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BB 100 with Barcolors6/19/15 I added confirmation highlight bars to the code. In other words, if a candle bounced off the lower Bollinger band, it needed one more close above the previous candle to confirm a higher probability that a change in investor sentiment has reversed. Same is true for upper Bollinger band bounces. I also added confirmation highlight bars to the 100 sma (the basis). The idea is that lower and upper bands are potential points of support and resistance. The same is true of the basis if a trend is to continue. 6/28/15 I added a plotshape to identify closes above/below TLine. One thing this system points out is it operates best in a trend reversal. Consolidations will whipsaw the indicator too much. I have found that when this happens, if using daily candles, switch to hourly, 30 min, etc., to catch a better signal. Nothing moves in a straight line. As with any indicator, it is a tool to be used in conjunction with the art AND science of trading. As always, try the indicator for a time so that you are comfortable enough to use real money. This is designed to be used with "BB 25 with Barcolors".
Indicatore Pine Script®
di rmwaddelljr
BB 100 with Barcolors6/19/15 I added confirmation highlight bars to the code. In other words, if a candle bounced off the lower Bollinger band, it needed one more close above the previous candle to confirm a higher probability that a change in investor sentiment has reversed. Same is true for upper Bollinger band bounces. I also added confirmation highlight bars to the 100 sma (the basis). The idea is that lower and upper bands are potential points of support and resistance. The same is true of the basis if a trend is to continue. Nothing moves in a straight line. As with any indicator, it is a tool to be used in conjunction with the art AND science of trading. As always, try the indicator for a time so that you are comfortable enough to use real money. This is designed to be used with "BB 25 with Barcolors".
Indicatore Pine Script®
di rmwaddelljr
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex) # Short Description Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX. --- # What it does (Quick) * **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle. * **Real-time** — accumulates intrabar volume live by tick-direction. * **History Mode** — splits Up/Down on closed bars via simple or range-aware logic. * **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend). * **Contextual opacity** — stronger signals appear bolder. * **Label density** — draw every N-th bar and limit to last X bars for performance. * **Alerts** — thresholds for |Δ|, Δ%, and UpShare%. --- # How it works (Real-Time vs History) * **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available. * **History (closed bars):** * **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history. * **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars. * **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low. * **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**. --- # Rows & Meaning * **Volume** — total bar volume (no split). * **UpVol / DownVol** — directional intrabar volume. * **Delta (Δ)** — UpVol − DownVol. * **Absolute**: raw units * **Relative (Δ%)**: Δ / (Up+Down) × 100 * **Both**: shows both formats * **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish. * Helpful icons: ▲ (>65%), ▼ (<35%). --- # MTF Dashboard (🔧 Enable Dashboard) A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons. --- # Inputs (Grouped) ## Display * Toggle rows: **Volume / Up / Down / Delta / UpShare** * **Delta Display**: Absolute / Relative / Both ## Realtime & History * **History Mode**: Auto / None / Approx / Price Action Based * **Compact Numbers**: 1.2k, 1.25M, 3.4B… ## Theme & UI * **Theme Mode**: Auto / Light / Dark * **Row Spacing**: vertical spacing between rows * **Top Row Y**: moves the whole grid vertically * **Draw Guide Lines**: faint dotted guides * **Text Size**: Tiny / Small / Normal / Large ## 🔧 Dashboard Settings * **Enable Dashboard** * **📏 Table Text Size**: Tiny…Huge * **🦓 Zebra Rows** * **🔲 Table Border** ## ⏰ Timeframes (for Dashboard) * **M1…D1** toggles ## Contextual Coloring * **Enable Contextual Coloring**: opacity by signal strength * **Δ% cap / Share offset cap**: saturation caps * **Min/Max transparency**: solid vs faint extremes ## Label Density & Size * **Show every N-th bar**: draw labels only every Nth bar * **Limit to last X bars**: keep labels only in the most recent X bars ## Colors * Up / Down / Text / Guide ## Alerts * **Delta Threshold (abs)** — |Δ| in volume units * **UpShare > / <** — bullish/bearish thresholds * **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels --- # How to use (Quick Start) 1. Add the indicator to your chart (overlay=false → separate pane). 2. **History Mode**: * Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history. * Stocks/Index → prefer **None** or **Price Action Based** for safer splits. 3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**. 4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves. 5. **Dashboard**: enable and pick only the TFs you actually use. 6. **Alerts**: set thresholds (ideas below). --- # Alerts (in TradingView) Add alert → pick this indicator → choose any of: * **Delta exceeds threshold** (|Δ| > X) * **UpShare above threshold** (UpShare% > X) * **UpShare below threshold** (UpShare% < X) * **Relative Delta above +X%** * **Relative Delta below −X%** **Starter thresholds (tune per symbol & TF):** * **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish) * **FX (tick volume)**: UpShare > 60–65% or < 40–35% * **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k) --- # Notes by Market Type * **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx. * **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday. * **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx. --- # “All Timeframes” accuracy * Works on **any TF** (M1 → D1/W1). * **Real-time accuracy** is strong for the open bar (live accumulation). * **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced). * The MTF dashboard uses `request.security` and therefore follows the same logic per TF. --- # Trade Ideas (Use-Cases) * **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries. * **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend. * **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias. --- # Advantages * **True-feeling live flow** on the open bar. * **Adaptable history** (three modes) to match data quality. * **Clean visual layout** with guides, compact numbers, contextual opacity. * **MTF snapshot** for quick bias read. * **Performance controls** (last X bars, every N-th bar). --- # Limitations & Care * **FX uses tick volume** — interpret Δ/Share accordingly. * **History Mode is an approximation** — confirm with trend/structure/liquidity context. * **Illiquid symbols** can produce noisy or contradictory signals. * **Too many labels** can slow charts → raise N, lower X, or disable guides. --- # Best Practices (Checklist) * Crypto/Futures: prefer **Price Action Based** for history. * Stocks: **None** or **Price Action Based**; be cautious with **Approx**. * FX: pair Δ% & UpShare% with session context (London/NY) and volatility. * If labels overlap: tweak **Row Spacing** and **Text Size**. * In the dashboard, keep only the TFs you actually act on. * Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset. --- # FAQ **1) Why do some closed bars show 0%/100% UpShare?** You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits. **2) Δ% looks strong but price doesn’t move — why?** Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations. **3) Performance slowdown — what to do?** Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**. **4) Dashboard values don’t “match” the grid exactly?** Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal. --- # Short “Store” Marketing Blurb Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
Indicatore Pine Script®
di a_jabbaroff
Commodity Channel Index DualThe CCI Dual is a custom TradingView indicator built in Pine Script v5, designed to help traders identify potential buy and sell signals using two Commodity Channel Index (CCI) oscillators. It combines a shorter-period CCI (default: 14) for quick momentum detection with a longer-period CCI (default: 50) for confirmation, focusing on mean-reversion opportunities in overbought or oversold conditions. This setup is particularly suited for volatile markets like cryptocurrencies on higher timeframes (e.g., 3-day charts), where it highlights reversals by requiring both CCIs to cross out of extreme zones within a short window (default: 3 bars). The indicator plots the CCIs, customizable bands (inner: 100, OB/OS: 175, outer: 200), dynamic fills for visual emphasis, background highlights for signals, and alert conditions for notifications. How It Works The indicator calculates two CCIs based on user-defined lengths and source (default: close price): CCI Calculation: CCI measures price deviation from its average, using the formula: CCI = (Typical Price - Simple Moving Average) / (0.015 * Mean Deviation). The short CCI reacts faster to price changes, while the long CCI provides smoother, trend-aware confirmation. Overbought/Oversold Levels: Customizable thresholds define extremes (Overbought at +175, Oversold at -175 by default). Bands are plotted at inner (±100), mid (±175 dashed), and outer (±200) levels, with gray fills for the outer zones. Dynamic Fills: The longer CCI is used to shade areas beyond OB/OS levels in red (overbought) or green (oversold) for quick visual cues. Signals: Buy Signal: Triggers when both CCIs cross above the Oversold level (-175) within the signal window (3 bars). This suggests a potential upward reversal from an oversold state. Sell Signal: Triggers when both cross below the Overbought level (+175) within the window, indicating a possible downward reversal. Visuals and Alerts: Buy signals highlight the background green, sells red. Separate alertconditions allow setting TradingView alerts for buys or sells independently. Customization: Adjust lengths, levels, and window via inputs to fit your timeframe or asset—e.g., higher OB/OS for crypto volatility. This logic reduces noise by requiring dual confirmation, but like all oscillators, it can produce false signals in strong trends where prices stay extended. To mitigate false signals (e.g., in trending markets), layer the CCI Dual with MACD (default: 12,26,9) and RSI (default: 14) for multi-indicator confirmation: With MACD: Only take CCI buys if the MACD line is above the signal line (or histogram positive), confirming bullish momentum. For sells, require MACD bearish crossover. This filters counter-trend signals by aligning with trend strength—e.g., ignore CCI sells if MACD shows upward momentum. With RSI: Confirm CCI oversold buys only if RSI is below 30 and rising (or shows bullish divergence). For overbought sells, RSI above 70 and falling. This adds overextension validation, reducing whipsaws in crypto trends. I made this customizable for you to find what works best for your asset you are trading. I trade the 6 hour and 3 day timeframe mainly on major cryptocurrency pairs. I hope you enjoy this script and it serves you well.
Indicatore Pine Script®
di MonkeyPhone
Advanced Range Analyzer ProAdvanced Range Analyzer Pro – Adaptive Range Detection & Breakout Forecasting Overview Advanced Range Analyzer Pro is a comprehensive trading tool designed to help traders identify consolidations, evaluate their strength, and forecast potential breakout direction. By combining volatility-adjusted thresholds, volume distribution analysis, and historical breakout behavior, the indicator builds an adaptive framework for navigating sideways price action. Instead of treating ranges as noise, this system transforms them into opportunities for mean reversion or breakout trading. How It Works The indicator continuously scans price action to identify active range environments. Ranges are defined by volatility compression, repeated boundary interactions, and clustering of volume near equilibrium. Once detected, the indicator assigns a strength score (0–100), which quantifies how well-defined and compressed the consolidation is. Breakout probabilities are then calculated by factoring in: Relative time spent near the upper vs. lower range boundaries Historical breakout tendencies for similar structures Volume distribution inside the range Momentum alignment using auxiliary filters (RSI/MACD) This creates a live probability forecast that updates as price evolves. The tool also supports range memory, allowing traders to analyze the last completed range after a breakout has occurred. A dynamic strength meter is displayed directly above each consolidation range, providing real-time insight into range compression and breakout potential. Signals and Breakouts Advanced Range Analyzer Pro includes a structured set of visual tools to highlight actionable conditions: Range Zones – Gradient-filled boxes highlight active consolidations. Strength Meter – A live score displayed in the dashboard quantifies compression. Breakout Labels – Probability percentages show bias toward bullish or bearish continuation. Breakout Highlights – When a breakout occurs, the range is marked with directional confirmation. Dashboard Table – Displays current status, strength, live/last range mode, and probabilities. These elements update in real time, ensuring that traders always see the current state of consolidation and breakout risk. Interpretation Range Strength : High scores (70–100) indicate strong consolidations likely to resolve explosively, while low scores suggest weak or choppy ranges prone to false signals. Breakout Probability : Directional bias greater than 60% suggests meaningful breakout pressure. Equal probabilities indicate balanced compression, favoring mean-reversion strategies. Market Context : Ranges aligned with higher timeframe trends often resolve in the dominant direction, while counter-trend ranges may lead to reversals or liquidity sweeps. Volatility Insight : Tight ranges with low ATR imply imminent expansion; wide ranges signal extended consolidation or distribution phases. Strategy Integration Advanced Range Analyzer Pro can be applied across multiple trading styles: Breakout Trading : Enter on probability shifts above 60% with confirmation of volume or momentum. Mean Reversion : Trade inside ranges with high strength scores by fading boundaries and targeting equilibrium. Trend Continuation : Focus on ranges that form mid-trend, anticipating continuation after consolidation. Liquidity Sweeps : Use failed breakouts at boundaries to capture reversals. Multi-Timeframe : Apply on higher timeframes to frame market context, then execute on lower timeframes. Advanced Techniques Combine with volume profiles to identify areas of institutional positioning within ranges. Track sequences of strong consolidations for trend development or exhaustion signals. Use breakout probability shifts in conjunction with order flow or momentum indicators to refine entries. Monitor expanding/contracting range widths to anticipate volatility cycles. Custom parameters allow fine-tuning sensitivity for different assets (crypto, forex, equities) and trading styles (scalping, intraday, swing). Inputs and Customization Range Detection Sensitivity : Controls how strictly ranges are defined. Strength Score Settings : Adjust weighting of compression, volume, and breakout memory. Probability Forecasting : Enable/disable directional bias and thresholds. Gradient & Fill Options : Customize range visualization colors and opacity. Dashboard Display : Toggle live vs last range, info table size, and position. Breakout Highlighting : Choose border/zone emphasis on breakout events. Why Use Advanced Range Analyzer Pro This indicator provides a data-driven approach to trading consolidation phases, one of the most common yet underutilized market states. By quantifying range strength, mapping probability forecasts, and visually presenting risk zones, it transforms uncertainty into clarity. Whether you’re trading breakouts, fading ranges, or mapping higher timeframe context, Advanced Range Analyzer Pro delivers a structured, adaptive framework that integrates seamlessly into multiple strategies.
Indicatore Pine Script®
di BOSWaves
Multi SMA + Golden/Death + Heatmap + BB**Multi SMA (50/100/200) + Golden/Death + Candle Heatmap + BB** A practical trend toolkit that blends classic 50/100/200 SMAs with clear crossover labels, special 🚀 Golden / 💀 Death Cross markers, and a readable candle heatmap based on a dynamic regression midline and volatility bands. Optional Bollinger Bands are included for context. * See trend direction at a glance with SMAs. * Get minimal, de-cluttered labels on important crosses (50↔100, 50↔200, 100↔200). * Highlight big regime shifts with special Golden/Death tags. * Read momentum and volatility with the candle heatmap. * Add Bollinger Bands if you want classic mean-reversion context. Designed to be lightweight, non-repainting on confirmed bars, and flexible across timeframes. # What This Indicator Does (plain English) * **Tracks trend** using **SMA 50/100/200** and lets you optionally compute each SMA on a higher or different timeframe (HTF-safe, no lookahead). * **Prints labels** when SMAs cross each other (up or down). You can force signals only after bar close to avoid repaint. * **Marks Golden/Death Crosses** (50 over/under 200) with special labels so major regime changes stand out. * **Colors candles** with a **heatmap** built from a regression midline and volatility bands—greenish above, reddish below, with a smooth gradient. * **Optionally shows Bollinger Bands** (basis SMA + stdev bands) and fills the area between them. * **Includes alert conditions** for Golden and Death Cross so you can automate notifications. --- # Settings — Simple Explanations ## Source * **Source**: Price source used to calculate SMAs and Bollinger basis. Default: `close`. ## SMA 50 * **Show 50**: Turn the SMA(50) line on/off. * **Length 50**: How many bars to average. Lower = faster but noisier. * **Color 50** / **Width 50**: Visual style. * **Timeframe 50**: Optional alternate timeframe for SMA(50). Leave empty to use the chart timeframe. ## SMA 100 * **Show 100**: Turn the SMA(100) line on/off. * **Length 100**: Bars used for the mid-term trend. * **Color 100** / **Width 100**: Visual style. * **Timeframe 100**: Optional alternate timeframe for SMA(100). ## SMA 200 * **Show 200**: Turn the SMA(200) line on/off. * **Length 200**: Bars used for the long-term trend. * **Color 200** / **Width 200**: Visual style. * **Timeframe 200**: Optional alternate timeframe for SMA(200). ## Signals (crossover labels) * **Show crossover signals**: Prints triangle labels on SMA crosses (50↔100, 50↔200, 100↔200). * **Wait for bar close (confirmed)**: If ON, signals only appear after the candle closes (reduces repaint). * **Min bars between same-pair signals**: Minimum spacing to avoid duplicate labels from the same SMA pair too often. * **Trend filter (buy: 50>100>200, sell: 50<100<200)**: Only show bullish labels when SMAs are stacked bullish (50 above 100 above 200), and only show bearish labels when stacked bearish. ### Label Offset * **Offset mode**: Choose how to push labels away from price: * **Percent**: Offset is a % of price. * **ATR x**: Offset is ATR(14) × multiplier. * **Percent of price (%)**: Used when mode = Percent. * **ATR multiplier (for ‘ATR x’)**: Used when mode = ATR x. ### Label Colors * **Bull color** / **Bear color**: Background of triangle labels. * **Bull label text color** / **Bear label text color**: Text color inside the triangles. ## Golden / Death Cross * **Show 🚀 Golden Cross (50↑200)**: Show a special “Golden” label when SMA50 crosses above SMA200. * **Golden label color** / **Golden text color**: Styling for Golden label. * **Show 💀 Death Cross (50↓200)**: Show a special “Death” label when SMA50 crosses below SMA200. * **Death label color** / **Death text color**: Styling for Death label. ## Candle Heatmap * **Enable heatmap candle colors**: Turns the heatmap on/off. * **Length**: Lookback for the regression midline and volatility measure. * **Deviation Multiplier**: Band width around the midline (bigger = wider). * **Volatility basis**: * **RMA Range** (smoothed high-low range) * **Stdev** (standard deviation of close) * **Upper/Middle/Lower color**: Gradient colors for the heatmap. * **Heatmap transparency (0..100)**: 0 = solid, 100 = invisible. * **Force override base candles**: Repaint base candles so heatmap stays visible even if your chart has custom coloring. ## Bollinger Bands (optional) * **Show Bollinger Bands**: Toggle the overlay on/off. * **Length**: Basis SMA length. * **StdDev Multiplier**: Distance of bands from the basis in standard deviations. * **Basis color** / **Band color**: Line colors for basis and bands. * **Bands fill transparency**: Opacity of the fill between upper/lower bands. --- # Features & How It Works ## 1) HTF-Safe SMAs Each SMA can be calculated on the chart timeframe or a higher/different timeframe you choose. The script pulls HTF values **without lookahead** (non-repainting on confirmed bars). ## 2) Crossover Labels (Three Pairs) * **50↔100**, **50↔200**, **100↔200**: * **Triangle Up** label when the first SMA crosses **above** the second. * **Triangle Down** label when it crosses **below**. * Optional **Trend Filter** ensures only signals aligned with the overall stack (50>100>200 for bullish, 50<100<200 for bearish). * **Debounce** spacing avoids repeated labels for the same pair too close together. ## 3) Golden / Death Cross Highlights * **🚀 Golden Cross**: SMA50 crosses **above** SMA200 (often a longer-term bullish regime shift). * **💀 Death Cross**: SMA50 crosses **below** SMA200 (often a longer-term bearish regime shift). * Separate styling so they stand out from regular cross labels. ## 4) Candle Heatmap * Builds a **regression midline** with **volatility bands**; colors candles by their position inside that channel. * Smooth gradient: lower side → reddish, mid → yellowish, upper side → greenish. * Helps you see momentum and “where price sits” relative to a dynamic channel. ## 5) Bollinger Bands (Optional) * Classic **basis SMA** ± **StdDev** bands. * Light visual context for mean-reversion and volatility expansion. ## 6) Alerts * **Golden Cross**: `🚀 GOLDEN CROSS: SMA 50 crossed ABOVE SMA 200` * **Death Cross**: `💀 DEATH CROSS: SMA 50 crossed BELOW SMA 200` Add these to your alerts to get notified automatically. --- # Tips & Notes * For fewer false positives, keep **“Wait for bar close”** ON, especially on lower timeframes. * Use the **Trend Filter** to align signals with the broader stack and cut noise. * For HTF context, set **Timeframe 50/100/200** to higher frames (e.g., H1/H4/D) while you trade on a lower frame. * Heatmap “Length” and “Deviation Multiplier” control smoothness and channel width—tune for your asset’s volatility.
Indicatore Pine Script®
di a_jabbaroff
Markov Chain [3D] | FractalystWhat exactly is a Markov Chain? This indicator uses a Markov Chain model to analyze, quantify, and visualize the transitions between market regimes (Bull, Bear, Neutral) on your chart. It dynamically detects these regimes in real-time, calculates transition probabilities, and displays them as animated 3D spheres and arrows, giving traders intuitive insight into current and future market conditions. How does a Markov Chain work, and how should I read this spheres-and-arrows diagram? Think of three weather modes: Sunny, Rainy, Cloudy. Each sphere is one mode. The loop on a sphere means “stay the same next step” (e.g., Sunny again tomorrow). The arrows leaving a sphere show where things usually go next if they change (e.g., Sunny moving to Cloudy). Some paths matter more than others. A more prominent loop means the current mode tends to persist. A more prominent outgoing arrow means a change to that destination is the usual next step. Direction isn’t symmetric: moving Sunny→Cloudy can behave differently than Cloudy→Sunny. Now relabel the spheres to markets: Bull, Bear, Neutral. Spheres: market regimes (uptrend, downtrend, range). Self‑loop: tendency for the current regime to continue on the next bar. Arrows: the most common next regime if a switch happens. How to read: Start at the sphere that matches current bar state. If the loop stands out, expect continuation. If one outgoing path stands out, that switch is the typical next step. Opposite directions can differ (Bear→Neutral doesn’t have to match Neutral→Bear). What states and transitions are shown? The three market states visualized are: Bullish (Bull): Upward or strong-market regime. Bearish (Bear): Downward or weak-market regime. Neutral: Sideways or range-bound regime. Bidirectional animated arrows and probability labels show how likely the market is to move from one regime to another (e.g., Bull → Bear or Neutral → Bull). How does the regime detection system work? You can use either built-in price returns (based on adaptive Z-score normalization) or supply three custom indicators (such as volume, oscillators, etc.). Values are statistically normalized (Z-scored) over a configurable lookback period. The normalized outputs are classified into Bull, Bear, or Neutral zones. If using three indicators, their regime signals are averaged and smoothed for robustness. How are transition probabilities calculated? On every confirmed bar, the algorithm tracks the sequence of detected market states, then builds a rolling window of transitions. The code maintains a transition count matrix for all regime pairs (e.g., Bull → Bear). Transition probabilities are extracted for each possible state change using Laplace smoothing for numerical stability, and frequently updated in real-time. What is unique about the visualization? 3D animated spheres represent each regime and change visually when active. Animated, bidirectional arrows reveal transition probabilities and allow you to see both dominant and less likely regime flows. Particles (moving dots) animate along the arrows, enhancing the perception of regime flow direction and speed. All elements dynamically update with each new price bar, providing a live market map in an intuitive, engaging format. Can I use custom indicators for regime classification? Yes! Enable the "Custom Indicators" switch and select any three chart series as inputs. These will be normalized and combined (each with equal weight), broadening the regime classification beyond just price-based movement. What does the “Lookback Period” control? Lookback Period (default: 100) sets how much historical data builds the probability matrix. Shorter periods adapt faster to regime changes but may be noisier. Longer periods are more stable but slower to adapt. How is this different from a Hidden Markov Model (HMM)? It sets the window for both regime detection and probability calculations. Lower values make the system more reactive, but potentially noisier. Higher values smooth estimates and make the system more robust. How is this Markov Chain different from a Hidden Markov Model (HMM)? Markov Chain (as here): All market regimes (Bull, Bear, Neutral) are directly observable on the chart. The transition matrix is built from actual detected regimes, keeping the model simple and interpretable. Hidden Markov Model: The actual regimes are unobservable ("hidden") and must be inferred from market output or indicator "emissions" using statistical learning algorithms. HMMs are more complex, can capture more subtle structure, but are harder to visualize and require additional machine learning steps for training. A standard Markov Chain models transitions between observable states using a simple transition matrix, while a Hidden Markov Model assumes the true states are hidden (latent) and must be inferred from observable “emissions” like price or volume data. In practical terms, a Markov Chain is transparent and easier to implement and interpret; an HMM is more expressive but requires statistical inference to estimate hidden states from data. Markov Chain: states are observable; you directly count or estimate transition probabilities between visible states. This makes it simpler, faster, and easier to validate and tune. HMM: states are hidden; you only observe emissions generated by those latent states. Learning involves machine learning/statistical algorithms (commonly Baum–Welch/EM for training and Viterbi for decoding) to infer both the transition dynamics and the most likely hidden state sequence from data. How does the indicator avoid “repainting” or look-ahead bias? All regime changes and matrix updates happen only on confirmed (closed) bars, so no future data is leaked, ensuring reliable real-time operation. Are there practical tuning tips? Tune the Lookback Period for your asset/timeframe: shorter for fast markets, longer for stability. Use custom indicators if your asset has unique regime drivers. Watch for rapid changes in transition probabilities as early warning of a possible regime shift. Who is this indicator for? Quants and quantitative researchers exploring probabilistic market modeling, especially those interested in regime-switching dynamics and Markov models. Programmers and system developers who need a probabilistic regime filter for systematic and algorithmic backtesting: The Markov Chain indicator is ideally suited for programmatic integration via its bias output (1 = Bull, 0 = Neutral, -1 = Bear). Although the visualization is engaging, the core output is designed for automated, rules-based workflows—not for discretionary/manual trading decisions. Developers can connect the indicator’s output directly to their Pine Script logic (using input.source()), allowing rapid and robust backtesting of regime-based strategies. It acts as a plug-and-play regime filter: simply plug the bias output into your entry/exit logic, and you have a scientifically robust, probabilistically-derived signal for filtering, timing, position sizing, or risk regimes. The MC's output is intentionally "trinary" (1/0/-1), focusing on clear regime states for unambiguous decision-making in code. If you require nuanced, multi-probability or soft-label state vectors, consider expanding the indicator or stacking it with a probability-weighted logic layer in your scripting. Because it avoids subjectivity, this approach is optimal for systematic quants, algo developers building backtested, repeatable strategies based on probabilistic regime analysis. What's the mathematical foundation behind this? The mathematical foundation behind this Markov Chain indicator—and probabilistic regime detection in finance—draws from two principal models: the (standard) Markov Chain and the Hidden Markov Model (HMM). How to use this indicator programmatically? The Markov Chain indicator automatically exports a bias value (+1 for Bullish, -1 for Bearish, 0 for Neutral) as a plot visible in the Data Window. This allows you to integrate its regime signal into your own scripts and strategies for backtesting, automation, or live trading. Step-by-Step Integration with Pine Script (input.source) Add the Markov Chain indicator to your chart. This must be done first, since your custom script will "pull" the bias signal from the indicator's plot. In your strategy, create an input using input.source() Example: //@version=5 strategy("MC Bias Strategy Example") mcBias = input.source(close, "MC Bias Source") After saving, go to your script’s settings. For the “MC Bias Source” input, select the plot/output of the Markov Chain indicator (typically its bias plot). Use the bias in your trading logic Example (long only on Bull, flat otherwise): if mcBias == 1 strategy.entry("Long", strategy.long) else strategy.close("Long") For more advanced workflows, combine mcBias with additional filters or trailing stops. How does this work behind-the-scenes? TradingView’s input.source() lets you use any plot from another indicator as a real-time, “live” data feed in your own script (source). The selected bias signal is available to your Pine code as a variable, enabling logical decisions based on regime (trend-following, mean-reversion, etc.). This enables powerful strategy modularity : decouple regime detection from entry/exit logic, allowing fast experimentation without rewriting core signal code. Integrating 45+ Indicators with Your Markov Chain — How & Why The Enhanced Custom Indicators Export script exports a massive suite of over 45 technical indicators—ranging from classic momentum (RSI, MACD, Stochastic, etc.) to trend, volume, volatility, and oscillator tools—all pre-calculated, centered/scaled, and available as plots. // Enhanced Custom Indicators Export - 45 Technical Indicators // Comprehensive technical analysis suite for advanced market regime detection //@version=6 indicator('Enhanced Custom Indicators Export | Fractalyst', shorttitle='Enhanced CI Export', overlay=false, scale=scale.right, max_labels_count=500, max_lines_count=500) // |----- Input Parameters -----| // momentum_group = "Momentum Indicators" trend_group = "Trend Indicators" volume_group = "Volume Indicators" volatility_group = "Volatility Indicators" oscillator_group = "Oscillator Indicators" display_group = "Display Settings" // Common lengths length_14 = input.int(14, "Standard Length (14)", minval=1, maxval=100, group=momentum_group) length_20 = input.int(20, "Medium Length (20)", minval=1, maxval=200, group=trend_group) length_50 = input.int(50, "Long Length (50)", minval=1, maxval=200, group=trend_group) // Display options show_table = input.bool(true, "Show Values Table", group=display_group) table_size = input.string("Small", "Table Size", options= , group=display_group) // |----- MOMENTUM INDICATORS (15 indicators) -----| // // 1. RSI (Relative Strength Index) rsi_14 = ta.rsi(close, length_14) rsi_centered = rsi_14 - 50 // 2. Stochastic Oscillator stoch_k = ta.stoch(close, high, low, length_14) stoch_d = ta.sma(stoch_k, 3) stoch_centered = stoch_k - 50 // 3. Williams %R williams_r = ta.stoch(close, high, low, length_14) - 100 // 4. MACD (Moving Average Convergence Divergence) = ta.macd(close, 12, 26, 9) // 5. Momentum (Rate of Change) momentum = ta.mom(close, length_14) momentum_pct = (momentum / close ) * 100 // 6. Rate of Change (ROC) roc = ta.roc(close, length_14) // 7. Commodity Channel Index (CCI) cci = ta.cci(close, length_20) // 8. Money Flow Index (MFI) mfi = ta.mfi(close, length_14) mfi_centered = mfi - 50 // 9. Awesome Oscillator (AO) ao = ta.sma(hl2, 5) - ta.sma(hl2, 34) // 10. Accelerator Oscillator (AC) ac = ao - ta.sma(ao, 5) // 11. Chande Momentum Oscillator (CMO) cmo = ta.cmo(close, length_14) // 12. Detrended Price Oscillator (DPO) dpo = close - ta.sma(close, length_20) // 13. Price Oscillator (PPO) ppo = ta.sma(close, 12) - ta.sma(close, 26) ppo_pct = (ppo / ta.sma(close, 26)) * 100 // 14. TRIX trix_ema1 = ta.ema(close, length_14) trix_ema2 = ta.ema(trix_ema1, length_14) trix_ema3 = ta.ema(trix_ema2, length_14) trix = ta.roc(trix_ema3, 1) * 10000 // 15. Klinger Oscillator klinger = ta.ema(volume * (high + low + close) / 3, 34) - ta.ema(volume * (high + low + close) / 3, 55) // 16. Fisher Transform fisher_hl2 = 0.5 * (hl2 - ta.lowest(hl2, 10)) / (ta.highest(hl2, 10) - ta.lowest(hl2, 10)) - 0.25 fisher = 0.5 * math.log((1 + fisher_hl2) / (1 - fisher_hl2)) // 17. Stochastic RSI stoch_rsi = ta.stoch(rsi_14, rsi_14, rsi_14, length_14) stoch_rsi_centered = stoch_rsi - 50 // 18. Relative Vigor Index (RVI) rvi_num = ta.swma(close - open) rvi_den = ta.swma(high - low) rvi = rvi_den != 0 ? rvi_num / rvi_den : 0 // 19. Balance of Power (BOP) bop = (close - open) / (high - low) // |----- TREND INDICATORS (10 indicators) -----| // // 20. Simple Moving Average Momentum sma_20 = ta.sma(close, length_20) sma_momentum = ((close - sma_20) / sma_20) * 100 // 21. Exponential Moving Average Momentum ema_20 = ta.ema(close, length_20) ema_momentum = ((close - ema_20) / ema_20) * 100 // 22. Parabolic SAR sar = ta.sar(0.02, 0.02, 0.2) sar_trend = close > sar ? 1 : -1 // 23. Linear Regression Slope lr_slope = ta.linreg(close, length_20, 0) - ta.linreg(close, length_20, 1) // 24. Moving Average Convergence (MAC) mac = ta.sma(close, 10) - ta.sma(close, 30) // 25. Trend Intensity Index (TII) tii_sum = 0.0 for i = 1 to length_20 tii_sum += close > close ? 1 : 0 tii = (tii_sum / length_20) * 100 // 26. Ichimoku Cloud Components ichimoku_tenkan = (ta.highest(high, 9) + ta.lowest(low, 9)) / 2 ichimoku_kijun = (ta.highest(high, 26) + ta.lowest(low, 26)) / 2 ichimoku_signal = ichimoku_tenkan > ichimoku_kijun ? 1 : -1 // 27. MESA Adaptive Moving Average (MAMA) mama_alpha = 2.0 / (length_20 + 1) mama = ta.ema(close, length_20) mama_momentum = ((close - mama) / mama) * 100 // 28. Zero Lag Exponential Moving Average (ZLEMA) zlema_lag = math.round((length_20 - 1) / 2) zlema_data = close + (close - close ) zlema = ta.ema(zlema_data, length_20) zlema_momentum = ((close - zlema) / zlema) * 100 // |----- VOLUME INDICATORS (6 indicators) -----| // // 29. On-Balance Volume (OBV) obv = ta.obv // 30. Volume Rate of Change (VROC) vroc = ta.roc(volume, length_14) // 31. Price Volume Trend (PVT) pvt = ta.pvt // 32. Negative Volume Index (NVI) nvi = 0.0 nvi := volume < volume ? nvi + ((close - close ) / close ) * nvi : nvi // 33. Positive Volume Index (PVI) pvi = 0.0 pvi := volume > volume ? pvi + ((close - close ) / close ) * pvi : pvi // 34. Volume Oscillator vol_osc = ta.sma(volume, 5) - ta.sma(volume, 10) // 35. Ease of Movement (EOM) eom_distance = high - low eom_box_height = volume / 1000000 eom = eom_box_height != 0 ? eom_distance / eom_box_height : 0 eom_sma = ta.sma(eom, length_14) // 36. Force Index force_index = volume * (close - close ) force_index_sma = ta.sma(force_index, length_14) // |----- VOLATILITY INDICATORS (10 indicators) -----| // // 37. Average True Range (ATR) atr = ta.atr(length_14) atr_pct = (atr / close) * 100 // 38. Bollinger Bands Position bb_basis = ta.sma(close, length_20) bb_dev = 2.0 * ta.stdev(close, length_20) bb_upper = bb_basis + bb_dev bb_lower = bb_basis - bb_dev bb_position = bb_dev != 0 ? (close - bb_basis) / bb_dev : 0 bb_width = bb_dev != 0 ? (bb_upper - bb_lower) / bb_basis * 100 : 0 // 39. Keltner Channels Position kc_basis = ta.ema(close, length_20) kc_range = ta.ema(ta.tr, length_20) kc_upper = kc_basis + (2.0 * kc_range) kc_lower = kc_basis - (2.0 * kc_range) kc_position = kc_range != 0 ? (close - kc_basis) / kc_range : 0 // 40. Donchian Channels Position dc_upper = ta.highest(high, length_20) dc_lower = ta.lowest(low, length_20) dc_basis = (dc_upper + dc_lower) / 2 dc_position = (dc_upper - dc_lower) != 0 ? (close - dc_basis) / (dc_upper - dc_lower) : 0 // 41. Standard Deviation std_dev = ta.stdev(close, length_20) std_dev_pct = (std_dev / close) * 100 // 42. Relative Volatility Index (RVI) rvi_up = ta.stdev(close > close ? close : 0, length_14) rvi_down = ta.stdev(close < close ? close : 0, length_14) rvi_total = rvi_up + rvi_down rvi_volatility = rvi_total != 0 ? (rvi_up / rvi_total) * 100 : 50 // 43. Historical Volatility hv_returns = math.log(close / close ) hv = ta.stdev(hv_returns, length_20) * math.sqrt(252) * 100 // 44. Garman-Klass Volatility gk_vol = math.log(high/low) * math.log(high/low) - (2*math.log(2)-1) * math.log(close/open) * math.log(close/open) gk_volatility = math.sqrt(ta.sma(gk_vol, length_20)) * 100 // 45. Parkinson Volatility park_vol = math.log(high/low) * math.log(high/low) parkinson = math.sqrt(ta.sma(park_vol, length_20) / (4 * math.log(2))) * 100 // 46. Rogers-Satchell Volatility rs_vol = math.log(high/close) * math.log(high/open) + math.log(low/close) * math.log(low/open) rogers_satchell = math.sqrt(ta.sma(rs_vol, length_20)) * 100 // |----- OSCILLATOR INDICATORS (5 indicators) -----| // // 47. Elder Ray Index elder_bull = high - ta.ema(close, 13) elder_bear = low - ta.ema(close, 13) elder_power = elder_bull + elder_bear // 48. Schaff Trend Cycle (STC) stc_macd = ta.ema(close, 23) - ta.ema(close, 50) stc_k = ta.stoch(stc_macd, stc_macd, stc_macd, 10) stc_d = ta.ema(stc_k, 3) stc = ta.stoch(stc_d, stc_d, stc_d, 10) // 49. Coppock Curve coppock_roc1 = ta.roc(close, 14) coppock_roc2 = ta.roc(close, 11) coppock = ta.wma(coppock_roc1 + coppock_roc2, 10) // 50. Know Sure Thing (KST) kst_roc1 = ta.roc(close, 10) kst_roc2 = ta.roc(close, 15) kst_roc3 = ta.roc(close, 20) kst_roc4 = ta.roc(close, 30) kst = ta.sma(kst_roc1, 10) + 2*ta.sma(kst_roc2, 10) + 3*ta.sma(kst_roc3, 10) + 4*ta.sma(kst_roc4, 15) // 51. Percentage Price Oscillator (PPO) ppo_line = ((ta.ema(close, 12) - ta.ema(close, 26)) / ta.ema(close, 26)) * 100 ppo_signal = ta.ema(ppo_line, 9) ppo_histogram = ppo_line - ppo_signal // |----- PLOT MAIN INDICATORS -----| // // Plot key momentum indicators plot(rsi_centered, title="01_RSI_Centered", color=color.purple, linewidth=1) plot(stoch_centered, title="02_Stoch_Centered", color=color.blue, linewidth=1) plot(williams_r, title="03_Williams_R", color=color.red, linewidth=1) plot(macd_histogram, title="04_MACD_Histogram", color=color.orange, linewidth=1) plot(cci, title="05_CCI", color=color.green, linewidth=1) // Plot trend indicators plot(sma_momentum, title="06_SMA_Momentum", color=color.navy, linewidth=1) plot(ema_momentum, title="07_EMA_Momentum", color=color.maroon, linewidth=1) plot(sar_trend, title="08_SAR_Trend", color=color.teal, linewidth=1) plot(lr_slope, title="09_LR_Slope", color=color.lime, linewidth=1) plot(mac, title="10_MAC", color=color.fuchsia, linewidth=1) // Plot volatility indicators plot(atr_pct, title="11_ATR_Pct", color=color.yellow, linewidth=1) plot(bb_position, title="12_BB_Position", color=color.aqua, linewidth=1) plot(kc_position, title="13_KC_Position", color=color.olive, linewidth=1) plot(std_dev_pct, title="14_StdDev_Pct", color=color.silver, linewidth=1) plot(bb_width, title="15_BB_Width", color=color.gray, linewidth=1) // Plot volume indicators plot(vroc, title="16_VROC", color=color.blue, linewidth=1) plot(eom_sma, title="17_EOM", color=color.red, linewidth=1) plot(vol_osc, title="18_Vol_Osc", color=color.green, linewidth=1) plot(force_index_sma, title="19_Force_Index", color=color.orange, linewidth=1) plot(obv, title="20_OBV", color=color.purple, linewidth=1) // Plot additional oscillators plot(ao, title="21_Awesome_Osc", color=color.navy, linewidth=1) plot(cmo, title="22_CMO", color=color.maroon, linewidth=1) plot(dpo, title="23_DPO", color=color.teal, linewidth=1) plot(trix, title="24_TRIX", color=color.lime, linewidth=1) plot(fisher, title="25_Fisher", color=color.fuchsia, linewidth=1) // Plot more momentum indicators plot(mfi_centered, title="26_MFI_Centered", color=color.yellow, linewidth=1) plot(ac, title="27_AC", color=color.aqua, linewidth=1) plot(ppo_pct, title="28_PPO_Pct", color=color.olive, linewidth=1) plot(stoch_rsi_centered, title="29_StochRSI_Centered", color=color.silver, linewidth=1) plot(klinger, title="30_Klinger", color=color.gray, linewidth=1) // Plot trend continuation plot(tii, title="31_TII", color=color.blue, linewidth=1) plot(ichimoku_signal, title="32_Ichimoku_Signal", color=color.red, linewidth=1) plot(mama_momentum, title="33_MAMA_Momentum", color=color.green, linewidth=1) plot(zlema_momentum, title="34_ZLEMA_Momentum", color=color.orange, linewidth=1) plot(bop, title="35_BOP", color=color.purple, linewidth=1) // Plot volume continuation plot(nvi, title="36_NVI", color=color.navy, linewidth=1) plot(pvi, title="37_PVI", color=color.maroon, linewidth=1) plot(momentum_pct, title="38_Momentum_Pct", color=color.teal, linewidth=1) plot(roc, title="39_ROC", color=color.lime, linewidth=1) plot(rvi, title="40_RVI", color=color.fuchsia, linewidth=1) // Plot volatility continuation plot(dc_position, title="41_DC_Position", color=color.yellow, linewidth=1) plot(rvi_volatility, title="42_RVI_Volatility", color=color.aqua, linewidth=1) plot(hv, title="43_Historical_Vol", color=color.olive, linewidth=1) plot(gk_volatility, title="44_GK_Volatility", color=color.silver, linewidth=1) plot(parkinson, title="45_Parkinson_Vol", color=color.gray, linewidth=1) // Plot final oscillators plot(rogers_satchell, title="46_RS_Volatility", color=color.blue, linewidth=1) plot(elder_power, title="47_Elder_Power", color=color.red, linewidth=1) plot(stc, title="48_STC", color=color.green, linewidth=1) plot(coppock, title="49_Coppock", color=color.orange, linewidth=1) plot(kst, title="50_KST", color=color.purple, linewidth=1) // Plot final indicators plot(ppo_histogram, title="51_PPO_Histogram", color=color.navy, linewidth=1) plot(pvt, title="52_PVT", color=color.maroon, linewidth=1) // |----- Reference Lines -----| // hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dashed, linewidth=1) hline(50, "Midline", color=color.gray, linestyle=hline.style_dotted, linewidth=1) hline(-50, "Lower Midline", color=color.gray, linestyle=hline.style_dotted, linewidth=1) hline(25, "Upper Threshold", color=color.gray, linestyle=hline.style_dotted, linewidth=1) hline(-25, "Lower Threshold", color=color.gray, linestyle=hline.style_dotted, linewidth=1) // |----- Enhanced Information Table -----| // if show_table and barstate.islast table_position = position.top_right table_text_size = table_size == "Tiny" ? size.tiny : table_size == "Small" ? size.small : size.normal var table info_table = table.new(table_position, 3, 18, bgcolor=color.new(color.white, 85), border_width=1, border_color=color.gray) // Headers table.cell(info_table, 0, 0, 'Category', text_color=color.black, text_size=table_text_size, bgcolor=color.new(color.blue, 70)) table.cell(info_table, 1, 0, 'Indicator', text_color=color.black, text_size=table_text_size, bgcolor=color.new(color.blue, 70)) table.cell(info_table, 2, 0, 'Value', text_color=color.black, text_size=table_text_size, bgcolor=color.new(color.blue, 70)) // Key Momentum Indicators table.cell(info_table, 0, 1, 'MOMENTUM', text_color=color.purple, text_size=table_text_size, bgcolor=color.new(color.purple, 90)) table.cell(info_table, 1, 1, 'RSI Centered', text_color=color.purple, text_size=table_text_size) table.cell(info_table, 2, 1, str.tostring(rsi_centered, '0.00'), text_color=color.purple, text_size=table_text_size) table.cell(info_table, 0, 2, '', text_color=color.blue, text_size=table_text_size) table.cell(info_table, 1, 2, 'Stoch Centered', text_color=color.blue, text_size=table_text_size) table.cell(info_table, 2, 2, str.tostring(stoch_centered, '0.00'), text_color=color.blue, text_size=table_text_size) table.cell(info_table, 0, 3, '', text_color=color.red, text_size=table_text_size) table.cell(info_table, 1, 3, 'Williams %R', text_color=color.red, text_size=table_text_size) table.cell(info_table, 2, 3, str.tostring(williams_r, '0.00'), text_color=color.red, text_size=table_text_size) table.cell(info_table, 0, 4, '', text_color=color.orange, text_size=table_text_size) table.cell(info_table, 1, 4, 'MACD Histogram', text_color=color.orange, text_size=table_text_size) table.cell(info_table, 2, 4, str.tostring(macd_histogram, '0.000'), text_color=color.orange, text_size=table_text_size) table.cell(info_table, 0, 5, '', text_color=color.green, text_size=table_text_size) table.cell(info_table, 1, 5, 'CCI', text_color=color.green, text_size=table_text_size) table.cell(info_table, 2, 5, str.tostring(cci, '0.00'), text_color=color.green, text_size=table_text_size) // Key Trend Indicators table.cell(info_table, 0, 6, 'TREND', text_color=color.navy, text_size=table_text_size, bgcolor=color.new(color.navy, 90)) table.cell(info_table, 1, 6, 'SMA Momentum %', text_color=color.navy, text_size=table_text_size) table.cell(info_table, 2, 6, str.tostring(sma_momentum, '0.00'), text_color=color.navy, text_size=table_text_size) table.cell(info_table, 0, 7, '', text_color=color.maroon, text_size=table_text_size) table.cell(info_table, 1, 7, 'EMA Momentum %', text_color=color.maroon, text_size=table_text_size) table.cell(info_table, 2, 7, str.tostring(ema_momentum, '0.00'), text_color=color.maroon, text_size=table_text_size) table.cell(info_table, 0, 8, '', text_color=color.teal, text_size=table_text_size) table.cell(info_table, 1, 8, 'SAR Trend', text_color=color.teal, text_size=table_text_size) table.cell(info_table, 2, 8, str.tostring(sar_trend, '0'), text_color=color.teal, text_size=table_text_size) table.cell(info_table, 0, 9, '', text_color=color.lime, text_size=table_text_size) table.cell(info_table, 1, 9, 'Linear Regression', text_color=color.lime, text_size=table_text_size) table.cell(info_table, 2, 9, str.tostring(lr_slope, '0.000'), text_color=color.lime, text_size=table_text_size) // Key Volatility Indicators table.cell(info_table, 0, 10, 'VOLATILITY', text_color=color.yellow, text_size=table_text_size, bgcolor=color.new(color.yellow, 90)) table.cell(info_table, 1, 10, 'ATR %', text_color=color.yellow, text_size=table_text_size) table.cell(info_table, 2, 10, str.tostring(atr_pct, '0.00'), text_color=color.yellow, text_size=table_text_size) table.cell(info_table, 0, 11, '', text_color=color.aqua, text_size=table_text_size) table.cell(info_table, 1, 11, 'BB Position', text_color=color.aqua, text_size=table_text_size) table.cell(info_table, 2, 11, str.tostring(bb_position, '0.00'), text_color=color.aqua, text_size=table_text_size) table.cell(info_table, 0, 12, '', text_color=color.olive, text_size=table_text_size) table.cell(info_table, 1, 12, 'KC Position', text_color=color.olive, text_size=table_text_size) table.cell(info_table, 2, 12, str.tostring(kc_position, '0.00'), text_color=color.olive, text_size=table_text_size) // Key Volume Indicators table.cell(info_table, 0, 13, 'VOLUME', text_color=color.blue, text_size=table_text_size, bgcolor=color.new(color.blue, 90)) table.cell(info_table, 1, 13, 'Volume ROC', text_color=color.blue, text_size=table_text_size) table.cell(info_table, 2, 13, str.tostring(vroc, '0.00'), text_color=color.blue, text_size=table_text_size) table.cell(info_table, 0, 14, '', text_color=color.red, text_size=table_text_size) table.cell(info_table, 1, 14, 'EOM', text_color=color.red, text_size=table_text_size) table.cell(info_table, 2, 14, str.tostring(eom_sma, '0.000'), text_color=color.red, text_size=table_text_size) // Key Oscillators table.cell(info_table, 0, 15, 'OSCILLATORS', text_color=color.purple, text_size=table_text_size, bgcolor=color.new(color.purple, 90)) table.cell(info_table, 1, 15, 'Awesome Osc', text_color=color.blue, text_size=table_text_size) table.cell(info_table, 2, 15, str.tostring(ao, '0.000'), text_color=color.blue, text_size=table_text_size) table.cell(info_table, 0, 16, '', text_color=color.red, text_size=table_text_size) table.cell(info_table, 1, 16, 'Fisher Transform', text_color=color.red, text_size=table_text_size) table.cell(info_table, 2, 16, str.tostring(fisher, '0.000'), text_color=color.red, text_size=table_text_size) // Summary Statistics table.cell(info_table, 0, 17, 'SUMMARY', text_color=color.black, text_size=table_text_size, bgcolor=color.new(color.gray, 70)) table.cell(info_table, 1, 17, 'Total Indicators: 52', text_color=color.black, text_size=table_text_size) regime_color = rsi_centered > 10 ? color.green : rsi_centered < -10 ? color.red : color.gray regime_text = rsi_centered > 10 ? "BULLISH" : rsi_centered < -10 ? "BEARISH" : "NEUTRAL" table.cell(info_table, 2, 17, regime_text, text_color=regime_color, text_size=table_text_size) This makes it the perfect “indicator backbone” for quantitative and systematic traders who want to prototype, combine, and test new regime detection models—especially in combination with the Markov Chain indicator. How to use this script with the Markov Chain for research and backtesting: Add the Enhanced Indicator Export to your chart. Every calculated indicator is available as an individual data stream. Connect the indicator(s) you want as custom input(s) to the Markov Chain’s “Custom Indicators” option. In the Markov Chain indicator’s settings, turn ON the custom indicator mode. For each of the three custom indicator inputs, select the exported plot from the Enhanced Export script—the menu lists all 45+ signals by name. This creates a powerful, modular regime-detection engine where you can mix-and-match momentum, trend, volume, or custom combinations for advanced filtering. Backtest regime logic directly. Once you’ve connected your chosen indicators, the Markov Chain script performs regime detection (Bull/Neutral/Bear) based on your selected features—not just price returns. The regime detection is robust, automatically normalized (using Z-score), and outputs bias (1, -1, 0) for plug-and-play integration. Export the regime bias for programmatic use. As described above, use input.source() in your Pine Script strategy or system and link the bias output. You can now filter signals, control trade direction/size, or design pairs-trading that respect true, indicator-driven market regimes. With this framework, you’re not limited to static or simplistic regime filters. You can rigorously define, test, and refine what “market regime” means for your strategies—using the technical features that matter most to you. Optimize your signal generation by backtesting across a universe of meaningful indicator blends. Enhance risk management with objective, real-time regime boundaries. Accelerate your research: iterate quickly, swap indicator components, and see results with minimal code changes. Automate multi-asset or pairs-trading by integrating regime context directly into strategy logic. Add both scripts to your chart, connect your preferred features, and start investigating your best regime-based trades—entirely within the TradingView ecosystem. References & Further Reading Ang, A., & Bekaert, G. (2002). “Regime Switches in Interest Rates.” Journal of Business & Economic Statistics, 20(2), 163–182. Hamilton, J. D. (1989). “A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle.” Econometrica, 57(2), 357–384. Markov, A. A. (1906). "Extension of the Limit Theorems of Probability Theory to a Sum of Variables Connected in a Chain." The Notes of the Imperial Academy of Sciences of St. Petersburg. Guidolin, M., & Timmermann, A. (2007). “Asset Allocation under Multivariate Regime Switching.” Journal of Economic Dynamics and Control, 31(11), 3503–3544. Murphy, J. J. (1999). Technical Analysis of the Financial Markets. New York Institute of Finance. Brock, W., Lakonishok, J., & LeBaron, B. (1992). “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns.” Journal of Finance, 47(5), 1731–1764. Zucchini, W., MacDonald, I. L., & Langrock, R. (2017). Hidden Markov Models for Time Series: An Introduction Using R (2nd ed.). Chapman and Hall/CRC. On Quantitative Finance and Markov Models: Lo, A. W., & Hasanhodzic, J. (2009). The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis. Bloomberg Press. Patterson, S. (2016). The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution. Penguin Press. TradingView Pine Script Documentation: www.tradingview.com TradingView Blog: “Use an Input From Another Indicator With Your Strategy” www.tradingview.com GeeksforGeeks: “What is the Difference Between Markov Chains and Hidden Markov Models?” www.geeksforgeeks.org What makes this indicator original and unique? - On‑chart, real‑time Markov. The chain is drawn directly on your chart. You see the current regime, its tendency to stay (self‑loop), and the usual next step (arrows) as bars confirm. - Source‑agnostic by design. The engine runs on any series you select via input.source() — price, your own oscillator, a composite score, anything you compute in the script. - Automatic normalization + regime mapping. Different inputs live on different scales. The script standardizes your chosen source and maps it into clear regimes (e.g., Bull / Bear / Neutral) without you micromanaging thresholds each time. - Rolling, bar‑by‑bar learning. Transition tendencies are computed from a rolling window of confirmed bars. What you see is exactly what the market did in that window. - Fast experimentation. Switch the source, adjust the window, and the Markov view updates instantly. It’s a rapid way to test ideas and feel regime persistence/switch behavior. Integrate your own signals (using input.source()) - In settings, choose the Source . This is powered by input.source() . - Feed it price, an indicator you compute inside the script, or a custom composite series. - The script will automatically normalize that series and process it through the Markov engine, mapping it to regimes and updating the on‑chart spheres/arrows in real time. Credits: Deep gratitude to @RicardoSantos for both the foundational Markov chain processing engine and inspiring open-source contributions, which made advanced probabilistic market modeling accessible to the TradingView community. Special thanks to @Alien_Algorithms for the innovative and visually stunning 3D sphere logic that powers the indicator’s animated, regime-based visualization. Disclaimer This tool summarizes recent behavior. It is not financial advice and not a guarantee of future results.
Indicatore Pine Script®
di Fractalyst
5