PROTECTED SOURCE SCRIPT
BPS BB-Expansion (BPS-Regime with Traffic-Light)
#BPS BB-Expansion (BPS-Regime with Traffic-Light)
1. Identifies bullish Bollinger Band expansions by measuring increasing band width, signaling the transition from consolidation to directional movement.
2. Confirms bullish market direction using a rising EMA, ensuring trades are aligned with the prevailing trend.
3. Detects confirmed bullish breakouts when price closes above the upper Bollinger Band, avoiding repainting signals.
4. Applies a trend-stability filter that requires price to remain above the EMA for a minimum number of bars, reducing false breakouts.
5. Calculates annualized volatility using ATR, Parkinson, or a hybrid method, allowing flexible and realistic volatility estimation.
6. Enhances volatility assessment with a dynamic volatility buffer that adapts to current market regimes via ATR comparison.
7. Filters trades based on minimum buffered volatility, ensuring sufficient option premium for credit-based strategies.
8. Uses a signal-locking mechanism to prevent repeated signals during the same bullish move.
9. Classifies market conditions into a Traffic Light system (GREEN / YELLOW / NO TRADE) to guide Bull Put Spread decisions.
10. Displays an on-chart dashboard and signal history, including regime status, buffered volatility, and recent buy signals for structured decision-making.
1. Identifies bullish Bollinger Band expansions by measuring increasing band width, signaling the transition from consolidation to directional movement.
2. Confirms bullish market direction using a rising EMA, ensuring trades are aligned with the prevailing trend.
3. Detects confirmed bullish breakouts when price closes above the upper Bollinger Band, avoiding repainting signals.
4. Applies a trend-stability filter that requires price to remain above the EMA for a minimum number of bars, reducing false breakouts.
5. Calculates annualized volatility using ATR, Parkinson, or a hybrid method, allowing flexible and realistic volatility estimation.
6. Enhances volatility assessment with a dynamic volatility buffer that adapts to current market regimes via ATR comparison.
7. Filters trades based on minimum buffered volatility, ensuring sufficient option premium for credit-based strategies.
8. Uses a signal-locking mechanism to prevent repeated signals during the same bullish move.
9. Classifies market conditions into a Traffic Light system (GREEN / YELLOW / NO TRADE) to guide Bull Put Spread decisions.
10. Displays an on-chart dashboard and signal history, including regime status, buffered volatility, and recent buy signals for structured decision-making.
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Script protetto
Questo script è pubblicato come codice protetto. Tuttavia, è possibile utilizzarle liberamente e senza alcuna limitazione – ulteriori informazioni qui.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.