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指标和策略

Support and Resistance (High Volume Boxes) [ChartPrime]# 📑 OPERATING MANUAL: Institutional Volume & SR Protocol (v1.0) ## 1. SCOPE AND CORE LOGIC This trading suite is designed to track **Institutional Order Flow**. By combining statistical volume anomalies (Spikes) with price zones of high participation (Boxes), the system identifies where "Smart Money" is entering the market and which price levels they are likely to defend. --- ## 2. COMPONENT OVERVIEW ### **A. Massive Order Spike Detector** Identifies momentum and exhaustion through volume standard deviation ($σ$). * **Green/Red Triangles:** Indicate a volume event exceeding **4x** the historical average. * **Key Use:** Acts as a **trigger** for entry. ### **B. SR High Volume Boxes** Maps the areas where high-volume pivots occurred. * **Teal Boxes:** High-volume Support (Buying zones). * **Red Boxes:** High-volume Resistance (Selling zones). * **Diamonds (◆):** Real-time confirmation that a level is "Holding." * **Dashed Boxes:** Indicate a level has been broken and may now "flip" polarity (Support becomes Resistance). --- ## 3. SIGNAL INTERPRETATION TABLE | Signal Type | Visual | Market Context | Action | | :--- | :--- | :--- | :--- | | **Buy Spike** | 🟢 Triangle | Breakout or Trend Continuation | Confirm with Support Box | | **Sell Spike** | 🔴 Triangle | Breakdown or Trend Exhaustion | Confirm with Resistance Box | | **Support Hold**| 🟢 Diamond | Price successfully bounced off a Teal zone | Look for Long entry | | **Resist. Hold**| 🟠 Diamond | Price successfully rejected from a Red zone | Look for Short entry | | **SR Break** | 🏷️ Label | A major volume zone has been breached | Wait for Retest of dashed box | --- ## 4. OPERATIONAL WORKFLOW (THE STRATEGY) ### **Step 1: Zone Identification** Observe the **SR High Volume Boxes** to see where the "battlefields" are. * *Neutral:* Price is between boxes. * *Action:* Price enters a Teal (Support) or Red (Resistance) box. ### **Step 2: The Trigger (The Spike)** Wait for the **Massive Order Spike** to appear as the price interacts with a box: * **The Aggressive Break:** A Spike occurs *as the price breaks through* a box. This validates a strong momentum trade. * **The Rejection:** A Spike occurs *at the edge of a box* followed by a Diamond (◆). This validates a high-probability reversal. ### **Step 3: Confirmation (The Retest)** If a box is broken (e.g., "Break Res"), wait for the price to return to the **Dashed Box**. If a "Hold" signal (Diamond) appears on the retest, the setup is high-conviction. --- ## 5. TECHNICAL CONFIGURATION | Parameter | Recommended Value | Purpose | | :--- | :--- | :--- | | **Spike Multiplier** | 4.0 - 5.0 | Filters out noise; captures only major moves. | | **Lookback Period** | 20 | Balances between minor and major SR levels. | | **Box Width** | 1.0 - 1.5 | Adjust based on ATR (Volatility) of the asset. | | **Alert Type** | Once Per Bar Close | Ensures signals are confirmed by the candle close. | --- ## 6. RISK MANAGEMENT & BEST PRACTICES 1. **News Filter:** Avoid trading 5 minutes before/after high-impact news (CPI, FOMC). Spikes are guaranteed but direction is unpredictable.
Pine Script®指标
由CryptoZoso提供
Keltner-Aroon-EFI FlowKeltner-Aroon-EFI Flow - |K| |A| |E| |F| KAE Flow is a quantitative trend-aggregation engine designed to determine the dominant market bias by fusing three distinct market dimensions: Volatility, Trend Strength, and Volume. This script does not rely on a single metric. Instead, it creates a composite "Flow" score derived from the Daily timeframe to act as a high-level bias filter for intraday or swing trading. 1. The Quantitative Logic (The Engine) The core of this indicator is the KAE Engine, which polls data from the Daily timeframe (by default) to ensure you are always trading in alignment with the macro trend. It aggregates three logical components: K (Keltner Channels): Measures Volatility Breakouts. Logic: Returns bullish if price closes above the Upper Channel, bearish if below the Lower Channel. This captures the expansion phase of price action. A (Aroon): Measures Trend Age & Strength. Logic: Returns bullish only if the Aroon Up is > 70 and dominating the Aroon Down. This ensures the trend is not just present, but mathematically strong. E (Elder’s Force Index): Measures Volume-Weighted Momentum. Logic: Uses volume pressure to confirm price moves. Positive smoothed force indicates bullish accumulation. 2. Signal Processing (ALMA) Raw data is noisy. The KAE Flow takes the aggregated raw score from the components above and runs it through an ALMA (Arnaud Legoux Moving Average). Why ALMA? It offers the best balance between smoothness and responsiveness, removing "false flips" in the trend bias while reacting quickly to genuine reversals. The Color (The Bias): Deep Blue: Strong Bullish Flow (KAE Score > 0.1). Look for Long entries . White: Strong Bearish Flow (KAE Score < -0.1). Look for Short entries. Gray: Neutral/Transition. Volatility is contracting or the trend is conflicting. 5. Settings & Configuration Keltner/Aroon/EFI Lengths: Fully customizable to fit different asset classes (Crypto vs. Forex). Active Smoothing: Toggle ALMA on/off. Active Components: You can toggle specific engines (K, A, or E) on or off. Default uses Keltner + Aroon for a pure Price/Time analysis. Risk Warning: This indicator pulls higher-timeframe data (Daily) to color lower-timeframes. While this provides a powerful macro view, be aware that closed candle data is used to prevent repainting issues in real-time. D_Quant --- Trade With Discipline
Pine Script®指标
由D_QUANT提供
4 EMA Perfect Order + Strength + MTFリリースノート 🇯🇵 日本語説明文 📌 スクリプト概要 このスクリプトは、EMA10・20・40・80 を使用して「パーフェクトオーダー（PO）」を判定し、 PO が確定したタイミングで矢印とアラートを表示します。 さらに、PO の強さ（短期と長期 EMA の乖離率）を数値化して表示し、 上位足（MTF）でも同様の判定と強さ表示が可能です。 🔧 機能一覧 • EMA10/20/40/80 のライン表示（黒・赤・オレンジ・青） • パーフェクトオーダー（Bull/Bear）の自動判定 • PO 確定時に矢印（▲/▼）を表示 • PO の強さ（乖離率）をリアルタイム表示 • 上位足（MTF）での PO 判定と強さ表示 • アラート条件付き（Bull/Bear PO 確定時） • 背景は白で視認性を重視 📈 パーフェクトオーダーとは？ • Bull PO（上昇トレンド） EMA10 > EMA20 > EMA40 > EMA80 • Bear PO（下降トレンド） EMA10 < EMA20 < EMA40 < EMA80 PO が確定したバーで矢印とアラートが発生します。 🧠 活用例 • PO の強さを使ってトレンドの勢いを測定 • 上位足の PO と一致しているか確認して精度を向上 • トレンドフォロー戦略のフィルターとして利用 • EMA の並びが崩れたら背景色を塗るなどの拡張も可能 🇺🇸 English Description 📌 Overview This script detects “Perfect Order” (PO) conditions using EMA10, EMA20, EMA40, and EMA80. When a PO is confirmed, it displays arrows and triggers alerts. It also calculates the strength of the PO (based on EMA divergence) and supports multi‑timeframe (MTF) analysis. 🔧 Features • Displays EMA10/20/40/80 with color coding (black, red, orange, blue) • Detects Bull and Bear Perfect Order conditions • Shows arrows (▲/▼) when PO is confirmed • Displays PO strength as a percentage (EMA10 vs EMA80 divergence) • Supports MTF PO detection and strength display • Includes alert conditions for Bull/Bear PO confirmation • Clean white background for better visibility 📈 What is a Perfect Order? • Bull PO (Uptrend): EMA10 > EMA20 > EMA40 > EMA80 • Bear PO (Downtrend): EMA10 < EMA20 < EMA40 < EMA80 Arrows and alerts are triggered only when the PO condition is newly confirmed. 🧠 Use Cases • Measure trend momentum using PO strength • Confirm alignment with higher timeframe trends • Use as a trend‑following filter • Can be extended with background coloring or histogram strength display
Pine Script®指标
由cupship提供
Volume Bubbles by EV Volume Bubbles visualizes high-activity candles using chart bubbles placed at an estimated intrabar origin point derived from lower timeframe data. When enabled, the script uses lower timeframe OHLC to approximate directional volume delta and selects an origin candle inside the parent bar using one of several methods. A relative-volume filter based on the parent bar can be used to reduce noise, and bubble size can be mapped to relative volume to highlight unusually active bars. If intrabar data is unavailable, the script can fall back to placing bubbles on the parent bar to keep behavior consistent. For best stability, the “Only confirmed bars” option is recommended.
Pine Script®指标
由EVLabs提供
Guac's MAs, BBs, and ADX (SMA/EMA/BB + ADX/DI + Daily ATR)As someone who browses through numerous TradingView scripts, I find many ideas/functions that I find useful. However, sometimes I find certain features that I don't find useful or that could be added to make something more useful. Because of this I designed this script to collectively encompass functionality of the items/indicators I find useful when looking at an index/equity chart. This script was desgined/inspired to keep the chart clean while providing signal context for trend, volatility, price action, and regime conditions. Summary of what this script does: Plots a compact, customizable set of SMAs + EMAs for structure and trend layering. Adds Bollinger Bands with expansion/contraction coloring to visualize volatility state. Optionally overlays ADX/DI regime context, including: • an ADX-based “regime fill” (temperature-style colors) on the BB fill • optional DI+ / DI- cross markers for directional shift awareness • expanded ADX regime labels (Dead Chop → Very Strong/Extended) • optional “ADX momentum” (smoothed ADX slope) in the status label to show regime acceleration/decay Provides a small corner “Regime Status Label” that summarizes ADX regime (with numeric ADX) when enabled. Optionally appends Daily ATR (value + momentum) to the same label for range/volatility context that is consistent across intraday timeframes. I always find it frustrating when I am testing or playing with someones indicator and they don't have tooltips implemented so that I can understand the purpose of their parameters and the inputs. I have specifically tried to implement tooltip info bubbles next to every parameter input to give a short explanation of the parameter and it's purpose
Pine Script®指标
由ExtraGuacAM提供
Pulsar Heatmap CVD/OBV [by Oberlunar]Pulsar Heatmap CVD/OBV is a flow/price-consensus dashboard that turns OBV, CVD and their combination blend into a compact “heatmap + bias/signal” view, with optional main-chart candle coloring and HUD overlays. What it shows The panel is split into 3 horizontal lanes (OBV / CVD / COMBO). Each lane is further split into two halves: Flow half: the normalized OBV/CVD/COMBO component (either per-bar Delta or Cumulative series). PriceΔ half: the normalized divergence between price and the lane (price unit − flow unit), highlighting when price moves with or against the flow proxy. Colors use intensity-based transparency so you can quickly spot pressure, compression, and disagreement between lanes. Core engines Normalization: Z-Score→tanh, Z-Score→clamp, MinMax, or None (unit range ≈ ). Bias engine (6 halves): builds a directional BIAS from the six components (OBV/CVD/COMBO × Flow/PriceΔ), with optional hysteresis to reduce flicker. Signal engine: triggers LONG/SHORT only on full alignment (all 6 halves agree), with confirm-bars and optional sticky behavior. ROC/Acceleration layers: optional impulse context (ROC + ACC) to gate signals and/or boost bias strength when momentum is supportive. AST filter: a strict directional filter combining volatility regime, BB expansion/contraction, MTF RSI prior and Kalman-smoothed evidence. When AST is directional, it can block opposite signals to enforce coherence. Visual tools Bias/Signal bands: top/bottom bands render BIAS strength and SIGNAL state; yellow highlights indicate disagreement/blocked states. Candle colouring (main chart): optionally colours chart candles from LaneScore / Bias / Signal / Bias+Signal (uses overlay drawing where supported). Signal labels: optional LONG/SHORT markers (with “better price than last shown” logic). Triangle HUD: right-side geometric HUD summarising OBV/CVD/COMBO consensus + disagreement cues. Timed Exhaustion / Absorption table: compact state machine that flags momentum exhaustion and absorption-like conditions using tight range + ROC/ACC behaviour. How to use Start with Lane data = Delta for faster microstructure timing; switch to Cumulative for macro context. Choose a normalisation that fits your symbol’s volatility (ZScore→tanh is usually stable). Read BIAS as the current dominant direction/strength; treat SIGNAL as the strict “all lanes aligned” confirmation. If you want stricter coherence, keep the AST filter enabled (it is integrated by design and blocks opposite-direction signals when directional). Setup 1 — Long Signal (Clean Alignment + Impulse) In this example, Pulsar Heatmap transitions into a clear long setup when the system prints a LONG SIGNAL. The key idea is simple: the indicator does not enter on “bias” alone. It waits for full alignment across the internal lanes, optionally reinforced by the ROC/Acceleration impulse layer, and only then does it confirm a signal on a closed bar (Safe Mode) Setup 2 — Short Signal After Compression (Absorption → Release) In this screenshot, the short trade idea is not coming from “red candles” alone, but from a very specific sequence: the heatmap shows a shift into bearish alignment, the system prints a SHORT SIGNAL, and the timed module confirms that the market was in a tight range while sell pressure started to dominate. Setup 3 — Neutral State (Stand-By Zone, No Trade Yet) In the following screenshot, Pulsar Heatmap is doing something very important: it is clearly saying NEUTRAL 0%. Even if, visually, price could “look” like it might resume upward, the indicator is not providing a directional edge yet. If you are already short, treat DISAGREE as a signal to take profit, tighten the stop, or scale out. Setup 4 — When similar conditions return Setup 4 — Impulse + Exhaustion conditions In this screenshot, you’re basically seeing a “timing warning” configuration. Price prints a sharp bearish extension, but Pulsar Heatmap is not presenting it as a clean continuation setup: the center read is NEUTRAL 0%, while the timed engine shows both Absorption = SHORT and Exhaustion = SHORT. That combination often means: the downside pressure was real, but the move is already in a late/fragile phase (good for managing an existing short, not for opening a new one). This tool uses available volume data from your data provider and approximates flow via OBV/CVD-style logic; results can differ across symbols/brokers and sessions. This script is for educational/analytical purposes and is not financial advice. by Oberlunar 👁️ ⭐
Pine Script®指标
由oberlunar_tr提供
1
KCP Ultimate Supply & Demand Zones [Dr. K.C. Prakash]📊 KCP Ultimate Supply & Demand Zones — Indicator Description KCP Ultimate Supply & Demand Zones is a professional, non-repainting Smart Money–based indicator designed to identify high-probability institutional Supply and Demand zones with trend confirmation. It combines price structure, volume expansion, ATR volatility, EMA 200 trend direction, and VWAP alignment to filter only the most reliable zones for intraday and positional trading. 🔑 Core Concept Markets move due to institutional order flow, not indicators. This tool detects where institutions likely entered the market and allows traders to trade reactions, breakouts, and retests from those zones — only in the direction of the dominant trend. ⚙️ Key Features 🔴 Supply Zones (Red) Formed after multiple strong bearish HTF candles Confirmed with above-average volume Valid only when price is below EMA 200 & VWAP Acts as sell / short / resistance zones 🟢 Demand Zones (Green) Formed after multiple strong bullish HTF candles Confirmed with volume expansion Valid only when price is above EMA 200 & VWAP Acts as buy / long / support zones
Pine Script®指标
由prakash1126提供
Closed Source Strategy TesterAllows you to test an indicator that is closed source (you don't have access to the code). You will need to understand the exposed data elements of the indicator you are testing. This strategy is only looking for a buy, sell, exit long, or exit short to be signals that change from 0 to 1. The stop loss/take profit, if used, are expected to be price values. I encourage you to copy this code and modify it to your needs for specific indicators.
Pine Script®策略
由EdMLegionXX提供
Multi Cycles Predictive System ML - GBM IntegratedMulti-Cycle Predictive System: The Gradient Boosting Machine (GBM) Revolution Introduction: The Death of Static Analysis The financial markets are not static; they are a living, breathing, and chaotic system. Yet, for decades, traders have relied on static indicators—using the same RSI settings, the same MACD parameters, and the same Moving Averages regardless of whether the market is trending, chopping, or crashing. The Multi-Cycle Predictive System (MCPS) represents a paradigm shift. It is not just an indicator; it is an Adaptive Machine Learning Engine running directly on your chart. By integrating a fully functional Gradient Boosting Machine (GBM), this script does not guess—it learns. It monitors 13 distinct algorithmic models, calculates their real-time accuracy against future price action, and dynamically reallocates influence to the "winning" models using gradient descent. This is Survival of the Fittest applied to technical analysis. 1. The Core Engine: Gradient Boosting & Adaptive Learning At the heart of the MCPS is a custom-coded Gradient Boosting Machine. While most "ML" scripts on TradingView simply average a few indicators, this system replicates the architecture of advanced data science models. How the GBM Works: Ensemble Prediction: The system aggregates signals from 13 different mathematical models. Residual Calculation: It compares the ensemble's previous predictions against the actual price movement (Price Return) to calculate the error (Residual). Gradient Descent: It calculates the gradient of the loss function. We utilize a Huber Loss Gradient, which is robust against outliers (market spikes), ensuring the model doesn't overreact to volatility. Weight Optimization: Using a configurable learning rate, the system updates the weights of each sub-algorithm. Models that predicted correctly gain weight; models that failed lose influence. Softmax Normalization: Finally, weights are passed through a Softmax function (with Temperature control) to convert them into probabilities that sum to 1.0. The "Winner-Takes-All" Philosophy A common failure in ensemble systems is "Signal Dilution"—where good signals are drowned out by bad ones. The MCPS solves this with Aggressive Weight Concentration: Top 3 Logic: The script identifies the top 3 performing algorithms based on historical accuracy. The 90% Rule: It forces the system to allocate up to 90% of the total decision weight to these top 3 performers. Result: If Ehlers and Schaff are reading the market correctly, but MACD is failing, MACD is effectively silenced. The system listens only to the winners. 2. The 13 Algorithmic Pillars The MCPS draws from a diverse library of Digital Signal Processing (DSP), Statistical, and Momentum algorithms. It does not rely on simple moving averages. Ehlers Bandpass Filter: Isolates the dominant cycle in price data, removing trend and noise. Zero-Lag EMA (ZLEMA): Reduces lag to near-zero to track momentum shifts instantly. Coppock Curve: A classic long-term momentum indicator, modified here for adaptive responsiveness. Detrended Price Oscillator (DPO): Eliminates the trend to identify short-term cycles. Schaff Trend Cycle (STC): A double-smoothed stochastic of the MACD, excellent for identifying cycle turns. Fisher Transform: Converts price into a Gaussian normal distribution to pinpoint turning points. MESA Adaptive: Uses Maximum Entropy Spectral Analysis to detect the current dominant cycle period. Goertzel Algorithm: A DSP technique used to identify the magnitude of specific frequency components in the price wave. Hilbert Transform: Extracts the instantaneous amplitude and phase of the price action. Autocorrelation: Measures the similarity between the price series and a lagged version of itself to detect periodicity. Singular Spectrum Analysis (SSA): Decomposes the time series into trend, seasonal, and noise components (Simplified). Wavelet Transform: Analyzes data at different scales (frequencies) simultaneously. Empirical Mode Decomposition (EMD): Splits data into Intrinsic Mode Functions (IMFs) to isolate pure cycles. 3. The Dashboard: Total Transparency Black-box algorithms are dangerous. You need to know why a signal is being generated. The MCPS features two detailed dashboards (tables) located at the bottom of your screen. The Weight & Accuracy Table (Bottom Right) This is your "Under the Hood" view. It displays: Algorithm: The name of the model. Accuracy: The rolling historical accuracy of that specific model over the lookback period (e.g., 58.2%). Weight: The current influence that model has on the final signal. Watch this change in real-time. You will see the system "giving up" on bad models and "betting heavy" on good ones. Prob/Sig: The raw probability and directional signal (Up/Down). The GBM Stats Table (Bottom Left) Tracks the health of the Machine Learning engine: Iterations: How many learning cycles have occurred. Entropy: A measure of market confusion. High entropy means weights are spread out (models disagree). Low entropy means the models are aligned. Top 3 Weight: Shows how concentrated the decision power is. If this is >80%, the system is highly confident in specific models. Confidence & Agreement: Statistical measures of the signal strength. 4. How to Trade with MCPS This system outputs a single, composite Cycle Line (oscillating between -1 and 1) and a background Regime Color. Strategy A: The Zero-Cross (Trend Reversal) Bullish: When the Cycle Line crosses above 0. This indicates that the weighted average of the top-performing algorithms has shifted to a net-positive expectation. Bearish: When the Cycle Line crosses below 0. Strategy B: Probability Extremes (Mean Reversion) Strong Buy: When the Cycle Line drops below -0.5 (Oversold) and turns up. This indicates a high-probability cycle bottom. Strong Sell: When the Cycle Line rises above +0.5 (Overbought) and turns down. Strategy C: Regime Filtering The background color changes based on the aggregate consensus: Green/Lime: Bullish Regime. Look primarily for Long entries. Ignore weak sell signals. Red/Orange: Bearish Regime. Look primarily for Short entries. Gray: Neutral/Choppy. Reduce position size or wait. 5. Configuration & GBM Settings The script is highly customizable for advanced users who want to tune the Machine Learning hyperparameters. Prediction Horizon: How many days into the future are we trying to predict? (Default: 3). Accuracy Lookback: How far back does the model check to calculate "Accuracy"? GBM Learning Rate: Controls how fast the model adapts. High (0.2+): Adapts instantly to new market conditions but may be "jumpy." Low (0.05): Very stable, long-term adaptation. Temperature: Controls the "Softmax" function. Higher temperatures allow for softer, more distributed weights. Lower temperatures force a "Winner Takes All" outcome. Max Top 3 Weight: The cap on how much power the top 3 models can hold (Default: 90%). 6. Technical Nuances (For the Geeks) Huber Gradient: We use Huber loss rather than MSE (Mean Squared Error) for the gradient descent. This is crucial for financial time series because price spikes (outliers) can destroy the learning process of standard ML models. Huber loss transitions from quadratic to linear error, making the model robust. Regularization: L2 Regularization is applied to prevent overfitting, ensuring the model doesn't just memorize past noise. Memory Decay: The model has a "fading memory." Recent accuracy is weighted more heavily than accuracy from 200 bars ago, allowing the system to detect Regime Shifts (e.g., transitioning from a trending market to a ranging market). Disclaimer: This tool is a sophisticated analytical instrument, not a crystal ball. Machine Learning attempts to optimize probabilities based on historical patterns, but no algorithm can predict black swan events or fundamental news shocks. Always use proper risk management. The "Warmup Period" is required. The script needs to process 50 bars of history before the GBM engine initializes and produces signals. Author's Note: I built the MCPS because I was tired of indicators that stopped working when the market "personality" changed. By integrating GBM, this script adapts to the market's personality in real-time. If the market is cycling, Ehlers and Goertzel take over. If the market is trending, Coppock and ZLEMA take the lead. You don't have to choose—the math chooses for you. Please leave a boost and a comment if you find this helpful!
Pine Script®指标
由jaydesaigu提供
Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker SUMMARY An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time. INTRODUCTION: THE SIGNAL AMIDST THE NOISE In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise. This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF). Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market. This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop. THE INNOVATION: WHY 3 STATES? Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF. The filter tracks three distinct variables simultaneously in a feedback loop: State 1: Position (The True CVD) This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise. State 2: Velocity (The Momentum) This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns. State 3: Volatility (The Adaptive Regime) This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations. THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result. -- Effort: Represented by the CVD (Buying/Selling pressure). -- Result: Represented by Price Movement. When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments: Absorption (Bullish) This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard. Distribution (Bearish) This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event. TECHNICAL DEEP DIVE: UNDER THE HOOD For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5. 1. Data Ingestion (Microstructure) The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that. 2. Tick Classification Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low. 3. The EKF Mathematics The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation. THE DASHBOARD & VISUALS: The indicator features a professional-grade HUD (Heads Up Display) located on the chart table. -- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix. -- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP. -- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile). -- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral." HOW TO TRADE THIS INDICATOR Strategy A: The Reversal (Absorption Play) Look for price making a Lower Low. Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure). Watch the Dashboard "Absorption" count increase. SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control. Strategy B: The Trend Continuation (Ease of Movement) Check the Dashboard "Ease of Movement" section. If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient. Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray). SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats. CONFIGURATION GUIDE: Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter. -- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop. -- Volatility Persistence: Controls how "sticky" volatility regimes are. -- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy). -- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output). WHY OPEN SOURCE? Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView. I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements. DISCLAIMER: This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy. SUGGESTED SETTINGS -- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S). -- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable. -- Background: Dark mode recommended for Dashboard visibility. WHAT IS A KALMAN FILTER? Imagine driving a car into a tunnel where your GPS signal is lost. Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel. Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are. Correction: It corrects your position and updates its estimate of your speed. Now apply this to trading: -- The Tunnel: Market Noise, wicks, and Fake-outs. -- The Car: The True Market Trend. -- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel. Enjoy the indicator and trade safe! Dr. Jay Desai (Investment Management & Derivatives Area, Gujarat University)
Pine Script®指标
由jaydesaigu提供
HV and IMP candle finderHV and IMP candle finder Highest volume candle (HV) and Important candle (IMP) are usually a traces of institutional activity. We can take help of these candles to form a bias for the next trading day. This script does the following: 1. Finds the IMP candle for a given day range with the trend of a given day, ie it finds highest volume candle between the high and low of the day and marks as IMP on the chart 2. It finds the highest volume candle for a given day and marks it. Use case: Spot institutional activity, accumulation, and key intraday pivot candles. View can be made by seeing this HH and LL in these volume candles. Also by considering the closing and opening for the price the next trading session. Notes Best to be used on 5 min TF for after market analysis. It does get the candles in live market but it might change with time. Works really best when delivery volume is also analysed along with it. Made with Love. Regards, Jitendra Varma
Pine Script®指标
由witchking69提供
XAUUSD 15m - Clean Signals (Anti-Spam v3)This **XAUUSD 15m – Clean Signals (Anti-Spam v3)** is a trend-aligned signal indicator built around an **EMA basis + ATR channel**. It aims to produce **fewer but cleaner** long/short prompts. A 7-EMA acts as the basis line, ATR forms inner/outer bands, and a 50-EMA provides a trend filter. By default, it uses **ADX strength filtering** plus a **confirmation candle** rule to avoid choppy conditions and weak breakouts. Signals come in three types: **DR (pullback → reversal back above/below the basis)**, **MR (pierce the inner band then reclaim it)**, and **BO (inner-band breakout, off by default due to over-triggering)**. To control frequency, it adds a **cooldown (minimum bars between signals)** and a strict **arming/reset de-duplication**: after a same-direction signal fires, it won’t fire again until price “resets” by touching the inner band or the basis (user-selectable). A “room to outer band” filter helps prevent chasing near extremes. Overall, it’s designed for disciplined 15-minute momentum-pullback entries, especially during liquid sessions like London.
Pine Script®指标
由xuziyu409提供
TheStrat MasterThe Strat refers to a trading strategy that simplifies market analysis by focusing on price action and candlestick patterns. Here are some key points about The Strat: Candlestick Patterns: The Strat categorizes price bars into Inside Bars, Directional Bars, and Outside Bars, which help traders identify potential trading opportunities. 1 Simple Rules: It emphasizes three main components: price action, direction, and time frame alignment, making it accessible for both new and experienced traders. 1 Decision-Making: The Strat provides a framework for making decisions based on price movements, reducing emotional trading and improving accuracy. 1 Educational Resources: There are various resources available, including cheat sheets and mentorship programs, to help traders learn and apply The Strat effectively. 1 For more detailed information, you can explore the resources provided in the results.
Pine Script®指标
由immortal_itachi7提供
Market Regime Guard PRO Institutional No-Trade ZonesThis dashboard automatically blocks trading on structurally dangerous market days caused by volatility compression, inside-day accumulation, rising VIX liquidation risk, EMA breakdowns, and thin liquidity traps. Most traders lose not because their entries are bad — but because they trade on structurally dangerous market days. This dashboard automatically blocks trading on contraction, liquidation-risk, inside-day, and volatility-trap days. Then list what it detects: • Inside Days (institutional absorption) • NR7 contraction traps • ATR volatility compression • EMA structure breakdown • Rising VIX liquidation risk • News & holiday liquidity traps Promise: Only trade when the market structure is favorable. Use this as your universal go/no-go trading permission system. If it’s GREEN → Trade. If it’s RED → Stand Aside or Be careful Works on: SPY, QQQ, TQQQ, NVDA, PLTR, TSLA, BTC, ES, NQ, Forex & Crypto. 🧭 How to Use the Market Regime Table This table is your go / no-go permission system. Start by checking it on SPY and QQQ — these represent the overall U.S. market and the Nasdaq growth complex. • If SPY and QQQ are GREEN → market structure is favorable • If either is RED → stand aside or reduce risk Once the market is GREEN, you can then apply the same table to individual stocks (NVDA, PLTR, TSLA, AMD, etc.) to confirm that the stock’s structure is also favorable before taking any trades. Rule of thumb: Market first. Stock second. Only trade when both are GREEN. This one rule alone dramatically improves win rate, drawdown, and consistency. FULL DESCRIPTION Most traders don’t lose because their entries are bad — They lose because they trade on structurally dangerous market days. On these days: • Institutions absorb liquidity • Volatility contracts • Fake breakouts dominate • Stop hunts explode • Real expansion does not occur This indicator automatically identifies and blocks: • Inside-day accumulation traps • NR7 contraction traps • Falling ATR volatility compression • EMA structure breakdowns • Rising VIX liquidation risk • Thin liquidity / holiday risk • News-day volatility traps It gives you a clear desk-style verdict: Status Meaning 🟢 GREEN Market structure favorable – trade normally 🔴 RED Structural danger – stand aside This is not an entry system. This is your permission system. 🛠 HOW TO USE Add indicator to your chart Check table in top-right Trade only on GREEN days Avoid RED days completely 📈 Personal Note This regime filter has been instrumental in my own trading journey. After struggling during my first few years in the market, I realized that the biggest losses didn’t come from bad strategies — they came from trading on the wrong days. Learning to stand aside on structurally dangerous market days and only trade when conditions are favorable dramatically improved my consistency and overall returns. 🧠 Why Market Regime Matters Even More for Day Traders Most day-trader losses do not come from bad entries. They come from: • Choppy inside-day conditions • Liquidity absorption • Falling volatility (no follow-through) • Stop-hunt behavior • News / thin liquidity traps Your filter directly blocks every one of these traps. So for day traders, this tool: • Prevents revenge trading • Stops death-by-a-thousand-cuts days • Filters out random chop days • Protects capital on slow days • Preserves psychological capital 📈 Why It Also Improves Swing Trading For swing traders, this tool: • Avoids entering during contraction • Avoids entering before expansions • Avoids bear-regime traps • Improves follow-through probability • Reduces drawdown • Improves R-multiple expectancy Which means: Fewer trades Higher quality trades More profit per trade The Universal Truth The market does not pay you for activity. It pays you for selectivity. This filter improves timing, not tactics. Your entries can be identical — your results improve simply because you’re trading on the right days. ⚠️ Disclaimer This indicator is provided for educational and informational purposes only and does not constitute financial, investment, or trading advice. Trading stocks, options, futures, forex, and cryptocurrencies involves substantial risk and may result in the loss of some or all of your invested capital. Past performance is not indicative of future results. This tool does not guarantee profits and should be used as a market structure filter and risk-management aid only. Always perform your own analysis, use proper position sizing, and consult a licensed financial professional before making any trading decisions. You are solely responsible for all trades taken using this indicator.
Pine Script®指标
由TrendRiderPro提供
Aggro-15min Pro V4.2 [SMA200 + Vortex] (v6 Ready)🚀 Aggro-15min Pro Aggro-15min Pro is a professional-grade algorithmic strategy optimized for the 15-minute timeframe. It combines structural trend analysis with aggressive momentum tracking to capture high-probability swings while filtering out market noise. 🛠️ How the Strategy Works 1. Structural Trend (The "Guardrail") 200 SMA: The strategy identifies the primary market direction. It only buys above the 200 SMA and only sells below it, ensuring you stay on the side of institutional flow. 2. Execution Trigger (The "Signal") EMA Cross (9/50): A crossover of the 9-period Fast EMA and 50-period Slow EMA triggers the entry, identifying a confirmed shift in medium-term momentum. 3. Momentum Engine (The "Vortex") Vortex Indicator (VI): Validates the "thrust" behind the move. Dynamic Exit: Includes a "Vortex Reverse" logic that closes trades early if the directional energy fades, preserving capital before a full reversal occurs. 4. Risk & Volatility ADX Filter: Prevents entries during low-volatility "sideways" periods. ATR Risk Management: Uses the Average True Range to set dynamic Stop Loss and Take Profit levels that adapt to current market volatility. - - # 📂 STRATEGY PACKAGE: AGGRO-15MIN PRO **Version:** 4.2 (Pine Script v6 Ready) **Asset Class:** Crypto, Forex, Indices **Timeframe:** 15 Minutes --- ## 📘 1. OPERATIONS MANUAL (English) ### 🟢 Strategy Overview Aggro-15min Pro is a momentum-based trend-following system. It uses a "Triple-Filter" logic to ensure that trades are only taken when long-term trend, medium-term momentum, and short-term volatility are perfectly aligned. ### 🟢 Technical Indicators Setup * **Structural Filter:** 200-period Simple Moving Average (SMA). * **Trigger Engine:** 9-period & 50-period Exponential Moving Averages (EMA). * **Momentum Engine:** 14-period Vortex Indicator (VI). * **Strength Filter:** 14-period Average Directional Index (ADX). * **Volatility/Exits:** 14-period Average True Range (ATR). ### 🟢 Entry Checklist #### LONG Position: 1. **Trend:** Price is **ABOVE** the 200 SMA. 2. **Trigger:** 9 EMA crosses **ABOVE** the 50 EMA. 3. **Vortex:** VIP (Positive) is **ABOVE** VIM (Negative). 4. **Strength:** ADX is **ABOVE** 20. #### SHORT Position: 1. **Trend:** Price is **BELOW** the 200 SMA. 2. **Trigger:** 9 EMA crosses **BELOW** the 50 EMA. 3. **Vortex:** VIM (Negative) is **ABOVE** VIP (Positive). 4. **Strength:** ADX is **ABOVE** 20. ### 🟢 Exit Management * **Take Profit (TP):** $3.0 \times ATR$ (Risk/Reward 1:2). * **Stop Loss (SL):** $1.5 \times ATR$. * **Dynamic Exit:** If the Vortex lines cross in the opposite direction (e.g., VIM > VIP during a Long), the strategy closes the position immediately to lock in profits or minimize loss. ---
Pine Script®策略
由CryptoZoso提供