Soportes y Resistencias por Máximo Rebote con FiltroSoporte y resistencia con opción a filtros de fuerza
Hacim
Wavelet-Trend ML Integration [Alpha Extract]Alpha-Extract Volatility Quality Indicator
The Alpha-Extract Volatility Quality (AVQ) Indicator provides traders with deep insights into market volatility by measuring the directional strength of price movements. This sophisticated momentum-based tool helps identify overbought and oversold conditions, offering actionable buy and sell signals based on volatility trends and standard deviation bands.
🔶 CALCULATION
The indicator processes volatility quality data through a series of analytical steps:
Bar Range Calculation: Measures true range (TR) to capture price volatility.
Directional Weighting: Applies directional bias (positive for bullish candles, negative for bearish) to the true range.
VQI Computation: Uses an exponential moving average (EMA) of weighted volatility to derive the Volatility Quality Index (VQI).
Smoothing: Applies an additional EMA to smooth the VQI for clearer signals.
Normalization: Optionally normalizes VQI to a -100/+100 scale based on historical highs and lows.
Standard Deviation Bands: Calculates three upper and lower bands using standard deviation multipliers for volatility thresholds.
Signal Generation: Produces overbought/oversold signals when VQI reaches extreme levels (±200 in normalized mode).
Formula:
Bar Range = True Range (TR)
Weighted Volatility = Bar Range × (Close > Open ? 1 : Close < Open ? -1 : 0)
VQI Raw = EMA(Weighted Volatility, VQI Length)
VQI Smoothed = EMA(VQI Raw, Smoothing Length)
VQI Normalized = ((VQI Smoothed - Lowest VQI) / (Highest VQI - Lowest VQI) - 0.5) × 200
Upper Band N = VQI Smoothed + (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
Lower Band N = VQI Smoothed - (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
🔶 DETAILS
Visual Features:
VQI Plot: Displays VQI as a line or histogram (lime for positive, red for negative).
Standard Deviation Bands: Plots three upper and lower bands (teal for upper, grayscale for lower) to indicate volatility thresholds.
Reference Levels: Horizontal lines at 0 (neutral), +100, and -100 (in normalized mode) for context.
Zone Highlighting: Overbought (⋎ above bars) and oversold (⋏ below bars) signals for extreme VQI levels (±200 in normalized mode).
Candle Coloring: Optional candle overlay colored by VQI direction (lime for positive, red for negative).
Interpretation:
VQI ≥ 200 (Normalized): Overbought condition, strong sell signal.
VQI 100–200: High volatility, potential selling opportunity.
VQI 0–100: Neutral bullish momentum.
VQI 0 to -100: Neutral bearish momentum.
VQI -100 to -200: High volatility, strong bearish momentum.
VQI ≤ -200 (Normalized): Oversold condition, strong buy signal.
🔶 EXAMPLES
Overbought Signal Detection: When VQI exceeds 200 (normalized), the indicator flags potential market tops with a red ⋎ symbol.
Example: During strong uptrends, VQI reaching 200 has historically preceded corrections, allowing traders to secure profits.
Oversold Signal Detection: When VQI falls below -200 (normalized), a lime ⋏ symbol highlights potential buying opportunities.
Example: In bearish markets, VQI dropping below -200 has marked reversal points for profitable long entries.
Volatility Trend Tracking: The VQI plot and bands help traders visualize shifts in market momentum.
Example: A rising VQI crossing above zero with widening bands indicates strengthening bullish momentum, guiding traders to hold or enter long positions.
Dynamic Support/Resistance: Standard deviation bands act as dynamic volatility thresholds during price movements.
Example: Price reversals often occur near the third standard deviation bands, providing reliable entry/exit points during volatile periods.
🔶 SETTINGS
Customization Options:
VQI Length: Adjust the EMA period for VQI calculation (default: 14, range: 1–50).
Smoothing Length: Set the EMA period for smoothing (default: 5, range: 1–50).
Standard Deviation Multipliers: Customize multipliers for bands (defaults: 1.0, 2.0, 3.0).
Normalization: Toggle normalization to -100/+100 scale and adjust lookback period (default: 200, min: 50).
Display Style: Switch between line or histogram plot for VQI.
Candle Overlay: Enable/disable VQI-colored candles (lime for positive, red for negative).
The Alpha-Extract Volatility Quality Indicator empowers traders with a robust tool to navigate market volatility. By combining directional price range analysis with smoothed volatility metrics, it identifies overbought and oversold conditions, offering clear buy and sell signals. The customizable standard deviation bands and optional normalization provide precise context for market conditions, enabling traders to make informed decisions across various market cycles.
Prev Week POC Buy/Sell Signals
Hi, I’m Edward. I created a straightforward strategy for swing traders (4hr or 8hr timeframe users). This strategy is for traders that are not interested to look at charts all day long, 2 times a day max, but still be profitable.
The indicator:
Print a buy signal when the price closes above the previous week's Point of Control (POC).
Stay in the trade until the price closes below the previous week's POC, then print a sell signal.
The indicator calculates the weekly POC using a basic volume profile method, then tracks the previous week's POC for signals.
Previous week POC is valid from Monday to Thursday. By close of business on Thursday, the current week trend and POC should be well established and should be used make buy or sell decisions. Enjoy!
GCM Heikin Ashi with PivotsTitle: GCM Heikin Ashi with Pivots
Description:
Overview
This indicator provides a powerful combination of trend visualization, precise reversal signals, and volume confirmation in a clean, customizable sub-chart. It is designed to help traders identify trend momentum using Heikin Ashi candles, pinpoint confirmed swing highs and lows (pivots), and spot surges in buying pressure with our unique Volume Rate-of-Change (VROC) highlighter.
The key feature of this script is its non-repainting pivot signals. A pivot high or low is only confirmed and plotted after a specific number of subsequent bars have closed, ensuring the signals are reliable and do not change after they appear.
Key Features
Heikin Ashi Sub-Chart: Displays smoothed Heikin Ashi candles in a separate pane to clearly visualize trend strength and direction without cluttering the main price chart.
Non-Repainting Pivot Signals: Uses ta.pivothigh and ta.pivotlow to identify confirmed swing points. The signals will not repaint or move once they are printed on the chart.
Smart Volume Spike Analysis (VROC): A Heikin Ashi candle will be highlighted in a distinct bright green (#2dff00) when the volume increases significantly on a bullish price candle. This "volume-confirmed" candle can signal strong conviction behind a move.
Complete Label Customization: Take full control over the look and feel of your signals:
Label Mode: Choose between "High & Low" (H/L) or "Buy & Sell" (B/S) to match your trading terminology.
Custom Colors: Set unique colors for both the high and low pivot labels.
Label Style: Select from various shapes like boxes, circles, diamonds, or squares.
Label Size: Adjust the size of the labels from Tiny to Huge for perfect visibility.
Adjustable Pivot Sensitivity: Fine-tune the pivot detection algorithm by setting the number of bars required to the left (strength) and right (confirmation) of a pivot point.
How to Use & Interpret the Signals
Assess the Trend with Heikin Ashi:
A series of green HA candles with little to no lower wicks indicates strong bullish momentum.
A series of red HA candles with little to no upper wicks indicates strong bearish momentum.
Look for Volume Confirmation:
A bright green highlighted candle signals a surge in buying pressure (VROC spike). This adds significant weight to bullish moves and can act as a leading indicator for a new leg up.
Identify Entry/Exit Points with Pivot Labels:
An "L" or "B" label marks a confirmed swing low. This is a potential buying opportunity, especially if it is followed by green Heikin Ashi candles and, ideally, a bright green VROC spike candle.
An "H" or "S" label marks a confirmed swing high. This is a potential selling/shorting opportunity, especially as HA candles turn red.
Example Strategy (High-Confluence)
A powerful way to use this indicator is to look for a sequence of events:
Wait for a "Buy" (B) or "Low" (L) signal to appear, confirming a bottom has likely formed.
Wait for the first bright green VROC spike candle to appear after the signal. This confirms that buyers are stepping in with conviction.
Consider an entry based on this high-confluence setup, using the swing low as a potential stop-loss area.
Settings Explained
Pivot Detection:
Left Bars (Strength): Number of bars to the left of a pivot. A higher number finds more significant pivots.
Right Bars (Confirmation): Number of bars to the right required to confirm a pivot. This creates a lag for reliability.
Volume Spike Detection (VROC):
Enable Volume Spike Highlighting: Turn the bright green candle highlight on or off.
VROC Length: The lookback period for calculating the volume's rate of change.
VROC Threshold %: The percentage volume must increase to trigger a highlight.
Label Customization:
Label Text Mode: Choose between "High & Low" or "Buy & Sell".
Label Color, Style, and Size: Full cosmetic control for the pivot labels.
Final Note
This indicator is a tool to aid in technical analysis and should not be used as a standalone trading system. Always use it in conjunction with other analysis methods, proper risk management, and a sound trading plan.
Enjoy!
AMT Regime-Switch Long/ShortAMT Switch Long / Short.
Pos. Taking
Up‑triangles (green) = Long entry signals
Down‑triangles (red) = Short entry signals
Green background = Trending regime (ATR above its MA and volatility in top 40 %).
Orange background = Ranging regime (ATR below MA and vol in bottom 40 %).
No shading = Transition zone (mixed regime).
This tells you which sub‑strategy is active.
Pos. Taking
Up‑triangles (green) = Long entry signals
Down‑triangles (red) = Short entry signals
ONE Highest Volume Green Candle (5/15-min)This indicator does a very simple job. It just highlight the volume bar with highest volume in 5 minute and 15 minute time frame. This volume bar does act as exhaustion and the trend may change depending on the time of the chart.
Volume bars related candles high can be broken if the market just opened. and if this is formed after few candles then the trend may change.
Triple Confirmation Trend FollowerHere's a robust trading strategy combining *trend following, **momentum confirmation, and **risk management* principles. This strategy uses widely available technical indicators and can be applied to stocks, forex, or commodities (adjust parameters per asset class).
---
### *Strategy: Triple-Confirmation Trend Follower*
*Core Components:*
1. *Trend Filter* (EMA 50 & EMA 200)
2. *Entry Signal* (MACD + Stochastic Oscillator)
3. *Exit Signal* (Chandelier Exit for trailing stop)
4. *Risk Management* (Fixed % risk per trade)
---
#### *Step 1: Trend Identification (Daily Chart)*
- *Bullish Trend Condition:*
EMA(50) > EMA(200)
Rationale: Only trade in the direction of the primary trend.
- *Bearish Trend Condition:*
EMA(50) < EMA(200)
---
#### *Step 2: Entry Signals (4-Hour Chart)*
*Long Entry (All must align):*
1. MACD (12,26,9) crosses *above* signal line.
2. Stochastic Oscillator (14,3,3) crosses *above 20* (oversold rebound).
3. Price closes *above EMA(50)* on the 4H chart.
*Short Entry (All must align):*
1. MACD crosses *below* signal line.
2. Stochastic crosses *below 80* (overbought rejection).
3. Price closes *below EMA(50)* on the 4H chart.
---
#### *Step 3: Exit Strategy*
- *Profit-Taking:*
- Close 50% at *1:1 Risk-Reward Ratio*.
- Trail remainder using *Chandelier Exit (22-period, 3x ATR)*.
- *Stop Loss:*
- Place stop at *entry price - (3x ATR(14))* for longs (vice versa for shorts).
---
#### *Step 4: Risk Management*
- *Per-Trade Risk:* Never risk > *1% of account equity*.
Position Size = (1% Account Equity) / (Entry - Stop Loss)
- *Maximum Drawdown Control:* Halt trading after *6% monthly loss*.
- *Trade Frequency:* Max 3 open positions simultaneously.
---
### *Example Trade (Long)*
| *Parameter* | *Value* |
|----------------------|--------------------|
| Asset | EUR/USD |
| Account Equity | $10,000 |
| Entry Price | 1.0850 |
| Stop Loss (3x ATR) | 1.0800 (50 pips) |
| Position Size | (0.01 × $10k) / 50 = $2 (2 micro lots) |
| Take Profit 1 | 1.0900 (50 pips) → Close 50% |
| Take Profit 2 | Trail with Chandelier Exit |
---
### *Key Advantages*
1. *Trend Alignment:* Avoids counter-trend trades.
2. *Triple Confirmation:* Reduces false signals.
3. *Dynamic Exits:* Locks in profits during trends.
4. *Capital Preservation:* Strict risk controls.
### *Backtesting & Optimization*
- Test on 5+ years of data (adjust EMA/MACD periods per asset volatility).
- Ideal assets: *EUR/USD, **Gold, **S&P 500 ETFs* (high liquidity).
- Win rate: ~55-65% with 1.5:1 avg reward:risk in trending markets.
✅ Trend Predictor with Breakout and Volume FlowComponents & What Each One Does:
1. Rate of Change (ROC) – Momentum Direction
• Measures the % change in price over a recent period.
• Helps confirm whether price momentum is positive (bullish) or negative (bearish).
2. ADX (Average Directional Index) – Trend Strength
• Tells how strong the current trend is.
• You set the threshold to detect only when the trend is strong enough (default: 15, loosened for more signals).
3. Volume Filter (vs. MA) – Confirm Real Activity
• Confirms breakouts are supported by higher-than-usual volume.
• You use volume > 0.8 × volume average — a looser filter to show more setups.
4. Chaikin Money Flow (CMF) – Smart Money Buying or Selling
• Measures volume-weighted accumulation/distribution over time.
• Helps detect money inflow/outflow, supporting or rejecting trend changes.
5. RSI (Relative Strength Index) – Overbought/Oversold Risk
• Momentum indicator to spot potential reversals from extremes.
• You now have a solid green horizontal line at 30 (oversold), and a red one at 70 (overbought).
6. Bollinger Band vs. Keltner Channel (Squeeze Detection) – Volatility Contraction
• Detects when price volatility compresses, creating a “squeeze”.
• Squeeze zones are shown with a purple background (lightened for visibility).
• These zones often precede explosive moves.
7. Inside Bar Breakout – Price Action Setup
• Looks for candles with lower high and higher low (inside bar), then a breakout of that range.
• This acts as a price action trigger to validate entry.
Volatility RSI Breakout + Volume Filter [v6]This indicator is designed for my dca bot as entry signal. It combines four key conditions to generate high-probability buy/sell signals:
RSI Momentum Filter – Detects early strength or weakness before extreme overbought/oversold levels.
Bollinger Band Breakout – Confirms price expansion beyond recent volatility ranges.
Volume Spike Filter – Ensures breakout moves are supported by increased trader activity.
ATR Volatility Threshold – Trades are only allowed in sufficiently volatile environments.
The indicator plots:
Buy/Sell labels directly on the chart when all conditions are met.
RSI + EMA/WMA + MACD + Volume/OBV (Tùy chỉnh đầy đủ)🧭 Indicator Name: RSI + EMA/WMA + MACD + Volume/OBV (Fully Customizable)
🔍 Purpose:
This indicator combines several key technical analysis tools in one custom panel (separate tab):
RSI with EMA & WMA smoothing
MACD + divergence detection
Volume or OBV Oscillator (toggle option)
Complete input customization for all components
📐 Included Components:
✅ RSI + EMA/WMA
RSI calculated with user-defined period (default: 7)
Two moving averages applied to RSI:
EMA (default: 9)
WMA (default: 45)
Both plotted on the RSI chart
RSI background zone colors:
Overbought/oversold: 80/70 and 30/20
Neutral zone: 40–60 gray background
✅ EMA vs WMA Cross Alerts on RSI
Alert when WMA crosses above EMA (bullish)
Alert when WMA crosses below EMA (bearish)
✅ MACD
MACD line = EMA(fast) − EMA(slow)
Signal line = EMA(MACD)
Histogram = MACD − Signal
Optional bullish and bearish divergence detection using lookback candles
✅ Volume or OBV Oscillator
Choose between:
Standard volume histogram, or
OBV Oscillator (EMA(12) − EMA(26) of OBV)
⚙️ Customizable Inputs:
You can modify:
RSI length
EMA/WMA length for RSI
MACD fast/slow/signal lengths
Divergence lookback candles
Choose to show/hide: RSI, EMA, WMA, MACD, Volume, or OBV Oscillator
📌 Display Info:
This indicator plots in a separate pane, not overlayed on price
Clear visual styling for analysis zones, lines, and histograms
Works well with other overlayed indicators like multi-timeframe dashboards
Would you like a merged version of this with your RSI Multi-Timeframe Table on chart?
Let me know and I’ll combine them cleanly into one script.
RSI & EMA/WMA trạng thái đa khung (nâng cấp)🧠 Main Function
This indicator helps you track the relationship between RSI, EMA, and WMA across multiple timeframes, all displayed in a visual table overlayed on the price chart.
📋 Displayed Components
Row Content
🟦 Row 1 Timeframe labels: 1m, 5m, 15m, 1h, 4h, 1D, 4D
🟩 Row 2 Colored dot for RSI status:
– 🟢 RSI is above both EMA and WMA
– 🔴 RSI is below both EMA and WMA
– 🟡 RSI is between EMA and WMA
📈 Row 3 Actual RSI value on that timeframe
🟠 Row 4 Colored dot for EMA vs WMA position:
– 🟢 EMA is above WMA
– 🔴 EMA is below WMA
– ⚪ EMA is nearly equal to WMA
🔤 Row 5 Which moving average is on top: shows "EMA" or "WMA"
⚙️ Custom Inputs
In the input panel, you can adjust:
RSI length (default: 14)
EMA length (default: 9) → Treated as fast MA
WMA length (default: 45) → Treated as slow MA
Custom colors for all status dots (RSI position & EMA/WMA position)
⏱️ Supported Timeframes
1m, 5m, 15m, 1h, 4h, 1D, 4D
→ You can modify these as needed.
✅ Practical Uses
Quickly monitor RSI trends across multiple timeframes
Identify when RSI is trending strong or weakening
Visually track crossovers between fast and slow MAs
Supports faster, clearer trading decisions
SHA Multi Pivot Points -v1.0.0🔎Using Pivot Points in Trading
Traders use PPs to help determine predefined support and resistance levels to guide their trading strategies. In addition, traders identify potential price reversals, trend direction, and breakout opportunities:
Trend identification: PPs act as a reference level to gauge market sentiment. If the price opens above the PP and remains above it, traders interpret this as an uptrend. Conversely, if the price opens below the pivot point and stays below, it suggests a downtrend.
Support and resistance determination: Pivot levels are natural barriers where price reactions frequently occur. Traders may enter long positions near support levels, expecting a price bounce, or if the price approaches resistance levels, traders may consider shorting the asset.
Breakout trading: When the price breaks above resistance or support, it may indicate strong momentum for further movement.
Reversal identification: Traders also look for failed breakouts or price rejections at pivot levels to anticipate reversals.
Trading strategy combinations: Traders can improve accuracy by combining PPs with other technical analysis indicators.
1. Camarilla Pivot Points
📌 Overview:
Developed by Nick Scott in 1989, Camarilla Pivot Points are designed for short-term, intraday trading. Unlike traditional pivots, Camarilla levels are tighter and more responsive, making them useful in volatile markets.
📐 Key Levels:
It generates eight levels:
- Resistance: Initial Level (R1), Mid-range Level (R2), Sell Reversal Level (R3), Breakout Level (R4)
- Support: Initial Level (S1), Mid-range Level (S2), Buy Reversal Level (S3), Breakout Level (S4)
✅ How to Use:
- S1/R1 + RSI or volume divergence to confirm weak momentum and early reversals.
- S2/R2 with price action patterns to enter early on major moves before L3/H3 get tested.
- S3/R3: Mean-reversion zones → price often reverses.
- Break of S4/R4: Strong breakout → trend-following signal.
- Combine with volume or candlestick confirmation for entries.
🔹 2. Floor (Standard) Pivot Points
📌 Overview:
This is the most traditional pivot method, widely used by floor traders. It’s symmetrical and provides a clear central pivot point with equally spaced support and resistance levels.
📐 Key Levels:
- Povit Points : Average price (PPs)
- Resistance : First price ceiling (R1), Stronger ceiling (R2), Extreme resistance (R3)
- Support : First price floor (S1), Stronger floor (S2), Extreme support (S3)
✅ How to Use:
- Above PPs = bullish bias; Below PPs = bearish bias.
- S1/R1 are most used for intraday targets.
- S2–S3/R2–R3 indicate potential extreme moves.
- Often used in combination with momentum indicators.
🔹 3. Woodie Pivot Points
📌 Overview:
Woodie’s pivot formula gives double weight to the closing price, emphasizing the most recent session's sentiment.
📐 Key Levels:
- Povit Points : Weighted average (PPs)
- Resistance : First price ceiling (R1), Stronger resistance (R2)
- Support : First price floor (S1), Stronger support (S2)
✅ How to Use:
- Works best in fast-moving markets.
- PPs acts as a momentum-based balance level.
- Good for scalpers and momentum traders.
🔹 4. Fusion Pivot Points
📌 Overview:
This method differs significantly — it calculates only one support and one resistance level, adjusting based on the relationship between the open and close.
📐 Key Levels:
- Povit Points : Single directional (PPs)
- Resistance : Potential ceiling (R)
- Support : Potential floor (S)
✅ How to Use:
- Not symmetrical → more responsive to price behavior.
- Best for breakout or reversal strategies.
- Use when you're expecting directional momentum.
🔹 5. Classic Pivot Points (Traditional)
📌 Overview:
Also known as Standard or Traditional Pivot Points, this is the default method used by most charting platforms. It offers a balanced and simple framework.
📐 Key Levels:
- Povit Points : Central price level (PPs)
- Resistance : First ceiling (R1), Stronger resistance (R2), Extreme resistance (R3)
- Support : First floor (S1), Stronger floor (S2), Extreme support (S3)
✅ How to Use:
- PPs is the market’s equilibrium point.
- Helps define market structure, bias, and trade zones.
- Combine with order blocks, RSI, or MACD for confirmation.
📊 Summary Comparison :
1. Camarilla Pivot Points
- Focus : Mean Reversion & Breakouts
- Best Use : Scalping, Day Trading
2. Floor Pivot Points
- Focus : General Support/Resistance
- Best Use : Intraday, Swing
3. Woodie Pivot Points
- Focus : Recent Close Emphasis
- Best Use : Momentum Trading
4. Fusion Pivot Points
- Focus : Trend/Breakout
- Best Use : Directional Breakouts
5. Classic Povit Points
- Focus : Market Structure
- Best Use : General Use
⚠️ Disclaimer
The information and tools provided in this script are for educational and informational purposes only. They do not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instrument.
Trading in the financial markets involves risk of loss and is not suitable for every investor. You are solely responsible for your trading decisions. Always do your own research, use proper risk management, and consult a licensed financial advisor before making any financial decisions.
Timeshifter Triple Timeframe Strategy w/ SessionsOverview
The "Enhanced Timeshifter Triple Timeframe Strategy with Session Filtering" is a sophisticated trading strategy designed for the TradingView platform. It integrates multiple technical indicators across three different timeframes and allows traders to customize their trading Sessions. This strategy is ideal for traders who wish to leverage multi-timeframe analysis and session-based trading to enhance their trading decisions.
Features
Multi-Timeframe Analysis and direction:
Higher Timeframe: Set to a daily timeframe by default, providing a broader view of market trends.
Trading Timeframe: Automatically set to the current chart timeframe, ensuring alignment with the trader's primary analysis period.
Lower Timeframe: Set to a 15-minute timeframe by default, offering a granular view for precise entry and exit points.
Indicator Selection:
RMI (Relative Momentum Index): Combines RSI and MFI to gauge market momentum.
TWAP (Time Weighted Average Price): Provides an average price over a specified period, useful for identifying trends.
TEMA (Triple Exponential Moving Average): Reduces lag and smooths price data for trend identification.
DEMA (Double Exponential Moving Average): Similar to TEMA, it reduces lag and provides a smoother trend line.
MA (Moving Average): A simple moving average for basic trend analysis.
MFI (Money Flow Index): Measures the flow of money into and out of a security, useful for identifying overbought or oversold conditions.
VWMA (Volume Weighted Moving Average): Incorporates volume data into the moving average calculation.
PSAR (Parabolic SAR): Identifies potential reversals in price movement.
Session Filtering:
London Session: Trade during the London market hours (0800-1700 GMT+1).
New York Session: Trade during the New York market hours (0800-1700 GMT-5).
Tokyo Session: Trade during the Tokyo market hours (0900-1800 GMT+9).
Users can select one or multiple sessions to align trading with specific market hours.
Trade Direction:
Long: Only long trades are permitted.
Short: Only short trades are permitted.
Both: Both long and short trades are permitted, providing flexibility based on market conditions.
ADX Confirmation:
ADX (Average Directional Index): An optional filter to confirm the strength of a trend before entering a trade.
How to Use the Script
Setup:
Add the script to your TradingView chart.
Customize the input parameters according to your trading preferences and strategy requirements.
Indicator Selection:
Choose the primary indicator you wish to use for generating trading signals from the dropdown menu.
Enable or disable the ADX confirmation based on your preference for trend strength analysis.
Session Filtering:
Select the trading sessions you wish to trade in. You can choose one or multiple Sessions based on your trading strategy and market focus.
Trade Direction:
Set your preferred trade direction (Long, Short, or Both) to align with your market outlook and risk tolerance. You can use this feature to gauge the market and understand the possible directions.
Tips for Profitable and Safe Trading:
Recommended Timeframes Combination:
LT: 1m , CT: 5m, HT: 1H
LT: 1-5m , CT: 15m, HT: 4H
LT: 5-15m , CT: 4H, HT: 1W
Backtesting:
Always backtest the strategy on historical data to understand its performance under various market conditions.
Adjust the parameters based on backtesting results to optimize the strategy for your specific trading style.
Risk Management:
Use appropriate risk management techniques, such as setting stop-loss and take-profit levels, to protect your capital.
Avoid over-leveraging and ensure that you are trading within your risk tolerance.
Market Analysis:
Combine the script with other forms of market analysis, such as fundamental analysis or market sentiment, to make well-rounded trading decisions.
Stay informed about major economic events and news that could impact market volatility and trading sessions.
Continuous Monitoring:
Regularly monitor the strategy's performance and make adjustments as necessary.
Keep an eye on the results and settings for real-time statistics and ensure that the strategy aligns with current market conditions.
Education and Practice:
Continuously educate yourself on trading strategies and market dynamics.
Practice using the strategy in a demo account before applying it to live trading to gain confidence and understanding.
Rolling VWAP: 30D & 365DThis TradingView Pine Script calculates and plots two Rolling Volume Weighted Average Price (VWAP) lines:
30-Day Rolling VWAP (Blue): Shows the average price over the past 30 daily candles, weighted by volume.
365-Day Rolling VWAP (Orange): Shows the long-term average price over the past 365 daily candles, also volume-weighted.
Unlike standard VWAP (which resets daily or per session), these are rolling averages, helping identify longer-term price trends and value zones.
An optional histogram can be enabled to visualize the difference between the 30D and 365D VWAP, turning green when short-term is above long-term (bullish) and red when it's below (bearish).
Volume Weighted Regression ChannelThis indicator constructs a volume-weighted linear regression channel over a custom time range.
It’s conceptually similar to a Volume Profile, but instead of projecting horizontal value zones, it builds a tilted trend channel that reflects both price direction and volume concentration.
🧠 Core Features:
Volume-weighted points: Each candle contributes to the regression line proportionally to its volume — heavier candles shift the channel toward high-activity price zones.
Linear regression line: Shows the trend direction within the selected time interval.
±σ boundaries: Outer bands represent the standard deviation of price (also volume-weighted), highlighting statistical dispersion.
Fully customizable: Adjustable line styles, widths, and channel width (sigma multiplier).
Time window control: Select any start and end time to define the regression interval.
📊 Why use this instead of Volume Profile?
While Volume Profile shows horizontal distributions of traded volume, this indicator is ideal when:
You want to understand how volume clusters affect trend direction, not just price levels.
You're analyzing time-dependent flow rather than static price zones.
You're looking for a dynamic volume-adjusted channel that moves with the market's structure.
It’s especially useful in identifying volume-supported trends, hidden pullback zones, and statistical extremes.
⚙️ Notes:
Works on any timeframe and instrument.
Does not repaint.
Does not require volume profile data feeds — uses standard volume and hl2.
CypherB Money Flow (Approximation)Just a quick and dirty script to estimate money for from CipherB free.
RSI Pullback Signal (Confirmed Logic)Indicator used for XAUUSD pullback strategy . Waiting for price on RSI to go past the 30 or 70 then come back through the 30 or 70 then pullback to give me an opportunity to buy or sell .
DP_MoneyFlow_Osc_V4**DP_Moneyflow_Osc_V4** is a custom, volume‐weighted momentum oscillator built around the classic Money Flow Index (MFI), with a few twists to help you spot more reliable reversal points:
***Best way to use it is to take the signals as alert points, to understand when money is starting to flow in or starting to flow out. It is not intended to be a Buy or Sell signal at the point of entry where the label is printed.***
1. **Core Calculation**
* Computes the standard MFI on your chart’s native timeframe:
* Money Flow = typical price (H+L+C)/3 × volume
* Segregates positive vs. negative flow based on whether price rose or fell on each bar
* Smooths each with an N-bar SMA, forms the ratio, and maps it into a 0–100 scale
2. **Inversion & Smoothing**
* You can **invert** the oscillator around 50 (so peaks become troughs and vice versa) with the **Reverse MFI** toggle.
* Applies two layers of smoothing (one for raw noise reduction, another for longer-term trend stability).
3. **Dynamic Coloring**
* Above Overbought (OB) threshold → solid red; below Oversold (OS) → solid green.
* In between, it linearly fades from red/green toward black as it approaches the 50 midpoint.
* **Invert Colors** flips the hue logic (red ↔ green) if you prefer.
4. **Overbought/Oversold Zones**
* Plots horizontal lines at your chosen OB/OS levels.
* Optionally fills the zone between them for quick visual reference.
5. **Peak/Trough Signal Labels**
* Detects **true extremes** by finding when the oscillator reverses direction right at or beyond your OB/OS levels.
* Prints a tiny “OB” or “OS” label **exactly at that pivot bar**, so you see the high or low of the swing.
6. **Alternation Toggle**
* Prevents two consecutive “OS” or “OB” labels by enforcing strict Buy/Sell alternation—turn this on or off via **Enable Signal Alternation**.
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**Use-Case**: This oscillator excels at pinpointing the *tops* and *bottoms* of strong volume‐backed moves, giving you clear pivot markers rather than every threshold crossover. Tweak the smoothing and threshold inputs to calibrate sensitivity to your market and timeframe.
Mark4ex vWapMark4ex VWAP is a precision session-anchored Volume Weighted Average Price (VWAP) indicator crafted for intraday traders who want clean, reliable VWAP levels that reset daily to match a specific market session.
Unlike the built-in continuous VWAP, this version anchors each day to your chosen session start and end time, most commonly aligned with the New York Stock Exchange Open (9:30 AM EST) through the market close (4:00 PM EST). This ensures your VWAP reflects only intraday price action within your active trading window — filtering out irrelevant overnight moves and providing clearer mean-reversion signals.
Key Features:
Fully configurable session start & end times — adapt it for NY session or any other market.
Anchored VWAP resets daily for true session-based levels.
Built for the New York Open Range Breakout strategy: see how price interacts with VWAP during the volatile first 30–60 minutes of the US market.
Plots a clean, dynamic line that updates tick-by-tick during the session and disappears outside trading hours.
Designed to help you spot real-time support/resistance, intraday fair value zones, and liquidity magnets used by institutional traders.
How to Use — NY Open Range Breakout:
During the first hour of the New York session, institutional traders often define an “Opening Range” — the high and low formed shortly after the bell. The VWAP in this zone acts as a dynamic pivot point:
When price is above the session VWAP, bulls are in control — the level acts as a support floor for pullbacks.
When price is below the session VWAP, bears dominate — the level acts as resistance against bounces.
Breakouts from the opening range often test the VWAP for confirmation or rejection.
Traders use this to time entries for breakouts, retests, or mean-reversion scalps with greater confidence.
⚙️ Recommended Settings:
Default: 9:30 AM to 4:00 PM New York time — standard US equities session.
Adjust hours/minutes to match your target market’s open and close.
👤 Who is it for?
Scalpers, day traders, prop traders, and anyone trading the NY Open, indices like the S&P 500, or highly liquid stocks during US cash hours.
🚀 Why use Mark4ex VWAP?
Because a properly anchored VWAP is a trader’s real-time institutional fair value, giving you better context than static moving averages. It adapts live to volume shifts and helps you follow smart money footprints.
This indicator will reconfigure every day, anchored to the New York Open, it will also leave historical NY Open VWAP for study purpose.
Volume Weighted Average Price Dynamic Slope [sgbpulse]VWAP Dynamic Slope: A Comprehensive Indicator for Trend Identification and Smart Trading
Introducing VWAP Dynamic Slope, an innovative TradingView indicator that harnesses the power of Volume Weighted Average Price (VWAP) and enhances it with immediate visual feedback. The indicator colors the VWAP line based on its slope, allowing you to quickly and easily identify the direction and strength of the current trend for the asset, providing advanced tools for in-depth analysis.
What is VWAP and Why is it so Important?
VWAP (Volume Weighted Average Price) is an indicator that represents the average price at which an asset has traded, weighted by the volume traded at each price level. Unlike a simple moving average, VWAP gives greater weight to trades executed with high volume, making it a reliable measure of the asset's "true" or "fair" price within a given period. Many institutional traders use VWAP as a central reference point for evaluating the effectiveness of entries and exits. An asset trading above its VWAP is considered to have bullish momentum, and below it – bearish momentum.
How it Works: Dynamic VWAP Slope Analysis
VWAP Dynamic Slope analyzes the inclination of the VWAP line and displays it using an intuitive color scheme:
Positive Slope (Uptrend): When the VWAP points upwards, signaling positive momentum, the default color will be green.
Negative Slope (Downtrend): When the VWAP points downwards, signaling negative momentum, the default color will be orange.
Trend Change (CHG): When a change in the VWAP's trend direction occurs, a "CHG" label will be displayed. The label's color will be green if the change is to an uptrend, and orange if the change is to a downtrend.
Identifying Steep Slopes for Increased Momentum:
The indicator's uniqueness lies in its ability to identify "steep" slopes – rapid and particularly strong changes in the VWAP's direction. This indicates exceptionally strong momentum:
Steep Positive Slope: The VWAP color will change to dark green, indicating significant buying pressure.
Steep Negative Slope: The VWAP color will change to dark red, indicating significant selling pressure.
Dynamic Momentum Strength Label: In situations of steep slope (positive or negative), a dynamic label will be displayed with the change value of the VWAP at that point. This label allows you to monitor momentum strength, intensification, or weakening in real-time.
Advanced Analytical Tools for Complete Control
VWAP Dynamic Slope provides you with unprecedented flexibility through a variety of customizable tools:
Multiple VWAP Anchors and Visual Marking:
Common Time Anchors: Choose whether the VWAP resets at the beginning of each Session (daily), Week, Month, Quarter, Year, Decade, or Century.
Advanced Intraday Anchors: Within the Session, you can choose to calculate VWAP specifically for Pre-Market, Regular Hours, and Post-Market hours. This option is particularly crucial for intraday traders.
Important Event Anchors: The indicator allows for VWAP resets at significant milestones such as Earnings, Dividends, and Splits, for analyzing the market's immediate reaction.
Visual Anchor Marking: To enhance clarity and orientation, a Label ⚓ can be displayed at each selected anchor point, helping to immediately identify the start point of the VWAP calculation in the chosen context.
Customizable Bands (Up to Three on Each Side):
Add up to three Bands above and below the VWAP to identify areas of deviation and excursion from the average price. You have two calculation options:
Standard Deviation: Based on volatility and statistical distance from the VWAP.
Percentage: Defines fixed percentage-based bands from the VWAP.
Key Pre-Market Levels (Pre-Market High/Low):
Display the Pre-Market High and Low levels as separate lines on the chart. These lines often serve as important psychological support and resistance zones, allowing you to see how the VWAP behaves near them.
Full Customization and Precise Control:
VWAP Source Selection: Determine which price data type will be used for the VWAP calculation. The default is HLC3 (average of High, Low, and Close), but any other relevant data source available in TradingView can be selected.
Offset: Set an offset for the VWAP line, allowing you to shift it left or right on the time axis by a chosen number of bars.
Customizable Colors: Choose your preferred colors for each slope state, Pre-Market High/Low lines, and Bands.
Setting the "Steepness" Threshold (Per-mille Price Change Per Minute ‱/min with Auto-Adjustment): Determine the sensitivity for identifying a steep slope by setting the required change threshold in VWAP in terms of per-mille price change per minute (‱/min). The indicator performs smart adjustment for any timeframe you select on the chart (e.g., 30 seconds, 1 minute, 5 minutes, 10 minutes, etc.), ensuring that the "steepness" setting maintains consistency and relevance.
Examples for Setting the Steepness Threshold:
Suppose you set the steepness threshold to 0.3‱/min (per-mille price change per minute).
On a 30-second chart: The indicator will check if the VWAP changed by 0.15 ‱/min (half of the per-minute threshold) within a single bar. If so, the slope will be considered steep. Explanation: Since 30 seconds is half a minute, the indicator looks for a change that is half of the threshold set for a full minute.
On a 1-minute chart: The indicator will check if the VWAP changed by 0.3 ‱/min (the full per-minute threshold) within a single bar. If so, the slope will be considered steep. Explanation: Here, the bar represents a full minute, so we check the full threshold.
On a 5-minute chart: The indicator will check if the VWAP changed by 1.5 ‱/min (5 times the per-minute threshold) within a single bar. If so, the slope will be considered steep. Explanation: A 5-minute bar contains 5 minutes, so the cumulative change in VWAP needs to be 5 times greater to be considered "steep" on the same scale.
In summary, this setting allows you to precisely and uniformly control the sensitivity of steep slope detection across all timeframes, providing immense flexibility in analyzing the asset's momentum.
Advantages of Using Per-mille Price Change Per Minute (‱/min)
Using per-mille price change per minute (‱/min) offers several key advantages for your indicator:
Normalized and Objective Measurement: It provides a uniform scale for the VWAP's rate of change, regardless of the asset's price or nominal value. A 0.1 per-mille change per minute always carries the same relative significance.
Comparison Across Different Asset Prices: Using per-mille allows for direct comparison of VWAP movement strength between assets trading at very different prices (e.g., a $100 asset versus a $1 asset), enabling an understanding of true momentum without bias from the nominal price.
Smart Timeframe Agnostic Adjustment: This is a critical capability. The indicator automatically adjusts the per-mille per minute threshold you set to any chart timeframe (30 seconds, 1 minute, 5 minutes, etc.), maintaining consistency in "steepness" detection without manual recalibration.
Precise Momentum Identification: This measurement precisely identifies when the VWAP's rate of change becomes significant, and when momentum strengthens or weakens, contributing to more informed trading decisions.
In short, per-mille change per minute (‱/min) provides accuracy, consistency, and flexibility in identifying VWAP momentum changes, with smart adaptation across all timeframes.
Who is this Indicator For?
VWAP Dynamic Slope is a powerful tool for:
Intraday Traders: For quick identification of intraday trend directions and momentum across any timeframe, with specific consideration for Pre-Market, Regular Hours, or Post-Market VWAP, and incorporating key pre-market levels.
Swing Traders and Long-Term Investors: For analyzing longer-term trends based on periodic and event-driven VWAP anchors.
Beginner Traders: As an excellent visual aid for understanding the relationship between price, volume, and trend direction, and how different anchor points, pre-market levels, and data sources influence price behavior.
Experienced Traders: For integration with existing strategies, gaining additional confirmation for trend strength identification, and highly precise and flexible parameter calibration.
VWAP Dynamic Slope provides a rich, multi-dimensional layer of information about the VWAP, helping you make more informed trading decisions in real-time, within the context of your chosen asset.
EWMA Volatility EstimatorThis script calculates EWMA Volatility (Exponentially Weighted Moving Average Volatility).
Commonly used model in financial risk management.
It estimates recent price volatility by applying more weight to the most recent returns, capturing volatility clustering while remaining responsive to fast market shifts.
The method uses a decay factor (λ) of 0.94, the standard value used in models like RiskMetrics, and converts the variance estimate into annualized volatility in percentage terms.
This is not a forecasting tool. It’s an estimator that reflects the magnitude of recent price moves in a statistically robust way.
It can be helpful for:
Understanding regime shifts in market behavior
Designing position sizing rules based on recent volatility
Filtering entries during high or low volatility phases
How It Works
Computes log returns of the closing price.
Squares the returns to get a proxy for variance.
Applies an exponential moving average to the squared returns using an equivalent EMA period based on λ = 0.94.
Converts the result to volatility by taking the square root and scaling to a percentage.
Key Characteristics
Backward-looking estimator
Reacts faster than standard rolling-window volatility
Smooths noise while still being sensitive to recent spikes
This script is educational and informational. It is not financial advice or a guarantee of performance. Always test any tool as part of a broader strategy before using it in live markets.
Percent Change of Range Candles - FullPercent Change of Range Candles – Full (PCR Full)
Description:
PCR Full is a custom momentum indicator that measures the percentage price change relative to a defined range, offering traders a unique way to evaluate strength, direction, and potential reversals in price movement.
How it works:
The main value (PCR) is calculated by comparing the price change over a selected number of candles (length) to the range between the highest high and lowest low in the same period.
This percentage change is normalized and visualized with dynamic candles on the subgraph.
Reference levels at +100, +50, 0, -50, and -100 serve as key zones to indicate potential overbought/oversold conditions, continuation, or neutrality.
How to read the indicator:
1. Trend continuation:
When PCR breaks above +50 and holds, it often confirms a strong bullish move.
Similarly, values below -50 and staying low signal a bearish continuation.
2. Wick behavior (volatility insight):
Long wicks on PCR candles suggest uncertainty or failed breakout attempts.
Short or no wicks with strong body color show stable momentum and conviction.
On the chart, multiple long wicks near -50 suggest bulls are attempting to push price upward, but lack the strength — until a confirmed breakout.
3. Polarity transition (Bearish to Bullish or vice versa):
A transition from negative PCR values to above zero shows that the market is possibly turning.
Especially if PCR climbs gradually and stabilizes above zero, it indicates a developing bullish phase.
Components:
Main PCR line: Color-coded (green for rising, red for falling).
Open Average (gray line): Smooths recent PCR values, indicating balance.
High/Low adaptive bands: Adjust dynamically to PCR polarity.
PCR Candles: Visualize OHLC of PCR data for enhanced interpretation.
Suggested use cases:
Enter trend trades when PCR crosses +50 or -50 with volume or price confirmation.
Watch for reversal signs near ±100 if PCR fails to break further.
Use 0 line as a neutral zone — markets hovering near 0 are often in consolidation.
Combine with price action or oscillators like RSI/MACD for additional signals.
Customization:
The length input allows users to define the range for PCR calculations, making it adjustable to various timeframes and strategies (scalping, intraday, swing).
Volumetric Expansion/Contraction### Indicator Title: Volumetric Expansion/Contraction
### Summary
The Volumetric Expansion/Contraction (PCC) indicator is a comprehensive momentum oscillator designed to identify high-conviction price moves. Unlike traditional oscillators that only look at price, the PCC integrates four critical dimensions of market activity: **Price Change**, **Relative Volume (RVOL)**, **Cumulative Volume Delta (CVD)**, and **Average True Range (ATR)**.
Its primary purpose is to help traders distinguish between meaningful, volume-backed market expansions and noisy, unsustainable price action. It gives more weight to moves that occur in a controlled, low-volatility environment, highlighting potential starts of new trends or significant shifts in market sentiment.
### Key Concepts & Purpose
The indicator's unique formula synthesizes the following concepts:
1. **Price Change:** Measures the magnitude and direction of the primary move.
2. **Relative Volume (RVOL):** Confirms that the move is backed by significant volume compared to its recent average, indicating institutional participation.
3. **Cumulative Volume Delta (CVD):** Measures the underlying buying and selling pressure, confirming that the price move is aligned with the net flow of market orders.
4. **Inverse Volatility (ATR):** This is the indicator's unique twist. It normalizes the signal by the inverse of the Average True Range. This means the indicator's value is **amplified** when volatility (ATR) is low (signifying a controlled, confident expansion) and **dampened** when volatility is high (filtering out chaotic, less predictable moves).
The goal is to provide a single, easy-to-read oscillator that signals when price, volume, and order flow are all in alignment, especially during a breakout from a period of contraction.
### Features
* **Main Oscillator Line:** A single line plotted in a separate pane that represents the calculated strength of the volumetric expansion or contraction.
* **Zero Line:** A dotted reference line to easily distinguish between bullish (above zero) and bearish (below zero) regimes.
* **Visual Threshold Zones:** The background automatically changes color to highlight periods of significant strength:
* **Bright Green:** Indicates a "Strong Up Move" when the oscillator crosses above the user-defined upper threshold.
* **Bright Fuchsia:** Indicates a "Strong Down Move" when the oscillator crosses below the user-defined lower threshold.
### Configurable Settings & Filters
The indicator is fully customizable to allow for extensive testing and adaptation to different assets and timeframes.
#### Main Calculation Inputs
* **Price Change Lookback:** Sets the period for calculating the primary price change.
* **CVD Normalization Length:** The lookback period for normalizing the Cumulative Volume Delta.
* **RVOL Avg Volume Length:** The lookback for the simple moving average of volume, used to calculate RVOL.
* **RVOL Normalization Length:** The lookback period for normalizing the RVOL score.
* **ATR Length & Normalization Length:** Sets the periods for calculating the ATR and its longer-term average for normalization.
#### Weights
* Fine-tune the impact of each core component on the final calculation, allowing you to emphasize what matters most to your strategy (e.g., give more weight to CVD or RVOL).
#### External Market Filter (Powerful Feature)
* **Enable SPY/QQQ Filter for Up Moves?:** A checkbox to activate a powerful regime filter.
* **Symbol:** A dropdown to choose whether to filter signals based on the trend of **SPY** or **QQQ**.
* **SMA Period:** Sets the lookback period for the Simple Moving Average (default is 50).
* **How it works:** When enabled, this filter will **only allow "Strong Up Move" signals to appear if the chosen symbol (SPY or QQQ) is currently trading above its specified SMA**. This is an excellent tool for aligning your signals with the broader market trend and avoiding bullish entries in a bearish market.
#### Visuals
* **Upper/Lower Threshold:** Allows you to define what level the oscillator must cross to trigger the colored background zones, letting you customize the indicator's sensitivity.
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**Disclaimer:** This tool is designed for market analysis and confluence. It is not a standalone trading system. Always use this indicator in conjunction with your own trading strategy, risk management, and other forms of analysis.
