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Logarithmic Moving Average (LMA) [QuantAlgo]🟢 Overview The Logarithmic Moving Average (LMA) uses advanced logarithmic weighting to create a dynamic trend-following indicator that prioritizes recent price action while maintaining statistical significance. Unlike traditional moving averages that use linear or exponential weights, this indicator employs logarithmic decay functions to create a more sophisticated price averaging system that adapts to market volatility and momentum conditions. The indicator displays a smoothed signal line that oscillates around zero, with positive values indicating bullish momentum and negative values indicating bearish momentum. The signal incorporates trend quality assessment, momentum confirmation, and multiple filtering mechanisms to help traders and investors identify trend continuation and reversal opportunities across different timeframes and asset classes. 🟢 How It Works The indicator's core innovation lies in its logarithmic weighting system, where weights are calculated using the formula: w = 1.0 / math.pow(math.log(i + steepness), 2) The steepness parameter controls how aggressively recent data is prioritized over historical data, creating a dynamic weight decay that can be fine-tuned for different trading styles. This logarithmic approach provides more nuanced weight distribution compared to exponential moving averages, offering better responsiveness while maintaining stability. The LMA calculation combines multiple sophisticated components. First, it calculates the logarithmic weighted average of closing prices. Then it measures the slope of this average over a 10-period lookback: lmaSlope = (lma - lma ) / lma * 100 The system also incorporates trend quality assessment using R-squared correlation analysis of log-transformed prices, measuring how well the price data fits a linear trend model over the specified period. The final signal generation uses the formula: signal = lmaSlope * (0.5 + rSquared * 0.5) which combines the LMA slope with trend quality weighting. When momentum confirmation is enabled, the indicator calculates annualized log-return momentum and applies a multiplier when the momentum direction aligns with the signal direction, strengthening confirmed signals while filtering out weak or counter-trend movements. 🟢 How to Use 1. Signal Interpretation and Threshold Zones Positive Values (Above Zero): LMA slope indicating bullish momentum with upward price trajectory relative to logarithmic baseline Negative Values (Below Zero): LMA slope indicating bearish momentum with downward price trajectory relative to logarithmic baseline Zero Line Crosses: Signal transitions between bullish and bearish regimes, indicating potential trend changes Long Entry Threshold Zone: Area above positive threshold (default 0.5) indicating confirmed bullish signals suitable for long positions Short Entry Threshold Zone: Area below negative threshold (default -0.5) indicating confirmed bearish signals suitable for short positions Extreme Values: Signals exceeding ±1.0 represent strong momentum conditions with higher probability of continuation 2. Momentum Confirmation and Visual Analysis Signal Color Intensity: Gradient coloring shows signal strength, with brighter colors indicating stronger momentum Bar Coloring: Optional price bar coloring matches signal direction for quick visual trend identification Position Labels: Real-time position classification (Bullish/Bearish/Neutral) displayed on the latest bar Momentum Weight Factor: When short-term log-return momentum aligns with LMA signal direction, the signal receives additional weight confirmation Trend Quality Component: R-squared values weight the signal strength, with higher correlation indicating more reliable trend conditions 3. Examples: Preconfigured Settings Default: Universally applicable configuration balanced for medium-term investing and general trading across multiple timeframes and asset classes. Scalping: Highly responsive setup with shorter period and higher steepness for ultra-short-term trades on 1-15 minute charts, optimized for quick momentum shifts. Swing Trading: Extended period with moderate steepness and increased smoothing for multi-day positions, designed to filter noise while capturing larger price swings on 1-4 hour and daily charts. Trend Following: Maximum smoothing with lower steepness for established trend identification, generating fewer but more reliable signals optimal for daily and weekly timeframes. Mean Reversion: Shorter period with high steepness for counter-trend strategies, more sensitive to extreme moves and reversal opportunities in ranging market conditions.
Indicatore Pine Script®
di QuantAlgo
15
Multi-Timeframe EMA Alignment + Listing InfoEnhanced EMA Alignment Checks Original 4-EMA rows: Check 10EMA ≥ 20EMA ≥ 50EMA ≥ 200EMA for all timeframes New 3-EMA rows: Check 10EMA ≥ 20EMA ≥ 50EMA (without 200EMA requirement) for weekly and monthly timeframes Visual Distinction White background: 4-EMA alignment rows (standard check) Yellow background: 3-EMA alignment rows (less restrictive check) Asterisk notation: "1W*" and "1M*" indicate the 3-EMA version Complete Table Layout 1H: 4-EMA alignment (10≥20≥50≥200) 1D: 4-EMA alignment (10≥20≥50≥200) 1W: 4-EMA alignment (10≥20≥50≥200) 1M: 4-EMA alignment (10≥20≥50≥200) 1W* : 3-EMA alignment (10≥20≥50) - NEW 1M* : 3-EMA alignment (10≥20≥50) - NEW Separator line Since List: Weeks/months since listing Benefits of This Setup: Comprehensive Analysis: You can now see both strict (4-EMA) and relaxed (3-EMA) trend conditions Better Entry Signals: The 3-EMA alignment might trigger earlier than 4-EMA, providing potential early entry signals Trend Strength Assessment: When both 3-EMA and 4-EMA are aligned, it indicates very strong trend conditions Flexible Strategy: You can use 3-EMA for trend following and 4-EMA for confirmation The table now provides a complete multi-timeframe trend analysis with both conservative and aggressive alignment criteria, giving you more flexibility in your trading decisions.
Indicatore Pine Script®
di udaryan
1
IDKFAIDKFA - Advanced Order Blocks & Volume Profile with Market Structure Analysis Why IDKFA? Named after the legendary DOOM cheat code that gives players "all weapons and full ammo," IDKFA provides traders with a comprehensive arsenal of market analysis tools. Just as the cheat code arms players with everything needed for combat, this indicator equips traders with essential market structure tools: Order Blocks, Volume Profile, LVN/HVN areas, Fibonacci retracements, and intelligent buy/sell signals - all in one unified system. Core Features Order Blocks Detection Automatically identifies institutional order blocks using pivot high/low analysis Extends blocks dynamically until price interaction occurs Bullish blocks (demand zones) and bearish blocks (supply zones) Customizable opacity and extend functionality Advanced Volume Profile Real-time volume profile calculation for multiple session types Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) Mode 1: Side-by-side bull/bear volume display Mode 2: Overlapped volume display with percentage analysis Shows buying vs selling pressure at each price level LVN/HVN Area Detection Low Volume Nodes (LVN): Areas below VAL where price moves quickly High Volume Nodes (HVN): Areas above VAH with strong resistance NPOC (Naked Point of Control): Single print areas within Value Area Volume-based gradient coloring shows relative activity levels Smart Fibonacci Retracements Auto-detects trend direction for proper fibonacci orientation Dynamic color coding: Red levels in uptrends, Gold in downtrends Special 88.6% level turns lime green in downtrends Key levels: 23.6%, 38.2%, 50%, 61.8%, 65%, 78.6%, 88.6% Intelligent Signal System Works best on higher timeframes Identifies high-probability reversal setups at key levels Buy signals: Large bearish rejection followed by bullish reclaim Sell signals: Large bullish rejection followed by bearish breakdown Signals only trigger near significant support/resistance areas Signal Analysis & Usage Guidelines Buy Signal Mechanics The buy signal triggers when: Previous candle shows significant bearish movement (minimum ATR multiplier) Current candle reclaims a configurable percentage of the previous candle's range Price is near a key support level (order blocks, fibonacci, volume levels) Sell Signal Mechanics The sell signal triggers when: Previous candle shows significant bullish movement (minimum ATR multiplier) Current candle rejects below a configurable percentage of the previous candle's range Price is near a key resistance level (order blocks, fibonacci, volume levels) When to TAKE Signals High Probability Buy Signals: Signal appears AT or BELOW the VAL (Value Area Low) Signal occurs at bullish order block confluence Price is in LVN area below VAL (momentum acceleration zone) Signal aligns with fibonacci 61.8% or 78.6% support Multiple session POC levels provide support confluence Previous session's VAL acting as current support High Probability Sell Signals: Signal appears AT or ABOVE the VAH (Value Area High) Signal occurs at bearish order block confluence Price is in HVN area above VAH (heavy resistance zone) Signal aligns with fibonacci 61.8% or 78.6% resistance Multiple session POC levels provide resistance confluence Previous session's VAH acting as current resistance When to AVOID Signals Avoid Buy Signals When: Signal appears ABOVE the VAH (buying into resistance) Price is in HVN red zones (high volume resistance areas) No clear support structure below current price Volume profile shows heavy selling pressure (high bear percentages) Signal occurs during low-volume periods between major sessions Multiple bearish order blocks exist below current price Avoid Sell Signals When: Signal appears BELOW the VAL (selling into support) Price is in LVN green zones (momentum could continue) No clear resistance structure above current price Volume profile shows heavy buying pressure (high bull percentages) Signal occurs during Asian session ranges without clear direction Multiple bullish order blocks exist above current price Volume Profile Context for Signals Understanding Bull/Bear Percentages: 70%+ Bull dominance at a level = Strong support expected 70%+ Bear dominance at a level = Strong resistance expected 50/50 Split = Neutral zone, less predictable Use percentages to gauge conviction behind moves POC (Point of Control) Interactions: Signals above POC in uptrend = Higher probability Signals below POC in downtrend = Higher probability Signals against POC bias require extra confirmation POC often acts as magnetic level for price return Trading Strategies Strategy 1: VAL/VAH Bounce Strategy Wait for price to approach VAL (support) or VAH (resistance) Look for signal confirmation at these critical levels Enter with tight stops beyond the Value Area Target opposite boundary or next session's levels Strategy 2: Order Block + Volume Confluence Identify order block alignment with VAL/VAH Wait for signal within the confluence zone Enter on signal with stop beyond order block Use LVN areas as acceleration zones for targets Strategy 3: LVN/HVN Strategy LVN (Green) Areas: "Go Zones" - expect quick price movement through low volume HVN (Red) Areas: "Stop Zones" - expect resistance and potential reversals NPOC Areas: "Fill Zones" - price often returns to fill single print gaps Strategy 4: Multi-Session Analysis Use Daily/Weekly for major structure context Use 4H for intermediate levels Use 1H for precise entry timing Ensure all timeframes align before taking signals Strategy 5: Fibonacci + Volume Profile Buy signals at 61.8% or 78.6% fibonacci near VAL Sell signals at 61.8% or 78.6% fibonacci near VAH Use 88.6% level as final support/resistance before major moves 50% level often aligns with POC for confluence Signal Quality Assessment Grade A Signals (Highest Probability): Signal at VAL/VAH with order block confluence Fibonacci level alignment (61.8%, 78.6%) Volume profile shows 70%+ dominance in signal direction Multiple timeframe structure alignment Signal occurs during high-volume sessions (London/NY) Grade B Signals (Moderate Probability): Signal near POC with some confluence Fibonacci 50% or 38.2% alignment Mixed volume profile readings (50-70% dominance) Some timeframe alignment present Signal during overlap sessions Grade C Signals (Lower Probability): Signal with minimal confluence Weak fibonacci alignment or none Volume profile neutral or against signal Conflicting timeframe signals Signal during low-volume periods Risk Management Guidelines Position Sizing Based on Signal Quality: Grade A: Standard position size Grade B: Reduced position size (50-75%) Grade C: Minimal position size (25%) or skip entirely Stop Loss Placement: Beyond order block boundaries Outside Value Area (VAL/VAH) Below/above fibonacci confluence levels Account for session volatility ranges Profit Targets: First target: Opposite VAL/VAH boundary Second target: Next session's key levels Final target: Major order blocks or fibonacci extensions Credits & Attribution Original components derived from: Market Sessions & Volume Profile by © Leviathan (Mozilla Public License 2.0) Volume Profile elements inspired by @LonesomeTheBlue's volume profile script Pivot Order Blocks by TradingWolf / © MensaTrader (Mozilla Public License 2.0) Auto Fibonacci Retracement code (public domain) Significant enhancements and modifications include: Advanced LVN/HVN detection and visualization Bull/Bear percentage analysis for Mode 2/3 Comprehensive alert system with market context Integrated buy/sell signals at key levels Performance optimizations and extended session support Enhanced Mode 2/3 with percentage pressure analysis Important Disclaimers This indicator is a technical analysis tool designed for educational purposes. It does not provide financial advice, investment recommendations, or trading signals that guarantee profits. All trading involves substantial risk of loss, and past performance does not guarantee future results. Users should conduct their own research, understand the risks involved, and consider consulting with qualified financial advisors before making trading decisions. The signals and analysis provided are based on historical price patterns and volume data, which may not predict future market movements accurately. Best Practices Never trade signals blindly - always consider volume profile context Wait for confluence between multiple tools before entering Respect the Value Area - avoid buying above VAH or selling below VAL Use session context - Asian ranges vs London/NY breakouts Practice proper risk management - position size based on signal quality Understand the bigger picture - use multiple timeframes for context Remember: Like the IDKFA cheat code, having all the tools doesn't guarantee success. The key is learning to use them together effectively and understanding when NOT to take a signal is often more important than knowing when to take one.
Indicatore Pine Script®
di MessyJess
4
X HL QA market structure tool designed to frame price action within a defined context of prior session dynamics. It accomplishes this by anchoring a set of reference levels to the high, low, and open prices of a user-specified higher timeframe (e.g., 4H, 1D, etc.) and projecting those levels onto the current chart for ongoing analysis. At its core, the indicator establishes a reference range—derived from the previous completed instance of the selected timeframe—and overlays this on the current timeframe. This range serves as a foundational structure for price interpretation in the current session. Building upon this framework, the script constructs a set of symmetrical quadrants (or deviation zones) both inside and outside of the prior range. These include: The midpoint (EQ) of the prior range Levels at ±0.25x, ±0.75x, ±1.0x, ±1.5x, and ±2.0x the range height These levels act as contextual zones that traders can use to interpret price behavior—whether it's consolidating within the prior range, approaching fair value (EQ), or expanding into directional continuation or reversal zones beyond the range. The script operates in both real-time and historical contexts. On live bars, it dynamically updates the key levels to provide an evolving view of current price positioning. Simultaneously, it supports the display of historical levels for past sessions, enabling robust backtesting and comparative analysis of price behavior relative to previous quadrant structures. Ultimately, this tool serves as a positional map, helping traders assess where price is trading relative to significant levels from the prior session, offering insights into potential support/resistance, overextension, or mean reversion scenarios. Key Technical Features Multi-Timeframe Support: request.security() is used to pull data from a user-defined higher timeframe regardless of the current chart interval. Visual Flexibility: Toggle between "line" and "channel" mode. Line color, width, and visibility are all user-controlled. Anchoring Options: Deviation levels can be calculated from either the previous period's open or its EQ (midpoint), giving flexibility depending on analytical preference. Efficient Labeling: Labels are only rendered on the last bar and are automatically cleared and redrawn to prevent duplication. Label style, size, text color, and background color are all user-configurable. Trading Application This indicator is especially suited for: 1. Mean Reversion Strategies When price moves beyond +1.0 or +1.5 deviations from the EQ or open, it may signal overextension and a potential snap back to the midpoint or range. 2. Breakout Confirmation Sustained price action beyond ±1.0 levels may indicate trend strength or continuation beyond historical balance zones. 3. Contextual Range Awareness EQ and Open provide structure from which traders can judge whether price is in a state of balance or imbalance. Labels offer at-a-glance interpretation of key levels across any chosen timeframe. 4. Fractal and Multi-Session Analysis Analysts can layer daily, weekly, and monthly versions of this indicator to observe confluence or divergence of higher timeframe structure.
Indicatore Pine Script®
di KinetiCapital
Multi-Timeframe Market Regime (Ehlers)This Pine Script indicator provides an Ehlers-inspired multi-timeframe market regime analysis directly on your TradingView chart. It aims to identify whether the market is currently "Trending Up" (green), "Trending Down" (red), or "Ranging" (yellow) across Weekly, Daily, 4-Hour, and 1-Hour timeframes. It uses custom implementations of: Ehlers' Fisher Transform to highlight market extremes and potential turning points. An Adaptive Moving Average (inspired by MAMA/FAMA) that adjusts its speed based on volatility to reduce lag in trends and provide stability in ranges. The indicator displays a dashboard as a label on your chart, showing the detected regime for each of these timeframes, and optionally colors the background of your current chart timeframe to reflect its dominant regime.
Indicatore Pine Script®
di tvs212
EPS and Sales Magic Indicator V2EPS and Sales Magic Indicator V2 EPS and Sales Magic Indicator V2 Short Title: EPS V2 Author: Trading_Tomm Platform: TradingView (Pine Script v6) License: Free for public use under fair usage guidelines Overview The EPS and Sales Magic Indicator V2 is a powerful stock fundamental visualization tool built specifically for TradingView users who wish to incorporate earnings intelligence directly onto their price chart. Designed and developed by Trading_Tomm, this upgraded version of the original 'EPS and Sales Magic Indicator' includes an enriched and more insightful presentation of company performance metrics — now with TTM EPS support, advanced color-coding, label sizing, and refined control options. This indicator is tailored for retail traders, swing investors, and long-term fundamental analysts who need to view Quarter-over-Quarter (QoQ) earnings and revenue changes directly on the price chart without switching tabs or breaking focus. What Does It Display? The EPS and Sales Magic Indicator V2 intelligently detects quarterly financial updates and displays the following data points via labels: 1. EPS (Earnings Per Share) – Current Quarterly Value This is the most recent Diluted EPS published by the company, fetched using TradingView’s request.financial() function. Displayed in the format: EPS: ₹20.45 2. EPS QoQ Percentage Change Shows the percentage change in EPS compared to the previous quarter. Highlights improvement or decline using arrows (up for improvement, down for decline). Displayed in the format: EPS: ₹20.45 (up 15.3 percent) 3. Sales (Revenue) – Current Quarterly Value Fetches and displays Total Revenue of the company in ₹Crores for easier Indian-market readability. Displayed in the format: Sales: ₹460Cr 4. Sales QoQ Percentage Change Measures and presents the quarter-over-quarter percentage change in total revenue. Uses arrows to indicate growth or contraction. Displayed in the format: Sales: ₹460Cr (down 3.8 percent) 5. EPS TTM (Trailing Twelve Months) You now get the TTM EPS — the sum of the last four quarterly EPS values. This value provides a better long-term earnings snapshot compared to a single quarter. Displayed in the format: TTM EPS: ₹78.12 All of these values are automatically calculated and displayed only on the bars where a new financial report is detected, keeping your chart clean and insightful. Customization Features This indicator is built with user control in mind, allowing you to personalize how and what you want to see: Show EPS in Label: Enable or disable the display of EPS and EPS QoQ values. Show Sales in Label: Toggle the visibility of revenue and sales change percentage. Color Options for Label Themes: The label background color is automatically determined based on performance. Green: Both EPS and Sales increased QoQ. Red: Both decreased. Orange: One increased and the other decreased. Gray: Default color (if values are unavailable or mixed). Label Text Size: Choose from Tiny, Small (default), or Normal. Visual Design Placement: The labels are positioned just below the candlesticks using yloc.belowbar, so they do not obstruct price action or interfere with technical indicators. Anchor: Aligned precisely with the financial reporting bars to maintain clarity in historical comparisons. Background Style: Clean, semi-transparent styling with soft text colors for comfortable viewing. How It Works The indicator relies on TradingView’s powerful request.financial() function to extract fiscal quarterly financials (FQ). Internally, it uses detection logic to identify fresh data updates by comparing current vs. previous values, arithmetic to compute QoQ percentage changes in EPS and Sales, logic to build formatted labels dynamically based on user selections, and conditional color and sizing logic to enhance interpretability. Use Cases For Long-Term Investors: Quickly identify if a company’s profitability and revenue are improving over time. For Swing Traders: Combine recent earnings trends with price action to evaluate if post-result momentum has real backing. For Technical and Fundamental Traders: Layer it with moving averages, RSI, or volume to create a hybrid analysis environment. Limitations and Notes Financial data is provided by TradingView’s financial API, and occasional missing values may occur for less-covered stocks. This tool does not repaint but depends on the timing of the official financial updates. All values are rounded and formatted to prioritize readability. Works best on Daily or higher timeframes (weekly or monthly also supported). License and Fair Use This script is free to use and share under TradingView’s open-use guidelines. You may copy, fork, and build upon this indicator for personal or educational purposes, but commercial usage requires attribution to the author: Trading_Tomm. Future Enhancements (Planned) Addition of Net Profit (QoQ and TTM) Inclusion of Operating Margin, Profit Margin, and Book Value Option to switch between numeric and graphical display (table mode) Alerts on extreme earnings deviation or sales slumps Final Thoughts The EPS and Sales Magic Indicator V2 represents a clean, visual, and smart way to monitor a company’s core performance from your chart screen. It helps you align fundamental strength with technical strategies and provides instant financial clarity, which is especially vital in today’s fast-moving markets. Whether you’re preparing for an earnings season or scanning past performance to pick your next investment, this indicator saves time, enhances insights, and sharpens decisions.
Indicatore Pine Script®
di Trading_Tomm
Williams VIX For Bottoms [DCD]Williams VIX Original - Authentic Volatility Fear Gauge What This Indicator Does The Williams VIX Fix measures market fear by calculating how far current lows deviate from recent highs, identifying potential market bottoms during high volatility periods. This implementation provides Larry Williams' original formula in its purest form. How It Works Core Formula: VIX Fix = ((Highest High over 22 periods - Current Low) / Highest High over 22 periods) × 100 The calculation process: Measures Relative Distance: Compares current low to highest high over lookback period Converts to Percentage: Normalizes values for cross-market comparison Applies Statistical Analysis: Uses Bollinger Bands (2 std dev) around VIX Fix values Filters with Percentiles: 85th percentile threshold removes noise Signal Generation Green Flash Signals trigger when either condition is met: VIX Fix exceeds upper Bollinger Band (2 standard deviations above 20-period MA) VIX Fix exceeds Range High (85th percentile of recent values) This dual-condition approach reduces false signals while capturing genuine volatility spikes. What Makes This Original Pure Formula Implementation: Uses Williams' exact original calculation without modifications Dual Confirmation System: Combines Bollinger Bands with percentile analysis Professional Visualization: Histogram display, background highlighting, and live value table Comprehensive Alerts: Signal start/end notifications plus Green Flash alerts How to Use Primary Purpose: Spot high-probability reversal zones during market fear climaxes Signal Interpretation: Green triangle + background highlight = High volatility reversal zone Higher VIX Fix values = Stronger fear/better reversal potential Use with price action confirmation for best results Optimal Settings: Timeframes: 4H, Daily, Weekly Markets: All (stocks, crypto, forex, commodities) Combine with support levels and candlestick patterns Key Parameters: VIX Fix Length (22): Lookback period for highest high Std Dev Multiplier (2.0): Bollinger Band sensitivity Percentile High (0.85): Only top 15% of readings trigger signals The VIX Fix excels at identifying market fear climaxes that coincide with significant price bottoms, making it valuable for swing traders seeking high-probability entries during market stress.
Indicatore Pine Script®
di DutchCryptoDad
Mongoose EMA Ribbon — Pro EditionMongoose EMA Ribbon — Pro Edition The Mongoose EMA Ribbon is a precision tool designed to support directional bias, trend integrity, and momentum alignment through a structured multi-EMA system. It is built for traders seeking clarity across high-timeframe trend conditions without sacrificing speed or simplicity. Key Features: Five customizable EMAs optimized for layered ribbon analysis Configurable color logic for clean visual separation Built-in ribbon compression and expansion visibility Support for ribbon-based trend continuation zones Optional label and visual tag for real-time trend state Applications: Identify trend strength and reversals with ribbon alignment Detect compression zones that precede directional moves Support discretionary or system-based trading strategies Integrates well with price structure and macro overlays This script is part of the Mongoose Capital toolkit and was developed to meet internal standards for clarity, execution readiness, and cross-asset compatibility. Version: Pro Edition Timeframes: Optimized for 1H, 4H, Daily, Weekly
Indicatore Pine Script®
di TheRealMongoose
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE) ## Advanced Multi-Dimensional Mathematical Analysis System *Where Quantum Mathematics Meets Market Structure* --- ## 🎓 THEORETICAL FOUNDATION The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry. ### 🌊 Multi-Dimensional Volatility with Jump Detection **Hawkes Process Implementation:** The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects. **Mathematical Foundation:** ``` Intensity λ(t) = μ + Σ α(t - Tᵢ) ``` Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99). **Mahalanobis Distance Calculation:** The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions: - **Dimension 1:** Price volatility (standard deviation of returns) - **Dimension 2:** Volume volatility (normalized volume fluctuations) - **Dimension 3:** Range volatility (high-low spread variations) - **Dimension 4:** Correlation volatility (price-volume relationship changes) - **Dimension 5:** Microstructure volatility (intrabar positioning analysis) This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches. ### 📐 Hurst Exponent Regime Detection **Fractal Market Hypothesis Integration:** The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification: - **H > 0.6:** Trending (persistent) markets - momentum strategies optimal - **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal - **H ≈ 0.5:** Random walk markets - breakout strategies preferred **Adaptive R/S Analysis:** Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions: ``` H = log(R/S) / log(n) ``` Where R is the range of cumulative deviations and S is the standard deviation over period n. **Dynamic Regime Classification:** The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods. ### 🔄 Transfer Entropy Analysis **Information Flow Quantification:** Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements: ``` TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log ``` **Causality Detection:** - **Volume → Price:** Indicates accumulation/distribution phases - **Price → Volume:** Suggests retail participation or momentum chasing - **Balanced Flow:** Market equilibrium or transition periods The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows. --- ## 🔧 COMPREHENSIVE INPUT SYSTEM ### Core Parameters Group **Primary Analysis Window (10-100, Default: 50)** The fundamental lookback period affecting all calculations. Optimization by timeframe: - **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements) - **15 minute-1 hour:** 30-50 (balanced responsiveness and stability) - **4 hour-daily:** 50-100 (smooth signals, reduced noise) - **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60 **Signal Sensitivity (0.1-2.0, Default: 0.7)** Master control affecting all threshold calculations: - **Conservative (0.3-0.6):** High-quality signals only, fewer false positives - **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles - **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering **Signal Generation Mode:** - **Aggressive:** Any component signals (highest frequency) - **Confluence:** 2+ components agree (balanced approach) - **Conservative:** All 3 components align (highest quality) ### Volatility Jump Detection Group **Volatility Dimensions (2-5, Default: 3)** Determines the mathematical space complexity: - **2D:** Price + Volume volatility (suitable for clean markets) - **3D:** + Range volatility (optimal for most conditions) - **4D:** + Correlation volatility (advanced multi-asset analysis) - **5D:** + Microstructure volatility (maximum sensitivity) **Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)** Standard deviations required for volatility jump classification: - **Cryptocurrency:** 2.0-2.5σ (naturally volatile) - **Stock Indices:** 2.5-3.0σ (moderate volatility) - **Forex Major Pairs:** 3.0-3.5σ (typically stable) - **Commodities:** 2.0-3.0σ (varies by commodity) **Jump Clustering Decay (0.5-0.99, Default: 0.85)** Hawkes process memory parameter: - **0.5-0.7:** Fast decay (jumps treated as independent) - **0.8-0.9:** Moderate clustering (realistic market behavior) - **0.95-0.99:** Strong clustering (crisis/event-driven markets) ### Hurst Exponent Analysis Group **Calculation Method Options:** - **Classic R/S:** Original Rescaled Range (fast, simple) - **Adaptive R/S:** Dynamic windowing (recommended for trading) - **DFA:** Detrended Fluctuation Analysis (best for noisy data) **Trending Threshold (0.55-0.8, Default: 0.60)** Hurst value defining persistent market behavior: - **0.55-0.60:** Weak trend persistence - **0.65-0.70:** Clear trending behavior - **0.75-0.80:** Strong momentum regimes **Mean Reversion Threshold (0.2-0.45, Default: 0.40)** Hurst value defining anti-persistent behavior: - **0.35-0.45:** Weak mean reversion - **0.25-0.35:** Clear ranging behavior - **0.15-0.25:** Strong reversion tendency ### Transfer Entropy Parameters Group **Information Flow Analysis:** - **Price-Volume:** Classic flow analysis for accumulation/distribution - **Price-Volatility:** Risk flow analysis for sentiment shifts - **Multi-Timeframe:** Cross-timeframe causality detection **Maximum Lag (2-20, Default: 5)** Causality detection window: - **2-5 bars:** Immediate causality (scalping) - **5-10 bars:** Short-term flow (day trading) - **10-20 bars:** Structural flow (swing trading) **Significance Threshold (0.05-0.3, Default: 0.15)** Minimum entropy for signal generation: - **0.05-0.10:** Detect subtle information flows - **0.10-0.20:** Clear causality only - **0.20-0.30:** Very strong flows only --- ## 🎨 ADVANCED VISUAL SYSTEM ### Tensor Volatility Field Visualization **Five-Layer Resonance Bands:** The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength: - **Core Layer (Purple):** Primary tensor field with highest intensity - **Layer 2 (Neutral):** Secondary mathematical resonance - **Layer 3 (Info Blue):** Tertiary harmonic frequencies - **Layer 4 (Warning Gold):** Outer field boundaries - **Layer 5 (Success Green):** Maximum field extension **Field Strength Calculation:** ``` Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity) ``` The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility. **Radiation Line Network:** During active tensor states, the system projects directional radiation lines showing field energy distribution: - **8 Directional Rays:** Complete angular coverage - **Tapering Segments:** Progressive transparency for natural visual flow - **Pulse Effects:** Enhanced visualization during volatility jumps ### Dimensional Portal System **Portal Mathematics:** Dimensional portals visualize regime transitions using category theory principles: - **Green Portals (◉):** Trending regime detection (appear below price for support) - **Red Portals (◎):** Mean-reverting regime (appear above price for resistance) - **Yellow Portals (○):** Random walk regime (neutral positioning) **Tensor Trail Effects:** Each portal generates 8 trailing particles showing mathematical momentum: - **Large Particles (●):** Strong mathematical signal - **Medium Particles (◦):** Moderate signal strength - **Small Particles (·):** Weak signal continuation - **Micro Particles (˙):** Signal dissipation ### Information Flow Streams **Particle Stream Visualization:** Transfer entropy creates flowing particle streams indicating information direction: - **Upward Streams:** Volume leading price (accumulation phases) - **Downward Streams:** Price leading volume (distribution phases) - **Stream Density:** Proportional to information flow strength **15-Particle Evolution:** Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent. ### Fractal Matrix Grid System **Multi-Timeframe Fractal Levels:** The system calculates and displays fractal highs/lows across five Fibonacci periods: - **8-Period:** Short-term fractal structure - **13-Period:** Intermediate-term patterns - **21-Period:** Primary swing levels - **34-Period:** Major structural levels - **55-Period:** Long-term fractal boundaries **Triple-Layer Visualization:** Each fractal level uses three-layer rendering: - **Shadow Layer:** Widest, darkest foundation (width 5) - **Glow Layer:** Medium white core line (width 3) - **Tensor Layer:** Dotted mathematical overlay (width 1) **Intelligent Labeling System:** Smart spacing prevents label overlap using ATR-based minimum distances. Labels include: - **Fractal Period:** Time-based identification - **Topological Class:** Mathematical complexity rating (0, I, II, III) - **Price Level:** Exact fractal price - **Mahalanobis Distance:** Current mathematical field strength - **Hurst Exponent:** Current regime classification - **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡) ### Wick Pressure Analysis **Rejection Level Mathematics:** The system analyzes candle wick patterns to project future pressure zones: - **Upper Wick Analysis:** Identifies selling pressure and resistance zones - **Lower Wick Analysis:** Identifies buying pressure and support zones - **Pressure Projection:** Extends lines forward based on mathematical probability **Multi-Layer Glow Effects:** Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart. ### Enhanced Regime Background **Dynamic Intensity Mapping:** Background colors reflect mathematical regime strength: - **Deep Transparency (98% alpha):** Subtle regime indication - **Pulse Intensity:** Based on regime strength calculation - **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random) **Smoothing Integration:** Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts. ### Color Scheme System **Six Professional Themes:** - **Dark (Default):** Professional trading environment optimization - **Light:** High ambient light conditions - **Classic:** Traditional technical analysis appearance - **Neon:** High-contrast visibility for active trading - **Neutral:** Minimal distraction focus - **Bright:** Maximum visibility for complex setups Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences. --- ## 📊 INSTITUTIONAL-GRADE DASHBOARD ### Tensor Field Status Section **Field Strength Display:** Real-time Mahalanobis distance calculation with dynamic emoji indicators: - **⚡ (Lightning):** Extreme field strength (>1.5× threshold) - **● (Solid Circle):** Strong field activity (>1.0× threshold) - **○ (Open Circle):** Normal field state **Signal Quality Rating:** Democratic algorithm assessment: - **ELITE:** All 3 components aligned (highest probability) - **STRONG:** 2 components aligned (good probability) - **GOOD:** 1 component active (moderate probability) - **WEAK:** No clear component signals **Threshold and Anomaly Monitoring:** - **Threshold Display:** Current mathematical threshold setting - **Anomaly Level (0-100%):** Combined volatility and volume spike measurement - **>70%:** High anomaly (red warning) - **30-70%:** Moderate anomaly (orange caution) - **<30%:** Normal conditions (green confirmation) ### Tensor State Analysis Section **Mathematical State Classification:** - **↑ BULL (Tensor State +1):** Trending regime with bullish bias - **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias - **◈ SUPER (Tensor State 0):** Random walk regime (neutral) **Visual State Gauge:** Five-circle progression showing tensor field polarity: - **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment - **⚪⚪🟡⚪⚪:** Neutral/transitional state - **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment **Trend Direction and Phase Analysis:** - **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification - **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength) - **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength) - **😴 CALM:** Low information flow (<1.0 flow strength) ### Trading Signals Section **Real-Time Signal Status:** - **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability - **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability - **Components (X/3):** Active algorithmic components - **Mode Display:** Current signal generation mode **Signal Strength Visualization:** Color-coded component count: - **Green:** 3/3 components (maximum confidence) - **Aqua:** 2/3 components (good confidence) - **Orange:** 1/3 components (moderate confidence) - **Gray:** 0/3 components (no signals) ### Performance Metrics Section **Win Rate Monitoring:** Estimated win rates based on signal quality with emoji indicators: - **🔥 (Fire):** ≥60% estimated win rate - **👍 (Thumbs Up):** 45-59% estimated win rate - **⚠️ (Warning):** <45% estimated win rate **Mathematical Metrics:** - **Hurst Exponent:** Real-time fractal dimension (0.000-1.000) - **Information Flow:** Volume/price leading indicators - **📊 VOL:** Volume leading price (accumulation/distribution) - **💰 PRICE:** Price leading volume (momentum/speculation) - **➖ NONE:** Balanced information flow - **Volatility Classification:** - **🔥 HIGH:** Above 1.5× jump threshold - **📊 NORM:** Normal volatility range - **😴 LOW:** Below 0.5× jump threshold ### Market Structure Section (Large Dashboard) **Regime Classification:** - **📈 TREND:** Hurst >0.6, momentum strategies optimal - **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal - **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred **Mathematical Field Analysis:** - **Dimensions:** Current volatility space complexity (2D-5D) - **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00) - **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal) ### Settings Summary Section (Large Dashboard) **Active Configuration Display:** - **Sensitivity:** Current master sensitivity setting - **Lookback:** Primary analysis window - **Theme:** Active color scheme - **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA) **Dashboard Sizing Options:** - **Small:** Essential metrics only (mobile/small screens) - **Normal:** Balanced information density (standard desktop) - **Large:** Maximum detail (multi-monitor setups) **Position Options:** - **Top Right:** Standard placement (avoids price action) - **Top Left:** Wide chart optimization - **Bottom Right:** Recent price focus (scalping) - **Bottom Left:** Maximum price visibility (swing trading) --- ## 🎯 SIGNAL GENERATION LOGIC ### Multi-Component Convergence System **Component Signal Architecture:** The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing: **Volatility Component:** - **Jump Detection:** Mahalanobis distance threshold breach - **Hawkes Intensity:** Self-exciting process activation (>0.2) - **Multi-dimensional:** Considers all volatility dimensions simultaneously **Hurst Regime Component:** - **Trending Markets:** Price above SMA-20 with positive momentum - **Mean-Reverting Markets:** Price at Bollinger Band extremes - **Random Markets:** Bollinger squeeze breakouts with directional confirmation **Transfer Entropy Component:** - **Volume Leadership:** Information flow from volume to price - **Volume Spike:** Volume 110%+ above 20-period average - **Flow Significance:** Above entropy threshold with directional bias ### Democratic Signal Weighting **Signal Mode Implementation:** - **Aggressive Mode:** Any single component triggers signal - **Confluence Mode:** Minimum 2 components must agree - **Conservative Mode:** All 3 components must align **Momentum Confirmation:** All signals require momentum confirmation: - **Long Signals:** RSI >50 AND price >EMA-9 - **Short Signals:** RSI <50 AND price 0.6):** - **Increase Sensitivity:** Catch momentum continuation - **Lower Mean Reversion Threshold:** Avoid counter-trend signals - **Emphasize Volume Leadership:** Institutional accumulation/distribution - **Tensor Field Focus:** Use expansion for trend continuation - **Signal Mode:** Aggressive or Confluence for trend following **Range-Bound Markets (Hurst <0.4):** - **Decrease Sensitivity:** Avoid false breakouts - **Lower Trending Threshold:** Quick regime recognition - **Focus on Price Leadership:** Retail sentiment extremes - **Fractal Grid Emphasis:** Support/resistance trading - **Signal Mode:** Conservative for high-probability reversals **Volatile Markets (High Jump Frequency):** - **Increase Hawkes Decay:** Recognize event clustering - **Higher Jump Threshold:** Avoid noise signals - **Maximum Dimensions:** Capture full volatility complexity - **Reduce Position Sizing:** Risk management adaptation - **Enhanced Visuals:** Maximum information for rapid decisions **Low Volatility Markets (Low Jump Frequency):** - **Decrease Jump Threshold:** Capture subtle movements - **Lower Hawkes Decay:** Treat moves as independent - **Reduce Dimensions:** Simplify analysis - **Increase Position Sizing:** Capitalize on compressed volatility - **Minimal Visuals:** Reduce distraction in quiet markets --- ## 🚀 ADVANCED TRADING STRATEGIES ### The Mathematical Convergence Method **Entry Protocol:** 1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels 2. **Tensor Field Confirmation:** Verify field expansion supporting direction 3. **Portal Signal:** Wait for dimensional portal appearance 4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals 5. **Component Consensus:** Confirm 2+ components agree in Confluence mode **Example Implementation:** - Price approaching 21-period fractal high - Tensor field expanding upward (bullish mathematical alignment) - Green portal appears below price (trending regime confirmation) - ELITE quality signal with 3/3 components active - Enter long position with stop below fractal level **Risk Management:** - **Stop Placement:** Below/above fractal level that generated signal - **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size) - **Profit Targets:** Next fractal level or tensor field resistance ### The Regime Transition Strategy **Regime Change Detection:** 1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds 2. **Portal Color Change:** Regime transitions show different portal colors 3. **Background Intensity:** Increasing regime background intensity 4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis) **Trading Implementation:** - **Trending Transitions:** Trade momentum breakouts, follow trend - **Mean Reversion Transitions:** Trade range boundaries, fade extremes - **Random Transitions:** Trade breakouts with tight stops **Advanced Techniques:** - **Multi-Timeframe:** Confirm regime on higher timeframe - **Early Entry:** Enter on regime transition rather than confirmation - **Regime Strength:** Larger positions during strong regime signals ### The Information Flow Momentum Strategy **Flow Detection Protocol:** 1. **Monitor Transfer Entropy:** Watch for significant information flow shifts 2. **Volume Leadership:** Strong edge when volume leads price 3. **Flow Acceleration:** Increasing flow strength indicates momentum 4. **Directional Confirmation:** Ensure flow aligns with intended trade direction **Entry Signals:** - **Volume → Price Flow:** Enter during accumulation/distribution phases - **Price → Volume Flow:** Enter on momentum confirmation breaks - **Flow Reversal:** Counter-trend entries when flow reverses **Optimization:** - **Scalping:** Use immediate flow detection (2-5 bar lag) - **Swing Trading:** Use structural flow (10-20 bar lag) - **Multi-Asset:** Compare flow between correlated assets ### The Tensor Field Expansion Strategy **Field Mathematics:** The tensor field expansion indicates mathematical pressure building in market structure: **Expansion Phases:** 1. **Compression:** Field contracts, volatility decreases 2. **Tension Building:** Mathematical pressure accumulates 3. **Expansion:** Field expands rapidly with directional movement 4. **Resolution:** Field stabilizes at new equilibrium **Trading Applications:** - **Compression Trading:** Prepare for breakout during field contraction - **Expansion Following:** Trade direction of field expansion - **Reversion Trading:** Fade extreme field expansion - **Multi-Dimensional:** Consider all field layers for confirmation ### The Hawkes Process Event Strategy **Self-Exciting Jump Trading:** Understanding that market shocks cluster and create follow-on opportunities: **Jump Sequence Analysis:** 1. **Initial Jump:** First volatility jump detected 2. **Clustering Phase:** Hawkes intensity remains elevated 3. **Follow-On Opportunities:** Additional jumps more likely 4. **Decay Period:** Intensity gradually decreases **Implementation:** - **Jump Confirmation:** Wait for mathematical jump confirmation - **Direction Assessment:** Use other components for direction - **Clustering Trades:** Trade subsequent moves during high intensity - **Decay Exit:** Exit positions as Hawkes intensity decays ### The Fractal Confluence System **Multi-Timeframe Fractal Analysis:** Combining fractal levels across different periods for high-probability zones: **Confluence Zones:** - **Double Confluence:** 2 fractal levels align - **Triple Confluence:** 3+ fractal levels cluster - **Mathematical Confirmation:** Tensor field supports the level - **Information Flow:** Transfer entropy confirms direction **Trading Protocol:** 1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR 2. **Mathematical Support:** Verify tensor field alignment 3. **Signal Quality:** Wait for STRONG or ELITE signal 4. **Risk Definition:** Use fractal level for stop placement 5. **Profit Targeting:** Next major fractal confluence zone --- ## ⚠️ COMPREHENSIVE RISK MANAGEMENT ### Mathematical Position Sizing **Mahalanobis Distance Integration:** Position size should inversely correlate with mathematical field strength: ``` Position Size = Base Size × (Threshold / Mahalanobis Distance) ``` **Risk Scaling Matrix:** - **Low Field Strength (<2.0):** Standard position sizing - **Moderate Field Strength (2.0-3.0):** 75% position sizing - **High Field Strength (3.0-4.0):** 50% position sizing - **Extreme Field Strength (>4.0):** 25% position sizing or no trade ### Signal Quality Risk Adjustment **Quality-Based Position Sizing:** - **ELITE Signals:** 100% of planned position size - **STRONG Signals:** 75% of planned position size - **GOOD Signals:** 50% of planned position size - **WEAK Signals:** No position or paper trading only **Component Agreement Scaling:** - **3/3 Components:** Full position size - **2/3 Components:** 75% position size - **1/3 Components:** 50% position size or skip trade ### Regime-Adaptive Risk Management **Trending Market Risk:** - **Wider Stops:** Allow for trend continuation - **Trend Following:** Trade with regime direction - **Higher Position Size:** Trend probability advantage - **Momentum Stops:** Trail stops based on momentum indicators **Mean-Reverting Market Risk:** - **Tighter Stops:** Quick exits on trend continuation - **Contrarian Positioning:** Trade against extremes - **Smaller Position Size:** Higher reversal failure rate - **Level-Based Stops:** Use fractal levels for stops **Random Market Risk:** - **Breakout Focus:** Trade only clear breakouts - **Tight Initial Stops:** Quick exit if breakout fails - **Reduced Frequency:** Skip marginal setups - **Range-Based Targets:** Profit targets at range boundaries ### Volatility-Adaptive Risk Controls **High Volatility Periods:** - **Reduced Position Size:** Account for wider price swings - **Wider Stops:** Avoid noise-based exits - **Lower Frequency:** Skip marginal setups - **Faster Exits:** Take profits more quickly **Low Volatility Periods:** - **Standard Position Size:** Normal risk parameters - **Tighter Stops:** Take advantage of compressed ranges - **Higher Frequency:** Trade more setups - **Extended Targets:** Allow for compressed volatility expansion ### Multi-Timeframe Risk Alignment **Higher Timeframe Trend:** - **With Trend:** Standard or increased position size - **Against Trend:** Reduced position size or skip - **Neutral Trend:** Standard position size with tight management **Risk Hierarchy:** 1. **Primary:** Current timeframe signal quality 2. **Secondary:** Higher timeframe trend alignment 3. **Tertiary:** Mathematical field strength 4. **Quaternary:** Market regime classification --- ## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS ### Advanced Mathematical Concepts **Tensor Analysis in Markets:** The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture. **Information Theory Applications:** Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior. **Fractal Geometry in Trading:** The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure. **Stochastic Process Theory:** The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects. ### Learning Progressive Complexity **Beginner Mathematical Concepts:** - **Volatility Dimensions:** Understanding multi-dimensional analysis - **Regime Classification:** Learning market personality types - **Signal Democracy:** Algorithmic consensus building - **Visual Mathematics:** Interpreting mathematical concepts visually **Intermediate Mathematical Applications:** - **Mahalanobis Distance:** Statistical distance in multi-dimensional space - **Rescaled Range Analysis:** Fractal dimension measurement - **Information Entropy:** Quantifying uncertainty and causality - **Field Theory:** Understanding mathematical fields in market context **Advanced Mathematical Integration:** - **Tensor Field Dynamics:** Multi-dimensional market force analysis - **Stochastic Self-Excitation:** Event clustering and memory effects - **Categorical Composition:** Mathematical signal combination theory - **Topological Market Analysis:** Understanding market shape and connectivity ### Practical Mathematical Intuition **Developing Market Mathematics Intuition:** The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of: - **How markets exhibit mathematical structure beneath apparent randomness** - **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches** - **How information flows through markets in measurable, predictable ways** - **Why mathematical models provide probabilistic edges rather than certainties** --- ## 🔬 IMPLEMENTATION AND OPTIMIZATION ### Getting Started Protocol **Phase 1: Observation (Week 1)** 1. **Apply with defaults:** Use standard settings on your primary trading timeframe 2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams 3. **Monitor dashboard:** Observe how metrics change with market conditions 4. **No trading:** Focus entirely on pattern recognition and understanding **Phase 2: Pattern Recognition (Week 2-3)** 1. **Identify signal patterns:** Note what market conditions produce different signal qualities 2. **Regime correlation:** Observe how Hurst regimes affect signal performance 3. **Visual confirmation:** Learn to read tensor field expansion and portal signals 4. **Component analysis:** Understand which components drive signals in different markets **Phase 3: Parameter Optimization (Week 4-5)** 1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument 2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe 3. **Sensitivity adjustment:** Balance signal frequency with quality 4. **Visual customization:** Optimize colors and intensity for your trading environment **Phase 4: Live Implementation (Week 6+)** 1. **Paper trading:** Test signals with hypothetical trades 2. **Small position sizing:** Begin with minimal risk during learning phase 3. **Performance tracking:** Monitor actual vs. expected signal performance 4. **Continuous optimization:** Refine settings based on real performance data ### Performance Monitoring System **Signal Quality Tracking:** - **ELITE Signal Win Rate:** Track highest quality signals separately - **Component Performance:** Monitor which components provide best signals - **Regime Performance:** Analyze performance across different market regimes - **Timeframe Analysis:** Compare performance across different session times **Mathematical Metric Correlation:** - **Field Strength vs. Performance:** Higher field strength should correlate with better performance - **Component Agreement vs. Win Rate:** More component agreement should improve win rates - **Regime Alignment vs. Success:** Trading with mathematical regime should outperform ### Continuous Optimization Process **Monthly Review Protocol:** 1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown 2. **Parameter Assessment:** Evaluate if current settings remain optimal 3. **Market Adaptation:** Adjust for changes in market character or volatility 4. **Component Weighting:** Consider if certain components should receive more/less emphasis **Quarterly Deep Analysis:** 1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid 2. **Regime Distribution:** Analyze time spent in different market regimes 3. **Signal Evolution:** Track how signal characteristics change over time 4. **Correlation Analysis:** Monitor correlations between different mathematical components --- ## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS ### Revolutionary Mathematical Integration **First-Ever Implementations:** 1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility 2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes 3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation 4. **Democratic Component Voting:** First algorithmic consensus system for signal generation 5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels ### Advanced Visualization Innovations **Mathematical Visualization Breakthroughs:** - **Tensor Field Radiation:** Visual representation of mathematical field energy - **Dimensional Portal System:** Category theory visualization for regime transitions - **Information Flow Streams:** Real-time visual display of market information transfer - **Multi-Layer Fractal Grid:** Intelligent spacing and projection system - **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength ### Practical Trading Innovations **Trading System Advances:** - **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence - **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality - **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering - **Component Performance Tracking:** Real-time monitoring of algorithmic component success - **Field-Strength Position Sizing:** Mathematical volatility integration for risk management --- ## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS ### Mathematical Model Limitations **Understanding Model Boundaries:** While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations: - **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements - **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely - **Model Risk:** Complex models can fail during unprecedented market conditions - **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions ### Proper Implementation Guidelines **Risk Management Requirements:** - **Never Risk More Than 2% Per Trade:** Regardless of signal quality - **Diversification Mandatory:** Don't rely solely on mathematical signals - **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence - **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters **Realistic Expectations:** - **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes - **Learning Curve Required:** Complex mathematical concepts require time to master - **Market Adaptation Necessary:** Parameters must evolve with changing market conditions - **Continuous Education Important:** Understanding underlying mathematics improves application ### Ethical Trading Considerations **Market Impact Awareness:** - **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants - **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure - **Sharing Knowledge:** Consider educational contributions to trading community - **Fair Market Participation:** Use mathematical advantages responsibly within market framework ### Professional Development Path **Skill Development Sequence:** 1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application 2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals 3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights 4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution --- ## 🔮 CONCLUSION The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability. ### Mathematical Innovation Legacy This indicator establishes new paradigms in technical analysis: - **Tensor analysis for market volatility understanding** - **Stochastic self-excitation for event clustering prediction** - **Information theory for causality-based trade generation** - **Democratic algorithmic consensus for signal quality enhancement** - **Mathematical field visualization for intuitive market understanding** ### Practical Trading Revolution Beyond mathematical innovation, the TMAE transforms practical trading: - **Quality-rated signals replace binary buy/sell decisions** - **Regime-adaptive strategies automatically optimize for market personality** - **Multi-dimensional risk management integrates mathematical volatility measures** - **Visual mathematical concepts make complex analysis immediately interpretable** - **Educational value creates lasting improvement in trading understanding** ### Future-Proof Design The mathematical foundations ensure lasting relevance: - **Universal mathematical principles transcend market evolution** - **Multi-dimensional analysis adapts to new market structures** - **Regime detection automatically adjusts to changing market personalities** - **Component democracy allows for future algorithmic additions** - **Mathematical visualization scales with increasing market complexity** ### Commitment to Excellence The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value. ### Trading with Mathematical Precision In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals. By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics. ### Final Perspective Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure. Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior. Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE. *"In mathematics, you don't understand things. You just get used to them." - John von Neumann* *With the TMAE, mathematical market understanding becomes not just possible, but intuitive.* — Dskyz, Trade with insight. Trade with anticipation.
Indicatore Pine Script®
di DskyzInvestments
15
Universal Sentiment Oscillator with Trade RecommendationsUniversal Sentiment Oscillator & Strategy Guide Summary This all-in-one indicator is designed to be a comprehensive co-pilot for your trading journey. It moves beyond simple buy/sell signals by analyzing the underlying market sentiment and providing a dynamic, risk-assessed guide of potential trading strategies. Whether you're a novice learning the ropes or an expert seeking confirmation, this tool provides a structured framework for making smarter, more informed decisions in stocks, options, and futures. How It Works The core of the indicator is the Sentiment Oscillator, which calculates a score from -5 (Extremely Bearish) to +5 (Extremely Bullish) on every bar. This isn't just a single measurement; it's a weighted aggregate of several key technical conditions: Trend Analysis: Price position relative to the 20, 50, and 200 EMAs. Momentum Analysis: The current RSI value. Hybrid Analysis: The state of the MACD and its signal line. These factors are intelligently combined and normalized to produce a single, intuitive sentiment score, giving you an at-a-glance understanding of the market's pulse. Core Features Dynamic Trade Recommendation Table: The informational heart of the indicator. This on-chart table provides a list of potential trades perfectly aligned with the current sentiment score. Risk-Ranked Strategies: All suggested trades are logically ordered by risk, helping you quickly identify strategies that match your comfort level. Adjusted Trade Suggestions: The indicator analyzes sentiment momentum (the score vs. its signal line) to provide proactive, forward-looking trade ideas based on where the market might be heading next. Customizable Trading Styles: Tell the indicator if you are a Conservative, Neutral, or Aggressive trader, and the "Adjusted Trade Suggestion" will automatically tailor its recommendations to your personal risk preference. Context-Aware Futures Mode: When viewing a futures contract, enable this mode to switch all recommendations from stock/options to futures-specific actions (e.g., "Cautious Long," "Monitor Range"). Predictive Sentiment Cone: Visualize the potential short-term path of sentiment based on current momentum, helping you anticipate future conditions. Fully Customizable: Every parameter—from EMA lengths to trade filters—can be adjusted, allowing you to fine-tune the indicator to your exact specifications. How to Use This Indicator This tool is flexible and can be integrated into many trading systems. Here is a powerful, professional approach: Top-Down Analysis (for Swing or Position Trading): Establish the Trend: Start on the higher timeframes (Monthly, Weekly, Daily). Use the oscillator's color and score to define the dominant, long-term market sentiment. You only want to look for trades that align with this macro trend. Refine the Entry: Drop down to the medium timeframes (4-Hour, 1-Hour). Wait for the sentiment on these charts to come into alignment with the higher-timeframe trend. This pullback or consolidation is your "zone of interest." Pinpoint the Execution: Move to a lower timeframe (e.g., 15-Minute). Use the Adjusted Trade Suggestion and Sentiment Momentum to find a precise entry as momentum begins to shift back in the direction of the primary trend. You can set alerts on the oscillator's zero-line for early warnings of a sentiment shift. As a Confirmation Tool: If you have an existing trade idea, use the indicator to validate it. Does the sentiment score align with your bullish or bearish thesis? Does the momentum confirm that now is a good time to enter? As an Idea Generation Tool: Unsure what to trade? Browse different assets and let the indicator's "Primary Trades" and "Adjusted Trade Suggestion" present you with a list of risk-assessed ideas that you can then investigate further. Disclaimer: This is an analysis tool and should not be considered financial advice. All forms of trading involve substantial risk. You should not trade with money you cannot afford to lose. Always perform your own due diligence and use this indicator as one component of a complete trading plan.
Indicatore Pine Script®
di heliav8r
SIP Evaluator and Screener [Trendoscope®]The SIP Evaluator and Screener is a Pine Script indicator designed for TradingView to calculate and visualize Systematic Investment Plan (SIP) returns across multiple investment instruments. It is tailored for use in TradingView's screener, enabling users to evaluate SIP performance for various assets efficiently. 🎲 How SIP Works A Systematic Investment Plan (SIP) is an investment strategy where a fixed amount is invested at regular intervals (e.g., monthly or weekly) into a financial instrument, such as stocks, mutual funds, or ETFs. The goal is to build wealth over time by leveraging the power of compounding and mitigating the impact of market volatility through disciplined, consistent investing. Here’s a breakdown of how SIPs function: Regular Investments : In an SIP, an investor commits to investing a fixed sum at predefined intervals, regardless of market conditions. This consistency helps inculcate a habit of saving and investing. Cost Averaging : By investing a fixed amount regularly, investors purchase more units when prices are low and fewer units when prices are high. This approach, known as dollar-cost averaging, reduces the average cost per unit over time and mitigates the risk of investing a large amount at a peak price. Compounding Benefits : Returns generated from the invested amount (e.g., capital gains or dividends) are reinvested, leading to exponential growth over the long term. The longer the investment horizon, the greater the potential for compounding to amplify returns. Dividend Reinvestment : In some SIPs, dividends received from the underlying asset can be reinvested to purchase additional units, further enhancing returns. Taxes on dividends, if applicable, may reduce the reinvested amount. Flexibility and Accessibility : SIPs allow investors to start with small amounts, making them accessible to a wide range of individuals. They also offer flexibility in terms of investment frequency and the ability to adjust or pause contributions. In the context of the SIP Evaluator and Screener , the script simulates an SIP by calculating the number of units purchased with each fixed investment, factoring in commissions, dividends, taxes and the chosen price reference (e.g., open, close, or average prices). It tracks the cumulative investment, equity value, and dividends over time, providing a clear picture of how an SIP would perform for a given instrument. This helps users understand the impact of regular investing and make informed decisions when comparing different assets in TradingView’s screener. It offers insights into key metrics such as total invested amount, dividends received, equity value, and the number of installments, making it a valuable resource for investors and traders interested in understanding long-term investment outcomes. 🎲 Key Features Customizable Investment Parameters: Users can define the recurring investment amount, price reference (e.g., open, close, HL2, HLC3, OHLC4), and whether fractional quantities are allowed. Commission Handling: Supports both fixed and percentage-based commission types, adjusting calculations accordingly. Dividend Reinvestment: Optionally reinvests dividends after a user-specified period, with the ability to apply tax on dividends. Time-Bound Analysis: Allows users to set a start year for the analysis, enabling historical performance evaluation. Flexible Dividend Periods: Dividends can be evaluated based on bars, days, weeks, or months. Visual Outputs: Plots key metrics like total invested amount, dividends, equity value, and remainder, with customizable display options for clarity in the data window and chart. 🎲 Using the script as an indicator on Tradingview Supercharts In order to use the indicator on charts, do the following. Load the instrument of your choice - Preferably a stable stocks, ETFs. Chose monthly timeframe as lower timeframes are insignificant in this type of investment strategy Load the indicator SIP Evaluator and Screener and set the input parameters as per your preference. Indicator plots, investment value, dividends and equity on the chart. 🎲 Visualizations Installments : Displays the number of SIP installments (gray line, visible in the data window). Invested Amount : Shows the cumulative amount invested, excluding reinvested dividends (blue area plot). Dividends : Tracks total dividends received (green area plot). Equity : Represents the current market value of the investment based on the closing price (purple area plot). Remainder : Indicates any uninvested cash after each installment (gray line, visible in the data window). 🎲 Deep dive into the settings The SIP Evaluator and Screener offers a range of customizable settings to tailor the Systematic Investment Plan (SIP) simulation to your preferences. Below is an explanation of each setting, its purpose, and how it impacts the analysis: 🎯 Duration Start Year (Default: 2020) : Specifies the year from which the SIP calculations begin. When Start Year is enabled via the timebound option, the script only considers data from the specified year onward. This is useful for analyzing historical SIP performance over a defined period. If disabled, the script uses all available data. Timebound (Default: False) : A toggle to enable or disable the Start Year restriction. When set to False, the SIP calculation starts from the earliest available data for the instrument. 🎯 Investment Recurring Investment (Default: 1000.0) : The fixed amount invested in each SIP installment (e.g., $1000 per period). This represents the regular contribution to the SIP and directly influences the total invested amount and quantity purchased. Allow Fractional Qty (Default: True) : When enabled, the script allows the purchase of fractional units (e.g., 2.35 shares). If disabled, only whole units are purchased (e.g., 2 shares), with any remaining funds carried forward as Remainder. This setting impacts the precision of investment allocation. Price Reference (Default: OPEN): Determines the price used for purchasing units in each SIP installment. Options include: OPEN : Uses the opening price of the bar. CLOSE : Uses the closing price of the bar. HL2 : Uses the average of the high and low prices. HLC3 : Uses the average of the high, low, and close prices. OHLC4 : Uses the average of the open, high, low, and close prices. This setting affects the cost basis of each purchase and, consequently, the total quantity and equity value. 🎯 Commission Commission (Default: 3) : The commission charged per SIP installment, expressed as either a fixed amount (e.g., $3) or a percentage (e.g., 3% of the investment). This reduces the amount available for purchasing units. Commission Type (Default: Fixed) : Specifies how the commission is calculated: Fixed ($) : A flat fee is deducted per installment (e.g., $3). Percentage (%) : A percentage of the investment amount is deducted as commission (e.g., 3% of $1000 = $30). This setting affects the net amount invested and the overall cost of the SIP. 🎯 Dividends Apply Tax On Dividends (Default: False) : When enabled, a tax is applied to dividends before they are reinvested or recorded. The tax rate is set via the Dividend Tax setting. Dividend Tax (Default: 47) : The percentage of tax deducted from dividends if Apply Tax On Dividends is enabled (e.g., 47% tax reduces a $100 dividend to $53). This reduces the amount available for reinvestment or accumulation. Reinvest Dividends After (Default: True, 2) : When enabled, dividends received are reinvested to purchase additional units after a specified period (e.g., 2 units of time, defined by Dividends Availability). If disabled, dividends are tracked but not reinvested. Reinvestment increases the total quantity and equity over time. Dividends Availability (Default: Bars) : Defines the time unit for evaluating when dividends are available for reinvestment. Options include: Bars : Based on the number of chart bars. Weeks : Based on weeks. Months : Based on months (approximated as 30.5 days). This setting determines the timing of dividend reinvestment relative to the Reinvest Dividends After period. 🎯 How Settings Interact These settings work together to simulate a realistic SIP. For example, a $1000 recurring investment with a 3% commission and fractional quantities enabled will calculate the number of units purchased at the chosen price reference after deducting the commission. If dividends are reinvested after 2 months with a 47% tax, the script fetches dividend data, applies the tax, and adds the net dividend to the investment amount for that period. The Start Year and Timebound settings ensure the analysis aligns with the desired timeframe, while the Dividends Availability setting fine-tunes dividend reinvestment timing. By adjusting these settings, users can model different SIP scenarios, compare performance across instruments in TradingView’s screener, and gain insights into how commissions, dividends, and price references impact long-term returns. 🎲 Using the script with Pine Screener The main purpose of developing this script is to use it with Tradingview Pine Screener so that multiple ETFs/Funds can be compared. In order to use this as a screener, the following things needs to be done. Add SIP Evaluator and Screener to your favourites (Required for it to be added in pine screener) Create a watch list containing required instruments to compare Open pine screener from Tradingview main menu Products -> Screeners -> Pine or simply load the URL - www.tradingview.com Select the watchlist created from Watchlist dropdown. Chose the SIP Evaluator and Screener from the "Choose Indicator" dropdown Set timeframe to 1 month and update settings as required. Press scan to display collected data on the screener. 🎲 Use Case This indicator is ideal for educational purposes, allowing users to experiment with SIP strategies across different instruments. It can be applied in TradingView’s screener to compare SIP performance for stocks, ETFs, or other assets, helping users understand how factors like commissions, dividends, and price references impact returns over time.
Indicatore Pine Script®
di Trendoscope
2
MTF Pivot Zones ## 📘 **User Guide: MTF Pivot Zones** **Script Name:** MTF Pivot Zones Multi Time Frame Pivot --- ### 🧭 Overview **MTF Pivot Zones** is a multi-timeframe analysis tool that detects and merges swing highs and lows across four key timeframes: **Weekly, Daily, 4H, and 1H**. It plots clear **Support** and **Resistance** zones on the chart based on pivot point clustering. Zones are displayed as dashed lines, color-coded by type. --- ### ⚙️ Settings | Input Name | Description | | ---------------------- | --------------------------------------------------------------------- | | `Lookback Bars Per TF` | Number of bars to scan for pivot highs/lows per timeframe | | `Pivot Left Bars` | Number of bars to the left required to confirm a pivot | | `Pivot Right Bars` | Number of bars to the right required to confirm a pivot | | `Merge Tolerance ($)` | Distance threshold in dollars to merge nearby pivot levels into zones | | `Show TF Labels` | Toggle the text label next to each zone (e.g., “Res Zone”) | --- ### 🛠️ How It Works 1. **Pivot Detection** The script scans each timeframe using `ta.pivothigh()` and `ta.pivotlow()`. 2. **Zone Merging** Pivot levels within the specified `Merge Tolerance` are averaged and treated as a single zone. 3. **Zone Plotting** * **Red dashed lines** = Resistance Zones * **Green dashed lines** = Support Zones * Optional labels show zone type if `Show TF Labels` is enabled --- ### 📈 Usage Tips * Use zones to guide entries, exits, and stop-loss placement. * Combine with trend tools or candlestick confirmation near zones. * Adjust merge tolerance to match instrument volatility and timeframe. --- Let me know if you want this formatted for **TradingView publishing**, or included in a `study()` title block comment.
Indicatore Pine Script®
di kb1ath
Prev Week POC Buy/Sell Signals Hi, I’m Edward. I created a straightforward strategy for swing traders (4hr or 8hr timeframe users). This strategy is for traders that are not interested to look at charts all day long, 2 times a day max, but still be profitable. The indicator: Print a buy signal when the price closes above the previous week's Point of Control (POC). Stay in the trade until the price closes below the previous week's POC, then print a sell signal. The indicator calculates the weekly POC using a basic volume profile method, then tracks the previous week's POC for signals. Previous week POC is valid from Monday to Thursday. By close of business on Thursday, the current week trend and POC should be well established and should be used make buy or sell decisions. Enjoy!
Indicatore Pine Script®
di EDCHATILLON
Ultimate Regression Channel v5.0 [WhiteStone_Ibrahim]Ultimate Regression Channel v5.0: Comprehensive User Guide This indicator is designed to visualize the current trend, potential support/resistance levels, and market volatility through a statistical analysis of price action. At its core, it plots a regression line (a trend line) based on prices over a specific period and adds channels based on standard deviation around this line. 1. Core Features and Settings Length Mode: Numerical (Manual): You define the number of bars to be used for the regression channel calculation. You can use lower values (e.g., 50-100) for short-term analysis and higher values (e.g., 200-300) to identify long-term trends. Automatic (Based on Market Structure): This mode automatically draws the channel starting from the highest high or lowest low that has formed within the Auto Scan Period. This allows the indicator to adapt itself to significant market turning points (swing points), which is highly useful. Regression Model: Linear: Calculates the trend as a straight line. It generally works well in stable, short-to-medium-term trends. Logarithmic: Calculates the trend as a curved line. It more accurately reflects price action, especially on long-term charts or for assets that experience exponential growth/decline (like cryptocurrencies or growth stocks). Channel Widths: These settings determine how far from the central trend line (in terms of standard deviations) the channels will be drawn. The 0 (Inner), 1 (Middle), and 2 (Outer) channels represent the "normal" range of price movement and the "extreme" zones. Statistically, about 95% of all price action occurs within the outer channels (2nd standard deviation). 2. Visual Extras and Their Interpretation Breakout Style: This feature alerts you when the price closes above the uppermost channel (Channel 2) with a green arrow/background or below the lowermost channel with a red arrow/background. This is a very important signal. A breakout can signify that the current trend is strengthening and likely to continue (a breakout/trend-following strategy) or that the market has become overextended and may be due for a reversal (an exhaustion/top-bottom signal). It is critical to confirm this signal with other indicators (e.g., RSI, Volume). Info Label: This provides an at-a-glance summary of the channel on the right side of the chart: Trend Status: Identifies the trend as "Uptrend," "Downtrend," or "Sideways" based on the slope of the centerline. The Horizontal Threshold setting allows you to filter out noise by treating very small slopes as "Sideways." Regression Model and Length: Shows your current settings. Trend Slope: A numerical value representing how steep or weak the trend is. Channel Width: Shows the price difference between the outermost channels. This is a measure of current volatility. A widening channel indicates increasing volatility, while a narrowing one indicates decreasing volatility. 3. What Users Should Pay Attention To & Best Practices Define Your Strategy: Mean Reversion or Breakout? Mean Reversion: If the market is in a ranging or gently trending phase, the price will tend to revert to the centerline after hitting the outer channels (overbought/oversold zones). In this case, the outer channels can be considered opportunities to sell (upper channel) or buy (lower channel). Breakout: If a strong trend is in place, a price close beyond an outer channel can be a sign that the trend is accelerating. In this scenario, one might consider taking a position in the direction of the breakout. Correctly analyzing the current market state (ranging vs. trending) is key to deciding which strategy to employ. Don't Use It in Isolation: No indicator is a holy grail. Use the Regression Channel in conjunction with other tools. Confirm signals with RSI divergences for overbought/oversold conditions, Moving Averages for the overall trend direction, or Volume indicators to confirm the strength of a breakout. Choose the Right Model: On shorter-term charts (e.g., 1-hour, 4-hour), the Linear model is often sufficient. However, on long-term charts like the daily, weekly, or monthly, the Logarithmic model will provide much more accurate results, especially for assets with parabolic movements. The Power of Automatic Mode: The Automatic length mode is often the most practical choice because it finds the most logical starting point for you. It saves you the trouble of adjusting settings, especially when analyzing different assets or timeframes. Use the Alerts: If you don't want to miss the moment the price touches a key channel line, set up an alert from the Alert Settings section for your desired line (e.g., only the "Outer Channels"). This helps you catch opportunities even when you are not in front of the screen.
Indicatore Pine Script®
di WhiteStone_Ibrahim
Cycle Composite 3.6 WeightedThe Cycle Composite is a multi-factor market cycle model designed to classify long-term market behavior into distinct phases using normalized and weighted data inputs. It combines ten key on-chain, dominance, volatility, sentiment, and trend-following metrics into a single composite output. The goal is to provide a clearer understanding of where the market may stand in the broader cycle (e.g., accumulation, early bull, late bull, or euphoria). This version (3.4) introduces flexible weighting, trend strength markers, and additional context-aware signals such as risk-on confirmations and altseason flags. Phases Identified: The model categorizes the market into one of five zones: Euphoria (> 85) Late Bull (70 – 85) Mid Bull (50 – 70) Early Bull (30 – 50) Fear (< 30) Each phase is determined by a smoothed EMA of the weighted composite score. Data Sources and Metrics Used (10 total): BTC Dominance (CRYPTOCAP:BTC.D) Stablecoin Dominance (USDT + USDC average) (inverted for risk-on) ETH Dominance (CRYPTOCAP:ETH.D) BBWP (normalized Bollinger Band Width % over 1-year window) WVF (Williams VIX Fix for volatility spike detection) NUPL (Net Unrealized Profit/Loss, external source) CMF (Chaikin Money Flow, smoothed volume accumulation) CEX Open Interest (custom input from DAO / external source) Whale Inflows (custom input from whale exchange transfer data) Google Trends Average (BTC, Crypto, Altcoin terms) All inputs are normalized over a 200-bar window and combined via weighted averaging, where each weight is user-configurable. Additional Features: Phase Labels: Labels are printed only when a new phase is entered. Bull Continuation Marker: Triangle up when composite makes higher highs and NUPL increases. Weakening Marker: Triangle down when composite rolls over in Late Bull and NUPL falls. Risk-On Signal: Green circle appears when CMF and Google Trends are both rising. Altseason Flag: Orange diamond appears when dominance of "others.d" exceeds BTC.D and ETH.D and composite is above 50. Background Shading: Each phase is shaded with a semi-transparent background color. Timeframe-Aware Display: All markers and signals are shown only on weekly timeframe for clarity. Intended Use: This script is intended for educational and macro-trend analysis purposes. It can be used to: Identify macro cycle position (accumulation, bull phases, euphoria, etc.) Spot long-term trend continuation or weakening signals Add context to price action with external on-chain and sentiment data Time rotation events such as altseason risk Disclaimer: This script does not constitute financial advice. It is intended for informational and research purposes only. Users should conduct their own due diligence and analysis before making investment decisions.
Indicatore Pine Script®
di 0xInverse
3
Intraweek Highs & Lows🔎 Track and analyze intraweek price extremes with full flexibility. The indicator detects weekly highs or lows for any selected weekday and monitors when other days break those levels. ⚙️ Inputs Select day Pick which weekday’s extreme you want to monitor. Find Low/High Select whether you want to track Lows or Highs. Use candle Wick/Body Choose if extremes are calculated by full wick or candle body. Cutoff date Toggle the date-based filter and choose the starting date for event display.
Indicatore Pine Script®
di itsMisterPump
[FS] Time & Cycles Time & Cycles A comprehensive trading session indicator that helps traders identify and track key market sessions and their price levels. This tool is particularly useful for forex and futures traders who need to monitor multiple trading sessions. Key Features: • Multiple Session Support: - London Session - New York Session - Sydney Session - Asia Session - Customizable TBD Session • Session Visualization: - Clear session boxes with customizable colors - Session labels with adjustable visibility - Support for sessions crossing midnight - Timezone-aware calculations • Price Level Tracking: - Daily High/Low levels - Weekly High/Low levels - Previous session High/Low levels - Customizable history depth for each level type • Customization Options: - Adjustable colors for each session - Customizable border styles - Label visibility controls - Timezone selection - History level depth settings • Technical Features: - High-performance calculation engine - Support for multiple timeframes - Efficient memory usage - Clean and intuitive visual display Perfect for: • Forex traders monitoring multiple sessions • Futures traders tracking market hours • Swing traders identifying key session levels • Day traders planning their trading hours • Market analysts studying session patterns The indicator helps traders: - Identify active trading sessions - Track session-specific price levels - Monitor market activity across different time zones - Plan trades based on session boundaries - Analyze price action within specific sessions Note: This indicator is designed to work across all timeframes and is optimized for performance with minimal impact on chart loading times.
Indicatore Pine Script®
di SF_Trade
Rolling Z-Score Trend [QuantAlgo]🟢 Overview The Rolling Z-Score Trend measures how far the current price deviates from its rolling mean in terms of standard deviations. It transforms price data into standardized scores to identify overbought and oversold conditions while tracking momentum shifts. The indicator displays a Z-Score line showing price deviation from statistical norms, with background momentum columns showing the rate of change in these deviations. This helps traders and investors identify mean reversion opportunities and momentum shifts across different asset classes and timeframes. 🟢 How It Works The indicator uses the Z-Score formula: Z = (X - μ) / σ, where X is the current closing price, μ is the rolling mean, and σ is the rolling standard deviation over a user-defined lookback period. This creates a dynamic baseline that adapts to changing market conditions and standardizes price movements for interpretation across different assets and volatility conditions. The raw Z-Score undergoes 3-period EMA smoothing to reduce noise while maintaining responsiveness to market signals. Beyond the basic Z-Score calculation, the indicator measures the rate of change in Z-Score values between successive bars, displayed as background momentum columns. This momentum component shows acceleration and deceleration of statistical deviations. All calculations are processed through confirmation filters, displaying signals only on confirmed bars to reduce premature signals based on incomplete price action. 🟢 How to Use 1. Z-Score Interpretation and Threshold Zones Positive Values (Above Zero) : Price trading above statistical mean, suggesting bullish momentum or potential overbought conditions Negative Values (Below Zero) : Price trading below statistical mean, suggesting bearish momentum or potential oversold conditions Zero Line Crosses : Signal transitions between statistical regimes and potential trend changes Upper Threshold Zone : Area above entry threshold (default 1.5) indicating potential overbought conditions Lower Threshold Zone : Area below negative entry threshold (default -1.5) indicating potential oversold conditions Extreme Values (±2.0 or higher) : Statistically significant deviations that may indicate reversal opportunities 2. Momentum Background Analysis and Info Table Green Columns : Accelerating positive momentum in Z-Score values Red Columns : Accelerating negative momentum in Z-Score values Column Height : Magnitude of momentum change between bars Momentum Divergence : When columns contradict primary Z-Score direction, often signals impending reversals Info Table : Displays real-time numerical values for both Z-Score and momentum, including trend direction indicators and bar-to-bar change calculations for position management 3. Preconfigured Settings Default : Balanced performance across multiple timeframes and asset classes for general trading and medium-term position management. Scalping : Responsive setup for ultra-short-term trading on 1-15 minute charts with frequent signals and increased sensitivity to quick price movements. Swing Trading : Optimized for multi-day positions with noise filtering, focusing on larger price swings. Most effective on 1-4 hour and daily timeframes. Trend Following : Maximum smoothing that prioritizes established trends over short-term volatility. Generates fewer signals for daily and weekly charts.
Indicatore Pine Script®
di QuantAlgo
18
Yelober - Sector Rotation Detector# Yelober - Sector Rotation Detector: User Guide ## Overview The Yelober - Sector Rotation Detector is a TradingView indicator designed to track sector performance and identify market rotations in real-time. It monitors key sector ETFs, calculates performance metrics, and provides actionable stock recommendations based on sector strength and weakness. ## Purpose This indicator helps traders identify when capital is moving from one sector to another (sector rotation), which can provide valuable trading opportunities. It also detects risk-off conditions in the market and highlights sectors with abnormal trading volume. ## Table Columns Explained ### 1. Sector Displays the sector name being monitored. The indicator tracks six primary sectors plus the S&P 500: - Energy (XLE) - Financial (XLF) - Technology (XLK) - Consumer Staples (XLP) - Utilities (XLU) - Consumer Discretionary (XLY) - S&P 500 (SPY) ### 2. Perf % Shows the daily percentage performance of each sector ETF. Values are color-coded: - Green: Positive performance - Red: Negative performance Positive values display with a "+" sign (e.g., +1.25%) ### 3. RSI Displays the Relative Strength Index value for each sector, which helps identify overbought or oversold conditions: - Values above 70 (highlighted in red): Potentially overbought - Values below 30 (highlighted in green): Potentially oversold - Values between 30-70 (highlighted in blue): Neutral territory ### 4. Vol Ratio Shows the volume ratio, which compares today's volume to the average volume over the lookback period: - Values above 1.5x (highlighted in yellow): Indicates abnormally high trading volume - Values below 1.5x (highlighted in blue): Normal trading volume This helps identify sectors with unusual activity that may signal important price movements. ### 5. Trend Displays the current price trend direction with symbols: - ▲ (green): Uptrend (today's close > yesterday's close) - ▼ (red): Downtrend (today's close < yesterday's close) - ◆ (gray): Neutral (today's close = yesterday's close) ## Summary & Recommendations Section The summary section provides: 1. **Sector Rotation Detection**: Identifies when there's a significant performance gap (>2%) between the strongest and weakest sectors. 2. **Risk-Off Mode Detection**: Alerts when defensive sectors (Consumer Staples and Utilities) are positive while Technology is negative, which often signals investors are moving to safer assets. 3. **Strong Volume Detection**: Indicates when any sector shows abnormally high trading volume. 4. **Stock Recommendations**: Suggests specific stocks to consider for long positions (from the strongest sectors) and short positions (from the weakest sectors). ## Example Interpretations ### Example 1: Sector Rotation If you see: - Technology: -1.85% - Financial: +2.10% - Summary shows: "SECTOR ROTATION DETECTED: Rotation from Technology to Financial" **Interpretation**: Capital is moving out of tech stocks and into financial stocks. This could be due to rising interest rates, which typically benefit banks while pressuring high-growth tech companies. Consider looking at financial stocks like JPM, BAC, and WFC for potential long positions. ### Example 2: Risk-Off Conditions If you see: - Consumer Staples: +0.80% - Utilities: +1.20% - Technology: -1.50% - Summary shows: "RISK-OFF MODE DETECTED" **Interpretation**: Investors are seeking safety in defensive sectors while selling growth-oriented tech stocks. This often occurs during market uncertainty or ahead of economic concerns. Consider reducing exposure to high-beta stocks and possibly adding defensive names like PG, KO, or NEE. ### Example 3: Volume Spike If you see: - Energy: +3.20% with Volume Ratio 2.5x (highlighted in yellow) - Summary shows: "STRONG VOLUME DETECTED" **Interpretation**: The energy sector is making a strong move with significantly higher-than-average volume, suggesting conviction behind the price movement. This could indicate the beginning of a sustained trend in energy stocks. Consider names like XOM, CVX, and COP. ## How to Use the Indicator 1. Apply the indicator to any chart (works best on daily timeframes). 2. Customize settings if needed: - Timeframe: Choose between intraday (60 or 240 minutes), daily, or weekly - Lookback Period: Adjust the historical comparison period (default: 20) - RSI Period: Modify the RSI calculation period (default: 14) 3. To refresh the data: Click the settings icon, increase the "Click + to refresh data" counter, and click "OK". 4. Identify opportunities based on sector performance, RSI levels, volume ratios, and the summary recommendations. This indicator helps traders align with market rotation trends and identify which sectors (and specific stocks) may outperform or underperform in the near term.
Indicatore Pine Script®
di yelober
7
Luma DCA Tracker (BTC)Luma DCA Tracker (BTC) – User Guide Function This indicator simulates a regular Bitcoin investment strategy (Dollar Cost Averaging). It calculates and visualizes: Accumulated BTC amount Average entry price Total amount invested Current portfolio value Profit/loss in absolute and percentage terms Settings Investment per interval Fixed amount to be invested at each interval (e.g., 100 USD) Start date The date when DCA simulation begins Investment interval Choose between: daily, weekly, every 14 days, or monthly Show investment data Displays additional chart lines (total invested, value, profit, etc.) Chart Elements Orange line: Average DCA entry price Grey dots: Entry points based on selected interval Info box (bottom left): Live summary of all key values Notes Purchases are simulated at the closing price of each interval No fees, slippage, or taxes are included The indicator is a simulation only and not linked to an actual portfolio
Indicatore Pine Script®
di Luma-Signals
Flux Capacitor (FC)# Flux Capacitor **A volume-weighted, outlier-resistant momentum oscillator designed to expose hidden directional pressure from institutional participants.** --- ### Why "Flux Capacitor"? The name pays homage to the fictional energy core in *Back to the Future* — an invisible engine that powers movement. Similarly, this indicator detects whether price movement is being powered by real market participation (volume) or if it's coasting without conviction. --- ### Methodology The Flux Capacitor fuses three statistical layers: - **Normalized Momentum**: `(Close – Open) / ATR` Controls for raw price size and volatility. - **Volume Scaling**: Amplifies the effect of price moves that occur with elevated volume. - **Robust Normalization**: - *Winsorization* caps outlier spikes. - *MAD-Z scoring* normalizes the signal across assets (crypto, futures, stocks). - This produces consistent scaling across timeframes and symbols. The result is a smooth oscillator that reliably indicates **liquidity-backed momentum** — not just price movement. --- ### Signal Events - **Divergence (D)**: Price makes higher highs or lower lows, but Flux does not. - **Absorption (A)**: Candle shows high volume and small body, while Flux opposes the candle direction — indicates smart money stepping in. - **Compression (◆)**: High volume with low momentum — potential breakout zone. - **Zero-Cross**: Indicates directional regime flip. - **Flux Acceleration**: Histogram shows pressure rate of change. - **Regime Background**: Color fades with weakening trend conviction. All signals are color-coded and visually compact for easy pattern recognition. --- ### Interpreting Divergence & Absorption Correctly Signal strength improves significantly when it appears **in the correct zone**: #### Divergence: | Signal | Zone | Meaning | Strength | |--------|------------|------------------------------------------|--------------| | Green D | Below 0 | Bullish reversal forming in weakness | **Strong** | | Green D | Above 0 | Bullish, but less convincing | Moderate | | Red D | Above 0 | Bearish reversal forming in strength | **Strong** | | Red D | Below 0 | Bearish continuation — low warning value | Weak | #### Absorption: | Signal | Zone | Meaning | Strength | |--------|------------|-----------------------------------------|--------------| | Green A | Below 0 | Buyers absorbing panic-selling | **Strong** | | Green A | Above 0 | Support continuation | Moderate | | Red A | Above 0 | Sellers absorbing FOMO buying | **Strong** | | Red A | Below 0 | Trend continuation — not actionable | Weak | Look for **absorption or divergence signals in “enemy territory”** for the most actionable entries. --- ### Reducing Visual Footprint If your chart shows a long line of numbers across the top of the Flux Capacitor pane (e.g. "FC 14 20 9 ... Bottom Right"), it’s due to TradingView’s *status line input display*. **To fix this**: Right-click the indicator pane → **Settings** → **Status Line** tab → uncheck “Show Indicator Arguments”. This frees up vertical space so top-edge signals (like red `D` or yellow `◆`) remain visible and unobstructed. --- ### Features - Original MAD-Z based momentum design - True volume-based divergence and absorption logic - Built-in alerts for all signal types - Works across timeframes (1-min to weekly) - Minimalist, responsive layout - 25+ customizable parameters - No future leaks, no repainting --- ### Usage Scenarios - **Trend confirmation**: Flux > 0 confirms bullish trend strength - **Reversal detection**: Divergence or absorption in opposite territory = high-probability reversal - **Breakout anticipation**: Compression signal inside range often precedes directional move - **Momentum shifts**: Watch for zero-crosses + flux acceleration spikes --- ### ⚠ Visual Note for BTC, ETH, Crude Oil & Futures These high-priced or rapidly accelerating instruments can visually compress any linear oscillator. You may notice the Flux Capacitor’s line appears "flat" or muted on these assets — especially over long lookbacks. > **This does not affect signal validity.** Divergence, absorption, and compression triggers still fire based on underlying logic — only the line’s amplitude appears reduced due to scaling constraints. --- ### Disclaimer This indicator is for educational purposes only. It is not trading advice. Past results do not guarantee future performance. Use in combination with your own risk management and analysis.
Indicatore Pine Script®
di Finntech1
Magnificent 7 OscillatorThe Magnificent 7 Oscillator is a sophisticated momentum-based technical indicator designed to analyze the collective performance of the seven largest technology companies in the U.S. stock market (Apple, Microsoft, Alphabet, Amazon, NVIDIA, Tesla, and Meta). This indicator incorporates established momentum factor research and provides three distinct analytical modes: absolute momentum tracking, equal-weighted market comparison, and relative performance analysis. The tool integrates five different oscillator methodologies and includes advanced breadth analysis capabilities. Theoretical Foundation Momentum Factor Research The indicator's foundation rests on seminal momentum research in financial markets. Jegadeesh and Titman (1993) demonstrated that stocks with strong price performance over 3-12 month periods tend to continue outperforming in subsequent periods¹. This momentum effect was later incorporated into formal factor models by Carhart (1997), who extended the Fama-French three-factor model to include a momentum factor (UMD - Up Minus Down)². The momentum calculation methodology follows the academic standard: Momentum(t) = / P(t-n) × 100 Where P(t) is the current price and n is the lookback period. The focus on the "Magnificent 7" stocks reflects the increasing market concentration observed in recent years. Fama and French (2015) noted that a small number of large-cap stocks can drive significant market movements due to their substantial index weights³. The combined market capitalization of these seven companies often exceeds 25% of the total S&P 500, making their collective momentum a critical market indicator. Indicator Architecture Core Components 1. Data Collection and Processing The indicator employs robust data collection with error handling for missing or invalid security data. Each stock's momentum is calculated independently using the specified lookback period (default: 14 periods). 2. Composite Oscillator Calculation Following Fama-French factor construction methodology, the indicator offers two weighting schemes: - Equal Weight: Each active stock receives identical weighting (1/n) - Market Cap Weight: Reserved for future enhancement 3. Oscillator Transformation Functions The indicator provides five distinct oscillator types, each with established technical analysis foundations: a) Momentum Oscillator (Default) - Pure rate-of-change calculation - Centered around zero - Direct implementation of Jegadeesh & Titman methodology b) RSI (Relative Strength Index) - Wilder's (1978) relative strength methodology - Transformed to center around zero for consistency - Scale: -50 to +50 c) Stochastic Oscillator - George Lane's %K methodology - Measures current position within recent range - Transformed to center around zero d) Williams %R - Larry Williams' range-based oscillator - Inverse stochastic calculation - Adjusted for zero-centered display e) CCI (Commodity Channel Index) - Donald Lambert's mean reversion indicator - Measures deviation from moving average - Scaled for optimal visualization Operational Modes Mode 1: Magnificent 7 Analysis Tracks the collective momentum of the seven constituent stocks. This mode is optimal for: - Technology sector analysis - Growth stock momentum assessment - Large-cap performance tracking Mode 2: S&P 500 Equal Weight Comparison Analyzes momentum using an equal-weighted S&P 500 reference (typically RSP ETF). This mode provides: - Broader market momentum context - Size-neutral market analysis - Comparison baseline for relative performance Mode 3: Relative Performance Analysis Calculates the momentum differential between Magnificent 7 and S&P 500 Equal Weight. This mode enables: - Sector rotation analysis - Style factor assessment (Growth vs. Value) - Relative strength identification Formula: Relative Performance = MAG7_Momentum - SP500EW_Momentum Signal Generation and Thresholds Signal Classification The indicator generates three signal states: - Bullish: Oscillator > Upper Threshold (default: +2.0%) - Bearish: Oscillator < Lower Threshold (default: -2.0%) - Neutral: Oscillator between thresholds Relative Performance Signals In relative performance mode, specialized thresholds apply: - Outperformance: Relative momentum > +1.0% - Underperformance: Relative momentum < -1.0% Alert System Comprehensive alert conditions include: - Threshold crossovers (bullish/bearish signals) - Zero-line crosses (momentum direction changes) - Relative performance shifts - Breadth Analysis Component The indicator incorporates market breadth analysis, calculating the percentage of constituent stocks with positive momentum. This feature provides insights into: - Strong Breadth (>60%): Broad-based momentum - Weak Breadth (<40%): Narrow momentum leadership - Mixed Breadth (40-60%): Neutral momentum distribution Visual Design and User Interface Theme-Adaptive Display The indicator automatically adjusts color schemes for dark and light chart themes, ensuring optimal visibility across different user preferences. Professional Data Table A comprehensive data table displays: - Current oscillator value and percentage - Active mode and oscillator type - Signal status and strength - Component breakdowns (in relative performance mode) - Breadth percentage - Active threshold levels Custom Color Options Users can override default colors with custom selections for: - Neutral conditions (default: Material Blue) - Bullish signals (default: Material Green) - Bearish signals (default: Material Red) Practical Applications Portfolio Management - Sector Allocation: Use relative performance mode to time technology sector exposure - Risk Management: Monitor breadth deterioration as early warning signal - Entry/Exit Timing: Utilize threshold crossovers for position sizing decisions Market Analysis - Trend Identification: Zero-line crosses indicate momentum regime changes - Divergence Analysis: Compare MAG7 performance against broader market - Volatility Assessment: Oscillator range and frequency provide volatility insights Strategy Development - Factor Timing: Implement growth factor timing strategies - Momentum Strategies: Develop systematic momentum-based approaches - Risk Parity: Use breadth metrics for risk-adjusted portfolio construction Configuration Guidelines Parameter Selection - Momentum Period (5-100): Shorter periods (5-20) for tactical analysis, longer periods (50-100) for strategic assessment - Smoothing Period (1-50): Higher values reduce noise but increase lag - Thresholds: Adjust based on historical volatility and strategy requirements Timeframe Considerations - Daily Charts: Optimal for swing trading and medium-term analysis - Weekly Charts: Suitable for long-term trend analysis - Intraday Charts: Useful for short-term tactical decisions Limitations and Considerations Market Concentration Risk The indicator's focus on seven stocks creates concentration risk. During periods of significant rotation away from large-cap technology stocks, the indicator may not represent broader market conditions. Momentum Persistence While momentum effects are well-documented, they are not permanent. Jegadeesh and Titman (1993) noted momentum reversal effects over longer time horizons (2-5 years). Correlation Dynamics During market stress, correlations among the constituent stocks may increase, reducing the diversification benefits and potentially amplifying signal intensity. Performance Metrics and Backtesting The indicator includes hidden plots for comprehensive backtesting: - Individual stock momentum values - Composite breadth percentage - S&P 500 Equal Weight momentum - Relative performance calculations These metrics enable quantitative strategy development and historical performance analysis. References ¹Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. Journal of Finance, 48(1), 65-91. Carhart, M. M. (1997). On persistence in mutual fund performance. Journal of Finance, 52(1), 57-82. Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116(1), 1-22. Wilder, J. W. (1978). New concepts in technical trading systems. Trend Research.
Indicatore Pine Script®
di EdgeTools
6
1 Candle SMT Divergence (Nephew_Sam_)📊 1 Candle SMT Divergence Detector 3-Way Smart Money Theory (SMT) Divergence Scanner for Multi-Symbol Analysis This indicator identifies 1-candle SMT divergences by comparing one primary symbol against up to 2 correlation symbols across multiple timeframes simultaneously. Perfect for detecting institutional smart money moves and market inefficiencies. 🎯 Key Features: 3-Way Comparison: Compare 1 "From" symbol vs 2 "To" symbols (configurable) 5 Symbol Pairs: Pre-configure up to 5 different symbol combinations Multi-Timeframe: Scan 5 timeframes simultaneously (Chart, 1H, 4H, Daily, Weekly) Smart Filtering: Only displays timeframes equal to or higher than your chart Real-Time Detection: Compares current vs previous candle highs/lows Visual Alerts: Clean table display with color-coded divergence status Line Drawing: Optional trend lines connecting divergence points Replay Compatible: Works with TradingView's replay mode 📈 How It Works: Detects when one symbol makes a higher high while correlated symbols make lower highs (and vice versa for lows). This creates SMT divergence signals that often precede significant market moves.
Indicatore Pine Script®
di nephew_sam_
6