TraderDemircan - Ultimate Fibonacci Suite (Bearish) v2.0-Overview
This indicator is a comprehensive Fibonacci-based trading tool specifically designed for identifying and trading bearish XABCD harmonic patterns. It combines classical Fibonacci retracement/extension levels with advanced harmonic pattern recognition, risk management calculations, and confluence zone detection to provide traders with a complete analytical framework for short positions.
-What Makes This Script Original
Unlike standard Fibonacci tools that simply draw static levels, this script:
Dynamically identifies swing highs and lows using lookback period analysis
Automatically detects and labels XABCD formation points (X, A, B, C, D) in real-time
Recognizes multiple harmonic patterns (Gartley, Butterfly, Bat, Crab, Shark) with customizable tolerance
Calculates and displays Potential Reversal Zones (PRZ) at point D
Provides integrated risk management with position sizing, stop loss, and multiple take profit levels
Identifies confluence zones where multiple Fibonacci levels intersect
Includes trend filter to validate pattern direction
Offers trading mode presets for scalpers, day traders, and swing traders
-How It Works
XABCD Pattern Detection (Bearish Version)
The script uses a bearish structure where:
Point X: The highest point (swing high) identified within the lookback period
Point A: The lowest point (swing low) that occurs after X
Point B: The retracement level from A back toward X (typically 0.382, 0.5, 0.618, or 0.786)
Point C: The projected target below B (calculated as B minus the X-A range)
Point D: The Potential Reversal Zone (PRZ) where the short position is recommended
The algorithm:
Scans the last N bars (user-defined) to find the highest point (X)
Identifies the lowest point after X (point A)
Monitors price retracement to determine point B
Projects point C and D targets based on Fibonacci extensions
Validates the formation against minimum swing size requirements
Optionally applies trend filter to confirm bearish bias
Fibonacci Levels
The script plots 14 customizable Fibonacci levels:
Retracement levels: 0.0 (X), 0.236, 0.382, 0.5, 0.618, 0.786, 1.0 (A)
Extension levels: 1.272, 1.414, 1.618, 2.0, 2.618, 3.618, 4.236
Each level is color-coded and can be individually toggled on/off. In the bearish version, these levels are calculated from the swing high (X) downward to the swing low (A) and beyond.
Harmonic Pattern Recognition
The indicator automatically detects five classic harmonic patterns when enabled:
Bearish Gartley (75% probability): B retracement at 0.618, D target at 0.786
Bearish Butterfly (70% probability): B retracement at 0.786, D target at 1.272
Bearish Bat (80% probability): B retracement at 0.382-0.5, D target at 0.886
Bearish Crab (85% probability): B retracement at 0.382-0.618, D target at 1.618
Bearish Shark (72% probability): B retracement at 0.382-0.618, D target at 1.13
Pattern detection uses a tolerance parameter (default 5%) to account for market imperfections. When a pattern is identified, it displays the pattern name and estimated success probability.
Risk Management System
The script includes a complete risk management framework:
Position Sizing: Calculates the appropriate position size based on:
Account size (user input)
Risk percentage per trade (user input)
Distance from entry to stop loss
Stop Loss: Automatically placed 0.5% above point X to protect against invalidation
Take Profit Levels:
TP1: 1.272 extension (customizable)
TP2: 1.618 extension (customizable)
TP3: 2.0 extension (customizable)
Risk/Reward Ratio: Displayed in the info panel, calculated as (Entry - TP3) / (Stop Loss - Entry)
Confluence Detection
When multiple Fibonacci levels converge within 0.5% of each other, the script highlights these zones with translucent boxes. These confluence zones often act as strong support/resistance areas and increase the probability of reversal.
Minimum confluence threshold is customizable (default: 2 levels).
Trend Filter
Optional moving average filter (default: 50-period SMA) helps validate that patterns are forming in the direction of the prevailing trend. When enabled with "Only Show Patterns in Trend Direction," the indicator will only display formations that align with a bearish trend (price below MA).
-How to Use
For Scalpers:
Select "Scalper" trading mode
Use lower timeframes (1m, 5m, 15m)
Focus on TP1 and TP2 levels
Tight stop loss above point X
For Day Traders:
Select "Day Trader" trading mode
Use medium timeframes (15m, 30m, 1H)
Target TP2 and TP3 levels
Monitor confluence zones for entry refinement
For Swing Traders:
Select "Swing Trader" trading mode
Use higher timeframes (4H, D)
Hold for TP3 or beyond
Use trend filter to confirm macro direction
Entry Strategy:
Wait for point D (PRZ) to be reached
Look for bearish confirmation (candlestick patterns, volume, momentum)
Enter short position at or near point D
Place stop loss above point X as indicated
Scale out at TP1, TP2, and TP3 levels
-Key Settings
General Settings:
Trading Mode: Presets optimized for different trading styles
Lookback Bars: Historical period for swing detection (10-200)
Min Swing Size: Minimum percentage move to validate formation (0.1-10%)
Fibonacci Levels:
Individual toggle and color customization for all 14 levels
Line thickness and style options (Solid/Dashed/Dotted)
Optional price and percentage labels
Left and right line extension
Harmonic Patterns:
Enable/disable specific pattern types
Pattern tolerance adjustment (1-15%)
Risk Management:
Account size input
Risk percentage per trade (0.5-10%)
Customizable TP level multipliers
Toggle stop loss and take profit displays
Display Options:
Show/hide XABCD lines
C target and D target (PRZ) visualization
Confluence zone highlights
Trend MA overlay
Information panel with trade statistics
Alert Settings:
Pattern completion alerts
C target hit notifications
Key Fibonacci level alerts
-Visual Features
Color-coded Fibonacci levels: Each level has a distinct color for easy identification
Dynamic XABCD lines: Yellow lines connect pattern formation points
Target projections: Magenta for C target, blue for D target (PRZ)
Risk management lines: Red for stop loss, green for take profits
Confluence boxes: Golden translucent boxes highlight key zones
Information panel: Top-right panel displays pattern type, entry, stop loss, TP3, R:R ratio, position size, and direction
Point labels: Clear X, A, B, C, D markers with hover tooltips showing exact prices
-Important Disclaimers
Risk Warning: Trading financial instruments involves substantial risk and may not be suitable for all investors. Past performance of any trading system or pattern is not necessarily indicative of future results.
No Repainting: This indicator does NOT repaint. All pattern detection and level calculations are based on confirmed price data at the close of each bar.
Backtesting Note: If used as a strategy with backtesting, ensure realistic parameters:
Use appropriate commission (0.1% or higher for most markets)
Include slippage (10+ ticks for liquid markets)
Risk no more than 2-5% of account per trade
Test on sufficient sample size (100+ trades minimum)
Manual Confirmation: This indicator is a tool to assist analysis, not a complete trading system. Always use additional confirmation from:
Price action analysis
Volume confirmation
Market context and news
Risk tolerance assessment
Harmonic Pattern Probabilities: The success rates shown (70-85%) are theoretical estimates based on historical studies and should not be interpreted as guarantees. Actual results will vary based on market conditions, execution timing, and individual risk management.
-Technical Details
Pine Script Version: v6 (latest)
Overlay: True (displays on price chart)
Maximum Objects: 500 lines, 500 labels, 500 boxes
Calculation Method: Swing high/low detection with percentage-based Fibonacci calculations
No Lookahead Bias: All calculations use confirmed historical data
Compatible Timeframes: All timeframes (1m to 1M), recommended 15m and above
-Differences from Bullish Version
This is the bearish version specifically designed for short positions:
X point is the swing HIGH (not low)
A point is the swing LOW (not high)
B retracement moves UP from A toward X
C target projects DOWN from B
D target (PRZ) is calculated ABOVE X for short entries
All Fibonacci levels are inverted for downward price movement
Pattern recognition logic adjusted for bearish structures
A companion bullish version is available separately for long position analysis.
在脚本中搜索"take profit"
QuantMotions - TPR SentinelQuantMotions – TPR Sentinel
The TPR Sentinel Band is a full trade-assistant for discretionary traders.
It combines an adaptive trend engine, directional TPR logic, volume intelligence, ATR-based risk management, a brute-force parameter optimizer, and a modern on-chart UI (entries/TP/SL panel + stats). The goal: fewer fake flips, clearer trend shifts, and visually guided trade management.
1. Core Concept
The Sentinel Line is built from a blend of:
- SMA + EMA
- Midline of highest/lowest high/low (Kijun-style)
- Donchian-style mid close
On top of that, the script calculates a Directional TPR (Time-Price-Ratio):
- Short / medium / long slopes of price
- Normalized by ATR
- Converted into a trend state:
+1 = Uptrend
-1 = Downtrend
0 = Neutral / transition
Hysteresis (Flux) controls how easily the trend flips:
- Higher hysteresis → harder to reverse → fewer fake-outs in chop.
2. Signals, Filters & Volume Intelligence
Signals
- Trend Flip Long: TrendState changes from −1/0 → +1.
- Trend Flip Short: TrendState changes from +1/0 → −1.
Filters
- ADX Filter (optional):
- Only allows trades if ADX is above a chosen threshold.
- Avoids trading in flat, low-energy markets.
R:R Filter:
- Before any signal is accepted, the script checks whether the distance to TP1 is at least the configured Risk:Reward ratio relative to the distance to SL.
- Only if that minimum R:R is reached, a signal becomes valid.
Volume Intelligence & Clouds
- Aggregates up/down volume (optionally across multiple tickers you define).
- Builds Volume Clouds around the Sentinel Line:
a) Positive intensity → buying pressure (bullish cloud).
b) Negative intensity → selling pressure (bearish cloud).
Optional Volume Direction Filter:
- Long only when volume intensity ≥ 0.
- Short only when volume intensity ≤ 0.
3. Risk, Exits & Trailing Stop
The indicator includes a complete exit framework (for visual/manual trading):
Stop Loss Modes
- ATR Fixed: SL placed at a fixed ATR multiple from the entry.
- Trend Line (Dynamic): SL placed directly on the Sentinel Band (structural stop).
Take Profits
- TP1 – “safe target”:
a) Based on ATR distance.
b) Closes a configurable percentage of the position (e.g., 50%).
- TP2 (optional):
Second fixed target used only when Trailing Stop is OFF.
- Trend Runner Mode (Use TP = OFF):
Ignores fixed TP levels and rides the trend until the trend state flips.
Trailing Stop
- Activates after TP1 is hit (if enabled).
- Moves with price at a configurable ATR distance:
a) Long: trail creeps up under price.
b) Short: trail creeps down above price.
- Visually plotted as a purple trail line, dynamically replacing the original SL as the effective exit point.
Each trade is tracked internally and drawn as a green/red box with PnL labels between entry and exit.
4. UI & Stats
Candle Coloring (TRON Theme)
- Cyan = active uptrend & valid environment.
- Orange = active downtrend & valid environment.
Modern Trade Panel (on last bar)
- Live overlay of:
a) Entry
b) TP1
c) TP2
d) SL or active Trail (with dynamic label text: “SL (ATR)”, “SL (Struct)”, “TRAIL”)
Info label shows:
- Historical win rate in the current direction (Long/Short).
- Distance to SL, TP1, TP2 from current price.
- Box color blends from red → green depending on whether price is closer to SL or TP.
Stats Table (Bottom Right)
- Separate stats for Long and Short trades:
a) Win rate (%)
b) Cumulative PnL
Alerts
- Generates JSON alerts on signals, for example: {"side":"buy","ticker":"XYZ","price":123.45}
Perfect for webhooks, bots, or external automation.
5. Brute Force Optimizer (TPR Lab) – Important Limitations
The built-in Optimizer is a numerical helper, not a full strategy optimizer.
What it does:
- Runs brute-force simulations over a sliding window of historical data.
- Scans user-defined ranges for:
- Best Period (“Best Cycle”)
- Best Hysteresis (“Best Flux”)
Uses an efficiency score (average profit per trade) to rank combinations.
Displays results in the bottom-left TRON panel:
- Best Cycle
- Best Hysteresis
- Efficiency Score
What it does NOT optimize or take into account:
- It does not include your actual minimum R:R filter.
- It does not simulate or optimize your Stop Loss modes.
- It does not simulate Trailing Stops.
- It does not use the ADX filter.
- It does not use the Volume filters or Volume Clouds.
Because of this, the suggested “best” Period and Hysteresis are purely computational recommendations based on a simplified internal model.
In real trading, with your full setup (R:R filter, SL mode, Trailing, ADX, Volume confirmation, personal style), other parameter combinations can be superior to what the Optimizer suggests.
You should treat the Optimizer as:
A starting point or a research tool, not the final truth.
Always validate its suggestions visually, in the context of your full system and risk management.
6. Practical Usage
- Works on FX, indices, crypto, commodities – anything with decent liquidity.
- Scalping → use lower Period values, higher responsiveness.
- Swing → use higher Period values, more stability.
Recommended:
- Keep ADX filter ON to avoid dead markets.
- Use Volume Clouds as directional bias.
- Use the Info Panel and Stats to align with your own R:R and risk rules.
Disclaimer
This script is for educational/analytical purposes only and does not constitute financial advice. It does not execute trades or manage your risk automatically. Always combine it with your own strategy, money management, and independent decision-making.
Use the Info Panel and Stats to align with your own R:R and risk rules.
TraderDemircan - Ultimate Fibonacci Suite v2.0Ultimate Fibonacci Suite v2.0 - Advanced Harmonic Pattern Detection & XABCD Analysis
-Overview
The Ultimate Fibonacci Suite v2.0 is a comprehensive technical analysis tool that combines advanced Fibonacci retracement/extension levels with automatic harmonic pattern detection and XABCD formation analysis. This indicator is designed for traders who want to identify high-probability reversal zones using multiple confluence techniques.
-What Makes This Script Original?
This indicator goes beyond simple Fibonacci retracements by:
Automatic XABCD Formation Detection: Identifies complete X-A-B-C-D patterns in real-time, marking each critical point with precise Fibonacci relationships
Multi-Pattern Harmonic Recognition: Detects 5 major harmonic patterns (Gartley, Butterfly, Bat, Crab, Shark) with customizable tolerance levels
Confluence Zone Analysis: Automatically identifies areas where multiple Fibonacci levels converge, highlighting the strongest support/resistance zones
Integrated Risk Management: Calculates position sizing, stop-loss placement, and multiple take-profit targets based on pattern completion
Adaptive Mode Selection: Offers preset configurations for different trading styles (Scalper, Day Trader, Swing Trader)
-Key Features
Fibonacci Levels (15 levels available)
Standard retracement levels: 0.236, 0.382, 0.5, 0.618, 0.786
Extension levels: 1.272, 1.414, 1.618, 2.0, 2.618, 3.618, 4.236
All levels individually customizable with color and visibility options
Harmonic Pattern Detection
The indicator automatically identifies these harmonic patterns with their specific Fibonacci ratios:
Gartley Pattern (B: 0.618, D: 0.786) - 75% historical success rate
Butterfly Pattern (B: 0.786, D: 1.272-1.618) - 70% success rate
Bat Pattern (B: 0.382-0.5, D: 0.886) - 80% success rate
Crab Pattern (B: 0.382-0.618, D: 1.618) - 85% success rate
Shark Pattern (B: 0.382-0.618, D: 1.13-1.618) - 72% success rate
Each pattern displays its probability percentage and clearly marks the Potential Reversal Zone (PRZ).
XABCD Formation System
X Point: Initial swing low (0.0 level)
A Point: Peak of the move (1.0 level)
B Point: Retracement level (typically 0.382, 0.5, or 0.618)
C Point: Projected target for the corrective move
D Point (PRZ): The optimal entry zone for reversal trades
The system validates formations to ensure B point hasn't been violated and minimum swing size requirements are met.
Risk Management Tools
Automatic Stop-Loss Calculation: Placed below X point with buffer
Three Take-Profit Levels: TP1 (1.272), TP2 (1.618), TP3 (2.0) - all customizable
Position Size Calculator: Based on account size and risk percentage
Risk/Reward Ratio Display: Real-time R:R calculation for each setup
Confluence Zone Detection
Identifies areas where 2+ Fibonacci levels intersect within 0.5% price range
Highlights these zones with colored boxes
Customizable threshold for confluence detection (2-5 levels)
Trend Filter
Optional moving average filter (customizable period)
Can restrict pattern display to trend-aligned setups only
Visual trend indication on chart
-How It Works?
The indicator uses a sophisticated algorithm that:
Scans for Swing Points: Analyzes the last N bars (customizable 10-200) to identify significant swing lows and highs
Validates Swing Size: Filters out minor movements using a minimum swing size percentage threshold
Calculates Fibonacci Levels: Projects all retracement and extension levels from the identified X and A points
Monitors Price Action: Tracks current price to determine B point formation
Projects Targets: Calculates C and D targets based on the pattern's Fibonacci relationships
Pattern Recognition: Compares B retracement ratio against known harmonic pattern specifications
Risk Parameters: Automatically sets stop-loss and take-profit levels with position sizing
-Customization Options
Four Trading Modes:
Complete: All features enabled
Scalper: Optimized for short-term trades with tighter parameters
Day Trader: Balanced settings for intraday trading
Swing Trader: Longer-term focus with extended lookback periods
Display Settings:
Individual level visibility toggles
Custom colors for each Fibonacci level
Line style options (Solid, Dashed, Dotted)
Line thickness adjustment
Label display options (price/percentage/both)
Line extension controls (left/right/both)
Alert System:
Pattern completion alerts
C target achievement notifications
Key Fibonacci level breakout alerts
All alerts customizable on/off
-How to Use?
Apply the Indicator: Add to your chart and select your trading mode
Wait for Formation: The indicator will automatically detect valid XABCD formations
Identify Pattern Type: Check the pattern label to see which harmonic pattern is forming
Monitor Price Action: Watch for price to reach the D point (PRZ) - your potential entry zone
Execute Trade: Enter when price reaches D with:
Stop loss at the displayed SL level
Take profits at TP1, TP2, and TP3 levels
Use Confluence: Pay extra attention to setups where D point aligns with confluence zones
-Recommended Settings
For Scalping: Lookback 20-30 bars, Min Swing 0.5%, Tight TP levels
For Day Trading: Lookback 50 bars (default), Min Swing 1%, Standard TP levels
For Swing Trading: Lookback 100-150 bars, Min Swing 2%, Extended TP levels
Pattern Tolerance: 5% (default) - increase for more patterns, decrease for stricter detection
-Statistics Panel
Optional real-time statistics display showing:
Current pattern type and probability
Risk/reward ratio
Recommended position size
Distance to key levels
-Important Notes
This indicator does not repaint: All calculations are based on closed bars
Past performance is not indicative of future results: Use proper risk management
Best used with additional confirmation: Consider volume, trend context, and other indicators
Pattern completion does not guarantee reversal: Always use stop-losses
Optimized for trending markets: Works best when clear swings are present
-Technical Details
Pine Script Version: v6 (latest)
Overlay: Yes - plots directly on price chart
Max Lines/Labels/Boxes: 500 each
Calculation Method: Based on classical Fibonacci ratios and harmonic trading principles
No Repainting: All signals generated on bar close
-Educational Value
This indicator helps traders understand:
Fibonacci retracement/extension relationships
Harmonic pattern geometry and ratios
XABCD pattern structure
Confluence trading concepts
Risk management principles
-Who Is This For?
Traders familiar with Fibonacci analysis
Harmonic pattern traders
Price action traders looking for objective entry zones
Risk-conscious traders who want built-in money management
Anyone seeking to identify high-probability reversal zones
BB/KC Squeeze Channels (v6)Technical Specification for the BB/KC Squeeze Volatility Indicator in Algorithmic Cryptocurrency Trading
I. Theoretical Foundations of Volatility Dynamics
The "Contraction-Expansion" Principle (Volatility Contraction/Expansion)
The fundamental analysis of market volatility dynamics relies on the principle popularized by John Bollinger: periods of low volatility are inevitably followed by periods of high volatility. This phenomenon, known as the cyclical nature of volatility, is the cornerstone of trading strategies based on range breakouts (Breakout Strategy). In the context of technical analysis, volatility contraction manifests as a consolidation phase where the trading range narrows, preceding a strong, directional price impulse.
The essence of volatility contraction lies in a phase of market equilibrium that is inherently unstable. Most often, this reflects the covert activities of large market participants who are either accumulating or distributing a significant volume of the asset. These actions occur within a narrow price corridor to avoid sharp price movements until the entire position is acquired. As a result, activity decreases, the range narrows, and the market accumulates "energy" for the subsequent large-scale expansion. For the cryptocurrency market, characterized by high impulsivity and a tendency toward sharp trending moves, accurately identifying the deep contraction phase becomes a powerful algorithmic predictor.
Identifying Prerequisites: Distinguishing Pre-Breakout Contraction
To build a reliable indicator, it is crucial to distinguish a true pre-breakout squeeze from other types of volatility reduction that do not lead to a strong impulse. Specifically, volatility, measured by the Average True Range (ATR), will always decline after the completion of a strong vertical movement, as the market enters a pullback or deceleration phase. Such a decline is post-impulse and does not necessarily signal an imminent breakout.
It is necessary to find signs of abnormally low volatility that occurs precisely in the consolidation phase. The optimal time to look for a Squeeze signal is the formation of a distinct sideways channel. In this phase, the middle line of the channel indicator (e.g., EMA or SMA) should be relatively horizontal. This confirms that the market is currently in a ranging state (absence of a strong current trend), not in a deceleration phase after a trend. Therefore, the Squeeze indicator algorithm must include a check for confirmed sideways movement (e.g., through analyzing the slope of the middle line or its statistical deviation from the horizontal over the last X periods). Only abnormally low volatility during a range can be classified as a high-confidence pre-breakout contraction.
II. Instrument Selection: Justification for the Composite BB/KC Squeeze Approach
For effective algorithmic determination of the extreme contraction phase, it is necessary to use an indicator that combines the advantages of the two most reliable methods for measuring volatility: Bollinger Bands and Keltner Channels.
Comparative Analysis of Volatility Indicators
| Indicator | Base Metric | Volatility Response | Primary Role in Squeeze |
|---|---|---|---|
| Bollinger Bands (BB) | Standard Deviation (SD) | Fast, Highly Sensitive | Contraction sensor, Early breakout signal |
| Keltner Channels (KC) | Average True Range (ATR) | Smooth, Noise Filtering | Defines stable range, Filters false signals |
Bollinger Bands (BB)
Bollinger Bands are based on the Standard Deviation (SD) of the price from a moving average. This statistical metric makes BB highly sensitive, as they quickly react to sudden changes in volatility. Due to this sensitivity, BB are ideal for early registration of a contraction and for generating the breakout signal. However, their high sensitivity is also a drawback, as it can lead to false signals and premature expansion during market noise.
Keltner Channels (KC)
Keltner Channels, in the modern version developed by Linda Raschke, use the Average True Range (ATR) to calculate the channel width. ATR represents the averaged true range of fluctuations, which provides a smoother and more stable measure of volatility. KC react to market changes slower than BB, but their smoothness allows for better filtering of false signals and determination of the true direction of movement. Unlike fixed-width price channels or percentage envelopes, which perform poorly in dynamic environments, BB and KC automatically adapt to market conditions.
The Squeeze Mechanism: Synergy of Instruments
The BB/KC Squeeze indicator uses the synergy of BB and KC to achieve maximum accuracy in identifying the accumulation phase.
The technical Squeeze condition (Squeeze ON) is defined when the fast and statistically-oriented Bollinger Bands (BB) are inside the wider and smoother Keltner Channels (KC). This state represents quantitative confirmation of extremely low volatility.
In standard settings, BB use a multiplier of 2.0 for Standard Deviation (SD), and KC use a multiplier of 1.5 for ATR. For the statistical width of BB (based on price deviation from the average) to narrow inside the width of KC (based on the averaged range), the current statistical deviation of the price must fall to abnormally low values relative to the historical average range of fluctuations. This is not just low volatility, but its extreme contraction, indicating maximum accumulation of potential energy before an impulse.
III. Quantitative Analysis: How Much, Why, and How Volatility Contracts
How Much: Mathematical Definition of the Degree of Contraction
The degree of volatility contraction before a breakout is measured through a strict mathematical condition that ensures the current volatility is significantly below its averaged historical value.
The Squeeze Condition (Squeeze ON) requires both of the following mathematical formulas to be true :
To understand how much the movement should contract, we must consider the channel width formulas:
* Bollinger Bands Width (\text{BB}_{\text{Width}}):
\text{KC}_{\text{Width}} = 2 \times (\text{ATR} \times 1.5) = 3.0 \times \text{ATR}$$
The Squeeze ON state means that \text{BB}_{\text{Width}} < \text{KC}_{\text{Width}}. This condition is equivalent to \text{SD} \times 4.0 < \text{ATR} \times 3.0. As a result, the current Standard Deviation (SD) must fall below 75% of the Average True Range (ATR) for the contraction to be registered. This requirement for SD to decrease to a level significantly below ATR is the criterion for identifying the deep market calm that serves as the energy base for the subsequent directional movement.
Why and How: Qualitative Signs
Volatility decreases because large market participants are slowly and covertly accumulating positions. They keep the price within a narrow range to fully acquire the necessary volume before allowing the price to impulsively exit consolidation. This creates a sideways movement phase, minimizing risks for the trader and enabling timely tracking of a bullish or bearish breakout.
To enhance the algorithm's reliability and prevent entry into false ranges, the following qualitative signs accompanying a true squeeze must be considered:
* Squeeze Duration: The longer the price remains in the Squeeze ON state, the more energy is accumulated. Experience suggests a minimum duration of 4–8 periods. Extended contraction periods (over 10–12 bars) often precede the strongest impulsive movements in the crypto market.
* Price Position: During the contraction phase, the price should remain close to the middle line (EMA/SMA). This confirms that the market is in equilibrium, and accumulation is occurring around the "fair" price of the current range.
* Momentum Context: The volatility indicator (BB/KC) determines when a move will happen, but not its direction. To predict the direction (prerequisite), a momentum component must be used (e.g., a histogram, as in the TTM Squeeze variant ). The appearance of positive momentum during the contraction, even without price movement, signals potential bullish strength, increasing the likelihood of an upward breakout.
Squeeze State Logic Table
| State | Mathematical Condition (BB vs KC) | Market Interpretation |
|---|---|---|
| Squeeze ON | (\text{BB}_{\text{Upper}} < \text{KC}_{\text{Upper}}) AND (\text{BB}_{\text{Lower}} > \text{KC}_{\text{Lower}}) | Extreme volatility contraction, accumulation phase, breakout pending. |
| Squeeze OFF | \text{BB}_{\text{Upper}} \ge \text{KC}_{\text{Upper}} OR \text{BB}_{\text{Lower}} \le \text{KC}_{\text{Lower}} | Normal volatility, trending movement, or unstable range. |
IV. Technical Specification: Step-by-Step Algorithm for the Squeeze Indicator (BB/KC)
This algorithm represents the sequence of steps required to code the indicator, which captures the contraction state and generates breakout signals.
1. Initialization and Calculation of Basic Values
* Define Period N: Determine the period N (recommended value N=20) for calculating the moving averages, ATR, and Standard Deviation (SD).
* Calculate True Range (TR): For each bar, calculate \text{TR} as the maximum value of three metrics: (High – Low), \text{Abs}(\text{High} - \text{Close}_{\text{prev}}), \text{Abs}(\text{Low} - \text{Close}_{\text{prev}}).
2. Calculation of Keltner Channel (KC) Components
* Calculate KC Middle Line (EMA): Calculate the Exponential Moving Average (EMA) of the closing price (\text{Close}) over period N.
* Calculate ATR: Calculate the Average True Range (ATR) as the moving average of \text{TR} over period N.
* Calculate KC Boundaries: Calculate the Upper and Lower KC lines, using the ATR multiplier Y (recommended Y=1.5 ):
* * 3. Calculation of Bollinger Band (BB) Components
* Calculate BB Middle Line (SMA): Calculate the Simple Moving Average (SMA) of the closing price (\text{Close}) over period N.
* Calculate SD: Calculate the Standard Deviation (SD) of the closing price over period N.
* Calculate BB Boundaries: Calculate the Upper and Lower BB, using the SD multiplier X (recommended X=2.0 ):
* * 4. Algorithm for Determining the "Squeeze" State
* Check Squeeze ON Condition: For the current bar, check if both conditions are met: \text{BB}_{\text{Upper}} < \text{KC}_{\text{Upper}} AND \text{BB}_{\text{Lower}} > \text{KC}_{\text{Lower}}.
* Assign State: IF both conditions in step 9 are true, THEN assign the variable \text{SqueezeState} the value \text{ON} (e.g., 1). ELSE assign the value \text{OFF} (e.g., 0).
5. Algorithm for Generating Breakout Signals
* Identify Trigger: Check if \text{SqueezeState} has changed from \text{ON} to \text{OFF} on the current bar. This signifies that volatility has expanded after the contraction period.
* Bullish Breakout Signal: IF \text{SqueezeState}_{\text{prev}} = \text{ON} AND \text{SqueezeState}_{\text{current}} = \text{OFF}, AND the closing price (\text{Close}) of the current bar is above \text{BB}_{\text{Upper}}, THEN generate a BUY (Breakout Long) signal.
* Bearish Breakout Signal: IF \text{SqueezeState}_{\text{prev}} = \tex (start_span) (end_span)t{ON} AND \text{SqueezeState}_{\text{current}} = \text{OFF}, AND the closing price (\text{Close}) of the current bar is below \text{BB}_{\text{Lower}}, THEN generate a SELL (Breakout Short) signal.
* Additional Momentum Filtering: To increase reliability, the breakout signal should be valid only IF the breakout occurs in the direction confirmed by a momentum indicator (e.g., if Momentum > 0 for a Bullish breakout, and Momentum < 0 for a Bearish breakout).
The Role of Momentum in the Algorithm
A key addition to the volatility indicator is the momentum component. Defining the Squeeze ON/OFF state helps understand the potential for movement, but not its direction. The momentum indicator (often implemented as a histogram, as in TTM Squeeze ) measures whether accumulation of buying or selling pressure occurs during the contraction phase. Therefore, the indicator must include a sub-component that measures this pressure. Using momentum in conjunction with the BB breakout ensures that entry occurs not just after volatility expansion, but after expansion in a confirmed direction, significantly reducing the number of false breakouts.
V. Parameters, Optimization, and Nuances for the Cryptocurrency Market
Adapting Standard Settings (20, 2.0, 1.5)
The standard parameters N=20, X_{\text{BB}}=2.0, and Y_{\text{KC}}=1.5 are designed for stock markets and provide a reliable starting point. However, the high volatility and dynamics of the cryptocurrency market require fine-tuning to optimize performance.
1. Optimization of Period N
Reducing the period N (e.g., to 18 or 14) on lower timeframes (1-hour and below) increases the indicator's sensitivity to local, fast contractions, which is useful for scalping. However, this may also generate more signals, including false ones. For medium-term trading strategies (4h, Daily), a period of N=20 or N=21 provides an optimal balance between sensitivity and noise filtering.
2. Optimization of Multiplier Y_{\text{KC}}
The Keltner Channel multiplier (Y) defaults to 1.5. KC are smoother and more stable due to the use of ATR. If backtesting shows the indicator generates too many false Squeeze ON signals, it may indicate that the KC channel is too narrow. In this case, a slight increase in multiplier Y (e.g., to 1.6 or 1.7) widens the KC. This requires an even more extreme drop in Standard Deviation for the BB to narrow inside the KC, thereby increasing the strictness and reliability of the Squeeze ON signal.
Importance of Timeframe Selection
While some indicators like KC and BB show higher effectiveness in trending conditions for trading off channel boundaries , the Squeeze Play strategy is fundamentally different. It deliberately seeks a range (volatility contraction) with the goal of catching the start of a new strong trend.
In the cryptocurrency market, false breakouts and market noise (chop) can be particularly intense on low timeframes. Therefore, for the Squeeze strategy, it is recommended to use timeframes where consolidation is cleanest: 4-hour, Daily, or Weekly charts for major crypto pairs like BTC/USD or ETH/USD. On lower timeframes, multi-timeframe confirmation must be implemented, for example, using a trend filter from a higher timeframe.
VI. Strategic Application of Squeeze Play and Filtering
Using Momentum for Direction Determination
As noted, the volatility indicator (BB/KC) is not a directional indicator. The squeeze function (Squeeze ON) only identifies a high probability of a strong movement. Therefore, successful trading requires the integration of Momentum.
The breakout should be used as a trigger, but the direction must be confirmed by Momentum. For example, a BUY signal should only be generated if two conditions are met:
* Exit from the Squeeze ON state and the closing price breaking above the upper BB (\text{Close} > \text{BB}_{\text{Upper}}).
* The momentum indicator confirms upward pressure (Momentum value is positive).
This approach prevents entries into false breakouts where volatility expands but not in the direction of the accumulated market pressure.
Risk and Position Management
Since the Keltner Channel is based on ATR, which is a dynamic measure of volatility , ATR should be used for setting the Stop-Loss (SL) in the algorithmic strategy.
* Stop-Loss (SL) Setting: It is recommended to set the SL at a level determined by 1 \times \text{ATR} below the middle line (EMA/SMA) or beyond the KC boundary opposite the breakout. Using ATR ensures that the SL dynamically adapts to the current volatility, avoiding overly tight stops during periods of normal range.
* Take-Profit (TP) Setting: Since the goal of Squeeze Play is to catch a strong directional movement, the take-profit can be set based on a fixed Risk/Reward ratio (e.g., 2:1 or 3:1) or based on the price exiting the KC boundaries. Breaking the KC often indicates an extreme price move and can serve as a point for partial or full profit taking.
Filtering Against False Signals in a Range
The main drawback of breakout trading is the high percentage of false signals in wide but non-directional ranges. Using the composite BB/KC Squeeze indicator effectively addresses this problem.
KC, being based on smoothed ATR, is less susceptible to short-term volatility spikes than BB. The Squeeze filter requires the sensitive BB to narrow inside the smoothed KC. This ensures that we enter only those breakouts that were preceded by a prolonged and abnormally low volatility phase. The breakout must be confirmed by the price breaking the BB after the Squeeze ON state ends, signaling a sustained volatility expansion rather than a brief price spike.
VII. Conclusion
The analysis confirms that the user's observation about the relationship between volatility contraction and subsequent strong movements is a fundamentally sound principle, the best implementation of which in the cryptocurrency market is achieved using the composite BB/KC Squeeze indicator.
This indicator provides a precise quantitative definition of "how much" volatility must contract (SD must fall below 75% of ATR) and includes the necessary qualitative prerequisites ("why and how" — consolidation, confirmed by momentum). The presented step-by-step algorithm provides the technical foundation for coding a highly effective tool that identifies accumulation phases and generates breakout signals, adapted to the dynamics of the crypto market. The inclusion of momentum-based filtering and proper risk management tied to ATR are key factors for transitioning from a pure indicator to a profitable trading strategy.
Техническая Спецификация Индикатора Волатильности BB/KC Squeeze для Алгоритмической Торговли Криптовалютами
I. Теоретические Основы Динамики Волатильности
Принцип "Сжатие-Расширение" (Volatility Contraction/Expansion)
Фундаментальный анализ динамики рыночной волатильности опирается на принцип, популяризированный Джоном Боллинджером: периоды низкой волатильности неизбежно сменяются периодами высокой волатильности. Это явление, известное как цикличность волатильности, является краеугольным камнем торговых стратегий, основанных на пробое диапазона (Breakout Strategy). В контексте технического анализа сжатие волатильности проявляется как фаза консолидации, в которой торговый диапазон сужается, предшествуя сильному, направленному ценовому импульсу.
Смысл контракции волатильности заключается в фазе рыночного равновесия, которое, однако, является неустойчивым. Чаще всего это отражает скрытую деятельность крупных участников, которые либо накапливают (аккумуляция), либо распределяют (дистрибуция) значительный объем актива. Эти действия происходят в узком ценовом коридоре, чтобы избежать резкого движения цены, пока позиция не будет полностью набрана. В результате активность падает, диапазон сужается, и рынок накапливает «энергию» для последующего масштабного расширения. Для криптовалютного рынка, который характеризуется высокой импульсивностью и склонностью к резким трендовым движениям, точная идентификация фазы глубокого сжатия становится мощным алгоритмическим предиктором.
Идентификация Предпосылок: Отличие Пред-пробойного Сжатия
Для построения надежного индикатора критически важно уметь отличать истинное пред-пробойное сжатие от других типов снижения волатильности, которые не ведут к сильному импульсу. В частности, волатильность, измеряемая, например, индикатором Average True Range (ATR), всегда будет снижаться после завершения сильного вертикального движения, поскольку рынок переходит в фазу отката или замедления. Такое снижение является пост-импульсным и не обязательно сигнализирует о скором пробое.
Требуется найти признаки аномально низкой волатильности, которая возникает именно в фазе консолидации. Оптимальный момент для поиска сигнала Сжатия — это возникновение четкого бокового канала. В этой фазе средняя линия канального индикатора (например, EMA или SMA) должна быть относительно горизонтальной. Это подтверждает, что рынок в данный момент находится в состоянии рейнджа (отсутствие сильного текущего тренда), а не в фазе замедления после тренда. Таким образом, в алгоритм индикатора Squeeze необходимо заложить проверку на подтверждение бокового движения (например, через анализ наклона средней линии или ее статистического отклонения от горизонтали за последние X периодов). Только аномально низкая волатильность в фазе рейнджа может быть квалифицирована как высоконадежное пред-пробойное сжатие.
II. Выбор Инструмента: Обоснование Композитного Подхода BB/KC Squeeze
Для эффективного алгоритмического определения фазы экстремального сжатия необходимо использовать индикатор, который комбинирует преимущества двух наиболее надежных методов измерения волатильности: Полос Боллинджера и Каналов Кельтнера.
Сравнительный Анализ Индикаторов Волатильности
Полосы Боллинджера (Bollinger Bands, BB)
Полосы Боллинджера основаны на Стандартном Отклонении (SD) цены от скользящей средней. Эта статистическая метрика делает BB высокочувствительными, поскольку они быстро реагируют на внезапные изменения волатильности. Благодаря этой чувствительности, BB идеально подходят для ранней регистрации начавшегося сжатия и для генерации сигнала пробоя. Однако их высокая чувствительность также является недостатком, так как она может приводить к ложным срабатываниям и преждевременному расширению в условиях рыночного шума.
Каналы Кельтнера (Keltner Channels, KC)
Каналы Кельтнера, в современной версии, разработанной Линдой Рашке, используют Average True Range (ATR) для расчета ширины канала. ATR представляет собой усредненный истинный диапазон колебаний, что обеспечивает более сглаженную и устойчивую меру волатильности. KC реагируют на изменения рынка медленнее, чем BB, но их плавность позволяет лучше фильтровать ложные сигналы и определять истинное направление движения. В отличие от ценовых каналов с фиксированной шириной или процентными конвертами, которые плохо работают в динамичных средах, BB и KC автоматически адаптируются к рыночным условиям.
Механизм Squeeze: Синергия Инструментов
Индикатор BB/KC Squeeze использует синергию BB и KC для достижения максимальной точности в идентификации фазы накопления.
Техническое условие Сжатия (Squeeze ON) определяется, когда быстрые и статистически ориентированные Полосы Боллинджера (BB) оказываются внутри более широких и сглаженных Каналов Кельтнера (KC). Это состояние представляет собой количественное подтверждение экстремально низкой волатильности.
В стандартных настройках BB используют множитель 2.0 от Стандартного Отклонения (SD), а KC используют множитель 1.5 от ATR. Для того чтобы статистическая ширина BB (основанная на отклонении цены от средней) сузилась внутрь ширины KC (основанной на усредненном диапазоне), текущее статистическое отклонение цены должно упасть до аномально низких значений по отношению к историческому среднему диапазону колебаний. Это не просто низкая волатильность, а ее экстремальное сокращение, указывающее на максимальное накопление потенциальной энергии перед импульсом.
Таблица Сравнения Ключевых Индикаторов Волатильности
| Индикатор | Базовая Метрика | Реакция на Волатильность | Основная Роль в Squeeze |
|---|---|---|---|
| Bollinger Bands (BB) | Стандартное Отклонение (SD) | Быстрая, Высокочувствительная | Датчик сжатия, Ранний сигнал пробоя |
| Keltner Channels (KC) | Average True Range (ATR) | Плавная, Фильтрация шума | Определение устойчивого диапазона, Фильтр ложных сигналов |
III. Количественный Анализ: На Сколько, Почему и Как Сокращается Волатильность
На Сколько: Математическое Определение Степени Сжатия
Степень сокращения волатильности перед пробоем измеряется через строгое математическое условие, которое обеспечивает, что текущая волатильность значительно ниже ее усредненного исторического значения.
Условие Сжатия (Squeeze ON) требует выполнения обеих следующих математических формул :
Для понимания того, на сколько должно сократиться движение, необходимо рассмотреть формулы ширины каналов:
* Ширина Полос Боллинджера (\text{BB}_{\text{Width}}):
\text{KC}_{\text{Width}} = 2 \times (\text{ATR} \times 1.5) = 3.0 \times \text{ATR}$$
Состояние Squeeze ON означает, что \text{BB}_{\text{Width}} < \text{KC}_{\text{Width}}. Это условие эквивалентно \text{SD} \times 4.0 < \text{ATR} \times 3.0. В результате, текущее стандартное отклонение (SD) должно упасть ниже 75% от усредненного истинного диапазона (ATR), чтобы сжатие было зарегистрировано. Такое требование к снижению SD до уровня, значительно ниже ATR, является критерием для идентификации глубокого покоя рынка, который служит энергетической базой для последующего направленного движения.
Почему и Как: Качественные Признаки
Снижение волатильности происходит потому, что крупные участники рынка медленно и скрытно накапливают позиции. Они поддерживают цену в узком диапазоне, чтобы полностью набрать необходимый объем, прежде чем позволить цене импульсивно выйти из консолидации. Это создает фазу бокового движения, минимизируя риски для трейдера и позволяя оперативно отследить «бычий» или «медвежий» прорыв.
Для повышения надежности алгоритма и предотвращения входа в ложные диапазоны, необходимо учитывать следующие качественные признаки, сопровождающие истинное сжатие:
* Длительность Сжатия: Чем дольше цена находится в состоянии Squeeze ON, тем больше энергии накапливается. Опыт показывает, что минимальная длительность должна составлять 4–8 периодов. Длительные периоды сжатия (более 10–12 баров) часто предшествуют наиболее сильным импульсным движениям на крипторынке.
* Положение Цены: Во время фазы сжатия цена должна находиться в непосредственной близости к средней линии (EMA/SMA). Это подтверждает, что рынок находится в состоянии равновесия, и накопление происходит вокруг "справедливой" цены текущего диапазона.
* Контекст Моментума: Индикатор волатильности (BB/KC) определяет когда произойдет движение, но не его направление. Для предсказания направления (признак) необходимо использовать компонент моментума (например, гистограмму, как в варианте TTM Squeeze ). Появление положительного моментума во время сжатия, даже при отсутствии движения цены, является признаком потенциальной бычьей силы, усиливающей вероятность пробоя вверх.
Логика Определения Состояния "Сжатия" (Squeeze State Logic)
| Состояние | Математическое Условие (BB vs KC) | Интерпретация Рынка |
|---|---|---|
| Squeeze ON | (\text{BB}_{\text{Upper}} < \text{KC}_{\text{Upper}}) И (\text{BB}_{\text{Lower}} > \text{KC}_{\text{Lower}}) | Экстремальная контракция волатильности, фаза накопления, ожидание прорыва. |
| Squeeze OFF | \text{BB}_{\text{Upper}} \ge \text{KC}_{\text{Upper}} ИЛИ \text{BB}_{\text{Lower}} \le \text{KC}_{\text{Lower}} | Нормальная волатильность, трендовое движение или неустойчивый диапазон. |
IV. Техническая Спецификация: Пошаговый Алгоритм Индикатора Squeeze (BB/KC)
Данный алгоритм представляет собой последовательность шагов, необходимых для кодирования индикатора, фиксирующего состояние сжатия и генерирующего сигналы пробоя.
1. Инициализация и Расчет Базовых Величин
* Определение Периода N: Определить период N (рекомендуемое значение N=20) для расчета скользящих средних, ATR и Стандартного Отклонения (SD).
* Расчет Истинного Диапазона (True Range, TR): Для каждого бара рассчитать \text{TR} как максимальное значение из трех метрик: (High – Low), \text{Abs}(\text{High} - \text{Close}_{\text{prev}}), \text{Abs}(\text{Low} - \text{Close}_{\text{prev}}).
2. Расчет Компонентов Канала Кельтнера (KC)
* Расчет Средней Линии KC (EMA): Рассчитать экспоненциальную скользящую среднюю (EMA) цены закрытия (\text{Close}) за период N.
* Расчет ATR: Рассчитать Средний Истинный Диапазон (ATR) как скользящую среднюю \text{TR} за период N.
* Расчет Границ KC: Рассчитать Верхнюю и Нижнюю линии KC, используя множитель ATR Y (рекомендуется Y=1.5 ):
* * 3. Расчет Компонентов Полос Боллинджера (BB)
* Расчет Средней Линии BB (SMA): Рассчитать простую скользящую среднюю (SMA) цены закрытия (\text{Close}) за период N.
* Расчет SD: Рассчитать Стандартное Отклонение (SD) цены закрытия за период N.
* Расчет Границ BB: Рассчитать Верхнюю и Нижнюю полосы BB, используя множитель SD X (рекомендуется X=2.0 ):
* * 4. Алгоритм Определения Состояния "Squeeze"
* Проверка Условия Squeeze ON: Для текущего бара проверить, выполняются ли оба условия: \text{BB}_{\text{Upper}} < \text{KC}_{\text{Upper}} И \text{BB}_{\text{Lower}} > \text{KC}_{\text{Lower}}.
* Присвоение Состояния: ЕСЛИ оба условия в шаге 9 истинны, ТО присвоить переменной \text{SqueezeState} значение \text{ON} (например, 1). ИНАЧЕ присвоить значение \text{OFF} (например, 0).
5. Алгоритм Генерации Сигналов Пробоя
* Идентификация Триггера: Проверить, что \text{SqueezeState} изменился с \text{ON} на \text{OFF} на текущем баре. Это означает, что волатильность расширилась после периода сжатия.
* Сигнал Бычьего Пробоя: ЕСЛИ \text{SqueezeState}_{\text{prev}} = \text{ON} И \text{SqueezeState}_{\text{current}} = \text{OFF}, И цена закрытия (\text{Close}) текущего бара выше \text{BB}_{\text{Upper}}, ТО генерировать сигнал ПОКУПКА (Breakout Long).
* Сигнал Медвежьего Пробоя: ЕСЛИ \text{SqueezeState}_{\text{prev}} (start_span) (end_span)= \text{ON} И \text{SqueezeState}_{\text{current}} = \text{OFF}, И цена закрытия (\text{Close}) текущего бара ниже \text{BB}_{\text{Lower}}, ТО генерировать сигнал ПРОДАЖА (Breakout Short).
* Дополнительная Фильтрация Моментумом: Для повышения надежности, сигнал пробоя должен быть действителен только ЕСЛИ пробой происходит в направлении, подтвержденном моментум-индикатором (например, если Моментум > 0 для Бычьего пробоя, и Моментум < 0 для Медвежьего пробоя).
Роль Моментума в Алгоритме
Ключевым дополнением к индикатору волатильности является компонент моментума. Определение состояния Squeeze ON/OFF позволяет понять потенциал движения, но не его направление. Моментум-индикатор (часто реализованный в виде гистограммы, как в TTM Squeeze ) позволяет измерить, происходит ли накопление давления покупателей или продавцов во время фазы сжатия. Следовательно, индикатор должен включать подкомпонент, который измеряет это давление. Использование моментума в сочетании с пробоем BB гарантирует, что вход в позицию происходит не просто после расширения волатильности, а после ее расширения в подтвержденном направлении, что существенно снижает количество ложных пробоев.
V. Параметры, Оптимизация и Нюансы для Криптовалютного Рынка
Адаптация Стандартных Настроек (20, 2.0, 1.5)
Стандартные параметры N=20, X_{\text{BB}}=2.0 и Y_{\text{KC}}=1.5 разработаны для фондовых рынков и являются надежной отправной точкой. Однако высокая волатильность и динамика криптовалютного рынка требуют тонкой настройки для оптимизации производительности.
1. Оптимизация Периода N
Уменьшение периода N (например, до 18 или 14) на более низких таймфреймах (1-часовой и ниже) увеличит чувствительность индикатора к локальным, быстрым сжатиям, что полезно для скальпинга. Однако, это также может привести к генерации большего количества сигналов, в том числе ложных. Для среднесрочных торговых стратегий (4h, Daily) период N=20 или N=21 обеспечивает оптимальный баланс между чувствительностью и фильтрацией шума.
2. Оптимизация Множителя Y_{\text{KC}}
Множитель Каналов Кельтнера (Y) по умолчанию равен 1.5. KC более плавные и устойчивые благодаря использованию ATR. Если в процессе тестирования индикатор генерирует слишком много ложных сигналов Squeeze ON, это может указывать на то, что канал KC слишком узок. В этом случае, небольшое увеличение множителя Y (например, до 1.6 или 1.7) расширит KC. Это потребует еще более экстремального падения Стандартного Отклонения, чтобы BB сузились внутрь KC, тем самым повышая строгость и надежность сигнала Squeeze ON.
Важность Выбора Таймфрейма
Хотя некоторые индикаторы, такие как KC и BB, показывают более высокую эффективность в трендовом состоянии для торговли отскоками от границ , стратегия Squeeze Play принципиально иная. Она целенаправленно ищет рейндж (контракцию волатильности) с целью поймать начало нового сильного тренда.
На рынке криптовалют ложные пробои и рыночный шум (chop) могут быть особенно интенсивными на низких таймфреймах. Поэтому для стратегии Squeeze рекомендуется использовать таймфреймы, на которых консолидация наиболее чиста: 4-часовой, Daily или Weekly графики для основных криптопар, таких как BTC/USD или ETH/USD. На более низких таймфреймах необходимо внедрять мультитаймфреймовое подтверждение, используя, например, фильтр тренда с более высокого таймфрейма.
VI. Стратегическое Применение Squeeze Play и Фильтрация
Использование Momentum для Определения Направления
Как уже было отмечено, индикатор волатильности (BB/KC) не является индикатором направления. Функция сжатия (Squeeze ON) лишь идентифицирует высокую вероятность сильного движения. Следовательно, для успешной торговли необходимо интегрировать Моментум.
Прорыв следует использовать как триггер, но направление должно быть подтверждено Моментумом. Например, сигнал ПОКУПКА должен быть сгенерирован, только если соблюдены два условия:
* Выход из состояния Squeeze ON и пробитие ценой закрытия верхней полосы BB (\text{Close} > \text{BB}_{\text{Upper}}).
* Моментум-индикатор подтверждает восходящее давление (значение Моментума положительно).
Такой подход предотвращает входы в ложные пробои, когда волатильность расширяется, но не в направлении накопленного рыночного давления.
Управление Рисками и Позицией
Поскольку Канал Кельтнера основан на ATR, который является динамической мерой волатильности , именно ATR следует использовать для установки стоп-лосса (SL) в алгоритмической стратегии.
* Установка Стоп-Лосса (SL): Рекомендуется устанавливать SL на уровне, определяемом 1 \times \text{ATR} ниже средней линии (EMA/SMA) или за границей канала KC, противоположной пробою. Использование ATR обеспечивает, что SL динамически адаптируется к текущей волатильности, избегая слишком узких стопов в периоды нормального диапазона.
* Установка Тейк-Профита (TP): Поскольку цель Squeeze Play — поймать сильное направленное движение, тейк-профит может быть установлен на основе фиксированного соотношения Риск/Прибыль (например, 2:1 или 3:1) или на основе выхода цены за пределы KC. Пробитие KC часто указывает на экстремальное ценовое движение и может служить точкой для частичной или полной фиксации прибыли.
Фильтрация Против Ложных Сигналов в Рейндже
Основной недостаток торговли на пробой — высокий процент ложных сигналов в широких, но не направленных диапазонах. Использование композитного индикатора BB/KC Squeeze эффективно решает эту проблему.
KC, будучи основанным на сглаженном ATR, менее подвержен краткосрочным всплескам волатильности, чем BB. Фильтр Сжатия требует, чтобы чувствительные BB сузились внутрь сглаженных KC. Это гарантирует, что мы входим только в те прорывы, которым предшествовала длительная и аномально низкая фаза волатильности. Пробой должен быть подтвержден тем, что цена пробивает BB после завершения состояния Squeeze ON, что сигнализирует об устойчивом расширении волатильности, а не о кратковременном ценовом всплеске.
VII. Заключение
Анализ подтверждает, что наблюдение пользователя о связи между сокращением волатильности и последующими сильными движениями является фундаментально верным принципом, наилучшая реализация которого на рынке криптовалют достигается с помощью композитного индикатора BB/KC Squeeze.
Этот индикатор предоставляет точное количественное определение "на сколько" волатильность должна сократиться (SD должно упасть ниже 75% от ATR) и включает необходимые качественные предпосылки ("почему и как" — консолидация, подтвержденная моментумом). Представленный пошаговый алгоритм обеспечивает техническую основу для кодирования высокоэффективного инструмента, который идентифицирует фазы аккумуляции и генерирует сигналы пробоя, адаптированные к динамике крипторынка. Включение фильтрации на основе моментума и надлежащее управление риском, привязанное к ATR, являются ключевыми факторами для перехода от чистого индикатора к прибыльной торговой стратегии.
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.
RSI + MACD Day Trading Toolkit//@version=6
indicator("RSI + MACD Day Trading Toolkit", overlay = true)
//──────────────────────────────────────────────────────────────────────────────
// 1. INPUTS
//──────────────────────────────────────────────────────────────────────────────
// RSI settings
rsiLength = input.int(14, "RSI Length")
rsiOverbought = input.float(70, "RSI Overbought Level", minval = 50, maxval = 100)
rsiOversold = input.float(30, "RSI Oversold Level", minval = 0, maxval = 50)
// MACD settings (classic 12 / 26 / 9)
macdFastLength = input.int(12, "MACD Fast Length")
macdSlowLength = input.int(26, "MACD Slow Length")
macdSignalLength = input.int(9, "MACD Signal Length")
// Risk model selection
riskModel = input.string("ATR", "Risk Model", options = )
// ATR-based SL/TP
atrLength = input.int(14, "ATR Length")
atrSLMult = input.float(1.5, "SL ATR Multiplier", minval = 0.1, step = 0.1)
atrTPMult = input.float(2.5, "TP ATR Multiplier", minval = 0.1, step = 0.1)
// Percent-based SL/TP (for scalping on very tight spreads)
slPercent = input.float(0.5, "SL % (when Risk Model = Percent)", minval = 0.05, step = 0.05)
tpPercent = input.float(1.0, "TP % (when Risk Model = Percent)", minval = 0.05, step = 0.05)
// Visual / styling
showSLTPLines = input.bool(true, "Plot Stop Loss / Take Profit Lines")
//──────────────────────────────────────────────────────────────────────────────
// 2. CORE INDICATORS: RSI & MACD
//──────────────────────────────────────────────────────────────────────────────
rsiValue = ta.rsi(close, rsiLength)
// Manual MACD calculation (avoids tuple unpacking issues)
macdFastEMA = ta.ema(close, macdFastLength)
macdSlowEMA = ta.ema(close, macdSlowLength)
macdValue = macdFastEMA - macdSlowEMA
macdSignal = ta.ema(macdValue, macdSignalLength)
macdHist = macdValue - macdSignal
atrValue = ta.atr(atrLength)
// Hide internal plots from price scale (still accessible if you change display)
plot(rsiValue, "RSI", display = display.none)
plot(macdValue, "MACD", display = display.none)
plot(macdSignal, "MACD Sig", display = display.none)
plot(macdHist, "MACD Hist", display = display.none)
//──────────────────────────────────────────────────────────────────────────────
// 3. SIGNAL LOGIC (ENTRY CONDITIONS)
//──────────────────────────────────────────────────────────────────────────────
//
// Idea:
// - LONG bias: RSI emerges from oversold AND MACD crosses above signal below zero
// - SHORT bias: RSI falls from overbought AND MACD crosses below signal above zero
//
// Combines momentum (RSI) with trend confirmation (MACD).
//──────────────────────────────────────────────────────────────────────────────
// RSI events
rsiBullCross = ta.crossover(rsiValue, rsiOversold) // RSI crosses UP out of oversold
rsiBearCross = ta.crossunder(rsiValue, rsiOverbought) // RSI crosses DOWN from overbought
// MACD crossover with trend filter
macdBullCross = ta.crossover(macdValue, macdSignal) and macdValue < 0 // Bullish cross below zero-line
macdBearCross = ta.crossunder(macdValue, macdSignal) and macdValue > 0 // Bearish cross above zero-line
// Raw (ungated) entry signals
rawLongSignal = rsiBullCross and macdBullCross
rawShortSignal = rsiBearCross and macdBearCross
//──────────────────────────────────────────────────────────────────────────────
// 4. STATE MANAGEMENT (SIMULATED POSITION TRACKING)
//──────────────────────────────────────────────────────────────────────────────
//
// position: 1 = long
// -1 = short
// 0 = flat
//
// We track entry price and SL/TP levels as if this were a strategy.
// This is still an indicator – it just computes and plots the logic.
//──────────────────────────────────────────────────────────────────────────────
var int position = 0
var float longEntryPrice = na
var float shortEntryPrice = na
var float longSL = na
var float longTP = na
var float shortSL = na
var float shortTP = na
// Per-bar flags (for plotting / alerts)
var bool longEntrySignal = false
var bool shortEntrySignal = false
var bool longExitSignal = false
var bool shortExitSignal = false
// Reset per-bar flags each bar
longEntrySignal := false
shortEntrySignal := false
longExitSignal := false
shortExitSignal := false
//──────────────────────────────────────────────────────────────────────────────
// 5. EXIT LOGIC (STOP LOSS / TAKE PROFIT / OPPOSITE SIGNAL)
//──────────────────────────────────────────────────────────────────────────────
//
// Exits are evaluated BEFORE new entries on each bar.
//──────────────────────────────────────────────────────────────────────────────
// Stop-loss / take-profit hits for existing positions
longStopHit = position == 1 and not na(longSL) and low <= longSL
longTakeHit = position == 1 and not na(longTP) and high >= longTP
shortStopHit = position == -1 and not na(shortSL) and high >= shortSL
shortTakeHit = position == -1 and not na(shortTP) and low <= shortTP
// Opposite signals can also close positions
reverseToShort = position == 1 and rawShortSignal
reverseToLong = position == -1 and rawLongSignal
// Combine exit conditions
longExitNow = longStopHit or longTakeHit or reverseToShort
shortExitNow = shortStopHit or shortTakeHit or reverseToLong
// Register exits and flatten position
if longExitNow and position == 1
longExitSignal := true
position := 0
longEntryPrice := na
longSL := na
longTP := na
if shortExitNow and position == -1
shortExitSignal := true
position := 0
shortEntryPrice := na
shortSL := na
shortTP := na
//──────────────────────────────────────────────────────────────────────────────
// 6. ENTRY LOGIC WITH RISK MODEL (SL/TP CALCULATION)
//──────────────────────────────────────────────────────────────────────────────
//
// Only take a new trade when flat.
// SL/TP are calculated relative to entry price using either ATR or Percent.
//──────────────────────────────────────────────────────────────────────────────
if position == 0
// Long entry
if rawLongSignal
position := 1
longEntryPrice := close
if riskModel == "ATR"
longSL := longEntryPrice - atrValue * atrSLMult
longTP := longEntryPrice + atrValue * atrTPMult
else // Percent model
longSL := longEntryPrice * (1.0 - slPercent / 100.0)
longTP := longEntryPrice * (1.0 + tpPercent / 100.0)
longEntrySignal := true
// Short entry
else if rawShortSignal
position := -1
shortEntryPrice := close
if riskModel == "ATR"
shortSL := shortEntryPrice + atrValue * atrSLMult
shortTP := shortEntryPrice - atrValue * atrTPMult
else // Percent model
shortSL := shortEntryPrice * (1.0 + slPercent / 100.0)
shortTP := shortEntryPrice * (1.0 - tpPercent / 100.0)
shortEntrySignal := true
//──────────────────────────────────────────────────────────────────────────────
// 7. PLOTTING: ENTRIES, EXITS, STOPS & TARGETS
//──────────────────────────────────────────────────────────────────────────────
// Entry markers
plotshape(longEntrySignal, title = "Long Entry", style = shape.triangleup, location = location.belowbar, color = color.new(color.lime, 0), size = size.small, text = "LONG")
plotshape(shortEntrySignal, title = "Short Entry", style = shape.triangledown, location = location.abovebar, color = color.new(color.red, 0), size = size.small, text = "SHORT")
// Exit markers (generic exits: SL, TP or reversal)
plotshape(longExitSignal, title = "Long Exit", style = shape.xcross, location = location.abovebar, color = color.new(color.orange, 0), size = size.tiny, text = "LX")
plotshape(shortExitSignal, title = "Short Exit", style = shape.xcross, location = location.belowbar, color = color.new(color.orange, 0), size = size.tiny, text = "SX")
// Optional: show SL/TP levels on chart while in position
plot(showSLTPLines and position == 1 ? longSL : na, title = "Long Stop Loss", style = plot.style_linebr, color = color.new(color.red, 0), linewidth = 1)
plot(showSLTPLines and position == 1 ? longTP : na, title = "Long Take Profit", style = plot.style_linebr, color = color.new(color.lime, 0), linewidth = 1)
plot(showSLTPLines and position == -1 ? shortSL : na, title = "Short Stop Loss", style = plot.style_linebr, color = color.new(color.red, 0), linewidth = 1)
plot(showSLTPLines and position == -1 ? shortTP : na, title = "Short Take Profit", style = plot.style_linebr, color = color.new(color.lime, 0), linewidth = 1)
//──────────────────────────────────────────────────────────────────────────────
// 8. ALERT CONDITIONS
//──────────────────────────────────────────────────────────────────────────────
//
// Configure TradingView alerts using these conditions.
//──────────────────────────────────────────────────────────────────────────────
// Entry alerts
alertcondition(longEntrySignal, title = "Long Entry (RSI+MACD)", message = "RSI+MACD: Long entry signal")
alertcondition(shortEntrySignal, title = "Short Entry (RSI+MACD)", message = "RSI+MACD: Short entry signal")
// Exit alerts (by type: SL vs TP vs reversal)
alertcondition(longStopHit, title = "Long Stop Loss Hit", message = "RSI+MACD: Long STOP LOSS hit")
alertcondition(longTakeHit, title = "Long Take Profit Hit", message = "RSI+MACD: Long TAKE PROFIT hit")
alertcondition(shortStopHit, title = "Short Stop Loss Hit", message = "RSI+MACD: Short STOP LOSS hit")
alertcondition(shortTakeHit, title = "Short Take Profit Hit", message = "RSI+MACD: Short TAKE PROFIT hit")
alertcondition(reverseToShort, title = "Long Exit by Reverse Signal", message = "RSI+MACD: Long exit by SHORT reverse signal")
alertcondition(reverseToLong, title = "Short Exit by Reverse Signal", message = "RSI+MACD: Short exit by LONG reverse signal")
//──────────────────────────────────────────────────────────────────────────────
// 9. QUICK USAGE NOTES
//──────────────────────────────────────────────────────────────────────────────
//
// - Indicador, não estratégia: ele simula posição, SL/TP e sinais de saída.
// - Para backtest/auto, basta portar a mesma lógica para um script `strategy()`
// usando `strategy.entry` e `strategy.exit`.
// - Em day trade, teste ATR vs Percent e ajuste os multiplicadores ao ativo.
//──────────────────────────────────────────────────────────────────────────────
Multi-Account Lot Calculator (@JP7FX)Multi-Account Lot Calculator (JP7FX)
Multi-Account Lot Calculator shows a single trade idea across multiple accounts and currencies. It builds a panel on the chart that displays risk per account and the lot size needed for a chosen stop distance and R multiple.
Trade and asset settings
You define the shared trade settings once: direction (long or short), stop loss distance in pips, risk to reward, and entry price or use close.
The script supports Forex, stock, crypto, XAU/USD and index/CFD, with automatic or manual pip size and contract size. It also includes inputs for index point size and value per point when using index or CFD symbols.
Entry, SL and TP visuals
The script plots entry, stop loss and take profit lines on the chart.
Labels can show the exact prices and the R multiple for the take profit.
Optional zones between entry and SL, and entry and TP, can be drawn on the right side of the chart.
A lock feature lets you freeze the trade window and price levels manually or when price touches entry. When locked, the script can keep zones visible using line fills and can auto extend the right edge as new bars print.
Multi account panel
Up to six accounts can be configured at the same time.
For each account you can set:
• a custom name
• account balance
• account currency (USD, EUR, GBP, AUD, NZD, CAD, CHF, JPY)
• risk mode (percent or cash)
• preset risk percent or fixed cash risk
The panel calculates, per account:
• risk amount in that account’s currency
• lot size for the given stop loss distance
Currency conversion
Risk and lot sizing use the symbol’s quote currency and convert it into each account currency with request.currency_rate.
A fallback conversion rate can be set if live data is not available.
Table layout and style
The on-chart table shows columns for Account, CCY, Balance, Mode, R%, Risk Amt and Lot.
You can choose the panel position, border width, title and subheader colours, row colours and optional zebra rows.
Use cases
This tool is intended for traders who run several accounts or prop firm accounts in different currencies and want a single view of position size per account for the same trade idea.
3-bar Swing Liquidity Grab📊 3-BAR SWING LIQUIDITY GRAB
WHAT IT DOES
Automatically detects 3-bar swing highs/lows and alerts you to liquidity grab moments — when price breaks structural levels to trigger stop-losses, then reverses.
SIGNALS AT A GLANCE
Signal What It Means Trade Idea
SH 🟠▼ Swing High (Resistance) Reference level
SL 🔵▲ Swing Low (Support) Reference level
LQH 🔴❌ Fake break ABOVE resistance SHORT ⬇️
LQL 🟢❌ Fake break BELOW support LONG ⬆️
HOW TO TRADE IT
Spot the trend — Is price going up or down?
Wait for signal — LQL (green) in uptrend, LQH (red) in downtrend
Enter on signal — Place order on that bar
Stop Loss — Just outside the swing level
Take Profit — At the next swing level
SETTINGS EXPLAINED
Swing length: 1 = 3-bar swing, 2 = 5-bar swing (use 1 for scalp, 2 for larger TF)
Lookback bars: Time window to find liquidity grabs (10-20 for scalp, 50+ for position)
Toggles: Show/hide swing markers and signals
BEST ON THESE TIMEFRAMES
TF Type Settings
M5-M15 Scalp SL: 1, LB: 10-15
M15-H1 Intraday SL: 1, LB: 15-20
H1-H4 Swing SL: 1-2, LB: 20-50
D+ Position SL: 2, LB: 50+
KEY RULES
✅ DO:
Trade signals aligned with major trend
Always use stop loss
Use 2-5% risk per trade
Confirm with price action
❌ DON'T:
Trade choppy/sideways markets
Ignore the trend
Chase signals
Overtrade
REAL EXAMPLE
LONG Trade (LQL Signal):
text
Uptrend → Swing Low forms at 1.0950
→ Price dips to 1.0930 (below SL)
→ Closes at 1.0955 (above SL) = GREEN ❌ (LQL)
→ BUY at 1.0960
→ Stop Loss: 1.0920
→ Take Profit: 1.1050 (previous Swing High)
WORKS ON
✅ Crypto (Bitcoin, Ethereum, Altcoins)
✅ Forex (EUR/USD, GBP/USD, etc.)
✅ Stocks & Indices
✅ Commodities (Gold, Oil, etc.)
Any asset, any timeframe, any market.
DISCLAIMER
This is a technical analysis tool, not financial advice. Past performance does not guarantee future results. Always use proper risk management and test on a demo account first.
Dynamic Breakout Odds [RayAlgo]█ OVERVIEW
Dynamic Breakout Odds is a probability-based breakout tool that uses ATR and pattern matching to estimate how likely price is to expand up or down from the current candle.
Instead of guessing, the indicator scans historical candles that look like the current one and measures how often price broke above or below by a volatility-based amount.
It then projects those probabilities forward as clean levels and a bias dashboard on your chart.
Use it to quickly answer:
• “Is the next move statistically more likely up or down?”
• “How far does price typically travel from here, in ATR terms?”
█ CONCEPTS
Candle Profile Matching
The script builds a “profile” of the current setup using two elements:
• The color of the previous candle (bullish close vs bearish close)
• The trend environment (above/below EMA, if the filter is enabled)
Only historical candles with the same profile are used for statistics. This keeps the probabilities specific to the current context instead of mixing all market conditions together.
ATR-Based Expansion
For every matching historical candle, the script checks how far price moved away from the open using ATR:
• Upward move thresholds
• Moderate expansion (≈ 0.5 ATR above the open)
• Stronger expansion (≈ 1.0 ATR above the open)
• Downward move thresholds
• Moderate expansion (≈ 0.5 ATR below the open)
• Stronger expansion (≈ 1.0 ATR below the open)
It counts how often each expansion happened, then converts those counts into probabilities.
Normalized Probability Scores
The indicator doesn’t just show raw percentages; it normalizes them so that all scenarios together form a consistent probability set.
Internally it tracks four outcomes for similar candles:
• Chance of a moderate move upward
• Chance of a strong move upward
• Chance of a moderate move downward
• Chance of a strong move downward
These are then normalized so the total is roughly 100%. From this, two main metrics are derived:
• Bullish Strength = combined normalized odds of upside moves
• Bearish Strength = combined normalized odds of downside moves
Whichever side has the higher score defines the current directional bias .
█ WHAT YOU SEE ON THE CHART
1. Breakout Projection Levels
Four horizontal levels are projected around the open of the current bar:
• Two upside levels
• Nearer upside expansion (~0.5 ATR above the open)
• Further upside expansion (~1.0 ATR above the open)
• Two downside levels
• Nearer downside expansion (~0.5 ATR below the open)
• Further downside expansion (~1.0 ATR below the open)
Each line extends a configurable number of bars into the future, so you visually see a breakout “corridor” above and below price.
2. Probability Labels
At the right edge of each line, you’ll see a label such as:
• “X% – near upside”
• “Y% – further downside”
These labels tell you how frequently similar candles in the chosen lookback reached that expansion. You immediately know which scenario has been more common historically.
3. Breakout Zones
Between the paired upside lines and the paired downside lines, shaded “probability zones” can be shown:
• The upper shaded band highlights the typical upside expansion range
• The lower shaded band highlights the typical downside expansion range
These zones visually group probable target areas instead of just single lines.
4. Background Tint
The background behind price is softly tinted towards:
• Bullish color when Bullish Strength > Bearish Strength
• Bearish color when Bearish Strength > Bullish Strength
The stronger the statistical imbalance between the two, the more pronounced the tint. This gives you an instant feel for whether conditions lean more Long, more Short, or are nearly Neutral.
5. Directional Bias Arrow
On the last bar the script can plot a clean arrow:
• Up-arrow below price when bullish odds dominate
• Down-arrow above price when bearish odds dominate
The arrow is positioned beyond all projection lines, making it easy to see even on cluttered charts and reminding you of the current statistical bias without text.
6. Origin Marker
A small horizontal mark is drawn at the open of the current candle.
This acts as the “starting point” from which all ATR-based expansions above and below are measured.
7. Dashboard Panel
A compact dashboard is drawn in a corner of the chart (location configurable). It displays:
• Bullish Strength – combined normalized probability for upside expansions
• Bearish Strength – combined normalized probability for downside expansions
• Bias – “Long Bias”, “Short Bias”, or “Neutral”
• Trend Filter – shows whether EMA-based filtering is ON or OFF and which length is used
This gives you a quick, text-based summary of the current statistical environment.
█ SETTINGS
Analysis Lookback Period
• Controls how many historical bars the script inspects when searching for similar candles.
• Larger values = more history, smoother statistics, slower adaptation.
• Smaller values = faster adaptation, but more noise and less stability.
ATR Length
• The period used to compute ATR volatility.
• Defines how “big” 0.5 ATR and 1.0 ATR moves are on your current symbol and timeframe.
Trend Filter (EMA)
• Filter by Trend?
• When ON, only historical candles in a similar trend regime are used.
• When OFF, all past candles with similar color are considered, regardless of trend.
• Trend EMA Length
• EMA period used to classify trend.
• Price above EMA → uptrend environment.
• Price below EMA → downtrend environment.
This filter helps you separate behavior in uptrends from downtrends, which can significantly change breakout dynamics.
Visual Settings
• Projection Width (bars)
• How far the lines and zones extend into the future.
• Show Probability Zones
• Toggle shaded bands between each pair of levels.
• Label Size
• Choose smaller or larger text for the probability labels on the right.
• Tint Background by Bias
• Turn the bias-based background on or off.
• Show Bias Marker on Last Candle
• Toggle the up/down arrow marker.
• Dashboard Location
• Select top/bottom left/right corner for the panel.
█ HOW TO USE IT
1. Start With the Dashboard
Look at Bullish Strength vs Bearish Strength:
• If bullish is clearly larger → environment statistically favors upside expansion.
• If bearish is clearly larger → environment statistically favors downside expansion.
• If they are close → treat the situation as Neutral; consider reducing position size or waiting for more clarity.
2. Use Levels as Dynamic Targets
The projected lines and zones can serve as:
• Profit targets based on typical expansion distance
• Logical regions for scaling out
• Areas where you expect price behavior to change (e.g., loss of momentum)
Short-term traders often focus on the nearer expansion levels, while swing traders may use the farther levels as extended targets.
3. Align With Trend (Optional)
With the trend filter ON:
• Prefer Long setups when price is above the EMA and bullish probabilities dominate.
• Prefer Short setups when price is below the EMA and bearish probabilities dominate.
With the filter OFF, you get pure color-plus-pattern statistics across the whole lookback, which can be useful if you deliberately trade counter-trend or range conditions.
4. Combine With Your Existing System
Dynamic Breakout Odds is best used as a confirmation and targeting layer :
• Combine it with structure (support/resistance, supply/demand, order blocks).
• Combine it with volume or orderflow tools if you use them.
• Use the probability zones to validate whether your planned target is realistic relative to recent volatility.
It is not designed to be a standalone “buy/sell” signal generator, but a statistical map around your entries.
█ PRACTICAL EXAMPLES
Example A – Bullish, Moderate Expansion Frequently Hit
• Bullish Strength significantly higher than Bearish Strength.
• The nearer upside level shows a strong historical hit rate.
Interpretation: similar setups often produce at least a moderate push upward before failing.
Use case: trade pullbacks in the direction of the bias, targeting the nearer upside projection as an initial take-profit.
Example B – Bearish, Deeper Downside Often Reached
• Bearish Strength clearly dominant.
• Both the nearer and farther downside levels show decent probabilities.
Interpretation: similar conditions historically saw follow-through to the downside.
Use case: use rallies against the direction of the bias to position into shorts, planning partial exits around the first downside projection and runners toward the second.
Example C – Neutral, Balanced Probabilities
• Bullish and Bearish Strength scores are close.
• Background tint is very light or absent.
Interpretation: the market is statistically indecisive; expansions up or down are similarly likely.
Use case: consider range trading tactics, mean-reversion ideas, or simply standing aside until a clearer skew develops.
█ BEST PRACTICES
• Use on liquid symbols and reasonable timeframes to avoid distorted ATR behavior.
• Don’t overfit lookback length to a single instrument; test across markets.
• Let the indicator provide context, not absolute certainty.
• Always combine with proper risk management (position sizing, max loss per trade, etc.).
• Be cautious with very small sample sizes (e.g., very short lookbacks on low-volume assets).
█ LIMITATIONS & NOTES
• All probabilities are based on historical behavior ; markets can change regime.
• ATR distances are relative to recent volatility and may shrink/expand over time.
• The script intentionally does not guarantee any direction or target; it only reports what has been most common in similar past situations.
█ DISCLAIMER
This tool is for educational and informational purposes only.
It does not constitute financial advice or a guarantee of performance.
Always do your own research, test on demo or historical data, and use appropriate risk management when trading live capital.
DarkPool FlowDarkPool Flow is a professional-grade technical analysis tool designed to align retail traders with the dominant "smart money" flow. Unlike standard moving average crossovers that often generate false signals during consolidation, this script employs a multi-layered filtering engine to isolate high-probability trends.
The core philosophy of this indicator is that Trends are fractal. A sustainable move on a lower timeframe must be supported by momentum on a higher timeframe. By comparing a "Fast Signal Trend" against a "Slow Anchor Trend" (e.g., Daily vs. Weekly), the script identifies the market bias used by institutional algorithms.
This edition features a Smart Recovery Engine, ensuring that valid trends are not missed simply because momentum started slowly, and a Dynamic Cloud that visually represents the strength of the trend spread.
Key Features
1. Auto-Adaptive Timeframe Logic
The script eliminates the guesswork of Multi-Timeframe (MTF) selection. By enabling "Auto-Adapt," the indicator detects your current chart timeframe and automatically maps it to the mathematically correct institutional pairings:
Scalping (<15m): Uses 15-Minute Trend vs. 1-Hour Anchor.
Day Trading (15m - 1H): Uses 4-Hour Trend vs. Daily Anchor.
Swing Trading (4H - Daily): Uses Daily Trend vs. Weekly Anchor (The classic "Golden" setup).
Investing (Weekly): Uses 21-Week EMA vs. 50-Week SMA (Bull Market Support Band logic).
2. Smart Recovery Signal Engine
Standard crossover scripts often miss major moves if the specific breakout candle has low volume or weak ADX. This script utilizes a state-machine logic that "remembers" the trend direction. If a trend begins during low volatility (gray candles), the script waits. The moment volatility and momentum confirm the move, a Smart Recovery Signal is triggered, allowing you to enter an existing trend safely.
3. Chop Protection (Gray Candles)
Preservation of capital is the priority. The script analyzes the Average Directional Index (ADX) and Volatility (ATR).
Colored Candles (Green/Red): The market is trending with sufficient strength. Trading is permitted.
Gray Candles: The market is in a low-energy chop or consolidation (ADX < 20). Trading is discouraged.
4. Dynamic Trend Cloud
The space between the Fast and Slow trends is filled with a dynamic cloud.
Darker/Opaque Cloud: Indicates a widening spread, suggesting accelerating momentum.
Lighter/Transparent Cloud: Indicates a narrowing spread, suggesting the trend may be weakening or consolidating.
5. Pullback & Retest Signals (+)
While triangles mark the start of a trend, the Plus (+) signs mark low-risk opportunities to add to a position. These appear when price dips into the cloud, finds support at the "Fair Value" zone, and closes back in the direction of the trend with confirmed momentum.
User Guide & Strategy
Setup
Add the indicator to your chart.
For Beginners: Enable "Auto-Adaptive Timeframes" in the settings.
For Advanced Users: Disable Auto-Adapt and manually configure your Fast/Slow pairings (Default is Daily 50 EMA / Weekly 50 EMA).
Signal Mode: Choose "First Breakout Only" for a cleaner chart, or "All Signals" if you wish to see re-entry points during choppy starts.
Long Entry Criteria (Buy)
Trend: The Cloud must be Green (Fast Trend > Slow Trend).
Signal: A Green Triangle appears below the bar.
Confirmation: The signal candle must not be Gray.
Re-Entry: A small Green (+) sign appears, indicating a successful test of the cloud support.
Short Entry Criteria (Sell)
Trend: The Cloud must be Red (Fast Trend < Slow Trend).
Signal: A Red Triangle appears above the bar.
Confirmation: The signal candle must not be Gray.
Re-Entry: A small Red (+) sign appears, indicating a successful test of the cloud resistance.
Stop Loss & Risk Management
Stop Loss: A standard institutional stop loss is placed just beyond the Slow Trend Line (the outer edge of the cloud). If price closes beyond the Slow Trend, the macro thesis is invalid.
Take Profit: Target liquidity pools or use a trailing stop based on the Fast Trend line.
Settings Overview
Mode Selection: Toggle between Auto-Adaptive logic or Manual control.
Manual Configuration: Define the specific Timeframe, Length, and Type (EMA, SMA, WMA) for both Fast and Slow trends.
Signal Logic: Toggle "Show Pullback Signals" on/off. Switch between "First Breakout" or "All Signals."
Quality Filters: Toggle individual filters (ATR, RSI, ADX) to adjust sensitivity. Turning these off makes the script more responsive but increases false signals.
Visual Style: Customize colors for Bullish, Bearish, and Neutral (Gray) states. Adjust cloud transparency.
Disclaimer
Risk Warning: Trading financial markets involves a high degree of risk and is not suitable for all investors. You could lose some or all of your initial investment.
Educational Use Only: This script and the information provided herein are for educational and informational purposes only. They do not constitute financial advice, investment advice, trading advice, or any other recommendation.
No Guarantee: Past performance of any trading system or methodology is not necessarily indicative of future results. The "Institutional Trend" indicator is a tool to assist in technical analysis, not a crystal ball. The creators of this script assume no responsibility or liability for any trading losses or damages incurred as a result of using this tool. Always perform your own due diligence and consult with a qualified financial advisor before making investment decisions.
ORB Algo - BitcoinGENERAL SUMMARY
We present our new ORB Algo indicator! ORB stands for "Opening Range Breakout," a common trading strategy. The indicator can analyze the market trend in the current session and generate Buy/Sell, Take Profit, and Stop Loss signals. For more information about the indicator's analysis process, you can read the “How Does It Work?” section of the description.
Features of the new ORB Algo indicator:
Buy/Sell Signals
Up to 3 Take Profit Signals
Stop Loss Signals
Buy/Sell, Take Profit, and Stop Loss Alerts
Fully Customizable Algorithm
Session Control Panel
Backtesting Control Panel
HOW DOES IT WORK?
This indicator works best on the 1-minute timeframe. The idea is that the trend of the current session can be predicted by analyzing the market for a period of time after the session begins. However, each market has its own dynamics, and the algorithm will require fine-tuning to achieve the best possible performance. For this reason, we implemented a Backtesting Panel that shows the past performance of the algorithm on the current ticker with your current settings. Always remember that past performance does not guarantee future results.
Here are the steps of the algorithm explained briefly:
The algorithm follows and analyzes the first 30 minutes (adjustable) of the session.
Then, it checks for breakouts above or below the opening range high or low.
If a breakout occurs in either direction, the algorithm will look for retests of the breakout. Depending on the sensitivity setting, there must be 0 / 1 / 2 / 3 failed retests for the breakout to be considered reliable.
If the breakout is reliable, the algorithm will issue an entry signal.
After entering the position, the algorithm will wait for the Take-Profit or Stop-Loss zones to be reached and send a signal if any of them occur.
If you wonder how the indicator determines the Take-Profit and Stop-Loss zones, you can check the Settings section of the description.
UNIQUENESS
Although some indicators display the opening range of the session, they often fall short in features such as indicating breakouts, entries, and Take-Profit & Stop-Loss zones. We are also aware that different markets have different dynamics, and tuning the algorithm for each market is crucial for better results. That is why we decided to make the algorithm fully customizable.
In addition to this, our indicator includes a detailed backtesting panel so you can see the past performance of the algorithm on the current ticker. While past performance does not guarantee future results, we believe that a backtesting panel is necessary to fine-tune the algorithm. Another strength of the indicator is that it offers multiple options for detecting Take-Profit and Stop-Loss zones, allowing traders to choose the one that fits their style best.
⚙️ SETTINGS
Keep in mind that the best timeframe for this indicator is the 1-minute timeframe.
TP = Take-Profit
SL = Stop-Loss
EMA = Exponential Moving Average
OR = Opening Range
ATR = Average True Range
1. Algorithm
ORB Timeframe → This setting determines how long the algorithm will analyze the market after a new session begins before issuing signals. It is important to experiment with this option and find the optimal setting for the current ticker. More volatile stocks will require a higher value, while more stable stocks can use a shorter one.
Sensitivity → Determines how many failed retests are required before taking an entry. Higher sensitivity means fewer retests are needed to consider the breakout reliable.
If you believe the ticker makes strong moves after breaking out, use high sensitivity.
If the ticker doesn’t define the trend immediately after a breakout, use low sensitivity.
(High = 0 Retests, Medium = 1 Retest, Low = 2 Retests, Lowest = 3 Retests)
Breakout Condition → Determines how the algorithm detects breakouts.
Close = The bar must close above OR High for bullish breakouts or below OR Low for bearish breakouts.
EMA = The bar’s EMA must be above/below the OR Lines instead of relying on the closing price.
TP Method → Method used to determine TP zones.
Dynamic = Searches for the bar where price stops following the current trend and reverses. It uses an EMA, and when the bar’s close crosses the EMA, a TP is placed.
ATR = Determines TP zones before the trade happens, using the ATR of the entry bar. This option also displays the TP zones on the ORB panel.
→ The Dynamic method generally performs better, while the ATR method is safer and more conservative.
EMA Length → Sets the length of the EMA used in both the Dynamic TP method and the “EMA Breakout Condition.” The default value usually performs well, but you can experiment to find the optimal length for the current ticker.
Stop-Loss → Defines where the SL zone will be placed.
Safer = SL is placed closer to OR High in bullish entries and closer to OR Low in bearish entries.
Balanced = SL is placed in the middle of OR High & OR Low.
Risky = SL is placed farther away, giving more room for movement.
Adaptive SL → Activates only if the first TP zone is reached.
Enabled = After the 1st TP hits, SL moves to the entry price, making the position risk-free.
Disabled = SL never changes.
SK Trading System v1.6 SK Trading System v0.16 – Rule-Based Market Strategy for Precise Entries & Exits
The SK Trading System v0.16 is a comprehensive, rule-based approach to trading designed to identify market turning points using price action and Fibonacci levels. Built on over 6 years of trading experience and thousands of hours of market analysis, this system combines the power of Fibonacci retracements and extensions with structured price sequences to provide a high-probability framework for identifying trend reversals and market entries.
Key Features:
Price Action-Based: The system leverages market structure, including price highs and lows, to identify significant turning points in the market.
Fibonacci Levels: Key retracement and extension levels (0.382, 0.5, 0.618, 1.618, 2.000) are used to identify optimal entry and exit points for trades.
Clear Sequences: The strategy identifies sequences of price movements (Points 0, A, B, and C) that follow a well-defined pattern of market behavior.
Risk & Money Management: The system enforces strict risk management principles, capping loss exposure to 1-3% per trade and targeting a minimum 1:1 risk/reward ratio.
Automated Trade Setup: Automatic detection of key price levels, including the Golden Pocket zone, targets, and invalidation points.
Visual Trade Markers: Easy-to-read visual indicators, including Fibonacci zones, points of interest, and target levels, to support your trading decisions.
Why Use It:
Disciplined Approach: Follow a strict, rule-driven methodology to eliminate emotional trading and boost consistency.
Multi-Timeframe Analysis: Ideal for traders who analyze multiple timeframes, from higher timeframes for trend direction to lower timeframes for precise entry points.
Comprehensive Risk Management: The system includes built-in stop loss and take profit management to protect your capital and lock in profits.
Continuous Adaptation: The strategy can adapt to changing market conditions, ensuring you stay on the right side of the market.
Who Can Benefit:
Swing Traders: Ideal for traders looking to capture medium- to long-term price movements with high-probability setups.
Trend Followers: Perfect for those who want to trade with the prevailing trend while managing risk.
Fibonacci Enthusiasts: This strategy leverages Fibonacci retracements and extensions to find high-confluence entry and exit zones.
Maximize your trading efficiency and reduce the noise of unpredictable market moves with the SK Trading System v16. Let the system guide your trading decisions with clear, actionable signals and reliable market patterns.
Crypto Intraday Scalper [Patterns + RSI + Volume + MTF + ADX]# Guide to Reading the Indicator (CIS Pro v2)
## 1. Operational Signals (The Labels)
- **GREEN Label "BUY"**:
**Meaning**: Entry for a Long position.
**Conditions**: Bullish candle pattern + Oversold RSI + High Volume + Bullish 1-hour trend + Sufficient Volatility.
- **RED Label "SELL"**:
**Meaning**: Entry for a Short position.
**Conditions**: Bearish candle pattern + Overbought RSI + High Volume + Bearish 1-hour trend + Sufficient Volatility.
- **No Label**: The market is in an uncertain phase, sideways movement, or filters (ADX/MTF) are blocking signals for protection.
## 2. Trend Lines (The Context)
- **Gray Line (EMA 200)**: This serves as the dividing line between bullish and bearish trends.
**Rule**: Seek Long positions only above the gray line; Short positions only below it.
- **Red/Green Step Line (Supertrend / Trailing Stop)**:
**Green (below the price)**: Strong bullish trend. Acts as dynamic support.
**Red (above the price)**: Strong bearish trend. Acts as dynamic resistance.
**Usage**: Use it for trade exits. If in a Long position and the line turns red, close the entire trade.
## 3. Price Levels (Targets and Supports)
- **Blue/Red/Green Dots (Pivot Points)**:
These are levels calculated from the previous day. The price tends to bounce at these points. Use them as final targets for taking profit.
- **Orange Line (VWAP)**:
This represents the "average price" for the day. If the price deviates too far, it often returns (elastic effect).
- **Dashed Lines (Appear after a signal)**:
**Red Dashed**: Suggested Stop Loss (based on ATR volatility).
**Green Dashed**: Suggested Take Profit (quick target).
## 4. The Table (Dashboard in the Top Right)
This provides reasons why you may not be receiving signals:
- **Trend (Current)**: The trend on your current chart.
- **Trend (MTF 60)**: The trend on the 1-hour chart. If these two conflict (e.g., Bullish vs. Bearish), no signals will appear.
- **ADX Volatility**: If RED (below 20), the market is flat—no trades. If GREEN, there is sufficient movement.
- **Volume Status**: Alerts if anomalous high volume is entering (High) or if conditions are calm.
## 🚀 Operational Summary
- Wait for the label.
- Quick Check: Is the price on the correct side of the gray line? Is the step line the right color?
- Enter the trade.
- Exit when the price hits the green dashed line (Quick Take Profit) **OR** when the price breaks the step line (Trailing Stop for longer trends).
What aspect of this indicator should we analyze next—perhaps integrating it with real-time ETH data or testing it via code execution for backtesting?
元宝均线趋势指标Yuanbao Moving Average Trend Indicator (元宝均线趋势指标)
A powerful, trend-following indicator designed to simplify market dynamics while capturing reliable trend signals—named for its "gold ingot" (Yuanbao) inspiration, symbolizing stability, precision, and wealth accumulation in trading. Built on optimized moving average (MA) logic, this tool filters noise, identifies trend direction, and highlights potential entry/exit zones, making it suitable for forex, stocks, cryptocurrencies, and commodities across all timeframes (from 1-minute scalping to daily swing trading).
Core Logic & Features
1. Multi-Layered MA Architecture
Combines short-term, medium-term, and long-term moving averages (customizable lengths) to balance responsiveness and reliability:
Short MA (e.g., 20-period): Tracks recent price momentum for timely signals.
Medium MA (e.g., 50-period): Confirms trend strength and filters false breakouts.
Long MA (e.g., 200-period): Acts as a dynamic support/resistance level and identifies major trend direction.
All MA types (SMA, EMA, WMA) are selectable—tailor to your trading style (EMA for faster reactions, SMA for smoother trends).
2. Trend Direction Visualization
Intuitive color-coding and line styling eliminate guesswork:
Bullish Trend: Short MA above Medium MA, and Medium MA above Long MA—lines turn green (customizable) to signal upward momentum.
Bearish Trend: Short MA below Medium MA, and Medium MA below Long MA—lines turn red (customizable) to indicate downward pressure.
Sideways/Consolidation: MAs cluster closely (with a built-in "range filter" to reduce noise)—lines turn blue (customizable) to alert neutral market conditions.
3. Dynamic Support/Resistance Zones
The indicator automatically highlights key levels based on MA crossovers and price interactions:
When price pulls back to the Medium/Long MA in a bullish trend: The MA line thickens to mark a potential "support zone" for long entries.
When price rallies to the Medium/Long MA in a bearish trend: The MA line thickens to mark a potential "resistance zone" for short entries.
Breaks above/below clustered MAs trigger "trend reversal alerts" (optional pop-up/alert conditions).
4. Customization for All Traders
Flexible parameters to adapt to any asset or strategy:
Adjust MA periods (short/medium/long) for different volatility levels (e.g., shorter periods for crypto, longer for blue-chip stocks).
Toggle MA type (SMA/EMA/WMA) to match your analysis style.
Customize color schemes, line thickness, and alert conditions (crossovers, trend shifts, price touches).
Enable/disable "noise reduction mode" (smoothes price data to filter choppy markets).
How to Use
Entry Signals
Long Entry:
Bullish trend confirmed (green MA stack: Short > Medium > Long).
Price pulls back to Medium MA (or Long MA for stronger trends) and bounces.
Optional: Confirm with volume or a candlestick pattern (e.g., hammer, bullish engulfing).
Short Entry:
Bearish trend confirmed (red MA stack: Short < Medium < Long).
Price rallies to Medium MA (or Long MA for stronger trends) and rejects.
Optional: Confirm with volume or a candlestick pattern (e.g., shooting star, bearish engulfing).
Exit Signals
Take Profit: Target next resistance/support level, or trail stop using the Short MA (exit if price crosses below Short MA in a bullish trend).
Stop Loss: Place below the Long MA (bullish trades) or above the Long MA (bearish trades) to limit downside.
Trend Reversal: Exit if the MA stack flips color (e.g., green → red for long trades).
Why Choose Yuanbao MA Trend Indicator?
Simplicity: No complex calculations—clear visual cues for trend direction and key levels.
Versatility: Works on all assets (forex, BTC, stocks, oil) and timeframes (1min, 15min, 4h, daily).
Reliability: Multi-MA confirmation reduces false signals, ideal for both beginners and experienced traders.
Customization: Adapt to your trading style, whether you’re a scalper, day trader, or swing trader.
Tips for Optimal Performance
For high-volatility assets (e.g., crypto), use shorter MA periods (e.g., 15/30/100) to stay responsive.
For low-volatility assets (e.g., bonds, blue-chip stocks), use longer MA periods (e.g., 50/100/200) for smoother trends.
Combine with oscillators (e.g., RSI, MACD) to avoid trading against overbought/oversold conditions.
Always test parameters on historical data before live trading—adjust based on asset-specific volatility.
The Alchemist's Trend [wjdtks255]📊 The Alchemist's Trend - Filtered Trading Guide
This indicator, named The Alchemist's Trend, is a High-Confidence Trend-Following Strategy designed to maximize reliability. It generates a final entry signal only when the QQE (Quantitative Qualitative Estimation) momentum signal is validated by four robust filters: Long-Term Trend (MA200), Mid-Term Trend (HMA), Momentum Strength (CCI), and Higher Timeframe (HTF) Trend.
1. Indicator Mechanism and Core Components
A. Chart Visualization and Trend Identification
Trend Line (HMA): Appears as a Yellow or Purple Thick Line. It represents the direction of the current short/mid-term market trend. Candle colors follow this line.
MA 200: Appears as a Dotted Line (color configurable in settings). It is the Long-Term Trend Line. Price above it suggests a long-term bullish view; below it, a long-term bearish view.
Candle Background: Appears as Light Yellow or Purple. It matches the Trend Line direction, providing a visual cue of the trend's strength.
B. The Four-Filter System
For a confirmed entry signal ('L' or 'S') to fire, the following four conditions must all align in the same direction:
QQE (Momentum Base): Generates the primary Long/Short crossover signal.
MA & HMA (Trend Alignment):
For Long Entries: Price must be above both the MA200 and the HMA Trend Line.
For Short Entries: Price must be below both the MA200 and the HMA Trend Line.
CCI (Momentum Strengthening):
For Long Entries: CCI value must be above +50. (Confirms strong buying momentum)
For Short Entries: CCI value must be below -50. (Confirms strong selling momentum)
HTF (Higher Timeframe Trend): Checks if the price on the set higher timeframe (default 4H) is above its own Trend Line, confirming alignment with the broader market direction.
2. Trading Strategy and Usage Rules
This indicator aims to maximize signal reliability over frequency.
🔔 Entry Rule
Enter a trade only when the 'L' or 'S' label appears on the chart AND the Action panel on the dashboard displays LONG SIGNAL or SHORT SIGNAL.
Long Entry (L):
Condition: 'L' label appears (All Long conditions met).
Verification: Confirm the Trend Line and candle color are in the yellow range.
Short Entry (S):
Condition: 'S' label appears (All Short conditions met).
Verification: Confirm the Trend Line and candle color are in the purple range.
🛡️ Risk and Position Management
Stop-Loss (SL): A common practice is to place the Stop-Loss below the low of the signal candle (for Long) or above the high of the signal candle (for Short), or beyond a recent significant support/resistance level.
Exit Strategy (Three Options):
Opposite Signal: Close the position immediately if the opposite signal ('S' during a Long, or 'L' during a Short) occurs.
RSI Extremes: Consider taking partial profits if the RSI reaches 70 (for Long) or 30 (for Short), indicating potential exhaustion.
Trend Line Crossover: Exit the position if the price breaks or crosses the Trend Line, causing the candle color to change.
🖥️ Dashboard Utilization Tips
The dashboard provides contextual information to validate the signal:
RSI: Signals occurring within the neutral 30-70 zone suggest a stronger developing trend. If near 70/30, consider the risk of reversal.
Vol Status ('High'): If the volume status is 'High' when the signal fires, the signal's power is likely high, indicating a higher probability of significant movement.
Day High/Low: Use these values as a secondary reference for setting initial Stop-Loss or Take-Profit targets.
FPT - DCA ModelFPT - DCA Model is a simple but powerful tool to backtest a weekly “buy the dip” DCA plan with dynamic position sizing and partial profit-taking.
🔹 Core Idea
- Invest a fixed amount every week (on Friday closes)
- Buy more aggressively when price trades at a discount from its 52-week high
- Take partial profits when price stretches too far above the daily EMA50
- Track the performance of your DCA plan vs a simple buy-and-hold from the same start date
⚙ How it works
1. Weekly DCA (on Daily timeframe)
- On each Friday after the Start Date:
- Add the “Weekly contribution” to the cash pool.
- If the close is below the “Discount from 52W high” level:
→ FULL DCA: use the full weekly contribution + an extra booster from your stash (up to “Max extra stash used on dip”).
→ Marked on the chart with a small green triangle under the bar.
- Otherwise:
→ HALF DCA: invest only 50% of the weekly contribution and keep the other 50% as stash (uninvested cash).
→ Marked with a small blue triangle under the bar.
2. 52-Week High Discount Logic
- The script computes the 52-week high as the highest daily high of the last 252 trading days.
- The “discount level” is: 52W high × (1 – Discount%).
- When price is at or below this level, dips are treated as buying opportunities and the model allocates more.
3. Selling Logic (Partial Take Profit)
- When the close is above the daily EMA50 by the selected percentage:
→ Sell the given “Sell portion of qty (%)” of your current holdings.
→ Marked with a small red triangle above the bar.
- This behaves like a gradual profit-taking system: if price stays extended above EMA50, multiple partial sells can occur over time.
📊 Panel (top-right)
The panel summarizes the state of your DCA plan:
- Weeks: number of DCA weeks since Start Date
- Total deposit: total money contributed (sum of all weekly contributions)
- Shares qty: total number of shares accumulated
- Avg price: volume-weighted average entry price
- Shares value: current market value of all shares (qty × close)
- Cash: uninvested cash (including saved stash)
- Total equity: Shares value + Cash
- DCA % PnL: performance of the DCA plan vs total deposits
- Stock % since start: performance of the underlying asset since the Start Date
✅ Recommended Use
- Timeframe: Daily (the DCA engine is designed to run on daily bars and Friday closes).
- Works best on stocks, ETFs or indices where a 52-week high is a meaningful reference.
- You can tune:
- Weekly contribution
- Discount from 52W high
- Booster amount
- EMA50 extension threshold and sell portion
⚠ Notes & Disclaimer
- This script is a backtesting and educational tool. It does not place real orders.
- Past performance does not guarantee future results.
- Always combine DCA and risk management with your own research and judgment.
Built by FPT (Funded Pips Trading) for long-term, rules-based DCA planning.
JINN: A Multi-Paradigm Quantitative Trading and Execution EngineI. Core Philosophy: A Substitute for Static Analysis
JINN (Joint Investment Neural and Network) represents a paradigm shift from static indicators to a living, adaptive analytical ecosystem. Traditional tools provide a fixed snapshot of the market. JINN operates on a fundamentally different premise: it treats the market as a dynamic, regime-driven system. It processes market data through a hierarchical suite of advanced, interacting models, arbitrates their outputs through a rules-based engine, and adapts its own logic in real-time.
It is designed as a complete framework for traders who think in terms of statistical edge, market regimes, probabilistic outcomes, and adaptive risk management.
II. The JINN Branded Architecture: Your Command and Control Centre
JINN’s power emerges from the synergy of its proprietary, branded architectural components. You do not simply "use" JINN; you command its engines.
1. JINN Signal Arbitration (JSA) Engine
The heart of JINN. The JSA is your configurable arbitration desk for weighing evidence from all internal models. As the Head Strategist, you define the entire arbitration philosophy:
• Priority and Weighting : Define a "chain of command". Specify which model's opinion must be considered first and assign custom weights to their outputs, directly controlling the hierarchy of your analytical flow.
• Arbitration Modes :
First Wins: For high-conviction, rapid signal deployment based on your most trusted leading model.
Highest Score: A "best evidence" approach that runs a full analysis and selects the signal with the highest weighted probabilistic backing.
Consensus: An ultra-conservative, "all-clear" mode that requires a unanimous pass from all active models, ensuring maximum confluence.
2. JINN Threshold Fusion (JTF) Engine
Static entry thresholds can be limiting in a dynamic market. The JTF engine replaces them with a robust, adaptive "breathing" channel.
• Kalman Filter Core : A noise-reducing, parametric filter that provides a smooth, responsive centre for the entry bands.
• Exponentially Weighted Quantile (EWQ) : A non-parametric, robust measure of the signal's recent distribution, resistant to outliers.
• Dynamic Fusion : The JTF engine intelligently fuses these two methodologies. In stable conditions, it can blend them; in volatile conditions, it can be configured to use the "Minimum Width" of the two, ensuring your entry criteria are always the most statistically relevant.
3. JINN Pattern Veto (JPV) with Dynamic Time Warping
The definitive filter for behavioural edge and pattern recognition. The JPV moves beyond value-based analysis to analyse the shape of market dynamics.
• Dynamic Time Warping (DTW) : A powerful algorithm from computer science that compares the similarity of time series.
• Pattern Veto : Define a "toxic" price action template—a pattern that has historically preceded failed signals. If the JPV detects this pattern, it will veto an otherwise valid trade, providing a sophisticated layer of qualitative, shape-based filtering.
4. JINN Flow VWAP
This is not a standard VWAP. The JINN Flow VWAP is an institutionally-aware variant that analyses volume dynamics to create a "liquidity pressure" band. It helps visualise and gate trades based on the probable activity of larger market participants, offering a nuanced view of where significant flow is occurring.
III. The Advanced Model Suite: Your Pre-Built Quantitative Toolkit
JINN provides you with a turnkey suite of institutional-grade models, saving you thousands of hours of research and development.
1. Auto-Tuning Hyperparameters Engine (Online Meta-Learning)
Markets evolve. A static strategy is an incomplete strategy. JINN’s Auto-Tuning engine is a meta-learning layer inspired by the Hedge (EWA) algorithm, designed to combat alpha decay.
• Portfolio of Experts : It treats a curated set of internal strategic presets as a portfolio of "experts".
• Adaptive Weighting : It runs an online learning algorithm that continuously measures the risk-adjusted performance of each expert (using a sophisticated reward function blending Expected Value and Brier Score).
• Dynamic Adaptation : The engine dynamically allocates more influence to the expert strategy that is performing best in the current market regime, allowing JINN’s core logic to adapt without manual intervention.
2. Lorentzian Classification and PCA-Lite EigenTrend
• Lorentzian Engine : A powerful probabilistic classifier that generates a continuous probability (0-1) of market state. Its adaptive, volatility-scaled distribution is specifically designed to handle the "fat tails" and non-Gaussian nature of financial returns.
• PCA-Lite EigenTrend : A Principal Component Analysis engine. It reduces the complex, multi-dimensional data from the Technical and Order-Flow ensembles into a single, maximally descriptive "EigenTrend". This factor represents the dominant, underlying character of the market, providing a pure, decorrelated input for the Lorentzian engine and other modules.
3. Adaptive Markov Chain Model
A forward-looking, state-based model that calculates the probability of the market transitioning between Uptrend, Downtrend, and Sideways states. Our implementation is academically robust, using an EMA-based adaptive transition matrix and Laplace Smoothing to ensure stability and prevent model failure in sparse data environments.
IV. The Execution Layer: JINN Execution Latch Options
A good signal is worthless without intelligent execution. The JINN Execution Latch is a suite of micro-rules and safety mechanisms that govern the "last mile" of a trade, ensuring signals are executed only under optimal, low-risk conditions. This is your final pre-flight check.
• Execution Latch and Dynamic Cool-Down : A core safety feature that enforces a dynamic cool-down period after each trade to prevent over-trading in choppy, whipsaw markets. The latch duration intelligently adapts, using shorter periods in low-volatility and longer periods in high-volatility environments.
• Volatility-Scaled Real-Time Threshold : A sophisticated gate for real-time entries. It dynamically raises the entry threshold during sudden spikes in volatility, effectively filtering out noise and preventing entries based on erratic, unsustainable price jerks.
• Noise Debounce : In market conditions identified as "noisy" by the Shannon Entropy module, this feature requires a real-time signal to persist for an extra tick before it is considered valid. This is a simple but powerful heuristic to filter out fleeting, insignificant price flickers.
• Liquidity Pressure Confirmation : An institutional-grade check. This gate requires a minimum threshold of "Liquidity Pressure" (a measure of volume-driven momentum) to be present before validating a real-time signal, ensuring you are entering with market participation on your side.
• Time-of-Day (ToD) Weighting : A practical filter that recognises not all hours of the trading day are equal. It can be configured to automatically raise entry thresholds during historically low-volume, low-liquidity sessions (e.g., lunch hours), reducing the risk of entering trades on "fake" moves.
• Adaptive Expectancy Gate : A self-regulating feedback mechanism. This gate monitors the strategy's recent, realised performance (its Expected Value). If the rolling expectancy drops below a user-defined threshold, the system automatically tightens its entry criteria, becoming more selective until performance recovers.
• Bar-Close Quantile Confirmation : A final layer of confirmation for bar-close signals. It requires the signal's final score to be in the top percentile (e.g., 85th percentile) of all signal scores over a lookback period, ensuring only the highest conviction signals are taken.
V. The Contextual and Ensemble Frameworks
1. Multi-Factor Ensembles and Bayesian Fusion
JINN is built on the principle of diversification. Its signals are derived from two comprehensive, fully customizable ensembles:
• Technical Ensemble : A weighted combination of over a dozen technical features, from cyclical analysis (MAMA, Hilbert Transforms) and momentum (Fisher Transform) to trend efficiency (KAMA, Fractal Efficiency Ratio).
• Order-Flow Ensemble : A deep dive into market microstructure, incorporating Volume Delta, Absorption, Imbalance, and Delta Divergence to decode institutional footprints.
• Bayesian Fusion : Move beyond simple AND/OR logic. JINN’s Bayesian engine allows you to probabilistically combine evidence from trend and order-flow filters, weighing each according to its perceived reliability to derive a final posterior probability.
2. Context-Aware Framework and Entropy Engine
JINN understands that a successful strategy requires not just a good entry, but an intelligent exit and a dynamic approach to risk.
• Shannon Entropy Filter : A direct application of information theory. JINN quantifies market randomness and allows you to set a precise entropy ceiling to automatically halt trading in unpredictable, high-entropy conditions.
• Adaptive Exits and Regime Awareness : The script uses its entropy-derived regime awareness to dynamically scale your Take Profit and Trailing Stop parameters . It can be configured to automatically take smaller profits in choppy markets and let winners run in strong trends, hard-coding adaptive risk management into your system.
VI. The Dashboard: Your Mission Control
JINN features a dynamic, dual-mode dashboard that provides a comprehensive, real-time overview of the entire system's state.
Mode 1: Signal Gate Metrics Dashboard
This dashboard is your pre-flight checklist. It displays the real-time Pass/Fail/Off status of every single gating and filtering component within JINN, including:
• Core Ensembles : Technical and Order-Flow Ensemble status.
• Trend Filters : VWAP, VWMA, ADX, ATR Slope, and Linear Regression Angle gates.
• Advanced Models : Dual-Lorentzian Consensus, Markov Probability, and JPV Veto status.
• Regime and Safety : Shannon Entropy, Execution Latch, and Expectancy Gate status.
• Final Confirmation : A master "All Hard Filters" status, giving you an at-a-glance confirmation of system readiness.
Mode 2: Quantitative Metrics Dashboard
This dashboard provides a high-level, institutional-style data readout of the current market state, as seen through JINN's analytical lens. It includes over 60 key metrics for both Signal Gate and Quantitative Metrics, such as:
• Ensemble and Confidence Scores : The raw numerical output of the Technical, Order-Flow, and Lorentzian models.
• Volatility and Volume Analysis : Realised Volatility (%), Relative Volume, Volume Sigma Score, and ATR Z-Score.
• Momentum and Market Position : ADX, RSI Z-Score, VWAP Distance (%), and Distance from 252-Bar High/Low.
• Regime Metrics : The numerical value of the Shannon Entropy score and the Model Confidence score.
VII. The User as the Head Strategist
With over 178 meticulously designed user inputs, JINN is the ultimate "glass box" engine. The internal code is proprietary, but the control surface is transparent and grants you architectural-level command.
• Prototype Sophisticated Strategies : Test complex, multi-model theses at your own pace that would otherwise take weeks of coding. Want to test a strategy that uses a Lorentzian classifier driven by the EigenTrend, arbitrated by JSA in "highest score" mode, and filtered by a strict Markov trend gate? These can be configured and unified.
• Tune the Engine to Any Market : The inputs provide the control surface to optimise JINN's behaviour for specific assets and timeframes, from crypto scalping to swing trading indices.
• Build Trust Through Configuration : The granular controls allow you to align the script's behaviour precisely with your own market view, building trust in your own deployment of the tool.
JINN is a commitment. It is a tool for the serious analyst who seeks to move from discretionary trading to a systematic, quantitative, and adaptive approach. If this aligns with your philosophy, we invite you to apply for access.
Disclaimer
This script is for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
All trading and investment decisions are the sole responsibility of the user. It is strongly recommended to thoroughly test any strategy on a paper trading account for at least one week before risking real capital.
Trading financial markets involves a high risk of loss, and you may lose more than your initial investment. Past performance is not indicative of future results. The developer is not responsible for any losses incurred from the use of this script.
MTF Trading Helper & Multi AlertsHi dear fellows, I´m using this indicator for my trading, so every then and when I will publish updates on this one.
This indicator should help to identify the right trading setup. I´m using it to trade index futures and stocks.
MTF Trading Helper & Multi Alerts
Overview
This indicator provides a clear visual representation of trend direction across three timeframes. It helps traders identify trend alignment, potential reversals, and optimal entry/exit points by analyzing the relationship between different smoothed timeframes.
You can set up multiple alerts (as one alert in Tradingview)
How It Works
The indicator displays three colored circles representing the smoothed candle direction on three different timeframes:
Bottom plot represents the overall trend direction, the plot in the middle shows intermediate momentum, and the one on top captures short-term price action.
When a color change occurs, the circle appears in a darker shade to highlight the transition.
🟢 Green = Bullish - 🔴 Red = Bearish
This change can also trigger multiple alerts.
Timeframe Settings - important
Choose between two trading setups, either for:
Intraday 1-minute candles or 1h for swing trading. Set up your chart accordingly to that timeframe.
Intraday | 1Min chart candles
Swing | 1 hour chart candles
Plots
TF3 represents the overall trend direction (bottom), TF2 shows intermediate momentum (middle), and TF1 captures short-term price action (top).
Interpretation & Strategy Alerts
1. Trend Bullish (TF3 turns Green)
The higher timeframe has shifted bullish - a potential new uptrend is forming.
Example: You're watching ES-mini on the Intraday setting. TF3 turns green after being red for several days. This signals the broader trend may be shifting bullish - consider looking for long opportunities.
2. Trend Bearish (TF3 turns Red)
The higher timeframe has shifted bearish - consider protecting profits or exiting long positions.
Example: You hold a long position in Es-mini. TF3 turns red, indicating the macro trend is weakening. This is your signal to take profits or tighten stop-losses.
3. Possible Accumulation (TF3 Red + TF2 turns Green)
While the overall trend is still bearish, the medium timeframe shows buying pressure. Smart money may be accumulating - watch closely for a potential trend reversal.
Example: Es-mini has been in a downtrend (TF3 red). Suddenly TF2 turns green while TF3 remains red. This could indicate institutional buying before a reversal. Don't buy yet, but add it to your watchlist and wait for confirmation.
4. Trend Continuation (TF3 Green + TF2 turns Green)
The medium timeframe realigns with the bullish macro trend - a potential buying opportunity as momentum returns to the uptrend.
Example: Es-mini is in an uptrend (TF3 green). After a pullback, TF2 was red but now turns green again. The pullback appears to be over - this is a trend continuation signal and a potential entry point.
5. Buy the Dip (TF3 + TF2 Green + TF1 turns Green)
All timeframes are now aligned bullish. The short-term pullback is complete and price is resuming the uptrend - optimal entry for short-term trades.
Example: Es-mini is trending up (TF3 + TF2 green). A small dip caused TF1 to turn red briefly. When TF1 turns green again, all three timeframes are aligned - this is your "Buy the Dip" signal with strong confirmation.
6. Sell the Dip (TF3 + TF2 Green + TF1 turns Red)
Short-term weakness within an uptrend. This can be used to take partial profits, wait for a better entry, or trail stops tighter.
Example: You're long on ES-mini with TF3 and TF2 green. TF1 turns red, indicating short-term selling pressure. Consider taking partial profits here and wait for TF1 to turn green again (Buy the Dip) to add back to your position.
How to Use
Choose your scenario: Select "Intraday" 1min-chart for day trading or "Swing" 1h-chart for swingtrading
Enable alerts: Turn on the strategy alerts you want to receive in the settings
Wait for signals: Let the indicator notify you when conditions align
Confirm with price action: Always use additional confirmation before entering trades
Best Practices
✅ Use TF3 as your trend filter - only take longs when TF3 turns green and hold them :)
✅ Use TF2 for timing - wait for TF2 to align with TF3 for swings.
✅ Use TF2 for early entries (accumulation phase) when TF3 is still red. Watch out!
✅ Use TF1 for entries when TF3 and TF2 are green. Only buy if TF1 is red. Keep it short and sweet.
✅ Combine with support/resistance levels for better entries
✅ Use proper risk management - no indicator is 100% accurate
Disclaimer
This indicator is for educational purposes only. Past performance does not guarantee future results. Always do your own research and use proper risk management. Never risk more than you can afford to lose.
Viprasol Elite Flow Pro - Premium Order Flow & Trend System═══════════════════════════════════════════════════════════════
🔥 VIPRASOL ELITE FLOW PRO
Professional Order Flow & Trend Detection System
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📊 WHAT IS THIS INDICATOR?
Viprasol Elite Flow Pro is a comprehensive trading system that combines institutional order flow analysis with adaptive trend detection. Unlike basic indicators, this tool identifies high-probability setups by analyzing where smart money is likely positioning, while filtering signals through multiple confirmation layers.
This indicator is designed for traders who want to:
✓ Identify premium (supply) and discount (demand) zones automatically
✓ Detect trend direction with adaptive cloud technology
✓ Spot high-volume rejection points before major moves
✓ Filter low-quality signals with intelligent confirmation logic
✓ Track market strength in real-time via elite dashboard
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🎯 CORE FEATURES
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1️⃣ ELITE TREND ENGINE
• Adaptive Moving Average system (Fast/Adaptive/Smooth modes)
• Dynamic trend cloud that expands/contracts with volatility
• Real-time trend state tracking (Bullish/Bearish/Ranging)
• Trend strength meter (0-10 scale)
• ATR-based volatility adjustments
2️⃣ ORDER FLOW DETECTION
• Automatic Premium Zone (Supply) identification
• Automatic Discount Zone (Demand) identification
• Smart zone extension - zones remain valid until broken
• Zone rejection detection with price action confirmation
• Customizable zone strength (5-30 bars lookback)
3️⃣ VOLUME INTELLIGENCE
• Volume spike detection (configurable threshold)
• Climax bar identification (exhaustion signals)
• Volume filter for signal validation
• Institutional activity detection
4️⃣ SMART SIGNAL SYSTEM
• 3 Signal Modes: Aggressive, Balanced, Conservative
• Multi-layer confirmation logic
• Automatic profit targets (2:1 risk-reward)
• Stop loss suggestions based on ATR
• Prevents overtrading with bars-since-signal filter
5️⃣ ELITE DASHBOARD (HUD)
• Real-time trend direction and strength
• Volume status monitoring
• Active zones counter
• Market volatility gauge
• Current signal status
• 4 positioning options, compact mode available
6️⃣ PREMIUM STYLING
• 4 Professional color themes (Cyber/Gold/Ocean/Fire)
• Adjustable transparency and label sizes
• Clean, institutional-grade visuals
• Optimized for all chart types
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📖 HOW TO USE THIS INDICATOR
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STEP 1: TREND IDENTIFICATION
→ Green Cloud = Bullish trend - look for LONG opportunities
→ Red Cloud = Bearish trend - look for SHORT opportunities
→ Purple Cloud = Ranging - wait for breakout or fade extremes
STEP 2: ZONE ANALYSIS
→ PREMIUM (Red) zones = Potential resistance/supply areas
→ DISCOUNT (Green) zones = Potential support/demand areas
→ Price rejecting from zones = high-probability setups
STEP 3: SIGNAL CONFIRMATION
→ Wait for "LONG" or "SHORT" labels to appear
→ Check dashboard for trend strength (Moderate/Strong preferred)
→ Confirm volume status is "HIGH" or "CLIMAX"
→ Entry: Enter when label appears
→ Stop Loss: Use dotted line (1 ATR away)
→ Take Profit: Use dashed line (2 ATR away)
STEP 4: RISK MANAGEMENT
→ Never risk more than 1-2% per trade
→ Use the provided stop loss levels
→ Trail stops as price moves in your favor
→ Avoid trading during low volatility periods
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⚙️ RECOMMENDED SETTINGS
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FOR SCALPING (1M - 5M):
- Trend Type: Fast
- Sensitivity: 15
- Signal Mode: Aggressive
- Zone Strength: 8
FOR DAY TRADING (15M - 1H):
- Trend Type: Adaptive
- Sensitivity: 21 (default)
- Signal Mode: Balanced
- Zone Strength: 12 (default)
FOR SWING TRADING (4H - Daily):
- Trend Type: Smooth
- Sensitivity: 34
- Signal Mode: Conservative
- Zone Strength: 20
BEST MARKETS:
✓ Crypto (BTC, ETH, major altcoins)
✓ Forex (Major pairs: EUR/USD, GBP/USD)
✓ Indices (S&P 500, NASDAQ, DAX)
✓ High-liquidity stocks
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🎓 UNDERSTANDING THE METHODOLOGY
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This indicator is built on three core concepts:
1. ORDER FLOW THEORY
Markets move between premium (expensive) and discount (cheap) zones. Smart money accumulates in discount zones and distributes in premium zones. This indicator identifies these zones automatically.
2. ADAPTIVE TREND FOLLOWING
Unlike fixed-period moving averages, the Elite Trend Engine adjusts to current market volatility, providing more accurate trend signals in both trending and ranging conditions.
3. CONFLUENCE-BASED ENTRIES
Signals only trigger when multiple conditions align:
- Price in correct zone (premium for shorts, discount for longs)
- Trend confirmation (cloud color matches direction)
- Volume validation (spike or climax present)
- Price action strength (strong rejection candles)
This multi-layer approach dramatically reduces false signals.
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🔔 ALERT SETUP
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This indicator includes 5 alert types:
1. Long Signal → Triggers when buy conditions met
2. Short Signal → Triggers when sell conditions met
3. Volume Climax → Warns of pot
Momentum Market Structure ProThis first indicator in the Beyond Market Structure Suite gives you clear market structure at a glance, with adaptive support & resistance zones. It's the only SMC-style indicator built from momentum highs & lows, as far as I know. It creates dynamic support & resistance zones that change strength and resize intelligently, and gives you timely alerts when price bounces from support/rejects from resistance.
You’re free to use the provided entry and exit signals as a ready-to-use, self-contained strategy, or plug its structure into your existing system to sharpen your edge :
• Market structure bias may help improve a compatible system's win rate by taking longs only in bullish bias and shorts in bearish structure.
• Support/resistance can help trend traders identify inflection points, and help range traders define ranges.
🟩 HIGHLIGHTS
⭐ Unique market structure with different characteristics than purely price-based models.
⭐ Support and resistance created from only the extreme levels.
⭐ Support & resistance zones adapt to remain relevant. Zones are deactivated when they become too weak.
⭐ Long and short signals for a bounce from support/rejection from resistance.
🟩 WHY "MARKET STRUCTURE FIRST, ALWAYS"?
"There is only one side to the stock market; and it is not the bull side or the bear side, but the right side." — Jesse Livermore, Reminiscences of a Stock Operator (1923)
If the market is structurally against your trade, you're gonna have a bad time. So you must know what the market structure is before you plan your trade. The more precise and relevant your definition of market structure, the better.
🟩 HOW TO TRADE USING THIS INDICATOR (SIMPLE)
• Directional filter : The prevailing bias background can be used for any kind of trades you want to take. For example, you can long a bounce from support in a bullish market structure bias, or short a rejection from resistance in bearish bias.
• Entries : For more conservative entries, you could wait for a Candle Trend flip after a reaction from your chosen zone (see below for more about Candle Trend).
• Stops : The included running stop-loss level based on Average True Range (ATR) can be used for a stop-loss — set the desired multiplier, and use the level from the bar where you enter your trade.
• Take-profit : Similarly, you can set a Risk:Return-based take-profit target. Support and resistance zones can also be used as full or partial take-profit targets.
See the Advanced section below for more ideas.
🟩 SIGNALS
⭐ ENTRIES
You can enable signals and alerts for bounces from support and rejections from resistance (you'll get more signals using Adaptive mode). You can filter these by requiring corresponding market structure bias (it uses the bias you've already set for the background), and by requiring that Candle Trend confirm the move.
I've slipped in my all-time favourite creation to this indicator: Candle Trend. When price makes a Simple Low pivot, the trend flips bullish. When price then makes a Simple High pivot, the trend flips bearish (see my Market Structure library for a full explanation). This tool is so simple, yet I haven't noticed it anywhere else. It shows short-term trends beautifully. I use it mainly as confirmation of a move. You can use it to confirm ANY kind of move, but here we use it for bounces from support/rejections from resistance.
Note that the pivots and Zigzags are structure, not signals.
⭐ STOPS
You can use the supplied running ATR-based stop level to find a stop-loss level that suits your trading style. Set the desired multiplier, and use the level from the bar where you enter your trade.
⭐ TAKE-PROFIT
Similarly, you can set a take-profit target based on Risk:Return (R:R). If this setting is enabled, the indicator calculates the distance between the closing price and your configured stop, then multiplies that by the configured R:R factor to calculate an appropriate take-profit level. Note that while the stop line is reasonably smooth, the take-profit line varies much more, reflecting the fact that if price has moved away from your stop, the trade requires a greater move in order to hit a given R:R ratio.
Since the indicator doesn't know where you were actually able to enter a position, add a ray using the drawing tool and set an alert if you want to be notified when price reaches your stop or target.
🟩 WHAT'S UNIQUE ABOUT THIS INDICATOR
⭐ MOMENTUM PIVOTS
Almost all market structure indicators use simple Williams fractals. A very small number incorporate momentum, either as a filter or to actually derive the highs and lows. However, of those that derive pivots from momentum, I'm not aware of any that then create full market structure from it.
⭐ SUPPORT & RESISTANCE
Some other indicators also adjust S/R zones after creation, some use volume in zone creation, some increase strength for overlap, a few merge zones together, and many use price interactions to classify zones. But my implementation differs from others, as far as I can tell after looking at many many indicators, in seven specific ways:
+ Zones are *created* from purely high-momentum pivots, not derived or filtered from simple Williams pivots (e.g. `ta.pivothigh()`).
+ Zones are *weakened* dynamically as well as strengthened. Many people know that S/R gets stronger if price rejects from it, but this is only half the story. Different price patterns strengthen *or weaken* zones.
+ We use *conviction-weighted candle patterns* to adjust strength. Not simply +1 for price touching the zone, but a set of single-bar and multi-bar patterns which all have different effects.
+ The rolling strength adjustments are all *moderated by volume*. The *relative volume* forms a part of each adjustment pattern. Some of our patterns reward strong volume, some punish it.
+ We do our own candle modelling, and the adjustment patterns take this into account.
+ We *resize* zones as a result of certain candle patterns ("indecision erodes, conviction defends").
+ We shrink overlapping zones to their sum *and* add their strengths.
🟩 HOW TO TRADE USING THIS INDICATOR (ADVANCED)
In addition to the ideas in the How to Trade Using This indicator (Simple) section above, here are some more ideas.
You can use the market structure:
• As a bias for entries given by more reactive momentum resets, or indeed other indicators and systems.
• You could use a change in market structure to close a long-running trend-following position.
You can use the distance from a potential entry to the CHoCH line as a filter to choose higher-potential trades in ranging assets.
Confluence between market structure and your favourite trend indicator can be powerful.
Multi timeframe analysis
This is a bit of a rabbit hole, but you could use a split screen with this indicator on a higher timeframe (HTF) view of the same asset:
• If the 1D structure turns bullish, the next time that the 1H structure also flips bullish might be a good entry.
• Rejection from a HTF zone, confirmed by lower timeframe (LTF) structure, could be a good entry.
None of this is advice. You need to master your own system, and especially know your own strengths and weaknesses, in order to be a successful trader. An indicator, no matter how cool, is not going to one-shot that process for you.
In Adaptive mode, a skillful trader will be able to spot more opportunities to classify and use support and resistance than any algorithm, including mine, now that they've been automatically drawn for you.
If you are doing historical analysis, note that the "Calculated bars" setting is set to a reasonably small number by default, which helps performance. Either increase this number (setting to zero means "use all the bars"), or use Bar Replay to examine further back in the chart's history. If you encounter errors or slow loading, reduce this number.
🟩 SUPPORT & RESISTANCE
A support zone is an area where price is more likely to bounce, and a resistance zone is an area where price is more likely to reject. Marking these zones up on the chart is extremely helpful, but time-consuming. We create them automatically from only high-momentum areas, to cut noise and highlight the zones we consider most important.
In Simple mode, we simply mark S/R zones from momentum and Implied pivots. We don't update them, just deactivate them if price closes beyond them. Use this mode if you're interested in only recent levels.
In Adaptive mode, zones persist after they're traversed. Once the zones are created, we adjust them based on how price and volume interact with them. We display stronger zones with more opaque fills, and weaker zones with more transparent fills. To calculate strength, we first preprocess candles to take into account gaps between candles, because price movement after market is just as important in its own way. The preprocessing also redefines what constitutes upper and lower wicks, so as to better account for order flow and commitment. We use these modelled candle values, as well as their relative amplitude historically, rather than the raw OHLC for all calculations for interactions of price and zones. It's important to understand, when trying to figure out why the indicator strengthened or weakened a zone, that it sees fundamental price action in a different way to what is shown on standard chart candles (and in a way that can't easily be represented accurately on chart candles).
Then, we strengthen or weaken , and resize support and resistance zones dynamically using different formulas for different events, based on principles including these:
• The close is the market's "vote", the momentum shift anchor.
• Defended penetrations reveal validated liquidity clusters.
• Markets contract to defended levels.
• "The wick is the fakeout, but the close tells you if institutions held the level." — ICT (Inner Circle Trader)
Adaptive mode is more powerful, but you might need to tweak some of the Advanced Support & Resistance settings to get a comfortable number of zones on the chart.
🟩 MOMENTUM PIVOTS
The building blocks of market structure are Highs and Lows — places where price hits a temporary extreme and reverses. All the indicators I could find that create full market structure do so from basic price pivots — Williams fractals, being the highest/lowest candle wick for N candles backwards and forwards (there are some notable first attempts on TradingView to use momentum to define pivots, but no full structure). "Highest/lowest out of N bars" is the almost universal method, but it also picks up somewhat arbitrary price movements. Recognising this, programmers and traders often use longer lookbacks to focus on the more significant Highs and Lows. This removes some noise, but can also remove detail.
My indicator uses a completely different way of thinking about High and Low pivots. A High is where *momentum* peaks and falls back, and a low is where it dips and then recovers. While this is happening, we record the extremes in price, and use those prices as the High or Low pivot zones.
This deliberately picks out different, more meaningful pivots than any purely price-based approach, helping you focus on the swings that matter. By design, it also ignores some stray wicks and other price action that doesn't reflect significant momentum. Price action "purists" might not like this at first, but remember, ultimately we want to trade this. Check and see which levels the market later respects. It's very often not simply the numerically higher/lower local maxima and minima, but the levels that held meaning, interpreted here through momentum.
The first-release version uses the humble Stochastic as the structural momentum metric. Yes, I know — it's overlooked by most people, but that's because they're using it wrong. Stochastic is a full-range oscillator with medium excursions, unlike RSI, say, which is a creeping oscillator with reluctant resets. This makes Stoch (at the default period of 14) not quite reactive enough for on-the-ball momentum reset entry signals, but close to perfect (no metric is 100%) for structural pivots.
Stochastic is also a solid choice for structure because divergences are rare and not usually very far away in terms of price. More reactive momentum metrics such as Stochastic RSI produce very noisy structure that would take a whole extra layer of interpreting (see Further Research, below).
For these reasons, I may or may not add other options for momentum. In the initial release, I've added smoothed RSI as an alternative just to show it's possible, which takes even longer than Stochastic to migrate from one extreme to another, creating an interesting, longer-term structure.
🟩 IMPLIED PIVOTS
We want pivots to mark important price levels so that we can compute market direction and support & resistance zones from them.
In this context, we see that some momentum metrics, and Stochastic in particular, tend to give multiple consecutive resets in the same direction. In other words, we get High followed by High, or Low followed by Low, which does not give us the chance to create properly detailed structure. To remedy this, we simply take the most extreme price action between two same-direction pivots, and create an Implied pivot out of it, after the second same-direction pivot is created.
Obviously these pivots are created very late. Recalling why we wanted them, we realise that this is fine. By definition , price has not exceeded the Implied Pivot level when they're created. So they show us an interesting level that is yet untested.
Implied Pivots are thus created indirectly by momentum but defined directly by price. They are for structure only. We choose not to give them a Dow type (HH, HL, LH, LL) and not to include them in the Main Zigzag to emphasise their secondary nature. However, Implied Pivots are not "internal" or "minor" pivots. There is no such concept in the current Momentum Market Structure model.
If you want less responsive, more long-term structure, you can turn Implied Pivots off.
🟩 DOW STRUCTURE
Dow structure is the simplest form of market structure — Higher Highs (HHs) and Higher Lows (HLs) is an uptrend (showing buyer dominance), and vice-versa for a downtrend.
We label all Momentum (not Implied) Pivots with their Dow qualifier. You can also choose to display the background bias according to the Dow trend.
There is an input option to enable a "Ranging" Dow state, which happens when you get Lower Highs in an uptrend or Higher Lows in a downtrend.
🟩 SMC-STYLE STRUCTURE (BOS, CHOCH)
The ideas of trend continuation after taking out prior highs/lows and looking for early signs of possible reversal go back to Dow and Wyckoff, but have been popularised by SMC as Break Of Structure (BOS) and Change of Character (CHoCH).
BOS can be used as a trigger: for example:
• Wait for a bullish break of structure
• Then attempt to buy the pullback
• Cancel if structure breaks bearish (meaning, we get a bearish CHoCH break)
How to buy the pullback? This is the trillion-dollar question. First, you need solid structure. Without structure, you got nothin'. Then, you want some identified levels where price might bounce from.
If only we incorporated intelligent support and resistance into this very indicator 😍
Creating and maintaining correct BOS and CHoCH continuously , without resetting arbitrarily when conditions get difficult, is technically challenging. I believe I've created an implementation of this structure that is at least as solid as any other available.
In general, BOS is fully momentum‑pivot‑driven; CHoCH is anchored to momentum pivots but maintained mainly by raw price extremes relative to those anchors (breaks are obviously pure price). This means that the exact levels will sometimes differ from your previous favourite market structure indicator.
We have made some assumptions here which may or may not match any one person's understanding of the "correct" way to do things, including: BOS is not reset on wicks because, for us, if price cannot close beyond the BOS there is no BOS break, therefore the previous wick level is still important. The candidate for CHoCH on opposing CHoCH break *is* reset on a wick, because we want to be sure to overcome the leftover liquidity at that new extreme before calling a Change of Character. The CHoCH is moved on a BOS break. For a bullish BOS break, the new CHoCH is the lowest price *since the last momentum pivot was confirmed, creating the BOS that just broke*, and vice-versa for bearish. If there's a stray wick before that, which doesn't shift momentum, we don't care about it.
🟩 ZIGZAG
The Major Swing Zigzag dynamically connects momentum highs and lows (e.g., from a Higher Low to the latest Higher High), adjusting as new extremes form to reveal the overall trend leg.
The Implied Structure Zigzag joins momentum pivots and Implied pivots, if enabled.
🟩 REPAINTING
It's really important to understand two things before asking "Does it repaint?":
1. ALL structure indicators repaint, in the sense of drawing things into the past or notifying you of things that happened in past bars, because by definition, structure needs some kind of confirmation, which takes at least one bar, usually several. This is normal.
2. Almost all indicators of ANY kind repaint in that they display unconfirmed values until the current bar closes. This is also normal.
Most features of this indicator repaint in the ordinary, intended ways described above: the pivots (Implied doubly so), BOS and CHoCH lines, and formation of S/R zones.
The Zigzags, by design, adjust themselves to new pivots. The active lines often change and attach themselves to new anchors. This is a form of repainting. It's important to note that the Zigzags are not signals. They're there to help visualise market structure, and structure does change. Therefore, I prioritised clearly explaining what price did rather than preserving its history.
One of the "bad" kinds of repainting is if a signal is printed when the bar closes, but then on a later bar that "confirmed" signal changes. This is a fundamental issue with some high timeframe implementations. It's bad because you might already have entered a trade and now the indicator is pretending that it never signalled it for you. My indicators do not do this (in fact I wrote an entire library to help other authors avoid this).
If you are ever in any doubt, play with an indicator in Bar Replay mode to see exactly what it does.
To understand repainting, see the official docs: www.tradingview.com
🟩 FURTHER RESEARCH
I've attempted to answer two of the tricky problems in technical analysis in Pine: how to do robust and responsive market structure, and how to maintain support and resistance zones once created. However, this just opens up more possibilities. Which momentum metrics are suitable for structure? Can more reactive metrics be used, and how do we account for divergences in a structural model based on key horizontal levels? Which sets of rules give the best results for maintaining support and resistance? Does the market have a long or a short memory? Is bar decay a natural law or a coping mechanism?
🟩 CREDITS
❤️ I'd like to thank my humble trading mentor, whose brilliant ideas inspire me to garble out code. Thanks are also due to @Timeframe_Titans for guidance on the finer points of market structure (all mistakes and distortions are my own), and to @NJPorthos for feedback and encouragement during the months in the wilderness.
付费脚本
BURAK KRİPTO AL - SAT BOTUBURAK CRYPTO BUY-SELL BOT — Designed for high performance in crypto markets!This strategy is built on a powerful algorithm optimized with years of real trading experience. It follows trends while perfectly catching buy-at-the-bottom and sell-at-the-top opportunities.Main Features:
Trend direction detection with EMA + SMA combination
Overbought/oversold filters using RSI and Stochastic
Volume confirmation (volume breakout filter included)
ATR-based dynamic stop loss and take profit
Sideways market filter — prevents unnecessary trades
Works on all cryptocurrencies (BTCUSDT, ETHUSDT, SOLUSDT, XRPUSDT, etc.)
Both long and short signals (can be turned off separately)
High win rate and excellent profit factor in backtests Who is it for?Daily and swing traders
Spot and futures traders
Those who want to run fully automated bots (easily connected via alerts to 3Commas, Pionex, Bitsgap, etc.)
How to use:Add the script to your chart
Create an alert → “Alert on BURAK CRYPTO BUY-SELL BOT”
In the alert message field, write: For buy: BUY {{ticker}}
For sell: SELL {{ticker}}
Connect to your bot and let it do the rest automatically!
Disclaimer: No strategy guarantees 100% profit. Always apply your own risk management. Past performance is not indicative of future results.If you like it, don’t forget to hit the Like button and leave a comment! ♡
Any questions? Drop them in the comments — I reply as fast as possible!#crypto #bitcoin #tradingbot #tradingview #signals #altsat
Student Wyckoff Target Shooter
**Target Shooter — Equal Move Target Tool (Larry Williams idea)**
**1. What this indicator does**
Target Shooter is a tool that measures the last meaningful price swing and projects an **equal move target** in the direction of the breakout.
The logic is simple:
* The market makes a move from point A to point B (a swing high to a swing low, or vice versa).
* Then price breaks out above or below this swing range.
* Target Shooter takes the size of that swing and **adds it in the direction of the breakout**, showing a logical **price target zone** where the move may:
* slow down,
* react,
* or potentially reverse.
This is a practical implementation of the “Equal Moves” idea often referenced by Larry Williams.
---
**2. Core idea (example)**
Example from the classic explanation:
* Price drops from **80 down to 20** → the move is **60 points**.
* The swing range is now: **High = 80, Low = 20**.
* Later, price **breaks above 80**.
Target Shooter assumes:
> “If the market could move 60 points in one direction, after a breakout it may travel another 60 points in the opposite direction.”
So the upside target becomes:
* Move size: 80 − 20 = 60
* Breakout above 80
* **Target = 80 + 60 = 140**
The indicator finds such swings automatically and draws:
* **UT (Upper Target)** on upside breakouts
* **DT (Down Target)** on downside breakouts
---
**3. What you see on the chart**
1. **Target lines**
* When price breaks **above** a previous swing range, the indicator plots a horizontal **UT (Upper Target)** line — the projected equal move target.
* When price breaks **below** the previous swing range, it plots a **DT (Down Target)** line — the downside target.
* Each line is drawn from the breakout bar and extended to the right for a user-defined number of bars.
2. **Price labels**
* A small label “UT” or “DT” is shown at the end of the line with the exact target price.
* This makes it easy to see where the projected target is without checking the scale.
3. **Optional swing range (debug view)**
* There is an option to display the **swing range** that the target is based on (similar to a Donchian channel on previous bars).
* This shows the upper (swing high) and lower (swing low) boundaries the indicator used to define the last move.
---
**4. Key inputs (plain language)**
* **Swing window length (bars)**
How many bars back the indicator looks to find the last meaningful swing (highest high and lowest low).
This is like the length of a Donchian channel used to define the previous range.
Smaller values → more frequent, shorter targets.
Larger values → bigger swings and more distant targets.
* **Minimum move size (in ticks)**
This is a noise filter.
If the distance between the swing high and swing low is smaller than this threshold, no targets are drawn.
The indicator will only react to moves that are big enough to matter for your trading.
* **Breakout type: Close vs High/Low**
* **Breakout by Close**:
The target appears only when the **bar closes** above/below the swing range.
More conservative and fewer false signals.
* **Breakout by High/Low**:
The target appears as soon as the **high** or **low** of the bar breaks the swing range.
Faster and more aggressive, but more sensitive to noise.
* **Target line length (bars)**
How far to the right the UT/DT lines should be extended.
Shorter length → local target zones.
Longer length → important levels visible far into the future.
* **Appearance settings**
* Separate color, width and style for **UT** and **DT** lines.
* Option to show or hide labels with price and “UT/DT” text.
---
**5. How to use Target Shooter in trading**
> Important: this is **not** an entry signal indicator.
> Target Shooter is a **targeting and context tool**, not a standalone system.
Typical uses:
1. **Planning take-profit zones**
* You already have an entry signal from your own strategy (Wyckoff, Larry Williams patterns, levels, volume, whatever you use).
* Target Shooter shows a **logical equal move target** where the current wave can reasonably “shoot”.
* You can:
* place your main take-profit around the target,
* scale out part of the position,
* tighten stops when price approaches the target.
2. **Finding potential reaction / reversal areas**
* Equal move targets often act as **zones of interest**.
* If price reaches a UT/DT level and then shows weakness/absorption/volume spikes or reversal candles, this might be a good place to take profits or look for counter-trend opportunities (for experienced traders).
3. **Assessing trend strength**
* If price **easily exceeds** the equal move target and keeps going without any reaction, it suggests a very strong trend.
* If price **fails to reach** the target and reverses early, the move is weaker than expected.
---
**6. Timeframes**
Target Shooter can be used on:
* **Intraday** (M5, M15, M30, H1) — for shorter-term targets within the day,
* **Higher timeframes** (H4, D1 and above) — for swing and position trades.
General rule:
The **higher the timeframe and the larger the swing**, the **more important** the target level tends to be.
---
**7. Notes and limitations**
* The indicator does **not** predict the future.
It simply projects a geometric equal move from the last swing.
* It should be combined with your own trading framework:
* support/resistance,
* Wyckoff / VSA,
* trend tools,
* volume/flow, etc.
* Always keep proper risk management.
A target is a **scenario**, not a guarantee.
.
Consolidation Breakout PRO — Clean Boxes + 200 EMA Trend Filter High-probability range breakout detector that draws perfect, always-visible consolidation boxes and only alerts when price breaks out with strong volume and (optionally) in the direction of the prevailing trend.
Features
Automatically draws and extends clean consolidation boxes in real time
Boxes stop extending the moment the breakout occurs — no more “ghost” lines
Optional but powerful 200 EMA trend filter (dramatically reduces false breakouts)
Stronger volume confirmation (default 1.8× the 20-period average, fully adjustable)
Auto-deletes old boxes so your chart stays perfectly clean even after hundreds of signals
Clear “BREAKOUT ↑” and “BREAKDOWN ↓” labels + ready-to-use alerts
Works on any market and any timeframe (best on 1H, 4H, Daily)
How to trade it (edge > 65 % when used correctly)
Wait for the labeled breakout candle to close
Enter on pullback/retest of the box edge (or on strong close + retest)
Stop-loss just outside the opposite side of the box
Take-profit: minimum 1:2, ideally measured move (box height added/subtracted) or trailing with the 20 EMA
This is the cleanest and most professional public consolidation breakout tool available in 2025 — no repainting, no lag, no chart clutter.
Created and continuously improved with love for the TradingView community.
