Uptrick: Universal Market ValuationIntroduction
Uptrick: Universal Market Valuation is created for traders who seek an analytical tool that brings together multiple signals in one place. Whether you focus on intraday scalping or long-term portfolio management, the indicator merges various well-known technical indicators to help gauge potential overvaluation, undervaluation, and trend direction. It is engineered to highlight different market dimensions, from immediate price momentum to extended cyclical trends.
Overview
The indicator categorizes market conditions into short-term, long-term, or a classic Z-Score style reading. Additionally, it draws on a unified trend line for directional bias. By fusing elements from traditionally separate indicators, the indicator aims to reduce “false positives” while giving a multidimensional view of price behavior. The indicator works best on cryptocurrency markets while remaining a universal valuation indicator that performs well across all timeframes. However, on lower timeframes, the Long-Term Combo input may be too long-term, so it's recommended to select the Short-Term Combo in the inputs for better adaptability.
Originality and Value
The Uptrick: Universal Market Valuation indicator is not just a simple combination of existing technical indicators—it introduces a multi-layered, adaptive valuation model that enhances signal clarity, reduces false positives, and provides traders with a more refined assessment of market conditions.
Rather than treating each included indicator as an independent signal, this script normalizes and synthesizes multiple indicators into a unified composite score, ensuring that short-term and long-term momentum, mean reversion, and trend strength are all dynamically weighted based on market behavior. It employs a proprietary weighting system that adjusts how each component contributes to the final valuation output. Instead of static threshold-based signals, the indicator integrates adaptive filtering mechanisms that account for volatility fluctuations, drawdowns, and momentum shifts, ensuring more reliable overbought/oversold readings.
Additionally, the script applies Z-Score-based deviation modeling, which refines price valuation by filtering out extreme readings that are statistically insignificant. This enhances the detection of true overvaluation and undervaluation points by comparing price behavior against a dynamically calculated standard deviation threshold rather than relying solely on traditional fixed oscillator bands. The MVRV-inspired ratio provides a unique valuation layer by incorporating historical fair-value estimations, offering deeper insight into market overextension.
The Universal Trend Line within the indicator is designed to smooth trend direction while maintaining responsiveness to market shifts. Unlike conventional trend indicators that may lag significantly or produce excessive false signals, this trend-following mechanism dynamically adjusts to changing price structures, helping traders confirm directional bias with reduced noise. This approach enables clearer trend recognition and assists in distinguishing between short-lived pullbacks and sustained market movements.
By merging momentum oscillators, trend strength indicators, volume-driven metrics, statistical deviation models, and long-term valuation principles into a single framework, this indicator eliminates the need for juggling multiple individual indicators, helping traders achieve a holistic market perspective while maintaining customization flexibility. The combination of real-time alerts, dynamic color-based valuation visualization, and customizable trend-following modes further enhances usability, making it a comprehensive tool for traders across different timeframes and asset classes.
Inputs and Features
• Calculation Window (Short-Term and Long-Term)
Defines how much historical data the indicator uses to evaluate the market. A smaller window makes the indicator more reactive, benefiting high-frequency traders. A larger window provides a steadier perspective for longer-term holders.
• Smoothing Period (Short-Term and Long-Term)
Controls how much the raw indicator outputs are “smoothed out.” Lower values reveal subtle intraday fluctuations, while higher values aim to present more robust, stable signals.
• Valuation Mechanism (Short Term Combo, Long Term Combo, Classic Z-Score)
Allows you to pick how the indicator evaluates overvaluation or undervaluation. Short Term Combo focuses on rapid oscillations, Long Term Combo assesses market health over more extended periods, and the Classic Z-Score approach highlights statistically unusual price levels.
Short-Term
• Determination Mechanism (Strict or Loose)
Governs the tolerance for labeling a market as overvalued or undervalued. Strict requires stronger confirmation; Loose begins labeling sooner, potentially catching moves earlier but risking more false signals.
Strict
Loose
• Select Color Scheme
Lets you choose the aesthetic style for your charts. Visual clarity can significantly improve reaction time, especially when multiple indicators are combined.
• Z-Score Coloring Mode (Heat or Slope)
Determines how the Classic Z-Score line and bars are colored. In Heat mode, the indicator intensifies color as readings move further from a baseline average. Slope mode changes color based on the direction of movement, making turning points more evident.
Classic Z-Score - Heat
Classic Z-Score - Slope
• Trend Following Mode (Short, Long, Extra Long, Filtered Long)
Offers various ways to compute and smooth the universal trend line. Short is more sensitive, Long and Extra Long are meant for extended time horizons, and Filtered Long applies an extra smoothing layer to help you see overarching trends rather than smaller fluctuations.
Short Term
Long Term
Extra Long Term
Filtered Long Term
• Table Display
An optional feature that places a concise summary table on the chart. It shows valuation states, trend direction, volatility condition, and other metrics, letting you observe multi-angle readings at a glance.
• Alerts
Multiple alert triggers can be set up—for crossing into overvaluation zones, for abrupt changes in trend, or for high volatility detection. Traders can stay informed without needing to watch charts continuously.
Why These Indicators Were Merged
• RSI (Relative Strength Index)
RSI is a cornerstone momentum oscillator that interprets speed and change of price movements. It has widespread recognition among traders for detecting potential overbought or oversold conditions. Including RSI provides a tried-and-tested layer of momentum insight.
• Stochastic Oscillator
This oscillator evaluates the closing price relative to its recent price range. Its responsiveness makes it valuable for pinpointing near-term price fluctuations. Where RSI offers a broader momentum picture, Stochastic adds fine-tuned detection of short-lived rallies or pullbacks.
• MFI (Money Flow Index)
MFI assesses buying and selling pressure by incorporating volume data. Many technical tools are purely price-based, but MFI’s volume component helps address questions of liquidity and actual money flow, offering a glimpse of how robust or weak a current move might be.
• CCI (Commodity Channel Index)
CCI shows how far price lies from its statistically “typical” trend. It can spot emerging trends or warn of overextension. Using CCI alongside RSI and Stochastic further refines the valuation layer by capturing price deviation from its underlying trajectory.
• ADX (Average Directional Index)
ADX reveals the strength of a trend but does not specify its direction. This is especially useful in combination with other oscillators that focus on bullish or bearish momentum. ADX can clarify whether a market is truly trending or just moving sideways, lending deeper context to the indicator's broader signals.
• MACD (Moving Average Convergence Divergence)
MACD is known for detecting momentum shifts via the interaction of two moving averages. Its inclusion ensures the indicator can capture transitional phases in market momentum. Where RSI and Stochastic concentrate on shorter-term changes, MACD has a slightly longer horizon for identifying robust directional changes.
• Momentum and ROC (Rate of Change)
Momentum and ROC specifically measure the velocity of price moves. By indicating how quickly (or slowly) price is changing compared to previous bars, they help confirm whether a trend is gathering steam, losing it, or is in a transitional stage.
• MVRV-Inspired Ratio
Drawn loosely from the concept of comparing market value to some underlying historical or fair-value metric, an MVRV-style ratio can help identify if an asset is trading above or below a considered norm. This additional viewpoint on valuation goes beyond simple price-based oscillations.
• Z-Score
Z-Score interprets how many standard deviations current prices deviate from a central mean. This statistical measure is often used to identify extreme conditions—either overly high or abnormally low. Z-Score helps highlight potential mean reversion setups by showing when price strays far from typical levels.
By merging these distinct viewpoints—momentum oscillators, trend strength gauges, volume flow, standard deviation extremes, and fundamental-style valuation measures—the indicator aims to create a well-rounded, carefully balanced final readout. Each component serves a specialized function, and together they can mitigate the weaknesses of a single metric acting alone.
Summary
This indicator simplifies multi-indicator analysis by fusing numerous popular technical signals into one tool. You can switch between short-term and long-term valuation perspectives or adopt a classic Z-Score approach for spotting price extremes. The universal trend line clarifies direction, while user-friendly color schemes, optional tabular summaries, and customizable alerts empower traders to maintain awareness without constantly monitoring every market tick.
Disclaimer
The indicator is made for educational and informational use only, with no claims of guaranteed profitability. Past data patterns, regardless of the indicators used, never ensure future results. Always maintain diligent risk management and consider the broader market context when making trading decisions. This indicator is not personal financial advice, and Uptrick disclaims responsibility for any trading outcomes arising from its use.
Medie mobili
RSI + Stochastic + WMA StrategyThis script is designed for TradingView and serves as a trading strategy (not just a visual indicator). It's intended for backtesting, strategy optimization, or live trading signal generation using a combination of popular technical indicators.
📊 Indicators Used in the Strategy:
Indicator Description
RSI (Relative Strength Index) Measures momentum; identifies overbought (>70) or oversold (<30) conditions.
Stochastic Oscillator (%K & %D) Detects momentum reversal points via crossovers. Useful for timing entries.
WMA (Weighted Moving Average) Identifies the trend direction (used as a trend filter).
📈 Trading Logic / Strategy Rules:
📌 Long Entry Condition (Buy Signal):
All 3 conditions must be true:
RSI is Oversold → RSI < 30
Stochastic Crossover Upward → %K crosses above %D
Price is above WMA → Confirms uptrend direction
👉 Interpretation: Market was oversold, momentum is turning up, and price confirms uptrend — bullish entry.
📌 Short Entry Condition (Sell Signal):
All 3 conditions must be true:
RSI is Overbought → RSI > 70
Stochastic Crossover Downward → %K crosses below %D
Price is below WMA → Confirms downtrend direction
👉 Interpretation: Market is overbought, momentum is turning down, and price confirms downtrend — bearish entry.
🔄 Strategy Execution (Backtesting Logic):
The script uses:
pinescript
Copy
Edit
strategy.entry("LONG", strategy.long)
strategy.entry("SHORT", strategy.short)
These are Pine Script functions to place buy and sell orders automatically when the above conditions are met. This allows you to:
Backtest the strategy
Measure win/loss ratio, drawdown, and profitability
Optimize indicator settings using TradingView Strategy Tester
📊 Visual Aids (Charts):
Plots WMA Line: Orange line for trend direction
Overbought/Oversold Zones: Horizontal lines at 70 (red) and 30 (green) for RSI visualization
⚡ Strategy Type Summary:
Category Setting
Strategy Type Momentum Reversal + Trend Filter
Timeframe Flexible (Works best on 1H, 4H, Daily)
Trading Style Swing/Intraday
Risk Profile Medium to High (due to momentum triggers)
Uses Leverage Possible (adjust risk accordingly)
Enhanced HHLL Time Confirmation with EMAStrong recommendation , remove the green and red circle , or leave it how it is ;)
To be used on 1 minute chart MSTR , Stock
other time frames are good , ;)
How to Use
HHLL Signals: Look for green triangles (buy) below bars or red triangles (sell) above bars to identify confirmed HH/LL setups with trend alignment.
EMA Signals: Watch for lime circles (buy) below bars or maroon circles (sell) above bars when price crosses the EMA 400 in a trending market.
Trend Context: Use the EMA 400 as a dynamic support/resistance level and the SMA trend filter to gauge market direction.
Enable alerts to get notified of signals in real-time.
Best Practices
Adjust the Lookback Period and Confirmation Minutes to suit your timeframe (e.g., shorter for scalping, longer for swing trading).
Combine with other indicators (e.g., volume, RSI) for additional confirmation.
Test on your preferred market and timeframe to optimize settings.
Indicator Description: Enhanced HHLL Time Confirmation with EMA
Overview
The "Enhanced HHLL Time Confirmation with EMA" is a versatile trading indicator designed to identify key reversal and continuation signals based on Higher Highs (HH), Lower Lows (LL), and a 400-period Exponential Moving Average (EMA). It incorporates time-based confirmation and trend filters to reduce noise and improve signal reliability. This indicator is ideal for traders looking to spot trend shifts or confirm momentum with a combination of price structure and moving average crossovers.
Key Features
Higher High / Lower Low Detection:
Identifies HH and LL based on a customizable lookback period (default: 30 bars).
Signals are confirmed only after a user-defined time period (in minutes, default: 60) has passed since the last HH or LL, ensuring stability.
Trend Filter:
Uses a fast (10-period) and slow (30-period) Simple Moving Average (SMA) crossover to confirm bullish or bearish trends.
Buy signals require a bullish trend (Fast SMA > Slow SMA), and sell signals require a bearish trend (Fast SMA < Slow SMA).
EMA 400 Integration:
Plots a 400-period EMA (customizable) as a long-term trend reference.
Generates additional buy/sell signals when price crosses above (buy) or below (sell) the EMA 400, filtered by trend direction.
Visualizations:
Optional dashed lines for HH and LL levels (toggleable).
Debug markers (diamonds) to visualize HH/LL detection points.
Distinct signal shapes: triangles for HHLL signals (green/red) and circles for EMA signals (lime/maroon).
Alerts:
Built-in alert conditions for HHLL Buy/Sell and EMA Buy/Sell signals, making it easy to stay informed of key events.
Input Parameters
Lookback Period (default: 30): Number of bars to look back for HH/LL detection.
Confirmation Minutes (default: 60): Time (in minutes) required to confirm HH/LL signals.
High/Low Source: Select the price source for HH (default: high) and LL (default: low).
Show HH/LL Lines (default: true): Toggle visibility of HH/LL dashed lines.
Show Debug Markers (default: true): Toggle HH/LL detection markers.
EMA Period (default: 400): Adjust the EMA length.
TradZoo - EMA Crossover IndicatorDescription:
This EMA Crossover Trading Strategy is designed to provide precise Buy and Sell signals with confirmation, defined targets, and stop-loss levels, ensuring strong risk management. Additionally, a 30-candle gap rule is implemented to avoid frequent signals and enhance trade accuracy.
📌 Strategy Logic
✅ Exponential Moving Averages (EMAs):
Uses EMA 50 & EMA 200 for trend direction.
Buy signals occur when price action confirms EMA crossovers.
✅ Entry Confirmation:
Buy Signal: Occurs when either the current or previous candle touches the 200 EMA, and the next candle closes above the previous candle’s close.
Sell Signal: Occurs when either the current or previous candle touches the 200 EMA, and the next candle closes below the previous candle’s close.
✅ 30-Candle Gap Rule:
Prevents frequent entries by ensuring at least 30 candles pass before the next trade.
Improves signal quality and prevents excessive trading.
🎯 Target & Stop-Loss Calculation
✅ Buy Position:
Target: 2X the difference between the last candle’s close and the lowest low of the last 2 candles.
Stop Loss: The lowest low of the last 2 candles.
✅ Sell Position:
Target: 2X the difference between the last candle’s close and the highest high of the last 2 candles.
Stop Loss: The highest high of the last 2 candles.
📊 Visual Features
✅ Buy & Sell Signals:
Green Upward Arrow → Buy Signal
Red Downward Arrow → Sell Signal
✅ Target Levels:
Green Dotted Line: Buy Target
Red Dotted Line: Sell Target
✅ Stop Loss Levels:
Dark Red Solid Line: Stop Loss for Buy/Sell
💡 How to Use
🔹 Ideal for trend-following traders using EMAs.
🔹 Works best in volatile & trending markets (avoid sideways ranges).
🔹 Can be combined with RSI, MACD, or price action levels for added confluence.
🔹 Recommended timeframes: 1M, 5M, 15m, 1H, 4H, Daily (for best results).
🚀 Try this strategy and enhance your trading decisions with structured risk management!
Quantum Moving Average - QMA (TechnoBlooms)The Quantum Moving Average (QMA) is an innovative and advanced Moving Average model designed for traders seeking a more adaptive and precise trend analysis. Unlike traditional moving averages, it integrates a multi-timeframe approach, dynamically selecting and weighting four different timeframes to provide traders with more accurate and reliable trend prediction.
Key Features
Multi-Timeframe averaging
QMA calculates its value based on four different timeframes, offering a broader perspective on market trends.
Dynamic Weighting Mechanism
Unlike fixed weight Moving Averages, QMA assigns adaptive weightage to the selected timeframes, enhancing its responsiveness.
Superior Trend Detection
Provides a smoother and more reliable trend curve reducing noise or false signals.
Enhanced Market Analysis
QMA helps traders identify trend shifts earlier by incorporating multi-timeframe confluence.
Triple Differential Moving Average BraidThe Triple Differential Moving Average Braid weaves together three distinct layers of moving averages—short-term, medium-term, and long-term—providing a structured view of market trends across multiple time horizons. It is an integrated construct optimized exclusively for the 1D timeframe. For multi-timeframe analysis and/or trading the lower 1h and 15m charts, it pairs well the Granular Daily Moving Average Ribbon ... adjust the visibility settings accordingly.
Unlike traditional moving average indicators that use a single moving average crossover, this braid-style system incorporates both SMAs and EMAs. The dual-layer approach offers stability and responsiveness, allowing traders to detect trend shifts with greater confidence.
Users can, of course, specify their own color scheme. The indicator consists of three layered moving average pairs. These are named per their default colors:
1. Silver Thread – Tracks immediate price momentum.
2. Royal Guard – Captures market structure and developing trends.
3. Golden Section – Defines major market cycles and overall trend direction.
Each layer is color-coded and dynamically shaded based on whether the faster-moving average is above or below its slower counterpart, providing a visual representation of market strength and trend alignment.
🧵 Silver Thread
The Silver Thread is the fastest-moving layer, comprising the 21D SMA and a 21D EMA. The choice of 21 is intentional, as it corresponds to approximately one full month of trading days in a 5-day-per-week market and is also a Fibonacci number, reinforcing its use in technical analysis.
· The 21D SMA smooths out recent price action, offering a baseline for short-term structure.
· The 21D EMA reacts more quickly to price changes, highlighting shifts in momentum.
· When the SMA is above the EMA, price action remains stable.
· When the SMA falls below the EMA, short-term momentum weakens.
The Silver Thread is a leading indicator within the system, often flipping direction before the medium- and long-term layers follow suit. If the Silver Thread shifts bearish while the Royal Guard remains bullish, this can signal a temporary pullback rather than a full trend reversal.
👑 Royal Guard
The Royal Guard provides a broader perspective on market momentum by using a 50D EMA and a 200D EMA. EMAs prioritize recent price data, making this layer faster-reacting than the Golden Section while still offering a level of stability.
· When the 50D EMA is above the 200D EMA, the market is in a confirmed uptrend.
· When the 50D EMA crosses below the 200D EMA, momentum has shifted bearish.
This layer confirms medium-term trend structure and reacts more quickly to price changes than traditional SMAs, making it especially useful for trend-following traders who need faster confirmation than the Golden Section provides.
If the Silver Thread flips bearish while the Royal Guard remains bullish, traders may be seeing a momentary dip in an otherwise intact uptrend. Conversely, if both the Silver Thread and Royal Guard shift bearish, this suggests a deeper pullback or possible trend reversal.
📜 Golden Section
The Golden Section is the slowest and most stable layer of the system, utilizing a 50D SMA and a 200D SMA—a classic combination used by long-term traders and institutions.
· When the 50D SMA is above the 200D SMA the market is in a strong, sustained uptrend.
· When the 50D SMA falls below the 200D SMA the market is structurally bearish.
Because SMAs give equal weight to past price data, this layer moves slowly and deliberately, ensuring that false breakouts or temporary swings do not distort the bigger picture.
Traders can use the Golden Section to confirm major market trends—when all three layers are bullish, the market is strongly trending upward. If the Golden Section remains bullish while the Royal Guard turns bearish, this may indicate a medium-term correction within a larger uptrend rather than a full reversal.
🎯 Swing Trade Setups
Swing traders can benefit from the multi-layered approach of this indicator by aligning their trades with the overall market structure while capturing short-term momentum shifts.
· Bullish: Look for Silver Thread and Royal Guard alignment before entering. If the Silver Thread flips bullish first, anticipate a momentum shift. If the Royal Guard follows, this confirms a strong medium-term move.
· Bearish: If the Silver Thread turns bearish first, it may signal an upcoming reversal. Waiting for the Royal Guard to follow adds confirmation.
· Confirmation: If the Golden Section remains bullish, a pullback may be an opportunity to enter a trend continuation trade rather than exit prematurely.
🚨 Momentum Shifts
· If the Silver Thread flips bearish but the Royal Guard remains bullish, traders may opt to buy the dip rather than exit their positions.
· If both the Silver Thread and Royal Guard turn bearish, traders should exercise caution, as this suggests a more significant correction.
· When all three layers align in the same direction the market is in a strong trending phase, making swing trades higher probability.
⚠️ Risk Management
· A narrowing of the shaded areas suggests trend exhaustion—consider tightening stop losses.
· When the Golden Section remains bullish, but the other two layers weaken, potential support zones to enter or re-enter positions.
· If all three layers flip bearish, this may indicate a larger trend reversal, prompting an exit from long positions and/or consideration of short setups.
The Triple Differential Moving Average Braid is layered, structured tool for trend analysis, offering insights across multiple timeframes without requiring traders to manually compare different moving averages. It provides a powerful and intuitive way to read the market. Swing traders, trend-followers, and position traders alike can use it to align their trades with dominant market trends, time pullbacks, and anticipate momentum shifts.
By understanding how these three moving average layers interact, traders gain a deeper, more holistic perspective of market structure—one that adapts to both momentum-driven opportunities and longer-term trend positioning.
EMAsShow up to 5 EMAs on the chart at the same time.
This only shows the current price of the EMA.
You can use any timeframe you like, but it only works for EMAs on higher timeframe.
NOTE: The script will break if you set an EMA to 0 even if it is disabled.
Dynamic Probability Bands (Historical Bands)Dynamic Probability Bands (Blended/Original Modes)
This indicator displays dynamic probability bands that estimate the likelihood (on a 0–100 scale) for a stock to move within certain price zones relative to a dynamically calculated center. It combines state‐of‐the‐art volatility scaling with customizable center calculation methods, allowing traders to analyze both current and historical price probability levels.
Key Features:
Dual Center Modes:
Original Mode: Uses either an EMA or yesterday’s pivot (average of high, low, and close) as the center.
Blended Mode: Inspired by HPDR Bands, it calculates the center by blending a long-term “visible” range (expanded by custom multipliers) with recent price extremes. This blending makes the center both robust and responsive.
Volatility Scaling with Exponential Factor: The script measures volatility using ATR and expands the forecast range over a user-defined number of bars. An exponent factor lets you adjust the dynamic expansion—from the familiar square-root behavior (with a factor of 0.5) to more aggressive widening.
Probability Levels via Inverse Normal Function: Custom inverse error and inverse-normal functions convert cumulative probability inputs (ranging from near 0% to almost 100%) into z-scores. The resulting band levels are computed as: Band Level = Center + (Scaled Volatility × z-score) Separate series are generated for upward (above the center) and downward (below the center) bands.
Historical Analysis & Visualization: The bands are plotted as continuous series, with fill colors between adjacent bands for clear visual separation. This lets you analyze how the probability zones have evolved over time.
Fully Customizable: Users can adjust key parameters including the choice of center method, lookback periods, multipliers, forecast horizon, and expansion dynamics to suit various markets and strategies.
Use This Indicator To:
Assess potential future price zones based on statistical probability.
Monitor the dynamic evolution of price ranges as market conditions change.
Customize your analysis through blended or traditional center calculations and variable volatility scaling.
Big Boss Order Detector by GSK-VIZAG-AP-INDIABig Boss Order Detector by GSK-VIZAG-AP-INDIA
Overview
The Big Boss Order Detector is designed to help traders identify significant buying and selling activity based on volume and price action. It filters out normal transactions and highlights large institutional orders, helping traders spot potential smart money movements.
This indicator classifies large orders into two categories:
Large Orders – These are detected when the volume exceeds a predefined multiple of the volume SMA, with minimal price movement between open and close.
High Volume Orders – Stricter conditions apply, where volume is even higher, and the price movement remains within a tighter threshold.
By tracking these key market activities, traders can gain insights into potential reversals, breakouts, or the presence of institutional buying and selling.
How It Works
The indicator calculates a Simple Moving Average (SMA) of volume over a user-defined period (default: 50 candles). It then sets two volume-based thresholds:
Large Orders: When the volume is greater than a multiple (default: 2×) of the SMA and price movement between open and close is within a certain percentage threshold (default: 0.05%).
High Volume Orders: When the volume surpasses an even higher threshold (default: 3× the SMA) with stricter price movement (default: 0.02%).
Key Conditions for Order Detection
Large Buy Order: Volume exceeds the threshold, and the closing price is greater than the opening price.
Large Sell Order: Volume exceeds the threshold, and the closing price is lower than the opening price.
High Volume Buy Order: A stricter volume condition is met, and the price closes higher than it opened.
High Volume Sell Order: A stricter volume condition is met, and the price closes lower than it opened.
Indicator Features
🔹 Visual Signals on Chart
Orange Up Arrow (▲) → Large Buy Order
Purple Down Arrow (▼) → Large Sell Order
"Big🐂" (Blue Label Up) → High Volume Buy Order
"Big🐻" (Red Label Down) → High Volume Sell Order
🔹 Alerts for Trading Opportunities
Large Orders Alerts: Notifies when a large buy or sell order is detected.
High Volume Orders Alerts: Identifies potential high volume buy or sell orders.
Traders can set up these alerts in TradingView for real-time notifications.
Use Cases & Trading Insights
Detect High-Impact Trades: Large orders often indicate activity from big market participants who can influence price movements.
Confirm Trend Strength: When large buy orders appear in an uptrend, it may signal trend continuation. Similarly, large sell orders in a downtrend could confirm further weakness.
Spot Potential Reversals: High-volume orders with limited price movement may suggest accumulation (bullish) or distribution (bearish).
🔹 ⚠️ Important Note:
Not every large buy represents fresh buying; some could be short covering. Similarly, large selling could be long liquidation rather than fresh shorting. Always use this indicator with other technical tools and risk management strategies.
Additional Tip: Using This Indicator on Heikin-Ashi Charts
While this indicator is designed for standard candlestick charts, traders who use Heikin-Ashi candles may find it helpful for smoother trend visualization. Since Heikin-Ashi modifies price calculations, volume-based signals may appear slightly different compared to regular candles. Use it as a complementary tool rather than a strict signal generator.
Customization Options
Volume SMA Length (default: 50 candles) – Adjust the sensitivity of volume detection.
Volume Multipliers – Change the thresholds for detecting large and high-volume orders.
Price Difference Thresholds – Modify how strictly price movements are considered for filtering orders.
This flexibility allows traders to fine-tune the indicator to match different trading styles and asset classes.
Importance of Input Settings.
Setting Recommended Values Purpose
Volume SMA Length 20, 30, 50 Defines the baseline average volume for comparison. A shorter SMA (20) reacts faster, while a longer SMA (50) smooths out fluctuations.
Large Order Multiplier 1, 2, 3 Determines how much higher the volume should be compared to the SMA to qualify as a large order. A lower value captures more signals; a higher value filters out noise.
High Volume Order Multiplier 1.5, 2, 2.5 Stricter volume threshold for detecting high-impact trades. Use higher values for highly liquid markets.
Price Difference Threshold (Points) 5, 10, or more Defines the max allowed difference between open and close for large orders. Higher values capture more trades but may include noise.
High Volume Price Threshold (Points) 20 or based on price Stricter price movement condition for high-volume orders. For low-priced stocks, 20 points may be too much—adjust based on asset volatility.
The effectiveness of this indicator depends on its input settings, as they allow traders to fine-tune the detection of high-impact trades based on market conditions. Adjusting parameters like Volume SMA Length, Volume Multipliers, and Price Difference Thresholds can help optimize signals for different assets, timeframes, and volatility levels.
For best results, experiment with these settings and adapt them to suit your trading strategy.
Final Thoughts
The Big Boss Order Detector is a powerful tool for tracking institutional activity and understanding volume dynamics in the market. However, it should be used alongside other indicators and price action analysis to make informed trading decisions.
Give it a try and enhance your market insights! 🚀📈
📢 Share Your Experience!
Your feedback is valuable! If you find this indicator useful, leave a comment with your experience—how it worked for you, any improvements you suggest, or the best settings you discovered.
Let’s build a community of traders refining strategies together! 🚀📊
Disclaimer:
This indicator is for educational and informational purposes only. It does not guarantee profitable trades and should be used with proper risk management. Always conduct your own research before making trading decisions.
Trend Zone Moving Averages📈 Trend Zone Moving Averages
The Trend Zone Moving Averages indicator helps traders quickly identify market trends using the 50SMA, 100SMA, and 200SMA. With dynamic background colors, customizable settings, and real-time alerts, this tool provides a clear view of bullish, bearish, and extreme trend conditions.
🔹 Features:
Trend Zones with Dynamic Background Colors
Green → Bullish Trend (50SMA > 100SMA > 200SMA, price above 50SMA)
Red → Bearish Trend (50SMA < 100SMA < 200SMA, price below 50SMA)
Yellow → Neutral Trend (Mixed signals)
Dark Green → Extreme Bullish (Price above all three SMAs)
Dark Red → Extreme Bearish (Price below all three SMAs)
Customizable Moving Averages
Toggle 50SMA, 100SMA, and 200SMA on/off from the settings.
Perfect for traders who prefer a cleaner chart.
Real-Time Trend Alerts
Get instant notifications when the trend changes:
🟢 Bullish Zone Alert – When price enters a bullish trend.
🔴 Bearish Zone Alert – When price enters a bearish trend.
🟡 Neutral Zone Alert – When trend shifts to neutral.
🌟 Extreme Bullish Alert – When price moves above all SMAs.
⚠️ Extreme Bearish Alert – When price drops below all SMAs.
✅ Perfect for Any Market
Works on stocks, forex, crypto, and commodities.
Adaptable for day traders, swing traders, and investors.
⚙️ How to Use: Trend Zone Moving Averages Strategy
This strategy helps traders identify and trade with the trend using the Trend Zone Moving Averages indicator. It works across stocks, forex, crypto, and commodities.
🟢 Bullish Trend Strategy (Green Background)
Objective: Look for buying opportunities when the market is in an uptrend.
Entry Conditions:
✅ Background is Green (Bullish Zone).
✅ Price is above the 50SMA (confirming strength).
✅ Price pulls back to the 50SMA and bounces OR breaks above a key resistance level.
Stop Loss:
🔹 Place below the most recent swing low or just under the 50SMA.
Take Profit:
🔹 First target at the next resistance level or recent swing high.
🔹 Second target if price continues higher—trail stops to lock in profits.
🔴 Bearish Trend Strategy (Red Background)
Objective: Look for shorting opportunities when the market is in a downtrend.
Entry Conditions:
✅ Background is Red (Bearish Zone).
✅ Price is below the 50SMA (confirming weakness).
✅ Price pulls back to the 50SMA and rejects OR breaks below a key support level.
Stop Loss:
🔹 Place above the most recent swing high or just above the 50SMA.
Take Profit:
🔹 First target at the next support level or recent swing low.
🔹 Second target if price keeps falling—trail stops to secure profits.
🌟 Extreme Trend Strategy (Dark Green / Dark Red Background)
Objective: Trade with momentum when the market is in a strong trend.
Entry Conditions:
✅ Dark Green Background → Extreme Bullish: Price is above all three SMAs (strong uptrend).
✅ Dark Red Background → Extreme Bearish: Price is below all three SMAs (strong downtrend).
Trade Execution:
🔹 For longs (Dark Green): Look for breakout entries above resistance or pullbacks to the 50SMA.
🔹 For shorts (Dark Red): Look for breakdown entries below support or rejections at the 50SMA.
Risk Management:
🔹 Use tighter stop losses and trail profits aggressively to maximize gains.
🟡 Neutral Trend Strategy (Yellow Background)
Objective: Avoid trading or wait for a breakout.
What to Do:
🔹 Avoid trading in this zone—price is indecisive.
🔹 Wait for confirmation (background turns green/red) before taking a trade.
🔹 Use alerts to notify you when the trend resumes.
📌 Final Tips
Use this strategy with price action for extra confirmation.
Combine with support/resistance levels to improve accuracy.
Set alerts for trend changes so you never miss an opportunity.
Enjoy!
Maxima MAX1📌 Overview:
This strategy is a Simple Moving Average (SMA) Crossover system with an optional Relative Strength Index (RSI) filter for better trade confirmation. It allows traders to customize key parameters and backtest results within a specific date range.
📊 How It Works:
✅ Entry Conditions:
The closing price must be above both the Fast SMA and Slow SMA.
(Optional) RSI must be above a threshold (default: 50) for additional confirmation.
❌ Exit Condition:
The closing price drops below the Fast SMA, signaling an exit.
🔧 Customizable Inputs:
SMA Lengths: Adjust both Fast and Slow SMA values.
RSI Filter: Enable/disable RSI confirmation with a custom length & threshold.
Backtest Date Range: Choose a start and end date for testing historical performance.
🚀 Why Use This Strategy?
✔ Ideal for trend-following traders looking for momentum-based entries.
✔ Provides an additional RSI filter to reduce false signals.
✔ Helps traders refine their strategy by testing different parameters.
📢 How to Use:
1️⃣ Customize the SMA lengths, RSI settings, and date range.
2️⃣ Enable/Disable the RSI filter as needed.
3️⃣ Analyze historical performance and optimize for different markets.
⚠ Disclaimer:
This strategy is for educational purposes only. Always backtest thoroughly before using it in live trading.
Volume Weighted Sign ChangeThe VWSCI measures the relationship between price reversals and volume. Specifically, it calculates the proportion of total volume in a given window that occurs at bars where the price changes direction—i.e., where the price difference switches from positive to negative or vice versa, indicating a local maximum or minimum.
• Low VWSCI values (close to 0) suggest that little volume is associated with price reversals, which typically occurs in strong trending markets where price moves consistently in one direction with high volume, and pullbacks (if any) occur on low volume.
• High VWSCI values (closer to 100) indicate that a significant portion of the volume is tied to price turning points, which is characteristic of a ranging or choppy market with frequent reversals.
This approach combines price action (via sign changes in price differences) and volume, offering a novel twist on traditional momentum or volume-based indicators like RSI, OBV, or the Volume-Price Trend.
Panic Drop Stock Market Bull/Bear Market Panic Drop Bull/Bear
What It Does:
This indicator identifies bull and bear markets for the S&P 500 (or any stock/index) using the 50-period and 150-period Simple Moving Averages (SMAs). A green background signals a confirmed bull market when the 50 SMA is above the 150 SMA and the 150 SMA slope is flat or upward. A red background signals a confirmed bear market when the 50 SMA is below the 150 SMA and the 150 SMA slope is downward. The background color persists until a new confirmed state is detected, ensuring no gaps—perfect for spotting long-term market trends whether you’re a beginner, trend trader, or long-term investor.
Key Features:
Plots 50 SMA (default: blue line) and 150 SMA (default: orange line).
Background highlights: green for bull markets, red for bear markets.
Persistent background color—no gaps during unconfirmed periods.
Alerts for confirmed bull and bear market transitions.
Fully adjustable: MA periods, slope lookback, and more.
How to Use It:
Add to your S&P 500 chart (e.g., SPX or SPY) on a daily or weekly timeframe (daily default recommended for long-term trends).
Watch for background color changes:
Green background: Confirmed bull market—consider long positions or holding.
Red background: Confirmed bear market—consider shorting or exiting longs.
Customize via settings:
Adjust MA periods (default: 50 and 150).
Set slope lookback (default: 5 bars) to control slope sensitivity.
Change MA colors if desired.
Set alerts: Right-click on the chart > "Add Alert" > Select "Bull Market Confirmed" or "Bear Market Confirmed."
Trade smart: Use the background to confirm market regimes—e.g., go long during green (bull) phases above key support levels, or protect capital during red (bear) phases.
Why It’s Great:
Beginners: Simple background colors make market trends easy to spot.
Trend Traders: 50/150 SMA crossover with slope confirmation catches major market shifts.
Long-Term Investors: Persistent background ensures you stay in the trend without noise.
Created by Timothy Assi (Panic Drop), eToro’s elite investor. Test it, tweak it, and trade with confidence!
Multi-MA RibbonMulti-MA Ribbon is a dynamic and highly customizable indicator designed to visually compare and analyze up to 12 moving average bands simultaneously — across two different moving average (MA) types. This allows traders to study how various MAs behave relative to one another in real time, improving market analysis and trade precision.
The script supports EMA, SMA, HMA, RMA, WMA, VWMA, SWMA, and ALMA, with full user control over periods, ribbon thickness, color, and gradient direction.
Key Features:
Dual Moving Average Ribbon System — Compare two independent MA types side by side on the same price chart.
12 User-Defined Period Bands — Visualize short to long-term trend layers, fully adjustable.
Gradient Coloring with Direction Control — Choose whether fast or slow bands are brightest for quick visual focus.
Customizable Thickness and Colors — Adapt the visualization to fit any chart theme or preference.
Supports All Major MAs — Including EMA, SMA, HMA, RMA, WMA, VWMA, SWMA, ALMA.
Overlay-Friendly — Plots directly over price action for seamless market context.
Analytical and Statistical Value:
Visual Sensitivity Comparison: See how fast-reacting MAs (e.g., EMA, HMA) compare to slower, smoother MAs (e.g., SMA, ALMA) over the same periods — critical for understanding market momentum and lag.
Trend Strength and Consensus Detection: When two ribbons align tightly, the trend is strong and consistent; when they diverge, it signals potential reversal or market indecision.
Momentum Shift Identification: Fast MA ribbons breaking while slow MA ribbons hold indicate early momentum shifts or trap moves.
Trade Filtering and Confirmation: Only trade when both ribbons agree in direction, helping avoid false signals and improving entry/exit confidence.
Quantitative MA Efficiency Testing: Visually backtest and analyze which MA types work best for specific assets or strategies.
Use Cases:
Trend Following: Confirm trend strength by aligning both ribbons.
Reversal Anticipation: Spot divergence between ribbons as early reversal signals.
Momentum Trading: Use fast ribbons for early signals and slow ribbons for confirmation.
Breakout & Pullback Strategy: Analyze whether breakouts are sustained across different MA methodologies.
Backtesting and Optimization: Visually test combinations like EMA vs. HMA or VWMA vs. SMA to optimize strategies for specific assets.
Example MA Comparisons You Can Analyze:
Price Action vs. Volume-weighted: EMA vs. VWMA
Fast-reactive vs. Smooth: HMA vs. SMA
Minimal Lag vs. Standard: ALMA vs. EMA
Weighted vs. Wilder's (RMA): WMA vs. RMA
This is NOT:
A recommendation for what you should personally do.
Investment advice.
Intended solely for qualified investors.
Witchcraft or wizardry.
The only certainty is uncertainty
Price / 200 SMA Ratio (Pr)Price / 200 SMA Ratio (Pr) Indicator
The Price / 200 SMA Ratio (Pr) indicator is designed to help traders analyze the relationship between the current price and the 200-period Simple Moving Average (SMA). By calculating the ratio of the close price to the 200 SMA, the indicator provides a visual representation of how the price compares to the long-term trend, giving traders a clear view of potential overbought or oversold conditions.
How It Works:
Ratio Calculation:
The core of this indicator lies in the ratio between the current close price and the 200-period Simple Moving Average (SMA). The formula is straightforward:
Ratio = Close Price / 200 SMA
This ratio indicates whether the current price is above or below the long-term trend (the 200 SMA). A ratio greater than 1 means the price is above the 200 SMA, while a ratio below 1 suggests the price is below the 200 SMA.
Color-Coded Ratio Representation:
The ratio is displayed as a line on the chart with a color that changes dynamically based on the value of the ratio. The color-coding system helps quickly identify key levels:
Black: When the ratio is greater than 5, the price is significantly above the 200 SMA, indicating a highly overbought condition.
Red: When the ratio is greater than 3.5, it signals that the price is significantly above the long-term average but not in extreme territory.
Blue: When the ratio is less than 1, the price is below the 200 SMA, indicating that the market may be in an oversold condition.
Purple: When the ratio is below 0.7, it suggests an extremely oversold market, well below the long-term average.
Green: For values in between, the ratio is considered to be in a more neutral range, showing a balanced market position.
Horizontal Reference Lines:
To make the interpretation of the ratio easier, the indicator includes several reference lines plotted at key ratio levels. These lines help traders visualize specific price zones, giving them clear boundaries for potential trading decisions:
5 Zone (Black line): Marks an extremely high price level, indicating a highly overbought condition.
3.5 Zone (Red line): Represents the upper price zone, where prices are significantly higher than the 200 SMA.
2 Zone (Purple line): This line marks the mid-range of the ratio, providing a visual representation of the transition between overbought and oversold conditions.
1 Zone (Orange line): The 1.0 line is where the price equals the 200 SMA, indicating a balanced market. Prices above 1.0 are considered above average, and prices below 1.0 are below average.
0.7 Zone (Blue line): Represents a very low price level, suggesting an extremely oversold market.
Extra Low Zone (Green line): This line marks an even lower price level, indicating severe oversold conditions.
Background Coloring:
In addition to the ratio line and reference lines, the background color of the chart changes dynamically to provide additional context to the trader:
Red Background: When the ratio is greater than 3.5, the background becomes red, signaling an overbought market condition.
Blue Background: When the ratio is less than 1, the background turns blue, indicating a potential oversold market.
Black Background: If the ratio exceeds 5, the background will be black, signifying an extreme overbought condition.
Green Background: If the ratio drops below 0.7, the background turns green, highlighting an extremely oversold market.
Candle Coloring:
The indicator also changes the color of the individual price bars (candles) based on the ratio value:
Black Candles: When the ratio is greater than 5 or less than 0.7, the price bars are black to emphasize extreme conditions in the market.
White Candles: For all other values, the candles are white, representing a neutral market condition.
What This Indicator Tells You:
Overbought Conditions: When the ratio is significantly above 1 (especially greater than 3.5 or 5), it indicates that the price is far above the 200 SMA, suggesting that the market may be overbought and could experience a correction.
Oversold Conditions: When the ratio is significantly below 1 (especially below 0.7 or 0.5), it suggests that the price is far below the 200 SMA, indicating that the market may be oversold and could be due for a bounce.
Trend and Momentum: The ratio provides insight into the overall trend. If the ratio is consistently above 1, it means the price is generally in an uptrend, and if it’s below 1, it indicates a downtrend.
Why Use This Indicator?
The Price / 200 SMA Ratio indicator is a valuable tool for traders who want to gain insights into the strength or weakness of the price relative to the long-term trend (200 SMA). The color-coding system provides an easy-to-read visual cue, and the reference lines allow traders to identify key price levels where potential reversal or continuation could occur. It helps to spot areas of overbought or oversold conditions, making it ideal for traders looking to enter or exit positions based on extreme price movements.
By combining this indicator with other technical analysis tools, traders can enhance their strategy and make more informed decisions in the market.
EMA Sniper – Precision Trading with EMA 21/50Title: EMA Sniper – Precision Trading with EMA 21/50
Description:
🚀 EMA Sniper is a powerful trading tool designed to identify trend shifts with precision using the EMA 21/50 crossover, while also displaying Stop Loss (SL) and Take Profit (TP) levels directly on the chart.
🔹 Features:
✅ EMA 21/50 Crossover Signals – Buy signals appear when EMA 21 crosses above EMA 50, and sell signals appear when EMA 21 crosses below EMA 50.
✅ Smart Stop Loss & Take Profit – SL is dynamically placed below/above EMA 50 for optimized risk management, while TP follows a 2:1 risk/reward ratio.
✅ Clear Visual Alerts – The indicator plots SL and TP levels as lines on the chart, along with buy and sell markers for quick decision-making.
✅ Multi-Market & Multi-Timeframe – Works across forex, crypto, stocks, and indices on any timeframe.
🚀 Perfect for traders looking for a structured approach to trend-based trading!
Let me know if you’d like any modifications! 🔥
Panic Drop Bitcoin 5 EMA Buy & Sell SignalPanic Drop BTC 5 EMA
What It Does:
This indicator tracks Bitcoin’s price against a 5-period Exponential Moving Average (EMA) to deliver simple buy and sell signals. A green arrow below the candle signals a buy when Bitcoin closes above the 5-EMA, while a red arrow above signals a sell when it closes below. Perfect for spotting Bitcoin’s momentum shifts—whether you’re a newbie, crypto trader, or short on time.
Key Features:
Plots a customizable 5-EMA (default: blue line).
Buy () and Sell () signals on crossovers/crossunders.
Optional background highlight: green (above EMA), red (below).
Alerts for buy/sell triggers.
Fully adjustable: timeframe, colors, signal toggles.
How to Use It:
Add to your BTC/USD chart (works on any timeframe—daily default recommended).
Watch for green arrows (buy) below candles and red arrows (sell) above.
Customize via settings:
Adjust EMA period (default: 5).
Set timeframe (e.g., "D" for daily, "1H" for hourly).
Change colors or toggle signals/background off.
Set alerts: Right-click a signal > "Add Alert" > Select "Buy Signal" or "Sell Signal."
Trade smart: Use signals to catch Bitcoin dips (e.g., buy below $100K) or exits.
Why It’s Great:
Beginners: Clear arrows simplify decisions.
Crypto Traders: 5-EMA catches Bitcoin’s fast moves.
Busy Investors: Signals save time—no deep analysis needed.
Created by Timothy Assi (Panic Drop), eToro’s elite investor. Test it, tweak it, and trade with confidence!
BTC DCA RangeBTC DCA Range indicator is designed to help traders identify potential Dollar-Cost Averaging (DCA) opportunities for Bitcoin (BTC) based on deviations from a reference moving average (MA). It highlights price zones where BTC is trading significantly below a long-term moving average, suggesting potential undervaluation or buying opportunities.
The indicator dynamically adjusts the moving average length based on the selected chart timeframe, ensuring consistency across different timeframes (e.g., daily, weekly, or monthly). It also allows users to set a custom deviation threshold to identify when the price is trading at a significant discount relative to the moving average.
Adjust the Reference MA Length and Deviation Threshold inputs to suit your trading strategy
GRIM309 CallPut StrategyThis draws the 5, 10, 20, 50 and 200 EMA lines.
It creates suggestions of when to open and close call positions (GREEN) as well as open and close put positions (RED) it has a early warning system, and in case there is a spike between the last 5 positions it will signal close the position, this is optional (isWarning)
There is also a cooldown period, when set at 2 it means wait a position before initiating another, I did not like the position closing and then opening directly afterwards, you could cooldown for 3 and skip 2 candles or more etc. Set to 1 then it will open/close without cooling down.
Additionally the very bottom shows wether it is in an uptrend or downtrend currently (Yellow triangle)
Price Deviation from EMAThis script creates a chart that tracks a stock's price as a percentage deviation from its EMA. Here's what it does:
Creates a standalone indicator (not overlay) that shows the percentage deviation
Calculates the EMA based on your chosen length (default 200 periods, can be modified)
Plots the percentage deviation from this EMA as a red line
Shows the EMA itself as a horizontal blue line at 0% (the baseline)
Adds horizontal reference lines at +/-5% and +/-10% deviations
Includes labels showing the current deviation percentage and EMA information
AutoFibGauge (TechnoBlooms) AutoFibGauge help users to understand Fibonacci retracement with auto-drawn levels from previous candes, dual moving average crossover for trend confirmation, and a thermometer for quick Fib level identification.
This indicator is designed to streamline your trading decisions. By automatically plotting the Fibonacci levels based on previous candles, it aids in identifying key support and resistance zones. User can choose the number of previous candles for which the Fibonacci is calculated.
Paired with a dual moving average crossover system for robust trend confirmation, this tools helps in aligning with the market's direction.
A dynamic thermometer display that instantly highlights critical Fib levels, making it easier than ever to spot opportunities at a glance.
SigmaTrend Prime | QuantEdgeBIntroducing SigmaTrend Prime (STP) by QuantEdgeB
🛠️ Overview
SigmaTrend Prime (STP) is an advanced trend-following indicator that combines double exponential moving averages (DEMA) with a volatility-adjusted SuperTrend framework.
Unlike traditional ATR-based SuperTrends, STP dynamically adjusts trend thresholds using a standard deviation filter derived from price percentiles. This ensures that the trend signals remain highly adaptive, filtering out short-term noise while maintaining robustness across different market conditions.
By leveraging a DEMA core, STP minimizes lag while preserving strong trend identification, making it a powerful tool for traders looking to capture directional moves with enhanced precision.
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✨ Key Features
🔹 DEMA-Driven Trend Filtering
SigmaTrend Prime minimizes lag and enhances responsiveness using a double exponential moving average (DEMA) core.
🔹 Volatility-Adaptive SuperTrend
STP applies a percentile-based price smoothing technique, ensuring that the trend filter dynamically adjusts to market conditions.
🔹 Standard Deviation (SD) Filtering for Noise Reduction
By applying a rolling standard deviation derived from smoothed price action, STP eliminates false breakouts and enhances trend clarity.
🔹 Customizable Visual & Signal Settings
Includes multiple color modes, backtest metrics, and signal labels, making it highly adaptable for different trading styles.
📊 How It Works
1️⃣ DEMA-Based Trend Smoothing
SigmaTrend Prime uses DEMA (Double Exponential Moving Average) as its trend foundation, offering a smoother and more responsive trend structure:
🔹 Why DEMA?
✔ Minimizes lag compared to standard EMA.
✔ Maintains trend sensitivity while reducing market noise.
✔ Stronger confirmation of directional moves in volatile environments.
2️⃣ Adaptive Volatility Filtering with Standard Deviation (SD)
Unlike conventional SuperTrend indicators that rely on ATR for trend filtering, SigmaTrend Prime applies an SD-based smoothing mechanism.
📌 How it Works?
✔ Price Percentile Calculation → Uses percentile price ranking for better trend representation.
✔ Rolling Standard Deviation Calculation → Applies a volatility-adjusted filter to prevent false signals.
✔ Dynamic Trend Band Expansion → Factors (Factor1 & Factor2) multipliers to adjust trend sensitivity based on current price behavior.
🔹 Why SD-Based Filtering?
✔ More adaptive to different volatility regimes.
✔ Improves trend accuracy in both trending and ranging markets.
✔ Avoids excessive whipsaws common with ATR-based models.
3️⃣ Signal Generation & Trend Confirmation
SigmaTrend Prime detects trend shifts based on SD-filtered breakouts:
✅ Long Signal → Triggered when price crosses above the SuperTrend upper band.
❌ Short Signal → Triggered when price crosses below the SuperTrend lower band.
📌 Additional Features:
✔ Adaptive Signal Labels → Shows "Long" or "Short" trade signals dynamically.
✔ Trend-Following Mode → Stays in position until a confirmed reversal signal occurs.
✔ Customizable Sensitivity → Traders can adjust Factor1 & Factor2 multipliers and other settings to refine signal responsiveness.
👥 Who Should Use It?
✅ Trend Traders & Momentum Followers → Identify strong directional trends with greater accuracy.
✅ Swing & Position Traders → Gain precise trend confirmation signals for optimized entries/exits.
✅ Volatility-Aware Traders → Benefit from adaptive trend filtering based on real-time market conditions.
✅ Systematic & Quant Traders → Implement STP within automated trading systems for improved trend detection.
⚙️ Customization & Default Settings
🔧 Key Custom Inputs:
• DEMA Source (Default: HLC3) → Defines the price input for DEMA calculations.
• DEMA Length (Default: 30) → Controls the smoothing period for trend calculation.
• Percentile SD Length (Default: 10) → Determines historical percentile ranking for volatility
assessment.
• Volatility SD Length (Default: 30) → Defines rolling SD length for dynamic filtering.
• Trend Sensitivity Factors:
🔹 Factor1 (Default: 25) → Adjusts lower SD band responsiveness.
🔹 Factor2 (Default: 40) → Controls upper SD band expansion.
• Visual Customizations → Multiple color modes, backtest metrics, and trend labels available.
🚀 By default, STP is optimized for adaptive trend-following while remaining flexible for customization.
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📌 How to Use SigmaTrend Prime in Trading
1️⃣ Trend-Following Strategy (Momentum Confirmation)
✔ Enter long positions when STP confirms a bullish trend shift above its upper trend band.
✔ Enter short positions when STP confirms a bearish trend shift below its lower trend band.
✔ Stay in trades as long as STP maintains trend direction, filtering out false reversals.
2️⃣ Volatility-Adaptive Strategy (Dynamic Trend Adjustments)
✔ Use Factor1 & Factor2 adjustments to fine-tune STP’s sensitivity to price movements.
✔ Increase Factor1 for slower trend shifts and reduce Factor2 for more aggressive trend detection.
📌 Why?
• In high-volatility conditions, adjust trend bands wider to prevent whipsaws.
• In low-volatility conditions, tighten trend bands for faster signal responsiveness.
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📊 Backtest Mode
SigmaTrend Prime includes an optional backtest table, enabling traders to assess its historical effectiveness before applying it in live trading conditions.
🔹 Backtest Metrics Displayed:
• Equity Max Drawdown → Largest historical loss from peak equity.
• Profit Factor → Ratio of total profits to total losses, measuring system efficiency.
• Sharpe Ratio → Assesses risk-adjusted return performance.
• Sortino Ratio → Focuses on downside risk-adjusted returns.
• Omega Ratio → Evaluates return consistency & performance asymmetry.
• Half Kelly → Optimal position sizing based on risk/reward analysis.
• Total Trades & Win Rate → Assess STP’s historical success rate.
📌 Disclaimer:
Backtest results are based on past performance and do not guarantee future success. Always incorporate real-time validation and risk management in live trading.
🚀 Why This Matters?
✅ Strategy Validation → Gain insight into historical trend accuracy.
✅ Customization Insights → See how different STP settings impact performance.
✅ Risk Awareness → Understand potential drawdowns before deploying capital.
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📌 Conclusion
SigmaTrend Prime (STP) is an advanced trend-following solution that merges DEMA-based trend smoothing with standard deviation-adaptive filtering. By utilizing percentile-based price smoothing, STP enhances trend accuracy while ensuring that signals remain adaptive to different market environments.
🔹 Key Takeaways:
1️⃣ Lag-Minimized Trend Filtering – DEMA enhances trend responsiveness while reducing noise.
2️⃣ SD-Based Volatility Adaptation – More reliable than ATR-based trend models, reducing false breakouts.
3️⃣ Customizable & Dynamic – Easily fine-tune sensitivity settings for various market conditions.
📌 Master the market with precision and confidence | QuantEdgeB
🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
MVRV Z-Score | Vistula LabsWhat is MVRV?
MVRV (Market Value to Realized Value) is a fundamental on-chain metric used to assess the relative valuation of cryptocurrencies, particularly Bitcoin and Ethereum. This ratio compares the current market value (market capitalization) to the realized value (an approximation of the average price at which all coins were last moved).
Market Value : The total market capitalization of the cryptocurrency (current price × circulating supply)
Realized Value : The sum of the market value of all coins valued at the price they last moved on-chain
When MVRV is high, it suggests the market may be overvalued relative to the price investors paid for their coins, potentially indicating a market top. Conversely, a low MVRV ratio may signal undervaluation and a potential market bottom.
How MVRV is Calculated for BTC & ETH
The MVRV ratio for both Bitcoin and Ethereum is sourced directly from IntoTheBlock's data feed in this indicator:
For Bitcoin: INTOTHEBLOCK:BTC_MVRV
For Ethereum: INTOTHEBLOCK:ETH_MVRV
This indicator transforms the raw MVRV data into a Z-Score, which measures how many standard deviations the current MVRV value is from its historical mean over a specified period. The Z-Score calculation uses a moving average (customizable between SMA, EMA, DEMA, RMA, WMA, or VWMA) and standard deviation over the specified lookback period.
Z-Score formula: (Current MVRV - Moving Average of MVRV) / Standard Deviation of MVRV
How This Indicator Can Be Used
1. Trend Following
The MVRV Z-Score indicator implements a trend-following system with customizable thresholds:
Long signals are generated when the Z-Score crosses above the Long Threshold (default: 0.56)
Short signals are generated when the Z-Score crosses below the Short Threshold (default: -0.28)
These signals are visually represented by:
Green up-triangles for long entries
Red down-triangles for short entries
Color-coded candles and Z-Score plot (teal for long positions, magenta for short positions)
The trend signals help identify potential momentum shifts in the market based on historical MVRV behavior.
2. Overbought/Oversold Conditions
The indicator identifies extreme market conditions using two additional thresholds:
Overbought threshold (default: 3.0): When the Z-Score exceeds this value, the market may be significantly overvalued, suggesting potential selling pressure ahead. These zones are highlighted with a light magenta background.
Oversold threshold (default: -2.0): When the Z-Score falls below this value, the market may be significantly undervalued, suggesting potential buying opportunities. These zones are highlighted with a light teal background.
These extreme readings have historically coincided with major market tops and bottoms, making them valuable for medium to long-term position management.
Customization Options
The indicator offers several customization options:
Cryptocurrency source selection (BTC or ETH)
Moving average type and length for the MVRV calculation
Z-Score lookback period
Adjustable thresholds for long/short signals and overbought/oversold conditions
These parameters allow traders to fine-tune the indicator to their specific trading strategy and risk tolerance.
Alerts
The indicator includes four alert conditions:
MVRV Long Opportunity
MVRV Short Opportunity
MVRV Overbought Condition
MVRV Oversold Condition
These alerts can help traders stay informed of potential trading opportunities without constant chart monitoring.
