Candle Range DetectorCandle Range Detector
// Pine Script v6
// Detects candle-based ranges, mitigations, and sweeps with advanced logic
Overview
This indicator automatically detects price ranges based on candle containment, then tracks when those ranges are mitigated (broken) and when a sweep occurs. It is designed for traders who want to identify liquidity events and range breaks with precision.
How It Works
- Range Detection: A range is formed when a candle is fully contained within the previous candle (its high is lower and its low is higher). This marks a potential area of price balance or liquidity.
- Mitigation: A range is considered mitigated when price closes beyond its extension levels (configurable by normal or Fibonacci logic). This signals that the range has been invalidated or "taken out" by price action.
- Sweep Detection: After mitigation, the script watches for a sweep event: a candle that both trades through the range extreme and closes decisively beyond the log-mid of the candle itself. This is a strong sign of a liquidity grab or stop run.
- Alerts & Visuals: You can enable alerts and on-chart labels for sweeps. Only the most recent mitigated range can be swept, and each range can only be swept once.
- Timeframe Sensitivity: On weekly or monthly charts, a candle can both mitigate and sweep a range on the same bar. On lower timeframes, only one event can occur per bar.
Why It Works
- Candle containment is a robust way to identify natural price ranges and liquidity pools, as it reflects where price is consolidating or being absorbed.
- Mitigation marks the moment when a range is no longer defended, often leading to new directional moves.
- Sweeps are powerful signals of stop hunts or liquidity grabs, especially when confirmed by a close beyond the log-mid of the candle, indicating strong intent.
Visual Explanation
Tip: Use this tool to spot high-probability reversal or continuation zones, and to get alerted to key liquidity events in real time.
波动率
Swing Highs and Lows Detector🔍 Swing Highs and Lows Detector
The Swing Highs and Lows Detector is a powerful tool for traders looking to identify meaningful structural shifts in price action, based on swing point logic and internal trend shifts.
📈 What It Does
This indicator automatically identifies and labels:
HH (Higher High) – Price broke above the previous swing high
LH (Lower High) – Price failed to break the previous high, signaling potential weakness
LL (Lower Low) – Price broke below the previous swing low
HL (Higher Low) – Price maintained a higher support level, indicating strength
The script distinguishes between bullish and bearish internal shifts and tracks the highest/lowest points between those shifts to determine the swing structure.
⚙️ How It Works
You can choose between two shift detection modes:
"Open": Compares closing price to the first open of the opposite streak
"High/Low": Uses the high of bearish or low of bullish candles
Once a shift is confirmed, the indicator scans the bars between shifts to find the most significant swing high or low
When a valid swing is detected, it’s labeled directly on the chart with color-coded markers
🛎️ Built-in Alerts
Set alerts for:
Higher High
Lower High
Lower Low
Higher Low
These alerts help you catch key structural shifts in real time — great for breakout traders, structure-based analysts, and smart money concepts (SMC) strategies.
✅ How to Use
Confirm Trend Strength or Reversals – Use HH/HL to confirm an uptrend, LL/LH to confirm a downtrend
Combine with Liquidity Sweeps or Zones – Ideal for SMC or Wyckoff-style setups
Entry/Exit Triggers – Use swing breaks to time entries or exits near key structural points
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner (Long Only)
Optimized for the 45-minute chart
Description:
A refined breakout strategy tailored for SOXL on the 45-minute timeframe, this version of the Trend Surge engine eliminates stop losses entirely to focus on pure trend exploitation. Version 3.0.2 uses dynamic partial exits and trailing profits, enabling trades to run uninterrupted through volatile momentum expansions.
Performance Snapshot (45m timeframe):
+641% cumulative return
96.88% win rate (62 of 64 trades)
Avg. profit per trade: $50.09
Profit factor: 370.77
Max drawdown: 32.84%
Largest win: $148.47
Only 2 losing trades total
Entry Criteria:
Price > 200 EMA
Supertrend bullish
ATR increasing (volatility-confirmation)
Volume above 20-bar average
Trade window: 7am–12pm PST
Exit Strategy:
Take 50% profit at 2× ATR gain
Remaining position rides via 1.5× ATR trailing stop
No stop loss, no RSI or break-even exit
Ideal For:
Webull cash traders
ETF swing scalpers
Automated alert-to-order workflows (Alpaca, TradingView alerts, etc.)
Traders who prefer let-the-run happen style risk management
Ultimate Volatility CloudUltimate Volatility Cloud
The Ultimate Volatility Cloud is a powerful and highly customizable indicator designed to help traders visualize market volatility, easily identify trend, and overextended moves in price with adaptive bands. It combines the strengths of the Arnaud Legoux Moving Average, Kaufman's Adaptive Moving Average, ATR Channels, and Standard Deviation bands, offering multiple pre-configured profiles and extensive customization options.
Key Features:
Dynamic Volatility Bands: The indicator plots multiple layers of volatility bands around a central basis line, providing a comprehensive view of price deviation.
Hybrid Band Calculation: Bands are a sophisticated blend of Keltner Channels, KAMA ATR Channels and Standard Deviation, allowing for a nuanced representation of volatility.
Adaptive Smoothing: Bands are smoothed using either Exponential Moving Average (EMA) or Kaufman's Adaptive Moving Average (KAMA) based on the selected profile, ensuring responsiveness tailored to market conditions.
Layered Fills: The cloud uses distinct color fills for different volatility levels, making it easy to visually interpret price action relative to its typical range.
Customizable Color Themes: Choose from a variety of pre-set color themes, including "Rainbow," "Wild," and "Monochrome," or stick with classic options to suit your visual preference.
Optional Basis Line Plots: Display the EMA or KAMA basis lines (used in Keltner Channel calculations) separately on the chart for additional analysis.
Understanding the Profiles:
The indicator comes with several pre-configured "Settings Profiles" that adjust the internal parameters (Keltner Channel/KAMA Channel/Standard Deviation band blend, and band smoothing) to suit different trading styles or market environments.
1. Standard Profile:
Blend: 60% Keltner Channel, 40% Standard Deviation.
Smoothing: EMA smoothing of 3 periods.
Purpose: A balanced, general-purpose profile suitable for a wide range of market conditions. It offers a good blend of trend following and volatility awareness.
2. Responsive Profile:
Blend: 40% Keltner Channel, 60% Standard Deviation.
Smoothing: EMA smoothing of 2 period.
Purpose: Designed for traders who need quick reactions to price changes. The higher Standard Deviation blend and minimal smoothing make it highly sensitive to immediate volatility shifts, ideal for short-term analysis or identifying early moves.
3. Ranging Market Profile:
Blend: 80% KAMA ATR Channel, 20% Standard Deviation.
Smoothing: KAMA smoothing.
Purpose: Optimized for sideways or consolidating markets. By utilizing KAMA-based ATR bands and KAMA for band smoothing, this profile adapts its responsiveness to reduce whipsaws in choppy conditions, providing clearer boundaries for range-bound price action.
4. Trend Following Profile:
Blend: 90% Keltner Channel, 10% Standard Deviation.
Smoothing: EMA smoothing of 5 periods.
Purpose: Tailored for riding strong trends. The heavy emphasis on the Keltner Channel and slightly smoother bands help filter out minor fluctuations, allowing traders to focus on the dominant directional movement.
5. Conservative Profile:
Blend: 65% KAMA ATR Channel, 35% Standard Deviation.
Smoothing: EMA smoothing of 10 periods.
Purpose: Aims to provide more filtered signals and reduce noise. The KAMA basis for the Keltner Channel combined with a longer EMA smoothing period offers a slower, more confirmed view of volatility, suitable for traders seeking higher conviction entries or exits.
Example of the Ranging Market Profile
How to Use:
The volatility cloud can be interpreted in various ways:
Price within the inner bands: May indicate consolidation or a period of lower volatility.
Price pushing into outer bands: Suggests increasing volatility and potential for a strong move.
Price breaking out of extreme outer bands: Can signal significant momentum and the start or continuation of a strong trend.
Cloud expansion/contraction: Visually indicates periods of increasing or decreasing market energy.
Experiment with different profiles and settings to find the combination that best suits your trading strategy and the instruments you trade.
Big Mover Catcher BTC 4h🧠 Big Mover Catcher (BTC 4H Strategy) — Educational Tool
⚠️ Disclaimer: I am not a financial advisor. This script is for educational and testing purposes only. Cryptocurrency trading is highly volatile and involves significant risk. You can lose all of your invested capital.
📌 Overview
The Big Mover Catcher strategy is a work-in-progress trading system designed for Bitcoin (BTC) on the 4-hour chart. It aims to identify strong breakout moves by combining multiple technical indicators and conditions, allowing for high customization and filter-based confirmations.
This script is part of a personal project to learn Pine Script and backtesting on TradingView. It is currently in the testing and research phase.
🎯 Strategy Objective
Catch large, high-momentum breakout moves in the BTC market using:
Bollinger Band breakouts for entry signals
Momentum, volatility, and trend filters for trade confirmation
🧰 Features & Filters
The script provides a flexible set of filters that can be turned ON/OFF and adjusted directly from the settings panel:
✅ Entry Conditions
Price must break above or below Bollinger Bands
All selected filters must align before entry
🧪 Available Filters:
Relative Strength Index (RSI) with EMA/SMA smoothing
Average Directional Index (ADX) with EMA/SMA smoothing
Average True Range (ATR) with EMA/SMA smoothing
MACD Signal above or below zero
EMA 350 trend filter
ATR / ADX / RSI Threshold toggles for added control
🔥 Additional Feature:
Force Take Profit: Optionally closes the trade immediately if a candle closes with more than a defined % movement (default: 5%). This can help lock in quick profits during high volatility moves.
⚙️ Customizable Inputs
You can configure:
Stop loss percentage
All indicator lengths
Smoothing types (EMA/SMA)
Threshold activation toggles
Individual filter ON/OFF switches
This makes the strategy highly adaptable for educational exploration and optimization.
📊 Best Used For
Learning Pine Script and strategy structure
Testing filter combinations for BTC on the 4H timeframe
Understanding how different indicators interact in live markets
⚠️ Note: ❌ Short trades are currently disabled by default, as short-side logic is still under development.
❗ Final Reminder
This script is not financial advice. It is an educational tool. Use it to learn and explore trading logic. Trading cryptocurrencies carries high risk — only invest what you can afford to lose.
Volume-Weighted SMI with Divergence Alerts📊 Volume-Weighted SMI with Divergence Alerts
This indicator is a modified version of the Stochastic Momentum Index (SMI) that incorporates volume-weighting to give more significance to price movements during high-volume periods. It also includes optional divergence alerts for improved signal precision.
🔍 Key Features:
Volume-Weighted SMI: Enhances the traditional SMI by amplifying signals during high-volume conditions.
WMA Smoothing: Applies a weighted moving average for clearer trend structure.
Custom Thresholds: Adjustable upper and lower bounds (default ±80) to identify overbought/oversold zones.
Divergence Alerts:
Detects bullish divergence (price makes lower lows, SMI makes higher lows).
Detects bearish divergence (price makes higher highs, SMI makes lower highs).
Sends alerts without plotting markers to keep your chart clean.
⚙️ Inputs:
SMI Length: Lookback for high/low range.
K Smoothing: Smooths the volume-weighted SMI signal.
WMA Length: Period of the WMA applied to the smoothed SMI.
Upper/Lower Threshold: Custom levels for signal zones.
Pivot Lookback: Defines the swing structure used in divergence detection.
🔔 Alerts:
Set a TradingView alert on:
“Any alert() function call”
to receive real-time divergence notifications (bullish or bearish) directly from the indicator.
🧠 How to Use:
Look for crossovers of the WMA with the SMI line to confirm shifts in momentum.
Use threshold levels for overbought/oversold identification.
Watch for divergence alerts to anticipate potential reversals or exhaustion.
Statistical Pairs Trading IndicatorZ-Score Stat Trading — Statistical Pairs Trading Indicator
📊🔗
---
What is it?
Z-Score Stat Trading is a powerful indicator for statistical pairs trading and quantitative analysis of two correlated assets.
It calculates the Z-Score of the log-price spread between any two symbols you choose, providing both long-term and short-term Z-Score signals.
You’ll also see real-time correlation, volatility, spread, and the number of long/short signals in a handy on-chart table!
---
How to Use 🛠️
1. Add the indicator to your chart.
2. Select two assets (symbols) to analyze in the settings.
3. Watch the Z-Score plots (blue and orange lines) and threshold levels (+2, -2 by default).
4. Check the info table for:
- Correlation
- Volatility
- Spread
- Number of long (NL) and short (NS) signals in the last 1000 bars
5. Set up alerts for signal generation or threshold crossings if you want to be notified automatically.
---
Trading Strategy 💡
- This indicator is designed for statistical arbitrage (mean reversion) strategies.
- Long Signal (🟢):
When both Z-Scores drop below the negative threshold (e.g., -2), a long signal is generated.
→ Buy Symbol A, Sell Symbol B, expecting the spread to revert to the mean.
- Short Signal (🔴):
When both Z-Scores rise above the positive threshold (e.g., +2), a short signal is generated.
→ Sell Symbol A, Buy Symbol B, again expecting mean reversion.
- The info table helps you quickly assess the frequency of signals and the current statistical relationship between your chosen assets.
---
Best Practices & Warnings 🚦
- Avoid high leverage! Pairs trading can be risky, especially during periods of divergence. Use conservative position sizing.
- Check for cointegration: Before using this indicator, make sure both assets are cointegrated or have a strong historical relationship. This increases the reliability of mean reversion signals.
- Check correlation: Only use asset pairs with a high correlation (preferably 0.8–0.9 or higher) for best results. The correlation value is shown in the info table.
- Scale in and out gradually: When entering or exiting positions, consider doing so in parts rather than all at once. This helps manage slippage and risk, especially in volatile markets.
---
⚠️ Note on Performance:
This indicator may work a bit slowly, especially on large timeframes or long chart histories, because the calculation of NL and NS (number of long/short signals) is computationally intensive.
---
Disclaimer ⚠️
This script is provided for educational and informational purposes only .
It is not financial advice or a recommendation to buy or sell any asset.
Use at your own risk. The author assumes no responsibility for any trading decisions or losses.
CVD VWAP (1m CVD, Daily/Weekly + EMA + WMA)🟠 CVD VWAP (1m CVD, Daily/Weekly + EMA + WMA)
This custom indicator combines Cumulative Volume Delta (CVD) with a VWAP-style calculation, built on 1-minute resolution data, and includes smoothed trend analysis via EMA and WMA.
🔍 Key Features:
1-Minute CVD Calculation:
Captures buying vs. selling pressure by comparing close vs. open price per minute.
CVD-Based VWAP:
A custom VWAP that uses CVD instead of price, reset Daily or Weekly (user-selectable). This helps identify volume-weighted mean "pressure" rather than price-weighted mean value.
Smoothed Trend Lines:
EMA (Exponential Moving Average): Applied to the CVD to show short-term momentum shifts.
WMA (Weighted Moving Average): Highlights trend strength and sensitivity with adjustable period, thickness, and color.
Flexible Visuals:
Adjustable thickness for each line.
Displayed in a separate pane for clear analysis, independent of price action.
⚙️ Inputs:
VWAP Reset Mode: Choose between Daily or Weekly reset.
EMA Period & Thickness
WMA Period, Color & Thickness
🧠 Use Cases:
Detect divergence between price and CVD-based VWAP.
Monitor trend alignment via CVD, EMA, and WMA.
Evaluate volume-driven moves, especially during session opens or key volume spikes.
💡 Ideal for traders focused on volume-based analysis, order flow insights, or those looking to enhance VWAP strategies using a more nuanced approach with CVD.
RDBRB Strategy with Filters + Cooldowns + LabelsRDBRB Strategy with Filters + Cooldowns
This script implements the RDBRB (Rally-Drop-Base-Retest-Breakout) strategy, a classic price action setup designed to identify structured trade opportunities using volume, volatility bands, and trend alignment. It’s ideal for traders looking for clean, rule-based entries across any timeframe.
🧠 Core Components
Rally & Drop Detection
Identifies short-term momentum shifts using moving average crossovers:
✅ Ra = Rally (bullish crossover)
🔻 Dr = Drop (bearish crossunder)
Base Formation
A statistical base is defined using a moving average with a standard deviation envelope (Upper/Lower BB). This forms the foundation for breakout or retest setups.
Retest Zone (RT)
When price returns to the lower band (but stays below the base), it suggests a potential re-accumulation or reaction zone before a breakout.
Breakout Confirmation (BO)
A breakout is validated when:
Price crosses above the upper band
Volume exceeds the 20-bar average by a threshold multiplier
RSI is above a bullish momentum level
Price is trending above the longer-term EMA
⏱️ Smart Cooldown Logic
Each signal (Rally, Drop, Retest, Breakout) has an independent cooldown timer to prevent multiple triggers within a short range, filtering out noise and duplicate signals:
Customizable cooldown periods via input settings
Ensures signals are meaningful and not clustered
💡 Visual Markers
All signals are shown as small, color-coded labels:
Ra : Green label below bar
Dr : Red label above bar
RT : Yellow label below bar
BO : Green breakout label below bar
Bands and base are plotted for structure reference.
🛠️ Customizable Settings
Cooldown periods for each signal type
MA lengths, volume and RSI thresholds
Trend filter and base calculation inputs
This script is ideal for price action traders who want a clean, structured method to trade consolidations and trend continuations while avoiding over-signaling. Use it on any timeframe and combine with higher-timeframe confirmation for best results.
EMA Pullback Speed Strategy 📌 **Overview**
The **EMA Pullback Speed Strategy** is a trend-following approach that combines **price momentum** and **Exponential Moving Averages (EMA)**.
It aims to identify high-probability entry points during brief pullbacks within ongoing uptrends or downtrends.
The strategy evaluates **speed of price movement**, **relative position to dynamic EMA**, and **candlestick patterns** to determine ideal timing for entries.
One of the key concepts is checking whether the price has **“not pulled back too much”**, helping focus only on situations where the trend is likely to continue.
⚠️ This strategy is designed for educational and research purposes only. It does not guarantee future profits.
🧭 **Purpose**
This strategy addresses the common issue of **"jumping in too late during trends and taking unnecessary losses."**
By waiting for a healthy pullback and confirming signs of **trend resumption**, traders can enter with greater confidence and reduce false entries.
🎯 **Strategy Objectives**
* Enter in the direction of the prevailing trend to increase win rate
* Filter out false signals using pullback depth, speed, and candlestick confirmations
* Predefine Take-Profit (TP) and Stop-Loss (SL) levels for safer, rule-based trading
✨ **Key Features**
* **Dynamic EMA**: Reacts faster when price moves quickly, slower when market is calm – adapting to current momentum
* **Pullback Filter**: Avoids trades when price pulls back too far (e.g., more than 5%), indicating a trend may be weakening
* **Speed Check**: Measures how strongly the price returns to the trend using candlestick body speed (open-to-close range in ticks)
📊 **Trading Rules**
**■ Long Entry Conditions:**
* Current price is above the dynamic EMA (indicating uptrend)
* Price has pulled back toward the EMA (a "buy the dip" situation)
* Pullback depth is within the threshold (not excessive)
* Candlesticks show consecutive bullish closes and break the previous high
* Price speed is strong (positive movement with momentum)
**■ Short Entry Conditions:**
* Current price is below the dynamic EMA (indicating downtrend)
* Price has pulled back up toward the EMA (a "sell the rally" setup)
* Pullback is within range (not too deep)
* Candlesticks show consecutive bearish closes and break the previous low
* Price speed is negative (downward momentum confirmed)
**■ Exit Conditions (TP/SL):**
* **Take-Profit (TP):** Fixed 1.5% target above/below entry price
* **Stop-Loss (SL):** Based on recent price volatility, calculated using ATR × 4
💰 **Risk Management Parameters**
* Symbol & Timeframe: BTCUSD on 1-hour chart (H1)
* Test Capital: \$3000 (simulated account)
* Commission: 0.02%
* Slippage: 2 ticks (minimal execution lag)
* Max risk per trade: 5% of account balance
* Backtest Period: Aug 30, 2023 – May 9, 2025
* Profit Factor (PF): 1.965 (Net profit ÷ Net loss, including spreads & fees)
⚙️ **Trading Parameters & Indicator Settings**
* Maximum EMA Length: 50
* Accelerator Multiplier: 3.0
* Pullback Threshold: 5.0%
* ATR Period: 14
* ATR Multiplier (SL distance): 4.0
* Fixed TP: 1.5%
* Short-term EMA: 21
* Long-term EMA: 50
* Long Speed Threshold: ≥ 1000.0 (ticks)
* Short Speed Threshold: ≤ -1000.0 (ticks)
⚠️Adjustments are based on BTCUSD.
⚠️Forex and other currency pairs require separate adjustments.
🔧 **Strategy Improvements & Uniqueness**
Unlike basic moving average crossovers or RSI triggers, this strategy emphasizes **"momentum-supported pullbacks"**.
By combining dynamic EMA, speed checks, and candlestick signals, it captures trades **as if surfing the wave of a trend.**
Its built-in filters help **avoid overextended pullbacks**, which often signal the trend is ending – making it more robust than traditional trend-following systems.
✅ **Summary**
The **EMA Pullback Speed Strategy** is easy to understand, rule-based, and highly reproducible – ideal for both beginners and intermediate traders.
Because it shows **clear visual entry/exit points** on the chart, it’s also a great tool for practicing discretionary trading decisions.
⚠️ Past performance is not a guarantee of future results.
Always respect your Stop-Loss levels and manage your position size according to your risk tolerance.
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner
Optimized for the 45-minute chart
Description:
A refined breakout strategy tailored for SOXL on the 45-minute timeframe, this version of the Trend Surge engine eliminates stop losses entirely to focus on pure trend exploitation. Version 3.0.2 uses dynamic partial exits and trailing profits, enabling trades to run uninterrupted through volatile momentum expansions.
Performance Snapshot (45m timeframe):
+641% cumulative return
96.88% win rate (62 of 64 trades)
Avg. profit per trade: $50.09
Profit factor: 370.77
Max drawdown: 32.84%
Largest win: $148.47
Only 2 losing trades total
Entry Criteria:
Price > 200 EMA
Supertrend bullish
ATR increasing (volatility-confirmation)
Volume above 20-bar average
Trade window: 7am–12pm PST
Exit Strategy:
Take 50% profit at 2× ATR gain
Remaining position rides via 1.5× ATR trailing stop
No stop loss, no RSI or break-even exit
Ideal For:
Webull cash traders
ETF swing scalpers
Automated alert-to-order workflows (Alpaca, TradingView alerts, etc.)
Traders who prefer let-the-run happen style risk management
Dual Stochastic Enhanced (with Presets giua64)Script Title: Dual Stochastic Enhanced (with Presets giua64)
Overview:
This indicator enhances the traditional Dual Stochastic strategy, aiming to provide more filtered and potentially reliable trading signals. By integrating dynamic overbought/oversold levels via Bollinger Bands on the slow stochastic, a trend filter based on a moving average, momentum confirmation via RSI, and user-friendly selectable presets, "Dual Stochastic Enhanced" seeks to offer a more robust approach to identifying potential entry points.
Key Features:
Dual Stochastics: Utilizes a slow stochastic (configurable, e.g., 14 periods) as a context filter and a fast stochastic (configurable, e.g., 5 periods) as a signal trigger.
Bollinger Bands on Slow Stochastic: Instead of fixed overbought/oversold levels (80/20), Bollinger Bands are applied to the %K line of the slow stochastic. This creates dynamic zones that adapt to the stochastic's own volatility.
Trend Filter: A moving average (configurable type and length, e.g., EMA 100 as seen in the example chart for general context) on the price helps filter signals, allowing only trades aligned with the prevailing trend.
RSI Confirmation: An RSI oscillator (configurable length, e.g., 14 periods) is used to confirm momentum. Signals require the RSI to cross certain thresholds to validate the strength of the move.
User Presets: Includes presets for "Scalping," "Intraday," and "Swing trading," which quickly set all key parameters to suit different styles and timeframes. A "Custom" option is also available for full manual configuration.
Clear Visual Signals: Long (green) and Short (red) arrows appear on the chart when all entry conditions are met.
Active Zone Highlighting: The background of the indicator panel changes color (green or red) when "active zone" conditions (a combination of stochastics, trend, and RSI) are favorable.
Information Panel: A table in the top-right corner of the indicator panel displays the current status of the selected preset, trend filter, RSI value, and stochastic levels.
Signal Logic:
A LONG signal is generated when:
The fast stochastic %K crosses above its %D line.
The slow stochastic %K line is below its lower Bollinger Band (dynamic oversold condition).
The fast stochastic %K line is also in a low area (e.g., <25) to confirm the trigger is not premature.
The closing price is above the trend moving average (uptrend).
The RSI is above its long confirmation level (e.g., >40), indicating sufficient bullish momentum.
A SHORT signal is generated when:
The fast stochastic %K crosses below its %D line.
The slow stochastic %K line is above its upper Bollinger Band (dynamic overbought condition).
The fast stochastic %K line is also in a high area (e.g., >75).
The closing price is below the trend moving average (downtrend).
The RSI is below its short confirmation level (e.g., <60), indicating sufficient bearish momentum.
How to Use:
Select a Preset suitable for your trading style and the timeframe you are analyzing (e.g., Scalping for M1-M15, Intraday for M5-H1, Swing for H4-D1).
Alternatively, choose "Custom" and manually adjust all parameters (stochastic lengths, smoothing, Bollinger Bands, Moving Average, RSI, confirmation thresholds).
Observe the Information Panel for a quick understanding of the current conditions.
Evaluate the arrow signals, always considering the broader market context, price action, and any other confluences (supports/resistances, chart patterns).
The background highlighting can help quickly identify periods where conditions are aligned for potential trades.
Disclaimer:
This script is provided for educational and informational purposes only. Trading involves significant risk, and past performance is not indicative of future results. Always thoroughly test any strategy or indicator on historical data and on a demo account before risking real capital. The author assumes no responsibility for any losses incurred from the use of this script.
Author: giua64
Volume and Volatility Ratio Indicator-WODI策略名称
交易量与波动率比例策略-WODI
一、用户自定义参数
vol_length:交易量均线长度,计算基础交易量活跃度。
index_short_length / index_long_length:指数短期与长期均线长度,用于捕捉中短期与中长期趋势。
index_magnification:敏感度放大倍数,调整指数均线的灵敏度。
index_threshold_magnification:阈值放大因子,用于动态过滤噪音。
lookback_bars:形态检测回溯K线根数,用于捕捉反转模式。
fib_tp_ratio / fib_sl_ratio:斐波那契止盈与止损比率,分别对应黄金分割(0.618/0.382 等)级别。
enable_reversal:反转信号开关,开启后将原有做空信号反向为做多信号,用于单边趋势加仓。
二、核心计算逻辑
交易量百分比
使用 ta.sma 计算 vol_ma,并得到 vol_percent = volume / vol_ma * 100。
价格波动率
volatility = (high – low) / close * 100。
构建复合指数
volatility_index = vol_percent * volatility,并分别计算其短期与长期均线(乘以 index_magnification)。
动态阈值
index_threshold = index_long_ma * index_threshold_magnification,过滤常规波动。
三、信号生成与策略执行
做多/做空信号
当短期指数均线自下而上突破长期均线,且 volatility_index 突破 index_threshold 时,发出做多信号。
当短期指数均线自上而下跌破长期均线,且 volatility_index 跌破 index_threshold 时,发出做空信号。
反转信号模式(可选)
若 enable_reversal = true,则所有做空信号反向为做多,用于在强趋势行情中加仓。
止盈止损管理
进场后自动设置斐波那契止盈位(基于入场价 × fib_tp_ratio)和止损位(入场价 × fib_sl_ratio)。
支持多级止盈:可依次以 0.382、0.618 等黄金分割比率分批平仓。
四、图表展示
策略信号标记:图上用箭头标明每次做多/做空(或反转加仓)信号。
斐波那契区间:在K线图中显示止盈/止损水平线。
复合指数与阈值线:与原版相同,在独立窗口绘制短、长期指数均线、指数曲线及阈值。
量能柱状:高于均线时染色,反转模式时额外高亮。
Strategy Name
Volume and Volatility Ratio Strategy – WODI
1. User-Defined Parameters
vol_length: Length for volume SMA.
index_short_length / index_long_length: Short and long MA lengths for the composite index.
index_magnification: Sensitivity multiplier for index MAs.
index_threshold_magnification: Threshold multiplier to filter noise.
lookback_bars: Number of bars to look back for pattern detection.
fib_tp_ratio / fib_sl_ratio: Fibonacci take-profit and stop-loss ratios (e.g. 0.618, 0.382).
enable_reversal: Toggle for reversal mode; flips short signals to long for trend-following add-on entries.
2. Core Calculation
Volume Percentage:
vol_ma = ta.sma(volume, vol_length)
vol_percent = volume / vol_ma * 100
Volatility:
volatility = (high – low) / close * 100
Composite Index:
volatility_index = vol_percent * volatility
Short/long MAs applied and scaled by index_magnification.
Dynamic Threshold:
index_threshold = index_long_ma * index_threshold_magnification.
3. Signal Generation & Execution
Long/Short Entries:
Long when short MA crosses above long MA and volatility_index > index_threshold.
Short when short MA crosses below long MA and volatility_index < index_threshold.
Reversal Mode (optional):
If enable_reversal is on, invert all short entries to long to scale into trending moves.
Fibonacci Take-Profit & Stop-Loss:
Automatically set TP/SL levels at entry price × respective Fibonacci ratios.
Supports multi-stage exits at 0.382, 0.618, etc.
4. Visualization
Signal Arrows: Marks every long/short or reversal-add signal on the chart.
Fibonacci Zones: Plots TP/SL lines on the price panel.
Index & Threshold: Same as v1.0, with MAs, index curve, and threshold in a separate sub-window.
Volume Bars: Colored when above vol_ma; extra highlight if a reversal-add signal triggers
QQ BBW-NelloCalc & Plot BBW (Bollinger Band With)
Calc History average
Plot background when BBW it's lower 50% of History
Supertrend with Volume Filter AlertSupertrend with Volume Filter Alert - Indicator Overview
What is the Supertrend Indicator?
The Supertrend indicator is a popular trend-following tool used by traders to identify the direction of the market and potential entry/exit points. It is based on the Average True Range (ATR), which measures volatility, and plots a line on the chart that acts as a dynamic support or resistance level. When the price is above the Supertrend line, it signals an uptrend (bullish), and when the price is below, it indicates a downtrend (bearish). The indicator is particularly effective in trending markets but can generate false signals during choppy or sideways conditions.
How This Script Works
The "Supertrend with Volume Filter Alert" enhances the classic Supertrend indicator by adding a customizable volume filter to improve signal reliability.
Here's how it functions:
Supertrend Calculation:The Supertrend is calculated using the ATR over a user-defined period (default: 55) and a multiplier (default: 1.85). These parameters control the sensitivity of the indicator:A higher ATR period smooths out volatility, making the indicator less reactive to short-term price fluctuations.The multiplier determines the distance of the Supertrend line from the price, affecting how quickly it responds to trend changes.The script plots the Supertrend line in cyan for uptrends and red for downtrends, making it easy to visualize the market direction.
Volume Filter:A key feature of this script is the volume filter, which helps filter out false signals in choppy markets. The filter compares the current volume to the average volume over a lookback period (default: 20) and only triggers signals if the volume exceeds the average by a specified multiplier (default: 2.0).This ensures that trend changes are accompanied by significant market participation, increasing the likelihood of a genuine trend shift.
Signals and Alerts:
Buy signals (cyan triangle below the bar) are generated when the price crosses above the Supertrend line (indicating an uptrend) and the volume condition is met.Sell signals (red triangle above the bar) are generated when the price crosses below the Supertrend line (indicating a downtrend) and the volume condition is met.Alerts are set up for both buy and sell signals, notifying traders only when the volume filter confirms the trend change.
Customizable Settings for Multiple Markets
The default settings in this script (ATR Period: 55, ATR Multiplier: 1.85, Volume Lookback Period: 20, Volume Multiplier: 2.0) were carefully chosen to provide a balance of sensitivity and reliability across various markets, including stocks, indices (like the S&P 500), forex, and cryptocurrencies.
Here's why these settings work well:
ATR Period (55): A longer ATR period smooths out volatility, making the indicator less prone to whipsaws in volatile markets like crypto or forex, while still being responsive enough for trending markets like indices.
ATR Multiplier (1.85): This multiplier strikes a balance between capturing early trend changes and avoiding noise. A smaller multiplier would make the indicator too sensitive, while a larger one might miss early opportunities.
Volume Lookback Period (20): A 20-bar lookback for volume averaging provides a robust baseline for identifying significant volume spikes, adaptable to both short-term (e.g., daily charts) and longer-term (e.g., weekly charts) timeframes.
Volume Multiplier (2.0): Requiring volume to be at least 2x the average ensures that only high-conviction moves trigger signals, which is crucial for markets with varying liquidity levels.
These parameters are fully customizable, allowing traders to adjust the indicator to their specific market, timeframe, or trading style. For example, you might reduce the ATR period for faster-moving markets or increase the volume multiplier for more conservative signal filtering.
How the Volume Filter Reduces Bad Trades in Choppy Markets
One of the main drawbacks of the Supertrend indicator is its tendency to generate false signals during choppy or ranging markets, where price fluctuates without a clear trend. The volume filter in this script addresses this issue by ensuring that trend changes are backed by significant market activity:
In choppy markets, price movements often lack strong volume, leading to false breakouts or reversals. By requiring volume to be a multiple (default: 2x) of the average volume over the lookback period, the script filters out these low-volume, low-conviction moves.This reduces the likelihood of taking bad trades during sideways markets, as only trend changes with strong volume confirmation will trigger signals. For example, on a daily chart of the S&P 500, a buy signal will only fire if the price crosses above the Supertrend line and the volume on that day is at least twice the 20-day average, indicating genuine buying pressure.
Usage Tips
Markets and Timeframes: This indicator is versatile and can be used on various assets (stocks, indices, forex, crypto) and timeframes (1-minute, 1-hour, daily, etc.). Adjust the settings based on the market's volatility and your trading strategy.
Combine with Other Indicators: While the volume filter improves reliability, consider using additional indicators like RSI or MACD to confirm trends, especially in ranging markets.
Backtesting: Test the indicator on historical data for your chosen market to optimize the settings and ensure they align with your trading goals.
Alerts: Set up alerts for buy and sell signals to stay informed of high-probability trend changes without constantly monitoring the chart.
ConclusionThe "Supertrend with Volume Filter Alert" is a powerful tool for trend-following traders, combining the simplicity of the Supertrend indicator with a volume-based filter to enhance signal accuracy. Its customizable settings make it adaptable to multiple markets, while the volume filter helps reduce false signals in choppy conditions, allowing traders to focus on high-probability trades. Whether you're trading stocks, indices, forex, or crypto, this indicator can help you identify trends with greater confidence.
ROC FILTERS / 5 ROC / Week with PopIdentifies maximum move over 5 days in the last quarter and maximum move over a months within the last 6 months
SOXL Trend Surge v3.0.2 - Refined Reality RunnerSOXL Trend Surge v3.0.2 – Refined Reality Runner (Long Only)
Overview:
A precision-engineered, swing-focused strategy built for SOXL on the 1-hour chart. Designed to mirror real-world execution in a cash account, this system blends trend confirmation, volatility filters, and profit-locking logic to extract gains from explosive semiconductor moves — without relying on fantasy backtest fills.
Key Features:
Cumulative gain: +25% (1H SOXL, 2024–2025)
Win rate: ~65%
Profit factor: >2.0
Max drawdown: ~5%
Strategy Highlights:
Entry Logic:
Price above 200 EMA
Supertrend confirmation
RSI under 75
Volume & ATR filters to avoid false breakouts
Price must be outside a tight EMA “chop zone”
Exit Logic:
Partial profit at 2× ATR
Break-even stop after partial taken
RSI exit if overheated
Full exit via ATR stop or trailing stop on the runner
Execution Style:
Cash-account friendly
All trades ≥ 2 bars (no same-candle flips)
Ideal for Webull, TradingView alerts, or Alpaca automation
Full Day Midpoint Line with Dynamic StdDev Bands (ETH & RTH)A Pine Script indicator designed to plot a midpoint line based on the high and low prices of a user-defined trading session (typically Extended Trading Hours, ETH) and to add dynamic standard deviation (StdDev) bands around this midpoint.
Session Midpoint Line:
The midpoint is calculated as the average of the session's highest high and lowest low during the defined ETH period (e.g., 4:00 AM to 8:00 PM).
This line represents a central tendency or "fair value" for the session, similar to a pivot point or volume-weighted average price (VWAP) anchor.
Interpretation:
Prices above the midpoint suggest bullish sentiment, while prices below indicate bearish sentiment.
The midpoint can act as a dynamic support/resistance level, where price may revert to or react at this level during the session.
Dynamic StdDev Bands:
The bands are calculated by adding/subtracting a multiple of the standard deviation of the midpoint values (tracked in an array) from the midpoint.
The standard deviation is dynamically computed based on the historical midpoint values within the session, making the bands adaptive to volatility.
Interpretation:
The upper and lower bands represent potential overbought (upper) and oversold (lower) zones.
Prices approaching or crossing the bands may indicate stretched conditions, potentially signaling reversals or breakouts.
Trend Identification:
Use the midpoint as a reference for the session’s trend. Persistent price action above the midpoint suggests bullishness, while below indicates bearishness.
Combine with other indicators (e.g., moving averages, RSI) to confirm trend direction.
Support/Resistance Trading:
Treat the midpoint as a dynamic pivot point. Price rejections or consolidations near the midpoint can be entry points for mean-reversion trades.
The StdDev bands can act as secondary support/resistance levels. For example, price reaching the upper band may signal a potential short entry if accompanied by reversal signals.
Breakout/Breakdown Strategies:
A strong move beyond the upper or lower band may indicate a breakout (bullish above upper, bearish below lower). Confirm with volume or momentum indicators to avoid false breakouts.
The dynamic nature of the bands makes them useful for identifying significant price extensions.
Volatility Assessment:
Wider bands indicate higher volatility, suggesting larger price swings and potentially riskier trades.
Narrow bands suggest consolidation, which may precede a breakout. Traders can prepare for volatility expansions in such scenarios.
The "Full Day Midpoint Line with Dynamic StdDev Bands" is a versatile and visually intuitive indicator well-suited for day traders focusing on session-specific price action. Its dynamic midpoint and volatility-adjusted bands provide valuable insights into support, resistance, and potential reversals or breakouts.
XAU/XAG Ratio + Posiciones + Señales (solo riesgo)Spread Strategy using xau and xag ratios. You also have a table with the proportion of the entry's
Ratio up : sell xau buy xag
ratio down : buy xau sell xag
Trade managment on your own.
personaly
i trade daily chart
i open and close simultaniusly both positions, and look for a 1:2,5 ratio RB. you can also use stop loss when the ratio goes against you
SMC ICT – Simplified Daily Trend & Reversal AnalyzerThis Pine Script provides a simplified approach to analyzing daily trends and potential reversals using concepts inspired by Smart Money Concepts (SMC) and ICT (Inner Circle Trader).
What It Does:
• Detects daily uptrend and downtrend conditions by comparing the current daily high/low to the previous day’s values.
• Highlights potential bullish or bearish reversal zones when price behavior suggests a shift in sentiment.
• Automatically draws dashed lines for the previous day's high and low.
• Labels these high/low levels for quick visual reference.
How to Use:
Apply this indicator to any timeframe chart. Use the plotted trend markers to assess daily direction and potential reversal signals. The dashed lines (previous high/low) can be used as reference points for liquidity zones or break/retest entries.
User Interface:
The indicator displays labels and shapes in English. This script is intended for educational and trading workflow enhancement purposes.
Note:
This is an open-source tool designed for clarity and basic SMC/ICT application. It is best used in combination with other confluences like FVGs, order blocks, and liquidity sweeps.
Wick Spike 50% Detector (15m & 1h)This script identifies candles with significant upper or lower wicks (spikes) based on a percentage of the total candle range. It helps spot potential reversals, exhaustion moves, or liquidity grabs — especially useful in volatile markets.
📍 Key Features:
15-Minute Timeframe:
Red Triangle Above: Candle range ≥ 0.35% and upper wick ≥ 50% of the range.
Green Triangle Below: Candle range ≥ 0.30% and lower wick ≥ 50% of the range.
1-Hour Timeframe:
Red Circle Above: Candle range ≥ 0.50% and upper wick ≥ 50%.
Green Circle Below: Candle range ≥ 0.50% and lower wick ≥ 50%.
📢 Alerts:
Alerts trigger when the 50% spike condition is met — within the last 60 seconds before candle close — ensuring timely notifications.
🎯 Designed to assist traders in identifying spike-driven opportunities and refining entry/exit strategies.
Momentum (80) + ATR (14)his indicator combines two essential technical analysis tools in a single panel for enhanced market insight:
🔹 Momentum (80 periods): Measures the difference between the current price and the price 80 bars ago. Displayed as a semi-transparent filled area, it helps to visually identify shifts in price momentum over a longer timeframe.
🔸 ATR (Average True Range, 14 periods): Shown as a fine orange line, the ATR represents average market volatility over 14 periods, highlighting phases of calm or increased price fluctuations.
By viewing both momentum and volatility simultaneously, traders can better assess trend strength and market conditions, improving decision-making across assets such as stocks, forex, and cryptocurrencies.
✅ Suitable for all asset types
✅ Complements other indicators like RSI, MACD, and Bollinger Bands
✅ Categorized under Momentum & Volatility indicators