开始

在脚本中搜索"entry"

Amazing Crossover SystemEntry Rules BUY when the 5 EMA crosses above the 10 EMA from underneath and the RSI crosses above the 50.0 mark from the bottom. SELL when the 5 EMA crosses below the 10 EMA from the top and the RSI crosses below the 50.0 mark from the top. Make sure that the RSI did cross 50.0 from the top or bottom and not just ranging tightly around the level. How to setup Alert: 1) Add the Amazing Crossover System to your chart via Indicators 2) Find your currency pair 3) Set the timeframe on the chart to 1 hour 4) Press 'Alt + A' (create alert shortcut) 5) Set the following criteria for the alert: Condition = 'Amazing Crossover System', Plot, ' BUY Signal' The rest of the alert can be customized to your preferences 5) Repeat steps 1 - 4, but set the Condition = 'Amazing Crossover System', Plot, ' SELL Signal'
Pine Script®指标
由rmunoz提供
4
Low Volatility EMA extensionKey Features: 8 EMA (yellow) and 34 EMA (white) for trend identification Three dynamic extension bands at 10%, 15%, and 20% above and below the 34 EMA Color-coded zones with shaded fills to visualize volatility Entry signals appear above bars when price crosses up with momentum confirmation Exit signals appear below bars when price crosses down with momentum confirmation Prevents duplicate signals through smart logic that requires 2 consecutive confirming candles How to Use: Green zones (10%) indicate mild extension Orange zones (15%) indicate moderate extension Red zones (20%) indicate extreme extension - potential reversal areas Yellow "Entry" arrows mark bullish crossovers with confirmed momentum above the 34 EMA Yellow "Exit" arrows mark bearish crossovers with confirmed momentum below the 34 EMA Best For: Lower volatility stocks trading on daily timeframes. Settings: Fully customizable extension percentages and EMA lengths to adapt to different asset volatility profiles.
Pine Script®指标
由samnigelmcmahon提供
High Volatility EMA Extension BandsKey Features: 8 EMA (yellow) and 34 EMA (white) for trend identification Three dynamic extension bands at 10%, 25%, and 35% above and below the 34 EMA Color-coded zones with shaded fills to visualize volatility extremes Entry signals appear above bars when price crosses up with momentum confirmation Exit signals appear below bars when price crosses down with momentum confirmation Prevents duplicate signals through smart logic that requires 2 consecutive confirming candles How to Use: Green zones (10%) indicate mild extension Orange zones (25%) indicate moderate extension Red zones (35%) indicate extreme extension - potential reversal areas Yellow "Entry" arrows mark bullish crossovers with confirmed momentum above the 34 EMA Yellow "Exit" arrows mark bearish crossovers with confirmed momentum below the 34 EMA Best For: High volatility stocks, growth stocks, and cryptocurrency trading on daily timeframes. Works well for swing trading and identifying mean reversion opportunities at extension extremes. Settings: Fully customizable extension percentages and EMA lengths to adapt to different asset volatility profiles.
Pine Script®指标
由samnigelmcmahon提供
Nef33 Forex & Crypto Trading Signals PRO 1. Understanding the Indicator's Context The indicator generates signals based on confluence (trend, volume, key zones, etc.), but it does not include predefined SL or TP levels. To establish them, we must: Use dynamic or static support/resistance levels already present in the script. Incorporate volatility (such as ATR) to adjust the levels based on market conditions. Define a risk/reward ratio (e.g., 1:2). 2. Options for Determining SL and TP Below, I provide several ideas based on the tools available in the script: Stop Loss (SL) The SL should protect you from adverse movements. You can base it on: ATR (Volatility): Use the smoothed ATR (atr_smooth) multiplied by a factor (e.g., 1.5 or 2) to set a dynamic SL. Buy: SL = Entry Price - (atr_smooth * atr_mult). Sell: SL = Entry Price + (atr_smooth * atr_mult). Key Zones: Place the SL below a support (for buys) or above a resistance (for sells), using Order Blocks, Fair Value Gaps, or Liquidity Zones. Buy: SL below the nearest ob_lows or fvg_lows. Sell: SL above the nearest ob_highs or fvg_highs. VWAP: Use the daily VWAP (vwap_day) as a critical level. Buy: SL below vwap_day. Sell: SL above vwap_day. Take Profit (TP) The TP should maximize profits. You can base it on: Risk/Reward Ratio: Multiply the SL distance by a factor (e.g., 2 or 3). Buy: TP = Entry Price + (SL Distance * 2). Sell: TP = Entry Price - (SL Distance * 2). Key Zones: Target the next resistance (for buys) or support (for sells). Buy: TP at the next ob_highs, fvg_highs, or liq_zone_high. Sell: TP at the next ob_lows, fvg_lows, or liq_zone_low. Ichimoku: Use the cloud levels (Senkou Span A/B) as targets. Buy: TP at senkou_span_a or senkou_span_b (whichever is higher). Sell: TP at senkou_span_a or senkou_span_b (whichever is lower). 3. Practical Implementation Since the script does not automatically draw SL/TP, you can: Calculate them manually: Observe the chart and use the levels mentioned. Modify the code: Add SL/TP as labels (label.new) at the moment of the signal. Here’s an example of how to modify the code to display SL and TP based on ATR with a 1:2 risk/reward ratio: Modified Code (Signals Section) Find the lines where the signals (trade_buy and trade_sell) are generated and add the following: pinescript // Calculate SL and TP based on ATR atr_sl_mult = 1.5 // Multiplier for SL atr_tp_mult = 3.0 // Multiplier for TP (1:2 ratio) sl_distance = atr_smooth * atr_sl_mult tp_distance = atr_smooth * atr_tp_mult if trade_buy entry_price = close sl_price = entry_price - sl_distance tp_price = entry_price + tp_distance label.new(bar_index, low, "Buy: " + str.tostring(math.round(bull_conditions, 1)), color=color.green, textcolor=color.white, style=label.style_label_up, size=size.tiny) label.new(bar_index, sl_price, "SL: " + str.tostring(math.round(sl_price, 2)), color=color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny) label.new(bar_index, tp_price, "TP: " + str.tostring(math.round(tp_price, 2)), color=color.blue, textcolor=color.white, style=label.style_label_up, size=size.tiny) if trade_sell entry_price = close sl_price = entry_price + sl_distance tp_price = entry_price - tp_distance label.new(bar_index, high, "Sell: " + str.tostring(math.round(bear_conditions, 1)), color=color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny) label.new(bar_index, sl_price, "SL: " + str.tostring(math.round(sl_price, 2)), color=color.red, textcolor=color.white, style=label.style_label_up, size=size.tiny) label.new(bar_index, tp_price, "TP: " + str.tostring(math.round(tp_price, 2)), color=color.blue, textcolor=color.white, style=label.style_label_down, size=size.tiny) Code Explanation SL: Calculated by subtracting/adding sl_distance to the entry price (close) depending on whether it’s a buy or sell. TP: Calculated with a double distance (tp_distance) for a 1:2 risk/reward ratio. Visualization: Labels are added to the chart to display SL (red) and TP (blue). 4. Practical Strategy Without Modifying the Code If you don’t want to modify the script, follow these steps manually: Entry: Take the trade_buy or trade_sell signal. SL: Check the smoothed ATR (atr_smooth) on the chart or calculate a fixed level (e.g., 1.5 times the ATR). Also, review nearby key zones (OB, FVG, VWAP). TP: Define a target based on the next key zone or multiply the SL distance by 2 or 3. Example: Buy at 100, ATR = 2. SL = 100 - (2 * 1.5) = 97. TP = 100 + (2 * 3) = 106. 5. Recommendations Test in Demo: Apply this logic in a demo account to adjust the multipliers (atr_sl_mult, atr_tp_mult) based on the market (forex or crypto). Combine with Zones: If the ATR-based SL is too wide, use the nearest OB or FVG as a reference. Risk/Reward Ratio: Adjust the TP based on your tolerance (1:1, 1:2, 1:3)
Pine Script®指标
由neftali1327提供
1
Risk & Position DashboardRisk & Position Dashboard Overview The Risk & Position Dashboard is a comprehensive trading tool designed to help traders calculate optimal position sizes, manage risk, and visualize potential profit/loss scenarios before entering trades. This indicator provides real-time calculations for position sizing based on account size, risk percentage, and stop-loss levels, while displaying multiple take-profit targets with customizable risk-reward ratios. Key Features Position Sizing & Risk Management: Automatic position size calculation based on account size and risk percentage Support for leveraged trading with maximum leverage limits Fractional shares support for brokers that allow partial share trading Real-time fee calculation including entry, stop-loss, and take-profit fees Break-even price calculation including trading fees Multi-Target Profit Management: Support for up to 3 take-profit levels with individual portion allocations Customizable risk-reward ratios for each take-profit target Visual profit/loss zones displayed as colored boxes on the chart Individual profit calculations for each take-profit level Visual Dashboard: Clean, customizable table display showing all key metrics Configurable label positioning and styling options Real-time tracking of whether stop-loss or take-profit levels have been reached Color-coded visual zones for easy identification of risk and reward areas Advanced Configuration: Comprehensive input validation and error handling Support for different chart timeframes and symbols Customizable colors, fonts, and display options Hide/show individual data fields for personalized dashboard views How to Use Set Account Parameters: Configure your account size, maximum risk percentage per trade, and trading fees in the "Account Settings" section. Define Trade Setup: Use the "Entry" time picker to select your entry point on the chart, then input your entry price and stop-loss level. Configure Take Profits: Set your desired risk-reward ratios and portion allocations for each take-profit level. The script supports 1-3 take-profit targets. Analyze Results: The dashboard will automatically calculate and display position size, number of shares, potential profits/losses, fees, and break-even levels. Visual Confirmation: Colored boxes on the chart show profit zones (green) and loss zones (red), with lines extending to current price levels. Reset Entry and SL: You can easily reset the entry and stop-loss by clicking the "Reset points..." button from the script's "More" menu. This is useful if you want to quickly clear your current trade setup and start fresh without manually adjusting the points on the chart. Calculations The script performs sophisticated calculations including: Position size based on risk amount and price difference between entry and stop-loss Leverage requirements and position amount calculations Fee-adjusted risk-reward ratios for realistic profit expectations Break-even price including all trading costs Individual profit calculations for partial position closures Detailed Take-Profit Calculation Formula: The take-profit prices are calculated using the following mathematical formula: // Core variables: // risk_amount = account_size * (risk_percentage / 100) // total_risk_per_share = |entry_price - sl_price| + (entry_price * fee%) + (sl_price * fee%) // shares = risk_amount / total_risk_per_share // direction_factor = 1 for long positions, -1 for short positions // Take-profit calculation: net_win = total_risk_per_share * shares * RR_ratio tp_price = (net_win + (direction_factor * entry_price * shares) + (entry_price * fee% * shares)) / (direction_factor * shares - fee% * shares) Step-by-step example for a long position (based on screenshot): Account Size: 2,000 USDT, Risk: 2% = 40 USDT Entry: 102,062.9 USDT, Stop Loss: 102,178.4 USDT, Fee: 0.06% Risk per share: |102,062.9 - 102,178.4| + (102,062.9 × 0.0006) + (102,178.4 × 0.0006) = 115.5 + 61.24 + 61.31 = 238.05 USDT Shares: 40 ÷ 238.05 = 0.168 shares (rounded to 0.17 in display) Position Size: 0.17 × 102,062.9 = 17,350.69 USDT Position Amount (with 9x leverage): 17,350.69 ÷ 9 = 1,927.85 USDT For 2:1 RR: Net win = 238.05 × 0.17 × 2 = 80.94 USDT TP1 price = (80.94 + (1 × 102,062.9 × 0.17) + (102,062.9 × 0.0006 × 0.17)) ÷ (1 × 0.17 - 0.0006 × 0.17) = 101,464.7 USDT For 3:1 RR: TP2 price = 101,226.7 USDT (following same formula with RR=3) This ensures that after accounting for all fees, the actual risk-reward ratio matches the specified target ratio. Risk Management Features Maximum Trade Amount: Optional setting to limit position size regardless of account size Leverage Limits: Built-in maximum leverage protection Fee Integration: All calculations include realistic trading fees for accurate expectations Validation: Automatic checking that take-profit portions sum to 100% Historical Tracking: Visual indication when stop-loss or take-profit levels are reached (within last 5000 bars) Understanding Max Trade Amount - Multiple Simultaneous Trades: The "Max Trade Amount" feature is designed for traders who want to open multiple positions simultaneously while maintaining proper risk management. Here's how it works: Key Concept: - Risk percentage (2%) always applies to your full Account Size - Max Trade Amount limits the capital allocated per individual trade - This allows multiple trades with full risk on each trade Example from Screenshot: Account Size: 2,000 USDT Max Trade Amount: 500 USDT Risk per Trade: 2% × 2,000 = 40 USDT per trade Stop Loss Distance: 0.11% from entry Result: Position Size = 17,350.69 USDT with 35x leverage Total Risk (including fees): 40.46 USDT Multiple Trades Strategy: With this setup, you can open: Trade 1: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 2: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 3: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 4: 40 USDT risk, 495.73 USDT position amount (35x leverage) Total Portfolio Exposure: - 4 simultaneous trades = 4 × 495.73 = 1,982.92 USDT position amount - Total risk exposure = 4 × 40 = 160 USDT (8% of account)
Pine Script®指标
由HllN提供
PivotBoss VWAP Bands (Auto TF) - FixedWhat this indicator shows (high level) The indicator plots a VWAP line and three bands above (R1, R2, R3) and three bands below (S1, S2, S3). Band spacing is computed from STD(abs(VWAP − price), N) and multiplied by 1, 2 and 3 to form R1–R3 / S1–S3. The script is timeframe-aware: on 30m/1H charts it uses Weekly VWAP and weekly bands; on Daily charts it uses Monthly VWAP and monthly bands; otherwise it uses the session/chart VWAP. VWAP = the market’s volume-weighted average price (a measure of fair value). Bands = volatility-scaled zones around that fair value. Trading idea — concept summary VWAP = fair value. Price above VWAP implies bullish bias; below VWAP implies bearish bias. Bands = graded overbought/oversold zones. R1/S1 are near-term limits, R2/S2 are stronger, R3/S3 are extreme. Use trend alignment + price action + volume to choose higher-probability trades. VWAP bands give location and magnitude; confirmations reduce false signals. Entry rules (multiple strategies with examples) A. Momentum breakout (trend-following) — preferred on trending markets Setup: Price consolidates near or below R1 and then closes above R1 with above-average volume. Chart: 30m/1H (Weekly VWAP) or Daily (Monthly VWAP) depending on your timeframe. Entry: Enter long at the close of the breakout bar that closes above R1. Stop-loss: Place initial stop below the higher of (VWAP or recent swing low). Example: if price broke R1 at ₹1,200 and VWAP = ₹1,150, set stop at ₹1,145 (5 rupee buffer below VWAP) or below the last swing low if that is wider. Target: Partial target at R2, full target at R3. Trail stop to VWAP or to R1 after price reaches R2. Example numeric: Weekly VWAP = ₹1,150, R1 = ₹1,200, R2 = ₹1,260. Buy at ₹1,205 (close above R1), stop ₹1,145, target1 ₹1,260 (R2), target2 ₹1,320 (R3). B. Mean-reversion fade near bands — for range-bound markets Setup: Market is not trending (VWAP flatish). Price rallies up to R2 or R3 and shows rejection (pin bar, bearish engulfing) on increasing or neutral volume. Entry: Enter short after a confirmed rejection candle that fails to sustain above R2 or R3 (prefer confirmation: close back below R1 or below the rejection candle low). Stop-loss: Just above the recent high (e.g., 1–2 ATR or a fixed buffer above R2/R3). Target: First target VWAP, second target S1. Reduce size if taking R3 fade as it’s an extreme. Example numeric: VWAP = ₹950, R2 = ₹1,020. Price spikes to ₹1,025 and forms a bearish engulfing candle. Enter short at ₹1,015 after the next close below ₹1,020. Stop at ₹1,035, target VWAP ₹950. C. Pullback entries in trending markets — higher probability Setup: Price is above VWAP and trending higher (higher highs and higher lows). Price pulls back toward VWAP or S1 with decreasing downside volume and a reversal candle forms. Entry: Long when price forms a bullish reversal (hammer/inside-bar) with a close back above the pullback candle. Stop-loss: Below the pullback low (or below S2 if a larger stop is justified). Target: VWAP then R1; if momentum resumes, trail toward R2/R3. Example numeric: Price trending above Weekly VWAP at ₹1,400; pullback to S1 at ₹1,360. Enter long at ₹1,370 when a bullish candle closes; stop at ₹1,350; first target VWAP ₹1,400, second target R1 ₹1,450. Exit rules and money management Basic exit hierarchy Hard stop exit — when price hits initial stop-loss. Always use. Target exit — take partial profits at R1/R2 (for longs) or S1/S2 (for shorts). Use trailing stops for the remainder. VWAP invalidation — if you entered long above VWAP and price returns and closes significantly below VWAP, consider exiting (condition depends on timeframe and trade size). Price action exit — reversal patterns (strong opposite candle, bearish/bullish engulfing) near targets or beyond signals to exit. Trailing rules After price reaches R2, move stop to breakeven + a small buffer or to VWAP. After price reaches R3, trail by 1 ATR or lock a defined profit percentage. Position sizing & risk Risk per trade: commonly 0.5–2% of account equity. Determine position size by RiskAmount ÷ (EntryPrice − StopPrice). If the stop distance is large (e.g., trading R3 fades), reduce position size. Filters & confirmation (to reduce false signals) Volume filter: For breakouts, require volume above short-term average (e.g., >20-period average). Breakouts on low volume are suspect. Trend filter: Only take breakouts in the direction of the higher-timeframe trend (for example, use Daily/Weekly trend when trading 30m/1H). Candle confirmation: Prefer entries on close of the confirming candle (not intrabar noise). Multiple confirmations: When R1 break happens but RSI/plotted momentum indicator does not confirm, treat signal as lower probability. Special considerations for timeframe-aware logic On 30m/1H the script uses Weekly VWAP/bands. That means band levels change only on weekly candles — they are strong, structural levels. Treat R1/R2/R3 as significant and expect fewer, stronger signals. On Daily, the script uses Monthly VWAP/bands. These are wider; trades should allow larger stops and smaller position sizes (or be used for swing trades). On other intraday charts you get session VWAP (useful for intraday scalps). Example: If you trade 1H and the Weekly R1 is at ₹2,400 while session VWAP is ₹2,350, a close above Weekly R1 represents a weekly-level breakout — prefer that for swing entries rather than scalps. Example trade walkthrough (step-by-step) Context: 1H chart, auto-mapped → Weekly VWAP used. Weekly VWAP = ₹3,000; R1 = ₹3,080; R2 = ₹3,150. Price consolidates below R1. A large bullish candle closes at ₹3,085 with volume 40% above the 20-bar average. Entry: Buy at close ₹3,085. Stop: Place stop at ₹2,995 (just under Weekly VWAP). Risk = ₹90. Position size: If risking ₹900 per trade → size = 900 ÷ 90 = 10 units. Targets: Partial take-profit at R2 = ₹3,150; rest trailed with stop moved to breakeven after R2 is hit. If price reverses and closes below VWAP within two bars, exit immediately to limit drawdown. When to avoid trading these signals High-impact news (earnings, macro announcements) that can gap through bands unpredictably. Thin markets with low volume — VWAP loses significance when volumes are extremely low. When weekly/monthly bands are flat but intraday price is volatile without clear structure — prefer session VWAP on smaller timeframes. Alerts & automation suggestions Alert on close above R1 / below S1 (use the built-in alertcondition the script adds). For higher-confidence alerts, require volume filter in the alert condition. Automated order rules (if you automate): use limit entry at breakout close plus a small slippage buffer, immediate stop order, and OCO for TP and SL.
Pine Script®指标
由krkone提供
Katz Exploding PowerBand FilterUnderstanding the Katz Exploding PowerBand Filter (EPBF) v2.4 1. Indicator Overview The Katz Exploding PowerBand Filter (EPBF) is an advanced technical indicator designed to identify moments of expanding bullish or bearish momentum, often referred to as "power." It operates as a standalone oscillator in a separate pane below the main price chart. Its primary goal is to measure underlying market strength by calculating custom "Bull" and "Bear" power components. These components are then filtered through a versatile moving average and a dual signal line system to generate clear entry and exit signals. This indicator is not a simple momentum oscillator; it uses a unique calculation based on exponential envelopes of both price and squared price to derive its values. 2. On-Chart Lines and Components The indicator pane consists of five main lines: Bullish Component (Thick Green/Blue/Yellow/Gray Line): This is the core of the indicator. It represents the calculated bullish "power" or momentum in the market. Bright Green: Indicates a strong, active long signal condition. Blue: Shows the bull component is above the MA filter, but the filter itself is still pointing down—a potential sign of a reversal or weakening downtrend. Yellow: A warning sign that bullish power is weakening and has fallen below the primary signal lines. Gray: Represents neutral or insignificant bullish power. Bearish Component (Thick Red/Purple/Yellow/Gray Line): This line represents the calculated bearish "power" or downward momentum. Bright Red: Indicates a strong, active short signal condition. Purple: Shows the bear component is above the MA filter, but the filter itself is still pointing down—a sign of potential trend continuation. Yellow: A warning sign that bearish power is weakening. Gray: Represents neutral or insignificant bearish power. MA Filter (Purple Line): This is the main filter, calculated using the moving average type and length you select in the settings (e.g., HullMA, EMA). The Bull and Bear components are compared against this line to determine the underlying trend bias. Signal Line 1 (Orange Line): A fast Exponential Moving Average (EMA) of the stronger power component. It acts as the first level of dynamic support or resistance for the power lines. Signal Line 2 (Lime/Gray Line): A slower EMA that acts as a confirmation filter. Lime Green: The line turns lime when it is rising and the faster Signal Line 1 is above it, indicating a confirmed bullish trend in momentum. Gray: Indicates a neutral or bearish momentum trend. 3. On-Chart Symbols and Their Meanings Various characters are plotted at the bottom of the indicator pane to provide clear, actionable signals. L (Pre-Long Signal): The first sign of a potential long entry. It appears when the Bullish Component rises and crosses above both signal lines for the first time. S (Pre-Short Signal): The first sign of a potential short entry. It appears when the Bearish Component rises and crosses above both signal lines for the first time. ▲ (Post-Long Signal): A stronger confirmation for a long entry. It appears with the 'L' signal only if the momentum trend is also confirmed bullish (i.e., the slower Signal Line 2 is lime green). ▼ (Post-Short Signal): A stronger confirmation for a short entry. It appears with the 'S' signal only if the momentum trend is confirmed bullish. Exit / Take-Profit Symbols: These symbols appear when a power component crosses below a line, suggesting that momentum is fading and it may be time to take profit. ⚠️ (Exit Signal 1): The Bull/Bear component has crossed below the main MA Filter. This is the first and most sensitive take-profit signal. ☣️ (Exit Signal 2): The Bull/Bear component has crossed below the faster Signal Line 1. This is a moderate take-profit signal. 🚼 (Exit Signal 3): The Bull/Bear component has crossed below the slower Signal Line 2. This is the slowest take-profit signal, suggesting the trend is more definitively exhausted. 4. Trading Strategy and Rules Long Entry Rules: Initial Signal: Wait for an L to appear at the bottom of the indicator. This confirms that bullish power is expanding. Confirmation (Recommended): For a higher-probability trade, wait for a green ▲ symbol to appear. This confirms the underlying momentum trend aligns with the signal. Entry: Enter a long (buy) position on the opening of the next candle after the signal appears. Short Entry Rules: Initial Signal: Wait for an S to appear at the bottom of the indicator. This confirms that bearish power is expanding. Confirmation (Recommended): For a higher-probability trade, wait for a maroon ▼ symbol to appear. This confirms the underlying momentum trend aligns with the signal. Entry: Enter a short (sell) position on the opening of the next candle after the signal appears. Take Profit (TP) Rules: The indicator provides three levels of take-profit signals. You can choose to exit your entire position or scale out at each level. For a long trade, exit when you see ⚠️, ☣️, or 🚼 appear below the Bullish Component. For a short trade, exit when you see ⚠️, ☣️, or 🚼 appear below the Bearish Component. Stop Loss (SL) Rules: The indicator does not provide an explicit stop loss. You must use your own risk management rules. Common methods include: Swing High/Low: For a long position, place your stop loss below the most recent significant swing low on the price chart. For a short position, place it above the most recent swing high. ATR-Based: Use an Average True Range (ATR) indicator to set a volatility-based stop loss. Fixed Percentage: Risk a fixed percentage (e.g., 1-2%) of your account on the trade. 5. Disclaimer This indicator is a tool for technical analysis and should not be considered financial advice. All trading involves significant risk, and past performance is not indicative of future results. The signals generated by this indicator are probabilistic and can result in losing trades. Always use proper risk management, such as setting a stop loss, and never risk more than you are willing to lose. It is recommended to backtest this indicator and use it in conjunction with other forms of analysis before trading with real capital. The indicator should only be used for educational purposes.
Pine Script®指标
由KATZcrypto提供
EAOBS by MIGVersion 1 1. Strategy Overview Objective: Capitalize on breakout movements in Ethereum (ETH) price after the Asian open pre-market session (7:00 PM–7:59 PM EST) by identifying high and low prices during the session and trading breakouts above the high or below the low. Timeframe: Any (script is timeframe-agnostic, but align with session timing). Session: Pre-market session (7:00 PM–7:59 PM EST, adjustable for other time zones, e.g., 12:00 AM–12:59 AM GMT). Risk-Reward Ratios (R:R): Targets range from 1.2:1 to 5.2:1, with a fixed stop loss. Instrument: Ethereum (ETH/USD or ETH-based pairs). 2. Market Setup Session Monitoring: Monitor ETH price action during the pre-market session (7:00 PM–7:59 PM EST), which aligns with the Asian market open (e.g., 9:00 AM–9:59 AM JST). The script tracks the highest high and lowest low during this session. Breakout Triggers: Buy Signal: Price breaks above the session’s high after the session ends (7:59 PM EST). Sell Signal: Price breaks below the session’s low after the session ends. Visualization: The session is highlighted on the chart with a white background. Horizontal lines are drawn at the session’s high and low, extended for 30 bars, along with take-profit (TP) and stop-loss (SL) levels. 3. Entry Rules Long (Buy) Entry: Enter a long position when the price breaks above the session’s high price after 7:59 PM EST. Entry price: Just above the session high (e.g., add a small buffer, like 0.1–0.5%, to avoid false breakouts, depending on volatility). Short (Sell) Entry: Enter a short position when the price breaks below the session’s low price after 7:59 PM EST. Entry price: Just below the session low (e.g., subtract a small buffer, like 0.1–0.5%). Confirmation: Use a candlestick close above/below the breakout level to confirm the entry. Optionally, add volume confirmation or a momentum indicator (e.g., RSI or MACD) to filter out weak breakouts. Position Size: Calculate position size based on risk tolerance (e.g., 1–2% of account per trade). Risk is determined by the stop-loss distance (10 points, as defined in the script). 4. Exit Rules Take-Profit Levels (in points, based on script inputs):TP1: 12 points (1.2:1 R:R). TP2: 22 points (2.2:1 R:R). TP3: 32 points (3.2:1 R:R). TP4: 42 points (4.2:1 R:R). TP5: 52 points (5.2:1 R:R). Example for Long: If session high is 3000, TP levels are 3012, 3022, 3032, 3042, 3052. Example for Short: If session low is 2950, TP levels are 2938, 2928, 2918, 2908, 2898. Strategy: Scale out of the position (e.g., close 20% at TP1, 20% at TP2, etc.) or take full profit at a preferred TP level based on market conditions. Stop-Loss: Fixed at 10 points from the entry. Long SL: Session high - 10 points (e.g., entry at 3000, SL at 2990). Short SL: Session low + 10 points (e.g., entry at 2950, SL at 2960). Trailing Stop (Optional):After reaching TP2 or TP3, consider trailing the stop to lock in profits (e.g., trail by 10–15 points below the current price). 5. Risk Management per Trade: Limit risk to 1–2% of your trading account per trade. Calculate position size: Account Size × Risk % ÷ (Stop-Loss Distance × ETH Price per Point). Example: $10,000 account, 1% risk = $100. If SL = 10 points and 1 point = $1, position size = $100 ÷ 10 = 0.1 ETH. Daily Risk Limit: Cap daily losses at 3–5% of the account to avoid overtrading. Maximum Exposure: Avoid taking both long and short positions simultaneously unless using separate accounts or strategies. Volatility Consideration: Adjust position size during high-volatility periods (e.g., major news events like Ethereum upgrades or macroeconomic announcements). 6. Trade Management Monitoring :Watch for breakouts after 7:59 PM EST. Monitor price action near TP and SL levels using alerts or manual checks. Trade Duration: Breakout lines extend for 30 bars (script parameter). Close trades if no TP or SL is hit within this period, or reassess based on market conditions. Adjustments: If the market shows strong momentum, consider holding beyond TP5 with a trailing stop. If the breakout fails (e.g., price reverses before TP1), exit early to minimize losses. 7. Additional Considerations Market Conditions: The 7:00 PM–7:59 PM EST session aligns with the Asian market open (e.g., Tokyo Stock Exchange open at 9:00 AM JST), which may introduce higher volatility due to Asian trading activity. Avoid trading during low-liquidity periods or extreme volatility (e.g., major crypto news). Check for upcoming events (e.g., Ethereum network upgrades, ETF decisions) that could impact price. Backtesting: Test the strategy on historical ETH data using the session high/low breakouts for the 7:00 PM–7:59 PM EST window to validate performance. Adjust TP/SL levels based on backtest results if needed. Broker and Fees: Use a low-fee crypto exchange (e.g., Binance, Kraken, Coinbase Pro) to maximize R:R. Account for trading fees and slippage in your position sizing. Time zone Adjustment: Adjust session time input for your time zone (e.g., "0000-0059" for GMT). Ensure your trading platform’s clock aligns with the script’s time zone (default: America/New_York). 8. Example Trade Scenario: Session (7:00 PM–7:59 PM EST) records a high of 3050 and a low of 3000. Long Trade: Entry: Price breaks above 3050 (e.g., enter at 3051). TP Levels: 3063 (TP1), 3073 (TP2), 3083 (TP3), 3093 (TP4), 3103 (TP5). SL: 3040 (3050 - 10). Position Size: For a $10,000 account, 1% risk = $100. SL = 11 points ($11). Size = $100 ÷ 11 = ~0.09 ETH. Short Trade: Entry: Price breaks below 3000 (e.g., enter at 2999). TP Levels: 2987 (TP1), 2977 (TP2), 2967 (TP3), 2957 (TP4), 2947 (TP5). SL: 3010 (3000 + 10). Position Size: Same as above, ~0.09 ETH. Execution: Set alerts for breakouts, enter with limit orders, and monitor TPs/SL. 9. Tools and Setup Platform: Use TradingView to implement the Pine Script and visualize breakout levels. Alerts: Set price alerts for breakouts above the session high or below the session low after 7:59 PM EST. Set alerts for TP and SL levels. Chart Settings: Use a 1-minute or 5-minute chart for precise session tracking. Overlay the script to see high/low lines, TP levels, and SL levels. Optional Indicators: Add RSI (e.g., avoid overbought/oversold breakouts) or volume to confirm breakouts. 10. Risk Warnings Crypto Volatility: ETH is highly volatile; unexpected news can cause rapid price swings. False Breakouts: Breakouts may fail, especially in low-volume sessions. Use confirmation signals. Leverage: Avoid high leverage (e.g., >5x) to prevent liquidation during volatile moves. Session Accuracy: Ensure correct session timing for your time zone to avoid misaligned entries. 11. Performance Tracking Journaling :Record each trade’s entry, exit, R:R, and outcome. Note market conditions (e.g., trending, ranging, news-driven). Review: Weekly: Assess win rate, average R:R, and adherence to the plan. Monthly: Adjust TP/SL or session timing based on performance.
Pine Script®指标
由levijames7提供
ai quant oculusAI QUANT OCULUS Version 1.0 | Pine Script v6 Purpose & Innovation AI QUANT OCULUS integrates four distinct technical concepts—exponential trend filtering, adaptive smoothing, momentum oscillation, and Gaussian smoothing—into a single, cohesive system that delivers clear, objective buy and sell signals along with automatically plotted stop-loss and three profit-target levels. This mash-up goes beyond a simple EMA crossover or standalone TRIX oscillator by requiring confluence across trend, adaptive moving averages, momentum direction, and smoothed price action, reducing false triggers and focusing on high‐probability turning points. How It Works & Why Its Components Matter Trend Filter: EMA vs. Adaptive MA EMA (20) measures the prevailing trend with fixed sensitivity. Adaptive MA (also EMA-based, length 10) approximates a faster-responding moving average, standing in for a KAMA-style filter. Bullish bias requires AMA > EMA; bearish bias requires AMA < EMA. This ensures signals align with both the underlying trend and a more nimble view of recent price action. Momentum Confirmation: TRIX Calculates a triple-smoothed EMA of price over TRIX Length (15), then converts it to a percentage rate-of-change oscillator. Positive TRIX reinforces bullish entries; negative TRIX reinforces bearish entries. Using TRIX helps filter whipsaws by focusing on sustained momentum shifts. Gaussian Price Smoother Applies two back-to-back 5-period EMAs to the price (“gaussian” smoothing) to remove short-term noise. Price above the smoothed line confirms strength for longs; below confirms weakness for shorts. This layer avoids entries on erratic spikes. Confluence Signals Buy Signal (isBull) fires only when: AMA > EMA (trend alignment) TRIX > 0 (momentum support) Close > Gaussian (price strength) Sell Signal (isBear) fires under the inverse conditions. Requiring all three conditions simultaneously sharply reduces false triggers common to single-indicator systems. Automatic Risk & Reward Plotting On each new buy or sell signal (edge detection via not isBull or not isBear ), the script: Stores entryPrice at the signal bar’s close. Draws a stop-loss line at entry minus ATR(14) × Stop Multiplier (1.5) by default. Plots three profit-target lines at entry plus ATR × Target Multiplier (1×, 1.5×, and 2×). All previous labels and lines are deleted on each new signal, keeping the chart uncluttered and focusing only on the current trade. Inputs & Customization Input Description Default EMA Length Period for the main trend EMA 20 Adaptive MA Length Period for the faster adaptive EM A substitute 10 TRIX Length Period for the triple-smoothed momentum oscillator 15 Dominant Cycle Length (Reserved) 40 Stop Multiplier ATR multiple for stop-loss distance 1.5 Target Multiplier ATR multiple for first profit target 1.5 Show Buy/Sell Signals Toggle on-chart labels for entry signals On How to Use Apply to Chart: Best on 15 m–1 h timeframes for swing entries or 5 m for agile scalps. Wait for Full Confluence: Look for the AMA to cross above/below the EMA and verify TRIX and Gaussian conditions on the same bar. A bright “LONG” or “SHORT” label marks your entry. Manage the Trade: Place your stop where the red or green SL line appears. Scale or exit at the three yellow TP1/TP2/TP3 lines, automatically drawn by volatility. Repeat Cleanly: Each new signal clears prior annotations, ensuring you only track the active setup. Why This Script Stands Out Multi-Layer Confluence: Trend, momentum, and noise-reduction must all align, addressing the weaknesses of single-indicator strategies. Automated Trade Management: No manual plotting—stop and target lines appear seamlessly with each signal. Transparent & Customizable: All logic is open, adjustable, and clearly documented, allowing traders to tweak lengths and multipliers to suit different instruments. Disclaimer No indicator guarantees profit. Always backtest AI QUANT OCULUS extensively, combine its signals with your own analysis and risk controls, and practice sound money management before trading live.
Pine Script®指标
由OnlyOneOculus提供
Commodity Channel Index// BUY CONDITION buySignal = direction < 0 and ta.crossover(cci, -100) // ENTRY PRICE entryPrice = close // STOP LOSS AT SUPERTREND stopLoss = supertrend // RISK CALCULATION risk = entryPrice - stopLoss // TARGET 1:2 target = entryPrice + (risk * 2) // ALERT alertcondition(buySignal, title="BUY", message="Supertrend Green + CCI Cross Above -100 | RR 1:2") // OPTIONAL PLOTS plotshape(buySignal, title="BUY Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY") plot(stopLoss, title="Stop Loss", color=color.red) plot(target, title="Target 1:2", color=color.green)
Pine Script®指标
由mandhanerajat提供
Market Regime | NY Session Killzones Indicator [ApexLegion]Market Regime | NY Session Killzones Indicator Introduction and Theoretical Background The Market Regime | NY Session Killzones indicator is designed exclusively for New York market hours (07:00-16:00 ET). Unlike universal indicators that attempt to function across disparate global sessions, this tool employs session-specific calibration to target the distinct liquidity characteristics of the NY trading day: Pre-Market structural formation (08:00-09:30), the Morning breakout window (09:30-12:00), and the Afternoon Killzone (13:30-16:00)—periods when institutional order flow exhibits the highest concentration and most definable technical structure. By restricting its operational scope to these statistically significant time windows, the indicator focuses on signal relevance while filtering the noise inherent in lower-liquidity overnight or extended-hours trading environments. I. TECHNICAL RATIONALE: THE PRINCIPLE OF CONTEXTUAL FUSION 1. The Limitation of Acontextual Indicators Traditional technical indicators often fail because they treat every bar and every market session equally, applying static thresholds (e.g., RSI > 70) without regard for the underlying market structure or liquidity environment. However, institutional volume and market volatility are highly dependent on the time of day (session) and the prevailing long-term risk environment. This indicator was developed to address this "contextual deficit" by fusing three distinct yet interdependent analytical layers: • Time and Structure (Macro): Identifying high-probability trading windows (Killzones) and critical structural levels (Pre-Market Range, PDH/PDL). • Volatility and Scoring (Engine): Normalizing intraday momentum against annual volatility data to create an objective, statistically grounded AI Score. • Risk Management (Execution): Implementing dynamic, volatility-adjusted Stop Loss (SL) and Take Profit (TP) parameters based on the Average True Range (ATR). 2. The Mandate for 252-Day Normalization (Z-Score) What makes this tool unique is its 252-day Z-Score normalization engine that transforms raw momentum readings into statistically grounded probability scores, allowing the same indicator to deliver consistent, context-aware signals across any timeframe—from 1-minute scalping to 1-hour swing trades—without manual recalibration. THE PROBLEM OF SCALE INVARIANCE A high Relative Strength Index (RSI) reading on a 1-minute chart has a completely different market implication than a high RSI reading on a Daily chart. Simple percentage-based thresholds (like 70 or 30) do not provide true contextual significance. A sudden spike in momentum may look extreme on a 5-minute chart, but if it is statistically insignificant compared to the overall volatility of the last year, it may be a poor signal. THE SOLUTION: CROSS-TIMEFRAME Z-SCORE NORMALIZATION This indicator utilizes the Pine Script function request.security to reference the Daily timeframe for calculating the mean (μ) and standard deviation (σ) of a momentum oscillator (RSI) over the past 252 trading days (one year). The indicator then calculates the Z-Score (Z) for the current bar's raw momentum (x): Z = (x - μ) / σ Core Implementation: float raw_rsi = ta.rsi(close, 14) // x = request.security(syminfo.tickerid, "D", , // σ (252 days) lookahead=barmerge.lookahead_on) float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 // Z This score provides an objective measurement of current intraday momentum significance by evaluating its statistical extremity against the yearly baseline of daily momentum. This standardized approach provides the scoring engine with consistent, global contextual information, independent of the chart's current viewing timeframe. II. CORE COMPONENTS AND TECHNICAL ANALYSIS BREAKDOWN 1. TIME AND SESSION ANALYSIS (KILLZONES AND BIAS) The indicator visually segments the trading day based on New York (NY) trading sessions, aligning the analysis with periods of high institutional liquidity events. Pre-Market (PRE) • Function: Defines the range before the core market opens. This range establishes structural support and resistance levels (PMH/PML). • Technical Implementation: Uses a dedicated Session input (ny_pre_sess). The High and Low values (pm_h_val/pm_l_val) within this session are stored and plotted for structural reference. • Smart Extension Logic: PMH/PML lines are automatically extended until the next Pre-Market session begins, providing continuous support/resistance references overnight. NY Killzones (AM/PM) • Function: Highlights high-probability volatility windows where institutional liquidity is expected to be highest (e.g., NY open, lunch, NY close). • Technical Implementation: Separate session inputs (kz_ny_am, kz_ny_pm) are utilized to draw translucent background fills, providing a clear visual cue for timing. Market Regime Bias • Function: Determines the initial directional premise for the trading day. The bias is confirmed when the price breaks either the Pre-Market High (PMH) or the Pre-Market Low (PML). • Technical Implementation: Involves the comparison of the close price against the predefined structural levels (check_h for PMH, check_l for PML). The variable active_bias is set to Bullish or Bearish upon confirmed breakout. Trend Bar Coloring • Function: Applies a visual cue to the bars based on the established regime (Bullish=Cyan, Bearish=Red). This visual filter helps mitigate noise from counter-trend candles. • Technical Implementation: The Pine Script barcolor() function is tied directly to the value of the determined active_bias. 2. VOLATILITY NORMALIZED SCORING ENGINE The internal scoring mechanism accumulates points from multiple market factors to determine the strength and validity of a signal. The purpose is to apply a robust filtering mechanism before generating an entry. The score accumulation logic is based on the following factors: • Market Bias Alignment (+3 Points): Points are awarded for conformance with the determined active_bias (Bullish/Bearish). • VWAP Alignment (+2 Points): Assesses the position of the current price relative to the Volume-Weighted Average Price (VWAP). Alignment suggests conformity with the average institutional transaction price. • Volume Anomaly (+2 Points): Detects a price move accompanied by an abnormally high relative volume (odd_vol_spike). This suggests potential institutional participation or significant order flow. • VIX Integration (+2 Points): A score derived from the CBOE VIX index, assessing overall market stability and stress. Stable VIX levels add points, while high VIX levels (stress regimes) remove points or prevent signal generation entirely. • ML Probability Score (+3 Points): This is the core predictive engine. It utilizes a Log-Manhattan Distance Kernel to compare the current market state against historical volatility patterns. The script implements a Log-linear distance formula (log(1 + |Δ|) ). This approach mathematically dampens the impact of extreme volatility spikes (outliers), ensuring that the similarity score reflects true structural alignment rather than transient market noise. Core Technical Logic (Z-Score Normalization) float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 • Technical Purpose: This line calculates the Z-Score (cur_rsi_norm) of the current momentum oscillator reading (raw_rsi) by normalizing it against the mean (d_rsi_mean) and standard deviation (d_rsi_std) derived from 252 days of Daily momentum data. If the standard deviation is zero (market is perfectly flat), it safely returns 0.0 to prevent division by zero runtime errors. This allows the AI's probability score to be based on the current signal's significance within the context of the entire trading year. 3. EXECUTION AND RISK MANAGEMENT (ATR MODEL) The indicator utilizes the Average True Range (ATR) volatility model. This helps risk management scale dynamically with market volatility by allowing users to define TP/SL distances independently based on the current ATR. Stop Loss Multiplier (sl_mult) • Function: Sets the Stop Loss (SL) distance as a configurable multiple of the current ATR (e.g., 1.5 × ATR). • Technical Logic: The price level is calculated as: last_sl_price := close - (atr_val * sl_mult). The mathematical sign is reversed for short trades. Take Profit Multiplier (tp_mult) • Function: Sets the Take Profit (TP) distance as a configurable multiple of the current ATR (e.g., 3.0 × ATR). • Technical Logic: The price level is calculated as: last_tp_price := close + (atr_val * tp_mult). The mathematical sign is reversed for short trades. Structural SL Option • Function: Provides an override to the ATR-based SL calculation. When enabled, it forces the Stop Loss to the Pre-Market High/Low (PMH/PML) level, aligning the stop with a key institutional structural boundary. • Technical Logic: The indicator checks the use_struct_sl input. If true, the calculated last_sl_price is overridden with either pm_h_val or pm_l_val, dependent on the specific trade direction. Trend Continuation Logic • Function: Enables signal generation in established, strong trends (typically in the Afternoon session) based on follow-through momentum (a new high/low of the previous bar) combined with a high Signal Score, rather than exclusively relying on the initial PMH/PML breakout. • Technical Logic: For a long signal, the is_cont_long logic specifically requires checks like active_bias == s_bull AND close > high , confirming follow-through momentum within the established regime. Smart Snapping & Cleanup (16:00 Market Close) • Function: To maintain chart cleanliness, all trade boxes (TP/SL), AI Prediction zones, Killzone overlays (NY AM/PM), and Liquidity lines (PDH/PDL) are automatically "snapped" and cut off precisely at 16:00 NY Time (Market Close). • Technical Logic: When is_market_close condition is met (hour == 16 and minute == 0), the script executes cleanup logic that: ◦ Closes active trades and evaluates final P&L ◦ Snaps all TP/SL box widths to current bar ◦ Truncates AI Prediction ghost boxes at market close ◦ Cuts off NY AM/PM Killzone background fills ◦ Terminates PDH/PDL line extensions ◦ Prevents visual clutter from extending into post-market sessions 4. LIQUIDITY AND STRUCTURAL ANALYSIS The indicator plots key structural levels that serve as high-probability magnet zones or areas of potential liquidity absorption. • Pre-Market High/Low (PMH/PML): These are the high and low established during the configured pre-market session (ny_pre_sess). They define the primary structural breakout level for the day, often serving as the initial market inflection point or the key entry level for the morning session. • PDH (Previous Day High): The high of the calendar day immediately preceding the current bar. This represents a key Liquidity Pool; large orders are often placed above this level, making it a frequent target for stop hunts or liquidity absorption by market makers. • PDL (Previous Day Low): The low of the calendar day immediately preceding the current bar. This also represents a key Liquidity Pool and a high-probability reversal or accumulation point, particularly during the Killzones. FIFO Array Management The indicator uses FIFO (First-In-First-Out) array structures to manage liquidity lines and labels, automatically deleting the oldest objects when the count exceeds 500 to comply with drawing object limits. 5. AI PREDICTION BOX (PREDICTIVE MODEL) Function: Analyzes AI scores and volatility to project predicted killzone ranges and duration with asymmetric directional bias. A. DIRECTIONAL BIAS (ASYMMETRIC EXPANSION) The prediction model calculates directional probability using the ML kernel's 252-day Normalized RSI (Z-Score) and Relative Volume (RVOL). The prediction box dynamically adjusts its range based on this probability to provide immediate visual feedback on high-probability direction. Bullish Scenario (ml_prob > 1.0): • Upper Range: Expands significantly (1.5x multiplier) to show the aggressive upside target • Lower Range: Tightens (0.5x multiplier) to show the invalidation level • Visual Intent: The box is visibly skewed upward, immediately communicating bullish bias without requiring numerical analysis. Bearish Scenario (ml_prob < -1.0): • Upper Range: Tightens (0.5x multiplier) to show the invalidation level • Lower Range: Expands significantly (1.5x multiplier) to show the aggressive downside target • Visual Intent: The box is visibly skewed downward, immediately communicating bearish bias. Neutral Scenario (-1.0 < ml_prob < 1.0): Both ranges use balanced multipliers, creating a symmetrical box that indicates uncertainty. B. DYNAMIC VOLATILITY BOOSTER (SESSION-BASED ADAPTATION) The prediction box adjusts its volatility multiplier based on the current session and market conditions to account for intraday volatility patterns. AM Session (Morning: 07:00-12:00): • Base Multiplier: 1.0x (Neutral Base) • Logic: Morning sessions often contain false breakouts and noise. The base multiplier starts neutral to avoid over-projecting during consolidation. • Trend Booster: Multiplier jumps to 1.5x when: Price > London Session Open AND AI is Bullish (ml_prob > 0), OR Price < London Session Open AND AI is Bearish (ml_prob < 0) • Logic: When the London trend (typically 03:00-08:00 NY time) aligns with the AI model's directional conviction, the indicator aggressively targets higher volatility expansion. This filters for "institutional follow-through" rather than random morning chop. PM Session (Afternoon: 13:00-16:00): • Fixed Multiplier: 1.8x • Logic: The PM session, particularly the 13:30-16:00 ICT Silver Bullet window, often contains the "True Move" of the day. A higher baseline multiplier is applied to emphasize this session's significance over morning noise. Safety Floor: A minimum range of 0.2% of the current price is enforced regardless of volatility conditions. • Purpose: Maintains the prediction box visibility during extreme low-volatility consolidation periods where ATR might collapse to near-zero values. Volatility Clamp Protection: Maximum volatility is capped at three times the current ATR value. During flash crashes, circuit breaker halts, or large overnight gaps, raw volatility calculations can spike to extreme levels. This clamp prevents prediction boxes from expanding to unrealistic widths. Technical Implementation: f_get_ai_multipliers(float _prob) => float _abs_prob = math.abs(_prob) float _range_mult = 1.0 float _dur_mult = 1.0 if _abs_prob > 30 _range_mult := 1.8 else if _abs_prob > 10 _range_mult := 1.2 else _range_mult := 0.7 C. PRACTICAL INTERPRETATION • Wide Upper Range + Tight Lower Range: Strong bullish conviction. The model expects significant upside with limited downside risk. • Tight Upper Range + Wide Lower Range: Strong bearish conviction. The model expects significant downside with limited upside. • Symmetrical Range: Neutral/uncertain market. Wait for directional confirmation before entry. • Large Box (Extended Duration): High-confidence prediction expecting sustained movement. • Small Box (Short Duration): Low-confidence or choppy conditions. Expect quick resolution. III. PRACTICAL USAGE GUIDE: METHODOLOGY AND EXECUTION A. ESTABLISHING TRADING CONTEXT (THE THREE CHECKS) The primary goal of the dashboard is to filter out low-probability trade setups before they occur. • Timeframe Selection: Although the core AI is normalized to the Daily context, the indicator performs optimally on intraday timeframes (e.g., 5m, 15m) where session-based volatility is most pronounced. • PHASE Check (Timing): Always confirm the current phase. The highest probability signals typically occur within the visually highlighted NY AM/PM Killzones because this is when institutional liquidity and volume are at their peak. Signals outside these zones should be treated with skepticism. • MARKET REGIME Check (Bias): Ensure the signal (BUY/SELL arrow) aligns with the established MARKET REGIME bias (BULLISH/BEARISH). Counter-bias signals are technically allowed if the score is high, but they represent a higher risk trade. • VIX REGIME Check (Risk): Review the VIX REGIME for overall market stress. Periods marked DANGER (high VIX) indicate elevated volatility and market uncertainty. During DANGER regimes, reducing position size or choosing a wider SL Multiplier is advisable. B. DASHBOARD INTERPRETATION (THE REAL-TIME STATUS DISPLAY) The indicator features a non-intrusive dashboard that provides real-time, context-aware information based on the core analytical engines. PHASE: (PRE-MARKET, NY-AM, LUNCH, NY-PM) • Meaning: Indicates the current institutional session time. This is derived from the customizable session inputs. • Interpretation: Signals generated during NY-AM or NY-PM (Killzones) are generally considered higher-probability due to increased institutional participation and liquidity. MARKET REGIME: (BULLISH, BEARISH, NEUTRAL) • Meaning: The established directional bias for the trading day, confirmed by the price breaking above the Pre-Market High (PMH) or below the Pre-Market Low (PML). • Interpretation: Trading with the established regime (e.g., taking a BUY signal when the regime is BULLISH) is the primary method. NEUTRAL indicates that the PMH/PML boundary has not yet been broken, suggesting market ambiguity. VIX REGIME: (STABLE, DANGER) • Meaning: A measure of overall market stress and stability, based on the CBOE VIX index integration. The thresholds (20.0 and 35.0 default) are customizable by the user. • Interpretation: STABLE indicates stable volatility, favoring momentum trades. DANGER (VIX > 35.0) indicates extreme stress; signals generated in this environment require caution and often necessitate smaller position sizing. SIGNAL SCORE: (0 to 10+ Points) • Meaning: The accumulated score derived from the VOLATILITY NORMALIZED AI SCORING ENGINE, factoring in bias, VWAP alignment, volume, and the Z-Score probability. • Interpretation: The indicator generates a signal when this score meets or exceeds the Minimum Entry Score (default 3). A higher score (e.g., 7+) indicates greater statistical confluence and a stronger potential entry. AI PROBABILITY: (Bull/Bear %) • Meaning: Directional probability derived from the ML kernel, expressed as a percentage with Bull/Bear label. • Interpretation: Higher absolute values (>20%) indicate stronger directional conviction from the ML model. LIVE METRICS SECTION: • STATUS: Shows current trade state (LONG, SHORT, or INACTIVE) • ENTRY: Displays the entry price for active trades • TARGET: Shows the calculated Take Profit level • ROI | KILL ZONE: ◦ For Active Trades: Displays real-time P&L percentage during NY session hours. ◦ At Market Close (16:00 NY): Since this is a NY session-specific indicator, any active position is automatically evaluated and closed at 16:00. The final result (VALIDATED or INVALIDATED) is determined based on whether the trade reached profit or loss at market close. ◦ Result Persistence: The killzone result (VALIDATED/INVALIDATED) remains displayed on the dashboard until the next NY AM KILLZONE session begins, providing a clear performance reference for the previous trading day. Note: If a trade is still trending at 16:00, it will be force-closed and evaluated at that moment, as the indicator operates strictly within NY trading hours. C. SIGNAL GENERATION AND ENTRY LOGIC The indicator generates signals based on two distinct technical setups, both of which require the accumulated SIGNAL SCORE to be above the configured Minimum Entry Score. Breakout Entry • Trigger Condition: Price closes beyond the Pre-Market High (PMH) or Low (PML). • Rationale: This setup targets the initial directional movement for the day. A breakout confirms the institutional bias by decisively breaking the first major structural boundary, making the signal high-probability. Continuation Entry • Trigger Condition: The market is already in an established regime (e.g., BULLISH), and the price closes above the high (or below the low) of the previous bar, while the SIGNAL SCORE remains high. Requires the Allow Trend Continuation parameter to be active. • Rationale: This setup targets follow-through trades, typically in the afternoon session, capturing momentum after the morning's direction has been confirmed. This filters for sustainability in the established trend. Execution: Execute the trade immediately upon the close of the bar that prints the BUY or SELL signal arrow. D. MANAGING RISK AND EXITS 1. RISK PARAMETER SELECTION The indicator immediately draws the dynamic TP/SL zones upon entry. • Volatility-Based (Recommended Default): By setting the SL Multiplier (e.g., 1.5) and the TP Multiplier (e.g., 3.0), the indicator enforces a constant, dynamically sized risk-to-reward ratio (e.g., 1:2 in this example). This helps that risk management scales proportionally with the current market volatility (ATR). • Structural Override: Selecting the Use Structural SL parameter fixes the stop-loss not to the ATR calculation, but to the more significant structural level of the PMH or PML. This is utilized by traders who favor institutional entry rules where the stop is placed behind the liquidity boundary. 2. EXIT METHODS • Hard Exit: Price hits the visual TP or SL box boundary. • Soft Exit (Momentum Decay Filter): If the trade is active and the SIGNAL SCORE drops below the Exit Score Threshold (default 3), it indicates that the momentum supporting the trade has significantly collapsed. This serves as a momentum decay filter, prompting the user to consider a manual early exit even if the SL/TP levels have not been hit, thereby preserving capital during low-momentum consolidation. • Market Close Auto-Exit: At 16:00 NY time, any active trade is automatically closed and classified as VALIDATED (profit) or INVALIDATED (loss) based on current price vs. entry price. IV. PARAMETER REFERENCE AND CONFIGURATION A. GLOBAL SETTINGS • Language (String, Default: English): Selects the language for the dashboard and notification text. Options: English, Korean, Chinese, Spanish, Portuguese, Russian, Ukrainian, Vietnamese. B. SESSION TIMES (3 BOX SYSTEM) • PRE-MARKET (Session, Default: 0800-0930): Defines the session range used for Pre-Market High/Low (PMH/PML) structural calculation. • REGULAR (Morning) (Session, Default: 0930-1200): Defines the core Morning trading session. • AFTERNOON (PM) (Session, Default: 1300-1600): Defines the main Afternoon trading session. • Timezone (String, Default: America/New_York): Sets the timezone for all session and time-based calculations. C. NY KILLZONES (OVERLAYS) • Show NY Killzones (Bool, Default: True): Toggles the translucent background fills that highlight high-probability trading times (Killzones). • NY AM Killzone (Session, Default: 0700-1000): Defines the specific time window for the first key liquidity surge (Open overlap). • NY PM Killzone (Session, Default: 1330-1600): Defines the afternoon liquidity window, aligned with the ICT Silver Bullet and PM Trend entry timing. • Allow Entry in Killzones (Bool, Default: True): Enables or disables signal generation specifically during the defined Killzone hours. • Activate AI Prediction Box (Bool, Default: True): Toggles the drawing of the predicted target range boxes on the chart. D. CORE SCORING ENGINE • Minimum Entry Score (Int, Default: 3): The lowest accumulated score required for a Buy/Sell signal to be generated and plotted. • Allow Trend Continuation (Bool, Default: True): Enables the secondary entry logic that fires signals based on momentum in an established trend. • Force Ignore Volume (Bool, Default: False): Overrides the volume checks in the scoring engine. Useful for markets where volume data is unreliable or nonexistent. • Force Show Signals (Ignore Score) (Bool, Default: False): Debug mode that displays all signals regardless of score threshold. • Integrate CBOE:VIX (Bool, Default: True): Enables the connection to the VIX index for market stress assessment. • Stable VIX (<) (Float, Default: 20.0): VIX level below which market stress is considered low (increases score). • Stress VIX (>) (Float, Default: 35.0): VIX level above which market stress is considered high (decreases score/flags DANGER). • Use ML Probability (Bool, Default: True): Activates the volatility-normalized AI Z-Score kernel. Disabling this removes the cross-timeframe normalization filter. • Max Learning History (Int, Default: 2000): Maximum number of bars stored in the ML training arrays. • Normalization Lookback (252 Days) (Int, Default: 252): The number of DAILY bars used to calculate the Z-Score mean and standard deviation (representing approximately 1 year of data). E. RISK MANAGEMENT (ATR MODEL) • Use Structural SL (Bool, Default: False): Overrides the ATR-based Stop Loss distance to use the Pre-Market High/Low as the fixed stop level. • Stop Loss Multiplier (x ATR) (Float, Default: 1.5): Defines the Stop Loss distance in multiples of the current Average True Range (ATR). • Take Profit Multiplier (x ATR) (Float, Default: 3.0): Defines the Take Profit distance in multiples of the current Average True Range (ATR). • Exit Score Threshold (<) (Int, Default: 3): The minimum score below which an active trade is flagged for a Soft Exit due to momentum collapse. F. VISUAL SETTINGS • Show Dashboard (Bool, Default: True): Toggles the real-time data panel. • Show NY Killzones (Bool, Default: True): Toggles killzone background fills. • Show TP/SL Zones (Bool, Default: True): Toggles the drawing of Take Profit and Stop Loss boxes. • Show Pre-Market Extensions (Bool, Default: True): Extends PM High/Low lines across the entire chart for support/resistance reference. • Activate AI Prediction Box (Bool, Default: True): Enable or disable the predictive range projection. • Light Mode Optimization (Bool, Default: True): Toggles dashboard and plot colors for optimal visibility on white (light) chart backgrounds. • Enforce Trend Coloring (Bool, Default: True): Forces candle colors based on Market Regime (Bullish=Cyan, Bearish=Pink) to emphasize trend direction. • Label Size (String, Default: Normal): Options: Tiny, Small, Normal. G. LIQUIDITY POOLS (PDH/PDL) • Show Liquidity Lines (Bool, Default: True): Toggles the display of the Previous Day High (PDH) and Low (PDL) lines. • Liquidity High Color (Color, Default: Green): Color setting for the PDH line. • Liquidity Low Color (Color, Default: Red): Color setting for the PDL line. 🔔 ALERT CONFIGURATION GUIDE The indicator is equipped with specific alert conditions. How to Set Up an Alert: Click the "Alert" (Clock icon) in the top TradingView toolbar. Select "Market Regime NY Session " from the Condition dropdown menu. Choose one of the specific trigger conditions below depending on your strategy: 🚀 Available Alert Conditions 1. BUY (Long Entry) Trigger: Fires immediately when a confirmed Bullish Setup is detected. Conditions: Market Bias is Bullish (or valid Continuation) + Signal Score ≥ Minimum Entry Score. Usage: Use this alert to open new Long positions or close existing Short positions. 2. SELL (Short Entry) Trigger: Fires immediately when a confirmed Bearish Setup is detected. Conditions: Market Bias is Bearish (or valid Continuation) + Signal Score ≥ Minimum Entry Score. Usage: Use this alert to open new Short positions or close existing Long positions. V. IMPORTANT TECHNICAL LIMITATIONS ⚠️ Intraday Only (Timeframe Compatibility) This indicator is strictly designed for Intraday Timeframes (1m to 4h). Daily/Weekly Charts: The session logic (e.g., "09:30-16:00") cannot function on Daily bars because a single bar encompasses the entire session. Session boxes, TP/SL zones, and AI prediction boxes will NOT draw on the Daily timeframe. Only the PDH/PDL liquidity lines remain visible on Daily charts. This is expected behavior, not a limitation. Maximum Supported Timeframe: All visual components (session boxes, killzone overlays, TP/SL zones, AI prediction boxes) are displayed up to the 4-hour timeframe. Above this timeframe, only PDH/PDL lines and the dashboard remain functional. ⚠️ Drawing Object Limit (Max 500) A single script can display a maximum of 500 drawing objects (boxes/lines) simultaneously. On lower timeframes (e.g., 1-minute), where many signals and session boxes are generated, older history (typically beyond 10-14 days) will automatically disappear to make room for new real-time data. For deeper historical backtesting visualization, switch to higher timeframes (e.g., 15m, 1h). The indicator implements FIFO array management to comply with this limit while maintaining the most recent and relevant visual data. VI. PRACTICAL TRADING TIPS AND BEST PRACTICES • Killzone Confirmation: The highest statistical validity is observed when a high-score signal occurs directly within a visible NY AM/PM Killzone. Use the Killzones as a strict time filter. • Liquidity Awareness (PDH/PDL): Treat the Previous Day High (PDH) and Low (PDL) lines as magnets. If your dynamic Take Profit (TP) is placed just above PDH, consider adjusting your target slightly below PDH or utilizing the Soft Exit, as liquidity absorption at these levels often results in sudden, sharp reversals that stop out a trade just before the target is reached. • VIX as a Position Sizer: During DANGER VIX regimes, the resulting high volatility means the ATR value will be large. It is prudent to either reduce the SL Multiplier or, more commonly, reduce the overall position size to maintain a constant currency risk exposure per trade. • Continuation Filter Timing: Trend Continuation signals are most effective during the Afternoon (PM) session when the morning's directional breakout has had time to establish a strong, clear, and sustainable trend. Avoid using them in the initial AM session when the direction is still being contested. • 16:00 Market Close Rule: All trades, boxes, and lines are automatically cleaned up at 16:00 NY time. This prevents overnight chart clutter and maintains visual clarity. VII. DISCLAIMER & RISK WARNINGS • Educational Purpose Only This indicator, including all associated code, documentation, and visual outputs, is provided strictly for educational and informational purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. • No Guarantee of Performance Past performance is not indicative of future results. All metrics displayed on the dashboard (including "ROI" and trade results) are theoretical calculations based on historical data. These figures do not account for real-world trading factors such as slippage, liquidity gaps, spread costs, or broker commissions. • High-Risk Warning Trading cryptocurrencies, futures, and leveraged financial products involves a substantial risk of loss. The use of leverage can amplify both gains and losses. Users acknowledge that they are solely responsible for their trading decisions and should conduct independent due diligence before executing any trades. • Software Limitations The software is provided "as is" without warranty. Users should be aware that market data feeds on analysis platforms may experience latency or outages, which can affect signal generation accuracy.
Pine Script®指标
由ApexLegion提供
Contrarian Period High & LowContrarian Period High & Low This indicator pairs nicely with the Contrarian 100 MA and can be located here: Overview The "Contrarian Period High & Low" indicator is a powerful technical analysis tool designed for traders seeking to identify key support and resistance levels and capitalize on contrarian trading opportunities. By tracking the highest highs and lowest lows over user-defined periods (Daily, Weekly, or Monthly), this indicator plots historical levels and generates buy and sell signals when price breaks these levels in a contrarian manner. A unique blue dot counter and action table enhance decision-making, making it ideal for swing traders, trend followers, and those trading forex, stocks, or cryptocurrencies. Optimized for daily charts, it can be adapted to other timeframes with proper testing. How It Works The indicator identifies the highest high and lowest low within a specified period (e.g., daily, weekly, or monthly) and draws horizontal lines for the previous period’s extremes on the chart. These levels act as dynamic support and resistance zones. Contrarian signals are generated when the price crosses below the previous period’s low (buy signal) or above the previous period’s high (sell signal), indicating potential reversals. A blue dot counter tracks consecutive buy signals, and a table displays the count and recommended action, helping traders decide whether to hold or flip positions. Key Components Period High/Low Levels: Tracks the highest high and lowest low for each period, plotting red lines for highs and green lines for lows from the bar where they occurred, extending for a user-defined length (default: 200 bars). Contrarian Signals: Generates buy signals (blue circles) when price crosses below the previous period’s low and sell signals (white circles) when price crosses above the previous period’s high, designed to capture potential reversals. Blue Dot Tracker: Counts consecutive buy signals (“blue dots”). If three or more occur, it suggests a stronger trend, with the table recommending whether to “Hold Investment” or “Flip Investment.” Action Table: A 2x2 table in the bottom-right corner displays the blue dot count and action (“Hold Investment” if count ≥ 4, else “Flip Investment”) for quick reference. Mathematical Concepts Period Detection: Uses an approximate bar count to define periods (1 bar for Daily, 5 bars for Weekly, 20 bars for Monthly on a daily chart). When a new period starts, the previous period’s high/low is finalized and plotted. High/Low Tracking: Highest high (periodHigh) and lowest low (periodLow) are updated within the period. Lines are drawn at these levels when the period ends, starting from the bar where the extreme occurred (periodHighBar, periodLowBar). Signal Logic: Buy signal: ta.crossunder(close , prevPeriodLow) and not lowBroken and barstate.isconfirmed Sell signal: ta.crossover(close , prevPeriodHigh) and not highBroken and barstate.isconfirmed Flags (highBroken, lowBroken) prevent multiple signals for the same level within a period. Blue Dot Counter: Increments on each buy signal, resets on a sell signal or if price exceeds the entry price after three or more buy signals. Entry and Exit Rules Buy Signal (Blue Circle): Triggered when the price crosses below the previous period’s low, suggesting a potential oversold condition and buying opportunity. The signal appears as a blue circle below the price bar. Sell Signal (White Circle): Triggered when the price crosses above the previous period’s high, indicating a potential overbought condition and selling opportunity. The signal appears as a white circle above the price bar. Blue Dot Tracker: Increments blueDotCount on each buy signal and sets an entryPrice on the first buy. Resets on a sell signal or if price exceeds entryPrice after three or more buy signals. If blueDotCount >= 3, the table suggests holding; if >= 4, it reinforces “Hold Investment.” Exit Rules: Exit a buy position on a sell signal or when price exceeds the entry price after three or more buy signals. Combine with other tools (e.g., trendlines, support/resistance) for additional confirmation. Always apply proper risk management. Recommended Usage The "Contrarian Period High & Low" indicator is optimized for daily charts but can be adapted to other timeframes (e.g., 1H, 4H) with adjustments to the period bar count. It excels in markets with clear support/resistance levels and potential reversal zones. Traders should: Backtest the indicator on their chosen asset and timeframe to validate signal reliability. Combine with other technical tools (e.g., moving averages, Fibonacci levels) for stronger trade confirmation. Adjust barsPerPeriod (e.g., ~120 bars for Weekly on hourly charts) based on the chart timeframe and market volatility. Monitor the action table to guide position management based on blue dot counts. Customization Options Period Type: Choose between Daily, Weekly, or Monthly periods (default: Monthly). Line Length: Set the length of high/low lines in bars (default: 200). Show Highs/Lows: Toggle visibility of period high (red) and low (green) lines. Max Lines to Keep: Limit the number of historical lines displayed (default: 10). Hide Signals: Toggle buy/sell signal visibility for a cleaner chart. Table Display: A fixed table in the bottom-right corner shows the blue dot count and action, with yellow (Hold) or green (Flip) backgrounds based on the count. Why Use This Indicator? The "Contrarian Period High & Low" indicator offers a unique blend of support/resistance visualization and contrarian signal generation, making it a versatile tool for identifying potential reversals. Its clear visual cues (lines and signals), blue dot tracker, and actionable table provide traders with an intuitive way to monitor market structure and manage trades. Whether you’re a beginner or an experienced trader, this indicator enhances your ability to spot key levels and time entries/exits effectively. Tips for Users Test the indicator thoroughly on your chosen market and timeframe to optimize settings (e.g., adjust barsPerPeriod for non-daily charts). Use in conjunction with price action or other indicators for stronger trade setups. Monitor the action table to decide whether to hold or flip positions based on blue dot counts. Ensure your chart timeframe aligns with the selected period type (e.g., daily chart for Monthly periods). Apply strict risk management to protect against false breakouts. Happy trading with the Contrarian Period High & Low indicator! Share your feedback and strategies in the TradingView community!
Pine Script®指标
由chuckaschultz提供
Daily Manipulation and Distribution Levels with Buy/Sell SignalsIndicator Summary: This indicator is designed for intraday traders, highlighting key price levels and providing simple buy/sell signals based on price manipulation and distribution concepts. Key Features: Core Levels: Manipulation Plus/Minus: Derived from the daily open and a portion of the daily range (e.g., 25%). Distribution Levels: Daily high and low serve as ultimate targets or resistance/support levels. Buy and Sell Signals: Buy Signal: Triggered when the price crosses above the Manipulation Plus level. A green "BUY" label marks the entry. Sell Signal: Triggered when the price crosses below the Manipulation Minus level. A red "SELL" label marks the entry. Clean Chart Design: Hides unnecessary clutter, showing only relevant key levels and labeled signals for clarity. How to Use: Entry Points: Buy Entry: When a green "BUY" label appears after the price breaks above the Manipulation Plus level. Sell Entry: When a red "SELL" label appears after the price breaks below the Manipulation Minus level. Exit Strategy: Take Profit: Use the Distribution Levels (daily high/low) as take-profit zones. Stop Loss: Set just above/below the Manipulation Levels to manage risk effectively. One to Two Trades per Session: Focus on high-probability moves to ensure clarity and reduce overtrading. Who It’s For: This indicator is ideal for traders seeking a structured and visual approach to intraday trading, with clear entry/exit criteria based on price manipulation and distribution theory. It simplifies decision-making and ensures clean chart setups without overwhelming visuals.
Pine Script®指标
由alixx220提供
1
Position Size CalculatorThe provided Pine Script is a custom indicator titled "Position Size Calculator" designed to assist traders in calculating the appropriate size of a trading position based on predefined risk parameters. This script is intended to be overlaid on a trading chart, as indicated by `overlay=true`, allowing traders to visualize and adjust their risk and position size directly within the context of their trading strategy. What It Does: The core functionality of this script revolves around calculating the position size a trader should take based on three input parameters: **Risk in USD (`Risk`)**: This represents the amount of money the trader is willing to risk on a single trade. **Entry Price (`EntryPrice`)**: The price at which the trader plans to enter the market. **Stop Loss (`StopLoss`)**: The price at which the trader plans to exit the market should the trade move against them, effectively limiting their loss. The script calculates the position size using a function named `calculatePositionSize`, which performs the following steps: It first calculates the `expectedLoss` by taking 90% (`0.9`) of the input risk. This implies that the script factors in a safety margin, assuming traders are willing to risk up to 90% of their stated risk amount per trade. It then calculates the position size based on the distance between the Entry Price and the Stop Loss. This calculation adjusts based on whether the Entry Price is higher or lower than the Stop Loss, ensuring that the position size fits the risk profile regardless of trade direction. The function returns several values: `risk`, `entryPrice`, `stopLoss`, `expectedLoss`, and `size`, which are then plotted on the chart. How It Does It: **Expected Loss Calculation**: By reducing the risk by 10% before calculating position size, the script provides a buffer to account for slippage or to ensure the trader does not fully utilize their risk budget on a single trade. **Position Size Calculation**: The script calculates position size by dividing the adjusted risk (`expectedLoss`) by the price difference between the Entry Price and Stop Loss. This gives a quantitative measure of how many units of the asset can be bought or sold while staying within the risk parameters. What Traders Can Use It For: Traders can use this Position Size Calculator for several purposes: - **Risk Management**: By determining the appropriate position size, traders can ensure that they do not overexpose themselves to market risk on a single trade. - **Trade Planning**: Before entering a trade, the script allows traders to visualize their risk, entry, and exit points, helping them to make more informed decisions. - **Consistency**: Using a standardized method for calculating position size helps traders maintain consistency in their trading approach, a key aspect of successful trading strategies. - **Efficiency**: Automating the calculation of position size saves time and reduces the likelihood of manual calculation errors. Overall, this Pine Script indicator is a practical tool for traders looking to implement strict risk management rules within their trading strategies, ensuring that each trade is sized appropriately according to their risk tolerance and market conditions.
Pine Script®指标
由GreatestUsername提供
Impulse Reactor RSI-SMA Trend Indicator [ApexLegion]Impulse Reactor RSI-SMA Trend Indicator Introduction and Theoretical Background Design Rationale Standard indicators frequently generate binary 'BUY' or 'SELL' signals without accounting for the broader market context. This often results in erratic "Flip-Flop" behavior, where signals are triggered indiscriminately regardless of the prevailing volatility regime. Impulse Reactor was engineered to address this limitation by unifying two critical requirements: Quantitative Rigor and Execution Flexibility. The Solution Composite Analytical Framework This script is not a simple visual overlay of existing indicators. It is an algorithmic synthesis designed to function as a unified decision-making engine. The primary objective was to implement rigorous quantitative analysis (Volatility Normalization, Structural Filtering) directly within an alert-enabled framework. This architecture is designed to process signals through strict, multi-factor validation protocols before generating real-time notifications, allowing users to focus on structurally validated setups without manual monitoring. How It Works This is not a simple visual mashup. It utilizes a cross-validation algorithm where the Trend Structure acts as a gatekeeper for Momentum signals: Logic over Lag: Unlike simple moving average crossovers, this script uses a 15-layer Gradient Ribbon to detect "Laminar Flow." If the ribbon is knotted (Compression), the system mathematically suppresses all signals. Volatility Normalization: The core calculation adapts to ATR (Average True Range). This means the indicator automatically expands in volatile markets and contracts in quiet ones, maintaining accuracy without constant manual tweaking. Adaptive Signal Thresholding: It incorporates an 'Anti-Greed' algorithm (Dynamic Thresholding) that automatically adjusts entry criteria based on trend duration. This logic aims to mitigate the risk of entering positions during periods of statistical trend exhaustion. Why Use It? Market State Decoding: The gradient Ribbon visualizes the underlying trend phase in real-time. ◦ Cyan/Blue Flow: Strong Bullish Trend (Laminar Flow). ◦ Magenta/Pink Flow: Strong Bearish Trend. ◦ Compressed/Knotted: When the ribbon lines are tightly squeezed or overlapping, it signals Consolidation. The system filters signals here to avoid chop. Noise Reduction: The goal is not to catch every pivot, but to isolate high-confidence setups. The logic explicitly filters out minor fluctuations to help maintain position alignment with the broader trend. ⚖️ Chapter 1: System Architecture Introduction: Composite Analytical Framework System Overview Impulse Reactor serves as a comprehensive technical analysis engine designed to synthesize three distinct market dimensions—Momentum, Volatility, and Trend Structure—into a unified decision-making framework. Unlike traditional methods that analyze these metrics in isolation, this system functions as a central processing unit that integrates disparate data streams to construct a coherent model of market behavior. Operational Objective The primary objective is to transition from single-dimensional signal generation to a multi-factor assessment model. By fusing data from the Impulse Core (Volatility), Gradient Oscillator (Momentum), and Structural Baseline (Trend), the system aims to filter out stochastic noise and identify high-probability trade setups grounded in quantitative confluence. Market Microstructure Analysis: Limitations of Conventional Models Extensive backtesting and quantitative analysis have identified three critical inefficiencies in standard oscillator-based strategies: • Bounded Oscillator Limitations (The "Oscillation Trap"): Traditional indicators such as RSI or Stochastics are mathematically constrained between fixed values (0 to 100). In strong trending environments, these metrics often saturate in "overbought" or "oversold" zones. Consequently, traders relying on static thresholds frequently exit structurally valid positions prematurely or initiate counter-trend trades against prevailing momentum, resulting in suboptimal performance. • Quantitative Blindness to Quality: Standard moving averages and trend indicators often fail to distinguish the qualitative nature of price movement. They treat low-volume drift and high-velocity expansion identically. This inability to account for "Volatility Quality" leads to delayed responsiveness during critical market events. • Fractal Dissonance (Timeframe Disconnect): Financial markets exhibit fractal characteristics where trends on lower timeframes may contradict higher timeframe structures. Manual integration of multi-timeframe analysis increases cognitive load and susceptibility to human error, often resulting in conflicting biases at the point of execution. Core Design Principles To mitigate the aforementioned systemic inefficiencies, Impulse Reactor employs a modular architecture governed by three foundational principles: Principle A: Volatility Precursor Analysis Market mechanics demonstrate that volatility expansion often functions as a leading indicator for directional price movement. The system is engineered to detect "Volatility Deviation" — specifically, the divergence between short-term and long-term volatility baselines—prior to its manifestation in price action. This allows for entry timing aligned with the expansion phase of market volatility. Principle B: Momentum Density Visualization The system replaces singular momentum lines with a "Momentum Density" model utilizing a 15-layer Simple Moving Average (SMA) Ribbon. • Concept: This visualization represents the aggregate strength and consistency of the trend. • Application: A fully aligned and expanded ribbon indicates a robust trend structure ("Laminar Flow") capable of withstanding minor counter-trend noise, whereas a compressed ribbon signals consolidation or structural weakness. Principle C: Adaptive Confluence Protocols Signal validity is strictly governed by a multi-dimensional confluence logic. The system suppresses signal generation unless there is synchronized confirmation across all three analytical vectors: 1. Volatility: Confirmed expansion via the Impulse Core. 2. Momentum: Directional alignment via the Hybrid Oscillator. 3. Structure: Trend validation via the Baseline. This strict filtering mechanism significantly reduces false positives in non-trending (choppy) environments while maintaining sensitivity to genuine breakouts. 🔍 Chapter 2: Core Modules & Algorithmic Logic Module A: Impulse Core (Normalized Volatility Deviation) Operational Logic The Impulse Core functions as a volatility-normalized momentum gauge rather than a standard oscillator. It is designed to identify "Volatility Contraction" (Squeeze) and "Volatility Expansion" phases by quantifying the divergence between short-term and long-term volatility states. Volatility Z-Score Normalization The formula implements a custom normalization algorithm. Unlike standard oscillators that rely on absolute price changes, this logic calculates the Z-Score of the Volatility Spread. ◦ Numerator: (atr_f - atr_s) captures the raw momentum of volatility expansion. ◦ Denominator: (std_f + 1e-6) standardizes this value against historical variance. ◦ Result: This allows the indicator scales consistently across assets (e.g., Bitcoin vs. Euro) without manual recalibration. f_impulse() => atr_f = ta.atr(fastLen) // Fast Volatility Baseline atr_s = ta.atr(slowLen) // Slow Volatility Baseline std_f = ta.stdev(atr_f, devLen) // Volatility Standard Deviation (atr_f - atr_s) / (std_f + 1e-6) // Normalized Differential Calculation Algorithmic Framework • Differential Calculation: The system computes the spread between a Fast Volatility Baseline (ATR-10) and a Slow Volatility Baseline (ATR-30). • Normalization Protocol: To standardize consistency across diverse asset classes (e.g., Forex vs. Crypto), the raw differential is divided by the standard deviation of the volatility itself over a 30-period lookback. • Signal Generation: ◦ Contraction (Squeeze): When the Fast ATR compresses below the Slow ATR, it registers a potential volatility buildup phase. ◦ Expansion (Release): A rapid divergence of the Fast ATR above the Slow ATR signals a confirmed volatility expansion, validating the strength of the move. Module B: Gradient Oscillator (RSI-SMA Hybrid) Design Rationale To mitigate the "noise" and "false reversal" signals common in single-line oscillators (like standard RSI), this module utilizes a 15-Layer Gradient Ribbon to visualize momentum density and persistence. Technical Architecture • Ribbon Array: The system generates 15 sequential Simple Moving Averages (SMA) applied to a volatility-adjusted RSI source. The length of each layer increases incrementally. • State Analysis: Momentum Alignment (Laminar Flow): When all 15 layers are expanded and parallel, it indicates a robust trend where buying/selling pressure is distributed evenly across multiple timeframes. This state helps filter out premature "overbought/oversold" signals. • Consolidation (Compression): When the distance between the fastest layer (Layer 1) and the slowest layer (Layer 15) approaches zero or the layers intersect, the system identifies a "Non-Tradable Zone," preventing entries during choppy market conditions. // Laminar Flow Validation f_validate_trend() => // Calculate spread between Ribbon layers ribbon_spread = ta.stdev(ribbon_array, 15) // Only allow signals if Ribbon is expanded (Laminar Flow) is_flowing = ribbon_spread > min_expansion_threshold // If compressed (Knotted), force signal to false is_flowing ? signal : na Module C: Adaptive Signal Filtering (Behavioral Bias Mitigation) This subsystem, operating as an algorithmic "Anti-Greed" Mechanism, addresses the statistical tendency for signal degradation following prolonged trends. Dynamic Threshold Adjustment • Win Streak Detection: The algorithm internally tracks the outcome of closed trade cycles. • Sensitivity Multiplier: Upon detecting consecutive successful signals in the same direction, a Penalty_Factor is applied to the entry logic. • Operational Impact: This effectively raises the Required_Slope threshold for subsequent signals. For example, after three consecutive bullish signals, the system requires a 30% steeper trend angle to validate a fourth entry. This enforces stricter discipline during extended trends to reduce the probability of entering at the point of trend exhaustion. Anti-Greed Logic: Dynamic Threshold Calculation f_adjust_threshold(base_slope, win_streak) => // Adds a 10% penalty to the difficulty for every consecutive win penalty_factor = 0.10 risk_scaler = 1 + (win_streak * penalty_factor) // Returns the new, harder-to-reach threshold base_slope * risk_scaler Module D: Trend Baseline (Triple-Smoothed Structure) The Trend Baseline serves as the structural filter for all signals. It employs a Triple-Smoothed Hybrid Algorithm designed to balance lag reduction with noise filtration. Smoothing Stages 1. Volatility Banding: Utilizes a SuperTrend-based calculation to establish the upper and lower boundaries of price action. 2. Weighted Filter: Applies a Weighted Moving Average (WMA) to prioritize recent price data. 3. Exponential Smoothing: A final Exponential Moving Average (EMA) pass is applied to create a seamless baseline curve. Functionality This "Heavy" baseline resists minor intraday volatility spikes while remaining responsive to sustained structural shifts. A signal is only considered valid if the price action maintains structural integrity relative to this baseline 🚦 Chapter 3: Risk Management & Exit Protocols Quantitative Risk Management (TP/SL & Trailing) Foundational Architecture: Volatility-Adjusted Geometry Unlike strategies relying on static nominal values, Impulse Reactor establishes dynamic risk boundaries derived from quantitative volatility metrics. This design aligns trade invalidation levels mathematically with the current market regime. • ATR-Based Dynamic Bracketing: The protocol calculates Stop-Loss and Take-Profit levels by applying Fibonacci coefficients (Default: 0.786 for SL / 1.618 for TP) to the Average True Range (ATR). ◦ High Volatility Environments: The risk bands automatically expand to accommodate wider variance, preventing premature exits caused by standard market noise. ◦ Low Volatility Environments: The bands contract to tighten risk parameters, thereby dynamically adjusting the Risk-to-Reward (R:R) geometry. • Close-Validation Protocol ("Soft Stop"): Institutional algorithms frequently execute liquidity sweeps—driving prices briefly below key support levels to accumulate inventory. ◦ Mechanism: When the "Soft Stop" feature is enabled, the system filters out intraday volatility spikes. The stop-loss is conditional; execution is triggered only if the candle closes beyond the invalidation threshold. ◦ Strategic Advantage: This logic distinguishes between momentary price wicks and genuine structural breakdowns, preserving positions during transient volatility. • Step-Function Trailing Mechanism: To protect unrealized PnL while allowing for normal price breathing, a two-phase trailing methodology is employed: ◦ Phase 1 (Activation): The trailing function remains dormant until the price advances by a pre-defined percentage threshold. ◦ Phase 2 (Dynamic Floor): Once armed, the stop level creates a moving floor, adjusting relative to price action while maintaining a volatility-based (ATR) buffer to systematically protect unrealized PnL. • Algorithmic Exit Protocols (Dynamic Liquidity Analysis) ◦ Rationale: Inefficiencies of Static Targets Static "Take Profit" levels often result in suboptimal exits. They compel traders to close positions based on arbitrary figures rather than evolving market structure, potentially capping upside during significant trends or retaining positions while the underlying trend structure deteriorates. ◦ Solution: Structural Integrity Assessment The system utilizes a Dynamic Liquidity Engine to continuously audit the validity of the position. Instead of targeting a specific price point, the algorithm evaluates whether the trend remains statistically robust. Multi-Factor Exit Logic (The Tri-Vector System) The Smart Exit protocol executes only when specific algorithmic invalidation criteria are met: • 1. Momentum Exhaustion (Confluence Decay): The system monitors a 168-hour rolling average of the Confluence Score. A significant deviation below this historical baseline indicates momentum exhaustion, signaling that the driving force behind the trend has dissipated prior to a price reversal. This enables preemptive exits before a potential drawdown. • 2. Statistical Over-Extension (Mean Reversion): Utilizing the core volatility logic, the system identifies instances where price deviates beyond 2.0 standard deviations from the mean. While the trend may be technically bullish, this statistical anomaly suggests a high probability of mean reversion (elastic snap-back), triggering a defensive exit to capitalize on peak valuation. • 3. Oscillator Rejection (Immediate Pivot): To manage sudden V-shaped volatility, the system monitors RSI pivots. If a sharp "Pivot High" or divergence is detected, the protocol triggers an immediate "Peak Exit," bypassing standard trend filters to secure liquidity during high-velocity reversals. 🎨 Chapter 4: Visualization Guide Gradient Oscillator Ribbon The 15-layer SMA ribbon visualized via plot(r1...r15) represents the "Momentum Density" of the market. • Visuals: ◦ Cyan/Blue Ribbon: Indicates Bullish Momentum. ◦ Pink/Magenta Ribbon: Indicates Bearish Momentum. • Interpretation: ◦ Laminar Flow: When the ribbon expands widely and flows in parallel, it signifies a robust trend where momentum is distributed evenly across timeframes. This is the ideal state for trend-following. ◦ Compression (Consolidation): If the ribbon becomes narrow, twisted, or knotted, it indicates a "Non-Tradable Zone" where the market lacks a unified direction. Traders are advised to wait for clarity. ◦ Over-Extension: If the top layer crosses the Overbought (85) or Oversold (15) lines, it visually warns of potential market overheating. Trend Baseline The thick, color-changing line plotted via plot(baseline) represents the Structural Backbone of the market. • Visuals: Changes color based on the trend direction (Blue for Bullish, Pink for Bearish). • Interpretation: Structural Filter: Long positions are statistically favored only when price action sustains above this baseline, while short positions are favored below it. Dynamic Support/Resistance: The baseline acts as a dynamic support level during uptrends and resistance during downtrends. Entry Signals & Labels Text labels ("Long Entry", "Short Entry") appear when the system detects high-probability setups grounded in quantitative confluence. • Visuals: Labeled signals appear above/below specific candles. • Interpretation: These signals represent moments where Volatility (Expansion), Momentum (Alignment), and Structure (Trend) are synchronized. Smart Exit: Labels such as "Smart Exit" or "Peak Exit" appear when the system detects momentum exhaustion or structural decay, prompting a defensive exit to preserve capital. Dynamic TP/SL Boxes The semi-transparent colored zones drawn via fill() represent the risk management geometry. • Visuals: Colored boxes extending from the entry point to the Take Profit (TP) and Stop Loss (SL) levels. • Function: Volatility-Adjusted Geometry: Unlike static price targets, these boxes expand during high volatility (to prevent wicks from stopping you out) and contract during low volatility (to optimize Risk-to-Reward ratios). SAR + MACD Glow Small glowing shapes appearing above or below candles. • Visuals: Triangle or circle glows near the price bars. • Interpretation: This visual indicates a secondary confirmation where Parabolic SAR and MACD align with the main trend direction. It serves as an additional confluence factor to increase confidence in the trade setup. Support/Resistance Table A small table located at the bottom-right of the chart. • Function: Automatically identifies and displays recent Pivot Highs (Resistance) and Pivot Lows (Support). • Interpretation: These levels can be used as potential targets for Take Profit or invalidation points for manual Stop Loss adjustments. 🖥️ Chapter 5: Dashboard & Operational Guide Integrated Analytics Panel (Dashboard Overview) To facilitate rapid decision-making without manual calculation, the system aggregates critical market dimensions into a unified "Heads-Up Display" (HUD). This panel monitors real-time metrics across multiple timeframes and analytical vectors. A. Intermediate Structure (12H Trend) • Function: Anchors the intraday analysis to the broader market structure using a 12-hour rolling window. • Interpretation: ◦ Bullish (> +0.5%): Indicates a positive structural bias. Long setups align with the macro flow. ◦ Bearish (< -0.5%): Indicates structural weakness. Short setups are statistically favored. ◦ Neutral: Represents a ranging environment where the Confluence Score becomes the primary weighting factor. B. Composite Confluence Score (Signal Confidence) • Definition: A probability metric derived from the synchronization of Volatility (Impulse Core), Momentum (Ribbon), and Trend (Baseline). • Grading Scale: Strong Buy/Sell (> 7.0 / < 3.0): Indicates full alignment across all three vectors. Represents a "Prime Setup" eligible for standard position sizing. Buy/Sell (5.0–7.0 / 3.0–5.0): Indicates a valid trend but with moderate volatility confirmation. Neutral: Signals conflicting data (e.g., Bullish Momentum vs. Bearish Structure). Trading is not recommended ("No-Trade Zone"). C. Statistical Deviation Status (Mean Reversion) • Logic: Utilizes Bollinger Band deviation principles to quantify how far price has stretched from the statistical mean (20 SMA). • Alert States: Over-Extended (> 2.0 SD): Warning that price is statistically likely to revert to the mean (Elastic Snap-back), even if the trend remains technically valid. New entries are discouraged in this zone. Normal: Price is within standard distribution limits, suitable for trend-following entries. D. Volatility Regime Classification • Metric: Compares current ATR against a 100-period historical baseline to categorize the market state. • Regimes: Low Volatility (Lvl < 1.0): Market Compression. Often precedes volatility expansion events. Mid Volatility (Lvl 1.0 - 1.5): Standard operating environment. High Volatility (Lvl > 1.5): Elevated market stress. Risk parameters should be adjusted (e.g., reduced position size) to account for increased variance. E. Performance Telemetry • Function: Displays the historical reliability of the Trend Baseline for the current asset and timeframe. • Operational Threshold: If the displayed Win Rate falls below 40%, it suggests the current market behavior is incoherent (choppy) and does not respect trend logic. In such cases, switching assets or timeframes is recommended. Operational Protocols & Signal Decoding Visual Interpretation Standards • Laminar Flow (Trade Confirmation): A valid trend is visually confirmed when the 15-layer SMA Ribbon is fully expanded and parallel. This indicates distributed momentum across timeframes. • Consolidation (No-Trade): If the ribbon appears twisted, knotted, or compressed, the market lacks a unified directional vector. • Baseline Interaction: The Triple-Smoothed Baseline acts as a dynamic support/resistance filter. Long positions remain valid only while price sustains above this structure. System Calibration (Settings) • Adaptive Signal Filtering (Prev. Anti-Greed): Enabled by default. This logic automatically raises the required trend slope threshold following consecutive wins to mitigate behavioral bias. • Impulse Sensitivity: Controls the reactivity of the Volatility Core. Higher settings capture faster moves but may introduce more noise. ⚙️ Chapter 6: System Configuration & Alert Guide This section provides a complete breakdown of every adjustable setting within Impulse Reactor to assist you in tailoring the engine to your specific needs. 🌐 LANGUAGE SETTINGS (Localization) ◦ Select Language (Default: English): Function: Instantly translates all chart labels, dashboard texts into your preferred language. Supported: English, Korean, Chinese, Spanish ⚡ IMPULSE CORE SETTINGS (Volatility Engine) ◦ Deviation Lookback (Default: 30): The period used to calculate the standard deviation of volatility. Role: Sets the baseline for normalizing momentum. Higher values make the core smoother but slower to react. ◦ Fast Pulse Length (Default: 10): The short-term ATR period. Role: Detects rapid volatility expansion. ◦ Slow Pulse Length (Default: 30): The long-term ATR baseline. Role: Establishes the background volatility level. The core signal is derived from the divergence between Fast and Slow pulses. 🎯 TP/SL SETTINGS (Risk Management) ◦ SL/TP Fibonacci (Default: 0.786 / 1.618): Selects the Fibonacci ratio used for risk calculation. ◦ SL/TP Multiplier (Default: 1.5 / 2): Applies a multiplier to the ATR-based bands. Role: Expands or contracts the Take Profit and Stop Loss boxes. Increase these values for higher volatility assets (like Altcoins) to avoid premature stop-outs. ◦ ATR Length (Default: 14): The lookback period for calculating the Average True Range used in risk geometry. ◦ Use Soft Stop (Close Basis): Role: If enabled, Stop Loss alerts only trigger if a candle closes beyond the invalidation level. This prevents being stopped out by wick manipulations. 🔊 RIBBON SETTINGS (Momentum Visualization) ◦ Show SMA Ribbon: Toggles the visibility of the 15-layer gradient ribbon. ◦ Ribbon Line Count (Default: 15): The number of SMA lines in the ribbon array. ◦ Ribbon Start Length (Default: 2) & Step (Default: 1): Defines the spread of the ribbon. Role: Controls the "thickness" of the momentum density visualization. A wider step creates a broader ribbon, useful for higher timeframes. 📎 DISPLAY OPTIONS ◦ Show Entry Lines / TP/SL Box / Position Labels / S/R Levels / Dashboard: Toggles individual visual elements on the chart to reduce clutter. ◦ Show SAR+MACD Glow: Enables the secondary confirmation shapes (triangles/circles) above/below candles. 📈 TREND BASELINE (Structural Filter) ◦ Supertrend Factor (Default: 12) & ATR Period (Default: 90): Controls the sensitivity of the underlying Supertrend algorithm used for the baseline calculation. ◦ WMA Length (40) & EMA Length (14): The smoothing periods for the Triple-Smoothed Baseline. ◦ Min Trend Duration (Default: 10): The minimum number of bars the trend must be established before a signal is considered valid. 🧠 SMART EXIT (Dynamic Liquidity) ◦ Use Smart Exit: Enables the momentum exhaustion logic. ◦ Exit Threshold Score (Default: 3): The sensitivity level for triggering a Smart Exit. Lower values trigger earlier exits. ◦ Average Period (168) & Min Hold Bars (5): Defines the rolling window for momentum decay analysis and the minimum duration a trade must be held before Smart Exit logic activates. 🛡️ TRAILING STOP (Step) ◦ Use Trailing Stop: Activates the step-function trailing mechanism. ◦ Step 1 Activation % (0.5) & Offset % (0.5): The price must move 0.5% in your favor to arm the first trail level, which sets a stop 0.5% behind price. ◦ Step 2 Activation % (1) & Offset % (0.2): Once price moves 1%, the trail tightens to 0.2%, securing the position. 🌀 SAR & MACD SETTINGS (Secondary Confirmation) ◦ SAR Start/Increment/Max: Standard Parabolic SAR parameters. ◦ SAR Score Scaling (ATR): Adjusts how much weight the SAR signal has in the overall confluence score. ◦ MACD Fast/Slow/Signal: Standard MACD parameters used for the "Glow" signals. 🔄 ANTI-GREED LOGIC (Behavioral Bias) ◦ Strict Entry after Win: Enables the negative feedback loop. ◦ Strict Multiplier (Default: 1.1): Increases the entry difficulty by 10% after each win. Role: Prevents overtrading and entering at the top of an extended trend. 🌍 HTF FILTER (Multi-Timeframe) ◦ Use Auto-Adaptive HTF Filter: Automatically selects a higher timeframe (e.g., 1H -> 4H) to filter signals. ◦ Bypass HTF on Steep Trigger: Allows an entry even against the HTF trend if the local momentum slope is exceptionally steep (catch powerful reversals). 📉 RSI PEAK & CHOPPINESS ◦ RSI Peak Exit (Instant): Triggers an immediate exit if a sharp RSI pivot (V-shape) is detected. ◦ Choppiness Filter: Suppresses signals if the Choppiness Index is above the threshold (Default: 60), indicating a flat market. 📐 SLOPE TRIGGER LOGIC ◦ Force Entry on Steep Slope: Overrides other filters if the price angle is extremely vertical (high velocity). ◦ Slope Sensitivity (1.5): The angle required to trigger this override. ⛔ FLAT MARKET FILTER (ADX & ATR) ◦ Use ADX Filter: Blocks signals if ADX is below the threshold (Default: 20), indicating no trend. ◦ Use ATR Flat Filter: Blocks signals if volatility drops below a critical level (dead market). 🔔 Alert Configuration Guide Impulse Reactor is designed with a comprehensive suite of alert conditions, allowing you to automate your trading or receive real-time notifications for specific market events. How to Set Up: Click the "Alert" (Clock) icon in the TradingView toolbar. Select "Impulse Reactor " from the Condition dropdown. Choose one of the specific trigger conditions below: 🚀 Entry Signals (Trend Initiation) Long Entry: Trigger: Fires when a confirmed Bullish Setup is detected (Momentum + Volatility + Structure align). Usage: Use this to enter new Long positions. Short Entry: Trigger: Fires when a confirmed Bearish Setup is detected. Usage: Use this to enter new Short positions. 🎯 Profit Taking (Target Levels) Long TP: Trigger: Fires when price hits the calculated Take Profit level for a Long trade. Usage: Automate partial or full profit taking. Short TP: Trigger: Fires when price hits the calculated Take Profit level for a Short trade. Usage: Automate partial or full profit taking. 🛡️ Defensive Exits (Risk Management) Smart Exit: Trigger: Fires when the system detects momentum decay or statistical exhaustion (even if the trend hasn't fully reversed). Usage: Recommended for tightening stops or closing positions early to preserve gains. Overbought / Oversold: Trigger: Fires when the ribbon extends into extreme zones. Usage: Warning signal to prepare for a potential reversal or pullback. 💡 Secondary Confirmation (Confluence) SAR+MACD Bullish: Trigger: Fires when Parabolic SAR and MACD align bullishly with the main trend. Usage: Ideal for Pyramiding (adding to an existing winning position). SAR+MACD Bearish: Trigger: Fires when Parabolic SAR and MACD align bearishly. Usage: Ideal for adding to short positions. ⚠️ Chapter 7: Conclusion & Risk Disclosure Methodological Synthesis Impulse Reactor represents a shift from reactive price tracking to proactive energy analysis. By decomposing market activity into its atomic components — Volatility, Momentum, and Structure — and reconstructing them into a coherent decision model, the system aims to provide a quantitative framework for market engagement. It is designed not to predict the future, but to identify high-probability conditions where kinetic energy and trend structure align. Disclaimer & Risk Warnings ◦ Educational Purpose Only This indicator, including all associated code, documentation, and visual outputs, is provided strictly for educational and informational purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. ◦ No Guarantee of Performance Past performance is not indicative of future results. All metrics displayed on the dashboard (including "Win Rate" and "P&L") are theoretical calculations based on historical data. These figures do not account for real-world trading factors such as slippage, liquidity gaps, spread costs, or broker commissions. ◦ High-Risk Warning Trading cryptocurrencies, futures, and leveraged financial products involves a substantial risk of loss. The use of leverage can amplify both gains and losses. Users acknowledge that they are solely responsible for their trading decisions and should conduct independent due diligence before executing any trades. ◦ Software Limitations The software is provided "as is" without warranty. Users should be aware that market data feeds on analysis platforms may experience latency or outages, which can affect signal generation accuracy.
Pine Script®指标
由ApexLegion提供
17