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Regressions

CHANDELIER EXIT @ BY NEPHILIM TRADINGChandelier Exit System by Nephilim Trading Overview: A dynamic trailing stop and entry trigger based on Average True Range (ATR). It trails highest highs or lowest lows to define precise market shifts. The Nephilim Upgrade: We stripped away the visual clutter of standard Chandelier Exits and styled it utilizing Nephilim Gold (Bullish) and Midnight Purple (Bearish). Signals only fire on exact transition events (flips) to provide crisp, non-repainting entry points. Credits: Chandelier Exit logic visually updated and optimized for v6 standards by Nephilim Trading.
อินดิเคเตอร์ Pine Script®
โดย NephilimTradLLC
GPIFBalance年金ファンド GPIF バランス （4資産スプレッド比較） 概要： 日本の年金積立金管理運用独立行政法人（GPIF）の基本ポートフォリオを構成する「伝統的4資産」の相対的な力関係（スプレッド）を可視化するプロ仕様のインジケーターです。市場全体のトレンド（ベータ）を排除し、資産間の資金循環や強弱のみを抽出して分析することができます。 構成銘柄（デフォルト設定）： 国内株式：NEXT FUNDS TOPIX連動型上場投信 (1306) 国内債券：NEXT FUNDS 国内債券・NOMURA-BPI総合 (2510) 外国株式：上場インデックスファンド世界株式 (1554) 外国債券：NEXT FUNDS 外国債券・FTSE世界国債 (1677) 主な特徴： 相対スプレッド分析： 4つの資産のパフォーマンスの「平均値」を常に0ラインとし、そこから各資産が何％乖離（オーバーパフォーム/アンダーパフォーム）しているかを描画します。資金の逃避（株から債券へ）やリスクオンの動きが一目でわかります。 ワンタッチ期間設定： 設定画面のプルダウンから「測定スタート年（2020〜）」と「四半期（Q1〜Q4）」を選ぶだけで、瞬時にその期間からの相対パフォーマンスに切り替わります。マクロ経済のサイクル分析に最適です。 サブウィンドウ表示： メインのローソク足チャートを一切邪魔しないよう、画面下部の別枠に独立して表示されます。 おすすめの使い方： 四半期ごとの資金フロー（セクターローテーション）の確認や、グローバル分散投資におけるリバランスの最適なタイミングを計るためのツールとしてご活用ください。 【English Version】 Title: Pension Fund GPIF Balance NOW (4-Asset Spread Analyzer) Description: A professional-grade macro indicator designed to visualize the relative strength and spread of the "Traditional 4 Assets" modeled after the core portfolio of Japan's Government Pension Investment Fund (GPIF). This tool isolates capital rotation and relative momentum by neutralizing overall market trends. Tracked Assets (Default ETFs): Domestic Equities (Japan): TOPIX ETF (1306) Domestic Bonds (Japan): NOMURA-BPI Bond ETF (2510) Global Equities: MSCI ACWI ETF (1554) Global Bonds: FTSE World Government Bond ETF (1677) Key Features: Relative Spread Analysis: The script calculates the average performance of the 4 assets and plots this mean as the dynamic "0" line. It plots each asset's deviation (spread) from this average, instantly revealing which assets are overperforming or underperforming (e.g., visualizing flight-to-safety flows from equities to bonds). One-Click Period Selection: Easily change the measurement starting point via intuitive dropdown menus. Select the starting "Year" and "Quarter" (Q1-Q4) to instantly track performance across specific macro-economic cycles. Sub-Window Display: Renders cleanly in a separate lower pane (overlay=false), ensuring your main price chart remains completely unobstructed and easy to read. Best Use Case: Ideal for tracking quarterly capital rotations, analyzing macro risk-on/risk-off sentiment, and identifying optimal timing for portfolio rebalancing within a globally diversified strategy.
อินดิเคเตอร์ Pine Script®
โดย ekusan198262850
LAZARUS - Critical Transition EWSLAZARUS ⚡ Critical Transition EWS An Early Warning System (EWS) for detecting critical regime transitions, bifurcations, and market crashes before they fully materialize. LAZARUS monitors statistical signatures of "critical slowing down" — rising autocorrelation, variance inflation, spectral reddening, and rising skew/kurtosis — to flag when a market is approaching a tipping point. What It Does LAZARUS synthesizes five statistical moments into a composite z-scored Early Warning Signal (EWS). It detects when a market transitions from a stable equilibrium to a critical state where small perturbations can trigger large regime shifts. The indicator operates in three distinct states with hysteresis to prevent flickering: Normal (Cool Blue): Market operates within statistical equilibrium. No critical transition imminent. Warning (Warm Orange): Early signatures of critical slowing down detected. Volatility rising, autocorrelation increasing, distribution tails fattening. Elevated probability of regime change. Critical (Hot Red): Multiple statistical indicators simultaneously exceed critical thresholds. System is at or near bifurcation point. High probability of abrupt trend change, breakout, or crash. The Five Statistical Pillars AR(1) Autocorrelation: First-order autocorrelation of the series. Increases as systems approach critical transitions (critical slowing down causes greater memory of previous states). Detects rising persistence in price action. Log-Variance: Rolling window variance of returns. Flickering and variance inflation are classic precursors to regime shifts. Captures sudden volatility clustering before visible price breakdowns. Absolute Skewness: Measures distributional asymmetry. Rising |skew| indicates one-sided risk building (positive or negative tail risk accumulation). Reflects underlying order flow imbalance. Spectral Reddening: Ratio of low-pass to high-pass variance. As critical transitions approach, low-frequency components dominate (spectral power shifts to "redder" regimes), indicating slower recovery from perturbations. Excess Kurtosis: "Tailedness" of the return distribution. Rising kurtosis indicates increasing probability of extreme events (leptokurtosis) beyond what normal distributions predict. Key Features Dual-Window Architecture: Uses a short rolling window (W, default 50) to calculate current moments, and a long reference window (R, default 250) to establish baseline statistics. All components are z-scored against historical norms for genuine anomaly detection. Hysteresis State Machine: Implements exit thresholds (thWarn - hyst, thCrit - hyst) below entry thresholds to prevent rapid state flickering. Once Critical, the system maintains that state until EWS drops significantly below the entry threshold. Trend Bias Context: Displays directional bias (▲ uptrend / ▼ downtrend) based on price versus long-term EMA. Critical signals in the direction of the prevailing trend suggest acceleration; against the trend suggest reversal/collapse. Flexible Pre-Processing: Choose between log returns (standard), first differences (linear trends), or HP-filtered (business cycle extraction) depending on asset characteristics. Composite Histogram: Visual representation of EWS intensity with gradient coloring from cool (stable) to hot (critical). Transition Resolution Alerts: Unique "↯ Transition" signal fires when exiting Critical state, indicating the bifurcation has resolved (either completed its move or reversed). Inputs & Parameters Core Detection Source: Input price series (default close). Rolling window (short): 20–500 (default 50). Window for calculating current AR(1), variance, skew, kurtosis. Shorter = more responsive but noisier. Reference window (long): 100–2000 (default 250). Baseline for z-score normalization. Must be significantly longer than rolling window. Pre-processing: Select data transformation — log returns (standard for finance), first difference (raw deltas), or HP-filtered (cycle extraction). Component Weights AR(1) weight: Contribution of autocorrelation to composite EWS. Variance weight: Contribution of log-variance. |Skew| weight: Contribution of absolute skewness. Spectral-red weight: Contribution of spectral reddening (low/high freq ratio). Kurtosis weight: Contribution of excess kurtosis. Signal Logic Warning threshold (z): Z-score level to trigger Warning state (default 1.5σ). Critical threshold (z): Z-score level to trigger Critical state (default 2.5σ). Hysteresis band: Buffer below thresholds required to exit a state (default 0.3σ). Prevents rapid Normal→Warning→Normal flickering around threshold boundaries. Visualization Show sub-components: Toggle visibility of individual z-scored components (z AR(1), z logVar, etc.). Gradient background: Toggle dynamic background coloring that intensifies with EWS heat. Diagnostic table: Toggle floating information panel showing current state, EWS value, component breakdowns, and trend bias. Composite histogram: Toggle column histogram visualization behind the main line. Event labels: Toggle on-chart labels for Critical entry ("⚡ CRITICAL") and Transition exit ("↯ TRANSITION"). How to Read It EWS Composite Line: The main oscillator plotted as a thick colored line. Values are z-scores (standard deviations from long-term mean). Above 0 = elevated statistical anomalies; below 0 = subdued/stabile. Color Gradient: Transitions from Cool Blue (EWS ≈ 0) through Warm Orange (approaching Warning) to Hot Red (Critical). The gradient uses the ratio EWS/thCrit to determine heat intensity. State Transitions: Enter Warning: EWS crosses above thWarn (1.5) from below. Enter Critical: EWS crosses above thCrit (2.5) OR crosses from Warning above thCrit. Exit Critical: EWS drops below (thCrit - hyst) = 2.2. Exit Warning: EWS drops below (thWarn - hyst) = 1.2. Trend Bias Indicator: Shown in diagnostic table as ▲ (uptrend) or ▼ (downtrend) based on price relative to long-term EMA. Contextualizes whether critical signals suggest trend acceleration or imminent reversal. Sub-Component Lines: Thin semi-transparent lines showing individual z-scores. Divergences between components (e.g., variance rising while AR(1) flat) indicate specific types of regime stress. Signal Types & Alerts ⚠ Warning (Alert): Early-warning threshold crossed. Regime instability rising. First indication that system dynamics are shifting. Consider reducing position size or tightening stops. ⚡ Critical (Alert + Label): All EWS indicators elevated simultaneously. Phase transition imminent or underway. High conviction for significant move. Label appears below bar in red. ↯ Transition (Alert + Label): Exiting Critical state. The bifurcation has resolved — either the move completed, the system settled into a new regime, or the crisis passed without materializing. Label appears above bar in ice blue. State Persistence Counter: Internal counter tracks consecutive bars in current state. Longer duration in Critical increases probability of sustained regime change vs. temporary spike. Practical Usage Guidelines Regime Change Anticipation Enter Warning state: Reduce leverage, tighten stop-losses, prepare for volatility expansion. Do not yet assume direction (could be crash or explosive breakout). Enter Critical state: Consider directional positions in the direction of trend bias (▲ = long volatility/breakout continuation, ▼ = short/reversal). Or exit all positions if uncertainty is unacceptable. Exit Critical state (Transition signal): Reassess the new regime. If price moved significantly during Critical phase, this may mark the end of the move (take profit). If price did not move, it may indicate a "false alarm" or aborted transition. Risk Management Use Critical signals as automatic trading halts for mean-reversion strategies (critical transitions destroy MR edge). Use Warning signals to reduce Kelly criterion / position sizing by 50% or more. Combine with trend-following systems: LAZARUS Critical + Trend Bias ▲ = high-conviction long continuation. LAZARUS Critical + Trend Bias ▼ = imminent collapse signal. Asset-Specific Calibration High-volatility crypto: Lower thresholds (Warn 1.2, Crit 2.0) to catch earlier signals in naturally noisy data. Low-volatility forex/indices: Raise thresholds (Warn 1.8, Crit 3.0) to avoid false positives from normal market drift. First-difference mode: Use for non-stationary series with strong linear trends (certain commodities). HP-filtered mode: Use for removing business cycle effects in equity indices when looking for crashes specific to short-term dynamics. Important Notes Critical Slowing Down Theory: This indicator is grounded in dynamical systems theory. As systems approach bifurcation points (tipping points), they exhibit slower recovery from perturbations, causing increased autocorrelation and variance, and shifting spectral power to lower frequencies. LAZARUS detects these pre-cursor patterns statistically. Z-Score Calculation: All components are normalized against the long reference window (R), not the short window. This means the indicator asks: "Are current statistical properties anomalous compared to the last 250 bars?" rather than "Are they high in absolute terms?" Hysteresis Necessity: Without the hysteresis band (default 0.3σ), markets hovering near 1.5σ would flicker between Normal and Warning every tick, creating alert spam. The state machine requires EWS to drop 0.3σ below the entry threshold to exit, ensuring stable state classification. Log Variance Guard: Variance calculations use max(variance, 1e-12) to prevent log(0) errors in flat markets. If 10+ consecutive bars have identical prices, variance floor prevents crash. AR(1) Interpretation: In efficient markets, AR(1) ≈ 0 (no serial correlation). As AR(1) rises toward 1.0, the market "remembers" its previous moves increasingly — a mathematical signature of approaching criticality (slowing down). Spectral Reddening Mechanics: The script separates the signal into low-pass (EMA-smoothed) and high-pass (residual) components. As critical transitions approach, the low-pass component captures increasingly more variance relative to high-pass, indicating the system is dominated by slow-moving forces rather than fast noise. No Repainting: Uses confirmed close prices and barstate-based calculations. The "bars in state" counter tracks historical persistence accurately.
อินดิเคเตอร์ Pine Script®
โดย NotLazyBear
Support / Resistance Transparent BandsKey levels are not lines—they are zones. This indicator visualizes support and resistance as semi-transparent bands, helping you see where price is truly likely to react. Based on recent pivot highs and lows, resistance is displayed as a red band and support as a green band. Instead of relying on a single line, it captures the real reaction area—including wicks and noise—giving a more realistic view of market behavior. When price enters these bands, it’s not just passing through a level— it’s a decision zone where reversals, breakouts, or acceleration can occur. In trending markets, it helps refine pullback entries. In ranging markets, it highlights high-probability reversal zones. Simple, clean, and built for real trading. Trade the zones, not just the lines. 重要なラインは「点」ではなく「ゾーン」。 このインジケーターは、サポートとレジスタンスを**半透明のバンド（帯）**として表示し、 実際の価格反応が起きやすいエリアを直感的に捉えるために設計されています。 直近の高値・安値（ピボット）をもとに、 レジスタンスは赤、サポートは緑の帯として描画。 ラインでは見落としがちな「ブレ」や「ヒゲ」を含めた、 より現実的な反応ゾーンを可視化します。 価格がこのバンドに差し掛かるとき、 そこは単なる通過点ではなく、 反発・ブレイク・加速の分岐点になります。 トレンド相場では押し目・戻りの判断に、 レンジ相場では反発ポイントの特定に有効。 シンプルでありながら、実戦で機能する。 ラインではなく“ゾーン”で戦うためのインジケーター。
อินดิเคเตอร์ Pine Script®
โดย getrich03
ML Kernel Regression + EMA Trend// This work is based on concepts by Uptrick // Modified and updated by marjyhen1921 Nadaraya-Watson Kernel Regression (Multi-EMA Filter Edition) Overview This indicator features a Non-Parametric Machine Learning estimator based on the Nadaraya-Watson (NW) Kernel Regression. Unlike traditional moving averages that rely on fixed time-windows, this model uses a Gaussian Kernel to assign weights to historical data points, effectively estimating the underlying price trend with minimal lag. Credits & Inspiration Special thanks to Uptrick for the original logic and the machine learning concepts that inspired this implementation. This version has been refined for Pine Script V6 with added multi-filter flexibility. What’s New: Triple EMA Filter System: To help traders avoid "whipsaws" in sideways markets, I have integrated independent toggles for EMA 9, EMA 20, and EMA 50. Default "No Filter" Mode: The script starts with all filters disabled, allowing for pure ML signal analysis out of the box. Dynamic Volatility Bands: The bands are calculated based on the standard deviation of residuals (price error relative to the kernel), providing a "confidence interval" for price movement. How to Use: Mean Reversion: Trade the "B" (Buy) and "S" (Sell) labels when price breaks out of the upper/lower bands and the kernel flips color. Trend Alignment: In the settings, enable the EMA filter of your choice. A Buy signal will only trigger if the price is above your selected EMA; a Sell signal will only trigger if it is below. Customization: Use the "Visuals" section to show or hide the EMA lines and change the lookback windows to fit your timeframe.
อินดิเคเตอร์ Pine Script®
โดย marjyhen1921
Haar Wavelet Range Filter [Jamallo]Intro Haar Wavelet Range Filter Standard moving averages often struggle with a fundamental trade-off: they are either too fast (reacting to every bit of market noise) or too slow (lagging behind actual trend shifts). This indicator solves that problem by moving away from time-based averaging and into the frequency domain . By utilizing a Maximal Overlap Discrete Wavelet Transform (MODWT) with a Haar basis, this filter decomposes price action into specific "energy levels." It isolates the core trend from the high-frequency "chatter" (wicks and micro-jitters). The result is a highly responsive, shift-invariant trend line that stays flat during consolidation and moves decisively when a true volatility-backed shift occurs. How It Works The indicator processes price through a multi-stage signal processing pipeline: Stage 1 — MODWT Haar Decomposition Instead of a simple windowed average, the engine performs a wavelet decomposition. It splits the price into Scaling coefficients (the smooth trend) and Detail coefficients (the noise/volatility). Unlike standard DWT, this uses MODWT , making it shift-invariant. This means the filter doesn't "jump" or repaint when new bars arrive; the relationship between price and the wavelet remains constant over time. The Decomposition Level (1–5) dictates the scale of the trend, ranging from ultra-fast 2-bar captures to macro 32-bar structural cycles. Stage 2 — Adaptive Detail-Energy Deadband The "step-like" nature of the filter is driven by an automated threshold. The indicator measures the Detail Energy—essentially the absolute volatility of the noise at your chosen scale. Stage 3 — Non-Parametric Percentile Bands Rather than using standard deviation (which assumes price follows a normal "Bell Curve" distribution), this indicator uses Linear Interpolation Percentiles.
อินดิเคเตอร์ Pine Script®
โดย Jamallo22
Iteratively Reweighted Least Squares (IRLS) [Jamallo]Author's Note: This script is published as a unique mathematical contribution to TradingView's open-source public library. It is intended to introduce a novel application of a robust statistical method for the community and developers to study, adapt, and build upon, rather than to serve as a standalone, out-of-the-box trading strategy. Introduction Almost all moving averages and smoothing filters in technical analysis treat historical price data equally or apply a fixed mathematical decay (like an EMA). The problem? A massive, anomalous wick or a sudden volatility spike will inevitably drag the average away from the true underlying market consensus. Enter Iteratively Reweighted Least Squares (IRLS) . IRLS is a robust statistical method that calculates a "consensus" price by actively identifying and down-weighting outliers. Instead of letting a large wick distort the line, the algorithm assigns less weight to prices that deviate furthest from the current estimate. The result is a filter that cuts through noise, ignores price-distant spikes, and naturally locks onto the dominant, high-density price levels. How It Works The indicator uses the Hardy weight function to determine how heavily each historical candle influences the current estimate. On every bar, the algorithm checks the distance of each sample from the current consensus and iteratively refines the line until it converges on a robust mean. Epsilon — the outlier rejection scale — is derived dynamically from the average High–Low range, keeping the filter dimensionless and consistent across all instruments and timeframes. Parameters Window Size (N) : The rolling lookback window of historical samples the kernel considers. Larger values produce a smoother, slower-responding line. Sparsity (s/N) : The core behavioral control. Dictates the fraction of the window allowed to "vote" on the estimate. Low Sparsity (e.g., 0.1) : Only the 10% of samples closest to the current estimate participate. Produces a snappy, selective line that locks tightly onto the most dominant price cluster. High Sparsity (e.g., 1.0) : All samples participate, resulting in a smoother, more conventional robust mean. Gamma (ε scale) : Controls the strength of outlier rejection. Lower values enforce harsh, median-like rejection. Higher values soften the rejection toward a standard weighted mean. Iterations : The number of reweighting convergence passes per bar. 2–3 is sufficient for practical convergence. Potential Applications The Hardy IRLS filter provides a unique lens into market structure by shifting the focus from simple time-averaged prices to spatial price consensus. Because it rejects price-distant wicks and noise spikes by design, it can serve as a foundation for: Custom trailing stops Dynamic support and resistance trackers Baseline trend or regime filters Feel free to inspect the open-source code, experiment with extreme sparsity and gamma settings, and integrate the IRLS core into your own quantitative projects. References Li Shuang, "Sparse Representation of Hardy Function by Iteratively Reweighted Least Squares," 2020 International Symposium on Computer Engineering and Intelligent Communications (ISCEIC), IEEE, 2020. DOI: 10.1109/ISCEIC51027.2020.00020
อินดิเคเตอร์ Pine Script®
โดย Jamallo22
Meridian Lens PRO🟦 Meridian Lens PRO is a multi-kernel trend indicator built on the KernelLens Nadaraya–Watson regression library (a_jabbaroff/KernelLens/1). Three independently configurable kernel lines — Fast, Medium, and Slow — cover the full reactivity spectrum from scalping to position trading, each accepting any of the eight kernel families and three filter modes exposed by the library. The visual layer applies volume-intensity-adaptive coloring, gradient-filled trailing bands, 3-layer neon glow signal arrows, and a theme-aware dashboard — all driven by a single theme selection from ten optical-brand palettes. 🟦 HOW IT WORKS Meridian Lens PRO calls the KernelLens library's unified dispatcher (`kl.estimate`) three times per bar — once for each kernel line: ``` Fast = kl.estimate(type, src, bw=8, α, period, phase, filter) Medium = kl.estimate(type, src, bw=16, α, period, phase, filter) Slow = kl.estimate(type, src, bw=32, α, period, phase, filter) ``` Each line independently selects its kernel family (Rational Quadratic, Gaussian, Periodic, Locally Periodic, Epanechnikov, Tricube, Triangular, Cosine), its filter mode (No Filter / Smooth / Zero Lag), its bandwidth, shape α, period, phase, and line width. The library handles all weighted-sum computation, loop-depth selection, NA-safe iteration, and input validation internally. The Medium line is the primary trend reference — it drives the trailing bands, the main signal arrows, the dashboard trend cell, and the direction variable that colors every visual component. The Fast line provides early-warning reactivity for short-term entry timing. The Slow line anchors the macro trend for crossover logic and confluence scoring. 🟦 KERNEL LIBRARY INTEGRATION Meridian Lens imports the published KernelLens library and uses the following exports: | Library Export | Used For | |---|---| | `kl.estimate()` | Unified dispatcher — routes to the correct kernel based on user's dropdown selection | | `kl.trendState()` | Returns +1 / −1 / 0 for each kernel's slope — drives dashboard arrows and signal triggers | | `kl.crossSignal()` | Detects Fast × Slow crossovers — drives the Cross row in the dashboard and crossover alerts | The indicator does not reimplement any kernel math — all regression computation is delegated to the library, ensuring that every bug fix or optimization in the library automatically propagates to this indicator. 🟦 THREE KERNEL LINES **Fast Kernel** — The most reactive line. Default bandwidth 8, No Filter. Designed for scalping and short-term entry timing. Flips direction frequently on noisy charts — its signal markers are OFF by default to avoid visual clutter. **Medium Kernel** — The primary trend reference. Default bandwidth 16, Smooth filter. Drives the trailing bands, the main 3-layer glow signal arrows, the dashboard Trend cell, and the direction variable that colors every visual component. This is the indicator's core signal. **Slow Kernel** — The macro trend anchor. Default bandwidth 32, Smooth filter. Provides structural support for crossover logic (Fast × Slow) and triple-line confluence scoring. Its signal markers are ON by default because Slow flips are rare and meaningful. Each kernel group exposes: Show toggle, Kernel Type dropdown (8 families), Bandwidth, Shape α (RQ only), Period (Periodic / Locally Periodic only), Phase (non-repainting offset), Filter (None / Smooth / Zero Lag), and Line Width. 🟦 NON-REPAINTING BEHAVIOR Meridian Lens inherits non-repainting behavior directly from the KernelLens library's `_phase` parameter. Each kernel line has its own Phase input (default: 2), which shifts the kernel center into the past by that many bars. - Phase = 0 — live estimate, flickers on the current bar (real-time only; history is immutable) - Phase = 1 — 1-bar lag, non-repainting once the bar is confirmed - Phase = 2 — recommended balance between freshness and stability (default) - Phase = 3+ — extra stability for swing and position trading Historical repainting never occurs at any phase value. The library contains no `request.security` calls, no lookahead, and no array rotation that could leak future data. Every historical bar's plotted value is final once confirmed. 🟦 SIGNAL SYSTEM The indicator produces three tiers of trend-flip signals, each visually distinct: **Medium Signals (Primary)** — 3-layer neon glow arrows rendered when the Medium kernel's direction flips. The outer halo is large and 80% transparent, the middle layer is normal-sized and 50% transparent, and the core arrow is small and fully opaque — creating a luminous halo effect on dark charts. Controlled by the "Glow Effect" toggle. **Slow Signals** — Minimal tiny arrows (40% transparent) that fire when the Slow kernel flips direction. ON by default — these mark rare, meaningful macro trend changes. **Fast Signals** — Minimal tiny arrows (40% transparent) that fire when the Fast kernel flips direction. OFF by default — enable for early-warning entry timing on lower timeframes. 🟦 VISUAL PIPELINE **Volume-Intensity Adaptive Color** — The Medium line's transparency responds to the current volume reading. High volume = bright line (volume-confirmed trend), low volume = dim line (low-conviction drift). Uses a 33-bar HMA-smoothed normalized volume metric. Disable for a fixed 50% transparency. **Trailing Bands** — Gradient-filled bands on the bullish/bearish side of the Medium line. Band width is driven by the rolling 100-bar average candle body size multiplied by a configurable distance factor (default: 2.0×). Bull bands fill below the Medium line during uptrends, bear bands fill above during downtrends. **Theme System** — Ten cohesive palettes drive every visual component: | Theme | Bull | Bear | |---|---|---| | Prism | Forest green | Crimson red | | Focus | Cyan steel | Deep orange | | Solar | Warm amber | Indigo red | | Frost | Sky blue | Soft lavender | | Laser | Neon lime | Hot crimson | | Aurora | Bright gold | Scarlet | | Plasma | Electric aqua | Magenta | | Bloom | Mint green | Hot pink | | Eclipse | Deep navy | Dark crimson | | Carbon | Near-black | Silver grey | 🟦 PRO DASHBOARD A 2-column, 11-row theme-aware status panel that updates only on the last bar (zero historical overhead). Supports Dark and Light display modes with configurable position and text size. | Row | Label | Content | |---|---|---| | Header | MERIDIAN LENS | DARK / LIGHT | | Theme | Theme | Active palette name | | Kernel | Kernel | Medium kernel type | | Divider | KERNELS | — | | Fast | Fast | ▲/▼ + price value (bull/bear colored) | | Medium | Medium | ▲/▼ + price value (bull/bear colored) | | Slow | Slow | ▲/▼ + price value (bull/bear colored) | | Divider | SIGNALS | — | | Trend | Trend | ▲ BULL / ▼ BEAR | | Cross | Cross | ↑ UP / ↓ DOWN / — | | Strength | Strength | ▰▰▰ TRIPLE / ▰▰▱ STRONG / ▰▱▱ WEAK / ▱▱▱ NEUTRAL | **Confluence Strength** — Counts how many of the three kernels (Fast, Medium, Slow) have their trend aligned with the Medium's direction. Score 3 = TRIPLE BULL/BEAR, 2 = STRONG, 1 = WEAK, 0 = NEUTRAL. 🟦 ALERT CONDITIONS Six opt-in alert conditions, each gated by its own toggle: | Alert | Fires When | |---|---| | Bull Crossover | Fast line crosses above Slow line | | Bear Crossover | Fast line crosses below Slow line | | Trend Up | Medium kernel trend flips to rising | | Trend Down | Medium kernel trend flips to falling | | Triple Bullish | Fast > Medium > Slow AND Medium rising | | Triple Bearish | Fast < Medium < Slow AND Medium falling | All alerts use `alertcondition()` for maximum compatibility with TradingView's alert system including webhooks. 🟦 RECOMMENDED PRESETS | Style | Fast bw | Med bw | Slow bw | Phase | Med Filter | Chart | |---|---|---|---|---|---|---| | Scalper | 4–8 | 8–16 | 16–32 | 1 | No Filter | 1m–5m | | Day Trader | 8–12 | 14–24 | 24–48 | 2 | Smooth | 15m–1h | | Swing | 16–24 | 24–40 | 48–80 | 2 | Smooth | 4h–1D | | Position | 24–48 | 40–80 | 80–200 | 3 | Smooth | 1D–1W | 🟦 COMPATIBILITY - Pine Script v6 - All exchanges, all asset classes (crypto, forex, equities, commodities) - All timeframes (1 minute through Monthly) - No exchange-specific logic — fully deterministic 🟦 TECHNICAL NOTES - **Library dependency** — `import a_jabbaroff/KernelLens/1` — all kernel regression math is delegated to the library - **Plot budget** — 5 plots + 2 fills + 10 plotshapes = well under Pine's 64-plot limit - **Table** — Single `var table` created once on `barstate.islast`, zero historical overhead - **No persistent drawing objects** — no `box.new`, `label.new`, `line.new` — no garbage collection needed - **Non-repainting** — inherits from the library's `_phase` parameter; no `request.security`, no lookahead - **Volume-intensity** — uses HMA-smoothed normalized volume (33-bar window) for adaptive transparency 🟦 DISCLAIMER Meridian Lens PRO is a technical analysis overlay indicator built on the KernelLens Nadaraya–Watson regression library. It is provided solely for educational and research purposes and does not constitute financial, investment, or trading advice. Kernel regression is a local smoothing technique. It estimates the mean of a source series in the neighborhood of the current bar based on historical data, but it does not predict future prices, does not generate trading signals on its own, and does not guarantee the profitability of any strategy built on top of its output. Past performance of any model does not guarantee future results. Markets contain systemic risks that cannot be eliminated by any amount of mathematical rigor. Responsibility for any trading decisions rests entirely with the user. Always apply sound capital management, conduct your own independent analysis, and never risk capital you are not prepared to lose. The author assumes no liability for direct or indirect losses incurred through the use of Meridian Lens or the underlying KernelLens library.
อินดิเคเตอร์ Pine Script®
โดย a_jabbaroff
Swing Leg 61.8% FibUtilizes `ta.pivothigh` and `ta.pivotlow` to detect the most recent Swing High and Swing Low at the close of each candlestick (default lookback period: 5 bars; adjustable). Automatically calculates the 61.8% Fibonacci retracement level based on the most recent swing leg, marking the corresponding price with a solid orange line. Additionally, the current Swing High and Swing Low are highlighted using red and green dashed lines, respectively (this feature can be disabled in the settings). The calculations and plotted lines are automatically recalculated and updated with every confirmed candlestick.
อินดิเคเตอร์ Pine Script®
โดย trystinlau
Daily Bottom Trendline + Rainbow ArcDaily Bottom Trendline + Rainbow Arc An advanced indicator that combines daily bottom-based trendlines with smooth rainbow arcs to visualize market structure and long-term price trajectory. Features Automatic detection of daily pivot lows Trendlines connecting key bottoms Smooth rainbow arcs based on time progression Visual support zones and growth curves 👉 Understand both trend direction and long-term positioning at a glance Daily Bottom Trendline + Rainbow Arc 日足レベルのボトムを基準に、トレンドラインと滑らかなアーチ（レインボーカーブ）を同時に描画するインジケーター。 トレンドの方向と、時間経過による価格の“成長軌道”を一目で把握できます。 主な機能 日足のピボット安値を自動検出 ボトム同士を結ぶトレンドライン 時間経過に応じて広がるレインボーアーチ サポートゾーンの視覚化 👉 「今が安いのか高いのか」を構造的に判断できる
อินดิเคเตอร์ Pine Script®
โดย getrich03
Bitcoin 1-Year Running ROI Risk MetricOverview The Bitcoin 1-Year Running ROI Risk Metric is a macro-analysis oscillator designed to evaluate the current stage of Bitcoin's market cycle. By analyzing the 1-year rolling Return on Investment (ROI) and applying regression models to historical peaks and troughs, it translates raw market data into a normalized Risk score ranging from 0 to 1. How it Works Historically, due to the law of diminishing returns, Bitcoin's cycle peaks yield a progressively lower ROI each macro cycle. This indicator accounts for this phenomenon by fitting bounding regression curves to historical cycle extremes. The script calculates the natural logarithm of the 1-year ROI. It then normalizes this value between a fitted bottom line (representing historical bear market bottoms) and a fitted top line (representing historical bull market peaks). A Risk value near 0 (or inside the Buy Zone) indicates historical bear market lows, representing minimal macro risk and potential accumulation zones. A Risk value near 1 (or inside the Sell Zone) suggests the market is approaching the historical limits of diminishing returns, indicating maximum macro risk and potential cycle tops. Settings & Customization Users can customize the indicator's behavior and visuals through the settings menu: Top Line: Select the mathematical model used for the upper boundary of the market cycle. Choose between a Log Fit (logarithmic regression, which best captures all historical tops) or a Linear Fit (a more conservative straight line that excludes the 2011 peak). View: Switch between the Normalized mode (displays the Risk metric as a clean 0 to 1 oscillator) and the Fit Lines mode (displays the raw logarithmic ROI values along with the upper, middle, and lower regression bands). Sell / Buy Zone Levels: Adjust the thresholds that define the extreme risk areas. By default, the Sell Zone starts at 0.90 and the Buy Zone at 0.10. These values dictate when the oscillator and the main chart price line change colors. Plot on the Main Pane: A simple toggle to turn the colored price line overlay on your main chart on or off. 💡 Visualization Tip The script projects a colored price line directly onto your main chart (Green for Buy Zone, Red for Sell Zone). To see this colored indicator line clearly without visual clutter, you can hide the standard Bitcoin price candles using the chart's object tree or settings. Conversely, if you prefer a clean main chart and only want to view the risk oscillator in the lower pane, simply uncheck the "Plot on the Main Pane" option in the indicator's settings. Limitations & Disclaimers Please keep the following points in mind when using this tool: Asset Specific: This indicator is strictly designed for Bitcoin. It internally fetches data using the INDEX:BTCUSD ticker. While you can load it on any other asset's chart, the oscillator in the lower pane will always display Bitcoin's data. Timeframe Dependency: Although the indicator will calculate on any timeframe, it is highly recommended to use the Weekly (1W) chart. The regression curve fitting was performed using weekly closes. On other timeframes, the regression boundaries may not align perfectly with the exact global tops and bottoms. Hardcoded Coefficients: The curve fitting was calculated based on Bitcoin's global tops and bottoms up to the year 2023. The resulting mathematical coefficients are hardcoded into the script. Future macro cycles may require a new approximation and an update to these coefficients. Linear Fit Outlier: If you select the "Linear Fit" option for the Top Line in the settings, note that this model intentionally ignores the 2011 global top, treating it as a statistical outlier. This linear boundary is guaranteed to be broken by future price action, but it can serve as a "conservative" macro target in the meantime. No Guarantees: There is no guarantee that Bitcoin's price or ROI will reach the upper or lower boundaries in the future, nor is it guaranteed to remain within them. This indicator is for educational and macro-analysis purposes only and does not constitute financial advice.
อินดิเคเตอร์ Pine Script®
โดย ChartNChill
Regression-Aligned Candlestick Architect [MarkitTick]💡 The Regression-Aligned Candlestick Architect is an advanced, institutional-grade technical analysis instrument engineered to seamlessly fuse structural market context with precise, deterministic candlestick morphology. Rather than presenting isolated, noisy signals, this indicator operates as a holistic market mapping system. It dynamically identifies changes in market character (CHoCH), anchors statistical regression channels to these pivotal structural nodes, and overlays a rigorously filtered, strength-tiered candlestick pattern recognition engine. This tool empowers analysts to visualize the exact mathematical relationship between micro-level price action anomalies and macro-level statistical deviations. ● ✨ Originality and Utility Standard candlestick recognition tools often suffer from a fatal flaw: signal noise. By identifying every single pattern across the chart regardless of context, they overwhelm the analyst with false positives. This indicator revolutionizes pattern detection by introducing a multi-dimensional filtering matrix. Contextual Awareness: Patterns are cross-referenced against a dynamic Simple Moving Average (SMA) baseline, ensuring that continuation patterns are only validated when aligned with the prevailing macroeconomic trend. Hierarchical Strength Matrix: Patterns are not treated equally. They are mathematically scored and classified into five distinct strength tiers, from baseline indecision to highly reliable structural anomalies. Anchored Statistical Modeling: Instead of static support and resistance lines, this tool maps volatility using an anchored Linear Regression Channel (LRC) that resets automatically upon validated structural breaks (CHoCH), providing an evolving map of fair value and extreme deviation. Institutional Automation Ready: Built-in webhook templates format high-conviction signals directly into actionable JSON payloads, bridging the gap between discretionary charting and algorithmic execution. ● 🔬 Methodology and Concepts The architecture of this script relies on a confluence of three primary mathematical and logical engines. • Quantitative Pattern Recognition The core engine deconstructs each individual candlestick into absolute mathematical variables: body size, total high-low range, upper shadow ratio, and lower shadow ratio. By applying rigid algorithmic tolerance thresholds (e.g., Dojis strictly requiring a body-to-range ratio of less than 5%), the script actively eliminates subjective interpretation. • The Strength Stratification System The indicator systematically grades market geometry into five actionable categories: Strength 1 (Indecision): Identifies market equilibrium phases and compression (e.g., Doji, Spinning Tops). Strength 2 (Weak Signals): Early signs of exhaustion that require further context (e.g., Hanging Man, Inverted Hammer). Strength 3 (Moderate Confirmations): Standard two-candle reversal structures (e.g., Harami, Piercing Line, Dark Cloud Cover). Strength 4 (Strong Confirmations): High-conviction multi-candle configurations (e.g., Engulfing setups, Morning/Evening Stars, Marubozu). Strength 5 (Extreme Conviction): Rare, highly reliable setups signaling massive structural imbalances (e.g., Three White Soldiers, Breakaway Gaps). • Structural CHoCH and LRC Anchoring The script continuously scans for localized Pivot Highs and Pivot Lows using customizable look-left and look-right parameters. When the price closes beyond the most recent opposing pivot node, a Change of Character (CHoCH) is registered. This event immediately triggers the recalculation of the Linear Regression Channel, anchoring the starting point to the critical pivot and projecting statistical deviation bands forward to track the new trend's trajectory. ● 🎨 Visual Guide The interface is meticulously designed with a 3D holographic aesthetic to ensure clarity without cluttering the primary price action. • Candlestick Labels and Holographic Colors Indigo Glass (Strength 1): Muted, translucent tones denoting indecision and market pauses without demanding immediate attention. Cyber Blue & Violet (Strength 2 & 3): Intermediate colors highlighting developing reversals or moderate continuation patterns. Neon Mint (Bullish Strength 4-5): Bright, high-contrast markers indicating strong bullish dominance (e.g., BE+, 3WS), plotted below the bar. Hot Pink (Bearish Strength 4-5): Intense, high-visibility markers warning of severe bearish pressure (e.g., BE-, 3BC), plotted above the bar. Cyber Gold (Special/Exhaustion): Reserved strictly for profound trend exhaustion signatures, such as the Three Line Strike configuration. To learn more about Candlestick patterns, access the following link: Quantitative Analysis of Algorithmic Candlestick Pattern • Linear Regression Channel Bands Active LRC: Displays a Neon Cyan midline representing the mean regression. Soft Cyan and Deep Azure dashed and dotted lines represent the first and second standard deviation bands respectively, filled with translucent gradient shading to represent volatility zones. Historical LRC: Previous channels are preserved in deep Magenta and Blue-Violet hues. This allows the analyst to review past structural behavior, momentum shifts, and how price transitioned between volatility states. ● 📖 How to Use This indicator is optimized for confluence trading. Discretionary traders should look for optimal alignment between the LRC boundaries and high-tier candlestick patterns. Define the Structural Boundary: Observe the active Neon Cyan LRC. Determine if the current micro-trend is contained safely within the inner standard deviation bands or if it is stretching into extreme statistical anomaly (touching or piercing Band 2). Wait for Signal Convergence: A standalone pattern is interesting, but confluence is key. A Strength 4 (Neon Mint) Bullish Engulfing pattern occurring exactly at the lower boundary (Band 2) of an ascending LRC presents an exceptionally high-probability mean-reversion or trend-continuation setup. Automate Execution: Utilize the built-in alert system to capture the exact entry price alongside dynamically calculated ATR-based Stop Loss and Take Profit levels when a tier 4 or 5 pattern confirms. Adapt to Trend Shifts: If a CHoCH occurs, the channel will instantly snap to the new trajectory. Immediately shift your directional bias and await new pattern formations that align with the updated regression mean. ● ⚙️ Inputs and Settings The indicator provides granular control over internal parameters, allowing adaptation to varying asset classes and timeframes. • General & Strength Filters Max Patterns to Display: Limits historical label rendering to keep the chart performant and visually clean. Show Only Trend-Appropriate Patterns: A critical toggle that forces the engine to ignore counter-trend signals by filtering outputs through the internal SMA logic. Strength Toggles (S1 - S5): Allows the user to independently enable or disable specific tiers. Professional traders often disable tiers 1-3 to focus exclusively on high-probability tier 4 and 5 formations. • Current Anchored CHoCH LRC Pivot Left/Right Bars: Dictates the sensitivity of the Change of Character detection. Higher numbers require major macro swings to shift the channel, while lower numbers tightly track micro-structure fluctuations. Band Multipliers (1 & 2): Adjusts the mathematical standard deviation widths of the regression channel. Defaulted to standard 1.0 and 2.0 deviations. • Webhook Execution Configuration Action Strings: Define custom text identifiers (e.g., 'long', 'closeshort') that will be injected into the automated JSON payload when high-strength signals or CHoCH events trigger on a confirmed bar close. ● 🔍 Deconstruction of the Underlying Scientific and Academic Framework The analytical depth of this script is heavily grounded in established statistical mathematics and heuristic geometric modeling. • Statistical Modeling via Ordinary Least Squares (OLS) The dynamic Linear Regression Channel is derived using the Ordinary Least Squares method. The script iteratively loops through the dynamically anchored period (from the algorithmic CHoCH trigger to the current bar index) to calculate the line of best fit. It computes the summation of price coordinates, calculating the slope and y-intercept to minimize the sum of the squared residuals. Furthermore, the indicator calculates the population standard deviation of these residuals (errors) to project the outer variance bands. In a normally distributed financial dataset, approximately 68% of price action should remain within Band 1, and 95% within Band 2. When price forcefully breaches Band 2, it statistically indicates an unsustainable momentum extreme, shifting the probability matrix heavily toward imminent mean-reversion. • Quantitative Candlestick Heuristics Traditional Japanese Candlestick theory relies heavily on qualitative visual assessment. This indicator transforms it into a rigorous quantitative science. By expressing wicks, shadows, and true bodies as strict fractional ratios of the total period variance, the algorithm entirely removes psychological bias. For instance, an Engulfing pattern is not merely determined by a visual overlap; the internal logic mathematically validates that the current open and close parameters completely eclipse the previous period's boundaries, while simultaneously verifying that the absolute body size explicitly exceeds the prior via comparative array lookbacks. Furthermore, advanced configurations like the 'Three Line Strike' necessitate the sequential tracking of four independent vector arrays to confirm precise exhaustion geometry and statistical anomaly. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์ Pine Script®
โดย MarkitTick
Multi-Sector Oil Correlation TrackerI've been always interested in the correlation between oil prices and the different sectors, but after writing the article " 8 Reasons Why the 2026 Oil Shock Is Different From the 1970s Crisis ", I felt that I needed to go a bit further in understanding these correlations. This Multi-Sector Oil Correlation Tracker tracks real-time correlations between oil prices and major market sectors, helping you to identify sector rotation opportunities and oil price impacts. HOW IT WORKS Calculates Pearson correlation coefficients between crude oil NYMEX:CL1! (you can replace with TVC:USOIL ) and six key sectors: Energy (XLE) - Typically positively correlated Transportation (XTN) - Often negatively correlated (fuel costs) Consumer Discretionary (XLY) - Sentiment indicator Financials (XLF) - Economic health gauge Technology (QQQ) - Risk appetite proxy Industrials (XLI) - Economic activity measure Correlations range from -1 (perfect negative) to +1 (perfect positive). Values above ±0.5 indicate strong relationships. HOW TO USE STRONG POSITIVE (>0.5): Sector moves with oil - consider energy/inflation plays STRONG NEGATIVE (<-0.5): Sector moves against oil - defensive positioning WEAK CORRELATION (-0.3 to 0.3): Decoupling - sector-specific factors dominate Watch for correlation shifts at the reference lines (±0.3, ±0.5) to spot regime changes. USE CASES Sector Rotation Strategy: Identify which sectors benefit/suffer from oil moves Portfolio Hedging: Find negatively correlated sectors for balance Risk Management: Monitor when correlations spike (systemic risk) Energy Trade Timing: Confirm energy sector entries when correlation is strong Macro Analysis: Understand oil's current influence on different parts of the market Best used on daily or 4-hour timeframes for reliable statistical relationships. The chart above illustrates well how USOIL is correlated with XLE, and the indicator shows indeed a 0.46 correlation. Let me know if you have suggestions and comments. - Henrique Centieiro
อินดิเคเตอร์ Pine Script®
โดย HenriqueCentieiro
2
Quantitative Linear Regression Channel [Dual Fill + MTF]Abstract / Description: This is a significantly upgraded v6 version of the classic Linear Regression Channel originally created by LonesomeTheBlue. Key Improvements over the original: Updated to Pine Script v6 with modern syntax and better performance. Persistent object pool for lines and labels – eliminates object leakage and improves rendering speed. Optional dual-zone fill (Upper and Lower) with fully customizable colors for clearer visual separation. Broken channel visualization that freezes the previous channel in blue dotted style instead of deleting it immediately. Dynamic MTF Trend Table (5m to 1D) showing slope direction with arrows and color coding. Table position is user-configurable (top_left, top_right, etc.). Support for calculating the channel on a higher timeframe (MTF mode) while displaying it cleanly on the current chart. Cleaner code structure, grouped inputs, improved alerts, and overall more stable behavior across all timeframes. The core regression calculation and broken channel logic remain faithful to the original concept, while adding modern institutional-grade features for better usability and performance. Credits: Base concept and original code by © LonesomeTheBlue (2020). v6 architecture, persistent pool, dual fill, MTF table and optimizations by datapro (2026). Recommended use: Works on any timeframe. Best results when used with the MTF table for confluence.
อินดิเคเตอร์ Pine Script®
โดย datapro
1
Alpha Regression & RSI BreakoutAlpha Regression & RSI Breakout is a high-performance hybrid indicator designed for modern technical analysis. It utilizes Linear Regression channels to define price boundaries, combined with RSI (Relative Strength Index) and Dynamic EMA for surgical entry and exit precision. Key Features:Smart Channel Analysis: Automatically plots linear regression boundaries based on price deviation. Precise RSI Breakout Signals: Buy/Sell signals are only triggered when the price violates the Linear Channel boundaries and the RSI crosses back over the 30/70 threshold. This method is engineered to filter out market noise and false breakouts. Curvilinear Regression Visuals: Provides an underlying flexible channel to track real-time price elasticity. EMA Trend Momentum: Bright crossover points on the EMA, integrated with RSI 50 levels, visualize trend shifts instantaneously. Türkçe Alpha Regression & RSI Breakout, teknik analizi modern bir yaklaşımla ele alan hibrit bir göstergedir. Bu araç, fiyatın genel eğilimini belirlemek için Doğrusal Regresyon (Linear Regression) kanallarını kullanırken, sinyal doğrulaması için RSI (Göreceli Güç Endeksi) ve Dinamik EMA kombinasyonundan faydalanır. Temel Özellikler: Akıllı Kanal Analizi: Doğrusal regresyon kanalları, fiyatın sapma sınırlarını otomatik olarak çizer. Hassas RSI Breakout Sinyalleri: Sinyaller sadece fiyat doğrusal kanalın dışına çıktığında ve RSI 30/70 sınırlarını tekrar kestiğinde (kırılım gerçekleştiğinde) üretilir. Bu, "fake" sinyalleri filtrelemek için tasarlanmıştır. Eğrisel Regresyon Görselleştirmesi: Fiyatın anlık esnekliğini takip etmek için arka planda eğrisel kanallar sunar. EMA Trend Takibi: RSI 50 seviyesiyle entegre çalışan parlak EMA kesişim noktaları, trend dönüşlerini anlık olarak görselleştirir.
อินดิเคเตอร์ Pine Script®
โดย sselmantr
QRC Institutional Regression Channel [CLEVER]QRC Institutional Regression Channel 📌 Overview QRC Institutional Regression Channel is a statistically driven technical analysis tool built on linear regression methodology. Its primary objective is to present price action within a structured mathematical framework, allowing traders to objectively assess trend direction, volatility range, and deviation extremes. The indicator calculates a regression line using historical price data and plots multiple standard deviation (sigma) bands around it to visualize relative market expansion and contraction. This tool is designed to support discretionary decision-making. It is not an automated trading system, investment advisory service, or guaranteed signal provider. All calculations are based strictly on completed bars (bar close), and the script does not use future-looking data. Signals and visual outputs are derived solely from historical price inputs. The regression slope reflects directional bias, while the R² value quantifies the statistical consistency of the current trend. Standard deviation bands represent probabilistic boundaries where price has historically deviated from its regression mean. These levels should be interpreted as contextual reference zones rather than predictive certainty levels. The purpose of this indicator is not to replace trader judgment, but to provide a systematic and repeatable analytical structure. It is most effective when used alongside additional confluence factors such as market structure analysis, liquidity zones, volume behavior, or higher-timeframe context. Trading and investing involve risk. Past performance does not guarantee future results. Users should conduct independent analysis and apply proper risk management before making financial decisions. 📐 Core Concept The core foundation of QRC Institutional Regression Channel is based on linear regression analysis, a statistical method used to model the relationship between price and time over a defined lookback period. Instead of relying on subjective trendlines or manually drawn channels, this indicator calculates a best-fit regression line using historical price data. This line represents the average directional path of price within the selected period. The regression slope determines the directional bias of the market during that lookback window. A positive slope reflects upward directional pressure, while a negative slope reflects downward pressure. The steepness of the slope provides insight into the relative strength of that movement. However, slope direction alone should not be interpreted as a standalone trading signal; it is a structural measurement of historical price behavior. To complement the regression line, the indicator calculates standard deviation bands (commonly 1σ, 2σ, and 3σ). These bands measure how far price deviates from its regression mean based on historical volatility within the same lookback range. Standard deviation is a statistical dispersion metric — it does not predict reversals, but instead defines probabilistic boundaries where price has historically stretched relative to its average path. An additional statistical component, R² (coefficient of determination), is used to quantify how well price movement fits the regression model. A higher R² value suggests that price has been moving in a relatively structured and consistent manner during the selected period. A lower R² value suggests less structural consistency and potentially more noise. This metric is descriptive, not predictive. The combined interaction between slope, deviation bands, and R² creates a structured analytical framework. The regression midline represents equilibrium, while outer deviation bands represent statistically extended conditions. These zones provide contextual reference points rather than guaranteed turning points. Importantly, all calculations are derived strictly from historical price data and confirmed on bar close. The indicator does not access future data and does not rely on repainting logic. It is designed as a quantitative visualization tool that supports discretionary analysis, not as a predictive or automated trading system. Because financial markets are influenced by numerous dynamic variables, no statistical model can eliminate uncertainty. The regression framework should therefore be used as part of a broader analytical process that includes risk management and additional confluence factors. 🎯 Key Features Multi-Sigma Regression Bands The indicator plots multiple standard deviation (sigma) bands around the regression midline, typically including 1σ, 2σ, and 3σ levels. These bands visually represent how far price has deviated from its statistical mean within the selected lookback period. Instead of labeling these areas as guaranteed reversal zones, they should be interpreted as probabilistic stretch boundaries. When price approaches outer bands, it reflects historically extended conditions relative to the regression average — not certainty of reversal, but measurable deviation. Dynamic Regression Midline At the center of the channel is the regression mean line, which represents the statistically calculated equilibrium path of price. This midline adapts automatically as new historical data becomes available. It can serve as a reference point for balance, trend continuation assessment, or mean interaction analysis. The midline is descriptive of historical structure and should not be treated as a fixed support or resistance level. Slope-Based Directional Bias The regression slope continuously measures directional pressure over the defined lookback window. A positive slope indicates upward bias within that historical segment, while a negative slope reflects downward bias. The rate of change in slope can provide insight into momentum shifts. However, slope direction is a contextual metric, not a buy or sell command. R² Trend Strength Measurement The inclusion of the R² (coefficient of determination) metric allows users to evaluate how closely price movement fits the regression model. Higher R² values indicate stronger structural alignment with the calculated trend path, while lower values suggest increased variability or noise. This feature enhances structural awareness but does not forecast future outcomes. Channel Position Percentage The indicator may calculate the relative position of price within the regression channel as a percentage. This helps traders understand whether price is trading near equilibrium, moderately extended, or statistically stretched. It is intended for context and comparison rather than prediction. Configurable Bounce Logic (Optional) Optional bounce detection logic can highlight instances where price reacts near selected deviation levels. These signals are confirmed on bar close and are based strictly on historical data inputs. They are not forward-looking and should be treated as contextual alerts rather than guaranteed trade opportunities. Customizable Lookback and Volatility Settings Users can adjust regression length and deviation multipliers to suit different market environments or timeframes. A shorter lookback period may respond more quickly to recent changes, while a longer period may emphasize broader structure. These settings allow flexibility without altering the core statistical foundation. Visual Dashboard and Data Panel An integrated dashboard can display structured information such as slope value, R² strength, channel position, and general directional bias. This feature is designed to provide quick situational awareness without requiring manual recalculation. Non-Repainting, Bar-Close Confirmed Calculations All computations are derived strictly from historical price data and confirmed at bar close. The script does not use future-looking inputs. Once a bar is closed, its calculated values remain fixed according to the defined logic. Overall, the key features of QRC are built to provide statistical structure, volatility awareness, and trend context. They are analytical tools intended to assist discretionary decision-making — not guarantees, financial advice, or automated trading instructions. ⚙️ How It Works QRC Institutional Regression Channel operates by applying a statistical linear regression model to a defined lookback period of historical price data. The process begins by selecting a user-defined number of past bars. Within that fixed window, the indicator calculates a best-fit regression line using mathematical least-squares methodology. This line represents the average directional path price has followed during that specific period. 1️⃣ Regression Line Calculation The regression line is computed by minimizing the distance between historical price points and the estimated trend path. The result is a dynamic mean line that adjusts only when a new bar closes. As older data rolls out of the lookback window and new data is added, the regression line recalibrates accordingly. This recalculation is descriptive of past price behavior within the selected range. It does not forecast future movement; it simply models the statistical trend of the most recent historical segment. 2️⃣ Slope & Directional Bias Once the regression line is calculated, its slope is derived. The slope reflects whether the historical trend within the lookback period has been upward, downward, or relatively neutral. A steeper slope suggests stronger directional pressure during that segment, while a flatter slope indicates consolidation or slower movement. This measurement provides structural context but does not function as a standalone entry or exit signal. 3️⃣ Standard Deviation Bands After the regression mean is established, the indicator calculates the standard deviation of price relative to that mean. Standard deviation measures how dispersed price has been around its average path. Using this value, the script plots multiple sigma bands (such as 1σ, 2σ, and 3σ). These bands form dynamic channel boundaries that expand or contract depending on recent volatility. When volatility increases, the channel widens; when volatility decreases, the channel narrows. These bands define probabilistic deviation zones — not guaranteed reversal levels. They highlight how stretched price is relative to its recent historical norm. 4️⃣ R² Trend Consistency Measurement The indicator also calculates the R² (coefficient of determination), which measures how closely price movement aligns with the regression model. A higher R² indicates that price has followed a more structured and consistent path within the selected window. A lower R² suggests more irregular or noisy movement. This metric enhances analytical clarity but does not predict continuation or reversal. 5️⃣ Bar-Close Confirmation & Data Integrity All computations are based strictly on historical price data and are confirmed at bar close. The script does not access future bars and does not use forward-looking calculations. Once a candle closes, the calculated values for that bar remain fixed according to the defined logic. Because the regression window shifts forward as new data arrives, values may adjust on the current developing bar — but closed-bar calculations remain stable. 6️⃣ Continuous Adaptation As each new bar completes, the indicator updates the regression model by dropping the oldest bar in the lookback period and incorporating the newest one. This rolling-window mechanism allows the channel to adapt dynamically to changing market conditions while remaining statistically grounded in recent data. ⚠️ Important Consideration The indicator models historical price behavior using statistical tools. It does not predict future price movement, guarantee reversals, or eliminate risk. Financial markets are influenced by multiple dynamic variables beyond any single mathematical framework. For this reason, QRC should be used as part of a broader analytical process that includes independent judgment, additional confluence tools, and proper risk management. 📊 How to Use QRC Institutional Regression Channel QRC Institutional Regression Channel is designed as a structured analytical tool to help traders understand trend direction, volatility expansion, and statistically stretched price conditions. It should be used as a context and confirmation framework, not as a standalone trading system. 1️⃣ Understanding Market Context (Trend Identification) The first step in using QRC is identifying the overall market structure through the regression slope and channel alignment. When the regression slope is positive, it indicates that the historical price path within the lookback period is biased to the upside. When it is negative, it reflects downside bias. However, this should not be treated as a direct buy or sell signal — it is a structural context filter. Traders typically use this information to align trades with the dominant directional environment rather than trading against it. 2️⃣ Using the Regression Midline as Equilibrium Reference The midline (regression mean) acts as a dynamic equilibrium level. Price interaction with this midline can be used to understand whether the market is trading above or below its statistical average. Price above midline → bullish structural bias Price below midline → bearish structural bias Midline reactions should be interpreted as contextual balance shifts, not fixed support or resistance zones. 3️⃣ Identifying Volatility Extremes (Sigma Bands) The standard deviation bands (1σ, 2σ, 3σ) are used to identify statistically extended market conditions. When price moves toward outer bands, it indicates that price has deviated significantly from its regression mean based on recent volatility. These zones are useful for understanding potential exhaustion or expansion phases. However, these levels are not reversal guarantees. They should be used as probabilistic stretch areas where price is less statistically “normal” relative to its recent behavior. 4️⃣ Bounce and Reaction Observation (Optional Signals) If bounce logic is enabled, the indicator highlights price reactions near selected deviation zones. Lower band reactions may indicate potential bullish rejection behavior Upper band reactions may indicate potential bearish rejection behavior These signals are confirmed only after bar close and should be treated as observational alerts, not automatic trade entries. 5️⃣ R² for Trade Quality Filtering The R² value can be used as a filter for market structure quality. High R² → cleaner, more structured trend environment Low R² → choppy, noisy, or unstable conditions Traders often prefer taking directional setups in higher R² environments because price behavior is more consistent with the regression model. 6️⃣ Channel Position for Timing Context Channel position (%) shows where price currently sits within the regression structure. Near lower zone → statistically discounted area Near mid zone → equilibrium / balanced area Near upper zone → statistically extended area This helps in timing decisions rather than generating signals alone. 7️⃣ Multi-Timeframe Confirmation (Recommended Use) QRC works best when combined with higher timeframe context. For example: Higher timeframe trend direction can define bias Lower timeframe QRC can refine entries and exits This alignment increases analytical confidence but still does not eliminate risk. ⚠️ Risk & Usage Consideration QRC is a statistical modeling tool, not a predictive system. It does not guarantee reversals, continuation, or profitable outcomes. Market conditions can change due to external factors beyond historical structure. It should always be used with: Proper risk management Additional confirmation tools Independent trading judgment 🏁 Final Note The correct way to use QRC is as a market structure compass, not a signal generator. It helps traders understand where price is in relation to its statistical equilibrium, how strong the trend structure is, and whether current conditions are normal or extended relative to recent history. ⚙️ Settings & Customization (QRC Institutional Regression Channel ) The QRC Institutional Regression Channel provides a flexible customization system that allows traders to adapt its behavior according to different market conditions, timeframes, and trading styles. All settings are designed to modify the sensitivity and visualization of the statistical model, while the core regression logic remains unchanged and mathematically consistent. The most important setting is the Regression Length, which defines how many historical bars are used to calculate the regression line. A shorter length makes the indicator more responsive to recent price movements but can introduce more fluctuations and noise. A medium length offers a balanced structure suitable for most intraday and swing trading environments. A longer length smooths out short-term volatility and focuses on broader market structure, making it more stable but less reactive to sudden changes. Another key customization area is the Deviation (Sigma) settings, which control the width of the channel bands around the regression midline. The 1σ band represents near-average volatility conditions, the 2σ band reflects moderate statistical extension, and the 3σ band highlights extreme deviation zones. Adjusting these values changes how tightly or widely price is framed within the channel. Narrower settings make price interactions more frequent, while wider settings emphasize only significant volatility extremes. The Bounce Zone selection allows users to choose which deviation level is used for reaction-based signal logic. Selecting inner bands results in more frequent but weaker reactions, while outer bands focus on less frequent but more statistically significant price extremes. This setting is purely observational and does not guarantee reversals, but it helps define which part of the channel is being monitored for price interaction. The Signal Cooldown setting controls how often signals can appear after a valid condition has triggered. A lower cooldown produces more frequent signals, which may increase noise, while a higher cooldown reduces signal frequency and helps filter repetitive or clustered alerts during choppy market conditions. An optional EMA filter can also be enabled to provide additional directional context. When price is above the EMA, the broader environment is considered bullish, and when price is below it, the environment is considered bearish. This does not affect regression calculations but helps traders align signals with higher-level trend direction. In addition to analytical settings, the indicator includes several visual customization options. Users can toggle regression channels, fills, midline, slope arrows, R² display, signal markers, and dashboard visibility. This allows the interface to be simplified for clean charting or expanded into a full analytical dashboard depending on user preference. Overall, the customization system is designed to help traders adapt the same statistical model to different trading strategies such as scalping, intraday trading, or swing trading. However, these settings only influence visualization and sensitivity, not predictive capability. The indicator remains a historical, data-driven regression tool that should be used with proper risk management and additional confirmation methods. ⚠️ Important Notes (QRC Institutional Regression Channel ) The QRC Institutional Regression Channel is a statistical analysis tool designed to visualize market structure using historical price data. It is important to understand that all outputs generated by this indicator are based on past market behavior and mathematical calculations, not future price prediction. This indicator does not guarantee any specific market outcome, trade result, or reversal point. The regression channel, slope, deviation bands, and R² values are descriptive in nature and should be interpreted as contextual information about how price has behaved within a defined lookback period. They represent probabilities and structure, not certainties. Signals generated by the indicator, including bounce reactions or channel interactions, are strictly based on historical conditions and are confirmed only after bar close. These signals should not be treated as financial advice or direct buy/sell recommendations. Market conditions can change rapidly due to external factors that are not reflected in the statistical model. Because the indicator relies on a fixed historical window, its structure continuously adapts as new data replaces old data. This means readings may change over time as the market evolves, especially in lower timeframes where volatility is higher. Users are strongly advised to combine this tool with additional confirmation methods such as market structure analysis, risk management strategies, volume behavior, or higher timeframe bias. No single indicator should be used in isolation to make trading decisions. Trading and investing in financial markets involves significant risk, and losses may occur. Past performance does not guarantee future results. The responsibility for all trading decisions lies entirely with the user. ⚠️ Disclaimer (QRC Institutional Regression Channel ) The QRC Institutional Regression Channel is a technical analysis tool developed for educational and informational purposes only. It is designed to help users analyze market structure using statistical regression methods, including trend direction, volatility bands, and deviation-based measurements. This indicator does not provide financial advice, investment recommendations, or trading signals that guarantee any specific outcome. All calculations and visual outputs are based on historical price data and mathematical formulas, and they should be interpreted strictly as analytical references rather than predictive assurances. Trading and investing in financial markets involve substantial risk, and there is always a possibility of financial loss. Users should not rely solely on this indicator to make trading decisions. Instead, it should be used as part of a broader analytical approach that includes independent research, risk management, and additional confirmation tools. Past performance, statistical readings, or historical behavior displayed by the indicator do not guarantee future results. Market conditions can change rapidly due to external factors that are not captured by any single technical model. By using this indicator, the user acknowledges full responsibility for all trading decisions and accepts that the creator of this tool is not liable for any financial losses or outcomes resulting from its use.
อินดิเคเตอร์ Pine Script®
โดย TheCleverTraders
4
CTZ Linear Regression Trend Channel Linear Regression Trend Channel+ (LRTC+) A fully upgraded Linear Regression Trend Channel indicator with confirmed entry signals, dynamic stop loss/take profit levels, and a real-time dashboard — all in Pine Script v5. What it does The indicator calculates a linear regression channel over a user-defined period and plots upper, lower, and mid-channel bands with zone shading. Buy signals trigger when price crosses below the lower band, sell signals when price crosses above the upper band. All signals can be filtered by RSI and volume confirmation to reduce false entries. **Features** - Linear regression channel with adjustable period and deviation multiplier - Color-filled zones — red above mid (sell zone), green below mid (buy zone) - RSI confirmation filter — buy signals require oversold RSI, sell signals require overbought RSI - Volume confirmation filter — signals only fire when volume exceeds a configurable multiple of the 20-bar average - Confirmed vs weak signals — large filled arrows for confirmed entries, faded arrows when filters are not met - Mid-channel bounce signals — continuation entry markers when price crosses the midline in the direction of trend - Automatic stop loss, TP1, and TP2 levels drawn on the chart at every confirmed signal - Top-right dashboard showing: trend direction, strength, RSI, volume ratio, entry prices, SL/TP levels, risk-reward ratio, channel width, and active filters - Signal status row — instantly see if a buy, sell, or mid bounce is active on the current bar - 7 configurable alerts: confirmed buy, confirmed sell, weak buy, weak sell, mid bounce up, mid bounce down, and general Settings All key parameters are adjustable: channel period, deviation multiplier, RSI length and thresholds, volume multiplier, look back bars, SL/TP deviation multipliers, colors, and dashboard size. Credits Original Linear Regression Trend Channel concept by midtownsk8rguy.
อินดิเคเตอร์ Pine Script®
โดย CryptoTradingZone
1
SPX Levels Mapper (Auto-Calibrating v3)SPX Levels Mapper (Auto-Calibrating v3) Plot S&P 500 levels directly on any chart — converted automatically using a live rolling linear regression between SPX and your instrument. How it works: The indicator pulls real-time SPX data and runs a rolling linear regression against whatever ticker you're charting over a configurable lookback window. Any SPX level you input gets converted to its equivalent price on your chart — no manual slope or intercept needed. Features: Auto-calibrating regression that updates every bar Works on any correlated instrument (NQ, MNQ, ES, MES, individual stocks, etc.) 8 configurable level slots, each with its own color, label, and settings Per-level gamma toggle (Positive / Negative) with ⚠ warning labels for negative gamma Per-level Hard Stop toggle — marks levels where price should stop with a 🛑 label Optional padded zones (±10 points default) to visualize the area of influence around each level Per-level zone transparency control so you can dial up intensity on key levels and fade out the rest Info box showing live regression stats (slope, intercept, R²) Use cases: Map SPX gamma/GEX levels from Unusual Whales, SpotGamma, etc. onto any chart Distinguish between positive and negative gamma environments per level Mark hard stops where market maker positioning suggests price rejection Visualize zones of influence with adjustable padding and intensity How to use: Add to any chart that correlates with SPX Enter SPX levels in the settings — each level has its own group Toggle gamma type, hard stop, zone visibility, and transparency per level Lines and zones appear at the equivalent price on your chart, updating in real time Built for traders who read SPX flows but execute on other instruments.
อินดิเคเตอร์ Pine Script®
โดย timkamazik
3
SPX Levels on NQ (Auto)SPX Levels on NQ (Auto-Calibrating) Plot S&P 500 support/resistance levels directly on your NQ/MNQ chart — converted automatically using a live rolling linear regression. How it works: The indicator pulls real-time SPX price data and runs a linear regression against NQ over a configurable lookback window. This gives you a dynamically updating formula (NQ = slope × SPX + intercept) that adapts as the relationship between the two instruments shifts. Any SPX level you input gets converted to its NQ equivalent and drawn as a horizontal line on your chart. Use cases: Map SPX gamma/GEX levels (from Unusual Whales, SpotGamma, etc.) onto your NQ chart Track SPX key support/resistance while trading NQ or MNQ Cross-reference SPX options positioning with NQ price action Features: Auto-calibrating — no manual slope/intercept needed 8 configurable level slots with custom labels Info box showing current regression stats and R² Adjustable lookback, line style, and colors How to use: Add to any NQ1! or MNQ1! chart Enter your SPX levels in the settings Lines appear at the equivalent NQ price, updating in real time Built for anyone who reads SPX flows but trades NQ.
อินดิเคเตอร์ Pine Script®
โดย timkamazik
Neon Terminal: Ichimoku-Regression & Deviation MasterNeon Terminal: Ichimoku-Regression & Deviation Master This indicator is a comprehensive analysis terminal that merges classic technical analysis (Ichimoku) with modern statistical modeling (Linear Regression and Asymmetric Standard Deviation). Key Features: 1. Dynamic Ichimoku Cloud (The Baseline) Defines the primary trend direction and key support/resistance zones. The cloud visibility is enhanced for better visual clarity. All deviation calculations are based on the cloud's upper boundary (Senkou Span A) and lower boundary (Senkou Span B). 2. Triple Continuous Regression Channels Memory Cycle (Current, Prev1, Prev2): The script maintains three separate regression channels to track structural market shifts. Auto-Reset Mechanism: When price deviates sharply from the current channel (specifically, 2 consecutive bars closing outside the boundaries), the system resets and identifies the start of a new trend. The dashed gray line represents the equilibrium, while the colored lines show the standard deviation boundaries. 3. Asymmetric Deviation Analysis (MAX 200/500) Customized Statistics: Unlike standard tools, this indicator calculates price deviation above and below the cloud separately. Max500 Up/Lo: Projects the most extreme historical surges and drops from the last 500 bars onto the current cloud. This highlights "extreme exhaustion" zones where price is statistically likely to reverse. Avg (Pivot Average): Instead of just looking at current price, it averages the distance of historical "pivots" (highs/lows) from the cloud. 4. HAHO & Mega Trend Combination HAHO: A Heikin Ashi-based smoothed moving average that tracks trend direction with minimal noise (Green/Red). Mega Trend: A thick multi-period average that indicates whether the market is in a macro "Bull" or "Bear" regime. Trading Tips: AVG Memory Setting: Adjust the "AVG Memory Depth" in the inputs to define how many historical pivots should influence the average deviation line. Trend Alignment: Look for confluence when HAHO and Mega Trend colors match for high-probability trend following. Mean Reversion: When price reaches the Max500 or Avg boundaries, the probability of a "reversion to the mean" (back to the Ichimoku cloud) significantly increases.
อินดิเคเตอร์ Pine Script®
โดย sselmantr
MASTER WINNER MY ALGOMASTER WINNER MY ALGO — Ultimate Multi-Strategy Trading System MASTER WINNER MY ALGO is a powerful all-in-one trading system designed to give traders a complete market edge by combining trend, structure, liquidity, volume, and smart entry logic into a single indicator. Built for serious traders, this tool integrates multiple advanced concepts used by professionals — eliminating the need to switch between indicators. 🚀 Key Features 📊 Multi-Timeframe Moving Average Panel Displays up to 4 customizable MAs across different timeframes Supports SMA, EMA, RMA, WMA, VWMA Real-time trend direction table with visual signals Extended MA levels for forward projection 📈 Smart Trendline Engine Automatic trendline detection using pivot logic Dynamic trendline extension and break detection Alerts for: New trendlines Breakouts above/below trendlines Cross markers for visual confirmation ⚡ L1 Proximal Filter (Noise Reduction) Advanced adaptive filter using ATR threshold Identifies true trend shifts by removing market noise Visual trend color + reversal dots 📦 Breakout Volume Boxes Auto-detects consolidation zones Displays: Total volume Buy vs Sell volume distribution Breakout signals with confirmation labels 🎯 Edri Extreme Points (Smart Entries) Combines: RSI (Overbought/Oversold) CCI / Momentum cross Optional divergence filtering Generates high-probability BUY/SELL signals Optional mean reversion bands 💧 Liquidation Reversal Module Uses lower timeframe volume analysis Detects: Long liquidations (bottoms) Short liquidations (tops) Z-score based extreme volume detection Supertrend confirmation for reversals 🧠 Al Brooks Second Entry System Implements professional price action logic: H1 / H2 (Long setups) L1 / L2 (Short setups) EMA-based trend bias Optional strong signal filtering 🎛 Fully Modular Design Enable/Disable each module independently Customize settings for your strategy Works across all markets (Crypto, Forex, Indices, Stocks) 🔔 Built-in Alerts Trendline creation & breakouts Entry signals (BUY/SELL) Liquidation events Al Brooks setups 💡 Best Use Case This indicator is ideal for traders who want: A complete trading system in one chart Confluence-based trading decisions Reduced screen clutter Institutional-style analysis ⚠️ Disclaimer This tool is for educational and analytical purposes only. Always manage risk and confirm signals with your trading plan.
อินดิเคเตอร์ Pine Script®
โดย vinothsridharpj