Adaptive Composite Oscillator (ACO)Adaptive Composite Oscillator (ACO)
A momentum oscillator that adapts its own lookback length, normalization bands, and signal logic to current market conditions, rather than relying on the fixed parameters and fixed 70/30-style bands used by traditional oscillators like RSI or Stochastic.
How it works
1. Adaptive lookback. The effective momentum length shortens when recent volatility (ATR relative to its own average) is elevated, and lengthens when volatility is calm. The oscillator speeds up in choppy or volatile stretches and slows down in quiet ones, instead of using one fixed period regardless of context.
2. Manual adaptive RSI. Pine's built-in ta.rsi() requires a fixed length, which a bar-by-bar adaptive length can't satisfy. So the RSI is built manually with a Wilder-style recursive average whose smoothing factor is derived from the adaptive length on every bar — same underlying math as RSI, just computed in a way that tolerates a variable length.
3. KAMA-style smoothing. The raw adaptive RSI is passed through a Kaufman Adaptive Moving Average-style filter, using an efficiency ratio between fast and slow EMA constants. This makes the line track efficient, directional moves closely while damping down noise during back-and-forth chop.
4. Statistical normalization. Rather than fixed overbought/oversold levels, the smoothed momentum is converted into a z-score against its own rolling mean and standard deviation. The ±2 SD bands self-calibrate to each instrument's own volatility character instead of using one arbitrary threshold for every market.
5. Regime filter (ADX/DMI). An ADX reading classifies conditions as ranging or trending. In ranging conditions, z-score extremes are treated as mean-reversion signals. In strong trends (ADX above threshold), those same extremes are deliberately ignored — since momentum can stay "overbought" for a long time inside a real trend — and instead a zero-line cross in the direction confirmed by +DI/−DI is treated as a trend-continuation signal.
6. Volume confirmation. Every signal additionally requires volume above its own moving average, filtering out low-participation moves that wouldn't hold up.
7. Algorithmic divergence with connecting lines. Bullish and bearish divergence is detected by comparing confirmed price pivots to oscillator pivots — a defined rule, not a discretionary read — and drawn as connecting lines on both the price chart and the oscillator pane, so the actual shape of the divergence is visible rather than marked with a single dot.
What's plotted
Oscillator line (z-score), colored by regime — gray for ranging, blue for confirmed uptrend, orange for confirmed downtrend
Dashed ±2 SD statistical bands and a zero line
Yellow background shading while in a strong-trend regime
Green/red triangles for volume-confirmed long/short signals
Magenta/lime connecting lines for bearish/bullish divergence, on both panes
How to use it
Start by reading the regime background: yellow shading means the market is trending strongly by ADX; no shading means it's ranging. That tells you which of the two signal modes is currently active. Then read the line color — gray, blue, or orange — which tells you the direction of any active trend. Triangles mark volume-confirmed signals: green below the line for long, red above for short. Connecting lines mark divergence: magenta between two price/oscillator highs for bearish, lime between two lows for bullish — these appear a few bars after the second pivot confirms, since a pivot needs bars on both sides to validate.
The strongest setups combine elements rather than relying on one signal alone — for example, a long triangle firing alongside a lime divergence line, or a trend-mode zero-cross that agrees with a higher-timeframe trend you've checked separately. Avoid taking ranging-mode mean-reversion signals against a clearly shaded trending background — that's exactly the mismatch the regime filter exists to prevent.
All lengths, the ADX trend threshold, volume multiplier, pivot lookback, and KAMA constants are adjustable in settings; the defaults are a reasonable starting point, not a finished strategy. Four alert conditions are built in (Long Signal, Short Signal, Bullish Divergence, Bearish Divergence) via TradingView's standard Add Alert dialog. Indicatore
Adaptive Trend Direction Indicator [ATR Trail + Regime]Adaptive Trend Direction
WHAT IT DOES
Adaptive Trend Direction is a trend-following state indicator. It answers three questions on every bar: which way is the trend pointing, is the market currently orderly enough for a trend signal to be worth taking, and where is the level that would invalidate that view.
The core is an ATR trailing stop that flips between a bullish and a bearish state. On its own a trailing stop flips constantly in choppy conditions, which is the well-known failure mode of every trend follower. This script's purpose is to gate those flips behind a two-factor regime test, so that the flips which occur inside directionless price action are marked as such instead of being presented as trend signals.
HOW IT WORKS
ATR trailing stop. A stop is placed one ATR-multiple away from the close (default ATR 23, multiplier 3.0). While the state is bullish the stop only ratchets upward; while bearish it only ratchets downward. A close beyond the stop flips the state and the stop jumps to the opposite side of price. The state flip is the raw directional signal.
Regime detection — ADX plus Efficiency Ratio. Two independent measures must agree before the market counts as trending. ADX (default period 10) must exceed its threshold (default 21), measuring directional strength. Kaufman's Efficiency Ratio must exceed its threshold (default 0.15), calculated as the absolute net move over N bars divided by the sum of the absolute bar-to-bar moves over the same window — a value near 1 means price travelled in a straight line, a value near 0 means it covered the same ground repeatedly. ADX can rise on volatile chop; the Efficiency Ratio cannot. Requiring both is what filters out that case.
Hysteresis. The regime does not flip the moment the two tests agree. It requires N consecutive confirming bars (default 3) before switching, in either direction. This stops the regime label from oscillating bar to bar around the thresholds, which would otherwise reintroduce the exact noise the filter is meant to remove.
RSI momentum filter. A directional flip is only accepted if RSI confirms it — above the long threshold for longs, below the short threshold for shorts. The defaults (48 long, 43 short) sit close to the midline, so this rejects flips that occur against prevailing momentum rather than demanding an extreme reading.
Signal end conditions. An open directional signal is marked as finished on whichever comes first: an opposing trailing-stop flip, an EMA slope reversal against the signal (optional, off by default), or a maximum bar count (default 140) that retires a signal which has gone nowhere.
Optional mean-reversion mode. When the regime is ranging, the default behaviour is to stand aside — no signals are generated. Setting "Ranging Mode" to 1 instead generates counter-trend signals from RSI extremes (default below 30 / above 70) with ATR-based take-profit and stop levels drawn on the chart. This is opt-in because it is a different premise from the rest of the script and should be evaluated separately.
WHAT YOU SEE ON THE CHART
Trailing stop line, green in the bullish state and red in the bearish state.
Background tint: green while the regime is trending, amber while ranging.
Triangles mark trend signals, circles mark mean-reversion signals, crosses mark where a signal ends.
Bars are tinted while a signal is active, so the held periods are visible at a glance.
A label at the end of each signal shows the percentage move over that leg, with a tooltip giving entry, exit, end reason and bars held. This is a measurement of the price move between two chart events. It is not a return, and it accounts for no costs.
A dashboard reports ATR, stop level, direction, RSI, EMA slope, regime with live ADX/ER values, current signal state, and which components are switched on.
SIZING READ-OUT
The dashboard also reports a volatility-normalised exposure figure: leverage that scales inversely with recent ATR so that a fixed percentage of a reference account is at risk regardless of how volatile the market currently is, clamped between a floor and a ceiling. Setting the vol target to 0 switches to a stop-distance-based calculation instead. This is informational only. It gates no signal, and the reference account size affects only the displayed units — the leverage figure itself is independent of it.
WHY THIS IS AN INDICATOR AND NOT A STRATEGY
The script tracks an internal long/short/flat state so the chart can colour bars and measure each leg, but it submits no orders and produces no Strategy Tester report. That is intentional. Fill assumptions, funding and leverage modelling on a leveraged instrument dominate any backtest of a system like this, and a tester report would imply a precision the model does not have. What is shown here is the signal logic and the price move between signals, which is what can be verified directly on the chart.
SETTINGS AND USAGE NOTES
The defaults were fitted by a parameter search on a single market and timeframe (BTC on a 6-hour chart). They are a starting point for that context, not universal values, and there is no reason to expect them to transfer unchanged to other symbols or timeframes — the ATR multiplier and the regime thresholds in particular are the ones to revisit first. The volatility estimate used by the sizing read-out assumes roughly a 6-hour bar; on other timeframes it should be recalibrated.
Every component has an independent toggle, so the contribution of each can be isolated: turn the regime filter off to see the raw trailing-stop flips, then turn it back on to see which ones it removed. Signals are evaluated on bar close.
Alerts are available for signal start and signal end, in plain text or as a JSON body for programmatic consumers.
LIMITATIONS
This is a trend-following model. It will give back open gains at every reversal, because the exit is a trailing stop rather than a target. It will produce clustered false flips at regime boundaries, since the confirmation delay lags a genuine turn by design. The mean-reversion mode takes positions against the prevailing move and behaves very differently from the trend mode. Signal-leg percentages shown on the chart exclude commission, slippage and funding.
Published open-source. Not financial advice, not a recommendation to trade any instrument, and nothing here is a forecast. Test it yourself before relying on it. Indicatore
Divergence + RS Multi-Ticker Scanner 30 (Crypto)Divergence + RS Multi-Ticker Scanner 30 (Crypto)
Two powerful indicators in one: Divergence 7 + Relative Strength (RS).
This is the CRYPTO version of the scanner, featuring 30 predefined and fully configurable cryptocurrency tickers.
Why switch manually between 30 different tickers when you can scan them all on one screen?
Divergence + RS Multi-Ticker Scanner 30 (Crypto) combines multi-indicator divergence analysis with Relative Strength and presents the results for 30 cryptocurrencies in one compact table.
The 30 tickers are predefined with popular crypto pairs, but every ticker can be changed and customized directly in the indicator settings.
DIVERGENCE 7
The divergence engine analyzes 7 popular indicators:
RSI
MACD
Stochastic
OBV
MFI
CCI
Awesome Oscillator
For every asset, the scanner checks both Bullish and Bearish Divergences.
The result is displayed from 0/7 to 7/7, showing how many indicators confirm the same divergence.
RELATIVE STRENGTH
The second module measures the asset's relative strength against a selected benchmark.
Default benchmark: BTC/USDT
RS considers both Relative Strength level and Relative Strength momentum.
Results:
B2 = Strong Bullish RS
B1 = Bullish RS
- = Neutral
S1 = Bearish RS
S2 = Strong Bearish RS
The benchmark can also be changed in the settings.
BIAS
The BIAS combines the Divergence and Relative Strength readings.
BULL is displayed when the required number of bullish divergences is reached, RS is positive, and bullish divergences outnumber bearish divergences.
BEAR works the same way on the bearish side.
This means that divergence alone is not enough to generate a directional bias. The Relative Strength component must also confirm the direction.
30 PREDEFINED CRYPTO TICKERS
The Crypto version comes with 30 predefined cryptocurrency pairs:
BTC, ETH, BNB, SOL, XRP, ADA, DOGE, AVAX, LINK, DOT, TRX, LTC, BCH, ATOM, UNI, NEAR, APT, ARB, OP, INJ, SUI, SEI, PEPE, FIL, AAVE, ALGO, VET, TAO, ETC and XLM.
All 30 tickers are fully configurable.
You can replace any of the predefined symbols with another cryptocurrency supported by TradingView.
This makes the scanner flexible enough to use with your own custom crypto watchlist while keeping the convenience of a ready-to-use 30-ticker setup.
SIGNAL VISUALIZATION
The coloring is designed to distinguish between weak and strong confirmation.
0-2/7 = Neutral / White
3-4/7 = Light confirmation
5-7/7 = Strong confirmation
Bullish and bearish divergence counts are color-coded separately, making strong confluence easy to identify at a glance.
CUSTOMIZABLE SETTINGS
The following parameters can be customized:
All 30 cryptocurrency tickers
RS Benchmark
Pivot Left / Right Bars
Maximum Pivot Distance
RSI parameters
MACD parameters
Stochastic parameters
MFI parameters
CCI parameters
Awesome Oscillator parameters
RS Level
RS Momentum
Bullish / Bearish Thresholds
Minimum Divergence for Bias
Table Position
Table Font Size: Tiny / Small / Normal / Large
WHY USE IT?
Instead of opening and checking 30 separate charts, the scanner gives you a quick overview of the entire watchlist in one table.
It is designed to help identify cryptocurrencies showing:
Multiple bullish divergences
Multiple bearish divergences
Strong relative strength
Weak relative strength
Bullish confluence
Bearish confluence
The goal is simple: scan first, analyze deeper later.
DISCLAIMER
This indicator is designed as a market scanning and confluence tool, not as a guaranteed trading system.
BULL and BEAR signals do not guarantee future price movement. Always combine the scanner with your own market analysis, price structure, key levels and proper risk management.
Divergence 7 + Relative Strength + 30 configurable Crypto tickers.
One table. 30 assets. No need to switch between 30 charts. Indicatore
Indicatore
Ultimate RSI Signal Cross Zone Filtered By MAUltimate RSI Signal Cross — Zone Filtered
A momentum tool built on Ultimate RSI, adding a zone filter so that
signal-line crossovers only alert where they carry meaning.
── WHAT IT DOES ──────────────────────────────────────────
The underlying oscillator is an augmented RSI: instead of measuring average
gains against average losses, it measures price change against the rolling
high-low range of the lookback period. When a new extreme is set, the full
range is used as the input rather than the bar-to-bar delta. The result is
normalized to a 0–100 scale and reacts to expansions in range, not just
direction, so trends register earlier than they do on a classic RSI.
A moving average of that oscillator forms the signal line.
── THE ZONE FILTER ───────────────────────────────────────
Signal-line crossovers fire constantly when the oscillator is chopping around
the midline, and most of them mean nothing. This script only counts a cross
when the oscillator is on the side of the median line you select:
• Below median — bearish-zone crosses only (default)
• Above median — bullish-zone crosses only
• Anywhere — unfiltered
A cross below the signal line while already under 50 is momentum weakening
inside an established downside regime. The same cross above 50 is usually just
a pullback in an uptrend. Separating the two is the point of this indicator.
The median level is an input, not hardcoded to 50 — instruments that trend
persistently often balance nearer 55–60, and the gradient fills, zone test,
and alerts all follow wherever you set it.
── ALERTS ────────────────────────────────────────────────
Four named conditions in the alert dialog:
• RSI crosses BELOW signal line, under median
• RSI crosses ABOVE signal line, under median
• RSI crosses BELOW median line
• RSI crosses ABOVE median line
"Any alert() function call" sends a dynamic message carrying the ticker,
timeframe, and live oscillator and signal values.
The "Alert only on bar close" input toggles between alert.freq_once_per_bar_close
and once_per_bar. Leave it on unless you specifically want intrabar triggers —
an unconfirmed cross can reverse before the bar closes.
── SETTINGS ──────────────────────────────────────────────
Length / Method — oscillator lookback and smoothing (EMA, SMA, RMA, TMA)
Signal Line — smoothing length and method for the signal
Median Line Level — the line defining the zone split
Signal cross zone — which side of the median a cross must occur on
Show markers — circles on qualifying crosses, for visual backtesting
Overbought/Oversold— thresholds and fill colors
── NOTES ─────────────────────────────────────────────────
Because the oscillator is range-normalized, it sits closer to the median in
quiet conditions and crosses more often than a Wilder RSI would. Check the
marker frequency on your symbol and timeframe before building alerts on it.
This is an indicator, not a strategy. It has no position logic and no
backtest results. Crossovers are context, not entries.
Indicatore
Ultimate RSI Crossover Alerts BY MAUltimate RSI Signal Cross — Zone Filtered
A momentum tool built on LuxAlgo's Ultimate RSI, adding a zone filter so that
signal-line crossovers only alert where they carry meaning.
── WHAT IT DOES ──────────────────────────────────────────
The underlying oscillator is an augmented RSI: instead of measuring average
gains against average losses, it measures price change against the rolling
high-low range of the lookback period. When a new extreme is set, the full
range is used as the input rather than the bar-to-bar delta. The result is
normalized to a 0–100 scale and reacts to expansions in range, not just
direction, so trends register earlier than they do on a classic RSI.
A moving average of that oscillator forms the signal line.
── THE ZONE FILTER ───────────────────────────────────────
Signal-line crossovers fire constantly when the oscillator is chopping around
the midline, and most of them mean nothing. This script only counts a cross
when the oscillator is on the side of the median line you select:
• Below median — bearish-zone crosses only (default)
• Above median — bullish-zone crosses only
• Anywhere — unfiltered
A cross below the signal line while already under 50 is momentum weakening
inside an established downside regime. The same cross above 50 is usually just
a pullback in an uptrend. Separating the two is the point of this indicator.
The median level is an input, not hardcoded to 50 — instruments that trend
persistently often balance nearer 55–60, and the gradient fills, zone test,
and alerts all follow wherever you set it.
── ALERTS ────────────────────────────────────────────────
Four named conditions in the alert dialog:
• RSI crosses BELOW signal line, under median
• RSI crosses ABOVE signal line, under median
• RSI crosses BELOW median line
• RSI crosses ABOVE median line
"Any alert() function call" sends a dynamic message carrying the ticker,
timeframe, and live oscillator and signal values.
The "Alert only on bar close" input toggles between alert.freq_once_per_bar_close
and once_per_bar. Leave it on unless you specifically want intrabar triggers —
an unconfirmed cross can reverse before the bar closes.
── SETTINGS ──────────────────────────────────────────────
Length / Method — oscillator lookback and smoothing (EMA, SMA, RMA, TMA)
Signal Line — smoothing length and method for the signal
Median Line Level — the line defining the zone split
Signal cross zone — which side of the median a cross must occur on
Show markers — circles on qualifying crosses, for visual backtesting
Overbought/Oversold— thresholds and fill colors
── NOTES ─────────────────────────────────────────────────
Because the oscillator is range-normalized, it sits closer to the median in
quiet conditions and crosses more often than a Wilder RSI would. Check the
marker frequency on your symbol and timeframe before building alerts on it.
This is an indicator, not a strategy. It has no position logic and no
backtest results. Crossovers are context, not entries.
── CREDITS ───────────────────────────────────────────────
Based on "Ultimate RSI " by © LuxAlgo.
Licensed under CC BY-NC-SA 4.0:
creativecommons.org
This modified version is published under the same license. Indicatore
Indicatore
Indicatore
Indicatore
RSI Smart Divergence [josseliani]RSI Smart Divergence is an RSI divergence indicator designed to provide a clean and flexible way to work with confirmed bullish and bearish divergences.
There are many RSI divergence indicators available. I created this version because I wanted two different approaches to divergence detection in one simple tool: a selective Zone mode focused on overbought and oversold areas, and a separate Regular mode for more traditional divergence analysis.
One of the main visual features of RSI Smart Divergence is that confirmed divergences can be displayed simultaneously on the RSI and directly on the main price chart. The RSI line shows the momentum structure, while the price-chart line connects the corresponding local price extremes. This makes it possible to see the disagreement between price and RSI without manually matching oscillator pivots to candles.
ZONE MODE
Zone mode is the original logic of RSI Smart Divergence and is enabled by default.
Instead of evaluating every RSI pivot as the next divergence reference, this mode focuses specifically on divergence structures formed within the overbought and oversold zones.
For bullish divergence, the relevant RSI pivot points are evaluated within the oversold area.
For bearish divergence, the relevant RSI pivot points are evaluated within the overbought area.
Intermediate RSI pivots outside the relevant zone do not replace the previous zone reference point. This allows the indicator to compare significant momentum extremes inside the same zone even when other RSI swings occur between them.
As a result, Zone mode behaves differently from a standard adjacent-pivot divergence detector and provides a more selective view of divergence developing in already stretched momentum conditions.
REGULAR MODE
Regular mode is available as a separate optional mode.
It identifies classic regular bullish and bearish divergence using confirmed RSI pivots and corresponding local price extremes.
Additional structural filtering checks the price path between the selected endpoints and rejects structures where an intermediate price extreme invalidates the divergence being evaluated.
Regular mode is disabled by default.
The two modes operate independently and can identify different divergences. You can use Zone mode, Regular mode, or enable both at the same time.
CONFIRMED PIVOTS
Both modes use confirmed RSI pivots.
Pivot Left and Pivot Right determine how many bars are required around a potential RSI swing before it is considered confirmed.
The important setting for signal timing is Pivot Right.
For example:
Pivot Right = 3 — confirmation requires 3 bars to form to the right of the pivot.
Pivot Right = 10 — confirmation requires 10 bars to form to the right of the pivot.
Because of this confirmation process, a divergence becomes known only after the required right-side bars have formed.
The divergence lines are drawn back to the confirmed pivot locations, while the triangle marker and alert appear when the divergence is actually confirmed.
This distinction is important when reviewing historical charts: the lines identify the structure that produced the divergence, but the divergence was not known in real time until its confirmation bar.
PRICE AND RSI DISPLAY
Each confirmed divergence can be visualized in two places:
— on the RSI;
— directly on the corresponding price structure on the main chart.
The RSI line connects the confirmed momentum pivots used for the divergence.
The price-chart line connects the corresponding local price extremes.
This makes the relationship between price and oscillator structure immediately visible without manually matching RSI pivots to individual candles.
The RSI and price divergence lines can be enabled or disabled independently.
Small green and red triangles mark the confirmation of bullish and bearish divergence events in the RSI pane.
HOW I USE IT
The RSI period and pivot settings can be adjusted depending on the timeframe and the amount of market detail you want the indicator to capture.
For faster lower-timeframe trading, I may use a shorter RSI period such as 5 or 9 together with a smaller pivot setting around 3. This makes the indicator more responsive, but naturally includes more short-term market movement.
RSI 14 is a useful general starting point.
For higher timeframes, or when I want to focus on larger divergence structures, I normally keep RSI at 14 and increase the pivot setting.
For example, on a 15-minute chart I may use a pivot value around 10. This is one example configuration shown on the chart attached to this publication.
Smaller pivot settings produce faster and more frequent structures.
Larger pivot settings require more confirmation and tend to focus on broader swings.
WHAT MAKES THIS VERSION DIFFERENT
The main purpose of RSI Smart Divergence is not simply to mark every regular RSI divergence.
The original Zone mode maintains its own overbought and oversold divergence structure and ignores intermediate RSI pivots outside the relevant extreme zone when selecting the next comparison point.
Regular mode provides a separate approach for traders who also want traditional divergence detection.
Together with confirmed-pivot logic, corresponding price-extreme mapping, divergence lines on both RSI and price, adjustable structural distance and alerts, the two modes provide different ways to analyze divergence without requiring several separate indicators.
SETTINGS
RSI Length controls the RSI calculation period.
Overbought and Oversold Levels define the extreme RSI zones used by Zone mode.
Zone oversold / overbought enables the original Zone mode.
Regular enables regular divergence detection.
Pivot Left and Pivot Right control pivot confirmation.
Max bars between points limits the maximum distance between the two points of a divergence.
The RSI and price divergence lines can be shown or hidden independently.
Optional background highlighting can also be enabled for the overbought and oversold areas.
ALERTS
Alerts are available for confirmed bullish and bearish RSI divergences.
Alerts trigger when the divergence is confirmed, not retrospectively on the original pivot bar.
NOTES
RSI Smart Divergence is an analytical tool rather than an automatic trading system.
Divergence does not guarantee a market reversal. Different RSI periods and pivot settings can produce significantly different results, so settings should be selected according to the market, timeframe and trading approach being used.
The indicator should be used together with independent market analysis and appropriate risk management. Indicatore
Pulse Wave MomentumPulse Wave Momentum (PWM)
A momentum indicator that combines five signals — RSI, MACD, ADX, Rate of Change, and Volume — into one simple score from -100 to +100, so you can see when momentum is building or fading at a glance.
How It Works
Instead of watching RSI, MACD, ADX, and volume separately and trying to piece them together yourself, PWM does that work for you. Each indicator "votes" toward bullish or bearish momentum:
MACD histogram expansion (biggest weight) — is the move accelerating?
ADX/DMI — is there real trend strength and clear direction?
RSI — is it rising on the right side of 50?
Rate of Change — is price speeding up?
Volume — does the move have real participation behind it?
These votes are combined into one score, then smoothed to reduce noise. A high positive score means strong bullish momentum. A high negative score means strong bearish momentum. A score near zero means the signals disagree or the market is flat.
When the score crosses above your Building Threshold (default +60), you get a green triangle and background highlight — momentum is building. When it crosses below your Fading Threshold (default -60), you get a red triangle and highlight — momentum is fading.
How to Use It
Add it below your price chart. Check the dashboard in the top-right corner to see the overall score plus each individual component, so you always know what's driving the signal.
Use the green/red triangles as confirmation, not as a standalone entry trigger — pair them with your own support/resistance or price action analysis. Since momentum indicators lag price by nature, treat a "building" signal as confirmation that a move already has conviction, not a prediction of a move about to start.
You can set alerts for both building and fading signals so you don't have to watch the chart constantly.
Customizing It
All the lengths and thresholds are adjustable. For volatile markets like crypto or small-caps, tighten things up (shorter ROC, higher volume multiplier). For slower markets like large-cap stocks on daily charts, the defaults work well. Indicatore
ES/SPY Conversion Ratio (by Yulien)The CME_MINI:ES1! ES/ AMEX:SPY SPY Conversion Ratio compares E-mini S&P 500 futures (ES) with the SPDR S&P 500 ETF (SPY). It establishes a daily reference ratio from the confirmed close of the first regular-session minute (9:30-9:31 AM, America/New_York), avoiding reliance on the noisier opening-auction print.
It also calculates a live ratio on every update, displays the percentage drift from the first-minute reference, and converts a user-selected SPY price level into its corresponding ES price rounded to the configured ES tick size.
The indicator includes a configurable on-chart table, an interactive SPY reference level, and a customizable horizontal marker. It does not generate trading alerts or directional signals. This tool is intended for relative price conversion and execution reference only.
IMPORTANT DATA REQUIREMENT
Accurate operation requires real-time market data for both CME ES futures and SPY. Delayed, unavailable, or differently timestamped feeds can produce stale prices, an unavailable first-minute reference, or an inaccurate live ratio. Indicatore
Regime Detector [StrixEDGE]📊 WHAT IT DOES
StrixEDGE Regime Detector automatically classifies the market into four distinct states — Strong Trend, Weak Trend, Ranging, or Volatile Chop — using a proprietary four-metric analysis system. Subtle background colors make the current regime instantly visible without cluttering your chart.
🔬 WHY IT'S DIFFERENT
Most regime indicators rely solely on ADX. This indicator combines four independent dimensions: ADX for trend strength, RSI range-shift analysis for bull/bear regime identification, KAMA slope for adaptive trend direction, and ATR volatility ratio for market character assessment. The four-layer approach catches regime changes that single-metric tools miss entirely.
⚙️ HOW IT WORKS
The indicator evaluates four metrics simultaneously:
• ADX measures raw trend strength (>25 = trending)
• RSI tracks whether momentum is operating in bull mode (40-80) or bear mode (20-60)
• KAMA's normalized slope detects whether price is directional or flat
• ATR ratio reveals if volatility is above or below its historical average
These combine into a decision matrix: all four must agree for a "Strong Trend" classification. Partial agreement produces "Weak Trend." Low ADX + flat KAMA = "Ranging." High volatility without trend = "Volatile Chop."
📈 HOW TO USE
• Green background = Strong Uptrend → trade with trend, trail stops
• Red background = Strong Downtrend → look for shorts or stay flat
• Blue background = Ranging → use mean-reversion setups, avoid trend strategies
• Amber background = Volatile Chop → reduce size or sit out
• Diamond markers appear when regime shifts — these are key decision points
🎛️ INPUTS & DEFAULTS
ADX Period: 14 | RSI Period: 14 | KAMA Length: 21 | ATR Period: 14
ATR Lookback: 50 | Flat Threshold: 0.05 | Sensitivity: Normal
All inputs adjustable. Conservative mode raises thresholds for fewer signals. Aggressive lowers them.
═══════════════════════════════════════════════════════
🔧 CUSTOMIZATION
All parameters are fully adjustable through the indicator settings panel. Inputs are grouped logically:
• ⚙️ Core Parameters — main calculation settings
• 📊 Table Settings — table size (Tiny to Huge), position (4 corners), visibility toggle
• 🎨 Visual Settings — colors, show/hide elements
• 🔔 Alert Settings — threshold values for notifications
📊 DATA TABLE
A built-in data table displays all key metrics in real-time. Adjust the table size from Tiny to Huge to match your chart layout. Position it in any corner. Toggle visibility on/off.
🔔 ALERTS
Pre-built alert conditions for all major signals. Set up alerts via TradingView's alert dialog — select this indicator and choose from the available conditions.
⏱️ RECOMMENDED TIMEFRAMES
Works on all timeframes. Recommended: 1H, 4H, Daily for best signal quality. Lower timeframes produce more signals but with higher noise. Weekly/Monthly for position trading context.
✅ COMPLIANCE
• No repainting — all signals based on confirmed bar close data
• No future data references
• Open-source code — verify the logic yourself
⚠️ DISCLAIMER
This indicator is a technical analysis tool, not financial advice. It does not predict future price movements. Past patterns and signals do not guarantee future results. Trading involves substantial risk of loss. Always use proper risk management, including stop losses and appropriate position sizing. Never risk more than you can afford to lose. Indicatore
Indicatore
Nonparametric Relative Momentum [BackQuant]Nonparametric Relative Momentum
Overview
Nonparametric Relative Momentum is a percentile-rank oscillator that measures where the current price or momentum observation sits relative to its own recent empirical history.
Unlike conventional momentum oscillators that transform price using fixed arithmetic relationships, this indicator uses rank statistics . The current observation is compared directly against the previous values in a rolling window and converted into a percentile score from 0 to 100.
The result answers a simple question:
How extreme is the current observation relative to what this market has actually done recently?
Two calculation modes are available:
Price ranks the selected price source directly.
Momentum first measures price change across a configurable horizon, then ranks that momentum against its own recent history.
The oscillator also includes:
Mid-rank handling for tied observations.
Optional output smoothing.
An EMA signal line.
Configurable overbought and oversold zones.
Stepped intensity colouring as the rank becomes more extreme.
Main-chart candle colouring from the 50 midline regime.
Alerts for midline, extreme-zone and signal-line crossings.
Why “nonparametric”?
In statistics, a parametric method generally assumes that data can be described by a particular distribution or by parameters associated with that distribution.
A nonparametric method does not require the same distributional assumption.
Percentile ranks are a classic example.
The oscillator does not need to assume that recent price changes are:
Normally distributed.
Symmetric.
Constant in volatility.
Characterised by a stable mean and standard deviation.
Instead, it works directly from the ordering of the observed data.
If the current momentum observation is greater than almost every momentum observation in the recent window, it receives a high rank.
If it is lower than almost everything observed recently, it receives a low rank.
This makes the oscillator fundamentally relative to the market’s own recent empirical distribution.
Core calculation
The calculation occurs in three stages:
Select the series to rank.
Calculate its empirical percentile rank.
Optionally smooth that rank and calculate a signal average.
The selected ranking target depends on the Rank Target input.
Price Mode
In Price mode:
Target = Selected Price Source
The current source value is compared with the previous values in the Rank Window.
This answers:
Where is current price positioned within its recent price distribution?
A value near 100 means current price is above almost every observation in the comparison window.
A value near 0 means it is below almost every observation.
A value near 50 means it sits near the middle of its recent distribution.
Because Price mode ranks the price level itself, it behaves somewhat like a stochastic or price-position oscillator, although the calculation is based on empirical ranking rather than highest-lowest range normalisation.
Momentum Mode
Momentum mode first calculates:
Momentum = Source - Source
This measures the absolute price change across the selected Momentum Length.
The resulting momentum series is then percentile-ranked over the Rank Window.
The oscillator therefore answers:
How strong is the current momentum observation compared with recent momentum observations?
This is different from asking whether price itself is historically high or low.
For example, price can be near a recent high while momentum has weakened considerably. In that situation:
Price mode may remain highly ranked.
Momentum mode may fall toward the centre or lower half of the distribution.
Conversely, price does not need to be at a long-term extreme for momentum to rank very highly if the current change is unusually strong relative to recent movements.
Why Momentum mode is different from traditional RSI
The standard Relative Strength Index developed by J. Welles Wilder compares smoothed positive and negative price changes.
Its calculation depends on the relative magnitude of average gains and average losses.
Nonparametric Relative Momentum does not use that formula.
Instead:
A momentum observation is calculated.
That observation is ranked against its own historical sample.
For this reason, Momentum mode can be thought of as a rank-based relative momentum oscillator .
Both traditional RSI and this oscillator are bounded between 0 and 100, but the meaning of those values is different.
For example:
RSI = 90
means the balance of smoothed gains versus losses has produced an RSI reading of 90.
Nonparametric Relative Momentum = 90
means the current momentum observation ranks around the upper end of its recent empirical momentum distribution.
That distinction is important.
Percentile rank calculation
For each bar, the indicator compares the current target with every observation in the preceding Rank Window.
It counts:
How many previous values are below the current value.
How many previous values are exactly equal to it.
The percentile rank is then:
Rank = 100 × (Values Below + 0.5 × Equal Values) / Window Length
This produces an oscillator between 0 and 100.
Why use rank instead of magnitude?
Consider two markets.
Market A may normally move only 0.5% over the selected momentum horizon.
Market B may routinely move 5%.
A raw momentum threshold cannot be interpreted the same way for both.
Ranking changes the question.
Instead of asking:
How many points or percent did this market move?
the oscillator asks:
How unusual is this move relative to this market’s own recent behaviour?
This allows the same 0–100 framework to adapt naturally to different price scales and volatility regimes.
Mid-rank treatment of ties
A simple percentile implementation might count only observations strictly below the current value.
That can distort the result when repeated values occur.
This indicator uses mid-rank treatment .
If historical observations equal the current value, each tie contributes one half rather than being classified entirely above or below.
For example, suppose:
40% of observations are below the current value.
20% are exactly equal.
40% are above.
The mid-rank result is:
40 + 0.5 × 20 = 50
This places the tied observation at the centre of its equal-value group.
Mid-ranks are commonly used in rank-based statistics because they provide a more balanced treatment of ties.
Rank Window
The Rank Window determines how much historical data defines the current empirical distribution.
A shorter Rank Window:
Adapts quickly.
Responds strongly to recent regime changes.
Produces more rapid movement between percentiles.
Can create noisier extreme readings.
A longer Rank Window:
Builds the ranking from a larger sample.
Produces a more stable percentile estimate.
Makes extremes harder to reach.
Responds more slowly when market behaviour changes.
The window therefore controls the memory of the oscillator.
It does not smooth the underlying target directly. It changes the reference distribution against which the target is ranked.
Momentum Length
Momentum Length is used only when Rank Target is set to Momentum.
It controls the horizon over which price change is measured:
Momentum = Current Source - Source from Momentum Length bars ago
Shorter values:
Measure faster momentum.
React to shorter impulses.
Change direction more frequently.
Longer values:
Measure broader displacement.
Focus on more persistent movement.
Ignore more short-term fluctuation.
The Momentum Length and Rank Window perform separate roles.
Momentum Length determines what movement is measured.
Rank Window determines the historical sample against which that movement is judged.
Output Smoothing
The raw percentile rank can optionally be passed through an EMA.
A value of 1 leaves the rank effectively unsmoothed.
Higher values:
Reduce rapid rank fluctuations.
Create a smoother oscillator.
Reduce short-lived extreme readings.
Introduce additional lag.
The smoothing occurs after the percentile calculation.
It does not change how observations are ranked.
The 50 midline
The oscillator is centred around 50.
A value above 50 means the current observation ranks above the midpoint of its recent distribution.
A value below 50 means it ranks below the midpoint.
The interpretation depends on the selected mode.
Price mode above 50
Current price is positioned in the upper half of its recent price distribution.
Price mode below 50
Current price is positioned in the lower half.
Momentum mode above 50
Current momentum is stronger than roughly the middle of its recent momentum observations.
Momentum mode below 50
Current momentum is weaker relative to its recent distribution.
The indicator also uses this midline to colour main-chart candles:
Above or equal to 50 = bullish colour.
Below 50 = bearish colour.
This provides a simple relative-regime view on the price chart.
Percentile extremes
Because the oscillator represents rank rather than an unbounded magnitude, readings near 0 and 100 carry a straightforward interpretation.
Near 100
The current observation is greater than almost every value in the recent comparison window.
Near 0
The current observation is lower than almost every value.
These are empirical extremes.
They do not mean price or momentum cannot become more extreme.
A value near 100 can persist while a strong trend continues because new observations may repeatedly remain near the top of the evolving distribution.
Likewise, readings near 0 can persist during sustained downside momentum.
Overbought and Oversold zones
The default static zones are:
Overbought: 90–100
Oversold: 0–10
These are configurable.
The labels “overbought” and “oversold” describe statistical location, not guaranteed reversal conditions.
An overbought reading means:
The ranked observation is near the top of its recent empirical distribution.
An oversold reading means:
It is near the bottom.
During a range, these areas may help identify local extremes.
During a persistent trend, the oscillator can remain in an extreme zone for extended periods.
The zones should therefore be interpreted together with:
Trend context.
Price structure.
Oscillator direction.
Signal-line behaviour.
Why 90/10 instead of 70/30?
Traditional RSI commonly uses 70 and 30.
That convention does not need to apply to a percentile-rank oscillator.
A rank above 90 means the current observation is in approximately the upper tail of the recent empirical sample, while a reading below 10 represents the lower tail.
Using more extreme default zones makes them intentionally selective.
Users who want broader zones can move the boundaries toward values such as 80 and 20.
Signal line
The white Moving Average line is an EMA of the final oscillator:
Signal = EMA(Percentile Rank Oscillator, Signal Length)
This provides a slower reference against which short-term rank movement can be compared.
Oscillator above signal
The percentile rank is strengthening relative to its own recent smoothed level.
Oscillator below signal
The rank is weakening.
Crossovers can be used to identify changes in short-term momentum within the broader percentile regime.
For example:
A bullish crossover below the oversold zone can indicate rank beginning to recover from an extreme.
A bearish crossover above the overbought zone can indicate deterioration from an upper-tail reading.
A crossover near 50 may represent a more neutral momentum transition.
Signal crosses should not be interpreted independently from oscillator location.
Stepped oscillator colouring
The oscillator uses stepped colour intensity based on its position relative to the 50 midline.
Above 50, colours progressively strengthen as the percentile reaches higher levels.
Below 50, bearish intensity progressively strengthens as the percentile falls.
The main regions are approximately:
50–62.5: modest positive rank.
62.5–75: strengthening positive rank.
75–90: strong positive rank.
90–99: upper-tail extreme.
99–100: exceptional upper-tail rank.
The lower half mirrors this concept:
37.5–50: modest negative rank.
25–37.5: weakening relative state.
10–25: strong negative rank.
1–10: lower-tail extreme.
0–1: exceptional lower-tail rank.
These colours do not introduce additional calculations or signals.
They visually communicate how far the oscillator has moved into its empirical distribution.
Column presentation
The percentile oscillator is plotted as columns around a histogram base of 50.
This means:
Values above 50 extend upward.
Values below 50 extend downward from the midline.
Although the numerical scale remains 0–100, this presentation visually emphasises deviation from the centre of the distribution.
The 50 level therefore functions as the oscillator’s equilibrium reference.
Price mode versus Momentum mode
The two modes answer different questions and should not be treated interchangeably.
Price Mode
Asks:
Where is price relative to its recent distribution?
This makes it useful for:
Range position.
Breakout context.
Relative price extremes.
Stochastic-like analysis.
Momentum Mode
Asks:
Where is current price change relative to the recent distribution of price changes?
This makes it useful for:
Momentum expansion.
Momentum exhaustion.
Relative impulse analysis.
Trend-strength transitions.
Momentum mode can identify weakening momentum before price itself leaves the upper part of its distribution.
Price mode can remain elevated simply because the market is still trading near recent highs.
Example: strong uptrend
Suppose price has been rising steadily.
Price Mode may remain above 90 because current price continually sits near the upper edge of its recent range.
Momentum Mode may behave differently:
It can rise toward 100 during acceleration.
Fall back toward 50 when the trend continues at a more ordinary pace.
Drop below 50 if momentum deteriorates significantly even while price remains relatively high.
This distinction can help separate price location from momentum condition .
Example: volatility regime change
Suppose a market normally changes by only small amounts, then suddenly produces a large directional move.
Raw momentum alone shows a large number.
The percentile rank provides additional context by showing whether that movement is unusual relative to the recent distribution.
If the current momentum is greater than nearly every recent observation, the oscillator moves toward 100.
If the market has already experienced many similarly large moves, the same absolute momentum may receive a much less extreme rank.
The indicator therefore adapts automatically to changing empirical behaviour without requiring fixed momentum thresholds.
Midline crossings
A crossover above 50 indicates the ranked series has moved into the upper half of its recent distribution.
A cross below 50 indicates movement into the lower half.
In Momentum mode, these crossings can be used as a simple relative momentum regime:
Above 50 = comparatively stronger momentum state.
Below 50 = comparatively weaker momentum state.
In Price mode, they indicate whether price is above or below the central portion of its recent rank distribution.
These crossings also control the optional main-chart candle colours.
Extreme-zone crossings
The indicator provides alerts when:
The oscillator crosses upward into the overbought zone.
The oscillator crosses downward into the oversold zone.
These alerts identify entry into an extreme percentile area.
They do not indicate that the extreme has ended.
For reversal-oriented analysis, a trader may instead monitor:
A subsequent exit from the zone.
A signal-line crossover.
Divergence with price.
A break in market structure.
Divergence interpretation
Because Momentum mode ranks momentum rather than price, it can also be useful for examining momentum divergence.
For example:
Price may make a higher high while the oscillator produces a lower percentile peak.
This indicates that the latest momentum observation is less exceptional relative to its recent history than it was during the previous price high.
The reverse can occur at lows.
As with conventional divergence, this is evidence of changing momentum characteristics, not confirmation that price must reverse.
How to use the indicator
1. Relative momentum regime
In Momentum mode, use the 50 midline as a simple regime reference:
Above 50 = positive relative momentum state.
Below 50 = negative relative momentum state.
2. Momentum extremes
Use the configurable zones to identify unusually high or low momentum ranks.
Rather than automatically fading these conditions, determine whether the market is:
Trending.
Exhausting.
Breaking out.
Returning toward equilibrium.
3. Signal-line transitions
Oscillator and signal-line crosses can help identify shorter-term changes in rank direction.
The location of the crossover matters.
A bullish crossover at 5 carries different context from one at 95.
4. Price-distribution analysis
Switch to Price mode when the objective is to measure where the current market sits within its recent price distribution.
This can be useful for:
Breakout analysis.
Range positioning.
Relative high/low detection.
5. Trend confirmation
Momentum remaining consistently above 50 can support an existing bullish trend.
Momentum remaining below 50 can support a bearish trend.
Repeated oscillation around 50 indicates that relative momentum is changing sides frequently.
6. Candle regime colouring
The optional overlay candles make the oscillator’s midline state visible directly on the main price chart.
This can be useful when the oscillator pane is being used primarily for extremes and signal-line analysis.
Input guide
Rank Target
Selects what is percentile-ranked.
Price ranks the source itself.
Momentum ranks its change over the selected Momentum Length.
Rank Window
Controls the empirical comparison sample.
Longer values are smoother and statistically broader. Shorter values adapt more quickly.
Momentum Length
Controls the displacement horizon in Momentum mode.
It has no effect in Price mode.
Output Smoothing
Applies optional EMA smoothing to the percentile rank.
1 produces the raw rank.
Signal Length
Controls the EMA signal line.
Shorter values follow the oscillator more closely. Longer values produce slower crossover signals.
Overbought Zone
Sets the lower boundary of the upper extreme area.
Oversold Zone
Sets the upper boundary of the lower extreme area.
How this differs from RSI
Traditional RSI:
Separates gains and losses.
Smooths their magnitude.
Calculates a relative-strength ratio.
Transforms that ratio onto a 0–100 scale.
Nonparametric Relative Momentum:
Calculates price or momentum directly.
Ranks the current observation against historical observations.
Uses no gain/loss ratio.
Uses no assumed distribution.
The identical 0–100 scale therefore represents a different statistical concept.
How this differs from Stochastic
A conventional stochastic oscillator measures where current price lies between the highest high and lowest low of a window.
Its basic concept is:
(Current - Lowest) / (Highest - Lowest)
Nonparametric Price mode instead asks how many historical observations are below the current price.
This distinction matters because the rank considers the entire empirical ordering of the sample, not only its two extreme endpoints.
Two windows can have identical highs, lows and current price but different internal distributions.
A stochastic calculation can return the same value in both cases, while percentile rank can differ because the number of observations above and below the current price is different.
How this differs from a Z-score
A Z-score measures deviation from a mean in standard-deviation units:
Z = (Current Value - Mean) / Standard Deviation
That calculation depends directly on the sample mean and dispersion.
Percentile rank depends only on ordering.
As a result, an extreme outlier can heavily alter a mean and standard deviation but has much less influence on the ordering of the remaining observations.
This is one of the reasons rank statistics can be useful when financial data contains skew, fat tails or isolated extreme moves.
Strengths
Uses a nonparametric empirical ranking process.
Requires no assumption of normality.
Produces an intuitive bounded 0–100 scale.
Adapts naturally to the recent behaviour of each market.
Supports both price-location and momentum-ranking modes.
Uses mid-ranks for tied observations.
Normalises momentum extremes without relying on fixed point or percentage thresholds.
Includes configurable smoothing and signal analysis.
Provides direct midline regime colouring on the main chart.
Limitations
A percentile rank measures relative position, not absolute magnitude.
A reading of 100 does not indicate how much larger the current observation is than the rest of the sample.
Persistent trends can remain at extreme ranks for extended periods.
Short Rank Windows can generate rapid percentile changes.
Long Rank Windows adapt more slowly to regime shifts.
Momentum mode uses absolute source change rather than percentage return, although ranking substantially reduces scale dependence within a single instrument.
Extreme readings are not automatic reversal signals.
Signal-line crosses can whipsaw in noisy conditions.
The oscillator is reactive and does not forecast future price.
Alerts
The indicator provides alerts for:
Cross Up 50: oscillator enters the upper half of its distribution.
Cross Down 50: oscillator enters the lower half.
Overbought: oscillator crosses upward through the selected upper-zone boundary.
Oversold: oscillator crosses downward through the selected lower-zone boundary.
Bull: oscillator crosses above its signal EMA.
Bear: oscillator crosses below its signal EMA.
Summary
Nonparametric Relative Momentum converts either price or momentum into an empirical percentile rank.
Instead of asking how far an observation is from a moving average, how many standard deviations it sits from a mean, or what ratio of gains to losses produced it, the indicator asks where that observation ranks relative to its own recent history.
In Price mode, it measures the relative location of price within its historical distribution.
In Momentum mode, it first calculates price displacement across a chosen horizon and then measures how exceptional that momentum is relative to recent momentum observations.
A mid-rank procedure handles tied values, optional EMA smoothing controls visual responsiveness, and a separate signal average provides crossover analysis. The 50 midline separates the upper and lower halves of the empirical distribution, while configurable overbought and oversold zones highlight the tails.
The result is a distribution-free relative momentum framework that adapts to the observed behaviour of the market rather than relying on fixed magnitude thresholds or an assumed statistical distribution.
Indicatore
UT Bot PRO Multi Filter FIXED# UT Bot PRO Multi Filter
**UT Bot PRO Multi Filter** is an advanced trend-following and signal-filtering indicator built around the classic UT Bot trailing-stop concept.
The goal of this indicator is to reduce low-quality UT Bot signals by combining trend direction, momentum, volatility, volume, session, and higher-timeframe filters into one customizable system.
Every filter can be enabled or disabled individually, allowing traders to adapt the indicator to different markets, timeframes, and trading styles.
## Core Signal Logic
The indicator uses an ATR-based trailing stop to detect potential bullish and bearish trend changes.
A **Long Signal** is generated when price crosses above the UT trailing stop and all enabled long filters are confirmed.
A **Short Signal** is generated when price crosses below the UT trailing stop and all enabled short filters are confirmed.
Signals are confirmed at candle close to reduce intrabar signal changes.
## Available Filters
### VWAP Direction
Long trades can be restricted to price trading above VWAP, while short trades can be restricted to price trading below VWAP.
### VWAP Slope
The indicator measures the slope of VWAP and can block trades when VWAP is too flat.
This can help reduce signals during sideways or low-directional market conditions.
### EMA Trend Filter
Uses a fast and slow EMA to confirm trend direction.
For example:
* Long: Fast EMA above Slow EMA
* Short: Fast EMA below Slow EMA
### ADX + DI Filter
ADX is used to measure trend strength, while +DI and -DI are used to confirm directional momentum.
This helps avoid UT Bot signals when the market has insufficient trend strength.
### RSI Filter
RSI can be used as an additional momentum confirmation for long and short trades.
### ATR Volatility Filter
Compares current ATR with its average value.
This can help avoid extremely low-volatility conditions.
### Volume Filter
Requires current volume to meet a configurable minimum relative to average volume.
### Higher Timeframe Trend Filter
Allows entries to be filtered using the direction of a higher-timeframe EMA.
This can be useful for lower-timeframe trading where entries should follow the broader market trend.
### Session Filter
Signals can be restricted to a selected trading session.
### Candle Direction Filter
Long signals can require a bullish signal candle, while short signals can require a bearish candle.
### Candle Strength Filter
Measures the body size of the signal candle relative to ATR and can filter weak candles.
### Maximum VWAP Distance
Prevents entries when price has already moved too far away from VWAP.
This can help reduce late entries after an extended move.
## Risk Management
The indicator includes multiple configurable stop-loss methods.
### Signal Candle Stop
The stop loss is placed below the signal candle for long trades or above the signal candle for short trades.
An optional ATR buffer can be added.
### Swing Stop
Uses the lowest or highest price within a selected lookback period.
### ATR Stop
Places the stop loss at a configurable ATR distance from the entry.
### Fixed Percentage Stop
Uses a fixed percentage distance from the entry price.
## Risk-to-Reward Ratio
The take-profit target is automatically calculated from the selected stop loss.
The Risk-to-Reward Ratio can be configured from:
**1:1 up to 1:4**
For example, with a 1:3 risk-to-reward ratio:
* Maximum planned loss = 1R
* Profit target = 3R
## Fixed Entry, Stop Loss and Take Profit Levels
When a valid trade signal occurs, the indicator stores the entry price, stop-loss price, and take-profit price.
These levels are then displayed as fixed horizontal lines on the price chart.
The levels do not continuously recalculate after the trade has been opened.
Finished trade levels can optionally remain visible on the chart for review.
## Dashboard
The built-in dashboard displays important information such as:
* Current UT Bot trend
* VWAP slope direction
* Current ADX value
* Long filter status
* Short filter status
* Number of enabled filters
* Selected Risk-to-Reward Ratio
* Stop-loss method
* Total trades
* Winning trades
* Losing trades
* Win rate
* Net R performance
* Current simulated position
## Backtest Statistics
The dashboard includes a simple internal bar-based trade simulation.
A trade is opened when a confirmed filtered UT Bot signal occurs.
The trade remains active until either the stop loss or take profit is reached.
If both the stop loss and take profit are touched within the same historical candle, the indicator uses a conservative assumption and counts the stop loss first.
Because historical OHLC candles do not always reveal the exact intrabar sequence, these statistics should be treated as an analytical approximation rather than exact execution results.
## Suggested Starting Setup
A simple trend-following configuration could use:
* UT Bot Sensitivity: 1.0
* UT ATR Length: 10
* VWAP Direction: Enabled
* VWAP Slope: Enabled
* EMA Trend: Enabled
* Fast EMA: 20
* Slow EMA: 50
* ADX + DI: Enabled
* Minimum ADX: 20–25
* RSI: Disabled initially
* Volume Filter: Disabled initially
* ATR Filter: Disabled initially
* Risk-to-Reward Ratio: 1:3
* Stop Loss: Signal Candle
Additional filters should ideally be tested individually instead of enabling every filter at the same time.
## Important
This indicator is designed as a **trading analysis and confirmation tool**.
It does not guarantee profitable trades and should not be considered financial advice.
Results can vary significantly depending on the market, timeframe, session, settings, spread, commissions, and execution conditions.
Always perform your own backtesting and forward testing before using any trading system with real capital.
Indicatore
Strategia
Indicatore
RSI Divergence Indicator RSI Divergence Indicator — Enhanced
An enhanced RSI indicator combining traditional RSI divergence detection with flexible smoothing and a dynamic trend-color system.
This indicator is designed to give traders a cleaner view of momentum, trend direction, and divergence in one RSI pane.
Key Features
Dynamic RSI Trend Coloring
The RSI can automatically change color based on the relationship between a fast and slow RSI:
🟢 Green — Fast RSI is above Slow RSI, indicating bullish momentum.
🔴 Red — Fast RSI is below Slow RSI, indicating bearish momentum.
The feature can be turned on or off from the Divergence settings.
The Fast RSI and Slow RSI lengths are fully adjustable, with defaults of 5 and 14.
RSI Smoothing
Choose from several smoothing methods for the RSI:
None
SMA
SMA + Bollinger Bands
EMA
SMMA (RMA)
WMA
VWMA
The smoothing length is fully adjustable.
RSI Bollinger Bands
When SMA + Bollinger Bands is selected, Bollinger Bands are automatically displayed around the smoothed RSI.
The BB Standard Deviation is adjustable, allowing traders to customize the band width.
Multiple RSI Levels
The indicator includes five important RSI reference levels:
70 — Overbought
60 — Bullish momentum zone
50 — Midline / neutral
40 — Bearish momentum zone
30 — Oversold
The 40 and 60 levels provide additional context for identifying momentum shifts before RSI reaches traditional overbought or oversold levels.
Regular Divergence
Detects traditional divergence between price and RSI:
Bullish Divergence
Price makes a Lower Low
RSI makes a Higher Low
Bearish Divergence
Price makes a Higher High
RSI makes a Lower High
Hidden Divergence
Also identifies hidden divergence:
Hidden Bullish
Price makes a Higher Low
RSI makes a Lower Low
Hidden Bearish
Price makes a Lower High
RSI makes a Higher High
Customizable Divergence Detection
The pivot lookback and divergence range settings allow traders to adjust how sensitive the divergence detection is.
Alerts
Alert conditions are included for:
Regular Bullish Divergence
Hidden Bullish Divergence
Regular Bearish Divergence
Hidden Bearish Divergence
Why Use This Indicator?
The goal of this indicator is to combine several useful RSI tools into one clean and customizable package.
Instead of relying on RSI alone, traders can use:
RSI + Dynamic Momentum Color + Smoothing + Bollinger Bands + 40/60 Momentum Levels + Regular Divergence + Hidden Divergence
This provides multiple ways to assess momentum and potential trend changes without requiring several separate indicators.
Suggested Starting Settings
For a balanced starting point:
RSI Period: 14
Smoothing: None
Fast RSI: 5
Slow RSI: 14
Overbought: 70
Bullish momentum: 60
Midline: 50
Bearish momentum: 40
Oversold: 30
These are simply starting points and can be adjusted depending on the market, timeframe, and trading style.
Important
This indicator is intended as a technical analysis tool and should not be considered financial advice. Divergences and momentum signals can fail, particularly during strong trends or volatile market conditions. Always combine indicator signals with your own analysis and risk management. Indicatore
Gann Reversal ConfluenceWhy this works
W.D. Gann never traded a reversal bar in isolation — a swing high/low break, key reversal, or outside bar was a trigger, not a signal on its own. He wanted it lining up with the bigger picture: was the move overextended, was volume backing it, was it a big enough bar to matter. Most free "Gann reversal" scripts on TradingView just plot the raw bar pattern and stop there — every swing break gets a triangle, whether it's a meaningful turn or noise. This indicator keeps the classic pattern detection but scores each one against the context Gann actually cared about, so you can see how much is lining up, not just that a shape appeared.
How this works
Pattern detection — pick one of three classic reversal triggers: Swing (price closes beyond the recent N-bar high/low), Key Reversal (new extreme that closes back through the prior close), or Outside Bar (engulfs the prior range and closes in the reversal direction).
Confluence scoring — every raw pattern is checked against up to five independent factors:
Range (ATR) — was the bar itself big enough to matter, or just noise?
Volume — did participation back the move?
Momentum (RSI) — was the market actually stretched, or was this a mid-range wiggle?
Trend (EMA) — is this a pullback with the trend, or a potential trend change against it? (shown, not scored against you)
Hour-ruler (optional, off by default) — a traditional Chaldean planetary-hour tag. Descriptive only, not a validated filter — treat it as a curiosity layered on top of the technical factors, not evidence on its own.
Cooldown — a minimum bar gap between signals stops the same swing from re-triggering repeatedly.
Everything commits on bar close only. Nothing here repaints or changes after the fact.
How to use it
Start with the defaults. Watch how the confluence score (shown next to each signal and in the status table) moves with the setups you'd have taken anyway.
Raise "Minimum confluence score to show signal" to hide everything below your conviction threshold — e.g. set it to 3 to only see signals where 3+ factors agree.
Use the level line each signal draws as a reference point for how price behaved on the next visit, not as a target.
This is a confluence aid, meant to sit alongside your own read of the chart and risk management — not a standalone entry/exit system.
Settings
Logic — reversal method, swing length, close vs. wick confirmation, minimum bars between signals.
Confluence — independently toggle ATR/Volume/RSI/Trend, tune each threshold, and set the minimum score required to show a signal.
Astro (optional) — off by default; enables the hour-ruler tag and lets you set a location for the sunrise/sunset calc it depends on.
Display — swing band, signal level lines, background highlight, confluence score label, status table (with position control), colors, and line styling.
Non-repainting. Every signal is final the moment it prints. Indicatore
RSI MACD + Bollinger Bands & VWAP Toolkit [OT]This indicator combines RSI, MACD, Bollinger Bands, VWAP, and a simple momentum status table into one clean toolkit.
It is designed to help traders check momentum, volatility, and intraday price position without adding multiple separate indicators to the chart.
Main features:
- RSI with 70 / 50 / 30 reference levels
- Normalized MACD histogram in the RSI panel
- Optional MACD signal lines
- Bollinger Bands displayed on the main chart
- Session VWAP displayed on the main chart
- Momentum background based on RSI, MACD, and VWAP conditions
- Status table showing Bias, Score, RSI, MACD, and Volatility
Default settings:
- RSI: 14 period
- MACD: 12 / 26 / 9
- Bollinger Bands: 20 period, 2 standard deviations
- VWAP: Session VWAP, hidden on daily or higher timeframes by default
- Momentum Score: 0 to 3 based on RSI position, MACD signal, and MACD histogram
This indicator does not generate automatic buy or sell signals. It is intended as a visual reference tool for trend, momentum, volatility, and market condition analysis. Please use it together with your own strategy, risk management, and other forms of analysis.
이 지표는 RSI, MACD, 볼린저 밴드, VWAP, 모멘텀 상태표를 하나로 합친 깔끔한 트레이딩 툴킷입니다.
여러 개의 지표를 따로 추가하지 않아도 모멘텀, 변동성, 장중 가격 위치를 한 화면에서 확인할 수 있도록 제작했습니다.
주요 기능:
- RSI 70 / 50 / 30 기준선
- RSI 패널 안에 정규화된 MACD 히스토그램 표시
- 선택 가능한 MACD 시그널 라인
- 메인 차트 위 볼린저 밴드 표시
- 메인 차트 위 세션 VWAP 표시
- RSI, MACD, VWAP 조건을 기반으로 한 모멘텀 배경색
- Bias, Score, RSI, MACD, Volatility 상태표 제공
기본 설정:
- RSI: 14 기간
- MACD: 12 / 26 / 9
- Bollinger Bands: 20 기간, 표준편차 2
- VWAP: 세션 VWAP, 기본적으로 일봉 이상에서는 숨김
- Momentum Score: RSI 위치, MACD 시그널, MACD 히스토그램 기준으로 0~3점 표시
이 지표는 자동 매수/매도 신호를 제공하지 않습니다. 추세, 모멘텀, 변동성, 시장 상태를 시각적으로 참고하기 위한 도구이며, 본인의 전략과 리스크 관리, 다른 분석과 함께 사용하는 것을 권장합니다. Indicatore
Indicatore
Indicatore
