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Guppy Rolling VWAP Note on VWAP (Volume Weighted Average Price) and Advantages of Multiple VWAPs Introduction to VWAP The Volume Weighted Average Price (VWAP) is a widely used technical indicator in trading, particularly for intraday strategies, that calculates the average price of a security (like a stock or index) over a specified period, weighted by the trading volume at each price level. Unlike a simple moving average (SMA), which treats all prices equally, VWAP emphasizes prices where higher volumes were traded, providing a more accurate reflection of the "true" market value during the session. Key Calculation Formula: VWAP = Σ (Price × Volume) / Σ (Volume) Price: Typically the average of high, low, and close for each bar (e.g., 1-minute or 5-minute interval). Volume: The total shares traded at that price. It resets at the start of each trading day (or session) and accumulates cumulatively, making it ideal for assessing intraday trends. On a chart, VWAP appears as a single line (often with standard deviation bands for added context), and prices above VWAP indicate bullish sentiment (buyers in control), while below suggests bearish pressure. VWAP is favored by institutional traders as a benchmark to minimize market impact when executing large orders (e.g., aiming to buy below VWAP for value). For retail intraday traders, it serves as a dynamic support/resistance level, helping time entries/exits and gauge efficiency. Advantages of Using Multiple VWAPs While a standard VWAP (daily reset) is powerful, employing multiple VWAPs—such as Anchored VWAP (AVWAP), multi-session VWAPs, or VWAPs anchored to specific events (e.g., earnings releases or highs/lows)—enhances flexibility and provides deeper insights across timeframes. Anchored VWAP, for instance, allows customization by starting the calculation from a user-defined point (e.g., a pivot high/low or news event), rather than just the session open. This "multiple" approach (plotting several VWAP lines) addresses limitations of a single VWAP in volatile or multi-day trends. Here are the key advantages: Enhanced Customization and Adaptability: Multiple VWAPs let traders anchor to specific points (e.g., weekly high or post-earnings), making them suitable for swing trading or analyzing beyond intraday. This is more versatile than a standard VWAP, which resets daily and may ignore longer-term context. Better Identification of Support/Resistance Levels: Plotting VWAPs from different anchors (e.g., one from session open, another from a recent low) creates layered zones, helping spot confluence for stronger entries/exits. In choppy markets like Bank Nifty, this reduces false signals by confirming trends across multiple lines. Improved Trend and Momentum Analysis: Combining short-term (e.g., 1-hour anchored) and long-term VWAPs reveals divergences or alignments, signaling potential reversals or continuations earlier. For example, price respecting a multi-day VWAP while bouncing off an intraday one indicates building strength. Risk Management and Benchmarking: Institutions use multiple VWAPs to compare execution quality across sessions (e.g., vs. previous day's VWAP), minimizing slippage in large trades. For retail traders, it aids in setting dynamic stops/targets, improving risk-reward ratios. Volume-Integrated Insights: Like single VWAP, multiples incorporate volume for a "truer" average, but layering them filters noise better in high-vol environments, outperforming unweighted averages like SMA. Limitations and Best Practices VWAP isn't foolproof—it can lag in low-volume periods and isn't ideal for overnight holds (as it resets). When using multiples, avoid clutter by limiting to 2-3 lines; combine with your SMA/EMA for confirmation. In your intraday setup, test on historical charts (e.g., HDFC Bank) to see how multiple VWAPs align with trends for advance signals.
อินดิเคเตอร์ Pine Script®
โดย akghuf19ag24
1
BTC Cycle Composite IndicatorBTC Cycle Composite Indicator: A Multi-Factor Approach to Identifying Market Tops and Bottoms Introduction The Bitcoin market is characterized by distinct four-year cycles driven by halving events, yet accurately pinpointing cycle tops and bottoms remains a challenge even for experienced traders. Single indicators often generate false signals or lag significantly. The BTC Cycle Composite Indicator addresses this by integrating multiple proven on-chain metrics, technical analysis tools, and cycle-based models into a single coherent framework. Its goal is to provide traders with a probabilistic risk score that highlights periods of extreme overvaluation (potential tops) and undervaluation (potential bottoms), while filtering out noise through advanced confirmation mechanisms. Core Design Philosophy The indicator is built on a multi-factor voting system. Instead of relying on any single metric, it aggregates signals from a diverse set of independent indicators that capture different aspects of market behavior: On-chain valuation (MVRV Z-Score, Puell Multiple, CVDD, NUPL) reflects the positioning of long-term holders and miners. Technical momentum (Pi Cycle Oscillator, RSI, price deviation from moving averages) identifies price extremes. Cycle timing (halving progress, post-halving windows) anchors the analysis within the historical rhythm of Bitcoin. Market structure (Power Law channel, V/T Ratio, 15% rule) adds context about the broader macro trend. Each indicator contributes to a risk score (0–100), and only when a sufficient number of them align—and additional filters (trend, volatility, signal spacing) are satisfied—does the indicator generate a clear visual signal. Detailed Component Breakdown 1. On-Chain Metrics (Simulated for Demonstration) MVRV Z-Score: Compares market value to realized value, normalized by standard deviation. Historically, values above 7 have marked major tops, while values near 0.1 have indicated bottoms. The indicator can also use a dynamic 6‑month rolling Z‑score to adapt to changing market structure. Puell Multiple: Measures miner revenue relative to its 365‑day moving average. Extremely high values (>3.33) suggest miner over‑profitability and potential selling pressure; very low values (<0.5) signal miner capitulation and bottoms. CVDD (Cumulative Value Coin Days Destroyed): A bottom‑capture metric that tracks the dollar value of coin‑days destroyed. When price falls below the CVDD extension line, it historically marked strong accumulation zones. NUPL (Net Unrealized Profit/Loss): Gauges the aggregate profit/loss status of the market. NUPL > 0.75 corresponds to extreme greed (euphoria), while negative values indicate fear. 2. Technical Indicators Pi Cycle Oscillator: Unlike the classic Pi Cycle Top indicator that waits for a 111 SMA / 350 SMA×2 cross, this oscillator measures the percentage distance between the two moving averages. When this value exceeds a user‑defined threshold (e.g., 80%), it serves as an early warning of an overheated market. Price Deviation from 200‑day SMA: A simple yet powerful mean‑reversion tool. Deviations above +50% have historically coincided with tops, while deviations below -20% align with bottoms. RSI (14): Standard overbought/oversold levels (70/30) are used, but they are only considered in conjunction with other factors. V/T Ratio: Compares on‑chain transaction value to token velocity; extreme deviations from its moving average can signal turning points. 3. Cycle and Structural Factors Halving Progress: The indicator calculates the exact position between two consecutive halvings. Four color‑coded phases (green, lime, yellow, red) visually represent the typical market sentiment progression. Top/Bottom Windows: Historical data shows that cycle tops often occur 528–548 days after a halving, while bottoms tend to form within the first 200 days. These windows are used as soft filters. Power Law Channel Position: Based on the long‑term power law regression, prices near the upper band (>80th percentile) are considered overextended, while those near the lower band (<20th percentile) are undervalued. 15% Rule (optional): When price drops more than 15% from its 500‑day high after a series of strong bullish candles, it may indicate distribution by smart money—a supplementary top confirmation. 4. Altcoin Season Signals Bitcoin dominance (BTC.D) is monitored for sharp moves. A decline of more than 2% over 14 days suggests capital rotation into altcoins, while a rise of more than 2% indicates Bitcoin strength. These raw signals are further validated by: Price position relative to 200‑day SMA. RSI entering oversold (for alt‑season) or overbought (for BTC‑season) territory. Volume spikes (above 1.5× the 20‑day average). Candlestick patterns (hammer/bullish engulfing for buys; shooting star/bearish engulfing for sells). How the Components Work Together The indicator does not simply flash a signal when any one metric triggers. Instead, it employs a multi‑stage aggregation and filtering process: Risk Score Calculation Each of the ten top‑oriented and eight bottom‑oriented indicators votes independently. The percentage of active indicators forms the raw risk score (e.g., 7 out of 10 = 70% top risk). Weighted Adjustment (Optional) Because some indicators are more predictive during specific cycle phases, the indicator can apply dynamic weights. For example, Pi Cycle and MVRV receive higher weights in the late halving phase (red zone), while Puell and CVDD are emphasized in the early phase (green zone). Multi‑Stage Filtering Trend Filter: Signals are only considered if they align with the primary trend (price above/below 200‑day SMA). Volatility Filter: Using ATR, signals are discarded during low‑volatility consolidation unless volatility exceeds 1.2× its 20‑day average. Momentum Filter: Requires the short‑term moving average to be sloping in the direction of the signal (e.g., for a top signal, price should be above its 20‑day MA and the MA should be rising). Signal Suppression: After a signal is generated, no further signals of the same type are allowed for a user‑defined number of bars (default 20) to prevent clustering. Confirmation Bars: A signal must persist for a minimum number of consecutive bars (default 2) before being displayed. Visual Output Colored Background: The chart background gradually shifts from green (early accumulation) to red (late distribution) based on halving progress, providing an intuitive sense of cycle phase. Halving Markers: Blue vertical lines and labels mark each halving date. Cycle Top/Bottom Labels: When all filters are satisfied, a red “Cycle Top” label appears above the bar (with the current risk score), and a blue “Cycle Bottom” label appears below. Arrow Signals: Small red downward arrows (⬇️TOP) and green upward arrows (⬆️BOT) are plotted on every qualifying bar for easy spotting. Buy/Sell Signals: For altcoin‑season entries, tiny green “🪙 BUY” triangles at the bottom and orange “₿ SELL” triangles at the top are displayed. Risk Score Panel: A table in the bottom‑right corner shows the current top/bottom risk percentages and the number of triggered indicators, updated in real time. Practical Usage Recommended Settings Timeframe: Daily or weekly charts work best, as the underlying metrics are designed for medium‑ to long‑term cycles. Parameters: Most thresholds (e.g., MVRV levels, Pi Cycle oscillator threshold, minimum risk score) are adjustable. Beginners can keep the defaults; advanced users may fine‑tune based on backtesting. On‑Chain Data Source: The indicator currently uses simulated MVRV, Puell, etc., for demonstration. For live trading, replace these with real data sources such as CRYPTOCAP:BTC.MVRV or subscribe to a reliable on‑chain data provider. Interpretation A top risk score above 60 accompanied by a red background and a “Cycle Top” label suggests that multiple independent metrics are flashing warning signs. This is a signal to consider taking profits or tightening stops. A bottom risk score above 60 in the green zone with a “Cycle Bottom” label indicates a historically favorable accumulation area. The BUY/SELL signals are more tactical and may appear more frequently; they should be used in conjunction with the broader cycle context. Limitations and Disclaimer No indicator is infallible. The BTC Cycle Composite Indicator is a tool for probability assessment, not a crystal ball. Past performance does not guarantee future results. Users should always combine it with fundamental analysis, order book data, and proper risk management. The indicator’s parameters may need periodic adjustment as market dynamics evolve (e.g., the Pi Cycle oscillator threshold may drift over time). Originality and Innovation While the individual indicators are well‑known, their combination and the filtering logic are original: Dynamic weighting based on halving progress adapts the model to different cycle phases. Multi‑timeframe confirmation (optional weekly RSI check) adds an extra layer of robustness. 15% rule provides a unique structural filter for top detection. Signal suppression and momentum filters drastically reduce false positives compared to a simple “majority vote” approach. The risk score panel gives users immediate insight into the internal state of the model, fostering transparency. Conclusion The BTC Cycle Composite Indicator is designed for traders who want a comprehensive, data‑driven view of Bitcoin’s cyclical extremes. By aggregating diverse metrics and applying rigorous filtering, it aims to highlight high‑probability turning points while minimizing noise. Whether you are a long‑term investor seeking accumulation zones or a swing trader looking for trend shifts, this indicator offers a structured way to interpret the complex interplay of on‑chain, technical, and cyclical forces that drive Bitcoin’s market cycles.
อินดิเคเตอร์ Pine Script®
โดย neeson1987
Position Dashboard + Buy/Sell SignalsPosition Dashboard with Multi-Filter Buy/Sell Signals – A Comprehensive Portfolio Management Tool for TradingView Overview This indicator bridges the gap between your actual cryptocurrency portfolio and real‑time technical analysis on TradingView. Instead of toggling between exchange accounts and charts, you can now visualise your total position value directly on your favourite chart, monitor equivalent amounts in major coins, and receive high‑confidence buy/sell signals based on a robust multi‑condition filter. The tool is designed for traders who want a holistic view of their holdings while making data‑driven entry and exit decisions. Functionality & Purpose The script serves two complementary purposes: Portfolio Dashboard Enter your holdings for BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE, and any other USD‑denominated assets. Live prices are fetched from user‑defined tickers (e.g., BINANCE:BTCUSDT), and the total portfolio value is displayed in both USD and CNY. Equivalent quantities of each coin (e.g., “your total portfolio is worth X BTC”) are calculated, giving you an intuitive sense of purchasing power across different assets. A Bollinger Bands channel is applied to the total USD value, providing dynamic add (lower band) and reduce (upper band) reference levels. A simple text suggestion (“Add” / “Reduce” / “Hold”) summarises the current position relative to these bands. Multi‑Filter Buy/Sell Signals Rather than relying on a single noisy oscillator, the indicator combines several classic concepts to generate signals only when multiple conditions align: Trend filter (price vs. a long‑term EMA) ensures signals align with the dominant direction. EMA cross (price vs. a medium‑term EMA) captures momentum shifts. RSI threshold (above/below 50) prevents counter‑trend entries and avoids overbought/oversold extremes. Volume confirmation (optional) requires volume to exceed its 20‑period average, reducing false signals during low‑activity periods. Confirmation bar count – you can require that all conditions persist for 1–5 consecutive bars before a signal is drawn, effectively filtering out short‑lived spikes. All this information is neatly presented in a table anchored at the bottom centre of the chart, leaving the price action area unobstructed. How It Works (Operational Logic) Portfolio Value Calculation User Inputs – You specify the quantity of each coin you hold (non‑integer values allowed) and optionally a lump sum for “other” USD assets. Price Fetching – For each coin, the script requests the close price from the ticker you provide (e.g., BINANCE:BTCUSDT). The same is done for the USD/CNY exchange rate (primary: FX_IDC:USDCNY, fallback: FX_IDC:USDCNH). Value Aggregation – totalUsd = Σ (quantity × price) + otherUsd. The CNY value is obtained by multiplying totalUsd by the current exchange rate. Equivalent Quantities – totalUsd is divided by each coin’s price to show “your portfolio is worth X of coin Y”. Add/Reduce Reference Lines A simple Bollinger Bands calculation is performed on the totalUsd series over the user‑defined length and multiplier. Because the total value fluctuates with market prices, these bands adapt to volatility and give you objective levels for considering portfolio rebalancing. Buy/Sell Signal Generation (on the main chart symbol) The signal logic operates independently on the price of the symbol the chart is currently showing. It does not use the portfolio values for entries/exits – it only uses the chart’s own price, volume, and derived indicators. The rationale is that you may trade the symbol shown on the chart while still wanting to keep an eye on your overall portfolio in the same workspace. Trend EMA – a long‑term average (default 200) defines the broader trend. Signal EMA – a shorter average (default 50) reacts faster to price changes. Cross Conditions – a golden cross (price crosses above the signal EMA) in an uptrend becomes a buy trigger; a death cross (price crosses below the signal EMA) in a downtrend becomes a sell trigger. RSI Filter – buys are only considered if RSI is below 50 (avoiding overbought entries); sells if RSI is above 50 (avoiding oversold exits). Volume Confirmation – when enabled, the bar’s volume must exceed its 20‑bar average. Confirmation Counter – the composite condition must remain true for a user‑specified number of consecutive bars. This is the key to eliminating the majority of false starts and whip‑saws. Once all criteria are met, a green triangle up (below the bar) or a red triangle down (above the bar) is plotted. Dashboard Table On the last bar, a 2‑column, 12‑row table is drawn. It contains: Total USD value Total CNY value Equivalent quantities for BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE Add level (USD) Reduce level (USD) Current text advice The table’s background is semi‑transparent black, ensuring readability without obscuring the chart. Synergy of Components While the portfolio dashboard and the buy/sell signals are logically independent, they work together to give you a complete picture: The dashboard tells you where you stand – how much capital is deployed, its distribution, and whether the total value is historically high or low relative to its own volatility (via the Bollinger Bands). The signals tell you when to act on the chart symbol – a potential entry or exit point based on proven technical principles. The add/reduce levels offer a macro perspective: if the total portfolio value is far above its upper band, it might be a sensible time to take some profits, even if the chart symbol itself hasn’t generated a sell signal yet. Conversely, a total value below the lower band could encourage bargain hunting. By integrating both views, you avoid the common pitfall of focusing only on a single coin while losing sight of your overall risk exposure. How to Use the Indicator Add the indicator to any TradingView chart (preferably a cryptocurrency pair). Input your holdings in the “Inputs” tab: Enter the exact quantities you own of BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE. If you hold other assets not listed, sum their USD value and enter it under “Other Positions Value (USD)”. Verify price sources – the default tickers point to Binance USDT pairs. Adjust them if your broker uses different symbols (e.g., BITFINOX:BTCUSD). Adjust signal parameters to suit your trading style: EMA lengths, RSI levels, volume confirmation toggle, and confirmation bars. Start with the defaults and experiment on historical data to find settings that match your risk tolerance. Observe the table at the bottom centre of your chart – all portfolio metrics update in real time. Watch for buy/sell arrows – they appear only when the multi‑filter conditions are satisfied, giving you potential trade ideas for the symbol on screen. What Makes This Indicator Original? Unified Dashboard + Signals – Most indicators either track a portfolio or give signals; this one does both in a clean, non‑intrusive layout. Multi‑Layer Filtering – The combination of trend, cross, RSI, volume, and consecutive‑bar confirmation is deliberately chosen to reduce noise without sacrificing responsiveness. The confirmation‑bar parameter alone lets you fine‑tune the trade‑off between timeliness and reliability. Adaptive Add/Reduce Levels – By applying Bollinger Bands to the total portfolio value, the indicator provides a custom rebalancing guide that adjusts to market volatility – a feature rarely seen in public scripts. User‑Configurable Price Sources – You are not locked into a single exchange; the tickers can point to any TradingView‑supported symbol, making the tool exchange‑agnostic. Bottom‑Centred Table – The placement respects your chart real estate while keeping all critical numbers visible at a glance. Important Considerations & Disclaimer No Performance Guarantees – The signals are derived from historical price patterns and common technical indicators. They are not a promise of future profits. Always conduct your own analysis and consider risk management. Data Reliability – The script relies on the availability and accuracy of the price feeds you specify. If a ticker becomes invalid, the corresponding value will show as N/A. Parameter Optimisation – The default values are reasonable starting points, but every trader and market behaves differently. Use the strategy tester or back‑testing features in TradingView to evaluate how the signals would have performed in the past with your chosen settings. Portfolio Values ≠ Trading Capital – The total portfolio value displayed includes all entered holdings, whether or not you intend to trade them. Do not confuse this with your active trading account balance. Use as a Decision‑Support Tool – This indicator is designed to assist, not replace, your own judgment. Markets can be unpredictable; always use stop‑losses and position sizing. By merging real‑time portfolio tracking with technically sound entry/exit signals, this indicator offers a practical solution for traders who want to keep one eye on their overall exposure and the other on the next potential move. Its modular design and extensive configurability make it suitable for both beginners and experienced traders alike.
อินดิเคเตอร์ Pine Script®
โดย neeson1987
SQZPRO + RSIMakit0 Squeeze PRO + RSI combines the original Makit0 Squeeze PRO volatility compression system with a standard RSI oscillator in a single pane. The Squeeze PRO component identifies three levels of volatility compression (orange = wide, red = normal, yellow = tight) based on the relationship between Bollinger Bands and Keltner Channels. Green dots signal volatility expansion (“squeeze fire”). The momentum histogram shows directional bias and acceleration using a linear regression–based oscillator. RSI (default 14) is plotted on the same scale, with squeeze dots aligned at the 50 midline to help traders quickly judge volatility conditions alongside momentum strength and overbought/oversold levels. This setup allows you to monitor: Volatility compression and expansion Momentum direction and slope RSI trend bias and OB/OS zones All in one streamlined view.
อินดิเคเตอร์ Pine Script®
โดย SarK17
Regression Trend Channel Entry/Exit AlertsFree Telegram Trading Community t.me 📊 Regression Channel Entry/Exit Alerts A simple yet powerful indicator that tells you exactly when price enters or exits a regression channel, with clear buy/sell signals. 🎯 What Does It Do? This indicator draws a regression channel (like a dynamic support/resistance zone) and automatically alerts you when price makes significant moves relative to this channel. 🔑 Key Concepts Made Simple The Channel Middle Line: The "fair price" or average over recent bars Upper Band: Overbought zone / resistance Lower Band: Oversold zone / support The Signals The indicator tracks where price has been and alerts you when: Price enters the channel (from outside) → Potential trade entry Price exits the channel (from inside) → Potential trend change 📈 Signal Guide Buy Signals (Go Long) 🔼 Green Triangle: Price enters channel from BELOW 🔵 Blue Circle: Price breaks out BELOW the channel (potential reversal up) Sell Signals (Go Short) 🔽 Red Triangle: Price enters channel from ABOVE 🟠 Orange Circle: Price breaks out ABOVE the channel (potential reversal down) 💡 How to Use It Simple Trading Strategy In an Uptrend (channel sloping up): Wait for price to fall back INTO the channel → BUY If price breaks ABOVE channel → Consider SELLING (may be overextended) In a Downtrend (channel sloping down): Wait for price to bounce back INTO the channel → SELL If price breaks BELOW channel → Consider BUYING (may be oversold) Visual Cues Blue shaded area: Upper half of channel (resistance zone) Red shaded area: Lower half of channel (support zone) Numbers on chart: Pearson's R shows trend strength (closer to 1 or -1 = stronger trend) ⚙️ Simple Settings Setting What It Does Typical Value LinReg Length How many bars to look back 100 Upper/Lower Deviation How wide the channel is 2.0 Lookback Period How many bars to check for entry/exit 5 🎨 Alert Examples text "Price has re-entered the regression channel from below - BUY signal" → Price was below channel for 5 bars, now moved back in - potential bounce up "Price has exited the regression channel to the upside - SELL signal" → Price broke above channel - might be overbought, potential pullback ✅ Best Practices Use on higher timeframes (1h, 4h, daily) for more reliable signals Combine with trend direction - don't fight the main trend Wait for candle close before acting on signals Adjust channel width in volatile markets (wider channel = 2.5-3.0) ❌ Common Mistakes to Avoid Don't take every signal - wait for confluence with trend Don't use in very choppy/sideways markets Don't set lookback period too low (1-2) or you'll get false signals 📊 Quick Reference Signal Shape Color Meaning Entry Buy Triangle Up Green Price dipped into channel from below Entry Sell Triangle Down Red Price rallied into channel from above Exit Buy Circle Blue Price broke below channel Exit Sell Circle Orange Price broke above channel 🔧 Pro Tips For trend traders: Focus on channel RE-ENTRY signals (triangles) For counter-trend traders: Focus on channel EXIT signals (circles) For scalpers: Use shorter length (20-50) and lookback (2-3) For swing traders: Use longer length (100-200) and lookback (5-8) Note: This indicator repaints (updates as new bars form) since it uses future data to calculate the regression line. Always confirm signals with price action and other indicators.
อินดิเคเตอร์ Pine Script®
โดย tonewayclothing
Trinity Signal [Cythos]Trinity Signal is a regime-adaptive indicator that combines three independent signal types into a single overlay. It automatically detects whether the market is trending or sideways, then activates the appropriate signal for each condition. Unlike single-method indicators, Trinity Signal does not force one approach on all market conditions. Trend-following signals fire only during confirmed trends, while mean reversion signals activate only during sideways regimes. 🔶 THREE SIGNAL TYPES 1 — Volume Breakout (VB) Fires during trending regimes when price breaks above/below the Donchian Channel with a volume spike (default 2.5x the 20-bar average). Additional filters: ADX must be above threshold and rising, ATR must be expanding relative to its 50-bar average, and DI+/DI- must confirm direction. An optional EMA trend filter (EMA 20 > EMA 50) is available for long entries. 2 — RSI Divergence (DIV) Detects classic bullish and bearish RSI divergences using pivot points. A bullish divergence occurs when price makes a lower low but RSI makes a higher low. The minimum price difference and minimum RSI difference are configurable to filter out weak divergences. Regime filter prevents bullish divergences in bear regimes and bearish divergences in bull regimes. 3 — Mean Reversion (MR) Activates only in sideways regimes. Uses Z-Score (standard deviations from the 20-bar mean) instead of RSI for entry detection. The Z-Score threshold adapts to current volatility: lower threshold (default 1.5) during low-volume periods, higher threshold (default 2.5) during high-volume periods. Entries beyond Z = 3.0 are blocked as cascade risk protection. An ATR percentile filter (default 65th percentile) prevents entries during abnormally volatile sideways conditions. 🔶 REGIME DETECTION The regime engine uses a 3-vote ensemble: • ADX vote — ADX above threshold with hysteresis (entry at 22, exit at 16 to prevent regime flicker) • Bollinger Band Width vote — BB Width percentile rank above threshold • ATR vote — ATR percentile rank above threshold All three must agree for a "trending" classification. If trending, the regime is further classified as BULL (price > EMA 50) or BEAR (price < EMA 50). Otherwise, the regime is SIDEWAYS. This unanimous-vote approach prevents false regime switches that would generate incorrect signals. 🔶 TP / SL SYSTEM Each signal type has independent ATR-based take-profit and stop-loss multipliers: • VB: TP = 5.0 ATR, SL = 4.0 ATR (trend-following: wide TP, moderate SL) • DIV: TP = 3.5 ATR, SL = 2.5 ATR (balanced R:R) • MR: TP = 3.0 ATR, SL = 7.0 ATR with 2% cap (mean reversion: small TP, wide SL, high win rate) The indicator tracks a virtual position internally and shows TP exits as green dots and SL exits as pink dots on the chart. A minimum TP percentage filter prevents entries when ATR is too small relative to price. 🔶 ADDITIONAL FILTERS • OI Confirmation (VB only) — When enabled, Volume Breakout signals require Open Interest to be above its 20-bar SMA. If OI is declining during a breakout, it may indicate a liquidation-driven move rather than genuine new positions. • RSI Extreme Filter (VB only) — Blocks VB longs when RSI > 75 and VB shorts when RSI < 25 to avoid chasing exhausted moves. • Cooldown — Separate cooldown periods for VB/DIV (default 8 bars) and MR (default 25 bars) to prevent signal clustering. • No same-bar entry+exit — The indicator will not enter a new position on the same bar an exit occurred. • Non-repainting — All signals evaluate only on confirmed (closed) bars using barstate.isconfirmed. Signals will never appear and then disappear. 🔶 HOW TO USE • Add to any chart (optimized for crypto perpetual futures, 5-minute timeframe) • "L" labels = long (buy) entry, "S" labels = short (sell) entry • Green dot = take profit exit, Pink dot = stop loss exit • White dot at entry = entry price marker • All parameters are adjustable in the indicator settings • JSON-formatted alerts are available for webhook integration 🔶 LIMITATIONS • Designed primarily for crypto perpetual futures — default parameters are tuned on BTCUSDT 5m. Other pairs may require adjustment • The 5-minute timeframe produces the most signals; higher timeframes will generate fewer signals • Mean Reversion signals have a low R:R ratio by design (compensated by high win rate) • Past performance in backtesting does not guarantee future results • OI data may not be available for all symbols — the filter automatically skips when OI data is missing • This is a tool to assist your analysis, not a standalone trading system. Always use proper risk management.
อินดิเคเตอร์ Pine Script®
โดย Cythos
Volatility Regime Supertrend [SeerQuant]Volatility Regime Supertrend (VRST) The Volatility Regime Supertrend (VRST) is an adaptive Supertrend that changes its trailing behavior based on whether the market is historically compressed or expanded in volatility. It keeps the familiar Supertrend structure (ATR-based trailing bands + trend direction flips), but replaces the “one-size-fits-all” multiplier with a regime-aware multiplier that tightens during squeezes and widens during volatility expansions. ⚙️ How It Works VRST first measures volatility using Bollinger Bandwidth, then ranks the current bandwidth against its own history to get a 0–100 “how compressed vs expanded” score. Low scores mean compression; high scores mean expansion. That score controls the ATR multiplier used by the Supertrend, and the multiplier is smoothed so band width transitions don’t jump. Then VRST calculates a normal Supertrend, with one extra control: Speed. Speed adjusts how quickly the trailing bands track their new positions, letting you choose between smoother behavior and faster reaction. Trend direction flips when price breaks the prior band, and signals only print on those flips. Key mechanics: Volatility regime = Bollinger Bandwidth ranked vs history Multiplier adapts: compression → tighter, expansion → wider, mid-zone → blended Bands are ATR-based and use standard Supertrend trailing logic Speed controls band responsiveness (slow/smooth → fast/reactive) 🚀 Why It’s Useful VRST is meant to stop you from forcing one Supertrend setting across every market condition. It changes band width with volatility so the same indicator can behave sensibly in both tight ranges and fast moves, while still remaining a clean “trend state” tool (bull/bear + flip signals). 📜 Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.
อินดิเคเตอร์ Pine Script®
โดย SeerQuant
NTrades [ORBDD Advanced] - WorkingNTrades – Opening Range Breakout System is a complete intraday Opening Range Breakout (ORB) trading indicator that automatically defines the New York opening range, identifies breakout or retest entries, and applies strict rule-based filters to improve trade quality. It includes optional volume confirmation, Fair Value Gap (FVG) confluence, EMA trend filtering, and a strict daily bias filter to align trades with higher-timeframe direction. The system features advanced risk management with customizable stop-loss placement, adjustable risk-to-reward ratios, maximum risk filtering, time-based trade restrictions, and automatic force exits. It also tracks performance in real time with a built-in dashboard displaying win rate, total R captured, drawdown, and win/loss statistics—making it a structured, data-driven ORB solution for disciplined intraday traders.
อินดิเคเตอร์ Pine Script®
โดย Nishann
1
NQ 1M BB Reversal (London + NY Only)Strategy Summary This strategy trades NQ futures on the 1-minute timeframe using a Bollinger Band extreme reversal model. It is built around one core idea: When price stretches to statistically extreme levels (3 standard deviations from the mean), it is likely to revert. 🔎 Core Logic Bollinger Bands Length: 17 Standard Deviation: 3 Long Entry: When price closes at or below the lower band Short Entry: When price closes at or above the upper band Stop Loss: 10 ticks Take Profit: 20 ticks Risk-to-Reward: 1:2 ⏰ Session Filter Trades are only taken during: London Session New York Session Asia session is excluded to avoid low-liquidity and grinding conditions. 📊 Strategy Characteristics Mean-reversion based Designed for high-volatility sessions Tight risk control Moderate trade frequency (~3–5 per day typical) Performs best in rotational or range conditions May struggle during strong trend expansion days 🎯 Edge Profile With optimized settings: Win rate ~52% Profit Factor ~1.9+ Controlled drawdown Positive expectancy per trade
กลยุทธ์ Pine Script®
โดย hoang15241
Mamba Protocol: VIPER + SMC (Dash v2)Here is the English translation, ready to copy and paste into the TradingView description box: 🐍 MAMBA PROTOCOL: VIPER + SMC (LuxAlgo Mod) Developed by: Pink Central (Mamba Rosa) Base Code: Smart Money Concepts by LuxAlgo This indicator is an Institutional Trading Suite designed to operate under the VIPER strategy. It combines the precision of Smart Money Concepts (SMC) with a market trend and strength detection engine, allowing you to identify high-probability entry points and avoid dangerous ranging markets. 🚀 KEY FEATURES: 1. Market Structure & SMC (Smart Money Concepts): Order Blocks (OB): Automatic visualization of supply and demand zones with real-time mitigation. Fair Value Gaps (FVG): Detection of market inefficiencies for potential rebalancing. Structure (BOS / CHoCH): Automatic identification of Break of Structure and Change of Character. Premium & Discount Zones: Visually indicates if the price is "expensive" (Premium) to sell or "cheap" (Discount) to buy. 2. VIPER Trend Engine: Ranging/Choppiness Detection: The chart background turns Gray/Silver when ADX is low, indicating that trend continuation strategies should NOT be traded. Institutional SMAs: Simple Moving Averages of 50 and 200 periods to define the macro trend (Golden Cross / Death Cross). 3. Control Dashboard (Info Panel): Market Status: Indicates "TRENDING" or "RANGING" based on ADX strength. Dynamic RSI: Real-time overbought/oversold monitoring. Price Zone: Visual alert indicating if you are operating in a Premium or Discount zone. ⚙️ HOW TO USE (Mamba Strategy): Identify Trend: Check the SMAs 50/200 and background color. If gray, wait. Wait for the Sweep: Look for Order Block formations or liquidity grabs (High/Low). Confirm Entry: Use the Dashboard to validate strength (ADX > 20) and direction. Execute: Enter on the retest of an OB or FVG in favor of the main trend.
อินดิเคเตอร์ Pine Script®
โดย arevalo_melody8619
[blackcat] L2 Trade with Storm█ OVERVIEW This indicator identifies trend reversals and short-term trading opportunities by combining pattern recognition with Bollinger Band analysis. It visualizes uptrends and downtrends using candlestick coloring while generating filtered buy/sell signals based on volatility expansion and trend strength. █ CONCEPTS This indicator utilizes a multi-layered approach to identify high-probability reversal points: Key principles: • Pattern Recognition : Detects consecutive price movements to identify sustained uptrends and downtrends, including pullback and bounce patterns within each trend phase • Moving Average Analysis : Uses a weighted Morning Star Line and Lead Line (26-bar SMA) to determine overall trend direction and momentum • Volatility Filtering : Incorporates Bollinger Band Width analysis to filter out sideways consolidation periods and focus on trending markets • Multi-Condition Signal Generation : Combines pattern detection, volatility expansion, and trend slope analysis to generate reliable trade signals █ HOW TO USE 1 — Add the indicator to your chart from the Indicators menu 2 — Observe the candlestick coloring: green candles indicate uptrend phases, red candles indicate downtrend phases 3 — Look for buy signals (green arrows) and sell signals (red arrows) that appear after trend strength filtering 4 — Use the Bollinger Band limit lines (yellow) as dynamic support/resistance references Signal Interpretation • Buy Signal (↑) : Appears when a downtrend reverses to uptrend, volatility is expanding, and the Lead Line is rising • Sell Signal (↓) : Appears when an uptrend reverses to downtrend, volatility is expanding, and the Lead Line is falling • B Label : Marks raw uptrend reversal points (before filtering) • S Label : Marks raw downtrend reversal points (before filtering) █ FEATURES Visual Elements • Trend Candlesticks : Green candles for uptrend phases, red candles for downtrend phases • Reversal Candlesticks : Lime candles for bullish reversals, fuchsia candles for bearish reversals • Lead Line : Pink when rising, green when falling - indicates trend direction • Bollinger Band Limits : Yellow lines showing ±2 standard deviation boundaries • Signal Labels : Green arrows for buy signals, red arrows for sell signals Trend Strength Filter Module The indicator includes an advanced filtering system (V2.0) that: • Measures Bollinger Band Width to detect volatility expansion • Analyzes Lead Line slope to confirm trend direction strength • Filters out signals during sideways consolidation periods • Requires price to deviate from the middle band for valid signals █ RECOMMENDED SETTINGS • Timeframe : Works best on 15-minute to 4-hour timeframes for cryptocurrency trading • Market Type : Designed for volatile markets like BTC and other cryptocurrencies • Confirmation : Consider using additional indicators for confirmation before entering trades █ LIMITATIONS • Signals may lag due to the pattern recognition requiring multiple bars to confirm trends • False signals can still occur during choppy market conditions despite the filtering system • Not suitable for very low timeframes (below 5 minutes) due to noise • Performance may vary across different asset classes and market conditions • Does not include built-in risk management or position sizing █ NOTES • This indicator is designed for educational purposes and should not be used as the sole basis for trading decisions • The pattern detection system tracks up to 10 fluctuation patterns within each trend phase • Original "B" (Buy) and "S" (Sell) labels show raw reversal points, while arrow signals show filtered signals • The Morning Star Line uses a 20-period weighted moving average with declining weights • Backtesting and paper trading are strongly recommended before live trading ═════════════════════════════════════════════════════════════════════════ DISCLAIMER Past performance does not guarantee future results. For educational purposes only. Always backtest before live trading. Never risk more than you can afford to lose.
อินดิเคเตอร์ Pine Script®
โดย blackcat1402