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Z-Score Bands + SignalsZ-Score Statistical Market Analyzer A multi-dimensional market structure indicator based on standardized deviation & regime logic English Description Concept This indicator builds a statistical model of price behaviour by converting every candle’s movement into a Z-score — how many standard deviations each close is away from its moving average. It visualizes the normal distribution structure of returns and provides adaptive entry signals for both Mean Reversion and Breakout regimes. Rather than predicting price direction, it measures statistical displacement from equilibrium and dynamically adjusts the decision logic according to the market’s volatility regime. ⚙️ Main Components Z-Score Bands (±1σ, ±2σ, ±3σ) – The core structure visualizes volatility boundaries based on rolling mean and standard deviation. – Price outside ±2σ often indicates statistical extremes. Dual Signal Systems Mean Reversion (MRL / MRS): when price (or return z-score) crosses back inside ±2σ bands. Breakout (BOL / BOS): when price continues to expand beyond ±2σ. Volatility Regime Classification The indicator detects whether the market is currently in a low-vol or high-vol regime using percentile statistics of σ. Low vol → Mean Reversion preferred High vol → Breakout preferred 🧠 Adaptive Switches A. Freeze MA/σ - Use previous-bar stats to avoid repainting and lag. B. Confirm on Close - Only generate signals once the base-timeframe bar closes (eliminates look-ahead bias). C. Return-based Signal - Use log-return Z-score instead of price deviation — normalizes volatility across assets. D. Outlier Filter - Exclude bars with abnormal single-bar returns (e.g., >20%). Reduces false spikes. E. Regime Gating - Automatically switch between Mean Reversion and Breakout logic depending on volatility percentile. Each module can be toggled individually to test different statistical behaviours or tailor to a specific market condition. 📊 Interpretation When the histogram of returns approximates a normal distribution, mean-reversion logic is often more effective. When price persistently drifts beyond ±2σ or ±3σ, the distribution becomes leptokurtic (fat-tailed) — a breakout structure dominates. Hence, this tool can help you: Identify whether an asset behaves more “Gaussian” or “fat-tailed”; Select the correct trading regime (MR or BO); Quantitatively measure market tension and volatility clusters. 🧩 Recommended Use Works on any timeframe and any asset. Best used on liquid instruments (e.g., XAU/USD, indices, major FX pairs). Combine with volume, sentiment or structural filters to confirm signals. For strategy automation, pair with the companion script: 🧠 “Z-Score Strategy • Multi-Source Confirm (MRL/MRS/BOL/BOS)”. ⚠️ Disclaimer This script is designed for educational and research purposes. Statistical deviation ≠ directional prediction — use with sound risk management. Past distribution patterns may shift under new volatility regimes. ================================================================================== 中文说明（简体） 概念简介 该指标基于价格的统计分布原理，将每根 K 线的波动转化为标准化的 Z-Score（标准差偏离值），用于刻画市场处于均衡或偏离状态。 它同时支持 均值回归（Mean Reversion） 与 突破延展（Breakout） 两种逻辑，并可根据市场波动结构自动切换策略模式。 ⚙️ 主要功能模块 Z-Score 通道（±1σ / ±2σ / ±3σ） 用滚动均值与标准差动态绘制的统计波动带，价格超出 ±2σ 区域通常意味着极端偏离。 双信号系统 MRL / MRS（均值回归多空）：价格重新回到 ±2σ 以内时触发。 BOL / BOS（突破延展多空）：价格持续运行在 ±2σ 之外时触发。 波动率分层 自动识别市场处于高波动还是低波动区间： 低波动期 → 适合均值回归逻辑； 高波动期 → 适合突破趋势逻辑。 🧠 A–E 模块说明 A. 固定统计参数：使用上一根 K 线的均值和标准差，防止重绘。 B. 收盘确认信号：仅在当前时间框架收盘后生成信号，避免前视偏差。 C. 收益率信号模式：采用对数收益率的 Z-Score，更具普适性。 D. 异常波过滤：忽略单根极端波动（如 >20%）的噪声信号。 E. 波动率调节逻辑：根据市场处于高/低波动区间，自动切换 MRL/MRS 或 BOL/BOS。 📊 应用解读 如果收益率分布接近正态分布 → 市场倾向震荡，MRL/MRS 效果较佳； 若价格频繁偏离 ±2σ 或 ±3σ → 市场呈现“肥尾”分布，趋势延展占主导。 因此，该指标的核心目标是： 识别当前市场的统计结构类型； 根据波动特征自动切换交易逻辑； 提供结构化、可量化的市场状态刻画。 💡 使用建议 适用于所有时间框架与金融品种。 建议结合成交量或结构性指标过滤。 若用于策略回测，可搭配同名 “Z-Score Strategy • Multi-Source Confirm” 策略脚本。 ⚠️ 免责声明 本指标仅用于研究与教学，不构成任何投资建议。 统计偏离 ≠ 趋势预测，实际市场行为可能在不同波动结构下改变。
Indicatore Pine Script®
di Xavante
CEO_IndicatorCEO Indicator Liquidity Levels: PDH / PDL (Previous Day High/Low) PWH / PWL (Previous Week High/Low) PMH / PML (Previous Month High/Low) DO, NYM, WO, TWO, MO (Daily/Weekly/Monthly Opens + True Opens) Asia Midpoint (0.5) — midline between Asian session high and low Customization: colors, opacity, line thickness Trading Sessions: 4H Display: On the 4H timeframe and above, session boxes may appear cluttered or overlapping. You can disable session display for higher timeframes to keep the chart clean. Overlap: When Overlap is turned off, sessions will not be drawn on top of each other — improving visual clarity during overlapping markets (e.g. London + New York). Supports: Asia, Frankfurt, London, New York, Lunch Display modes: Box, Streamlined, Fill, High-Low zones Customized labels Time zone auto-adjust & custom time zones Fractals & FVG: Automatic fractal high/low detection Displays Fair Value Gaps (FVG) — bullish & bearish
Indicatore Pine Script®
di Denzzo_CEO
LUMAR – ORB 15m + VWAP + EMAs + Asia/London HLThe LUMAR – ORB 15m + VWAP + EMA9/20 + Asia/London HL (NY RTH) indicator combines institutional levels and global session tools for intraday traders. It automatically plots: • Opening Range (09:30–09:45 NY) with box and lines • VWAP & EMAs (9/20) for trend confirmation • Previous Highs/Lows (Day, Week, Month) • Asia & London Session High/Lows extended to NY close Perfect for day traders and scalpers seeking session liquidity zones, structure, and confluence within the New York trading hours. Created by LuMar Trading — “Where Vision Meets Strength.”
Indicatore Pine Script®
di joseluistrigo
Cumulative Delta Volume MTFCumulative Delta Volume MTF (CDV_MTF) Within volume analytics, “delta (buy − sell)” often acts as a leading indicator for price. This indicator is a cumulative delta tailored for day trading. It differs from conventional cumulative delta in two key ways: Daily Reset If heavy buying hits into the prior day’s close, a standard cumulative delta “carries” that momentum into the next day’s open. You can then misread direction—selling may actually be dominant, but yesterday’s residue still pushes the delta positive. With Daily Reset, accumulation uses only the current day’s delta, giving you a more reliable, open-to-close read for intraday decision-making. Timeframe Selection (MTF) You might chart 30s/15s candles to capture micro structure, while wanting the cumulative delta on 5-minute to judge the broader flow. With Timeframe (MTF), you can view a lower-timeframe chart and a higher-timeframe delta in one pane. Overview MTF aggregation: choose the delta’s computation timeframe via Timeframe (empty = chart) (empty = chart timeframe). Daily Reset: toggle on/off to accumulate strictly within the current session/day. Display: Candle or Line (Candle supports Heikin Ashi), with Bull/Bear background shading. Overlays: up to two SMA and two EMA lines. Panel: plotted in a sub-window (overlay=false). Example Use Cases At the open: turn Daily Reset = ON to see the pure, same-day buy/sell build-up. Entry on lower TF, bias from higher TF: chart at 30s, set Timeframe = 5 to reduce noise and false signals. Quick read of momentum: Candle + HA + background shading for intuitive direction; confirm with SMA/EMA slope or crosses. Key Parameters Timeframe (empty = chart): timeframe used to compute cumulative delta. Enable Daily Reset: resets accumulation when the trading day changes. Style: Candle / Line; Heikin Ashi toggle for Candle mode. SMA/EMA 1 & 2: individual length and color settings. Background: customize Bull and Bear background colors. How to Read Distance from zero: positive build = buy-side dominance; negative = sell-side dominance. Slope × MAs: use CDV slope and MA direction/crossovers for momentum and potential turns. Reset vs. non-reset: ON → isolates intraday net flow. OFF → tracks multi-day accumulation/dispersion. Notes & Caveats The delta here is a heuristic derived from candle body/wick proportions—it is not true bid/ask tape. MTF updates are based on the selected timeframe’s bar closes; values can fluctuate intrabar. Date logic follows the symbol’s exchange timezone. Renders in a separate pane. Suggested Defaults Timeframe = 5 (or 15) / Daily Reset = ON Style = Candle + Heikin Ashi = ON EMA(50/200) to frame trend context For the first decisions after the open—and for scalps/day trades throughout the session—MTF × Daily Reset helps you lock onto the flow that actually matters, right now. ========================== Cumulative Delta Volume MTF（CDV_MTF） 出来高の中でも“デルタ（買い−売り）”は株価の先行指標になりやすい。 本インジケーターはデイトレードに特化した累積デルタです。 通常の累積デルタと異なるポイントは2つ。 デイリーリセット機能 前日の大引けで大きな買いが入ると、通常の累積デルタはその勢いを翌日の寄りにも“持ち越し”ます。実際は売り圧が強いのに、前日の残渣に引っ張られて方向を誤ることがある。デイリーリセットを使えば当日分だけで累積するため、寄り直後からの判断基準として信頼度が上がります。 タイムフレーム指定（MTF）機能 たとえばチャートは30秒足/15秒足で細部の動きを追い、累積デルタは5分足で“大きな流れ”を確認したい──そんなニーズに対応。**一画面で“下位足の値動き × 上位足のフロー”**を同時に把握できます。 概要 MTF対応：Timeframe で集計足を指定（空欄＝チャート足） デイリーリセット：当日分のみで累積（オン/オフ切替） 表示：Candle/Line（CandleはHA切替可）、背景をBull/Bearで自動塗り分け 補助線：SMA/EMA（各2本）を重ね描き 表示先：サブウィンドウ（overlay=false） 使い方の例 寄りのフロー判定：デイリーリセット＝オンで、寄り直後の純粋な買い/売りの積み上がりを確認 下位足のエントリー × 上位足のバイアス：チャート＝30秒、Timeframe=5分で騙しを減らす 勢いの視認：Candle＋HA＋背景色で直感的に上げ下げを把握、SMA/EMAの傾きで補強 主なパラメータ Timeframe (empty = chart)：累積に使う時間足 デイリーリセットを有効にする：日付切替で累積をリセット Style：Candle / Line、Heikin Ashi切替 SMA/EMA 1・2：期間・色を個別設定 背景色：Bull背景 / Bear背景 を任意のトーンに 読み取りのコツ ゼロからの乖離：＋側へ積み上がるほど買い優位、−側は売り優位 傾き×MA：CDVの傾きと移動平均の方向/クロスで転換やモメンタムを推測 日内/日跨ぎの切替：デイリーリセット＝オンで日内の純流入出、オフで期間全体の偏り 仕様・注意 本デルタはローソクのボディ/ヒゲ比率から近似したヒューリスティックで、実際のBid/Ask集計とは異なります。 MTFは指定足の確定ベースで更新されます。 日付判定はシンボルの取引所タイムゾーン準拠。 推奨初期セット Timeframe=5（または15）／デイリーリセット=有効 Style=Candle＋HA=有効 EMA(50/200)で流れの比較 寄りの一手、そしてスキャル/デイの判断材料に。MTF×デイリーリセットで、“効いているフロー”を最短距離で捉えます。
Indicatore Pine Script®
di OCTPLUS1
Zarattini Intra-day Threshold Bands (ZITB)This indicator implements the intraday threshold band methodology described in the research paper by Carlo Zarattini et al. Overview: Plots intraday threshold bands based on daily open/close levels. Supports visualization of BaseUp/BaseDown levels and Threshold Upper/Lower bands. Optional shading between threshold bands for easier interpretation. Usage Notes / Limitations: Originally studied on SPY (US equities), this implementation is adapted for NSE intraday market timing, specifically the NIFTY50 index. Internally, 2-minute candles are used if the chart timeframe is less than 2 minutes. Values may be inaccurate if the chart timeframe is more than 1 day. Lookback days are auto-capped to avoid exceeding TradingView’s 5000-bar limit. The indicator automatically aligns intraday bars across multiple days to compute average deltas. For better returns, it is recommended to use this indicator in conjunction with VWAP and a volatility-based position sizing mechanism. Can be used as a reference for Open Range Breakout (ORB) strategies. Customizations: Toggle plotting of base levels and thresholds. Toggle shading between thresholds. Line colors and styles can be adjusted in the Style tab. Intended for educational and research purposes only. This indicator implements the approach described in the research paper by Zarattini et al. Note: This implementation is designed for the NSE NIFTY50 index. While Zarattini’s original study was conducted on SPY, this version adapts the methodology for the Indian market. Methodology Explanation This indicator is primarily designed for Open Range Breakout (ORB) strategies. Base Levels BaseUp = Maximum of today’s open and previous day’s close BaseDown = Minimum of today’s open and previous day’s close Delta Calculation For the past 14 trading days (lookbackDays), the delta for each intraday candle is calculated as the ab solute difference from the close of the first candle of that day. Average Delta For a given intraday time/candle today, deltaAvg is computed as the average of the deltas at the same time across the previous 14 days. Threshold Bands ThresholdUp = BaseUp + deltaAvg ThresholdDown = BaseDown − deltaAvg Signals Spot price moving above ThresholdUp → Long signal Spot price moving below ThresholdDown → Short signal Tip: For better returns, combine this indicator with VWAP and a volatility-based position sizing mechanism.
Indicatore Pine Script®
di gokul4trading
MTF 20 SMA Table - DXY**MTF 20 SMA Table - Multi-Timeframe Trend Analysis Dashboard** **Overview:** This indicator provides a comprehensive multi-timeframe analysis dashboard that displays the relationship between price and the 20-period Simple Moving Average (SMA) across four key timeframes: 15-minute, 1-hour, 4-hour, and Daily. It's designed to help traders quickly identify trend alignment and potential trading opportunities across multiple timeframes at a glance. It's definitely not perfect but has helped me speed up my backtesting efforts as it's worked well for me eliminating flipping back and forth between timeframes excpet when I have confluence on the table, then I check the HTF. **How It Works:** The indicator creates a table overlay on your chart showing three critical metrics for each timeframe: 1. **Price vs SMA (Row 1):** Shows whether price is currently above (bullish) or below (bearish) the 20 SMA - Green = Price Above SMA - Red = Price Below SMA 2. **SMA Direction (Row 2):** Indicates the trend direction of the SMA itself over a lookback period - Green (↗ Rising) = Uptrend - Red (↘ Falling) = Downtrend - Gray (→ Flat) = Ranging/Consolidation 3. **Strength (Row 3):** Displays the distance between current price and the SMA in pips - Purple background = Strong move (>50 pips away) - Orange background = Moderate move (20-50 pips) - Gray background = Weak/consolidating (<20 pips) - Text color: Green for positive distance, Red for negative **Key Features:** - **Customizable Table Position:** Place the table anywhere on your chart (9 position options) - **Adjustable SMA Lengths:** Modify the SMA period for each timeframe independently (default: 20) - **Direction Lookback Settings:** Fine-tune how far back the indicator looks to determine SMA direction for each timeframe - **Flat Threshold:** Set the pip threshold for determining when an SMA is "flat" vs trending (default: 5 pips) - **DXY Optimized:** Calculations are calibrated for the US Dollar Index (1 pip = 0.01) **Best Use Cases:** 1. **Trend Alignment:** Identify when multiple timeframes align in the same direction for higher probability trades 2. **Divergence Spotting:** Detect when lower timeframes diverge from higher timeframes (potential reversals) 3. **Entry Timing:** Use lower timeframe signals while higher timeframes confirm overall trend 4. **Strength Assessment:** Gauge how extended price is from the mean (SMA) to avoid overextended entries **Settings Guide:** - **SMA Settings Group:** Adjust the SMA period for each timeframe (15M, 1H, 4H, Daily) - **SMA Direction Group:** Control lookback periods to determine trend direction - 15M: Default 5 candles - 1H: Default 10 candles - 4H: Default 15 candles - Daily: Default 20 candles - **Flat Threshold:** Set sensitivity for "flat" detection (lower = more sensitive to ranging markets) **Trading Strategy Examples:** 1. **Trend Following:** Look for all timeframes showing the same direction (all green or all red) 2. **Pullback Trading:** When Daily/4H are green but 15M/1H show red, wait for lower timeframes to flip green for entry 3. **Ranging Markets:** When multiple SMAs show "flat", consider range-bound strategies **Important Notes:** - This is a reference tool only, not a standalone trading system - Always use proper risk management and combine with other analysis methods - Best suited for trending instruments like indices and major forex pairs - Calculations are optimized for DXY but can be used on other instruments (pip calculations may need adjustment) **Credits:** Feel free to modify and improve this code! Suggestions for enhancements are welcome in the comments. --- **Installation Instructions:** 1. Add the indicator to your TradingView chart 2. Adjust the table position via settings to avoid overlap with price action 3. Customize SMA lengths and lookback periods to match your trading style 4. Monitor the table for timeframe alignment and trend confirmation --- This indicator is published as open source for the community to learn from and improve upon. Happy trading! 📈
Indicatore Pine Script®
di stuartm69
Precision Intraday – Daniel Cohérence multi-timeframe Le fond vert/rouge montre que le biais H1 influence bien le scalping M5. Tu trades maintenant dans le sens de la tendance supérieure, ce qui élimine la majorité des faux signaux. Lisibilité immédiate La superposition couleur/fond rend l’interprétation ultra rapide : tu sais en 1 seconde si tu dois chercher un BUY ou un SELL. Les triangles “BUY” / “SELL” confirment la confluence WT + ADX + Tendance. Précision des zones Les entrées “SELL” coïncident avec des micro-pullbacks sur EMA 50 / 200. ++++++++ Multi-Timeframe Consistency The green/red background clearly shows that the H1 bias is guiding your M5 scalping decisions. You’re now trading in the direction of the higher-timeframe trend, which eliminates most false signals. Instant Readability The overlapping background and candle colors make interpretation instantaneous — you can tell in one second whether you should be looking for a BUY or a SELL setup. The “BUY” and “SELL” triangles confirm the confluence between WT, ADX, and Trend signals. Zone Precision The SELL entries align perfectly with micro-pullbacks around the EMA 50 / EMA 200 levels.
Indicatore Pine Script®
di Daniel_Conroy