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อินดิเคเตอร์และกลยุทธ์

Most-Crossed Channels (FAST • Top-K • Flexible Window)//@version=5 indicator("Most-Crossed Channels (FAST • Top-K • Flexible Window)", overlay=true, max_boxes_count=60, max_labels_count=60) // ---------- Inputs ---------- windowMode = input.string(defval="Last N Bars", title="Scan Window", options= ) barsLookback = input.int(defval=800, title="If Last N Bars → how many?", minval=100, maxval=5000) sess = input.session(defval="0830-1500", title="Session (exchange tz)") sessionsBack = input.int(defval=1, title="If Last N Sessions → how many?", minval=1, maxval=10) minutesLookback = input.int(defval=120, title="If Last X Minutes → how many?", minval=5, maxval=24*60) sinceTs = input.time(defval=timestamp("2024-01-01T09:30:00"), title="Since time (chart tz)") channelsK = input.int(defval=3, title="How many channels (Top-K)?", minval=1, maxval=10) binTicks = input.int(defval=8, title="Bin width (ticks)", minval=1, maxval=200) // NQ tick=0.25; 8 ticks = 2.0 pts minSepTicks = input.int(defval=12, title="Min separation between channels (ticks)", minval=1, maxval=500) countSource = input.string(defval="Wick (H-L)", title="Count bars using", options= ) drawMode = input.string(defval="Use Candle", title="Draw channel as", options= ) anchorPart = input.string(defval="Body", title="If Use Candle → part", options= ) fixedTicks = input.int(defval=8, title="If Fixed Thickness → thickness (ticks)", minval=1, maxval=200) extendBars = input.int(defval=400, title="Extend to right (bars)", minval=50, maxval=5000) showLabels = input.bool(defval=true, title="Show labels with counts") // ---------- Colors ---------- colFill = color.new(color.blue, 78) colEdge = color.new(color.blue, 0) colTxt = color.white // ---------- Draw caches (never empty) ---------- var box g_boxes = array.new_box() var label g_lbls = array.new_label() // ---------- Helpers ---------- barsFromMinutes(mins, avgBarMs) => ms = mins * 60000.0 int(math.max(2, math.round(ms / nz(avgBarMs, 60000.0)))) // First (oldest) candle in whose selected part contains `level` anchorIndexForPrice(level, useBody, scanNLocal) => idx = -1 for m = 1 to scanNLocal - 1 k = scanNLocal - m // oldest → newest o = open c = close h = high l = low topZ = useBody ? math.max(o, c) : h botZ = useBody ? math.min(o, c) : l if level >= botZ and level <= topZ idx := k break idx // ---------- Window depth ---------- inSess = not na(time(timeframe.period, sess)) sessStartIdx = ta.valuewhen(inSess and not inSess , bar_index, 0) sessStartIdxN = ta.valuewhen(inSess and not inSess , bar_index, sessionsBack - 1) sinceStartIdx = ta.valuewhen(time >= sinceTs and time < sinceTs, bar_index, 0) avgBarMs = ta.sma(time - time , 50) depthRaw = switch windowMode "Last N Bars" => barsLookback "Today (session)" => bar_index - nz(sessStartIdx, bar_index) "Last N Sessions" => bar_index - nz(sessStartIdxN, bar_index) "Last X Minutes" => barsFromMinutes(minutesLookback, avgBarMs) "Since time" => bar_index - nz(sinceStartIdx, bar_index) avail = bar_index + 1 scanN = math.min(avail, math.max(2, depthRaw)) scanN := math.min(scanN, 2000) // performance cap // ---------- Early guard ---------- if scanN < 2 na else // ---------- Build price histogram (O(N + B)) ---------- priceMin = 10e10 priceMax = -10e10 for j = 0 to scanN - 1 loB = math.min(open , close ) hiB = math.max(open , close ) lo = (countSource == "Body only") ? loB : low hi = (countSource == "Body only") ? hiB : high priceMin := math.min(priceMin, nz(lo, priceMin)) priceMax := math.max(priceMax, nz(hi, priceMax)) rng = priceMax - priceMin tick = syminfo.mintick binSize = tick * binTicks if na(rng) or rng <= 0 or binSize <= 0 na else // Pre-allocate fixed-size arrays (never size 0) MAX_BINS = 600 var float diff = array.new_float(MAX_BINS + 2, 0.0) // +2 so iH+1 is safe var float counts = array.new_float(MAX_BINS + 1, 0.0) var int blocked = array.new_int(MAX_BINS + 1, 0) var int topIdx = array.new_int() binsN = math.max(1, math.min(MAX_BINS, int(math.ceil(rng / binSize)) + 1)) // reset slices for i = 0 to binsN + 1 array.set(diff, i, 0.0) for i = 0 to binsN array.set(counts, i, 0.0) array.set(blocked, i, 0) array.clear(topIdx) // Range adds for j = 0 to scanN - 1 loB = math.min(open , close ) hiB = math.max(open , close ) lo = (countSource == "Body only") ? loB : low hi = (countSource == "Body only") ? hiB : high iL = int(math.floor((lo - priceMin) / binSize)) iH = int(math.floor((hi - priceMin) / binSize)) iL := math.max(0, math.min(binsN - 1, iL)) iH := math.max(0, math.min(binsN - 1, iH)) array.set(diff, iL, array.get(diff, iL) + 1.0) array.set(diff, iH + 1, array.get(diff, iH + 1) - 1.0) // Prefix sum → counts run = 0.0 for b = 0 to binsN - 1 run += array.get(diff, b) array.set(counts, b, run) // Top-K with spacing sepBins = math.max(1, int(math.ceil(minSepTicks / binTicks))) picks = math.min(channelsK, binsN) if picks > 0 for _ = 0 to picks - 1 bestVal = -1e9 bestBin = -1 for b = 0 to binsN - 1 if array.get(blocked, b) == 0 v = array.get(counts, b) if v > bestVal bestVal := v bestBin := b if bestBin >= 0 array.push(topIdx, bestBin) lB = math.max(0, bestBin - sepBins) rB = math.min(binsN - 1, bestBin + sepBins) for bb = lB to rB array.set(blocked, bb, 1) // Clear old drawings safely while array.size(g_boxes) > 0 box.delete(array.pop(g_boxes)) while array.size(g_lbls) > 0 label.delete(array.pop(g_lbls)) // Draw Top-K channels sz = array.size(topIdx) if sz > 0 for t = 0 to sz - 1 b = array.get(topIdx, t) level = priceMin + (b + 0.5) * binSize useBody = (drawMode == "Use Candle") anc = anchorIndexForPrice(level, useBody, scanN) anc := anc == -1 ? scanN - 1 : anc oA = open cA = close hA = high lA = low float topV = na float botV = na if drawMode == "Use Candle" topV := (anchorPart == "Body") ? math.max(oA, cA) : hA botV := (anchorPart == "Body") ? math.min(oA, cA) : lA else half = (fixedTicks * tick) * 0.5 topV := level + half botV := level - half left = bar_index - anc right = bar_index + extendBars bx = box.new(left, topV, right, botV, xloc=xloc.bar_index, bgcolor=colFill, border_color=colEdge, border_width=2) array.push(g_boxes, bx) if showLabels txt = str.tostring(int(array.get(counts, b))) + " crosses" lb = label.new(left, topV, txt, xloc=xloc.bar_index, style=label.style_label_down, textcolor=colTxt, color=colEdge) array.push(g_lbls, lb)
อินดิเคเตอร์ Pine Script®
โดย yassine_marouani30
Automatic Ryze Zones v. 2.1.0Automatic Ryze Zones v2.1.0 — Multi-City Sunrise Opening Zones + Mitigation Signals Automatic Ryze Zones maps the first actionable range at astronomical sunrise for major financial hubs and your own custom city—then watches how price reacts to those zones through the day. It’s built for intraday traders who like session structure, time-based anchors, and objective “tap/mitigation” signals. What it plots Sunrise Zone (per city): At the exact local sunrise minute, the indicator captures the 1-minute candle’s high & low and paints a box that extends right across the session. Optionally plots a dashed midline (the zone’s midpoint). Mitigation Arrows (optional): • ▲ Bullish when price interacts with a city’s zone in a bullish manner • ▼ Bearish for bearish interactions Signals are filtered by your choice of wick/close logic and a volatility gate (ATR ratio). Timing Table: For each enabled city, an on-chart table shows four equal intervals from sunrise to 22:00 UTC, helping you pre-plan intraday inflection windows. (Debug) Heights Table: Optional table listing the captured High/Low used to build each zone. Cities covered (toggle any on/off) New York, London, Tokyo, Auckland, Dubai, Rio, Reykjavik, Dallas, plus your Custom City (name + lat/lon). Each city has its own: Box color & opacity “Show box” and “Show midline” toggles Time-offset override (advanced) Tip: Use the custom city to track your local market, a specific exchange, or any location you care about. How it works (under the hood) Astronomical Sunrise Calculation For each day and city (lat/lon), the script computes sunrise using standard solar geometry (zenith ≈ 90.83°). This yields sunrise in UTC, then converts to local with the city’s time offset. Zone Capture at Sunrise At the exact sunrise minute, the script requests lower-timeframe data via request.security_lower_tf(...) and grabs the 1-minute High/Low. That becomes the zone for that city and day. Zones Extend Right The box is created at the sunrise bar and extends to the right for the rest of the session, giving you durable structure to trade around. Mitigation Logic (signals) You choose the interaction rule: Wick: low-into-zone with a bullish candle → ▲; high-into-zone with a bearish candle → ▼ Close: both open & close inside the zone (bullish → ▲ / bearish → ▼) Wick or Close: combines both checks A volatility filter controls noise: ATR_ratio = ATR(1) / ATR(2500) must be greater than your threshold (default 0.25) for the signal to print. Timing Intervals Table The time from sunrise → 22:00 UTC is divided into four equal parts per city. The table shows the resulting timestamps to help anticipate rhythm shifts. Key inputs Ryze Zone Master Switch — global on/off Automatic Time Settings Chart Zones for Today’s Date (true/false) ↺ Lookback (number of trading days back; weekends auto-skipped) Manual Date Range (when Auto is off) — “Chart Zones from / To” Per-City Settings Show ■ (box), Show ⎯ (midline), Opacity, Color Time Offset (advanced; typically leave 0 or -24 as noted) Add Your City Title, Lat., Lon., Color Show box/midline, Opacity Custom City Time Offset Zone Mitigation Settings Show Zone Mitigation (signals on/off) Filter By: Wick, Close, or Wick or Close ▲ / ▼ colors ATR Filter (default 0.25 on ATR ratio) Debug Table Page (for stepping through stored days) ⏼ (toggle debug table of High/Low per city) Suggested use Confluence trading: Combine Ryze Zones with your session bias, market profile, VWAP, or liquidity maps. Tap/Mitigate behavior: Watch for first touch, failures to break, and midline reactions; the ATR filter helps you ignore low-energy pokes. Timing awareness: Use the four interval times as soft “checkpoints” for rotation or continuation. Notes & limitations Timeframes: Works on intraday charts; uses 1-minute data internally. Weekends: Auto-skipped in lookback. Offsets: City time offsets are advanced controls for edge cases (synthetic sessions, DST quirks). If unsure, leave at default. Performance: The script is optimized (uses dynamic_requests = true), but enabling many cities + long lookbacks can approach max_lines/boxes. Historical signals: Mitigation arrows evaluate against today’s zones by design (historical arrays are foundational but signals key off the current day). Quick start Turn Ryze Zone Master Switch on. Set Automatic Time on and choose your Lookback (e.g., 3). Enable the cities you care about (NY/LON/TYO are a solid start). Turn on Zone Mitigation with Wick or Close and keep ATR Filter = 0.25–0.35 to start. Trade reactions into/out of zones with your own risk plan. Credits / Version v2.1.0 — Multi-city sunrise zones, mitigation signals with ATR ratio, interval timing table, custom city support, debug tools.
อินดิเคเตอร์ Pine Script®
โดย appended
Sniper Swing — Short TF (Clean Signals) [v6]📘 How to Use the Sniper Swing Indicator 1. What It Does It looks for short-term swing breaks in price. It uses an oscillator (RSI/Stoch) and swing pivots to confirm moves. It gives you 3 clear signals only: BUY → Enter long (expecting price to go up). Gay bear → Enter short (expecting price to go down). EXIT → Close your trade (long or short). Candles also change color: Green = in a BUY trade. Red = in a Gay bear trade. Neutral (gray/none) = no trade. 2. When to Use Works best on short timeframes (1m–5m) for scalping/intraday. Use on liquid markets (MES/ES, NQ, SPY, BTC, ETH). Avoid dead hours with no volume (like overnight futures lull or midday chop). 3. How to Trade With It A. BUY trade Wait for a BUY triangle below the candle. Confirm: Candle turned green. Price broke a recent swing high. Oscillator shows strength (indicator does this for you). Enter long at the close of that candle. Place your stop-loss: At the yellow stop line (auto trailing stop), or Just below the last swing low. Stay in while candles are green. Exit when: An orange X appears, or Price hits your stop. B. Gay bear (short) trade Wait for a Gay bear triangle above the candle. Confirm: Candle turned red. Price broke a recent swing low. Oscillator shows weakness. Enter short at the close of that candle. Place stop-loss: At the yellow stop line, or Just above the last swing high. Stay in while candles are red. Exit on an orange X or stop hit. 4. Pro Tips for New Traders Only take one signal at a time → don’t double dip. Quality > Quantity: ignore weak, sideways markets. Best signals happen during trends. Start small: trade micros (MES) or small position sizes. Use alerts: set TradingView alerts for BUY/Gay bear/EXIT so you don’t miss setups. Think of the indicator like a navigator: it tells you the likely path, but you’re the driver → always manage risk. 5. Quick Mental Checklist Signal? (BUY or Gay bear triangle) Confirmed? (candle color + swing break) Enter? (on close) Stop? (yellow line or swing) Exit? (orange X or stop)
อินดิเคเตอร์ Pine Script®
โดย Jmathe20
EWC Zone Matrix📌 EWC Precision Blocks 🔎 Overview EWC Precision Blocks is a professional market analysis tool designed to highlight high-probability trading zones on the chart. Instead of relying on lagging signals, this indicator maps out Alpha Zones (bullish) and Beta Zones (bearish), allowing traders to identify potential market reaction areas with clarity. The algorithm is built to adapt across Scalp, Swing, and Position trading modes, making it flexible for short-term intraday traders as well as long-term investors. ⚡ Key Features Multi-Mode Detection – Switch between Scalp, Swing, or Position modes depending on your trading style. EWC Alpha Zone (Bullish Detection) – Highlights areas where the market may find strong upward momentum. EWC Beta Zone (Bearish Detection) – Highlights areas where the market may face downward pressure. Zone Break Tracking – Visualizes when a zone has been invalidated or broken. Body-Based Detection – Option to base calculations on candle bodies instead of wicks for precision. Zone Flips – Displays polarity shifts when zones transition from supportive to resistive behavior (and vice versa). Custom Styling – Full control of zone and break colors for clear chart visualization. 🎯 How to Use Select Your Mode Scalp → Designed for fast intraday moves. Swing → Medium-term setups, ideal for session trading. Position → Long-term outlook, suitable for investors. Watch the Alpha Zones Highlighted bullish areas can serve as potential support or accumulation zones. Watch the Beta Zones Highlighted bearish areas may act as resistance or distribution zones. Monitor Breaks & Flips Alpha Breaks → Bullish zones failing. Beta Breaks → Bearish zones failing. Zone Flips → Polarity changes, often powerful signals. 🛠 Inputs & Customization EWC Mode → Choose Scalp, Swing, or Position. Show Last Alpha Zone → Set how many bullish zones to display. Show Last Beta Zone → Set how many bearish zones to display. Body-Based Detection → Toggle candle body vs. wick calculation. EWC Alpha Zone / Beta Zone Styling → Customize zone colors. Alpha Break / Beta Break Colors → Adjust break visuals. Show Zone Flips → Enable/disable historical polarity labels. Status Bar → Display inputs directly in the chart status line. 📈 Best Practices Works across all timeframes and markets (forex, crypto, indices, stocks). Combine with your existing strategy for confirmation. Use in alignment with higher timeframe structure for maximum accuracy. ⚠ Disclaimer EWC Precision Blocks is a market visualization tool provided for educational purposes only. It does not provide financial advice, signals, or guaranteed results. Always do your own research and manage risk responsibly. 🔹 About EWC EWC (EastWave Capital) is dedicated to developing professional-grade trading tools and strategies for traders across forex, crypto, commodities, and indices. With over a decade of combined market experience, our mission is to empower traders with precision, clarity, and confidence in their decision-making. EWC Precision Blocks is one of our flagship tools, reflecting our commitment to innovation, transparency, and trader-focused solutions. 📌 Published by Usama Manzoor — Founder of EastWave Capital (EWC) 1 minute ago Release Notes EWC Precision Blocks The EWC Alpha-Beta Zone Detector is designed for traders who value clarity, precision, and flexibility in their chart analysis. By mapping out Alpha (strength) and Beta (weakness) zones, this script provides a structured way to understand how price reacts to key levels in the market. This indicator is built on price action principles and market structure analysis, avoiding clutter and focusing on the essentials traders need. Whether you are scalping on lower timeframes or analyzing swing opportunities, the Alpha-Beta Zone Detector adapts to your style. 🔹 Core Features Alpha & Beta Zones → Detects bullish and bearish strength zones in real time. Highlight Last Zone → Focus on the most recent Alpha/Beta zone for clarity. Zone Flip Detection → Identifies polarity changes when zones shift from support to resistance or vice versa. Body-Based Detection → Option to base calculations on candle bodies instead of wicks for more accuracy. Flexible Timeframe Sensitivity → Switch between short, intermediate, and long-term detection modes. Custom Zone Styling → Adjust colors, opacity, and line thickness for both Alpha and Beta zones. Break Visualization → Display breaks of Alpha and Beta zones for additional confirmation. Market Versatility → Works seamlessly on Forex, Crypto, Indices, Commodities, and Stocks. 🔹 Why Traders Use It Provides a clear visual guide to market decision zones. Helps traders refine entries, stop-loss placement, and take-profit levels. Adapts to multiple trading styles → scalpers, intraday traders, and swing traders. Keeps charts clean and professional without overloading with unnecessary signals. ⚠️ Disclaimer: This script is created for educational and informational purposes only. It does not provide financial advice. Trading involves risk; always manage your risk responsibly and conduct your own analysis before entering any position.
อินดิเคเตอร์ Pine Script®
โดย EWC_Forex
EWC Precision Blocks📌 EWC Precision Blocks 🔎 Overview EWC Precision Blocks is a professional market analysis tool designed to highlight high-probability trading zones on the chart. Instead of relying on lagging signals, this indicator maps out Alpha Zones (bullish) and Beta Zones (bearish), allowing traders to identify potential market reaction areas with clarity. The algorithm is built to adapt across Scalp, Swing, and Position trading modes, making it flexible for short-term intraday traders as well as long-term investors. ⚡ Key Features Multi-Mode Detection – Switch between Scalp, Swing, or Position modes depending on your trading style. EWC Alpha Zone (Bullish Detection) – Highlights areas where the market may find strong upward momentum. EWC Beta Zone (Bearish Detection) – Highlights areas where the market may face downward pressure. Zone Break Tracking – Visualizes when a zone has been invalidated or broken. Body-Based Detection – Option to base calculations on candle bodies instead of wicks for precision. Zone Flips – Displays polarity shifts when zones transition from supportive to resistive behavior (and vice versa). Custom Styling – Full control of zone and break colors for clear chart visualization. 🎯 How to Use Select Your Mode Scalp → Designed for fast intraday moves. Swing → Medium-term setups, ideal for session trading. Position → Long-term outlook, suitable for investors. Watch the Alpha Zones Highlighted bullish areas can serve as potential support or accumulation zones. Watch the Beta Zones Highlighted bearish areas may act as resistance or distribution zones. Monitor Breaks & Flips Alpha Breaks → Bullish zones failing. Beta Breaks → Bearish zones failing. Zone Flips → Polarity changes, often powerful signals. 🛠 Inputs & Customization EWC Mode → Choose Scalp, Swing, or Position. Show Last Alpha Zone → Set how many bullish zones to display. Show Last Beta Zone → Set how many bearish zones to display. Body-Based Detection → Toggle candle body vs. wick calculation. EWC Alpha Zone / Beta Zone Styling → Customize zone colors. Alpha Break / Beta Break Colors → Adjust break visuals. Show Zone Flips → Enable/disable historical polarity labels. Status Bar → Display inputs directly in the chart status line. 📈 Best Practices Works across all timeframes and markets (forex, crypto, indices, stocks). Combine with your existing strategy for confirmation. Use in alignment with higher timeframe structure for maximum accuracy. ⚠ Disclaimer EWC Precision Blocks is a market visualization tool provided for educational purposes only. It does not provide financial advice, signals, or guaranteed results. Always do your own research and manage risk responsibly. 🔹 About EWC EWC (EastWave Capital) is dedicated to developing professional-grade trading tools and strategies for traders across forex, crypto, commodities, and indices. With over a decade of combined market experience, our mission is to empower traders with precision, clarity, and confidence in their decision-making. EWC Precision Blocks is one of our flagship tools, reflecting our commitment to innovation, transparency, and trader-focused solutions. 📌 Published by Usama Manzoor — Founder of EastWave Capital (EWC)
อินดิเคเตอร์ Pine Script®
โดย EWC_Forex
1
Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities. "The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 KEY FEATURES Dual-Filter Architecture: Combines two powerful filtering methods for superior performance Adaptive Volatility Adjustment: Automatically adapts to market conditions Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend Clean Visual Design: Color-coded trend visualization (cyan/pink) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 THE MATHEMATICS 1. Laguerre Filter Component The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter: 4th order IIR (Infinite Impulse Response) filter Single parameter (gamma) controls all filter characteristics Provides smoother output than EMA with similar lag Based on Laguerre polynomials from quantum mechanics 2. Kalman Filter Component Implements a simplified Kalman filter for optimal estimation: Prediction-correction algorithm from aerospace engineering Dynamically adjusts based on estimation error Provides mathematically optimal estimate of true price trend Reduces noise while maintaining responsiveness 3. Adaptive Mechanism Monitors market volatility in real-time Adjusts filter parameters based on current conditions More responsive in trending markets More stable in ranging markets ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ INDICATOR SETTINGS Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag Adaptive Period (5-100): Lookback for volatility calculation Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering Trend Threshold (0.0001-0.01): Minimum change to register trend shift Recommended Settings: Scalping: Gamma: 0.6, Period: 10, Noise: 0.3 Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default) Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8 Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 TRADING SIGNALS Primary Signals: Cyan Line: Bullish trend - price above filter and filter ascending Pink Line: Bearish trend - price below filter or filter descending Color Change: Potential trend reversal point Entry Strategies: Trend Continuation: Enter on pullback to filter line in trending market Trend Reversal: Enter on color change with volume confirmation Breakout: Enter when price crosses filter with momentum Exit Strategies: Exit long when line turns from cyan to pink Exit short when line turns from pink to cyan Use filter as trailing stop in strong trends ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✨ ADVANTAGES OVER TRADITIONAL INDICATORS Vs. Moving Averages: Significantly less lag while maintaining smoothness Adaptive to market conditions Better noise filtering Vs. Standard Filters: Dual-filter approach provides optimal estimation Mathematical foundation from signal processing Self-adjusting parameters Vs. Other Trend Indicators: Cleaner signals with fewer whipsaws Works across all timeframes No repainting or lookahead bias ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 MATHEMATICAL BACKGROUND The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages. The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements. By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS FOR BEST RESULTS Confirm with Volume: Strong trends should have increasing volume Multiple Timeframes: Use higher timeframe for trend, lower for entry Combine with Momentum: RSI or MACD can confirm filter signals Market Conditions: Adjust noise parameter based on market volatility Backtesting: Always test settings on your specific instrument ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES No indicator is perfect - always use proper risk management Best suited for trending markets May produce false signals in choppy/ranging conditions Not financial advice - for educational purposes only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 CONCLUSION The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions. Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives. "In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Professional Quantitative Trading Tools Version: 1.0 Last Updated: 2025 Pine Script: v6 License: Open Source Not financial advice. Always DYOR
อินดิเคเตอร์ Pine Script®
โดย AlphaNatt
2
AVWAP+RSI Confluence — 1R TesterRSI + 1R ATR - Monthly P\&L (v4) WHAT THIS STRATEGY DOES (OVERVIEW) * Pine strategy (v4) that combines a simple momentum trigger with a symmetric 1R ATR risk model and an on-chart Monthly/Yearly P\&L table. * Momentum filter: trades only when RSI crosses its own SMA in the direction of the trend (price vs Trend EMA). * Risk engine: exits use fixed 1R ATR brackets captured at entry (no drifting targets/stops). * Accounting: the table aggregates percentage returns by month and year using strategy equity. ENTRY LOGIC (LONGS & OPTIONAL SHORTS) Indicators used: * RSI(rsiLen) and its SMA: SMA(RSI, rsiMaLen) * Trend filter: EMA(emaTrendLen) on price Longs: 1. RSI crosses above its RSI SMA 2. RSI > rsiBuyThr (filters weak momentum) 3. Close > EMA(emaTrendLen) Shorts (optional via enableShort): 1. RSI crosses below its RSI SMA 2. RSI < rsiSellThr 3. Close < EMA(emaTrendLen) EXIT LOGIC AND RISK MODEL (1R ATR) * On entry, snapshot ATR(atrLen) into atrAtEntry and the average fill price into entryPx. * Longs: stop = entryPx - ATR \* atrMult; target = entryPx + ATR \* atrMult * Shorts: mirrored. * Stops and targets are posted immediately and remain fixed for the life of the trade. POSITION SIZING AND COSTS * Default position size: 25% of equity per trade (adjustable in Properties/inputs). * Commission percent and a small slippage are set in strategy() so backtests include friction by default. MONTHLY / YEARLY P\&L TABLE (HOW IT WORKS) * Uses strategy equity to compute bar returns: equity / equity\ - 1. * Compounds bar returns into current month and current year; commits each finished period at month/year change (or last bar). * Renders rows as years; columns Jan..Dec plus a Year total column. * Cells colored by sign; precision and maximum rows are controlled by inputs. * Values represent percentage returns, not currency P\&L. VISUAL AIDS * Two pivot trails (pivot high/low) are plotted for context only; they do not affect entries or exits. CUSTOMIZATION TIPS * Raise rsiBuyThr (long) or lower rsiSellThr (short) to filter weak momentum. * Increase emaTrendLen to tighten trend alignment. * Adjust atrLen and atrMult to fit your timeframe/instrument volatility. * Leave enableShort = false if you prefer long-only behavior or shorting is constrained. NON-REPAINTING AND BACKTEST NOTES * Signals use bar-close crosses of built-in indicators (RSI, EMA, ATR); no future bars are referenced. * calc\_on\_every\_tick = true for responsive visuals; Strategy Tester evaluates on bar close in history. * Backtest stop/limit fills are simulated and may differ from live execution/liquidity. DISCLAIMERS * Educational use only. This is not financial advice. Markets involve risk. Past performance does not guarantee future results. INPUTS (QUICK REFERENCE) * rsiLen, rsiMaLen, rsiBuyThr, rsiSellThr * emaTrendLen * atrLen, atrMult, enableShort * leftBars, rightBars, prec, showTable, maxYearsRows SHORT TAGLINE RSI momentum with 1R ATR brackets and a built-in Monthly/Yearly P\&L table. TAGS strategy, RSI, ATR, trend, risk-management, backtest, Pine-v4
กลยุทธ์ Pine Script®
โดย rushikeshy3
1
EMA Cross Suite (8/20/50/200) GOLDEN/DEATH by Carlos Chavez📜 Short Description (max 160 characters) “Advanced EMA crossover system with FAST, MID, GOLDEN, and DEATH signals. Includes alerts, optimized visuals, and full customization.” 📄 Full Description (Paste in the box) 📌 Overview The Embilletados • EMA Cross Suite is a professional trading indicator designed for intraday traders, scalpers, and swing traders. It provides clear crossover signals using 4 EMAs combined with optimized visualization and built-in alerts to help you catch opportunities faster. ✨ Key Features: 🔹 4 configurable EMAs → 8, 20, 50, and 200. 🔹 Instant visual signals with colored labels: FAST CROSS (8/20) → Quick momentum shifts. MID CROSS (20/50) → Trend confirmation signals. GOLDEN CROSS (50/200) → Strong bullish trend signals. DEATH CROSS (50/200) → Strong bearish trend signals. 🔹 Built-in alerts → Get notified instantly for all crossover events. 🔹 Optimized visualization → Clean and easy-to-read interface. 🔹 Highly customizable → Enable/disable signals, labels, colors, and alerts according to your strategy. 📊 Recommended Timeframes: 10-minute charts → Best for intraday setups. 1-hour charts → Ideal for swing trading and trend confirmation. 🚀 How to Use: Add the indicator to your chart. Set up alerts for the desired crossovers: FAST, MID, GOLDEN, or DEATH. Trade confidently using clear visual confirmations and real-time notifications. 🌟 Perfect for: ✅ Intraday traders ✅ Scalpers ✅ Swing traders ✅ Trend-following strategies
อินดิเคเตอร์ Pine Script®
โดย Carlostradercr
7
Sharpe Ratio -> PROFABIGHI_CAPITAL🌟 Overview The Sharpe Ratio → PROFABIGHI_CAPITAL indicator applies comprehensive risk-adjusted performance analysis combining statistical return measurement, volatility assessment, and performance tracking . It integrates daily return calculation, rolling statistical analysis, and exponential smoothing across (Return Analysis, Risk Assessment, Performance Optimization) with advanced threshold-based visualization capabilities . The indicator features dynamic color-coded plotting , comprehensive threshold management , and integrated annualization factors for complete risk-adjusted performance analysis and systematic market performance identification. ⚙️ General Settings – Source Selection : Custom price source input for return calculation analysis. – Sharpe Rolling Period : Configurable period length for rolling statistical calculations. – Smoothing Period (EMA) : Exponential moving average period for signal smoothing. – Strong Line Threshold : Upper threshold level for strong performance identification. – Weak Line Threshold : Lower threshold level for weak performance identification. 📊 Core Calculation Components The indicator features comprehensive risk-adjusted analysis through systematic calculation modules: - Daily Return Calculation : Percentage-based daily price change measurement - Rolling Mean Analysis : Moving average of daily returns over specified period - Volatility Assessment : Rolling standard deviation calculation for risk measurement - Raw Sharpe Computation : Risk-adjusted return ratio with zero-division protection - Exponential Smoothing : EMA-based signal refinement for noise reduction - Annualization Process : Crypto-optimized annualization for standardized metrics 📈 Advanced Performance Analysis Framework Return Analysis: - Daily Return Computation : Precise percentage change calculation from source prices - Rolling Mean Calculation : Statistical average of returns over rolling window - Trend Direction Assessment : Performance momentum through return analysis - Signal Consistency Tracking : Sustained performance measurement over time Risk Assessment: - Volatility Measurement : Rolling standard deviation of daily returns - Risk-Adjusted Scaling : Sharpe ratio calculation with volatility normalization - Zero-Division Protection : Mathematical safeguards for stable calculation - Statistical Stability : Consistent risk metrics across market conditions Performance Optimization: - Signal Smoothing : EMA-based noise reduction for cleaner signals - Annualization Process : Crypto market optimization for accurate annual metrics - Threshold Integration : Performance classification through configurable levels - Dynamic Assessment : Real-time performance evaluation and classification 📏 Threshold Configuration System – Strong Performance Threshold : Configurable upper level for excellent risk-adjusted returns – Weak Performance Threshold : Configurable lower level for poor risk-adjusted returns – Dynamic Color Mapping : Green for strong, red for weak, gray for neutral performance – Visual Threshold Lines : Dashed horizontal reference lines for threshold identification – Performance Classification : Automatic categorization based on threshold relationships 📋 Advanced Mathematical Integration Statistical Foundation : - Return Calculation : Precise daily percentage change methodology - Rolling Statistics : Moving window approach for dynamic assessment - Standard Deviation : Volatility measurement for risk quantification - Ratio Computation : Risk-adjusted performance through Sharpe methodology Smoothing Technology : - Exponential Moving Average : Advanced smoothing for signal clarity - Noise Reduction : Statistical filtering for cleaner performance signals - Trend Preservation : Smoothing while maintaining directional accuracy - Responsive Adjustment : Dynamic adaptation to changing market conditions 🎨 Visual Features – Dynamic Line Plotting : Color-coded Sharpe ratio line with performance-based coloring – Threshold Reference Lines : Dashed horizontal lines for strong and weak performance levels – Performance Color Coding : Green for strong, red for weak, gray for neutral performance – Line Weight Optimization : Enhanced visibility with optimized line width – Professional Formatting : Price format with precision for accurate display 🔍 Advanced Features – Risk-Free Rate Optimization : Zero risk-free rate assumption for crypto market analysis – Mathematical Protection : Zero-division safeguards for stable calculation – Rolling Window Analysis : Dynamic statistical assessment over configurable periods – Performance Optimization : Efficient calculation methods for smooth operation – Threshold-Based Classification : Automatic performance categorization system – Annualization Accuracy : Crypto-specific factors for precise annual metrics – Signal Reliability : EMA smoothing for consistent performance signals 🔔 Signal Generation & Analysis – Strong Performance Signals : Green line indication when Sharpe ratio exceeds strong threshold – Weak Performance Alerts : Red line indication when Sharpe ratio falls below weak threshold – Neutral Zone Identification : Gray line indication for performance between thresholds – Threshold Cross Confirmations : Performance level transition identification – Risk-Adjusted Momentum : Smoothed Sharpe ratio trend analysis for sustained performance – Volatility-Adjusted Returns : Risk-normalized performance measurement for accurate assessment – Statistical Significance : Rolling period analysis for statistically meaningful signals – Performance Consistency : EMA smoothing for reliable signal generation By utilizing comprehensive risk-adjusted performance analysis and threshold-based visualization , the Sharpe Ratio → PROFABIGHI_CAPITAL indicator provides systematic performance measurement with advanced statistical accuracy , offering complete risk-reward optimization through rigorous mathematical analysis , volatility assessment , and annualized performance tracking .
อินดิเคเตอร์ Pine Script®
โดย PROFABIGHI_CAPITAL
Greer Gap# Greer Gap Indicator (No mitigation: i.e. removing false signals) ## Summary The **Greer Gap Indicator** identifies **Fair Value Gaps (FVGs)** and introduces specialized **Greer Bull Gaps (Blue)** and **Greer Bear Gaps (Orange)** to highlight high-probability trading opportunities. Unlike traditional FVG indicators, it avoids hindsight bias by not removing historical gaps based on future price action, ensuring transparency in signal accuracy. Built upon LuxAlgo’s FVG logic, it adds unique filtering: only the first Greer Gap after an opposite gap is plotted if its level (min for Bull, max for Bear) is not higher/lower than the previous Greer Gap of the same type, while all valid gaps are recorded for comparison. Traders can use these gaps as support/resistance or entry signals, customizable via timeframe, look back, and display options. ## Description This indicator detects and displays **Fair Value Gaps (FVGs)** on the chart, with a focus on specialized **Greer Gaps**: - **Bullish Gaps (Green)**: Areas where the low of the current candle is above the high of a previous candle (look back period), indicating potential upward momentum. - **Bearish Gaps (Red)**: Areas where the high of the current candle is below the low of a previous candle, indicating potential downward momentum. - **Greer Bull Gaps (Blue)**: A bullish gap that is above the latest bearish gap's max. Only the first such gap after a bearish gap is plotted if it meets criteria (not higher than the previous Greer Bull Gap's min), but all valid ones are recorded for comparison. - **Greer Bear Gaps (Orange)**: A bearish gap that is below the latest bullish gap's min. Only the first such gap after a bullish gap is plotted if it meets criteria (not lower than the previous Greer Bear Gap's max), but all valid ones are recorded. ## How It Works The script uses a dynamic look back period to detect FVGs. It maintains a record of all detected gaps and applies additional logic for Greer Gaps: - **Greer Bull Gaps**: Checks if the new bullish gap's min is above the latest bearish gap's max. Plots only if it's the first since the last bearish gap and its min is <= previous Greer Bull min (or first one). - **Greer Bear Gaps**: Checks if the new bearish gap's max is below the latest bullish gap's min. Plots only if it's the first since the last bullish gap and its max is >= previous Greer Bear max (or first one). - **Resets**: A new bearish gap resets the Greer Bull Gap flag, and a new bullish gap resets the Greer Bear Gap flag. ## How to Use - **Timeframe**: Set a higher timeframe (e.g., 'D' for daily) to detect gaps from that timeframe on the current chart. - **Look back Period**: Adjust to change gap detection sensitivity (default: 34). Use 2 if you want to compare to LuxAlgo - **Extend**: Controls how far right the gap boxes extend. - **Show Options**: Toggle visibility of all bullish/bearish gaps or Greer Gaps. - **Colors**: Customize colors for each gap type. - **Application**: Use Greer Gaps as potential support/resistance levels or entry signals, but combine with other analysis for confirmation. ## Originality and Credits This script is inspired by and builds upon the **"Fair Value Gap "** indicator by LuxAlgo (available on TradingView: ()). **Credits**: Thanks to LuxAlgo for the core FVG detection logic. **Significant Changes**: - Added **Greer Bull and Bear Gap** logic for filtered, directional gaps with reset mechanisms. - Introduced recording of all valid Greer Gaps without plotting all, to compare levels without hindsight bias. - **No mitigation/removal of gaps**: Unlike LuxAlgo's approach, which mitigates (removes or alters) gaps based on future price action (e.g., when filled), this can create a hindsight bias where incorrect signals disappear over time. If a signal is used for a trade and later removed due to new data, it doesn't reflect real-time performance accurately. The Greer Gap avoids this by using gap comparisons to validate signals without altering historical boxes, ensuring transparency in when signals were right or wrong.
อินดิเคเตอร์ Pine Script®
โดย controllinghand
TRADIVEX_ATR TablosuBINANCE:BTCUSDT.P tr.tradingview.com ## **TRADIVEX\_ATR Table – Indicator Description** **Overview:** The TRADIVEX\_ATR Table is a versatile trading tool that provides a concise, visual overview of market volatility, price direction, and ATR-based support/resistance levels. Designed for traders seeking quick insights, this indicator combines key metrics into a color-coded table directly on the chart. **Key Features:** * **ATR Calculation & Dynamic Bands:** Measures Average True Range (ATR) over a configurable period and calculates upper and lower price bands using a multiplier. These bands act as dynamic support and resistance levels, adapting automatically to market volatility. * **Volatility Assessment:** Displays market volatility as a percentage of the current price. Volatility is classified into **High, Medium, or Low**, with intuitive color coding: * High → Red * Medium → Orange * Low → Green * **Price Direction:** Tracks the direction of the current price relative to the previous bar: * Up → Green * Down → Red * Neutral → Gray * **Information Table:** Shows all relevant metrics in a structured table overlay, including: 1. ATR Length (period) 2. ATR Multiplier 3. Upper Band Level 4. Lower Band Level 5. Current Price 6. High Price 7. Low Price 8. ATR Value 9. Volatility Level (color-coded) 10. Price Direction (color-coded) * **Customizable Table Position:** The table can be positioned anywhere on the chart (top, middle, bottom, left, right, or center), ensuring it doesn’t obstruct your price action analysis. **Usage & Benefits:** * Quickly assess market volatility and momentum. * Identify short-term trends and directional bias. * Monitor dynamic ATR-based support/resistance levels. * Make informed decisions for entries, exits, and stop-loss placements. **Ideal For:** Traders who want a **real-time, visual summary of market conditions** without cluttering the chart with multiple indicators. ---
อินดิเคเตอร์ Pine Script®
โดย TRADIVEX
Liquidity Levels (Buyside/Sellside , EQH/EQL , PDH/PDL ,PWH/PWL)Unlock the Hidden Market Structure with Advanced Liquidity Detection. The Liquidity Concept indicator is a sophisticated, all-in-one toolkit designed for traders . It automatically identifies and visualizes key liquidity zones, equal highs/lows, and multi-timeframe levels, providing a significant edge in anticipating potential market movements and breakouts. 🔍 Core Features: Smart Liquidity Zones: Buyside Liquidity (BSL ): Detects and marks significant high clusters where stop losses are likely clustered. A break above these levels often triggers a rapid move to capture liquidity. Sellside Liquidity (SSL) : Pinpoints significant low clusters. A break below can signal a sweep of liquidity before a potential reversal or continuation. Customizable Sensitivity: Adjust the detection length and margin to fine-tune the indicator for any asset or timeframe. Liquidity Voids: Visualizes price gaps that represent a lack of trading activity (liquidity voids). These zones often act as magnets for price, filling in before a trend continues. Equal Highs & Lows (EQH/EQL): Automatically draws and labels significant equal highs and lows, which are crucial for identifying breakout and rejection points. Includes options to clear levels once they are breached. Multi-Timeframe Perspective: Overlays key levels from higher timeframes (Daily, Weekly, Monthly) directly onto your chart, including Previous Highs (PDH/PWH/PMH) and Previous Lows (PDL/PWL/PML) ⚙️ Fully Customizable: Tailor every aspect of the indicator to fit your trading style and chart aesthetics: Control the colors, transparency, and visibility of all elements. Choose between "Present" mode for active levels or "Historical" mode for analysis. Adjust line styles and text for perfect chart integration. Gain a deeper understanding of where the market is likely to go next. Add the Liquidity Concept indicator to your chart today and start trading the hidden levels that move the market.
อินดิเคเตอร์ Pine Script®
โดย MilanaArsenovna
PumpC ATR Line LevelsPumpC ATR Line Levels Overview PumpC ATR Line Levels is a volatility-based indicator that projects potential expansion levels from the previous session’s close using the Average True Range (ATR). This tool builds upon the Previous OHLC framework created by Nephew_Sam_ by extending its session-handling logic and adding ATR-based levels, statistical tracking, and flexible visualization options. How It Works Calculates ATR from a user-selectable higher timeframe (default: Daily). Projects levels above and below the previous session’s close (or current close when preview mode is enabled). Supports up to 5 ATR multiples, each with independent toggles, colors, and labels. Optionally displays only the most recent ATR session for clarity. Includes a data table tracking how often ATR levels are reached or closed beyond. Features Configurable ATR timeframe and length (default: 21). Default multiples: 0.30, 0.60, 0.90; optional: 1.236, 2.00. Toggle for preview mode (using current close vs. locked prior session close). Customizable line style, width, colors, and label placement. Visibility filter to show only on chart TF ≤ 60 minutes. Session statistics table with counts and percentages of level interactions. Use Cases Identify intraday expansion targets or stop placement zones based on volatility. Evaluate historical tendencies of price respecting or breaking ATR bands. Support volatility-adjusted trade planning with statistical validation. Acknowledgment This script was developed on top of the Previous OHLC indicator by Nephew_Sam_ , with major modifications to implement ATR-driven levels, extended statistics, and customizable table output. Notes This indicator does not generate buy/sell signals. Best applied to intraday charts anchored to a higher-timeframe ATR. Keep charts clean and avoid non-standard bar types when publishing.
อินดิเคเตอร์ Pine Script®
โดย PumpCTrader
SAPSAN TRADE: Retail Power Profile FIXSAPSAN TRADE: Retail Power Profile FIX Visualize retail market pressure with precision using the SAPSAN TRADE: Retail Power Profile FIX indicator. This tool analyzes a selected time range and displays the distribution of bullish and bearish activity across price levels. Key features include: Custom Time Range – Analyze any specific period by setting the start and end time. Signed Volume Profile – Shows bullish (green) and bearish (red) volume across price levels. POC (Point of Control) – Highlights the price level with the strongest retail activity. Adjustable Levels – Choose the number of levels to divide the price range for detailed analysis. Dynamic Visualization – Profile lines and labels scale automatically according to volume intensity. Perfect for traders who want to identify where retail buyers and sellers are most active, key support/resistance levels, and the dominant market sentiment during a given period.
อินดิเคเตอร์ Pine Script®
โดย sapsan_trade