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Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities. "The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 KEY FEATURES Dual-Filter Architecture: Combines two powerful filtering methods for superior performance Adaptive Volatility Adjustment: Automatically adapts to market conditions Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend Clean Visual Design: Color-coded trend visualization (cyan/pink) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 THE MATHEMATICS 1. Laguerre Filter Component The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter: 4th order IIR (Infinite Impulse Response) filter Single parameter (gamma) controls all filter characteristics Provides smoother output than EMA with similar lag Based on Laguerre polynomials from quantum mechanics 2. Kalman Filter Component Implements a simplified Kalman filter for optimal estimation: Prediction-correction algorithm from aerospace engineering Dynamically adjusts based on estimation error Provides mathematically optimal estimate of true price trend Reduces noise while maintaining responsiveness 3. Adaptive Mechanism Monitors market volatility in real-time Adjusts filter parameters based on current conditions More responsive in trending markets More stable in ranging markets ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ INDICATOR SETTINGS Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag Adaptive Period (5-100): Lookback for volatility calculation Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering Trend Threshold (0.0001-0.01): Minimum change to register trend shift Recommended Settings: Scalping: Gamma: 0.6, Period: 10, Noise: 0.3 Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default) Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8 Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 TRADING SIGNALS Primary Signals: Cyan Line: Bullish trend - price above filter and filter ascending Pink Line: Bearish trend - price below filter or filter descending Color Change: Potential trend reversal point Entry Strategies: Trend Continuation: Enter on pullback to filter line in trending market Trend Reversal: Enter on color change with volume confirmation Breakout: Enter when price crosses filter with momentum Exit Strategies: Exit long when line turns from cyan to pink Exit short when line turns from pink to cyan Use filter as trailing stop in strong trends ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✨ ADVANTAGES OVER TRADITIONAL INDICATORS Vs. Moving Averages: Significantly less lag while maintaining smoothness Adaptive to market conditions Better noise filtering Vs. Standard Filters: Dual-filter approach provides optimal estimation Mathematical foundation from signal processing Self-adjusting parameters Vs. Other Trend Indicators: Cleaner signals with fewer whipsaws Works across all timeframes No repainting or lookahead bias ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 MATHEMATICAL BACKGROUND The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages. The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements. By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS FOR BEST RESULTS Confirm with Volume: Strong trends should have increasing volume Multiple Timeframes: Use higher timeframe for trend, lower for entry Combine with Momentum: RSI or MACD can confirm filter signals Market Conditions: Adjust noise parameter based on market volatility Backtesting: Always test settings on your specific instrument ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES No indicator is perfect - always use proper risk management Best suited for trending markets May produce false signals in choppy/ranging conditions Not financial advice - for educational purposes only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 CONCLUSION The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions. Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives. "In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Professional Quantitative Trading Tools Version: 1.0 Last Updated: 2025 Pine Script: v6 License: Open Source Not financial advice. Always DYOR
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AlphaNatt tarafından
2
TRADIVEX_ATR TablosuBINANCE:BTCUSDT.P tr.tradingview.com ## **TRADIVEX\_ATR Table – Indicator Description** **Overview:** The TRADIVEX\_ATR Table is a versatile trading tool that provides a concise, visual overview of market volatility, price direction, and ATR-based support/resistance levels. Designed for traders seeking quick insights, this indicator combines key metrics into a color-coded table directly on the chart. **Key Features:** * **ATR Calculation & Dynamic Bands:** Measures Average True Range (ATR) over a configurable period and calculates upper and lower price bands using a multiplier. These bands act as dynamic support and resistance levels, adapting automatically to market volatility. * **Volatility Assessment:** Displays market volatility as a percentage of the current price. Volatility is classified into **High, Medium, or Low**, with intuitive color coding: * High → Red * Medium → Orange * Low → Green * **Price Direction:** Tracks the direction of the current price relative to the previous bar: * Up → Green * Down → Red * Neutral → Gray * **Information Table:** Shows all relevant metrics in a structured table overlay, including: 1. ATR Length (period) 2. ATR Multiplier 3. Upper Band Level 4. Lower Band Level 5. Current Price 6. High Price 7. Low Price 8. ATR Value 9. Volatility Level (color-coded) 10. Price Direction (color-coded) * **Customizable Table Position:** The table can be positioned anywhere on the chart (top, middle, bottom, left, right, or center), ensuring it doesn’t obstruct your price action analysis. **Usage & Benefits:** * Quickly assess market volatility and momentum. * Identify short-term trends and directional bias. * Monitor dynamic ATR-based support/resistance levels. * Make informed decisions for entries, exits, and stop-loss placements. **Ideal For:** Traders who want a **real-time, visual summary of market conditions** without cluttering the chart with multiple indicators. ---
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TRADIVEX tarafından
PumpC ATR Line LevelsPumpC ATR Line Levels Overview PumpC ATR Line Levels is a volatility-based indicator that projects potential expansion levels from the previous session’s close using the Average True Range (ATR). This tool builds upon the Previous OHLC framework created by Nephew_Sam_ by extending its session-handling logic and adding ATR-based levels, statistical tracking, and flexible visualization options. How It Works Calculates ATR from a user-selectable higher timeframe (default: Daily). Projects levels above and below the previous session’s close (or current close when preview mode is enabled). Supports up to 5 ATR multiples, each with independent toggles, colors, and labels. Optionally displays only the most recent ATR session for clarity. Includes a data table tracking how often ATR levels are reached or closed beyond. Features Configurable ATR timeframe and length (default: 21). Default multiples: 0.30, 0.60, 0.90; optional: 1.236, 2.00. Toggle for preview mode (using current close vs. locked prior session close). Customizable line style, width, colors, and label placement. Visibility filter to show only on chart TF ≤ 60 minutes. Session statistics table with counts and percentages of level interactions. Use Cases Identify intraday expansion targets or stop placement zones based on volatility. Evaluate historical tendencies of price respecting or breaking ATR bands. Support volatility-adjusted trade planning with statistical validation. Acknowledgment This script was developed on top of the Previous OHLC indicator by Nephew_Sam_ , with major modifications to implement ATR-driven levels, extended statistics, and customizable table output. Notes This indicator does not generate buy/sell signals. Best applied to intraday charts anchored to a higher-timeframe ATR. Keep charts clean and avoid non-standard bar types when publishing.
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PumpCTrader tarafından
Range Trading Strategy This indicator automatically marks the intraday trading range defined by the first four hours of the New York session (6:00 AM to 10:00 AM EST/EDT). It calculates the highest high and lowest low within that window on a user-selected calculation timeframe, then projects those levels forward as horizontal lines that remain visible across any chart timeframe. The lines can be displayed in real time while the window is forming or locked once the session ends, and optional price labels and background shading make the range easy to track. Traders can use these reference levels to monitor potential breakout or reversal zones, manage risk, and plan entries/exits relative to the early session’s defined support and resistance. For training check this video youtu.be
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wpscrm tarafından
Adaptive Open InterestThis indicator analyzes Bitcoin open interest to identify overbought and oversold conditions that historically precede major price moves. Unlike static levels, it automatically adapts to current market conditions by analyzing the last 320 bars (user adjustable). How It Works Adaptive Algorithm: -Analyzes the last 320 bars of open interest data -Combines percentile analysis (90th, 80th, 20th, 10th percentiles) with statistical analysis (standard deviations) -Creates dynamic zones that adjust as market conditions change Four Key Zones: 🔴 Extreme Overbought (Red) - Major crash risk territory 🟠 Overbought (Orange) - Correction risk territory 🔵 Oversold (Blue) - Opportunity territory 🟢 Extreme Oversold (Green) - Major opportunity territory For Risk Management: -When OI enters red zones → Consider reducing long positions, major crash risk -When OI enters orange zones → Caution, correction likely incoming For Opportunities: -When OI enters blue zones → Look for long opportunities -When OI enters green zones → Strong buying opportunity, major bounce potential The Table Shows: -Current status (which zone OI is in) -Range position (where current OI sits as % of 320-bar range) -320-bar high/low levels for context Why It's Effective: -Adaptive Nature: What's "high" OI in a bear market differs from bull market - the indicator knows the difference and adjusts automatically. -Proven Approach: Combines multiple statistical methods for robust signals that work across different market cycles. -Alert System: Optional alerts notify you when OI crosses critical thresholds, so you don't miss important signals. -The indicator essentially tells you when the futures market is getting "too crowded" (danger) or "too empty" (opportunity) relative to recent history.
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s3raphic333 tarafından
BTC Sigma CloudOverview The BTC Sigma Cloud indicator calculates and displays 1, 2, and 3 sigma price movements for Bitcoin (BTC) on a rolling basis, visualized as a cloud. It shows historical volatility bands and projects them forward for the next 7 days. Settings: Vol Lookback: Default is 20 periods. Adjust to change the volatility calculation window. Interpretation: Cloud Bands: The cloud consists of three shaded layers representing 1σ, 2σ, and 3σ moves above and below the current price. 1σ (Innermost): 68% probability of price staying within this range. 2σ (Middle): 95% probability. 3σ (Outermost): 99.7% probability. Historical View: The cloud tracks past price movements based on volatility. Projection: The cloud extends 7 days forward, indicating potential price ranges based on current volatility. Labels: Subtle labels (1σ, -1σ, 2σ, -2σ, 3σ, -3σ) mark the upper and lower bounds of each sigma level on the latest bar for clarity. Trading Use: Use the cloud to gauge potential support/resistance zones. Monitor price behavior near sigma levels for breakout or reversal signals. The projected cloud helps anticipate future price ranges for planning trades. Notes Best used on daily charts for Bitcoin. Adjust the lookback period to suit shorter or longer-term analysis. Combine with other indicators for confirmation.
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ProfessorSatoshi tarafından
TWAP OscillatorTWAP Oscillator (TOSC) A powerful mean reversion oscillator that measures price deviation from Time-Weighted Average Price (TWAP) in standard deviations, automatically adapting to your chart timeframe. How It Works: The TWAP Oscillator calculates the distance between current price and TWAP, expressed in standard deviations. Unlike VWAP which weights by volume, TWAP gives equal weight to each time period, making it ideal for: • Mean Reversion Trading - Identifies when price is statistically overextended from its time-weighted average • Trend Strength Analysis - Shows how far price has deviated from the TWAP baseline • Entry/Exit Timing - Provides objective levels for trade entries and exits Automatic Timeframe Adaptation: The indicator intelligently selects the appropriate TWAP period based on your chart timeframe: 1m Charts → 1D TWAP (intraday mean reversion) 3m-5m Charts → 7D TWAP (weekly perspective) 15m-1h Charts → 30D TWAP (monthly context) 4h-8h Charts → 90D TWAP (quarterly view) Daily Charts → 365D TWAP (yearly reference) Trading Days vs Calendar Days: Toggle between trading days (5D, 22D, 66D, 252D) or calendar days (7D, 30D, 90D, 365D) to match your analysis style. Divergence Analysis - High Probability Reversals: The most powerful signals occur when price and oscillator diverge at extreme levels: Bullish Divergence (Oversold): • Price makes lower lows • Oscillator makes higher lows • Both at oversold levels (-2 or lower) • Strong buy signal - price weakness not confirmed by TWAP Bearish Divergence (Overbought): • Price makes higher highs • Oscillator makes lower highs • Both at overbought levels (+2 or higher) • Strong sell signal - price strength not confirmed by TWAP Hidden Bullish Divergence: • Price makes higher lows • Oscillator makes lower lows • At oversold levels • Trend continuation signal - pullback in uptrend Hidden Bearish Divergence: • Price makes lower highs • Oscillator makes higher highs • At overbought levels • Trend continuation signal - rally in downtrend Divergence Confluence Zones: Maximum Confluence Setup: • Divergence at extreme levels (±2+ std dev) • Multiple timeframe confirmation • Key support/resistance levels • Volume confirmation • Highest probability reversal Divergence Trading Rules: • Wait for clear divergence formation • Confirm at extreme oscillator levels • Enter on divergence confirmation • Stop loss beyond recent swing • Target return to zero line or opposite extreme Key Features: • Zero Line - Neutral position where price equals TWAP • Overbought/Oversold Levels - Default ±2 standard deviations (customizable) • Smoothing - SMA filter to reduce noise • Info Table - Shows current values and timeframe mapping • Alerts - Zero line crosses and overbought/oversold conditions Trading Applications: Mean Reversion Strategy: • Enter long when oscillator crosses above oversold level (-2) • Enter short when oscillator crosses below overbought level (+2) • Exit when returning to zero line Trend Following: • Stay long while oscillator remains above zero • Stay short while oscillator remains below zero • Use extreme readings as potential reversal signals Risk Management: • Use overbought/oversold levels as stop-loss references • Scale position size based on oscillator magnitude • Combine with other indicators for confirmation Mathematical Foundation: Oscillator = (Current Price - TWAP) / Standard Deviation Where: • TWAP = Time-weighted average price over selected period • Standard Deviation = Statistical measure of price dispersion • Result = Number of standard deviations from mean Best Practices: • Use on higher timeframes for trend analysis • Use on lower timeframes for entry timing • Combine with volume analysis for confirmation • Adjust overbought/oversold levels based on market volatility • Consider market structure and support/resistance levels Perfect For: • Scalping - 1m charts with 1D TWAP • Day Trading - 5m-15m charts with 7D TWAP • Swing Trading - 1h-4h charts with 30D TWAP • Position Trading - Daily charts with 365D TWAP
Pine Script® göstergesi
mindyourbuisness tarafından
1
ActivTrades US Market Pulse – Ion JaureguiActivTrades US Market Pulse Indicator – Detailed Description The ActivTrades US Market Pulse Indicator is a market analysis tool designed to assess overall risk sentiment in U.S. financial markets. Rather than generating trade signals, it provides a snapshot of the prevailing market environment, helping traders and analysts understand whether conditions favor risk-taking or caution. How it Works: The indicator combines three key market metrics: 1. Sector Momentum: o Compares the performance of cyclical sectors (e.g., technology, consumer discretionary, industrials) with defensive sectors (e.g., utilities, consumer staples, healthcare) relative to their 50-day moving averages. o Stronger cyclical sector performance indicates higher market risk tolerance, while stronger defensive sector performance suggests increased risk aversion. 2. Volatility Measure – VIX Index: o Incorporates the CBOE Volatility Index (VIX), a widely used gauge of market fear. o Higher VIX levels indicate elevated uncertainty and a risk-off environment, whereas lower levels suggest calmer markets and greater investor confidence. 3. Interest Rate Spread: o Monitors the yield difference between the 10-year and 2-year U.S. Treasury bonds. o A wider spread typically reflects economic optimism and greater risk appetite, while a narrower or inverted spread signals caution. Risk Sentiment Index: • Each metric is assigned points based on its level, which are then combined to create an index representing overall market sentiment. • The index oscillates between Risk-On (high risk appetite) and Risk-Off (heightened caution), with a neutral zone for balanced conditions. Visual Output: • The results are displayed as a colored histogram, making it easy to interpret market sentiment at a glance. • Labeled zones include: o Extreme Risk-On: Indicates a strong risk-taking environment. o Extreme Risk-Off: Reflects heightened fear or uncertainty. o Neutral Zone: Suggests a balanced or mixed market sentiment. Purpose and Use: • Helps traders, analysts, and investors gauge the prevailing mood of the market. • Provides context for risk management and strategic positioning without offering explicit trade recommendations. ******************************************************************************************* The information provided does not constitute investment research. The material has not been prepared in accordance with the legal requirements designed to promote the independence of investment research and such should be considered a marketing communication. All information has been prepared by ActivTrades ("AT"). The information does not contain a record of AT's prices, or an offer of or solicitation for a transaction in any financial instrument. No representation or warranty is given as to the accuracy or completeness of this information. Any material provided does not have regard to the specific investment objective and financial situation of any person who may receive it. Past performance and forecasting are not a synonym of a reliable indicator of future performance. AT provides an execution-only service. Consequently, any person acting on the information provided does so at their own risk. Political risk is unpredictable. Central bank actions can vary. Platform tools do not guarantee success. INDICATORS RISK ADVICE: The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by ActivTrades. This script intends to help follow the trend and filter out market noise. This script is meant for the use of international users. This script is not meant for the use of Spain users.
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ActivTrades tarafından
1
CyberTrading01 – CollegePips Exclusive IndicatorVersion 5 – September 2025 This indicator features a custom calculation table based on ATR. It also identifies various candlestick types according to specific calculations. Then, following trading rules, it detects pivots and key market highs and lows, helping us find the best trading opportunities. The indicator also has the ability to calculate FVG. In future versions, Order Blocks and other zones will be added. To obtain this indicator, you can only contact the Telegram ID: Sceptered_m.
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collegepips tarafından
ATR & Price Z-ScoreThis indicator combines the ATR Z-Score and the Price Z-Score into a single framework for evaluating market conditions using statistical context. The ATR Z-Score standardizes volatility by comparing the current ATR value to its historical mean and standard deviation, allowing traders to see when volatility is unusually high (above +2) or unusually low (below –2). The Price Z-Score applies the same normalization process to price itself, showing how far the current close is from its moving average in standard deviation terms, which highlights statistically stretched conditions that often align with overbought or oversold states. By plotting both measures together, traders can identify when price moves are supported by volatility or when the two diverge. For example, a high Price Z paired with a high ATR Z can confirm the strength of a breakout, while a high Price Z with a low ATR Z may suggest an unsustainable move lacking volatility support. Conversely, a volatility spike without an extreme in price can point to shakeouts or regime shifts. Because both measures are normalized, they can be compared across different markets and timeframes, making the indicator useful for spotting breakouts, squeezes, reversals, and abnormal conditions in a statistically consistent way.
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stephanweebe tarafından
Double Median ATR Bands | MisinkoMasterThe Double Median ATR Bands is a version of the SuperTrend that is designed to be smoother, more accurate while maintaining a good speed by combining the HMA smoothing technique and the median source. How does it work? Very simple! 1. Get user defined inputs: => Set them up however you want, for the result you want! 2. Calculate the Median of the source and the ATR => Very simple 3. Smooth the median with √length (for example if median length = 9, it would be smoothed over the length of 3 since 3x3 = 9) 4. Add ATR bands like so: Upper = median + (atr*multiplier) Lower = median - (atr*multiplier) Trend Logic: Source crossing over the upper band = uptrend Source crossing below the lower band = downtrend Enjoy G´s!
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MisinkoMaster tarafından
Adaptive Trend Following Suite [Alpha Extract]A sophisticated multi-filter trend analysis system that combines advanced noise reduction, adaptive moving averages, and intelligent market structure detection to deliver institutional-grade trend following signals. Utilizing cutting-edge mathematical algorithms and dynamic channel adaptation, this indicator provides crystal-clear directional guidance with real-time confidence scoring and market mode classification for professional trading execution. 🔶 Advanced Noise Reduction Filter Eliminates market noise using sophisticated Gaussian filtering with configurable sigma values and period optimization. The system applies mathematical weight distribution across price data to ensure clean signal generation while preserving critical trend information, automatically adjusting filter strength based on volatility conditions. advancedNoiseFilter(sourceData, filterLength, sigmaParam) => weightSum = 0.0 valueSum = 0.0 centerPoint = (filterLength - 1) / 2 for index = 0 to filterLength - 1 gaussianWeight = math.exp(-0.5 * math.pow((index - centerPoint) / sigmaParam, 2)) weightSum += gaussianWeight valueSum += sourceData * gaussianWeight valueSum / weightSum 🔶 Adaptive Moving Average Core Engine Features revolutionary volatility-responsive averaging that automatically adjusts smoothing parameters based on real-time market conditions. The engine calculates adaptive power factors using logarithmic scaling and bandwidth optimization, ensuring optimal responsiveness during trending markets while maintaining stability during consolidation phases. // Calculate adaptive parameters adaptiveLength = (periodLength - 1) / 2 logFactor = math.max(math.log(math.sqrt(adaptiveLength)) / math.log(2) + 2, 0) powerFactor = math.max(logFactor - 2, 0.5) relativeVol = avgVolatility != 0 ? volatilityMeasure / avgVolatility : 0 adaptivePower = math.pow(relativeVol, powerFactor) bandwidthFactor = math.sqrt(adaptiveLength) * logFactor 🔶 Intelligent Market Structure Analysis Employs fractal dimension calculations to classify market conditions as trending or ranging with mathematical precision. The system analyzes price path complexity using normalized data arrays and geometric path length calculations, providing quantitative market mode identification with configurable threshold sensitivity. 🔶 Multi-Component Momentum Analysis Integrates RSI and CCI oscillators with advanced Z-score normalization for statistical significance testing. Each momentum component receives independent analysis with customizable periods and significance levels, creating a robust consensus system that filters false signals while maintaining sensitivity to genuine momentum shifts. // Z-score momentum analysis rsiAverage = ta.sma(rsiComponent, zAnalysisPeriod) rsiDeviation = ta.stdev(rsiComponent, zAnalysisPeriod) rsiZScore = (rsiComponent - rsiAverage) / rsiDeviation if math.abs(rsiZScore) > zSignificanceLevel rsiMomentumSignal := rsiComponent > 50 ? 1 : rsiComponent < 50 ? -1 : rsiMomentumSignal ❓How It Works 🔶 Dynamic Channel Configuration Calculates adaptive channel boundaries using three distinct methodologies: ATR-based volatility, Standard Deviation, and advanced Gaussian Deviation analysis. The system automatically adjusts channel multipliers based on market structure classification, applying tighter channels during trending conditions and wider boundaries during ranging markets for optimal signal accuracy. dynamicChannelEngine(baselineData, channelLength, methodType) => switch methodType "ATR" => ta.atr(channelLength) "Standard Deviation" => ta.stdev(baselineData, channelLength) "Gaussian Deviation" => weightArray = array.new_float() totalWeight = 0.0 for i = 0 to channelLength - 1 gaussWeight = math.exp(-math.pow((i / channelLength) / 2, 2)) weightedVariance += math.pow(deviation, 2) * array.get(weightArray, i) math.sqrt(weightedVariance / totalWeight) 🔶 Signal Processing Pipeline Executes a sophisticated 10-step signal generation process including noise filtering, trend reference calculation, structure analysis, momentum component processing, channel boundary determination, trend direction assessment, consensus calculation, confidence scoring, and final signal generation with quality control validation. 🔶 Confidence Transformation System Applies sigmoid transformation functions to raw confidence scores, providing 0-1 normalized confidence ratings with configurable threshold controls. The system uses steepness parameters and center point adjustments to fine-tune signal sensitivity while maintaining statistical robustness across different market conditions. 🔶 Enhanced Visual Presentation Features dynamic color-coded trend lines with adaptive channel fills, enhanced candlestick visualization, and intelligent price-trend relationship mapping. The system provides real-time visual feedback through gradient fills and transparency adjustments that immediately communicate trend strength and direction changes. 🔶 Real-Time Information Dashboard Displays critical trading metrics including market mode classification (Trending/Ranging), structure complexity values, confidence scores, and current signal status. The dashboard updates in real-time with color-coded indicators and numerical precision for instant market condition assessment. 🔶 Intelligent Alert System Generates three distinct alert types: Bullish Signal alerts for uptrend confirmations, Bearish Signal alerts for downtrend confirmations, and Mode Change alerts for market structure transitions. Each alert includes detailed messaging and timestamp information for comprehensive trade management integration. 🔶 Performance Optimization Utilizes efficient array management and conditional processing to maintain smooth operation across all timeframes. The system employs strategic variable caching, optimized loop structures, and intelligent update mechanisms to ensure consistent performance even during high-volatility market conditions. This indicator delivers institutional-grade trend analysis through sophisticated mathematical modelling and multi-stage signal processing. By combining advanced noise reduction, adaptive averaging, intelligent structure analysis, and robust momentum confirmation with dynamic channel adaptation, it provides traders with unparalleled trend following precision. The comprehensive confidence scoring system and real-time market mode classification make it an essential tool for professional traders seeking consistent, high-probability trend following opportunities with mathematical certainty and visual clarity.
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AlphaExtract tarafından
3
Deadband Hysteresis Filter [BackQuant]Deadband Hysteresis Filter What this is This tool builds a “debounced” price baseline that ignores small fluctuations and only reacts when price meaningfully departs from its recent path. It uses a deadband to define how much deviation matters and a hysteresis scheme to avoid rapid flip-flops around the decision boundary. The baseline’s slope provides a simple trend cue, used to color candles and to trigger up and down alerts. Why deadband and hysteresis help They filter micro noise so the baseline does not react to every tiny tick. They stabilize state changes. Hysteresis means the rule to start moving is stricter than the rule to keep holding, which reduces whipsaw. They produce a stepped, readable path that advances during sustained moves and stays flat during chop. How it works (conceptual) At each bar the script maintains a running baseline dbhf and compares it to the input price p . Compute a base threshold baseTau using the selected mode (ATR, Percent, Ticks, or Points). Build an enter band tauEnter = baseTau × Enter Mult and an exit band tauExit = baseTau × Exit Mult where typically Exit Mult < Enter Mult . Let diff = p − dbhf . If diff > +tauEnter , raise the baseline by response × (diff − tauEnter) . If diff < −tauEnter , lower the baseline by response × (diff + tauEnter) . Otherwise, hold the prior value. Trend state is derived from slope: dbhf > dbhf → up trend, dbhf < dbhf → down trend. Inputs and what they control Threshold mode ATR — baseTau = ATR(atrLen) × atrMult . Adapts to volatility. Useful when regimes change. Percent — baseTau = |price| × pctThresh% . Scale-free across symbols of different prices. Ticks — baseTau = syminfo.mintick × tickThresh . Good for futures where tick size matters. Points — baseTau = ptsThresh . Fixed distance in price units. Band multipliers and response Enter Mult — outer band. Price must travel at least this far from the baseline before an update occurs. Larger values reject more noise but increase lag. Exit Mult — inner band for hysteresis. Keep this smaller than Enter Mult to create a hold zone that resists small re-entries. Response — step size when outside the enter band. Higher response tracks faster; lower response is smoother. UI settings Show Filtered Price — plots the baseline on price. Paint candles — colors bars by the filtered slope using your long/short colors. How it can be used Trend qualifier — take entries only in the direction of the baseline slope and skip trades against it. Debounced crossovers — use the baseline as a stabilized surrogate for price in moving-average or channel crossover rules. Trailing logic — trail stops a small distance beyond the baseline so small pullbacks do not eject the trade. Session aware filtering — widen Enter Mult or switch to ATR mode for volatile sessions; tighten in quiet sessions. Parameter interactions and tuning Enter Mult vs Response — both govern sensitivity. If you see too many flips, increase Enter Mult or reduce Response. If turns feel late, do the opposite. Exit Mult — widening the gap between Enter and Exit expands the hold zone and reduces oscillation around the threshold. Mode choice — ATR adapts automatically; Percent keeps behavior consistent across instruments; Ticks or Points are useful when you think in fixed increments. Timeframe coupling — on higher timeframes you can often lower Enter Mult or raise Response because raw noise is already reduced. Concrete starter recipes General purpose — ATR mode, atrLen=14 , atrMult=1.0–1.5 , Enter=1.0 , Exit=0.5 , Response=0.20 . Balanced noise rejection and lag. Choppy range filter — ATR mode, increase atrMult to 2.0, keep Response≈0.15 . Stronger suppression of micro-moves. Fast intraday — Percent mode, pctThresh=0.1–0.3 , Enter=1.0 , Exit=0.4–0.6 , Response=0.30–0.40 . Quicker turns for scalping. Futures ticks — Ticks mode, set tickThresh to a few spreads beyond typical noise; start with Enter=1.0 , Exit=0.5 , Response=0.25 . Strengths Clear, explainable logic with an explicit noise budget. Multiple threshold modes so the same tool fits equities, futures, and crypto. Built-in hysteresis that reduces flip-flop near the boundary. Slope-based coloring and alerts that make state changes obvious in real time. Limitations and notes All filters add lag. Larger thresholds and smaller response trade faster reaction for fewer false turns. Fixed Points or Ticks can under- or over-filter when volatility regime shifts. ATR adapts, but will also expand bands during spikes. On extremely choppy symbols, even a well tuned band will step frequently. Widen Enter Mult or reduce Response if needed. This is a chart study. It does not include commissions, slippage, funding, or gap risks. Alerts DBHF Up Slope — baseline turns from down to up on the latest bar. DBHF Down Slope — baseline turns from up to down on the latest bar. Implementation details worth knowing Initialization sets the baseline to the first observed price to avoid a cold-start jump. Slope is evaluated bar-to-bar. The up and down alerts check for a change of slope rather than raw price crossings. Candle colors and the baseline plot share the same long/short palette with transparency applied to the line. Practical workflow Pick a mode that matches how you think about distance. ATR for volatility aware, Percent for scale-free, Ticks or Points for fixed increments. Tune Enter Mult until the number of flips feels appropriate for your timeframe. Set Exit Mult clearly below Enter Mult to create a real hold zone. Adjust Response last to control “how fast” the baseline chases price once it decides to move. Final thoughts Deadband plus hysteresis gives you a principled way to “only care when it matters.” With a sensible threshold and response, the filter yields a stable, low-chop trend cue you can use directly for bias or plug into your own entries, exits, and risk rules.
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BackQuant tarafından
8
Futty (Futures Lot Calculator)Futty – Futures Risk & Position Sizing Tool Futty is a risk management and position sizing indicator designed for futures traders. It automatically detects the dollar value per point for popular CME futures (Equity, Forex, Commodities, Bonds, Metals, etc.) and helps you calculate the optimal lot size based on: Account size 💰 Risk percentage (%) Entry, Stop Loss, and Take Profit levels The indicator plots Entry, SL, and TP zones on the chart, shows risk/reward labels, and provides a clean info table displaying account size, risk %, dollar per point, cash at risk, and recommended lot size. With Futty, you can trade with clarity, knowing your exact risk exposure and position size before entering any futures trade.
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Vignesh_Baskar tarafından
Smart Volume [Volume Hub]Smart Volume is a custom indicator designed to highlight meaningful changes in market activity by measuring how current volume compares to historical averages. Instead of looking at raw volume alone, it calculates how many standard deviations above or below the mean a bar’s volume is. This makes it possible to identify unusual activity (accumulation, distribution, breakouts, or fakeouts) that might not be visible just by looking at candle size or price action. The script classifies each bar’s volume into zones: 🔴 Extra High: 4× or more standard deviations above average 🟠 High: 2.5× above average 🟡 Medium: 1× above average 🔵 Normal: around average 🟢 Low: below average Each classification has its own color, which is applied directly to the volume histogram. This provides a quick “heatmap” effect so traders can instantly see when markets are entering phases of unusually high or unusually low participation. 🔑 How It Works The script computes a moving average of volume over the last 610 bars. It calculates the standard deviation of volume over the same lookback. For each bar, it measures how far that bar’s volume is from the average, expressed in multiples of standard deviation. Depending on the zone it falls into (low, normal, medium, high, or extra high), the bar is colored accordingly. Background heatmap zones and threshold lines can optionally be displayed to help visualize where each threshold lies. This approach goes beyond raw volume numbers by showing relative extremes. For example, a 50K-volume bar on one market might mean nothing, but if it’s 4 standard deviations higher than usual, it’s an “extra high” signal of market participation. 📌 How to Use It Look for clusters of extra-high volume bars to spot institutional activity or breakout confirmation. Use low-volume areas to identify possible consolidations, false breakouts, or lack of conviction. Combine with your trend or price-action tools: e.g., if price breaks resistance on extra high volume, the move is more likely valid. Works across all markets (stocks, forex, crypto, futures) and timeframes. ⚠️ Disclaimer This script does not generate buy/sell signals. It is a volume analysis tool to help identify areas of high or low activity. Always combine with proper risk management and other forms of analysis.
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FXGOD22 tarafından
2ATR / Close %Certainly. Here is the English version of the indicator description you requested. --- ### **2ATR Stop-Loss Ratio** This indicator provides a straightforward calculation of **what percentage a 2ATR (Average True Range) move represents relative to the current price**. It's a specialized tool designed to help traders set dynamic, volatility-based stop-loss levels. --- ### **Purpose of the Indicator** Many traders use a **2ATR** as their standard for setting a stop-loss, believing it's a good measure of a stock's typical movement. However, it can be difficult to quickly determine the exact percentage a 2ATR drop represents from the current price. This indicator solves that problem by giving you a clear, single number that shows the **anticipated percentage loss before you even enter a position**. --- ### **How It Works** The indicator is calculated using a simple formula: **(2 * ATR(20) / Current Price) * 100** * `ATR(20)`: The Average True Range over the last 20 periods. This period can be customized in the indicator's settings. * `Current Price`: The closing price at the time of calculation. --- ### **How to Use It** * **Assess Risk**: A higher number on the indicator means greater volatility, indicating a wider stop-loss range. * **Set a Stop-Loss**: If the indicator shows **3%**, it means a 2ATR move is roughly a 3% change from the current price. This gives you a clear understanding of the potential loss. * **Adjust Position Size**: If the potential percentage loss is larger than you're comfortable with, you can use this information to reduce your position size, effectively managing your risk. This tool is especially useful for trading highly volatile stocks, as it helps you establish a clear and effective risk management strategy.
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freegor919 tarafından
1
Artharjan Heiken Ashi Super TrendArtharjan Heiken Ashi SuperTrend (AHAST) The Artharjan Heiken Ashi SuperTrend (AHAST) indicator is a refined version of the classic SuperTrend tool, designed for traders who wish to blend trend-following logic with the smoothing effects of Heiken Ashi candles. This script not only highlights market trends but also introduces multi-timeframe filtering, visual cues, and alerts for sharper decision-making. 🔑 Key Features Heiken Ashi Integration Option to calculate trends using standard candles or Heiken Ashi candles. Provides smoother visualization, reducing noise. Flexible ATR Calculation Choose between RMA (default) and SMA for ATR computation. Option to switch between traditional ATR and Heiken Ashi-based ATR. Customizable Inputs ATR length, multiplier factor, trend colors, and higher-timeframe filters are all user-configurable. Debug mode available for internal verification. Visual Enhancements Dynamic background highlighting to clearly distinguish bullish vs bearish phases. Fill plots that emphasize ongoing trends. Buy and Sell signal markers with optional on/off toggle. Multi-Timeframe (MTF) Filter Fetches higher timeframe (e.g., Weekly) Heiken Ashi values. Detects bullish and bearish flips on higher timeframe trends. Overlay highlights to align lower timeframe trades with broader market direction. Alerts & Automation Alerts available for: Buy / Sell triggers Direction changes Higher timeframe bullish or bearish flips Compatible with TradingView alerts for automated workflows. ⚙️ How It Works Core Trend Logic The script calculates the median price of Heiken Ashi highs and lows. SuperTrend bands (up and dn) are adjusted using ATR. A bullish or bearish state is determined based on price closing above or below these bands. Signal Generation Buy Signal: Trend flips from bearish (-1) to bullish (+1). Sell Signal: Trend flips from bullish (+1) to bearish (-1). Signals can be plotted as circles, labels, or both depending on configuration. MTF SuperTrend Parallel SuperTrend calculation on a higher timeframe (user-selected). Detects bullish flip (HTF ↑) or bearish flip (HTF ↓). Highlights the chart background with higher timeframe color filters when enabled. Debug Mode Turns on background shading to indicate whether Heiken Ashi or regular candles are in use. Helps verify internal logic for advanced users. 🎨 Visualization Example Green Highlight / Fill → Active bullish trend Red Highlight / Fill → Active bearish trend Light Blue / Gray Highlights → Higher timeframe bullish / bearish alignment Buy / Sell Labels → Clear entry or exit cues, aligned with the trend 🚨 Practical Usage Swing Traders: Use higher timeframe filters (e.g., Weekly) to align intraday signals with broader market direction. Intraday Traders: Focus on Heiken Ashi smoothing to avoid whipsaws in volatile sessions. Options Traders: Combine bullish/bearish flips with option strategies (e.g., Calls/Puts) to gain directional exposure. ✅ Final Thoughts The Artharjan Heiken Ashi SuperTrend (AHAST) is not just another SuperTrend indicator—it’s a versatile trading companion. By merging classic ATR-based logic with Heiken Ashi smoothing and multi-timeframe confirmation, this tool equips traders with early signals, trend clarity, and strong alignment across timeframes. Use it with discipline, combine it with your trading framework, and let it sharpen your edge in the markets. With Thanks, Rrahul Desai @Artharjan
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rsdesai005 tarafından
NY Anchored VWAP and Auto SMANY Anchored VWAP and Auto SMA This script is a versatile trading indicator for the TradingView platform that combines two powerful components: a New York-anchored Volume-Weighted Average Price (VWAP) and a dynamic Simple Moving Average (SMA). Designed for traders who utilize VWAP for intraday trend analysis, this tool provides a clear visual representation of average price and volatility-adjusted moving averages, generating automated alerts for key crossover signals. Indicator Components 1. NY Anchored VWAP The VWAP is a crucial tool that represents the average price of a security adjusted for volume. This version is "anchored" to the start of the New York trading session, resetting at the beginning of each new session. This provides a clean, session-specific anchor point to gauge market sentiment and trend. The VWAP line changes color to reflect its slope: Green: When the VWAP is trending upwards, indicating a bullish bias. Red: When the VWAP is trending downwards, indicating a bearish bias. 2. Auto SMA The Auto SMA is a moving average with a unique twist: its lookback period is not fixed. Instead, it dynamically adjusts based on market volatility. The script measures volatility using the Average True Range (ATR) and a Z-Score calculation. When volatility is expanding, the SMA's length shortens, making it more sensitive to recent price changes. When volatility is contracting, the SMA's length lengthens, smoothing out the price action to filter out noise. This adaptive approach allows the SMA to react appropriately to different market conditions. Suggested Trading Strategy This indicator is particularly effective when used on a one-minute chart for identifying high-probability trade entries. The core of the strategy is to trade the crossover between the VWAP and the Auto SMA, with confirmation from a candle close. The strategy works best when the entry signal aligns with the overall bias of the higher timeframe market structure. For example, if the daily or 4-hour chart is in an uptrend, you would look for bullish signals on the one-minute chart. Bullish Entry Signal: A potential entry is signaled when the VWAP crosses above the Auto SMA, and is confirmed when the one-minute candle closes above both the VWAP and the SMA. This indicates a potential continuation of the bullish momentum. Bearish Entry Signal: A potential entry is signaled when the VWAP crosses below the Auto SMA, and is confirmed when the one-minute candle closes below both the VWAP and the SMA. This indicates a potential continuation of the bearish momentum. The built-in alerts for these crossovers allow you to receive notifications without having to constantly monitor the charts, ensuring you don't miss a potential setup.
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immediatePerso44773 tarafından