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Volatilità

Simple VIDYA Smooth | QuantEdgeBSimple VIDYA Smooth (SVS) | QuantEdgeB 🔍 What Is Simple VIDYA Smooth? SVS is a smoothed, volatility-adaptive trend filter that blends a Gaussian-pre-filtered, low-lag moving average with dynamic standard-deviation bands. It identifies trends by measuring when price moves decisively above or below a normalized VIDYA (Variable Index Dynamic Average) baseline—filtering out noise and adapting to changing market turbulence. ⚙️ Core Components 1. DEMA Pre-Filter o A double-EMA smoothing to reduce initial noise before further processing. 2. Gaussian Smoothing o Applies a small-kernel Gaussian filter to produce a cleaner input series that suppresses rapid spikes. 3. VIDYA Adaptive Average o Computes a dynamic EMA whose smoothing constant adjusts according to the ratio of short- and long-term standard deviations—making it inherently responsive in volatile times and smooth in calmer periods. 4. Volatility Bands o Surrounds the VIDYA line with ±N×SD bands (separate multipliers for upper and lower) to capture current market volatility, yielding dynamic thresholds for trend detection. 5. Trend Signal o Generates a “long” when price closes above the upper band, a “short” when it closes below the lower band, otherwise stays neutral. 💡 Why It’s Special • Adaptive Responsiveness: VIDYA’s volatility-weighted smoothing constant speeds up trend recognition in choppy markets and slows in quiet ones, avoiding whipsaws. • Multi-Stage Filtering: The DEMA→Gaussian→VIDYA sequence ensures both rapid noise suppression and flexible trend adaptation. • Asymmetric Bands: Separate multipliers for the upper and lower volatility bands let you fine-tune sensitivity to bullish versus bearish impulses. • Visual Clarity: Color-coded candles and filled bands highlight trending phases at a glance, while backtest tables quantify performance. 📊 Backtest Mode AVBO includes an optional backtest table, enabling traders to assess its historical effectiveness before applying it in live trading conditions. 🔹 Backtest Metrics Displayed: • Equity Max Drawdown → Largest historical loss from peak equity. • Profit Factor → Ratio of total profits to total losses, measuring system efficiency. • Sharpe Ratio → Assesses risk-adjusted return performance. • Sortino Ratio → Focuses on downside risk-adjusted returns. • Omega Ratio → Evaluates return consistency & performance asymmetry. • Half Kelly → Optimal position sizing based on risk/reward analysis. • Total Trades & Win Rate → Assess historical success rate. BTC ETH 📌 Disclaimer: Backtest results are based on past performance and do not guarantee future success. Always incorporate real-time validation and risk management in live trading. 💼 Ideal Use Cases • Trend Identification: Pinpoint reliable trend starts and exits in stocks, FX, or crypto—minimizing lag and false breakouts. • Volatility Regimes: Automatically adjust to quiet vs. explosive markets—no manual parameter tweaks needed. • Multitimeframe Alignment: Use SVS on multiple timeframes to confirm trend direction before entering positions. • System Building Block: Embed SVS as a robust, adaptive filter within larger strategies (e.g., to trigger entries or to validate signals from other indicators). 🎨 Default Configuration • DEMA Length: 7 • Gaussian Kernel: length = 4, sigma = 2.0 • VIDYA Lengths: fast = 9, slow = 24 (or use presets Set1–Set4) • Volatility Bands: SD length = 40 📌 In Summary Simple VIDYA Smooth | QuantEdgeB is an adaptive trend-filtering indicator that layers multiple noise-suppressing and volatility-adjusting techniques to deliver clear, reliable trend signals. By marrying DEMA, Gaussian filtering, VIDYA’s volatility-driven smoothing, and dynamic SD bands, SVS excels at separating genuine directional moves from market noise—across any asset or timeframe. 🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align AVBO’s settings with your risk tolerance and market objectives before live trading. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Indicatore Pine Script®
di QuantEdgeB
ICT Assistance TYHE42█ Overview ICT Assistant Tye42 is a complete indicator built for Smart Money Concepts (SMC) and ICT-based trading strategies, offering a clear, stable, and real-time view of key market levels. This all-in-one tool includes several essential features used by professional traders: Fair Value Gaps (FVG) detected in real-time EQH (Equal Highs) and EQL (Equal Lows) auto-detected Previous Highs & Lows (Daily, Weekly, Monthly) Killzones (Asian Range, London Open, New York Open, London Close) Daily Open Line Every module is fully customizable (color, opacity, timezone, toggle on/off), allowing traders to tailor the indicator to their strategy, style, and chart theme. Designed for traders focused on market structure, liquidity, and imbalances, this script emphasizes clarity, responsiveness, and visual efficiency — without cluttering your chart. █ How It Works 🔍 Automatic detection of key price action elements: Fair Value Gaps (FVG): identified based on ICT logic (imbalance between the current candle and the one two candles back) EQH/EQL: spots equal highs and lows as potential liquidity zones Previous Highs & Lows: automatically plots highs and lows from previous sessions (Daily, Weekly, Monthly) Killzones: highlights key time-based volatility zones depending on your selected timezone Daily Open Line: shows the daily open level to help frame the trading session █ How to Use Use FVGs and EQH/EQL as potential imbalance or liquidity signals Combine with Killzones to identify moments of high volatility Monitor Previous Highs & Lows for potential stop hunts or reaction areas Works on all timeframes – ideal for intraday and swing trading █ Settings Custom colors & opacity for each module Adjustable timezone for precise session alignment Individual on/off toggles for a clean and tailored display █ What Makes It Unique Unlike other ICT indicators that overload charts with visuals, ICT Assistant Tye42 follows a minimalist, clean, and efficient approach, while combining all key tools in one script. Built for traders who want to focus on what matters most — market structure, liquidity, and institutional price behavior — this tool provides everything you need in a sleek package. ⚠️ Disclaimer This script is for educational purposes only and does not constitute financial advice. Use at your own risk. No refunds or liabilities provided.
Indicatore Pine Script®
di TYHE42
Tempo V | QuantEdgeB📊 Tempo V | QuantEdgeB 🔍 What is Tempo V? Tempo V by QuantEdgeB is a volatility resonance framework that fuses multiple volatility models into a single adaptive signal. It acts like a seismograph for market energy, detecting shifts in pressure, flow, and agitation before they erupt into full-blown volatility waves. Rather than just measure price range, Tempo V decodes the texture of volatility — layering Z-Score logic over 7 elite volatility and energy signals to create a unified tempo pulse. 💡 Think of Tempo V as your market EQ meter, identifying when price is humming calmly or vibrating toward breakout chaos. ⚙️ Core Components ✅ Multi-Model Volatility Stack Tempo V blends the most statistically robust volatility estimators: • IMI – Measures price "thrust" or intraday initiation. • RVI – Detects directional volatility flow. • ATR – True range of price breathing. • Rogers-Satchell – Captures variance with directional drift. • Parkinson – Focuses on high–low spread efficiency. • Yang-Zhang – A hybrid volatility estimator ideal for crypto assets. • Garman-Klass – Captures OHLC variance with tight math. Each signal is z-scored, scaled, and dynamically smoothed into a composite value — the aggZ. ✅ Z-Blend Aggregation • aggZ = The heartbeat of Tempo V — a weighted blend of all enabled signals. • It’s like a volatility weather report: positive means upside risk building, negative means downside storm clouds. ✅ Adaptive EMA Trendline • Tempo V includes a dynamically responsive trendline that changes pace depending on market tempo. • This tracks the momentum of volatility, not price — a major edge in fast-moving environments. 🎯 Signal & Stage Interpretation 🧭 Z-Score Based Stage Labels At every candle, Tempo V identifies the current volatility stage: 1.Value ≥ +1.25 ==> 🔺 High Upside Volatility 2.Value +0.5 to +1.25 ==> ⚡ Volatile-Up Phase 3.Value -0.5 to +0.5 ==> ⏸️ Stable Range / Balance 4.Value -1.25 to -0.5 ==> ⚠️ Volatile-Down Phase 5.Value ≤ -1.25 ==> 🔻 High Downside Volatility These insights allow you to act preemptively on upcoming breakouts, fades, or quiet zones. 🖼️ Visual Overlay Engine • Column Chart – aggZ plotted as a histogram, easily trackable. • Trend Line – Responsive smoothing that visualizes volatility shift. • Background Color Zones – Highlighting extreme tempo levels. • Bar Coloring (Optional) – Syncs chart bars with volatility phase. 🧠 Why Use Tempo V? Tempo V is designed for traders who want to: • Detect volatility pressure before price erupts • Combine multiple models into one actionable score • Visualize tempo stages without overwhelming charts • Spot shifts in energy, flow, and agitation — not just direction 💼 Ideal Use Cases • Breakout Traders: Anticipate volatility surges • Mean-Reversion Setups: Fade extremes after tempo climax • Options Traders: Identify implied volatility zones visually • Trend Traders: Use rising aggZ as confirmation of commitment 🧬 Default Settings • Z-Score Length: 45 • Smooth Length: 5 • Active Models: All 7 enabled by default • Upper/Lower Bounds: ±1.25 🧬 In Summary Tempo V | QuantEdgeB is not just a volatility measure — it’s a volatility intelligence framework, distilling 7 elite metrics into one real-time pulse of market agitation. It’s smart, fast, and narrates market rhythm so you can trade with anticipation instead of reaction. 📌 Navigate the Pulse of Volatility | Powered by QuantEdgeB 🔹 Disclaimer: Past performance is not indicative of future results. 🔹 Strategic Advice: Always tune the z-lengths and smoothing to fit your asset and timeframe volatility. Backtest thoroughly.
Indicatore Pine Script®
di QuantEdgeB
IB with Range PercentageThis Pine Script indicator for TradingView combines several powerful technical analysis tools to give traders a comprehensive view of market action: Inside Bar Detection: Identifies the classic inside bar candlestick pattern. Moving Averages: Provides multiple moving averages to help determine trend and potential support/resistance levels. Information Table: Displays key market data in a concise table format. 1. Inside Bar Detection and Range The indicator marks inside bars on the chart. An inside bar is a candlestick where its entire range (high and low) falls within the range of the preceding candlestick (often called the "mother bar"). This pattern often signifies market consolidation or indecision. Customizable Marking: Users can choose the shape and color used to mark the inside bars, such as triangles, squares, or circles. Range Percentage: A label shows the range of the inside bar as a percentage of the previous bar's low, providing a quantitative measure of its size. Time Restriction: A setting allows displaying inside bars only for a specified number of past days, focusing analysis on recent price action. Customizable Label Size: Users can choose the size of the range percentage label for optimal visibility. 2. Moving Averages for Trend Analysis The indicator can plot up to four moving averages (MAs) on the chart. Moving averages smooth out price data to help identify trends and potential support and resistance levels. User-Selectable MA Type: For each MA, traders can choose between Simple Moving Average (SMA) or Exponential Moving Average (EMA). Customizable Length: Users can specify the length (number of periods) for each MA, such as 20, 50, 100, or 200. Customizable Color: Each MA's line color can be chosen to suit personal preferences. Trend Identification: When the price is above an MA, it suggests an uptrend, while prices below suggest a downtrend. The slope of the MA also indicates trend momentum. 3. Information Table for Key Data A customizable information table is displayed on the chart, providing a quick overview of important market data. Average Daily Range (ADR) Percentage: Shows the average daily range of the asset as a percentage, reflecting its historical volatility. Distance from EMAs: Displays how far the current price is from the 10, 20, and 50 period Exponential Moving Averages. A positive percentage indicates the price is above the MA, while a negative percentage means it's below. Customizable Table Elements: Users can choose the table's background color, text color, and text size for optimal readability. How to Use This Indicator: This indicator can be a valuable tool for traders using technical analysis: Inside Bar Breakouts: Inside bars often precede breakouts. Traders can use the inside bar markings and range percentage to identify potential breakout opportunities. Confirmation of Trends: Moving averages help confirm the direction of the trend, enabling traders to align their inside bar strategies with the prevailing market direction. Support and Resistance: Moving averages can act as dynamic support and resistance levels. Traders can look for inside bars forming near these levels as potential entry or exit points. Volatility and Range Analysis: The ADR percentage helps assess the normal daily range of an asset, which can be useful for setting realistic price targets and managing risk. Risk Management: The distance from EMAs can alert traders to potential overextended moves, providing information for setting stop-loss or take-profit levels. By combining these elements, this indicator provides a layered approach to market analysis, allowing traders to identify potential trading opportunities and manage risk effectively based on both candlestick patterns and trend-following indicators. Remember that no indicator guarantees success, and it's essential to use this tool in conjunction with other analysis techniques and proper risk management practices.
Indicatore Pine Script®
di vinaykumar2403
Squeeze Momentum Regression Clouds [SciQua]╭──────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ☁️ Squeeze Momentum Regression Clouds ╰──────────────────────────────────────────────╯ 🔍 Overview The Squeeze Momentum Regression Clouds (SMRC) indicator is a powerful visual tool for identifying price compression , trend strength , and slope momentum using multiple layers of linear regression Clouds. Designed to extend the classic squeeze framework, this indicator captures the behavior of price through dynamic slope detection, percentile-based spread analytics, and an optional UI for trend inspection — across up to four customizable regression Clouds . ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ⚙️ Core Features ╰────────────────╯ Up to 4 Regression Clouds – Each Cloud is created from a top and bottom linear regression line over a configurable lookback window. Slope Detection Engine – Identifies whether each band is rising, falling, or flat based on slope-to-ATR thresholds. Spread Compression Heatmap – Highlights compressed zones using yellow intensity, derived from historical spread analysis. Composite Trend Scoring – Aggregates directional signals from each Cloud using your chosen weighting model. Color-Coded Candles – Optional candle coloring reflects the real-time composite score. UI Table – A toggleable info table shows slopes, compression levels, percentile ranks, and direction scores for each Cloud. Gradient Cloud Styling – Apply gradient coloring from Cloud 1 to Cloud 4 for visual slope intensity. Weight Aggregation Options – Use equal weighting, inverse-length weighting, or max pooling across Clouds to determine composite trend strength. ──────────────────────────────────────────────────────────── ╭──────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 🧪 How to Use the Indicator ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ 1. Understand Trend Bias with Cloud Colors ╰──────────────────────────────────────────╯ Each Cloud changes color based on its current slope: Green indicates a rising trend. Red indicates a falling trend. Gray indicates a flat slope — often seen during chop or transitions. Cloud 1 typically reflects short-term structure, while Cloud 4 represents long-term directional bias. Watch for multi-Cloud alignment — when all Clouds are green or red, the trend is strong. Divergence among Clouds often signals a potential shift. ──────────────────────────────────────────────────────────── ╭───────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ 2. Use Compression Heat to Anticipate Breakouts ╰───────────────────────────────────────────────╯ The space between each Cloud’s top and bottom regression lines is measured, normalized, and analyzed over time. When this spread tightens relative to its history, the script highlights the band with a yellow compression glow . This visual cue helps identify squeeze zones before volatility expands. If you see compression paired with a changing slope color (e.g., gray to green), this may indicate an impending breakout. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ 3. Leverage the Optional Table UI ╰─────────────────────────────────╯ The indicator includes a dynamic, floating table that displays real-time metrics per Cloud. These include: Slope direction and value , with historical Min/Max reference. Top and Bottom percentile ranks , showing how price sits within the Cloud range. Current spread width , compared to its historical norms. Composite score , which blends trend, slope, and compression for that Cloud. You can customize the table’s position, theme, transparency, and whether to show a combined summary score in the header. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 4. Analyze Candle Color for Composite Signals ╰─────────────────────────────────────────────╯ When enabled, the indicator colors candles based on a weighted composite score. This score factors in: The signed slope of each Cloud (up, down, or flat) The percentile pressure from the top and bottom bands The degree of spread compression Expect green candles in bullish trend phases, red candles during bearish regimes, and gray candles in mixed or low-conviction zones. Candle coloring provides a visual shorthand for market conditions , useful for intraday scanning or historical backtesting. ──────────────────────────────────────────────────────────── ╭────────────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ 🧰 Configuration Guidance ╰────────────────────────╯ To tailor the indicator to your strategy: Use Cloud lengths like 21, 34, 55, and 89 for a balanced multi-timeframe view. Adjust the slope threshold (default 0.05) to control how sensitive the trend coloring is. Set the spread floor (e.g., 0.15) to tune when compression is detected and visualized. Choose your weighting style : Inverse Length (favor faster bands), Equal, or Max Pooling (most aggressive). Set composite weights to emphasize trend slope, percentile bias, or compression—depending on your market edge. ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ ✅ Best Practices ╰────────────────╯ Use aligned Cloud colors across all bands to confirm trend conviction. Combine slope direction with compression glow for early breakout entry setups. In choppy markets, watch for Clouds 1 and 2 turning flat while Clouds 3 and 4 remain directional — a sign of potential trend exhaustion or consolidation. Keep the table enabled during backtesting to manually evaluate how each Cloud behaved during price turns and consolidations. ──────────────────────────────────────────────────────────── ╭───────────────────────╮ ‎ ‎ ‎ ‎‎ ‎ ‎ ‎‎ ‎‎ ‎ 📌 License & Usage Terms ╰───────────────────────╯ This script is provided under the Creative Commons Attribution-NonCommercial 4.0 International License . ✅ You are allowed to: Use this script for personal or educational purposes Study, learn, and adapt it for your own non-commercial strategies ❌ You are not allowed to: Resell or redistribute the script without permission Use it inside any paid product or service Republish without giving clear attribution to the original author For commercial licensing , private customization, or collaborations, please contact Joshua Danford directly.
Indicatore Pine Script®
di JoshuaDanford
1
Smart Trend Signals [QuantAlgo]🟢 Overview The Smart Trend Signals indicator is created to address a fundamental challenge in technical analysis: generating timely trend signals while adapting to varying market volatility conditions. The indicator distinguishes itself by employing volatility-adjusted calculations that automatically modify signal sensitivity based on current market conditions, rather than using fixed parameters that perform inconsistently across different market environments. By processing Long and Short signals through separate dynamic calculation engines, each optimized for its respective directional bias, the indicator reduces the common issue of delayed or conflicting signals that plague many traditional trend-following tools. Additionally, the integration of linear regression-based trend confirmation adds another layer of signal validation, helping to filter market noise while maintaining responsiveness to genuine price movements. This adaptive approach makes the indicator practical for both traders and investors across different asset classes and timeframes, from short-term forex/crypto scalping to long-term equity position analysis. 🟢 How It Works The indicator uses a straightforward calculation process that combines volatility measurement with momentum detection to generate directional signals. The system first calculates Average True Range (ATR) over a user-defined period to measure current market volatility. This ATR value is then multiplied by the Smart Trend Multiplier setting to create dynamic reference levels that expand during volatile periods and contract during calmer market conditions. For signal generation, the indicator maintains separate calculation paths for Long/Buy and Short/Sell opportunities. Long signals are generated when price moves above a dynamically calculated level below the current price, confirmed by an exponential moving average crossover in the same direction. Short signals work in reverse, triggering when price moves below a calculated level above the current price, also requiring EMA confirmation. This dual-path approach allows each signal type to operate with parameters suited to its directional bias. 🟢 How to Use Long Signals (Green Labels): Appear as "Long" labels below price bars when the indicator detects upward price momentum above the calculated reference level, confirmed by EMA crossover. These signals identify moments when price action demonstrates bullish characteristics based on the volatility-adjusted calculations. Short Signals (Red Labels): Display as "Short" labels above price bars when downward price momentum below the reference level is detected and confirmed by EMA crossover. These signals highlight instances where price action exhibits bearish characteristics according to the indicator's mathematical framework. Customizable Bar Coloring: This feature colors individual price bars to match the current signal direction. When enabled, each bar reflects the indicator's current directional bias, creating a continuous visual representation of trend periods across the chart timeline. Built-in Alert System: Provides automatic notifications for new signals with detailed exchange and ticker information. The alert system monitors the indicator's calculations continuously and triggers notifications when new long or short signals are generated, allowing traders/investors to track multiple instruments simultaneously. 🟢 Pro Tips for Trading and Investing → Parameter Adjustment: Higher Smart Trend Multiplier settings generate fewer signals that may be more selective, while lower settings produce more frequent signals that may include more false positives. Test different settings to find what works for your trading style and market conditions. → Timeframe Analysis: Using higher timeframes for general trend direction and lower timeframes for entry timing is a common approach. → Risk Management: No indicator eliminates the need for proper risk management. Use appropriate position sizing and stop-loss strategies regardless of signal quality or frequency. → Market Conditions: The indicator may perform differently in trending versus ranging markets. Frequent signal changes might indicate choppy conditions. Backtest and paper trade before risking real capital.
Indicatore Pine Script®
di QuantAlgo
2
Trend State ADX-DI v6This indicator combines the classic ADX (Average Directional Index) and DI+ / DI– (Directional Indicators) with a modern, easy-to-read visual approach. It highlights trend strength and direction directly on your chart background: ✅ Bullish Trend – DI+ crosses above DI– with ADX above threshold ✅ Bearish Trend – DI– crosses above DI+ with ADX above threshold ✅ Choppiness – ADX below threshold, indicating sideways or weak trend ✅ Transition – Optional highlight for periods near the threshold, signaling a potential trend change Plots for ADX, DI+, and DI– help you track trend momentum, while customizable background colors make it easy to spot trading conditions at a glance. Alerts included for bullish and bearish trend signals. Perfect for day traders and swing traders looking to identify strong directional moves and avoid choppy markets. Created by ThomasO_777, updated for Pine Script v6 by ChatGPT.
Indicatore Pine Script®
di ThomasO_777
Bollinger Heatmap [Quantitative]Overview The Bollinger Heatmap is a composite indicator that synthesizes data derived from 30 Bollinger bands distributed over multiple time horizons, offering a high-dimensional characterization of the underlying asset. Algorithm The algorithm quantifies the current price’s relative position within each Bollinger band ensemble, generating a normalized position ratio. This ratio is subsequently transformed into a scalar heat value, which is then rendered on a continuous color gradient from red to blue. Red hues correspond to price proximity to or extension below the lower band, while blue hues denote price proximity to or extension above the upper band. Using default parameters, the indicator maps bands over timeframes increasing in a pattern approximating exponential growth, constrained to multiples of seven days. The lower region encodes relationships with shorter-term bands spanning between 1 and 14 weeks, whereas the upper region portrays interactions with longer-term bands ranging from 15 to 52 weeks. Conclusion By integrating Bollinger bands across a diverse array of time horizons, the heatmap indicator aims to mitigate the model risk inherent in selecting a single band length, capturing exposure across a richer parameter space.
Indicatore Pine Script®
di Quantitative
1
Quantum Range Filter by MRKcoin### Quantum Range Filter by MRKcoin **Overview** This indicator is a sophisticated range detection tool designed based on the principles of quantitative multi-factor models. Instead of relying on a single condition, it assesses the market from three different dimensions to provide a more robust and reliable identification of range-bound (sideways) markets. When the background is highlighted in red, it indicates that the market is likely in a range phase, suggesting that trend-following strategies may be less effective, and mean-reversion (range trading) strategies could be more suitable. --- **Core Logic: A Multi-Factor Approach** The filter evaluates the market state using the following three independent factors: 1. **Momentum Volatility (RSI Bollinger Bandwidth):** * **Question:** Is the momentum of the market contracting? * **Method:** It measures the width of the Bollinger Bands applied to the RSI. A narrow bandwidth suggests that momentum is consolidating, which is a common characteristic of a range market. 2. **Price Volatility (ATR Ratio):** * **Question:** Is the actual price movement shrinking? * **Method:** It calculates the Average True Range (ATR) as a percentage of the closing price. A low ratio indicates that the price volatility itself is low, reinforcing the case for a range environment. 3. **Absence of Trend (ADX):** * **Question:** Is there a lack of a clear directional trend? * **Method:** It uses the Average Directional Index (ADX), a standard tool for measuring trend strength. A low ADX value provides active confirmation that the market is not in a trending phase. --- **How to Use** 1. **Range Detection:** The primary use is to identify ranging markets. The red highlighted background serves as a visual cue. 2. **Strategy Selection:** * **Inside the Red Zone:** Consider using range-trading strategies (e.g., buying at support, selling at resistance, using oscillators like RSI or Stochastics for overbought/oversold signals). Avoid using trend-following indicators like moving average crossovers, as they are prone to generating false signals in these conditions. * **Outside the Red Zone:** The market is likely trending. Trend-following strategies are more appropriate. 3. **Parameter Tuning (In Settings):** * **This is the key to adapting the filter to any market or timeframe.** Different assets (like BTC vs. ETH) and different timeframes have unique volatility characteristics. Don't hesitate to adjust the parameters to fit the specific chart you are analyzing. * **Range Detection Score:** This is the most important setting. It determines how many of the three factors must agree to classify the market as a range. The default is `2`, which provides a good balance. * If the filter seems **too sensitive** (highlighting too often), increase the score to `3`. * If the filter seems **not sensitive enough** (missing obvious ranges), decrease the score to `1`. * **Factor Thresholds:** For fine-tuning, adjust the thresholds for each factor. * **`RSI BB Width Threshold`:** If you want to detect even tighter momentum consolidations, *decrease* this value. * **`ATR Ratio Threshold`:** If you want to be stricter about price volatility, *decrease* this value. * **`ADX Threshold`:** To be more lenient on what constitutes a "trendless" market, *increase* this value (e.g., to 30). To be stricter, *decrease* it (e.g., to 20). * **Pro Tip:** Use the Debug Table (uncomment it in the script's code) to see the live values of each factor. This will give you a clear idea of how to set the thresholds for the specific asset you are trading. **Disclaimer** This indicator is a tool to assist in market analysis and should not be used as a standalone signal for making financial decisions. Always use it in conjunction with your own trading strategy, risk management, and analysis. Past performance is not indicative of future results. **Credits** * **Concept & Vision:** MRKcoin
Indicatore Pine Script®
di mrk2020
ACR(Average Candle Range) With TargetsWhat is ACR? The Average Candle Range (ACR) is a custom volatility metric that calculates the mean distance between the high and low of a set number of past candles. ACR focuses only on the actual candle range (high - low) of specific past candles on a chosen timeframe. This script calculates and visualizes the Average Candle Range (ACR) over a user-defined number of candles on a custom timeframe. It displays a table of recent range values, plots dynamic bullish and bearish target levels, and marks the start of each new candle with a vertical line. All calculations update in real time as price action develops. This script was inspired by the “ICT ADR Levels - Judas x Daily Range Meter°” by toodegrees. Key Features Custom Timeframe Selection: Choose any timeframe (e.g., 1D, 4H, 15m) for analysis. User-Defined Lookback: Calculate the average range across 1 to 10 previous candles. Dynamic Targets: Bullish Target: Current candle low + ACR. Bearish Target: Current candle high – ACR. Live Updates: Targets adjust intrabar as highs or lows change during the current candle. Candle Start Markers: Vertical lines denote the open of each new candle on the selected timeframe. Floating Range Table: Displays the current ACR value. Lists individual ranges for the previous five candles. Extend Target Lines: Choose to extend bullish and bearish target levels fully across the screen. Global Visibility Controls: Toggle on/off all visual elements (targets, vertical lines, and table) for a cleaner view. How It Works At each new candle on the user-selected timeframe, the script: Draws a vertical line at the candle’s open. Recalculates the ACR based on the inputted previous number of candles. Plots target levels using the current candle's developing high and low values. Limitation Once the price has already moved a full ACR in the opposite direction from your intended trade, the associated target loses its practical value. For example, if you intended to trade long but the bearish ACR target is hit first, the bullish target is no longer a reliable reference for that session. Use Case This tool is designed for traders who: Want to visualize the average movement range of candles over time. Use higher or lower timeframe candles as structural anchors. Require real-time range-based price levels for intraday or swing decision-making. This script does not generate entry or exit signals. Instead, it supports range awareness and target projection based on historical candle behavior. Key Difference from Similar Tools While this script was inspired by “ICT ADR Levels - Judas x Daily Range Meter°” by toodegrees, it introduces a major enhancement: the ability to customize the timeframe used for calculating the range. Most ADR or candle-range tools are locked to a single timeframe (e.g., daily), but this version gives traders full control over the analysis window. This makes it adaptable to a wide range of strategies, including intraday and swing trading, across any market or asset.
Indicatore Pine Script®
di marvelouss25
UniStratV3 | QuantEdgeBUniversal Strategy V3 | QuantEdgeB 🔍 What is the Universal Strategy? A dynamic, multi-engine trading framework engineered to adapt across asset classes, timeframes, and market conditions. It fuses multiple complementary signal engines into a single, unified decision model—automatically balancing speed, smoothness, momentum scoring, and breakout precision. ⚙️ Core Characteristics • Multi-Engine Logic: Combines fast-reacting trend detection, adaptive smoothing, statistical momentum scoring, and volatility-normalized breakout confirmation. • Modular Architecture: Each engine operates independently yet contributes to a unified signal index—allowing plug-and-play customization or replacement of individual components. • Adaptive Thresholds: Dynamically adjusts trigger levels based on market volatility, percentile bands, or standard-deviation filters, ensuring robust performance in both quiet and turbulent conditions. • Unified Signal Aggregation: Individual engine outputs (bullish/bearish) are averaged into a single trend, minimizing noise and reinforcing conviction. 🛠️ Construction & Structure 1. Signal Engines: o Midline Cross Engines (RSI, Z-Score, ROC): Provide early directional cues by crossing their natural mid‐points. o StDev Filters: Apply volatility bands around each raw engine to confirm only statistically significant moves. o Normalized MA Engines: Transform simple, EMA, and ALMA moving averages into 0–1 signals via min/max normalization, capturing cross-asset momentum. o Slope Engines: Combine base MA bands with normalized thresholds to detect breakouts validated by momentum direction. o Wave/MACD Engines: Leverage classic MACD and a volume-adjusted wave oscillator to sense cyclical momentum extremes. 2. Aggregation Layers: o Raw Score Layer: A straightforward average of +1/–1 from each engine subgroup. o Filtered Score Layer: Applies standard-deviation filters to each engine’s raw value before re-scoring, reducing whipsaws. o Composite Layer: Merges raw, filtered, normalized MA, slope, and wave scores into a final Trend Probability Index (TPI), which drives the long/short decision. 3. Visualization: o Candles color-coded by final TPI sign. o Mid- and threshold-lines (±0.34) denote trigger levels on the composite oscillator. o Optional real-time tables display engine contributions, overall TPI, and backtest equity. Each sub-input was selected and “meshed” to ensure no single engine dominates—fast modules flag initial trend, smoother modules confirm, filters refine, and normalization harmonizes scales so the final signal emerges as a balanced, multi-dimensional conviction score. 💡 Key Benefits • Balance of Reactivity & Reliability: Fast-acting modules catch early trend shifts, while smoother, statistical layers confirm and filter false moves. • Versatility Across Markets: Designed to work equally well in trending, range-bound, or high-volatility environments, and across equities, FX, commodities, and crypto. • Customizable & Extensible: Users can tailor the number and type of engines, threshold methodologies, and signal-aggregation rules to match their style and risk tolerance. • Transparency & Confidence: A real-time signal dashboard shows each engine’s contribution and the overall strategy, offering clear insight into what drives the strategy’s decisions. 📊 Generic Use Cases 1. Trend Capture Identify and ride sustained directional moves with early-warning and confirmation engines. 2. Breakout Trading Detect and validate volatility expansions while filtering out whipsaws. 3. Momentum Assessment Quantify the strength behind price moves to distinguish fleeting spikes from genuine trends. 4. Cross-Asset Rotation Apply the same framework to multiple symbols—allocating capital to the strongest opportunities. 📌 In Summary The Universal Strategy V3 | QuantEdgeB is a framework, not a single indicator. By orchestrating diverse, forward-tested methodologies into one cohesive engine—and transparently combining their signals—it delivers adaptive precision, signal clarity, and robust performance—empowering traders to navigate any market environment with data-driven confidence. 🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Indicatore Pine Script®
di QuantEdgeB
Trader's Club IndicatorTrader’s Club Indicator The Trader’s Club Indicator is an advanced confluence-based tool combining Bollinger Bands , Relative Strength Index (RSI) , VWAP with multi-band overlays , and an intelligent chained divergence detection engine. It identifies potential buy/sell setups by aligning price extremes with momentum shifts and volume-weighted trends. The “E” signal highlights enhanced entry opportunities based on RSI divergence and price candle behaviour — offering a timing edge for informed traders. TRADING METHOD This indicator works best on 1-Minute candles. Tested it successfully on XAUUSD. Buy signal: 'E' in a Blue box. Sell signal: 'E' in a Red box. Chained Divergence: White dot on the top or bottom of a candle. This shows possibility of a reversal from that zone. Use the Buy/Sell signals in conjunction with the VWAP levels. If the Buy/Sell Signals form at VWAP and a key support/resistance level, that is an additional confluence. Disclaimer This indicator is for informational and educational purposes only. Trading involves risk, and you are solely responsible for your decisions. Do not rely solely on the buy/sell ‘E’ signals — it’s crucial to use additional confirmation, context, and personal judgment before placing trades. Always practice proper risk management and consider combining this indicator with broader technical or fundamental confluences.
Indicatore Pine Script®
di djose87
ATR-Scaled Deviation OscillatorATR-DevOsc is a custom momentum-and-volatility adaptive oscillator that scales N-bar price momentum by its rolling deviation and then reacts dynamically to sudden ATR spikes. By shrinking the deviation window when true volatility surges, it amplifies extreme moves—making medium-term trend shifts and deep drawdowns far more likely to breach your predefined thresholds. Key features include: • configurable momentum length and separate deviation length for precise control over look-back periods • ATR Reaction Multiplier to tune how strongly sudden volatility spikes contract the deviation, boosting oscillator amplitude during extreme moves • independent upper and lower threshold inputs for clear long/short signal definitions • integrated candle-coloring overlay to immediately visualize trend state on your price chart • built-in alert conditions for both oscillator-threshold crossovers and ATR-reactive triggers This indicator is particularly useful for swing traders seeking medium-term entry and exit points in highly volatile markets like BTC. It combines normalized momentum readings with true volatility feedback, so large drawdowns or breakouts generate unmistakable signal events while routine noise stays filtered. Note: ATR-DevOsc is provided “as is” without formal robustness or optimization testing. Past performance is not indicative of future results; use in live trading only after sufficient back-testing and validation.
Indicatore Pine Script®
di C_H_I_P_A
Macro S&D BetaMacro S&D Suite: Part 2 — Beta Zones (Intraday Microstructure S&D) Title: Macro S&D Suite: Part 2 — Beta Zones (Intraday Microstructure S&D) Description: Overview Macro S&D Beta is designed to pinpoint tactical intraday supply and demand zones using refined microstructure logic. Operating best on 30m, 15m, and 5m charts, it identifies key short-term liquidity areas that align with institutional price behaviour — offering structured setups within the broader macro zones defined by Alpha. How It Works • Microstructure Pivot Logic: Detects directional turns using localised swing compression and price rejection signatures • Micro 1 to Micro 5 Framework: – Micro 5: High-probability short zone – Micro 1: High-probability long zone – Micro 2–4: Intermediate zones for scaling, targets, or re-entry • Live Recalculation: Adjusts zone levels in real time as new swing data and volume conditions are confirmed • Execution-Ready Zones: Built specifically to support consistent trade plans using clear directional flow Use Case – Tactical Trade Planning Use Beta on intraday charts to build structured trade plans based on short-term supply and demand levels. Execute short trades near Micro 5 with targets toward Micro 4 → 1. For long trades, entries near Micro 1 offer clear setups with targets back toward Micro 5. Zones 2–4 can be used as secondary targets or re-entries, but only when the market structure supports continuation. How It Integrates with Alpha Beta refines the precision of your trade entries, while Alpha defines the broader structural context. Our most effective trade setups occur when Beta's Micro pivots interact with Alpha zones, especially when confirmed by clean structural rejections, engulfing patterns, or compression breakouts. These alignments can lead to high-quality trades with clarity, confidence, and well-defined risk. What Makes It Unique While many zone tools plot basic support and resistance, Beta dynamically adapts to real-time swing behaviour and local volume reaction patterns. It is tailored for structured execution using a micro-to-macro flow and is designed to support a more structured and consistent approach to intraday execution. Technical Note This script is Part 2 of the Macro S&D Suite. Due to TradingView's visual object limits, each tool operates independently but integrates seamlessly. • Part 1 – Alpha: Macro zones • Part 2 – Beta: Intraday zones (this script) Educational Support & System Guide Every user receives a comprehensive 25-page Trading Rules Guide, which breaks down the Micro 1–5 execution logic, zone interaction, and market structure setups. We also provide daily usage guidance to help you apply this system to your trading — with the exact approach we use in our daily routines. Compatibility Note Although designed for independent zone-based execution, Beta can easily complement momentum tools, VWAP bands, or other trend overlays for confirmation. Its structure-driven approach ensures that additional confluence can be layered without conflict. Invite-Only Access This script is available to subscription members of our MacroStructure community. However, we offer a 14-day free trial — no signup, no payment, and no obligation. Simply message us with your TradingView username, and we'll grant you full access to test the system in real-time market conditions. During your trial, you'll also receive our daily setup guide and live support throughout the London and New York sessions, so you can learn how to apply the tools exactly as we do in our trades. If the system aligns with your strategy and helps improve your execution, you'll have the option to subscribe to our monthly plan afterwards.
Indicatore Pine Script®
di Rotuma
DeltaStats (Anchored)DeltaStats (Anchored) Benchmark price, volatility, and true range against your anchor period—instantly. Metrics: • Net Change – Compares current close to the opening price of the chosen anchor period for % and log returns – Normalized (PoP) Change = (net move ÷ √span) ÷ weighted average of per-bar absolute moves over the normalization span • Standard Deviation – Calculates SD over the anchor period and displays: % of mean, log % of mean – Normalized (PoP) SD = (current period SD − prior period SD) ÷ weighted average of per-period RMS deviations over the normalization span • Average True Range – Calculates ATR over the anchor period and displays: TR/TrueMid % (avg), TR/TrueMid log % (avg) – Normalized (PoP) ATR = (current period ATR − prior period ATR) ÷ weighted average of per-bar true ranges over the normalization span Toggle each metric between 1. % of Baseline 2. Log % of Baseline 3. Normalized (PoP—period-over-period) Underlying calculations: • Net Change – % vs baseline = (close ÷ anchorOpen − 1) × 100 – Log % vs baseline = log(close ÷ anchorOpen) × 100 – Normalized (PoP) = (Δ ÷ √span) ÷ weighted average of |Δ one-bar| over norm span • Standard Deviation – % of mean = SD(period) ÷ SMA(close, period) × 100 – Log % of mean = log(SD(period) ÷ SMA(close, period) + 1) × 100 – Normalized (PoP) = (SD(period) − SD(prior period)) ÷ weighted average of per-period RMS deviations over norm span • Average True Range – % vs TrueMid = SMA(TR ÷ TrueMid, period) × 100 – Log % vs TrueMid = SMA(log(TR ÷ TrueMid + 1), period) × 100 – Normalized (PoP) = (ATR(period) − ATR(prior period)) ÷ weighted average of one-bar TR over norm span
Indicatore Pine Script®
di DeltaStats
DeltaStats (Rolling)DeltaStats (Rolling) Benchmark price, volatility, and true range over your rolling window—instantly. Metrics: • Net Change – Compares today’s close to the close span bars ago for % and log returns – Normalized (PoP) Change = (net move ÷ √span) ÷ simple average of per-bar absolute moves over span × multiplier • Standard Deviation – Calculates span-bar SD and displays: % of mean, log % of mean – Normalized (PoP) SD = (current SD − span bars ago SD) ÷ simple average of RMS deviations over span × multiplier • Average True Range – Calculates span-bar ATR and displays: TR/TrueMid % (avg), TR/TrueMid log % (avg) – Normalized (PoP) ATR = (current ATR − span bars ago ATR) ÷ simple average of one-bar TR over span × multiplier Toggle each metric between 1. % of Baseline 2. Log % of Baseline 3. Normalized (PoP—period-over-period) Underlying calculations: • Net Change – % vs baseline = (close ÷ close − 1) × 100 – Log % vs baseline = log(close ÷ close ) × 100 – Normalized (PoP) = (Δ ÷ √span) ÷ SMA(|Δ one-bar|, span × mult) • Standard Deviation – % of mean = SD(span) ÷ SMA(close, span) × 100 – Log % of mean = log(SD(span) ÷ SMA(close, span) + 1) × 100 – Normalized (PoP) = (SD(span) − SD(span ago)) ÷ SMA(RMS deviations, span × mult) • Average True Range – % vs TrueMid = SMA(TR ÷ TrueMid, span) × 100 – Log % vs TrueMid = SMA(log(TR ÷ TrueMid + 1), span) × 100 – Normalized (PoP) = (ATR(span) − ATR(span ago)) ÷ SMA(one-bar TR, span × mult)
Indicatore Pine Script®
di DeltaStats