Inizia

Trend-trading

Cumulative Volume Delta Z Score [BackQuant]Cumulative Volume Delta Z Score The Cumulative Volume Delta Z Score indicator is a sophisticated tool that combines the cumulative volume delta (CVD) with Z-Score normalization to provide traders with a clearer view of market dynamics. By analyzing volume imbalances and standardizing them through a Z-Score, this tool helps identify significant price movements and market trends while filtering out noise. Core Concept of Cumulative Volume Delta (CVD) Cumulative Volume Delta (CVD) is a popular indicator that tracks the net difference between buying and selling volume over time. CVD helps traders understand whether buying or selling pressure is dominating the market. Positive CVD signals buying pressure, while negative CVD indicates selling pressure. The addition of Z-Score normalization to CVD makes it easier to evaluate whether current volume imbalances are unusual compared to past behavior. Z-Score helps in detecting extreme conditions by showing how far the current CVD is from its historical mean in terms of standard deviations. Key Features Cumulative Volume Delta (CVD): Tracks the net buying vs. selling volume, allowing traders to gauge the overall market sentiment. Z-Score Normalization: Converts CVD into a standardized value to highlight extreme movements in volume that are statistically significant. Divergence Detection: The indicator can spot bullish and bearish divergences between price and CVD, which can signal potential trend reversals. Pivot-Based Divergence: Identifies price and CVD pivots, highlighting divergence patterns that are crucial for predicting price changes. Trend Analysis: Colors bars according to trend direction, providing a visual indication of bullish or bearish conditions based on Z-Score. How It Works Cumulative Volume Delta (CVD): The CVD is calculated by summing the difference between buying and selling volume for each bar. It represents the net buying or selling pressure, giving insights into market sentiment. Z-Score Normalization: The Z-Score is applied to the CVD to normalize its values, making it easier to compare current conditions with historical averages. A Z-Score greater than 0 indicates a bullish market, while a Z-Score less than 0 signals a bearish market. Divergence Detection: The indicator detects regular and hidden bullish and bearish divergences between price and CVD. These divergences often precede trend reversals, offering traders a potential entry point. Pivot-Based Analysis: The indicator uses pivot highs and lows in both price and CVD to identify divergence patterns. A bullish divergence occurs when price makes a lower low, but CVD fails to follow, suggesting weakening selling pressure. Conversely, a bearish divergence happens when price makes a higher high, but CVD doesn't confirm the move, indicating potential selling pressure. Trend Coloring: The bars are colored based on the trend direction. Green bars indicate an uptrend (CVD is positive), and red bars indicate a downtrend (CVD is negative). This provides an easy-to-read visualization of market conditions. Standard Deviation Levels: The indicator plots ±1σ, ±2σ, and ±3σ levels to indicate the degree of deviation from the average CVD. These levels act as thresholds for identifying extreme buying or selling pressure. Customization Options Anchor Timeframe: The user can define an anchor timeframe to aggregate the CVD, which can be customized based on the trader’s needs (e.g., daily, weekly, custom lower timeframes). Z-Score Period: The period for calculating the Z-Score can be adjusted, allowing traders to fine-tune the indicator's sensitivity. Divergence Detection: The tool offers controls to enable or disable divergence detection, with the ability to adjust the lookback periods for pivot detection. Trend Coloring and Visuals: Traders can choose whether to color bars based on trend direction, display standard deviation levels, or visualize the data as a histogram or line plot. Display Options: The indicator also allows for various display options, including showing the Z-Score values and divergence signals, with customizable colors and line widths. Alerts and Signals The Cumulative Volume Delta Z Score comes with pre-configured alert conditions for: Z-Score Crossovers: Alerts are triggered when the Z-Score crosses the 0 line, indicating a potential trend reversal. Shifting Trend: Alerts for when the Z-Score shifts direction, signaling a change in market sentiment. Divergence Detection: Alerts for both regular and hidden bullish and bearish divergences, offering potential reversal signals. Extreme Imbalances: Alerts when the Z-Score reaches extreme positive or negative levels, indicating overbought or oversold market conditions. Applications in Trading Trend Identification: Use the Z-Score to confirm bullish or bearish trends based on cumulative volume data, filtering out noise and false signals. Reversal Signals: Divergences between price and CVD can help identify potential trend reversals, making it a powerful tool for swing traders. Volume-Based Confirmation: The Z-Score allows traders to confirm price movements with volume data, providing more reliable signals compared to price action alone. Divergence Strategy: Use the divergence signals to identify potential points of entry, particularly when regular or hidden divergences appear. Volatility and Market Sentiment: The Z-Score provides insights into market volatility by measuring the deviation of CVD from its historical mean, helping to predict price movement strength. The Cumulative Volume Delta Z Score is a powerful tool that combines volume analysis with statistical normalization. By focusing on volume imbalances and applying Z-Score normalization, this indicator provides clear, reliable signals for trend identification and potential reversals. It is especially useful for filtering out market noise and ensuring that trades are based on significant price movements driven by substantial volume changes. This indicator is perfect for traders looking to add volume-based analysis to their strategy, offering a more robust and accurate way to gauge market sentiment and trend strength.
Indicatore Pine Script®
di BackQuant
2
Z-Score Trend Channels [BackQuant]Z-Score Trend Channels A self-contained price-statistics framework that turns a rolling z-score into price channels, bias states, and trade markers. Run either trend-following or mean-reversion from the same tool with clear, on-chart context. What it is A rolling statistical map that measures how far price is from its recent average in standard-deviation units (z-score). Adaptive channels drawn in price space from fixed z thresholds, so the rails breathe with volatility. A simple trend proxy from z-score momentum to separate trending from ranging conditions. On-chart signals for pullback entries, stretched extremes, and practical exits. Core idea (plain English math) Rolling mean and volatility - Over a lookback you get the average price and its standard deviation. Z-score - How many standard deviations the current price is above or below its average: z = (price - mean) / stdev. z near 0 means near average; positive is above; negative is below. Noise control - An EMA smooths the raw z to reduce jitter and false flickers. Channels back in price - Fixed z levels are converted back to price to form the upper, lower, and extreme rails. Trend proxy - A smoothed change in z is used as a lightweight trend-strength line. Positive strength with positive z favors uptrend; negative strength with negative z favors downtrend. What you see on the chart Channels and fills - Mean, upper, lower, and optional extreme lines. The area mean->upper tints with the bearish color, mean->lower tints with the bullish color. Background tint (optional) - Soft green, red, or neutral based on detected trend state. Signals - Bullish Entry (triangle up) when z exits the oversold zone upward; Bearish Entry (triangle down) when z exits the overbought zone downward; Extreme markers (diamonds) at the extreme bands with a one-bar turn. Table - Current z, trend state, trend strength, distance to bands, market state tag, and a quick volatility regime label. Edge labels - MEAN, OB, and OS labels slightly projected forward with level values. Inputs you will actually use Z-Score Period - Lookback for mean and stdev. Larger = slower and steadier rails, smaller = more reactive. Smoothing Period - EMA on z. Lower = earlier but choppier flips; higher = later but cleaner. Price Source - Default hlc3. Choose close if you prefer session-close logic. Upper and Lower Thresholds - Default around +2.0 and -2.0. Tighten for more signals, widen for fewer and stronger. Extreme Upper and Lower - Deeper stretch guards, e.g., +/- 2.5. Strength Period - EMA on z momentum. Sets how fast the trend proxy flips. Trend Threshold - Minimum absolute z to accept a directional bias. Visual toggles - Channels, signals, background tint, stats table, colors, and optional last-bar trend label. How to use it: trend-following playbook Read the state - Uptrend when z > Trend Threshold and trend strength > 0. Downtrend when z < -Trend Threshold and trend strength < 0. Neutral otherwise. Entries - In an uptrend, prefer Bullish Entry signals that fire near the lower channel. In a downtrend, prefer Bearish Entry signals that fire near the upper channel. Stops - Conservative: beyond the extreme channel on your side. Tighter: just outside the standard band that framed the signal. Exits - For longs, exit or trim on a cross back through z = 0 or a clean tag of the upper threshold. For shorts, mirror with z = 0 up-cross or tag of the lower threshold. You can also reduce if trend strength flips against you. Adds - In strong trends, additional signals near your side’s band can be add points. Avoid adding once z hovers near the opposite band for several bars. How to use it: mean-reversion playbook Find stretch - Standard reversions: Bullish Entry when z leaves the oversold zone upward; Bearish Entry when z leaves the overbought zone downward. Aggressive reversions: Extreme markers at extreme bands with a one-bar turn. Entries - Take the signal as price exits the zone. Prefer setups where trend strength is near zero or tilting against the prior push. Targets - First target is the mean line. A runner can aim for the opposite standard channel if momentum keeps flipping. Stops - Outside the extreme band beyond your entry. If fading without extremes, place risk just beyond the opposite standard band. Filters - Optional: skip counter-trend fades against a very strong trend state unless your risk is tight and predefined. Reading the stats table Current Z-Score - Magnitude and sign of displacement now. Trend State - Uptrend, Downtrend, or Ranging. Trend Strength - Smoothed z momentum. Higher absolute values imply stronger directional conviction. Distance to Upper/Lower - Percent distance from price to each band, useful for sizing targets or judging room left. Market State - Overbought, Oversold, Extreme OB, Extreme OS, or Normal. Volatility Regime - High, Normal, or Low relative to recent distribution. Expect bands to widen in High and tighten in Low. Parameter guidance (conceptual) Z-Score Period - Choose longer for a structural mean, shorter for a reactive mean. Smoothing Period - Lower for earlier but noisier reads; higher for slower but steadier reads. Thresholds - Start around +/- 2.0. Tighten for scalping or quiet ranges. Widen for noisy or fast markets. Trend Threshold and Strength Period - Raise to avoid weak, transient bias. Lower to capture earlier regime shifts. Practical examples Trend pullback long - State shows Uptrend. Price tests the lower channel; z dips near or below the lower threshold; a Bullish Entry prints. Stop just below extreme lower; first target mean; keep a runner if trend strength stays positive. Mean-revert short - State is Ranging. z tags the extreme upper, an Extreme Bearish marker prints, then a Bearish Entry prints on the leave. Stop above extreme upper; target the mean; consider a runner toward the lower channel if strength turns negative. Potential Questions you might have Why z-score instead of fixed offsets - Because the bands adapt with volatility. When the tape gets quiet the rails tighten, when it runs hot the rails expand. Your entries stay normalized. Do I need both modes - No. Many users run only trend pullbacks or only mean-reversions. The tool lets you toggle what you need and keep the chart readable. Multi-timeframe workflow - A common approach is to set bias from a higher timeframe’s trend state and execute on a lower timeframe’s signals that align with it. Summary Z-Score Trend Channels gives you an adaptive mean, volatility-aware rails, a simple trend lens, and clear signals. Trade the trend by buying pullbacks in green and selling pullbacks in red, or fade stretched extremes back to the mean with defined risk. One framework, two strategies, consistent logic.
Indicatore Pine Script®
di BackQuant
Dynamic Score PSAR [QuantAlgo]Dynamic Score PSAR 📈🧬 The Dynamic Score PSAR by QuantAlgo introduces an innovative approach to trend detection by utilizing a dynamic trend scoring technique in combination with the Parabolic SAR. This method goes beyond traditional trend-following indicators by evaluating market momentum through a scoring system that analyzes price behavior over a customizable window. By dynamically adjusting to evolving market conditions, this indicator provides clearer, more adaptive trend signals that help traders and investors anticipate market reversals and capitalize on momentum shifts with greater precision. 💫 Conceptual Foundation and Innovation At the core of the Dynamic Score PSAR is the dynamic trend score system, which assesses price movements by comparing normalized PSAR values across a range of historical data points. This dynamic trend scoring technique offers a unique, probabilistic approach to trend analysis by evaluating how the current market compares to past price movements. Unlike traditional PSAR indicators that rely on static parameters, this scoring mechanism allows the indicator to adjust in real time to market fluctuations, offering traders and investors a more responsive and insightful view of trends. This innovation makes the Dynamic Score PSAR particularly effective in detecting shifts in momentum and potential reversals, even in volatile or complex market environments. ✨ Technical Composition and Calculation The Dynamic Score PSAR is composed of several advanced components designed to provide a higher probability of detecting accurate trend shifts. The key innovation lies in the dynamic trend scoring technique, which iterates over historical PSAR values and evaluates price momentum through a dynamic scoring system. By comparing the current normalized PSAR value with previous data points over a user-defined window, the system generates a score that reflects the strength and direction of the trend. This allows for a more refined and responsive detection of trends compared to static, traditional indicators. To enhance clarity, the PSAR values are normalized against an Exponential Moving Average (EMA), providing a standardized framework for comparison. This normalization ensures that the indicator adapts dynamically to market conditions, making it more effective in volatile markets. The smoothing process reduces noise, helping traders and investors focus on significant trend signals. Additionally, users can adjust the length of the data window and the sensitivity thresholds for detecting uptrends and downtrends, providing flexibility for different trading and investing environments. 📈 Features and Practical Applications Customizable Window Length: Adjust the window length to control the indicator’s sensitivity to recent price movements. This provides flexibility for short-term or long-term trend analysis. Uptrend/Downtrend Thresholds: Set customizable thresholds for identifying uptrends and downtrends. These thresholds define when trend signals are triggered, offering adaptability to different market conditions. Bar Coloring and Gradient Visualization: Visual cues, including color-coded bars and gradient fills, make it easier to interpret market trends and identify key moments for potential trend reversals. Momentum Confirmation: The dynamic trend scoring system evaluates price action over time, providing a probabilistic measure of market momentum to confirm the strength and direction of a trend. ⚡️ How to Use ✅ Add the Indicator: Add the Dynamic Score PSAR to your favourites, then to your chart and adjust the PSAR settings, window length, and trend thresholds to match your preferences. Customize the sensitivity to price movements by tweaking the window length and thresholds for different market conditions. 👀 Monitor Trend Shifts: Watch for trend changes as the normalized PSAR values cross key thresholds, and use the dynamic score to confirm the strength and direction of trends. Bar coloring and background fills visually highlight key moments for trend shifts, making it easier to spot reversals. 🔔 Set Alerts: Configure alerts for significant trend crossovers and reversals, ensuring you can act on market movements promptly, even when you’re not actively monitoring the charts. 🌟 Summary and Usage Tips The Dynamic Score PSAR by QuantAlgo is a powerful tool that combines traditional trend-following techniques with the flexibility of a dynamic trend scoring system. This innovative approach provides clearer, more adaptive trend signals, reducing the risk of false entries and exits while helping traders and investors capture significant market moves. The ability to adjust the indicator’s sensitivity and thresholds makes it versatile across different trading and investing environments, whether you’re focused on short-term pivots or long-term trend reversals. To maximize its effectiveness, fine-tune the sensitivity settings based on current market conditions and use the visual cues to confirm trend shifts.
Indicatore Pine Script®
di QuantAlgo
8
Moving Average Directional IndexMADX is ADX-inspired indicator with moving averages that determines strength of a trend, as well as its direction. Indicator works following: As the value of MADX increases, so does the strength of a trend If MADX+ ( green line - bullish MADX ) crosses above MADX- ( red line - bearish MADX ) we consider trend as bullish and vice versa.. There will be situations where MADX- and MADX+ cross multiple times in a short period of time -> that will mean that market indecision is happening and big move will most likely happen after it. For the calculation of MADX+ and MADX- we need Moving Averages or Exponential Moving Averages with three specific sources ( high, close, low ). Now, the calculation of each MADX will differ => for MADX+: Moving Average (high) / Moving Average (close) => for MADX-: Moving Average (close) / Moving Average (low) Length of Moving Average is editable.
Indicatore Pine Script®
di x10140
2
Ichimoku + RSI Crypto trending strategyThis is a crypto trending strategy designed for big timeframes such as 3-4h+. Its components are: RSI ICHIMOKU full pack Heikin Ashi candles for logic calculation inside Rules for entry. For long : we have a long cross condition on ichimoku and price is above the ichimoku lines, and at the same time RSI value is > 50. For long : we have a short cross condition on ichimoku and price is below the ichimoku lines, and at the same time RSI value is < 50. Rules for exit We exit whenever we receive an opposite signal of the initial entry. SInce this strategy is using no risk management inside, I recommend to be careful with it . If you have any questions, let me know !
Strategia Pine Script®
di exlux