Quantile-Based Adaptive Detection🙏🏻 Dedicated to John Tukey. He invented the boxplot, and I finalized it.
QBAD (Quantile-Based Adaptive Detection) is ‘the’ adaptive (also optionally weighted = ready for timeseries) boxplot with more senseful fences. Instead of hardcoded multipliers for outer fences, I base em on a set of quantile-based asymmetry metrics (you can view it as an ‘algorithmic’ counter part of central & standardized moments). So outer bands are Not hardcoded, not optimized, not cross-validated etc, simply calculated at O(nlogn).
You can use it literally everywhere in any context with any continuous data, in any task that requires statistical control, novelty || outlier detection, without worrying and doubting the sense in arbitrary chosen thresholds. Obviously, given the robust nature of quantiles, it would fit best the cases where data has problems.
The thresholds are:
Basis: the model of the data (median in our case);
Deviations: represent typical spread around basis, together form “value” in general sense;
Extensions: estimate data’s extremums via combination of quantile-based asymmetry metrics without relying on actual blunt min and max, together form “range” / ”frame”. Datapoints outside the frame/range are novelties or outliers;
Limits: based also on quantile asymmetry metrics, estimate the bounds within which values can ‘ever’ emerge given the current data generating process stays the same, together form “field”. Datapoints outside the field are very rare, happen when a significant change/structural break happens in current data-generating process, or when a corrupt datapoint emerges.
…
The first part of the post is for locals xd, the second is for the wanderers/wizards/creators/:
First part:
In terms of markets, mostly u gotta worry about dem instruments that represent crypto & FX assets: it’s either activity hence data sources there are decentralized, or data is fishy.
For a higher algocomplexity cost O(nlong), unlike MBAD that is 0(n), this thing (a control system in fact) works better with ishy data (contaminated with wrong values, incomplete, missing values etc). Read about the “ breakdown point of an estimator ” if you wanna understand it.
Even with good data, in cases when you have multiple instruments that represent the same asset, e.g. CL and BRN futures, and for some reason you wanna skip constructing a proper index of em (while you should), QBAD should be better put on each instrument individually.
Another reason to use this algo-based rather than math-based tool, might be in cases when data quality is all good, but the actual causal processes that generate the data are a bit inconsistent and/or possess ‘increased’ activity in a way. SO in high volatility periods, this tool should provide better.
In terms of built-ins you got 2 weightings: by sequence and by inferred volume delta. The former should be ‘On’ all the time when you work with timeseries, unless for a reason you want to consciously turn it off for a reason. The latter, you gotta keep it ‘On’ unless you apply the tool on another dataset that ain’t got that particular additional dimension.
Ain’t matter the way you gonna use it, moving windows, cumulative windows with or without anchors, that’s your freedom of will, but some stuff stays the same:
Basis and deviations are “value” levels. From process control perspective, if you pls, it makes sense to Not only fade or push based on these levels, but to also do nothing when things are ambiguous and/or don’t require your intervention
Extensions and limits are extreme levels. Here you either push or fade, doing nothing is not an option, these are decisive points in all the meanings
Another important thing, lately I started to see one kind of trend here on tradingview as well and in general in near quant sources, of applying averages, percentiles etc ‘on’ other stationary metrics, so called “indicators”. And I mean not for diagnostic or development reasons, for decision making xd
This is not the evil crime ofc, but hillbilly af, cuz the metrics are stationary it means that you can model em, fit a distribution, like do smth sharper. Worst case you have Bayesian statistics armed with high density intervals and equal tail intervals, and even some others. All this stuff is not hard to do, if u aint’t doing it, it’s on you.
So what I’m saying is it makes sense to apply QBAD on returns ‘of your strategy’, on volume delta, but Not on other metrics that already do calculations over their own moving windows.
...
Second part:
Looks like some finna start to have lil suspicions, that ‘maybe’ after all math entities in reality are more like blueprints, while actual representations are physical/mechanical/algorithmic. Std & centralized moments is a math entity that represents location, scale & asymmetry info, and we can use it no problem, when things are legit and consistent especially. Real world stuff tho sometimes deviates from that ideal, so we need smth more handy and real. Add to the mix the algo counter part of means: quantiles.
Unlike the legacy quantile-based asymmetry metrics from the previous century (check quantile skewness & kurtosis), I don’t use arbitrary sets of quantiles, instead we get a binary pattern that is totally geometric & natural (check the code if interested, I made it very damn explicit). In spirit with math based central & standardized moments, each consequent pair is wider empathizing tail info more and more for each higher order metric.
Unlike the classic box plot, where inner thresholds are quartiles and the rest are based on em, here the basis is median (minimises L1), I base inner thresholds on it, and we continue the pattern by basing the further set of levels on the previous set. So unlike the classic box plot, here we have coherency in construction, symmetry.
Another thing to pay attention to, tho for some reason ain’t many talk about it, it’s not conceptually right to think that “you got data and you apply std moments on it”. No, you apply it to ‘centered around smth’ data. That ‘smth’ should minimize L2 error in case of math, L1 error in case of algo, and L0 error in case of learning/MLish/optimizational/whatever-you-cal-it stuff. So in the case of L0, that’s actually the ‘mode’ of KDE, but that’s for another time. Anyways, in case of L2 it’s mean, so we center data around mean, and apply std moments on residuals. That’s the precise way of framing it. If you understand this, suddenly very interesting details like 0th and 1st central moments start to make sense. In case of quantiles, we center data around the median, and do further processing on residuals, same.
Oth moment (I call it init) is always 1, tho it’s interesting to extrapolate backwards the sequence for higher order moments construction, to understand how we actually end up with this zero.
1st moment (I call it bias) of residuals would be zero if you match centering and residuals analysis methods. But for some reason you didn’t do that (e.g centered data around midhinge or mean and applied QBAD on the centered data), you have to account for that bias.
Realizing stuff > understanding stuff
Learning 2981234 human invented fields < realizing the same unified principles how the Universe works
∞
Indicatori e strategie
ATR Volatility and Trend AnalysisATR Volatility and Trend Analysis
Unlock the power of the Average True Range (ATR) with the ATR Volatility and Trend Analysis indicator. This comprehensive tool is designed to provide traders with a multi-faceted view of market dynamics, combining volatility analysis, dynamic support and resistance levels, and trend detection into a single, easy-to-use indicator.
How It Works
The ATR Volatility and Trend Analysis indicator is built upon the core concept of the ATR, a classic measure of market volatility. It expands on this by providing several key features:
Dynamic ATR Bands: The indicator plots three sets of upper and lower bands around the price. These bands are calculated by multiplying the current ATR value by user-defined multipliers. They act as dynamic support and resistance levels, widening during volatile periods and contracting during calm markets.
Volatility Breakout Signals: Identify potential breakouts with precision. The indicator generates a signal when the current ATR value surges above its own moving average by a specified threshold, indicating a significant increase in volatility that could lead to a strong price move.
Trend Detection: The indicator determines the market trend by analyzing both price action and ATR behavior. A bullish trend is signaled when the price is above its moving average and volatility is increasing. Conversely, a bearish trend is signaled when the price is below its moving average and volatility is increasing.
How to Use the ATR Multi-Band Indicator
Identify Support and Resistance: Use the ATR bands as key levels. Price approaching the outer bands may indicate overbought or oversold conditions, while a break of the bands can signal a strong continuation.
Confirm Breakouts: Look for a volatility breakout signal to confirm the strength behind a price move. A breakout from a consolidation range accompanied by a volatility signal is a strong indicator of a new trend.
Trade with the Trend: Use the background coloring and trend signals to align your trades with the dominant market direction. Enter long positions during confirmed bullish trends and short positions during bearish trends.
Set Up Alerts: The indicator includes alerts for band crosses, trend changes, and volatility breakouts, ensuring you never miss a potential trading opportunity.
What makes it different?
While many indicators use ATR, the ATR Volatility and Trend Analysis tool is unique in its integration of multiple ATR-based concepts into a single, cohesive system. It doesn't just show volatility; it interprets it in the context of price action to deliver actionable trend and breakout signals, making it a complete solution for ATR-based analysis.
Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management.
Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
BTC TOPperThe BTC TOPper indicator is a sophisticated technical analysis tool designed to identify critical price levels where Bitcoin's weekly Simple Moving Average (SMA) intersects with historically significant All-Time High (ATH) levels. This indicator is particularly valuable for long-term trend analysis and identifying potential reversal zones in Bitcoin's price action.
Key Features:
🔹 Weekly SMA Analysis: Uses a 200-period Simple Moving Average on weekly timeframe to smooth out short-term volatility and focus on long-term trends
🔹 Persistent Historical ATH Tracking: Automatically detects and "freezes" ATH levels that have been held for more than one year, creating persistent reference levels
🔹 Multi-Level Cross Detection: Tracks up to 10 different frozen ATH levels simultaneously, providing comprehensive historical context
🔹 Visual Cross Alerts: Highlights entire weeks with red background when the weekly SMA crosses any frozen ATH level, making signals impossible to miss
🔹 Advanced Smoothing Options: Includes optional secondary moving averages (SMA, EMA, SMMA, WMA, VWMA) with Bollinger Bands for enhanced analysis
🔹 Customizable Parameters: Adjustable SMA length, offset, and smoothing settings to fit different trading strategies
How It Works:
ATH Detection: Continuously monitors for new all-time highs
Level Freezing: After an ATH is held for 1+ year, it becomes a "frozen" historical level
Cross Monitoring: Watches for intersections between the 200-week SMA and any frozen ATH level
Signal Generation: Highlights the entire week when a cross occurs, providing clear visual alerts
Trading Applications:
Long-term Trend Analysis: Identify when Bitcoin approaches historically significant resistance levels
Reversal Zone Detection: Spot potential areas where price might reverse based on historical context
Support/Resistance Confirmation: Use frozen ATH levels as dynamic support and resistance zones
Market Structure Analysis: Understand how current price relates to historical market cycles
Best Practices:
Use on weekly timeframe for optimal results
Combine with other technical indicators for confirmation
Pay attention to multiple frozen levels clustering in the same price range
Consider market context and fundamentals alongside technical signals
Settings:
Length: 200 (default) - SMA period
Source: Close price
Smoothing: Optional secondary MA with multiple types available
Bollinger Bands: Optional volatility bands around secondary MA
This indicator is ideal for Bitcoin traders and analysts who want to understand the relationship between current price action and historical market structure, particularly useful for identifying potential major reversal zones based on historical ATH levels.
Seasonal Pattern DecoderSeasonal Pattern Decoder
The Seasonal Pattern Decoder is a powerful tool designed for traders and analysts who want to uncover and leverage seasonal tendencies in financial markets. Instead of cluttering your chart with complex visuals, this indicator presents a clean, intuitive table that summarizes historical monthly performance, allowing you to spot recurring patterns at a glance.
How It Works
The indicator fetches historical monthly data for any symbol and calculates the percentage return for each month over a specified number of years. It then organizes this data into a comprehensive table, providing a clear, year-by-year and month-by-month breakdown of performance.
Key Features
Historical Performance Table: Displays monthly returns for up to a user-defined number of years, making it easy to compare performance across different periods.
Color-Coded Heatmap: Each cell is colored based on the performance of the month. Strong positive returns are shaded in green, while strong negative returns are shaded in red, allowing for immediate visual analysis of monthly strength or weakness.
Annual Summary: A "Σ" column shows the total percentage return for each full calendar year.
AVG Row: Calculates and displays the average return for each month across all the years shown in the table.
WR Row: Shows the "Win Rate" for each month, which is the percentage of time that month had a positive return. This is crucial for identifying high-probability seasonal trends.
How to Use
Add the "Seasonal Pattern Decoder" indicator to your chart. Note that it works best on Daily, Weekly, or Monthly timeframes. A warning message will be displayed on intraday charts.
In the indicator settings, adjust the "Lookback Period" to control how many years of historical data you want to analyze.
Use the "Show Years Descending" option to sort the table from the most recent year to the oldest.
The "Heat Range" setting allows you to adjust the sensitivity of the color-coding to fit the volatility of the asset you are analyzing.
This tool is ideal for confirming trading biases, developing seasonal strategies, or simply gaining a deeper understanding of an asset's typical behavior throughout the year.
## Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management.
Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
2MA Cross with Glow Effects 2MA Cross with Glow Effects
Overview
This indicator enhances the classic moving average crossover strategy with a dynamic and visually appealing "glow" effect. It plots two customisable moving averages on the chart and illuminates the area around them when a crossover occurs, providing a clear and intuitive signal for potential trend changes.
Features
Dual Moving Averages: Configure two independent moving averages to suit your trading style.
Multiple MA Types: Choose from a wide range of moving average types for each line, including:
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
WMA (Weighted Moving Average)
VWMA (Volume-Weighted Moving Average)
RMA (Relative Moving Average)
HMA (Hull Moving Average)
ALMA (Arnaud Legoux Moving Average)
LSMA (Least Squares Moving Average)
Customisable Appearance: Adjust the length, line width, and color for each moving average.
Unique Glow Effect: A configurable glow appears around the moving averages during a crossover, providing an unmistakable visual cue. You can control the intensity and width of this effect.
How It Works
The core of the indicator is the calculation of two moving averages based on the user's selected type and length. The script continuously monitors the relationship between these two MAs.
The "glow" is a sophisticated visual effect achieved by using Pine Script's `fill()` function to create a smooth, colored gradient around the MA lines. The glow is conditionally rendered:
When the first moving average (MA1) crosses above the second (MA2), MA1 will glow above its line.
When MA1 crosses below MA2, it will glow below its line.
The same logic is applied to MA2, creating a dual-glow effect that clearly shows which MA is dominant.
To ensure a consistent visual appearance across different chart timeframes, the indicator incorporates a `tfMultiplier` that automatically adjusts the glow's width.
How to Use
This indicator can be used in the same way as a standard moving average crossover strategy
Bullish Signal: Look for the shorter-period moving average to cross above the longer-period moving average. The glow effect will make this event highly visible.
Bearish Signal: Look for the shorter-period moving average to cross below the longer-period moving average.
Traders can use this for trend identification, entry/exit signals, and as a component of a more comprehensive trading system. For example, a common setup is using a 20-period EMA and a 50-period EMA to capture medium-term trends.
Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management.
Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
Normalized Portfolio TrackerThis script lets you create, visualize, and track a custom portfolio of up to 15 assets directly on TradingView.
It calculates a synthetic "portfolio index" by combining multiple tickers with user-defined weights, automatically normalizing them so the total allocation always equals 100%.
All assets are scaled to a common starting point, allowing you to compare your portfolio’s performance versus any benchmark like SPY, QQQ, or BTC.
🚀 Goal
This script helps traders and investors:
• Understand the combined performance of their portfolio.
• Normalize diverse assets into a single synthetic chart .
• Make portfolio-level insights without relying on external spreadsheets.
🎯 Use Cases
• Backtest your portfolio allocations directly on the chart.
• Compare your portfolio vs. benchmarks like SPY, QQQ, BTC.
• Track thematic baskets (commodities, EV supply chain, regional ETFs).
• Visualize how each component contributes to overall performance.
📊 Features
• Weighted Portfolio Performance : Combines selected assets into a synthetic value series.
• Base Price Alignment : Each asset is normalized to its starting price at the chosen date.
• Dynamic Portfolio Table : Displays symbols, normalized weights (%), equivalent shares (based on each asset’s start price, sums to 100 shares), and a total row that always sums to 100%.
• Multi-Asset Support : Works with stocks, ETFs, indices, crypto, or any TradingView-compatible symbol.
⚙️ Configuration
Flexible Portfolio Setup
• Add up to 15 assets with custom weight inputs.
• You can enter any arbitrary numbers (e.g. 30, 15, 55).
• The script automatically normalizes all weights so the total allocation always equals 100%.
Start Date Selection
• Choose any custom start date to normalize all assets.
• The portfolio value is then scaled relative to the main chart symbol, so you can directly compare portfolio performance against benchmarks like SPY or QQQ.
Chart Styles
• Candlestick chart
• Heikin Ashi chart
• Line chart
Custom Display
• Adjustable colors and line widths
• Optionally display asset list, normalized weights, and equivalent shares
⚙️ How It Works
• Fetch OHLC data for each asset.
• Normalizes weights internally so totals = 100%.
• Stores each asset’s base price at the selected start date.
• Calculates equivalent “shares” for each allocation.
• Builds a synthetic portfolio value series by summing weighted contributions.
• Renders as Candlestick, Heikin Ashi, or Line chart.
• Adds a portfolio info table for clarity.
⚠️ Notes
• This script is for visualization only . It does not place trades or auto-rebalance.
• Weight inputs are automatically normalized, so you don’t need to enter exact percentages.
Candle count, with simple numberWhat it does
Counts the length of same-color candle streaks (consecutive bullish or bearish bars) and prints the running number above each bar:
e.g., “1, 2, 3…”; when color flips, it restarts at “1”.
Prime numbers (2, 3, 5, 7, 11, 13) are emphasized by rendering one size step larger and with a user-selected color.
Labels are pinned to each bar (anchored by bar index and price), so they do not drift when you pan or zoom the chart.
How it works
Determines candle direction: bullish if close > open, bearish if close < open.
If the current bar has the same direction as the previous bar, the counter increments; otherwise it resets to 1.
For values 2, 3, 5, 7, 11, 13 the number is highlighted (bigger + custom color).
Each number is drawn just above the bar’s High with a configurable offset.
The script does not repaint on history. During the live bar, the number updates in real time (as expected).
Settings
Digits size — Base text size (Tiny / Small / Normal / Large / Huge).
Prime numbers are automatically shown one step larger than the base size.
Offset above bar (ticks) — Vertical offset from the bar’s High, in instrument ticks.
Prime numbers color — Text color used specifically for prime numbers (non-prime digits are white).
How to read & use it
Rising momentum. Long streaks (e.g., 5–7+) suggest strong directional moves with few pullbacks.
Early pause/mean-reversion hints. After a long streak, the appearance of the opposite color (counter resets to “1”) often coincides with a pause or minor retrace.
Research & statistics. Quickly see which streak lengths are common on your market/timeframe (e.g., “How often do 3–5 bar runs occur?”).
Trade management. You can tie partial exits to specific streak lengths (2, 3, 5…) or reduce risk when the counter flips back to “1”.
Why it’s useful
Provides a clean, numeric view of momentum with zero smoothing or lag.
Works on any symbol and timeframe.
Prime-number emphasis makes important counts pop at a glance.
Pinned labels stay exactly above their bars, ensuring stable, readable visuals at any zoom level.
Notes
Doji bars (close == open) are treated as no direction and reset the streak.
This is a context tool, not a standalone buy/sell signal. Combine it with your entry/exit framework.
Very dense charts may hit platform label limits; the script raises the limit, but extremely long histories on very low timeframes can still be heavy.
VWAP Daily/Weekly/Monthly - Automatic AnchoredExplanation:
This script plots Volume-Weighted Average Price (VWAP) lines that are automatically anchored to the beginning of key timeframes — daily, weekly, and monthly. VWAP is a widely used trading indicator that shows the average price of an asset weighted by trading volume, making it useful for identifying fair value and institutional trading levels.
The “automatic anchored” feature means that you don’t have to manually select starting points. Instead, the script automatically resets the VWAP at the start of each day, week, or month, depending on the chosen setting. This ensures the VWAP always reflects the true average price for that period, providing traders with a consistent reference for support, resistance, and trend direction across multiple timeframes.
Notice:
On the chart, you may notice visible “jumps” in the VWAP lines. These are intentional. Each jump marks the reset point at the start of a new day, week, or month, depending on the selected setting. This design keeps the VWAP history from the previous period intact, allowing you to clearly see how price interacted with VWAP in past sessions.
By keeping these historical resets, you can easily compare short-term (daily) VWAP behavior against longer-term levels like weekly and monthly VWAP. This provides valuable context, helping you spot when price respects or diverges from fair value across different timeframes.
In short:
Daily VWAP resets at the start of each trading day.
Weekly VWAP resets at the beginning of each trading week.
Monthly VWAP resets at the start of each month.
This makes it easy to analyze how price interacts with VWAP levels across different time horizons without manual adjustments.
Market Structure DashboardThis indicator displays a **multi-timeframe dashboard** that helps traders track market structure across several horizons: Monthly, Weekly, Daily, H4, H1, M15, and M5.
It identifies the current trend (Bullish, Bearish, or Neutral) based on the progression of **swing highs and lows** (HH/HL, LH/LL).
For each timeframe, the dashboard shows:
* The **current structure** (Bullish, Bearish, Neutral) with a clear color code (green, red, gray).
* **Pivot information**:
* either the latest swing high/low values,
* or the exact date and time of their occurrence (user-selectable in the settings).
An integrated **alert system** notifies you whenever the market structure changes (e.g., "Daily: Neutral → Bullish").
### Key Features:
* Clear overview of multi-timeframe market structures.
* Customizable pivot info display (values or timestamps).
* Built-in alerts on trend changes.
* Compact and readable dashboard, displayed in the top-right corner of the chart.
This tool is ideal for traders who want to quickly assess the **overall market structure** across multiple timeframes and be instantly alerted to potential reversals.
Custom Period High LowSummary
I'm moving over from TradeStation and default Pre-Market Session there is 0800-0930. Default PMS on TradingView is 0400-0930. I find that the 0800-0930 High and Low are more accurate levels. This script addresses exactly that - it allows you to grab High and Low of any custom time slot.
This script started as Custom Pre-Market H/L, that's why the shading. Then I realized it can be used for any custom time period, so I renamed it to PERIOD H/L.
Limitations
Different tickers are provided by different exchanges, in different time zones. The end result is that the SAME session time (0800-0930) may shift for different tickers. Examples:
- SPY : 0800-0930 // no shift: NYSE, in NYC
- ES1!: 0900-1030 // shifted 1 hr ahead: CME, in Chicago
- NQ1!: 0900-1030 // shifted 1 hr ahead: CME, in Chicago
To see for yourself, set Time Zone config parameter to empty string for non-NYC tickers like ES1! or NQ1 and watch times for shaded and non-shaded areas.
Why TV chooses to go by the ticker's TZ, and not the TZ that's configured in the lower right corner of my TV screen - I have no idea. But asking for user's TZ is how you fix it.
If you know how I can get that value so I don't have to ask the user - let me know. I'm new to TV.
Hacks
You can use it more than once for, say, Opening Range Breakout. Configure your custom PMS for 0930-0945, change lines, remove area fill - and ta-da - you have High and Low for first 15 min! See release chart for the example.
EMA 50/200/100 [NevoxCore]⯁ OVERVIEW
EMA 50/200/100 is a clean EMA trio for trend mapping.
It highlights the classic 50/200 bias, keeps a constant EMA-100 anchor in white, plots cross dots, and can mark the first pullback back to a target EMA within an ATR tolerance.
Solid bias bar coloring (Nevox pink/orange or classic green/red) and compact visuals make it fast and reliable with no repainting.
⯁ HOW IT WORKS
Calculates Fast EMA 50, Slow EMA 200, and an always-on EMA 100 (white).
Bias = Fast vs. Slow: Fast > Slow → long regime; Fast < Slow → short regime.
Cross dots appear at confirmed 50/200 crosses (once per bar close).
First Pullback: after a cross, the script arms a window and marks the first return to the chosen EMA (100 or Fast) within ATR × tolerance.
Bar coloring is solid by regime (pink/orange by default, classic green/red when enabled).
No lookahead; signals confirm on bar close.
⯁ KEY FEATURES
• EMA 50/200 with EMA-100 anchor (always visible, white)
• Cross Up/Down dots (style-configurable)
• First Pullback marker (toggle) with ATR tolerance & window
• Solid bias bar coloring (Nevox or classic)
• Optional bias fill between Fast/Slow
• Minimal 1-cell HUD (OFF by default)
• Ready-made alerts with clean prefixes
⯁ SETTINGS (quick)
Visual: Classic colors toggle; Bias Fill (ON); Fill Transparency (85); Bar Color (solid, ON; auto-disabled when Classic is ON).
Core: Source = Close; EMA Fast = 50; EMA Slow = 200.
Pullback: Show marker (ON); Target EMA = EMA 100; Tolerance × ATR = 0.5; Max Bars After Cross = 40; ATR Length = 14.
HUD: Mini HUD OFF; Position selector.
Status Line: OFF by default (optional EMA values).
⯁ ALERTS (built-in)
• Cross Up (Fast above Slow) — confirmed at bar close
• Cross Down (Fast below Slow) — confirmed at bar close
• First Pullback LONG — first return to target after long cross
• First Pullback SHORT — first return to target after short cross
Prefix: EMA and message includes {{ticker}} {{interval}} @ {{close}}.
Suggested: set TradingView alerts to Once Per Bar Close.
⯁ HOW TO USE
• Read trend quickly: 50 above 200 with a rising 100 = healthy long bias.
• Use the First Pullback to time entries after a cross (default target = EMA 100).
• Tune Tolerance × ATR by symbol/TF; 0.3–0.7 is a good start.
• Keep charts clean: bias fill + barcolor ON; switch to Classic for green/red if preferred.
⯁ WHY IT’S DIFFERENT
It preserves the classic 50/200 logic but adds a consistent EMA-100 anchor, a single, one-shot pullback detector, and clean bias bars — all in a lightweight overlay with no repaint tricks.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market, timeframe, and parameters.
Adaptive Machine Learning Trading System [PhenLabs]📊Adaptive ML Trading System
Version: PineScript™v6
📌Description
The Adaptive ML Trading System is a sophisticated machine learning indicator that combines ensemble modeling with advanced technical analysis. This system uses XGBoost, Random Forest, and Neural Network algorithms to generate high-confidence trading signals while incorporating robust risk management features. Traders benefit from objective, data-driven decision-making that adapts to changing market conditions.
🚀Points of Innovation
• Machine Learning Ensemble - Three integrated models (XGBoost, Random Forest, Neural Network)
• Confidence-Based Trading - Only executes trades when ML confidence exceeds threshold
• Dynamic Risk Management - ATR-based stop loss and max drawdown protection
• Adaptive Position Sizing - Volatility-adjusted position sizing with confidence weighting
• Real-Time Performance Metrics - Live tracking of win rate, Sharpe ratio, and performance
• Multi-Timeframe Feature Analysis - Adaptive lookback periods for different market regimes
🔧Core Components
• ML Ensemble Engine - Weighted combination of XGBoost, Random Forest, and Neural Network outputs
• Feature Normalization System - Advanced preprocessing with custom tanh/sigmoid activation
• Risk Management Module - Dynamic position sizing and drawdown protection
• Performance Dashboard - Real-time metrics and risk status monitoring
• Alert System - Comprehensive alert conditions for entries, exits, and risk events
🔥Key Features
• High-confidence ML signals with customizable confidence thresholds
• Multiple trading modes (Conservative, Balanced, Aggressive) for different risk profiles
• Integrated stop loss and risk management with ATR-based calculations
• Real-time performance metrics including win rate and Sharpe ratio
• Comprehensive alert system with entry, exit, and risk management notifications
• Visual confidence bands and threshold indicators for easy signal interpretation
🎨Visualization
• ML Signal Line - Primary signal output ranging from -1 to +1
• Confidence Bands - Visual representation of model confidence levels
• Threshold Lines - Customizable buy/sell threshold levels
• Position Histogram - Current market position visualization
• Performance Tables - Real-time metrics display in customizable positions
📖Usage Guidelines
Model Configuration
• Confidence Threshold: Default 0.55, Range 0.5-0.95 - Minimum confidence for signals
• Model Sensitivity: Default 0.9, Range 0.1-2.0 - Adjusts signal sensitivity
• Ensemble Mode: Conservative/Balanced/Aggressive - Trading style preference
• Signal Threshold: Default 0.55, Range 0.3-0.9 - ML signal threshold for entries
Risk Management
• Position Size %: Default 10%, Range 1-50% - Portfolio percentage per trade
• Max Drawdown %: Default 15%, Range 5-30% - Maximum allowed drawdown
• Stop Loss ATR: Default 2.0, Range 0.5-5.0 - Stop loss in ATR multiples
• Dynamic Sizing: Default true - Volatility-based position adjustment
Display Settings
• Show Signals: Default true - Display entry/exit signals
• Show Threshold Signals: Default true - Display ±0.6 threshold crosses
• Show Confidence Bands: Default true - Display ML confidence levels
• Performance Dashboard: Default true - Show metrics table
✅Best Use Cases
• Swing trading with 1-5 day holding periods
• Trend-following strategies in established trends
• Volatility breakout trading during high-confidence periods
• Risk-adjusted position sizing for portfolio management
• Multi-timeframe confirmation for existing strategies
⚠️Limitations
• Requires sufficient historical data for accurate ML predictions
• May experience low confidence periods in choppy markets
• Performance varies across different asset classes and timeframes
• Not suitable for very short-term scalping strategies
• Requires understanding of basic risk management principles
💡What Makes This Unique
• True machine learning ensemble with multiple model types
• Confidence-based trading rather than simple signal generation
• Integrated risk management with dynamic position sizing
• Real-time performance tracking and metrics
• Adaptive parameters that adjust to market conditions
🔬How It Works
Feature Calculation: Computes 20+ technical features from price/volume data
Feature Normalization: Applies custom normalization for ML compatibility
Ensemble Prediction: Combines XGBoost, Random Forest, and Neural Network outputs
Signal Generation: Produces confidence-weighted trading signals
Risk Management: Applies position sizing and stop loss rules
Execution: Generates alerts and visual signals based on thresholds
💡Note:
This indicator works best on daily and 4-hour timeframes for most assets. Ensure you understand the risk management settings before live trading. The system includes automatic risk-off modes that halt trading during excessive drawdown periods.
Market Sentiment Trend Gauge [LevelUp]Market Sentiment Trend Gauge simplifies technical analysis by mathematically combining momentum, trend direction, volatility position, and comparison against a market benchmark, into a single trend score from -100 to +100. Displayed in a separate pane below your chart, it resolves conflicting signals from RSI, moving averages, Bollinger Bands, and market correlations, providing clear insights into trend direction, strength, and relative performance.
THE PROBLEM MARKET SENTIMENT TREND GAUGE (MSTG) SOLVES
Traditional indicators often produce conflicting signals, such as RSI showing overbought while prices rise or moving averages indicating an uptrend despite market underperformance. MSTG creates a weighted composite score to answer: "What's the overall bias for this asset?"
KEY COMPONENTS AND WEIGHTINGS
The trend score combines
▪ Momentum (25%): Normalized 14-period RSI, capped at ±100.
▪ Trend Direction (35%): 10/21-period EMA relationships,
▪ Volatility Position (20%): Price position, 20-period Bollinger Bands, capped at ±100.
▪ Market Comparison (20%): Daily performance vs. SPY benchmark, capped at ±100.
Final score = Weighted sum, smoothed with 5-period EMA.
INTERPRETING THE MSTG CHART
Trend Score Ranges and Colors
▪ Bright Green (>+30): Strong bullish; ideal for long entries.
▪ Light Green (+10 to +30): Weak bullish; cautiously favorable.
▪ Gray (-10 to +10): Neutral; avoid directional trades.
▪ Light Red (-10 to -30): Weak bearish; exercise caution.
▪ Bright Red (<-30): Strong bearish; high-risk for longs, consider shorts.
Reference Lines
▪ Zero Line (Gray): Separates bullish/bearish; crossovers signal trend changes.
▪ ±30 Lines (Dotted, Green/Red): Thresholds for strong trends.
▪ ±60 Lines (Dashed, Green/Red): Extreme strength zones (not overbought/oversold); manage risk (tighten stops, partial profits) but trends may persist.
Background Colors
▪ Green Tint (>+20): Bullish environment; favorable for longs.
▪ Red Tint (<-20): Bearish environment; caution for longs.
▪ Light Gray Tint (-20 to +20): Neutral/range-bound; wait for signals.
Extreme Readings vs. Traditional Signals
MSTG ±60 indicates maximum alignment of all factors, not reversals (unlike RSI >70/<30). Use for risk management, not automatic exits. Strong trends can sustain extremes; breakdowns occur below +30 or above -30.
INFORMATION TABLE INTERPRETATION
Trend Score Symbols
▲▲ >+30 strong bullish
▲ +10 to +30
● -10 to +10 neutral
▼ -30 to -10
▼▼ <-30 strong bearish
Colors: Green (positive), White (neutral), Red (negative).
Momentum Score
+40 to +100 strong bullish
0 to +40 moderate bullish
-40 to 0 moderate bearish
-100 to -40 strong bearish
Market vs. Stock
▪ Green: Stock outperforming market
▪ Red: Stock underperforming market
Example Interpretations:
-0.45% / +1.23% (Green): Market down, stock up = Strong relative strength
+2.10% / +1.50% (Red): Both rising, but stock lagging = Relative weakness
-1.20% / -0.80% (Green): Both falling, but stock declining less = Defensive strength
UNDERSTANDING EXTREME READINGS VS TRADITIONAL OVERBOUGHT/OVERSOLD
⚠️ Critical distinctions
Traditional Overbought/Oversold Signals:
▪ Single indicator (like RSI >70 or <30) showing momentum excess
▪ Often suggests immediate reversal or pullback expected
▪ Based on "price moved too far, too fast" concept
MSTG Extreme Readings (±60):
▪ Composite alignment of 4 different factors (momentum, trend, volatility, relative strength)
▪ Indicates maximum strength in current direction
▪ NOT a reversal signal - means "all systems extremely bullish/bearish"
Key Differences:
▪ RSI >70: "Price got ahead of itself, expect pullback"
▪ MSTG >+60: "Everything is extremely bullish right now"
▪ Strong trends can maintain extreme MSTG readings during major moves
▪ Breakdowns happen when MSTG falls below +30, not at +60
Proper Usage of Extreme Readings:
▪ Risk Management: Tighten stops, take partial profits
▪ Position Sizing: Reduce new position sizes at extremes
▪ Trend Continuation: Watch for sustained extreme readings in strong markets
▪ Exit Signals: Look for breakdown below +30, not reversal from +60
TRADING WITH MSTG
Quick Assessment
1. Check trend symbol for direction.
2. Confirm momentum strength.
3. Note relative performance color.
Examples:
▲▲ 55.2 (Green), Momentum +28.4, Outperforming: Strong buy setup.
▼ -18.6 (Red), Momentum -43.2, Underperforming: Defensive positioning.
Entry Conditions
▪ Long: stock outperforming market
- Score >+30 (bright green)
- Sustained green background
- ▲▲ symbol,
▪ Short: stock underperforming market
- Score <-30 (bright red)
- Sustained red background
- ▼▼ symbol
Avoid Trading When:
▪ Gray zone (-10 to +10).
▪ Rapid color changes or frequent zero-line crosses (choppy market).
▪ Gray background (range-bound).
Risk Management:
▪ Stop Loss: Exit on zero-line crossover against position.
▪ Take Profit: Partial at ±60 for risk control.
▪ Position Sizing: Larger when signals align; smaller in extremes or mixed conditions.
KEY ADVANTAGES
▪ Unified View: Weighted composite reduces noise and conflicts.
▪ Visual Clarity: 5-color system with gradients for rapid recognition.
▪ Market Context: Relative strength vs. SPY identifies leaders/laggards.
▪ Flexibility: Works across timeframes (1-min to weekly); customizable table.
▪ Noise Reduction: EMA smoothing minimizes false signals.
EXAMPLES
Strong Bull: Trend Score 71.9, Momentum Score 76.9
Neutral: Trend Score 0.1, Momentum Score -9.2
Strong Bear: Trend Score -51.7, Momentum Score -51.5
PERFORMANCE AND LIMITATIONS
Strengths: Trend identification, noise reduction, relative performance versus market.
Limitations: Lags at turning points, less effective in extreme volatility or non-trending markets.
Recommendations: View on multiple timeframes, combine with price action and fundamentals.
Swing Dashboard - Pro Trader Metrics with MTF & Enhanced VolumeDESCRIPTION:
A comprehensive real-time dashboard designed for swing traders and active investors trading US equities. Displays all critical metrics in one customizable panel overlay - no need to clutter your chart with multiple indicators.
KEY FEATURES:
📊 Relative Strength Analysis:
Stock vs Market (SPY/QQQ/IWM/DIA)
Stock vs Sector (automatic sector ETF detection)
Sector vs Market comparison
Customizable lookback period (5-60 days)
📈 Price & Range Metrics:
Daily range, change, and gap percentages
Distance from SMA20, SMA50, VWAP
52-week position percentage
ATR% and ADR% for volatility assessment
Range/ADR ratio for breakout detection
💪 Advanced Volume Analysis:
RVOL (full day volume vs 20-day average)
Volume Strength (bar-by-bar analysis)
Volume Trend (5-day vs 20-day momentum)
Customizable RVOL alert thresholds
Non-repainting volume calculations
⚙️ Multi-Timeframe (MTF) Mode:
View daily charts with 5-min or 15-min metric updates
Perfect for monitoring positions without switching timeframes
All calculations remain accurate across timeframes
🎨 Fully Customizable:
Choose which metrics to display
9 position options for the dashboard
Adjustable text size and colors
Toggle individual metrics on/off
Sector-specific ETF mapping for accurate RS calculations
TECHNICAL SPECIFICATIONS:
✅ Non-repainting - all calculations use confirmed bar data
✅ No lookahead bias or future data
✅ Optimized for US stocks with proper sector mapping
✅ Works on any timeframe (best on 5m-Daily)
✅ Pine Script v6 with best practices
✅ Handles edge cases and missing data gracefully
IDEAL FOR:
Swing traders monitoring multiple positions
Day traders needing quick metric overview
Investors tracking relative strength and momentum
Anyone who wants institutional-grade metrics in one place
SECTOR ETF MAPPING:
Automatically maps to correct sector ETFs: XLK, XLF, XLV, XLY, XLP, XLE, XLB, XLI, XLRE, XLC, XLU
HOW TO USE:
Green = Positive/Strong | Red = Negative/Weak | White = Neutral
RS > 0 = Outperforming benchmark/sector
RVOL > 1.5x = High volume day
VWAP% negative = Price below VWAP (mean reversion opportunity)
R/ADR > 100% = Extended range (potential exhaustion)
Perfect for traders who need professional-grade analysis without chart clutter.
TAGS:
dashboard, swing, relativestrengrh, sectoranalysis, volume, rvol, multitimeframe, mtf, tradingdashboard, metrics, daytrading, swingtrading, momentum, vwap, atr, volatility, volumeanalysis
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator
Overview
RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential.
🎯 Key Features
Core Volume Analysis
Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days
Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection
Volume Percentile - Shows where current volume ranks historically (0-100%)
Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes
Breakout Detection
🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x)
⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk)
Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise
Advanced Metrics
OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns
Volume Profile Integration - Identifies institutional positioning
Money Flow Analysis - Tracks smart money vs retail activity
Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap
Visual Intelligence
Smart Color Coding:
🟢 Bright Teal = High activity (RVol ≥ 1.5x)
🟡 Medium Teal = Caution zone (RVol ≥ 1.2x)
⚪ Light Teal = Normal activity
🟠 Orange = Breakout confirmed
🔴 Red = False breakout risk
Comprehensive Stats Table:
Current Volume (formatted as M/K/B)
RVol ratio
Z-Score with significance
Volume percentile
Historical average and standard deviation
Sustained volume confirmation
📈 How to Use
For Swing Trading (1D - 3W Holds)
Perfect Setup:
✓ RVol > 1.5x (bright teal)
✓ Z-Score > 2.0 (⚡ alert)
✓ Percentile > 90%
✓ Sustained = ✓
✓ 🚀 Breakout label appears
Avoid:
✗ Red "Low Vol" warning during breakouts
✗ RVol < 1.0 at key levels
✗ Sustained volume not confirmed
Signal Interpretation
⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves
↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates)
↘️ OBV- Labels - Bearish distribution (OBV falling while price rises)
🔵 Blue Background - Weekly volume elevated (confirms daily strength)
⚙️ Customization
Basic Settings
N Day Average - Number of historical days for comparison (default: 5)
RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x)
Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x)
Advanced Metrics (Toggle On/Off)
Z-Score analysis
Weekly RVol context
OBV divergence detection
Volume percentile ranking
Breakout signal generation
Table Customization
Position - 9 placement options to avoid chart overlap
Size - Tiny to Huge
Colors - Full customization of positive/negative/neutral values
Transparency - Adjustable background
Debug Mode
Enable Pine Logs for calculation transparency
Adjustable log frequency
Real-time calculation breakdown
🔬 Technical Details
Algorithm:
Binary search for historical lookups (O(log n) performance)
Time-zone aware session detection
DST-safe timestamp calculations
Exponentially weighted standard deviation
Anti-repainting architecture
Performance:
Optimized for max_bars_back = 5000
Efficient array management
Built-in function optimization
Memory-conscious data structures
📊 What Makes RVol+ Different?
vs. Standard Volume:
Context-aware (time-of-day matters)
Statistical significance testing
False breakout filtering
vs. Basic RVol:
Z-Score normalization (2-3 sigma detection)
Multi-timeframe confirmation
OBV divergence integration
Sustained volume filtering
Smart visual scaling
vs. Professional Tools:
Free and open-source
Fully customizable
No black-box algorithms
Educational debug logs
💡 Best Practices
Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓
Combine with Price Action - RVol validates, price structure determines entry
Weekly Context Matters - Blue background = institutional interest
Z-Score is King - Focus on ⚡ alerts for highest probability
Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk
🎓 Trading Psychology
Volume precedes price. When RVol+ shows:
High RVol + Rising OBV = Accumulation before breakout
High RVol at Resistance = Test of conviction
Low RVol on Breakout = Retail-driven (fade candidate)
Z-Score > 3 = Potential "whale" positioning
📝 Credits
Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with:
Statistical analysis (z-scores, percentiles)
Multi-timeframe integration
OBV divergence detection
Professional-grade visualization
Swing trading optimization
🔧 Version History
v2.0 - Enhanced Edition
Added Z-Score analysis
Multi-timeframe volume context
OBV divergence detection
Breakout confirmation system
Smart color coding
Customizable stats table
Debug logging mode
Performance optimizations
📚 Learn More
For optimal use with swing trading:
Combine with support/resistance levels
Watch for volume clusters in consolidation
Use weekly timeframe for trend confirmation
Monitor OBV divergence for early warnings
⚠️ Disclaimer
This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results.
🚀 Getting Started
Add indicator to chart
Adjust "N Day Average" to your preference (5-10 days typical)
Position stats table to avoid overlap
Enable features you want to monitor
Watch for 🚀 breakout confirmations!
Happy Trading! 📈
Relative Performance Indicator - TrendSpider StyleRelative Performance Indicator - TrendSpider Style
📈 Overview
This Relative Performance (RP) indicator measures how your stock is performing compared to a benchmark index, displayed as a percentile ranking from 0-100. Based on TrendSpider's methodology, it answers the critical question: "Is this stock a leader or a laggard?"
Unlike simple ratio charts, this indicator uses percentile ranking to normalize relative performance, making it easy to identify when a stock is showing exceptional strength (>80) or concerning weakness (<20) compared to its historical relationship with the benchmark.
✨ Key Features
Three Calculation Modes:
Quarterly: 3-month relative performance for swing trading
Yearly: Weighted 4-quarter performance for position trading
TechRank: Composite of 6 technical indicators for multi-factor analysis
Clean Visual Design:
Green fills above 80 (strong outperformance)
Red fills below 20 (significant underperformance)
Dotted median line at 50 for quick reference
Current value label for instant reading
Flexible Benchmarks:
Compare against major indices (SPY, QQQ, IWM)
Sector ETFs for within-sector analysis
Custom symbols for specialized comparisons
Built-in Alerts:
Strong performance zone entry (>80)
Weak performance zone entry (<20)
Median crossovers (50 level)
📊 How To Use
Buy Signals:
RP crosses above 80: Stock entering leadership status
RP holding above 60: Maintaining relative strength
RP rising while price consolidating: Accumulation phase
Sell/Avoid Signals:
RP drops below 50: Losing relative strength
RP below 20: Significant underperformance
RP falling while price rising: Bearish divergence
Sector Rotation:
Compare multiple assets to find strongest sectors
Rotate into high RP assets (>70)
Exit low RP positions (<30)
🎯 Reading The Values
80-100: Exceptional outperformance - Strong buy/hold
60-80: Moderate outperformance - Hold positions
40-60: Market perform - No edge
20-40: Underperformance - Caution/reduce
0-20: Severe underperformance - Avoid/exit
⚙️ Calculation Method
Calculates percentage performance of both your stock and the benchmark
Finds the performance differential
Ranks this differential against historical values using percentile analysis
Normalizes to 0-100 scale for easy interpretation
This percentile approach adapts to different market conditions and volatility regimes, providing consistent signals whether in trending or choppy markets.
💡 Pro Tips
For Growth Stocks: Use quarterly mode with QQQ as benchmark
For Value Stocks: Use yearly mode with SPY as benchmark
For Small Caps: Compare against IWM, not SPY
For Sector Analysis: Use sector ETFs (XLK, XLF, XLE, etc.)
Combine with Price Action: High RP + price breakout = powerful signal
⚠️ Important Notes
RP is relative, not absolute - stocks can fall with high RP if the market falls harder
Choose appropriate benchmarks for meaningful comparisons
Best used in conjunction with price action and volume analysis
Historical lookback period affects sensitivity (adjustable in settings)
🔧 Customization
Fully customizable visual settings, thresholds, calculation periods, and smoothing options. Adjust the normalization lookback period (default 252 days) to fine-tune sensitivity to your trading timeframe.
📌 Credit
Inspired by TrendSpider's Relative Performance implementation, adapted for TradingView with enhanced customization options and Pine Script v6 optimization.
Tags to include: relativeperformance, relativestrength, percentile, ranking, sectorrotation, benchmark, outperformance, trendspider, marketbreadth, strengthindicator
Category: Momentum Indicators / Trend Analysis
Feel free to modify this description to match your style or add any specific points you want to emphasize!
Predicted Funding RatesOverview
The Predicted Funding Rates indicator calculates real-time funding rate estimates for perpetual futures contracts on Binance. It uses triangular weighting algorithms on multiple different timeframes to ensure an accurate prediction.
Funding rates are periodic payments between long and short position holders in perpetual futures markets
If positive, longs pay shorts (usually bullish)
If negative, shorts pay longs (usually bearish)
This is a prediction. Actual funding rates depend on the instantaneous premium index, derived from bid/ask impacts of futures. So whilst it may imitate it similarly, it won't be completely accurate.
This only applies currently to Binance funding rates, as HyperLiquid premium data isn't available. Other Exchanges may be added if their premium data is uploaded.
Methods
Method 1: Collects premium 1-minunute data using triangular weighing over 8 hours. This granular method fills in predicted funding for 4h and less recent data
Method 2: Multi-time frame approach. Daily uses 1 hour data in the calculation, 4h + timeframes use 15M data. This dynamic method fills in higher timeframes and parts where there's unavailable premium data on the 1min.
How it works
1) Premium data is collected across multiple timeframes (depending on the timeframe)
2) Triangular weighing is applied to emphasize recent data points linearly
Tri_Weighing = (data *1 + data *2 + data *3 + data *4) / (1+2+3+4)
3) Finally, the funding rate is calculated
FundingRate = Premium + clamp(interest rate - Premium, -0.05, 0.05)
where the interest rate is 0.01% as per Binance
Triangular weighting is calculated on collected premium data, where recent data receives progressively higher weight (1, 2, 3, 4...). This linear weighting scheme provides responsiveness to recent market conditions while maintaining stability, similar to an exponential moving average but with predictable, linear characteristics
A visual representation:
Data points: ──────────────>
Weights: 1 2 3 4 5
Importance: ▂ ▃ ▅ ▆ █
How to use it
For futures traders:
If funding is trending up, the market can be interpreted as being in a bull market
If trending down, the market can be interpreted as being in a bear market
Even used simply, it allows you to gauge roughly how well the market is performing per funding. It can basically be gauged as a sentiment indicator too
For funding rate traders:
If funding is up, it can indicate a long on implied APR values
If funding is down, it can indicate a short on implied APR values
It also includes an underlying APR, which is the annualized funding rate. For Binance, it is current funding * (24/8) * 365
For Position Traders: Monitor predicted funding rates before entering large positions. Extremely high positive rates (>0.05% for 8-hour periods) suggest overleveraged longs and potential reversal risk. Conversely, extreme negative rates indicate shorts dominance
Table:
Funding rate: Gives the predicted funding rate as a percentage
Current premium: Displays the current premium (difference between perpetual futures price and the underlying spot) as a percentage
Funding period: You can choose between 1 hour funding (HyperLiquid usually) and 8 hour funding (Binance)
APR: Underlying annualized funding rate
What makes it original
Whilst some predicted funding scripts exist, some aren't as accurate or have gaps in data. And seeing as funding values are generally missing from TV tickers, this gives traders accessibility to the script when they would have to use other platforms
Notes
Currently only compatible with symbols that have Binance USDT premium indices
Optimal accuracy is found on timeframes that are 4H or less. On higher timeframes, the accuracy drops off
Actual funding rates may differ
Inputs
Funding Period: Choose between "8 Hour" (standard Binance cycle) or "1 Hour" (divides the 8-hour rate by 8 for granular comparison)
Plot Type: Display as "Funding Rate" (percentage per interval) or "APR" (annualized rate calculated as 8-hour rate × 3 × 365)
Table: Toggle the information table showing current funding rate, premium, funding period, and APR in the top-right corner
Positive Colour: Sets the colour for positive funding rates where longs pay shorts (default: #00ffbb turquoise)
Negative Colour: Sets the colour for negative funding rates where shorts pay longs (default: red)
Table Background: Controls the background colour and transparency of the information table (default: transparent dark blue)
Table Text Colour: Sets the colour for all text labels in the information table (default: white)
Table Text Size: Controls font size with options from Tiny to Huge, with Small as the default balance of readability and space
BOS & ChoCh Market StructureBOS/ChoCh Market Structure Indicator
This indicator identifies key market structure shifts using Break of Structure (BOS) and Change of Character (ChoCh) signals based on pivot point analysis.
Concept
Break of Structure (BOS) occurs when price breaks through a significant pivot level in the direction of the current trend, signaling trend continuation. A bullish BOS happens when price breaks above a pivot high while in an uptrend, while a bearish BOS occurs when price breaks below a pivot low during a downtrend.
Change of Character (ChoCh) signals a potential trend reversal. It occurs when price breaks against the prevailing trend - breaking above a pivot high while in a downtrend, or breaking below a pivot low while in an uptrend. This indicates the market structure is shifting.
How It Works
The indicator automatically detects swing highs and lows using configurable pivot strength. When price breaks these levels, it plots:
Color-coded labels (cyan for bullish breaks, red for bearish breaks)
Small horizontal lines marking the exact breakout level
Extended lines from pivot points showing key support/resistance levels
Settings
Pivot Strength - Number of candles on each side required to confirm a swing high/low (default: 5). Higher values identify more significant pivots but produce fewer signals.
Breakout Confirmation - Choose whether breakouts require a candle close beyond the level ("Close") or just a wick touch ("Wick").
Show BOS / Show ChoCh - Toggle visibility of Break of Structure and Change of Character signals independently.
Colors - Customize the colors for bullish (cyan) and bearish (red) signals.
Perfect for swing traders and market structure analysis.
Sector RSI (Auto-Select)This indicator measures the relative strength momentum of any stock against its most closely correlated sector ETF, using the Relative Strength Index (RSI).
Auto sector selection: The script computes correlations between your symbol’s short-term returns and all major SPDR sector ETFs (XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XTN). The sector with the highest correlation is automatically chosen as the benchmark.
Sector vs Symbol RSI: It calculates RSI (default 14-period) for both the chosen sector and the current chart’s symbol.
Display modes:
Line mode: Plots both RSIs with colored fill (red if the sector RSI is stronger, green if the symbol RSI is stronger).
Histogram mode: Shows the difference between Sector RSI and Symbol RSI as a column chart.
RSI bands: Standard 70/50/30 reference lines are available in line mode.
Status line: The selected sector’s ticker is shown on the TradingView status line so you always know which sector is being used.
Use Cases:
Identify whether a stock’s momentum is driven by its sector or if it’s showing independent relative strength.
Detect sector rotations: when the stock begins to outperform or underperform its sector on momentum basis.
Combine with absolute RSI levels (overbought/oversold) to filter signals.
Notes:
This tool infers sector membership via rolling correlation, not from static classification metadata. This means in some cases (e.g. diversified companies or news shocks) the “best” sector may not be the official one, but the one most correlated in the current market regime.
Use min positive correlation input to filter out weak matches and enforce a fallback (defaults to Technology XLK).
CNagda-MomentumX - Institutional FlowMomentumX is designed to empower traders with a deeper understanding of market movements by focusing on Institutional Flow and advanced market structure analytics. The core goal is to identify and visualize where major market participants are operating, and to translate these complex footprints into clear, actionable trading signals — all in real time.
Real-time institutional activity mapping
Actionable entry and exit signals based on live market structure
Intuitive dashboard and dynamic chart visuals
Fully customizable modules for trend, liquidity, and order blocks
Core Logic Design
At the heart of MomentumX lies a robust algorithmic engine built to capture and surface institutional trading behavior. By leveraging advanced mathematical models, the indicator calculates institutional volume ratios and price momentum to pinpoint aggressive moves from large participants.
Institutional Volume & Price Momentum:
Utilizes custom volume indicators and price change analysis to detect strong buying or selling pressure, filtering out retail noise.
Liquidity Grab Detection & Activity Zones:
The script identifies liquidity grabs by monitoring abrupt price sweeps at major support/resistance levels—often where institutions trigger stop hunts or reversals. All critical activity zones are automatically color-coded on the chart for instant recognition.
Dashboard Visualization:
A fully dynamic dashboard table overlays live scores for accumulation, distribution, strength, and weakness—giving traders a real-time scan of market health.
Trendline & Order Block Architecture:
The logic auto-detects pivot highs/lows to draw smart trendlines, while the order block system highlights key reversal areas and breaker zones—making market structure clear and actionable.
MomentumX is packed with high-performance modules, each engineered to simplify complex market behavior and enhance decision-making for traders:
Institutional Flow Signals:
Instantly identifies spots where institutional players drive momentum, using unique volume and price activity analytics.
Bullish/Bearish Liquidity Grab Detection:
Marks abrupt price moves that signal stop hunts or reversals, letting traders anticipate snap-backs or trend shifts.
Trendline Auto-Detection:
Smartly draws trendlines based on significant swing highs and lows, automatically adjusting as price evolves.
Order Block System (Rejection/Breaker):
Spots and highlights key reversal zones with order block rectangles, confirming rejections or breakouts at strategic levels.
Dashboard and Bar Coloring:
A clean dashboard overlay presents live market scores, while dynamic bar coloring makes trend, strength, and high-activity periods instantly visible.
User Input Toggles for Each Module:
Every major feature is fully customizable—enable or disable modules to match individual trading setups or preferences.
Scripting/Development
MomentumX’s scripting process is modular, enabling clarity, scalability, and fast optimization throughout development:
Initialization & Inputs:
Start by defining all user input options, module toggles, color settings, and calculation parameters—ensuring maximum flexibility early on.
Core Calculation Functions:
Script advanced institutional volume and price momentum algorithms. Build out swing length logic, market state filters, and activity scoring methods.
Detection Engines:
Develop and integrate engines for liquidity grabs, automated trendline detection, and order block identification—each with dedicated functions for speed and precision.
Visual Overlays & Plotting:
Implement powerful plotting logic for colored bars, score dashboards, trendlines, reversal zones, and liquidity markers—making every data point clear and actionable on the chart.
Testing Handlers:
Add diagnostic panels and debug outputs to refine calculations and assure accuracy in every market environment.
Sample Trade Setups (Usage)
Cnagda MomentumX delivers clarity for multiple trading styles by providing timely, actionable setups grounded in institutional behavior and market structure. Here’s how traders can leverage the indicator for confident decision-making:
Liquidity Grab Reversal
Enter trades around detected liquidity grabs when price sweeps major support/resistance and the dashboard signals a momentum shift.
Example: Wait for a bullish/Bearish grab near market lows/high, with institutional flow turning positive/negative—enter long/short for potential mean reversion.
Order Block Breakout
Trade breakouts when price cleanly rejects or flips key order block zones highlighted on the chart.
Example: Short at a marked breaker block after a rejection signal, confirmed by a downward institutional activity spike.
Trendline Continuation
Ride established market moves by entering on trendline confirmations plotted by the auto-detect system.
Example: Go long after a trendline retest, confirmed by a green bar color and dashboard strength score.
Dashboard Confirmation
Combine dashboard metrics (strength, accumulation, distribution) with bar color overlays for multi-factor entries.
Example: Enter trades only when all market signals align in real time for maximum probability.
For Short Entry check -- Weakness : For Long Entry Check - Strength With Other Indications
MomentumX is not just another indicator – it’s your edge for reading the market like an insider. By transparently mapping institutional flow, uncovering hidden liquidity zones, and color-coding every major structure shift, MomentumX transforms complexity into actionable clarity. Whether you’re scalping, swing trading, or investing, you’ll gain a decisive, real-time advantage on every chart.
Embrace smarter decisions, adapt to changing market conditions instantly, and join a new generation of technically empowered traders.
Customize, observe, and let the market reveal opportunities in a way you’ve never experienced before.
Happy Trading
MACD Forecast [Titans_Invest]MACD Forecast — The Future of MACD in Trading
The MACD has always been one of the most powerful tools in technical analysis.
But what if you could see where it’s going, instead of just reacting to what has already happened?
Introducing MACD Forecast — the natural evolution of the MACD Full , now taken to the next level. It’s the world’s first MACD designed not only to analyze the present but also to predict the future behavior of momentum.
By combining the classic MACD structure with projections powered by Linear Regression, this indicator gives traders an anticipatory, predictive view, redefining what’s possible in technical analysis.
Forget lagging indicators.
This is the smartest, most advanced, and most accurate MACD ever created.
🍟 WHY MACD FORECAST IS REVOLUTIONARY
Unlike the traditional MACD, which only reflects current and past price dynamics, the MACD Forecast uses regression-based projection models to anticipate where the MACD line, signal line, and histogram are heading.
This means traders can:
• See MACD crossovers before they happen.
• Spot trend reversals earlier than most.
• Gain an unprecedented timing advantage in both discretionary and automated trading.
In other words: this indicator lets you trade ahead of time.
🔮 FORECAST ENGINE — POWERED BY LINEAR REGRESSION
At its core, the MACD Forecast integrates Linear Regression (ta.linreg) to project the MACD’s future behavior with exceptional accuracy.
Projection Modes:
• Flat Projection: Assumes trend continuity at the current level.
• LinReg Projection: Applies linear regression across N periods to mathematically forecast momentum shifts.
This dual system offers both a conservative and adaptive view of market direction.
📐 ACCURACY WITH FULL CUSTOMIZATION
Just like the MACD Full, this new version comes with 20 customizable buy-entry conditions and 20 sell-entry conditions — now enhanced with forecast-based rules that anticipate crossovers and trend reversals.
You’re not just reacting — you’re strategizing ahead of time.
⯁ HOW TO USE MACD FORECAST❓
The MACD Forecast is built on the same foundation as the classic MACD, but with predictive capabilities.
Step 1 — Spot Predicted Crossovers:
Watch for forecasted bullish or bearish crossovers. These signals anticipate when the MACD line will cross the signal line in the future, letting you prepare trades before the move.
Step 2 — Confirm with Histogram Projection:
Use the projected histogram to validate momentum direction. A rising histogram signals strengthening bullish momentum, while a falling projection points to weakening or bearish conditions.
Step 3 — Combine with Multi-Timeframe Analysis:
Use forecasts across multiple timeframes to confirm signal strength (e.g., a 1h forecast aligned with a 4h forecast).
Step 4 — Set Entry Conditions & Automation:
Customize your buy/sell rules with the 20 forecast-based conditions and enable automation for bots or alerts.
Step 5 — Trade Ahead of the Market:
By preparing for future momentum shifts instead of reacting to the past, you’ll always stay one step ahead of lagging traders.
🤖 BUILT FOR AUTOMATION AND BOTS 🤖
Whether for manual trading, quantitative strategies, or advanced algorithms, the MACD Forecast was designed to integrate seamlessly with automated systems.
With predictive logic at its core, your strategies can finally react to what’s coming, not just what already happened.
🥇 WHY THIS INDICATOR IS UNIQUE 🥇
• World’s first MACD with Linear Regression Forecasting
• Predictive Crossovers (before they appear on the chart)
• Maximum flexibility with Long & Short combinations — 20+ fully configurable conditions for tailor-made strategies
• Fully automatable for quantitative systems and advanced bots
This isn’t just an update.
It’s the final evolution of the MACD.
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🔹 CONDITIONS TO BUY 📈
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• Signal Validity: The signal will remain valid for X bars .
• Signal Sequence: Configurable as AND or OR .
🔹 MACD > Signal Smoothing
🔹 MACD < Signal Smoothing
🔹 Histogram > 0
🔹 Histogram < 0
🔹 Histogram Positive
🔹 Histogram Negative
🔹 MACD > 0
🔹 MACD < 0
🔹 Signal > 0
🔹 Signal < 0
🔹 MACD > Histogram
🔹 MACD < Histogram
🔹 Signal > Histogram
🔹 Signal < Histogram
🔹 MACD (Crossover) Signal
🔹 MACD (Crossunder) Signal
🔹 MACD (Crossover) 0
🔹 MACD (Crossunder) 0
🔹 Signal (Crossover) 0
🔹 Signal (Crossunder) 0
🔮 MACD (Crossover) Signal Forecast
🔮 MACD (Crossunder) Signal Forecast
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🔸 CONDITIONS TO SELL 📉
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• Signal Validity: The signal will remain valid for X bars .
• Signal Sequence: Configurable as AND or OR .
🔸 MACD > Signal Smoothing
🔸 MACD < Signal Smoothing
🔸 Histogram > 0
🔸 Histogram < 0
🔸 Histogram Positive
🔸 Histogram Negative
🔸 MACD > 0
🔸 MACD < 0
🔸 Signal > 0
🔸 Signal < 0
🔸 MACD > Histogram
🔸 MACD < Histogram
🔸 Signal > Histogram
🔸 Signal < Histogram
🔸 MACD (Crossover) Signal
🔸 MACD (Crossunder) Signal
🔸 MACD (Crossover) 0
🔸 MACD (Crossunder) 0
🔸 Signal (Crossover) 0
🔸 Signal (Crossunder) 0
🔮 MACD (Crossover) Signal Forecast
🔮 MACD (Crossunder) Signal Forecast
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🔮 Linear Regression Function 🔮
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• Our indicator includes MACD forecasts powered by linear regression.
Forecast Types:
• Flat: Assumes prices will stay the same.
• Linreg: Makes a 'Linear Regression' forecast for n periods.
Technical Information:
• Function: ta.linreg()
Parameters:
• source: Source price series.
• length: Number of bars (period).
• offset : Offset.
• return: Linear regression curve.
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⯁ UNIQUE FEATURES
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Linear Regression: (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
Linear Regression (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
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📜 SCRIPT : MACD Forecast
🎴 Art by : @Titans_Invest & @DiFlip
👨💻 Dev by : @Titans_Invest & @DiFlip
🎑 Titans Invest — The Wizards Without Gloves 🧤
✨ Enjoy!
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o Mission 🗺
• Inspire Traders to manifest Magic in the Market.
o Vision 𐓏
• To elevate collective Energy 𐓷𐓏
🎗️ In memory of João Guilherme — your light will live on forever.
Fractal Strength OscillatorThe Fractal Strength Oscillator Indicator combines the Relative Strength Index (RSI) and Fractal Dimension Index (FDI) to identify market momentum and trend direction. By integrating RSI's momentum signals with FDI's fractal-based trend analysis, this indicator provides clear visual cues for bullish and bearish conditions through colored plots and price bars.
How It Works
RSI Calculation: Computes RSI based on a user-selected price source (default: Close) over a configurable period. Optional smoothing with various moving average types (e.g., SMA, EMA, ALMA) enhances signal clarity.
FDI Calculation: Measures market complexity using a fractal dimension over a user-defined period (default: 20). A threshold (default: 1.45) determines trend strength.
Trend Logic
Bullish Signal: RSI > 55 or FDI < threshold indicates upward momentum
Bearish Signal: RSI < 45 or FDI > threshold indicates downward momentum
Customization & Parameters
RSI Parameters: RSI length, smoothing option , MA type, MA length, ALMA sigma
FDI Parameters: FDI length, trend threshold.
Trading Applications
Momentum Trading: Use RSI and FDI signals for entry/exit points.
Trend Confirmation: Bar coloring aligns with trend signals.
Reversal Detection: Identify shifts when RSI or FDI crosses thresholds
Final Note
The Fractal Strength Oscillator Indicator is a straightforward tool for traders seeking momentum and trend insights. Its combination of RSI, FDI, and visual cues supports informed trading decisions. Backtest thoroughly and use within a broader strategy. This indicator is for educational purposes and not financial advice.
Validated Order Blocks with Fib LevelsThis indicator automatically identifies and displays Smart Money Concepts (SMC) order blocks based on market structure breaks:
How it works:
Bearish Order Blocks (Red): Marks the last bullish candle before a swing high. The OB becomes valid when price breaks below the previous swing low, indicating institutional selling zones. Drawn from the candle's close (body top) to its low (bottom wick).
Bullish Order Blocks (Green): Marks the last bearish candle before a swing low. The OB becomes valid when price breaks above the previous swing high, indicating institutional buying zones. Drawn from the candle's high (top wick) to its close (body bottom).
Features:
Three Fibonacci retracement levels (50%, 75%, 100%) for each order block
Fib 100% faces downward on bearish OBs and upward on bullish OBs
Auto-validation: OBs are removed when price closes through them
Customizable: Adjustable swing detection, timeframe selection, and OB display limits
Optional Break of Structure (BOS) markers to show when OBs activate
Works on any timeframe with HTF analysis support
Perfect for identifying key institutional support/resistance zones and potential reversal areas.
