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อินดิเคเตอร์และกลยุทธ์

SMC Alpha Engine [PhenLabs]📊 SMC Alpha Engine Version: PineScript™ v6 📌 Description The SMC Alpha Engine is a comprehensive Smart Money Concepts indicator that automates institutional trading pattern recognition. Built for traders who understand that confluence is king, this indicator stacks multiple SMC elements together and scores them in real-time, allowing you to focus exclusively on high-probability setups. Rather than manually tracking HTF bias, market structure, liquidity levels, order blocks, and fair value gaps separately, the SMC Alpha Engine consolidates everything into a unified scoring system. When enough factors align, you get a signal. When they don’t, you wait. This systematic approach removes emotion and subjectivity from SMC trading. The indicator is designed around one core principle: only trade when the probabilities are stacked in your favor. By requiring multiple confluence factors before generating signals, it filters out the noise and keeps you focused on setups that institutional traders actually care about. 🚀 Points of Innovation Automated confluence scoring system that evaluates 6 distinct SMC factors in real-time HTF-to-LTF bias alignment ensuring trades flow with institutional direction Intelligent liquidity sweep detection using wick-ratio analysis for confirmation ATR-based FVG quality filtering that eliminates noise and shows only significant imbalances Anti-spam signal logic preventing overtrading during volatile market conditions Session-aware killzone integration timing entries with institutional activity windows 🔧 Core Components HTF Bias Engine: Analyzes higher timeframe swing structure to establish directional bias using pivot high/low comparisons Market Structure Module: Detects BOS (Break of Structure) and CHoCH (Change of Character) with real-time confirmation Premium/Discount Calculator: Dynamically maps price zones relative to recent swing range equilibrium Liquidity Tracker: Monitors swing points as liquidity targets and identifies sweep events with rejection confirmation POI Detector: Identifies valid Order Blocks with displacement requirements and Fair Value Gaps with ATR filtering Confluence Scorer: Aggregates all factors into bull/bear scores displayed on real-time dashboard 🔥 Key Features Multi-timeframe analysis combining HTF directional bias with LTF precision entries Customizable confluence threshold from 1 (low filter) to 5 (sniper mode) Three killzone sessions: London (02:00-05:00), NY AM (08:30-11:00), NY PM (13:30-16:00) Flexible mitigation options for OBs and FVGs: Wick, Close, 50%, or None Visual structure labeling for BOS and CHoCH events on chart Real-time info dashboard showing all current market conditions and scores Built-in alert conditions for BOS, liquidity sweeps, and high-confluence signals 🎨 Visualization Premium Zone: Red-tinted box above equilibrium indicating sell-side interest areas Discount Zone: Green-tinted box below equilibrium indicating buy-side interest areas Equilibrium Line: Dotted gray line marking the 50% level of current range Order Blocks: Color-coded boxes (green for bullish, red for bearish) showing institutional candles Fair Value Gaps: Teal boxes for bullish FVGs, maroon boxes for bearish FVGs Killzone Backgrounds: Blue (London), Orange (NY AM), Purple (NY PM) session highlighting Info Table: Top-right dashboard displaying HTF bias, LTF trend, zone, killzone status, and scores 📖 Usage Guidelines HTF Settings HTF Timeframe - Default: 60 - Controls higher timeframe for directional bias HTF Swing Length - Default: 10, Range: 3+ - Determines pivot sensitivity for HTF trend Market Structure Settings LTF Swing Length - Default: 3, Range: 1-10 - Controls swing detection sensitivity Show BOS/CHoCH - Default: Off - Toggles structure labels on chart Show Strong/Weak Points - Default: Off - Displays swing point classifications POI Settings Show Valid Order Blocks - Default: Off - Displays OBs that caused displacement Show Unmitigated FVGs - Default: On - Shows active fair value gaps Filter FVG by ATR - Default: On - Only shows FVGs larger than 0.5x ATR OB Mitigation Type - Options: Wick, Close, None - Determines when OBs are invalidated FVG Mitigation Type - Options: Wick, Close, 50%, None - Determines when FVGs are filled Confluence Settings Minimum Score for Signal - Default: 4, Range: 1-5 - Required confluence level for entries Show Entry Signals - Default: On - Toggles LONG/SHORT labels on chart ✅ Best Use Cases Trend continuation trades during active killzone sessions with HTF alignment Discount zone entries on bullish HTF bias with recent liquidity sweep below Premium zone shorts on bearish HTF bias after liquidity grab above recent highs Reversal identification following CHoCH with POI confluence in optimal zone Filtering existing strategy signals by requiring minimum confluence score ⚠️ Limitations HTF bias detection requires sufficient price history for accurate pivot identification Liquidity sweep detection depends on wick-ratio settings and may miss some events Order blocks require displacement confirmation which may exclude some valid zones Confluence scoring is probabilistic and does not guarantee profitable outcomes Killzone times are based on EST/EDT and require timezone adjustment for other regions Signal spam prevention may delay valid signals by up to 10 bars after previous signal 💡 What Makes This Unique Unified SMC Framework: Combines all major SMC concepts into one cohesive indicator rather than requiring multiple tools Objective Scoring System: Removes subjectivity by quantifying confluence into measurable scores Institutional Timing Integration: Built-in killzone awareness ensures signals align with high-volume sessions Quality Filtering: ATR-based FVG filtering and displacement-required OBs eliminate low-quality setups Anti-Overtrading Logic: Smart signal spacing prevents emotional trading during choppy conditions 🔬 How It Works Step 1: HTF Bias Determination Analyzes higher timeframe pivot highs and lows Compares consecutive pivots to identify HH/HL (bullish) or LH/LL (bearish) sequences Establishes directional filter that all signals must respect Step 2: LTF Structure Mapping Detects swing points on execution timeframe Identifies BOS when price closes beyond confirmed swing level Recognizes CHoCH when structure break occurs against current trend Step 3: Confluence Calculation Awards +1 for HTF bias alignment Awards +1 for active killzone timing Awards +1 for optimal zone positioning (discount for longs, premium for shorts) Awards +1 for price at unmitigated POI Awards +1 for recent liquidity sweep in trade direction Awards +1 for recent supportive structure break Step 4: Signal Generation Compares total score against user-defined minimum threshold Requires candle confirmation (bullish close for longs, bearish close for shorts) Applies 10-bar spacing filter to prevent signal clustering 💡 Note: This indicator is designed for traders already familiar with Smart Money Concepts. While it automates detection and scoring, understanding why each factor matters will significantly improve your ability to filter signals and manage trades effectively. Use the minimum confluence setting to match your risk tolerance, higher values mean fewer but higher-quality signals.
อินดิเคเตอร์ Pine Script®
โดย PhenLabs
Heikin Ashi Swing Setup DailyTFHeikin Ashi Swing Setup is a trend-following swing trading indicator designed for Daily timeframe traders. This indicator combines: Heikin Ashi candle strength EMA-based trend confirmation RSI momentum filter ATR-based price expansion logic The goal is to capture strong directional swing moves while avoiding sideways and noisy markets. BUY Signal Logic Strong bullish Heikin Ashi candle (no lower wick) Price above EMA 50 EMA slope upward (trend confirmation) RSI between 50–70 Price sufficiently away from EMA (ATR filter) SELL Signal Logic Strong bearish Heikin Ashi candle (no upper wick) Price below EMA 50 EMA slope downward RSI between 30–50 ATR-based price expansion confirmed Recommended Usage Timeframe: Daily Markets: Stocks & Indices Holding Period: 5–20 trading days Best used with: Weekly trend analysis Supply & Demand zones Previous swing highs/lows
อินดิเคเตอร์ Pine Script®
โดย anuragtrivedi0302
LANZ Origins🔷 LANZ Origins – Multi-Framework Liquidity, Structure & Risk Management Overlay LANZ Origins is a multi-tool TradingView indicator designed to provide session context, liquidity mapping, imbalance visualization, higher-timeframe candle projection, and a fixed-SL lot size calculator. It includes: Risk & Lot Size Panel (up to 5 accounts): Calculates lot size using a fixed Stop Loss in pips and a standard pip value assumption ($10 per pip per 1.0 lot). For each enabled account, it displays the estimated lots and dollar risk based on account capital and risk %. The panel is fully customizable (colors, text size, visibility). Session Backgrounds (New York time): Colors the chart by time blocks: Day Division, No Action Zone, Killzone, and Hold Session, helping traders visually segment the trading day. Asian Range Liquidity Box (19:00–02:00 NY): Draws a dynamic box tracking the session high/low, plus an optional midline (50%) with optional label. The script correctly handles sessions that cross midnight. Imbalance Detector: Detects and draws Fair Value Gaps (FVG), Opening Gaps (OG), and Volume Imbalances (VI) with adjustable filters (min width by points/%/ATR and extension). Optionally shows a dashboard summarizing frequency and fill rate. ICT HTF Candles Overlay: Projects selected higher-timeframe candles to the right of price (e.g., 30m enabled by default), with optional labels, remaining time, trace lines (O/C/H/L) and internal imbalance highlights for those HTF candle sets. 30m ZigZag projected to all timeframes: Computes ZigZag pivots from the 30-minute timeframe and draws them on any chart timeframe, including an optional live extending leg. LANZ Origins does not execute trades and does not generate buy/sell entries. It is a visual framework for analysis, context, and risk planning.
อินดิเคเตอร์ Pine Script®
โดย rau_u_lanz
MES ORB Fakeout Alert - No RSIVWAP Integration: In 2025/2026 trading, price action often "reverses" to the VWAP. If the MES breaks the ORB High but stays below the VWAP, it’s a high-probability fakeout. This script catches that. Relative Volume (Effort vs. Result): Instead of RSI, it looks at the Volume SMA. If the market tries to break a level with less volume than the 20-candle average, the "effort" isn't there, and the "result" (the breakout) is likely a lie. Automatic Session Handling: It specifically looks at America/New_York time to ensure the 9:30 AM open is captured correctly regardless of where you are located.
อินดิเคเตอร์ Pine Script®
โดย aabellini
QUARTERS THEORY XAUUSDThe “Quarter Theory XAUUSD” indicator on TradingView is designed to automatically plot horizontal price levels in $25 increments on your chart, providing traders with a clear visual representation of key psychological and technical price points. These levels are particularly useful for instruments like XAU/USD, where price often reacts to round numbers, forming support and resistance zones that can be leveraged for both scalping and swing trading strategies. By showing all $25 increments as horizontal white lines, the indicator ensures that traders can quickly identify potential entry and exit points, without the need for manual drawing or repeated calculations. The indicator works by calculating the nearest $25 multiple relative to the current market price and then drawing horizontal lines across the chart for all increments within a defined range. This range can be customized to suit the instrument being traded; for example, for gold (XAU/USD), a typical range might extend from 0 to 5000, covering all practical price levels that could be relevant in both high and low market conditions. By using Pine Script’s persistent variables, the indicator efficiently creates these lines only once at the start of the chart, avoiding unnecessary resource usage and preventing TradingView from slowing down, which can happen if lines are redrawn every bar. From a trading perspective, these levels serve multiple purposes. For scalpers, the $25 increments act as micro support and resistance points, helping to determine short-term price reactions and potential breakout zones. Scalpers can use these levels to enter positions with tight stop-loss orders just beyond a level and take profits near the next $25 increment, which aligns with common price behavior patterns in highly liquid instruments. For swing traders, the same levels provide broader context, allowing them to identify areas where price might pause or reverse over several days. Swing traders can use these levels to align trades with the prevailing trend, particularly when combined with other indicators such as moving averages or trendlines. Another key advantage of the Quarterly Levels indicator is its simplicity and visual clarity. By plotting lines in a uniform white color and extending them to the right, the chart remains clean and easy to read, allowing traders to focus on price action and market dynamics rather than cluttered technical drawings. This visual consistency also helps in backtesting and strategy development, as traders can quickly see how price interacts with each level over time. Additionally, the use of round-number increments leverages the psychological tendencies of market participants, as many traders place stop orders or entry points near these levels, making them natural zones of interest. Overall, the Quarterly Levels indicator combines efficiency, clarity, and practical trading utility into a single tool. It streamlines chart analysis, highlights meaningful price zones, and supports both scalping and swing trading approaches, making it an essential addition to a trader’s toolkit. By understanding how to integrate these levels into trading strategies, traders can make more informed decisions, manage risk effectively, and identify high-probability trade setups across various market conditions.
อินดิเคเตอร์ Pine Script®
โดย ElvinLing
CausalityLib - granger casuality and transfer entropy helpersLibrary "CausalityLib" Causality Analysis Library - Transfer Entropy, Granger Causality, and Causality Filtering f_shannon_entropy(data, num_bins)   Calculate Shannon entropy of data distribution   Parameters:      data (array) : Array of continuous values      num_bins (int) : Number of bins for discretization   Returns: Entropy value (higher = more randomness) f_calculate_te_score(primary_arr, ticker_arr, window, bins, lag)   Calculate Transfer Entropy from source to target   Parameters:      primary_arr (array) : Target series (e.g., primary ticker returns)      ticker_arr (array) : Source series (e.g., basket ticker returns)      window (int) : Window size for TE calculation      bins (int) : Number of bins for discretization      lag (int) : Lag for source series   Returns: - TE score and direction (-1 or 1) f_correlation_at_lag(primary_arr, ticker_arr, lag, window, correlation_method)   Calculate Pearson correlation at specific lag   Parameters:      primary_arr (array) : Primary series      ticker_arr (array) : Ticker series      lag (int) : Lag value (positive = ticker lags primary)      window (int) : Window size for correlation      correlation_method (string) : Correlation method to use ("Pearson", "Spearman", "Kendall")   Returns: Correlation coefficient f_calculate_granger_score(primary_arr, ticker_arr, window, max_lag, correlation_method)   Calculate Granger causality score with lag testing   Parameters:      primary_arr (array) : Primary series      ticker_arr (array) : Ticker series      window (int) : Window size for correlation      max_lag (int) : Maximum lag to test      correlation_method (string) : Correlation method to use   Returns: - Granger score and directional beta f_partial_correlation(x_arr, y_arr, z_arr, window)   Calculate partial correlation between X and Y controlling for Z   Parameters:      x_arr (array) : First series      y_arr (array) : Second series      z_arr (array) : Mediator series      window (int) : Window size for correlation   Returns: Partial correlation coefficient f_pcmci_filter_score(raw_score, primary_arr, ticker_arr, mediator1, mediator2, mediator3, mediator4, window)   PCMCI Filter: Adjust Granger score by checking for mediating tickers   Parameters:      raw_score (float) : Original Granger score      primary_arr (array) : Primary series      ticker_arr (array) : Ticker series      mediator1 (array) : First potential mediator series      mediator2 (array) : Second potential mediator series      mediator3 (array) : Third potential mediator series      mediator4 (array) : Fourth potential mediator series      window (int) : Window size for correlation   Returns: Filtered score (reduced if causality is indirect/spurious)
ไลบรารี Pine Script®
โดย cybermediaboy
TrendlinesTrendline S&R This indicator is an automated technical analysis tool designed to identify the most relevant Support and Resistance (S&R) zones based on market pivots. Unlike standard pivot indicators that clutter the chart with historic lines, this script uses a "Closest-to-Price" algorithm to display only the single most relevant Support (Green) and Resistance (Red) zone currently interacting with price action. It solves common frustrations with automated trendlines—specifically the issue of lines disappearing immediately upon a breakout—by introducing a Stability Buffer. Key Features & Importance The script scans hundreds of potential trendlines but only draws the one geographically closest to the current price. Importance: This ensures you are looking at the zone that matters right now. It filters out distant or irrelevant historic lines, keeping your chart clean and focused on immediate price action. 🛡️ 5-Bar Stability Buffer (Anti-Flicker) Feature: A hardcoded 5-bar "memory" prevents the zone from disappearing the moment price touches or breaks it. Importance: This is critical for trading breakouts. It allows you to see the zone persist while price breaches it, helping you distinguish between a true breakout, a fakeout, or a retest, without the reference level vanishing from your screen. 🔍 Dynamic Pivot Filtering Feature: Uses a restricted Pivot Strength (5-15) and Minimum Confirmation (2-8 touches). Importance: By enforcing these limits, the indicator ignores insignificant market noise and micro-swings, ensuring that drawn zones represent structural market levels with genuine liquidity. 🔔 Integrated Alert System Feature: Built-in alerts for "Zone Breakout" (candle close crossing the zone) and "Zone Touch" (wick entering the zone). Importance: Allows you to set the indicator and walk away. You will be notified instantly when price interacts with these key levels, removing the need to stare at the chart. 📉 Adaptive Tolerance (Fixed ATR) Feature: Uses a fixed ATR multiplier internally to determine the width of the zone. Importance: This automatically adjusts the thickness of the support/resistance zone based on the asset's volatility. Settings Guide Bars to Apply: How far back in history the script looks for pivots (Default: 300). Pivot Source: Choose between calculating from "High/Low" (wicks) or "Close" (bodies). Pivot Strength: The number of bars required on each side to define a swing point (Range: 5–15). Min Pivot Confirmation: The minimum number of touches required to validate a trendline (Range: 2–8). How to Use Add the indicator to your chart. Adjust Pivot Strength if you want to catch smaller swings (lower number) or major structures (higher number). Set an alert in TradingView by clicking the "Clock" icon, selecting this indicator, and choosing "Zone Breakout" or "Zone Touch".
อินดิเคเตอร์ Pine Script®
โดย ebecihalil
IV History from Realized Volatility# Realized Volatility History - Quick Start Guide ## What This Does Displays historical realized volatility (RV) calculated directly from price movements. Compare it against your current implied volatility to identify options trading opportunities and gauge whether premium is expensive or cheap. ## How to Use 1. **Get Current IV**: Check your broker's options chain and find the ATM (at-the-money) implied volatility for your ticker 2. **Input the Value**: Open indicator settings and enter the current IV (e.g., `0.15` for 15%) - this creates a reference line 3. **Read the Chart**: - **Purple line** = Historical realized volatility from actual price movements - **Red dashed line** = Your current ATM IV (reference) - **Orange line** = 30-day moving average (optional) 4. **Interpret the Data**: - **RV below IV** → Options premium is relatively expensive (consider selling premium) - **RV above IV** → Options premium is relatively cheap (consider buying options) - **IV Rank > 70%** → High volatility environment - **IV Rank < 30%** → Low volatility environment ## Settings You Can Adjust - **Current ATM IV**: Reference line for comparison (update periodically) - **RV Rolling Window**: Calculation window for realized volatility (default: 10 days) - **Lookback Period**: Period for IV rank calculation (default: 60 days) - **Show 30-Day Average**: Toggle moving average line ## Limitations This indicator requires manual IV updates since TradingView doesn't have direct access to options data. You'll need to check your broker periodically and update the input for accuracy. --- *Method: Calculates annualized realized volatility using rolling standard deviation of log returns, providing a comparison baseline for evaluating implied volatility levels.*
อินดิเคเตอร์ Pine Script®
โดย GexPro
EMA + VWAP Strategy# EMA + VWAP Crossover Strategy ## Overview This is a trend-following intraday strategy that combines fast and slow EMAs with VWAP to identify high-probability entries. It's designed primarily for 5-15 minute charts and includes a smart filter to avoid trading when VWAP is ranging flat. ## How It Works ### Core Concept The strategy uses three main components working together: - **Fast EMA (9)** - Responds quickly to price changes and generates entry signals - **Slow EMA (21)** - Acts as a trend filter to keep you on the right side of the market - **VWAP** - Serves as a dynamic support/resistance level and the primary trigger for entries ### Entry Rules **Long Entry:** - EMA 9 crosses above VWAP (bullish momentum) - EMA 9 is above EMA 21 (confirming uptrend) - VWAP has a clear directional slope (not flat/ranging) - Only during weekdays (Monday-Friday) **Short Entry:** - EMA 9 crosses below VWAP (bearish momentum) - EMA 9 is below EMA 21 (confirming downtrend) - VWAP has a clear directional slope (not flat/ranging) - Only during weekdays (Monday-Friday) ### The VWAP Flat Filter One of the key features is the VWAP slope filter. When VWAP is moving sideways (flat), it indicates the market is likely consolidating or ranging. The strategy skips these periods because crossover signals tend to be less reliable in choppy conditions. You'll see small gray diamonds at the top of the chart when VWAP is considered flat. ### Risk Management The strategy uses a proper risk-reward approach with multiple stop loss options: 1. **ATR-Based (Recommended)** - Adapts to market volatility automatically. Default is 1.5x ATR(14), which gives your trades room to breathe while protecting capital. 2. **Swing Low/High** - Places stops at recent price structure points for a more technical approach. 3. **Slow EMA** - Uses the trend-defining EMA as your stop level, good for trend-following with wider stops. 4. **Fixed Percentage** - Simple percentage-based stops if you prefer consistency. Take profits are automatically calculated based on your risk-reward ratio (default 2:1), meaning if you risk $100, you're aiming to make $200. ### Weekday Trading Filter The strategy includes an option to trade only Monday through Friday. This is particularly useful for crypto markets where weekend liquidity can be thin and price action more erratic. You can toggle this on/off to test whether avoiding weekends improves your results. ### Visual Features - **Color-coded background** - Green tint when EMA 9 is above EMA 21 (bullish bias), red tint when below (bearish bias) - **ATR bands** - Dotted lines showing where stops would be placed (when using ATR stops) - **Active trade levels** - Solid red line for your stop loss, green line for your take profit when you're in a position - **Weekend highlighting** - Gray background on Saturdays and Sundays when weekday filter is active ## Best Practices **Timeframe:** Designed for 5-minute charts but can be adapted to other intraday timeframes. **Markets:** Works on any liquid market - stocks, forex, crypto, futures. Just make sure there's enough volume. **Position Sizing:** The strategy uses percentage of equity by default. Adjust based on your risk tolerance. **Backtesting Tips:** - Test with and without the weekday filter to see which performs better on your instrument - Try different ATR multipliers (1.0-2.5) to find the sweet spot between stop-outs and letting profits run - Experiment with risk-reward ratios (1.5R, 2R, 3R) to optimize for your win rate **What to Watch:** - Win rate vs. profit factor balance - How many trades are filtered out by the VWAP flat condition - Performance difference between weekdays and weekends - Whether the trend filter (EMA 21) is keeping you out of bad trades ## Parameters You Can Adjust - Fast EMA length (default 9) - Slow EMA length (default 21) - VWAP flat threshold (default 0.01%) - Stop loss type and parameters - Risk-reward ratio - Weekday trading on/off - ATR length and multiplier ## Disclaimer This strategy is for educational purposes. Past performance doesn't guarantee future results. Always test thoroughly on historical data and paper trade before risking real money. Use proper position sizing and never risk more than you can afford to lose. --- *Built with Pine Script v5 for TradingView*
กลยุทธ์ Pine Script®
โดย cryptocu84