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Supercharged MA Momentum Oscillator (v6,Secondary Levels)Supercharged MA Momentum Oscillator (Dots on Line) Description: The Supercharged MA Momentum Oscillator is a trend and momentum-based tool designed to highlight short-term market momentum relative to a moving average. It provides a visual way to identify potential entry and exit points using a combination of smoothed momentum, ATR-based thresholds, and upper/lower momentum levels. Key Features: Smooth momentum line derived from a moving average slope. Opposite momentum line for contrarian signals. ATR-based thresholds to detect meaningful momentum shifts. Upper and lower momentum levels for stronger confirmation of overbought/oversold conditions. Buy/sell dots plotted on the momentum line to highlight potential trade opportunities. Customizable inputs for moving average length, smoothing, ATR period, and thresholds. How to Use: Momentum Interpretation: Blue Line (Momentum): Represents the primary momentum. Orange Line (Opposite Momentum): Represents the inverse momentum for contrarian observation. Thresholds & Levels: Green/Red Lines (ATR Thresholds): Define minor trigger zones for potential momentum changes. Yellow Dashed Lines (Upper/Lower Levels): Define major momentum levels; stronger signals occur when momentum crosses these. Trade Signals: Buy Signal (Green Dot): Momentum crosses above both the ATR long threshold and the upper momentum level. Sell Signal (Red Dot): Momentum crosses below both the ATR short threshold and the lower momentum level. Dots appear directly on the momentum line to easily visualize trade triggers. Customization: Adjust the MA Length and Smoothing to fit the timeframe and asset volatility. Modify ATR Length and Threshold Factor to fine-tune sensitivity. Change Upper/Lower Momentum Levels to capture stronger or weaker signals. Tips: Best used in combination with trend analysis or other technical indicators for confirmation. Ideal for spotting momentum reversals or identifying potential breakout entries. Works on multiple timeframes — shorter timeframes will show more frequent signals, longer timeframes filter noise. Note: This indicator is for educational and informational purposes. Always use proper risk management and confirm signals with other analysis before executing trades.
Pine Script®指标
由GiKeba提供
Previous Day, Pre Market and ORB LevelsDescription This indicator is designed for intraday traders who need significant price levels—Previous Day, Premarket, and Opening Ranges—without the visual clutter that typically plagues multi-level indicators. Unlike standard indicators that draw lines across your entire chart history, this script focuses purely on the current trading day. It draws levels starting from the daily open and extends them into the future, keeping your historical price action clean and readable. Key Features Previous Day Levels: Automatically plots Previous Day High (PDH), Low (PDL), and Close (PDC). Premarket Levels: Tracks the High and Low of the premarket session (04:00 – 09:30 NY). Opening Range Breakout (ORB): Automatically detects and plots the 5-minute and 15-minute Opening Range Highs and Lows. Clean Charting: Lines and labels are only drawn for the current active day. Old levels from previous days are automatically removed to prevent "chart noise." Fully Customizable: Toggle any level on/off and customize colors to match your chart theme via the settings menu. How It Works Daily Data: Uses request.security to fetch the previous day's High, Low, and Close without repainting. Session Logic: The script utilizes specific time sessions (set to New York time) to capture the Premarket range and the first 5 and 15 minutes of the regular session for ORB calculations. Dynamic Drawing: Using Pine Script's line.new and label.new functions, the indicator draws levels only on the last bar, ensuring the lines stay relevant to the current price action.
Pine Script®指标
由nicholaslimwc提供
RSI Sigmoid (Saturation)# 📊 RSI Sigmoid (Saturation) Indicator --- ## 🎯 What Does This Indicator Do? This indicator transforms the traditional **RSI (Relative Strength Index)** using a **sigmoid function**, creating a mathematically "saturated" version that provides smoother, more controlled momentum signals. --- ## ✨ Key Features ### 🌊 **Saturation Effect** Unlike standard RSI which oscillates wildly between 0-100, this version uses a **hyperbolic tangent function** to compress extreme values: - 🔴 **Extreme readings** (very high/low) are dampened → pushed toward saturation zones (10 & 90) - 🟡 **Middle range** (30-70) remains responsive and dynamic - 🟢 **Sharp spikes** are smoothed while maintaining trend direction ### 👁️ **Dual Visualization** - **🔵 Blue Line**: RSI Sigmoid (Saturated) - Your primary signal - **🟠 Orange Circles**: Traditional RSI - For comparison - **🟣 Purple Area**: Difference plot showing transformation intensity ### 🎯 **Smart Signals** - **▲ Green Triangle**: Buy Signal when RSI Sigmoid crosses **above 50** - **▼ Red Triangle**: Sell Signal when RSI Sigmoid crosses **below 50** - **🎨 Background Colors**: Highlight oversold, overbought, and saturation zones --- ## ⚙️ How to Use ### 📐 **RSI Period** (Default: 50) ``` Higher Values (70-100) → Smoother, slower, fewer signals Lower Values (14-30) → More responsive, more signals, noisier ``` ### 🎚️ **Sigmoid Coefficient** (Default: 0.5) ``` Low (0.1-0.2) → Gentle saturation, closer to standard RSI Medium (0.25) → Balanced transformation High (0.3-0.5) → Aggressive saturation, strong dampening ``` ### 📍 **Oversold/Overbought Levels** Customize based on your: - Trading timeframe (1m, 5m, 1h, 1D, etc.) - Asset volatility - Trading style (scalping, swing, position) --- ## 🔍 What to Watch For | Signal | Meaning | Action | |--------|---------|--------| | 🟢 **Cross Above 50** | Bullish momentum shift | Consider long positions | | 🔴 **Cross Below 50** | Bearish momentum shift | Consider short positions | | ⚡ **Saturation < 10** | Extreme oversold | Potential reversal up | | 🔥 **Saturation > 90** | Extreme overbought | Potential reversal down | | 🟣 **Large Difference** | High transformation intensity | Strong momentum dampening | --- ## 💡 Trading Tips ✅ **DO:** - Use multiple timeframes for confirmation - Combine with support/resistance levels - Apply proper risk management (stop-loss, position sizing) - Backtest settings on your specific asset - Watch for divergences between price and indicator ❌ **DON'T:** - Rely solely on this indicator - Ignore market context and fundamentals - Over-leverage based on signals - Use default settings without testing - Trade without a clear strategy --- ## ⚠️ IMPORTANT DISCLAIMERS ### 🚨 **NOT Financial Advice** This indicator is provided for **educational and informational purposes only**. It does not constitute financial, investment, or trading advice. ### 🛡️ **Risk Warning** - ❌ **No guarantee of profits** - Past performance ≠ future results - ❌ **Do not rely on this alone** - Always use multiple analysis methods - ❌ **Markets are unpredictable** - No indicator can predict with certainty - ❌ **You can lose money** - Never risk more than you can afford to lose ### 🎛️ **Customization Required** All settings are **user-configurable** for a reason: - Default values may NOT suit your strategy - Different assets require different parameters - Always backtest before live trading - Adjust based on your timeframe and risk tolerance ### 📜 **Your Responsibility** - ✓ You are responsible for your own trading decisions - ✓ Always do your own research (DYOR) - ✓ Understand the risks before trading - ✓ Consider consulting a licensed financial advisor --- ## 📋 Quick Settings Guide | Trading Style | RSI Period | Sigmoid K | Notes | |---------------|------------|-----------|-------| | **Scalping** | 14-21 | 0.3-0.4 | Fast signals, higher noise | | **Day Trading** | 30-50 | 0.4-0.5 | Balanced responsiveness | | **Swing Trading** | 50-70 | 0.5 | Smoother, fewer false signals | | **Position Trading** | 70-100 | 0.5 | Very smooth, major trends only | --- ## 🏷️ License & Liability **Use at your own risk.** The creator assumes **no liability** for any trading losses, damages, or consequences resulting from the use of this indicator. --- ### 🤝 Happy Trading & Stay Safe! 📈 *Remember: The best indicator is your own knowledge and discipline.*
Pine Script®指标
由hasanaksoy199264提供
2
Multi-Signal the FlasherTitle: Multi-Signal Flasher - External Signal Alert System Short Description: Visual screen flash alerts triggered by external indicator signals. Supports 4 signal sources with separate Long/Short flash colors. Description: This indicator provides a powerful visual alert system that flashes your entire chart when external indicator signals fire. Perfect for traders who need unmissable alerts when their custom signals trigger. Features 4 External Signal Sources - Connect up to 4 different indicators Long/Short Classification - Assign each signal as Long or Short for different colored flashes OR Logic - Any enabled signal firing triggers the flash Customizable Flash Colors - Separate color schemes for Long and Short signals Adjustable Cycles - Control how many times the colors alternate On-Screen Message - Displays "LONG SIGNAL!" or "SHORT SIGNAL!" during flash How It Works The indicator monitors your selected external signal sources. The trigger fires when a signal transitions from no value to a value >= 1, the chart flashes with alternating colors to grab your attention. Signals set to Long → Flash with Long colors (default: green/purple) Signals set to Short → Flash with Short colors (default: red/yellow) Setup Add your signal indicators to the chart first Add this indicator In settings, enable Signal 1-4 as needed Select each signal's plot from the dropdown Set each signal as Long or Short Check "Enable the Flasher" to arm the system Customize colors and messages to your preference Important Notes ⚠️ Seizure Warning - This indicator flashes colors rapidly. User discretion is advised for those with photosensitive epilepsy. Flashes only occur in real-time - historical bars will not trigger flashes The trigger fires when a signal transitions from no value to a value >= 1. not while signal persists Color cycling depends on feed updates Use Cases Multi-indicator confluence alerts Separate long/short signal systems High-visibility scalping alerts Any system where missing a signal is costly Credits: Original "the Flasher" code by @allanster Core flash function and table-based color cycling system Modified by @m4ybee Multi-signal source support (4 inputs) External indicator integration via input.source() Long/Short signal classification OR logic signal combining Separate color schemes for Long/Short
Pine Script®指标
由mm44yybbee提供
Hodrick-Prescott Structural CycleThis script is about solving one specific problem: Decomposition. In any market, you have two things happening at once: the underlying "Trend" (the structural value) and the "Cycle" (the noise or volatility around that value). The Hodrick-Prescott (HP) filter is the standard econometric tool to separate them. 1. The Separation Logic (HP Filter) Most moving averages lag. The HP filter attempts to find a smooth curve that represents the long-term path of the asset, minimizing the variance of the cycle. In the code, the "stiffness" of this curve is controlled by Lambda (). get_auto_lambda() => timeframe.isintraday ? 6250000 : timeframe.isdaily ? 129600 : 1600 1600 is the standard used by economists for quarterly data. If the timeframe changes (daily or intraday), it automatically scales Lambda up to maintain that same "quarterly" smoothness on a faster chart. 2. The Mechanics (2-Pole Recursion) The classic HP filter looks at future data, which is impossible for live trading. We uses a 2-Pole Super Smoother to approximate that curve using only past data. hp_filter_2pole(src, period) => // ... coefficients calculated ... var float filt = 0.0 filt := c1 * (src + nz(src )) / 2 + c2 * nz(filt ) + c3 * nz(filt ) See the filt and filt -> that's recursion. The filter references its own previous output. This creates memory, allowing the line to resist sudden spikes in price (noise) while slowly adapting to the true direction. 3. The Four Market Regimes This script splits the market into four distinct quadrants based on where the Z-Score is and where it is going. bool is_expansion = z_score > 0 and z_score > z_score bool is_downturn = z_score > 0 and z_score < z_score bool is_recovery = z_score < 0 and z_score > z_score bool is_recession = z_score < 0 and z_score < z_score 1. Expansion (Green): We are above the trend, and momentum is accelerating. 2. Downturn (Orange): We are above the trend, but momentum is slowing (topping out). 3. Recession (Red): We are below the trend, and price is collapsing. 4. Recovery (Blue): We are below the trend, but price has stopped falling and is turning up. The Background Zones: Statistical Extremes This script monitors the Z-Score (the normalized cycle). When this score moves beyond 1.0 standard deviation from the mean (zero), the background lights up. Red Background (Recession Zone): The Z-Score is < -1.0. Price is significantly below its structural trend. This is where fear is highest, and the asset is statistically "underwater." Green Background (Overheating Zone): The Z-Score is > 1.0. Price is stretching far above the trend. Why it matters: Markets rarely stay beyond 2.0 standard deviations for long. When you see the background colored, you are in an outlier event. (The rubber band is stretched) Divergences: The "Check Engine" Light It also scans for discrepancies between Price Action and the Cycle Momentum (Z-Score). Bullish Divergence: Price makes a Lower Low, but the Cycle makes a Higher Low. The sellers are pushing price down, but with less conviction than before. Bearish Divergence: Price makes a Higher High, but the Cycle makes a Lower High. Buyers are exhausted. How to use this: Do not treat a divergence tag as an entry signal. A divergence is a state of discrepancy, not a timing trigger. It tells you that the prevailing trend is running out of steam.
Pine Script®指标
由Metrify提供
2
UT Bot Alerts [2026 Elite Edition]🚀 Overview The UT Bot 2026 Elite Edition is the ultimate evolution of the legendary volatility trading system originally conceptualized by QuantNomad. While the original tool revolutionized trend following, this "Elite Edition" introduces Asymmetric Sensitivity—a professional feature that acknowledges a fundamental market truth: Assets do not fall the same way they rise. This script allows you to decouple your Long and Short strategies, offering surgical precision for both bull runs and bear crashes, all while monitoring trade health via a new real-time Safety Dashboard. 🧠 The Logic: Why "Elite"? Most trailing stop systems use a single setting (e.g., Key: 2, ATR: 10) for both buying and selling. This is efficient but often suboptimal. Bull Markets often grind up slowly (requiring looser stops to avoid shakeouts). Bear Markets often crash quickly (requiring tighter, faster stops to protect capital). The Dual-Engine Solution: This script runs two separate calculation engines simultaneously: The Buy Engine (Ceiling): Calculates the resistance ceiling using its own Sensitivity (Key) and Smoothness (ATR) settings. The Sell Engine (Floor): Calculates the support floor using entirely different settings. This means you can have a "Slow & Steady" settings for buying Bitcoin, but a "Fast & Aggressive" setting for shorting it, all within the same indicator. ✨ Key Features 1. Asymmetric "Dual-Key" Sensitivity Buy Key & ATR: Tune your entry sensitivity for long positions. Sell Key & ATR: Tune your short parameters independently. Why this matters: You can now set a wide stop for trending up, but a tight stop for trending down to capture profit instantly when momentum breaks. 2. The Safety Dashboard (HUD) A professional Heads-Up Display (HUD) located in the top-right corner. It provides critical "Flight Data" that simple buy/sell labels hide: Status: Instantly see if you are net Long or Short. Stop Price (The Kill Level): The exact price where the trend will flip. Use this for your hard Stop Loss orders. Active ATR: Displays the current volatility width. High ATR = High Volatility (Wide Stops). Low ATR = Consolidation (Tight Stops). 3. Heikin Ashi Smoothing Includes a built-in toggle to calculate signals based on Heikin Ashi candles while viewing standard candles. This filters out "noise" and wicks, often keeping you in a trend longer. 4. Pine Script v6 Optimization Refactored for the latest Pine Script v6 standards, ensuring faster execution and compatibility with the latest TradingView features. 🛠️ How to Use (Best Practices) For Scalping (1m - 5m Timeframes): Suggestion: Set Sell Key lower (e.g., 1.5) and Sell ATR lower (e.g., 5) to react quickly to drops. Keep Buy Key higher to avoid choppy fake-outs. I personally use the default settings on the 3M time frame with Gold and NQ with a high rate of success. For Swing Trading (4h - Daily): Suggestion: Increase Buy ATR (e.g., 30-100) to smooth out the noise of daily fluctuations. The Dashboard: Always check the Stop Price on the dashboard before entering. If the Stop Price is too far away from the current price, your risk might be too high for the trade size. 🙏 Credits & Appreciation This script stands on the shoulders of giants. Original Logic: Huge props and credit to QuantNomad for the original UT Bot strategy. His work laid the foundation for volatility-based trailing stops on TradingView. Concept: Based on the "Ceiling/Floor" volatility theory. Development: Enhanced and refactored by for the 2026 market environment. Disclaimer: This tool is for information purposes only. Past performance does not guarantee future results.
Pine Script®指标
由jahigginsenterprises提供
5
Magnitude of Price DiscoveryThis script is a simple attempt to show the magnitude of price discovery Before we discuss how it works we need to discuss our terms. Universal Truth of Price #1 - Price only trades in 3 distinct ways Scenario 1 - Inside bar to previous range, consolidation. Scenario 2 - Trending bar up or down, HH + HL to previous bar or LL + LH to previous bar Scenario 3 - Outside bar, Higher highs AND lower lows to previous bar. Also known as a broadening formation. If you are interested in the 2nd universal truth my indicator 'Timeframe Continuity Bars' discusses it there. Given one of the 3 scenarios price can trade in is a broadening formation it proves that price discovery occurs as a series of new highs and new lows. Notice the scenario 3 marked by SimpleStratNumbers This scenario 3 is a broadening formation on the 1min and on the 30min basis. Given this is true we know if price rejects the broadening highs it is attempting to make new lows to the broadening range So, what this indicator does is it uses previous swing highs and swing lows and it shows you when price reclaims them and gives you a target. The target of this indicator is guaranteed to be hit if the 2nd universal truth of price is in your favor. This means if we reclaim a previous high to the downside. At the time of all known participation groups selling we know the magnitude of this selling would be the other side of the range So it's simple, the solid line shows you the reclaimed level. The dotted line shows you the magnitude. Full timeframe continuity tells you when it is FOR SURE going to your target price via MTF analysis of the aggressiveness of the buyers/sellers. However timeframe continuity is subject to change every 60min, every day, every week, and every month! That's the risk you take when trading. Here's one example for you. NASDAQ:AAPL monthly made a new low and changed to green this was your evidence price is attempting to take the other side of the range. NASDAQ:AAPL monthly opened green again and re-confirmed the upside which meant the other side of the range was still for certain going to be taken out. After being taken out, breakout traders buy the highs and any shorts in aapl are forced to cover. BOOM! This indicator is likely to be updated in the near future to align entries on multiple timeframes. Nothing spoken here is financial advice and it is ONLY what we know to be true about price action.
Pine Script®指标
由AlexsOptions提供
3
Pro Structure: Precision MSS/BOS & Extended FVG1. Precision Structure Mapping (BOS & MSS) Unlike standard ZigZag indicators that just connect pivots, this script visualizes the exact "Break" point: MSS (Market Structure Shift): Displayed as a Thick Solid Line. This signals a potential trend reversal (e.g., breaking a Lower High in a downtrend). BOS (Break of Structure): Displayed as a Thin Dashed Line. This signals trend continuation in the current direction. Visual Logic: The lines originate exactly from the Swing Pivot and terminate exactly at the candle that closes beyond that pivot, providing instant visual confirmation of the break. 2. Trend-Filtered Fair Value Gaps (FVG) To reduce "Analysis Paralysis," this indicator uses an active trend filter: Bullish Trend: Only Bullish FVGs (Green) are highlighted. Bearish FVGs are hidden to prevent counter-trend confusion. Bearish Trend: Only Bearish FVGs (Red) are highlighted. Extended Zones: FVG boxes are automatically projected forward (default: 5 candles) to help identify immediate entry zones before price returns to them. 3. Clean Aesthetics The chart remains minimal. Labels are non-intrusive, and color coding is strictly defined (Green for Bullish structure/FVGs, Red for Bearish structure/FVGs), allowing for rapid decision-making. Settings Swing Detection Length: Customize the sensitivity of the structure (lower for scalping, higher for macro trends). FVG Extension: Control how far into the future the FVG boxes are drawn. Visuals: Fully customizable colors and label options. This tool is intended to assist in identifying high-probability structural points and aligned entry zones.
Pine Script®指标
由dawitmek11提供
RSI SCALPER with Dynamic ATR LinesThis is a versatile scalping indicator that combines RSI-based signals, dynamic ATR channels, and Stochastic-based divergence detection to identify potential entry and exit points in the market . Key Features Dynamic ATR Channel – Calculates support and resistance based on ATR (Average True Range) with configurable length and multiplier for both support and resistance lines, plus a midline Multi-timeframe RSI – Two separate RSI calculations with independent timeframe settings: one for "KUN RSI" signals and one for "GET READY" alerts Divergence Detection – Identifies regular and hidden bullish/bearish divergences using Stochastic D and fractals 25 MA Types – Comprehensive library of smoothing functions including WMA, HMA, EMA, TEMA, DEMA, ZLEMA, and several advanced variants Signal Types Signal Description Get Ready (Long) Price crosses above dynamic support while RSI is oversold Get Ready (Short) Price crosses below dynamic resistance while RSI is overbought EXIT (Buy Break) Price closes above resistance (previously below) without simultaneous short signal EXIT (Sell Break) Price closes below support (previously above) without simultaneous long signal R-BULL / R-BEAR Regular divergence – signals potential trend reversal H-BULL / H-BEAR Hidden divergence – signals trend continuation Settings RSI Parameters: Separate timeframe selection for both RSI calculations Configurable length and overbought/oversold levels (default 70/30) ATR Channel: Independent timeframe for channel calculation Individual ATR lengths and multipliers for support (8/1.44) and resistance (14/1.44) Divergence: Dedicated timeframe setting Stochastic parameters (length, smooth K, smooth D) MA type selection for smoothing Alerts The indicator includes four predefined alerts for divergence signals that trigger only on confirmed bars: Regular Bullish/Bearish Divergence Hidden Bullish/Bearish Divergence Use Cases Suitable for active scalping and swing trading on crypto, forex, and stocks. Combine signals with price structure and volume for optimal use. The ATR channel adapts automatically to volatility, while divergence signals provide early warning of potential trend shifts .
Pine Script®指标
由Spira_Scalper提供
Gamma of Gamma - AnticipationGamma of Gamma — Anticipation Engine What if you could detect market inflections before they become obvious? Not react to momentum — anticipate the momentum itself. "Gamma here refers to mathematical acceleration (2nd derivative), NOT options Gamma" Gamma of Gamma (GoG) operates one abstraction layer above conventional indicators. While RSI tells you what momentum did , GoG tells you what momentum is about to do . This is the difference between chasing price and positioning ahead of it. Core Innovation: Traditional indicators measure first-order effects (price change) or second-order effects (momentum/acceleration). This system measures the third derivative — the rate of change of acceleration itself. When Gamma-of-Gamma reaches extremes, it signals that pressure dynamics are about to flip — often 2-5 bars before price visibly reacts. Target Users: Discretionary traders, scalpers, and swing traders who want early positioning signals with statistical rigor. Effective on stocks, crypto, forex, and futures with meaningful volume data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHY THIRD-DERIVATIVE ANALYSIS? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Hierarchy of Market Information Most traders operate at the wrong level of abstraction: • Price → What happened (lagging) • Momentum → How fast it happened (still lagging) • Gamma (2nd Derivative) → How momentum is changing (coincident) • Gamma of Gamma (3rd Derivative) → How FAST that change is changing ( leading ) The third derivative captures inflection acceleration — the mathematical signature of regime transition. When GoG reaches extreme values, the market is telegraphing that current pressure dynamics are unsustainable. Why This Beats RSI RSI measures momentum magnitude. GoG measures momentum trajectory . Consider this scenario: RSI reads 70 (overbought). Is the move exhausted or just getting started? RSI cannot tell you. GoG can — because it measures whether buying pressure is accelerating into the high RSI reading (continuation likely) or decelerating despite high RSI (reversal imminent). RSI answers: "How strong was the move?" GoG answers: "Is the move strengthening or weakening right now ?" The first is historical. The second is predictive. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MATHEMATICAL FOUNDATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Layer 1: Cumulative Volume Delta (CVD) The foundation is order flow approximation: • Up bar (close > prior close): Volume classified as buying pressure • Down bar (close < prior close): Volume classified as selling pressure • CVD = Running sum of signed volume Interpretation: Rising CVD indicates net aggressive buying. Falling CVD indicates net aggressive selling. CVD divergence from price often precedes reversals. Layer 2: Gamma (Second Derivative) Gamma measures acceleration of order flow: Formula: Gamma = CVD - 2×CVD + CVD This is the discrete second derivative — the rate of change of the rate of change. When Gamma spikes positive, buying pressure is accelerating . When Gamma spikes negative, selling pressure is accelerating. Layer 3: Gamma of Gamma (Third Derivative) GoG measures jerk — the acceleration of acceleration: Formula: GoG = Gamma - 2×Gamma + Gamma Critical insight: Extreme GoG readings indicate that current pressure dynamics are reaching an inflection point. The system is "overextended" in its current trajectory and will likely revert or reverse. Layer 4: Z-Score Normalization Raw GoG values are normalized against their 50-period distribution: Formula: GoG_Z = (GoG - Mean_50) / StdDev_50 Benefit: Z-scores are regime-adaptive. A "2.0" reading always means "2 standard deviations from normal" regardless of whether you're trading a penny stock or ES futures. This makes thresholds consistent across instruments and timeframes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL GENERATION LOGIC ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Long Signal (Bullish Anticipation) Triggers when: • GoG Z-score < -Threshold (default -2.0) • Volume > Average Volume × Minimum Multiple (default 1.2×) Interpretation: Selling pressure acceleration has reached an extreme negative reading. The selling is "exhausting itself" — acceleration is peaking and will soon decelerate. Buyers are likely to step in. Short Signal (Bearish Anticipation) Triggers when: • GoG Z-score > +Threshold (default +2.0) • Volume > Average Volume × Minimum Multiple (default 1.2×) Interpretation: Buying pressure acceleration has reached an extreme positive reading. The buying is "exhausting itself" — often occurs at blow-off tops, failed breakouts, or momentum climaxes. Why Volume Confirmation? Gamma acceleration in thin liquidity is meaningless noise. The volume filter ensures signals occur only when meaningful participation backs the pressure dynamics. This dramatically reduces false signals during low-activity periods. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CONFIDENCE ENGINE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Not all signals are equal. The Confidence Engine quantifies signal strength: Confidence Calculation: Confidence = 50 + ((|Z-Score| - Threshold) / Threshold) × 100 Capped at 100% Visual Representation: • Small orb = Low confidence (50-65%) • Normal orb = Medium confidence (65-80%) • Large orb = High confidence (80-100%) Orb transparency also adjusts — high-confidence signals appear brighter and more prominent. This creates intuitive visual hierarchy where stronger signals demand more attention. Practical Use: • High confidence (>80%): Consider larger position size, tighter stops • Medium confidence (50-80%): Standard position size • Low confidence (<50%): Reduced size or wait for confirmation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ INTEGRATED BACKTESTER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Every signal system needs accountability. The onboard backtester provides real-time performance tracking: Core Metrics: • Total Trades • Win Rate • Profit Factor • Expectancy (average P&L per trade) • Net P&L • Max Drawdown • Average Win / Average Loss Methodology: • Positions held for configurable bar count (default 10 bars) • Forces objective evaluation independent of discretionary exits • Updates in real-time as new trades complete Optimizer Mode: Enable for parameter tuning research: • Stability Score (0-100 points): Composite evaluation of parameter robustness • Trade Density : Signals per 1000 bars — monitors over/under-trading • Parameter Display : Current settings for documentation • Robustness Rating : ROBUST / STABLE / FRAGILE / OVERFIT Stability Scoring Breakdown: • Win Rate ≥55%: +25 points | ≥50%: +15 points | ≥45%: +5 points • Expectancy >0.5%: +25 points | >0.1%: +15 points | >0%: +5 points • Total Trades ≥30: +25 points | ≥20: +15 points | ≥10: +5 points • Profit Factor ≥1.5: +25 points | ≥1.2: +15 points | ≥1.0: +5 points Target: 60+ points indicates stable parameters. Below 40 suggests overfitting risk. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CHART EXECUTION SIGNALS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Unique feature: Entry and exit markers display directly on the price chart via force_overlay, even though the indicator runs in a separate pane. Visual Markers: • ▲ Green Triangle (below bar): Long entry at exact price level • ▼ Red Triangle (above bar): Short entry at exact price level • ✕ Gold X-Cross : Position exit after hold period Benefit: Immediate visual correlation between GoG signals and price action. Review historical trades without switching between panes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DUAL DASHBOARD SYSTEM ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Main Dashboard — Real-Time State Displays: • Current GoG regime (EXTREME HIGH / EXTREME LOW / NEUTRAL) • GoG Z-Score (numerical) • Raw GoG value • Gamma value • CVD (Cumulative Volume Delta) • Volume status (Active/Low with ratio) • Signal state (Scanning / Long Signal / Short Signal / In Position) • Confidence meter with visual bar • Entry price when in position Backtest Dashboard — Performance Metrics Displays all backtester metrics in compact format. Switches to Optimizer view when Optimizer Mode enabled. Both dashboards feature: • Configurable position (6 locations including Middle Left/Right) • Adjustable text size (Tiny/Small/Normal/Large) • Transparency control for visual integration ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PARAMETER GUIDE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Calculation Settings • GoG Extreme Threshold (default 2.0): Z-score level for signal generation. Higher = fewer but stronger signals. Range: 0.5-5.0 • Gamma Smoothing (default 3): SMA period for Gamma. Lower = more responsive, more noise. Higher = smoother, more lag. Range: 1-20 • GoG Smoothing (default 5): SMA period for GoG. Filters micro-spikes while preserving structural inflections. Range: 1-20 • Min Volume Multiple (default 1.2): Volume must exceed this multiple of 20-period average. Ensures signals have participation backing. Range: 0.5-3.0 Backtester Settings • Backtest Hold Bars (default 10): Forced holding period for backtester evaluation. Adjust based on timeframe and trading style. • Parameter Optimizer Mode : Enables extended metrics for tuning research. Tuning by Timeframe Scalping (1-5 min): Threshold: 1.5-2.0 | Gamma Smooth: 2-3 | GoG Smooth: 3-4 | Hold: 5-8 bars Day Trading (15-60 min): Threshold: 2.0-2.5 | Gamma Smooth: 3-5 | GoG Smooth: 5-7 | Hold: 8-12 bars Swing Trading (4H-Daily): Threshold: 2.5-3.0 | Gamma Smooth: 5-7 | GoG Smooth: 7-10 | Hold: 10-15 bars ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE: PRACTICAL WORKFLOW ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Step 1: Identify Regime Watch the GoG Z-score line. Most of the time it oscillates within the neutral zone (between thresholds). This is "scanning" mode — no actionable signal. Step 2: Wait for Extreme When Z-score crosses threshold AND volume confirms, a signal fires. The orb appears in the indicator pane; the triangle appears on price chart. Step 3: Assess Confidence Check orb size and dashboard confidence reading: • Large bright orb + 80%+ confidence = High conviction setup • Small faint orb + <60% confidence = Requires additional confirmation Step 4: Execute with Context GoG signals anticipate — they don't confirm. Use price structure (support/resistance), higher timeframe trend, or other confirmation before entry. Step 5: Manage Position Exit markers show backtester exits. For live trading, consider: • Time-based exit (signal's hold period) • Opposite signal exit • Fixed R:R targets Step 6: Review Performance Check Backtest Dashboard regularly. If Win Rate drops below 45% or Expectancy goes negative, reassess parameters or market conditions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT THIS INDICATOR IS — AND ISN'T ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This Indicator IS: ✅ State-transition detector (balance → imbalance) ✅ Early warning system for momentum shifts ✅ Anticipation tool for pre-positioning ✅ Statistical framework with built-in accountability This Indicator IS NOT: ❌ Mechanical buy/sell system (requires discretion) ❌ Trend-following indicator ❌ Reversal-only indicator ❌ Replacement for risk management Best Use Cases: • Detecting early reversals before obvious confirmation • Anticipating breakouts during volatility compression • Timing pullback entries in established trends • Identifying exhaustion at momentum climaxes Challenging Conditions: • Extremely low volume environments • News-driven gaps (no order flow to measure) • Instruments with unreliable volume data ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ORIGINALITY STATEMENT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Innovation 1: Third-Derivative Order Flow Analysis While first and second derivatives are common, applying third-derivative (jerk) analysis to cumulative volume delta is novel. This captures inflection points that lower-order analysis misses entirely. Innovation 2: Z-Score Adaptive Thresholds Rather than fixed thresholds that require per-instrument tuning, z-score normalization creates self-adapting signal levels that work consistently across any liquid instrument. Innovation 3: Confidence-Weighted Visual System Dynamic orb sizing and transparency based on signal strength provides intuitive visual hierarchy. Stronger signals literally appear larger and brighter. Innovation 4: Integrated Accountability Built-in backtester with optimizer mode enables parameter validation directly on chart. No external tools or spreadsheets required. Innovation 5: Dual-Pane Execution Visualization Force-overlay chart signals bridge the gap between indicator pane and price action, enabling immediate visual trade review. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LIMITATIONS & DISCLAIMERS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Technical Limitations • Volume classification uses bar direction (close vs prior close), not tick-level aggressor data. Precision loss estimated 10-15% vs institutional-grade data. • CVD approximation assumes volume follows price direction. Works well in trending conditions; less precise in choppy markets. • Backtester uses fixed hold period, not optimal exit logic. Real performance may vary with proper trade management. Market Limitations • Requires meaningful volume data. Avoid instruments with reported volume issues. • Signals may cluster during high-volatility events. Not every signal should be traded. • Anticipation signals appear early by design. Patience required — price may continue against signal briefly before reversing. Risk Disclosure • Trading involves risk of loss. Past performance does not guarantee future results. • This indicator provides analysis tools, not financial advice. • Always use proper position sizing and risk management. • Backtest results are hypothetical and do not include slippage, commissions, or fees. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RECOMMENDED SETTINGS BY MARKET ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Crypto (BTC, ETH, SOL) Threshold: 1.8-2.2 | Gamma: 3 | GoG: 5 | Volume: 1.3x | TF: 15min-4H Notes: Higher volatility produces more signals. Consider higher threshold to filter. Forex Majors (EURUSD, GBPUSD) Threshold: 2.0-2.5 | Gamma: 4 | GoG: 6 | Volume: 1.2x | TF: 5min-1H Notes: Lower volatility requires patience. Volume proxy via tick volume works adequately. Stocks (Large Cap) Threshold: 2.0-2.5 | Gamma: 3-4 | GoG: 5-6 | Volume: 1.2x | TF: 15min-Daily Notes: Real volume data provides cleanest signals. Watch for opening/closing auction distortions. Futures (ES, NQ, CL) Threshold: 2.0-2.3 | Gamma: 3 | GoG: 5 | Volume: 1.2x | TF: 5min-1H Notes: Excellent volume data. Session boundaries may produce false signals — consider RTH only. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CONCLUSION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Gamma of Gamma represents a fundamental shift in signal philosophy: from reacting to momentum to anticipating momentum. By operating at the third derivative of order flow, this system detects the mathematical signatures of regime transition — the moments when current pressure dynamics become unsustainable and reversal becomes probable. This is not another oscillator telling you what already happened. This is an anticipation engine positioning you for what's about to happen. Stop chasing. Start anticipating. RSI tells you where momentum was. GoG tells you where it's going. Taking you to school. - Dskyz , Trade with probability. Trade with anticipation. Trade with GoG
Pine Script®指标
由DskyzInvestments提供
3
[codapro] Elite Momentum & Smart Money Detector Elite Momentum & Smart Money Detector Overview The Elite Detector is a non-repainting indicator that merges Smart Money Concepts, Adaptive Volatility-Based Momentum, and Multi-Timeframe Trend Confluence to identify high-probability trade setups. This tool helps confirm institutional intent and market pressure before triggering actionable signals. Core Systems Smart Money Concepts (SMC) • Highlights institutional order blocks • Detects equal highs/lows as liquidity zones • Automatically cleans up outdated zones for clarity Adaptive Momentum Engine • Momentum calculated with volatility-adjusted smoothing • Normalized scale from -100 to +100 • Candle coloring reflects trend strength dynamically Squeeze Detection System • Flags volatility contraction zones using Bollinger and Keltner channels • Background shading highlights compression zones • Histogram shows directional breakout pressure Multi-Timeframe Trend Validation • Aligns signals with higher timeframe momentum • Built-in logic auto-selects appropriate HTF per chart • Reduces false signals and improves timing Signal Logic Buy Signal appears when: Momentum crosses from negative to positive Squeeze condition is active Higher timeframe confirms bullish trend Sell Signal appears when: Momentum crosses from positive to negative Squeeze condition is active Higher timeframe confirms bearish trend All signals are non-repainting and appear only once all conditions are met. Visual Dashboard (Top-Right Corner) Displays real-time confirmation across five categories: Momentum: Current trend direction and strength Squeeze: Indicates if volatility is compressed HTF Trend: Confirms higher-timeframe alignment Volatility: Current volatility phase (low, normal, or high) Signal Status: Buy, Sell, or Neutral (Wait) Chart Visuals Candle Colors: • Bright green/red = Strong momentum • Faded green/red = Weak momentum Background Colors: • Orange = Squeeze is active • Clear = Normal market activity Boxes: • Green = Bullish order blocks • Red = Bearish order blocks Dashed Lines: • Red = Equal highs (liquidity zones above) • Green = Equal lows (liquidity zones below) Alert Conditions Includes three prebuilt alerts for automation and webhook systems: Elite Buy Signal Elite Sell Signal Squeeze Activation These alerts allow users to respond to market shifts in real time or integrate with automated trading workflows. Best Practices Wait for Confluence: Confirm all three systems (momentum, squeeze, HTF trend) before entering Watch Order Blocks: Institutional zones often act as support/resistance Monitor Liquidity Zones: Be cautious of stop hunts near equal highs/lows Use Dashboard Cues: Let the HUD validate your setup Always Use Risk Management: This tool increases probability, not certainty Example Setup: 1. Squeeze background appears 2. Buy signal triangle confirms 3. Dashboard shows: Momentum strong up, Squeeze on, HTF trend up 4. Price bounces off green order block → High-probability long entry Why It Works This tool leverages multiple uncorrelated concepts to filter low-quality trades and highlight setups with real institutional backing: Order Blocks and Liquidity Zones track smart money footprints Volatility-adjusted Momentum captures real energy shifts Multi-Timeframe Confluence confirms trades in the broader context Non-repainting signals ensure reliability Final Note The Elite Detector is designed to show you: Where smart money is positioned, When the market is coiling for a move, and Which direction is supported by momentum and trend. Use it as your high-probability entry engine — across any market or timeframe. Disclaimer This tool was created using the CodaPro Pine Script architecture engine — designed to produce robust trading overlays, educational visuals, and automation-ready alerts. It is provided strictly for educational purposes and does not constitute financial advice. Always backtest and demo before applying to real capital.
Pine Script®指标
由ArisCodes提供
3
ApEn Zones with Delta Confirmation MTF [PhenLabs]📊 ApEn Zones with Delta Confirmation MTF Version: PineScript™ v6 📌 Description The ApEn Zones with Delta Confirmation MTF indicator combines Approximate Entropy analysis with cumulative volume delta to identify high-probability support and resistance zones. Approximate Entropy (ApEn) measures the complexity and unpredictability in price data—when ApEn drops significantly, it signals a transition from chaotic to ordered market behavior, often preceding reversals or continuations. This indicator goes beyond simple ApEn detection by integrating Delta confirmation, which validates zones using volume-based order flow analysis. When a zone forms with Delta confirmation, it indicates institutional participation aligning with the price structure. The multi-timeframe capability allows traders to detect zones forming on higher timeframes while executing on their preferred chart. 🚀 Points of Innovation First indicator to combine ApEn complexity analysis with cumulative Delta confirmation for zone validation Pre-built calculation presets eliminate guesswork—optimized parameters for scalping, day trading, and swing trading Smart zone management automatically removes invalidated zones after two price rejections Multi-timeframe architecture detects zones on configurable timeframes independent of chart timeframe Visual style presets provide instant customization from high contrast to subtle overlays Delta threshold system distinguishes between regular zones and institutionally-confirmed zones 🔧 Core Components ApEn Calculator: Measures pattern regularity using embedding dimension (m=2) and tolerance factor (r) against price standard deviation to quantify market complexity Delta Engine: Computes cumulative delta from volume and price movement, comparing against statistical thresholds to identify significant order flow divergence Zone Generator: Creates visual box zones at signal points with dynamic sizing based on bar range and confirmation status MTF Request Handler: Fetches ApEn calculations from user-specified timeframe using security() calls for higher timeframe alignment Zone Manager: Tracks zone interactions, counts rejections, and automatically purges zones that have been tested twice 🔥 Key Features Calculation Presets: Choose from Aggressive, Conservative, Scalping 1m, Strong Scalping, Swing Trading, or Default—each preset optimizes all parameters for specific trading styles Visual Style Presets: Select Default, High Contrast, Subtle, Classic, Neutral, or Neutral Reverse to match your chart theme and preference Delta Confirmation: Zones display with enhanced opacity when cumulative delta confirms institutional participation in the direction of the zone Automatic Zone Cleanup: Zones self-destruct after two rejections, keeping your chart clean and focused on active levels Alert System: Four alert conditions for buy zones, sell zones, strong buy signals, and strong sell signals Maximum Zone Control: Limits display to 5 zones per direction to prevent chart clutter 🎨 Visualization Buy Zones: Displayed as horizontal boxes at low points when ApEn crosses under threshold—lighter transparency indicates regular zone, darker indicates Delta confirmation Sell Zones: Displayed as horizontal boxes at high points when ApEn crosses over threshold—visual confirmation follows same transparency logic Zone Boundaries: Each zone extends 10% of bar range above and below the signal level, providing clear entry and stop areas Dynamic Extension: All zones automatically extend rightward with each new bar until invalidated 📖 Usage Guidelines Calculation Preset Selection Scalping 1m / Strong Scalping: Use for 1-5 minute charts with faster signal generation and tighter thresholds (Length: 15, Zone Length: 5) Aggressive: Shorter lookback (Length: 10) generates more zones with lower confirmation requirements—higher frequency, more noise Default: Balanced parameters suitable for 5-15 minute charts (Length: 15, Zone Threshold: 0.5, Delta Length: 4) Conservative: Extended lookback (Length: 30) with stricter thresholds—fewer but higher probability zones Swing Trading: Longest parameters (Length: 40, Zone Length: 20) for 1H-4H charts capturing major structural zones Visual Style Selection High Contrast: Bright green/red for maximum visibility on any background Subtle: Muted green/red with transparency for minimal chart distraction Classic: Traditional lime green and crimson color scheme Neutral / Neutral Reverse: Grayscale tones for non-directional bias visualization Timeframe Configuration Default timeframe is set to 1 minute—adjust based on your execution timeframe For scalping: Set zone timeframe 1-3x your chart timeframe For swing trading: Set zone timeframe to 4H or Daily while viewing 1H charts ✅ Best Use Cases Identifying reversal zones during high-volatility market conditions Confirming support/resistance levels with volume-based order flow validation Scalping entries on lower timeframes with higher timeframe zone confluence Filtering trade setups by requiring Delta confirmation before entry Setting stop losses beyond zone boundaries after rejection tests Swing trade positioning at zones detected on 4H/Daily timeframes ⚠️ Limitations ApEn calculations are computationally intensive—may experience slower loading on very long chart histories Delta estimation uses (close - open) * volume approximation, not actual order flow data Zones require sufficient price history—indicator needs max_bars_back of 2000 bars for proper calculation Low volume instruments may produce unreliable Delta confirmation signals Zone rejections are counted based on price interaction, not candle close confirmation Maximum of 5 zones per direction limits visibility during highly active markets 💡 What Makes This Unique Entropy-Based Detection: Uses mathematical complexity analysis rather than simple price patterns to identify zones Dual Confirmation System: Combines ApEn signals with Delta divergence for higher probability setups Adaptive Presets: Six calculation presets and six visual styles create 36 possible configurations without manual parameter adjustment Self-Managing Zones: Automatic invalidation after two rejections mimics how professional traders track level degradation 🔬 How It Works Step 1 - ApEn Calculation: The indicator computes Approximate Entropy by measuring how often similar patterns of length m repeat within tolerance r multiplied by standard deviation—lower values indicate more predictable (ordered) price behavior Step 2 - Signal Generation: Buy signals trigger when higher timeframe ApEn crosses under the average ApEn divided by threshold; sell signals trigger when ApEn crosses over average multiplied by threshold Step 3 - Delta Confirmation: Cumulative delta is compared against its moving average plus/minus standard deviation times threshold—extreme readings confirm institutional order flow alignment Step 4 - Zone Creation: Visual boxes are drawn at signal bars with dimensions based on bar range; confirmed zones receive enhanced opacity while unconfirmed zones appear more transparent Step 5 - Zone Lifecycle: Active zones extend with each bar and track price interactions; after two rejections (price touches zone but reverses), the zone is automatically deleted 💡 Note: This indicator works best when combined with trend analysis and market structure. Use calculation presets as starting points and adjust the Zone Timeframe setting to align with your trading methodology. Delta confirmation significantly improves zone reliability but requires volume data—instruments with low or unreported volume should rely primarily on ApEn signals alone. Always validate signals with price action context before executing trades.
Pine Script®指标
由PhenLabs提供
Hooke's Law: Market ElasticityHooke's Law: Market Elasticity is a physics-based mean reversion system that models price action using the principles of Classical Mechanics. Most technical indicators treat the market as a purely statistical entity. This script takes a different approach, treating the market as a physical object with Mass (Volume) and Stiffness (Volatility) . By adapting Hooke’s Law of Elasticity (𝐹=−𝑘𝑋), it visualizes the "Tensile Stress" between price and its equilibrium, identifying the exact moment when a trend becomes unsustainable and must "snap back." The Physics of Trading In physics, Hooke's Law states that the force needed to extend a spring is proportional to the distance it is stretched. We map this to financial markets using four key components: Equilibrium (𝑋=0): The "Resting State" of the market, calculated using a Volume-Weighted Moving Average (VWMA) . This represents the fair value where buyers and sellers agree. 2. Displacement (𝑋): The distance price travels away from this equilibrium. 3. Spring Constant (𝑘): We use Volatility (Standard Deviation) to measure the market's "stiffness." • Low Volatility: The spring is loose; price can wander far without snapping. • High Volatility: The spring is stiff; even small deviations create massive tension. 4. Force (𝐹): The calculation is weighted by Relative Volume . A price spike on low volume has low force (easy to reverse), while a spike on high volume carries high momentum (harder to reverse). Visual Guide & Signals The indicator uses a hierarchy of visuals to guide you through the trade lifecycle: 1. The Elastic Ribbon (Heatmap) Connects Price to the Baseline. As the ribbon turns Solid White , the market has reached its Elastic Limit (Critical Zone). This is your warning that a move is overextended. 2. The "Golden" Labels (LONG / SHORT) These are your Entry Signals . They appear only when the physics "snap" is confirmed by an internal momentum filter and price action. 3. The Small Circles (Minor Reversions) These dots represent "Minor Snaps." They occur when the elastic tension releases, but the momentum filter hasn't fully confirmed a major reversal. • Usage: These are excellent Early Warning signs or Scale-In points for aggressive traders. Strategy: Entries, Exits & Take Profits This script is designed as a complete system. Here is how to manage the trade using the visual cues: • Entry: Wait for a LONG or SHORT label to appear. • Stop Loss: Use the Solid White Line that appears automatically with the signal. If price touches this line, the physics setup has failed—exit immediately. • Take Profit 1 (The Equilibrium): The Gray Baseline represents the market's center of gravity. In mean reversion trading, price tends to snap back to this line. This is the statistically highest-probability target. • Take Profit 2 (The Circles): If you are in a trade and a Circle appears in the opposite direction, it indicates the market is experiencing counter-tension. This is an ideal place to secure partial profits or trail your stop. Settings & Configuration • Baseline Length (Default: 34): The lookback period for the Center of Gravity. • Elasticity Limit (Default: 2.618): The Golden Ratio is used as the standard deviation threshold for the "Critical Zone." • Volume Weighting (Default: True): Recommended. Adds the "Mass" component to the physics calculation. • Stop Loss Buffer (Default: 0.5): The distance (in Sigma) for the Stop Loss placement. Risk Disclaimer Not Financial Advice: This indicator is designed for educational and analytical purposes only. It visualizes market data based on mathematical formulas (Hooke's Law and Statistical Deviation) and does not guarantee future performance or profits. Market Risks: Financial trading involves significant risk. The "Critical Zones" and "Signals" generated by this script identify statistical extremes, but markets can remain irrational or overextended for long periods ("Plastic Deformation"). Usage: Do not trade blindly based on these signals. Always use this tool in conjunction with your own analysis, risk management, and stop-losses. The author assumes no responsibility for any trading losses incurred while using this script.
Pine Script®指标
由abgthecoder提供
6
USDC/USDT PremiumUSDC/USDT Premium Index Overview This indicator tracks the premium or discount of USD Coin (USDC) relative to Tether (USDT) using data from Binance. It serves as a barometer for sentiment within the stablecoin market. A premium on USDC often suggests a flight to quality or higher demand for a stablecoin perceived as more transparent and regulated. Key Features • Premium Calculation: The premium is calculated as (USDC/USDT Price - 1) * 100 to represent the deviation from parity in basis points. For example, a value of 0.1 means USDC is trading at a 0.1% premium to USDT (i.e., a price of 1.001). • Dynamic Coloring: The indicator's line color changes based on its position relative to a moving average (MA): • Green: The premium is currently above its moving average, suggesting bullish momentum for USDC. • Red: The premium is below its moving average, indicating bearish momentum. • Zero Line: A zero line is plotted to clearly distinguish between a premium (above zero) and a discount (below zero). • Customizable MA: You can adjust the moving average period and type (SMA, EMA, etc.) to fine-tune the indicator's sensitivity. How to Use 1. Gauge Stablecoin Sentiment: A rising premium (green line) can indicate that traders are favoring USDC over USDT, which might happen during times of market uncertainty or concerns about USDT's reserves. 2. Identify Shifts in Momentum: Look for the color to flip from red to green as a sign that the USDC premium is gaining strength. A flip from green to red may signal a weakening trend. 3. Spot Extremes: Extreme deviations from the zero line can signal market stress or significant capital flows between the two major stablecoins. Interpretation • Green Line (Premium > MA): Suggests that the short-term trend for the USDC premium is positive and strengthening. • Red Line (Premium < MA): Suggests that the short-term trend is negative, with USDC's value declining relative to its recent average against USDT. • Above Zero Line: USDC is trading at a premium to USDT. • Below Zero Line: USDC is trading at a discount to USDT. This tool provides a nuanced view of the stablecoin ecosystem, helping traders understand capital flows and risk appetite. It is most effective when used to complement a broader market analysis strategy.
Pine Script®指标
由dylancui9提供
Swing Structure Bands [ChartPrime]⯁ OVERVIEW Swing Structure Bands is a structure-based trend and reaction indicator that builds adaptive price bands directly from swing highs and swing lows. Instead of using fixed-length moving averages, the bands dynamically adjust their length based on how long price has been forming higher highs or lower lows, allowing the indicator to naturally align with real market structure. This makes the tool especially effective for identifying swing-based support and resistance, trend continuation zones, and exhaustion reactions. ⯁ CORE CONCEPT The indicator continuously tracks: The most recent swing high and swing low over a configurable swing window. How long price has been developing since each swing point. Dynamic moving averages whose length grows with the swing itself. As long as price respects the current swing direction, the bands extend and adapt. When structure breaks, the system resets and starts forming new swing-based bands. ⯁ SWING DETECTION LOGIC A Swing High is detected when price forms a local maximum relative to the swing lookback. A Swing Low is detected when price forms a local minimum relative to the swing lookback. Direction flips when price transitions from forming highs to forming lows, or vice versa. Each confirmed swing is marked on the chart, giving clear structural context. ⯁ ADAPTIVE BAND CONSTRUCTION Upper bands are derived from swing highs. Lower bands are derived from swing lows. Band length dynamically increases as the swing develops. Multiple MA types can be used (SMA, EMA, SMMA/RMA, WMA, VWMA). ATR is applied as an offset to create upper and lower envelopes around each band, forming a volatility-aware structure channel. ⯁ VOLATILITY FILTERING If the band moves too aggressively relative to ATR, it is temporarily disabled. This prevents unstable or noisy bands during sudden expansions. Bands only remain active when price structure is stable. This logic keeps the indicator focused on meaningful swings rather than short-term spikes. ⯁ REACTION & SIGNAL LOGIC Sell signals appear when price crosses down from the upper swing band after sufficient stabilization. Buy signals appear when price crosses up from the lower swing band after sufficient stabilization. Cooldown logic prevents signal clustering. Signals are designed as structure reactions , not momentum breakouts. ⯁ VISUAL STRUCTURE CLARITY Separate bullish and bearish bands with customizable colors. Optional band envelopes for visual depth. Clear swing labels marking structural turning points. Diamond markers highlight reaction zones. The visualization emphasizes where price reacts to structure rather than where it accelerates. ⯁ HOW TO USE Use upper bands as dynamic resistance during bearish or corrective phases. Use lower bands as dynamic support during bullish phases. Combine band reactions with higher-timeframe trend direction. Look for confirmations near bands rather than mid-range entries. The indicator works best as a structure framework rather than a standalone signal generator. ⯁ IDEAL MARKET CONDITIONS Trending markets with clear swing development. Markets transitioning from impulse to correction. Crypto, forex, indices, and liquid stocks. ⯁ CONCLUSION Swing Structure Bands offers a structurally grounded alternative to traditional moving average channels. By anchoring bands to real swing behavior and adapting dynamically over time, it provides traders with a clearer view of where price is reacting, pausing, or potentially reversing within the broader market structure.
Pine Script®指标
由ChartPrime提供
14
(5M) REG SuperTrend Pullback SystemThis indicator implements a rule-based SuperTrend pullback system designed for short-term trend continuation. Core features: • Regression-based SuperTrend with flip detection • Pullback + reclaim entry logic (non-repainting, bar-close confirmed) • Regime filter (Trend vs Range suppression) • Exhaustion detection to avoid late entries • ADX + EMA bias alignment • USDT Dominance risk filter (risk-on / risk-off) • Clear BUY / SELL and Pullback AI-style entry labels This is NOT a trading bot and does NOT place orders. All signals are for analytical and educational purposes only.
Pine Script®指标
由ugurilhan2提供
1
Pro Cumulative Volume RSI# Pro Cumulative Volume RSI - Professional Trading Indicator ## 📊 What is it? The **Pro Cumulative Volume RSI** is an advanced momentum oscillator that analyzes buying and selling pressure through volume distribution. Unlike traditional RSI that only tracks price movements, this indicator separates volume into buying and selling components, providing two distinct RSI calculations that reveal market dynamics from both perspectives. ## 🔍 How Does It Work? ### Volume Distribution Algorithm The indicator uses a sophisticated volume distribution method: **Buying Volume (BV)** = Volume × (Close - Low) / (High - Low) **Selling Volume (SV)** = Volume × (High - Close) / (High - Low) This formula proportionally allocates volume based on where the candle closes within its range: - If close is near the high → More buying volume - If close is near the low → More selling volume ### Dual RSI Calculation The indicator then calculates **two separate RSI values**: 1. **Green Line (Buying Volume RSI)**: Measures the dominance of buying pressure 2. **Red Line (Selling Volume RSI)**: Measures the dominance of selling pressure Each RSI follows the traditional 14-period calculation but applies it to the volume pressure differences rather than price changes. ## 🎯 How to Use It ### Signal Interpretation | Scenario | Meaning | Action | |----------|---------|--------| | Green > 70, Red < 30 | Strong buying dominance | Consider buying / Hold long | | Red > 70, Green < 30 | Strong selling dominance | Consider selling / Avoid longs | | Green crosses above Red | Momentum shift to buyers | Potential buy signal | | Red crosses above Green | Momentum shift to sellers | Potential sell signal | | Both near 50 | Balanced market | Wait for confirmation | ### Key Features **1. Crossover Signals** - **BUY signal**: When green line crosses above red line with sufficient momentum - **SELL signal**: When red line crosses above green line with sufficient momentum - Triangle markers appear automatically on the chart **2. Divergence Detection** - **Bullish Divergence (DIV+)**: Price makes lower lows but indicator makes higher lows → Potential reversal up - **Bearish Divergence (DIV-)**: Price makes higher highs but indicator makes lower highs → Potential reversal down - Yellow/orange circles mark divergences automatically **3. Background Coloring** - **Green background**: Buying pressure dominates - **Red background**: Selling pressure dominates - Intensity shows strength of pressure **4. Live Status Table** - Real-time RSI values for both buying and selling - Current momentum status - Market pressure assessment - Last detected signal ### Settings Customization **Basic Settings:** - **RSI Period**: Default 14, adjust based on your trading timeframe (shorter = more sensitive) **Visual Settings:** - **Histogram Mode**: Toggle between line and histogram display - **Background Coloring**: Enable/disable pressure-based background - **Transparency**: Adjust background opacity **Signal Settings:** - **Crossover Signals**: Show/hide BUY/SELL markers - **Divergence Detection**: Enable automatic divergence spotting - **Sensitivity**: Low/Medium/High - controls how strong momentum must be for signals **Level Lines:** - **Overbought/Oversold**: Adjust threshold levels (default 70/30) ## ⚠️ IMPORTANT DISCLAIMER ### This Indicator Should NOT Be Used Alone **ALWAYS combine this indicator with other forms of analysis:** ✅ **Price Action Analysis** - Support and resistance levels - Trend lines and chart patterns - Candlestick formations ✅ **Other Technical Indicators** - Moving Averages (trend confirmation) - MACD (momentum confirmation) - Volume Profile (context) - ATR (volatility assessment) - Bollinger Bands (volatility and extremes) ✅ **Multiple Timeframe Analysis** - Check higher timeframes for overall trend - Use lower timeframes for precise entries - Ensure signals align across timeframes ✅ **Fundamental Analysis** - News and economic events - Earnings reports (for stocks) - Market sentiment - Macro conditions ✅ **Risk Management** - **NEVER** risk more than 1-2% per trade - Always use stop losses - Calculate position size before entering - Have a clear exit strategy ### Common Pitfalls to Avoid ❌ **Don't** take every signal blindly ❌ **Don't** ignore the overall market trend ❌ **Don't** trade against strong momentum without confirmation ❌ **Don't** forget about major support/resistance levels ❌ **Don't** over-leverage based on indicator signals ❌ **Don't** ignore fundamental catalysts ### Best Practices ✅ **Wait for confluence**: Multiple indicators agreeing ✅ **Consider market context**: Bull/bear market conditions ✅ **Use appropriate timeframes**: Match your trading style ✅ **Backtest first**: Test on historical data before live trading ✅ **Keep a trading journal**: Track what works and what doesn't ✅ **Respect your risk management rules**: Always ## 📈 Example Trading Scenarios ### Scenario 1: Strong Trend Following - **Setup**: Green RSI consistently above 50, price in uptrend - **Confirmation**: Higher timeframe trend is up, price above major MA - **Entry**: BUY signal on pullback when green crosses red - **Stop Loss**: Below recent swing low - **Exit**: When red RSI crosses above green or divergence appears ### Scenario 2: Reversal Trading - **Setup**: Bullish divergence (DIV+) appears at support level - **Confirmation**: Price shows bullish candlestick pattern, other oscillators oversold - **Entry**: After confirmation candle closes - **Stop Loss**: Below divergence low - **Exit**: At resistance or when momentum weakens ### Scenario 3: Avoiding False Signals - **Signal**: BUY signal appears - **Check**: Price is at strong resistance, higher timeframe shows downtrend - **Action**: **SKIP the trade** - context overrides signal - **Result**: Protected capital by avoiding low-probability setup ## 🎓 Educational Use This indicator is designed to help traders: - Understand volume-based momentum - Identify shifts in market pressure - Learn about divergence patterns - Practice multi-indicator analysis **Remember**: No indicator is perfect. Markets are complex and influenced by countless factors. Use this tool as one piece of your trading puzzle, not as a standalone solution. ## 📞 Support & Updates - Report bugs or suggest features via comments - Check back for updates and improvements - Share your successful setups to help the community learn ## ⚖️ Legal Disclaimer **This indicator is for educational and informational purposes only.** - Not financial advice - Past performance does not guarantee future results - Trading involves substantial risk of loss - Only trade with money you can afford to lose - Consult with a licensed financial advisor before making investment decisions **The creator of this indicator assumes no responsibility for trading losses incurred through its use.** --- ## 🚀 Happy Trading! Remember: **Patience, discipline, and proper risk management** are more important than any indicator. Trade smart, trade safe! *If you find this indicator helpful, please leave a comment and share your experience!*
Pine Script®指标
由hasanaksoy199264提供
5
4MAs+5VWAPs+FVG+ Fractals4MAs + 5VWAPs + FVG + Fractals All-in-one market structure indicator combining 4 moving averages, 5 VWAP timeframes, fair value gaps, fractals, and order blocks. 🔧 Features: · 4 MAs - SMA/EMA, customizable lengths & colors · 5 VWAPs - Daily, Weekly, Monthly, RTH, Custom sessions · Fractals - Market structure with breakout lines & custom colors · FVG/Imbalances - Bullish/bearish gap detection with alerts · Order Blocks - Dynamic institutional levels · Smart Labels - VWAP labels with color matching ⚙️ Quick Setup: 1. Toggle groups in Master Control Panel 2. Customize colors for each component 3. Set sessions for RTH/Custom VWAP 4. Adjust fractal periods (default: 2) 📈 Trading Use: · Identify market structure with fractals · Find confluence at VWAP + MA levels · Trade FVG fills and order block reactions · Multiple timeframe analysis with 5 VWAPs Customizable • Color-Coordinated • Performance Optimized
Pine Script®指标
由mikedret提供
StO Price Action - Level ReactionShort-Summary - Multi-timeframe reaction indicator for M5, M15, M30, H1, H4 - Monitors price interaction with higher timeframe levels (Daily, Weekly, H4) - Detects whether price touches or breaks choosen levels - Fully configurable colors, visibility and alerts per timeframe and level type Full Description Overview - Tracks market reaction on significant levels across multiple timeframes - Designed to identify intraday reactions to higher timeframe structure - Supports both bullish and bearish reactions, with separate visual cues - Alerts can be enabled to notify traders of touches or breaks Core Logic - Choice between detecting a touch or a break of the level - Configurable reference level: Open, High or Low - Lookback period can be set to target specific levels from previous candles Timeframe Reactions - Supported intraday reaction timeframes: M5, M15, M30, H1, H4, Daily, Weekly - Each reaction type can be individually toggled for display - Bullish and bearish reactions have separate color settings - Alerts configurable per timeframe and reaction type Alerting - Alerts can be triggered for touches or breaks - Supports separate alerts for each timeframe and each direction (bull/bear) - Useful for real-time monitoring of key level interactions Notes - Intended as a market reaction tool not a standalone entry signal - Helps traders confirm if price respects or violates higher timeframe levels
Pine Script®指标
由sto_svc提供
Quantum Regression Oscillator [ICN]The Problem: The Lag of Standard Oscillators Most traders rely on the Relative Strength Index (RSI) or MACD to gauge momentum. While these are legendary tools, they suffer from a critical flaw: Lag. They calculate what has happened, often giving signals after the move is already halfway done. The Quantum Regression Oscillator (QRO) was built to solve this. It is not a simple average; it is a predictive engine. The "Quantum" Math (How It Works) Instead of using standard smoothing (like SMA or EMA) which drags data backward, the QRO uses Linear Regression Analysis on the RSI data itself. Linear Regression Core : The script calculates the "Line of Best Fit" for momentum in real-time. This allows the oscillator to react to price changes faster than price itself in some instances, effectively "predicting" the next tick of momentum. Dynamic Volatility Bands : Unlike fixed bands (e.g., 70/30 on RSI), the QRO uses standard deviation bands that expand and contract with market volatility. This means "Overbought" is not a fixed number—it adapts to the market's energy. Visual Guide : Reading the Oscillator 1. The Quantum Line (The Main Curve) What it is : The smooth, fast-moving line oscillating between 0 and 100. How to read it: Crossing Midline (50) : The baseline for trend. Above 50 is Bullish Momentum; Below 50 is Bearish Momentum. Slope : Because it uses regression, the angle of the line is a signal itself. A sharp turn often precedes price action. 2. The Dynamic Bands (The Shaded Zones) What they are: The Blue (Lower) and Red (Upper) zones. How to read it: Oversold (Blue Zone) : When the line enters the Blue zone, price is statistically overextended to the downside. This is a "Sniper Buy" zone. Overbought (Red Zone) : When the line enters the Red zone, price is statistically overextended to the upside. This is a "Sniper Sell" zone. 3. Divergence Detection The QRO is excellent at spotting divergences. If Price makes a Higher High but the QRO makes a Lower High (while in the Red Zone), a reversal is mathematically probable. Integration with the ICN Suite While this oscillator is powerful as a standalone tool, it is the "Engine" behind the Institutional Confluence Nexus . Standalone : Use it to spot divergences and momentum shifts with zero lag. With ICN : The main chart indicator reads data from this oscillator to generate "Sniper" and "Pullback" signals automatically. Settings & Customization QRO Length: The lookback period for the base RSI calculation. Regression Length: The sensitivity of the linear regression curve (Lower = Faster/More Noise, Higher = Smoother/More Lag). Smoothing: Additional filtering to remove market noise. For Developers (Open Source) I believe in the power of open-source education. Developers can view the source code to learn: How to implement ta.linreg (Linear Regression) on top of other indicators. How to create dynamic bands using ta.stdev (Standard Deviation). How to create smooth color gradients using plot transparency. Disclaimer: This tool is a mathematical aid for technical analysis. It does not predict the future. Always use proper risk management.
Pine Script®指标
由abgthecoder提供