheoryEMA Trend following system Summary This indicator blends EMA trend direction with momentum confirmation to plot high-quality Buy/Sell signals, plus safe exit and profit-booking cues. It’s designed to keep you aligned with the primary trend, avoid chop, and exit decisively when momentum fades. How it works Trend Engine: Fast and slow EMAs define bias (Uptrend when Fast EMA > Slow EMA; Downtrend when Fast EMA < Slow EMA). Signals: Buy when uptrend + momentum turns positive after a pullback. Sell when downtrend + momentum turns negative after a bounce. Best use Works on all liquid symbols (Index, Equity, Futures, FX, Crypto). Timeframes: 15m–1D for cleaner structure. Risk management Position sizing per trade ≤ 1–2% account risk. Avoid trading during major news events on lower TFs. Alerts “Buy Signal” on confirmed uptrend + momentum flip “Sell Signal” on confirmed downtrend + momentum flip “Safe Exit” on momentum fade or trail stop hit “Partial TP” when RR target reached Disclaimer This tool is for education & research. Past performance doesn’t guarantee future results. Always validate on demo and manage risk. Changelog v1.0 — Initial release: EMA trend + momentum filter, ATR/EMA trail, partial TP, full alert suite.
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Vedarya24 tarafından
StdDev Supply/Demand Zone RefinerThis indicator uses standard deviation bands to identify statistically significant price extremes, then validates these levels through volume analysis and market structure. It employs a proprietary "Zone Refinement" technique that dynamically adjusts zones based on price interaction and volume concentration, creating increasingly precise support/resistance areas. Key Features: Statistical Extremes Detection: Identifies when price reaches 2+ standard deviations from mean Volume-Weighted Zone Creation: Only creates zones at extremes with abnormal volume Dynamic Zone Refinement: Automatically tightens zones based on touch points and volume nodes Point of Control (POC) Identification: Finds the exact price with maximum volume within each zone Volume Profile Visualization: Shows horizontal volume distribution to identify key liquidity levels Multi-Factor Validation: Combines volume imbalance, zone strength, and touch count metrics Unlike traditional support/resistance indicators that use arbitrary levels, this system: Self-adjusts based on market volatility (standard deviation) Refines zones through machine-learning-like feedback from price touches Weights by volume to show where real money was positioned Tracks zone decay - older, untested zones automatically fade
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yundore tarafından
1
RVOL with Breakout Signals Key Features RVOL Line : Displays RVOL as a gray line on the chart. Values above 1 indicate above-average volume; above 2 suggests strong activity. Horizontal Lines : Base Line (light pink dotted at 0): Reference baseline. RVOL 1 (gray dashed): Threshold for average volume. RVOL 2 (green dashed): Threshold for high volume activity. Breakout Buy Signals : Pink upward triangles (above the bar) appear when the price closes above the highest high of the past breakout lookback period AND RVOL exceeds the set threshold (default 2). This confirms potential valid breakouts backed by volume. How to Use Add the indicator to your chart. Adjust inputs in the settings: RVOL Lookback Period (default 10): Number of bars to calculate average volume. For short-term trades (intraday to mid-term), 5-20 works best; test based on your timeframe. Breakout Lookback Period (default 20): Bars to check for the previous high. Shorter for aggressive breakouts, longer for stronger confirmations. RVOL Threshold for Breakout (default 2.0): Minimum RVOL required to confirm a breakout signal. Look for pink triangles as buy signals during breakouts. Combine with your strategy (e.g., support/resistance, trends) for entries. For position sizing: Higher RVOL (e.g., >2) allows larger positions due to better liquidity and reward potential. When to Use Breakout Plays : Ideal for spotting valid breakouts in volatile stocks. High RVOL confirms the move isn't a fakeout, as volume indicates real interest (e.g., institutional buying). Short to Mid-Term Trades : Best on 5-min to daily charts for day trading or swings. Use on "In Play" stocks with news, earnings, or catalysts. Avoid in Low Volume : If RVOL <1, skip or use small positions—low liquidity increases risk. Inspired by traders like those at SMB Capital, who use RVOL to decide execution and sizing. Example See the attached screenshot on Bitcoin daily chart, showing multiple valid breakouts marked by pink triangles where price breaks highs with RVOL >2, leading to strong upward moves. This demonstrates how the indicator filters noise and highlights high-probability setups. Always backtest and use risk management! Let me knows u have any idea to improve the indicator. Thank you all!
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tyk300M tarafından
1
VSOVSO This is similar to LazyBear's WaveTrend oscillator but handles momentum calculation differently and has some extra components for trade analysis. The oscillator calculates an adaptive mean, then measures how far price deviates from that mean. Instead of just looking at raw deviation, it normalizes this by dividing by smoothed absolute deviation values. The key difference is how it separates momentum - it splits the deviation into positive (up) and negative (down) components, then applies directional strength smoothing to each separately before combining them: 100 * (up_strength - down_strength) / (up_strength + down_strength) This directional strength calculation gives more weight to sustained moves in either direction rather than just price volatility. The result is the main Momentum Wave oscillating between -100 and +100. The Signal Wave is just a smoothed version of this. The Momentum Gap shows the difference between them. You'll see the Momentum Wave as a colored area/line with four color states, the Signal Wave as a white area, the Momentum Gap as a yellow line, the Drip Rate as cyan/purple area, and Velocity as a colored line at the bottom. The overbought/oversold zones are shaded, volatility bands adapt to current conditions, and major/minor signals show up as circles when the waves cross. For trading, the Drip Rate is your long-term signal for bigger shifts. When it makes lower lows into resistance, look for reversals. Works great across multiple timeframes. Volatility squeezes signal big moves coming - use these with support/resistance and divergences. Top/bottom signals show momentum shifts and usually lead to pumps or drops. Velocity shows breakout speed or rejections. Higher readings mean faster moves, regardless of direction. Wave colors reveal continuation patterns - green to purple to green means strong continuation up, red to cyan to red means continuation down. The Momentum Gap can signal divergence on its own. The angle it crosses zero often hints at how fast the next move will be. When momentum goes outside the volatility bands, watch the next wave for divergence or confirmation. Works best when you combine the Drip Rate across timeframes with squeeze setups and color changes for high-probability entries. Works well with Heikin Ashi candles, or use the smoothed candle mode in the settings to mimic them. You can set the candle colors to the momentum wave colors as well, it can be helpful. Here is a trade setup and how you can use it to take trades.
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svstaats tarafından
Overnight Gap Dominance Indicator (OGDI)The Overnight Gap Dominance Indicator (OGDI) measures the relative volatility of overnight price gaps versus intraday price movements for a given security, such as SPY or SPX. It uses a rolling standard deviation of absolute overnight percentage changes divided by the standard deviation of absolute intraday percentage changes over a customizable window. This helps traders identify periods where overnight gaps predominate, suggesting potential opportunities for strategies leveraging extended market moves. Instructions A pply the indicator to your TradingView chart for the desired security (e.g., SPY or SPX). Adjust the "Rolling Window" input to set the lookback period (default: 60 bars). Modify the "1DTE Threshold" and "2DTE+ Threshold" inputs to tailor the levels at which you switch from 0DTE to 1DTE or multi-DTE strategies (default: 0.5 and 0.6). Observe the OGDI line: values above the 1DTE threshold suggest favoring 1DTE strategies, while values above the 2DTE+ threshold indicate multi-DTE strategies may be more effective. Use in conjunction with low VIX environments and uptrend legs for optimal results.
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traderofoptions tarafından
KAMA Trend Flip - SightLing LabsBuckle up, traders—this open-source KAMA Trend Flip indicator is your ticket to sniping trend reversals with a Kaufman Adaptive Moving Average (KAMA) that’s sharper than a Wall Street shark’s tooth. No voodoo, no fluff—just raw, volatility-adaptive math that dances with the market’s rhythm. It zips through trending rockets and chills in choppy waters, slashing false signals like a samurai. Not laggy like the others - this thing is the real deal! Core Mechanics: • Efficiency Ratio (ER): Reads the market’s pulse (0-1). High ER = turbo-charged MA, low ER = smooth operator. • Adaptive Smoothing: Mixes fast (default power 2) and slow (default 30) constants to match market mood swings. • Trend Signals: KAMA climbs = blue uptrend (bulls run wild). KAMA dips = yellow downtrend (bears take over). Flat = gray snooze-fest. • Alerts: Instant pings on flips—“Trend Flip Up” for long plays, “Down” for shorts. Plug into bots for set-and-forget domination. Why It Crushes: • Smokes static MAs in volatile arenas (crypto, stocks, you name it). Backtests show 20-30% fewer fakeouts than SMA50. • Visual Pop: Overlays price with bold blue/yellow signals. Slap it on BTC 1D to see trends light up like Times Square. • Tweakable: Dial ER length (default 50) to your timeframe. Short for scalps, long for swing trades. Example Settings in Action: • 10s Chart (Hyper-Scalping): Set Source: Close, ER Length: 100, Fast Power: 1, Slow Power: 6. Catches micro-trends in crypto like a heat-seeking missile. Blue/yellow flips scream entry/exit on fast moves. • 2m Chart (Quick Trades): Set Source: Close, ER Length: 14, Fast Power: 1, Slow Power: 6. Perfect for rapid trend shifts in stocks or forex. Signals align with momentum bursts—check historical flips for proof. Deployment: • Drop it on any chart. Backtest settings to match your asset’s volatility—tweak until it sings. • Pair with RSI or volume spikes for killer confirmation. Pro move: Enter on flip + volume pop, exit on reverse. • Strategy-Ready: Slap long/short logic on alerts to build a lean, mean trading machine. Open source from SightLing Labs—grab it, hack it, profit from it. Share your tweaks in the comments and let’s outsmart the market together. Trade hard, win big!
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SightLineLabs tarafından
Realized Volatility (StdDev of Returns, %)📌 Realized Volatility (StdDev of Returns, %) This indicator measures realized volatility directly from price returns, instead of the common but misleading approach of calculating standard deviation around a moving average. 🔹 How it works: Computes close-to-close log returns (the most common way volatility is measured in finance). Calculates the standard deviation of these returns over a chosen lookback period (default = 200 bars). Converts results into percentages for easier interpretation. Provides three key volatility measures: Daily Realized Vol (%) – raw standard deviation of returns. Annualized Vol (%) – scaled by √250 trading days (market convention). Horizon Vol (%) – volatility over a custom horizon (default = 5 days, i.e. weekly). 🔹 Why use this indicator? Shows true realized volatility from historical returns. More accurate than measuring deviation around a moving average. Useful for traders analyzing risk, position sizing, and comparing realized vs implied volatility. ⚠️ Note: It is best used on the Daily Chart! By default, this uses log returns (which are additive and standard in quant finance). If you prefer, you can easily switch to simple % returns in the code. Volatility estimates depend on your chosen lookback length and may vary across timeframes.
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risk_alpha tarafından
Range Percent Histogram📌 Range Percent Histogram – Indicator Description The Range Percent Histogram is a custom indicator that behaves like a traditional volume histogram, but instead of showing traded volume it displays the percentage range of each candle. In other words, the height of each bar represents how much the price moved (in percentage terms) within that candle, from its low to its high. 🔧 What it shows The indicator has two main components: Component Description Histogram Bars Columns plotted in red or green depending on the candle direction (green = bullish candle, red = bearish). The height of each bar = (high - low) / low * 100. That means a candle that moved, for example, 1 % from its lowest point to its highest point will show a bar with 1 % height. Moving Average (optional) A 20-period Simple Moving Average applied directly to the bar values. It can be turned ON/OFF via a checkbox and helps you detect whether current range activity is above or below the average range of the past candles. ⚙️ How it works Every time a new candle closes, the indicator calculates its range and converts it into a percentage. This value is drawn as a column under the chart. If the closing price is above the opening price → the bar is green (bullish range). If the closing price is below the opening price → the bar is red (bearish range). When the Show Moving Average option is enabled, a smooth line is plotted on top of the histogram representing the average percentage range of the last 20 candles. 📈 How to use it This indicator is very helpful for detecting moments of range expansion or contraction. One powerful way to use it is similar to a volume exhaustion / low-volume pattern: Situation Interpretation Consecutive bars with very low height Price is in a period of low volatility → possible accumulation or "pause" phase. A sudden large bar after a series of small ones Indicates a strong pickup in volatility → often marks the start of a new impulse in the direction of the breakout.
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BullBearSR tarafından
Auto Fib V2Auto Fib V2 — Advanced Fibonacci Mapping Tool Introduction Auto Fib V2 is an advanced Fibonacci retracement indicator that automatically adapts to recent market ranges. Rather than manually drawing Fibonacci lines, this script dynamically maps them based on the most recent highs and lows, allowing traders to see the chart as if it were a "navigation map." Its primary purpose is to help identify potential buy and sell zones with greater clarity. Key Concept The script is built on a simple but powerful interpretation of Fibonacci retracement: When the price moves below the 0.236 level, it suggests an oversold zone, where buyers may step in and market reversal potential increases. When the price rises above the 0.764 level, it highlights an overbought zone, where sellers may become more active and risk of reversal grows. Between these extremes, the Golden Pocket (0.382–0.618 zone) is highlighted as the area where institutional traders and algorithms often react. Historically, this is one of the most respected Fibonacci areas in technical analysis. Features & Customization Automatic Range Detection: The indicator automatically finds the recent high/low (based on user-defined lookback bars) and applies Fibonacci levels. Flexible Direction Setting: Traders can use Auto Mode to let the script decide direction from price movement, or manually choose upward/downward mapping. Multiple Levels Display: Beyond the standard levels, extra fractional retracements (0.146, 0.309, 0.441, etc.) are included for more precise mapping. Golden Pocket Highlighting: Visually emphasizes the 0.382–0.618 retracement zone for quick recognition. Custom Styles: Switch between line-based and dot-based plotting, with adjustable colors and transparency for improved readability. Practical Use Auto Fib V2 is not intended as a direct buy/sell signal generator, but as a contextual guide. Traders can use it to: Confirm whether the current price area is closer to an overbought or oversold condition. Combine it with oscillators (RSI, MACD) or trend indicators (EMA, ADX) to strengthen trading decisions. Identify confluence zones where Fibonacci levels overlap with key supports/resistances. Quickly adapt to market shifts without the need to redraw Fibonacci retracement lines repeatedly. Why Use Auto Fib V2? Manual Fibonacci drawing can be subjective, often depending on the swing points a trader chooses. Auto Fib V2 reduces that subjectivity by using consistent logic, creating a more systematic approach. For intraday traders, it provides rapid context to assess whether the market is stretched or balanced. For swing traders, it offers a map of reaction zones across higher timeframes.
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Choronicles tarafından
Machine Learning BBPct [BackQuant]Machine Learning BBPct What this is (in one line) A Bollinger Band %B oscillator enhanced with a simplified K-Nearest Neighbors (KNN) pattern matcher. The model compares today’s context (volatility, momentum, volume, and position inside the bands) to similar situations in recent history and blends that historical consensus back into the raw %B to reduce noise and improve context awareness. It is informational and diagnostic—designed to describe market state, not to sell a trading system. Background: %B in plain terms Bollinger %B measures where price sits inside its dynamic envelope: 0 at the lower band, 1 at the upper band, ~ 0.5 near the basis (the moving average). Readings toward 1 indicate pressure near the envelope’s upper edge (often strength or stretch), while readings toward 0 indicate pressure near the lower edge (often weakness or stretch). Because bands adapt to volatility, %B is naturally comparable across regimes. Why add (simplified) KNN? Classic %B is reactive and can be whippy in fast regimes. The simplified KNN layer builds a “nearest-neighbor memory” of recent market states and asks: “When the market looked like this before, where did %B tend to be next bar?” It then blends that estimate with the current %B. Key ideas: • Feature vector . Each bar is summarized by up to five normalized features:   – %B itself (normalized)   – Band width (volatility proxy)   – Price momentum (ROC)   – Volume momentum (ROC of volume)   – Price position within the bands • Distance metric . Euclidean distance ranks the most similar recent bars. • Prediction . Average the neighbors’ prior %B (lagged to avoid lookahead), inverse-weighted by distance. • Blend . Linearly combine raw %B and KNN-predicted %B with a configurable weight; optional filtering then adapts to confidence. This remains “simplified” KNN: no training/validation split, no KD-trees, no scaling beyond windowed min-max, and no probabilistic calibration. How the script is organized (by input groups) 1) BBPct Settings • Price Source – Which price to evaluate (%B is computed from this). • Calculation Period – Lookback for SMA basis and standard deviation. • Multiplier – Standard deviation width (e.g., 2.0). • Apply Smoothing / Type / Length – Optional smoothing of the %B stream before ML (EMA, RMA, DEMA, TEMA, LINREG, HMA, etc.). Turning this off gives you the raw %B. 2) Thresholds • Overbought/Oversold – Default 0.8 / 0.2 (inside ). • Extreme OB/OS – Stricter zones (e.g., 0.95 / 0.05) to flag stretch conditions. 3) KNN Machine Learning • Enable KNN – Switch between pure %B and hybrid. • K (neighbors) – How many historical analogs to blend (default 8). • Historical Period – Size of the search window for neighbors. • ML Weight – Blend between raw %B and KNN estimate. • Number of Features – Use 2–5 features; higher counts add context but raise the risk of overfitting in short windows. 4) Filtering • Method – None, Adaptive, Kalman-style (first-order), or Hull smoothing. • Strength – How aggressively to smooth. “Adaptive” uses model confidence to modulate its alpha: higher confidence → stronger reliance on the ML estimate. 5) Performance Tracking • Win-rate Period – Simple running score of past signal outcomes based on target/stop/time-out logic (informational, not a robust backtest). • Early Entry Lookback – Horizon for forecasting a potential threshold cross. • Profit Target / Stop Loss – Used only by the internal win-rate heuristic. 6) Self-Optimization • Enable Self-Optimization – Lightweight, rolling comparison of a few canned settings (K = 8/14/21 via simple rules on %B extremes). • Optimization Window & Stability Threshold – Governs how quickly preferred K changes and how sensitive the overfitting alarm is. • Adaptive Thresholds – Adjust the OB/OS lines with volatility regime (ATR ratio), widening in calm markets and tightening in turbulent ones (bounded 0.7–0.9 and 0.1–0.3). 7) UI Settings • Show Table / Zones / ML Prediction / Early Signals – Toggle informational overlays. • Signal Line Width, Candle Painting, Colors – Visual preferences. Step-by-step logic A) Compute %B Basis = SMA(source, len); dev = stdev(source, len) × multiplier; Upper/Lower = Basis ± dev. %B = (price − Lower) / (Upper − Lower). Optional smoothing yields standardBB . B) Build the feature vector All features are min-max normalized over the KNN window so distances are in comparable units. Features include normalized %B, normalized band width, normalized price ROC, normalized volume ROC, and normalized position within bands. You can limit to the first N features (2–5). C) Find nearest neighbors For each bar inside the lookback window, compute the Euclidean distance between current features and that bar’s features. Sort by distance, keep the top K . D) Predict and blend Use inverse-distance weights (with a strong cap for near-zero distances) to average neighbors’ prior %B (lagged by one bar). This becomes the KNN estimate. Blend it with raw %B via the ML weight. A variance of neighbor %B around the prediction becomes an uncertainty proxy ; combined with a stability score (how long parameters remain unchanged), it forms mlConfidence ∈ . The Adaptive filter optionally transforms that confidence into a smoothing coefficient. E) Adaptive thresholds Volatility regime (ATR(14) divided by its 50-bar SMA) nudges OB/OS thresholds wider or narrower within fixed bounds. The aim: comparable extremeness across regimes. F) Early entry heuristic A tiny two-step slope/acceleration probe extrapolates finalBB forward a few bars. If it is on track to cross OB/OS soon (and slope/acceleration agree), it flags an EARLY_BUY/SELL candidate with an internal confidence score. This is explicitly a heuristic—use as an attention cue, not a signal by itself. G) Informational win-rate The script keeps a rolling array of trade outcomes derived from signal transitions + rudimentary exits (target/stop/time). The percentage shown is a rough diagnostic , not a validated backtest. Outputs and visual language • ML Bollinger %B (finalBB) – The main line after KNN blending and optional filtering. • Gradient fill – Greenish tones above 0.5, reddish below, with intensity following distance from the midline. • Adaptive zones – Overbought/oversold and extreme bands; shaded backgrounds appear at extremes. • ML Prediction (dots) – The KNN estimate plotted as faint circles; becomes bright white when confidence > 0.7. • Early arrows – Optional small triangles for approaching OB/OS. • Candle painting – Light green above the midline, light red below (optional). • Info panel – Current value, signal classification, ML confidence, optimized K, stability, volatility regime, adaptive thresholds, overfitting flag, early-entry status, and total signals processed. Signal classification (informational) The indicator does not fire trade commands; it labels state: • STRONG_BUY / STRONG_SELL – finalBB beyond extreme OS/OB thresholds. • BUY / SELL – finalBB beyond adaptive OS/OB. • EARLY_BUY / EARLY_SELL – forecast suggests a near-term cross with decent internal confidence. • NEUTRAL – between adaptive bands. Alerts (what you can automate) • Entering adaptive OB/OS and extreme OB/OS. • Midline cross (0.5). • Overfitting detected (frequent parameter flipping). • Early signals when early confidence > 0.7. These are purely descriptive triggers around the indicator’s state. Practical interpretation • Mean-reversion context – In range markets, adaptive OS/OB with ML smoothing can reduce whipsaws relative to raw %B. • Trend context – In persistent trends, the KNN blend can keep finalBB nearer the mid/upper region during healthy pullbacks if history supports similar contexts. • Regime awareness – Watch the volatility regime and adaptive thresholds. If thresholds compress (high vol), “OB/OS” comes sooner; if thresholds widen (calm), it takes more stretch to flag. • Confidence as a weight – High mlConfidence implies neighbors agree; you may rely more on the ML curve. Low confidence argues for de-emphasizing ML and leaning on raw %B or other tools. • Stability score – Rising stability indicates consistent parameter selection and fewer flips; dropping stability hints at a shifting backdrop. Methodological notes • Normalization uses rolling min-max over the KNN window. This is simple and scale-agnostic but sensitive to outliers; the distance metric will reflect that. • Distance is unweighted Euclidean. If you raise featureCount, you increase dimensionality; consider keeping K larger and lookback ample to avoid sparse-neighbor artifacts. • Lag handling intentionally uses neighbors’ previous %B for prediction to avoid lookahead bias. • Self-optimization is deliberately modest: it only compares a few canned K/threshold choices using simple “did an extreme anticipate movement?” scoring, then enforces a stability regime and an overfitting guard. It is not a grid search or GA. • Kalman option is a first-order recursive filter (fixed gain), not a full state-space estimator. • Hull option derives a dynamic length from 1/strength; it is a convenience smoothing alternative. Limitations and cautions • Non-stationarity – Nearest neighbors from the recent window may not represent the future under structural breaks (policy shifts, liquidity shocks). • Curse of dimensionality – Adding features without sufficient lookback can make genuine neighbors rare. • Overfitting risk – The script includes a crude overfitting detector (frequent parameter flips) and will fall back to defaults when triggered, but this is only a guardrail. • Win-rate display – The internal score is illustrative; it does not constitute a tradable backtest. • Latency vs. smoothness – Smoothing and ML blending reduce noise but add lag; tune to your timeframe and objectives. Tuning guide • Short-term scalping – Lower len (10–14), slightly lower multiplier (1.8–2.0), small K (5–8), featureCount 3–4, Adaptive filter ON, moderate strength. • Swing trading – len (20–30), multiplier ~2.0, K (8–14), featureCount 4–5, Adaptive thresholds ON, filter modest. • Strong trends – Consider higher adaptive_upper/lower bounds (or let volatility regime do it), keep ML weight moderate so raw %B still reflects surges. • Chop – Higher ML weight and stronger Adaptive filtering; accept lag in exchange for fewer false extremes. How to use it responsibly Treat this as a state descriptor and context filter. Pair it with your execution signals (structure breaks, volume footprints, higher-timeframe bias) and risk management. If mlConfidence is low or stability is falling, lean less on the ML line and more on raw %B or external confirmation. Summary Machine Learning BBPct augments a familiar oscillator with a transparent, simplified KNN memory of recent conditions. By blending neighbors’ behavior into %B and adapting thresholds to volatility regime—while exposing confidence, stability, and a plain early-entry heuristic—it provides an informational, probability-minded view of stretch and reversion that you can interpret alongside your own process.
Pine Script® göstergesi
BackQuant tarafından
VSA - The Volume HUDVSA Volume HUD: Your At-a-Glance Volume Dashboard Tired of cluttered charts with multiple indicators taking up screen space? The VSA Volume HUD is a clean, powerful, and fully customisable Heads-Up Display that puts all the critical volume and price action data you need into one compact box, right on your chart. Designed for traders who rely on Volume Spread Analysis (VSA), this tool helps you instantly gauge the strength, conviction, and context behind every price move as it happens. Key Features This indicator isn't just about showing the current volume; it provides a comprehensive, real-time analysis of the market's activity. Real-time VSA Dashboard: A persistent on-screen table that updates with every tick, giving you instant feedback without needing to look away from the price. The HUD is fully draggable (hold Ctrl/Cmd + click and drag) to place it anywhere you like. Essential Volume Metrics: Current Volume: Displayed in a clean, abbreviated format (e.g., 1.25M for millions, 54.3K for thousands). % Change (vs. Previous Bar): Instantly see if volume is expanding or contracting. Vs Short-Term Average: Compare the current bar's volume to a moving average to spot unusual spikes. Volume Velocity: Measures the rate of change in volume over a short period, helping you spot acceleration or deceleration in market interest. Relative Volume (RVOL): See how the current volume compares to the average for that specific time of day, perfect for identifying abnormally high or low activity. Price Action & Volatility Context: Range vs. ATR: Quickly determine if the current bar's volatility is expanding or contracting compared to the recent average. Price vs. VWAP: See how far the current price has deviated from the session's Volume-Weighted Average Price, a key level for institutional traders. Deep Customization is Key Tailor the HUD to perfectly match your trading style and chart aesthetic. Display & Layout: Compact Mode: Remove the metric labels for a sleek, minimalist view that saves screen space. Bar Meters: Enable optional visual bars next to key metrics for a quick, graphical representation of strength. Total Control: Toggle every single metric on or off to build the exact dashboard you need. Adjust text size, position, and background opacity with ease. Smart Coloring & Visual Alerts: Advanced VSA Coloring: This isn't just about up/down candles. The script intelligently colors volume based on confluence. It highlights increasing volume on a strong up-bar (bullish confirmation) or increasing volume on a down-bar (potential climax or distribution), giving you a deeper VSA context. High Volume Highlight: Make standout bars impossible to miss! The entire HUD background can change color automatically when volume surges past a custom threshold (e.g., over 150% of the average), instantly drawing your attention to critical moments. Full Color Customization: Change every color to match your chart's theme, including separate colors for bullish/bearish moves, the background, and the border. How to Use It The VSA Volume HUD is a powerful confirmation tool. Use it to: Confirm Breakouts: Look for a spike in Volume vs. Average and RVOL as price breaks a key level. Spot Exhaustion: Notice high volume on a narrow-range candle after a long trend, visible through the Range/ATR metric. Gauge Conviction: Use the Advanced Coloring to see if volume is supporting the price move (e.g., green volume on a green candle) or diverging from it.
Pine Script® göstergesi
MrPhipps tarafından
Gemini All-in-OneDescription The Gemini AIO (All-in-One) is a comprehensive overlay indicator designed for swing and position traders. It merges three distinct and powerful trading strategies into a single, cohesive tool to identify high-probability setups in stocks that are in confirmed uptrends. What the Indicator Does: Combines Three Strategies: Integrates a multi-scanner breakout system, a mean-reversion model, and a multi-year breakout tool into one indicator. Main Modules Signals Module: 1. Features six unique scanner signals (CS1-CS6) to identify a variety of bullish consolidation patterns. 2. Includes a full trade management framework with RVC (Red Volume Candle), PBP (Post Breakout Pivot Entry), and ISL (Initial Stop Loss) levels. 3. Identifies powerful Episodic Pivot (EP) and EP Entry (EPE) signals for stocks showing exceptional strength. Reversal Module: 1. A mean-reversion strategy that primarily uses Bollinger Bands to find oversold conditions. 2. Provides a three-stage signal process: RA (Reversal Setup), Entry 1, and Entry 2 to time entries from a potential bottom. Multi-Year Breakout (MYBO) Module: 1. Automatically identifies and plots historical, multi-year resistance and support levels. 2. Generates a clear signal when the price breaks out above these significant long-term levels. Advanced Alerts: Features a highly customizable alert system that can be timed to trigger either on the bar's close or at a specific time of day (e.g., 2:30 PM IST), allowing for end-of-day style notifications. How to Best Use It: This indicator is most powerful when used with a systematic, rules-based approach. The core principle is to use long-term moving averages to define the trend and then use the indicator's signals to time entries within that trend. The Foundation (Trend Filter): The most important rule is to only consider long setups on stocks where the 150-day SMA is above the 200-day EMA, and the 150-day SMA is sloping upwards. This keeps you aligned with the primary uptrend. Strategy 1: The Momentum Breakout (PBP Entry) 1. Confirm the stock meets the primary trend filter rules. 2. Wait for an AIO setup signal (Super, Pls Buy, etc.) to draw a PBP line. 3. Enter when the price crosses above the PBP line or wait for a pull back after the price has crossed the PBP line. Strategy 2: The Mean Reversion (RA Entry) 1. Confirm the stock meets the primary trend filter rules. 2. Wait for an "RA" (Reversal Setup) signal to appear on the chart. 3. Enter on the "ENTRY 1" (Risky Entry) or "ENTRY 2" signal (Safer Entry) or wait for a pull back after "ENTRY 1" or "ENTRY 2" signal. Strategy 3: Multi-Year Breakout (MYBO) : 1. A breakout triangle (orange or fuchsia) appears below the candle, signaling a close above the "Recent High" (Orange) or "Older High" (Fuchsia). 2. Recent High refers to the highest price the stock has reached in last 12 months. Breaking above the "Recent High" is a sign of strong current demand. 3. Older High refers to the highest price the stock reached in a more distant, historical period - the period between 5 years ago and 1 year ago. Breaking above the "Older High" is a sign of VERY strong demand as it has broken a historic high. 4. Wait for a breakout triangle to appear on the chart. 5. Enter on the high of the candle marked with a breakout triangle or wait for a pull back after that signal. Customize Your View: Use the "Inputs" tab to enable/disable the modules you want to focus on and configure the alerts you want to receive. Use the "Style" tab to hide any visual elements you don't need to keep your chart clean.
Pine Script® göstergesi
sushantthatte tarafından
Transfer Function Filter [theUltimator5]The Transfer Function Filter is an engineering style approach to transform the price action on a chart into a frequency, then filter out unwanted signals using Butterworth-style filter approach. This indicator allows you to analyze market structure by isolating or removing different frequency components of price movement—similar to how engineers filter signals in control systems and electrical circuits. 🔎 Features Four Filter Types 1) Low Pass Filter – Smooths price data, highlighting long-term trends while filtering out short-term noise. This filter acts similar to an EMA, removing noisy signals, resulting in a smooth curve that follows the price of the stock relative to the filter cutoff settings. Real world application for low pass filter - Used in power supplies to provide a clean, stable power level. 2) High Pass Filter – Removes slow-moving trends to emphasize short-term volatility and rapid fluctuations. The high pass filter removes the "DC" level of the chart, removing the average price moves and only outputting volatility. Real world application for high pass filter - Used in audio equalizers to remove low-frequency noise (like rumble) while allowing higher frequencies to pass through, improving sound clarity. 3) Band Pass Filter – Allows signals to plot only within a band of bar ranges. This filter removes the low pass "DC" level and the high pass "high frequency noise spikes" and shows a signal that is effectively a smoothed volatility curve. This acts like a moving average for volatility. Real world application for band pass filter - Radio stations only allow certain frequency bands so you can change your radio channel by switching which frequency band your filter is set to. 4) Band Stop Filter – Suppresses specific frequency bands (cycles between two cutoffs). This filter allows through the base price moving average, but keeps the high frequency volatility spikes. It allows you to filter out specific time interval price action. Real world application for band stop filter - If there is prominent frequency signal in the area which can cause unnecessary noise in your system, a band stop filter can cancel out just that frequency so you get everything else Configurable Parameters • Cutoff Periods – Define the cycle lengths (in bars) to filter. This is a bit counter-intuitive with the numbering since the higher the bar count on the low-pass filter, the lower the frequency cutoff is. The opposite holds true for the high pass filter. • Filter Order – Adjust steepness and responsiveness (higher order = sharper filtering, but with more delay). • Overlay Option – Display Low Pass & Band Stop outputs directly on the price chart, or in a separate pane. This is enabled by default, plotting the filters that mimic moving averages directly onto the chart. • Source Selection – Apply filters to close, open, high, low, or custom sources. Histograms for Comparison • BS–LP Histogram – Shows distance between Band Stop and Low Pass filters. • BP–HP Histogram – Highlights differences between Band Pass and High Pass filters. Histograms give the visualization of a pseudo-MACD style indicator Visual & Informational Aids • Customizable colors for each filter line. • Optional zero-line for histogram reference. • On-chart info table summarizing active filters, cutoff settings, histograms, and filter order. 📊 Use Cases Trend Detection – Use the Low Pass filter to smooth noise and follow underlying market direction. Volatility & Cycle Analysis – Apply High Pass or Band Pass to capture shorter-term patterns. Noise Suppression – Deploy Band Stop to remove specific choppy frequencies. Momentum Insight – Watch the histograms to spot divergences and relative filter strength.
Pine Script® göstergesi
TheUltimator5 tarafından
Nasdaq Sentiment DashboardBuilds a composite sentiment state — RISK-ON / NEUTRAL / RISK-OFF — using three legs: Volatility: CBOE VXN vs its moving average and absolute thresholds (risk-on when low & below MA; risk-off when high & above MA). Breadth (quality of participation): QQEW/QQQ ratio vs its MA (equal-weight beating cap-weight = healthier breadth). Advance/Decline (intraday breadth): advdec.nq vs its MA, with a magnitude filter (ignores tiny A/D days). How it works Pulls each series on your chosen signal timeframe (default Daily). Creates binary signals per leg: Vol: volOn if VXN < MA and < vxnLower; volOff if VXN > MA and > vxnUpper. Breadth: brOn if QQEW/QQQ is above its MA by a deadband; brOff if below. A/D: adOn if A/D > MA and above adMin; adOff if below MA and < -adMin. Scores each leg (+1 on, −1 off, 0 neutral) → sums to −3…+3. State rule (default): RISK-ON if score ≥ +2, RISK-OFF if ≤ −2, else NEUTRAL (i.e., need 2 of 3 to agree). Detects flips (changes in state) and provides alert conditions that fire only on the flip bar. What you see Lines for VXN & MA, QQEW/QQQ & MA, A/D & MA. Background color shows current composite state. Triangle markers on the flip bar (up for ON, down for OFF). A top-right table summarizing state, each leg vs its MA, and the composite score. How to tune Vol thresholds: vxnLower / vxnUpper. Breadth whipsaw control: deadbandBps around the ratio’s MA. A/D sensitivity: adMin and adMaLen. Stricter regime: require all 3 to agree by changing the state line to score == 3 / -3.
Pine Script® göstergesi
NH_JM90 tarafından
Scalp Sense AI# Scalp Sense AI (No Repaint) **Adaptive trend & reversal detector with an AI-driven score, multi-timeframe confirmations, robust volume filters, and a purpose-built Scalping Mode.** Signals are generated **only on bar close** (no repaint), include structured alert payloads for webhooks, and come with optional ATR-based TP/SL visualization for study and validation. --- ## What it is (in one paragraph) **Scalp Sense AI** combines classic market structure (DI/ADX, EMA, SMA, Keltner, ATR) with a continuous **AI Score** that fuses RSI normalization, EMA distance (in ATR units), and DI edge into a single, volatility-aware signal. It adaptively gates **trend** and **reversal** entries, applies **HTF confirmation** without lookahead, and enforces **guard rails** (e.g., strong-trend reversal blocking) unless a high-confidence AI override and volume confirmation are present. **Scalping Mode** compresses reaction times and adds micro price-action cues (wick rejections, micro-EMA crosses, small engulfing) to surface more—but disciplined—opportunities. --- ## Non-Repainting Design * All signals, markers, state, and alerts are computed **after bar close** using `barstate.isconfirmed`. * HTF data are requested with `lookahead_off`. * No “future-peeking” constructs are used. * Result: signals do **not** change after the candle closes. --- ## How the engine works (pipeline overview) 1. **Base metrics** * **RSI**, **EMA**, **ATR** (+ ATR SMA for regime/volatility), **SMA long & short**, **Keltner** (EMA ± ATR×mult). * **Manual DI/ADX** for fine control (DM+, DM−, true range smoothing). 2. **Volatility regime** * Compares ATR to its SMA and scales thresholds by √(ATR/ATR\_SMA) → robust “high\_vol” gating. 3. **Volume & flow** * **Volume Z-score**, **OBV slope**, and **MFI** (all computed manually) to confirm impulses and filter weak reversals. 4. **Higher-Timeframe confirmation (optional)** * Imports HTF **PDI/MDI/ADX** and **SMA** (no lookahead) to require alignment when enabled. 5. **AI Score** * Weighted fusion of **RSI (normalized around 0)**, **EMA distance (in ATR)**, and **DI edge**. * Smoothed; then its **mean (μ)** and **volatility (σ)** are estimated to form **adaptive bands** (hi/lo), with optional **hysteresis**. * **Debounce** (M in N bars) avoids flicker; **bias state** persists until truly invalidated. 6. **Signal logic** * **Trend entries** require AI bias + trend confirmations (DI/ADX/SMA, HTF if enabled), volatility OK, and **anti-breakout** filter. * **Reversal entries** come in **core**, **early**, and **scalp** flavors (progressively more frequent), guarded by strong-trend blocks that an **AI+volume+ADX-cooling override** can bypass. 7. **Scalping Mode** * Adaptive parameter contraction (shorter lengths), gentler guards, micro-patterns (wick/engulf/micro-EMA cross), and reduced cooldown to increase high-quality opportunities. 8. **Cooldown & state** * One signal per side after a configurable spacing in bars; internal “last direction” avoids clustering. 9. **Visualization & alerts** * **Triangles** for trend, **circles** for reversals (offset by ATR to avoid overlap). * **Single-line alert payload** (BUY/SELL, reason, AI, volZ, ADX) ready for webhooks. --- ## Signals & visualization * **Trend Long/Short** → triangle markers (above/below) when: * AI bias aligns with trend confirmations (DI edge, ADX above threshold, price vs long SMA, optional HTF alignment). * Volatility regime agrees; **anti-breakout** prevents entries exactly at lookback highs/lows. * **Reversal Long/Short** → circular markers when: * **Core**: AI near “loose” band, OBV/MFI/volZ supportive, ADX cooling, DI spread relaxed, PA confirms (crosses/div). * **Early**: anticipatory patterns (Keltner exhaustion, simple RSI “quasi-divergence”). * **Scalp**: micro-EMA cross, wick rejection, mini-engulfing, with relaxed guards but AI/volume still in the loop. * **Markers appear only on the bar that actually emitted the signal** (no repaint); offsets use ATR so shapes don’t overlap. --- ## Alerts (ready for webhooks) Enable “**Any alert() function call**” and you’ll receive compact, single-line payloads once per bar: ``` action=BUY;reason=reversal-early;ai=0.1375;volZ=0.82;adx=27.5 action=SELL;reason=trend;ai=-0.2210;volZ=0.43;adx=31.9 ``` * `action`: BUY / SELL * `reason`: `trend` | `reversal-core` | `reversal-early` | `reversal-scalp` * `ai`: current smoothed AI Score at signal bar * `volZ`: volume Z-score * `adx`: current ADX --- ## Inputs (exhaustive) ### 1) Core Inputs * **RSI Length (Base)** (`rsi_length_base`, int) Base RSI lookback. Shorter = more reactive; longer = smoother. * **RSI Overbought Threshold** (`rsi_overbought`, int) Informational for context; RSI is used normalized in the AI fusion. * **RSI Oversold Threshold** (`rsi_oversold`, int) Informational; complements visual context. * **EMA Length (Base)** (`ema_length_base`, int) Primary adaptive mean; also used for Keltner mid and distance metric. * **ATR Length (Base)** (`atr_length_base`, int) Volatility unit for Keltner, SL/TP (debug), and regime detection. * **ATR SMA Length** (`atr_sma_len`, int) Smooth baseline for ATR regime; supports “high\_vol” logic. * **ATR Multiplier Base** (`atr_mult_base`, float) Scales volatility gating (sqrt-scaled); higher = tighter high-vol requirement. * **Disable Volatility Filter** (`disable_volatility_check`, bool) Bypass volatility gating if true. * **Price Change Period (bars)** (`price_change_period_base`, int) Simple momentum check (+/−% over N bars) used in trend validation. * **Base Cooldown Bars Between Signals** (`signal_cooldown_base`, int ≥ 0) Minimum bars to wait between signals (per side). * **Trend Confirmation Bars** (`trend_confirm_bars`, int ≥ 1) Require persistence above/below long SMA for this many bars. * **Use Higher Timeframe Confirmation** (`use_higher_tf`, bool) Turn on/off HTF alignment (no repaint). * **Higher Timeframe for Confirmation** (`higher_tf`, timeframe) E.g., “60” to confirm M15 with H1; used for HTF PDI/MDI/ADX and SMA. * **TP as ATR Multiple** (`tp_atr_mult`, float) For **visual debug** only (drawn after entries); not an order manager. * **SL as ATR Multiple** (`sl_atr_mult`, float) For visual debug only. * **Enable Scalping Mode** (`scalping_mode`, bool) Compresses lengths/thresholds, unlocks micro-PA modules, reduces cooldown. * **Show Debug Lines** (`show_debug`, bool) Plots AI bands, DI/ADX, EMA/SMA, Keltner, vol metrics, and TP/SL (debug). ### 2) AI Score & Thresholds * **AI Score Smooth Len** (`ai_len`, int) EMA smoothing over the raw fusion. * **AI Volatility Window** (`ai_sigma_len`, int) Window to estimate AI mean (μ) and standard deviation (σ). * **K High (sigma)** (`ai_k_hi`, float) Upper band width (σ multiplier) for strong threshold. * **K Low (sigma)** (`ai_k_lo`, float) Lower band width (σ multiplier) for loose threshold. * **Debounce Window (bars)** (`ai_debounce_m`, int ≥ 1) Rolling window length used by the confirm counter. * **Min Bars>Thr in Window** (`ai_debounce_n`, int ≥ 1) Minimum confirmations inside the debounce window to validate a state. * **Use Hysteresis Thresholds** (`ai_hysteresis`, bool) Requires crossing back past a looser band to exit bias → fewer whipsaws. * **Weight DI Edge (0–1)** (`ai_weight_di`, float) Importance of DI edge within the fusion. * **Weight EMA Dist (0–1)** (`ai_weight_ema`, float) Importance of EMA distance (in ATR units). * **Weight RSI Norm (0–1)** (`ai_weight_rsi`, float) Importance of normalized RSI. * **Sensitivity (0–1)** (`sensitivity`, float) Contracts/expands bands (higher = more sensitive). ### 3) Volume Filters * **Volume MA Length** (`vol_ma_len`, int) Baseline for volume Z-score. * **Volume Z-Score Window** (`vol_z_len`, int) Std-dev window for Z-score; larger = fewer volume “spikes”. * **Reversal: Min Volume Z for confirm** (`vol_rev_min_z`, float) Minimum Z required to validate reversals (adaptively relaxed in scalping). * **OBV Slope Lookback** (`obv_slope_len`, int) Rising/falling OBV over this window supports bull/bear confirmations. * **MFI Length** (`mfi_len`, int) Money Flow Index lookback (manual calculation). ### 4) Filters (Breakout / ADX / Reversal) * **Enable Breakout Filter** (`enable_breakout_fil`, bool) Avoid trend entries at lookback highs/lows. * **Breakout Lookback Bars** (`breakout_lookback`, int ≥ 1) Window for the anti-breakout guard. * **Base ADX Length** (`adx_length_base`, int) Lookback for DI/ADX smoothing (also adapted in Scalping Mode). * **Base ADX Threshold** (`adx_threshold_base`, float) Minimum ADX to validate trend context (scaled in Scalping Mode). * **Enable Reversal Filter** (`enable_rev_filter`, bool) Master switch for reversal logic. * **Max ADX for Reversal** (`rev_adx_max`, float) Hard cap: above this ADX, reversals are blocked (unless overridden by AI if allowed in Guards). ### 5) Reversal Guard (regime protection & overrides) * **Strong Trend: ADX add-above Thr** (`guard_adx_add`, float) Extra ADX above `adx_threshold` to mark “strong” trend. * **Strong Trend: min DI spread** (`guard_spread_min`, float) Minimum DI separation to consider a trend “dominant”. * **Require ADX drop from window max (%)** (`guard_adx_drop_min_pct`, float 0–1) ADX must drop at least this fraction from its window maximum to consider “cooling”. * **Regime Window (bars)** (`guard_regime_len`, int ≥ 10) Window over which ADX max is measured for the “cooling” check. * **EMA Slope Lookback** (`guard_slope_len`, int ≥ 2) EMA slope horizon used alongside Keltner for strong-trend identification. * **Keltner Mult (ATR)** (`guard_kc_mult`, float) Keltner width for strong trend bands and exhaustion checks. * **HTF Reversal Block Mode** (`htf_block_mode`, string: `Off` | `On` | `AI-controlled`) * `Off`: never block by HTF. * `On`: block reversals whenever HTF is strong. * `AI-controlled`: block **unless** AI+volume+ADX-cooling override criteria are met. * **AI-controlled: allow AI override** (`ai_htf_override`, bool) Enables the override mechanism in `AI-controlled` mode. * **AI override multiplier (vs band\_hi)** (`ai_override_mult`, float) Strength needed beyond the high band to count as “strong AI”. * **AI override: min bars beyond strong thr** (`ai_override_min_bars`, int ≥ 1) Debounce on the override itself. ### 6) Markers * **Reversal Circle ATR Offset** (`rev_marker_offset_atr`, float ≥ 0) Vertical offset for reversal circles; trend triangles use a separate (internal) offset. ### 7) Scalping Mode Tuning * **Reversal aggressiveness (0–1)** (`scalp_rev_aggr`, float) Higher = looser guards and stronger AI sensitivity. * **Wick: body multiple (bull/bear)** (`scalp_wick_body_mult`, float) Wick must be at least this multiple of body to count as rejection. * **Wick: ATR multiple (min)** (`scalp_wick_atr_mult`, float) Minimal wick length in ATR units. * **Micro EMA factor (vs EMA base)** (`scalp_ema_fast_factor`, float 0.2–0.9) Fast EMA length = base EMA × factor (rounded/int). * **Relax breakout filter in scalping** (`scalp_breakout_relax`, bool) Lets more trend entries through in scalping context. ### 8) ICT-style SMA (bases) * **ICT SMA Long Length (Base)** (`sma_long_len_base`, int) Long-term baseline for regime/trend. * **ICT SMA Short1 Length (Base)** (`sma_short1_len_base`, int) Short baseline for price-action crosses. * **ICT SMA Short2 Length (Base)** (`sma_short2_len_base`, int) Companion short baseline used in PA cross checks. > **Adaptive “effective” values:** When **Scalping Mode** is ON, the script internally shortens multiple lengths (RSI/EMA/ATR/ADX/μσ windows, SMAs) and gently relaxes guards (ADX drop %, DI spread, volume Z, override thresholds), reduces cooldown/confirm bars, and optionally relaxes the breakout filter—so you get **more frequent but still curated** signals. --- ## Plots & debug (optional) * DI+/DI−, ADX (curr + HTF), EMA, long SMA, Keltner up/down (when strong), AI Score, AI mean, AI bands (hi/lo; low plots only when hysteresis is on), Volume MA and Z-score, and ATR-based TP/SL guide (after entries). * These are **study aids**; the indicator does not manage trades. --- ## Recommended use * **Timeframes**: * Scalping Mode: M1–M15. * Standard Mode: M15–H1 (or higher). * **Markets**: Designed for liquid FX, indices, metals, and large-cap crypto. * **Chart type**: Standard candles recommended (Heikin-Ashi alters inputs and hence signals). * **Alerts**: Use “Any alert() function call”. Parse the key/value payloads server-side. --- ## Good to know * **Why some alerts don’t draw shapes retroactively**: markers are drawn **only on** the bar that emitted the signal (no repaint by design). * **Why a reversal didn’t fire**: strong-trend guards + HTF block may have been active; check ADX, DI spread, Keltner position, EMA slope, and whether AI override criteria were met. * **Too many / too few signals**: tune **Scalping Mode**, `signal_cooldown_base`, AI bands (`ai_k_hi/lo`, `sensitivity`), volume Z (`vol_rev_min_z`), and guards (`rev_adx_max`, `guard_*`). --- ## Disclaimer This is an **indicator**, not a strategy or an execution system. It does not place, modify, or manage orders. Markets carry risk—validate on historical data and demo before any live decisions. No performance claims are made. --- ### Version **Scalp Sense AI v11.5** — Adaptive AI bands with hysteresis/debounce, HTF no-lookahead confirmations, guarded reversal logic with AI override, full volume suite (Z, OBV slope, MFI), anti-breakout filter, and a dedicated Scalping Mode with micro-PA cues.
Pine Script® göstergesi
Algo_Systems tarafından
3
Globex Overnight Futures ORB with FIB's by TenAMTrader📌 Globex Overnight Futures ORB with FIB’s – by TenAMTrader This indicator is designed for futures traders who want to track the Globex Overnight Opening Range (ORB) and apply Fibonacci projections to anticipate potential support/resistance zones. It’s especially useful for traders who follow overnight sessions (such as ES, NQ, CL) and want to map out key levels before the U.S. regular session begins. ⚙️ How It Works Primary Range (ORB): You define a start and end time (default set to 18:00 – 18:15 EST). During this period, the script tracks the session high, low, and midpoint. Opening Range Plots: High Line (green) Low Line (red) Midpoint Line (yellow) A shaded cloud between High–Mid and Mid–Low for easy visualization. Fibonacci Projections: Once the ORB is complete, the script calculates a full suite of Fibonacci retracements and extensions (e.g., 0.236, 0.382, 0.618, 1.0, 1.618, 2.0). Standard key levels (0.618, 0.786, 1.0, etc.) are always shown if enabled. Optional extended levels (1.236, 1.382, 1.5, 2.0, etc.) can be toggled on/off. "Between Range" fibs (such as 0.382 and 0.618 inside the ORB) are also available for traders who like intra-range precision. 🔧 User Settings Time Inputs: Choose your ORB start/end time. Color Controls: Customize high, low, midpoint, and fib line colors. Display Toggles: Turn on/off High, Low, Midpoint lines and Fibonacci projections. Fib Extensions Toggle: Decide whether to show only major fibs or all extensions. Alerts (Optional): Alerts can be set for crossing the ORB High, Low, or Midpoint. 📊 Practical Use Cases Breakout Traders: Use the ORB high/low as breakout triggers. Mean Reversion Traders: Watch for rejections near fib extension levels. Overnight Futures Monitoring: Track Globex behavior to prepare for RTH open. Risk Management: ORB and Fib levels make for natural stop/target placement zones. ⚠️ Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Trading futures involves substantial risk of loss and may not be suitable for all investors. Always do your own due diligence and consult with a licensed financial professional before making trading decisions.
Pine Script® göstergesi
TenAM_Trader tarafından
Volume Spike Detector - by TenAMTrader📌 Volume Spike Detector – by TenAMTrader This indicator is designed to help traders quickly identify unusual surges in trading volume relative to recent activity. High-volume spikes can often signal strong buying or selling pressure, potential trend reversals, or breakout setups. ⚙️ How It Works The script calculates the average trading volume over a user-defined period (default: 21 bars). It then sets a spike threshold, which is that average volume plus a percentage buffer (default: 25%). Whenever the current bar’s volume exceeds this threshold, a 💰 label is plotted below the candle. If alerts are enabled, you’ll also receive a real-time alert whenever a spike occurs. 🔧 User Settings Spike Ratio % → Adjust how much higher than average volume must be to qualify as a spike. Trading Period → Set the lookback period used to calculate the average volume. Enable Alert → Turn alerts on/off. 📊 Practical Use Cases Breakout Trading: Volume spikes often confirm breakouts from consolidation zones. Reversal Signals: A sudden surge in volume may precede a trend reversal. News & Events: Spot unusual activity during earnings, economic releases, or unexpected events. ⚠️ Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Past performance is not indicative of future results. Always do your own research and consult with a licensed financial professional before making any trading decisions.
Pine Script® göstergesi
TenAM_Trader tarafından
Intelligent Trading SuiteIntelligent Trading Suite “One script to rule them all.” Overview The Intelligent Trading Suite is a professional-grade decision system built in Pine Script. It is a unified engine—not a bundle of indicators—that combines adaptive pattern recognition, historical memory, and multi-context intelligence into one framework. Using a deep historical pattern database and integrating session dynamics, market calendars, holiday effects, and economic events, it filters noise and adapts to conditions. Core emphasis: precise pattern detection with target-price projection that remains stable as new candles print (mitigates target drift) and early detection of forming geometric patterns and divergences/hidden divergences. Core Features All-Timeframe Operation: Works across every TradingView timeframe—from 1m to 1W—without performance drift. Pattern Recognition with Targets: Detects triangles, wedges, cup & handle, flags, and H&S; projects targets and stabilizes them against common drift as price evolves. Early Signal Engine: Flags forming patterns and divergences before completion and notifies when prerequisites align. Historical Pattern Intelligence: Stores and compares thousands of prior states (Hull, VWAP, RSI, MACD, SMA, CVD) to weight current conditions and calibrate confidence. Context & Regime Awareness: Adjusts for volatility regimes, liquidity sessions, day-of-week bias, holidays, and macro events. Unified Signal & Confidence: Fuses all streams into a single Overall signal with calibrated confidence levels (Weak / Neutral / Strong). Visualization & Alerts Compact Ultimate Intelligence Table showing each analytical pillar, plus the Overall signal, and an option to show them on the chart as well. Alerts on table for: new pattern detection, divergence events, volatility shifts, and trend reversals. Important Notes -Free plan runtime: TradingView Free accounts may hit platform limits. Fix: Open settings → switch Mode from Paid to Free → runs within Free limits. -Heavy computation: The script is calculation- and data-intensive; initial runs can take time. If a rare runtime error occurs, simply reload the page and continue. Attributions Hull Moving Average (Alan Hull) VWAP (Volume Weighted Average Price) RSI (Relative Strength Index, J. Welles Wilder Jr.) MACD (Moving Average Convergence Divergence, Gerald Appel) Black Flag ATR bands (Jose Azcarate) Proprietary enhancements, target-stabilization logic, and the nuclear intelligence architecture are original research for this suite. Compliance Educational and analytical use only No financial advice Ad-free; aligned with TradingView House Rules Proper attribution included Access To get access, please read the Author’s instructions on the script’s page.
Pine Script® göstergesi
FutureisinPast tarafından
2
Bollinger Bands % | QuantEdgeB📊 Introducing Bollinger Bands % (BB%) by QuantEdgeB 🛠️ Overview BB% | QuantEdgeB is a volatility-aware momentum tool that maps price within a Bollinger envelope onto a normalized scale. By letting you choose the base moving average (SMA, EMA, DEMA, TEMA, HMA, ALMA, EHMA, THMA, RMA, WMA, VWMA, T3, LSMA) and even Heikin-Ashi sources, it adapts to your style while keeping readings consistent across symbols and timeframes. Clear thresholds and color-coded visuals make it easy to spot emerging strength, fading moves, and potential mean-reversions. ✨ Key Features • 🔹 Flexible Baseline Pick from 12 MA types (plus Heikin-Ashi source option) to tailor responsiveness and smoothness. • 🔹 Normalized Positioning Price is expressed as a percentage of the band range, yielding an intuitive 0–100 style read (can exceed in extreme trends). • 🔹 Actionable Thresholds Default Long 55 / Short 45 levels provide simple, objective triggers. • 🔹 Visual Clarity Color-coded candles, shaded OB/OS zones, and adaptive color themes speed up decision-making. • 🔹 Ready-to-Alert Built-in alerts for long/short transitions. 📐 How It Works 1️⃣ Band Construction A moving average (your choice) defines the midline; volatility (standard deviation) builds upper/lower bands. 2️⃣ Normalization The indicator measures where price sits between the lower and upper band, scaling that into a bounded oscillator (BB%). 3️⃣ Signal Logic • ✅ Long when BB% rises above 55 (strength toward the top of the envelope). • ❌ Short when BB% falls below 45 (weakness toward the bottom). 4️⃣ OB/OS Context Shaded regions above/below typical ranges highlight exhaustion and potential snap-backs. ⚙️ Custom Settings • Base MA Type: SMA, EMA, DEMA, TEMA, HMA, ALMA, EHMA, THMA, RMA, WMA, VWMA, T3, LSMA • Source Mode: Classic price or Heikin-Ashi (close/open/high/hlc3) • Base Length: default 40 • Band Width: standard deviation-based (2× SD by default) • Long / Short Thresholds: defaults 55 / 45 • Color Mode: Alpha, MultiEdge, TradingSuite, Premium, Fundamental, Classic, Warm, Cold, Strategy • Candles & Labels: optional candle coloring and signal markers 👥 Ideal For ✅ Trend Followers — Ride strength as price compresses near the upper band. ✅ Swing/Mean-Reversion Traders — Fade extremes when BB% stretches into OB/OS zones. ✅ Multi-Timeframe Analysts — Compare band position consistently across periods. ✅ System Builders — Use BB% as a normalized feature for strategies and filters. 📌 Conclusion BB% | QuantEdgeB delivers a clean, normalized read of price versus its volatility envelope—adaptable via rich MA/source options and easy to automate with thresholds and alerts. 🔹 Key Takeaways: 1️⃣ Normalized view of price inside the volatility bands 2️⃣ Flexible baseline (12+ MA choices) and Heikin-Ashi support 3️⃣ Straightforward 55/45 triggers with clear visual context 📌 Disclaimer: Past performance is not indicative of future results. No strategy guarantees success. 📌 Strategic Advice: Always backtest, tune parameters, and align with your risk profile before live trading.
Pine Script® göstergesi
QuantEdgeB tarafından