SMT Oscillator: Smarter Money Divergence Detector [PhenLabs]📊Phenlabs - SMT Oscillator: Smarter Money Divergence Detector
Version: PineScript™v6
📌Description
The SMT Oscillator is a sophisticated tool designed to identify smart money divergence between two correlated assets. By analyzing the momentum and volume-weighted price action of a primary and secondary symbol, traders can spot subtle shifts in market dynamics that often precede significant price movements. This indicator is built to provide a clearer, more filtered view of inter-market relationships, solving the common problem of false signals and market noise. Its primary purpose is to equip traders with a quantifiable edge in detecting potential reversals or continuations that are not obvious on a standard price chart.
🚀Points of Innovation
Dual-Symbol Divergence Core: Directly compares momentum (RSI or MACD) between two user-selected symbols to pinpoint true SMT divergence.
Volume-Weighted Analysis: Integrates volume delta into the divergence calculation, giving more weight to moves backed by significant market participation.
Entropy Filter for Noise Reduction: Employs an entropy calculation to filter out low-quality signals during choppy or consolidating market conditions.
Predictive Forecast Line: Utilizes a linear regression model to project the oscillator’s future trajectory, offering a forward-looking glimpse of potential momentum shifts.
Customizable Signal Sensitivity: Allows fine-tuning of overbought and oversold levels to adapt to different market volatilities and trading styles.
Integrated Signal Alerts: Provides built-in alerts for bullish/bearish zero crosses and overbought/oversold conditions.
🔧Core Components
Momentum Engine: The user can select either RSI or MACD as the underlying engine for the divergence calculation, allowing for flexibility in analysis.
Normalization Function: Price data from both symbols is normalized using percentage change to ensure a true “apples-to-apples” comparison, regardless of their nominal price differences.
Divergence Calculator: The core algorithm that subtracts the secondary symbol’s momentum from the primary’s and normalizes the result using the combined standard deviation.
Smoothing Mechanism: An Exponential Moving Average (EMA) is applied to the raw oscillator output to reduce choppiness and provide a clearer signal line.
🔥Key Features
Multi-Asset Comparison: Go beyond single-asset analysis by comparing correlated pairs like ES/NQ or BTC/ETH to uncover hidden trading opportunities.
Heatmap Visualization: An optional heatmap mode provides an intuitive visual representation of divergence strength, making it easier to gauge market sentiment at a glance.
Configurable Lookback and Timeframe: Adjust the lookback period and analysis timeframe to suit your specific strategy, from short-term scalping to long-term trend analysis.
Signal Markers: Visual markers are plotted directly on the chart for bullish and bearish zero-line crossovers, providing clear entry and exit signals.
🎨Visualization
SMT Oscillator Line: The primary visual element, colored blue for bullish (positive) divergence and orange for bearish (negative) divergence.
Zero Line: A solid horizontal line at the zero level, indicating the equilibrium point between the two assets. Crossovers of this line signal a shift in relative strength.
Overbought/Oversold Zones: Dotted lines at the +80 and -80 levels (customizable) that highlight extreme divergence readings, often indicating potential exhaustion points.
Forecast Line: A predictive line that plots the anticipated path of the oscillator, giving traders an advanced warning of potential changes in momentum.
📖Usage Guidelines
Setting Categories
Primary Symbol
Default: (Chart Symbol)
Description: The main asset you are analyzing. Leave blank to use the symbol currently on your chart.
Secondary Symbol
Default: CME_MINI:ES1! (used with NASDAQ futures due to inherent heavy correlation
Description: The asset to compare against the primary symbol.
Lookback Period
Default: 14
Range: 8-100
Description: Controls the calculation window for momentum (RSI/MACD). Higher values result in a smoother, less sensitive oscillator.
Divergence Type
Default: RSI
Options: RSI, MACD
Description: Choose the momentum indicator to use for the divergence calculation.
Enable Volume Weighting
Default: true
Description: When enabled, gives more weight to divergence signals that are accompanied by significant volume.
✅Best Use Cases
Identifying high-probability reversal points by spotting divergence in overbought or oversold territory.
Confirming the strength of a trend by observing sustained positive or negative divergence.
Pairs trading by taking a long position on the outperforming asset and a short position on the underperforming one during a divergence.
Risk management by recognizing when a current trend is losing its underlying momentum.
⚠️Limitations
Requires Correlated Assets: The indicator’s effectiveness is highly dependent on the selection of two assets with a known correlation (e.g., ES and NQ).
Not a Standalone System: Divergence signals should be used in conjunction with other forms of analysis (price action, market structure) and not as a complete trading system.
Lagging by Nature: As it is based on moving averages and past price data, the oscillator is inherently lagging and may not capture all rapid price changes.
💡What Makes This Unique
Combined Momentum & Volume: Unlike standard oscillators, it fuses momentum with volume delta for a more robust “Smart Money” perspective.
Noise-Filtering Mechanism: The proprietary entropy filter is a unique feature designed to weed out insignificant market chatter and focus on high-conviction signals.
🔬How It Works
Data Normalization:
The script first normalizes the price data of the two selected symbols into percentage changes. This ensures that the comparison is fair, regardless of the difference in their price scales.
Momentum Calculation:
It then calculates the chosen momentum value (either RSI or MACD histogram) for each of the normalized price series.
Divergence Computation:
The core of the indicator lies in subtracting the momentum of the secondary symbol from the primary one. This raw divergence is then optionally weighted by volume and filtered for market noise (entropy) to produce the final oscillator value.
💡Note:
For best results, use this indicator on adequate timeframes to filter out market noise. Always confirm signals with price action analysis before entering a trade.
Cerca negli script per "股价在8元左右净利润为正市值小于80亿的热门股票有哪些"
Recent Range DetectorOverview
The Recent Range Detector is a specialized indicator designed to identify when an asset is currently range-bound, providing traders with clear support and resistance levels for range trading strategies. Unlike traditional indicators that focus on trend detection, this tool specifically answers the question: "Is the price range-bound right now, and what are the exact trading levels?"
Key Features
✅ Smart Range Detection - Uses a multi-factor scoring system to identify legitimate ranges
✅ Dynamic Support/Resistance Levels - Automatically calculates and displays key trading levels
✅ Range Quality Scoring - Provides confidence levels (Strong/Moderate/Weak Range)
✅ Touch Validation - Counts actual price touches to confirm range reliability
✅ Breakout Detection - Alerts when price exits the established range
✅ Visual Clarity - Clean boxes, lines, and labels for easy interpretation
How It Works
The indicator analyses recent price action using three core metrics:
Touch Quality (40%) - How many times price has respected support/resistance levels
Containment Quality (40%) - What percentage of recent bars stayed within the range
Recent Respect (20%) - Whether the latest price action confirms the range
These combine into a Range Score (0-1) that determines range strength and reliability.
Settings & Parameters
Range Lookback Period (Default: 15)
Number of bars to analyse for range detection
Shorter periods = more responsive to recent ranges
Longer periods = more stable, fewer false signals
Range Tolerance (Default: 2.0%)
Tolerance for price touches around exact highs/lows
Lower values = stricter range requirements
Higher values = more flexible range detection
Minimum Touches (Default: 3)
Required number of support/resistance touches for valid range
Higher values = more confirmed ranges, fewer signals
Lower values = more sensitive, earlier detection
Visual Options
Show Range Box: Displays the range boundaries
Show Support/Resistance Lines: Extends levels into the future
Understanding the Output
Range Score (0.000 - 1.000)
0.7+ = Strong Range (Green) - High confidence range trading setup
0.5-0.7 = Moderate Range (Yellow) - Decent range with some caution
0.3-0.5 = Weak Range (Orange) - Low confidence, be careful
<0.3 = Not Ranging - Avoid range trading strategies
Range Status Classifications
Strong Range - Perfect for range trading strategies
Moderate Range - Good range with normal risk
Weak Range - Marginal range, use smaller positions
Not Ranging - Price is trending or too choppy for range trading
Key Metrics in Info Table
Range Size (%) - Size of the range relative to price level
5-15% = Ideal range size for most strategies
<5% = Tight range, lower profit potential
>15% = Wide range, higher profit potential but more risk
Support/Resistance Levels - Exact price levels for entries/exits
Use these as your key trading levels
Support = potential buy zone
Resistance = potential sell zone
Total Touches - Number of times price respected the levels
3-5 touches = Newly formed range
6-10 touches = Well-established range
10+ touches = Very strong, reliable range
Price Position (%) - Current location within the range
0-20% = Near support (potential long opportunity)
80-100% = Near resistance (potential short opportunity)
40-60% = Middle of range (wait for better entry)
Visual Elements
Range Box
Green Box = Strong Range (Score ≥ 0.7)
Yellow Box = Moderate Range (Score 0.5-0.7)
Orange Box = Weak Range (Score 0.3-0.5)
Support/Resistance Lines
- Horizontal lines showing exact trading levels
- Extend into the future for forward guidance
- Colour matches the range strength
Background Colouring
- Subtle background tint during range periods
- Helps quickly identify ranging vs trending markets
Breakout Signals
- 📈 RANGE BREAK UP - Price breaks above resistance
- 📉 RANGE BREAK DOWN - Price breaks below support
- Only appears for confirmed ranges (Score ≥ 0.5)
Trading Applications
Range Trading Strategy
1. Look for Range Score ≥ 0.5
2. Buy near support (Price Position 0-20%)
3. Sell near resistance (Price Position 80-100%)
4. Set stops just outside the range
5. Exit on breakout signals
Breakout Strategy
1. Identify strong ranges (Score ≥ 0.7)
2. Wait for volume-confirmed breakout
3. Enter in breakout direction
4. Use previous resistance as support (or vice versa)
Market Context
- Strong ranges often occur after trending moves
- Use higher timeframes to confirm overall market structure
- Combine with volume analysis for better entries/exits
Best Practices
What to Look For
✅ Range Score ≥ 0.5 for trading consideration
✅ Multiple touches (5+) for confirmation
✅ Clear price rejection at levels
✅ Reasonable range size (5-15% for most assets)
✅ Recent price respect of boundaries
What to Avoid
❌ Trading ranges with Score < 0.3
❌ Very tight ranges (<3% size) - low profit potential
❌ Ranges with only 1-2 touches - not confirmed
❌ Ignoring breakout signals
❌ Trading against the higher timeframe trend
Alerts Available
- Range Detected - New range formation
- Range Break Up - Upward breakout
- Range Break Down - Downward breakout
- Range Ended - Range condition ended
Timeframe Recommendations
- Daily Charts - Best for swing trading ranges
- 4H Charts - Good for intermediate-term ranges
- 1H Charts - Suitable for day trading ranges
- Lower Timeframes - May produce more noise
Conclusion
The Recent Range Detector eliminates guesswork in range identification by providing objective, quantified range analysis. It's particularly valuable for traders who prefer range-bound strategies or need to identify when trending strategies should be avoided.
Remember: No indicator is perfect. Always combine with proper risk management, volume analysis, and broader market context for best results.
Disclaimer
This indicator is for educational purposes only and should not be considered as financial advice. Trading involves risk, and past performance does not guarantee future results. Always conduct your own research and consider your risk tolerance before making any trading decisions.
Nifty50 Swing Trading Super Indicator# 🚀 Nifty50 Swing Trading Super Indicator - Complete Guide
**Created by:** Gaurav
**Date:** August 8, 2025
**Version:** 1.0 - Optimized for Indian Markets
---
## 📋 Table of Contents
1. (#quick-start-guide)
2. (#indicator-overview)
3. (#installation-instructions)
4. (#parameter-settings)
5. (#signal-interpretation)
6. (#trading-strategy)
7. (#risk-management)
8. (#optimization-tips)
9. (#troubleshooting)
---
## 🎯 Quick Start Guide
### What You Get
✅ **2 Complete Pine Script Indicators:**
- `swing_trading_super_indicator.pine` - Universal version for all markets
- `nifty_optimized_super_indicator.pine` - Specifically optimized for Nifty50 & Indian stocks
✅ **Key Features:**
- Multi-component signal confirmation system
- Optimized for daily and 3-hour timeframes
- Built-in risk management with dynamic stops and targets
- Real-time signal strength monitoring
- Gap analysis for Indian market characteristics
### Immediate Setup
1. Copy the Pine Script code from `nifty_optimized_super_indicator.pine`
2. Paste into TradingView Pine Editor
3. Add to chart on daily or 3-hour timeframe
4. Look for 🚀BUY and 🔻SELL signals
5. Use the information table for signal confirmation
---
## 🔍 Indicator Overview
### Core Components Integration
**🎯 Range Filter (35% Weight)**
- Primary trend identification using adaptive volatility filtering
- Optimized sampling period: 21 bars for Indian market volatility
- Enhanced range multiplier: 3.0 to handle market gaps
- Provides trend direction and strength measurement
**⚡ PMAX (30% Weight)**
- Volatility-adjusted trend confirmation using ATR-based calculations
- Dynamic multiplier adjustment based on market volatility
- 14-period ATR with 2.5 multiplier for swing trading sensitivity
- Offers trailing stop functionality
**🏗️ Support/Resistance (20% Weight)**
- Dynamic level identification using pivot point analysis
- Tighter channel width (3%) for precise Indian market levels
- Enhanced strength calculation with historical interaction weighting
- Provides entry/exit timing and breakout signals
**📊 EMA Alignment (15% Weight)**
- Multi-timeframe moving average confirmation
- Key EMAs: 9, 21, 50, 200 (popular in Indian markets)
- Hierarchical alignment scoring for trend strength
- Additional trend validation layer
### Advanced Features
**🌅 Gap Analysis**
- Automatic detection of significant price gaps (>2%)
- Gap strength measurement and impact on signals
- Specific optimization for Indian market overnight gaps
- Visual gap markers on chart
**⏰ Multi-Timeframe Integration**
- Higher timeframe bias from daily/weekly data
- Configurable daily bias weight (default 70%)
- 3-hour confirmation for precise entry timing
- Prevents counter-trend trades against major timeframe
**🛡️ Risk Management**
- Dynamic stop-loss calculation using multiple methods
- Automatic profit target identification
- Position sizing guidance based on signal strength
- Anti-whipsaw logic to prevent false signals
---
## 📥 Installation Instructions
### Step 1: Access TradingView
1. Open TradingView.com
2. Navigate to Pine Editor (bottom panel)
3. Create a new indicator
### Step 2: Copy the Code
**For Nifty50 & Indian Stocks (Recommended):**
```pinescript
// Copy entire content from nifty_optimized_super_indicator.pine
```
**For Universal Use:**
```pinescript
// Copy entire content from swing_trading_super_indicator.pine
```
### Step 3: Configure and Apply
1. Click "Add to Chart"
2. Select daily or 3-hour timeframe
3. Adjust parameters if needed (defaults are optimized)
4. Enable alerts for signal notifications
### Step 4: Verify Installation
- Check that all components are visible
- Confirm information table appears in top-right
- Test with known trending stocks for signal validation
---
## ⚙️ Parameter Settings
### 🎯 Range Filter Settings
```
Sampling Period: 21 (optimized for Indian market volatility)
Range Multiplier: 3.0 (handles overnight gaps effectively)
Source: Close (most reliable for swing trading)
```
### ⚡ PMAX Settings
```
ATR Length: 14 (standard for daily/3H timeframes)
ATR Multiplier: 2.5 (balanced for swing trading sensitivity)
Moving Average Type: EMA (responsive to price changes)
MA Length: 14 (matches ATR period for consistency)
```
### 🏗️ Support/Resistance Settings
```
Pivot Period: 8 (shorter for Indian market dynamics)
Channel Width: 3% (tighter for precise levels)
Minimum Strength: 3 (higher quality levels only)
Maximum Levels: 4 (focus on strongest levels)
Lookback Period: 150 (sufficient historical data)
```
### 🚀 Super Indicator Settings
```
Signal Sensitivity: 0.65 (balanced for swing trading)
Trend Strength Requirement: 0.75 (high quality signals)
Gap Threshold: 2.0% (significant gap detection)
Daily Bias Weight: 0.7 (strong higher timeframe influence)
```
### 🎨 Display Options
```
Show Range Filter: ✅ (trend visualization)
Show PMAX: ✅ (trailing stops)
Show S/R Levels: ✅ (key price levels)
Show Key EMAs: ✅ (trend confirmation)
Show Signals: ✅ (buy/sell alerts)
Show Trend Background: ✅ (visual trend state)
Show Gap Markers: ✅ (gap identification)
```
---
## 📊 Signal Interpretation
### 🚀 BUY Signals
**Requirements for BUY Signal:**
- Price above Range Filter with upward trend
- PMAX showing bullish direction (MA > PMAX line)
- Support/resistance breakout or favorable positioning
- EMA alignment supporting upward movement
- Higher timeframe bias confirmation
- Overall signal strength > 75%
**Signal Strength Indicators:**
- **90-100%:** Extremely strong - Maximum position size
- **80-89%:** Very strong - Large position size
- **75-79%:** Strong - Standard position size
- **65-74%:** Moderate - Reduced position size
- **<65%:** Weak - Wait for better opportunity
### 🔻 SELL Signals
**Requirements for SELL Signal:**
- Price below Range Filter with downward trend
- PMAX showing bearish direction (MA < PMAX line)
- Resistance breakdown or unfavorable positioning
- EMA alignment supporting downward movement
- Higher timeframe bias confirmation
- Overall signal strength > 75%
### ⚖️ NEUTRAL Signals
**Characteristics:**
- Conflicting signals between components
- Low overall signal strength (<65%)
- Range-bound market conditions
- Wait for clearer directional bias
### 📈 Information Table Guide
**Component Status:**
- **BULL/BEAR:** Current signal direction
- **Strength %:** Component contribution strength
- **Status:** Additional context (STRONG/WEAK/ACTIVE/etc.)
**Overall Signal:**
- **🚀 STRONG BUY:** All systems aligned bullish
- **🔻 STRONG SELL:** All systems aligned bearish
- **⚖️ NEUTRAL:** Mixed or weak signals
---
## 💼 Trading Strategy
### Daily Timeframe Strategy
**Setup:**
1. Apply indicator to daily chart of Nifty50 or Indian stocks
2. Wait for 🚀BUY or 🔻SELL signal with >75% strength
3. Confirm higher timeframe bias alignment
4. Check for significant support/resistance levels
**Entry:**
- Enter on signal bar close or next bar open
- Use 3-hour chart for precise entry timing
- Avoid entries during major news events
- Consider gap analysis for overnight positions
**Position Sizing:**
- **>90% Strength:** 3-4% of portfolio
- **80-89% Strength:** 2-3% of portfolio
- **75-79% Strength:** 1-2% of portfolio
- **<75% Strength:** Avoid or minimal size
### 3-Hour Timeframe Strategy
**Setup:**
1. Confirm daily timeframe bias first
2. Apply indicator to 3-hour chart
3. Look for signals aligned with daily trend
4. Use for entry/exit timing optimization
**Entry Refinement:**
- Wait for 3H signal confirmation
- Enter on pullbacks to key levels
- Use tighter stops for better risk/reward
- Monitor intraday support/resistance
### Risk Management Rules
**Stop Loss Placement:**
1. **Primary:** Use indicator's dynamic stop level
2. **Secondary:** Below/above nearest support/resistance
3. **Maximum:** 2-3% of portfolio per trade
4. **Trailing:** Move stops with PMAX line
**Profit Taking:**
1. **Target 1:** First resistance/support level (50% position)
2. **Target 2:** Second resistance/support level (30% position)
3. **Runner:** Trail remaining 20% with PMAX
**Position Management:**
- Review positions at daily close
- Adjust stops based on new signals
- Exit if trend changes to opposite direction
- Reduce size during high volatility periods
---
## 🎯 Optimization Tips
### For Nifty50 Trading
- Use daily timeframe for primary signals
- Monitor sector rotation impact
- Consider index futures for better liquidity
- Watch for RBI policy and global cues impact
### For Individual Stocks
- Verify stock follows Nifty correlation
- Check sector-specific news and events
- Ensure adequate liquidity for position size
- Monitor earnings calendar for volatility
### Market Condition Adaptations
**Trending Markets:**
- Increase position sizes for strong signals
- Use wider stops to avoid whipsaws
- Focus on trend continuation signals
- Reduce counter-trend trading
**Range-Bound Markets:**
- Reduce position sizes
- Use tighter stops and quicker profits
- Focus on support/resistance bounces
- Increase signal strength requirements
**High Volatility Periods:**
- Reduce overall exposure
- Use smaller position sizes
- Increase stop-loss distances
- Wait for clearer signals
### Performance Monitoring
- Track win rate and average profit/loss
- Monitor signal quality over time
- Adjust parameters based on market changes
- Keep trading journal for pattern recognition
---
## 🔧 Troubleshooting
### Common Issues
**Q: Signals appear too frequently**
A: Increase "Trend Strength Requirement" to 0.8-0.9
**Q: Missing obvious trends**
A: Decrease "Signal Sensitivity" to 0.5-0.6
**Q: Too many false signals**
A: Enable "3H Confirmation" and increase strength requirements
**Q: Indicator not loading**
A: Check Pine Script version compatibility (requires v5)
### Parameter Adjustments
**For More Sensitive Signals:**
- Decrease Signal Sensitivity to 0.5-0.6
- Decrease Trend Strength Requirement to 0.6-0.7
- Increase Range Filter multiplier to 3.5-4.0
**For More Conservative Signals:**
- Increase Signal Sensitivity to 0.7-0.8
- Increase Trend Strength Requirement to 0.8-0.9
- Enable all confirmation features
### Performance Issues
- Reduce lookback periods if chart loads slowly
- Disable some visual elements for better performance
- Use on liquid stocks/indices for best results
---
## 📞 Support & Updates
This super indicator combines the best of Range Filter, PMAX, and Support/Resistance analysis specifically optimized for Indian market swing trading. The multi-component approach significantly improves signal quality while the built-in risk management features help protect capital.
**Remember:** No indicator is 100% accurate. Always combine with proper risk management, market analysis, and your trading experience for best results.
**Happy Trading! 🚀**
MSTY-WNTR Rebalancing SignalMSTY-WNTR Rebalancing Signal
## Overview
The **MSTY-WNTR Rebalancing Signal** is a custom TradingView indicator designed to help investors dynamically allocate between two YieldMax ETFs: **MSTY** (YieldMax MSTR Option Income Strategy ETF) and **WNTR** (YieldMax Short MSTR Option Income Strategy ETF). These ETFs are tied to MicroStrategy (MSTR) stock, which is heavily influenced by Bitcoin's price due to MSTR's significant Bitcoin holdings.
MSTY benefits from upward movements in MSTR (and thus Bitcoin) through a covered call strategy that generates income but caps upside potential. WNTR, on the other hand, provides inverse exposure, profiting from MSTR declines but losing in rallies. This indicator uses Bitcoin's momentum and MSTR's relative strength to signal when to hold MSTY (bullish phases), WNTR (bearish phases), or stay neutral, aiming to optimize returns by switching allocations at key turning points.
Inspired by strategies discussed in crypto communities (e.g., X posts analyzing MSTR-linked ETFs), this indicator promotes an active rebalancing approach over a "set and forget" buy-and-hold strategy. In simulated backtests over the past 12 months (as of August 4, 2025), the optimized version has shown potential to outperform holding 100% MSTY or 100% WNTR alone, with an illustrative APY of ~125% vs. ~6% for MSTY and ~-15% for WNTR in one scenario.
**Important Disclaimer**: This is not financial advice. Past performance does not guarantee future results. Always consult a financial advisor. Trading involves risk, and you could lose money. The indicator is for educational and informational purposes only.
## Key Features
- **Momentum-Based Signals**: Uses a Simple Moving Average (SMA) on Bitcoin's price to detect bullish (price > SMA) or bearish (price < SMA) trends.
- **RSI Confirmation**: Incorporates MSTR's Relative Strength Index (RSI) to filter signals, avoiding overbought conditions for MSTY and oversold for WNTR.
- **Visual Cues**:
- Green upward triangle for "Hold MSTY".
- Red downward triangle for "Hold WNTR".
- Yellow cross for "Switch" signals.
- Background color: Green for MSTY, red for WNTR.
- **Information Panel**: A table in the top-right corner displays real-time data: BTC Price, SMA value, MSTR RSI, and current Allocation (MSTY, WNTR, or Neutral).
- **Alerts**: Configurable alerts for holding MSTY, holding WNTR, or switching.
- **Optimized Parameters**: Defaults are tuned (SMA: 10 days, RSI: 15 periods, Overbought: 80, Oversold: 20) based on simulations to reduce whipsaws and capture trends effectively.
## How It Works
The indicator's logic is straightforward yet effective for volatile assets like Bitcoin and MSTR:
1. **Primary Trigger (Bitcoin Momentum)**:
- Calculate the SMA of Bitcoin's closing price (default: 10-day).
- Bullish: Current BTC price > SMA → Potential MSTY hold.
- Bearish: Current BTC price < SMA → Potential WNTR hold.
2. **Secondary Filter (MSTR RSI Confirmation)**:
- Compute RSI on MSTR stock (default: 15-period).
- For bullish signals: If RSI > Overbought (80), signal Neutral (avoid overextended rallies).
- For bearish signals: If RSI < Oversold (20), signal Neutral (avoid capitulation bottoms).
3. **Allocation Rules**:
- Hold 100% MSTY if bullish and not overbought.
- Hold 100% WNTR if bearish and not oversold.
- Neutral otherwise (e.g., during choppy or extreme markets) – consider holding cash or avoiding trades.
4. **Rebalancing**:
- Switch signals trigger when the hold changes (e.g., from MSTY to WNTR).
- Recommended frequency: Weekly reviews or on 5% BTC moves to minimize trading costs (aim for 4-6 trades/year).
This approach leverages Bitcoin's influence on MSTR while mitigating the risks of MSTY's covered call drag during downtrends and WNTR's losses in uptrends.
## Setup and Usage
1. **Chart Requirements**:
- Apply this indicator to a Bitcoin chart (e.g., BTCUSD on Binance or Coinbase, daily timeframe recommended).
- Ensure MSTR stock data is accessible (TradingView supports it natively).
2. **Adding to TradingView**:
- Open the Pine Editor.
- Paste the script code.
- Save and add to your chart.
- Customize inputs if needed (e.g., adjust SMA/RSI lengths for different timeframes).
3. **Interpretation**:
- **Green Background/Triangle**: Allocate 100% to MSTY – Bitcoin is in an uptrend, MSTR not overbought.
- **Red Background/Triangle**: Allocate 100% to WNTR – Bitcoin in downtrend, MSTR not oversold.
- **Yellow Switch Cross**: Rebalance your portfolio immediately.
- **Neutral (No Signal)**: Panel shows "Neutral" – Hold cash or previous position; reassess weekly.
- Monitor the panel for key metrics to validate signals manually.
4. **Backtesting and Strategy Integration**:
- Convert to a strategy script by changing `indicator()` to `strategy()` and adding entry/exit logic for automated testing.
- In simulations (e.g., using Python or TradingView's backtester), it has outperformed buy-and-hold in volatile markets by ~100-200% relative APY, but results vary.
- Factor in fees: ETF expense ratios (~0.99%), trading commissions (~$0.40/trade), and slippage.
5. **Risk Management**:
- Use with a diversified portfolio; never allocate more than you can afford to lose.
- Add stop-losses (e.g., 10% trailing) to protect against extreme moves.
- Rebalance sparingly to avoid over-trading in sideways markets.
- Dividends: Reinvest MSTY/WNTR payouts into the current hold for compounding.
## Performance Insights (Simulated as of August 4, 2025)
Based on synthetic backtests modeling the last 12 months:
- **Optimized Strategy APY**: ~125% (by timing switches effectively).
- **Hold 100% MSTY APY**: ~6% (gains from BTC rallies offset by downtrends).
- **Hold 100% WNTR APY**: ~-15% (losses in bull phases outweigh bear gains).
In one scenario with stronger volatility, the strategy achieved ~4533% APY vs. 10% for MSTY and -34% for WNTR, highlighting its potential in dynamic markets. However, these are illustrative; real results depend on actual BTC/MSTR movements. Test thoroughly on historical data.
## Limitations and Considerations
- **Data Dependency**: Relies on accurate BTC and MSTR data; delays or gaps can affect signals.
- **Market Risks**: Bitcoin's volatility can lead to false signals (whipsaws); the RSI filter helps but isn't perfect.
- **No Guarantees**: This indicator doesn't predict the future. MSTR's correlation to BTC may change (e.g., due to regulatory events).
- **Not for All Users**: Best for intermediate/advanced traders familiar with ETFs and crypto. Beginners should paper trade first.
- **Updates**: As of August 4, 2025, this is version 1.0. Future updates may include volume filters or EMA options.
If you find this indicator useful, consider leaving a like or comment on TradingView. Feedback welcome for improvements!
Peak & Valley Screener RadarThis Pine Script indicator is designed to help traders and investors analyze the percentage distance of stock prices from their recent All-Time High (ATH) and All-Time Low (ALH) over a user-defined number of bars.
It functions as a multi-stock screener, scanning a customizable list of stocks (default: 40 BIST 500 stocks) and displaying results in a dynamic table on the chart.
The script identifies stocks that have pulled back more than a specified percentage from their ATH (potential buying opportunities) or risen less than a specified percentage from their ALH (potential caution zones).
Key Features:
Customizable Stock List: Users can input a comma-separated list of stock tickers (e.g., "AAPL,GOOGL,MSFT") to scan any symbols available on TradingView.
User-Defined Parameters: Adjust the lookback period (bars back, default 250), ATH pullback threshold (default 10%), and ALH rise threshold (default 10%).
Dynamic Table Display: Results are shown in a table with two columns: "Distance to TOP" (ATH pullbacks in red) and "Distance to BOTTOM" (ALH rises in green). The table includes input parameters for quick reference and can be positioned anywhere on the chart (top/bottom left/center/right).
Optional Plots: Toggle plots to visualize the percentage distances for the current chart symbol (red for ATH, green for ALH).
Efficient Data Handling: Uses request.security with tuples for optimized multi-symbol data fetching, supporting up to ~80 stocks without exceeding Pine Script limits (adjust table rows if needed for more).
Real-Time Updates: The table updates only on the last bar for performance efficiency.
How It Works:
The script calculates the highest high and lowest low over the specified bars for each stock.
It computes the percentage difference from the current close: negative for ATH (pullback) and positive for ALH (rise).
Stocks meeting the thresholds are listed in the table with their exact percentages.
Usage Tips:
Apply this indicator to any chart (e.g., a BIST index or stock) to run the screener in the background.
Ideal for swing traders scanning for undervalued stocks near ATH or overbought near ALH.
Note: Performance may vary with large stock lists due to TradingView's security call limits (~40-50 calls per script). Test with smaller lists if needed.
You can bypass the 40-stock limit by adding the indicator twice to the chart, entering 40 different stocks in the second indicator and setting a different table position from the first one, allowing you to scan 80 stocks simultaneously. In fact, this way, you can scan as many stocks as your plan's limits allow.
This script is released under the Mozilla Public License 2.0. Feedback and suggestions are welcome, but please adhere to TradingView's House Rules—no guarantees of profitability, use at your own risk.Disclaimer: This is not financial advice. Past performance does not predict future results. Always conduct your own research.
Range Filter Strategy [Arabic Real Backtest]استراتيجية مرشح النطاق - اختبار واقعي
نظرة عامة
استراتيجية مرشح النطاق المتقدمة مصممة للاختبار الواقعي مع توقيت تنفيذ دقيق وإدارة مخاطر شاملة. تم بناؤها خصيصًا لأسواق العملات الرقمية مع معلمات قابلة للتخصيص لأصول وفترات زمنية مختلفة.
الخوارزمية الأساسية
تقنية مرشح النطاق:
* حساب متوسط النطاق السلس باستخدام فلترة مزدوجة للـ EMA
* فلترة أسعار استنادًا إلى النطاق الديناميكي لتحديد اتجاه الاتجاه
* نظام فلترة ضد الضوضاء لتقليل الإشارات الخاطئة
* تتبع الزخم الاتجاهي مع عدادات للأعلى/للأسفل
الميزات الرئيسية
**التنفيذ الفوري (بدون تأخير)**
* معالجة الأوامر عند كل نقطة: تنفيذ فوري دون انتظار إغلاق الشمعة
* تكامل مكبر الشمعة للحصول على دقة داخل الشمعة
* الحساب في كل نقطة لضمان الاستجابة القصوى
* تجاوز OHLC القياسي لزيادة الدقة
**محاكاة الأسعار الواقعية**
* تسعير الدخول باستخدام HL2 (High+Low)/2 لملء واقعي
* محاكاة للبُعد العازل للسعر القابل للتخصيص
* إنشاء انزلاق عشوائي (من 0 إلى الحد الأقصى للانزلاق)
* التحقق من سيولة السوق قبل الدخول
**فلترة الإشارات المتقدمة**
* فلترة استنادًا إلى الحجم مع نسبة قابلة للتخصيص
* نظام تأكيد الإشارة اختياري (من 1 إلى 3 شموع)
* منطق مضاد للتكرار لمنع الإشارات المكررة
* التحكم في حد التداول اليومي
**إدارة المخاطر**
* نسب ثابتة للمخاطرة: العائد مع حساب دقيق للنقاط
* تنفيذ وقف الخسارة وجني الأرباح تلقائيًا
* إدارة حجم المركز
* تحديد الحد الأقصى للصفقات اليومية
**نظام التنبيهات**
* تنبيهات فورية متزامنة مع تنفيذ الاستراتيجية
* أنواع متعددة من التنبيهات: إعداد، دخول، خروج، حالة
* تخصيص تنسيق الرسائل مع تضمين السعر/الوقت
* تكامل مع لوحة تنبيهات TradingView
المعلمات الافتراضية
محسن لرسوم بيانية لفترة 5 دقائق لبيتكوين:
* فترة العينة: 100
* معامل النطاق: 3.0
* المخاطرة: 50 نقطة
* المكافأة: 100 نقطة (نسبة 1:2)
* بُعد الانتشار: 2.0 نقطة
* الحد الأقصى للانزلاق: 1.0 نقطة
منطق الإشارة
**شروط الدخول الطويل:**
* السعر فوق خط مرشح النطاق
* تأكيد الزخم الصاعد
* تلبية متطلبات الحجم (إذا تم تمكينها)
* اكتمال فترة التأكيد (إذا تم تمكينها)
* لم يتم تجاوز حد الصفقات اليومية
**شروط الدخول القصير:**
* السعر تحت خط مرشح النطاق
* تأكيد الزخم الهابط
* تلبية متطلبات الحجم (إذا تم تمكينها)
* اكتمال فترة التأكيد (إذا تم تمكينها)
* لم يتم تجاوز حد الصفقات اليومية
العناصر البصرية
* خط مرشح النطاق مع تلوين الاتجاه
* الأشرطة العليا والسفلى المستهدفة
* علامات إشارات الدخول
* صناديق نسبة المخاطرة/العائد
* لوحة إعدادات حية
خيارات التخصيص
**التكيف مع السوق:**
* تعديل فترة العينة لبيانات الزمن المختلفة
* تعديل معامل النطاق لمستويات التقلب المختلفة
* تكوين الانتشار/الانزلاق لوسطاء مختلفين
* تحديد النسب المناسبة للمخاطرة/العائد حسب أسلوب التداول
**ضوابط الفلترة:**
* تمكين/تعطيل فلترة الحجم
* تعديل متطلبات التأكيد
* تعيين حدود الصفقات اليومية
* تخصيص تفضيلات التنبيه
الميزات المتعلقة بالأداء
* نتائج اختبار واقعية متوافقة مع التداول المباشر
* القضاء على تحيز المستقبل
* محاكاة تنفيذ الأوامر بشكل صحيح
* إحصائيات تداول شاملة
تكوين التنبيه
**أنواع التنبيهات المتاحة:**
* إشارات الدخول مع معلومات التداول الكاملة
* تنبيهات الإعداد للتحضير المبكر
* إشعارات الخروج لإدارة المراكز
* فلترة التغيرات في الاتجاه لظروف السوق
**تنسيق الرسائل:**
رمز - الإجراء | السعر: XX.XX | الوقف: XX.XX | الهدف: XX.XX | الوقت: HH\:MM
التوصيات لاستخدام الاستراتيجية
**الإعدادات المثلى:**
* بيتكوين/العملات الرقمية الرئيسية: المعلمات الافتراضية
* الفوركس: تقليل فترة العينة إلى 50-70، المعامل إلى 2.0-2.5
* الأسهم: تقليل فترة العينة إلى 30-50، المعامل إلى 1.0-1.8
* الذهب: فترة العينة 60-80، المعامل 1.5-2.0
**تكوين TradingView:**
* إعادة الحساب: "على كل نقطة"
* الأوامر: "استخدام مكبر الشمعة"
* البيانات: يوصى باستخدام التغذية الحية
إخلاء المسؤولية
تم تصميم هذه الاستراتيجية لأغراض تعليمية وتحليلية. الأداء السابق لا يضمن النتائج المستقبلية. يجب دائمًا إجراء اختبارات شاملة على التداول الورقي قبل التنفيذ المباشر. يجب أخذ ظروف السوق، تنفيذ الوسيط، والتحمل الشخصي للمخاطر في الاعتبار عند استخدام أي نظام تداول آلي.
Range Filter Strategy - Real Backtesting
# Overview
Advanced Range Filter strategy designed for realistic backtesting with precise execution timing and comprehensive risk management. Built specifically for cryptocurrency markets with customizable parameters for different assets and timeframes.
Core Algorithm
Range Filter Technology:
- Smooth Average Range calculation using dual EMA filtering
- Dynamic range-based price filtering to identify trend direction
- Anti-noise filtering system to reduce false signals
- Directional momentum tracking with upward/downward counters
Key Features
Real-Time Execution (No Delay)
- Process orders on tick: Immediate execution without waiting for bar close
- Bar magnifier integration for intrabar precision
- Calculate on every tick for maximum responsiveness
- Standard OHLC bypass for enhanced accuracy
Realistic Price Simulation
- HL2 entry pricing (High+Low)/2 for realistic fills
- Configurable spread buffer simulation
- Random slippage generation (0 to max slippage)
- Market liquidity validation before entry
Advanced Signal Filtering
- Volume-based filtering with customizable ratio
- Optional signal confirmation system (1-3 bars)
- Anti-repetition logic to prevent duplicate signals
- Daily trade limit controls
Risk Management
- Fixed Risk:Reward ratios with precise point calculation
- Automatic stop loss and take profit execution
- Position size management
- Maximum daily trades limitation
Alert System
- Real-time alerts synchronized with strategy execution
- Multiple alert types: Setup, Entry, Exit, Status
- Customizable message formatting with price/time inclusion
- TradingView alert panel integration
Default Parameters
Optimized for BTC 5-minute charts:
- Sampling Period: 100
- Range Multiplier: 3.0
- Risk: 50 points
- Reward: 100 points (1:2 R:R)
- Spread Buffer: 2.0 points
- Max Slippage: 1.0 points
Signal Logic
Long Entry Conditions:
- Price above Range Filter line
- Upward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Short Entry Conditions:
- Price below Range Filter line
- Downward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Visual Elements
- Range Filter line with directional coloring
- Upper and lower target bands
- Entry signal markers
- Risk/Reward ratio boxes
- Real-time settings dashboard
Customization Options
Market Adaptation:
- Adjust Sampling Period for different timeframes
- Modify Range Multiplier for various volatility levels
- Configure spread/slippage for different brokers
- Set appropriate R:R ratios for trading style
Filtering Controls:
- Enable/disable volume filtering
- Adjust confirmation requirements
- Set daily trade limits
- Customize alert preferences
Performance Features
- Realistic backtesting results aligned with live trading
- Elimination of look-ahead bias
- Proper order execution simulation
- Comprehensive trade statistics
Alert Configuration
Alert Types Available:
- Entry signals with complete trade information
- Setup alerts for early preparation
- Exit notifications for position management
- Filter direction changes for market context
Message Format:
Symbol - Action | Price: XX.XX | Stop: XX.XX | Target: XX.XX | Time: HH:MM
Usage Recommendations
Optimal Settings:
- Bitcoin/Major Crypto: Default parameters
- Forex: Reduce sampling period to 50-70, multiplier to 2.0-2.5
- Stocks: Reduce sampling period to 30-50, multiplier to 1.0-1.8
- Gold: Sampling period 60-80, multiplier 1.5-2.0
TradingView Configuration:
- Recalculate: "On every tick"
- Orders: "Use bar magnifier"
- Data: Real-time feed recommended
Risk Disclaimer
This strategy is designed for educational and analytical purposes. Past performance does not guarantee future results. Always test thoroughly on paper trading before live implementation. Consider market conditions, broker execution, and personal risk tolerance when using any automated trading system.
Trigonometric StochasticTrigonometric Stochastic - Mathematical Smoothing Oscillator
Overview
A revolutionary approach to stochastic oscillation using sine wave mathematical smoothing. This indicator transforms traditional stochastic calculations through trigonometric functions, creating an ultra-smooth oscillator that reduces noise while maintaining sensitivity to price changes.
Mathematical Foundation
Unlike standard stochastic oscillators, this version applies sine wave smoothing:
• Raw Stochastic: (close - lowest_low) / (highest_high - lowest_low) × 100
• Trigonometric Smoothing: 50 + 50 × sin(2π × raw_stochastic / 100)
• Result: Naturally smooth oscillator with mathematical precision
Key Features
Advanced Smoothing Technology
• Sine Wave Filter: Eliminates choppy movements while preserving signal integrity
• Natural Boundaries: Mathematically constrained between 0-100
• Reduced False Signals: Trigonometric smoothing filters market noise effectively
Traditional Stochastic Levels
• Overbought Zone: 80 level (dashed line)
• Oversold Zone: 20 level (dashed line)
• Midline: 50 level (dotted line) - equilibrium point
• Visual Clarity: Clean oscillator panel with clear level markings
Smart Signal Generation
• Anti-Repaint Logic: Uses confirmed previous bar values
• Buy Signals: Generated when crossing above 30 from oversold territory
• Sell Signals: Generated when crossing below 70 from overbought territory
• Crossover Detection: Precise entry/exit timing
Professional Presentation
• Separate Panel: Dedicated oscillator window (overlay=false)
• Price Format: Formatted as price indicator with 2-decimal precision
• Theme Adaptive: Automatically matches your chart color scheme
Parameters
• Cycle Length (5-200): Period for highest/lowest calculations
- Shorter periods = more sensitive, more signals
- Longer periods = smoother, fewer but stronger signals
Trading Applications
Momentum Analysis
• Overbought/Oversold: Clear visual identification of extreme levels
• Momentum Shifts: Early detection of momentum changes
• Trend Strength: Monitor oscillator position relative to midline
Signal Trading
• Long Entries: Buy when crossing above 30 (oversold bounce)
• Short Entries: Sell when crossing below 70 (overbought rejection)
• Confirmation Tool: Use with trend indicators for higher probability trades
Divergence Detection
• Bullish Divergence: Price makes lower lows, oscillator makes higher lows
• Bearish Divergence: Price makes higher highs, oscillator makes lower highs
• Early Warning: Spot potential trend reversals before they occur
Trading Strategies
Scalping (5-15min timeframes)
• Use cycle length 10-14 for quick signals
• Focus on 20/80 level bounces
• Combine with price action confirmation
Swing Trading (1H-4H timeframes)
• Use cycle length 20-30 for reliable signals
• Wait for clear crossovers with momentum
• Monitor divergences for reversal setups
Position Trading (Daily+ timeframes)
• Use cycle length 50+ for major signals
• Focus on extreme readings (below 10, above 90)
• Combine with fundamental analysis
Advantages Over Standard Stochastic
1. Smoother Action: Sine wave smoothing reduces whipsaws
2. Mathematical Precision: Trigonometric functions provide consistent behavior
3. Maintained Sensitivity: Smoothing doesn't compromise signal quality
4. Reduced Noise: Cleaner signals in volatile markets
5. Visual Appeal: More aesthetically pleasing oscillator movement
Best Practices
• Market Context: Consider overall trend direction
• Multiple Timeframe: Confirm signals on higher timeframes
• Risk Management: Always use proper position sizing
• Backtesting: Test parameters on your preferred instruments
• Combination: Works excellently with trend-following indicators
Built-in Alerts
• Buy Alert: Trigonometric stochastic oversold crossover
• Sell Alert: Trigonometric stochastic overbought crossunder
Technical Specifications
• Pine Script Version: v6
• Panel: Separate oscillator window
• Format: Price indicator with 2-decimal precision
• Performance: Optimized for all timeframes
• Compatibility: Works with all instruments
Free and open-source indicator. Modify, improve, and share with the community!
Educational Value: Perfect for traders wanting to understand how mathematical smoothing improves oscillators and trigonometric applications in technical analysis.
WT + Stoch RSI Reversal Combo📊MR.Z RSI : WT + Stochastic RSI Reversal Combo
This custom indicator combines WaveTrend oscillator and Stochastic RSI to detect high-confidence market reversal points, filtering signals so they only appear when both indicators align.
🔍 Core Components:
✅ WaveTrend Oscillator
Based on smoothed deviation from EMA (similar to TCI logic)
Plots:
WT1 (main line)
WT2 (signal line = SMA of WT1)
Uses overbought/oversold thresholds (default: ±53) to filter signals
✅ Stochastic RSI
Momentum oscillator based on RSI's stochastic value
Plots:
%K: smoothed Stoch of RSI
%D: smoothed version of %K
Adjustable oversold/overbought thresholds (default: 20/80)
🔁 Combined Reversal Signal Logic:
🔼 Buy Signal
WT1 crosses above WT2 below WT oversold level (e.g., -53)
%K crosses above %D below Stoch RSI oversold level (e.g., 20)
🔽 Sell Signal
WT1 crosses below WT2 above WT overbought level (e.g., 53)
%K crosses below %D above Stoch RSI overbought level (e.g., 80)
🔔 Signals are only plotted and alerted if both conditions are true.
📌 Features:
Toggle on/off:
WaveTrend lines and histogram
Stochastic RSI
Combined Buy/Sell signals
Horizontal reference lines (±100, OB/OS)
Fully customizable smoothing lengths and thresholds
Signal plots:
✅ Green up-triangle = Combo Buy
✅ Red down-triangle = Combo Sell
Optional: Circle/cross markers for WT-only and Stoch-only signals
🔔 Built-in alerts for Buy/Sell signals
📈 Use Cases:
Reversal Trading: Wait for both indicators to confirm momentum shift
Entry Filter: Use in combination with trend indicators (like EMA)
Scalping or Swing: Works on intraday and higher timeframes
TrendShift [MOT]📈 TrendShift – Multi-Factor Momentum & Trend Signal Suite
TrendShift is a precision-built momentum and confluence tool designed to highlight directional shifts in price action. It combines EMA slope structure, oscillator confirmation, volume behavior, and dynamic SL/TP logic into one cohesive system. Whether you're trading with the trend or catching reversals, TrendShift provides data-backed clarity and visual confidence — and it’s available free to the public.
🔍 Core Signal Logic
Buy (🟢 Long) and Sell (🔴 Short) signals are triggered when multiple conditions align within a set bar window (default: 5 bars):
Stochastic RSI K/D cross
RSI crosses above 20 (long) or below 80 (short)
Stochastic RSI breaks 20 (long) or 80 (short)
Volume exceeds 20-bar average
🧭 Visual Trend Dashboard – Signal Table
A real-time on-chart dashboard displays:
EMA Trend: Bullish / Bearish / Mixed (based on 4 EMA slopes)
Stoch RSI: Oversold / Overbought / Neutral
RSI: Exact value with zone label
Volume: Above or Below average
Dashboard theme and position are fully customizable.
📐 Trend Structure with EMA Slope Logic
Plots four EMAs (21, 50, 100, 200) color-coded by slope:
Green = Rising
Red = Falling
These feed into the dashboard's EMA Trend display.
🎯 Optional Take Profit / Stop Loss Zones
When enabled, SL/TP lines plot automatically on valid signals:
Fixed-distance targets (e.g., 10pt TP, 5pt SL)
Auto-remove on TP or SL hit
Separate lines for long vs. short trades
Fully customizable styling
🔁 Trailing Stop Filter (Internal Logic)
A custom ATR-based trailing stop helps validate directional strength:
ATR period
HHV window
ATR multiplier
Used internally — not plotted — to confirm trend progression before entry.
⚙️ Customizable Parameters
Every core component is user-configurable:
EMA periods: 21 / 50 / 100 / 200
ATR trailing logic: period, HHV, multiplier
Oscillator settings: Stoch RSI & RSI
Volume length
SL/TP toggles and point values
Bar clustering window
Dashboard theme and location
🔔 Alerts Included
BUY Signal Triggered
SELL Signal Triggered
Compatible with webhook automation or mobile push notifications.
⚠️ Disclaimer
This tool is for educational purposes only and is not financial advice. Trading involves risk — always do your own research and consult a licensed professional before making trading decisions.
🌊 Reinhart-Rogoff Financial Instability Index (RR-FII)Overview
The Reinhart-Rogoff Financial Instability Index (RR-FII) is a multi-factor indicator that consolidates historical crisis patterns into a single risk score ranging from 0 to 100. Drawing from the extensive research in "This Time is Different: Eight Centuries of Financial Crises" by Carmen M. Reinhart and Kenneth S. Rogoff, the RR-FII translates nearly a millennium of crisis data into practical insights for financial markets.
What It Does
The RR-FII acts like a real-time financial weather forecast by tracking four key stress indicators that historically signal the build-up to major financial crises. Unlike traditional indicators based only on price, it takes a broader view, examining the global market's interconnected conditions to provide a holistic assessment of systemic risk.
The Four Crisis Components
- Capital Flow Stress (Default weight: 25%)
- Data analyzed: Volatility (ATR) and price movements of the selected asset.
- Detects abrupt volatility surges or sharp price falls, which often precede debt defaults due to sudden stops in capital inflow.
- Commodity Cycle (Default weight: 20%)
- Data analyzed: US crude oil prices (customizable).
- Watches for significant declines from recent highs, since commodity price troughs often signal looming crises in emerging markets.
- Currency Crisis (Default weight: 30%)
- Data analyzed: US Dollar Index (DXY, customizable).
- Flags if the currency depreciates by more than 15% in a year, aligning with historical criteria for currency crashes linked to defaults.
- Banking Sector Health (Default weight: 25%)
- Data analyzed: Performance of financial sector ETFs (e.g., XLF) relative to broad market benchmarks (SPY).
- Monitors for underperformance in the financial sector, a strong indicator of broader financial instability.
Risk Scale Interpretation
- 0-20: Safe – Low systemic risk, normal conditions.
- 20-40: Moderate – Some signs of stress, increased caution advised.
- 40-60: Elevated – Multiple risk factors, consider adjusting positions.
- 60-80: High – Significant probability of crisis, implement strong risk controls.
- 80-100: Critical – Several crisis indicators active, exercise maximum caution.
Visual Features
- The main risk line changes color with increasing risk.
- Background colors show different risk zones for quick reference.
- Option to view individual component scores.
- A real-time status table summarizes all component readings.
- Crisis event markers appear when thresholds are breached.
- Customizable alerts notify users of changing risk levels.
How to Use
- Apply as an overlay for broad risk management at the portfolio level.
- Adjust position sizes inversely to the crisis index score.
- Use high index readings as a warning to increase vigilance or reduce exposure.
- Set up alerts for changes in risk levels.
- Analyze using various timeframes; daily and weekly charts yield the best macro insights.
Customizable Settings
- Change the weighting of each crisis factor.
- Switch commodity, currency, banking sector, and benchmark symbols for customized views or regional focus.
- Adjust thresholds and visual settings to match individual risk preferences.
Academic Foundation
Rooted in rigorous analysis of 66 countries and 800 years of data, the RR-FII uses empirically validated relationships and thresholds to assess systemic risk. The indicator embodies key findings: financial crises often follow established patterns, different types of crises frequently coincide, and clear quantitative signals often precede major events.
Best Practices
- Use RR-FII as part of a comprehensive risk management strategy, not as a standalone trading signal.
- Combine with fundamental analysis for complete market insight.
- Monitor for differences between component readings and the overall index.
- Favor higher timeframes for a broader macro view.
- Adjust component importance to suit specific market interests.
Important Disclaimers
- RR-FII assesses risk using patterns from past crises but does not predict future events.
- Historical performance is not a guarantee of future results.
- Always employ proper risk management.
- Consider this tool as one element in a broader analytical toolkit.
- Even with high risk readings, markets may not react immediately.
Technical Requirements
- Compatible with Pine Script v6, suitable for all timeframes and symbols.
- Pulls data automatically for USOIL, DXY, XLF, and SPY.
- Operates without repainting, using only confirmed data.
The RR-FII condenses centuries of financial crisis knowledge into a modern risk management tool, equipping investors and traders with a deeper understanding of when systemic risks are most pronounced.
Weighted Multi-Mode Oscillator [BackQuant]Weighted Multi‑Mode Oscillator
1. What Is It?
The Weighted Multi‑Mode Oscillator (WMMO) is a next‑generation momentum tool that turns a dynamically‑weighted moving average into a 0‑100 bounded oscillator.
It lets you decide how each bar is weighted (by volume, volatility, momentum or a hybrid blend) and how the result is normalised (Percentile, Z‑Score or Min‑Max).
The outcome is a self‑adapting gauge that delivers crystal‑clear overbought / oversold zones, divergence clues and regime shifts on any market or timeframe.
2. How It Works
• Dynamic Weight Engine
▪ Volume – emphasises bars with exceptional participation.
▪ Volatility – inverse ATR weighting filters noisy spikes.
▪ Momentum – amplifies strong directional ROC bursts.
▪ Hybrid – equal‑weight blend of the three dimensions.
• Multi‑Mode Smoothing
Choose from 8 MA types (EMA, DEMA, HMA, LINREG, TEMA, RMA, SMA, WMA) plus a secondary smoothing factor to fine‑tune lag vs. responsiveness.
• Normalization Suite
▪ Percentile – rank vs. recent history (context aware).
▪ Z‑Score – standard deviations from mean (statistical extremes).
▪ Min‑Max – scale between rolling high/low (trend friendly).
3. Reading the Oscillator
Zone Default Level Interpretation
Bull > 80 Acceleration; momentum buyers in control
Neutral 20 – 80 Consolidation / no edge
Bear < 20 Exhaustion; sellers dominate
Gradient line/area automatically shades from bright green (strong bull) to deep red (strong bear).
Optional bar‑painting colours price bars the same way for rapid chart scanning.
4. Typical Use‑Cases
Trend Confirmation – Set Weight = Hybrid, Smoothing = EMA. Enter pullbacks only when WMMO > 50 and rising.
Mean Reversion – Weight = Volatility, reduce upper / lower bands to 70 / 30 and fade extremes.
Volume Pulse – Intraday futures: Weight = Volume to catch participation surges before breakout candles.
Divergence Spotting – Compare price highs/lows to WMMO peaks for early reversal clues.
5. Inputs & Styling
Calculation: Source, MA Length, MA Type, Smoothing
Weighting: Volume period & factor, Volatility length, Momentum period
Normalisation: Method, Look‑back, Upper / Lower thresholds
Display: Gradient fills, Threshold lines, Bar‑colouring toggle, Line width & colours
All thresholds, colours and fills are fully customisable inside the settings panel.
6. Built‑In Alerts
WMMO Long – oscillator crosses up through upper threshold.
WMMO Short – oscillator crosses down through lower threshold.
Attach them once and receive push / e‑mail notifications the moment momentum flips.
7. Best Practices
Percentile mode is self‑adaptive and works well across assets; Z‑Score excels in ranges; Min‑Max shines in persistent trends.
Very short MA lengths (< 10) may produce jitter; compensate with higher “Smoothing” or longer look‑backs.
Pair WMMO with structure‑based tools (S/R, trend lines) for higher‑probability trade confluence.
Disclaimer
This script is provided for educational purposes only. It is not financial advice. Always back‑test thoroughly and manage risk before trading live capital.
Alt Szn Oracle - Institutional GradeThe Alt Szn Oracle is a macro-level indicator built to help traders front-run altseason by tracking liquidity, dominance rotation, sentiment, and capital flows—all in one signal. It’s designed for those who don’t just chase pumps, but want to understand when the tide is turning and why. This tool doesn't predict specific coin breakouts—it tells you when the market as a whole is gearing up to rotate into higher beta assets like altcoins, including memes and microcaps.
The index consolidates ten macro inputs into a normalized, smoothed score from 0–100. These include Bitcoin and Ethereum dominance, ETH/BTC, altcoin market cap (Total3), relative volume flows, and stablecoin supply (USDT, USDC, DAI)—which act as proxies for risk-on appetite and dry powder entering the system. It also incorporates manually updated sentiment metrics from Google Trends and the Fear & Greed Index, giving it a behavioral edge that most indicators lack.
The logic is simple but powerful: when BTC dominance is falling, ETH/BTC is rising, altcoin volume increases relative to BTC/ETH, and stablecoins start moving—you're likely in the early innings of rotation. The index is also filtered through a volatility threshold and smoothed with an EMA to eliminate chop and fakeouts.
Use this indicator on macro charts like TOTAL3, TOTAL2, or ETHBTC to gauge market health, or overlay it on specific coins like PEPE, DOGE, or SOL to confirm if the tide is in your favor. Interpreting the score is straightforward: readings above 80 suggest euphoria and signal it’s time to de-risk, 60–80 indicates expansion and confirms altseason is underway, 40–60 is neutral, and 20–40 is a capitulation zone where smart money accumulates.
What sets this apart is that it doesn’t just track price—it reflects the flow of capital, the positioning of liquidity, and the sentiment of the crowd. Most altseason indicators are lagging, overfitted, or too simplistic. This one is modular, forward-looking, and grounded in real capital rotation theory.
If you're a trader who wants to time the cycle, not guess it, this is your tool. Refine it, fork it, or expand it to your niche—DeFi, NFTs, meme coins, or L1s. It’s a framework for reading the macro winds, not a signal service. Use it with discipline, and you’ll catch the wave while others drown in noise.
Fibonacci Extension Distance Table## 🧾 **Script Name**: Fibonacci Extension Distance Table
### 🎯 Purpose:
This script helps traders visually track **key Fibonacci extension levels** on any chart and immediately see:
* The **price target** at each extension
* The **distance in percentage** from the current market price
It is especially helpful for:
* **Profit targets in trending trades**
* Monitoring **potential resistance zones** in uptrends
* Planning **entry/exit timing**
---
## 🧮 **How It Works**
1. **Swing Logic (A → B → C)**
* It automatically finds:
* `A`: the **lowest low** in the last `swingLen` bars
* `B`: the **highest high** in that same lookback
* `C`: current bar’s low is used as the **retracement point** (simplified)
2. **Extension Formula**
Using the Fibonacci formula:
```text
Extension Price = C + (B - A) × Fibonacci Ratio
```
The script calculates projected target prices at:
* **100%**
* **127.2%**
* **161.8%** (Golden Ratio)
* **200%**
* **261.8%**
3. **Distance Calculation**
For each level, it calculates:
* The **absolute difference** between current price and the extension level
* The **percentage difference**, which helps quickly assess how close or far the market is from that target
---
## 📋 **Table Output in Top Right**
| Level | Target ₹ | Dist % from current price |
| ------ | ---------- | ------------------------- |
| 100% | Calculated | % Above/Below |
| 127.2% | Calculated | % Above/Below |
| 161.8% | Calculated | % Above/Below |
| 200% | Calculated | % Above/Below |
| 261.8% | Calculated | % Above/Below |
* The table updates **live on each bar**
* It **highlights levels** where price is nearing
* Useful in **any time frame** and **any market** (stocks, crypto, forex)
---
## 🔔 Example Use Case
You bought a stock at ₹100, and recent swing shows:
* A = ₹80
* B = ₹110
* C = ₹100
The 161.8% extension = 100 + (110 − 80) × 1.618 = ₹148.54
If the current price is ₹144, the table will show:
* Golden Ratio Target: ₹148.54
* Distance: −4.54
* Distance %: −3.05%
You now know your **target is near** and can plan your **exit or trailing stop**.
---
## 🧠 Benefits
* No need to draw extensions manually
* Automatically adapts to new swing structures
* Supports **scalping**, **swing**, and **positional** strategies
Bollinger Bands Entry/Exit ThresholdsBollinger Bands Entry/Exit Thresholds
Author of enhancements: chuckaschultz
Inspired and adapted from the original 'Bollinger Bands Breakout Oscillator' by LuxAlgo
Overview
Pairs nicely with Contrarian 100 MA
The Bollinger Bands Entry/Exit Thresholds is a powerful momentum-based indicator designed to help traders identify potential entry and exit points in trending or breakout markets. By leveraging Bollinger Bands, this indicator quantifies price deviations from the bands to generate bullish and bearish momentum signals, displayed as an oscillator. It includes customizable entry and exit signals based on user-defined thresholds, with visual cues plotted either on the oscillator panel or directly on the price chart.
This indicator is ideal for traders looking to capture breakout opportunities or confirm trend strength, with flexible settings to adapt to various markets and trading styles.
How It Works
The Bollinger Bands Entry/Exit Thresholds calculates two key metrics:
Bullish Momentum (Bull): Measures the extent to which the price exceeds the upper Bollinger Band, expressed as a percentage (0–100).
Bearish Momentum (Bear): Measures the extent to which the price falls below the lower Bollinger Band, also expressed as a percentage (0–100).
The indicator generates:
Long Entry Signals: Triggered when the bearish momentum (bear) crosses below a user-defined Long Threshold (default: 40). This suggests weakening bearish pressure, potentially indicating a reversal or breakout to the upside.
Exit Signals: Triggered when the bullish momentum (bull) crosses below a user-defined Sell Threshold (default: 80), indicating a potential reduction in bullish momentum and a signal to exit long positions.
Signals are visualized as tiny colored dots:
Long Entry: Blue dots, plotted either at the bottom of the oscillator or below the price bar (depending on user settings).
Exit Signal: White dots, plotted either at the top of the oscillator or above the price bar.
Calculation Methodology
Bollinger Bands:
A user-defined Length (default: 14) is used to calculate an Exponential Moving Average (EMA) of the source price (default: close).
Standard deviation is computed over the same length, multiplied by a user-defined Multiplier (default: 1.0).
Upper Band = EMA + (Standard Deviation × Multiplier)
Lower Band = EMA - (Standard Deviation × Multiplier)
Bull and Bear Momentum:
For each bar in the lookback period (length), the indicator calculates:
Bullish Momentum: The sum of positive deviations of the price above the upper band, normalized by the total absolute deviation from the upper band, scaled to a 0–100 range.
Bearish Momentum: The sum of positive deviations of the price below the lower band, normalized by the total absolute deviation from the lower band, scaled to a 0–100 range.
Formula:
bull = (sum of max(price - upper, 0) / sum of abs(price - upper)) * 100
bear = (sum of max(lower - price, 0) / sum of abs(lower - price)) * 100
Signal Generation:
Long Entry: Triggered when bear crosses below the Long Threshold.
Exit: Triggered when bull crosses below the Sell Threshold.
Settings
Length: Lookback period for EMA and standard deviation (default: 14).
Multiplier: Multiplier for standard deviation to adjust Bollinger Band width (default: 1.0).
Source: Input price data (default: close).
Long Threshold: Bearish momentum level below which a long entry signal is generated (default: 40).
Sell Threshold: Bullish momentum level below which an exit signal is generated (default: 80).
Plot Signals on Main Chart: Option to display entry/exit signals on the price chart instead of the oscillator panel (default: false).
Style:
Bullish Color: Color for bullish momentum plot (default: #f23645).
Bearish Color: Color for bearish momentum plot (default: #089981).
Visual Features
Bull and Bear Plots: Displayed as colored lines with gradient fills for visual clarity.
Midline: Horizontal line at 50 for reference.
Threshold Lines: Dashed green line for Long Threshold and dashed red line for Sell Threshold.
Signal Dots:
Long Entry: Tiny blue dots (below price bar or at oscillator bottom).
Exit: Tiny white dots (above price bar or at oscillator top).
How to Use
Add to Chart: Apply the indicator to your TradingView chart.
Adjust Settings: Customize the Length, Multiplier, Long Threshold, and Sell Threshold to suit your trading strategy.
Interpret Signals:
Enter a long position when a blue dot appears, indicating bearish momentum dropping below the Long Threshold.
Exit the long position when a white dot appears, indicating bullish momentum dropping below the Sell Threshold.
Toggle Plot Location: Enable Plot Signals on Main Chart to display signals on the price chart for easier integration with price action analysis.
Combine with Other Tools: Use alongside other indicators (e.g., trendlines, support/resistance) to confirm signals.
Notes
This indicator is inspired by LuxAlgo’s Bollinger Bands Breakout Oscillator but has been enhanced with customizable entry/exit thresholds and signal plotting options.
Best used in conjunction with other technical analysis tools to filter false signals, especially in choppy or range-bound markets.
Adjust the Multiplier to make the Bollinger Bands wider or narrower, affecting the sensitivity of the momentum calculations.
Disclaimer
This indicator is provided for educational and informational purposes only.
The Sequences of FibonacciThe Sequences of Fibonacci - Advanced Multi-Timeframe Confluence Analysis System
THEORETICAL FOUNDATION & MATHEMATICAL INNOVATION
The Sequences of Fibonacci represents a revolutionary approach to market analysis that synthesizes classical Fibonacci mathematics with modern adaptive signal processing. This indicator transcends traditional Fibonacci retracement tools by implementing a sophisticated multi-dimensional confluence detection system that reveals hidden market structure through mathematical precision.
Core Mathematical Framework
Dynamic Fibonacci Grid System:
Unlike static Fibonacci tools, this system calculates highest highs and lowest lows across true Fibonacci sequence periods (8, 13, 21, 34, 55 bars) creating a dynamic grid of mathematical support and resistance levels that adapt to market structure in real-time.
Multi-Dimensional Confluence Detection:
The engine employs advanced mathematical clustering algorithms to identify areas where multiple derived Fibonacci retracement levels (0.382, 0.500, 0.618) from different timeframe perspectives converge. These "Confluence Zones" are mathematically classified by strength:
- CRITICAL Zones: 8+ converging Fibonacci levels
- HIGH Zones: 6-7 converging levels
- MEDIUM Zones: 4-5 converging levels
- LOW Zones: 3+ converging levels
Adaptive Signal Processing Architecture:
The system implements adaptive Stochastic RSI calculations with dynamic overbought/oversold levels that adjust to recent market volatility rather than using fixed thresholds. This prevents false signals during changing market conditions.
COMPREHENSIVE FEATURE ARCHITECTURE
Quantum Field Visualization System
Dynamic Price Field Mathematics:
The Quantum Field creates adaptive price channels based on EMA center points and ATR-based amplitude calculations, influenced by the Unified Field metric. This visualization system helps traders understand:
- Expected price volatility ranges
- Potential overextension zones
- Mathematical pressure points in market structure
- Dynamic support/resistance boundaries
Field Amplitude Calculation:
Field Amplitude = ATR × (1 + |Unified Field| / 10)
The system generates three quantum levels:
- Q⁰ Level: 0.618 × Field Amplitude (Primary channel)
- Q¹ Level: 1.0 × Field Amplitude (Secondary boundary)
- Q² Level: 1.618 × Field Amplitude (Extreme extension)
Advanced Market Analysis Dashboard
Unified Field Analysis:
A composite metric combining:
- Price momentum (40% weighting)
- Volume momentum (30% weighting)
- Trend strength (30% weighting)
Market Resonance Calculation:
Measures price-volume correlation over 14 periods to identify harmony between price action and volume participation.
Signal Quality Assessment:
Synthesizes Unified Field, Market Resonance, and RSI positioning to provide real-time evaluation of setup potential.
Tiered Signal Generation Logic
Tier 1 Signals (Highest Conviction):
Require ALL conditions:
- Adaptive StochRSI setup (exiting dynamic OB/OS levels)
- Classic StochRSI divergence confirmation
- Strong reversal bar pattern (adaptive ATR-based sizing)
- Level rejection from Confluence Zone or Fibonacci level
- Supportive Unified Field context
Tier 2 Signals (Enhanced Opportunity Detection):
Generated when Tier 1 conditions aren't met but exceptional circumstances exist:
- Divergence candidate patterns (relaxed divergence requirements)
- Exceptionally strong reversal bars at critical levels
- Enhanced level rejection criteria
- Maintained context filtering
Intelligent Visualization Features
Fractal Matrix Grid:
Multi-layer visualization system displaying:
- Shadow Layer: Foundational support (width 5)
- Glow Layer: Core identification (width 3, white)
- Quantum Layer: Mathematical overlay (width 1, dotted)
Smart Labeling System:
Prevents overlap using ATR-based minimum spacing while providing:
- Fibonacci period identification
- Topological complexity classification (0, I, II, III)
- Exact price levels
- Strength indicators (○ ◐ ● ⚡)
Wick Pressure Analysis:
Dynamic visualization showing momentum direction through:
- Multi-beam projection lines
- Particle density effects
- Progressive transparency for natural flow
- Strength-based sizing adaptation
PRACTICAL TRADING IMPLEMENTATION
Signal Interpretation Framework
Entry Protocol:
1. Confluence Zone Approach: Monitor price approaching High/Critical confluence zones
2. Adaptive Setup Confirmation: Wait for StochRSI to exit adaptive OB/OS levels
3. Divergence Verification: Confirm classic or candidate divergence patterns
4. Reversal Bar Assessment: Validate strong rejection using adaptive ATR criteria
5. Context Evaluation: Ensure Unified Field provides supportive environment
Risk Management Integration:
- Stop Placement: Beyond rejected confluence zone or Fibonacci level
- Position Sizing: Based on signal tier and confluence strength
- Profit Targets: Next significant confluence zone or quantum field boundary
Adaptive Parameter System
Dynamic StochRSI Levels:
Unlike fixed 80/20 levels, the system calculates adaptive OB/OS based on recent StochRSI range:
- Adaptive OB: Recent minimum + (range × OB percentile)
- Adaptive OS: Recent minimum + (range × OS percentile)
- Lookback Period: Configurable 20-100 bars for range calculation
Intelligent ATR Adaptation:
Bar size requirements adjust to market volatility:
- High Volatility: Reduced multiplier (bars naturally larger)
- Low Volatility: Increased multiplier (ensuring significance)
- Base Multiplier: 0.6× ATR with adaptive scaling
Optimization Guidelines
Timeframe-Specific Settings:
Scalping (1-5 minutes):
- Fibonacci Rejection Sensitivity: 0.3-0.8
- Confluence Threshold: 2-3 levels
- StochRSI Lookback: 20-30 bars
Day Trading (15min-1H):
- Fibonacci Rejection Sensitivity: 0.5-1.2
- Confluence Threshold: 3-4 levels
- StochRSI Lookback: 40-60 bars
Swing Trading (4H-1D):
- Fibonacci Rejection Sensitivity: 1.0-2.0
- Confluence Threshold: 4-5 levels
- StochRSI Lookback: 60-80 bars
Asset-Specific Optimization:
Cryptocurrency:
- Higher rejection sensitivity (1.0-2.5) for volatile conditions
- Enable Tier 2 signals for increased opportunity detection
- Shorter adaptive lookbacks for rapid market changes
Forex Major Pairs:
- Moderate sensitivity (0.8-1.5) for stable trending
- Focus on Higher/Critical confluence zones
- Longer lookbacks for institutional flow detection
Stock Indices:
- Conservative sensitivity (0.5-1.0) for institutional participation
- Standard confluence thresholds
- Balanced adaptive parameters
IMPORTANT USAGE CONSIDERATIONS
Realistic Performance Expectations
This indicator provides probabilistic advantages based on mathematical confluence analysis, not guaranteed outcomes. Signal quality varies with market conditions, and proper risk management remains essential regardless of signal tier.
Understanding Adaptive Features:
- Adaptive parameters react to historical data, not future market conditions
- Dynamic levels adjust to past volatility patterns
- Signal quality reflects mathematical alignment probability, not certainty
Market Context Awareness:
- Strong trending markets may produce fewer reversal signals
- Range-bound conditions typically generate more confluence opportunities
- News events and fundamental factors can override technical analysis
Educational Value
Mathematical Concepts Introduced:
- Multi-dimensional confluence analysis
- Adaptive signal processing techniques
- Dynamic parameter optimization
- Mathematical field theory applications in trading
- Advanced Fibonacci sequence applications
Skill Development Benefits:
- Understanding market structure through mathematical lens
- Recognition of multi-timeframe confluence principles
- Appreciation for adaptive vs. static analysis methods
- Integration of classical Fibonacci with modern signal processing
UNIQUE INNOVATIONS
First-Ever Implementations
1. True Fibonacci Sequence Periods: First indicator using authentic Fibonacci numbers (8,13,21,34,55) for timeframe analysis
2. Mathematical Confluence Clustering: Advanced algorithm identifying true Fibonacci level convergence
3. Adaptive StochRSI Boundaries: Dynamic OB/OS levels replacing fixed thresholds
4. Tiered Signal Architecture: Democratic signal weighting with quality classification
5. Quantum Field Price Visualization: Mathematical field representation of price dynamics
Visualization Breakthroughs
- Multi-Layer Fibonacci Grid: Three-layer rendering with intelligent spacing
- Dynamic Confluence Zones: Strength-based color coding and sizing
- Adaptive Parameter Display: Real-time visualization of dynamic calculations
- Mathematical Field Effects: Quantum-inspired price channel visualization
- Progressive Transparency Systems: Natural visual flow without chart clutter
COMPREHENSIVE DASHBOARD SYSTEM
Multi-Size Display Options
Small Dashboard: Core metrics for mobile/limited screen space
Normal Dashboard: Balanced information density for standard desktop use
Large Dashboard: Complete analysis suite including adaptive parameter values
Real-Time Metrics Tracking
Market Analysis Section:
- Unified Field strength with visual meter
- Market Resonance percentage
- Signal Quality assessment with emoji indicators
- Market Bias classification (Bullish/Bearish/Neutral)
Confluence Intelligence:
- Total active zones count
- High/Critical zone identification
- Nearest zone distance and strength
- Price-to-zone ATR measurement
Adaptive Parameters (Large Dashboard):
- Current StochRSI OB/OS levels
- Active ATR multiplier for bar sizing
- Volatility ratio for adaptive scaling
- Real-time StochRSI positioning
TECHNICAL SPECIFICATIONS
Pine Script Version: v5 (Latest)
Calculation Method: Real-time with confirmed bar processing
Maximum Objects: 500 boxes, 500 lines, 500 labels
Dashboard Positions: 4 corner options with size selection
Visual Themes: Quantum, Holographic, Crystalline, Plasma
Alert Integration: Complete alert system for all signal types
Performance Optimizations:
- Efficient confluence zone calculation using advanced clustering
- Smart label spacing prevents overlap
- Progressive transparency for visual clarity
- Memory-optimized array management
EDUCATIONAL FRAMEWORK
Learning Progression
Beginner Level:
- Understanding Fibonacci sequence applications
- Recognition of confluence zone concepts
- Basic signal interpretation
- Dashboard metric comprehension
Intermediate Level:
- Adaptive parameter optimization
- Multi-timeframe confluence analysis
- Signal quality assessment techniques
- Risk management integration
Advanced Level:
- Mathematical field theory applications
- Custom parameter optimization strategies
- Market regime adaptation techniques
- Professional trading system integration
DEVELOPMENT ACKNOWLEDGMENT
Special acknowledgment to @AlgoTrader90 - the foundational concepts of this system came from him and we developed it through a collaborative discussions about multi-timeframe Fibonacci analysis. While the original framework came from AlgoTrader90's innovative approach, this implementation represents a complete evolution of the logic with enhanced mathematical precision, adaptive parameters, and sophisticated signal filtering to deliver meaningful, actionable trading signals.
CONCLUSION
The Sequences of Fibonacci represents a quantum leap in technical analysis, successfully merging classical Fibonacci mathematics with cutting-edge adaptive signal processing. Through sophisticated confluence detection, intelligent parameter adaptation, and comprehensive market analysis, this system provides traders with unprecedented insight into market structure and potential reversal points.
The mathematical foundation ensures lasting relevance while the adaptive features maintain effectiveness across changing market conditions. From the dynamic Fibonacci grid to the quantum field visualization, every component reflects a commitment to mathematical precision, visual elegance, and practical utility.
Whether you're a beginner seeking to understand market confluence or an advanced trader requiring sophisticated analytical tools, this system provides the mathematical framework for informed decision-making based on time-tested Fibonacci principles enhanced with modern computational techniques.
Trade with mathematical precision. Trade with the power of confluence. Trade with The Sequences of Fibonacci.
"Mathematics is the language with which God has written the universe. In markets, Fibonacci sequences reveal the hidden harmonies that govern price movement, and those who understand these mathematical relationships hold the key to anticipating market behavior."
* Galileo Galilei (adapted for modern markets)
— Dskyz, Trade with insight. Trade with anticipation.
Trend Flow Trail [AlgoAlpha]OVERVIEW
This script overlays a custom hybrid indicator called the Money Flow Trail which combines a volatility-based trend-following trail with a volume-weighted momentum oscillator. It’s built around two core components: the AlphaTrail—a dynamic band system influenced by Hull MA and volatility—and a smoothed Money Flow Index (MFI) that provides insights into buying or selling pressure. Together, these tools are used to color bars, generate potential reversal markers, and assist traders in identifying trend continuation or exhaustion phases in any market or timeframe.
CONCEPTS
The AlphaTrail calculates a volatility-adjusted channel around price using the Hull Moving Average as the base and an EMA of range as the spread. It adaptively shifts based on price interaction to capture trend reversals while avoiding whipsaws. The direction (bullish or bearish) determines both the band being tracked and how the trail locks in. The Money Flow Index (MFI) is derived from hlc3 and volume, measuring buying vs selling pressure, and is further smoothed with a short Hull MA to reduce noise while preserving structure. These two systems work in tandem: AlphaTrail governs directional context, while MFI refines the timing.
FEATURES
Dynamic AlphaTrail line with regime switching logic that controls directional bias and bar coloring.
Smoothed MFI with gradient coloring to visually communicate pressure and exhaustion levels.
Overbought/oversold thresholds (80/20), mid-level (50), and custom extreme zones (90/10) for deeper signal granularity.
Built-in take-profit signal logic: crossover of MFI into overbought with bullish AlphaTrail, or into oversold with bearish AlphaTrail.
Visual fills between price and AlphaTrail for clearer confirmation during trend phases.
Alerts for regime shifts, MFI crossovers, trail interactions, and bar color regime changes.
USAGE
Add the indicator to any chart. Use the AlphaTrail plot to define trend context: bullish (trailing below price) or bearish (trailing above). MFI values give supporting confirmation—favor long setups when MFI is rising and above 50 in a bullish regime, and shorts when MFI is falling and below 50 in a bearish regime. The colored fills help visually track strength; sharp changes in MFI crossing 80/20 or 90/10 zones often precede pullbacks or reversals. Use the plotted circles as optional take-profit signals when MFI and trend are extended. Adjust AlphaTrail length/multiplier and MFI smoothing to better match the asset’s volatility profile.
Robby DSS Bressert Colored DotsIntroduction
The Robby DSS Bressert Colored Dots is a technical analysis tool designed to measure momentum and identify potential overbought or oversold conditions in a market. It is a visually enhanced version of the Double Smoothed Stochastic (DSS) indicator, which was developed to be a smoother and more responsive version of the traditional Stochastic Oscillator.
This specific version provides at-a-glance information about momentum shifts through the use of colored dots, making it easy to interpret.
The Core Engine: DSS Bressert
The foundation of this indicator is the Double Smoothed Stochastic, a concept attributed to both William Blau and Walter Bressert, who introduced similar ideas. The goal of the DSS is to filter out the "noise" and false signals common in standard oscillators without introducing significant lag.
It achieves this through a two-step smoothing process:
First Smoothing: A standard Stochastic value is calculated based on the price. This value is then smoothed using an Exponential Moving Average (EMA). This creates a cleaner, less erratic line than the raw stochastic.
Second Smoothing: The indicator then takes this newly smoothed line and performs a second Stochastic calculation on it. This result is then smoothed one final time with another EMA.
This double-application of smoothing results in a very clean oscillator line that reacts quickly to price changes but is less prone to whipsaws.
The Visual Modification: "Robby" Colored Dots
The "Robby DSS Bressert Colored Dots" version takes the powerful DSS calculation and adds a unique visual layer for easier interpretation.
Colored Dots: Instead of plotting a continuous line, the indicator displays a dot for each candle. The color of this dot instantly tells you about the indicator's momentum:
Lime/Green dots appear when the DSS value is rising, indicating bullish or positive momentum.
Red dots appear when the DSS value is falling, indicating bearish or negative momentum.
If the value is unchanged, the dot retains the color of the previous one.
The "Robby" Name: In trading communities like Forex Factory and MQL5, it's common for programmers to modify popular indicators. These enhanced versions are often named after the member who created or popularized them. The "Robby" version specifically refers to this popular colored-dot modification of the DSS Bressert.
How to Interpret and Use It
Traders typically use the Robby DSS Bressert Colored Dots in a few key ways:
Momentum Shifts: The most straightforward signal is the change of dot color. A switch from red to lime can signal that downside momentum is waning and a potential move up is beginning. A switch from lime to red signals the opposite.
Overbought & Oversold Conditions: Like a standard stochastic, the indicator uses levels (typically 80 and 20).
When the dots are above 80, the market is considered overbought. A color change from lime to red in this zone can be a strong signal for a potential reversal down.
When the dots are below 20, the market is considered oversold. A color change from red to lime here can signal a potential reversal up.
Trend Confirmation: In a strong uptrend, traders might ignore red dots and use the appearance of lime dots in the oversold zone (or after a minor pullback) as a signal to join the trend. The opposite is true in a downtrend.
---
This is just an indicator that can found publicly online for mt4, and just translated it to Pinescript.
CCO_LibraryLibrary "CCO_Library"
Contrarian Crowd Oscillator (CCO) Library - Multi-oscillator consensus indicator for contrarian trading signals
@author B3AR_Trades
calculate_oscillators(rsi_length, stoch_length, cci_length, williams_length, roc_length, mfi_length, percentile_lookback, use_rsi, use_stochastic, use_williams, use_cci, use_roc, use_mfi)
Calculate normalized oscillator values
Parameters:
rsi_length (simple int) : (int) RSI calculation period
stoch_length (int) : (int) Stochastic calculation period
cci_length (int) : (int) CCI calculation period
williams_length (int) : (int) Williams %R calculation period
roc_length (int) : (int) ROC calculation period
mfi_length (int) : (int) MFI calculation period
percentile_lookback (int) : (int) Lookback period for CCI/ROC percentile ranking
use_rsi (bool) : (bool) Include RSI in calculations
use_stochastic (bool) : (bool) Include Stochastic in calculations
use_williams (bool) : (bool) Include Williams %R in calculations
use_cci (bool) : (bool) Include CCI in calculations
use_roc (bool) : (bool) Include ROC in calculations
use_mfi (bool) : (bool) Include MFI in calculations
Returns: (OscillatorValues) Normalized oscillator values
calculate_consensus_score(oscillators, use_rsi, use_stochastic, use_williams, use_cci, use_roc, use_mfi, weight_by_reliability, consensus_smoothing)
Calculate weighted consensus score
Parameters:
oscillators (OscillatorValues) : (OscillatorValues) Individual oscillator values
use_rsi (bool) : (bool) Include RSI in consensus
use_stochastic (bool) : (bool) Include Stochastic in consensus
use_williams (bool) : (bool) Include Williams %R in consensus
use_cci (bool) : (bool) Include CCI in consensus
use_roc (bool) : (bool) Include ROC in consensus
use_mfi (bool) : (bool) Include MFI in consensus
weight_by_reliability (bool) : (bool) Apply reliability-based weights
consensus_smoothing (int) : (int) Smoothing period for consensus
Returns: (float) Weighted consensus score (0-100)
calculate_consensus_strength(oscillators, consensus_score, use_rsi, use_stochastic, use_williams, use_cci, use_roc, use_mfi)
Calculate consensus strength (agreement between oscillators)
Parameters:
oscillators (OscillatorValues) : (OscillatorValues) Individual oscillator values
consensus_score (float) : (float) Current consensus score
use_rsi (bool) : (bool) Include RSI in strength calculation
use_stochastic (bool) : (bool) Include Stochastic in strength calculation
use_williams (bool) : (bool) Include Williams %R in strength calculation
use_cci (bool) : (bool) Include CCI in strength calculation
use_roc (bool) : (bool) Include ROC in strength calculation
use_mfi (bool) : (bool) Include MFI in strength calculation
Returns: (float) Consensus strength (0-100)
classify_regime(consensus_score)
Classify consensus regime
Parameters:
consensus_score (float) : (float) Current consensus score
Returns: (ConsensusRegime) Regime classification
detect_signals(consensus_score, consensus_strength, consensus_momentum, regime)
Detect trading signals
Parameters:
consensus_score (float) : (float) Current consensus score
consensus_strength (float) : (float) Current consensus strength
consensus_momentum (float) : (float) Consensus momentum
regime (ConsensusRegime) : (ConsensusRegime) Current regime classification
Returns: (TradingSignals) Trading signal conditions
calculate_cco(rsi_length, stoch_length, cci_length, williams_length, roc_length, mfi_length, consensus_smoothing, percentile_lookback, use_rsi, use_stochastic, use_williams, use_cci, use_roc, use_mfi, weight_by_reliability, detect_momentum)
Calculate complete CCO analysis
Parameters:
rsi_length (simple int) : (int) RSI calculation period
stoch_length (int) : (int) Stochastic calculation period
cci_length (int) : (int) CCI calculation period
williams_length (int) : (int) Williams %R calculation period
roc_length (int) : (int) ROC calculation period
mfi_length (int) : (int) MFI calculation period
consensus_smoothing (int) : (int) Consensus smoothing period
percentile_lookback (int) : (int) Percentile ranking lookback
use_rsi (bool) : (bool) Include RSI
use_stochastic (bool) : (bool) Include Stochastic
use_williams (bool) : (bool) Include Williams %R
use_cci (bool) : (bool) Include CCI
use_roc (bool) : (bool) Include ROC
use_mfi (bool) : (bool) Include MFI
weight_by_reliability (bool) : (bool) Apply reliability weights
detect_momentum (bool) : (bool) Calculate momentum and acceleration
Returns: (CCOResult) Complete CCO analysis results
calculate_cco_default()
Calculate CCO with default parameters
Returns: (CCOResult) CCO result with standard settings
cco_consensus_score()
Get just the consensus score with default parameters
Returns: (float) Consensus score (0-100)
cco_consensus_strength()
Get just the consensus strength with default parameters
Returns: (float) Consensus strength (0-100)
is_panic_bottom()
Check if in panic bottom condition
Returns: (bool) True if panic bottom signal active
is_euphoric_top()
Check if in euphoric top condition
Returns: (bool) True if euphoric top signal active
bullish_consensus_reversal()
Check for bullish consensus reversal
Returns: (bool) True if bullish reversal detected
bearish_consensus_reversal()
Check for bearish consensus reversal
Returns: (bool) True if bearish reversal detected
bearish_divergence()
Check for bearish divergence
Returns: (bool) True if bearish divergence detected
bullish_divergence()
Check for bullish divergence
Returns: (bool) True if bullish divergence detected
get_regime_name()
Get current regime name
Returns: (string) Current consensus regime name
get_contrarian_signal()
Get contrarian signal
Returns: (string) Current contrarian trading signal
get_position_multiplier()
Get position size multiplier
Returns: (float) Recommended position sizing multiplier
OscillatorValues
Individual oscillator values
Fields:
rsi (series float) : RSI value (0-100)
stochastic (series float) : Stochastic value (0-100)
williams (series float) : Williams %R value (0-100, normalized)
cci (series float) : CCI percentile value (0-100)
roc (series float) : ROC percentile value (0-100)
mfi (series float) : Money Flow Index value (0-100)
ConsensusRegime
Consensus regime classification
Fields:
extreme_bearish (series bool) : Extreme bearish consensus (<= 20)
moderate_bearish (series bool) : Moderate bearish consensus (20-40)
mixed (series bool) : Mixed consensus (40-60)
moderate_bullish (series bool) : Moderate bullish consensus (60-80)
extreme_bullish (series bool) : Extreme bullish consensus (>= 80)
regime_name (series string) : Text description of current regime
contrarian_signal (series string) : Contrarian trading signal
TradingSignals
Trading signals
Fields:
panic_bottom_signal (series bool) : Extreme bearish consensus with high strength
euphoric_top_signal (series bool) : Extreme bullish consensus with high strength
consensus_reversal_bullish (series bool) : Bullish consensus reversal
consensus_reversal_bearish (series bool) : Bearish consensus reversal
bearish_divergence (series bool) : Bearish price-consensus divergence
bullish_divergence (series bool) : Bullish price-consensus divergence
strong_consensus (series bool) : High consensus strength signal
CCOResult
Complete CCO calculation results
Fields:
consensus_score (series float) : Main consensus score (0-100)
consensus_strength (series float) : Consensus strength (0-100)
consensus_momentum (series float) : Rate of consensus change
consensus_acceleration (series float) : Rate of momentum change
oscillators (OscillatorValues) : Individual oscillator values
regime (ConsensusRegime) : Regime classification
signals (TradingSignals) : Trading signals
position_multiplier (series float) : Recommended position sizing multiplier
Laplace Momentum Percentile ║ BullVision 🔬 Overview
Laplace Momentum Percentile ║ BullVision is a custom-built trend analysis tool that applies Laplace-inspired smoothing to price action and maps the result to a historical percentile scale. This provides a contextual view of trend intensity, with optional signal refinement using a Kalman filter.
This indicator is designed for traders and analysts seeking a normalized, scale-independent perspective on market behavior. It does not attempt to predict price but instead helps interpret the relative strength or weakness of recent movements.
⚙️ Key Concepts
📉 Laplace-Based Smoothing
The core signal is built using a Laplace-style weighted average, applying an exponential decay to price values over a specified length. This emphasizes recent movements while still accounting for historical context.
🎯 Percentile Mapping
Rather than displaying the raw output, the filtered signal is converted into a percentile rank based on its position within a historical lookback window. This helps normalize interpretation across different assets and timeframes.
🧠 Optional Kalman Filter
For users seeking additional smoothing, a Kalman filter is included. This statistical method updates signal estimates dynamically, helping reduce short-term fluctuations without introducing significant lag.
🔧 User Settings
🔁 Transform Parameters
Transform Parameter (s): Controls the decay rate for Laplace weighting.
Calculation Length: Sets how many candles are used for smoothing.
📊 Percentile Settings
Lookback Period: Defines how far back to calculate the historical percentile ranking.
🧠 Kalman Filter Controls
Enable Kalman Filter: Optional toggle.
Process Noise / Measurement Noise: Adjust the filter’s responsiveness and tolerance to volatility.
🎨 Visual Settings
Show Raw Signal: Optionally display the pre-smoothed percentile value.
Thresholds: Customize upper and lower trend zone boundaries.
📈 Visual Output
Main Line: Smoothed percentile rank, color-coded based on strength.
Raw Line (Optional): The unsmoothed percentile value for comparison.
Trend Zones: Background shading highlights strong upward or downward regimes.
Live Label: Displays current percentile value and trend classification.
🧩 Trend Classification Logic
The indicator segments percentile values into five zones:
Above 80: Strong upward trend
50–80: Mild upward trend
20–50: Neutral zone
0–20: Mild downward trend
Below 0: Strong downward trend
🔍 Use Cases
This tool is intended as a visual and contextual aid for identifying trend regimes, assessing historical momentum strength, or supporting broader confluence-based analysis. It can be used in combination with other tools or frameworks at the discretion of the trader.
⚠️ Important Notes
This script does not provide buy or sell signals.
It is intended for educational and analytical purposes only.
It should be used as part of a broader decision-making process.
Past signal behavior should not be interpreted as indicative of future results.
Ergodic Market Divergence (EMD)Ergodic Market Divergence (EMD)
Bridging Statistical Physics and Market Dynamics Through Ensemble Analysis
The Revolutionary Concept: When Physics Meets Trading
After months of research into ergodic theory—a fundamental principle in statistical mechanics—I've developed a trading system that identifies when markets transition between predictable and unpredictable states. This indicator doesn't just follow price; it analyzes whether current market behavior will persist or revert, giving traders a scientific edge in timing entries and exits.
The Core Innovation: Ergodic Theory Applied to Markets
What Makes Markets Ergodic or Non-Ergodic?
In statistical physics, ergodicity determines whether a system's future resembles its past. Applied to trading:
Ergodic Markets (Mean-Reverting)
- Time averages equal ensemble averages
- Historical patterns repeat reliably
- Price oscillates around equilibrium
- Traditional indicators work well
Non-Ergodic Markets (Trending)
- Path dependency dominates
- History doesn't predict future
- Price creates new equilibrium levels
- Momentum strategies excel
The Mathematical Framework
The Ergodic Score combines three critical divergences:
Ergodic Score = (Price Divergence × Market Stress + Return Divergence × 1000 + Volatility Divergence × 50) / 3
Where:
Price Divergence: How far current price deviates from market consensus
Return Divergence: Momentum differential between instrument and market
Volatility Divergence: Volatility regime misalignment
Market Stress: Adaptive multiplier based on current conditions
The Ensemble Analysis Revolution
Beyond Single-Instrument Analysis
Traditional indicators analyze one chart in isolation. EMD monitors multiple correlated markets simultaneously (SPY, QQQ, IWM, DIA) to detect systemic regime changes. This ensemble approach:
Reveals Hidden Divergences: Individual stocks may diverge from market consensus before major moves
Filters False Signals: Requires broader market confirmation
Identifies Regime Shifts: Detects when entire market structure changes
Provides Context: Shows if moves are isolated or systemic
Dynamic Threshold Adaptation
Unlike fixed-threshold systems, EMD's boundaries evolve with market conditions:
Base Threshold = SMA(Ergodic Score, Lookback × 3)
Adaptive Component = StDev(Ergodic Score, Lookback × 2) × Sensitivity
Final Threshold = Smoothed(Base + Adaptive)
This creates context-aware signals that remain effective across different market environments.
The Confidence Engine: Know Your Signal Quality
Multi-Factor Confidence Scoring
Every signal receives a confidence score based on:
Signal Clarity (0-35%): How decisively the ergodic threshold is crossed
Momentum Strength (0-25%): Rate of ergodic change
Volatility Alignment (0-20%): Whether volatility supports the signal
Market Quality (0-20%): Price convergence and path dependency factors
Real-Time Confidence Updates
The Live Confidence metric continuously updates, showing:
- Current opportunity quality
- Market state clarity
- Historical performance influence
- Signal recency boost
- Visual Intelligence System
Adaptive Ergodic Field Bands
Dynamic bands that expand and contract based on market state:
Primary Color: Ergodic state (mean-reverting)
Danger Color: Non-ergodic state (trending)
Band Width: Expected price movement range
Squeeze Indicators: Volatility compression warnings
Quantum Wave Ribbons
Triple EMA system (8, 21, 55) revealing market flow:
Compressed Ribbons: Consolidation imminent
Expanding Ribbons: Directional move developing
Color Coding: Matches current ergodic state
Phase Transition Signals
Clear entry/exit markers at regime changes:
Bull Signals: Ergodic restoration (mean reversion opportunity)
Bear Signals: Ergodic break (trend following opportunity)
Confidence Labels: Percentage showing signal quality
Visual Intensity: Stronger signals = deeper colors
Professional Dashboard Suite
Main Analytics Panel (Top Right)
Market State Monitor
- Current regime (Ergodic/Non-Ergodic)
- Ergodic score with threshold
- Path dependency strength
- Quantum coherence percentage
Divergence Metrics
- Price divergence with severity
- Volatility regime classification
- Strategy mode recommendation
- Signal strength indicator
Live Intelligence
- Real-time confidence score
- Color-coded risk levels
- Dynamic strategy suggestions
Performance Tracking (Left Panel)
Signal Analytics
- Total historical signals
- Win rate with W/L breakdown
- Current streak tracking
- Closed trade counter
Regime Analysis
- Current market behavior
- Bars since last signal
- Recommended actions
- Average confidence trends
Strategy Command Center (Bottom Right)
Adaptive Recommendations
- Active strategy mode
- Primary approach (mean reversion/momentum)
- Suggested indicators ("weapons")
- Entry/exit methodology
- Risk management guidance
- Comprehensive Input Guide
Core Algorithm Parameters
Analysis Period (10-100 bars)
Scalping (10-15): Ultra-responsive, more signals, higher noise
Day Trading (20-30): Balanced sensitivity and stability
Swing Trading (40-100): Smooth signals, major moves only Default: 20 - optimal for most timeframes
Divergence Threshold (0.5-5.0)
Hair Trigger (0.5-1.0): Catches every wiggle, many false signals
Balanced (1.5-2.5): Good signal-to-noise ratio
Conservative (3.0-5.0): Only extreme divergences Default: 1.5 - best risk/reward balance
Path Memory (20-200 bars)
Short Memory (20-50): Recent behavior focus, quick adaptation
Medium Memory (50-100): Balanced historical context
Long Memory (100-200): Emphasizes established patterns Default: 50 - captures sufficient history without lag
Signal Spacing (5-50 bars)
Aggressive (5-10): Allows rapid-fire signals
Normal (15-25): Prevents clustering, maintains flow
Conservative (30-50): Major setups only Default: 15 - optimal trade frequency
Ensemble Configuration
Select markets for consensus analysis:
SPY: Broad market sentiment
QQQ: Technology leadership
IWM: Small-cap risk appetite
DIA: Blue-chip stability
More instruments = stronger consensus but potentially diluted signals
Visual Customization
Color Themes (6 professional options):
Quantum: Cyan/Pink - Modern trading aesthetic
Matrix: Green/Red - Classic terminal look
Heat: Blue/Red - Temperature metaphor
Neon: Cyan/Magenta - High contrast
Ocean: Turquoise/Coral - Calming palette
Sunset: Red-orange/Teal - Warm gradients
Display Controls:
- Toggle each visual component
- Adjust transparency levels
- Scale dashboard text
- Show/hide confidence scores
- Trading Strategies by Market State
- Ergodic State Strategy (Primary Color Bands)
Market Characteristics
- Price oscillates predictably
- Support/resistance hold
- Volume patterns repeat
- Mean reversion dominates
Optimal Approach
Entry: Fade moves at band extremes
Target: Middle band (equilibrium)
Stop: Just beyond outer bands
Size: Full confidence-based position
Recommended Tools
- RSI for oversold/overbought
- Bollinger Bands for extremes
- Volume profile for levels
- Non-Ergodic State Strategy (Danger Color Bands)
Market Characteristics
- Price trends persistently
- Levels break decisively
- Volume confirms direction
- Momentum accelerates
Optimal Approach
Entry: Breakout from bands
Target: Trail with expanding bands
Stop: Inside opposite band
Size: Scale in with trend
Recommended Tools
- Moving average alignment
- ADX for trend strength
- MACD for momentum
- Advanced Features Explained
Quantum Coherence Metric
Measures phase alignment between individual and ensemble behavior:
80-100%: Perfect sync - strong mean reversion setup
50-80%: Moderate alignment - mixed signals
0-50%: Decoherence - trending behavior likely
Path Dependency Analysis
Quantifies how much history influences current price:
Low (<30%): Technical patterns reliable
Medium (30-50%): Mixed influences
High (>50%): Fundamental shift occurring
Volatility Regime Classification
Contextualizes current volatility:
Normal: Standard strategies apply
Elevated: Widen stops, reduce size
Extreme: Defensive mode required
Signal Strength Indicator
Real-time opportunity quality:
- Distance from threshold
- Momentum acceleration
- Cross-validation factors
Risk Management Framework
Position Sizing by Confidence
90%+ confidence = 100% position size
70-90% confidence = 75% position size
50-70% confidence = 50% position size
<50% confidence = 25% or skip
Dynamic Stop Placement
Ergodic State: ATR × 1.0 from entry
Non-Ergodic State: ATR × 2.0 from entry
Volatility Adjustment: Multiply by current regime
Multi-Timeframe Alignment
- Check higher timeframe regime
- Confirm ensemble consensus
- Verify volume participation
- Align with major levels
What Makes EMD Unique
Original Contributions
First Ergodic Theory Trading Application: Transforms abstract physics into practical signals
Ensemble Market Analysis: Revolutionary multi-market divergence system
Adaptive Confidence Engine: Institutional-grade signal quality metrics
Quantum Coherence: Novel market alignment measurement
Smart Signal Management: Prevents clustering while maintaining responsiveness
Technical Innovations
Dynamic Threshold Adaptation: Self-adjusting sensitivity
Path Memory Integration: Historical dependency weighting
Stress-Adjusted Scoring: Market condition normalization
Real-Time Performance Tracking: Built-in strategy analytics
Optimization Guidelines
By Timeframe
Scalping (1-5 min)
Period: 10-15
Threshold: 0.5-1.0
Memory: 20-30
Spacing: 5-10
Day Trading (5-60 min)
Period: 20-30
Threshold: 1.5-2.5
Memory: 40-60
Spacing: 15-20
Swing Trading (1H-1D)
Period: 40-60
Threshold: 2.0-3.0
Memory: 80-120
Spacing: 25-35
Position Trading (1D-1W)
Period: 60-100
Threshold: 3.0-5.0
Memory: 100-200
Spacing: 40-50
By Market Condition
Trending Markets
- Increase threshold
- Extend memory
- Focus on breaks
Ranging Markets
- Decrease threshold
- Shorten memory
- Focus on restores
Volatile Markets
- Increase spacing
- Raise confidence requirement
- Reduce position size
- Integration with Other Analysis
- Complementary Indicators
For Ergodic States
- RSI divergences
- Bollinger Band squeezes
- Volume profile nodes
- Support/resistance levels
For Non-Ergodic States
- Moving average ribbons
- Trend strength indicators
- Momentum oscillators
- Breakout patterns
- Fundamental Alignment
- Check economic calendar
- Monitor sector rotation
- Consider market themes
- Evaluate risk sentiment
Troubleshooting Guide
Too Many Signals:
- Increase threshold
- Extend signal spacing
- Raise confidence minimum
Missing Opportunities
- Decrease threshold
- Reduce signal spacing
- Check ensemble settings
Poor Win Rate
- Verify timeframe alignment
- Confirm volume participation
- Review risk management
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results.
The ergodic framework provides unique market insights but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose.
This tool should complement, not replace, comprehensive trading strategies and sound judgment. Markets remain inherently unpredictable despite advanced analysis techniques.
Transform market chaos into trading clarity with Ergodic Market Divergence.
Created with passion for the TradingView community
Trade with insight. Trade with anticipation.
— Dskyz , for DAFE Trading Systems
CCI Divergence Detector
A technical analysis tool that identifies divergences between price action and the Commodity Channel Index (CCI) oscillator. Unlike standard divergence indicators, this system employs advanced gradient visualization, multi-layer wave effects, and comprehensive customization options to provide traders with crystal-clear divergence signals and market momentum insights.
Core Detection Mechanism
CCI-Based Analysis: The indicator utilizes the Commodity Channel Index as its primary oscillator, calculated from user-configurable source data (default: HLC3) with adjustable length parameters. The CCI provides reliable momentum readings that effectively highlight price-momentum divergences.
Dynamic Pivot Detection: The system employs adaptive pivot detection with three sensitivity levels (High/Normal/Low) to identify significant highs and lows in both price and CCI values. This dynamic approach ensures optimal divergence detection across different market conditions and timeframes.
Dual Divergence Analysis:
Regular Bullish Divergences: Detected when price makes lower lows while CCI makes higher lows, indicating potential upward reversal
Regular Bearish Divergences: Identified when price makes higher highs while CCI makes lower highs, signaling potential downward reversal
Strength Classification System: Each detected divergence is automatically classified into three strength categories (Weak/Moderate/Strong) based on:
-Price differential magnitude
-CCI differential magnitude
-Time duration between pivot points
-User-configurable strength multiplier
Advanced Visual System
Multi-Layer Wave Effects: The indicator features a revolutionary wave visualization system that creates depth through multiple gradient layers around the CCI line. The wave width dynamically adjusts based on ATR volatility, providing intuitive visual feedback about market conditions.
Professional Color Gradient System: Nine independent color inputs control every visual aspect:
Bullish Colors (Light/Medium/Dark): Control oversold areas, wave effects, and strong bullish signals
Bearish Colors (Light/Medium/Dark): Manage overbought zones, wave fills, and strong bearish signals
Neutral Colors (Light/Medium/Dark): Handle table elements, zero line, and transitional states
Intelligent Color Mapping: Colors automatically adapt based on CCI values:
Overbought territory (>100): Bearish color gradients with increasing intensity
Neutral positive (0 to 100): Blend from neutral to bearish tones
Oversold territory (<-100): Bullish color gradients with increasing intensity
Neutral negative (-100 to 0): Transition from neutral to bullish tones
Key Features & Components
Advanced Configuration System: Eight organized input groups provide granular control:
General Settings: System enable, pivot length, confidence thresholds
Oscillator Selection: CCI parameters, overbought/oversold levels, normalization options
Detection Parameters: Divergence types, minimum strength requirements
Sensitivity Tuning: Pivot sensitivity, divergence threshold, confirmation bars
Visual System: Line thickness, labels, backgrounds, table display
Wave Effects: Dynamic width, volatility response, layer count, glow effects
Transparency Controls: Independent transparency for all visual elements
Smoothing & Filtering: CCI smoothing types, noise filtering, wave smoothing
Professional Alert System: Comprehensive alert functionality with dynamic messages including:
-Divergence type and strength classification
-Current CCI value and confidence percentage
-Customizable alert frequency and conditions
Enhanced Information Table: Real-time display showing:
-Current CCI length and value
-Market status (Overbought/Normal/Oversold)
-Active sensitivity setting
Configurable table positioning (4 corner options)
Visual Elements Explained
Primary CCI Line: Main oscillator plot with gradient coloring that reflects market momentum and CCI intensity. Line thickness is user-configurable (1-8 pixels).
Wave Effect Layers: Multi-layer gradient fills creating a dynamic wave around the
CCI line:
-Outer layers provide broad market context
-Inner layers highlight immediate momentum
-Core layers show precise CCI movement
-All layers respond to volatility and momentum changes
Divergence Lines & Labels:
-Solid lines connecting divergence pivot points
-Color-coded based on divergence type and strength
-Labels displaying divergence type and strength classification
-Customizable transparency and size options
Reference Lines:
-Zero line with neutral color coding
-Overbought level (default: 100) with bearish coloring
-Oversold level (default: -100) with bullish coloring
Background Gradient: Optional background coloring that reflects CCI intensity and market conditions with user-controlled transparency (80-99%).
Configuration Options
Sensitivity Controls:
Pivot sensitivity: High/Normal/Low detection levels
Divergence threshold: 0.1-2.0 sensitivity range
Confirmation bars: 1-5 bar confirmation requirement
Strength multiplier: 0.1-3.0 calculation adjustment
Visual Customization:
Line transparency: 0-90% for main elements
Wave transparency: 0-95% for fill effects
Background transparency: 80-99% for subtle background
Label transparency: 0-50% for text elements
Glow transparency: 50-95% for glow effects
Advanced Processing:
Five smoothing types: None/SMA/EMA/RMA/WMA
Noise filtering with adjustable threshold (0.1-10.0)
CCI normalization for enhanced gradient scaling
Dynamic wave width with ATR-based volatility response
Interpretation Guidelines
Divergence Signals:
Strong divergences: High-confidence reversal signals requiring immediate attention
Moderate divergences: Reliable signals suitable for most trading strategies
Weak divergences: Early warning signals best combined with additional confirmation
Wave Intensity: Wave width and color intensity provide real-time volatility and momentum feedback. Wider, more intense waves indicate higher market volatility and stronger momentum.
Color Transitions: Smooth color transitions between bullish, neutral, and bearish states help identify market regime changes and momentum shifts.
CCI Levels: Traditional overbought (>100) and oversold (<-100) levels remain relevant, but the gradient system provides more nuanced momentum reading between these extremes.
Technical Specifications
Compatible Timeframes: All timeframes supported
Maximum Labels: 500 (for divergence marking)
Maximum Lines: 500 (for divergence drawing)
Pine Script Version: v5 (latest optimization)
Overlay Mode: False (separate pane indicator)
Usage Recommendations
This indicator works best when:
-Combined with price action analysis and support/resistance levels
-Used across multiple timeframes for confirmation
-Integrated with proper risk management protocols
-Applied in trending markets for divergence-based reversal signals
-Utilized with other technical indicators for comprehensive analysis
Risk Disclaimer: Trading involves substantial risk of loss. This indicator is provided for analytical purposes only and does not constitute financial advice. Divergence signals, while powerful, are not guaranteed to predict future price movements. Past performance is not indicative of future results. Always use proper risk management and never trade with capital you cannot afford to lose.
Stoch Quad Oscillator📘 Stoch Quad Oscillator – User Guide
✅ Purpose
The Stoch Quad Oscillator is a multi-timeframe stochastic oscillator tool that helps traders detect oversold and overbought conditions, momentum shifts, and quad rotation signals using four distinct stochastic configurations. It includes visual cues, customizable parameters, and background highlights to improve decision-making during trend reversals or momentum surges.
🛠️ Inputs & Parameters
⏱ Timeframe
Timeframe for Stochastic Calculation: Defines which chart timeframe to use for stochastic calculations (default is "1" minute). This enables multi-timeframe analysis while on a lower timeframe chart.
📈 Stochastic Parameters
Four different stochastic configurations are used:
Label %K Length %D Smoothing Notes
K9 D3 9 3 Fastest, short-term view
K14 D3 14 3 Moderately short-term
K40 D4 40 4 Medium-term trend view
K60 D10 60 10 Long-term strength
Smoothing Type: Choose between SMA or EMA to control how smoothed the %D line is.
🎯 Levels
Overbought Level: Default 80
Oversold Level: Default 20
These are used to indicate overextended price conditions on any of the stochastic plots.
🔄 Quad Rotation Detection Settings
When enabled, the script detects synchronized oversold/overbought conditions with strong momentum using all 4 stochastic readings.
Enable Quad Rotation: Toggles detection on or off
Slope Calculation Bars: Number of bars used to calculate slope of %D lines
Slope Threshold: Minimum slope strength for signal (higher = stronger confirmation)
Oversold Quad Level: Total of all four stochastic values that define a quad oversold zone
Overbought Quad Level: Total of all four stochastic values that define a quad overbought zone
Oversold Quad Highlight Color: Background color when oversold quad is triggered
Overbought Quad Highlight Color: Background color when overbought quad is triggered
Slope Averaging Method: Either Simple Average or Weighted Average (puts more weight on higher timeframes)
Max Signal Bar Window: Defines how recent the signal must be to be considered valid
📊 Plots & Visual Elements
📉 Stochastic %D Lines
Each stochastic is plotted separately:
K9 D3 – Red
K14 D3 – Orange
K40 D4 – Fuchsia
K60 D10 – Silver
These help visualize short to long-term momentum simultaneously.
📏 Horizontal Reference Lines
Overbought Line (80) – Red
Oversold Line (20) – Green
These help you identify threshold breaches visually.
🌈 Background Highlighting
The indicator provides background highlights to mark potential signal zones:
✅ All Oversold or Overbought Conditions
When all four stochastics are either above overbought or below oversold:
Bright Red if all are overbought
Bright Green if all are oversold
🚨 Quad Rotation Signal Zones (if enabled)
Triggered when:
The combined sum of all four stochastic levels is extremely low/high (below/above oversoldQuadLevel or overboughtQuadLevel)
The average slope of the 4 %D lines is sharply positive (> slopeThreshold)
Highlights:
Custom Red Tint = Strong overbought quad signal
Custom Green Tint = Strong oversold quad signal
These zones can indicate momentum shifts or reversal potential when used with price action or other tools.
⚠️ Limitations & Considerations
This indicator does not provide trade signals. It visualizes conditions and potential setups.
It is best used in confluence with price action, support/resistance levels, and other indicators.
False positives may occur in ranging markets. Reduce reliance on slope thresholds during low volatility.
Quad signals rely on slope strength, which may lag slightly behind sudden reversals.
🧠 Tips for Use
Combine with volume, MACD, or PSAR to confirm direction before entry.
Watch for divergences between price and any of the stochastics.
Use on higher timeframes (e.g., 5m–30m) to filter for swing trading setups; use shorter TFs (1m–5m) for scalping signals.
Adjust oversoldQuadLevel and overboughtQuadLevel based on market conditions (e.g., in trending vs ranging markets).
Stochastic RainbowThe Stochastic Rainbow indicator is a multi-layered momentum oscillator designed to provide a comprehensive view of market dynamics by combining multiple stochastic oscillators of varying periods. This approach allows traders to analyze both short-term and long-term momentum within a single visual framework, enhancing decision-making for entries and exits.
🔧 Indicator Settings and Customization
Select from various moving average methods (e.g., SMA, EMA, DEMA, TEMA, WMA, VWMA, RMA, T3) to smooth the stochastic lines. Different methods can affect the responsiveness of the indicator.
The indicator computes five sets of stochastic oscillators with Fibonacci values.
Each %K line is smoothed using the selected moving average type, and a corresponding %D line is plotted for each %K.
🎨 Visual Interpretation
The Stochastic Rainbow indicator plots multiple %K and %D lines, each with distinct colors for easy differentiation.
Additionally, horizontal dotted lines are drawn at levels 80 (Upper Band), 50 (Midline), and 20 (Lower Band) to indicate overbought, neutral, and oversold conditions, respectively.
📈 Trading Strategies Using Stochastic Rainbow
The multi-layered structure of the Stochastic Rainbow allows for nuanced analysis.
Trend Confirmation:
When all %K lines are above 50 and aligned in ascending order (short-term above long-term), it suggests a strong uptrend.
Conversely, when all %K lines are below 50 and aligned in descending order, it indicates a strong downtrend.
Overbought/Oversold Conditions:
If the shorter-term %K lines (e.g., %K 5,3 and %K 8,3) enter the overbought zone (>80) while longer-term lines remain below, it may signal a potential reversal.
Similarly, if shorter-term lines enter the oversold zone (<20) while longer-term lines remain above, it could indicate an upcoming bullish reversal.
Crossovers:
A bullish signal occurs when a %K line crosses above its corresponding %D line.
A bearish signal occurs when a %K line crosses below its corresponding %D line.
Divergence Analysis:
If price makes a new high while the %K lines do not, it may indicate bearish divergence and a potential reversal.
If price makes a new low while the %K lines do not, it may indicate bullish divergence and a potential reversal.
⚙️ Adjusting Settings for Optimal Use
The Stochastic Rainbow's flexibility allows traders to adjust settings to match their trading style and the specific asset's behavior:
Short-Term Trading: Use shorter periods (e.g., 5 for %K) and more responsive moving averages (e.g., WMA, VWMA, EMA, DEMA, TEMA, HMA) to capture quick market movements.
Long-Term Trading: Opt for longer periods (e.g., 55 for %K) and smoother moving averages (e.g., SMA, RMA, T3) to filter out noise and focus on broader trends.
Volatile Markets: Consider using the T3 moving average for its smoothing capabilities, helping to reduce false signals in choppy markets.
By experimenting with different settings, traders can fine-tune the indicator to better suit their analysis and improve decision-making.
