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อินดิเคเตอร์และกลยุทธ์

Trend following system with ADR and volumeSystem 1 — Trend Flip Strategy System 1 is a simple trend-following strategy that enters on a bullish EMA flip and exits when the trend weakens or reverses. It’s built to catch clean moves and avoid chop. Uses fast and slow EMAs with ATR filtering to detect real momentum Enters long on a bullish flip Exits on a bearish flip or neutral zone (optional) Clear signals with easy-to-read entry and exit markers Great for trending markets and momentum setups Tip: Test across multiple timeframes and pair with volume or higher-timeframe confluence for stronger signals.
อินดิเคเตอร์ Pine Script®
โดย samgeurts
MTF Market Bias+ (Smart Multi-Timeframe Trend Dashboard)The MTF Market Bias+ indicator provides a clear, data-driven view of market direction across multiple timeframes — from scalper to swing trader level. It automatically calculates the bullish / bearish / neutral bias for each selected timeframe using various configurable methods such as EMA slope, price vs EMA, or EMA50 vs EMA200. This tool gives you an instant overview of market alignment and helps you identify when lower and higher timeframes are in sync — the most powerful condition for high-probability trades. 🔍 Core Features ✅ Multi-Timeframe Bias Dashboard: Visual table showing bullish/bearish sentiment across your chosen timeframes (from 3m to 1W). ⚙️ Customizable Methods: Choose between EMA Slope (default) → detects trend direction by EMA momentum Price vs EMA → shows short-term strength or weakness EMA50 vs EMA200 → classic golden cross vs death cross structure 🎨 Configurable Colors, Size & Layout: Adjust background, text, and label sizes for any chart style. 📊 Summary Row: Displays the majority trend (bullish, bearish, or neutral) with real-time score. 🧩 Adaptive Background Mode (optional): Automatically colors your chart background according to overall bias. 💡 Method Info Panel: Clearly shows which method and parameters are active (e.g. “EMA Slope | EMA=50”). 📈 How to Use Add the indicator to your chart. Select the timeframes you want to monitor (e.g. 3m, 5m, 15m, 1h, 4h, D, W). Watch for alignment between lower and higher timeframes: When all turn green → strong bullish alignment → consider longs. When all turn red → strong bearish alignment → consider shorts. Mixed colors indicate consolidation or correction phases. Combine it with your favorite Fair Value Gap, CHOCH/BOS, or Liquidity Sweep strategy to significantly improve trade timing and confidence. 🧩 Author’s Note This indicator is designed for traders who want fast, visual confirmation of multi-timeframe structure without cluttering their charts. It’s simple, lightweight, and highly adaptable — whether you’re scalping on 3-minute charts or swing trading daily candles.
อินดิเคเตอร์ Pine Script®
โดย DaHarley
Trend system🧭 System 1 – Trend Flip Strategy System 1 is a simple yet powerful EMA-based strategy designed to capture early trend flips using volatility-adjusted signals. It works best on trending markets and aims to get you positioned early in the move while avoiding chop when the market is neutral. 📊 Core Logic Uses a fast EMA and slow EMA to define market structure. Applies an ATR-based margin to filter out noise and identify true bullish or bearish momentum shifts. Generates a one-shot long entry when the market flips bullish. Closes the position either on a bearish flip or optionally on neutral signals for a cleaner exit. ⚙️ Key Features 🟢 Trend confirmation with EMA + ATR margin 🪄 One-shot entries – only enters when flat and a clean flip occurs 🚪 Configurable exits – choose to exit on trend reversal or neutrality 🧭 Clear visual cues – color-coded EMA bands and entry/exit markers 📬 Custom alert messages – ready for webhook automation or bot integration 🧠 Why It May Be Useful Great for momentum traders looking to enter early on trend shifts. ATR filtering helps avoid false signals during choppy conditions. Minimal parameters make it easy to optimize across multiple markets and timeframes. Useful for systematic strategy builders as a core trend-following module. Compatible with automation and alerts, making it suitable for both discretionary and systematic approaches. 📌 Tip: For best results, test across multiple timeframes and assets. Consider pairing with volume or higher-timeframe confluence to improve selectivity.
กลยุทธ์ Pine Script®
โดย samgeurts
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result. What is CVD Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes. Core Features Visual Analysis Components CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias. CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered. Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings. POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked. Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars. Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels. Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price. How it works Delta source and sampling You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD. The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one. CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative. Profile construction The recent price range is split into Profile Granularity bins. As price traverses a bin, the current delta contribution is added to that bin. If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing. Widths are scaled by each side’s maximum so you can compare distribution shape at a glance. The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most. Heatmap For each bin, the script computes intensity as absolute CVD relative to the maximum bin value. Color is derived from the side in control in that bin and shaded by intensity. Heatmap Length sets how far back the panels extend, highlighting recurring participation zones. Divergence model You define pivot sensitivity with Pivot Left and Right . Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance . Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low. On trigger, optional link lines and labels are drawn at the pivots for immediate context. Key Settings Delta Source Anchor Timeframe - Higher TF for the CVD narrative. Custom Lower TF and Lower Timeframe - Force the sampling TF if desired. Pivot Logic Pivot Left and Right - Bars to each side for swing confirmation. Delta Tolerance - Small allowance to avoid near-miss false positives. CVD Profile Show CVD Profile - Toggle profile rendering. Split Buy and Sell CVD - Two-sided profile for clearer side attribution. Show Heatmap - Project intensity panels behind price. Show POC and POC Color - Mark the dominant CVD node. Profile Granularity - Number of bins across the visible price range. Profile Offset and Profile Width - Position and scale the profile. Profile Position - Right, Left, or Current bar alignment. Visuals Bullish Div Color and Bearish Div Color - Colors for divergence artifacts. Show Divergence Lines and Labels - Visualize pivots and annotations. Plot CVD - Column plot of total CVD. Show Statistics and Position - Toggle and place the summary table. Reading the display CVD columns Rising CVD confirms buyers are in control. Falling CVD confirms sellers. Flat or choppy CVD during wide price moves hints at passive or exhausted participation. CVD profile wings Thick right wing near a price zone implies heavy buy initiative accumulated there. Thick left wing implies heavy sell initiative. POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced. Heatmap Brighter blocks indicate stronger historical net initiative at that price. Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade. Divergences Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause. Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal. Stats panel Total CVD - Net initiative over the window. Buy and Sell volume with percentages - Side composition. Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers. POC Price - Current control node for plan and risk. Workflows Trend following Choose an Anchor Timeframe that matches your holding period. Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC. Use pullbacks to CVD nodes on your profile as entry locations. Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers. Mean reversion Look for divergences at or near prior CVD nodes, especially the POC. Fade tests into thick wings when the side that dominated there now fails to push CVD further. Target rotations back toward the POC or the opposite wing edge. Liquidity and execution map Treat strong wings and heatmap bands as probable passive interest zones. Expect pauses, partial fills, or flips at these shelves. Stops make sense beyond the far edge of the active wing supporting your idea. Alerts included CVD Bearish Divergence and CVD Bullish Divergence. Price Cross Above POC and Price Cross Below POC. Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio. CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero. Price Near POC proximity alert. Best practices Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter. Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile. Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades. If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero. Trading applications Context - Confirm or question breakouts with CVD slope. Location - Build entries at CVD nodes and POC. Timing - Use divergence and POC crosses for triggers. Risk - Place stops beyond the opposite wing or outside the POC shelf. Important notes and limits This is a price and volume based study. It does not access off-book or venue-level order flow. CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling. Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument. Technical notes Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative. Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel. Divergences are confirmed using standard pivot definitions with user-set tolerances. All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll. Quick start Anchor Timeframe = Daily for intraday context. Split Buy and Sell CVD = On. Profile Granularity = 100 to 200, Profile Position = Right, Width to taste. Pivot Left and Right around 8 to 12 to start, then adapt. Turn on Heatmap for a fast map of interest bands. Bottom line CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
อินดิเคเตอร์ Pine Script®
โดย BackQuant
9
Syndicate Bias v7.5 (Auto TF)Syndicate Bias v7.5 — Private Access Only Your bias engine — not your entry tool. Syndicate Bias is designed to do one thing perfectly: Define the market’s true directional bias before everyone else. It doesn’t tell you when to enter — it tells you which side you should even be looking at. Once the bias is set, you bring in your own confirmations — whether that’s FVGs, iFVGs, or your preferred setups. How to use it: Wait for a new signal . When Syndicate Bias flips, that’s your shift in directional context. Don’t enter immediately . Let your confirmation method (FVG, iFVG, or structure break) validate the setup. Trade only in line with the bias . That’s how you stay on the right side of the flow — every time. The indicator does the heavy lifting by handling market structure shifts, time-based cycles, and reversal detection behind the scenes. You just read the bias — then execute with your own style. Private Indicator. Not for public release. Shared only within select circles. Syndicate Bias doesn’t trade for you — it tells you what deserves your attention.
อินดิเคเตอร์ Pine Script®
โดย akshaykiriti1443
Inside Bar Highlighter by nkChartsOverview: The Inside Candle Highlighter is a simple yet powerful TradingView indicator designed to identify inside bars (inside candles) on your chart. An inside candle is defined as a candle whose high is lower than the previous candle's high and low is higher than the previous candle's low, meaning it forms entirely within the range of the preceding candle. Inside candles are commonly interpreted by traders as periods of market consolidation or indecision and often precede breakouts or significant price moves. This indicator highlights these candles directly on your chart, making them easy to spot at a glance. Features Detects Inside Candles: Automatically identifies bars that are fully contained within the previous bar’s high-low range. Confirmed Bar Coloring: Colors the candle after it closes, ensuring no repainting occurs during formation. Style Tab Customization: Users can adjust the candle color directly from the Style tab, allowing seamless integration with your chart theme. Clean & Minimal: Only inside candles are highlighted, keeping charts uncluttered. How Traders Can Use It Identify Consolidation Zones: Quickly spot periods where the market is contracting. Prepare for Breakouts: Inside candles often signal an upcoming directional move; traders can plan entry or exit points based on breakouts from the inside candle range. Combine With Other Indicators: Use alongside trend indicators, volume tools, or support/resistance levels to enhance trade confirmation. Recommended Use Works on all timeframes — from intraday charts to daily or weekly charts. Particularly useful in price action trading, swing trading, and trend-following strategies. Ideal for traders who want a visual cue for consolidation and potential breakout areas without adding complexity to the chart. Note: This indicator only highlights inside candles. Interpretation and trading decisions are left to the user.
อินดิเคเตอร์ Pine Script®
โดย nkCharts
Uncharted Territory Fibs📘 Uncharted Territory Fibs Advanced Fibonacci Projection & Confluence Indicator (Protected Source) 🧭 Overview Uncharted Territory Fibs is a next-generation Fibonacci projection system designed for identifying high-probability confluence zones when price enters uncharted territory — areas beyond previous highs or lows. It automatically detects valid swing pivots, determines trend bias, and plots Fibonacci extensions and projections with built-in cluster logic to highlight the single most powerful confluence level. ⚙️ Core Features Automatic Trend Bias: Determines direction using either manual Up/Down selection or EMA-based “Auto” bias detection. Swing-Based Anchoring: Uses confirmed pivot highs and lows (non-repainting) to define valid swing legs for Fibonacci mapping. Fibonacci Extensions & Projections: Extensions: 1.272, 1.618, 2.618, 4.236 Projections (symmetry): 1.0 and 1.618 These levels map both impulse continuation and symmetry targets. Cluster Engine: Groups nearby Fibonacci levels within a user-defined tolerance, identifies the zone with the highest confluence, and designates it as the Prime Level. Secondary targets are spaced apart for cleaner visualization. Smart Visualization: Lines are anchored directly to the last confirmed swing pivot. Fixed-length projection (default 20 bars) ensures levels stay visually stable. Labels display exact price and ratio type. Optional price-scale markers and alert triggers. Alerts Built-In: “Near Prime Confluence” alert when price approaches key zone. “Cross Prime Confluence” alert when price breaks through the zone. 🎯 How to Use Apply on higher-timeframe charts (4H, Daily, or Weekly recommended). Choose bias mode: Auto, Uptrend, or Downtrend. Adjust swing sensitivity (pivot left/right bars). Toggle which Fibonacci ratios to include. Tune cluster tolerance and spacing to refine precision. Watch for Prime Confluence zones forming above or below structure — potential reversal or breakout targets. Set alerts for automated notifications near critical levels. 💡 Why It’s Different Unlike basic Fibonacci tools that simply project multiple overlapping lines, Uncharted Territory Fibs performs real-time mathematical clustering to isolate the most statistically dense confluence level — simplifying complex multi-leg Fibonacci relationships into a single actionable zone. The result: fewer lines, higher confidence, and cleaner market structure visualization when price explores new highs or lows. 🔐 Protected Source Notice This indicator is released as a Protected Script to preserve proprietary clustering and swing-selection logic. All calculations, alerts, and visuals are fully functional for users, while the underlying algorithm remains secured. This complies with TradingView’s publishing standards for unique and non-trivial closed-source scripts. ⚠️ Disclaimer This tool is for educational and analytical purposes only. It does not provide financial advice or guarantee performance. Always perform your own analysis and manage risk accordingly. 🏷 Credits Concept inspired by Carolyn Boroden’s Fibonacci work and expanded with custom clustering logic and pivot-anchoring methodology for high-timeframe projection analysis.
อินดิเคเตอร์ Pine Script®
โดย originalsaucemaker
Sentiment NavigatorFREE|SuperFundedSentiment Navigator — Momentum × Volatility Heatmap What it is Sentiment Navigator blends momentum (RSI) with volatility (ATR normalized by price) to visualize market psychology using a background heatmap and a lower oscillator. ・Background: quick read of the market’s “temperature” → Extreme Greed / Greed / Neutral / Fear / Extreme Fear. ・Oscillator: a bounded sentiment score from -100 to +100 showing bias strength and potential extremes. Why this is not a simple mashup Instead of showing RSI and ATR separately, this tool integrates them into a single, weighted score and a state machine: ・Context-aware weighting: When volatility is high (ATR vs its SMA baseline), the score is amplified, reflecting that momentum matters more in turbulent regimes. ・Unified states: RSI thresholds classify regimes (Greed/Fear) and are conditioned by volatility to promote Extreme states only when justified. ・Actionable cues: Reversal labels appear at the extreme levels with candle confirmation to reduce noise. How it works (concise) 1. Momentum: RSI(len) (default 21). 2. Volatility: ATR(len)/close*100 (default ATR=14), smoothed by SMA(volSmaLen) and compared using volMultiplier. 3. Sentiment score: transform RSI to (-100..+100) via (RSI-50)*2, then amplify ×1.5 when high volatility. Finally clamp to . 4. States: ・RSI > greedLevel → Greed (upgraded to Extreme Greed if high vol) ・RSI < fearLevel → Fear (upgraded to Extreme Fear if high vol) ・else Neutral 5. Plotting: ・Oscillator (area) with 0-line and dotted extreme bands. ・Background color by state (greens for Greed, reds for Fear, gray for Neutral). 6. Signals (optional): ・Buy: crossover(score, -extremeGreedLevel) and close > open → prints ▲ at -extremeGreedLevel ・Sell: crossunder(score, extremeGreedLevel) and close < open → prints ▼ at +extremeGreedLevel Parameters (UI mapping) Core ・RSI Length (rsiLen) ・ATR Length (atrLen) ・Volatility SMA Length (volSmaLen) ・High-Vol Multiplier (volMultiplier) State thresholds ・Extreme Greed (extremeGreedLevel) ・Greed (greedLevel) ・Fear (fearLevel) ・Extreme Fear (extremeFearLevel) Display ・Show Background (showBgColor) ・Show Reversal Signals (showSignals) Practical usage ・Regime read: Treat greens as risk-on bias, reds as risk-off, gray as indecision. ・Entries: Use ▲/▼ as triggers, not commands—wait for price action (wicks/engulfings) at structure. ・Extreme management: At Extreme states, favor mean-reversion tactics; in plain Greed/Fear with low vol, trends may persist longer. ・Tuning: 　・Raise greedLevel/fearLevel to reduce signals. 　・Increase volMultiplier to demand stronger vol for “Extreme” states. Repainting & confirmation Signals rely on cross events of the oscillator; judge on bar close for stricter rules. Background/state can change intrabar as RSI/ATR evolve. Disclaimer No indicator guarantees outcomes. News/liquidity can override signals. Trade responsibly with proper risk controls. Sentiment Navigator — クイックガイド（日本語） 概要 本インジは RSI（モメンタム） と ATR/価格（ボラティリティ） を統合し、背景のヒートマップと下部オシレーターで市場心理を可視化します。 ・背景色：極度の強欲 / 強欲 / 中立 / 恐怖 / 極度の恐怖 を直感表示。 ・オシレーター：-100〜+100 のスコアでバイアスの強さと過熱を示します。 独自性・新規性 ・高ボラ状態ではスコアを増幅し、同じRSIでも環境次第で体感インパクトを反映。 ・RSIしきい値×ボラで極端ゾーンの発生を制御し、意義のあるExtremeのみ点灯。 ・反転ラベルは極端レベルのクロス＋ローソク条件で点灯し、ノイズを抑制。 仕組み（要点） 1. RSI を算出。 2. ATR/close*100 を SMA と比較し、しきい値倍率で高ボラを判定。 3. score = (RSI-50)*2 を 高ボラで×1.5、 にクランプ。 4. 状態：RSI>Greed → Greed/Extreme Greed、RSI
อินดิเคเตอร์ Pine Script®
โดย SuperFunded
Nifty vs Nifty Fut Premium indicator This indicator compares Nifty Spot and Nifty Futures prices in real-time, displaying the premium (or discount) between them at the top of the pane. Trading applications: Arbitrage opportunities: When the premium becomes unusually high or low compared to fair value (based on cost of carry), traders can exploit the mispricing through cash-futures arbitrage Market sentiment: A rising premium often indicates bullish sentiment as traders are willing to pay more for futures, while a declining or negative premium suggests bearish sentiment Rollover strategy: Near expiry, monitoring the premium helps traders decide optimal timing for rolling positions from current month to next month contracts Risk assessment: Sudden spikes in premium can signal increased demand for leveraged long positions, potentially indicating overbought conditions or strong momentum
อินดิเคเตอร์ Pine Script®
โดย manishchaks
🐬RSI_CandleRSI_Candle Calculates the RSI based on the open, high, low, and close prices, and displays it in the form of candles. The overbought and oversold zones are highlighted with background colors, which become darker as the RSI value approaches 100 or 0. ----- RSI_Candle RSI를 시가, 고가, 저가, 종가로 계산하여 캔들로 보여줍니다. 과매수/과매도 구간에서 배경색으로 보여주며, 100/0에 가까울수록 배경색이 짙어집니다. -----
อินดิเคเตอร์ Pine Script®
โดย BossOfDolphinGang_
Relative Strength Peers -> PROFABIGHI_CAPITAL🌟 Overview This indicator evaluates relative strength among a customizable group of assets by comparing their smoothed RSI values, identifying outperformers and underperformers through a scoring matrix. It generates visual tables to rank assets based on peer performance, aiding traders in spotting momentum leaders for potential allocation or rotation strategies. ⚙️ Settings - Adjustable number of assets for analysis, balancing depth with performance - RSI calculation period for momentum sensitivity - Primary moving average type and length for initial RSI smoothing - Optional secondary moving average type and length for advanced comparison - Toggle for dual moving average scoring versus threshold-based evaluation - Volatility lookback for adaptive smoothing in variable market conditions - Table customization options like text size, header visibility, and input summaries - Highlighting preferences for trends, top performers, and visual emphasis methods - Enable/disable switches for RSI computations, table displays, and asset inputs 📊 Data Acquisition & Preparation - Fetches real-time closing prices from selected asset tickers using security requests - Cleans ticker symbols by removing exchange prefixes for consistent labeling - Limits analysis to specified asset count to optimize processing speed - Stores prices in dedicated variables per asset for efficient relative calculations - Validates data integrity by detecting constant or invalid sources - Builds an array of user-defined assets, supporting up to 40 cryptocurrency pairs - Updates prices only on confirmed bars to ensure reliable historical alignment 📈 RSI Smoothing & Scoring Logic - Computes base RSI on asset prices normalized against each peer for relative momentum - Applies user-selected smoothing to RSI using various moving average methods - Supports simple averages like SMA and EMA for basic trend filtering - Includes advanced options such as HMA for reduced lag and VIDYA for volatility adaptation - Handles double smoothing with optional second MA for crossover-based signals - Assigns binary scores: outperforming (1) if smoothed RSI exceeds neutral threshold or faster MA leads slower one - Aggregates scores across all peers into per-asset totals for overall strength ranking - Ranks assets by descending sum, with ties preserved in top performer lists 📋 Matrix & Ranking Computation - Constructs a comprehensive score matrix comparing each asset against every other - Populates rows and columns with directional indicators for quick outperformance scans - Sums row values to quantify an asset's dominance over the peer group - Derives ranks through pairwise comparisons, prioritizing higher total scores - Manages ties in rankings to ensure fair representation in leaderboards - Combines matrix data into a flattened array for efficient table rendering - Filters computations to active asset count, avoiding unnecessary overhead 📉 Visualization - Renders a main table as a heatmap-style matrix with rocket (🚀) for outperformance and down arrow (📉) for underperformance - Displays asset labels along axes, with diagonal blanks to avoid self-comparisons - Includes summary columns for total scores and final ranks, with optional gradient highlighting - Positions a compact top assets table in the upper right, listing leaders with points allocation - Customizes appearance via text sizing, background/text emphasis, and header toggles - Shows input parameters summary row for quick reference without menu access - Updates visuals only on the last bar for real-time relevance without repainting 🛠 Performance & Customization - Conditional enabling of features like RSI analysis to reduce computational load - Modular functions for price fetching, smoothing, and scoring to enhance maintainability - Array-based storage for scalable handling of up to 40 assets without code bloat - Inline options for MA configurations to streamline user interface - Tooltip guidance on each input for contextual help during setup - Fixed table positions (bottom center for main, top right for leaders) for consistent viewing - Handles edge cases like zero volatility or missing data with fallback logic ✅ Key Takeaways - Delivers peer-relative momentum insights through RSI-driven scoring and visual matrices - Flexible smoothing and dual-MA modes adapt to diverse trading styles and sensitivities - Prioritizes top performers with ranked tables, easing asset rotation decisions - Optimizes for performance with toggles and limits, suitable for live trading dashboards - Combines quantitative ranks with intuitive symbols for rapid market scanning
อินดิเคเตอร์ Pine Script®
โดย PROFABIGHI_CAPITAL
Position Sizer Box-by ParthibPosition Sizer Box — Ultra Simple Position Size Calculator A clean, no-nonsense tool for instantly calculating your position size based on your chosen risk amount, entry price, and stop loss. How it works: Enter your risk (₹), entry price, and stop price in the input fields. The indicator uses the standard formula: Position Size = Risk Amount ÷ |Entry − Stop| Instantly see the number of shares/units to buy in a minimalist, semi-transparent box at the top-right of your chart. Features: Simple, distraction-free design—perfect for focused traders. All values (risk, entry, SL, and total shares) are always visible. Auto-refreshes as soon as you change your inputs—no need to recalculate or reload. Designed for manual and systematic traders who want instant, objective answers on position size. Works on any time frame or instrument. Why use this? Keeps your risk management sharp and automated. Never waste time on manual calculator work again—just enter values and trade. Fits any strategy that relies on fixed risk per trade. Notes: This indicator does NOT place trades or calculate stops for you—it's purely for position size planning. Use the indicator’s settings to enter your numbers and see the result instantly. You can connect with me on- Mail- parthibtrades01@gmail.com Instagram- trade.parthib
อินดิเคเตอร์ Pine Script®
โดย plsadv03
Session-Conditioned Regime ATRWhy this exists Classic ATR is great—until the open. The first few bars often inherit overnight gaps and 24-hour noise that have nothing to do with the intraday regime you actually trade. That inflates early ATR, scrambles thresholds, and invites hyper-recency bias (“today is crazy!”) when it’s just the open being the open. This tool was built to: Separate session reality from 24h noise. Measure volatility only inside your defined session (e.g., NYSE 09:30–16:00 ET). Judge candles against the current regime, not the last 2–3 bars. A rolling statistic from the last N completed sessions defines what “typical” means right now. Label “large” and “small” objectively. Bars are colored only when True Range meaningfully departs from the session regime—no gut feel, no open-bar distortion (gap inclusion optional). Overview Purpose: objectively identify unusually big or small candles within the active trading session, compared to the recent session regime. Use cases: volatility filters, entry/exit confirmation, session bias detection, adaptive sizing. This indicator replaces generic ATR with a session-conditioned, regime-aware measure. It colors candles only when their True Range (TR) is abnormally large/small versus the last N completed sessions of the same session window. How it works Session gating: Only bars inside the selected session are evaluated (presets for NYSE, CME RTH, FX NY; custom supported). Per-bar TR: TR = max(high, prevRef) − min(low, prevRef). prevRef is the prior close for in-session bars. First bar of the session can include the overnight gap (optional; default off). Regime statistic: For any bar in session k, aggregate all in-session TRs from the previous N completed sessions (k−N … k−1), then compute Median (default) or Mean. Today’s anchor: Running statistic from today’s session start → current bar (for context and the on-chart ratio). Color logic: Big if TR ≥ bigMult × RegimeStat Small if TR ≤ smallMult × RegimeStat Colored states: big bull, big bear, small bull, small bear. Non-triggering bars retain the chart’s native colors. Panel (top-right by default) Regime ATR (Nd): session-conditioned statistic over the past N completed sessions. Today ATR (anchored): running statistic for the current session. Ratio (Today/Regime): intraday volatility vs regime. Sample size n: number of bars used in the regime calculation. Inputs Session Preset: NYSE (09:30–16:00 ET), CME RTH (08:30–15:00 CT), FX NY (08:00–17:00 ET), Custom (session + IANA timezone). Regime Window: number of completed sessions (default 5). Statistic: Median (robust) or Mean. Include Open Gap: include overnight gap in the first in-session bar’s TR (default off). Big/Small thresholds: multipliers relative to RegimeStat (defaults: Big=1.5×, Small=0.67×). Colors: four independent colors for big/small × bull/bear. Panel position & text size. Hidden outputs: expose RegimeStat, TodayStat, Ratio, and Z-score to other scripts. Alerts RegimeATR: BIG bar — triggers when a bar meets the “Big” condition. RegimeATR: SMALL bar — triggers when a bar meets the “Small” condition. Hidden outputs (for strategies/screeners) RegimeATR_stat, TodayATR_stat, Today_vs_Regime_Ratio, BarTR_Zscore. Notes & limitations No look-ahead: calculations only use information available up to that bar. Historical colors reflect what would have been known then. Warm-up: colors begin once there are at least N completed sessions; before that, regime is undefined by design. Changing inputs (session window, multipliers, median/mean, gap toggle) recomputes the full series using the same rolling regime logic per bar. Designed for standard candles. Styling respects existing chart colors when no condition triggers. Practical tips For a broader or tighter notion of “unusual,” adjust Big/Small multipliers. Prefer Median in markets prone to outliers; use Mean if you want Z-score alignment with the panel’s regime mean/std. Use the Ratio readout to spot compression/expansion days quickly (e.g., <0.7× = compressed session, >1.3× = expanded). Roadmap More session presets: 24h continuous (crypto, index CFDs). 23h/Globex futures (CME ETH with a 60-minute maintenance break). Regional equities (LSE, Xetra, TSE), Asia/Europe/NY overlaps for FX. Half-day/holiday templates and dynamic calendars. Multi-regime comparison: track multiple overlapping regimes (e.g., RTH vs ETH for futures) and show separate stats/ratios. Robust stats options: trimmed mean, MAD/Huber alternatives; optional percentile thresholds instead of fixed multipliers. Subpanel visuals: rolling TodayATR and Ratio plots; optional Z-score ribbon. Screener/strategy hooks: export boolean series for BIG/SMALL, plus a lightweight strategy template for backtesting entries/exits conditioned on regime volatility. Performance/QOL: per-symbol presets, smarter warm-up, and finer control over sample caps for ultra-low TF charts. Changelog v0.9b (Beta) Session presets (NYSE/CME RTH/FX NY/Custom) with timezone handling. Panel enhancements: ratio + sample size n. Four-state bar coloring (big/small × bull/bear). Alerts for BIG/SMALL bars. Hidden Z-score stream for downstream use. Gap-in-TR toggle for the first in-session bar. Disclaimer For educational purposes only. Not investment advice. Validate thresholds and session settings across symbols/timeframes before live use.
อินดิเคเตอร์ Pine Script®
โดย scottallen
Volatility Adjusted Relative Strength (VARS) - Histogram OptionI’ve developed a new version of VARS that includes an option to toggle it into a histogram view. I recommend using a single neutral color rather than the conventional “red below 0, green above 0” scheme — because true RS analysis shouldn’t rely on color cues. The focus should be on the immediacy and persistence of RS itself to capture that initial breakout move as the most optimal RRR entry. This also provides clearer insight and visualization into how RS functions (both traditional and VARS) since RS is a static EOD metric derived from a defined timeframe. I want to emphasize again that VARS is useful to identify low-risk entries, with relative strength calibrated to the volatility of the reference index (in this case, AMEX:SPY ). It is not used to determine my exits — those should be governed by a strict, non-discretionary framework for partial profit-taking and final exit of a position.
อินดิเคเตอร์ Pine Script®
โดย jfsrev
6
Kalman Filter [DCAUT]█ Kalman Filter 📊 ORIGINALITY & INNOVATION The Kalman Filter represents an important adaptation of aerospace signal processing technology to financial market analysis. Originally developed by Rudolf E. Kalman in 1960 for navigation and guidance systems, this implementation brings the algorithm's noise reduction capabilities to price trend analysis. This implementation addresses a common challenge in technical analysis: the trade-off between smoothness and responsiveness. Traditional moving averages must choose between being smooth (with increased lag) or responsive (with increased noise). The Kalman Filter improves upon this limitation through its recursive estimation approach, which continuously balances historical trend information with current price data based on configurable noise parameters. The key advancement lies in the algorithm's adaptive weighting mechanism. Rather than applying fixed weights to historical data like conventional moving averages, the Kalman Filter dynamically adjusts its trust between the predicted trend and observed prices. This allows it to provide smoother signals during stable periods while maintaining responsiveness during genuine trend changes, helping to reduce whipsaws in ranging markets while not missing significant price movements. 📐 MATHEMATICAL FOUNDATION The Kalman Filter operates through a two-phase recursive process: Prediction Phase: The algorithm first predicts the next state based on the previous estimate: State Prediction: Estimates the next value based on current trend Error Covariance Prediction: Calculates uncertainty in the prediction Update Phase: Then updates the prediction based on new price observations: Kalman Gain Calculation: Determines the weight given to new measurements State Update: Combines prediction with observation based on calculated gain Error Covariance Update: Adjusts uncertainty estimate for next iteration Core Parameters: Process Noise (Q): Represents uncertainty in the trend model itself. Higher values indicate the trend can change more rapidly, making the filter more responsive to price changes. Measurement Noise (R): Represents uncertainty in price observations. Higher values indicate less trust in individual price points, resulting in smoother output. Kalman Gain Formula: The Kalman Gain determines how much weight to give new observations versus predictions: K = P(k|k-1) / (P(k|k-1) + R) Where: K is the Kalman Gain (0 to 1) P(k|k-1) is the predicted error covariance R is the measurement noise parameter When K approaches 1, the filter trusts new measurements more (responsive). When K approaches 0, the filter trusts its prediction more (smooth). This dynamic adjustment mechanism allows the filter to adapt to changing market conditions automatically, providing an advantage over fixed-weight moving averages. 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Trend Indication: The Kalman Filter line provides color-coded trend information: Green Line: Indicates the filter value is rising, suggesting upward price momentum Red Line: Indicates the filter value is falling, suggesting downward price momentum Gray Line: Indicates sideways movement with no clear directional bias Crossover Signals: Price-filter crossovers generate trading signals: Golden Cross: Price crosses above the Kalman Filter line, suggests potential bullish momentum development, may indicate a favorable environment for long positions, filter will naturally turn green as it adapts to price moving higher Death Cross: Price crosses below the Kalman Filter line, suggests potential bearish momentum development, may indicate consideration for position reduction or shorts, filter will naturally turn red as it adapts to price moving lower Trend Confirmation: The filter serves as a dynamic trend baseline: Price Consistently Above Filter: Confirms established uptrend Price Consistently Below Filter: Confirms established downtrend Frequent Crossovers: Suggests ranging or choppy market conditions Signal Reliability Factors: Signal quality varies based on market conditions: Higher reliability in trending markets with sustained directional moves Lower reliability in choppy, range-bound conditions with frequent reversals Parameter adjustment can help adapt to different market volatility levels 🎯 STRATEGIC APPLICATIONS Trend Following Strategy: Use the Kalman Filter as a dynamic trend baseline: Enter long positions when price crosses above the filter Enter short positions when price crosses below the filter Exit when price crosses back through the filter in the opposite direction Monitor filter slope (color) for trend strength confirmation Dynamic Support/Resistance: The filter can act as a moving support or resistance level: In uptrends: Filter often provides dynamic support for pullbacks In downtrends: Filter often provides dynamic resistance for bounces Price rejections from the filter can offer entry opportunities in trend direction Filter breaches may signal potential trend reversals Multi-Timeframe Analysis: Combine Kalman Filters across different timeframes: Higher timeframe filter identifies primary trend direction Lower timeframe filter provides precise entry and exit timing Trade only in direction of higher timeframe trend for better probability Use lower timeframe crossovers for position entry/exit within major trend Volatility-Adjusted Configuration: Adapt parameters to match market conditions: Low Volatility Markets (Forex majors, stable stocks): Use lower process noise for stability, use lower measurement noise for sensitivity Medium Volatility Markets (Most equities): Process noise default (0.05) provides balanced performance, measurement noise default (1.0) for general-purpose filtering High Volatility Markets (Cryptocurrencies, volatile stocks): Use higher process noise for responsiveness, use higher measurement noise for noise reduction Risk Management Integration: Use filter as a trailing stop-loss level in trending markets Tighten stops when price moves significantly away from filter (overextension) Wider stops in early trend formation when filter is just establishing direction Consider position sizing based on distance between price and filter 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Determines which price data feeds the algorithm: OHLC4 (default): Uses average of open, high, low, close for balanced representation Close: Focuses purely on closing prices for end-of-period analysis HL2: Uses midpoint of high and low for range-based analysis HLC3: Typical price, gives more weight to closing price HLCC4: Weighted close price, emphasizes closing values Process Noise (Q) - Adaptation Speed Control: This parameter controls how quickly the filter adapts to changes: Technical Meaning: Represents uncertainty in the underlying trend model Higher values allow the estimated trend to change more rapidly Lower values assume the trend is more stable and slow-changing Practical Impact: Lower Values: Produces very smooth output with minimal noise, slower to respond to genuine trend changes, best for long-term trend identification, reduces false signals in choppy markets Medium Values: Balanced responsiveness and smoothness, suitable for swing trading applications, default (0.05) works well for most markets Higher Values: More responsive to price changes, may produce more false signals in ranging markets, better for short-term trading and day trading, captures trend changes earlier, adjust freely based on market characteristics Measurement Noise (R) - Smoothing Control: This parameter controls how much the filter trusts individual price observations: Technical Meaning: Represents uncertainty in price measurements Higher values indicate less trust in individual price points Lower values make each price observation more influential Practical Impact: Lower Values: More reactive to each price change, less smoothing with more noise in output, may produce choppy signals Medium Values: Balanced smoothing and responsiveness, default (1.0) provides general-purpose filtering Higher Values: Heavy smoothing for very noisy markets, reduces whipsaws significantly but increases lag in trend change detection, best for cryptocurrency and highly volatile assets, can use larger values for extreme smoothing Parameter Interaction: The ratio between Process Noise and Measurement Noise determines overall behavior: High Q / Low R: Very responsive, minimal smoothing Low Q / High R: Very smooth, maximum lag reduction Balanced Q and R: Middle ground for most applications Optimization Guidelines: Start with default values (Q=0.05, R=1.0) If too many false signals: Increase R or decrease Q If missing trend changes: Decrease R or increase Q Test across different market conditions before live use Consider different settings for different timeframes 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional Moving Averages: Versus Simple Moving Average (SMA): The Kalman Filter typically responds faster to genuine trend changes Produces smoother output than SMA of comparable length Better noise reduction in ranging markets More configurable for different market conditions Versus Exponential Moving Average (EMA): Similar responsiveness but with better noise filtering Less prone to whipsaws in choppy conditions More adaptable through dual parameter control (Q and R) Can be tuned to match or exceed EMA responsiveness while maintaining smoothness Versus Hull Moving Average (HMA): Different noise reduction approach (recursive estimation vs. weighted calculation) Kalman Filter offers more intuitive parameter adjustment Both reduce lag effectively, but through different mechanisms Kalman Filter may handle sudden volatility changes more gracefully Response Characteristics: Lag Time: Moderate and configurable through parameter adjustment Noise Reduction: Good to excellent, particularly in volatile conditions Trend Detection: Effective across multiple timeframes False Signal Rate: Typically lower than simple moving averages in ranging markets Computational Efficiency: Efficient recursive calculation suitable for real-time use Optimal Use Cases: Markets with mixed trending and ranging periods Assets with moderate to high volatility requiring noise filtering Multi-timeframe analysis requiring consistent methodology Systematic trading strategies needing reliable trend identification Situations requiring balance between responsiveness and smoothness Known Limitations: Parameters require adjustment for different market volatility levels May still produce false signals during extreme choppy conditions No single parameter set works optimally for all market conditions Requires complementary indicators for comprehensive analysis Historical performance characteristics may not persist in changing market conditions USAGE NOTES This indicator is designed for technical analysis and educational purposes. The Kalman Filter's effectiveness varies with market conditions, tending to perform better in markets with clear trending phases interrupted by consolidation. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions, but rather as part of a comprehensive trading approach. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always test thoroughly with different parameter settings across various market conditions before using in live trading. No technical indicator can predict future price movements with certainty, and all trading involves risk of loss.
อินดิเคเตอร์ Pine Script®
โดย DCAUT