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Indicatori e strategie

Quadruple Moving Average with Alerts [FitzTello]Quadruple Moving Average with Alerts (Quad MA) Quad MA plots four Simple Moving Averages (SMAs) on the chart to help you quickly visualize trend direction, dynamic support/resistance zones, and key mean-reversion areas. You can choose a built-in preset for the primary trend pair (7–21, 11–22, or 50–200) or switch to Custom to define your own M1 and M2 lengths. Two additional SMAs (M3 and M4) are always available for extra structure (e.g., intermediate trend, pullback filter, or multi-timeframe alignment). Alerts included: The script provides separate alert conditions for each SMA whenever price crosses above or below that line (effectively a “touch/cross” event), making it easy to automate notifications when price interacts with your chosen moving-average levels. Inputs: Preset selector, custom MA lengths (M1–M4), and source (default: close).
Indicatore Pine Script®
di Fitztello
ArgentinaBondsLib - Argentina Sovereign Bonds Cashflow LibraryArgentinaBondsLib A Pine Script v6 library providing cashflow data and financial calculation functions for Argentine sovereign bonds (Bonares and Globales). ## Supported Bonds **Bonares** (Argentina legislation, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 **Globales** (Foreign legislation, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 ## Exported Functions ### Cashflow Data - `getCashflows_ ()` - Returns timestamps, cashflows, and count for each bond ### Bond Identification - `getBondType(ticker)` - Returns BONAR() or GLOBAL() - `getBaseTicker(ticker)` - Extracts base ticker without prefix/suffix - `getCurrencyType(ticker)` - Returns 0=ARS, 1=MEP, 2=Cable - `isSupported(baseTicker)` - Checks if bond is supported ### Financial Calculations - `calcPV()` - Present Value calculation - `calcIRR()` - Internal Rate of Return using Newton-Raphson method - `calcPriceFromIRR()` - Calculate price from target IRR ### Currency Conversion - `convertToNativeCurrency()` - Converts price to cashflow currency (MEP for Bonares, Cable for Globales) ### Utilities - `getSettlementDate()` - Returns T+1 timestamp - `BONAR()` / `GLOBAL()` - Bond type constants ## Methodology - Day count convention: Actual/365 - Settlement: T+1 - IRR solver: Newton-Raphson iterative method ## Usage Example ``` import EcoValores/ArgentinaBondsLib/1 as Bonds = Bonds.getCashflows_AL30() settlementDate = Bonds.getSettlementDate() irr = Bonds.calcIRR(ts, cf, count, settlementDate, close) ``` --- ## Español Librería Pine Script v6 con datos de flujos de fondos y funciones de cálculo financiero para bonos soberanos argentinos. ### Bonos Soportados - **Bonares** (Legislación argentina, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 - **Globales** (Legislación extranjera, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 ### Metodología - Convención de días: Actual/365 - Liquidación: T+1 - Solver TIR: Método iterativo Newton-Raphson --- **DISCLAIMER**: This library is for informational and educational purposes only. Eco Valores S.A. does NOT provide investment advice or recommendations. Consult a qualified financial advisor before making investment decisions. **AVISO LEGAL**: Esta librería es solo para fines informativos y educativos. Eco Valores S.A. NO brinda asesoramiento ni recomendaciones de inversión. Consulte con un asesor financiero calificado antes de invertir.
Libreria Pine Script®
di Eco Valores
Laguerre Timeframe OscillatorLaguerre Timeframe Breadth Oscillator Multi-timeframe × multi-gamma Laguerre breadth model ──────────────────────── Usage Notes ──────────────────────── • This is a regime & consensus indicator, not a trigger • Best used for trend validation and risk filtering • Extreme values tend to persist during strong regimes This indicator answers a single question: “Out of 198 independent Laguerre filters, how many are currently rising?” ──────────────────────── Concept ──────────────────────── Using Laguerre polynomials, we aggregate price behavior across: • 11 explicit timeframes (1-minute → 1-day) • 18 gamma responsiveness levels (0.10 → 0.95) This produces 198 independent Laguerre curves. The final oscillator is NOT price. It represents a directional consensus across timescales and smoothing sensitivities. ──────────────────────── Laguerre Filter Mathematics ──────────────────────── For each Laguerre line i: L0ᵢ(t) = (1 − γᵢ) · x(t) + γᵢ · L0ᵢ(t−1) L1ᵢ(t) = −γᵢ · L0ᵢ(t) + L0ᵢ(t−1) + γᵢ · L1ᵢ(t−1) L2ᵢ(t) = −γᵢ · L1ᵢ(t) + L1ᵢ(t−1) + γᵢ · L2ᵢ(t−1) L3ᵢ(t) = −γᵢ · L2ᵢ(t) + L2ᵢ(t−1) + γᵢ · L3ᵢ(t−1) Smoothed output: Yᵢ(t) = ( L0ᵢ + 2·L1ᵢ + 2·L2ᵢ + L3ᵢ ) / 6 This weighted sum smooths noise while preserving phase better than a traditional EMA. ──────────────────────── Gamma Responsiveness ──────────────────────── Gamma controls responsiveness vs stability: 0.10 — Very fast, noisy 0.40 — Momentum-sensitive 0.70 — Trend-stable 0.95 — Very slow, structural Each timeframe is evaluated across all gamma levels. ──────────────────────── Timeframes Used (11) ──────────────────────── Minutes: 1, 3, 5, 10, 15, 30, 45 Hours: 1, 2, 4 Days: 1 ──────────────────────── Direction Test ──────────────────────── Each Laguerre line votes “up” or “down”: Iᵢ(t) = 1 if Yᵢ(t) > Yᵢ(t−1) Iᵢ(t) = 0 otherwise ──────────────────────── Breadth Calculation ──────────────────────── greenCount(t) = I₁(t) + I₂(t) + I₃(t) + … + I₁₉₈(t) Total number of rising Laguerre filters. ──────────────────────── Centered Breadth Oscillator ──────────────────────── oscRaw(t) = greenCount(t) − 99 (99 = half of 198; zero represents balanced breadth) ──────────────────────── Smoothing & Amplification ──────────────────────── EMA smoothing: oscSmooth(t) = EMA₁₀₀(oscRaw) Extreme emphasis: oscExtreme(t) = 2 · oscSmooth(t) ──────────────────────── Clamped Final Output ──────────────────────── osc(t) = max( −99 , min( 99 , oscExtreme(t) ) ) Range: • −99 → all filters falling • 0 → mixed / neutral • +99 → all filters rising ──────────────────────── Optional Probabilistic Interpretation ──────────────────────── p(t) = greenCount(t) / 198 Interpretable as the probability of upward directional alignment. Reach out on Discord if you need further guidance. - Coño Vista
Indicatore Pine Script®
di Jysun
Weis Wave Renko Institutional HUD (Wyckoff/Auction) v6Weis Wave Renko • Institutional HUD + Panel 2 Wyckoff / Auction Market Framework This project consists of TWO COMPLEMENTARY INDICATORS, designed to be used together as a complete visual framework for reading Effort vs Result, Auction Direction, and Session Control, based on Wyckoff methodology and Auction Market Theory. These tools are not trade signal generators. They are context and decision-support instruments, built for discretionary traders who want to understand who is active, where effort is occurring, and when the auction is reaching maturity or exhaustion. 🔹 1) WEIS WAVE RENKO — INSTITUTIONAL HUD (Overlay) 📍 Location: Plotted directly on the price chart 🎯 Purpose: Fast, high-level institutional context and trade permission The HUD answers: “What is the current state of the auction, and is trading permitted?” What the HUD shows: 🧠 Market Participation Measures how much participation is present in the market: Low Participation Weak Participation Active Participation Dominant Participation This reflects whether professional activity is present or absent, not direction alone. 📐 Auction Direction Defines how the auction is currently resolving: Auction Up Auction Down Balanced Auction This is derived from price progression and effort alignment. 🔥 Effort (Effort vs Result) Displays the relative strength of the current effort, normalized over recent waves: Visual effort bar Strength percentage (0–100) Effort classification: Low Effort Increasing Effort Strong Effort Effort Exhaustion This is the core Wyckoff concept: effort must produce result. 🌐 Session Control Shows which trading session is controlling the auction: Asia – Accumulation Phase London – Development Phase US RTH – Decision Phase The dominant session is visually emphasized, while others are intentionally de-emphasized. 🔎 Market State & Trade Permission Clearly separates structure from permission: Structure (Neutral, Developing, Trending, Climactic Extension) Permission Trade Permitted No Trade Zone When Effort Exhaustion is detected, the HUD explicitly signals No Trade Zone. 🔹 2) WEIS WAVE RENKO — PANEL 2 (Lower Pane) 📍 Location: Dedicated lower pane below the price chart 🎯 Purpose: Detailed, continuous visualization of effort, strength, and climax Panel 2 answers: “How is effort evolving, and is the auction maturing or exhausting?” What Panel 2 shows: 📊 Effort Wave (Weis-like) Histogram of accumulated effort per directional wave Green: Auction Up effort Red: Auction Down effort This reveals where real participation is building. 📈 Strength Line (0–100) Normalized strength of the current effort wave Same calculation used by the HUD Enables precise comparison of effort over time ⚠️ Climax / Effort Exhaustion Marker Triggered when effort is both strong and mature Highlights Climactic Extension / Exhaustion Serves as a warning, not an entry signal 🔗 HOW TO USE BOTH TOGETHER (IMPORTANT) These indicators are designed to be used simultaneously: Panel 2 reveals → how effort is building, peaking, or exhausting HUD translates that information into → market state and trade permission Typical workflow: Panel 2 identifies rising effort or climax HUD confirms: Participation quality Auction direction Session control Whether trading is permitted or restricted ⚠️ IMPORTANT NOTES These tools do not generate buy or sell signals They are contextual and structural Best used with: Wyckoff schematics Auction-based execution Market profile / volume profile Discretionary trade management 🎯 SUMMARY Institutional, non-lagging framework Effort vs Result at the core Clear separation between: Context Structure Permission Designed for professional discretionary traders
Indicatore Pine Script®
di alxgoulart
Weis Wave Renko Panel 2 (Effort / Strength / Climax)Weis Wave Renko • Institutional HUD + Panel 2 Wyckoff / Auction Market Framework This project consists of TWO COMPLEMENTARY INDICATORS, designed to be used together as a complete visual framework for reading Effort vs Result, Auction Direction, and Session Control, based on Wyckoff methodology and Auction Market Theory. These tools are not trade signal generators. They are context and decision-support instruments, built for discretionary traders who want to understand who is active, where effort is occurring, and when the auction is reaching maturity or exhaustion. 🔹 1) WEIS WAVE RENKO — INSTITUTIONAL HUD (Overlay) 📍 Location: Plotted directly on the price chart 🎯 Purpose: Fast, high-level institutional context and trade permission The HUD answers: “What is the current state of the auction, and is trading permitted?” What the HUD shows: 🧠 Market Participation Measures how much participation is present in the market: Low Participation Weak Participation Active Participation Dominant Participation This reflects whether professional activity is present or absent, not direction alone. 📐 Auction Direction Defines how the auction is currently resolving: Auction Up Auction Down Balanced Auction This is derived from price progression and effort alignment. 🔥 Effort (Effort vs Result) Displays the relative strength of the current effort, normalized over recent waves: Visual effort bar Strength percentage (0–100) Effort classification: Low Effort Increasing Effort Strong Effort Effort Exhaustion This is the core Wyckoff concept: effort must produce result. 🌐 Session Control Shows which trading session is controlling the auction: Asia – Accumulation Phase London – Development Phase US RTH – Decision Phase The dominant session is visually emphasized, while others are intentionally de-emphasized. 🔎 Market State & Trade Permission Clearly separates structure from permission: Structure (Neutral, Developing, Trending, Climactic Extension) Permission Trade Permitted No Trade Zone When Effort Exhaustion is detected, the HUD explicitly signals No Trade Zone. 🔹 2) WEIS WAVE RENKO — PANEL 2 (Lower Pane) 📍 Location: Dedicated lower pane below the price chart 🎯 Purpose: Detailed, continuous visualization of effort, strength, and climax Panel 2 answers: “How is effort evolving, and is the auction maturing or exhausting?” What Panel 2 shows: 📊 Effort Wave (Weis-like) Histogram of accumulated effort per directional wave Green: Auction Up effort Red: Auction Down effort This reveals where real participation is building. 📈 Strength Line (0–100) Normalized strength of the current effort wave Same calculation used by the HUD Enables precise comparison of effort over time ⚠️ Climax / Effort Exhaustion Marker Triggered when effort is both strong and mature Highlights Climactic Extension / Exhaustion Serves as a warning, not an entry signal 🔗 HOW TO USE BOTH TOGETHER (IMPORTANT) These indicators are designed to be used simultaneously: Panel 2 reveals → how effort is building, peaking, or exhausting HUD translates that information into → market state and trade permission Typical workflow: Panel 2 identifies rising effort or climax HUD confirms: Participation quality Auction direction Session control Whether trading is permitted or restricted ⚠️ IMPORTANT NOTES These tools do not generate buy or sell signals They are contextual and structural Best used with: Wyckoff schematics Auction-based execution Market profile / volume profile Discretionary trade management 🎯 SUMMARY Institutional, non-lagging framework Effort vs Result at the core Clear separation between: Context Structure Permission Designed for professional discretionary traders
Indicatore Pine Script®
di alxgoulart
Daily ATR (Shown on All Timeframes)Daily ATR (Shown on All Timeframes) displays the Daily timeframe ATR on any chart you’re viewing, so you always know the current day’s average range without switching timeframes. True Daily ATR (not chart ATR): The script pulls ATR from the Daily chart using request.security() and shows that value on every timeframe. On-chart table (top-right): A clean 2-row table shows: The label: Daily ATR (Length) The ATR value, with an optional ATR-as-% of price readout. Custom display controls: ATR Length input (default 14) Toggle to show ATR % of current price Toggle to show/hide the table Choose table text color Choose table text size (Tiny → Huge) Data Window output: The Daily ATR value is also plotted invisibly so it appears in TradingView’s Data Window for quick reference. This is useful for gauging daily volatility, setting risk/position sizing, and comparing intraday movement to the stock’s typical daily range.
Indicatore Pine Script®
di GTCI17
NQ-Market Momentum CompassNQ-Market Momentum Compass: User Guide Overview NQ-Market Momentum Compass is a comparative momentum tool that helps you visualize the relative strength between Nasdaq futures (NQ) and a volume-weighted composite of other major US index futures (ES, RTY, and YM). This indicator plots two oscillator lines that move above and below zero, making it easy to identify momentum shifts and potential divergences between tech-heavy Nasdaq and the broader market. What You're Looking At The indicator displays two main components: NQ Oscillator (Blue Line): Shows the percentage change in NQ futures over your selected lookback period. Composite Oscillator (Orange Line): Shows the volume-weighted average percentage change of S&P 500 (ES), Russell 2000 (RTY), and Dow Jones (YM) futures over the same period. Zero Line (Gray): The center reference line dividing positive and negative momentum. How It Works Core Calculation The indicator calculates percentage change over a lookback period: For each index, it computes: (current_price - price_n_bars_ago) / price_n_bars_ago * 100 The NQ line shows this calculation for Nasdaq futures The composite line weights the other indices by their relative trading volumes Volume Weighting Instead of a simple average, the composite line incorporates trading volume to give more weight to indices with higher participation. This provides a more accurate representation of overall market momentum. How to Interpret the Indicator Basic Interpretation Above Zero: Price is higher than it was at the lookback period ago (positive momentum) Below Zero: Price is lower than it was at the lookback period ago (negative momentum) Steepness: Indicates the strength of the momentum (steeper = stronger momentum) Comparative Analysis When Lines Move Together: NQ is moving in harmony with the broader market When Lines Diverge: NQ above composite: Tech/growth is outperforming the broader market Composite above NQ: Broader market is outperforming tech/growth Key Signals to Watch Crossovers Between Lines: Potential shift in sector leadership NQ crossing above composite: Tech starting to outperform NQ crossing below composite: Tech starting to underperform Zero-Line Crossovers: Change in overall momentum direction Crossing above zero: Shift to positive momentum Crossing below zero: Shift to negative momentum Divergences: When one line makes a new high/low while the other doesn't, suggesting potential reversal Practical Applications Market Rotation Analysis: Identify shifts between tech and broader market leadership Trend Confirmation: Validate trends by checking if both oscillators are in agreement Early Warning System: Spot when tech starts to diverge from the broader market Relative Strength Analysis: Determine which segment of the market has stronger momentum Customization Options The indicator offers two main customization groups: Calculation Settings: Momentum Window: The lookback period for calculating percentage change (default: 20) Price Smoothing: EMA smoothing applied to prices before calculation (default: 5) Display Settings: NQ Line Color: Customize the color of the NQ oscillator line Composite Line Color: Customize the color of the composite oscillator line Tips for New Users Start with the Defaults: The default settings (20-period momentum window, 5-period smoothing) work well across most timeframes Focus on Relationships: The absolute values matter less than the relationship between the two lines Use Multiple Timeframes: Check the oscillator on both short and longer timeframes for confirmation Watch for Extremes: When either line reaches unusually high or low values, expect potential reversion Combine with Other Indicators: For best results, use alongside trend and volatility indicators This oscillator is particularly useful for traders who want to understand the intermarket dynamics between tech stocks and the broader market, helping to identify sector rotation and potential trading opportunities.
Indicatore Pine Script®
di DrodzCip
Support and Resistance (High Volume Boxes) [ChartPrime]# 📑 OPERATING MANUAL: Institutional Volume & SR Protocol (v1.0) ## 1. SCOPE AND CORE LOGIC This trading suite is designed to track **Institutional Order Flow**. By combining statistical volume anomalies (Spikes) with price zones of high participation (Boxes), the system identifies where "Smart Money" is entering the market and which price levels they are likely to defend. --- ## 2. COMPONENT OVERVIEW ### **A. Massive Order Spike Detector** Identifies momentum and exhaustion through volume standard deviation ($σ$). * **Green/Red Triangles:** Indicate a volume event exceeding **4x** the historical average. * **Key Use:** Acts as a **trigger** for entry. ### **B. SR High Volume Boxes** Maps the areas where high-volume pivots occurred. * **Teal Boxes:** High-volume Support (Buying zones). * **Red Boxes:** High-volume Resistance (Selling zones). * **Diamonds (◆):** Real-time confirmation that a level is "Holding." * **Dashed Boxes:** Indicate a level has been broken and may now "flip" polarity (Support becomes Resistance). --- ## 3. SIGNAL INTERPRETATION TABLE | Signal Type | Visual | Market Context | Action | | :--- | :--- | :--- | :--- | | **Buy Spike** | 🟢 Triangle | Breakout or Trend Continuation | Confirm with Support Box | | **Sell Spike** | 🔴 Triangle | Breakdown or Trend Exhaustion | Confirm with Resistance Box | | **Support Hold**| 🟢 Diamond | Price successfully bounced off a Teal zone | Look for Long entry | | **Resist. Hold**| 🟠 Diamond | Price successfully rejected from a Red zone | Look for Short entry | | **SR Break** | 🏷️ Label | A major volume zone has been breached | Wait for Retest of dashed box | --- ## 4. OPERATIONAL WORKFLOW (THE STRATEGY) ### **Step 1: Zone Identification** Observe the **SR High Volume Boxes** to see where the "battlefields" are. * *Neutral:* Price is between boxes. * *Action:* Price enters a Teal (Support) or Red (Resistance) box. ### **Step 2: The Trigger (The Spike)** Wait for the **Massive Order Spike** to appear as the price interacts with a box: * **The Aggressive Break:** A Spike occurs *as the price breaks through* a box. This validates a strong momentum trade. * **The Rejection:** A Spike occurs *at the edge of a box* followed by a Diamond (◆). This validates a high-probability reversal. ### **Step 3: Confirmation (The Retest)** If a box is broken (e.g., "Break Res"), wait for the price to return to the **Dashed Box**. If a "Hold" signal (Diamond) appears on the retest, the setup is high-conviction. --- ## 5. TECHNICAL CONFIGURATION | Parameter | Recommended Value | Purpose | | :--- | :--- | :--- | | **Spike Multiplier** | 4.0 - 5.0 | Filters out noise; captures only major moves. | | **Lookback Period** | 20 | Balances between minor and major SR levels. | | **Box Width** | 1.0 - 1.5 | Adjust based on ATR (Volatility) of the asset. | | **Alert Type** | Once Per Bar Close | Ensures signals are confirmed by the candle close. | --- ## 6. RISK MANAGEMENT & BEST PRACTICES 1. **News Filter:** Avoid trading 5 minutes before/after high-impact news (CPI, FOMC). Spikes are guaranteed but direction is unpredictable.
Indicatore Pine Script®
di CryptoZoso
EMA Trend Reversal (Regime Change)EMA Trend Reversal (Regime Change) This indicator highlights EMA slope reversals that often coincide with trend or regime shifts, using a simple two-stage visual system. It is especially effective on higher timeframes (Daily / Weekly) for swing trading and trend-bias awareness. Detailed User Guide What the signals mean Confirmed signals (dots) Green dot below price - EMA slope has confirmed upward (bullish regime shift) Red dot above price - EMA slope has confirmed downward (bearish regime shift) Confirmed dots only appear after the candle closes. Unconfirmed signals (triangles) Yellow triangle below price - EMA is turning up intrabar (not yet confirmed) Yellow triangle above price - EMA is turning down intrabar (not yet confirmed) Unconfirmed signals may repeat at a set interval until confirmation. Alerts This script provides two alerts: EMA Reversal UP EMA Reversal DOWN Each alert can fire on: Initial unconfirmed reversal Reminder interval while unconfirmed Final confirmed reversal Alerts will NOT fire unless this indicator is active on at least one chart. It may be kept on a chart you do not actively trade. Settings EMA Length (default: 21) Reminder interval (minutes) Show / hide unconfirmed triangles Show / hide confirmed dots Dot transparency Colors (locked to preserve signal meaning) Best use cases Identifying trend or regime changes Weekly swing trade entries and exits Holding-period guidance during trends Alert-based monitoring without watching charts This is not a scalp or oscillator signal. It works best when combined with structure, support/resistance, or higher-timeframe context. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. All trading involves risk. Use at your own discretion.
Indicatore Pine Script®
di jimmycryp1
Multi Asset + Multi Timeframe DashboardMulti Asset + Multi Timeframe Dashboard Overview This indicator is a multi-asset, multi-timeframe trend dashboard designed to provide a fast, structured overview of market direction across several instruments and timeframes at once. It combines five major assets with four configurable higher timeframes, evaluating each using a fixed set of 10 widely used technical indicators. The results are aggregated into a clear overall trend arrow, allowing traders to quickly assess alignment or divergence without chart clutter. What This Indicator Does For each symbol and timeframe, the script evaluates the following technical components: EMA trend structure (20 / 50 / 200) MACD line direction MACD histogram polarity RSI relative to its moving average RSI above/below 50 Stochastic K vs D Commodity Channel Index (CCI) Awesome Oscillator (AO) Each component contributes a bullish (+1), bearish (−1), or neutral (0) score. All scores are aggregated into a single overall trend direction, displayed as: ▲ Uptrend ▼ Downtrend ✖ Neutral / Mixed This process is repeated across four independent timeframes, giving a compact, multi-timeframe trend overview per asset. Key Features Multi-Asset Dashboard Monitor multiple markets simultaneously from a single table. Multi-Timeframe Analysis Four independently selectable timeframes per symbol. Indicator Aggregation Logic Combines multiple classic indicators into a single directional signal. Non-Intrusive Display Table-based output keeps the chart clean and readable. Who This Indicator Is For This tool is designed for traders who want: A high-level trend overview across assets Multi-timeframe confirmation Clear directional signals without stacking many indicators Immediate notification of meaningful trend changes It is not a standalone trading system, but a decision-support and market-context tool. Usage Notes The table display is optimized for 1-minute to 5-minute charts due to TradingView table rendering limits. The indicator is intended for analysis and alerting, not automated execution. All logic is transparent and based on well-known technical indicators. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice. Always combine it with proper risk management and independent analysis.
Indicatore Pine Script®
di realmacgyver77
Support and Resistance (High Volume Boxes) [ChartPrime]# 📘 OPERATING MANUAL: Massive Order Spike Detector (v1.0) ## 1. PURPOSE OF THE TOOL The **Massive Order Spike Detector** is a quantitative analysis tool designed to isolate volume anomalies. By utilizing **Standard Deviation (σ)**, it identifies the exact moments when order flow exceeds statistical norms, signaling institutional intervention ("Smart Money"), high-frequency trading (HFT) activity, or market climax events. --- ## 2. TECHNICAL SPECIFICATIONS & INPUTS The indicator calculates the ratio between current volume and its historical volatility to define "extreme" participation. ### **Configuration Settings** * **Volume Spike Multiplier (x σ):** *Default: **4.0*** * *Function:* Sets the sensitivity threshold. A value of 4.0 triggers a signal only if the current volume is 4 times the standard deviation of the lookback period. * **StDev Lookback Length:** *Default: **200*** * *Function:* Defines the sample size (number of bars) used to establish the "baseline" or "normal" volume. --- ## 3. SIGNAL INTERPRETATION PROTOCOL The indicator generates real-time visual signals on the price chart: | Signal | Graphic Icon | Technical Condition | Market Sentiment | | :--- | :--- | :--- | :--- | | **Massive Buy Spike** | 🟢 Lime Triangle (Below) | Vol ≥ 4σ + Close > Open | Extreme buying pressure. Potential accumulation or aggressive breakout. | | **Massive Sell Spike** | 🔴 Red Triangle (Above) | Vol ≥ 4σ + Close < Open | Extreme selling pressure. Potential distribution or panic selling. | --- ## 4. OPERATIONAL PROCEDURES (STRATEGIES) ### **A. Breakout Validation (Trend Following)** * **Context:** Price is testing a key Support/Resistance or a consolidation zone. * **Trigger:** A Spike appears (Lime for Long / Red for Short) as the level is breached. * **Execution:** The signal confirms that institutional volume is backing the move. High probability of trend continuation. ### **B. Exhaustion Climax (Mean Reversion)** * **Context:** Price is in an extended trend (overbought/oversold). * **Trigger:** A Spike appears in the direction of the trend, but the candle features a long wick (rejection) or a small body. * **Execution:** This indicates a "Blow-off Top" or "Selling Climax." Traders should look to take profits or prepare for a reversal once market structure shifts. --- ## 5. ALERT MANAGEMENT To ensure no institutional moves are missed, follow this setup for TradingView notifications: 1. Open the **"Create Alert"** panel in TradingView. 2. Select **"Massive Order Spike Detector"** as the condition. 3. Set frequency to: **"Once Per Bar Close"** (to prevent false triggers during mid-candle volatility). 4. The automated message includes the **Normalized Volume** value to gauge the magnitude of the spike. --- ## 6. RISK WARNINGS & BEST PRACTICES ⚠️ **Macro Events:** During high-impact news (e.g., NFP, CPI), spikes are common but highly volatile. Use wider stop losses or avoid entry during the first 5 minutes. ⚠️ **Low Liquidity Assets:** On "thin" charts, a 4.0 multiplier may trigger too often. Increase the multiplier to **6.0+** for better accuracy. ⚠️ **Confluence:** Never trade a spike in isolation. Always align signals with Price Action (Support/Resistance) or Trend Filters (e.g., 200 EMA).
Indicatore Pine Script®
di CryptoZoso
VDUB Bands - MTF WMA+ATR Volatility Lanes (6 Alerts)VDUB Bands draws volatility-scaled “trend lanes” around a Weighted Moving Average (WMA) using ATR (or a WMA of True Range). It can display up to four tiers (L1–L4), with higher tiers sourced from higher timeframes to show local structure → higher-timeframe structure on a single chart. ──────────────────────────────────────── 1. What it does (plain English) ──────────────────────────────────────── Think of each tier as a lane system around the trend: • Inner rails = “normal volatility lane” around the WMA • Outer rails = “extension / extreme zone” for that tier • Higher tiers (L3/L4) show bigger structure • Lower tiers (L1/L2) show active lane behavior Typical interpretation: • Price inside inner rails → normal variance around the trend lane • Between inner and outer → stretched, but not extreme • Outside outer rails → extended vs that tier’s volatility band ──────────────────────────────────────── 2) Why it’s useful (and why it’s not a mashup) ──────────────────────────────────────── This is not a bundle of unrelated indicators. Everything serves one cohesive purpose: • Visualize trend + volatility lanes across multiple time horizons • Keep rails consistent and readable (levels, fills, outlines) • Optional multi-timeframe aggregation for structure context • A compact 6-alert set to catch key transitions without alert spam ──────────────────────────────────────── 3) What you see on the chart ──────────────────────────────────────── For each level (L1–L4), you can show: • Upper/Lower Inner rails • Upper/Lower Outer rails • Optional center fill (between outer rails) = operating range • Optional MA line per tier (off by default to reduce clutter) • Base WMA line (L1 MA) if enabled Suggested workflow: • Start with L1 + L2 only • Add L3/L4 once you like the structure view • Use Dynamic Opacity if the chart feels crowded ──────────────────────────────────────── 4) How it works (transparent formula) ──────────────────────────────────────── For each tier: • MA = WMA(source, baseLen × levelMultiplier) • ATR_like = Wilder ATR (default) OR WMA(TrueRange, atrLen × levelMultiplier) Inner rails: • upperInner = MA + ATR_like × innerMult • lowerInner = MA - ATR_like × innerMult Outer rails: • upperOuter = MA + ATR_like × outerMult • lowerOuter = MA - ATR_like × outerMult Tier behavior: • L1 uses the chart timeframe • L2–L4 can use user-selected HTFs (defaults: 4H / D / W) or optional auto-selection ──────────────────────────────────────── 5) Multi-timeframe behavior + interpolation ──────────────────────────────────────── • L2–L4 use request.security() with lookahead OFF (no future data). • HTF bands naturally “step” when the HTF candle confirms. • Interpolate HTF Bands (optional): visually blends from the prior confirmed HTF value to the current confirmed HTF value to reduce stepping. This is display smoothing, not prediction. Repaint note: • If Live Interp (Repaints) is enabled, the HTF lines can update intrabar and may repaint. Keep it OFF for strict non-repainting behavior. ──────────────────────────────────────── 6) Auto-select L2/L3/L4 (optional) ──────────────────────────────────────── Two modes: A) Ladder (deterministic) • Picks “bigger” timeframes relative to the chart (simple and fast). B) Score (data-driven) • Tests candidate timeframes and scores them using: • Coverage: % of closes inside the OUTER band over Score Lookback • Width: average outer-band width as a fraction of MA • Targets: Target Coverage + Target Width • Weights: Coverage Weight + Width Weight Performance notes: • Score mode is heavier (many candidates). • “Lock auto-select after first pick” is recommended to reduce load and avoid platform limits. ──────────────────────────────────────── 7) Alerts (6 total, aggregated across L1–L4) ──────────────────────────────────────── Alerts trigger if ANY tier meets the condition: • Cross ABOVE an OUTER band • Cross BELOW an OUTER band • Cross ABOVE an INNER band • Cross BELOW an INNER band • Price is OUTSIDE ABOVE an OUTER band • Price is OUTSIDE BELOW an OUTER band These are intentionally aggregated to keep the alert count small while catching meaningful transitions. ──────────────────────────────────────── 8) Limitations & transparency ──────────────────────────────────────── • Indicator only (not a strategy). No performance claims. • MTF values update when the higher timeframe candle confirms. • Interpolation is visual smoothing; it does not forecast. • Non-standard chart types (Heikin Ashi/Renko/etc) may behave differently from standard candles. • If you enable repainting options, signals/levels may change intrabar. ──────────────────────────────────────── 9) Credits/reuse disclosure ──────────────────────────────────────── • Conceptual inspiration: VDUB and the community “VDUB_BINARY_PRO_3_V2” idea of WMA ± TR/ATR × multipliers. • This version is a reimplementation + extension, adding: o Multi-tier architecture (L1–L4) o Higher-timeframe sourcing + optional interpolation o Optional scoring-based timeframe selection o Dynamic opacity + streamlined plotting o Aggregated 6-alert set No code was copied directly from the older script; this is a rewritten implementation with additional features and different structure. www.tradingview.com
Indicatore Pine Script®
di actemplet