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Indicatori e strategie

Better MACD📘 Better MACD – Adaptive Momentum & Divergence Suite Better MACD is a comprehensive momentum-trend tool that evolves the traditional MACD into a multi-dimensional, divergence-aware oscillator. It leverages exponential smoothing across logarithmic rate-of-change of OHLC data, adaptive signal processing, and intelligent divergence detection logic to provide traders with earlier, smoother, and more reliable momentum signals. This indicator is built for professional-level analysis, suitable for scalping, swing trading, and trend-following systems. 🧬 Core Concept Unlike the classic MACD which subtracts two EMAs of price, Better MACD constructs a signal by: Applying logarithmic transformation on the change between OHLC components (Close, High, Low, Open). Using double EMA smoothing to filter noise and volatility, Triangular method. 1st to 2nd Smoothing. Averaging and de-biasing the results through a custom linear regression model, 4th Smoothing. Subtracting a fast SMA and slow SMA response to yield a dynamic MACD value, 3rd Smoothing. The result is a smooth, adaptive, and high-resolution MACD-style oscillator that responds more naturally to trend conditions and price geometry. 🧠 Features Breakdown 1. 📈 Multi-Layer MACD Engine Src1: Smoothed Log Rate-of-Change on Close Src2: Smoothed Log Rate-of-Change on High Src3: Smoothed Log Rate-of-Change on Low Src4: Smoothed Log Rate-of-Change on Open These are blended using highest high, lowest low, and average Close price over a configurable window for more complete trend detection. The open-based Src4 is subtracted using SMA. 2. 🧮 Signal Line A fast EMA (signalLength) of the Better MACD value is used for crossover logic. Crossovers of MACD and Signal line signal potential entries or exits. 3. 📊 MACD Histogram Visualizes the difference between MACD and Signal line. Dynamically color-coded: Green/Light Green for bullish impulse Red/Pink for bearish impulse Width and color intensity reflect strength and momentum slope. 🎨 Visual Enhancements Feature Description ✅ Ribbon Fill Optional fill between MACD and Signal line, colored by trend direction ✅ Zero-Line Background Background highlights above/below 0 to easily read bullish/bearish bias ✅ Crossover Highlights Tiny circles plotted when MACD crosses Signal line 🔍 Divergence Detection Suite The script includes a full Divergence Engine to detect: 🔼 Bullish Regular Divergence (Price lower lows + Indicator higher lows) 🔽 Bearish Regular Divergence (Price higher highs + Indicator lower highs) 🟢 Bullish Hidden Divergence (Price higher lows + Indicator lower lows) 🔴 Bearish Hidden Divergence (Price lower highs + Indicator higher highs) 🧩 Divergence Modes: Supports both Regular, Hidden, or Both simultaneously Detects from either Close Price or Heikin Ashi-derived candles Uses dynamic pivot tracking with configurable lookback and divergence sensitivity Divergence lines are labeled, colored, and plotted in real-time 🔁 Styling & Customization: Choose from Solid, Dashed, or Dotted line styles Configure separate colors and widths for all divergence types Control number of divergence lines visible or only show the most recent Divergences update live without repainting ⚠️ Alerts Alerts are built-in for real-time notification: MACD Histogram reversals (rising → falling, or vice versa) Divergence signals (all 4 types, grouped and individually) Combines seamlessly with TradingView alerts for actionable triggers 🔧 Input Controls (Grouped by Purpose) Better MACD Group 1st–4th Smoothing Lengths: Controls responsiveness of MACD core engine Signal Length: Smoothness of signal line Toggles for crossover highlights, zero cross fills, and ribbon fills Divergence Settings Enable/disable divergence lines Choose divergence type (Regular, Hidden, Both) Set confirmation requirements Customize pivot detection and bar search depth Styling Options Colors, line widths, and line styles for each divergence type Heikin Ashi Mode for smoother pivots and divergences 🧠 How to Use ✅ For Trend Traders: Use MACD > Signal + Histogram > 0 → Bullish confirmation MACD < Signal + Histogram < 0 → Bearish confirmation Wait for pullbacks with hidden divergences to enter in trend direction ✅ For Reversal Traders: Look for Regular Divergences at trend exhaustion points Combine with price action (e.g., support/resistance or candle pattern) ✅ For Swing & Day Traders: Enable Heikin Ashi Mode for smoother divergence pivots Use zero line background + histogram color to time entries 📌 Summary Feature Description 🚀 Advanced MACD Core Smoother, more reliable, multi-source-based MACD 🔍 Divergence Engine Detects 4 divergence types with pivot logic 🎯 Real-Time Alerts Alerts for histogram slope and divergences 🎛️ Deep Customization Full styling, smoothing, and detection controls 📉 Heikin Ashi Support Improved signal quality in trend-based markets
Indicatore Pine Script®
di GabrielAmadeusLau
Sweep + BOS (Lines + First Confirmed Only)🔍 Indicator: Sweep + BOS (Break of Structure with Visual Lines) 🧠 Overview This indicator combines Swing detection, Liquidity Sweeps, and Break of Structure (BOS) logic, with: Customizable swing length, BOS signals only after confirmed sweeps, BOS shown only once per sweep, Visual labels and connecting lines to highlight structure breaks clearly. ⚙️ Inputs Swing Length: Defines how many candles to use to identify a swing high/low. Must be an odd number (e.g., 3, 5, 7...). Sweep Lookback Window: Sets how far back the script checks for a sweep (false breakout over a swing). BOS Validity After Sweep: Number of bars within which a BOS can be considered valid after a sweep. Toggle Options: Show/hide: Swing Labels Sweep Labels BOS Labels BOS Connecting Lines 📌 Logic Breakdown ✅ Swings Swing High: A candle’s high is greater than the highs of all N candles on both sides. Swing Low: A candle’s low is lower than the lows of all N candles on both sides. 💧 Liquidity Sweeps Sweep High: Price spikes above a previous Swing High, Then closes back below it (false breakout). Sweep Low: Price drops below a previous Swing Low, Then closes back above it. 🔁 Break of Structure (BOS) A BOS is only shown if: It occurs after a valid sweep (within X bars), It hasn’t been already plotted for that sweep, BOS ↑ is only possible after Sweep Low, BOS ↓ is only possible after Sweep High, Opposite BOS type resets the last BOS state. BOS ↑ (Bullish): Confirmed when price closes above previous Swing High after Sweep Low. Label appears at the candle low. A line is drawn from the Swing Low to the BOS candle. BOS ↓ (Bearish): Confirmed when price closes below previous Swing Low after Sweep High. Label appears at the candle high. A line is drawn from the Swing High to the BOS candle.
Indicatore Pine Script®
di TradePro1000
Info TablesThis indicator provides two clear tables showing key market metrics, helping you make sense of price action. Each metric is chosen to give you practical insights, and you can customize the display to fit your needs. ## Key Features and Why Metrics Matter ### Main Table Metrics - **ML-Predicted Price**: - **What**: A price forecast based on a machine learning model using past price, volume, and RSI data. - **Why**: Shows where the market might head, helping you gauge if the current price is too high or low compared to the prediction. Useful for spotting potential reversals or continuations. - **Deviation %**: - **What**: The percentage difference between the current price and the predicted price. - **Why**: Tells you how far the market is straying from the ML forecast. A large deviation might suggest overbought/oversold conditions or a trend shift. - **VWAP Deviation %**: - **What**: The percentage difference between the current price and the Volume Weighted Average Price (VWAP). - **Why**: VWAP is a benchmark for fair price; deviation shows if the market is stretched above or below this level, aiding entries or exits. - **FRED UNRATE % Change**: - **What**: The percentage change in the U.S. unemployment rate from FRED data. - **Why**: Offers macro context. Rising unemployment can signal economic weakness, impacting market sentiment, while falling rates may boost confidence. - **Open Interest**: - **What**: The total number of open futures contracts for MESM2. - **Why**: High open interest indicates strong market participation, often tied to liquidity and conviction. Low levels might suggest indecision or lack of commitment. - **COT Commercial Long/Short**: - **What**: Commitment of Traders (COT) data showing commercial traders’ long and short positions. - **Why**: Reveals how big players (hedgers) are positioned. More longs than shorts can hint at bullish sentiment, while more shorts suggest bearish views. ### New Metrics Table - **QQE Bias**: - **What**: A momentum indicator based on a smoothed RSI with trailing stops. - **Why**: Highlights bullish (green) or bearish (red) momentum, helping you confirm short-term trade directions or avoid choppy markets (gray). - **Volume Momentum**: - **What**: A score (1–20) comparing current volume to past volume over a lookback period. - **Why**: High scores indicate strong buying/selling pressure, signaling potential breakouts or reversals. Low scores suggest weak participation. - **ATR Volatility**: - **What**: A score (1–20) based on the Average True Range, measuring price volatility. - **Why**: High volatility warns of larger price swings, useful for setting stop-losses or avoiding trades in choppy conditions. Low volatility may indicate consolidation. - **ADX Trend**: - **What**: The Average Directional Index, measuring trend strength. - **Why**: High ADX values confirm strong trends, guiding you to trade with the trend. Low values suggest range-bound markets, better for mean-reversion strategies. - **RSI**: - **What**: Relative Strength Index, showing overbought (>70) or oversold (<30) conditions. - **Why**: Helps identify potential reversal points or confirm momentum. Useful for timing entries in overextended markets. - **Frahm Volatility**: - **What**: A score (1–20) based on true range over a time window (e.g., 24 hours). - **Why**: Measures short-term volatility, helping you adjust position sizes or avoid trading during erratic price moves. - **Frahm Avg Candle (Ticks)**: - **What**: The average candle size in ticks over the same time window. - **Why**: Indicates typical price movement, useful for setting realistic profit targets or stop-losses based on recent market behavior. ### Additional Features - **Plotted Predicted Price**: - **What**: An optional line showing the ML-predicted price on the chart. - **Why**: Lets you visually compare the predicted price to actual price action, making it easier to spot divergence or alignment. - **Custom Gradient Colors**: - **What**: User-defined colors for high/low values in both tables. - **Why**: Makes it quick to see which metrics are at extremes (e.g., high deviation or strong ADX), improving decision-making under pressure. - **Alerts**: - **What**: Notifications for high/low Frahm volatility and bullish/bearish QQE Bias. - **Why**: Keeps you informed of critical changes (e.g., volatility spikes or momentum shifts) without needing to watch the chart constantly. ## Customization Options - **ML Matrix Inputs**: - Adjust the **ML Lookback Period** (e.g., 200–300 for volatile markets, 1000 for trends) to control how much history the ML model uses. - Set the **ML RSI Period** (e.g., 7–10 for fast markets, 20 for calm) to tweak the RSI’s sensitivity in the prediction. - **Plot Settings**: - Toggle the predicted price line and choose its color (default blue) for clear visibility. - **Table Settings**: - Position tables (top/bottom, left/center/right) and show/hide them to focus on what matters. - **Gradient Color Settings**: - Pick colors for high/low values in each table to match your chart or preferences. - **Timeframe & Thresholds**: - Set specific timeframes (e.g., 5-minute for smoother data) and thresholds (e.g., tighter deviation ranges) for each metric to suit your trading style. ## Ideal Use Case This indicator is perfect for MESM2 traders navigating fast-moving markets. The Main Table gives you a big-picture view (predicted price, macro data, and positioning), while the New Metrics Table zooms in on momentum and volatility, ideal for scalping or trend trades. Use it to confirm entries, set stops, or avoid choppy periods. ## Why It’s Valuable The **ML Matrix - Tables Only** puts essential data at your fingertips. Each metric is selected to answer a specific question—Is the price overextended? Is momentum building? Are big players bullish? Are conditions too volatile?—helping you trade with clarity and confidence, whether you’re catching quick moves or riding longer trends.
Indicatore Pine Script®
di charleyRT
EMA Trend Dashboard Trend Indicator using 3 custom EMA lines. Displays a table with 5 rows(position configurable) -First line shows relative position of EMA lines to each other and outputs Bull, Weak Bull, Flat, Weak Bear, or Bear. EMA line1 should be less than EMA line2 and EMA line 2 should be less than EMA line3. Default is 9,21,50. -Second through fourth line shows the slant of each EMA line. Up, Down, or Flat. Threshold for what is considered a slant is configurable. Also added a "steep" threshold configuration for steep slants. -Fifth line shows exhaustion and is a simple, configurable calculation of the distance between EMA line1 and EMA line2. --Lines one and five change depending on its value but ALL other colors are able to be changed. --Default is somewhat set to work well with Micro E-mini Futures but this indicator can be changed to work on anything. I created it to help get a quick overview of short-term trend on futures. I used ChatGPT to help but I am still not sure if it actually took longer because of it.
Indicatore Pine Script®
di NoMorePaperTrading
Opening Range Breakout🧭 Overview The Open Range Breakout (ORB) indicator is designed to capture and display the initial price range of the trading day (typically the first 15 minutes), and help traders identify breakout opportunities beyond this range. This is a popular strategy among intraday and momentum traders. 🔧 Features 📊 ORB High/Low Lines Plots horizontal lines for the session’s high and low 🟩 Breakout Zones Background highlights when price breaks above or below the range 🏷️ Breakout Labels Text labels marking breakout events 🧭 Session Control Customizable session input (default: 09:15–09:30 IST) 📍 ORB Line Labels Text labels anchored to the ORB high and low lines (aligned right) 🔔 Alerts Configurable alerts for breakout events ⚙️ Adjustable Settings Show/hide background, labels, session window, etc. ⏱️ Session Logic • The ORB range is calculated during a defined session window (default: 09:15–09:30). • During this window, the highest high and lowest low are recorded as ORB High and ORB Low. 📈 Breakout Detection • Breakout Above: Triggered when price crosses above the ORB High. • Breakout Below: Triggered when price crosses below the ORB Low. • Each breakout can trigger: • A background highlight (green/red) • A text label (“Breakout ↑” / “Breakout ↓”) • An optional alert 🔔 Alerts Two built-in alert conditions: 1. Breakout Above ORB High • Message: "🔼 Price broke above ORB High: {{close}}" 2. Breakout Below ORB Low • Message: "🔽 Price broke below ORB Low: {{close}}" You can create alerts in TradingView by selecting these from the Add Alert window. 📌 Best Use Cases • Intraday momentum trading • Breakout and scalping strategies • First 15-minute range traders (NSE, BSE markets)
Indicatore Pine Script®
di vasireddiramu78
First 15 Min High/Low//@version=5 indicator("First 15 Min High/Low", overlay=true) // Define the session start time (adjust according to your market) startHour = 9 startMinute = 30 endMinute = startMinute + 15 // Track the first 15 minutes of the day isFirst15 = (hour == startHour and minute >= startMinute and minute < endMinute) // New day logic newDay = ta.change(time("D")) // Hold values var float first15High = na var float first15Low = na var bool isLocked = false // Capture high/low during first 15 min if newDay first15High := na first15Low := na isLocked := false if isFirst15 and not isLocked first15High := na(first15High) ? high : math.max(high, first15High) first15Low := na(first15Low) ? low : math.min(low, first15Low) if not isFirst15 and not isLocked and not na(first15High) and not na(first15Low) isLocked := true // Plot plot(isLocked ? first15High : na, title="First 15 Min High", color=color.green, linewidth=2, style=plot.style_line) plot(isLocked ? first15Low : na, title="First 15 Min Low", color=color.red, linewidth=2, style=plot.style_line)
Indicatore Pine Script®
di carloskopszywa
ATRWhat the Indicator Shows: A compact table with four cells is displayed in the bottom-left corner of the chart: | ATR | % | Level | Lvl+ATR | Explanation of the Columns: ATR — The averaged daily range (volatility) calculated with filtering of abnormal bars (extremely large or small daily candles are ignored). % — The percentage of the daily ATR that the price has already covered today (the difference between the daily Open and Close relative to ATR). Level — A custom user-defined level set through the indicator settings. Lvl+ATR — The sum of the daily ATR and the user-defined level. This can be used, for example, as a target or stop-loss reference. Color Highlighting of the "%" Cell: The background color of the "%" ATR cell changes depending on the value: ✅ If the value is less than 10% — the cell is green (market is calm, small movement). ➖ If the value is between 10% and 50% — no highlighting (average movement, no signal). 🟡 If the value is between 50% and 70% — the cell is yellow (movement is increasing, be alert). 🔴 If the value is above 70% — the cell is red (the market is actively moving, high volatility). Key Features: ✔ All ATR calculations and percentage progress are performed strictly based on daily data, regardless of the chart's current timeframe. ✔ The indicator is ideal for intraday traders who want to monitor daily volatility levels. ✔ The table always displays up-to-date information for quick decision-making. ✔ Filtering of abnormal bars makes ATR more stable and objective. What is Adaptive ATR in this Indicator: Instead of the classic ATR, which simply averages the true range, this indicator uses a custom algorithm: ✅ It analyzes daily bars over the past 100 days. ✅ Calculates the range High - Low for each bar. ✅ If the bar's range deviates too much from the average (more than 1.8 times higher or lower), the bar is considered abnormal and ignored. ✅ Only "normal" bars are included in the calculation. ✅ The average range of these normal bars is the adaptive ATR. Detailed Algorithm of the getAdaptiveATR() Function: The function takes the number of bars to include in the calculation (for example, 5): The average of the last 5 normal bars is calculated. pinescript Копировать Редактировать adaptiveATR = getAdaptiveATR(5) Step-by-Step Process: An empty array ranges is created to store the ranges. Daily bars with indices from 1 to 100 are iterated over. For each bar: 🔹 The daily High and Low with the required offset are loaded via request.security(). 🔹 The range High - Low is calculated. 🔹 The temporary average range of the current array is calculated. 🔹 The bar is checked for abnormality (too large or too small). 🔹 If the bar is normal or it's the first bar — its range is added to the array. Once the array accumulates the required number of bars (count), their average is calculated — this is the adaptive ATR. If it's not possible to accumulate the required number of bars — na is returned. Что показывает индикатор: На графике внизу слева отображается компактная таблица из четырех ячеек: ATR % Уровень Ур+ATR Пояснения к столбцам: ATR — усреднённый дневной диапазон (волатильность), рассчитанный с фильтрацией аномальных баров (слишком большие или маленькие дневные свечи игнорируются). % — процент дневного ATR, который уже "прошла" цена на текущий день (разница между открытием и закрытием относительно ATR). Уровень — пользовательский уровень, который задаётся вручную через настройки индикатора. Ур+ATR — сумма уровня и дневного ATR. Может использоваться, например, как ориентир для целей или стопов. Цветовая подсветка ячейки "%": Цвет фона ячейки с процентом ATR меняется в зависимости от значения: ✅ Если значение меньше 10% — ячейка зелёная (рынок пока спокоен, маленькое движение). ➖ Если значение от 10% до 50% — фон не подсвечивается (среднее движение, нет сигнала). 🟡 Если значение от 50% до 70% — ячейка жёлтая (движение усиливается, повышенное внимание). 🔴 Если значение выше 70% — ячейка красная (рынок активно движется, высокая волатильность). Особенности работы: ✔ Все расчёты ATR и процентного прохождения производятся исключительно по дневным данным, независимо от текущего таймфрейма графика. ✔ Индикатор подходит для трейдеров, которые торгуют внутри дня, но хотят ориентироваться на дневные уровни волатильности. ✔ В таблице всегда отображается актуальная информация для принятия быстрых торговых решений. ✔ Фильтрация аномальных баров делает ATR более устойчивым и объективным. Что такое адаптивный ATR в этом индикаторе Вместо классического ATR, который просто усредняет истинный диапазон, здесь используется собственный алгоритм: ✅ Он берет дневные бары за последние 100 дней. ✅ Для каждого из них рассчитывает диапазон High - Low. ✅ Если диапазон бара слишком сильно отличается от среднего (более чем в 1.8 раза больше или меньше), бар считается аномальным и игнорируется. ✅ Только нормальные бары попадают в расчёт. ✅ В итоге считается среднее из диапазонов этих нормальных баров — это и есть адаптивный ATR. Подробный алгоритм функции getAdaptiveATR() Функция принимает количество баров для расчёта (например, 5): Считается 5 последних нормальных баров pinescript Копировать Редактировать adaptiveATR = getAdaptiveATR(5) Пошагово: Создаётся пустой массив ranges для хранения диапазонов. Перебираются дневные бары с индексами от 1 до 100. Для каждого бара: 🔹 Через request.security() подгружаются дневные High и Low с нужным смещением. 🔹 Считается диапазон High - Low. 🔹 Считается временное среднее диапазона по текущему массиву. 🔹 Проверяется, не является ли бар аномальным (слишком большой или маленький). 🔹 Если бар нормальный или это самый первый бар — его диапазон добавляется в массив. Как только массив набирает заданное количество баров (count), берётся их среднее значение — это и есть адаптивный ATR. Если не удалось набрать нужное количество баров — возвращается na.
Indicatore Pine Script®
di otdailopatku
KosATRWhat this Pine Script does: ✅ This indicator displays daily ATR (Average True Range) information on any chart timeframe (minutes, hours, etc.), ensuring the calculations are based strictly on daily price data. Displayed Information in the Table: The script creates a table in the bottom-left corner of the chart that shows: ATR — A custom, filtered version of the daily ATR that excludes abnormal price bars (extremely large or small daily ranges). % — The percentage of the ATR that today's price movement (Open to Close) has covered so far. Level — A manually defined fixed level, set through the script's input. Level + ATR — The sum of the daily ATR and your defined level, useful for setting price targets or alerts. Key Features: Uses request.security() to ensure all calculations (high, low, open, close) are taken from the daily timeframe, even when you're viewing lower or higher timeframes. Implements a filtering method to calculate an "adaptive ATR," ignoring price ranges that are too large or too small (outliers), making the ATR value more stable and realistic. Displays a live, easy-to-read table directly on the chart for quick reference during trading. Summary: This script provides traders with reliable, daily-based ATR data, helping assess current price movement strength relative to historical daily volatility. It's especially useful for intraday traders who want constant awareness of daily ATR levels, regardless of their current chart timeframe.
Indicatore Pine Script®
di otdailopatku
2
Gabriel's Andean Oscillator📈 Gabriel's Andean Oscillator — Enhanced Trend-Momentum Hybrid Gabriel's Andean Oscillator is a sophisticated trend-momentum indicator inspired by Alex Grover’s original Andean Oscillator concept. This enhanced version integrates multiple envelope types, smoothing options, and the ability to track volatility from both open/close and high/low dynamics—making it more responsive, adaptable, and visually intuitive. 🔍 What It Does This oscillator measures bullish and bearish "energy" by calculating variance envelopes around price. Instead of traditional momentum formulas, it builds two exponential variance envelopes—one capturing the downside (bullish potential) and the other capturing the upside (bearish pressure). The result is a smoothed oscillator that reflects internal market tension and potential breakouts. ⚙️ Key Features 📐 Envelope Types: Choose between: "Regular" – Uses single EMA-based smoothing on open/close variance. Ideal for shorter timeframes. "Double Smoothed" – Adds an extra layer of smoothing for noise reduction. Ideal for longer timeframes. 📊 Bullish & Bearish Components: Bull = Measures potential upside using price lows (or open/close). Bear = Measures downside pressure using highs (or open/close). These can optionally be derived from high/low or open/close for flexible interpretation. 📏 Signal Line: A customizable EMA of the dominant component to confirm momentum direction. 📉 Break Zone Area Plot: An optional filled area showing when bull > bear or vice versa, useful for detecting expansion/contraction phases. 🟢 High/Low Overlay Option (Use Highs and Lows?): Visualize secondary components derived from high/low prices to compare against the open/close dynamics and highlight volatility asymmetry. 🧠 How to Use It Trend Confirmation: When bull > bear and rising above signal → bullish bias. When bear > bull and rising above signal → bearish bias. Breakout Potential: Watch the Break area plot (√(bull - bear)) for rapid expansion, signaling volatility bursts or directional moves. High/Low Envelope Divergence: Enabling the high/low comparison reveals hidden strength or weakness not visible in open/close alone. 🛠 Customizable Inputs Envelope Type: Regular vs. Double Smoothed EMA Envelope Lengths: For both regular and smoothed logic Signal Length: Controls EMA smoothing for the signal Use Highs and Lows?: Toggles second set of envelopes; the original doesn't include highs and lows. Plot Breaks: Enables the filled “break” zone area, the squared difference between Open and Close. 🧪 Based On: Andean Oscillator - Alpaca Markets Licensed under CC BY-NC-SA 4.0 Developed by Gabriel, based on the work of Alex Grover
Indicatore Pine Script®
di GabrielAmadeusLau
Gabriel's MPT Moving Average RibbonGabriel's MPT Moving Average Ribbon is a cutting-edge, risk-adjusted technical analysis tool that fuses Modern Portfolio Theory (MPT) with adaptive moving average logic to dynamically guide market participants through bullish and bearish conditions. This ribbon is not a simple MA crossover — it leverages Sharpe Ratio, Sortino Ratio, Omega Ratio, and Value at Risk (VaR) to scale and smooth each moving average using real-time probabilistic efficiency metrics. Combined, these elements create a volatility-weighted, risk-optimized visualization of market structure. 🔍 Core Features: Multi-Ratio Adaptive Scaling: Moving averages are dynamically weighted by Omega Ratio, Sortino Stdev, Sharpe Winrate, and VaR conditions for smarter price tracking. Volatility Engine: Supports multiple return models: Close-to-Close Parkinson Garman-Klass Rogers–Satchell Yang–Zhang (default for highest accuracy) Smart Ribbon Construction: Blends 3 different MA types per ribbon (e.g., SMA, EMA, WMA) for each of the 4 ribbons Supports WMA-style dynamic weighting using MPT-derived ratios Sharpe Winrate Estimation: Uses CDF logic to project the probability of success given current Sharpe ratio. Dynamic Risk Phase Detection (VaR): Identifies Risk On, Risk Off, or Neutral states using a triple-model composite VaR framework. 🛎️ Alerts Included: 📈 Bullish Crossover Alert: MA #1 crossing above MA #2 with all ribbons aligned upward. 📉 Bearish Crossunder Alert: MA #1 crossing below MA #2 with all ribbons aligned downward. 📊 Omega Ratio Alert: Triggered when Omega exceeds 1 (profitable risk-adjusted reward). ⚠️ Omega Caution Alert: Triggered when Omega drops below 1. 🟢 Risk On Alert: Market enters a favorable, low-risk zone. Deep Value Zone for Long-Term Investing. 🔴 Risk Off Alert: Market enters a cautionary, high-risk phase. 🎯 Use Cases: Trend Identification: MA ribbon alignment indicates momentum phases. Risk-Tuned Entries/Exits: Combine ribbon crossovers with VaR/Ratio signals for confirmation. Institutional Strategy Overlay: Ideal for portfolio managers integrating risk-adjusted technical overlays. 🧠 Pro Tips: Use "Complete" mode for the most robust risk signal, as it blends Historical, EWMA, and Variance-Covariance ratios. Customize each MA’s type and length to match your trading horizon (e.g., intraday, swing). Toggle Ratios Weighted MA for adaptive weighting when market risk fluctuates. It's set to the settings I use to trade, from MA settings to MPT table. It goes in order: Sharpe Est. Winrate, Deviation of Sortino, Omega Ratio (1 Year), and the Ideal position size according to VaR.
Indicatore Pine Script®
di GabrielAmadeusLau
HalfTrend cross 2.0 LcfxCore Functionality HalfTrend Baseline Plots a dynamic trend-following line that alternates between blue (bullish) and red (bearish) Uses amplitude and channel deviation settings to adapt to market volatility Shows ATR-based channels around the trend line (optional) Key Signals: Reversal Signals: Traditional arrows at trend reversal points Cross Signals: Basic "B"/"S" labels when price crosses the HalfTrend line Re-Cross Signals: Special "RB"/"RS" labels for strategic re-entry opportunities Unique Re-Cross Logic Bullish Trend: Triggers RB (Re-Cross Buy) only when: Price first crosses BELOW HalfTrend (bearish cross) Then crosses BACK ABOVE HalfTrend Only the FIRST such occurrence in current bullish trend Bright green "RB" label Bearish Trend: Triggers RS (Re-Cross Sell) only when: Price first crosses ABOVE HalfTrend (bullish cross) Then crosses BACK BELOW HalfTrend Only the FIRST such occurrence in current bearish trend Orange "RS" label Smart Signal Management Prevents signal spam by allowing only one re-cross signal per trend phase Automatically resets signals when trend reverses Dedicated alerts for all signal types Customizable visual elements (colors, channels, arrows) Practical Use Case Identifies high-probability continuation entries: RB signals: Potential add-to-position points in uptrends after minor pullbacks RS signals: Shorting opportunities in downtrends after dead-cat bounces This enhanced version reduces noise while highlighting strategic trade setups where price temporarily violates the trend line but quickly reconfirms the dominant trend direction.
Indicatore Pine Script®
di sulfi_lcfx
All SMAs Bullish/Bearish Screener (Enhanced)All SMAs Bullish/Bearish Screener Enhanced: Uncover High-Conviction Trend Alignments with Confidence Description: Are you ready to elevate your trading from mere guesswork to precise, data-driven decisions? The "All SMAs Bullish/Bearish Screener Enhanced" is not just another indicator; it's a sophisticated, yet user-friendly, trend-following powerhouse designed to cut through market noise and pinpoint high-probability trading opportunities. Built on the foundational strength of comprehensive Moving Average confluence and fortified with critical confirmation signals from Momentum, Volume, and Relative Strength, this script empowers you to identify truly robust trends and manage your trades with unparalleled clarity. The Power of Multi-Factor Confluence: Beyond Simple Averages In the unpredictable world of financial markets, true strength or weakness is rarely an isolated event. It's the harmonious alignment of multiple technical factors that signals a high-conviction move. While our original "All SMAs Bullish/Bearish Screener" intelligently identified stocks where price was consistently above or below a full spectrum of Simple Moving Averages (5, 10, 20, 50, 100, 200), this Enhanced version takes it a crucial step further. We've integrated a powerful three-pronged confirmation system to filter out weaker signals and highlight only the most compelling setups: Momentum (Rate of Change - ROC): A strong trend isn't just about price direction; it's about the speed and intensity of that movement. Positive momentum confirms that buyers are still aggressively pushing price higher (for bullish signals), while negative momentum validates selling pressure (for bearish signals). Volume: No trend is truly trustworthy without the backing of smart money. Above-average volume accompanying an "All SMAs" alignment signifies strong institutional participation and conviction behind the move. It separates genuine trend starts from speculative whims. Relative Strength Index (RSI): This versatile oscillator ensures the trend isn't just "there," but that it's developing healthily. We use RSI to confirm a bullish bias (above 50) or a bearish bias (below 50), adding another layer of confidence to the direction. When the price aligns above ALL six critical SMAs, and is simultaneously confirmed by robust positive momentum, healthy volume, and a bullish RSI bias, you have an exceptionally strong "STRONGLY BULLISH" signal. This confluence often precedes sustained upward moves, signaling prime accumulation phases. Conversely, a "STRONGLY BEARISH" signal, where price is below ALL SMAs with negative momentum, confirming volume, and a bearish RSI bias, indicates powerful distribution and potential for significant downside. How to Use This Enhanced Screener: Add to Chart: Go to TradingView's Pine Editor, paste the script, and click "Add to Chart." Customize Parameters: Fine-tune the lengths of your SMAs, RSI, Momentum, and Volume averages via the indicator's settings. Experiment to find what best suits your trading style and the assets you trade. Choose Your Timeframe Wisely: Daily (1D) and 4-Hour (240 min) are highly recommended. These timeframes cut through intraday noise and provide more reliable, actionable signals for swing and position trading. Shorter timeframes (e.g., 15min, 60min) can be used by advanced day traders for very short-term entries, but be aware of increased volatility and noise. Visual Confirmation: Green/Red Triangles: Appear on your chart, indicating confirmed bullish or bearish signals. Background Color: The chart background will subtly turn lime green for "STRONGLY BULLISH" and red for "STRONGLY BEARISH" conditions. On-Chart Status Table: A clear table displays the current signal status ("STRONGLY BULLISH/BEARISH," or "SMAs Mixed") for immediate feedback. Set Up Alerts (Your Primary Screener Tool): This is the game-changer! Create custom alerts on TradingView based on the "Confirmed Bullish Trade" and "Confirmed Bearish Trade" conditions. Receive instant notifications (email, pop-up, mobile) for any stock in your watchlist that meets these stringent criteria. This allows you to scan the entire market effortlessly and act decisively. Strategic Stop-Loss Placement: The Trader's Lifeline Even the most robust signals can fail. Protecting your capital is paramount. For this trend-following strategy, your stop-loss should be placed where the underlying trend structure is broken. For a "STRONGLY BULLISH" Trade: Place your stop-loss just below the most recent significant swing low (higher low). This is the last point where buyers stepped in to support the price. If price breaks below this, your bullish thesis is invalidated. For a "STRONGLY BEARISH" Trade: Place your stop-loss just above the most recent significant swing high (lower high). If price breaks above this, your bearish thesis is invalidated. Alternatively, consider placing your stop-loss just below the 20-period SMA (for bullish trades) or above the 20-period SMA (for bearish trades). A significant close beyond this intermediate-term average often indicates a critical shift in momentum. Always ensure your chosen stop-loss adheres to your pre-defined risk per trade (e.g., 1-2% of capital). Disciplined Profit Booking: Maximizing Gains Just as important as knowing when you're wrong is knowing when to take profits. Trailing Stop-Loss: As your trade moves into profit, trail your stop-loss upwards (for longs) or downwards (for shorts). You can trail it using: Previous Swing Lows/Highs: Move your stop to just below each new higher low (for longs) or just above each new lower high (for shorts). A Moving Average (e.g., 10-period or 20-period SMA): If price closes below your chosen trailing SMA, exit. This allows you to ride the trend while protecting accumulated profits. Target Levels: Identify potential resistance levels (for longs) or support levels (for shorts) using pivot points, previous highs/lows, or Fibonacci extensions. Consider taking partial profits at these levels and letting the rest run with a trailing stop. Loss of Confluence: If the "STRONGLY BULLISH/BEARISH" condition ceases to be met (e.g., RSI crosses below 50, or volume drops significantly), this can be a signal to reduce or exit your position, even if your stop-loss hasn't been hit. The "All SMAs Bullish/Bearish Screener Enhanced" is your comprehensive partner in navigating the markets. By combining robust trend identification with critical confirmation signals and disciplined risk management, you're equipped to make smarter, more confident trading decisions. Add it to your favorites and unlock a new level of precision in your trading journey! #PineScript #TradingView #SMA #MovingAverage #TrendFollowing #StockScreener #TechnicalAnalysis #Bullish #Bearish #QQQ #Momentum #Volume #RSI #SPY #TradingStrategy #Enhanced #Signals #Analysis #DayTrading #SwingTrading
Indicatore Pine Script®
di appzandgame
Relative Measured Volatility (RMV)RMV • Volume-Sensitive Consolidation Indicator A lightweight Pine Script that highlights true low-volatility, low-volume bars in a single squeeze measure. What it does Calculates each bar’s raw High-Low range. Down-weights bars where volume is below its 30-day average, emphasizing genuine quiet periods. Normalizes the result over the prior 15 bars (excluding the current bar), scaling from 0 (tightest) to 100 (most volatile). Draws the series as a step plot, shades true “tight” bars below the user threshold, and marks sustained squeezes with a small arrow. Key inputs Lookback (bars): Number of bars to use for normalization (default 15). Tight Threshold: RMV value under which a bar is considered squeezed (default 15). Volume SMA Period: Period for the volume moving average benchmark (default 30). How it works Raw range: barRange = high - low Volume ratio: volRatio = min(volume / sma(volume,30), 1) Weighted range: vwRange = barRange * volRatio Rolling min/max (prior 15 bars): exclude today so a new low immediately registers a 0. Normalize: rmv = clamp(100 * (vwRange - min) / (max - min), 0, 100) Visualization & signals Step line for exact bar-by-bar values. Shaded background when RMV < threshold. Consecutive-bar filter ensures arrows only appear when tightness lasts at least two bars, cutting noise. Why use it Quickly spot consolidation zones that combine narrow price action with genuine dry volume—ideal for swing entries ahead of breakouts.
Indicatore Pine Script®
di byunjungwon
Omori Law Recovery PhasesWhat is the Omori Law? Originally a seismological model, the Omori Law describes how earthquake aftershocks decay over time. It follows a power law relationship: the frequency of aftershocks decreases roughly proportionally to 1/(t+c)^p, where: t = time since the main shock c = time offset constant p = power law exponent (typically around 1.0) Application to the markets Financial markets experience "aftershocks" similar to earthquakes: Market Crashes as Main Shocks: Major market declines (crashes) represent the initial shock event. Volatility Decay: After a crash, market volatility typically declines following a power law pattern rather than a linear or exponential one. Behavioral Components: The decay pattern reflects collective market psychology - initial panic gives way to uncertainty, then stabilization, and finally normalization. The Four Recovery Phases The Omori decay pattern in markets can be divided into distinct phases: Acute Phase: Immediately after the crash, characterized by extreme volatility, panic selling, and sharp reversals. Trading is hazardous. Reaction Phase: Volatility begins decreasing, but markets test previous levels. False rallies and retests of lows are common. Repair Phase: Structure returns to the market. Volatility approaches normal levels, and traditional technical analysis becomes more reliable. Recovery Phase: The final stage where market behavior normalizes completely. The impact of the original shock has fully decayed. Why It Matters for Traders Understanding where the market stands in this recovery cycle provides valuable context: Risk Management: Adjust position sizing based on the current phase Strategy Selection: Different strategies work in different phases Psychological Preparation: Know what to expect based on the phase Time Horizon Guidance: Each phase suggests appropriate time frames for trading
Indicatore Pine Script®
di HenriqueCentieiro