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波动率

Adaptive ML VWAP v1.0Overview Adaptive ML VWAP is a next-generation "Smart Indicator" that moves beyond static deviations (Standard Deviation). Instead of assuming market volatility is distributed normally (Bell Curve), this indicator uses a k-Nearest Neighbors (k-NN) machine learning engine to learn the specific volatility behavior of the asset you are trading. It answers the question: "When price extends away from VWAP, how far does it actually go before reversing?" The Adaptive ML Engine This script features a 5-Dimensional ML Engine that tracks every major extension or pullback event. It records: Deviation Depth (Normalized to ATR) Trend Slope (Is the trend steep or flat?) ADX (Trend Strength) VWAP Deviation (Relative Position) Time of Day (Session Context) When a new setup occurs, the k-NN engine instantly searches its memory for the 5 most similar historical events and calculates the probability of success based on what happened last time. Two Strategy Modes You can toggle the logic to suit your trading style: 1. Mean Reversion Mode (Default) "Fade The Move" Goal: Catch price at an exhaustion point returning to VWAP. Signal: Triggers when price touches a Smart Band and reverses back toward the center. k-NN Learning: Learns which conditions favor a snap-back. Best For: Ranging markets, Lunch hours, Choppy sessions. 2. Trend Following Mode "Ride The Move" Goal: Catch breakouts that are launching away from value. Signal: Triggers when price breaks out of the Inner Band (1.0). k-NN Learning: Learns which breakouts tend to extend to the Outer Bands. Best For: Morning Drives, News Events, Strong Trends. Visual Guide The indicator uses a Dynamic Gradient system to visualize risk/reward: Cyan Mist (0.5 - 1.0): The Value Zone. Noise area. Safe for trend entries. Deep Cyan (1.0 - 2.0): The Trend Zone. Price is moving proactively. Orange Glow (2.0 - 3.0): The Danger Zone. Price is statistically overextended. Reversals are highly probable here. "Fractal" Math Unlike standard indicators that break when you change timeframes, Adaptive ML VWAP uses Fractal Normalization. A "2.0 Band" on a 15-second chart means the same statistical extreme as a "2.0 Band" on a 4-hour chart. Auto-Adaptive Lookback: The indicator automatically boosts the ML memory (Lookback) on lower timeframes (seconds/minutes) where more noise requires larger sample sizes, ensuring robust predictions without manual tweaking. Settings Auto-Adapting Lookback: (Default: True) automatically increases Lookback to 100+ for seconds charts and 50+ for minute charts. Lookback (Events): Manual override base value (Default: 100). Strategy Mode: Toggle between Mean Reversion and Trend Following. k-Neighbors: The number of similar past events to structurally compare (Default: 5). Disclaimer: This tool is for educational purposes. Machine learning performance is dependent on market conditions and historical recursion.
Pine Script®指标
由Selfsimilarity提供
VWAP Tension Bands + Osc Sigma Gap [MAXmks]Hello Traders, This indicator started as an accident. I was building a different tool — a multi-metric dashboard — and added VWAP deviation as one of the components. I expected it to help catch falling knives. It didn't. But I noticed something else. During cooling-off periods — when volatility fades and price just sits there, not really going anywhere — VWAP deviation on lower timeframes would start climbing quietly. And more often than not, a pullback followed. Sometimes a liquidity sweep first, then a pullback. I watched this pattern for months before deciding to build a dedicated tool around it, adding oscillator confirmation to filter the noise. This is that tool. The core idea Markets act like a rubber band around VWAP — the further price stretches, the higher the tension. But raw deviation isn't enough. The real question: is momentum confirming the stretch, or lagging behind? The σ-Gap captures when these two disagree — price pushed hard, but internals haven't caught up. That's where mean-reversion setups tend to appear. The indicator tracks VWAP deviation across 2m / 5m / 15m simultaneously and compares it against a composite of momentum oscillators (Williams %R, CVD-based metrics). Signals require multi-timeframe consensus — no single timeframe can trigger alone. Adaptive thresholds What counts as "extreme" isn't fixed. Distance is measured in standard deviations (σ) , not pips or percentages — so the indicator adapts to volatility automatically. Thresholds scale with regime and historical distribution, adjusting to current market conditions in real time. Two modes Standard — adaptive thresholds, more signals. Good for active sessions and exploration. High Precision — adds divergence confirmation from multiple oscillators (MFI, Delta RSI, CVD Z-Score). Fewer signals, higher selectivity. Extreme Tension When σ-Gap exceeds 1.6× the threshold, the indicator can fire without full confirmation. Rare, but these are the "overstretched" moments worth watching. Filters (so you don't trade ghosts) RVOL filter blocks signals during low activity. Session close filter avoids entries near VWAP reset. 24h volume filter skips illiquid instruments. Cooldown prevents signal clustering in the same direction. Best use case Built for short-term mean-reversion — quick snapback plays on 5m–15m charts where price overextends and reverts within a few candles. The engine is optimized for this rhythm, not for trend-following or swings. On-chart Tension Bands show dynamic threshold zones around VWAP. Signals are non-repainting and confirmed on bar close. Compact HUD displays all metrics, filter states, and signal status in real time. Alerts Pre-signal alerts when conditions start forming. Confirmed signal alerts with full breakdown: VWAP deviation values, σ-Gap readings, divergences detected, current mode. Volume matters This is a VWAP-based indicator. No volume data = no signal. If your instrument shows "No Volume" in the dashboard, switch to a data feed that provides it (crypto spot, futures, stocks with real volume). A note on expectations I use this logic in my own research and it has shown useful results for me in my backtesting scenarios. But this is an indicator for analysis , not a magic button. Your execution, fees, slippage, and market regime all matter. Treat signals as context, not commands. DYOR. Feedback welcome. For educational and analysis purposes only. Not financial advice.
Pine Script®指标
由MAXmks提供
Trading Halt DetectorThis is an indicator that plots RED square above or below the last candle when a trading halt occurs. Note that it only plots once the market resumes, not while it's being Halted. It calculates the time between every candle. If there's more than 1 minutes from a candle to the next one, a red square is going to show. For exemple, if you trade on the 1min time frame and a Halt up happens, it usualy takes 5 minutes for the market to resume. Since the resuming candle open 5 minutes later, a RED square is going to appear below the last candle before the HALT. 1. When a RED Square appears below the candle, it means that a HALT up occured. 2. When a RED Square appears above the candle, it means that a HALT down occured. You may use this indicator on multiple time frames but it's been built for 1 to 4 minutes time frame. It' s possible to adjust the time tolerance that you consider being a halt. The default setting is 1 minutes more than the chosen time frame.
Pine Script®指标
由JeegHead提供
Adaptive AI SuperTrend [AlgoPoint]🚀 Adaptive AI SuperTrend Adaptive AI SuperTrend is a high-performance trading terminal that redefines trend-following by integrating Machine Learning (ML) principles with advanced market regime detection. Unlike static indicators, this system dynamically recalibrates its internal parameters to match the ever-changing volatility of the financial markets. Equipped with a custom "Wizard Engine," it filters out market noise during consolidation and identifies high-probability trend continuation points, making it an essential tool for scalpers, day traders, and swing traders alike. 🧠 What Makes it "AI"? While traditional indicators use fixed rules, Adaptive AI SuperTrend utilizes Algorithmic Intelligence to make real-time decisions: KNN-Inspired Adaptation: The engine analyzes the last 150 bars of volatility and trend strength to automatically adjust its sensitivity. Market Regime Intelligence: It distinguishes between "Trending" and "Ranging" states using a sophisticated Squeeze Momentum module, preventing "whipsaws" during low-volume periods. Self-Backtesting Logic: The indicator continuously calculates its own historical Win-Rate. If the probability of success falls below a certain threshold, it suppresses lower-quality signals. 🛠 Key Features Dynamic Consolidation Boxes: Automatically identifies and wraps "choppy" price action in professional gray boxes. It waits for 3+ bars of consolidation before marking the zone, helping you spot breakout opportunities early. Multi-Strategy Aggression: - Conservative: Filtered signals for long-term trend following. - Balanced: Optimized for daily volatility. - Aggressive: High-frequency signals for capturing micro-trends. Dual-Exit Risk Management: - ATR TP-SL Mode: Sets mathematical targets based on market volatility with persistent on-screen lines. - Smart Trailing Mode: Rides the trend to its exhaustion point. Includes intelligent labeling (🎯 TP or 🛑 SL) based on the trade's net profitability. - RSI Pullback Confirmation: Beyond simple trend flips, it detects "buy the dip" or "sell the rip" opportunities within an existing trend using RSI 50-level crossovers. 📊 Real-Time Analytics Dashboard The integrated AlgoPoint Dashboard provides a surgical view of the market: - Market State: Instant "Trending" vs. "Ranging" (Consolidation) detection. - Trend Strength: ADX-based momentum tracking. - Strategy Status: Real-time feedback on your active aggression and exit modes. 🎨 Clean Charting & Customization Built for professional clarity, you have total control over the UI: Toggle Consolidation Boxes on/off. Toggle ATR Target Lines and Exit Labels. Customize background filters and dashboard visibility.
Pine Script®指标
由Iamalala提供
Laguerre Filter [BackQuant]Laguerre Filter Overview The Laguerre Filter is a powerful trend-following tool designed to smooth price action while maintaining responsiveness to market changes. It is based on the Laguerre recursive filter, which is a type of signal processing filter that adapts to both the current price dynamics and the underlying trend. The Laguerre Filter can be seen as a method to reduce market noise, enabling traders to more easily identify the strength and direction of trends while minimizing lag. The Laguerre Filter is well-suited for markets with varying volatility levels, offering a smoother representation of price action without the delay associated with traditional moving averages. By dynamically adjusting to price movements, the Laguerre Filter provides a more adaptive and reliable signal compared to simpler smoothing techniques. What is the Laguerre Filter? The Laguerre Filter is derived from the Laguerre polynomial, which is used in signal processing for smooth filtering of data. The Laguerre filter is a recursive filter, meaning that each new value is calculated based on both the current price data and previous values, with a weighting system that allows it to adapt to market conditions. This recursive nature helps reduce the impact of short-term fluctuations, enabling the filter to focus on the underlying trend. The Laguerre filter uses a feedback mechanism, where the input signal (price data) is smoothed iteratively. This iterative process helps avoid the lag that is typically associated with traditional moving averages while still capturing the overall trend direction. The filter is designed to have: Adaptive behavior: It reacts quickly to significant price changes while ignoring minor fluctuations. Reduced noise: By filtering out random short-term price movements, it provides a clearer view of the underlying trend. Customizability: Traders can adjust the filter’s sensitivity through user inputs, making it adaptable to different market conditions. Core Calculation Methodology The core of the Laguerre Filter lies in its recursive calculation: Each new value is calculated using the previous value along with the current price input. The recursive formula is governed by two key parameters: the damping factor (gamma) and the order of the filter (number of Laguerre elements). The damping factor controls how responsive the filter is to changes in price. A higher gamma value makes the filter smoother but introduces more lag, while a lower gamma value makes it more reactive to price changes but can introduce more noise. The order defines how many Laguerre elements are used in the calculation. A higher order results in a smoother output but with more delay, while a lower order provides a faster response but less smoothing. The filter works by weighting previous values with a binomial weighting system, which assigns more weight to recent values and less weight to older values. This creates a dynamic smoothing effect that adapts to price volatility, ensuring that the filter is neither too slow nor too noisy. Signal Logic and Trend Detection The Laguerre Filter continuously evaluates the strength and direction of the trend by comparing the current smoothed value to the previous value: If the current value is greater than the previous value, the trend is considered bullish, and the filter will signal a long condition. If the current value is less than the previous value, the trend is considered bearish, and the filter will signal a short condition. The trend detection logic is based on the recursive nature of the filter, which smooths price movements over time. This allows the filter to capture the broader trend while minimizing the influence of short-term price fluctuations. The trend state is also visually represented by color-coding: Green color represents an uptrend (bullish condition). Red color represents a downtrend (bearish condition). Neutral (white) indicates no clear trend direction. This color-coding helps traders easily identify the prevailing trend and decide whether to enter or exit trades based on the trend's strength. Laguerre Filter Behavior and Performance The performance of the Laguerre Filter can be influenced by several factors: Gamma (Damping Factor): A higher gamma value results in a smoother filter but increases lag. A lower gamma value allows for a faster response but may introduce more noise, making it more reactive to smaller price changes. Filter Order: The order determines how many Laguerre elements are used in the filter calculation. A higher order provides more smoothing but increases lag, while a lower order results in a quicker response but less smoothing. The sweet spot for gamma is typically between 0.7 and 0.85, where the filter offers a good balance between smoothness and responsiveness. The filter order is usually set to 4 for classic Laguerre filtering, but higher orders can be used for more smoothing if needed. The Laguerre Filter’s performance shines in markets with sustained trends, where the filter can effectively capture and represent the underlying direction without excessive lag. It is particularly useful in volatile markets, as it helps smooth out noise while providing a clear picture of the trend. Visual Presentation The Laguerre Filter provides a dynamic, color-coded line that follows the trend direction. This line can be displayed alongside price data to visually highlight the market trend. In addition to the main Laguerre line, several visual enhancements can be applied: Gradient fill between the price and the Laguerre Filter line, providing a visual cue for bullish or bearish market conditions. Candle coloring to reflect the current trend, making it easier to spot trend reversals or confirmations directly on the chart. Background shading to visually highlight areas of strong trend or consolidation. Edge glow effect that highlights trend boundaries, making it easy to spot key levels of support or resistance. These visual elements enhance the usability of the Laguerre Filter, allowing traders to quickly assess the market trend and make informed decisions. Practical Use Cases 1) Trend Following The Laguerre Filter is ideal for trend-following strategies. By using the filter to identify the prevailing trend, traders can: Enter long positions when the Laguerre Filter turns bullish (green). Enter short positions when the Laguerre Filter turns bearish (red). By aligning trades with the dominant trend, traders can improve their chances of success. 2) Trend Strength Assessment The Laguerre Filter can also be used to assess the strength of the trend: A rising Laguerre value indicates a strengthening uptrend. A falling Laguerre value indicates a strengthening downtrend. A flattening Laguerre value signals weakening momentum or consolidation. This information can be used to adjust position sizing or to decide when to enter or exit a trade. 3) Trade Management The Laguerre Filter can also assist in trade management: Use the Laguerre line as a trailing stop for long positions in an uptrend. Scale out of positions as the Laguerre value begins to flatten or reverse. Use the Laguerre Filter to avoid trades when the market is in consolidation or lacks a clear trend. Tuning Guidelines The Laguerre Filter can be adjusted for different market conditions using the following parameters: Gamma (Damping Factor): Adjust for the desired level of responsiveness versus smoothness. Typical values range from 0.7 to 0.85. Filter Order: Adjust to control the level of smoothing. The default value of 4 is a good starting point, but higher orders can be used for smoother filters. Summary The Laguerre Filter is a versatile and adaptive trend-following indicator that smooths price data and reduces noise, making it easier to identify and follow trends. By using recursive smoothing techniques and adjustable parameters, the Laguerre Filter provides an accurate representation of market conditions with minimal lag. It is especially useful in volatile markets where traditional moving averages may fail to capture the underlying trend. With its color-coded trend detection, gradient fills, and customizable settings, the Laguerre Filter is a powerful tool for traders looking to stay aligned with the prevailing market direction.
Pine Script®指标
由BackQuant提供
1
ORB 369 - Opening Range Breakout The ORB 369 is a professional-grade momentum indicator designed to capture the volatility of the New York market open. While many Opening Range Breakout (ORB) scripts simply draw lines, this script integrates time-segmented price action with Supply and Demand (S/D) theory to filter out "fakeouts" and identify high-probability institutional entries. 💡 The Core Concept: Why 3-6-9? The strategy is rooted in the "Market Open Volatility" principle. The first 15 minutes (9:30–9:45 AM EST) represent the period where institutional orders are processed and "price discovery" is most aggressive. The Range: We define the 15-minute high and low as the "Battlefield." The 369 Logic: This script focuses on the 3rd 5-minute candle of the session (completing the 15m range) and monitors the subsequent 5m and 15m cycles for a definitive trend shift. 🛠️ How It Works The script utilizes Pine Script v6 high-precision time-tracking and state-handling to ensure accuracy even on historical data. 1. Dynamic Session Anchoring Unlike static indicators, this script uses America/New_York timezone anchoring. It identifies the Opening Range (OR) regardless of your local time, ensuring you are aligned with the NYSE floor traders. 2. Supply & Demand Detection The script doesn't just look at the high/low; it analyzes the micro-structure within that 15-minute window. It identifies unmitigated zones (areas where price moved so fast it left "imbalances"). If a breakout occurs but price immediately hits an internal S/D zone, it warns the trader of a potential "Look Above and Fail" scenario. 3. Breakout Confirmation (5m Logic) A common mistake is entering on a "wick." This script uses Closing Logic: Bullish Signal: A 5-minute candle must close entirely above the 15m High. Bearish Signal: A 5-minute candle must close entirely below the 15m Low. The script then repaints the candle body (defaulting to Blue/Red) to provide an instant visual cue that the "Breakout is Confirmed." 📈 How to Use It Wait for the Box: At 9:45 AM EST, the script will automatically lock in the High, Low, and Midpoint (Mean) of the range. Monitor the Midpoint: The Midpoint acts as the "Line in the Sand." If a breakout occurs but price stays near the Midpoint, the trend is weak. If price stays in the upper half of the range, the Bullish bias is stronger. The Entry: Wait for the Candle Color Change. A blue candle above the range suggests a long entry; a red candle below suggests a short. Supply/Demand Zones: If the script highlights a "Demand Zone" at the bottom of the range and price bounces off it before breaking the top, this provides a "double-confluence" setup. ⚙️ Technical Features Customizable Aesthetics: Use the Settings menu to change the breakout colors (Green/Blue/Red) to match your personal chart theme. Smart Tooltips: Hover over the inputs in the settings to see detailed explanations of what each parameter does. Alert Ready: Built-in alerts for "Bullish Breakout" and "Bearish Breakout" that can be sent directly to your phone or desktop via TradingView.
Pine Script®指标
由Niko-picasso369提供
2
Zen Lab ALL-IN-ONE🧠 Zen Lab All-In-One Trading Toolkit The Zen Lab All-In-One indicator is built for traders who want structure, confluence, and volatility awareness in one clean system — without cluttering their charts with 10 different tools. This combines news awareness, ATR volatility planning, session levels, trend context, and execution checklists into a single professional trading assistant. 📰 Smart News Filter (Stay Out of Chaos) The indicator automatically highlights only the news events that actually move markets: 🔴 High-Impact Economic Events ⚪ Market Holidays No low-impact noise. No unnecessary distractions. Just the events most likely to cause volatility spikes. ✔️ On-chart vertical news markers ✔️ Optional news table ✔️ Designed for intraday and session traders 📏 Customizable ATR Volatility Tool Trade based on real market movement, not guesswork. The built-in ATR table lets you: • View current ATR • Calculate stop loss distance using ATR multipliers This helps you size trades based on conditions, not emotions. 📋 Confluence Checklist (Execution Discipline) Stay consistent with your trading rules. The on-chart checklist allows you to track your confluences before entering a trade, helping reduce impulsive decisions and reinforcing discipline. Great for traders who follow a structured system. 📈 Moving Average Trend Context Includes a built-in moving average to help you quickly identify current trend direction and market bias without adding extra indicators. Perfect for confirming lower timeframe direction 🌍 Session High & Low Identifier Know where the real liquidity is. Automatically marks key session ranges so you can: ✔️ Spot session breakouts ✔️ Trade liquidity sweeps ✔️ Identify expansion from consolidation Designed for London, New York, and Asian session strategies.
Pine Script®指标
由Emmittfx5280提供
DCA + Martingale strategy.DCA + Martingale: smart synergy for volatile markets Tame market swings with a powerful hybrid strategy that marries the discipline of Dollar‑Cost Averaging (DCA) with the aggressive recovery logic of the Martingale system. This approach turns price dips into opportunities — systematically building positions while keeping risk in check. How it works: 1. Entry trigger The strategy activates when the asset price drops by a predefined percentage on the 1‑hour timeframe. This ensures you only engage when a meaningful pullback occurs, avoiding premature entries. 2. DCA grid for controlled averaging Once the entry condition is met, a grid of buy orders is deployed: Each subsequent order is placed at progressively lower price levels (e.g., every 2–5% drop). Order sizes can be fixed or follow a progressive scale (e.g., 1x, 1.5x, 2x the initial amount). This dilutes your average entry price, improving the breakeven point as the market corrects. 3. Martingale‑style recovery mechanism After each unsuccessful trade (i.e., price continues falling), the next position size is increased — not necessarily doubled, but scaled according to your risk tolerance. This accelerates recovery potential when the trend reverses. 4. Take‑profit with a fixed percentage target A simple, predefined profit target (e.g., +3–7%) is set for the entire averaged position. Once hit, all open trades close, locking in gains. This prevents over‑exposure during uncertain reversals. Key advantages Psychological edge: removes emotional decision‑making by automating entries and exits. Cost optimization: lowers average entry during downtrends, improving profit potential. Controlled aggression: Martingale logic helps recoup losses faster without infinite scaling. Flexibility: parameters (entry %, grid spacing, position sizing, TP) are fully customizable. Risk management essentials Stop‑loss safeguard: a hard stop‑loss (e.g., 10–15% below the lowest grid level) prevents catastrophic drawdowns in prolonged downtrends. Position sizing: never risk more than 1–3% of capital per grid cycle. Market context: best suited for assets with mean‑reverting behavior and moderate volatility. Avoid strong, sustained trends. Capital buffer: ensure sufficient reserves to withstand multiple grid levels without margin calls. When to use it During sideways or range‑bound markets with regular pullbacks. On assets with historical tendency to recover from short‑term dips. When you expect a bounce but can’t pinpoint the exact bottom. Bottom line DCA + Martingale isn’t a «set‑and‑forget» miracle — it’s a disciplined framework for turning volatility into opportunity. Combine it with rigorous risk rules, and you’ll navigate downtrends with precision, turning market noise into structured profit potential.
Pine Script®策略
由lordos2003提供
Adaptive Trend Flow (ATF)Adaptive Trend Flow (ATF) is a custom trend-following indicator designed to work reliably across all markets and all timeframes. It uses an adaptive moving average that automatically adjusts to market conditions, combined with trend slope analysis and a volatility filter to reduce noise during ranging periods. Unlike traditional fixed moving averages, ATF reacts faster during strong trends and slows down during consolidation, helping traders stay aligned with meaningful price movements. 🔍 How It Works Uses an adaptive smoothing algorithm to track price efficiently Confirms trend direction using trend slope Filters out low-volatility and choppy conditions using ATR-based logic Does not repaint — signals are based only on confirmed data 📊 Visual Interpretation 🟢 Green line / background → Bullish trend 🔴 Red line / background → Bearish trend ⚪ Gray → No clear trend (range / low volatility) ⚙️ Features Works on Crypto, Forex, Stocks, Futures Compatible with all timeframes Optional trend-change signals Optional background highlighting Fully customizable inputs Alert-ready 🎯 Best Use Cases Trend filter for entries and exits Directional bias for scalping, day trading, or swing trading Strategy backbone when combined with price action or momentum tools ⚠️ Disclaimer This indicator is for educational and analytical purposes only and does not constitute financial advice. Always manage risk appropriately.
Pine Script®指标
由JaxonJackFX提供
Kalman Hull Bands For Loop | RakoQuant Kalman Hull Bands For Loop | RakoQuant RakoQuant | Kalman Hull Bands For Loop is a trend-following breakout + regime tool built to keep you on the right side of the market with clean structure and minimal noise. It combines a Kalman Filter (noise reduction), a Hull Moving Average baseline (responsive trend anchor), and a standard deviation envelope computed via a for-loop (robust rail bands) to define actionable bullish and bearish regimes. What it does This indicator builds a dynamic “rail system” around price: Kalman Filtered Source → reduces measurement noise in the input series. Hull Baseline (HMA) → fast trend baseline built on the Kalman-filtered source. Deviation Bands (“Rails”) → upper/lower rails based on a loop-calculated standard deviation. Regime Breakout Logic → trend regime flips only when price breaks out beyond the rails: Bullish regime when close crosses above the upper rail Bearish regime when close crosses below the lower rail Once a regime is established, the tool highlights the active rail in bright neon and fades the inactive rail (optional), giving you a clear “trend corridor” and a strong visual state. Key Features 1) Kalman Noise Filtering (R & Q) The Kalman filter smooths the selected source using: R (Measurement Noise) – how noisy you assume the observations are Q (Process Noise) – how quickly the model is allowed to adapt This helps reduce chop without turning the indicator into a laggy moving average. 2) Hull Baseline (fast + smooth) The baseline is a Hull Moving Average applied to the Kalman-filtered source: responsive in trend, cleaner during transitions, ideal for breakout regime detection. 3) Deviation Envelope with Two Modes Deviation rails are calculated using a for-loop standard deviation (population stdev), with two choices: Residual vs Baseline (default): deviation of (src - baseline) → focuses on “distance from fair value” instead of raw price volatility Raw Source: deviation of the source itself → classic volatility envelope behavior Then bands are formed by: upper = baseline + mult * sd lower = baseline - mult * sd 4) Regime Rails + Candle Painting (RakoQuant Neon) Bull regime: active lower rail plotted in Neon Aqua Bear regime: active upper rail plotted in Neon Magenta Candles are painted to match the current state (optional) Inactive rails can be shown faintly for context. 5) Alerts for Breakouts Built-in alerts trigger exactly on regime flips: Bull Breakout (close crosses above upper rail) Bear Breakout (close crosses below lower rail) How to Use It Trend-following approach Stay with the active regime until a breakout flip occurs. In bull regime, the lower rail behaves like an adaptive trend support guide. In bear regime, the upper rail behaves like an adaptive trend resistance guide. Breakout confirmation Use the breakout as a confirmation layer with your other confluences: take longs only after a bull breakout, take shorts only after a bear breakout, filter mean-reversion trades by the regime state. Inputs Summary Source: select what the model tracks (default: high) Kalman: R / Q controls smoothing vs responsiveness Baseline: Hull length Deviation: loop length, mode (Residual vs Baseline / Raw Source), multiplier Visuals: candle painting, baseline visibility, inactive rails Disclaimer Backtests are based on historical data and are not indicative of future performance. :
Pine Script®指标
由RakoQuant提供
1
Apex Wallet - Adaptive Average Directional Index (ADX) & Trend DOverview The Apex Wallet Average Directional Index (ADX) is an enhanced version of the classic Wilder’s DMI/ADX system, designed to filter market noise and pinpoint trend strength with precision. Unlike standard indicators, this script features an adaptive engine that recalibrates its internal logic based on your specific trading style. Adaptive Trading Engine The core strength of this script is its three-mode preset system: Scalping: Fast-response settings (ADX 7) for quick scalp opportunities on low timeframes. Day-Trading: Balanced settings (ADX 14) optimized for intraday sessions. Swing-Trading: High-filter settings (ADX 21) designed to capture major market waves. Visual Intelligence & Labels To ensure clarity, the script features a dynamic labeling system directly on the ADX line: Trend Strength Zones: Clear horizontal markers for "Consolidation," "Trending," and "Extremely Strong" phases. Real-time Status Labels: The ADX line changes color and displays its current state (Bullish, Bearish, or Consolidation) directly on the chart. Optimized UI: No sidebar panels to clutter your view; all essential information is integrated into the oscillator window. How to Use: Select your Trading Mode in the settings. Monitor the ADX color: Green indicates a strong bullish trend, Red indicates a strong bearish trend, and White/Orange signals consolidation. Use the labels to confirm if the market is currently in a high-conviction trend phase or sideways range.
Pine Script®指标
由Apex-Wallet提供
Clean CPR v7.0 (Call & Put)// -------------------------------------------------------------------- // DESCRIPTION // -------------------------------------------------------------------- // Clean CPR v7.1 is a multi-module trading and analysis toolkit built // around Central Pivot Range (CPR) for intraday and swing trading. // // Core features: // • Daily / Weekly / Monthly CPR with fills, labels and price display // • Automatic CPR width classification (Super Narrow → Wide) // • Visual alert when today’s CPR is WIDE (“WIDE CPR TODAY”) // • Trade filtering: Wide CPR days are blocked from new entries // • Pivot-based Support & Resistance (R1–R5, S1–S5, optional historical) // • Developing CPR and Developing R1 / S1 levels // • Previous Session High/Low with optional shaded zones // • Dual Donchian Channels with auto-alignment coloring // • Anchored Day-Open VWAP // • Initial Balance (first hour range) // • CPR + ATR + EMA + Fundamentals information table // • Integrated 1H Call & Put breakout strategy with Supertrend, ADX, // ATR trailing stop, targets, gap handling and time filters // // This script is designed as a single dashboard combining market bias, // volatility, structure, and execution logic in one indicator. // --------------------------------------------------------------------
Pine Script®指标
由jigz11提供
Institutional Alpha Vector | D_QUANT Institutional Alpha Vector | D_QUANT Overview The Institutional Alpha Vector (IAV) is an original trend-following framework that replaces single-indicator bias with a Weighted Composite Score . Instead of relying on a simple moving average, this script aggregates four distinct quantitative dimensions—Price, Momentum, Volatility, and Volume—into a normalized value called the "Alpha Vector." The goal of this tool is to identify "Institutional Consensus"—periods where multiple mathematical models align in the same direction, reducing the likelihood of false breakouts in choppy markets. How It Works: The Quantitative Engines The script calculates four independent signals. For each module, a state is stored (1 for Bullish, -1 for Bearish, 0 for Neutral). 1. Price Filter (Hull Moving Average): The script uses an HMA (a weighted moving average that reduces lag by using the square root of the period). A signal is triggered when the price crosses over/under this "Spine." 2. Volatility Regime (RMA + ATR): This module uses a Moving Average (RMA) combined with an Average True Range (ATR) offset. It acts as a volatility filter that price must move beyond 1 ATR from the mean to register a trend, ensuring the market isn't just "drifting." 3. Momentum Physics (ADX/DMI): Based on J. Welles Wilder’s Directional Movement Index. It checks if the is above (or vice versa) but only if the ADX (Average Directional Index) is above a user-defined threshold (default: 10), confirming the presence of a strong trend. 4. Institutional Flow (Chaikin Money Flow): This confirms price action with volume. It calculates the accumulation/distribution of money flow over a specific period. A signal is only valid if the CMF is positive (Bullish) or negative (Bearish). The Alpha Vector Calculation This is the core "originality" of the script. The indicator takes the active modules and calculates a Composite Score : This results in a value between -1.0 and +1.0 . * High Confidence Long: When the score exceeds +0.1 (adjustable). * High Confidence Short: When the score drops below -0.1 (adjustable). * Neutral Zone: When the score is near 0, the script colors the bars grey, signaling a lack of institutional consensus. Visual Intelligence: The "Electric Conduit" The script visualizes market energy through a custom rendering engine: * The Spine: A central line representing the HMA trend. * The Conduit (Fill): A dynamic gradient that expands or contracts based on the ATR (Average True Range) . This allows traders to see "volatility expansion" (wide ribbon) vs "compression" (tight ribbon) at a glance. * Bar Coloring : Automatically aligns the chart candles with the Alpha Vector state to remove cognitive load. How to Use 1. Define your Strategy: In the settings, you can toggle specific modules. If you are trading a low-volume asset, you might disable the **CMF** module. 2. Identify the Consensus: Look for the ribbon to change from Grey (Neutral) to Cyan/Gold. 3. Monitor the HUD: A small dashboard in the bottom right displays the live Alpha Vector score. A score of 1.0 means all four engines are in 100% bullish agreement. Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes and does not constitute financial advice.
Pine Script®指标
由D_QUANT提供
SuperBands: Smart Pullback StrategyIndicator Name: SuperBands (Smart Pullback Strategy) 1. Core Concept (The Philosophy) This indicator represents a smart fusion of two powerful trading methodologies: Trend Following and Mean Reversion. Instead of trying to predict market tops or bottoms, it focuses on joining an established trend at a "Discount Price." In short: "Buy the dips in an Uptrend, and Sell the rallies in a Downtrend." 2. Technical Components The indicator consists of two main engines working in harmony: First: The Trend Filter (Supertrend): Settings: (ATR 20 / Factor 6.0). Function: Identifies the long-term market direction. The high Factor (6.0) is deliberately used to filter out noise and minor fluctuations, ensuring the trend direction only changes when there is a significant market shift. Rule: If the line is Green, only Long trades are allowed. If Red, only Short trades are allowed. Second: The Sniper (Bollinger Bands): Settings: (Length 20 / StdDev 2.0). Function: Identifies temporary Overbought and Oversold zones within the trend. Rule: The Lower Band acts as a "Value Zone" for buying, while the Upper Band acts as a "Premium Zone" for selling. 3. Signal Logic (How it Works) The indicator scans the market for specific, high-probability conditions: A. Buy Signal (Green Triangle): Appears only when both conditions are met: Trend is Bullish: Supertrend is Green. Price is "Cheap": Price drops to touch or break the Lower Bollinger Band. Logic: The general trend is Up, and the price has pulled back to a dynamic support level. This is a buying opportunity. B. Sell Signal (Red Triangle): Appears only when both conditions are met: Trend is Bearish: Supertrend is Red. Price is "Expensive": Price rises to touch or break the Upper Bollinger Band. Logic: The general trend is Down, and the price has rallied to a dynamic resistance level. This is a selling opportunity. 4. User Guide (How to Trade It) To achieve the best results, consider the following approach when a signal appears: A. Entry: Enter the trade immediately upon the close of the candle where the triangle appears (or place a pending order slightly above/below the signal candle for confirmation). B. Stop Loss (SL): Conservative: Place the SL at the Supertrend line (if this line breaks, the trend is invalid). Aggressive: Place the SL slightly below the signal candle's low or the most recent Swing Low. C. Take Profit (TP): Target 1: The Bollinger Bands Middle Line (Basis/SMA 20). Target 2: The Opposite Band (Upper Band for Buy signals, Lower Band for Sell signals). 5. Key Strengths & Limitations Main Advantage: This indicator prevents a common trader mistake: "FOMO" (Fear Of Missing Out). It stops you from buying at the top or selling at the bottom. It psychologically forces you to wait for the price to come to you. Best Use Case: The wide Supertrend settings make this highly effective for Crypto and Volatile Stocks where trends are strong and pullbacks are deep. Limitation: In tight, ranging markets (choppy markets), the price might not touch the bands often, or it might generate a signal followed by sideways movement. Summary for the Trader: This indicator tells you: "The trend is Up, but don't chase the price... wait for it to drop to the Lower Band, then strike." اسم المؤشر: SuperBands (Smart Pullback Strategy) 1. الفكرة الأساسية (الفلسفة وراء المؤشر) هذا المؤشر هو دمج ذكي بين استراتيجيتين شهيرتين: تتبع الاتجاه (Trend Following) و اقتناص الارتدادات (Mean Reversion). هو لا يحاول التنبؤ بقمة أو قاع السوق، بل يحاول الدخول مع الاتجاه العام القوي ولكن من "نقطة سعرية مخفضة" (Discount Price). باختصار: "اشترِ الانخفاضات في الاتجاه الصاعد، وبع الارتفاعات في الاتجاه الهابط". 2. المكونات التقنية يتكون المؤشر من جزأين رئيسيين يعملان كفريق واحد: أولاً: الحارس (Supertrend): الإعدادات: (ATR 20 / Factor 6.0). الوظيفة: تحديد الاتجاه العام "طويل المدى". استخدام العامل 6.0 (وهو رقم كبير) يجعل المؤشر يتجاهل التذبذبات الصغيرة ولا يغير لونه إلا إذا تغير الاتجاه الحقيقي للسوق بقوة. القاعدة: إذا كان الخط أخضر، يُسمح بالشراء فقط. إذا كان أحمر، يُسمح بالبيع فقط. ثانياً: القناص (Bollinger Bands): الإعدادات: (Length 20 / StdDev 2.0). الوظيفة: تحديد مناطق ذروة البيع والشراء المؤقتة (Overbought/Oversold) داخل الاتجاه. القاعدة: الحد السفلي يعتبر منطقة "رخيصة" للشراء، والحد العلوي منطقة "غالية" للبيع. 3. كيف تتكون الإشارة (آلية العمل) يقوم المؤشر بمسح السوق بحثاً عن شروط محددة بدقة: A. إشارة الشراء (المثلث الأخضر): تظهر فقط عند تحقق الشرطين معاً: الاتجاه صاعد: السوبر تريند لونه أخضر. سعر مغري: السعر هبط ليلامس أو يكسر الحد السفلي للبولنجر باند (Lower Band). المنطق: الاتجاه العام صاعد، والسعر قام بعمل تصحيح (Pullback) لمستوى دعم ديناميكي، إذن هي فرصة للشراء بسعر أفضل. B. إشارة البيع (المثلث الأحمر): تظهر فقط عند تحقق الشرطين معاً: الاتجاه هابط: السوبر تريند لونه أحمر. سعر مرتفع: السعر صعد ليلامس أو يخترق الحد العلوي للبولنجر باند (Upper Band). المنطق: الاتجاه العام هابط، والسعر قام بعمل تصحيح صعودي لمقاومة ديناميكية، إذن هي فرصة للبيع من مكان مرتفع. 4. كيفية الاستفادة منه (دليل المستخدم) لتحقيق أفضل نتائج، يُنصح باتباع الخطوات التالية عند ظهور الإشارة: أ. نقاط الدخول (Entry): ادخل الصفقة بمجرد إغلاق الشمعة التي ظهر عليها المثلث (أو ضع أمر معلق فوق/تحت الشمعة لتأكيد الحركة). ب. وقف الخسارة (Stop Loss): الخيار الآمن: ضع الوقف عند خط السوبر تريند (لأنه إذا كُسر الخط، يعني أن الاتجاه تغير). الخيار المغامر: ضع الوقف أسفل قاع الشمعة السابقة بمسافة بسيطة، أو أسفل آخر قاع (Swing Low). ج. جني الأرباح (Take Profit): الهدف الأول: خط المنتصف للبولنجر باند (الخط البرتقالي الخفي أو متوسط 20). الهدف الثاني: الحد المعاكس للبولنجر باند (الحد العلوي في حالة الشراء، والسفلي في حالة البيع). 5. مميزات وعيوب يجب الانتباه لها الميزة القوية: يمنعك هذا المؤشر من ارتكاب خطأ شائع وهو "الشراء في القمة" أو "البيع في القاع". هو يجبرك نفسياً على انتظار السعر ليأتي إليك في مناطق التصحيح. نقطة القوة: إعدادات السوبر تريند (6.0) تجعل الإشارات قوية جداً في العملات الرقمية (Crypto) والأسهم ذات الاتجاه الواضح (Trending Markets). نقطة الضعف: في الأسواق العرضية المملة (Ranging Markets) ذات النطاق الضيق جداً، قد لا تلمس الأسعار حدود البولنجر كثيراً، أو قد يعطي إشارات دخول والسوق لا يتحرك بعدها بقوة. ملخص للمتداول: هذا المؤشر يقول لك: "السوق صاعد، لكن لا تطارد السعر.. انتظر حتى يهبط السعر إليك عند الخط السفلي ثم اشترِ".
Pine Script®指标
由abdelhadi-salah提供
Stock ScreenerMissing great trade opportunities is annoying, and unless you have 12 screens or only trade one market, you are missing a lot of trades. To fix that, we created this stock screener so you get notified instantly of potential great trading conditions in real time, right on your chart. You get notified of trading benchmarks being met by the value being displayed on the scanner as well as a color change so that it grabs your attention and makes you aware that you should take a look at the other market and look for a potential trade. It also has built in alerts so you can have an alert notification go off when any of your trading conditions are met instead of needing to watch the scanner for color changes. The screener will change the ticker symbol background color to red green when price is above or below the previous daily range and above or below both VWAPs. This signals that the ticker is trending, which typically means it is a great time to trade that market and follow the trend. This stock screener allows you to scan up to 10 different markets at the same time for various different conditions so you always know what is going on with your favorite trading symbols. If you want to scan more tickers, just add the indicator to your chart again and change the table position to the other side of the screen and update the tickers on the 2nd screener, allowing you to have 20 tickers at a time. The scanner can be fully customized by changing the markets that it screens and turning on or off as many of them as you would like. You can also turn on or off any of the different data sets so that you only get information about trading conditions that matter to you. The screener can provide data on any type of market, such as stocks, crypto, futures, forex and more. Each ticker can be adjusted to whatever market you would like it to scan for data in the settings panel, the only limitation is that it will not provide data for the VWAP and volume trend score if the ticker you are screening does not provide volume data. Screener Features The scanner will provide the following types of data for each ticker that is turned on: Volume - Provides a volume score compared to the average volume and notifies you of higher than normal volume and volume spikes on individual bars by changing colors. Volatility - Provides a volatility score compared to the average volatility and notifies you of higher than normal volatility by changing colors. Oscillator - Choose between the RSI or CCI. The value of that oscillator will be displayed and will notify you when values are in extreme ranges such as overbought or oversold conditions according to the threshold values you enter in the settings panel. When those thresholds have been breached, you will be notified by it changing color. Big Candles - Compares the current candle to average previous candle sizes, and changes color to notify you of big candles including a big top wick, big bottom wick, big candle body and big candle high to low range. Daily Level Touches & Trends - Calculates and displays various daily candle and intraday open price levels that act as support and resistance. Notifies you when price is touching any of the daily levels that are turned on. The levels you can have on are as follows: previous day high, previous day low or previous day open. It also will notify you when price is touching the current day’s open, NY 930am open, Asia 8pm open, London 2am open and NY midnight 12am open. It will also say “Above” if price is above the previous day’s high or it will say “Below” if price is below the previous day’s low. The color of the cell will also change when a level touch is happening or price is above the previous day high or below the previous day low. VWAP - Choose from 2 different VWAP lengths, default settings are daily and weekly VWAPs. You will get notified if price touches either of the VWAPs and they will also say “Above” or “Below” if price is currently above or below each VWAP. How To Use The Screener To Help You Trade The main purpose of the screener is to scan other markets and notify you of potential good trading opportunities such as price bouncing off of the daily levels or VWAPs. It can also be used to know when price is trending according to the VWAPs and daily levels. Lastly, you can use it to know how the volume and volatility trends are currently which gives you more confidence in taking a trade with this data when volume and volatility are present. Volume Score When volume is high, this represents a good time to trade because there are many market participants and price is likely to be volatile while there is high volume which can present a lot of good trade setups for you to take. The volume score shown on the screener measures the current volume trend compared to previous volume trends and calculates that into a score based on 100 being the same as the previous volume trend. So any value above 100 means it is high volume and any value less than 100 means it is lower volume than normal. In the settings panel, you can adjust the volume threshold that needs to be met for a volume notification to show up. The default setting is at 120, so you will get notified when the current volume trend score is 120 or higher or you can adjust that threshold value to whatever value you prefer. It also will notify you when there is a volume spike on the current bar. This is determined by calculating an average of the recent volume totals and then checking to see if the current bar is greater than or equal to that average multiplied by 3. So if a single bar has volume that is greater than 3 times what the average volume is, then you will get a notification that says “Spike” to make you aware of that volume spike. The volume trend threshold, volume spike multiplier and lookback length for the average volume used in volume spike calculations can all be adjusted in the settings panel to fit your desired preferences. Volatility Score High volatility can mean it is a great time to trade because the market is moving quickly and providing large enough movements that you can get in and out in a short amount of time, while still accruing decent sized trade PnL. The volatility score will calculate the current volatility for each market compared to previous conditions and then divide the current volatility by the average volatility to give you a volatility score. Anything over 100 means the market is decently volatile and you should look at that market to find potential trade setups to execute on. Anything below 100 means the market is not very volatile and it is usually best to just wait until volatility returns before you start trading again. The screener will notify you when the volatility score is above the threshold you set. The default value is set to 90, but can be adjusted to your preference. Pay attention to any market that shows an alert and take a look at that chart because the high volatility may present a good trade setup for you in the near future. Oscillator Score The oscillator data can be switched between Relative Strength Index(RSI) and Commodity Channel Index(CCI). The RSI provides a value between 0 and 100 that indicates the momentum and strength of the recent price action. Many traders use the extremes of the 0-100 range to signal overbought or oversold conditions and use that as a sign to look for price to reverse in the near future. The typical values used for this and the default settings to provide notifications are: 70 for overbought and 30 for oversold. The scanner will notify you when the RSI value is considered overbought or oversold so you know to take a look at the chart and analyze if it is ready for a trade to be taken. The CCI provides a value that can be used to determine the trend strength of the underlying asset when the oscillator moves above 100 or below -100. These extreme values are outside of the normal accumulation range and signify that price is moving strongly in that direction so it may be a good time to take a trade in the direction of the trend. The scanner will show you the value of the CCI for each market and notify you if that value is above 100 or below -100. Both RSI and CCI settings can be adjusted in the settings panel to your desired settings so you have the exact oscillator settings you prefer to use as well as the exact values that you want to use for being notified. Big Candles Big candles can mean that many traders are buying or selling at the same time and many times indicate a good signal to trade in that same direction. That is why we included this calculation in the screener, so you are always aware when a large candle prints. It calculates the average size of the recent candles and then uses that average as the benchmark to determine if the current candle is considered big and worthy of notifying you to take a look at that chart. You can adjust the multiplier used for the big candle threshold to whatever you desire, but the default setting is 3 which means the candle will be considered big and notify you if it is 3 times as large as an average candle. The big candles data will track the following candle values and notify you with these labels: High to Low candle size = HL Candle Body from open to close candle size = OC Top Wick size = TW Bottom Wick size = BW Daily Level Touches & Trend Daily level touches are excellent levels to watch for price to bounce because they often act as support and resistance levels for intraday trading. The scanner will track each market and notify you when the current candle is touching any of the daily levels that you have turned on in the settings panel. The main levels that are turned on by default and are useful for all markets and how they will be labeled on the scanner are as follows: Previous Day High = High Previous Day Low = Low Previous Day Open = < Open Previous Day Close = Close Current Day Open = Open We also included some extra levels that are useful for futures traders. They are as follows: NY 930am Open = 930am NY 12am Midnight Open = 12am Asia Open at 8pm NY time = Asia London Open at 2am NY Time = London Watch how price reacts to these levels and then trade the bounces off of these levels if the price action confirms that it is going to respect that level. When price is currently above the previous day high, the scanner will say “Above” and show a green color, indicating a bullish trend and that price is above the previous daily candle’s high. When price is currently below the previous day low, the scanner will say “Below” and show a red color, indicating a bearish trend and that price is below the previous daily candle’s low. Pay attention to when price is trending above or below the previous daily candle as those trends can provide excellent trend trading opportunities. The daily levels that you have turned on in the settings will also show as lines on the chart and include a label next to them, identifying each level so you know what each line represents. You can turn on or off all of the lines shown on the chart in the main settings or turn them off one by one in the style panel of the settings. Labels can also be turned on or off for all of the lines in the main settings panel. You can adjust the label positioning in the Label Offset section of the settings panel. VWAP Touches & Trend VWAP stands for volume weighted average price and is a very popular tool that traders use to determine trend direction based on volume as well as an excellent level to trade price bounces off of. The typical VWAP time period used is Daily, which means the volume weighted average price will reset at the beginning of a new day. We set the first VWAP to be the daily VWAP by default and the second one to be the weekly VWAP. You can adjust both of the time periods to be any of the provided time lengths that you choose. The screener will show “Above” with a green background color when price is above the VWAP, indicating a bullish trend. It will show “Below” with a red background color when price is below the VWAP, indicating a bearish trend. When both VWAPs are showing Above or Below, you can expect price to trend in that direction, so look for pullbacks you can trade in the direction of the trend. If the VWAPs are showing different directions, then you should expect to bounce back and forth between the VWAPs, but be careful and watch out for price to break beyond either one and start a trend. When the current candle is touching the VWAP, the scanner will change colors and say VWAP to notify you that price is touching the VWAP and you should look at that chart and analyze the market for a potential bounce off of the VWAP to trade. Trending Market Signals Strong trends are excellent markets to trade and can many times provide excellent trading opportunities that don’t require expert price action reading skills to be able to take winning trades from. That is why we included a signal to notify you of a strong trending market. The strong trending market will show up as a green or red background color for the ticker name. If the color of the ticker name is green, it is notifying you that the price is above the previous daily high, above VWAP 1 and above VWAP 2 and is a good market to look for bullish trend trades. If the color of the ticker name is red, it is notifying you that the price is below the previous daily low, below VWAP 1 and below VWAP 2 and is a good market to look for bearish trend trades. Changing The Tickers It Scans To change the tickers that the indicator scans, scroll near the bottom of the settings panel and select the ticker symbol you want to update and then search for the exact symbol you want to use. If you want to scan less tickers, then just turn some of the tickers off that you don’t need. Scanning More Than 10 Tickers If you want to scan more than 10 tickers, you can add the scanner to your chart again and then just change the table position to the other side of the screen. This will allow you to scan 10 more tickers that will show up separately. Then if you want even more, just add the indicator to your chart again and update the table position until you have as many markets as you want. The table position setting can be found at the bottom of the main settings panel. Alerts The screener has alerts that can be used to notify you when any of the data set thresholds have been met or if price is touching one of the levels. You can set alerts for the following events: Bullish Trend Alert - Price is above the previous daily high and above both VWAPs. Bearish Trend Alert - Price is below the previous daily low and below both VWAPs. High Volume Alert - Volume is higher than the threshold or a volume spike is detected. High Volatility Alert - Volatility is higher than the threshold. Oscillator Is Extended Alert - Oscillator value has exceeded the upper or lower threshold. Big Candle Alert - A big candle has been detected. Daily Level Touch Alert - One of the daily levels that is turned on is being touched. VWAP Touch Alert - One of the 2 VWAPs are being touched. An alert will trigger when any one of tickers on your scanner meets the alert conditions, so when you see the alert, you will need to go to your chart and look at the scanner to see which ticker it was and then navigate to that chart to look for potential trade setups. The alerts will use the exact same settings you have configured in the settings panel to send you alert notifications. With normal settings, this could give you a lot of alerts, so if you only want alerts to fire when abnormal conditions are being met, try setting up a second screener on your chart that has very high threshold values and only has the most important level touches on. Then turn the setting "Do Not Show The Screener On The Chart" to off so the calculations will still run and fire alerts, but won't clog up your charts. This way you can only get alert notifications when major events happen but still have your normal screener settings available on your chart. Markets This Can Be Used On This screener uses the price action and volume data so you can use it to scan any type of market you would like as long as the ticker you are scanning has price and volume data feeds. If a market does not have volume data, then it will just show NaN in the volume row and the VWAP rows will not show anything.
Pine Script®指标
由FriendOfTheTrend提供
Playbook Regime &Setups PublicPlaybook (Public) is a market-structure and regime framework designed for intraday traders who want clearer context before taking discretionary entries. It classifies conditions as UP / DOWN / RANGE using EMA alignment and trend strength, then highlights breakout and pullback readiness in the direction of the active regime. A simple confidence score and session context are included to help filter lower-quality conditions. Market regime + setup readiness (breakout/pullback) with confidence & session context. How to use Start with the Regime (UP/DOWN/RANGE). Prioritize trades aligned with the regime. Use Ready / Setup status as a qualification layer, not a standalone entry system. Use Confidence as a filter (higher confidence = stronger trend alignment / separation). If enabled, VWAP bias can be used as an additional directional filter. Notes / limitations Intended for intraday charts and liquid markets. Signals are evaluated on bar close. This script is a framework for context and qualification only. It is not financial advice.
Pine Script®指标
由omarsan9063f提供
MA-trix Laboratory [DAFE]MA-trix Laboratory : The Ultimate Moving Average & Trend Following Engine 55+ Algorithms. Dual/Triple MA Systems. Advanced Signal Filtering. Quantum Smoothing. This is not just a moving average; it is the definitive toolkit for forging your perfect trend. █ PHILOSOPHY: WELCOME TO THE LABORATORY The moving average is the cornerstone of technical analysis. It is also, in its standard form, an obsolete, one-dimensional tool. A simple EMA or SMA is a blunt instrument in a market that demands surgical precision. It lags, it whipsaws, and it fails to adapt to the market's ever-changing character. The MA-trix Laboratory was not created to be another moving average. It was engineered to be the final word on moving averages—a comprehensive, institutional-grade research and execution environment. This is not an indicator; it is a powerful, interactive sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach. Here, you can experiment, test, and forge a moving average system that is perfectly synchronized with your specific market, timeframe, and analytical style. We have deconstructed the very concept of "average" and rebuilt it from the ground up, creating a library of over 55 distinct mathematical algorithms —from timeless classics to proprietary quantum models—all housed within a single, unified, and infinitely configurable engine. █ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS This tool stands in a class of its own, offering a suite of features that collectively create an unparalleled analytical experience. The 55+ Algorithm MA Core: This is the heart of the Laboratory. You are not limited to one or two MA types. You have a vast library of over 55 unique mathematical engines at your command, from classical SMAs to advanced adaptive algorithms like KAMA and FRAMA, to proprietary DAFE models like the "DAFE Flux Reactor" and "DAFE Quantum Step." Multi-MA Architecture: Seamlessly switch between Single, Dual, and Triple MA operational modes. Build classic two-line crossover systems, three-line trend alignment confirmations, or beautiful, flowing ribbons with just a single click. Advanced Post-Smoothing Engine: In a revolutionary step, you can apply a second layer of signal processing to your chosen MA. Select from a suite of over 20 professional-grade noise filters —including Ehlers' SuperSmoother, Kalman Filters, and the proprietary "DAFE Phase-Zero"—to surgically remove noise from your MA line after it has been calculated, achieving unprecedented smoothness without significant lag. The Institutional Signal Filtering Suite: A signal is only as good as its filter. The Laboratory includes a powerful, multi-domain filter engine that acts as an intelligent gatekeeper for your signals. You can require signals to be confirmed by any combination of: 📦 Volume: Require a surge in volume to validate a crossover. 🌊 Volatility: Only take signals during low-volatility "squeeze" conditions or high-volatility expansions. 💪 Trend: Use the ADX to ensure you are only taking signals in the direction of a strong, established trend. 🚀 Momentum: Use RSI, MACD, or ROC to confirm that momentum is on your side. Integrated Performance Engine: How do you know which of the 55+ algorithms is best? You test it. The built-in Performance Dashboard is a comprehensive backtesting engine that tracks every trade generated by your configuration, providing real-time data on Win Rate, Profit Factor, Net P&L, and Max Drawdown. █ THE ARSENAL: A DEEP DIVE INTO THE ALGORITHMIC CORE This is your library of mathematical DNA. The 55+ MA types are grouped into distinct families, each with a unique philosophy. THE ALGORITHM FAMILIES The Classics (SMA, EMA, WMA, etc.): The foundational building blocks. Simple, reliable, and universally understood. EMA for responsiveness, SMA for smoothness. The Low-Lag Warriors (DEMA, TEMA, Hull MA, ZLEMA): A family of MAs engineered specifically to combat the inherent lag of classical averages. The Hull MA is a standout, offering a remarkable balance of extreme smoothness and near-zero lag. The Adaptive Geniuses (KAMA, VIDYA, FRAMA, Volatility Adjusted MA): These are "smart" MAs. They contain internal logic that allows them to automatically change their speed based on market conditions. They will tighten up in fast-moving trends and loosen in sideways chop, intelligently filtering out noise. The DSP & Quantitative Masters (Gaussian, Ehlers, Butterworth, Laguerre): These algorithms are born from the world of digital signal processing and advanced mathematics. They use sophisticated techniques like bell-curve weighting, non-linear feedback loops, and frequency filtering to separate the true trend "signal" from market "noise" with unparalleled precision. The DAFE Proprietary Engines (The "Black Ops" MAs): The crown jewels of the Laboratory. These are custom-built, proprietary algorithms you will not find anywhere else: DAFE Flux Reactor: A volatility-thermodynamic MA that adapts its alpha using a sigmoid function on Bollinger Band width, creating explosive responsiveness during volatility breakouts. DAFE Tensor Flow: A multi-vector MA that uses a weighted average of the OHLC data (a "tensor") before applying Hull smoothing, creating an incredibly robust center of gravity. DAFE Quantum Step: A non-linear, stepped MA that only moves if price exceeds a volatility-based quantum threshold, effectively ignoring all insignificant noise. DAFE Gravity Well: An institutionally-focused MA that weights its calculation by both time (recency) and volume, pulling the average towards zones of heavy market participation. THE POST-SMOOTHING FILTERS This is a second layer of refinement. After your primary MA is calculated, you can pass it through one of over 20 advanced filters to achieve an even higher degree of clarity. The Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): A suite of brilliant DSP filters for surgical noise removal. The Kalman Filter: A predictive filter from robotics and aerospace engineering that provides an "optimal estimate" of the MA's true position. DAFE Proprietary Smoothers: DAFE Phase-Zero: Uses a de-trending feedback loop to achieve near-zero lag smoothing. DAFE Spectral Smooth: A frequency-domain filter that removes jitter while preserving the primary trend. █ OPERATIONAL MODES & SIGNAL GENERATION The Laboratory is designed for ultimate flexibility. Modes: Instantly switch between Single, Dual, and Triple MA modes. Each mode can be a standard line display or a beautiful, flowing Ribbon . Signal Logic: You have complete control over what constitutes a "signal." Choose from nine different logic modes, including classic Price Cross , Dual MA Cross , Triple MA Alignment , or even advanced logic like Slope Change and Sequential Cross . The Filter Gauntlet: Before a signal is plotted, it can be passed through the four-stage filtering suite. You can demand that a simple EMA crossover is also confirmed by high volume, ADX trend strength, and bullish RSI—all at the same time. This transforms a basic signal into a high-conviction, multi-factor setup. █ THE MASTER DASHBOARD: YOUR MISSION CONTROL The comprehensive dashboard is your unified command center for analysis and performance tracking. Engine Status: See the currently selected Operation Mode and a detailed breakdown of the type and length of each active MA. Market Dynamics: Get an at-a-glance view of the current Trend Status, Momentum intensity (based on MA slope), and the percentage deviation of price from your primary MA. Filter Readout: If filters are enabled, the dashboard provides a live status for each active filter (Volume, Volatility, Trend, Momentum), showing you a "PASS" or "BLOCK" status in real-time. Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Trade Count, Win Rate, Profit Factor, Net P&L, and Max Drawdown. █ DEVELOPMENT PHILOSOPHY The MA-trix Laboratory was born from a deep respect for the moving average and a relentless desire to push its boundaries into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation and customization. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging your own alpha, not just following someone else's. "I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader." █ DISCLAIMER AND BEST PRACTICES THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trend and signal generation framework. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis. TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms, settings, and filters on your chosen asset and timeframe. Find what works, and build your strategy around that data. START SIMPLE: The possibilities can be overwhelming. Begin with a classic Dual MA mode (e.g., EMA 20/50) with no filters. Once you are comfortable, begin experimenting with more advanced MA types and layering on filters one by one. RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors. Never risk more capital than you are prepared to lose. — Ed Seykota, Market Wizard The MA-trix Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you. Taking you to school. - Dskyz, Don't be average. Trade with MA-trix. Trade with DAFE
Pine Script®指标
由DskyzInvestments提供
Prop Safety Filter - Dynamic SizeListen, we all know the market gets too fast sometimes. This scrypt lets you set your personal daily loss limit and helps you guess when market conditions will let you trade up to 4 trades without blowing your PDLL. You earnetly can still trade if the screen goes red, but the suggestion is if you do, trade smaller. Tell it how many micros you're trading and this script uses ATR to determine if the individual candles are too wild or not for you to hold a trade with a reasonably small stop loss. I "wrote" this script with Gemini, so if you have any issue with it, have gemini rewrite it for you, no problem.
Pine Script®指标
由TradingNichols提供
Super OscillatorSuper Oscillator – Intraday Momentum Super Oscillator is a momentum-based oscillator designed for intraday trading, optimized for 1-minute charts and fast market conditions. The indicator uses a zero-centered momentum model with dynamic smoothing and clearly defined zones to help traders identify exhaustion, pullbacks, and momentum shifts without excessive noise. Key Features Zero-centered oscillator for immediate directional bias Dynamic overbought and oversold zones Neutral “dead zone” to avoid low-probability trades Smoothed momentum line with signal line for timing entries Optimized for scalping and short-term intraday trading Fully compatible with TradingView Pine Script v6 How to Use Overbought zone: Look for bearish reactions or momentum exhaustion Oversold zone: Look for bullish reactions or pullbacks Dead zone: Avoid trades when momentum is unclear Use the oscillator as a confirmation tool, always with price action and structure Best Use Case Intraday scalping (1M–5M) Futures markets (indices, metals) NY session trading Disclaimer This indicator does not predict price direction. It measures momentum and exhaustion and should be used as part of a complete trading plan with proper risk management.
Pine Script®指标
由THEGREATNAPLESTRADERX提供
MACD-V (Volatility Normalized MACD)Award-Winning Momentum Indicator by Alex Spiroglou (CMT Charles Dao Award & NAAIM Founders Award, 2022) The classic MACD has powered trading decisions for decades, but it suffers from five major limitations that undermine consistency: 1- Readings are not comparable over time (absolute price dependency causes massive scale differences across decades) 2- Not comparable across markets or assets (e.g., stocks vs. forex vs. crypto) 3- No universal overbought/oversold levels 4- Excessive whipsaws in low-momentum/range-bound conditions 5- Lagging signals in high-momentum reversals (e.g., missing big chunks of V-shaped recoveries) MACD-V solves all five issues by normalizing momentum against volatility instead of price. Core Formula MACD-V = (EMA(12) - EMA(26)) / ATR(26) × 100 This expresses momentum in units of Average True Range (ATR), creating a volatility-adjusted oscillator that remains mathematically meaningful and comparable: -Analysts can use MACD-V across any timeframe: -Across any asset class (stocks, forex, commodities, bonds, crypto) -Over decades of history Key Features & Benefits Time-stable & cross-market comparable: A +100 reading today has the same meaning as +100 in the past years, regardless of asset or price level. Universal extremes: ±150 captures ~95% of all readings across markets → extreme/stretched momentum. Momentum Lifecycle Roadmap (objective framework): +150 or < -150: Extreme / overstretched (high reversal risk) +50 to +150 or -50 to -150: Strong directional momentum (rallying, retracing, rebounding, reversing) -50 to +50: Neutral / low momentum / ranging (avoid most signals — high whipsaw zone) Range Rules for regime context: In bullish regimes (price > 200 EMA), -50 to -150 becomes the practical oversold zone; readings below -100 are rare and often powerful buy setups. Opposite in bearish regimes. Improved signal quality: Filter whipsaws in neutral zone, anticipate lag in extremes, prioritize high-probability crosses in strong-momentum bands. MACD-V Histogram (MACD-VH): Normalized short-term momentum with extremes at ±40 for fast reversal detection. Backtesting & strategy-friendly: Enables reliable historical analysis, cross-asset relative strength, and systematic rules MACD-V transforms momentum from subjective art into objective, repeatable science — giving you consistent, actionable insights no matter what you're trading. Use it standalone or layer with trend filters (e.g., 200 EMA), volume, or price action for even stronger edges. Developer: Alex Spiroglou Open-source versions inspired by his work — feel free to fork and improve! Happy trading! 🚀
Pine Script®指标
由KivancOzbilgic提供
15
Smart Liquidity & Step-TrendSmart Liquidity & Step-Trend Overview The Smart Liquidity & Step-Trend is a technical analysis tool designed to identify market manipulation points, specifically Liquidity Sweeps, and filter them using a Dynamic Multi-Timeframe (MTF) Trend. By combining Price Action concepts with institutional flow logic, this indicator helps traders spot high-probability reversal zones where "Smart Money" typically enters the market by capturing retail stop-losses. The Core Concept: Where is the Liquidity? Markets do not move randomly. Institutional players require significant liquidity to fill their large orders. This liquidity is often found where retail traders place their stop-loss orders: above obvious swing highs and below obvious swing lows. A Liquidity Sweep occurs when the price briefly breaks through these key levels to trigger stops/orders and then immediately reverses back into the range. This indicator visualizes these events as potential turning points. To increase the probability of success, the Step-Trend (EMA) provides a higher-timeframe context, ensuring you are aware of the dominant market direction. Key Features Advanced Sweep Detection: Automatically identifies false breakouts of key swing highs and lows. Dynamic MTF Logic: - Trend Filter: The EMA (Exponential Moving Average) is calculated on a timeframe of your choice (e.g., 4H) even while viewing a lower timeframe (e.g., 15m). - MTF Swings: Support and Resistance zones are derived from MTF data for higher reliability. Temporary vs. Historical Zones: - Mitigation Logic (Default): Zones are automatically deleted once the price closes through them. This keeps your chart clean, showing only active and relevant levels that haven't been "tested" yet. - History Mode: Toggle "Show Historical Zones" to keep all past levels on the chart for backtesting and analysis. ATR Filter (Zone Importance): Adjustable sensitivity to filter out market noise and focus on significant liquidity grabs. How to Trade with This Indicator 1. Trend Confluence (Recommended) This is the highest probability setup. - BUY Signal: Look for a "SUPPORT" zone (teal) forming below the price while the Step-Trend EMA indicates an uptrend. This suggests a "buy-the-dip" manipulation. Use the "Trend Confluence Buy Signal" alert. - SELL Signal: Look for a "RESISTANCE" zone (orange) forming above the price while the Step-Trend EMA indicates a downtrend. Use the "Trend Confluence Sell Signal" alert. 2. Scalping & Reversals - Users can utilize the "SUPPORT" and "RESISTANCE" zones as potential targets or quick scalp entry points even against the main trend. Use the "Any Trend" sweep alerts for this style of trading. Settings Explained - Liquidity & Trend Timeframe: The timeframe used for trend calculation and swing detection. - Swing Sensitivity: How "obvious" a high or low must be to be considered a liquidity target. - Zone Importance (ATR Filter): Defines how deep the sweep must be relative to current volatility. - Show Historical Zones: Switch between a clean chart (temporary zones) and a backtesting view (historical zones). Important Notice: No indicator is 100% accurate. This tool is intended to confirm your own analysis and trading strategies. Always use proper Risk Management and do not trade based on just one indicator. I hope this tool will help you improve your trading!
Pine Script®指标
由mk77777提供