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Demand Index (Hybrid Sibbet) by TradeQUODemand Index (Hybrid Sibbet) by TradeQUO \ \Overview\ The Demand Index (DI) was introduced by James Sibbet in the early 1990s to gauge “real” buying versus selling pressure by combining price‐change information with volume intensity. Unlike pure price‐based oscillators (e.g. RSI or MACD), the DI highlights moves backed by above‐average volume—helping traders distinguish genuine demand/supply from false breakouts or low‐liquidity noise. \Calculation\ \ \ \Step 1: Weighted Price (P)\ For each bar t, compute a weighted price: ``` Pₜ = Hₜ + Lₜ + 2·Cₜ ``` where Hₜ=High, Lₜ=Low, Cₜ=Close of bar t. Also compute Pₜ₋₁ for the prior bar. \ \Step 2: Raw Range (R)\ Calculate the two‐bar range: ``` Rₜ = max(Hₜ, Hₜ₋₁) – min(Lₜ, Lₜ₋₁) ``` This Rₜ is used indirectly in the exponential dampener below. \ \Step 3: Normalize Volume (VolNorm)\ Compute an EMA of volume over n₁ bars (e.g. n₁=13): ``` EMA_Volₜ = EMA(Volume, n₁)ₜ ``` Then ``` VolNormₜ = Volumeₜ / EMA_Volₜ ``` If EMA\_Volₜ ≈ 0, set VolNormₜ to a small default (e.g. 0.0001) to avoid division‐by‐zero. \ \Step 4: BuyPower vs. SellPower\ Calculate “raw” BuyPowerₜ and SellPowerₜ depending on whether Pₜ > Pₜ₋₁ (bullish) or Pₜ < Pₜ₋₁ (bearish). Use an exponential dampener factor Dₜ to moderate extreme moves when true range is small. Specifically: • If Pₜ > Pₜ₋₁, ``` BuyPowerₜ = (VolNormₜ) / exp ``` otherwise ``` BuyPowerₜ = VolNormₜ. ``` • If Pₜ < Pₜ₋₁, ``` SellPowerₜ = (VolNormₜ) / exp ``` otherwise ``` SellPowerₜ = VolNormₜ. ``` Here, H₀ and L₀ are the very first bar’s High/Low—used to calibrate the scale of the dampening. If the denominator of the exponential is near zero, substitute a small epsilon (e.g. 1e-10). \ \Step 5: Smooth Buy/Sell Power\ Apply a short EMA (n₂ bars, typically n₂=2) to each: ``` EMA_Buyₜ = EMA(BuyPower, n₂)ₜ EMA_Sellₜ = EMA(SellPower, n₂)ₜ ``` \ \Step 6: Raw Demand Index (DI\_raw)\ ``` DI_rawₜ = EMA_Buyₜ – EMA_Sellₜ ``` A positive DI\_raw indicates that buying force (normalized by volume) exceeds selling force; a negative value indicates the opposite. \ \Step 7: Optional EMA Smoothing on DI (DI)\ To reduce choppiness, compute an EMA over DI\_raw (n₃ bars, e.g. n₃ = 1–5): ``` DIₜ = EMA(DI_raw, n₃)ₜ. ``` If n₃ = 1, DI = DI\_raw (no further smoothing). \ \Interpretation\ \ \ \Crossing Zero Line\ • DI\_raw (or DI) crossing from below to above zero signals that cumulative buying pressure (over the chosen smoothing window) has overcome selling pressure—potential Long signal. • Crossing from above to below zero signals dominant selling pressure—potential Short signal. \ \DI\_raw vs. DI (EMA)\ • When DI\_raw > DI (the EMA of DI\_raw), bullish momentum is accelerating. • When DI\_raw < DI, bullish momentum is weakening (or bearish acceleration). \ \Divergences\ • If price makes new highs while DI fails to make higher highs (DI\_raw or DI declining), this hints at weakening buying power (“bearish divergence”), possibly preceding a reversal. • If price makes new lows while DI fails to make lower lows (“bullish divergence”), this may signal waning selling pressure and a potential bounce. \ \Volume Confirmation\ • A strong price move without a corresponding rise in DI often indicates low‐volume “fake” moves. • Conversely, a modest price move with a large DI spike suggests true institutional participation—often a more reliable breakout. \ \Usage Notes & Warnings\ \ \ \Never Use DI in Isolation\ It is a \filter\ and \confirmation\ tool—combine with price‐action (trendlines, support/resistance, candlestick patterns) and risk management (stop‐losses) before executing trades. \ \Parameter Selection\ • \Vol EMA length (n₁)\: Commonly 13–20 bars. Shorter → more responsive to volume spikes, but noisier. • \Buy/Sell EMA length (n₂)\: Typically 2 bars for fast smoothing. • \DI smoothing (n₃)\: Usually 1 (no smoothing) or 3–5 for moderate smoothing. Long DI\_EMA (e.g. 20–50) gives a slower signal. \ \Market Adaptation\ Works well in liquid futures, indices, and heavily traded stocks. In thinly traded or highly erratic markets, adjust n₁ upward (e.g., 20–30) to reduce noise. --- \In Summary\ The Demand Index (James Sibbet) uses a three‐stage smoothing (volume → Buy/Sell Power → DI) to reveal true demand/supply imbalance. By combining normalized volume with price change, Sibbet’s DI helps traders identify momentum backed by real participation—filtering out “empty” moves and spotting early divergences. Always confirm DI signals with price action and sound risk controls before trading.
Indicatore Pine Script®
di TradeQUO
Demand Index (Hybrid Sibbet) by TradeQUO\ Demand Index (Hybrid Sibbet) by TradeQUO \ \ Overview\ The Demand Index (DI) was introduced by James Sibbet in the early 1990s to gauge “real” buying versus selling pressure by combining price‐change information with volume intensity. Unlike pure price‐based oscillators (e.g. RSI or MACD), the DI highlights moves backed by above‐average volume—helping traders distinguish genuine demand/supply from false breakouts or low‐liquidity noise. \ Calculation\ \ \ \ Step 1: Weighted Price (P)\     For each bar t, compute a weighted price: ``` Pₜ = Hₜ + Lₜ + 2·Cₜ ``` where Hₜ=High, Lₜ=Low, Cₜ=Close of bar t. Also compute Pₜ₋₁ for the prior bar. \ \ Step 2: Raw Range (R)\     Calculate the two‐bar range: ``` Rₜ = max(Hₜ, Hₜ₋₁) – min(Lₜ, Lₜ₋₁) ``` This Rₜ is used indirectly in the exponential dampener below. \ \ Step 3: Normalize Volume (VolNorm)\     Compute an EMA of volume over n₁ bars (e.g. n₁=13): ``` EMA_Volₜ = EMA(Volume, n₁)ₜ ```     Then ``` VolNormₜ = Volumeₜ / EMA_Volₜ ``` If EMA\_Volₜ ≈ 0, set VolNormₜ to a small default (e.g. 0.0001) to avoid division‐by‐zero. \ \ Step 4: BuyPower vs. SellPower\     Calculate “raw” BuyPowerₜ and SellPowerₜ depending on whether Pₜ > Pₜ₋₁ (bullish) or Pₜ < Pₜ₋₁ (bearish). Use an exponential dampener factor Dₜ to moderate extreme moves when true range is small. Specifically: • If Pₜ > Pₜ₋₁, ``` BuyPowerₜ = (VolNormₜ) / exp ``` otherwise ``` BuyPowerₜ = VolNormₜ. ``` • If Pₜ < Pₜ₋₁, ``` SellPowerₜ = (VolNormₜ) / exp ``` otherwise ``` SellPowerₜ = VolNormₜ. ``` Here, H₀ and L₀ are the very first bar’s High/Low—used to calibrate the scale of the dampening. If the denominator of the exponential is near zero, substitute a small epsilon (e.g. 1e-10). \ \ Step 5: Smooth Buy/Sell Power\     Apply a short EMA (n₂ bars, typically n₂=2) to each: ``` EMA_Buyₜ = EMA(BuyPower, n₂)ₜ EMA_Sellₜ = EMA(SellPower, n₂)ₜ ``` \ \ Step 6: Raw Demand Index (DI\_raw)\ ``` DI_rawₜ = EMA_Buyₜ – EMA_Sellₜ ``` A positive DI\_raw indicates that buying force (normalized by volume) exceeds selling force; a negative value indicates the opposite. \ \ Step 7: Optional EMA Smoothing on DI (DI)\     To reduce choppiness, compute an EMA over DI\_raw (n₃ bars, e.g. n₃ = 1–5): ``` DIₜ = EMA(DI_raw, n₃)ₜ. ``` If n₃ = 1, DI = DI\_raw (no further smoothing). \ \ Interpretation\ \ \ \ Crossing Zero Line\ • DI\_raw (or DI) crossing from below to above zero signals that cumulative buying pressure (over the chosen smoothing window) has overcome selling pressure—potential Long signal. • Crossing from above to below zero signals dominant selling pressure—potential Short signal. \ \ DI\_raw vs. DI (EMA)\ • When DI\_raw > DI (the EMA of DI\_raw), bullish momentum is accelerating. • When DI\_raw < DI, bullish momentum is weakening (or bearish acceleration). \ \ Divergences\ • If price makes new highs while DI fails to make higher highs (DI\_raw or DI declining), this hints at weakening buying power (“bearish divergence”), possibly preceding a reversal. • If price makes new lows while DI fails to make lower lows (“bullish divergence”), this may signal waning selling pressure and a potential bounce. \ \ Volume Confirmation\ • A strong price move without a corresponding rise in DI often indicates low‐volume “fake” moves. • Conversely, a modest price move with a large DI spike suggests true institutional participation—often a more reliable breakout. \ \ Usage Notes & Warnings\ \ \ \ Never Use DI in Isolation\ It is a \ filter\ and \ confirmation\ tool—combine with price‐action (trendlines, support/resistance, candlestick patterns) and risk management (stop‐losses) before executing trades. \ \ Parameter Selection\ • \ Vol EMA length (n₁)\ : Commonly 13–20 bars. Shorter → more responsive to volume spikes, but noisier. • \ Buy/Sell EMA length (n₂)\ : Typically 2 bars for fast smoothing. • \ DI smoothing (n₃)\ : Usually 1 (no smoothing) or 3–5 for moderate smoothing. Long DI\_EMA (e.g. 20–50) gives a slower signal. \ \ Market Adaptation\ Works well in liquid futures, indices, and heavily traded stocks. In thinly traded or highly erratic markets, adjust n₁ upward (e.g., 20–30) to reduce noise. --- \ In Summary\ The Demand Index (James Sibbet) uses a three‐stage smoothing (volume → Buy/Sell Power → DI) to reveal true demand/supply imbalance. By combining normalized volume with price change, Sibbet’s DI helps traders identify momentum backed by real participation—filtering out “empty” moves and spotting early divergences. Always confirm DI signals with price action and sound risk controls before trading.
Indicatore Pine Script®
di TradeQUO
Adaptive Volume‐Demand‐Index (AVDI)Demand Index (according to James Sibbet) – Short Description The Demand Index (DI) was developed by James Sibbet to measure real “buying” vs. “selling” strength (Demand vs. Supply) using price and volume data. It is not a standalone trading signal, but rather a filter and trend confirmer that should always be used together with chart structure and additional indicators. --- \ 1. Calculation Basis\ 1. Volume Normalization $$ \text{normVol}_t = \frac{\text{Volume}_t}{\mathrm{EMA}(\text{Volume},\,n_{\text{Vol}})_t} \quad(\text{e.g., }n_{\text{Vol}} = 13) $$ This smooths out extremely high volume spikes and compares them to the average (≈ 1 means “average volume”). 2. Price Factor $$ \text{priceFactor}_t = \frac{\text{Close}_t - \text{Open}_t}{\text{Open}_t}. $$ Positive values for bullish bars, negative for bearish bars. 3. Component per Bar $$ \text{component}_t = \text{normVol}_t \times \text{priceFactor}_t. $$ If volume is above average (> 1) and the price rises slightly, this yields a noticeably positive value; conversely if the price falls. 4. Raw DI (Rolling Sum) Over a window of \$w\$ bars (e.g., 20): $$ \text{RawDI}_t = \sum_{i=0}^{w-1} \text{component}_{\,t-i}. $$ Alternatively, recursively for \$t \ge w\$: $$ \text{RawDI}_t = \text{RawDI}_{t-1} + \text{component}_t - \text{component}_{\,t-w}. $$ 5. Optional EMA Smoothing An EMA over RawDI (e.g., \$n\_{\text{DI}} = 50\$) reduces short-term fluctuations and highlights medium-term trends: $$ \text{EMA\_DI}_t = \mathrm{EMA}(\text{RawDI},\,n_{\text{DI}})_t. $$ 6.Zero Line Handy guideline: RawDI > 0: Accumulated buying power dominates. RawDI < 0: Accumulated selling power dominates. 2. Interpretation & Application Crossing Zero RawDI above zero → Indication of increasing buying pressure (potential long signal). RawDI below zero → Indication of increasing selling pressure (potential short signal).  Not to be used alone for entry—always confirm with price action. RawDI vs. EMA_DI RawDI > EMA\_DI → Acceleration of demand. RawDI < EMA\_DI → Weakening of demand. Divergences Price makes a new high, RawDI does not make a higher high → potential weakness in the uptrend. Price makes a new low, RawDI does not make a lower low → potential exhaustion of the downtrend. 3. Typical Signals (for Beginners) \ 1. Long Setup\ RawDI crosses zero from below, RawDI > EMA\_DI (acceleration), Price closes above a short-term swing high or resistance. Stop-Loss: just below the last swing low, Take-Profit/Trailing: on reversal signals or fixed R\:R. 2. Short Setup RawDI crosses zero from above, RawDI < EMA\_DI (increased selling pressure), Price closes below a short-term swing low or support. Stop-Loss: just above the last swing high. --- 4. Notes and Parameters Recommended Values (Beginners): Volume EMA (n₍Vol₎) = 13 RawDI window (w) = 20 EMA over DI (n₍DI₎) = 50 (medium-term) or 1 (no smoothing) Attention:\ NEVER use in isolation. Always in combination with price action analysis (trendlines, support/resistance, candlestick patterns). Especially during volatile news phases, RawDI can fluctuate strongly → EMA\_DI helps to avoid false signals. --- Conclusion The Demand Index by James Sibbet is a powerful filter to assess price movements by their volume backing. It shows whether a rally is truly driven by demand or merely a short-term volume anomaly. In combination with classic chart analysis and risk management, it helps to identify robust entry points and potential trend reversals earlier.
Indicatore Pine Script®
di TradeQUO
TrendMaster Pro 2.3 with Alerts Hello friends, A member of the community approached me and asked me how to write an indicator that would achieve a particular set of goals involving comprehensive trend analysis, risk management, and session-based trading controls. Here is one example method of how to create such a system: Core Strategy Components Multi-Moving Average System - Uses configurable MA types (EMA, SMA, SMMA) with short-term (9) and long-term (21) periods for primary signal generation through crossovers Higher Timeframe Trend Filter - Optional trend confirmation using a separate MA (default 50-period) to ensure trades align with broader market direction Band Power Indicator - Dynamic high/low bands calculated using different MA types to identify price channels and volatility zones Advanced Signal Filtering Bollinger Bands Volatility Filter - Prevents trading during low-volatility ranging markets by requiring sufficient band width RSI Momentum Filter - Uses customizable thresholds (55 for longs, 45 for shorts) to confirm momentum direction MACD Trend Confirmation - Ensures MACD line position relative to signal line aligns with trade direction Stochastic Oscillator - Adds momentum confirmation with overbought/oversold levels ADX Strength Filter - Only allows trades when trend strength exceeds 25 threshold Session-Based Trading Management Four Trading Sessions - Asia (18:00-00:00), London (00:00-08:00), NY AM (08:00-13:00), NY PM (13:00-18:00) Individual Session Limits - Separate maximum trade counts for each session (default 5 per session) Automatic Session Closure - All positions close at specified market close time Risk Management Features Multiple Stop Loss Options - Percentage-based, MA cross, or band-based SL methods Risk/Reward Ratio - Configurable TP levels based on SL distance (default 1:2) Auto-Risk Calculation - Dynamic position sizing based on dollar risk limits ($150-$250 range) Daily Limits - Stop trading after reaching specified TP or SL counts per day Support & Resistance System Multiple Pivot Types - Traditional, Fibonacci, Woodie, Classic, DM, and Camarilla calculations Flexible Timeframes - Auto-adjusting or manual timeframe selection for S/R levels Historical Levels - Configurable number of past S/R levels to display Visual Customization - Individual color and display settings for each S/R level Additional Features Alert System - Customizable buy/sell alert messages with once-per-bar frequency Visual Trade Management - Color-coded entry, SL, and TP levels with fill areas Session Highlighting - Optional background colors for different trading sessions Comprehensive Filtering - All signals must pass through multiple confirmation layers before execution This approach demonstrates how to build a professional-grade trading system that combines multiple technical analysis methods with robust risk management and session-based controls, suitable for algorithmic trading across different market sessions. Good luck and stay safe!
Strategia Pine Script®
di everget
14
Estratégia Integrada para DaytradingTreasury 5H Strategy Description for TradingView Uncover Market Signals with Integrated and Exclusive Analysis Introducing the Treasury 5H, an advanced and highly customizable technical analysis tool for traders seeking a deeper, more integrated view of the market. This robust indicator has been meticulously developed to combine the strength of established technical indicators with the intelligence of two proprietary and exclusive components: the Treasury Oscillator and Multi-Asset Correlation. The result is a powerful system that delivers buy and sell signals based on the confluence of multiple analyses, providing a unique perspective not found in other available tools. A Symphony of Technical Indicators The Treasury 5H harmonizes different analytical approaches to capture various facets of price movement. It incorporates classic indicators like the DMI (Directional Movement Index), ideal for identifying trend direction and strength, allowing you to filter out noise and focus on more significant movements. Alongside the DMI, the indicator utilizes the MACD (Moving Average Convergence Divergence), a versatile momentum oscillator that helps detect changes in the strength, direction, and duration of a trend. Complementing the trend and momentum analysis, a configurable Moving Average (SMA, EMA, WMA, or VWMA) provides a dynamic baseline to assess the current price position, helping to confirm the prevailing market direction. The Exclusive Advantage: Treasury Oscillator and Multi-Asset Correlation The true differentiator of the Treasury 5H lies in its exclusive components, developed in-house and unavailable on any other platform. The Treasury Oscillator is an innovation that allows you to compare the normalized performance of the main asset you are analyzing with up to three other assets of your choice, such as treasury bonds (Treasuries), currencies, or other relevant indices. By calculating a standard deviation score for each asset relative to its averages, the oscillator identifies performance divergences and convergences, offering valuable insights into relative strength and potential inflection points that isolated indicators might miss. Additionally, the Multi-Asset Correlation indicator offers another layer of exclusive intermarket analysis. It calculates and compares the normalized percentage change of the main asset with up to three other user-selected assets over a defined period. This performance correlation analysis helps understand how the main asset is moving relative to other correlated (or uncorrelated) markets or instruments, providing crucial context about capital flow and overall market sentiment. The combination of these two proprietary indicators offers unprecedented analytical depth. Unmatched Flexibility and Customization We understand that every trader and every asset is unique. Therefore, the Treasury 5H was designed with an exceptional level of flexibility. You have full control to individually enable or disable each of the five components (DMI, MACD, Moving Average, Treasury Oscillator, Multi-Asset Correlation), allowing you to tailor the analysis to your specific preferences and strategies. Furthermore, all parameters are adjustable, from the calculation periods of each indicator (DMI, MACD, MAs, Oscillator and Correlation Periods) to reference levels (like the minimum ADX level) and the symbols of the assets to be compared in the proprietary modules. This fine-tuning capability ensures the indicator can be optimized for different assets, timeframes, and market conditions. To further refine your strategy and increase signal precision, the Treasury 5H includes a powerful configurable trading session filter. This feature allows you to define up to three specific time periods during the day when the indicator's signals will be completely inactive. Use this strategic tool to avoid receiving signals and trading during hours known for low liquidity, unwanted excessive volatility, or simply outside your preferred operating window, ensuring you only act when market conditions are more favorable to your approach. Visual settings are also customizable, allowing you to adjust the colors for buy and sell signals, the transparency of the bar coloring, and the option to show or hide the Moving Average on the chart. Clear and Integrated Signals The Treasury 5H generates clear buy or sell signals when all selected and active indicators point in the same direction, ensuring a confluence-based approach for greater robustness. If the time filter is active, signals will only be generated during permitted operating periods. The signal state is visually represented by bar coloring: one color for the initial entry candle (buy or sell), a lighter shade for signal continuation, and optionally, a neutral color for periods defined as inactive. To facilitate monitoring, the indicator includes configurable alerts for new signal entries and when an existing signal is invalidated. Additionally, an information table in the corner of the chart displays the current status (buy, sell, or neutral) of each individual component and the final integrated signal, offering full transparency into the indicator's logic. Acquire Your Competitive Edge The Treasury 5H is not just another indicator; it's a comprehensive analysis system that integrates standard tools with exclusive, proprietary intermarket analyses. Its high degree of customization allows it to be adapted to virtually any trading style and asset. By incorporating the Treasury Oscillator and Multi-Asset Correlation, you gain insights simply unavailable in other tools. Elevate your technical analysis and make more informed trading decisions with the Treasury 5H. How to Use the Treasury 5H Indicator The Treasury 5H is designed as a powerful tool to complement and confirm your own market analysis, not as a standalone trading system. The key to extracting maximum value from this indicator lies in its intelligent integration with your personal analytical approach, whether focused on technical, fundamental, macroeconomic aspects, or a combination thereof. The recommended workflow begins with your in-depth analysis of the asset and market context. Identify potential opportunities, support and resistance levels, trends, and relevant patterns based on your preferred methods. Once you have a clear view and a trade hypothesis, patiently wait for the Treasury 5H to generate a buy or sell signal that aligns with and corroborates your analysis. Always remember: the indicator provides a possible entry signal based on the confluence of active components, but the final decision to execute the trade must always be yours, validated by your own market reading. When a signal is generated, it is visually highlighted by the bar's color (blue for buy, red for sell, by default). This first opaque colored bar indicates the initial moment of signal confluence. Subsequent bars, with the same color but more transparent, signal that the conditions that generated the initial signal still persist, and the asset is theoretically continuing in the indicated direction. However, how you act after the signal depends on your strategy. Many traders prefer not to enter immediately on the first signal bar but rather wait for additional confirmation, such as a pullback towards the signal bar or a clear breakout above the high (for buys) or below the low (for sells) of that bar. Test and adapt your entry strategy to find what works best for you in conjunction with the Treasury 5H signals. Contact me privately for questions, suggestions, or adjustments.
Strategia Pine Script®
di andre_canhete
Momentum Fusion v1Momentum Fusion v1 Overview Momentum Fusion v1 (MFusion) is a multi-oscillator indicator that combines several components to analyze market momentum and trend strength. It incorporates modified versions of classic indicators such as PVI (Positive Volume Index), NVI (Negative Volume Index), MFI (Money Flow Index), RSI, Stochastic, and Bollinger Bands Oscillator. The indicator displays a histogram that changes color based on momentum strength and includes "FUSION🔥" signal labels when extreme values are reached. Indicator Settings Parameters: EMA Length – Smoothing period for the moving average (default: 255). Smoothing Period – Internal calculation smoothing parameter (default: 15). BB Multiplier – Standard deviation multiplier for Bollinger Bands (default: 2.0). Show verde / marron / media lines – Toggles the display of auxiliary lines. Show FUSION🔥 label – Enables/disables signal labels. Indicator Components 1. PVI (Positive Volume Index) Formula: pvi := volume > volume ? nz(pvi ) + (close - close ) / close * sval : nz(pvi ) Description: PVI increases when volume rises compared to the previous bar and accounts for price percentage change. The stronger the price movement with increasing volume, the higher the PVI value. 2. NVI (Negative Volume Index) Formula: nvi := volume < volume ? nz(nvi ) + (close - close ) / close * sval : nz(nvi ) Description: NVI tracks price movements during declining volume. If the price rises on low volume, it may indicate a "stealth" trend. 3. Money Flow Index (MFI) Formula: 100 - 100 / (1 + up / dn) Description: An oscillator measuring money flow strength. Values above 80 suggest overbought conditions, while values below 20 indicate oversold conditions. 4. Stochastic Oscillator Formula: k = 100 * (close - lowest(low, length)) / (highest(high, length) - lowest(low, length)) Description: A classic stochastic oscillator showing price position relative to the selected period's range. 5. Bollinger Bands Oscillator Formula: (tprice - BB midline) / (upper BB - lower BB) * 100 Description: Indicates the price position relative to Bollinger Bands in percentage terms. Key Lines & Histogram 1. Verde (Green Line) Calculation: verde = marron + oscp (normalized PVI) Interpretation: Higher values indicate stronger bullish momentum. A FUSION🔥 signal appears when the value reaches 750+. 2. Marron (Brown Line) Calculation: marron = (RSI + MFI + Bollinger Osc + Stochastic / 3) / 2 Interpretation: A composite oscillator combining multiple indicators. Higher values suggest overbought conditions. 3. Media (Red Line) Calculation: media = EMA of marron with smoothing period Interpretation: Acts as a signal line for trend confirmation. 4. Histogram Calculation: histo = verde - marron Colors: Bright green (>100) – Strong bullish momentum. Light green (>0) – Moderate bullish momentum. Orange (<0) – Bearish momentum. Red (<-100) – Strong bearish momentum. Signals & Alerts 1. FUSION🔥 (Strong Momentum) Condition: verde >= 750 Visualization: A "FUSION🔥" label appears below the chart. Alert: Can be set to trigger notifications when the condition is met. 2. Background Aura Condition: verde > 850 Visualization: The chart background turns teal, indicating extreme momentum. Usage Recommendations FUSION🔥 Signal – Can be used as a long entry point when confirmed by other indicators. Histogram: 1. Green bars – Potential long entry. 2. Red/orange bars – Potential short entry. 3. Media & Marron Crossover – Can serve as an additional trend filter. 4. Suitable for a 5-15 minute time frame Conclusion Momentum Fusion v1 is a powerful tool for momentum analysis, combining multiple indicators into a unified system. It is suitable for: Trend traders (catching strong movements). Scalpers (identifying short-term impulses). Swing traders (filtering entry points). The indicator features customizable settings and visual signals, making it adaptable to various trading styles.
Indicatore Pine Script®
di Zdorman
Contrarian Crowd OscillatorEver enter a trade because it looks super bullish or bearish and immediately goes the other way? The Contrarian Crowd Oscillator identifies dangerous market sentiment extremes by synthesizing multiple technical indicators into a single powerful contrarian signal. Stop getting trapped in crowded trades and start profiting from crowd psychology! What This Indicator Does This oscillator combines 6 different technical perspectives (RSI, Stochastic, Williams %R, CCI, ROC, and MFI) to measure market consensus and identify when sentiment becomes dangerously one-sided. It answers the critical question: "Is everyone thinking the same thing right now?" Why This Works Market psychology is predictable. When everyone becomes extremely bullish or bearish, they create unsustainable conditions: Extreme Bullishness: No buyers left to push prices higher Extreme Bearishness: No sellers left to push prices lower High Consensus: Crowded trades become vulnerable to sudden reversals This oscillator quantifies these psychological extremes and gives you the edge to trade against the crowd when they're most likely to be wrong.
Indicatore Pine Script®
di B3AR_Trades
2
Treasury 5HTreasury 5H Indicator Description for TradingView Uncover Market Signals with Integrated and Exclusive Analysis Introducing the Treasury 5H, an advanced and highly customizable technical analysis tool for traders seeking a deeper, more integrated view of the market. This robust indicator has been meticulously developed to combine the strength of established technical indicators with the intelligence of two proprietary and exclusive components: the Treasury Oscillator and Multi-Asset Correlation. The result is a powerful system that delivers buy and sell signals based on the confluence of multiple analyses, providing a unique perspective not found in other available tools. A Symphony of Technical Indicators The Treasury 5H harmonizes different analytical approaches to capture various facets of price movement. It incorporates classic indicators like the DMI (Directional Movement Index), ideal for identifying trend direction and strength, allowing you to filter out noise and focus on more significant movements. Alongside the DMI, the indicator utilizes the MACD (Moving Average Convergence Divergence), a versatile momentum oscillator that helps detect changes in the strength, direction, and duration of a trend. Complementing the trend and momentum analysis, a configurable Moving Average (SMA, EMA, WMA, or VWMA) provides a dynamic baseline to assess the current price position, helping to confirm the prevailing market direction. The Exclusive Advantage: Treasury Oscillator and Multi-Asset Correlation The true differentiator of the Treasury 5H lies in its exclusive components, developed in-house and unavailable on any other platform. The Treasury Oscillator is an innovation that allows you to compare the normalized performance of the main asset you are analyzing with up to three other assets of your choice, such as treasury bonds (Treasuries), currencies, or other relevant indices. By calculating a standard deviation score for each asset relative to its averages, the oscillator identifies performance divergences and convergences, offering valuable insights into relative strength and potential inflection points that isolated indicators might miss. Additionally, the Multi-Asset Correlation indicator offers another layer of exclusive intermarket analysis. It calculates and compares the normalized percentage change of the main asset with up to three other user-selected assets over a defined period. This performance correlation analysis helps understand how the main asset is moving relative to other correlated (or uncorrelated) markets or instruments, providing crucial context about capital flow and overall market sentiment. The combination of these two proprietary indicators offers unprecedented analytical depth. Unmatched Flexibility and Customization We understand that every trader and every asset is unique. Therefore, the Treasury 5H was designed with an exceptional level of flexibility. You have full control to individually enable or disable each of the five components (DMI, MACD, Moving Average, Treasury Oscillator, Multi-Asset Correlation), allowing you to tailor the analysis to your specific preferences and strategies. Furthermore, all parameters are adjustable, from the calculation periods of each indicator (DMI, MACD, MAs, Oscillator and Correlation Periods) to reference levels (like the minimum ADX level) and the symbols of the assets to be compared in the proprietary modules. This fine-tuning capability ensures the indicator can be optimized for different assets, timeframes, and market conditions. To further refine your strategy and increase signal precision, the Treasury 5H includes a powerful configurable trading session filter. This feature allows you to define up to three specific time periods during the day when the indicator's signals will be completely inactive. Use this strategic tool to avoid receiving signals and trading during hours known for low liquidity, unwanted excessive volatility, or simply outside your preferred operating window, ensuring you only act when market conditions are more favorable to your approach. Visual settings are also customizable, allowing you to adjust the colors for buy and sell signals, the transparency of the bar coloring, and the option to show or hide the Moving Average on the chart. Clear and Integrated Signals The Treasury 5H generates clear buy or sell signals when all selected and active indicators point in the same direction, ensuring a confluence-based approach for greater robustness. If the time filter is active, signals will only be generated during permitted operating periods. The signal state is visually represented by bar coloring: one color for the initial entry candle (buy or sell), a lighter shade for signal continuation, and optionally, a neutral color for periods defined as inactive. To facilitate monitoring, the indicator includes configurable alerts for new signal entries and when an existing signal is invalidated. Additionally, an information table in the corner of the chart displays the current status (buy, sell, or neutral) of each individual component and the final integrated signal, offering full transparency into the indicator's logic. Acquire Your Competitive Edge The Treasury 5H is not just another indicator; it's a comprehensive analysis system that integrates standard tools with exclusive, proprietary intermarket analyses. Its high degree of customization allows it to be adapted to virtually any trading style and asset. By incorporating the Treasury Oscillator and Multi-Asset Correlation, you gain insights simply unavailable in other tools. Elevate your technical analysis and make more informed trading decisions with the Treasury 5H. How to Use the Treasury 5H Indicator The Treasury 5H is designed as a powerful tool to complement and confirm your own market analysis, not as a standalone trading system. The key to extracting maximum value from this indicator lies in its intelligent integration with your personal analytical approach, whether focused on technical, fundamental, macroeconomic aspects, or a combination thereof. The recommended workflow begins with your in-depth analysis of the asset and market context. Identify potential opportunities, support and resistance levels, trends, and relevant patterns based on your preferred methods. Once you have a clear view and a trade hypothesis, patiently wait for the Treasury 5H to generate a buy or sell signal that aligns with and corroborates your analysis. Always remember: the indicator provides a possible entry signal based on the confluence of active components, but the final decision to execute the trade must always be yours, validated by your own market reading. When a signal is generated, it is visually highlighted by the bar's color (blue for buy, red for sell, by default). This first opaque colored bar indicates the initial moment of signal confluence. Subsequent bars, with the same color but more transparent, signal that the conditions that generated the initial signal still persist, and the asset is theoretically continuing in the indicated direction. However, how you act after the signal depends on your strategy. Many traders prefer not to enter immediately on the first signal bar but rather wait for additional confirmation, such as a pullback towards the signal bar or a clear breakout above the high (for buys) or below the low (for sells) of that bar. Test and adapt your entry strategy to find what works best for you in conjunction with the Treasury 5H signals.
Indicatore Pine Script®
di andre_canhete
1
4 EMA Dr_No_Lambo 4 Baller🔵🟢🟡🔴 4 EMA Trend Signal Indicator with Alerts Author: Dr_Lambo Script Name: 4 EMA Indicator with Alerts 📌 Overview This indicator plots four key EMAs (Exponential Moving Averages) commonly used by professional traders to identify trend strength, momentum shifts, and dynamic support/resistance zones. EMA 8 – 🔵 Blue: Short-term price action EMA 13 – 🟢 Green: Trend confirmation line EMA 21 – 🟡 Yellow: Medium-term trend guide EMA 55 – 🔴 Red: Long-term trend anchor 🚨 Alert System Built-in alerts for key crossovers: ✅ Buy Alert – When EMA 8 crosses above EMA 13 ❌ Sell Alert – When EMA 8 crosses below EMA 13 These alerts help traders catch early trend shifts without staring at charts all day. 🧠 How to Use Bullish Bias: All EMAs aligned upwards (8 > 13 > 21 > 55) Bearish Bias: All EMAs aligned downwards (8 < 13 < 21 < 55) Use crossover alerts for potential entry signals, and EMA 21/55 as dynamic stop or exit zones. ⚙️ Ideal For: Trend traders Intraday and swing trading Forex, Gold, Crypto, Stocks
Indicatore Pine Script®
di Dr_No_Lambo
HARSI PRO v2 - Advanced Adaptive Heikin-Ashi RSI OscillatorThis script is a fully re-engineered and enhanced version of the original Heikin-Ashi RSI Oscillator created by JayRogers. While it preserves the foundational concept and visual structure of the original indicatorusing Heikin-Ashi-style candles to represent RSI movementit introduces a range of institutional-grade engines and real-time analytics modules. The core idea behind HARSI is to visualize the internal structure of RSI behavior using candle representations. This gives traders a clearer sense of trend continuity, exhaustion, and momentum inflection. In this upgraded version, the system is extended far beyond basic visualization into a comprehensive diagnostic and context-tracking tool. Core Enhancements and Features 1. Heikin-Ashi RSI Candles The base HARSI logic transforms RSI values into open, high, low, and close components, which are plotted as Heikin-Ashi-style candles. The open values are smoothed with a user-controlled bias setting, and the high/low are calculated from zero-centered RSI values. 2. Smoothed RSI Histogram and Plot A secondary RSI plot and histogram are available for traditional RSI interpretation, optionally smoothed using a custom midpoint EMA process. 3. Dynamic Stochastic RSI Ribbon The indicator optionally includes a smoothed Stochastic RSI ribbon with directional fill to highlight acceleration and reversal zones. 4. Real-Time Meta-State Engine This engine determines the current market environmentneutral, breakout, or reversalbased on multiple adaptive conditions including volatility compression, momentum thrust, volume behavior, and composite reversal scoring. 5. Adaptive Overbought/Oversold Zone Engine Instead of using fixed RSI thresholds, this engine dynamically adjusts OB/OS boundaries based on recent RSI range and normalized price volatility. This makes the OB/OS levels context-sensitive and more accurate across different instruments and regimes. 6. Composite Reversal Score Engine A real-time score between 0 and 5 is generated using four components: * OB/OS proximity (zone score) * RSI slope behavior * Volume state (burst or exhaustion) * Trend continuation penalty based on position versus trend bias This score allows for objective filtering of reversal zones and breakout traps. 7. Kalman Velocity Filter A Kalman-style adaptive smoothing filter is applied to RSI for calculating velocity and acceleration. This allows for real-time detection of stalls and thrusts in RSI behavior. 8. Predictive Breakout Estimator Uses ATR compression and RSI thrusting conditions to detect likely breakout environments. This logic contributes to the Meta-State Engine and the Breakout Risk dashboard metric. 9. Volume Acceleration Model Real-time detection of volume bursts and fades based on VWMA baselines. Volume exhaustion warnings are used to qualify or disqualify reversals and breakouts. 10. Trend Bias and Regime Detection Uses RSI slope, HARSI body impulse, and normalized ATR to classify the current trend state and directional bias. This forms the basis for filtering false reversals during strong trends. 11. Dashboard with Tooltips A clean, table displays six key metrics in real time: * Meta State * Reversal Score * Trend Bias * Volume State * Volatility Regime * Breakout Risk Each cell includes a descriptive tooltip explaining why the value is being shown based on internal state calculations. How It Works Internally * The system calculates a zero-centered RSI and builds candle structures using high, low, and smoothed open/close values. * Volatility normalization is used throughout the script, including ATR-based thresholds and dynamic scaling of OB/OS zones. * Momentum is filtered through smoothed slope calculations and HARSI body size measurements. * Volume activity is compared against VWMA using configurable multipliers to detect institutional-level activity or exhaustion. * Each regime detection module contributes to a centralized metaState classifier that determines whether the environment is conducive to reversal, breakout, or neutral action. * All major signal and context values are continuously updated in a dashboard table with logic-driven color coding and tooltips. Based On and Credits This script is based on the original Heikin-Ashi RSI Oscillator by JayRogers . All visual elements from the original version, including candle plotting and color configurations, have been retained and extended. Significant backend enhancements were added by AresIQ for the 2025 release. The script remains open-source under the original attribution license. Credit to JayRogers is preserved and required for any derivative versions.
Indicatore Pine Script®
di AresIQ
5
GoatsGlowingRSIGoatsGlowingRSI is a visually enhanced and feature-rich RSI (Relative Strength Index) indicator designed for deeper market insight and clearer signal visualization. It combines standard RSI analysis with gradient-colored backgrounds, glowing effects, and automated divergence detection to help traders spot potential reversals and momentum shifts more effectively. Key Features: ✅ Multi-Timeframe RSI: Calculate RSI from any timeframe using the custom input. Leave it blank to use the current chart's timeframe. ✅ Dynamic Gradient Background: A smooth gradient fill is applied between RSI levels from the lower band (30) to the upper band (70). The gradient shifts from blue (oversold) to red (overbought), visually highlighting the RSI's position and strength. ✅ Glowing RSI Line: A three-layered glow effect surrounds the main RSI line, creating a striking white core with a purple aura that enhances visibility against dark or light chart themes. ✅ Custom RSI Levels: Dashed horizontal lines at RSI 70 (overbought), RSI 30 (oversold), and a dotted midline at 50 help you interpret trend momentum and strength. ✅ Automatic Divergence Detection: Built-in logic identifies bullish and bearish divergences by comparing RSI and price pivot points: 🟢 Bullish Divergence: RSI makes a higher low while price makes a lower low. 🔴 Bearish Divergence: RSI makes a lower high while price makes a higher high. Divergences are marked on the RSI line with colored lines and labels ("Bull"/"Bear"). ✅ Alerts Ready: Get notified in real-time with alert conditions for both bullish and bearish divergence setups.
Indicatore Pine Script®
di goat-farm
2
Z-Score Adaptive Oscillator SuiteZ-Score Adaptive Oscillator Suite This indicator combines the Relative Strength Index (RSI) Money Flow Index (MFI) Chande Momentum Oscillator (CMO) and the Commodity Channel Index (CCI) with Z-score adaptive mechanism to provide a dynamic and adaptive trading tool. Key Features: Oscillators (RSI, MFI, CMO, CCI) Calculates the oscillators using a customizable period and source. Helps identify overbought or oversold conditions based on the oscillator average values. Z-Score Adaptivity: Applies Z-Score calculation to the Oscillators values over a user-defined lookback period. Filters market regimes into low or high Z-score conditions based on the Z-score crossing above the user input threshold Regime-Based Signal Generation: In high Z-Score markets: Signals are generated using a simple cross of the oscillator midline-levels. In low Z-Score markets: Signals are based on user-defined thresholds for long and short conditions. Usage: The coloring automatically adjusts to market conditions, and acts as potential buy/sell signals. Disclaimer This indicator is provided for educational and informational purposes only and does not constitute investment advice. Trading involves risk and may result in financial loss. Always perform your own research and consult with a qualified financial advisor before making any trading decisions.
Indicatore Pine Script®
di MintLeafEdge
BK AK-Scope🔭 Introducing BK AK-Scope — Target Locked. Signal Acquired. 🔭 After building five precision weapons for traders, I’m proud to unveil the sixth. BK AK-Scope — the eye of the arsenal. This is not just an indicator. It’s an intelligence system for volatility, signal clarity, and rate-of-change dynamics — forged for elite vision in any market terrain. 🧠 Why “Scope”? And Why “AK”? Every shooter knows: you can’t hit what you can’t see. The Scope brings range, clarity, and target distinction. It filters motion from noise. Purpose from panic. “AK” continues to honor the man who trained my sight — my mentor, A.K. His discipline taught me to wait for alignment. To move with reason, not emotion. His vision lives in every code line here. 🔬 What Is BK AK-Scope? A Triple-Tier TSI Correlation Engine, fused with adaptive opacity logic, a volatility scoring system, and real-time signal clarity. It’s momentum dissected — by speed, depth, and rate of change. Built to serve traders who: Need visual hierarchy between fast, mid, and slow TSI responses. Want adaptive fills that pulse with volatility — not static zones. Require a volatility scoring overlay that reads the battlefield in real time. ⚙️ Core Systems: How BK AK-Scope Works ✅ Fast/Mid/Slow TSI → Three layers of correlation: like scopes with zoom levels. You track micro moves, mid swings, and macro flow simultaneously. ✅ Rate-of-Change Adaptive Opacity → Momentum fills fade or flash based on speed — giving you movement density at a glance. Bull vs. Bear zones adapt to strength. You feel the market’s pulse. ✅ Volatility Score Intelligence → Custom algorithm measuring: Range expansion Rate-of-change differentials ATR dynamics Standard deviation pressure All combined into a score from 0–100 with live icons: 🔥 = Extreme Heat (70+) 🧊 = Cold Zone (<30) ⚠️ = ROC Warning • = Neutral drift ✅ Auto-Detect Volatility Modes → Scalp = <15min Swing = intraday/hourly Macro = daily/weekly Or override manually with total control. 🎯 How To Use BK AK-Scope 🔹 Trend Continuation → When all three TSI layers align in direction + volatility score climbs, ride with the trend. 🔹 Early Reversals → Opposing TSI + rapid opacity change + volatility shift = sniper reversal zone. 🔹 Consolidation Filter → Neutral fills + score < 30 = stay out, wait for signal surge. 🔹 Signal Confluence → Pair with: • Gann fans or angles • Fib time/price clusters • Elliott Wave structure • Harmonics or divergence To isolate entry perfection. 🛡️ Why This Indicator Changes the Game It's not just momentum. It’s TSI with depth hierarchy. It’s not just color. It’s real-time strength visualization. It’s not just volatility. It’s rate-weighted market intelligence. This is market optics for the advanced trader — built for vision, clarity, and discipline. 🙏 Final Thoughts 🔹 In honor of A.K., my mentor. The man who taught me to see what others miss. 🔹 Inspired by the power of vision — because execution without clarity is chaos. 🔹 Powered by faith — because Gd alone gives sight beyond the visible. “He gives sight to the blind and wisdom to the humble.” — Psalms 146 Every tool I build is a prayer in code — that it helps someone trade with clarity, integrity, and precision. ⚡ Zoom In. Focus Deep. Trade Clean. BK AK-Scope — Lock on the target. See what others don’t. 🔫 Clarity is power. 🔫 Gd bless. 🙏
Indicatore Pine Script®
di Ki11a_B
Volatility Adaptive Oscillator SuiteVolatility Adaptive Oscillator Suite This indicator combines the Relative Strength Index (RSI) Money Flow Index (MFI) Chande Momentum Oscillator (CMO) and the Commodity Channel Index with volatility adaptive mechanism to provide a dynamic and adaptive trading tool. Key Features: Oscillators (RSI, MFI, CMO, CCI) Calculates the oscillators using a customizable period and source. Helps identify overbought or oversold conditions based on the oscillator average values. ATR Adaptivity: Applies a ATR Moving Average calculation to the Oscillators values over a user-defined lookback period. Filters market regimes into low or high volatility conditions based on the ATR crossing above the average ATR Moving Average Regime-Based Signal Generation: In high volatility markets: Signals are generated using a simple cross of the oscillator midline-levels. In low volatility markets: Signals are based on user-defined thresholds for long and short conditions. Usage: The coloring automatically adjusts to market conditions, and acts as potential buy/sell signals. Disclaimer This indicator is provided for educational and informational purposes only and does not constitute investment advice. Trading involves risk and may result in financial loss. Always perform your own research and consult with a qualified financial advisor before making any trading decisions.
Indicatore Pine Script®
di MintLeafEdge
Z-Score Adaptive Connors RSIZ-Score Adaptive Connors RSI blends the classic three-component Connors RSI (RSI, Up/Down streak RSI, and Percentile Rank of 1-bar ROC) with a dynamic z-score filter that distinguishes trending vs. mean-reverting market regimes. When the indicator detects an extreme deviation (|z-score| > threshold) , it switches to “trending” mode and tightens entry thresholds for capturing momentum. When markets are in a more neutral regime, it reverts to wider thresholds, hunting for overbought/oversold reversals. Key Features Connors RSI Core: Combines price momentum, streak measurements, and velocity for a robust baseline oscillator. Z-Score Regime Filter: Computes the z-score of the Connors RSI over a lookback window to adapt your trading style to trending vs. reverting environments. Dynamic Thresholds: Separate user-configurable thresholds for trending (“tight” entries) and mean-reverting (“wide” entries) scenarios. Inputs & Parameters Connors RSI Settings RSI Source: Price series for RSI calculation (default: Close) RSI Length: Period for price‐change RSI (default: 24) Up/Down Length: Period for streak RSI (default: 20) ROC Length: Period for percentile‐rank of 1-bar return (default: 75) Z-Score Filter Lookback: Number of bars to compute mean and standard deviation of Connors RSI (default: 14) Threshold: Minimum |z-score| to enter “trending” mode (default: 1.5) Entry Thresholds Trending Long/Short: Upper and lower RSI Thresholds when trending Reverting Long/Short: Upper and lower RSI Thresholds when reverting
Indicatore Pine Script®
di MintLeafEdge
RTI Shifting Band Oscillator | QuantMAC📊 RTI Shifting Band Oscillator | QuantMAC - Revolutionary Adaptive Trading Indicator 🎯 Overview The RTI Shifting Band Oscillator represents a breakthrough in adaptive technical analysis, combining the innovative Range Transition Index (RTI) with dynamic volatility bands to create an oscillator that automatically adjusts to changing market conditions. This cutting-edge indicator goes beyond traditional static approaches by using RTI to dynamically shift band width based on market volatility transitions, providing superior signal accuracy across different market regimes. 🔧 Key Features Revolutionary RTI Technology : Proprietary Range Transition Index that measures volatility transitions in real-time Dynamic Adaptive Bands : Self-adjusting volatility bands that expand and contract based on RTI readings Dual Trading Modes : Flexible Long/Short or Long/Cash strategies for different trading preferences Advanced Performance Analytics : Comprehensive metrics including Sharpe, Sortino, and Omega ratios Smart Visual System : Dynamic color coding with 9 professional color schemes Precision Backtesting : Date range filtering with detailed historical performance analysis Real-time Signal Generation : Clear entry/exit signals with customizable threshold sensitivity Position Sizing Intelligence : Half Kelly criterion for optimal risk management 📈 How The RTI Technology Works The Range Transition Index (RTI) is the heart of this indicator's innovation. Unlike traditional volatility measures, RTI analyzes the transitions between different volatility states, providing early warning signals for market regime changes. RTI Calculation Process: Calculate True Range for each period using high, low, and previous close Compute Average True Range over the RTI Length period Sum absolute differences between consecutive True Range values Normalize by dividing by ATR to create the raw RTI Apply smoothing to reduce noise and create the final RTI value Use RTI to dynamically adjust standard deviation multipliers The genius of RTI lies in its ability to detect when markets are transitioning between calm and volatile periods before traditional indicators catch up. This provides traders with a significant edge in timing entries and exits. ⚙️ Comprehensive Parameter Control RTI Settings: RTI Length : Controls the lookback period for volatility analysis (default: 25) RTI Smoothing : Reduces noise in RTI calculations (default: 12) Base MA Length : Foundation moving average for band calculations (default: 40) Source : Price input selection (close, open, high, low, etc.) Oscillator Settings: Standard Deviation Length : Period for volatility measurement (default: 27) SD Multiplier : Base band width adjustment (default: 1.5) Oscillator Multiplier : Scaling factor for oscillator values (default: 100) Signal Thresholds: Long Threshold : Bullish signal trigger level (default: 82) Short Threshold : Bearish signal trigger level (default: 55) 🎨 Advanced Visual System Main Chart Elements: Dynamic Shifting Bands : Upper and lower bands that automatically adjust width based on RTI Adaptive Fill Zone : Color-coded area between bands showing current market state Basis Line : Moving average foundation displayed as subtle reference points Smart Bar Coloring : Candles change color based on oscillator state for instant visual feedback Oscillator Pane: Normalized RTI Oscillator : Main signal line centered around zero with dynamic coloring Threshold Lines : Horizontal reference lines for entry/exit levels Zero Line : Central reference for oscillator neutrality Color State Indication : Line colors change based on bullish/bearish conditions 📊 Professional Performance Metrics The built-in analytics suite provides institutional-grade performance measurement: Net Profit % : Total strategy return percentage Maximum Drawdown % : Worst peak-to-trough decline Win Rate % : Percentage of profitable trades Profit Factor : Ratio of gross profits to gross losses Sharpe Ratio : Risk-adjusted return measurement Sortino Ratio : Downside-focused risk adjustment Omega Ratio : Probability-weighted performance ratio Half Kelly % : Optimal position sizing recommendation Total Trades : Complete transaction count 🎯 Strategic Trading Applications Long/Short Mode: ⚡ Maximizes profit potential by capturing both upward and downward price movements. The RTI technology helps identify when trends are strengthening or weakening, allowing for optimal position switches between long and short. Long/Cash Mode: 🛡️ Conservative approach ideal for retirement accounts or risk-averse traders. The indicator's adaptive nature helps identify the best times to be invested versus sitting in cash, protecting capital during adverse market conditions. 🚀 Unique Advantages Traditional Indicators vs RTI Shifting Bands: Static vs Dynamic : While most indicators use fixed parameters, RTI bands adapt in real-time Lagging vs Leading : RTI detects volatility transitions before they fully manifest One-Size vs Adaptive : The same settings work across different market conditions Simple vs Intelligent : Advanced volatility analysis provides superior market insight 💡 Professional Setup Guide For Day Trading (Short-term): RTI Length: 15-20 RTI Smoothing: 8-10 Base MA Length: 20-30 Thresholds: Long 80, Short 60 For Swing Trading (Medium-term): RTI Length: 25-35 (default range) RTI Smoothing: 12-15 Base MA Length: 40-50 Thresholds: Long 83, Short 55 (defaults) For Position Trading (Long-term): RTI Length: 40-50 RTI Smoothing: 15-20 Base MA Length: 60-80 Thresholds: Long 85, Short 50 🧠 Advanced Trading Techniques RTI Divergence Analysis: Watch for divergences between price action and RTI readings. When price makes new highs/lows but RTI doesn't confirm, it often signals upcoming reversals. Band Width Interpretation: Expanding Bands : Increasing volatility, expect larger price moves Contracting Bands : Decreasing volatility, prepare for potential breakouts Band Touches : Price touching outer bands often signals reversal opportunities Multi-Timeframe Analysis: Use RTI on higher timeframes for trend direction and lower timeframes for precise entry timing. ⚠️ Important Risk Disclaimers Past performance is not indicative of future results. This indicator represents advanced technical analysis but should never be used as the sole basis for trading decisions. Critical Risk Factors: Market Conditions : No indicator performs equally well in all market environments Backtesting Limitations : Historical performance may not reflect future market behavior Volatility Risk : Adaptive indicators can be sensitive to extreme market conditions Parameter Sensitivity : Different settings may produce significantly different results Capital Risk : Always use appropriate position sizing and stop-loss protection 📚 Educational Benefits This indicator provides exceptional learning opportunities for understanding: Advanced volatility analysis and measurement techniques Adaptive indicator design and implementation The relationship between volatility transitions and price movements Professional risk management using Kelly Criterion principles Modern oscillator interpretation and signal generation 🔍 Market Applications The RTI Shifting Band Oscillator works across various markets: Forex : Excellent for currency pair volatility analysis Stocks : Individual equity and index trading Commodities : Adaptive to commodity market volatility cycles Cryptocurrencies : Handles extreme volatility variations effectively Futures : Professional derivatives trading applications 🔧 Technical Innovation The RTI Shifting Band Oscillator represents years of research into adaptive technical analysis. The proprietary RTI calculation method has been optimized for: Computational Efficiency : Fast calculation even on high-frequency data Noise Reduction : Advanced smoothing without excessive lag Market Adaptability : Automatic adjustment to changing conditions Signal Clarity : Clear, actionable trading signals 🔔 Updates and Evolution The RTI Shifting Band Oscillator | QuantMAC continues to evolve with regular updates incorporating the latest research in adaptive technical analysis. The code is thoroughly documented for transparency and educational purposes. Trading Notice: Financial markets involve substantial risk of loss. The RTI Shifting Band Oscillator is a sophisticated technical analysis tool designed to assist in trading decisions but cannot guarantee profitable outcomes. Always conduct thorough testing, implement proper risk management, and consider seeking advice from qualified financial professionals. Only trade with capital you can afford to lose. --- Master The Markets With Adaptive Intelligence! 🎯📈
Indicatore Pine Script®
di Quant_MAC
Bollinger Bands Oscillator | QuantMAC📊 Bollinger Bands Oscillator | QuantMAC 🎯 Overview The Bollinger Bands Oscillator is a sophisticated technical analysis tool that combines the power of traditional Bollinger Bands with an oscillator-based approach for enhanced signal generation. This indicator transforms the classic Bollinger Bands into a percentage-based oscillator, providing clearer entry and exit signals for both trending and ranging markets. 🔧 Key Features Dual Trading Modes : Choose between Long/Short or Long/Cash strategies Advanced BB% Calculation : Enhanced Bollinger Band percentage with customizable multipliers Comprehensive Metrics : Built-in performance analytics including Sharpe Ratio, Sortino Ratio, and Profit Factor Visual Color Coding : Dynamic bar coloring and 9 different color schemes for optimal chart visibility Date Range Filtering : Backtest specific time periods with customizable start dates Real-time Signal Generation : Clear long and short entry signals with threshold customization Advanced Risk Management : Half Kelly criterion calculation for optimal position sizing 📈 How It Works The indicator operates by calculating a modified Bollinger Band percentage that oscillates between values, typically ranging from 0 to 100+. When the BB% crosses above the Long Threshold (default: 83), it generates a bullish signal. Conversely, when it crosses below the Short Threshold (default: 55), it produces a bearish signal. Core Calculation Process: Calculate the moving average basis using the specified Base Length (default: 40 periods) Determine standard deviation using a separate SD Length (default: 27 periods) Create upper and lower bands using the SD Multiplier (default: 2.6) Convert to percentage oscillator with BB% Multiplier (default: 100) Generate signals based on threshold crossovers ⚙️ Customizable Parameters BMD Settings: Base Length : Controls the moving average period (default: 40) Standard Deviation Length : Determines volatility calculation period (default: 27) SD Multiplier : Adjusts band width sensitivity (default: 2.6) BB% Multiplier : Scales the oscillator values (default: 100) Source : Choose price source (close, open, high, low, etc.) Signal Thresholds: Long Threshold : Entry level for bullish positions (default: 83) Short Threshold : Entry level for bearish positions (default: 55) 🎨 Visual Elements Main Chart Overlay: Bollinger Bands : Upper and lower bands with customizable colors and transparency Middle Line : Basis line displayed as subtle dots Band Fill : Colored area between bands for easy visualization Bar Coloring : Candles change color based on current signal state Separate Oscillator Pane: BB% Line : Main oscillator line with dynamic coloring Threshold Lines : Horizontal lines marking entry/exit levels Color Coding : Line colors change based on bullish/bearish state 📊 Performance Metrics The indicator includes a comprehensive metrics table displaying: Net Profit % : Total return percentage Max Drawdown % : Maximum peak-to-trough decline Win Rate % : Percentage of profitable trades Profit Factor : Ratio of gross profit to gross loss Sharpe Ratio : Risk-adjusted return measure Sortino Ratio : Downside risk-adjusted return Omega Ratio : Probability-weighted ratio of gains vs losses Half Kelly % : Optimal position sizing recommendation Total Trades : Number of completed transactions 🎯 Trading Strategies Long/Short Mode: 🔄 The indicator alternates between long and short positions based on threshold crossovers. This mode is ideal for traders who can profit from both rising and falling markets. Long/Cash Mode: 💰 This conservative approach only takes long positions, moving to cash during bearish signals. Perfect for traders in accounts that don't allow short selling or those preferring a buy-and-hold approach with strategic exits. 🚀 Getting Started Add the indicator to your chart Choose your preferred Trading Mode (Long/Short or Long/Cash) Adjust the Base Length and SD Length to match your trading timeframe Fine-tune the Long Threshold and Short Threshold based on your risk tolerance Select your preferred color scheme from 9 available options Enable the metrics table to monitor performance in real-time 💡 Pro Tips Lower thresholds (e.g., Long: 75, Short: 60) generate more frequent but potentially less reliable signals Higher thresholds (e.g., Long: 90, Short: 45) produce fewer but potentially higher-quality signals Shorter base lengths make the indicator more responsive to recent price action Longer base lengths smooth out noise but may lag market turns Use the Half Kelly % metric to guide position sizing decisions ⚠️ Important Disclaimers Past performance is not indicative of future results . This indicator is a technical analysis tool designed to assist in trading decisions but should not be used as the sole basis for investment choices. Key Risk Considerations: Market Conditions : No indicator works perfectly in all market environments Backtesting Bias : Historical performance may not reflect future market behavior Risk Management : Always use proper position sizing and stop-loss orders Multiple Confirmations : Consider using additional indicators and analysis methods 📚 Educational Value This indicator serves as an excellent learning tool for understanding: Bollinger Band mechanics and interpretation Oscillator-based trading strategies Performance metrics and risk assessment Position sizing using Kelly Criterion principles The relationship between volatility and price movement 🔔 Updates and Support The Bollinger Bands Oscillator | QuantMAC is regularly updated to ensure compatibility with TradingView's latest features. The code is thoroughly commented for educational purposes and transparency. Remember: Trading involves substantial risk of loss and is not suitable for all investors. The value of investments may go down as well as up, and you may not get back the amount you invested. Always conduct your own research and consider seeking advice from a qualified financial advisor.
Indicatore Pine Script®
di Quant_MAC
PCA Regime & Conviction IndexThis indicator diagnoses the underlying character and conviction of the market's current behavior, going far beyond simple price direction. Instead of just asking "Is the market going up or down?", this tool answers the more critical question: "How is the market moving right now?" To do this, it provides two key pieces of information: 1. It Identifies the Current Market Phase. The indicator classifies the market's behavior into one of four distinct phases, which are displayed as a clear background color and an explicit text label: Quiet Bull: A steady, healthy, low-volatility uptrend. Volatile Bull: An explosive, energetic, or potentially exhaustive uptrend. Quiet Bear: A slow, grinding, low-volatility downtrend or "bleed." Volatile Bear: A sharp, high-energy, or panic-driven downtrend. This tells you the fundamental personality of the market at a glance. 2. It Measures the Conviction of That Phase. Alongside identifying the phase, the indicator plots a "Conviction Index"—a clear gold line oscillating between 0 and 100. This index measures the strength and clarity of the current market phase. A high conviction level (e.g., above 75) means the current phase is strong, stable, and decisive. A low conviction level (e.g., below 25) means the phase is weak, uncertain, and lacks energy. The Ultimate Benefit: By understanding both what the market is doing (the phase) and how strongly it's doing it (the conviction), a trader can make more intelligent decisions. It helps you adapt your strategy in real-time by providing a clear framework to: Confidently pursue trends when the market is in a high-conviction "Quiet Bull" or "Quiet Bear" phase. Exercise caution and manage risk during high-conviction "Volatile" phases. Avoid whipsaws and frustration by recognizing when the market has low conviction and is likely to be choppy and unpredictable, regardless of the phase.
Indicatore Pine Script®
di marcosag90
RSI Multi-TF TabRSI Multi-Timeframe Table 📊 A tool for multi-timeframe RSI analysis with visual overbought/oversold level highlighting. Description This indicator calculates the Relative Strength Index (RSI) for the current chart and displays RSI values across five additional timeframes (15m, 1h, 4h, 1d, 1w) in a dynamic table. The color-coded system simplifies identifying overbought (>70), oversold (<30), and neutral zones. Visual signals on the chart enhance analysis for the current timeframe. Key Features ✅ Multi-Timeframe Analysis : Track RSI across 15m, 1h, 4h, 1d, and 1w in a compact table. Color-coded alerts: 🔴 Red — Overbought (potential pullback), 🔵 Blue — Oversold (potential rebound), 🟡 Yellow — Neutral zone. ✅ Visual Signals : Background shading for oversold/overbought zones on the main chart. Horizontal lines at 30 and 70 levels for reference. ✅ Customizable Settings : Adjust RSI length (default: 14), source (close, open, high, etc.), and threshold levels. How to Use Table Analysis : Compare RSI values across timeframes to spot divergences (e.g., overbought on 15m vs. oversold on D). Use colors for quick decisions. Chart Signals : Blue background suggests bullish potential (oversold), red hints at bearish pressure (overbought). Always confirm with other tools (volume, trends, or candlestick patterns). Examples : RSI(1h) > 70 while RSI(4h) < 30 → Possible reversal upward. Sustained RSI(1d) above 50 may indicate a bullish trend. Settings RSI Length : Period for RSI calculation (default: 14). RSI Source : Data source (close, open, high, low, hl2, hlc3, ohlc4). Overbought/Oversold Levels : Thresholds for alerts (default: 70/30). Important Notes No direct trading signals : Use this as an analytical tool, not a standalone strategy. Test strategies historically and consider market context before trading.
Indicatore Pine Script®
di AllegoryCo
ALMA Shifting Band Oscillator | QuantMACALMA Shifting Band Oscillator | QuantMAC 🎯 Advanced Technical Analysis Tool Combining ALMA with Dynamic Oscillator Technology The ALMA Shifting Band Oscillator represents a sophisticated fusion of the Arnaud Legoux Moving Average (ALMA) with an innovative oscillator-based signaling system. This indicator transforms traditional moving average analysis into a comprehensive trading solution with dynamic band visualization and precise entry/exit signals. Core Technology 🔧 Arnaud Legoux Moving Average Foundation Built upon the mathematically superior ALMA calculation, this indicator leverages the unique properties of ALMA's phase shift and noise reduction capabilities. The ALMA component provides a responsive yet smooth baseline that adapts to market conditions with minimal lag. Dynamic Band System The indicator generates adaptive upper and lower bands around the ALMA centerline using statistical deviation analysis. These bands automatically adjust to market volatility, creating a dynamic envelope that captures price extremes and potential reversal zones. Normalized Oscillator Engine The heart of the system transforms price action relative to the dynamic bands into a normalized oscillator that oscillates around a zero line. This oscillator provides clear visual representation of momentum and position within the established bands. Visual Features 🎨 Multi-Pane Display Architecture Primary oscillator plotted in separate pane for clarity Dynamic band overlay on price chart with elegant fill visualization ALMA centerline marked with distinctive styling Customizable threshold lines for signal identification Advanced Color Schemes Choose from 9 professionally designed color palettes: Classic series offering various aesthetic preferences High contrast options for different chart backgrounds State-based coloring that changes with market conditions Candle coloring that reflects current oscillator state Enhanced Visual Elements Smooth gradient band fills for easy trend identification Dynamic line thickness and styling options Professional transparency settings for overlay clarity Customizable threshold visualization Signal Generation System 📊 Dual Threshold Architecture The indicator employs two distinct threshold levels that create a sophisticated signal framework: Long Threshold : Triggers bullish signal generation Short Threshold : Activates bearish signal conditions Intelligent State Management Advanced state tracking ensures clean signal generation without false triggers: Prevents redundant signals in same direction Maintains position awareness for proper entries/exits Implements crossover logic for precise timing Flexible Trading Modes Long/Short Mode : Full bidirectional trading capabilities Long/Cash Mode : Conservative approach with cash positions during bearish conditions Professional Analytics Suite 📈 Comprehensive Performance Metrics Integrated real-time performance analysis including: Maximum Drawdown percentage tracking Sortino Ratio for downside risk assessment Sharpe Ratio for risk-adjusted returns Omega Ratio for comprehensive performance evaluation Profit Factor calculation Win rate percentage analysis Half Kelly percentage for position sizing guidance Total trade count and net profit tracking Advanced Risk Management Real-time equity curve tracking Peak-to-trough drawdown monitoring Downside deviation calculations Risk-adjusted return measurements Customization Options ⚙️ ALMA Parameter Control ALMA Length (Default: 42) - Controls the lookback period for the moving average calculation. Lower values (20-30) create faster, more responsive signals but increase noise. Higher values (50-100) produce smoother signals with less false alerts but slower reaction to price changes. ALMA Offset (Default: 0.68) - Determines the phase shift of the moving average. Values closer to 0 behave like a simple moving average. Values closer to 1 act more like an exponential moving average. 0.68 provides optimal balance between responsiveness and smoothness. ALMA Sigma (Default: 1.8) - Controls the smoothness factor of the ALMA calculation. Lower values (1.0-2.0) create sharper, more reactive averages. Higher values (4.0-8.0) produce extremely smooth but slower-responding averages. Affects how quickly the ALMA adapts to price changes. Source Selection - Choose between Close, Open, High, Low, or custom price combinations. Close price is standard for most analysis. HL2 or HLC3 can provide different market perspectives and reduce single-price volatility. Oscillator Fine-tuning Standard Deviation Length (Default: 27) - Determines the lookback period for volatility calculation. Shorter periods (10-20) make bands more reactive to recent volatility changes. Longer periods (40-60) create more stable bands that filter out short-term volatility spikes. SD Multiplier (Default: 2.8) - Controls the width of the dynamic bands. Lower values (1.5-2.0) create tighter bands with more frequent signals but higher false signal rate. Higher values (3.0-4.0) produce wider bands with fewer but potentially more reliable signals. Oscillator Multiplier (Default: 100) - Scales the oscillator for visual clarity. This is purely cosmetic and doesn't affect signal generation. Adjust based on your preferred oscillator range visualization. Long Threshold (Default: 82) - Sets the level where bullish signals trigger. Lower values (70-80) generate more frequent long signals but may include weaker setups. Higher values (85-95) create fewer but potentially stronger bullish signals. Short Threshold (Default: 50) - Determines where bearish signals activate. Higher values (55-65) produce more short signals. Lower values (35-45) wait for stronger bearish conditions before signaling. Trading Mode Configuration Long/Short Mode - Full bidirectional trading that takes both long and short positions. Suitable for trending markets and experienced traders comfortable with short selling. Long/Cash Mode - Conservative approach that only takes long positions or moves to cash during bearish signals. Ideal for bull market conditions or traders who prefer not to short. Display Customization Color Schemes (9 Options) - Choose from Classic to Classic9 palettes. Each offers different visual contrast for various chart backgrounds and personal preferences. Metrics Table Position - Place performance metrics in any of 6 chart locations: Top Left/Right, Middle Left/Right, Bottom Left/Right. Show/Hide Metrics Table - Toggle the comprehensive performance analytics display on or off based on your analysis needs. Date Range Limiter - Set specific start dates for backtesting and signal generation. Useful for testing strategies on specific market periods or excluding unusual market events. Parameter Optimization Tips Volatile Markets - Use shorter ALMA Length (25-35), lower SD Multiplier (2.0-2.5), and moderate thresholds Trending Markets - Employ longer ALMA Length (45-60), higher SD Multiplier (3.0-4.0), and extreme thresholds Sideways Markets - Try medium ALMA Length (35-45), standard SD Multiplier (2.5-3.0), and closer thresholds (75/55) Higher Timeframes - Generally use longer periods and higher multipliers for smoother signals Lower Timeframes - Opt for shorter periods and lower multipliers for more responsive signals Practical Applications 💡 Trend Following Identify and follow established trends using the dynamic band system and oscillator position relative to thresholds. Momentum Analysis Gauge market momentum through oscillator readings and their relationship to historical levels. Reversal Detection Spot potential reversal points when price reaches extreme oscillator levels combined with band interactions. Risk Management Utilize integrated metrics for position sizing and risk assessment decisions. Technical Specifications 🔍 Calculation Methodology The indicator employs sophisticated mathematical formulations for ALMA calculation combined with statistical analysis for band generation. The oscillator normalization process ensures consistent readings across different market conditions and timeframes. Performance Optimization Designed for efficient processing with minimal computational overhead while maintaining calculation accuracy across all timeframes. Multi-Timeframe Compatibility Functions effectively across all trading timeframes from intraday scalping to long-term position trading. Installation and Usage 📋 Simple Setup Process Add indicator to chart Configure ALMA parameters for your preferred responsiveness Adjust threshold levels based on market volatility Select desired color scheme and display options Enable metrics table for performance tracking Best Practices Use multiple timeframe analysis for context Monitor metrics table for strategy performance Adjust parameters based on market conditions This indicator represents a professional-grade tool designed for serious traders seeking advanced technical analysis capabilities with comprehensive performance tracking. The combination of ALMA's mathematical precision with dynamic oscillator technology creates a unique analytical framework suitable for various trading styles and market conditions. 🚀 Transform your technical analysis with this advanced ALMA-based oscillator system! ⚠️ IMPORTANT DISCLAIMER Past Performance Warning: 📉⚠️ PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Historical backtesting results, while useful for strategy development and parameter optimization, do not guarantee similar performance in live trading conditions. Market conditions change continuously, and what worked in the past may not work in the future. Remember: Successful trading requires discipline, continuous learning, and adaptation to changing market conditions. No indicator or strategy guarantees profits, and all trading involves substantial risk of loss.
Indicatore Pine Script®
di Quant_MAC