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指标和策略

VWAP Trend **Overview** The VWAP Trend indicator is a volume-weighted price analysis tool that visualizes the relationship between price and the anchored Volume Weighted Average Price (VWAP) over different timeframes. This script is designed to reveal when the market is trending above or below its volume-weighted equilibrium point, providing a clear framework for identifying directional bias, trend strength, and potential reversals. By combining an anchored VWAP with exponential smoothing and a secondary trend EMA, the indicator helps traders distinguish between short-term price fluctuations and genuine volume-supported directional moves. **Core Concept** VWAP (Volume Weighted Average Price) represents the average price of an asset weighted by traded volume. It reflects where the majority of trading activity has taken place within a chosen period, serving as a critical reference level for institutions and professional traders. This indicator extends the traditional VWAP concept by: 1. Allowing users to **anchor VWAP to different timeframes** (Daily, Weekly, or Monthly). 2. Applying **smoothing** to create a stable reference curve less prone to noise. 3. Overlaying a **trend EMA** to identify whether current price momentum aligns with or diverges from VWAP equilibrium. The combination of these elements produces a visual representation of price’s relationship to its fair value across time, helping to identify accumulation and distribution phases. **Calculation Methodology** 1. **Anchored VWAP Calculation:** The script resets cumulative volume and cumulative volume–price data at the start of each new VWAP session (based on the selected anchor timeframe). It continuously accumulates the product of price and volume, dividing this by total volume to compute the current VWAP value. 2. **Smoothing Process:** The raw VWAP line is smoothed using an Exponential Moving Average (EMA) of user-defined length, producing a cleaner, more stable trend curve that minimizes intraperiod noise. 3. **Trend Determination:** An additional EMA is calculated on the closing price. By comparing the position of this EMA to the smoothed VWAP, the indicator determines the prevailing market bias: * When the trend EMA is above the smoothed VWAP, the market is considered to be in an **uptrend**. * When the trend EMA is below the smoothed VWAP, the market is classified as a **downtrend**. **Visual Structure** The indicator uses color dynamics and chart overlays to make interpretation intuitive: * **Smoothed VWAP Line:** The main trend reference, colored blue during bullish conditions and orange during bearish conditions. * **Price Fill Region:** The area between the smoothed VWAP and price is filled with a translucent color matching the current trend, visually representing whether price is trading above or below equilibrium. * **Trend EMA (implicit):** Although not separately plotted, it drives the color state of the VWAP, ensuring seamless visual transitions between bullish and bearish conditions. **Inputs and Parameters** * **VWAP Timeframe:** Choose between Daily, Weekly, or Monthly anchoring. This determines the reset frequency for cumulative volume and price data. * **VWAP Smoothing Length:** Defines how many periods are used to smooth the VWAP line. Shorter values produce a more reactive line; longer values create smoother, steadier signals. * **Trend EMA Length:** Sets the period for the trend detection EMA applied to price. Adjust this to calibrate how quickly the indicator reacts to directional changes. **Interpretation and Use Cases** * **Trend Confirmation:** When price and the trend EMA both remain above the smoothed VWAP, the market is showing strong bullish control. Conversely, consistent price action below the VWAP suggests sustained bearish sentiment. * **Fair Value Assessment:** VWAP serves as a dynamic equilibrium level. Price repeatedly reverting to this line indicates consolidation or fair value zones, while strong directional moves away from VWAP highlight momentum phases. * **Institutional Benchmarking:** Because large market participants often benchmark entries and exits relative to VWAP, this indicator helps align retail analysis with institutional logic. * **Reversal Detection:** Sudden crossovers of the trend EMA relative to the VWAP can signal potential reversals or shifts in momentum strength. **Trading Applications** * **Trend Following:** Use VWAP’s direction and color state to determine trade bias. Long entries are favored when the VWAP turns blue, while short entries align with orange phases. * **Mean Reversion:** In ranging conditions, traders may look for price deviations far above or below VWAP as potential reversion opportunities. * **Multi-Timeframe Confluence:** Combine the Daily VWAP Trend with higher anchor periods (e.g., Weekly or Monthly) to confirm larger trend structure. * **Support and Resistance Mapping:** VWAP often acts as a strong intraday or session-level support/resistance zone. The smoothed version refines this behavior into a cleaner, more reliable reference. **Originality and Innovation** The VWAP Trend indicator stands apart from conventional VWAP scripts through several original features: 1. **Anchor Flexibility:** Most VWAP indicators fix the anchor to a specific session (like daily). This version allows switching between Daily, Weekly, and Monthly anchors dynamically, adapting to various trading styles and time horizons. 2. **Volume-Weighted Smoothing:** The use of an EMA smoothing layer over the raw VWAP provides enhanced stability without compromising responsiveness, delivering a more analytically consistent signal. 3. **EMA-Based Trend Comparison:** By introducing a second trend EMA, the indicator creates a comparative framework that merges volume-weighted price analysis with classical momentum tracking — a rare and powerful combination. 4. **Adaptive Visual System:** The color-shifting and shaded fill between VWAP and price are integrated into a single, lightweight structure, giving traders immediate insight into market bias without the clutter of multiple overlapping indicators. **Advantages** * Adaptable to any market, timeframe, or trading style. * Provides both equilibrium (VWAP) and momentum (EMA) perspectives. * Smooths out noise while retaining the integrity of volume-based price dynamics. * Enhances situational awareness through intuitive color-coded visualization. * Ideal for professional, swing, and intraday traders seeking context-driven market direction. **Summary** The VWAP Trend indicator is a modern enhancement of the classical VWAP methodology. By merging anchored volume-weighted analysis with smoothed trend detection and visual state feedback, it provides a comprehensive perspective on market equilibrium and directional strength. It is built for traders who seek more than static price references — offering an adaptive, volume-aware framework for identifying market trends, reversals, and fair-value zones with precision and clarity.
Pine Script®指标
由honeydev9598提供
EMA + RSI Autotrade Webhook - VarunOverview The EMA + RSI Autotrade Webhook is a powerful trend-following indicator designed for automated crypto futures trading. This indicator combines the reliability of Exponential Moving Average (EMA) crossovers with RSI momentum filtering to generate high-probability buy and sell signals optimized for webhook integration with crypto exchanges like Delta Exchange, Binance Futures, and Bybit.Key Features Simple & Effective: Uses proven EMA 9/21 crossover strategy RSI Momentum Filter: Eliminates low-probability trades in ranging markets Webhook Ready: Two clean alerts (LONG Entry, SHORT Entry) for seamless automation Exchange Compatible: Works with Delta Exchange, 3Commas, Alertatron, and other webhook platforms Zero Lag Signals: Real-time alerts on crossover confirmation Visual Clarity: Clean chart markers for easy signal identification How It Works Entry Signals: LONG Entry: Triggers when EMA 9 crosses above EMA 21 AND RSI is above 52 (bullish momentum confirmed) SHORT Entry: Triggers when EMA 9 crosses under EMA 21 AND RSI is below 48 (bearish momentum confirmed) Technical Components: Fast EMA: 9-period (tracks short-term price action) Slow EMA: 21-period (identifies primary trend) RSI: 14-period (confirms momentum strength) RSI Long Threshold: 52 (filters weak bullish signals) RSI Short Threshold: 48 (filters weak bearish signals) Best Use Cases Crypto Futures Trading: Bitcoin, Ethereum, Altcoin perpetual contracts Automated Trading Bots: Integration with Delta Exchange webhooks, TradingView alerts Timeframes: Optimized for 15-minute charts (works on 5min-1H) Markets: Trending crypto markets with clear directional moves Risk Management: Best used with 1-2% stop loss per trade (managed externally) Webhook Automation Setup Add indicator to your TradingView chart Create alerts for "LONG Entry" and "SHORT Entry" Configure webhook URL from your exchange (Delta Exchange, Binance, etc.) Use alert message: Entry LONG {{ticker}} @ {{close}} or Entry SHORT {{ticker}} @ {{close}} Exchange automatically reverses positions on opposite signals Advantages ✅ No manual trading required - fully automated ✅ Eliminates emotional trading decisions ✅ Catches trending moves early with EMA crossovers ✅ RSI filter reduces whipsaws in choppy markets ✅ Works 24/7 without monitoring ✅ Simple two-alert system (easy to manage) ✅ Compatible with multiple exchanges via webhooksStrategy Philosophy This indicator follows a trend-following with momentum confirmation approach. By waiting for both EMA crossover AND RSI confirmation, it ensures you're entering trades with genuine momentum behind them, not just random price noise. The tight RSI thresholds (52/48) keep you aligned with the prevailing trend.Recommended Settings Timeframe: 15-minute (primary), 5-minute (scalping), 1-hour (swing) Markets: BTC/USDT, ETH/USDT, high-liquidity altcoin perpetuals Position Sizing: 100% capital per signal (exchange manages reversals) Stop Loss: 2% (managed via exchange or external bot) Leverage: 1-2x for conservative approach, up to 5x for aggressive Important Notes ⚠️ This indicator generates entry signals only - position reversals are handled automatically by your exchange ⚠️ Always backtest on historical data before live trading ⚠️ Use proper risk management and position sizing ⚠️ Best performance in trending markets; may generate false signals in tight ranges ⚠️ Requires TradingView Premium or higher for webhook functionalityTags cryptocurrency futures automated-trading ema-crossover rsi webhook delta-exchange tradingview-alerts trend-following momentum bitcoin ethereum crypto-bot algo-trading 15-minute-strategy
Pine Script®指标
由varuns_back提供
TMA Dual BandsTMA Dual Bands - Adaptive Channel Indicator with Crossover Signals TMA Dual Bands represents my interpretation of the classic Triangular Moving Average methodology, specifically designed to identify high-probability trading setups through the interaction of two adaptive channel systems. Unlike traditional channel indicators that rely on static calculations, this tool dynamically adjusts to market volatility while maintaining the smooth, reliable characteristics that make TMA-based systems so effective. The indicator combines a MAIN channel (slow-moving, representing the broader trend) with a FAST channel (responsive, capturing momentum shifts). When these two systems interact in specific ways, they generate clear trading signals that can be used across multiple timeframes and market conditions. The Mathematics Behind the Indicator At its core, this indicator uses a sophisticated approach to calculating Triangular Moving Averages. Rather than using the traditional double Simple Moving Average method, I've implemented a double Weighted Moving Average calculation. This means the TMA is computed by taking a WMA of another WMA, which provides better responsiveness to recent price action while maintaining the smooth, triangular weighting distribution that gives this indicator its name. The weighted approach significantly reduces lag compared to double-smoothed simple moving averages, allowing the indicator to catch trend changes earlier without sacrificing reliability. This is particularly important for the FAST channel, where responsiveness is crucial for signal generation. Adaptive Volatility Bands What makes this indicator truly unique is its adaptive band calculation system. Instead of using a single standard deviation like traditional Bollinger Bands, the indicator maintains separate variance calculations for upward and downward price movements. When price rises above the TMA centerline, the upper band variance increases while the lower band variance decreases proportionally. The opposite occurs when price falls below the centerline. This asymmetric approach allows the bands to better reflect actual market conditions. During uptrends, the upper band expands to accommodate bullish volatility while the lower band contracts, creating a channel that naturally "leans" in the direction of the trend. The same principle applies in reverse during downtrends. The full calculation uses a smoothed variance over approximately four times the base period, ensuring that band adjustments are gradual rather than erratic. The multiplier parameter allows you to adjust the sensitivity of the bands to volatility, with higher values creating wider channels that generate fewer but higher-quality signals. Understanding the Signals The signal generation mechanism is elegantly simple yet remarkably effective. A bullish signal occurs when the lower FAST band crosses above the lower MAIN band. This crossover indicates that short-term momentum has shifted decisively upward, strong enough to break through the slower-moving baseline channel. These signals typically appear after consolidation periods or healthy pullbacks in uptrends, making them excellent continuation entry points. Conversely, bearish signals trigger when the upper FAST band crosses below the upper MAIN band. This pattern suggests that upward momentum has exhausted itself and that sellers are beginning to dominate. These signals often appear near resistance levels or at the culmination of extended rallies, providing excellent risk-reward opportunities for counter-trend or trend-reversal trades. The visual representation enhances signal clarity. The MAIN TMA centerline changes color dynamically based on its slope, displaying green during upward movement and red during downward movement. This gives you instant visual confirmation of the prevailing trend direction. The signal markers themselves appear as diamond shapes positioned just outside the MAIN channel bands, with cyan diamonds indicating buy opportunities below the lower band and blue diamonds marking sell opportunities above the upper band. You could consider taking bull signals only on long trend, and vice versa for the sell signals. Practical Application The indicator works across multiple trading approaches and timeframes. For trend-following strategies, the most reliable signals occur when they align with the MAIN TMA color. Taking only green-colored uptrend signals and red-colored downtrend signals significantly improves win rates by ensuring you're always trading with the dominant momentum. For breakout traders, the most powerful setups occur after periods of compression when the FAST bands squeeze inside the MAIN bands. This compression indicates low volatility and tight consolidation. When a signal finally triggers after such compression, it often leads to explosive moves as the market breaks out of its range. Mean reversion traders can also benefit from this indicator by taking counter-trend signals when price reaches extreme band levels. However, this approach requires careful risk management and works best in clearly ranging market conditions. Configuration and Customization The default parameters have been carefully selected through extensive testing, with the MAIN period set to 133 bars and the FAST period at 19 bars. These values create an effective balance between trend identification and momentum responsiveness. However, the indicator is fully customizable to suit different trading styles and market conditions. Traders focusing on longer-term positions might increase both periods proportionally, while scalpers and day traders might reduce them. The price type parameter allows you to choose how price is calculated for the TMA, with the weighted option providing the most responsive results. The band multiplier controls how wide the channels expand, with values between 2.5 and 4.0 being most common depending on your preferred signal frequency. Technical Integrity A critical feature of this indicator is its complete absence of repainting. All signals are generated and confirmed on closed bars, meaning that once a signal appears in historical data, it will remain exactly where it appeared regardless of subsequent price action. This makes the indicator equally reliable for backtesting historical data and trading live markets, a characteristic that many "magic indicator" systems cannot claim. The calculation methodology ensures that what you see on your chart is exactly what you would have seen in real-time when that bar closed. There are no retrospective adjustments, no future-peeking calculations, and no algorithmic tricks that make historical performance look better than actual trading results would have been. Conclusion TMA Dual Bands offers a sophisticated yet user-friendly approach to technical analysis, combining time-tested TMA methodology with modern adaptive volatility concepts. The dual-channel system provides clear visual representation of market structure while the crossover signals offer objective entry points that remove much of the guesswork from trading decisions. Whether you're a discretionary trader looking for high-probability setups or a systematic trader seeking reliable signals for automated strategies, this indicator provides the clarity and consistency needed for confident decision-making in dynamic market conditions. --- **Developed by AlgoAlex81** *Disclaimer: This indicator is provided for educational and informational purposes only. Past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose.*
Pine Script®指标
由AlgoAlex81提供
1
Squeeze Go Momentum Pro [KingThies] █ OVERVIEW The Squeeze Momentum Pro indicator identifies volatility compression phases and breakout opportunities by comparing Bollinger Bands to Keltner Channels. When price consolidates (squeeze), the bands contract inside the channels, signaling an imminent breakout. The momentum histogram shows directional bias, helping traders anticipate which way price will move when the squeeze releases. This indicator displays in a separate panel below the price chart, providing clear visual signals without cluttering price action. █ KEY FEATURES Momentum Histogram The histogram is the primary visual element, displaying momentum strength and direction with four distinct color states: • Dark Green (#00C853) — Strong bullish momentum that is increasing. This signals strengthening upward pressure and potential continuation. • Light Green (#26A69A) — Bullish momentum that is decreasing. Price remains in bullish territory but upward force is weakening. • Dark Red (#D32F2F) — Strong bearish momentum that is increasing. This signals strengthening downward pressure and potential continuation. • Light Red (#EF5350) — Bearish momentum that is decreasing. Price remains in bearish territory but downward force is weakening. The color intensity provides immediate feedback on momentum strength and trend health. Squeeze State Indicator Colored dots on the zero line communicate the current volatility state: • Orange Dots — Squeeze is ON. Bollinger Bands have contracted inside Keltner Channels, indicating consolidation and low volatility. A breakout is building and traders should prepare for directional movement. • Green Dots — Squeeze is OFF. Bollinger Bands have expanded outside Keltner Channels, indicating active momentum and higher volatility. Price is moving with conviction in the current direction. • Gray Dots — Neutral state. The bands are transitioning between squeeze states. Release Triangles Triangle shapes mark the exact bar when a squeeze releases, providing precise entry timing: • Green Triangle Up — Bullish squeeze release. The squeeze has ended with positive momentum, suggesting a long setup opportunity. • Red Triangle Down — Bearish squeeze release. The squeeze has ended with negative momentum, suggesting a short setup opportunity. Information Panel A compact dashboard in the top-right corner displays real-time trading intelligence: • Squeeze Status — Current state: ON, OFF, or NEUTRAL with color coding • Momentum Direction — Current bias: BULL or BEAR • Momentum Value — Precise numerical reading of momentum strength • Trading Signal — Actionable status: LONG SETUP, SHORT SETUP, WAIT, or MONITOR Configurable Parameters All calculation inputs are adjustable to match your trading style and timeframe: • BB Length — Bollinger Bands period (default: 20) • BB StdDev — Bollinger Bands standard deviation multiplier (default: 2.0) • KC Length — Keltner Channels period (default: 20) • KC ATR Multiplier — Keltner Channels range multiplier (default: 1.5) • Momentum Length — Linear regression period for momentum calculation (default: 20) Alert System Four alert conditions notify you of critical trading opportunities: • Bullish Squeeze Release — Squeeze has released with bullish momentum, indicating a potential long entry • Bearish Squeeze Release — Squeeze has released with bearish momentum, indicating a potential short entry • Squeeze Started — Volatility compression detected, prepare for upcoming breakout • Squeeze Ended — Volatility expansion confirmed, breakout is active █ TRADING METHODOLOGY The indicator follows a clear four-step process for identifying and trading squeeze breakouts: 1 - Wait for Orange Dots . When orange dots appear on the zero line, a squeeze is building. This indicates price consolidation and declining volatility. Do not enter trades during this phase. Instead, prepare by identifying key support and resistance levels and potential breakout directions. 2 - Watch for Release Triangle . When a triangle appears, the squeeze has released and a breakout is beginning. This is your entry signal. The triangle color (green up or red down) combined with the histogram direction indicates the breakout direction. 3 - Confirm with Histogram Direction . Check the momentum histogram for directional confirmation: • Green histogram + green triangle up = Go long. Bullish momentum supports upward breakout. • Red histogram + red triangle down = Go short. Bearish momentum supports downward breakout. 4 - Monitor Momentum Intensity . Stay in the trade while histogram bars maintain their dark, intense color. When colors lighten (dark green to light green, or dark red to light red), momentum is weakening and you should consider taking profits or tightening stops. █ INTERPRETATION GUIDE Squeeze Detection Logic A squeeze occurs when Bollinger Bands contract inside Keltner Channels. This happens when: • Standard deviation of price decreases (BB narrows) • Price consolidates within a tight range • Volatility compresses to unsustainable levels The orange dots signal this condition, warning traders that explosive movement is imminent. Squeeze Release Logic A squeeze releases when Bollinger Bands expand outside Keltner Channels. This happens when: • Price volatility increases sharply • Price breaks out of consolidation • Volume typically expands (check volume separately) The green dots and release triangles signal this condition, indicating the direction and timing of the breakout. Momentum Reading The histogram uses linear regression to calculate momentum relative to the midpoint of the recent range: • Above Zero : Price is trading above the range midpoint with bullish pressure • Below Zero : Price is trading below the range midpoint with bearish pressure • Increasing Bars : Momentum is strengthening in the current direction (darker color) • Decreasing Bars : Momentum is weakening in the current direction (lighter color) █ BEST PRACTICES • Timeframe Selection — The indicator works on all timeframes but performs best on 15-minute to daily charts. Lower timeframes may produce more false signals due to noise. • Confluence Trading — Combine squeeze releases with support/resistance levels, trend lines, or other indicators for higher probability setups. • Volume Confirmation — Check that squeeze releases occur with increasing volume. Low volume breakouts are more likely to fail. • Multiple Timeframe Analysis — Check higher timeframes for overall trend direction. Trade squeeze releases that align with the larger trend. • Parameter Adjustment — Increase BB and KC lengths for smoother signals on higher timeframes. Decrease for more sensitive signals on lower timeframes. █ LIMITATIONS • The indicator does not predict breakout direction before the squeeze releases. The momentum histogram provides bias but is not definitive until the breakout occurs. • False breakouts can occur, particularly in choppy or low-volume market conditions. Always use proper risk management and stop losses. • The indicator works best in trending markets. In deeply ranging markets with no clear direction, squeeze signals may be less reliable. • Momentum calculations use linear regression which can lag during extremely fast price movements. Confirm signals with price action. █ NOTES This implementation uses linear regression for momentum calculation rather than simple moving averages, providing more responsive and accurate directional signals. The four-color histogram system gives traders nuanced feedback on momentum strength that binary color schemes cannot provide. The indicator automatically adjusts to any symbol and timeframe without modification, making it suitable for stocks, forex, crypto, and futures markets. █ CREDITS Squeeze methodology inspired by John Carter's TTM Squeeze indicator. Momentum calculation and visual design optimized for modern trading workflows.
Pine Script®指标
由kingthies提供
مستويات الاتزان السعري (Equilibrium Price Levels)Equilibrium Price Levels is an educational tool that helps traders quantify “fair value” and key extension zones based on a single reference swing. The script uses two manual inputs (reference High and Low) to compute a structured set of equilibrium and extension levels, rather than scanning swings automatically. This gives full control over which range the calculations are based on. Calculated levels include: • Retracement / equilibrium band from the selected range: 38.2%, 50.0%, 61.8% • Upside extension targets from the same range: 125%, 1.618, 1.80, 2.50, 3.10, 3.86, 4.236 Features: • Separate toggles for supports, targets, and reference high/low • Per-level visibility switches for each extension (e.g., only show 1.618 and 2.50) • Customizable colors for supports, targets, and reference lines • Optional labels with configurable size and offset to keep the chart clean • Multiple line extension modes (left, both sides, or no extension) Typical use cases: • Marking an equilibrium zone inside a major swing to watch for reaction or trend continuation • Building a consistent “price map” of where mean-reversion vs. extension behavior is likely • Combining with other tools (price action, volume, order blocks, etc.) to refine trade plans This script is for educational and analytical purposes only and does not constitute financial advice, trade signals, or performance guarantees. مستويات الاتزان السعري هي أداة تعليمية تساعد المتداول على قياس “السعر العادل” ومناطق التمدد المحتملة اعتمادًا على نطاق سعري واحد يحدده بنفسه. المؤشر لا يختار القمم والقيعان آليًا، بل يعتمد على إدخال قمّة وقاع مرجعيين يدويًا، مما يعطي تحكمًا كاملًا في النطاق المستخدم في الحسابات. المؤشر يحسب ما يلي: • نطاق الاتزان/التراجع من القمة إلى القاع: ‎38.2%‎، ‎50.0%‎، ‎61.8%‎ • أهداف وتمددات سعرية أعلى النطاق: ‎125%‎، ‎1.618‎، ‎1.80‎، ‎2.50‎، ‎3.10‎، ‎3.86‎، ‎4.236‎ المزايا: • مفاتيح تشغيل/إخفاء مستقلة لمستويات الدعم، الأهداف، والقمة/القاع المرجعيين • إمكانية تفعيل/إلغاء كل هدف بشكل منفصل (مثل إظهار 1.618 و 2.50 فقط) • تخصيص ألوان خطوط الدعم، الأهداف، وخطوط القمة والقاع • ملصقات توضيحية اختيارية مع تحكم في حجمها وموقعها على الشارت • خيارات امتداد للخطوط: لليسار فقط، أو يمين ويسار، أو بدون امتداد الاستخدامات الشائعة: • تحديد منطقة الاتزان داخل موجة رئيسية لمراقبة احتمالات الارتداد أو استمرار الاتجاه • بناء “خريطة سعرية” ثابتة لمناطق التوازن والتمدد على مدى زمني واسع • دمج المستويات مع أدوات أخرى مثل السلوك السعري أو الحجم أو مناطق التجميع/التصريف لتحسين قرارات الدخول والخروج هذا السكربت موجه لأغراض تعليمية وتحليلية فقط، ولا يُعتبر نصيحة استثمارية أو توصية بيع/شراء، ولا يضمن أي أداء مستقبلي للأسعار أو النتائج.
Pine Script®指标
由KSA_369提供
1
3D Cube Projection - √3 Diagonal3D Cube Projection - √3 Diagonal OVERVIEW This indicator implements Bradley F. Cowan's cube projection methodology from his "Four Dimensional Stock Market Structures & Cycles" work. It visualizes a 3D cube projected onto the 2D price-time chart, using the √3 (square root of 3) body diagonal as the primary analytical tool for identifying market structure and potential cycle termination points. METHODOLOGY The cube is constructed by selecting two pivot points (A and E) which form the body diagonal - the longest diagonal running through the cube's interior from one corner to the diagonally opposite corner. According to Cowan's geometric approach: - Point A = Starting pivot (low or high) - Point E = Ending pivot (opposite extreme) - Body Diagonal (A→E) = √3 × cube side length - Face Diagonal (A→C) = √2 × cube side length The script calculates the cube dimensions by: 1. Measuring the total price range from A to E 2. Dividing by √3 to determine the cube side length in price 3. Distributing the time component across three equal segments 4. Projecting the 3D structure onto the 2D chart plane FEATURES ✓ Interactive date selection for points A and E ✓ Automatic UPLEG/DOWNLEG detection ✓ All 8 cube vertices labeled (A-H) ✓ All 6 cube faces with independent color/opacity controls ✓ √3 body diagonal (red line by default) ✓ √2 face diagonal (orange line by default) ✓ Customizable cube lines, fills, and labels ✓ Information table showing key measurements VISUAL CUSTOMIZATION - Front & Back faces: Box fills for the two square faces - Side faces: Left and right vertical faces - Top & Bottom faces: Horizontal connecting faces - Each group has independent color and opacity settings - Label size and transparency fully adjustable - Cube line styles (solid, dashed, dotted) for depth perception IMPORTANT LIMITATIONS & DISCLOSURES This indicator works within the inherent constraints of projecting 3D geometry onto a 2D price-time chart: ⚠️ VISUAL APPROXIMATION: This is a visual projection tool, not a mathematically perfect 3D cube. True 3D geometry cannot be accurately represented on a 2D plane without distortion. ⚠️ TIME DISTRIBUTION: The script divides the time axis into three equal segments (total bars ÷ 3) for practical visualization. This is an approximation that prioritizes visual coherence over strict geometric accuracy. ⚠️ UNIT SCALING: Price and time use different units (dollars vs. bars), making true isometric projection impossible. The cube appears proportional on screen but the dimensions are not directly comparable. ⚠️ 2D CONSTRAINT: We only have X (time) and Y (price) axes available. The Z-axis (depth) is simulated through visual projection techniques (line styles, shading). INTENDED USE This tool is designed for traders and analysts who study Bradley Cowan's geometric market analysis methods. It helps visualize: - Market structure in geometric terms - Potential support/resistance zones at cube edges - Cycle timing relationships using √2 and √3 ratios - Harmonic price-time relationships The cube projection should be used as one component of a comprehensive analysis approach, combined with other technical tools and fundamental analysis. MATHEMATICAL FOUNDATION While the visual representation involves approximations, the core √3 relationship is mathematically sound: - For any cube, the body diagonal = √3 × side length - The face diagonal = √2 × side length - These ratios are preserved in the price dimension calculations HOW TO USE 1. Select your starting date (Point A) - typically a significant low or high 2. Select your ending date (Point E) - the opposite extreme pivot 3. The indicator automatically constructs the cube geometry 4. Analyze the cube edges, diagonals, and faces for market structure insights 5. Adjust colors and opacity to suit your chart aesthetic TECHNICAL NOTES - Works on all timeframes and instruments - Best viewed on charts with sufficient historical data - Cube updates in real-time as new bars form - Range selection is marked with vertical lines and shading - Calculator table shows Point A, Point E, side length, and bar measurements ACKNOWLEDGMENT This indicator is based on the geometric market analysis principles developed by Bradley F. Cowan. Users are encouraged to study Cowan's original works for deeper understanding of the theoretical framework. DISCLAIMER This indicator is for educational and analytical purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own research and risk management before making trading decisions.
Pine Script®指标
由geneclash提供
Trend Strength Benchmark (TSB)This indicator helps you gauge trend strength by combining multi-timeframe EMAs, VWAP, and optional ADX filters. It tracks the EMA high, low, and close from your chosen primary timeframe, and can also pull corresponding levels from higher timeframes for added confirmation. The shaded EMA band on the chart gives you a quick visual of the trend zone. VWAP from the same timeframe adds an anchor point to judge momentum. For signals, the script fires a BUY when the candle’s low stays above all selected benchmark lines, and a SELL when the candle’s high stays below them. Only one type of signal is allowed at a time, preventing back-to-back buys or sells and keeping the flow clean. An optional ADX filter lets you allow signals only when the trend has enough strength. Everything is customizable — EMA length, timeframes, signal direction, and ADX settings — making it a flexible tool for momentum and trend-based strategies.
Pine Script®指标
由siddurn2025提供
moh//@version=5 indicator("Test - Clean Base (Fixed Line 95)", overlay=true) // إعداد بسيط pivotLen = input.int(5, "Pivot lookback", minval=2) // نحدد القمم والقيعان ph = ta.pivothigh(high, pivotLen, pivotLen) pl = ta.pivotlow(low, pivotLen, pivotLen) // نرسم القمم والقيعان if not na(ph) label.new(bar_index - pivotLen, ph, "Top", yloc=yloc.abovebar, style=label.style_label_down, color=color.new(color.red,0)) if not na(pl) label.new(bar_index - pivotLen, pl, "Bottom", yloc=yloc.belowbar, style=label.style_label_up, color=color.new(color.green,0)) // نرسم خطين ترند من آخر قمتين وآخر قاعين lastPH1 = ta.valuewhen(not na(ph), ph, 0) lastPH2 = ta.valuewhen(not na(ph), ph, 1) lastPH1_x = ta.valuewhen(not na(ph), bar_index - pivotLen, 0) lastPH2_x = ta.valuewhen(not na(ph), bar_index - pivotLen, 1) lastPL1 = ta.valuewhen(not na(pl), pl, 0) lastPL2 = ta.valuewhen(not na(pl), pl, 1) lastPL1_x = ta.valuewhen(not na(pl), bar_index - pivotLen, 0) lastPL2_x = ta.valuewhen(not na(pl), bar_index - pivotLen, 1) // الخطأ كان هنا (سطر 95) بسبب تنسيق أو محرف غير ظاهر if not na(lastPH1) and not na(lastPH2) line.new(x1=lastPH2_x, y1=lastPH2, x2=lastPH1_x, y2=lastPH1, extend=extend.right, color=color.red, width=2) if not na(lastPL1) and not na(lastPL2) line.new(x1=lastPL2_x, y1=lastPL2, x2=lastPL1_x, y2=lastPL1, extend=extend.right, color=color.green, width=2)
Pine Script®指标
由Ny1994提供
Big Orders Detector (Smart Cluster v4)The Big Orders Detector (Smart Cluster v4) is a trading indicator designed to highlight unusually large market orders and potential institutional activity directly on price charts. It identifies candles with volumes significantly above the recent average and can detect clusters of consecutive high-volume bars that may indicate accumulation or distribution by large players. The indicator visualizes these events using circles, labels with estimated monetary values, and a mini dashboard showing the current status of market activity. Potential ways to use this indicator: Spotting large market moves: Traders can use it to identify sudden spikes in volume that might precede significant price movements. Monitoring institutional activity: The “Smart Cluster” feature highlights potential clusters of high-volume bars, which may suggest institutional accumulation or distribution. Supporting trade decisions: It can serve as an additional layer of information alongside other technical analysis tools, helping traders gauge market interest and momentum. Alert setup: Users can configure alerts for large orders or clusters to stay informed without constantly monitoring the chart. Important considerations: Nothing in trading is certain. This indicator highlights volume anomalies and potential clusters, but it does not guarantee profits or predict market direction. Trading always involves risk, including the loss of capital. Use this indicator as a supplementary tool rather than a standalone strategy. Proper risk management, position sizing, and confirmation from other analyses are essential when making trading decisions. In essence, this tool is for information and insight, helping traders observe where significant market activity occurs, while emphasizing caution and the inherent uncertainty of financial markets.
Pine Script®指标
由ueuito提供
Recent Swing High/Low Lines With Stats TableSwing-Based Volatility This indicator measures volatility using the distance between recent swing highs and swing lows rather than fixed averages like ATR. Each swing captures a meaningful shift in market control, making this a structure-aware view of volatility. The tool calculates and plots the average swing range over time, highlighting when the market is expanding (wide swings, high volatility) or contracting (tight swings, low volatility). These phases can help traders identify breakout potential, adjust stop-loss or profit targets, and align position sizing with current market conditions.
Pine Script®指标
由DW406提供
ICMR — Chrono Maker Range (v12.7.1)✅ ICMR — Chrono Maker Range (v12.7) — Description (Balanced Technical + Friendly) ICMR — Chrono Maker Range is a hybrid market-structure tool designed to help traders clearly identify directional bias and high-quality breakouts using either Higher-Timeframe (HTF) ranges or Initial Balance (IB) ranges. The indicator automatically builds the range, colors candles by market state, and highlights breakout signals using smart filters to reduce noise. The concept is simple: Price is either above the range (Bullish), inside the range (Neutral), or below the range (Bearish)—and ICMR keeps this state stable and easy to follow. 🔷 How It Works ICMR constructs a tradable range using one of two modes: 1) HTF Range Mode Pulls the High / Low from a higher timeframe (e.g., Daily, 4H). You can choose: Previous HTF candle → stable, non-moving range Current HTF candle → dynamic, expands until HTF close Perfect for tracking market bias across smaller timeframes. 2) Initial Balance (IB) Mode Builds the range from the first N minutes of the session (e.g., first 60 minutes). After the IB period ends, the range locks and becomes the day’s framework. 🔷 Market State Logic The indicator evaluates where price is relative to the range and classifies the market into: ✅ Bullish → price breaks above the range ⚪ Neutral → price stays inside ❌ Bearish → price breaks below You can optionally enable an EMA Trend Filter (fast vs slow EMA) to ensure breakouts align with trend direction. 🔷 Smart Signal System ICMR includes compact signal shapes (triangles/circles), but only when conditions are strong: ✔️ Minimum breakout distance beyond the range ✔️ Candle body must exceed a % of ATR ✔️ Optional volume expansion filter ✔️ Cooldown between signals to avoid over-trading ✔️ Option to trigger signals only on state flips These filters help keep signals actionable and reduce noise. 🔷 Visual Tools HTF/IB Range High, Range Low, Midline Optional shaded box Segmented extend-right lines that reset when HTF/IB changes Bar coloring (Bull/Neutral/Bear) Soft background tint (optional) Built-in info panel with range & filter stats Alerts on state flips Everything is designed to keep the chart clean and readable. 🔷 Presets The indicator includes two ready-to-use profiles: Conservative Stable HTF ranges, confirmed breaks, trend-filtered signals, and fewer alerts. Aggressive Dynamic HTF ranges, more flexible break rules, and more frequent signals. Each preset can be fully customized. 🔷 How Traders Use It Intraday traders use HTF ranges (D, 4H) for bias on 1m–15m charts. Day traders use IB to track the opening range and breakout opportunities. Swing traders use conservative settings to filter false moves. Scalpers enable aggressive mode with ATR/volume filters.
Pine Script®指标
由alamery020提供
Pyramid EnterPyramid Enter — Educational Position-Scaling Study Purpose Pyramid Enter is a lightweight, educational visualization of additive entries (“pyramiding into strength”). It’s designed to help you study how layered entries might line up during persistent trends. This script does not execute orders, make predictions, or provide financial advice. It simply shows where entry candidates could appear under a simple crossover framework with an optional trend filter. How it works (concept) Computes a fast EMA of your chosen Source (default: close). Applies a user-selected Smoother (SMA/EMA/RMA/WMA/None) to create a slower reference line. Marks an Enter candidate when the fast EMA crosses above the smoothed line. Optional EMA 8/21 trend filter can be enabled to allow marks only when EMA(8) > EMA(21). Includes an adaptive-on-flip option: if the 8/21 filter turns on, a one-time Enter candidate is allowed (useful for studying “first add after trend resumes”). This is strictly a visual study of where entries might layer during momentum continuation — exits, risk, and sizing are intentionally out of scope so you can analyze those topics separately. Inputs Inputs Length: Period of the fast EMA applied to Source. Source: Price series used for the fast EMA. Offset: Visual offset only; no effect on logic. Smoothing Type: Choose “SMA / EMA / RMA / WMA / None” for the reference line. Length: Period for the smoothing type above. Visualization Show Labels: Toggle the on-chart Enter labels. EMA 8/21 Filter Enable EMA 8/21 Filter: Only mark when EMA(8) > EMA(21). Fast EMA / Slow EMA: Lengths for the filter (defaults 8/21). Plot Filter EMAs: Display the 8/21 lines for context. Adaptive entry when filter flips ON: Allows a one-time Enter candidate on the bar the trend filter turns on (handy when studying re-acceleration after a pullback). Visuals White line: Fast EMA of Source. Blue line: Selected smoother (your slower reference). Labels: “Pyramid Enter” markers at candidate spots (intrabar + bar-close confirmation are handled internally to keep charts tidy). No alerts are included. This tool is for chart study only. Suggested study workflow Context first — Add your higher-timeframe tools or moving averages to understand the broader regime. Enable the 8/21 filter if you want to restrict labels to uptrends only. Experiment with the smoother — SMA is simple, but EMA/RMA/WMA can change sensitivity. Review clusters of “Pyramid Enter” labels during strong trends to learn where scaling could be considered in a rules-based process. Pair with your risk framework — Because this script intentionally omits exits/position sizing, use it alongside your own stop, trailing, and de-risking logic for research. Good citizens of the chart No repainting tricks. Marks follow standard EMA/smoothing crossovers with a simple state lock to avoid duplicates. Designed to be lightweight and readable on any timeframe or symbol. Limitations & notes This is not a signal provider, trading system, or performance model. Labels are educational candidates only; they do not imply profitability or suitability. Past chart behavior does not guarantee future results. Always do your own research and practice risk management. Compatibility Works on all symbols/timeframes supported by TradingView. Overlay: true (prints on price chart). No alerts included by design. Changelog v1.0 — Initial public release: minimal visual study, optional 8/21 filter, adaptive flip option, no alerts. License Michael Culpepper Gratitude License — Free to use and modify for education and research. Please credit the author if you remix or share. Not for sale. No warranty. Tags / Category (suggested) Category: Trend Analysis / Educational Tools Tags: pyramid, scaling, trend, ema, crossover, education, study
Pine Script®指标
由mikeyc747提供
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator 📊 OVERVIEW The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously. Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading. 🎯 ORIGINALITY & PURPOSE This indicator is original because it combines three distinct analytical methods into a unified decision-making system: Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations Fair Value Gap Detection - Validates institutional interest through price inefficiency zones The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals. Unlike simple indicator mashups, each component serves a specific purpose: Market Profile → Direction bias (trend filter) Primary VWAP (Session) → Short-term trend confirmation Secondary VWAP (Week) → Medium-term trend confirmation FVG Detection → Institutional activity validation 🔧 HOW IT WORKS 1. Primary Market Profile Filter (Higher Timeframe) The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure: Value Area High (VAH): Top 70% of volume distribution Value Area Low (VAL): Bottom 70% of volume distribution Point of Control (POC): Price level with highest volume When price reaches VAH and reverses down → SELL-ONLY mode activated When price reaches VAL and reverses up → BUY-ONLY mode activated This higher timeframe filter ensures you're trading in the direction of institutional flow. 2. Dual VWAP System Two independent VWAP calculations provide multi-timeframe trend confirmation: Primary VWAP (Session-based): Resets daily, tracks intraday momentum Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend Filter Logic: BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP This dual confirmation prevents counter-trend trades during ranging conditions. 3. Fair Value Gap (FVG) Detection FVG zones identify price inefficiencies where institutional orders were executed rapidly: Bullish FVG: Gap between candle .high and candle .low (upward imbalance) Bearish FVG: Gap between candle .high and candle .low (downward imbalance) The indicator monitors recent FVG formation (lookback: 50 bars) and requires: Bullish FVG present for BUY signals Bearish FVG present for SELL signals FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap. 4. Main Trading Signal Logic The secondary Market Profile (default: 1 hour) generates the actual trading signals: BUY Signal Conditions: Price reaches Value Area Low Reversal pattern confirmed (minimum 1 bar) Price > Primary VWAP Price > Secondary VWAP (if filter enabled) Recent Bullish FVG detected (if filter enabled) Primary MP Filter = BUY-ONLY or NEUTRAL SELL Signal Conditions: Price reaches Value Area High Reversal pattern confirmed (minimum 1 bar) Price < Primary VWAP Price < Secondary VWAP (if filter enabled) Recent Bearish FVG detected (if filter enabled) Primary MP Filter = SELL-ONLY or NEUTRAL All conditions must be TRUE simultaneously for a signal to appear. 📈 VISUAL ELEMENTS On Chart: 🟢 Green Triangle (▲) = BUY Signal 🔴 Red Triangle (▼) = SELL Signal 🟦 Blue horizontal lines = Value Area zones 🟡 Yellow line = Point of Control (POC) 🟩 Green boxes = Bullish FVG zones 🟥 Red boxes = Bearish FVG zones 🔵 Blue line = Primary VWAP (Session) ⚪ White line = Secondary VWAP (Week) Info Panel (Top Right): Real-time status display showing: Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL) Active timeframes for both MP filters FVG filter status and count VWAP positions (ABOVE/BELOW) Signal enablement status Alert status ⚙️ KEY SETTINGS MP/TPO Filter Settings (Primary Indicator) MP Filter Time Frame: 60 minutes (controls directional bias) Filter Value Area %: 70% (standard Market Profile calculation) Filter Alert Distance: 1 bar Filter Min Bars for Reversal: 1 bar Filter Alert Zone Margin: 0.01 (1%) FVG Filter Settings Use FVG Filter: Enabled (toggle on/off) FVG Timeframe: 60 minutes (1 hour) FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL) FVG Lookback Period: 50 bars (how far back to search) Show FVG Formation Signals: Optional visual markers Max FVG on Chart: 50 zones Show Mitigated FVG: Display filled gaps Market Profile Settings Higher Time Frame: 60 minutes (for main signals) Percent for Value Area: 70% Show POC Line: Enabled Keep Old MPs: Enabled (maintain historical profiles) Primary VWAP Filter Use Primary VWAP Filter: Enabled Primary VWAP Anchor Period: Session (resets daily) Primary VWAP Source: HLC3 (typical price) Secondary VWAP Filter Use Secondary VWAP Filter: Enabled Secondary VWAP Anchor Period: Week (resets weekly) Secondary VWAP Filter Mode: Both Secondary VWAP Line Color: White Trading Signals Show Trading Signals on Chart: Enabled Show SELL Signals: Enabled Show BUY Signals: Enabled Alert Distance: 1 bar Min Bars for Reversal: 1 bar Alert Zone Margin: 0.01 (1%) Retest Search Period: 20 bars Min Bars Between Retests: 5 bars Show Only Retests: Disabled Alert Settings Enable Trading Notifications: Enabled VAH Reversal Alert: Enabled (SELL signals) VAL Reversal Alert: Enabled (BUY signals) Time Filter Settings Filter Alerts By Time: Optional (exclude specific hours) ⚠️ IMPORTANT WARNINGS & LIMITATIONS 1. Repainting Behavior CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications: FVG zones may shift slightly until the higher timeframe candle closes FVG detection signals are preliminary until HTF bar confirmation The main trading signals (triangles) appear on confirmed bars and do not repaint Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives. 2. Minimum Timeframe Do NOT use on timeframes below 5 minutes (M5) Recommended: M5, M15, M30 for intraday trading Higher timeframes (H1, H4) can also be used but will generate fewer signals 3. Multiple Filters Can Block Signals By design, this indicator is conservative. When all filters are enabled: Signals appear ONLY when all conditions align You may see extended periods with no signals This is intentional to reduce false positives If you see no signals: Check the Info Panel to see which filters are failing Consider adjusting FVG lookback period Temporarily disable FVG filter to test Verify VWAP filters match current market trend 4. Market Profile Limitations Market Profile requires sufficient volume data Low-volume instruments may produce unreliable profiles Value Areas update only on higher timeframe bar close Works best on liquid markets (major forex pairs, indices, crypto) 📖 HOW TO USE Step 1: Add to Chart Apply indicator to M5 or higher timeframe chart Ensure chart shows volume data Use standard candles (NOT Heikin Ashi, Renko, etc.) Step 2: Configure Settings Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading Main MP TF: Set to 60 (1 hour) for intraday signals FVG Timeframe: Match or exceed main MP timeframe Leave other settings at default initially Step 3: Understand the Info Panel Monitor the top-right panel: FILTER STATUS: Shows current directional bias NEUTRAL = Both signals allowed BUY ONLY = Only green triangles will appear SELL ONLY = Only red triangles will appear FVG Filter: Shows if bullish/bearish gaps detected recently VWAP positions: Confirms trend alignment Step 4: Take Signals For BUY Signal (Green Triangle ▲): Wait for green triangle to appear Check Info Panel shows ✓ for BUY signals Confirm current bar has closed Enter long position Stop loss: Below recent VAL or swing low Target: Previous Value Area High or 1.5-2× risk For SELL Signal (Red Triangle ▼): Wait for red triangle to appear Check Info Panel shows ✓ for SELL signals Confirm current bar has closed Enter short position Stop loss: Above recent VAH or swing high Target: Previous Value Area Low or 1.5-2× risk Step 5: Risk Management Risk per trade: Maximum 1-2% of account equity Position sizing: Adjust based on stop loss distance Avoid trading: During major news events or time filter periods Multiple confirmations: Look for confluence with price action (support/resistance, trendlines) 🎓 UNDERLYING CONCEPTS Market Profile Theory Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify: Value Areas: Where 70% of trading activity occurred POC: Price level with highest acceptance (most volume) Imbalances: When price moves away from value quickly This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution. VWAP (Volume Weighted Average Price) VWAP represents the average price weighted by volume, showing where institutional traders are positioned: Price above VWAP = Bullish (institutions accumulated lower) Price below VWAP = Bearish (institutions distributed higher) Using dual VWAP (Session + Week) creates multi-timeframe trend alignment. Fair Value Gaps (FVG) Also known as "imbalance" or "inefficiency," FVG occurs when: Price moves so rapidly that a gap forms in the candlestick structure Indicates institutional order flow (large market orders) Price often returns to "fill" these gaps (rebalance) The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts. 🔍 CREDITS & CODE ATTRIBUTION This indicator builds upon established technical analysis concepts and combines multiple methodologies: 1. Market Profile / TPO Calculation Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s) Code Inspiration: TradingView's public domain Market Profile examples Modifications: Custom filtering logic for directional bias, dual timeframe implementation 2. VWAP Calculation Concept Origin: Standard financial instrument (widely used since 1980s) Code Base: TradingView built-in ta.vwap() function (public domain) Modifications: Dual VWAP system with independent anchor periods, custom filtering modes 3. Fair Value Gap Detection Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology Code Implementation: Original implementation based on 3-candle gap pattern Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display 4. Pine Script Framework Language: Pine Script v6 (TradingView) Built-in Functions Used: ta.vwap() - Volume weighted average price request.security() - Higher timeframe data access ta.change() - Period detection ta.cum() - Cumulative volume time() - Timestamp functions Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator. 📊 RECOMMENDED INSTRUMENTS Best Performance: Major Forex Pairs (EURUSD, GBPUSD, USDJPY) Stock Indices (ES, NQ, SPX, DAX) Major Cryptocurrencies (BTCUSD, ETHUSD) Liquid Stocks (high daily volume) Avoid: Low-volume altcoins Illiquid stocks Exotic forex pairs with wide spreads ⚡ PERFORMANCE TIPS Start Conservative: Enable all filters initially Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first Match Timeframes: Keep MP Filter TF and FVG TF at same value Backtest First: Review historical performance on your preferred instrument/timeframe Combine with Price Action: Look for support/resistance confluence Use Time Filter: Avoid low-liquidity hours (optional setting) 🚫 WHAT THIS INDICATOR DOES NOT DO Does not guarantee profits - No trading system is 100% accurate Does not predict the future - Based on historical patterns Does not replace risk management - Always use stop losses Does not work on all instruments - Requires volume data and liquidity Does not provide exact entry/exit prices - Signals are zones, not precise levels Does not account for fundamentals - Purely technical analysis 📜 DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results. Trading Risk Warning: All trading involves risk of loss You can lose more than your initial investment (leverage products) Only trade with capital you can afford to lose Always use appropriate position sizing and risk management Consider seeking advice from a licensed financial advisor Technical Limitations: Indicator may repaint FVG zones until HTF bar closes Signals are based on historical patterns that may not repeat Market conditions change and no system works in all environments Volume data quality varies by exchange/broker By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses. 📞 SUPPORT & UPDATES Questions? Comment on this publication Issues? Describe the problem with chart screenshot Feature Requests? Suggest improvements in comments Updates: Will be published as new versions using TradingView's update feature 📝 VERSION HISTORY Version 1.0 (Current) Initial public release Multi-filter system: MP + Dual VWAP + FVG Directional bias filter Real-time info panel Comprehensive alert system Time-based filtering Thank you for using Smart VWAP FVG System! Happy Trading! 📈
Pine Script®指标
由Smart-Day-Trader提供
Final Scalping Strategy - RELAXED ENTRY, jangan gopoh braderEMA Scalping System (MTF) Guide (1HR direction, 15 min entry) Objective To capture small, consistent profits by entering trades when 15-minute momentum aligns with the 1-hour trend. Trades are executed only during high-liquidity London and New York sessions to increase the probability of execution and success. Strategy Setup Chart Timeframe (Execution): 15-Minute (M15). Trend Filter (HTF): 1-Hour (H1) chart data is used for the long-term EMA. Long-Term Trend Filter: 50-Period EMA (based on H1 data). Short-Term Momentum Signal: 20-Period EMA (based on M15 data). Risk Metric: 14-period ATR for dynamic Stop Loss calculation. ✅ Trading Rules🟢 Long (Buy) Entry Conditions Session: Must be within the London (0800-1700 GMT) or New York (1300-2200 GMT) sessions. HTF Trend: Current price must be above the 1-Hour EMA 50. Momentum Signal: Price crosses above the 15-Minute EMA 20. Confirmation: The bar immediately following the crossover must close above the 15-Minute EMA 20. Ent ry: A market order is executed on the close of the confirmation candle. 🔴 Short (Sell) Entry Conditions Session: Must be within the London (0800-1700 GMT) or New York (1300-2200 GMT) sessions. HTF Trend: Current price must be below the 1-Hour EMA 50. Momentum Signal: Price crosses below the 15-Minute EMA 20. Confirmation: The bar immediately following the crossover must close below the 15-Minute EMA 20. Entry: A market order is executed on the close of the confirmation candle. 🛑 Trade Management & Exits Stop Loss (SL): Placed dynamically at 2.0 times the 14-period ATR distance from the entry candle's low (for Buys) or high (for Sells). Take Profit (TP): Placed dynamically to achieve a 1.5 Risk-Reward Ratio (RR) (TP distance = 1.5 x SL d istance). 📊 On-Chart Visuals Detailed Labels: A box appears on the entry bar showing the action, SL/TP prices, Risk/Reward in Pips, and the exact R:R ratio. Horizontal Lines: Dashed lines display the calculated SL (Red) and TP (Green) levels while the trade is active. Background: The chart background is shaded to highlight the active London and New York tradi ng sessions.
Pine Script®策略
由hushedDiamond97573提供
QQQ TimingThis is a trend-following position trading strategy designed for the QQQ and the leveraged ETF QLD (ProShares Ultra QQQ). The primary goal is to capture multi-month holds for maximal profit. Key Instruments & Performance The strategy performs best with QLD, which yields far superior results compared to QQQ. TQQQ (triple-leveraged) results in higher drawdowns and is not the optimal choice. Important: The system is not intended for use with other indexes, individual stocks, or investments (like crypto or gold), as performance can vary widely. Buy Signals The strategy's signals are rooted in the S&P 500 Index (SPX), as testing showed it provides more reliable triggers than using QQQ itself. Primary Buy Signal (Credit to IBD/Mike Webster): The SPX triggers a buy when its low closes above the 21-day Exponential Moving Average (EMA) for three consecutive days. Refinement with Downtrend Lines: During corrective or bear periods, results and drawdowns can be significantly improved by incorporating downtrend lines. These lines connect lower highs. The strategy waits for the price to close above a drawn downtrend line before executing a buy. This refinement can modify the primary signal, either by allowing for an earlier entry or, in some cases, completely nullifying a false signal until the trend change proves itself. Risk Management & Exit Strategy Initial Buy Risk: A 3.7% stop loss is applied immediately upon the initial entry. Initial Exit Rule: An exit is required if the QQQ's low drops below the 50-day Simple Moving Average (SMA). Note: The 3.7% stop often provides protection when the initial buy occurs below the 50-day SMA. However, if QQQ is already trading above its 50-day SMA at the time of the SPX signal (indicating relative strength), historically, it has been better to use the 50-day SMA rule to give the position more room to run. Trend Exit (Profit-Taking): To stay in a strong trend for the optimal amount of time, the long position is exited when a moving average crossover to the downside is triggered, based around the 107-day Simple Moving Average (SMA).
Pine Script®策略
由market_quester提供
Robust Scaled Dema | OquantOverview The Robust Scaled DEMA indicator is a tool designed for traders seeking to identify potential trend directions in financial markets. It combines the smoothing capabilities of a Double Exponential Moving Average (DEMA) with a robust scaling mechanism to normalize the data, making it more resilient to outliers and extreme price movements. This scaling helps in generating long and short signals based on predefined thresholds, visualized through color-coded plots and bars. The indicator aims to provide a balanced view of market momentum, reducing the impact of noise while highlighting significant shifts in price behavior. Key Factors/Components DEMA (Double Exponential Moving Average): Serves as the core smoothing component, reducing lag compared to simple averages by emphasizing recent price action more effectively. Robust Scaling Mechanism: Utilizes statistical measures like median and interquartile range to normalize the DEMA values, ensuring the indicator is less sensitive to extreme values or price spikes. Thresholds: User-defined upper and lower levels that trigger long or short signals when the scaled DEMA crosses them. Visual Elements: Includes plotted lines for the scaled DEMA and thresholds, plus color-coded candlestick bars for intuitive interpretation. Alerts: Built-in conditions for notifying users of potential entry points for long or short positions. How It Works The indicator starts by applying a DEMA to the chosen price source to create a smoothed representation of the market's direction. This smoothed value is then scaled using a robust statistical approach that accounts for the distribution of recent DEMA values, centering it around a median and adjusting for variability to minimize the influence of outliers. The resulting scaled metric is compared against user-set upper and lower thresholds: crossing above the upper suggests a bullish momentum (long signal), while dipping below the lower indicates bearish conditions (short signal). A state variable tracks these conditions to color the chart accordingly, helping traders visualize regime changes. Optional alerts fire on transitions. For Who Is Best/Recommended Use Cases This indicator is ideal for traders who employ trend-following or momentum-based strategies and need tools that perform well in non-normal market conditions, such as during high volatility or in assets prone to spikes. Use cases include identifying entry/exit points in trending environments, confirming breakouts, or integrating into multi-indicator systems for added confirmation. Quantitative traders or those backtesting strategies will appreciate its customizable parameters for optimization. Settings and Default Settings Source: The price data input for calculations, such as close, open, high, or low. Default: close. DEMA Length: Controls the period for the DEMA smoothing; shorter values increase responsiveness but may add noise, longer ones provide more lag but smoother signals. Default: 25. Robust Scaling Length: Defines the lookback period for the scaling statistics; affects how adaptive the normalization is to recent data distributions. Default: 40. Upper Threshold: The level above which a long signal is triggered; higher values make signals rarer but potentially more reliable. Default: 0.5. Lower Threshold: The level below which a short signal is triggered; lower values allow for more aggressive bearish detection. Default: 0. Conclusion The Robust Scaled DEMA offers an outlier-resistant alternative to traditional moving average indicators, empowering traders to navigate volatile markets. By blending exponential smoothing with statistical robustness, it provides actionable insights into trend shifts while minimizing false positives from extreme events.. ⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.
Pine Script®指标
由oquant提供