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Average True Range (ATR)

Adaptive Flow II | AnonycryptousAdaptive Flow II | Anonycryptous Description & user manual Why this indicator is different Most trend-following indicators use a fixed moving average. A 50-period EMA moves at the same speed whether the market is trending hard or grinding sideways. It cannot distinguish between a clean directional move and noise. It gives the same weight to a volatile consolidation as it does to a strong impulse. The result is signals that arrive late in trends and fire repeatedly during chop. Adaptive Flow v2 works differently. At its core is a Kaufman Adaptive Moving Average — a moving average that measures the efficiency of price movement on every single bar and adjusts its own speed accordingly. When price is moving cleanly in one direction with low noise, the flow line accelerates toward price. When price is churning sideways with high volatility and no direction, the flow line nearly stops moving. It adapts. Automatically. Without requiring any manual intervention. V2 builds significantly on this foundation. It adds five configurable stop modes, full market structure detection through BOS and CHoCH events, three independent signal filters, dynamic extension bands, a session-anchored VWAP, and an expanded dashboard. The result is a complete adaptive trend and structure system — not just a trend indicator, but a context-aware trading framework. Important notice Adaptive Flow v2 generates signals based on technical indicator alignment. These signals are not financial advice. They do not predict the future. They do not guarantee profitability. All trading decisions are made entirely by the user. Always manage your own risk. Always apply your own judgment. 1. Overview Adaptive Flow v2 is an adaptive trend-following indicator built around a Kaufman Adaptive Moving Average with a configurable stop engine and full market structure detection. What it includes: - Kaufman Adaptive Moving Average rendered as a neon glow line with four stacked plot layers - Five stop modes: ATR Trailing, Supertrend, Chandelier, Donchian, and Volatility Pivot - Cloud fill between the flow line and the stop line, reflecting the current trend state - Dynamic extension bands above and below the flow line at configurable ATR distance - BOS and CHoCH structure detection with BOS confirmation filter - Pivot high and low target lines that change color when broken - EMA 200 macro trend filter with higher timeframe support - ADX filter for directional environment confirmation - Session filter to restrict signals to a configurable trading window - Signal cooldown to prevent repeated triggering - Session-anchored VWAP with daily and custom session modes - Bar coloring reflecting the current trend state - Three presets: default, fast, and smooth - Live dashboard with 13 data rows - Seven alert conditions 2. The flow line — Kaufman Adaptive Moving Average The flow line is the visual heart of Adaptive Flow. On every bar it calculates an Efficiency Ratio — a measure of how directionally efficient price movement is relative to total volatility over the lookback period. When the Efficiency Ratio is high — price is moving strongly in one direction with low noise — the flow line accelerates toward price. When the Efficiency Ratio is low — price is ranging with high volatility — the flow line nearly stops moving. This adaptive behavior means the flow line naturally stays close to price during strong trends and pulls away only during genuine transitions. It is not a lagging average that mechanically follows price at a fixed delay. It responds to market character. The flow line is rendered with four stacked plot layers — a sharp core at full opacity and three progressively wider, more transparent layers behind it — creating a neon glow effect that makes it visually distinct on any chart. The noise filter adds an additional gate: KAMA only advances when the price displacement exceeds ATR × threshold. This prevents the flow line from reacting to insignificant micro-movements during low-momentum conditions. Disable it for maximum responsiveness in strong trending environments. 3. Stop engine — five modes The stop engine calculates a dynamic stop level from the flow line. All five modes use the flow line as their reference point, not raw price. This means the stop inherits KAMA's adaptive smoothing before calculating any distance. When the flow line crosses the stop level, the trend flips and a signal fires. 3.1 ATR Trailing (default) The stop trails the flow line at a fixed ATR distance using a ratchet mechanism — it only moves in the direction of the trend and locks in the floor or ceiling. This produces the characteristic smooth, flowing wave that follows the flow line closely. The cloud between the flow line and the stop gives a live view of the trend zone width. Default and recommended for most users. 3.2 Supertrend ATR band above or below the flow line with ratchet mechanism. Similar to ATR Trailing but calculated differently, producing a more angular step-like stop line. More angular appearance, fewer intermediate flips. 3.3 Chandelier The stop trails the highest or lowest flow line value over a configurable lookback window, then subtracts or adds ATR × multiplier. Exits when the flow line has sustained a reversal beyond the lookback range. Better for trending markets where you want to trail a historical extreme rather than the current level. 3.4 Donchian The stop follows the highest or lowest flow line value over a rolling window with no ATR component. Purely range-based. The stop level is exactly the rolling high or low of the flow line — clean, simple, no volatility scaling. 3.5 Volatility Pivot The stop anchors to the last confirmed pivot high or low of the flow line plus an ATR buffer. Structurally aware — the stop sits at a level where the flow line previously reversed, not at an arbitrary distance. Best for traders who want the stop to respect structure rather than trail at a fixed distance. 4. Extension bands When enabled, two bands are drawn above and below the flow line at ATR × multiplier distance. They are not stop levels — they are extension context. When price reaches the upper band during a bullish trend, it may indicate an overextended condition. When price compresses back toward the flow line after touching a band, it may indicate a pullback area. The bands move with the flow line and adapt to current volatility. 5. Market structure — BOS and CHoCH Adaptive Flow v2 includes a full market structure detection engine that runs alongside the adaptive trend engine. Pivot highs and lows are detected on price using configurable left and right bar lookbacks. When price closes beyond a confirmed swing level, the indicator classifies the event as either a Break of Structure or a Change of Character. A BOS fires when price closes beyond a swing level in the direction of the existing structural trend — confirming continuation. Drawn as a dashed line A CHoCH fires when price closes beyond a swing level against the existing structural trend — signaling a potential reversal. Drawn as a solid line. The BOS confirmation requirement prevents false reversals. When set to 1 (default), at least one BOS must confirm the current structural trend before a CHoCH can flip it. This blocks the common false reversal where a sharp pullback briefly closes beyond a swing level before the trend reasserts. Pivot target lines are drawn automatically at the last confirmed pivot high and low. They extend to the right and change color when price closes through them. 6. Signal filters Three optional filters are available. All three can be combined. A signal only fires when all active filters agree. EMA 200 — always active as a macro filter. Bullish signals only fire above the EMA 200. Bearish signals only below. Set the EMA 200 timeframe to a higher timeframe (1H or 4H) when trading on lower timeframes — the native EMA 200 on a 1-minute chart only covers a few hours and provides no meaningful macro context. ADX filter — when enabled, signals only fire when ADX is at or above the configured threshold. Below this level the market is typically ranging and directional signals carry less weight. Default threshold of 20 removes the weakest trend environments. Session filter — when enabled, signals only fire during the configured trading window. Defined in HHMM-HHMM format using exchange timezone. Outside the window the flow line continues calculating but no new signals are generated. Signal cooldown — minimum bars between two signals in the same direction. Prevents repeated triggering during choppy conditions around the stop level. 7. VWAP The VWAP provides a volume-weighted price reference that resets at the start of each session. It represents the average price paid weighted by volume — a key reference for intraday value and institutional order flow. Daily mode resets every calendar day. Custom mode anchors to a specific session defined by start and end times in HHMM-HHMM format. Timezone selection ensures correct boundary alignment. 8. Presets Three preset configurations are available. Selecting a preset overrides the core KAMA calculation parameters. Default — balanced for swing trading on 4H and daily charts. Adaptive length 14 | Fast constant 2 | Slow constant 30 | Noise threshold 0.3. Fast — built for scalping on 1 to 15 minute charts. Adaptive length 6 | Fast constant 2 | Slow constant 15 | Noise threshold 0.15. Shorter lookback for faster momentum shift detection. Lower noise threshold preserves full adaptive speed. Smooth — designed for position trading on daily and weekly charts. Adaptive length 21 | Fast constant 3 | Slow constant 40 | Noise threshold 0.5. Extended lookback demands sustained momentum before accelerating. Aggressive noise filtering for high-conviction reads only. 9. Dashboard The dashboard displays the live state of all indicator components and updates on every bar. Rows displayed: - Adaptive Flow — indicator name with trend-colored header and current timeframe - Trend — current flow line direction: bullish or bearish - Stop Mode — active stop mode in use - Structure — current structural direction from BOS/CHoCH logic - EMA 200 — whether price is above or below the macro filter - VWAP — whether price is above or below session value - ADX — current ADX value with confirmation indicator - Session — whether the session filter is active and the current bar is inside the window - Noise Filter — whether the noise gate is active - Stop Distance — distance from current close to stop level in ATR multiples and as a percentage - Trend Bars — number of bars the current trend has been active - BOS Count — number of confirmed BOS events in the current structural direction - Signal — last signal fired: buy, sell, CHoCH, BOS, or none 10. Settings reference KAMA & Calculation - Price Source: input for the flow line calculation - Adaptive Length: efficiency ratio lookback period - Fast Constant: smoothing speed during trending conditions - Slow Constant: smoothing speed during ranging conditions - Enable Noise Filter: toggle the displacement gate - Noise Threshold: minimum ATR multiple required to advance the flow line - Preset: Default, Fast, or Smooth Stop Engine - Stop Mode: ATR Trailing, Supertrend, Chandelier, Donchian, or Volatility Pivot - ATR Length: volatility measurement period - ATR Multiplier: distance scaling for the stop level - Stop Lookback: rolling window for Chandelier and Donchian modes - Pivot Buffer: ATR buffer for Volatility Pivot mode Market Structure - Show BOS / CHoCH: toggle structure detection - Pivot Left / Right Bars: swing confirmation lookback - Max Structure Levels: maximum lines shown on chart - BOS Required Before CHoCH Flip: false reversal filter - Show Pivot Target Lines: toggle automatic target lines - Target Line Color and Width Signal Filters - EMA 200 Timeframe: leave empty for chart timeframe - Show EMA 200: toggle line and label visibility - EMA 200 Color - Enable ADX Filter: toggle directional environment gate - ADX Length and Threshold - Enable Session Filter: toggle session-based signal restriction - Session Window: HHMM-HHMM format - Signal Cooldown: bars between signals VWAP - Session: Daily or Custom - Timezone: UTC, Exchange, or major financial center timezone - Session Window: for Custom mode - Show VWAP: toggle line and label - VWAP Color Visuals - Bull Color and Bear Color - Cloud Transparency: fill between flow line and stop - Show Extension Bands: toggle ATR extension bands - Extension Band Multiplier: distance from flow line - Show Reversal Signals: toggle triangle markers - Color Candles: toggle bar coloring - Candle Transparency Dashboard - Show Dashboard - Size: Tiny, Small, or Normal - Position: Top Left, Top Right, Bottom Left, or Bottom Right 11. How to use 11.1 Initial setup Select a preset matching your primary trading style. Set the EMA 200 timeframe to a higher timeframe when trading on lower timeframes — 60 for 1H, 240 for 4H. Set the VWAP to Daily or configure a custom session matching your primary market. Choose a stop mode — ATR Trailing is the default and works well across all timeframes. Enable the session filter and ADX filter if you want stricter signal conditions. 11.2 Reading the chart The flow line and its glow indicate the current adaptive trend. Green indicates a bullish environment. Red indicates a bearish environment. The cloud between the flow line and the stop shows the trend zone width — a wide cloud indicates strong momentum, a narrowing cloud indicates the flow line is slowing. The stop line is where the trend flips. A reversal signal fires when the flow line crosses it. Triangle markers appear at the stop line at the signal bar. Extension bands show how far price has moved from adaptive value. Price at the upper band in a bullish trend may indicate overextension. Price returning toward the flow line after touching a band may offer a pullback reference. BOS and CHoCH lines show structural context. Use them to understand whether the trend is in a confirmation phase (BOS firing repeatedly) or approaching a potential reversal (flow line slowing while price approaches a structural level). 11.3 Timeframe guide 1 to 5 minutes — Fast preset. EMA 200 timeframe set to 60 or 240. Session filter recommended. 15 to 30 minutes — Fast or Default preset. EMA 200 timeframe 240 or D. 1 hour to 4 hours — Default preset. Native EMA 200 or D timeframe. Daily and above — Smooth preset. Native EMA 200. 11.4 Stop mode selection guide ATR Trailing — best for most situations. Smooth, flowing, closely follows the flow line. Supertrend — fewer flips, more angular. Good for lower timeframe noise reduction. Chandelier — suited for trending markets where you want to trail a recent high or low. Donchian — clean range-based stop with no ATR influence. Simple and transparent. Volatility Pivot — best when you want the stop at a structurally meaningful KAMA level. 11.5 Context Adaptive Flow v2 identifies adaptive trend direction and market structure. It does not filter by fundamental events, news, or macro calendar. A bullish signal during a risk-off macro event may fail more often than one in a clear trending environment. Always apply your own context and judgment alongside the indicator output. 12. Alerts Seven alert conditions are available: - Bull Trend: flow line crosses above the stop level, EMA 200 above, all active filters passed. - Bear Trend: flow line crosses below the stop level, EMA 200 below, all active filters passed. - Any Trend Change: fires on either bull or bear trend signal. - Bull CHoCH: market structure flips to bullish via Change of Character. - Bear CHoCH: market structure flips to bearish via Change of Character. - Bull BOS: bullish Break of Structure confirms trend continuation. - Bear BOS: bearish Break of Structure confirms trend continuation. All alerts include exchange, ticker, and interval in the message. 13. Disclaimer This indicator is provided for educational and informational purposes only. All outputs are based on historical price action calculations and do not guarantee future results. Trading financial instruments involves significant risk of loss. Past performance does not indicate future results. Use at your own discretion.
อินดิเคเตอร์ Pine Script®
โดย Anonycryptous
RMA ATR BandsRMA ATR Bands is a directional volatility trend indicator built around a smoothed RMA baseline combined with asymmetric ATR expansion bands. Unlike traditional symmetric ATR envelopes, the indicator uses independent upper and lower ATR multipliers to create adaptive directional filtering and trend regime detection. This allows the system to respond differently to bullish and bearish volatility conditions while maintaining a smoother baseline structure through RMA smoothing. Bullish regime: • Price closes above the upper ATR expansion band Bearish regime: • Price closes below the lower ATR expansion band
อินดิเคเตอร์ Pine Script®
โดย SchizoQuant
RCV Decision Matrix GB English version ---------------------------------------------------------------------------------------------------------------------- RCV Decision Matrix v1.6 — companion module for ROC Composite Volatility v5.6+ WHAT IT DOES DM v1.6 reads 9 numeric outputs from the RCV v5.6 indicator (Composite, ΔComposite, Strength, Wt.Sync LT/ST, Volatility regime, Scenario, Trend direction, Unsafe flag) and converts them into a single trading decision through a formal pipeline: weighted score + soft penalties + hard vetoes + history classifier. The module does NOT generate buy/sell signals. It is an analytical calculator that synthesizes 9 RCV metrics into one verdict. REQUIREMENT Works EXCLUSIVELY with ROC Composite Volatility v5.6 or higher on the chart. All 9 sources in DM settings must be mapped to RCV outputs (DM:Composite, DM:dCom, DM:strength, etc.). Without proper mapping the module won't function. OUTPUT TABLE The module displays a compact 6-row table: • Decision — 7-level verdict from STRONG SHORT to STRONG LONG • Risk — safety status (SAFE / CAUTION / UNSAFE) • Score — final balance (−150…+150) after modifiers • History — scenario behavior pattern over last N bars • Blockers — list of triggered Vetoes • Watch — list of active Warnings 7 DECISION LEVELS STRONG LONG (≥+80) → LONG (+60…+80) → WEAK LONG (+40…+60) → NEUTRAL (−40…+40) → WEAK SHORT → SHORT → STRONG SHORT (≤−80) SCORE FORMULA Weighted sum of 8 factors: ΔComposite (15%), Composite position (20%), Strength (15%), Wt.Sync LT (15%), Wt.Sync ST (10%), Volatility regime (5%), Scenario score (15%), Trend direction (5%). Weights are adjustable. PENALTIES (P1–P4) — soft modifiers P1: HIGH/EXTREME volatility (×0.7) P2: Whipsaw/Chaos history (×0.6) P3: Score against Trend (×0.8) P4: Weak Wt.Sync (×0.85) Penalties multiplicatively reduce Score but don't change level directly. VETOES (V4–V9 + Distrib + LT-div) — hard blockers V4 Unsafe / V5 Regime / V6 OB-OS / V7 ST-Bubble trap / V8 Combo extreme / V9 ΔTotal spike / Distribution-veto / LT-diverge-veto. Each triggered Veto shifts Decision level by 1 step toward NEUTRAL. MARKET PRESETS 4 modes with calibrated thresholds: • Crypto — BTC, ETH, altcoins (V6: 78/22, V9: 5.0) • RUS Stocks — IMOEX, MOEX equities (V6: 75/25, V9: 7.0) • US Stocks — SPX, NDX (V6: 76/24, V9: 6.0) • Custom — manual configuration HIST CLASSIFIER v1.6 Analyzes last 5 RCV scenarios and classifies into 10 patterns: Sustained-Markup / Sustained-Distribution / Bull-Progression / Bear-Progression / Bull→Bear-Flip / Bear→Bull-Flip / Building-Up / Building-Down / Whipsaw / Quiet. Each pattern provides a contextual recommendation (HOLD, STRONG SETUP, REVERSAL ALERT, AVOID). CONFLUENCE 3/4 RULE (recommended) Enter a position only when 3 of 4 contexts agree: 1. Decision ≥ WEAK LONG / ≤ WEAK SHORT 2. Risk = SAFE 3. History = directional pattern (not Whipsaw/Quiet) 4. Price structure confirms (BOS, OB, liquidity) NO REPAINT All calculations on bar close. Historical values are fixed. RECOMMENDED TIMEFRAMES 1h, 4h, 1D, 1W. Calibrated for higher timeframes. Not recommended below 1h (scenario noise degrades the classifier). USE CASES • Filter for SMC/Wyckoff entries — DM confirms market context • Trap detection — V7 blocks entries into ST manipulative spikes • Trend phase identification — History classifier distinguishes Markup, Distribution, and Reversal • Position sizing — Decision level + Risk status guide trade size DISCLAIMER The module is an analytical tool, not a signal generator. All entry/exit decisions must be made by the trader with consideration of price structure, liquidity, and risk management. ----------------------------------------------------------------------------------------------------------------------RU Русскоязычная версия ---------------------------------------------------------------------------------------------------------------------- RCV Decision Matrix v1.6 — модуль-компаньон для индикатора ROC Composite Volatility v5.6+ ЧТО ДЕЛАЕТ DM v1.6 считывает 9 числовых выходов RCV v5.6 (Composite, ΔComposite, Strength, Wt.Sync LT/ST, режим волатильности, сценарий, направление тренда, флаг небезопасности) и преобразует их в единое торговое решение через формальный pipeline: взвешенный скор + мягкие штрафы + жёсткие блокеры + классификатор истории. Модуль НЕ генерирует сигналы buy/sell. Это аналитический калькулятор, синтезирующий 9 метрик RCV в одно заключение. ТРЕБОВАНИЕ Работает ИСКЛЮЧИТЕЛЬНО с ROC Composite Volatility v5.6+ на графике. Все 9 источников в настройках DM должны быть привязаны к выходам RCV (DM:Composite, DM:dCom, DM:strength и т.д.). Без корректной привязки модуль не работает. ВЫХОДНАЯ ТАБЛИЦА 6 строк: • Decision — 7-уровневый вердикт от STRONG SHORT до STRONG LONG • Risk — статус безопасности (SAFE / CAUTION / UNSAFE) • Score — итоговый баланс (−150…+150) после модификаторов • History — паттерн поведения сценариев за последние N баров • Blockers — список сработавших Vetoes • Watch — список активных Warnings 7 УРОВНЕЙ DECISION STRONG LONG (≥+80) → LONG (+60…+80) → WEAK LONG (+40…+60) → NEUTRAL (−40…+40) → WEAK SHORT → SHORT → STRONG SHORT (≤−80) ФОРМУЛА SCORE Взвешенная сумма 8 факторов: ΔComposite (15%), позиция Composite (20%), Strength (15%), Wt.Sync LT (15%), Wt.Sync ST (10%), режим волатильности (5%), сценарий (15%), направление тренда (5%). Веса настраиваются. PENALTIES (P1–P4) — мягкие штрафы P1: высокая/экстремальная волатильность (×0.7) P2: история Whipsaw/Хаос (×0.6) P3: Score против тренда (×0.8) P4: слабая Wt.Sync (×0.85) Штрафы мультипликативно снижают Score, но не сдвигают уровень напрямую. VETOES (V4–V9 + Distrib + LT-div) — жёсткие блокеры V4 Unsafe / V5 Режим / V6 OB-OS / V7 ловушка ST-Bubble / V8 Комбо-экстремум / V9 Спайк ΔTotal / блокер распределения / блокер LT-дивергенции. Каждый сработавший Veto сдвигает Decision на 1 шаг к NEUTRAL. MARKET PRESETS 4 пресета с откалиброванными порогами: • Crypto — BTC, ETH, альткоины (V6: 78/22, V9: 5.0) • RUS Stocks — IMOEX, акции МосБиржи (V6: 75/25, V9: 7.0) • US Stocks — SPX, NDX (V6: 76/24, V9: 6.0) • Custom — ручная настройка HIST CLASSIFIER v1.6 Анализирует последние 5 сценариев RCV и классифицирует в 10 паттернов: Sustained-Markup / Sustained-Distribution / Bull-Progression / Bear-Progression / Bull→Bear-Flip / Bear→Bull-Flip / Building-Up / Building-Down / Whipsaw / Quiet. Каждый паттерн содержит контекстную рекомендацию (HOLD, STRONG SETUP, REVERSAL ALERT, AVOID). ПРАВИЛО CONFLUENCE 3/4 (рекомендуется) Входить в позицию только если согласованы 3 из 4 контекстов: 1. Decision ≥ WEAK LONG / ≤ WEAK SHORT 2. Risk = SAFE 3. History = направленный паттерн (не Whipsaw/Quiet) 4. Структура цены подтверждает (BOS, OB, ликвидность) БЕЗ ПЕРЕРИСОВКИ Все расчёты на закрытии бара. Исторические значения фиксированы. РЕКОМЕНДУЕМЫЕ ТАЙМФРЕЙМЫ 1ч, 4ч, 1Д, 1Н. Откалиброван на старших ТФ. Не рекомендуется ниже 1ч (шум сценариев ухудшает работу классификатора). ОБЛАСТИ ПРИМЕНЕНИЯ • Фильтр для входов по SMC/Вайкоффу — DM подтверждает рыночный контекст • Детекция ловушек — V7 блокирует входы в манипулятивные ST-спайки • Определение фазы тренда — классификатор различает Markup, Distribution, Reversal • Сайзинг позиции — уровень Decision и статус Risk задают размер сделки DISCLAIMER Модуль — аналитический инструмент, не сигнальный. Все решения по входу/выходу принимает трейдер с учётом структуры цены, ликвидности и риск-менеджмента.
อินดิเคเตอร์ Pine Script®
โดย Wyckoff_Avenu
2
ATR Volatility Regime [NovaLens]Volatility regime tool built to separate two things ATR alone cannot tell you apart: where volatility currently sits in its own rolling history, and which direction the regime is rotating. Adds a velocity-gated release event on top, so the indicator flags fast coiled-spring releases on the confirmed bar - and refuses to fire on the slow leaks that only look like one. Most volatility tools collapse one axis. A raw ATR plot tells you the bar range and nothing about whether that range is rare. A percentile-rank histogram tells you the rank but not whether vol is loading or unloading. ATR Volatility Regime separates the two by design: Tier tracks where volatility sits in its own rolling history (Compression / Quiet / Normal / Elevated). Phase tracks where volatility is rotating (Rising / Topping / Falling / Bottoming). A Compression reading is not a breakout signal. It is the market saying "vol is loaded." Whether it actually releases depends on the next move. When a sustained compression actually breaks above mid-rank within a 5-bar velocity window, the indicator prints a Release diamond and pulses the pane background. Slow leaks that drift through Quiet for more than 5 bars are canceled, not reported. That single gate is what separates a real coiled-spring release from a sideways drift. ════════════════════════════════════════════ ◉ HOW IT WORKS The vol input. Wilder ATR over the chosen length, expressed as a percentage of close so the read is comparable across price levels and instruments. Mathematically guarded to stay clean across historical data gaps and unusual price series. The percentile rank. The current ATR% is ranked against its own rolling lookback window (100 / 200 / 300 bars by Horizon). This is an asset-calibrated percentile - "P75 on BTC" means "vol higher than 75% of the last 200 BTC readings," not a market-wide cutoff. The same indicator works across SPY, BTC, EURUSD, and XAU without retuning. The raw rank drives the state engine; an EMA-smoothed copy drives the visual line so the plot reads calm without numbing event detection. Warm-up is honest: until the lookback fills, the panel shows "Warming up" and refuses to assign a tier. NA never collapses to a fake Normal. The tier model. Four tiers cut on rawRank (P25, P50, P75) with asymmetric hysteresis: 1 confirmed bar to step up (so a vol breakout is not missed), 3 confirmed bars to step down (so a tier change only confirms when vol has actually died). The ribbon fill and oscillator line both color by tier. Extreme is a signal class, not a tier; it would flicker on and off at the P90 boundary if we colored the ribbon by it. The phase model. Four phases (Rising / Topping / Falling / Bottoming) read off the rawRank slope. Slow rotations need 2 bars of confirmation to flip; violent moves with |delta rank| > 15 bypass the confirm and flip immediately. Peak and trough detection is plateau-aware: a strict ( greater-than on both sides) check missed the patterns where ATR percentile pins at 100 for multiple bars, so the algorithm uses greater-or-equal on the left side and greater-than on the right. The events. Three signature events, each with its own gating: Compression Release : velocity-gated. The Compression tier must run at least 10 bars to load the spring; on exit, rawRank must reach the mid (>= 50) within a 5-bar window. Slow leaks that drift through Quiet for more than 5 bars are canceled. Re-entering Compression also cancels the pending episode. Extreme Touch : rawRank peaks at >= 90. Re-arm runs through a three-valve cascade (rank drop to <= 75, a higher pivot with a +2 rank headroom so a 98 peak after a 97 cannot re-fire, or 2x lookback time decay) so the same Extreme arc cannot duplicate-fire, but a genuinely higher pivot in the same arc still counts. Cooling : armed when an Extreme fires; fires on the first confirmed bar after where rawRank falls below 75 within a 10-bar window. Disarms on fire or when the window expires. The armed-latch architecture means fast drops out of an Extreme are tracked after the Extreme event arms Cooling, instead of relying on a single fragile cross check that would miss the drop if the threshold was already crossed on the Extreme bar itself. The Playbook Lens. Pure interpretation layer. Engine, percentile, tier, phase, and objective events are identical across lenses. The Lens recolors three visual surfaces only: the panel Playbook row text and tone, the Playbook Heatmap Strip at y = -5, and an optional Tint Price Candles by Playbook Fit overlay. Switching the Lens dropdown answers a different question against the same volatility truth: "does this regime align with the workflow I am running?" - context, never a directive. ════════════════════════════════════════════ ◈ HOW TO READ IT The pane shows the smoothed percentile rank line wrapped in a tier-colored ribbon with a Volatility Glow halo that breathes wider in the loaded zones (Compression and Extreme) and tightens in Normal. Threshold lines mark P25, P50, P75, and P90. Deep blue (Compression): rawRank in [0, 25). Loaded spring. Light blue (Quiet): rawRank in [25, 50). Below median, not stretched. Gray (Normal): rawRank in [50, 75). Typical bar ranges. Orange (Elevated): rawRank in . High vol relative to recent history. Red (Extreme): event color, not a tier. Drives Extreme Touch markers. Teal (Release): event color, not a tier. Drives Compression Release markers. Markers, in order of conviction: Compression Release (diamond on the line, Release color, with a matching pane background pulse): a >= 10 bar compression run resolved into Normal+ within 5 bars. Non-directional by design - a volatility state change, not a price direction call. Extreme Touch (small circle anchored to the actual peak bar, Extreme color): rawRank just peaked at or above the 90th percentile of its rolling history. Reads as topping pressure of vol, not a directional reversal call. Cooling (panel-only event, no chart marker): the first confirmed bar after an Extreme where rawRank fell back below 75 within a 10-bar window. Surfaces in the Last Event row and the Cooling alert. The info panel synthesizes six rows: Volatility (tier + P-Score), Flow (phase), Age (bars in tier + the per-tier duration percentile so a 200-bar Quiet stretch is compared against historical Quiet stretches, not Elevated), Last Event / Context (state-based decay, no fixed timer), ATR Range (current bar range as % of price, with absolute price-unit ATR in the row tooltip), and Playbook (the Lens context read). The Last Event row uses state-based decay , not an arbitrary 10-bar timer. A Compression Release stays visible while phase is Rising or tier is Normal+. An Extreme Touch stays visible while tier is Elevated. A Cooling read stays visible while tier is Normal or Elevated. When the event's regime context expires, the row returns to Context and summarizes the current regime instead of resizing or disappearing. ════════════════════════════════════════════ ✦ HOW WE USE IT: THE COILED-SPRING ARC This is the arc the indicator is built to catch - not the only path. Many compressions resolve sideways without a confirmed release, and the velocity gate is what filters those out. A common pattern on a liquid index or crypto chart, Swing profile (default), Neutral lens: the line drops into Compression and parks there for 15-30 bars. The ribbon turns deep blue, the Glow widens, and the panel Age row may read something like "Mature · 22 bars" or "Extended · 22 bars" - meaning the current run has already lasted longer than most recent Compression stretches on this market. The spring is loaded. The full arc reads in four panel updates: Release. rawRank reaches 50+ within the 5-bar velocity window after exiting Compression. A Release diamond prints on the line, the pane background pulses teal for one bar, and the Last Event row reads "Compression Release". Run. Within a few bars the tier transitions through Normal into Elevated, the phase row flips Rising, and the smoothed line climbs toward the upper distribution. Touch. If the move keeps loading, rawRank peaks at 92-98 and an Extreme Touch circle prints on the peak bar - the smoothed line is now in the upper edge of its own rolling distribution. The Last Event row updates to "Extreme Touch". Unwind. Within 10 bars rawRank falls below 75. Cooling fires and the Last Event row updates again. The Playbook Lens reframes the same arc without changing a number. Flip to Breakout: the Heatmap Strip lights teal during the release window (favorable) and dims toward red as the move stretches into Extreme (less favorable). Flip to Mean Reversion: the strip stays red through the release (vol is the wrong direction for fading) and only lights teal when Cooling confirms and tier drifts back through Normal toward Quiet. Flip to Risk Control: Compression marks calmer bar-range context, Elevated and Extreme mark the wider-bar context. Same volatility truth, different playbook fit. The engine is identical across lenses; only the interpretation layer changes. ════════════════════════════════════════════ ✦ OTHER APPLICATIONS Breakout context : Compression Release diamonds after a loaded quiet regime, optionally combined with the Heatmap Strip reading favorable under the Breakout lens Trend context : Rising Elevated or Rising Normal volatility as movement context for an external trend plan Mean-reversion context : quieter or cooling regimes that may be more suitable for contained-range workflows Volatility risk overlay : Elevated and Extreme states as wider-bar context when reviewing size, stops, or trade frequency Vol regime classifier : use the Volatility row + Flow row in the panel as a top-down filter for any external trade plan, independent of the Lens Alert-driven workflow : subscribe to Compression Release + Extreme Touch + Cooling and check the chart only when the volatility regime actually changes, not every bar ════════════════════════════════════════════ ⚙ GETTING STARTED ATR Volatility Regime ships with three pre-tuned Horizon profiles plus a Custom override. Pick a horizon and start reading the regime: Intraday : ATR 14, lookback 100, smoothing 3. Faster events, lighter hysteresis (1 up / 2 down). Use on 1m through 1H charts. Swing (default) : ATR 14, lookback 200, smoothing 5. Balanced. Start here on 1H through 1D charts. Long-Term Hold : ATR 20, lookback 300, smoothing 5. Slower, rarer events, heavier hysteresis (2 up / 3 down). Use on 1D and above. Custom : full manual control of ATR Period, Lookback Window, and Smoothing. Core settings: Horizon : selects the tuning bundle above. Start with Swing. ATR Period (Custom) : Wilder ATR period for the volatility input, in BARS. 14 is the standard. Shorter = more reactive; longer = smoother. Applies only when Horizon = Custom. Lookback Window (Custom) : rolling lookback the ATR% is percentile-ranked against. Larger = smoother distribution, fewer extreme reads, slower compression releases. Smaller = sharper, more events. Smoothing (EMA) (Custom) : EMA bars applied to the percentile-rank for the visual DISPLAY layer (plot, ribbon, panel readouts). The RAW rank still drives tier, phase, and events - smoothing only calms the visual. Set to 1 to disable smoothing. Playbook Lens: Neutral (default) : factual regime read, heatmap stays gray. Use this to learn the engine. Breakout : range-expansion context. Loaded Compression and Compression Release read favorable; already-stretched Elevated or Extreme states shift toward caution. Trend : directional-movement context. Rising Elevated and Rising Normal regimes read favorable; topping or cooling volatility shifts toward caution. Mean Reversion : contained-range context. Quiet, Cooling, and Normal/Falling regimes read favorable; Release, Elevated, and Extreme regimes shift toward caution. Risk Control : stretched-volatility context. Compression reads calm; Elevated and Extreme states warn that bar ranges are wide. The Lens NEVER changes the engine - same tier, same phase, same Compression Release, same Extreme Touch, same alerts. Only the panel Playbook row text, the Heatmap Strip color, and the optional candle tint move. Display: Show Compression Releases (hero): diamond on the line + pane background pulse on release. On by default. Show Extreme Touches : circle on the peak bar at rawRank >= 90. On by default. Show Price Chart Markers : mirrors Compression Release diamonds and Extreme bar tints onto the price chart. OFF by default to keep the price chart clean. Show Raw Rank Line : faint unsmoothed percentile rank line behind the smoothed display line. OFF by default. Toggle on to debug fast vol changes. Show Volatility Glow : halo that widens at the loaded extremes (Compression and Extreme) and tightens in Normal. On by default. Show Info Panel : 6-row state panel. On by default. Panel Position : Top Right (default), Top Left, Bottom Right, Bottom Left, Middle Right. Theme : Auto (detect chart background), Dark, or Light. Show Playbook Heatmap Strip : thick band at y = -5 that recolors with the Lens. On by default. Tint Price Candles by Playbook Fit : paints price-chart candles with the Release / Extreme palette per the active Lens. OFF by default; disabled automatically when Lens = Neutral. Appearance / Palette (6 color pickers): Compression, Quiet, Normal, Elevated, Extreme, Release - each on its own line with a state-explainer tooltip. The Display Rank line, Raw Rank, Tier Ribbon fill, Volatility Glow, Heatmap Strip, panel tier text, candle tints, and event markers all reference these inputs so users can adapt the palette (color-blind, light-mode, brand themes) without forking the script. ════════════════════════════════════════════ △ LIMITATIONS Warm-up : the lookback window must fill before any tier is assigned. On Swing (200) that is 200 bars; on Long-Term Hold (300) that is 300. Until then, the panel shows "Warming up" and the state engine refuses to fake a Normal read. Visual smoothing lag : the visible line is intentionally calmer than the raw engine. ATR is a backward-looking Wilder-smoothed measure, and the display line is lightly EMA-smoothed on top, so fast volatility expansions can look slightly delayed in the visible plot. The rawRank engine is the sharper layer underneath and is what actually drives the tier, phase, events, and alerts. The smoothed line is the readable copy; do not read a slight visual delay as the event engine being slow. Percentile is relative, not absolute : a "Compression" read on a chronically quiet asset can still be wider than an "Elevated" read on a chronically loud asset. The indicator compares each asset against ITS OWN history, not across markets. Regime shifts shrink the window : a structural vol regime change (e.g. a quiet 2-year period followed by a sustained higher-vol regime) takes about one lookback window to fully recalibrate. The first few weeks after a regime shift can read noisier than the steady-state. Compression Release is non-directional : the diamond and the pane pulse tell you the spring released, not which way price went. Combine with directional context (trend, structure, or a separate momentum tool) for direction. Extreme Touch is a state read, not a reversal call : rawRank pinning above 90 means vol is rare for this market; it does not mean price is about to reverse. Cooling tells you the unwind has begun, not where the next leg goes. Playbook Lens is interpretation, not validation : the Heatmap Strip recolors regime context based on the active Lens. It is not a backtested edge - it is a quick visual answer to "does my workflow want this regime?" ════════════════════════════════════════════ 🔔 ALERTS Four alert conditions are built in so you can monitor without checking every bar manually: Compression Release : a sustained compression (>= 10 bars) confirmed above mid-rank within 5 bars. The hero event. Extreme Touch : rawRank peaked above P90. Fires on the bar after the actual peak (peak detection requires the next bar to confirm the turn-down). Cooling : the first confirmed bar after an Extreme where rawRank falls below 75 within 10 bars. Compression Entry : rawRank dropped below P25 (sustained tier transition into Compression). All four alerts fire on bar close (gated on barstate.isconfirmed). Each alert message is a pure JSON payload with ticker, price, timeframe, and timestamp fields for webhook routing. Four alerts by design - concentrated on the signature events. Tier and phase transitions stay visible in the info panel for users who want them on the chart, but they do not fire alerts. Keeping the alert stream lean is what makes "subscribe and let the regime come to you" a useful workflow instead of a notification flood. ════════════════════════════════════════════ ⌁ NOTES Based on the classical ATR percentile-rank construction, with asymmetric hysteresis and a velocity-gated compression-release definition layered on top. Repaint: intrabar-only. Closed-bar alerts are confirmed; current-bar visuals may update until the bar closes. All alert conditions are gated on barstate.isconfirmed. Peak-confirmed events (Extreme Touch) print on the bar AFTER the actual peak, on a one-bar offset, so the marker aligns with the true peak bar. References: J. Welles Wilder Jr., New Concepts in Technical Trading Systems (1978), Trend Research; percentile-rank concept widely used across volatility studies. Open-source under MPL 2.0. Free to use, fork, study. NovaLens
อินดิเคเตอร์ Pine Script®
โดย NovaLens
ATH Drawdown modelBest way to use: On this model, the most useful reclaim alerts are usually L4, L3, and L2, because they often mark recovery from deeper drawdown zones back into improving structure. The cleanest use is on Daily, with 12H or 6H for earlier but still confirmed signals, always based on the completed candle close rather than mid-candle movement. Clean interpretation: A simple interpretation rule would be: >Entered L4/L5: deep drawdown / stress zone. >Reclaimed L4: early recovery signal. >Reclaimed L3: stronger improvement in structure. >Reclaimed L2: recovery gaining real traction How to interpret “dead” names Using this model, a name looks more structurally broken when it spends long periods in L4/L5, fails to reclaim those levels on confirmed bar closes, or reclaims them briefly and then loses them again. The Patreon guidance does not define “dead stock” directly, but it does emphasize using confirmed bar-close behavior rather than intrabar noise, so the meaningful signal is not a bounce during the candle — it is whether the level is reclaimed and held at candle close. Best timeframe The Patreon post says daily is great, while 12-hour or 6-hour can show direction changes earlier as long as you still confirm on bar close. So a practical setup is daily for your main map, 12H for earlier tactical signals, and 6H only when you want more responsiveness and accept more noise. NO FINANCIAL ADVICE
อินดิเคเตอร์ Pine Script®
โดย PeterURossler
Multi Anchored VWAP High/Low Levels + Buy/Sell LabelsMulti Anchored VWAP High/Low Levels + Buy/Sell Labels A multi-timeframe Anchored VWAP indicator that automatically tracks and plots high and low anchored VWAP levels from the: Daily Weekly Monthly Quarterly Yearly timeframes, while generating BUY and SELL signals when price reacts to those institutional VWAP zones with RVOL and ATR confirmation. Core Features Automatic Daily High Anchored VWAP Automatic Daily Low Anchored VWAP Weekly Anchored VWAPs Monthly Anchored VWAPs Quarterly Anchored VWAPs Yearly Anchored VWAPs BUY / SELL reaction labels RVOL filtering ATR candle filtering Adjustable VWAP touch sensitivity Candle color toggles for BUY and SELL signals Alert system for VWAP reactions How It Works The script continuously tracks: the current period highs the current period lows for each timeframe and anchors VWAP calculations directly from those levels. This creates dynamic institutional-style support and resistance zones that adapt in real time. BUY Signals A BUY signal appears when: price reacts bullishly at an anchored VWAP the candle is buyer controlled (close > open) RVOL and/or ATR filters pass price touches or reclaims the VWAP zone Perfect for: support bounces institutional reclaim setups trend continuation entries high volume reversals SELL Signals A SELL signal appears when: price reacts bearishly at an anchored VWAP the candle is seller controlled (close < open) RVOL and/or ATR filters pass price rejects or loses the VWAP zone Perfect for: resistance rejection trades failed reclaim setups trend continuation shorts high volume breakdowns RVOL + ATR Filters RVOL Filter Detects abnormal participation by requiring: volume greater than average volume customizable RVOL thresholds ATR Filter Detects abnormal candle expansion by requiring: candle body size > ATR multiplier Flexible Filter Logic You can: use RVOL only use ATR only use both require BOTH conditions simultaneously This helps isolate: momentum reactions institutional participation cleaner VWAP responses Candle Coloring The script includes independent candle coloring toggles for: BUY candles SELL candles This allows: bullish-only highlighting bearish-only highlighting full signal candle painting cleaner chart visualization VWAP Touch Buffer The VWAP touch buffer allows signals to trigger: slightly above VWAP slightly below VWAP directly on VWAP This improves: real-world fills flexible reaction detection intraday responsiveness Anchored VWAP Levels Included Daily Daily High AVWAP Daily Low AVWAP Weekly Weekly High AVWAP Weekly Low AVWAP Monthly Monthly High AVWAP Monthly Low AVWAP Quarterly Quarterly High AVWAP Quarterly Low AVWAP Yearly Yearly High AVWAP Yearly Low AVWAP Each level uses its own customizable color and line thickness. Alerts Included BUY VWAP Signal SELL VWAP Signal Useful for: TradingView alerts mobile notifications scanners webhook automation futures trading options trading
อินดิเคเตอร์ Pine Script®
โดย TheTradingGoddess
Volatility Gated Supertrend [BackQuant]Volatility Gated Supertrend Overview Volatility Gated Supertrend is a regime-aware trend-following indicator built around a modified Supertrend engine with an integrated volatility filter . Unlike a traditional Supertrend, which flips direction whenever price crosses its trailing bands, this version introduces a gating mechanism that can block trend reversals during low-volatility conditions . The purpose of the indicator is simple: Keep the responsiveness and structure of a Supertrend. Reduce false flips during sideways or compressed conditions. Allow trend transitions primarily when volatility is expanding enough to justify participation. The result is a smoother and more selective trend engine designed to suppress whipsaws while still reacting to meaningful directional movement. The full source structure for the indicator can be referenced here: :contentReference {index=0} Core idea Traditional Supertrend indicators work well during directional markets but struggle in compressed environments: Price repeatedly crosses the trailing bands. Trend direction flips too frequently. False reversals appear during chop. This indicator attempts to solve that problem by asking: “Is there enough volatility expansion to justify accepting a new trend?” Instead of blindly allowing every flip, the indicator measures: Current volatility, Baseline volatility, Relative expansion or compression. Only when volatility conditions are sufficient does the trend engine allow a directional transition. What the Supertrend is The Supertrend is a volatility-based trailing trend indicator built from: ATR (Average True Range) A central price source A directional trailing stop structure The classic logic: Upper band = price source + ATR × multiplier Lower band = price source − ATR × multiplier These bands trail price dynamically: In bullish conditions, the lower band ratchets upward. In bearish conditions, the upper band ratchets downward. When price crosses one of the bands: The trend flips direction. This creates a clean directional regime model. How this version differs The major difference is the volatility gate . A normal Supertrend asks: “Did price cross the band?” This indicator asks: “Did price cross the band, and is volatility strong enough to trust the move?” That additional filter dramatically changes behavior in sideways conditions. ATR and volatility structure The indicator uses two ATR measurements: Fast ATR → current short-term volatility Slow ATR → baseline long-term volatility The core ratio: Volatility Ratio = Fast ATR / Slow ATR Interpretation: Ratio above threshold → volatility expansion Ratio below threshold → volatility compression This becomes the gate logic. Volatility Gate Logic The gate opens only when: Fast ATR / Slow ATR ≥ Gate Threshold If volatility is too compressed: The gate closes. Trend flips are blocked. Importantly: The Supertrend bands still calculate normally. Price can still cross them. But the directional state will not update while the gate is closed. This distinction matters because it means: The market may technically trigger a reversal, But the indicator intentionally ignores it if volatility conditions are weak. Why this helps Most trend-following systems fail in chop because: Small meaningless moves trigger directional flips. There is insufficient range expansion. The market lacks trend persistence. By requiring volatility confirmation: Weak reversals are filtered out. Trend state becomes more stable. Noise is reduced. This makes the indicator particularly useful during: Low-volatility consolidations, Mean-reverting conditions, Slow drifting ranges. Band construction The indicator uses: hl2 as the central source, ATR for dynamic width, A configurable multiplier for sensitivity. Formulas: Upper Band = hl2 + ATR × multiplier Lower Band = hl2 − ATR × multiplier The trailing logic prevents the bands from moving backward unnecessarily: Bullish lower band only rises. Bearish upper band only falls. This creates the staircase-style trailing structure common in Supertrend systems. Trend state Trend direction is binary: 1 = bullish -1 = bearish A raw bullish flip occurs when: Close > trailing upper band A raw bearish flip occurs when: Close < trailing lower band However: The trend only updates if the volatility gate is open. This is the defining behavior of the script. Blocked flips One of the most important features is the visualization of blocked signals . When: Price crosses a band, But volatility is insufficient, The script: Plots an X-cross marker, Keeps the existing trend state, Refuses the flip. This gives traders visibility into: Potential but unconfirmed reversals, Areas of weak participation, Fake breakouts or low-energy transitions. Visual behavior Trend band The active trailing band changes color based on trend direction: Bullish → bullish color Bearish → bearish color Gate closed → gated color (dimmed) Trend fill The script fills the space between price and the active band: Bullish fill during bullish regimes Bearish fill during bearish regimes This creates a cleaner directional overlay. Outer glow An additional glow layer expands slightly beyond the trend band: Adds directional emphasis, Improves trend readability, Visually reinforces active regime. When the gate closes: The band and candles dim. This visually communicates: “The trend engine is currently suppressing flips.” Candle coloring Candles can optionally inherit the trend state: Bullish regime → bullish candles Bearish regime → bearish candles Gate closed → dimmed neutral appearance This allows the indicator to function as a full-chart regime overlay. Signal logic Bullish signal Occurs when: Trend flips from bearish to bullish, AND the gate is open. Bearish signal Occurs when: Trend flips from bullish to bearish, AND the gate is open. Blocked signal Occurs when: A raw flip condition appears, BUT volatility ratio is below threshold. This distinction is important: A blocked signal is not ignored information. It is a rejected transition. How to interpret the gate Gate open Volatility is active. Market expansion is sufficient. Trend flips are allowed. Gate closed Market is compressed. Conditions are likely choppy. Trend reversals are suppressed. This effectively turns the indicator into a: Trend-following system during expansion, Trend-holding system during compression. Why ATR ratio works well ATR ratio is a powerful regime detector because it measures: Current volatility relative to normal volatility. Not just: “Is volatility high?” But: “Is volatility high relative to its recent baseline?” This adaptive behavior allows the gate to work across: Different assets, Different timeframes, Different volatility environments. Input guide ATR Multiplier Controls band width: Higher = wider bands, fewer flips Lower = tighter bands, more sensitivity ATR Length Controls volatility calculation for the Supertrend itself. Fast ATR Short-term volatility measure. Slow ATR Long-term baseline volatility measure. Gate Threshold Controls how strict the gate is: Lower threshold = more permissive Higher threshold = more restrictive Example: 0.6 → allows more flips 1.0 → requires current volatility to match baseline 1.2 → requires expansion regime Strengths Reduces Supertrend whipsaws in chop. Adds regime awareness. Uses adaptive volatility filtering. Clean trend visualization. Blocked-signal logic provides extra context. Limitations Can delay reversals during early expansion. Very high thresholds may suppress legitimate transitions. Still fundamentally a trend-following system. Not designed for low-volatility mean reversion trading. Best use case Volatility Gated Supertrend works best as: A directional regime filter, A swing trend overlay, A volatility-aware trend confirmation tool, A way to suppress noise during consolidations. It is particularly useful for traders who: Like Supertrend logic, But dislike how often it flips in sideways markets. Summary Volatility Gated Supertrend extends the classic Supertrend framework by introducing a volatility-aware gating engine that blocks trend reversals during compressed market conditions. By comparing fast ATR against slow ATR, the script determines whether enough volatility expansion exists to justify a directional transition. The result is a cleaner, more stable trend system that retains the strengths of Supertrend logic while dramatically reducing whipsaws during low-energy market regimes.
อินดิเคเตอร์ Pine Script®
โดย BackQuant
6
Relative ATR Volatility IndicatorThis relative volatility regime indicator measures whether current volatility is high, low, or "normal" compared to its own recent historical range. It calculates ATR, then compares the current ATR reading against a rolling percentile window. By default, it looks back over the last 100 bars and marks: The upper volatility threshold, based on the 80th percentile of recent ATR readings (red) The lower volatility threshold, based on the 20th percentile of recent ATR readings (green) With the default settings of a 100-bar Rolling Window Length, Top Percentile of 80, and Bottom Percentile of 20: If the white ATR line is above the red line, current volatility is in the highest 20% of recent ATR readings. If the white ATR line is below the green line, current volatility is in the lowest 20% of recent ATR readings. In other words, the script ranks current ATR against its own recent history and highlights volatility extremes. This makes it easier to objectively identify whether a market is currently in a high-volatility, low-volatility, or normal-volatility regime. The indicator is directionally agnostic. A high ATR reading does not mean price is bullish or bearish; it simply means the market is moving more than usual. High ATR can occur during bullish expansion, bearish selloffs, large gaps, or choppy high-range conditions. The main values are: White line = current ATR value Red line = upper ATR percentile threshold Green line = lower ATR percentile threshold Grey line = middle 50th percentile (turned off in Style Settings by default) ATR Ratio Upper = current ATR divided by the upper threshold ATR Ratio Lower = current ATR divided by the lower threshold The ATR Ratio values can be used as an input by other scripts or strategies: ATR Ratio Upper above 1 means ATR is above the upper volatility threshold ATR Ratio Lower below 1 means ATR is below the lower volatility threshold This script uses Pine Script's ta.percentile_nearest_rank() function to calculate rolling ATR percentile thresholds. This is a lagging indicator, like most indicators, but it provides a useful way to classify volatility regimes objectively.
อินดิเคเตอร์ Pine Script®
โดย ZenAndTheArtOfTrading
1
Support and Resistance Institutional Zones [FEELS]Trade Volume-Weighted, Actionable Zones. Many traditional support and resistance tools draw lines at every recent high and low. This script takes a different approach. It waits until price has actually used a level multiple times, weights each touch by how much volume and rejection was behind it, and only then draws a zone. The result is fewer levels on your chart, but the ones that do show up have a real mathematical reason to be there. Coupled with a strict, non-repainting signal engine, this tool is designed for serious Price Action traders. — 🔥 Why This is Different 100% Non-Repainting Signals: Our signal engine operates strictly in real-time. Once a signal (Break, Bounce, Hold) is printed on a closed candle, it stays there forever, ensuring full historical accuracy for your backtesting. Liquidity Sweep & "Born-Dead" Protection: Sometimes, algorithmic approaches can print false breakout signals if a zone forms retroactively during a massive price drop. We built a custom "Live Break" memory engine that verifies if the price was actually above/below the zone before the break. Furthermore, deep wicks (liquidity sweeps) do not trigger breaks—only solid candle closes do. Volume & Rejection Weighting: Not all levels are created equal. Pivots that fired on heavy volume with long wicks weigh significantly more than quiet pokes. Zones with higher volume automatically become more vivid, while low-volume zones fade into the background. — ⚙️ How It Works Under the Hood The script collects confirmed pivots – both highs and lows – and groups them into clusters by price proximity. It uses a temporal spacing rule that prevents tight, standard consolidations from artificially inflating a single zone. Older pivots gradually decay in influence, ensuring the active zones reflect what is actually relevant to current price action. The top zones by weighted strength are kept and ranked relative to each other. — 📊 Reading the Chart ★ to ★★★ – The relative strength of the zone vs. other zones currently visible. 2× / 4× / 7× – The number of qualifying touches the zone has accumulated. Vol: 72.19K – The cumulative volume of all pivots that built this zone. Color intensity – Vividness scales with volume; highly transparent, faded zones are weak levels you can mostly ignore. — 🎯 Strength Presets Most users do not want to tune pivot parameters manually. The preset selector handles this in one click: Local — Short pivots, tight zones. Use on intraday for scalping levels. Swing (Default) — Balanced. Works incredibly well on most timeframes. Major — Long pivots, wide zones. Surfaces the macro structure of the asset. Custom — Full manual control over pivot length, tolerance, and spacing. Note: You can switch presets without losing the chart's other visual settings. — 🚥 Active vs. Broken vs. Dropped Zones There are three states a zone can be in: Active: Currently respected by price. Drawn in your chosen support or resistance color. Confirmed broken: Price closed through the zone with conviction. (Optional setting). Dropped: Disappeared from the active list because newer pivots reorganized the cluster set. (Optional setting). Useful when reviewing why a past signal fired. Both broken types are off by default for a clean chart. Toggle them on to study how zones evolved or to backtest signal context. — ⚡ Optional Signals The script can mark four types of price reactions. All are off by default – turn on what fits your style: Successful test: A circle below or above the bar when price tests an active zone and closes back in the rejection direction. Retest: A diamond when price returns to a previously broken zone within the retest window and reacts off it. The classic broken-resistance-becomes-support play. Zone reaction marks: A small diamond when price touches a zone and holds without closing through. Bold Break R / Break S text labels appear only when a zone is genuinely broken on close. RSI filter: An extra confirmation gate. Bullish signals only fire on RSI oversold; bearish only on overbought. Reduces signals to higher-conviction setups. — 🔔 Alerts Eight precise alert conditions are exposed for automated trading or notifications: Resistance touched / Support touched Resistance broken / Support broken Successful support test / Successful resistance test Bullish retest / Bearish retest New pivot confirmed Set them through the standard TradingView alert dialog – the conditions appear directly in the dropdown. — 💡 Pro Tips No Volume? No Problem: On low-liquidity assets or indices without volume data, zones still build correctly using the wick and structure components. Volume coloring will be uniform, but everything else works flawlessly. Clean the Clutter: If the chart looks crowded, lower "Active zones per side" to 3-4, or increase "Hide zones farther than (%)" to filter out distant zones. Fast Timeframes: On 1m or 5m charts, switch the preset to Local and lower the Cooldown bars if you trade off rapid bounce signals. Relative Strength: Strength is a relative measure within the visible zones, not an absolute score. ★★★ on a quiet, ranging chart is not the same as ★★★ on a high-volume, trending one. This script is open-source. If you build something interesting on top of it, please reference where the original idea came from. Disclaimer: Not financial advice. Always backtest before risking capital.
อินดิเคเตอร์ Pine Script®
โดย FeelsStrategy
19
Daily ATR BoxDaily ATR Box A volatility-based price box anchored to the key levels traders watch most — previous day high/low, premarket high/low, current day high/low, current close, or a manual price — sized automatically by the Daily ATR so the range always reflects current market conditions. How It Works The box height equals the Daily Average True Range multiplied by a user-defined multiplier. You select the anchor level and the indicator places the box either above or below it depending on the anchor type. High anchors (Previous Day High, Premarket High, Current Day High) place the box top at the level and extend downward, showing how far price may retrace after testing that high. Low anchors (Previous Day Low, Premarket Low, Current Day Low) place the box bottom at the level and extend upward, showing the potential bounce range from that support. Anchor Modes Previous Day High — Box top sits at PDH, extending down by one ATR. Useful for measuring retracement potential after reclaiming the prior session's high Previous Day Low — Box bottom sits at PDL, extending up by one ATR. Identifies the bounce range off prior session support Premarket High — Box top sits at the current session's premarket high, extending downward. Updates live during premarket and locks at the 9:30 AM ET open Premarket Low — Box bottom sits at the current session's premarket low, extending upward. Same live tracking and lock behavior as premarket high Current Day High — Box top sits at the highest point reached so far in the current session including premarket, extending downward. Updates in real time as new highs are made Current Day Low — Box bottom sits at the lowest point reached so far in the current session including premarket, extending upward. Updates in real time as new lows are made Current Close — Box floats with the current bar's close price. Useful for projecting the ATR range from wherever price currently sits Manual Price — Set any custom price level as the anchor for full flexibility Features ATR length and multiplier fully adjustable Drag Offset input shifts the entire box up or down freely without changing the anchor Box width adjustable in bars Optional right extension to project the zone forward on the chart Fully customizable fill and border colors Label displays the live ATR value, anchor mode, anchor price, and drag offset when applied All key levels plotted to the Data Window for easy reference — ATR, Box Top, Box Bottom, PDH, PDL, Premarket High, Premarket Low, Current Day High, Current Day Low Built in Pine Script v6 Recommended Usage Designed for intraday charts from 1 minute to 15 minutes where the daily ATR provides meaningful context for expected range. Pair with volume or order flow tools to identify whether price is likely to accept or reject the ATR zone when it arrives at a key anchor level.
อินดิเคเตอร์ Pine Script®
โดย Vanhamersly
Daily ATR BoxDaily ATR Box A volatility-based price box anchored to the key levels traders watch most — previous day high/low, premarket high/low, current day high/low, current close, or a manual price — sized automatically by the Daily ATR so the range always reflects current market conditions. How It Works The box height equals the Daily Average True Range multiplied by a user-defined multiplier. You select the anchor level and the indicator places the box either above or below it depending on the anchor type. High anchors (Previous Day High, Premarket High, Current Day High) place the box top at the level and extend downward, showing how far price may retrace after testing that high. Low anchors (Previous Day Low, Premarket Low, Current Day Low) place the box bottom at the level and extend upward, showing the potential bounce range from that support. Anchor Modes Previous Day High — Box top sits at PDH, extending down by one ATR. Useful for measuring retracement potential after reclaiming the prior session's high Previous Day Low — Box bottom sits at PDL, extending up by one ATR. Identifies the bounce range off prior session support Premarket High — Box top sits at the current session's premarket high, extending downward. Updates live during premarket and locks at the 9:30 AM ET open Premarket Low — Box bottom sits at the current session's premarket low, extending upward. Same live tracking and lock behavior as premarket high Current Day High — Box top sits at the highest point reached so far in the current session including premarket, extending downward. Updates in real time as new highs are made Current Day Low — Box bottom sits at the lowest point reached so far in the current session including premarket, extending upward. Updates in real time as new lows are made Current Close — Box floats with the current bar's close price. Useful for projecting the ATR range from wherever price currently sits Manual Price — Set any custom price level as the anchor for full flexibility Features ATR length and multiplier fully adjustable Drag Offset input shifts the entire box up or down freely without changing the anchor Box width adjustable in bars Optional right extension to project the zone forward on the chart Fully customizable fill and border colors Label displays the live ATR value, anchor mode, anchor price, and drag offset when applied All key levels plotted to the Data Window for easy reference — ATR, Box Top, Box Bottom, PDH, PDL, Premarket High, Premarket Low, Current Day High, Current Day Low Built in Pine Script v6 Recommended Usage Designed for intraday charts from 1 minute to 15 minutes where the daily ATR provides meaningful context for expected range. Pair with volume or order flow tools to identify whether price is likely to accept or reject the ATR zone when it arrives at a key anchor level.
อินดิเคเตอร์ Pine Script®
โดย Vanhamersly
Supertrend Oscillator Pro | TR🎯 Overview Supertrend Oscillator Pro transforms the classic Supertrend into a versatile, dual‑mode oscillator. It measures price distance from the Supertrend line either as a signed percentage (-100% to +100%) or as a raw ATR ratio. The indicator adds a powerful smoothing engine (11 moving average types), dynamic momentum‑based transparency, two independent signal systems (level crosses and reversal diamonds), plus comprehensive visual enhancements – gradient candles, trend fills, a persistent trend table, and nine color themes. It turns the simple Supertrend into a complete trend‑momentum trading system. ⚙️ Core Calculations 1. Base Supertrend (Classic Pine Logic) Source: hl2 (high+low)/2 ATR Period: user defined (default 10) Factor: user defined (default 3.0) Outputs: stLine (Supertrend line), stDir (trend direction: -1 = uptrend, +1 = downtrend), atrValue 2. Raw Oscillator (rawOsc) 3. Oscillator Mode (User Selectable) Mode A – Percentage (0‑100) oscValue = (rawOsc / bandWidth) * 100 Then clamped to . Mode B – Ratio (ATR) oscValue = rawOsc / bandWidth (unbounded ratio, typically between -3 and +3) Then normalised over last 70 bars to a range: norm = (smoothOsc - minRatio) / rangeRatio → oscPlot := norm * 6 - 3. 4. Smoothing (Moving Average Engine) The raw oscillator is passed through one of 11 moving averages (user choice): EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, TRIMA, FRAMA, SWMA, T3 (with adjustable T3 factor). Default: HMA(25). 5. Normalisation for Gradient Coloring (normOsc) Over the last 70 bars, oscPlot is re‑scaled to a range → used for smooth candle color interpolation. 6. Momentum & Dynamic Fill Transparency Momentum = absolute 5‑bar change of oscPlot Max momentum over 50 bars → normalised normMomentum Fill transparency = 35 - (normMomentum × 25), clamped 0‑100 (user can disable dynamic transparency). → Higher momentum = less transparent (more vivid fill). 🎨 Visual Features 9 Color Themes Same palette as the classic version: Classic, Modern, Heat, Robust, Accented, Monochrome, Moderate, Aqua, Cosmic. Each defines upColor (bullish) and dnColor (bearish). Gradient Candles (Overlay on Price) Candle color interpolates between dnColor and upColor based on normOsc. Plotted via plotcandle directly on the price chart. Dynamic Fills (Oscillator Pane) Positive area (osc > 0) – gradient from solid upColor (at upper level) to transparent (at zero), with momentum‑based transparency. Negative area (osc < 0) – gradient from transparent (zero) to solid dnColor (at lower level). Two separate fill pairs handle Percentage vs Ratio modes (levels differ). Supertrend Overlay (Optional) When Plot Supertrend Line is true, the classic Supertrend line is drawn on the price pane: Uptrend (stDir < 0) → green (upColor) Downtrend (stDir > 0) → red (dnColor) Signal Markers Triangles (level crosses) – user toggles showTriangles LONG (bull cross) → green triangle below bar SHORT (bear cross) → red triangle above bar Diamonds (reversal signals) – user toggles showReversals Reversal Up (price reverses from downtrend to uptrend) → diamond above/below bar with semi‑transparent upColor Reversal Down → diamond with dnColor Background Tint (Zone Background) When bgZone enabled, the chart background gets a very light bullish or bearish tint matching the current trend (trendST). Trend Table (Middle‑Right Corner) Shows ⬆️ BULLISH or ⬇️ BEARISH in large colored text. Updates on trend changes. Value Label (Last Bar) Floating label showing the current oscillator value (e.g., 42.35% or 1.24). Positioned near the oscillator line with a semi‑transparent background matching the trend color. Upper / Lower Level Lines Percentage mode → user‑defined overbought (default 70) and oversold (default -70) Ratio mode → automatically scaled to equivalents (e.g., 70% → 2.1, -70% → -2.1) Plotted as gray circle‑style lines. 📈 Signal System 1. Level Cross Signals (Triangles) LONG (Bull_Cross) – ta.crossover(oscPlot, lowerLevel) OR ta.crossover(oscPlot, upperLevel) (Entering oversold or overbought zone from below) SHORT (Bear_Cross) – ta.crossunder(oscPlot, lowerLevel) OR ta.crossunder(oscPlot, upperLevel) Debouncing logic: lastSignal stores the direction (1 = long, -1 = short). A new signal is only generated if it differs from the last one. 2. Reversal Signals (Diamonds) Reversal Up (Bullish reversal) – ta.crossover(oscPlot, oscPlot ) AND oscPlot < -thresholdForSignal (Oscillator turns up from deep negative territory) Reversal Down (Bearish reversal) – ta.crossunder(oscPlot, oscPlot ) AND oscPlot > thresholdForSignal Cooldown mechanism: Reversals are only plotted if the last reversal bar was more than 10 bars ago (prevents clustered signals). 3. Trend Persistence (trendST) Set to 1 (bullish) on any LONG signal (level cross) Set to -1 (bearish) on any SHORT signal Used for background tint, table text, and fill reference colors. 4. Interpretation Guide (Percentage Mode) +100 → price is exactly one full ATR‑bandwidth above Supertrend (very strong uptrend) -100 → price is exactly one full ATR‑bandwidth below Supertrend (very strong downtrend) Crossing zero → price crosses the Supertrend line (classic trend change) Oversold / Overbought zones (e.g., ±70) → potential exhaustion / reversal areas. 5. Divergence Possibility (Not Coded, But Usable) The raw oscPlot value (especially in Ratio mode) can be used for divergences: Price makes higher high, oscillator makes lower high → bearish divergence Price makes lower low, oscillator makes higher low → bullish divergence. 🚨 Alert System Four alert conditions available (user‑toggleable): LONG (Cross) – level cross triggers a bullish entry SHORT (Cross) – level cross triggers a bearish entry LONG (Reversal) – reversal diamond (bullish) SHORT (Reversal) – reversal diamond (bearish) Alerts include the ticker symbol in the message.
อินดิเคเตอร์ Pine Script®
โดย Tiagorocha1989
IND001 - Tide Flow Structure Map================================================== WARNING ================================================== This indicator is designed to read trend structure. It is not designed to act on every drop only because price reaches a lower or red area. The correct use is to first check whether the market still has a supportive structure. The indicator works best when price action is stable, liquid, and structured. It is less suitable for very risky, illiquid, speculative, or erratic instruments. The script does not predict the future. It helps the user read whether current market conditions are supportive, neutral, weakening, or risk-off. ================================================== (1) INTRODUCTION ================================================== IND001 - Tide Flow Structure Map is a public open-source trend-structure indicator. The idea behind Tide Flow is simple: markets often move in phases. Some phases are healthy and structured, while others are weak, noisy, or damaged. This indicator was built to help users read those phases more clearly by combining trend direction, active flow, structure, volatility, trend strength, and optional asset-quality checks. It is not meant to be a simple signal tool. It is meant to help the user understand the current market condition first. ================================================== (2) OVERVIEW ================================================== Tide Flow is mainly a structure-reading and trend-following tool. It is designed to work best when the market shows clear continuation behavior and enough stability for the curves to reflect real structure. The main question is: Is the current movement still healthy and structured, or is the structure starting to weaken? Instead of using one simple signal, the indicator combines several layers of information: main trend direction active trend flow upper and lower price structure volatility trend strength higher-timeframe confirmation RSI extension control optional asset-quality filtering Quick color key 🟨 Yellow - main trend environment 🟦 Blue - active trend flow 🟩 Green - upper structure and strength 🟥 Red - lower structure and risk -------------------------------------------------- WHERE TIDE FLOW FITS BEST -------------------------------------------------- Best trading styles Swing trading - usually the best fit, because structure is clearer on higher timeframes. Intraday / day trading - can work well on liquid and cleanly trending assets. Position trading - suitable for following broader structure on higher timeframes. Less suitable trading style Scalping - usually the weakest fit, because very low timeframes often contain more noise and false shifts. Timeframe guidance Best fit: 1H, 4H, Daily Good fit: 15m, Weekly Use with caution: 5m and lower Best asset types liquid stocks major crypto assets index-related instruments assets with stable trend structure markets with clear continuation behavior Less suitable asset types very low-liquidity assets small speculative instruments thin or manipulated markets assets with frequent abnormal spikes or unstable gaps sideways markets with weak structure Practical summary Best overall use: swing trading Good use: day trading on liquid trending assets Weakest use: scalping on very low timeframes ================================================== (3) MOST IMPORTANT: HOW TO USE IT PROPERLY ================================================== The correct way to use this indicator is to read the market structure first, then use the table, background colors, and alerts only as extra confirmation. Simple workflow 🟨 Start with the yellow curve. Check whether price is above or below the main trend. If price is below the yellow curve, the broader structure is weaker and long-side ideas need more caution. 🟦 Then check the blue curve. The blue curve shows the active trend flow. A rising or stable blue curve is healthier. A falling blue curve means the active flow is weakening. 🟩 Then check the green curve. The green curve shows upper structure and strength. Price moving toward or above the green curve can show stronger expansion, but chasing too far above it can create poor risk-reward. 🟥 Then check the red curve. The red curve shows lower structure and risk. Price moving close to or below the red curve means the structure is weakening or breaking. Only after that, check the table and background colors. The table and BG colors are helpers. They should support the structure reading, not replace it. Use alerts only for monitoring. An alert means a chart condition has appeared. It is not a trade instruction and does not guarantee a result. Correct use Use it when the market is liquid, structured, and trending clearly. Use it to separate supportive structure from weak or risk-off structure. Use it to avoid acting too early when price is below the main trend. Use it with your own risk management and position sizing. Incorrect use Do not use it as a simple green-buy / red-sell system. Do not act only because the table shows a stronger state. Do not act only because the background color changes. Do not act only because price touches the red or lower area. Do not expect the script to predict future price movement. The most important rule is: read the curves first. The helpers come second. ================================================== (4) CURVES ================================================== The indicator is built around four main curves. Each curve represents a different layer of market structure. 🟨 Yellow curve - Main trend The yellow curve represents the broader trend environment. Price above yellow: the broader trend condition is more supportive. Price below yellow: the broader trend is weaker or damaged. 🟦 Blue curve - Active trend flow The blue curve represents the active movement inside the main trend. Price above blue: active flow is stronger. Price around blue: the market is testing the flow. Price below blue: the active flow is weakening. 🟩 Green curve - Upper structure The green curve represents the upper part of recent smoothed price structure. Price below green: price is still building inside structure. Price at or above green: strength or expansion is increasing. 🟥 Red curve - Lower structure The red curve represents the lower part of recent smoothed price structure. Price above red: lower structure is still holding. Price near red: structure is becoming weaker. Price below red: lower structure is breaking. ================================================== (5) LOGICAL SEQUENCE ================================================== The indicator should be read in order. Each curve gives a different part of the full picture. Correct reading order 🟨 Yellow curve - defines the broader environment 🟦 Blue curve - defines the active flow 🟩 Green curve - shows strength and expansion 🟥 Red curve - shows weakness and risk What is normal A healthier bullish structure usually develops in a stable way: price is above the yellow curve blue curve is flat-to-rising or rising price respects the blue curve during pullbacks price moves toward or above the green curve red curve remains clearly below price This suggests that the market structure is still functioning in a supportive way. What is not normal A weaker or damaged structure usually looks different: price falls below the yellow curve blue curve starts to flatten or decline price cannot recover toward the green curve price moves too close to the red curve or breaks below it This suggests that the tide flow is no longer healthy and the market should be treated with caution. ================================================== (6) EXAMPLE 1: CLEAN PULLBACK IN TREND ================================================== Price is above the yellow curve, so the broader environment is still supportive. The blue curve is rising, showing that the active flow is healthy. Price pulls back toward the blue curve, respects it, and then continues toward the green curve. Main reading above yellow = supportive environment blue rising = healthy active flow pullback to blue = controlled movement This is a structured use case because the idea is based on trend behavior, not on chasing price. ================================================== (7) EXAMPLE 2: BREAKOUT AFTER BUILDING ================================================== Price remains above the yellow curve and spends time moving between the blue and green curves. This shows that the market is building structure. Later, price moves above the green curve with stronger behavior. Main reading above yellow = supportive condition movement between blue and green = structure building move above green = expansion This is a better-quality setup because the move happens after structure has already developed. ================================================== (8) EXAMPLE 3: RECLAIM OF THE BLUE CURVE ================================================== Price briefly moves below the blue curve but remains above the yellow curve. Soon after, price moves back above the blue curve and continues higher. Main reading above yellow = broader trend still valid temporary move below blue = short-term weakness reclaim of blue = active flow improves again This is useful because the main structure did not break and the active flow was restored. ================================================== (9) EXAMPLE 4: AVOIDING A WEAK CONDITION ================================================== Price moves below the yellow curve. This means the broader trend environment is no longer supportive. A small bounce may appear, but the structure is still weak. Main reading below yellow = weak environment small bounce = not enough confirmation structure still weak = caution This helps the user avoid acting too early in a damaged structure. ================================================== (10) EXAMPLE 5: SIDEWAYS MARKET ================================================== Price moves around the blue curve with no clear direction. The blue curve is flat, and price does not clearly move toward the green curve or break structure with strength. Main reading flat blue = weak active flow sideways movement = unclear structure no clean expansion = lower-quality condition This is a situation where patience is usually better than forcing a trade idea. ================================================== (11) OPTIONAL HELPERS: BG COLORS, TABLE, SETUP / RISK USE ================================================== The indicator includes helper tools to make the chart easier to read. These tools are not the full system by themselves. The main reading still comes from the four structure curves. -------------------------------------------------- 1. BG COLORS - VISUAL HELP FOR IMPROVING CONDITIONS -------------------------------------------------- Background colors can appear when the indicator detects improving structure after a weaker phase. They can help the user notice: improving recovery conditions strengthening active flow a transition from weaker structure to healthier structure They should not be used as standalone entry signals. BG colors are not: direct trade instructions standalone entry signals a replacement for reading the curves a guarantee that price will continue Correct use: first read the yellow, blue, green, and red curves. Then use background colors as extra visual context only. -------------------------------------------------- 2) TABLE - QUICK SUMMARY OF CURRENT CONDITION -------------------------------------------------- The table gives a compact summary of the current market state. It helps organize the most important checks in one place. The table can show: current state direction higher-timeframe trend trend condition ADX strength ATR condition structure zone asset quality quality data quality explanation The table is useful because it shows whether the current move is supported by more than one condition. It should still be treated as a summary panel, not as a replacement for chart reading. -------------------------------------------------- 3) SETUP / RISK USE - EXTRA CONFIRMATION ONLY -------------------------------------------------- The indicator is first a structure-reading tool. The table, background colors, and alerts can support the reading, but they should not replace it. A stronger long-side condition may be present when: price is above the yellow curve the blue curve is healthy or rising price respects structure instead of breaking it price moves toward or above the green curve the table supports the stronger condition background colors show improving structure A weaker or risk-off condition may be present when: price falls below the yellow curve the blue curve weakens or turns down price fails to recover toward the green curve price moves close to or below the red curve the table no longer supports the stronger condition Simple summary the curves explain the structure the background colors show visual improvement the table summarizes the internal checks alerts help with monitoring When these parts agree, the reading is stronger. When they disagree, the user should be more careful. ================================================== (12) HOW EVERYTHING IS CALCULATED ================================================== This section explains the internal logic in simple terms. How the curves are calculated Yellow curve: an EMA of price using the main trend length. Blue curve: a faster EMA of price. Green curve: recent highest highs over a lookback period, then smoothed. Red curve: recent lowest lows over a lookback period, then smoothed. How the main conditions are calculated ATR checks whether volatility is active enough. ADX checks whether trend strength is acceptable. Higher-timeframe filter checks whether broader direction supports the trend. RSI helps avoid overly extended long-side conditions. The active-flow check uses the slope of the blue curve to detect weakness. How asset quality is calculated The optional asset-quality guard uses: market cap 20-day average dollar volume 60-day average dollar volume price level These values are combined into a quality score and grouped into a quality rank. The purpose is to help avoid instruments with weak liquidity, weak size, or unstable trading conditions. In practice, the indicator combines: trend structure active flow volatility trend strength higher-timeframe confirmation asset quality liquidity quality The purpose is not to predict the future exactly. The purpose is to judge whether current market conditions are supportive enough. ================================================== (13) 10 POINTS: WHAT IS WRONG WHEN USING TIDE FLOW ================================================== Using it like a simple signal tool The indicator is not meant to be a simple green-buy / red-sell system. Acting below the yellow curve without caution When price is below the yellow curve, the broader environment is weaker. Ignoring the blue curve If the blue curve is flat or falling, the active flow is weak. Treating every dip as an opportunity A drop in price alone is not a valid reason to act. Chasing price too far above the green curve Late entries after large expansion can create poor risk-reward. Ignoring the red curve When price gets close to or below the red curve, structure is weakening. Using it in sideways markets without caution The indicator works best when the market has structure and direction. Skipping the reading sequence The correct order is yellow first, blue second, green third, red last. Expecting prediction instead of interpretation The indicator helps interpret condition. It does not predict future price. Using it without patience Better readings usually come when structure is clear and supportive. ================================================== (14) ALERTCONDITION ================================================== The indicator includes alert conditions so users can monitor important chart events. Alerts can be used for conditions such as: main gates becoming aligned price moving above the upper structure curve a long-side setup forming recovery conditions appearing asset quality warning price crossing below important structure levels price confirming below the active risk line Alerts are only monitoring tools. They are not trade instructions, performance claims, or guarantees of future results. ================================================== (15) SUMMARY TO USE ================================================== Use Tide Flow as a trend-following and structure-reading indicator, not as a simple buy or sell signal tool. Simple reading process 🟨 Start with the yellow curve to check the broader environment. 🟦 Use the blue curve to confirm active trend flow. 🟩 Use the green curve to identify strength or expansion. 🟥 Use the red curve to monitor weakness and risk. Use the table and background colors only as helpers. Use alerts only for monitoring chart conditions. Avoid forcing trades in weak, sideways, illiquid, or unstable markets. Use your own risk management and analysis. The indicator is most useful when the market is structured, liquid, and trending clearly. ================================================== DISCLAIMER ================================================== This script is a public open-source indicator for educational and informational use. It is not financial advice, investment advice, or a recommendation to buy or sell any asset. The indicator does not guarantee profitable trades, signal accuracy, or future performance. It can produce false or late signals, especially in sideways, illiquid, volatile, or news-driven markets. Users should always apply their own analysis, position sizing, and risk management before making any trading decision. ================================================== PINE NOTE ================================================== // Public open-source indicator // Alerts identify chart conditions only // No future performance is guaranteed
อินดิเคเตอร์ Pine Script®
โดย ReconHK
GC/MGC Range Expansion Momentum (1H)Concept Most breakout setups fail. This strategy turns that failure into a trade. When a directional setup forms against the SMA but gets negated before triggering, the strategy marks it as failed and immediately watches for a reverse entry in the opposite direction — the direction the market actually wants to go. How It Works Setup forms when price closes above or below the SMA Stop-entry order placed just beyond the setup bar's high or low If price crosses back through the SMA before triggering — setup is marked failed Within a configurable window, a reverse pivot entry fires in the opposite direction Every trade has a hard stop (Fixed or ATR-based) plus an SMA cross exit Gold Settings Session: 8:20 AM – 1:30 PM ET (Comex open through peak liquidity) Compatible with MGC (Micro Gold) and full-size GC No overnight holds — all positions forced flat at session end Prop Firm Ready Hard stop on every trade, session-based logic, no overnight exposure. Compatible with Apex Trader Funding, Topstep, and FTMO evaluation rules. More prop firm-optimized Pine Script strategies at propfirmpinescripts.com propfirmpinescripts.com
กลยุทธ์ Pine Script®
โดย AutomatedTrader101
Black Tie ATR + Position SizerMulti-timeframe ATR with a built-in position sizing calculator. Computes the position size required to risk a fixed percentage of your account, given an ATR-based stop-loss distance. Displays SL distance, risk in account currency, and projected profit at three R:R targets. This is for traders who size every position by risk, not by gut feeling. WHAT IT SHOWS A table on the chart with: current ATR value, SL distance in price units, account size, risk percentage, risk amount in account currency, position size (in the correct unit for your instrument), total notional value, and projected profit at TP1 / TP2 / TP3. Optional preview lines on the chart show where the long SL and short SL would sit at the current price given the configured ATR multiplier. These lines are hypothetical references, not trade signals. INSTRUMENT-AWARE POSITION SIZING The indicator detects the instrument type and displays position size in the unit your broker actually uses: Forex pairs: standard lots, mini lots, and micro lots (1 standard lot = 100,000 units). Gold (XAUUSD): standard lots, mini lots, and micro lots (1 standard lot = 100 oz). Silver (XAGUSD): standard lots, mini lots, and micro lots (1 standard lot = 5,000 oz). Crypto, stocks, and indices: contracts, shares, or units as appropriate. Detection is automatic but can be overridden manually if your symbol naming is non-standard. ALGORITHM Position size is computed as Risk Amount / SL Distance, then converted to the appropriate trading unit. The SL distance is ATR multiplied by the SL ATR Multiplier. The risk amount is account size multiplied by the risk percentage divided by 100. The Risk classification field labels the configuration as Conservative (under 0.5%), Standard (0.5-1%), Aggressive (1-2%), or HIGH RISK (over 2%) based on the input. The professional standard is 0.5-1% per trade. USAGE Set your account size and the percentage you risk per trade. Adjust the ATR multiplier to match your typical stop-loss distance. The table will display the position size you should enter in your broker's order ticket on the next trade. SETTINGS ATR Timeframe lets you compute ATR on a higher timeframe than the chart (useful for swing position sizing on intraday charts). ATR Period and Smoothing match standard ATR conventions (default RMA, 14). SL ATR Multiplier defaults to 1.5; lower for tighter stops, higher for more breathing room. TP1 / TP2 / TP3 R:R are configurable. Account currency display can be set to USD, EUR, GBP, JPY, AUD, CAD, or CHF. Note on cross-currency: calculations assume 1:1 conversion to the instrument's quote currency. On cross-currency forex pairs, verify the conversion rate manually with your broker.
อินดิเคเตอร์ Pine Script®
โดย BlackTieReport
Supertrend Oscillator | TR🎯 Overview Supertrend Oscillator transforms the classic Supertrend (which plots a directional line on price) into a bounded oscillator that ranges from -100% to +100%. It measures how far price is from the Supertrend line relative to the ATR‑based bandwidth, giving a clear, normalised view of trend strength. The indicator keeps all the familiar Supertrend logic but adds gradient candle coloring, dynamic fills, nine color themes, entry signals, and a persistent trend table – turning a trend‑following line into a full visual momentum system. ⚙️ Core Calculations 1. Standard Supertrend Source: hl2 (high+low / 2) ATR Period: default 10 Factor: default 3 The Supertrend line and direction (pineDir) are computed using the classic Pine Script logic: pineDir = -1 → uptrend (price above Supertrend) pineDir = +1 → downtrend (price below Supertrend) 2. Oscillator (%) Uptrend (pineDir = -1): positive values (0 to +100) Downtrend (pineDir = +1): negative values (0 to -100) The result is clamped to . 3. Normalised Percent (0..1) Over the last 70 bars, percent is re‑scaled to a 0–1 range. Used for gradient candle coloring (smooth transition between bearish and bullish theme colors). 4. Momentum & Fill Transparency Momentum = absolute 5‑bar change of percent Normalised over a 50‑bar max → normMomentum Fill transparency = 35 - (normMomentum × 25) clamped 0–100 → Higher momentum = less transparent (more visible fill). 🎨 Visual Features 9 Color Themes Same palette as the previous Williams %R indicator: Classic, Modern, Heat, Robust, Accented, Monochrome, Moderate, Aqua, Cosmic. Each theme defines UpC (bullish color) and DnC (bearish color). Gradient Candles Candle color interpolates between DnC and UpC based on the normalised percent. Overlay on the price chart (plotcandle). Dynamic Fills (between oscillator and zero line) Overbought fill (percent > 0) – gradient from solid UpC (at +100) to transparent (at 0) Oversold fill (percent < 0) – gradient from transparent (at 0) to solid DnC (at -100) Trend‑direction fill – only fills the side of the current trend (bullish or bearish), with momentum‑based transparency. Higher momentum = less transparent. Supertrend Overlay (optional) Plot Chart toggle (false by default). When enabled, plots the classic Supertrend lines directly on the price pane: Uptrend line (green) when pineDir = -1 Downtrend line (red) when pineDir = +1 Signal Markers LONG (Bull_Cross): percent crosses above zero → green triangle below bar. SHORT (Bear_Cross): percent crosses below zero → red triangle above bar. Background Tint Very light bullish / bearish tint matching the active trend. Trend Table (middle‑right corner) Shows “BULLISH” (⬆️) or “BEARISH” (⬇️) in large colored text. Floating Value Label On the last bar, shows the current percent value (e.g., 42.35%) near the oscillator line, with a semi‑transparent background matching the trend color. 📈 Signal System Entry Signals LONG (Bull_Cross): percent crosses above 0 → Occurs when price moves from below Supertrend to above it, pushing the oscillator from negative into positive territory. SHORT (Bear_Cross): percent crosses below 0 Trend Persistence Trend_Supertrend stores the last confirmed direction: 1 = bullish (percent > 0) -1 = bearish (percent < 0) The trend state only changes on a zero‑line cross – prevents flickering near the threshold. Overbought / Oversold Interpretation +100 → price is exactly one ATR‑bandwidth above the Supertrend (strong uptrend). -100 → price is exactly one ATR‑bandwidth below the Supertrend (strong downtrend). Crossing zero indicates the price has just crossed the Supertrend line – a classic reversal signal. Divergence Possibility Although not explicitly coded, the oscillator’s raw percent value can be used to spot divergences: Price makes a higher high but percent makes a lower high → bearish divergence. Price makes a lower low but percent makes a higher low → bullish divergence.
อินดิเคเตอร์ Pine Script®
โดย Tiagorocha1989
Median ATR TrendMedian ATR Trend Median ATR Trend is a trend-following indicator that identifies the dominant market direction using a percentile-based median combined with an ATR buffer and a standard deviation filter — confirming trend changes only when price shows genuine strength beyond its own statistical boundaries. The result is a dynamic line that moves with the market — sitting above price in a bullish trend and below price in a bearish trend, with a fill between the line and price for clear visual trend identification. How It Works A moving average of your choice is calculated on a configurable source and length. The median of this MA is then derived using a percentile calculation — giving a robust, noise-resistant central reference level that adapts to recent price behavior. Two independent filters then validate whether a trend change is genuine: ATR buffer — the ATR defines a zone around the median. For longs, price must stay above the lower boundary of this zone — if price drops too far below the median the long condition fails. For shorts, price must fall below the upper boundary of this zone — meaning the bullish momentum has faded and price has re-entered the median zone from above. The ATR Multiplier controls how wide this zone is — higher values create a wider zone and fewer signals, lower values make the indicator more sensitive Standard deviation filter — price must additionally clear the upper standard deviation band of the median before a long is confirmed, ensuring only statistically significant moves trigger an entry A confirmation mechanism requires both conditions to hold for a defined number of bars before the trend state changes — separately configurable for long and short signals. This prevents the indicator from reacting to brief spikes that immediately reverse, keeping the trend state stable and reducing false signals in choppy market conditions. By default the indicator is asymmetric — longs require SD confirmation while shorts only require the ATR condition. This means the long side is stricter and more selective, while the short side reacts faster to any weakness. Enabling the Short SD Filter makes the short condition equally strict, requiring price to additionally break below the lower standard deviation band before confirming a bearish trend — making both sides symmetric. In markets like crypto that have a strong structural bullish bias, the default asymmetry makes a lot of sense — price spends significantly more time trending upward than downward. A strict long condition ensures only genuine bullish moves are entered, while a fast short condition allows quick exits when momentum fades. Enable the Short SD Filter in ranging or bearish markets where you want both sides to require the same level of statistical confirmation before triggering. Why This Approach Works Most trend indicators use fixed levels or simple moving average crossovers that trigger on any price touch — even weak or noise-driven ones. By combining a percentile-based median with two independent volatility filters, Median ATR Trend requires price to demonstrate genuine statistical strength before confirming a trend. Minor retracements and noise-driven spikes around the median are ignored — only moves with real conviction behind them trigger a signal. Settings MA Type — Moving average type used as the basis for the median calculation: DEMA, EMA, SMA, WMA, HMA, RMA (default: DEMA) MA Length — Lookback period for the moving average (default: 9) MA Source — Price source for the moving average calculation (default: close) Median Length — Lookback period for the percentile median calculation (default: 61) ATR Length — Lookback period for ATR calculation (default: 12) ATR Multiplier — Controls the size of the ATR buffer. Set to 0 to disable the ATR filter entirely (default: 0.5) SD Length — Lookback period for standard deviation calculation (default: 29) SD Multiplier Long — Controls the strength of the standard deviation filter for long signals. Set to 0 to disable (default: 1.0) Use Short SD Filter — Enables a symmetric standard deviation filter for short signals, matching the long side. When disabled the indicator is asymmetric by default — longs require SD confirmation, shorts do not (default: false) SD Multiplier Short — Controls the strength of the standard deviation filter for short signals when enabled (default: 1.0) Long Confirmation Bars — Number of bars the bullish condition must hold before confirming (default: 1) Short Confirmation Bars — Number of bars the bearish condition must hold before confirming (default: 1) Use Bar Coloring — Colors bars based on the current trend state (default: true) How to trade it Long — when the line turns blue and the fill appears above price, a bullish trend has been confirmed. This is the signal to look for long entries or to hold existing long positions Short / Cash — when the line turns red and the fill appears below price, the bullish structure has broken down. This is the signal to exit longs, move to cash, or look for short entries depending on your strategy Avoid trading against the trend — if the line is red do not look for longs, if the line is blue do not look for shorts Recommended Usage Best used on the 1D timeframe for clean and reliable trend identification Should not be used alone for trade entries — combine with a momentum or volume indicator for confirmation Set SD Multiplier Long to 0 to rely solely on the ATR filter — useful in trending markets where the SD filter may delay entries Keep the Short SD Filter disabled for bullish or trending markets — the default asymmetry keeps long entries strict while allowing fast exits when momentum fades Enable the Short SD Filter in ranging or bearish markets where you want both sides to require the same level of statistical confirmation before triggering Higher ATR Multiplier values increase signal quality at the cost of fewer signals — lower values make the indicator more reactive Higher Confirmation Bar values reduce false signals at the cost of slightly later entries — useful in choppy or ranging markets Swing trading — the confirmation mechanism keeps the indicator stable during pullbacks, allowing you to hold through minor retracements without being shaken out prematurely Breakout trading — the combination of ATR buffer and SD filter ensures you only act on genuine breakouts with real momentum behind them All signals are confirmed on bar close.
อินดิเคเตอร์ Pine Script®
โดย Unknownhodler
JI FVG Short Strategy (ES 5m)here is the strategy for short only : The market is ES the timeframe is the five minute chart. The entry condition is a bullish fair value gap must be formed and the third candle that complete the fair value gap must be red. Enter short only - no code is required The target is equal to the ATR Rounded down to the nearest .5 EG. ATR of 3.4 will Round down to 3 The stop loss is 1.5 times the target For example, if the target is 2 the stop loss is 3 If the target is 4 the stop loss is 6 If ATR is lower than 2 no trade is allowed to be taken.
กลยุทธ์ Pine Script®
โดย Resa34136
OT S/R Edge[roongee]Here is the comprehensive guide for the OT S/R Edge indicator, translated and organized for professional use. 1. Dashboard Overview (The Command Center) The dashboard summarizes the market state in real-time, allowing you to assess the situation at a glance without cluttering your chart. Resistance: Displays the nearest resistance price and its Touch Count (x). A high touch count (3x or more) suggests the level is significant or may soon break. Support: Displays the nearest support price and its Touch Count (x). Trend: Indicates the current "Momentum" based on the most recent breakout. Bullish ↑: A resistance level was recently broken (Buying is favored). Bearish ↓: A support level was recently broken (Selling is favored). Active (x/5): Tracks the number of "Live Barriers" currently on the chart. This helps you identify if the market is in a clear "vacuum" or a congested area. 2. Decision Logic: The Break Score Framework This indicator doesn't just watch price cross a line; it calculates the "Quality" of a breakout using a 3-layer filter: The Gate (ADX Filter): If ADX is outside the 15–45 range, the system assumes there is either insufficient volatility to break or the move is already "overextended." The Pressure (Touch Count): The more a level is tested, the higher the Break Score. Statistically, levels weaken after multiple hits. The Momentum (ADX Rising & Last Break): If ADX is sloping upward and the direction aligns with the most recent trend, the probability of a successful break reaches High Probability (Score 4+). 3. Trading Strategies (Action Plan) Strategy 1: Trend Following Check Dashboard: If the Trend is Bullish ↑, look for Buy opportunities only. Entry Point: Wait for a "Buy the Dip" scenario at an Active support level or a "flipped" level (Old Resistance turned New Support, shown as a gray dotted line). Target: Take Profit (TP) at the next Resistance level shown on the Dashboard. Strategy 2: Breakout Trading The Signal: Look for a ↑ Break or ↓ Break label accompanied by a "High Probability Break" alert. Entry Point: Enter a trade once the candle closes outside the designated Zone. Key Indicator: If the Active count on the dashboard drops suddenly (e.g., from 4/5 to 1/5), it signals a major "clearing" of levels, often leading to a powerful price run. Strategy 3: Range/Sideways Play Check Dashboard: Use this when the Trend is Neutral and the Active count is high (4/5 or 5/5). Entry Point: Sell at the Resistance ceiling and Buy at the Support floor. Confirmation: Check the Touch Count. If it is low (1x or 2x), the level is more likely to "bounce" than "break." 4. Visual Guide (Color & Line Logic) Solid Green/Red Lines: Active support/resistance. Increased line thickness represents longevity (the older the level, the more important it is). Colored Zones: These represent "Areas of Interest." Markets rarely reverse at a precise decimal point; they reverse within a zone. Gray Dotted Lines (Broken): Levels that have been breached. These often serve as Retest points. Break Labels: Mark the exact point where momentum successfully overcame a barrier. Pro Tip: Pay close attention to the Active count. When it drops to 1/5 or 2/5, the market is usually entering a "clean" state where a long-term trend can finally begin.
อินดิเคเตอร์ Pine Script®
โดย Roongee
3