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Buy / Sell Volume LabelsINDICATOR NAME: Buy/Sell Volume Labels DESCRIPTION: Buy/Sell Volume Labels displays real-time buying and selling volume with dynamic color-coded labels that highlight market dominance. The indicator automatically emphasizes the dominant side (buy or sell) with bright green or red backgrounds, while the non-dominant side fades to gray for instant visual clarity. Key Features: - Dynamic Color Coding: Dominant volume side displays in bright green (buy) or red (sell), non-dominant side in gray - Trend Indicator: Optional "Bullish Trend", "Bearish Trend", or "Neutral" label shows current market bias - Flexible Display Options: Choose to show percentages only, volume only, or both - Customizable Position: Place labels anywhere on chart (top, center, bottom; left, center, right) - Adjustable Size: Six size options from Tiny to Huge, including Auto - Lookback Period: Calculate volume for current bar or sum across multiple bars - Neutral Threshold: Define when market is considered neutral vs. trending How It Works: - The indicator calculates buying and selling volume based on where price closes within each bar's range. When buying volume dominates, the Buy label turns bright green with black text while the Sell label turns gray. When selling dominates, the Sell label turns bright red with white text while the Buy label turns gray. This makes it immediately obvious which side controls the market. Perfect For: - Day traders and scalpers on futures (/MNQ, /ES, /NQ) - Identifying accumulation vs. distribution phases - Confirming trend strength and reversals - Quick visual assessment of market pressure - All timeframes from tick charts to daily Settings: - Header location (9 positions) - Display mode (Volume, Percent- age, or Both) - Table size (Tiny to Huge + Auto) - Lookback period (bars) - Trend label toggle - Neutral threshold percentage Created by NPR21 for the TradingView community.
อินดิเคเตอร์ Pine Script®
โดย NPR21
Penny Stock Short Signal Pro# Penny Stock Short Signal Pro (PSSP) v1.0 ## Complete User Guide & Documentation --- # 📋 TABLE OF CONTENTS 1. (#introduction) 2. (#why-short-penny-stocks) 3. (#the-7-core-detection-systems) 4. (#installation--setup) 5. (#understanding-the-dashboard) 6. (#input-settings-deep-dive) 7. (#visual-elements-explained) 8. (#alert-configuration) 9. (#trading-strategies) 10. (#risk-management) 11. (#best-practices) 12. (#troubleshooting) 13. (#changelog) --- # Introduction **Penny Stock Short Signal Pro (PSSP)** is a comprehensive Pine Script v6 indicator specifically engineered for identifying high-probability short-selling opportunities on low-priced, high-volatility stocks. Unlike generic indicators that apply broad technical analysis, PSSP is purpose-built for the unique characteristics of penny stock price action—where parabolic moves, retail FOMO, and violent reversals create predictable patterns for prepared traders. ## Key Features - **7 Independent Detection Systems** working in concert to identify exhaustion points - **Composite Signal Engine** that requires multiple confirmations before triggering - **Real-Time Dashboard** displaying all signal states and market metrics - **Automatic Risk Management** with dynamic stop-loss and profit target calculations - **Customizable Sensitivity** for different trading styles (scalping vs. swing) - **Built-in Alert System** for all major signal types ## Who Is This For? - **Active Day Traders** looking to capitalize on intraday reversals - **Short Sellers** who specialize in penny stocks and small caps - **Momentum Traders** who want to identify when momentum is exhausting - **Risk-Conscious Traders** who need clear entry/exit levels --- # Why Short Penny Stocks? ## The Penny Stock Lifecycle Penny stocks follow a remarkably predictable lifecycle that creates shorting opportunities: ``` PHASE 1: ACCUMULATION └── Low volume, tight range └── Smart money quietly building positions PHASE 2: MARKUP / PROMOTION └── News catalyst or promotional campaign └── Volume increases, price begins rising └── Early momentum traders enter PHASE 3: DISTRIBUTION (YOUR OPPORTUNITY) └── Parabolic move attracts retail FOMO buyers └── Smart money selling into strength └── Volume climax signals exhaustion └── ⚠️ PSSP SIGNALS FIRE HERE ⚠️ PHASE 4: DECLINE └── Support breaks, panic selling └── Price returns toward origin └── Short sellers profit ``` ## Why Shorts Work on Penny Stocks 1. **No Fundamental Support**: Most penny stocks have no earnings, revenue, or assets to justify elevated prices 2. **Promotional Nature**: Many rallies are driven by promoters who will eventually stop 3. **Retail Exhaustion**: Retail buying power is finite—when it's exhausted, gravity takes over 4. **Float Dynamics**: Low float stocks move fast in both directions 5. **Technical Levels Matter**: VWAP, round numbers, and prior highs become self-fulfilling resistance --- # The 7 Core Detection Systems PSSP employs seven independent detection algorithms. Each identifies a specific type of exhaustion or reversal signal. When multiple systems fire simultaneously, the probability of a successful short dramatically increases. --- ## 1. PARABOLIC EXHAUSTION DETECTOR ### What It Detects Identifies when price has moved too far, too fast and is likely to reverse. This system looks for the classic "blow-off top" pattern common in penny stock runners. ### Technical Logic ``` Parabolic Signal = TRUE when: ├── Consecutive green candles ≥ threshold (default: 3) ├── AND price extension from VWAP ≥ threshold ATRs (default: 1.5) └── OR shooting star / upper wick rejection pattern forms ``` ### Visual Representation ``` ╱╲ ← Shooting star / upper wick ╱ ╲ (Parabolic exhaustion) ╱ ╱ ╱ ══════════════ VWAP ╱ ╱ ``` ### Why It Works on Penny Stocks Penny stocks are notorious for parabolic moves driven by retail FOMO. When everyone who wants to buy has bought, there's no one left to push prices higher. The shooting star pattern shows that sellers are already stepping in at higher prices. ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Lookback Period | 10 | 3-30 | Bars to analyze for pattern | | Extension Threshold | 1.5 ATR | 0.5-5.0 | How far above VWAP is "parabolic" | | Consecutive Green Bars | 3 | 2-10 | Minimum green bars for exhaustion | --- ## 2. VWAP REJECTION SYSTEM ### What It Detects Volume Weighted Average Price (VWAP) is the single most important level for institutional traders. This system identifies when price tests above VWAP and gets rejected back below—a powerful short signal. ### Technical Logic ``` VWAP Rejection = TRUE when: ├── Candle high pierces above VWAP ├── AND candle closes below VWAP ├── AND candle is bearish (close < open) └── AND rejection distance is within sensitivity threshold ``` ### Visual Representation ``` High ──→ ╱╲ ╱ ╲ VWAP ════════╱════╲═══════════ Close ←── Rejection ``` ### Extended VWAP Signals The system also tracks VWAP standard deviation bands. Rejection from the upper band (2 standard deviations above VWAP) is an even stronger signal. ### Why It Works on Penny Stocks - Algorithms and institutions use VWAP as their benchmark - Failed attempts to reclaim VWAP often lead to waterfall selling - VWAP acts as a "magnet" that price tends to revert toward ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Rejection Sensitivity | 0.5 ATR | 0.1-2.0 | How close to VWAP for valid rejection | | Show VWAP Line | True | - | Display VWAP on chart | | Show VWAP Bands | True | - | Display standard deviation bands | | Band Multiplier | 2.0 | 0.5-4.0 | Standard deviations for bands | --- ## 3. VOLUME CLIMAX DETECTOR ### What It Detects Identifies "blow-off tops" where extreme volume accompanies a price spike. This often marks the exact top as it represents maximum retail participation—after which buying power is exhausted. ### Technical Logic ``` Volume Climax = TRUE when: ├── Current volume ≥ (Average volume × Climax Multiple) ├── AND one of: │ ├── Selling into the high (upper wick > lower wick on green bar) │ └── OR post-climax weakness (red bar following climax bar) ``` ### Visual Representation ``` Price: ╱╲ ╱ ╲ ╱ ╲ ╱ ╲ ╱ Volume: ▂▃▅▇██▇▅▃▂▁ ↑ Volume Climax (3x+ average) ``` ### Why It Works on Penny Stocks - Retail traders pile in at the top, creating volume spikes - Market makers and smart money use this liquidity to exit - Once the volume spike passes, there's no fuel left for higher prices - The "smart money selling into dumb money buying" creates the top ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Volume MA Length | 20 | 5-50 | Period for average volume calculation | | Climax Volume Multiple | 3.0x | 1.5-10.0 | Multiple of average for "climax" | | Show Volume Bars | True | - | Visual volume representation | --- ## 4. RSI DIVERGENCE ANALYZER ### What It Detects Bearish divergence occurs when price makes higher highs but RSI (momentum) makes lower highs. This indicates that momentum is weakening even as price pushes higher—a warning of imminent reversal. ### Technical Logic ``` Bearish Divergence = TRUE when: ├── RSI is in overbought territory (> threshold) ├── AND RSI is declining (current < previous < prior) └── Indicates momentum exhaustion before price catches up ``` ### Visual Representation ``` Price: /\ /\ / \ / \ ← Higher high / \/ / / RSI: /\ / \ /\ / \/ \ ← Lower high (DIVERGENCE) / \ ════════════════════ Overbought (70) ``` ### Why It Works on Penny Stocks - Penny stocks often push to new highs on weaker and weaker momentum - Divergence signals that fewer buyers are participating at each new high - Eventually, the lack of buying pressure leads to collapse ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | RSI Length | 14 | 5-30 | Standard RSI calculation period | | Overbought Level | 70 | 60-90 | RSI level considered overbought | | Divergence Lookback | 14 | 5-30 | Bars to look back for swing highs | --- ## 5. KEY LEVEL REJECTION TRACKER ### What It Detects Identifies rejections from significant price levels where shorts are likely to be concentrated: High of Day (HOD), premarket highs, and psychological levels (whole and half dollars). ### Technical Logic ``` Level Rejection = TRUE when: ├── Price touches key level (within 0.2% tolerance) ├── AND candle is bearish (close < open) ├── AND close is in lower portion of candle range │ ├── Key Levels Tracked: │ ├── High of Day (HOD) │ ├── Premarket High │ └── Psychological levels ($1.00, $1.50, $2.00, etc.) ``` ### Visual Representation ``` HOD ───────────────────────────────── ╱╲ ← Rejection ╱ ╲ ╱ ╲ ╱ ───────────────────────────────── PM High ───────────────────────────── ``` ### Why It Works on Penny Stocks - **HOD**: The high of day is where the most traders are trapped long. Failure to break HOD often triggers stop-loss cascades - **Premarket High**: Represents overnight enthusiasm; failure to exceed often means the "news" is priced in - **Psychological Levels**: Round numbers ($1, $2, $5) attract orders and act as natural resistance ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Track HOD Rejection | True | - | Monitor high of day | | Track Premarket High | True | - | Monitor premarket resistance | | Track Psychological Levels | True | - | Monitor round numbers | --- ## 6. FAILED BREAKOUT DETECTOR ### What It Detects Identifies "bull traps" where price breaks above resistance but immediately fails and closes back below. This traps breakout buyers and often leads to accelerated selling. ### Technical Logic ``` Failed Breakout = TRUE when: ├── Price breaks above recent high (lookback period) ├── AND one of: │ ├── Same bar closes below the breakout level │ └── OR following bars show consecutive red candles ``` ### Visual Representation ``` ╱╲ ╱ ╲ ← False breakout Recent High ══╱════╲════════════════ ╱ ╲ ╱ ╲ ╱ ╲ ← Trapped longs panic sell ``` ### Why It Works on Penny Stocks - Breakout traders enter on the break, providing exit liquidity for smart money - When the breakout fails, these traders become trapped and must exit - Their forced selling accelerates the decline - Penny stocks have thin order books, making failed breakouts especially violent ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Breakout Lookback | 5 | 2-15 | Bars to define "recent high" | | Confirmation Bars | 2 | 1-5 | Bars to confirm failure | --- ## 7. MOVING AVERAGE BREAKDOWN SYSTEM ### What It Detects Monitors exponential moving averages (EMAs) for bearish crossovers and price rejections. EMA crosses often signal trend changes, while rejections from EMAs indicate resistance. ### Technical Logic ``` MA Breakdown = TRUE when: ├── Bearish EMA cross (fast crosses below slow) └── OR EMA rejection (price tests EMA from below and fails) ``` ### Visual Representation ``` ╱╲ ← Rejection from EMA ╱ ╲ EMA 9 ═══════════╱════╲═══════════ ╲ EMA 20 ═══════════════════╲════════ ╲ Bearish cross ↓ ``` ### Why It Works on Penny Stocks - EMAs smooth out the noise and show underlying trend direction - When fast EMA crosses below slow EMA, it signals momentum shift - Rejected attempts to reclaim EMAs show sellers are in control ### Key Settings | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | Fast EMA | 9 | 3-20 | Short-term trend | | Slow EMA | 20 | 10-50 | Medium-term trend | | Show EMAs | True | - | Display on chart | --- # Installation & Setup ## Step 1: Access Pine Editor 1. Open TradingView (tradingview.com) 2. Open any chart 3. Click "Pine Editor" at the bottom of the screen ## Step 2: Create New Indicator 1. Click "Open" → "New blank indicator" 2. Delete any existing code 3. Paste the entire PSSP code ## Step 3: Save and Add to Chart 1. Click "Save" (give it a name like "PSSP") 2. Click "Add to chart" 3. The indicator will appear with default settings ## Step 4: Configure Settings 1. Click the gear icon (⚙️) on the indicator 2. Adjust settings based on your trading style (see Settings section) 3. Click "OK" to apply ## Recommended Chart Setup - **Timeframe**: 1-minute or 5-minute for scalping, 15-minute for swing shorts - **Chart Type**: Candlestick - **Extended Hours**: Enable if trading premarket/afterhours - **Volume**: Can disable default volume since PSSP tracks it --- # Understanding the Dashboard The real-time dashboard provides at-a-glance status of all systems: ``` ┌─────────────────────────────────────────┐ │ 📊 SHORT SIGNAL DASHBOARD │ ├─────────────────────────────────────────┤ │ Signal Strength: 5/7 │ ├─────────────────────────────────────────┤ │ ─── ACTIVE SIGNALS ─── │ │ │ │ Parabolic Exhaustion 🔴 2.1 ATR │ │ VWAP Rejection 🔴 Above │ │ Volume Climax 🔴 4.2x Avg │ │ RSI Divergence ⚪ RSI: 68 │ │ Level Rejection 🔴 @ HOD │ │ Failed Breakout 🔴 │ │ MA Breakdown ⚪ Bullish │ ├─────────────────────────────────────────┤ │ ─── RISK LEVELS ─── │ │ Stop: $2.45 T1: $2.10 T2: $1.85 │ └─────────────────────────────────────────┘ ``` ## Dashboard Elements Explained ### Signal Strength Indicator | Rating | Signals | Color | Interpretation | |--------|---------|-------|----------------| | STRONG | 5-7 | Red | High-confidence short opportunity | | MODERATE | 3-4 | Orange | Decent setup, consider other factors | | WEAK | 1-2 | Gray | Insufficient confirmation | | NONE | 0 | Gray | No short signals active | ### Signal Status Icons - 🔴 = Signal is ACTIVE (condition met) - ⚪ = Signal is INACTIVE (condition not met) ### Contextual Metrics Each signal row includes relevant metrics: - **Parabolic**: Shows ATR extension from VWAP - **VWAP**: Shows if price is Above/Below VWAP - **Volume**: Shows current volume as multiple of average - **RSI**: Shows current RSI value - **Level**: Shows which level was touched (HOD, PM High, etc.) - **MA**: Shows EMA relationship (Bullish/Bearish) ### Risk Levels When a composite short signal fires: - **Stop**: Suggested stop-loss level (high + ATR multiple) - **T1**: First profit target (1:1 risk/reward) - **T2**: Second profit target (user-defined R:R) --- # Input Settings Deep Dive ## Group 1: Parabolic Exhaustion | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | Lookback Period | 10 | 15 | 5 | Bars analyzed for pattern | | Extension Threshold | 1.5 | 2.0 | 1.0 | ATRs above VWAP for "parabolic" | | Consecutive Green Bars | 3 | 4 | 2 | Minimum green bars required | **Tuning Tips:** - Lower thresholds = more signals but more false positives - Higher thresholds = fewer signals but higher quality - For very volatile penny stocks, consider higher thresholds ## Group 2: VWAP Rejection | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | Rejection Sensitivity | 0.5 | 0.3 | 0.8 | ATR distance for valid rejection | | Show VWAP Line | True | True | True | Display VWAP | | Show VWAP Bands | True | True | True | Display deviation bands | | Band Multiplier | 2.0 | 2.5 | 1.5 | Standard deviations for bands | **Tuning Tips:** - Tighter sensitivity (lower number) = must reject very close to VWAP - Wider bands = less frequent upper band rejections but more significant ## Group 3: Volume Climax | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | Volume MA Length | 20 | 30 | 10 | Baseline volume period | | Climax Volume Multiple | 3.0 | 4.0 | 2.0 | Multiple for "climax" status | | Show Volume Profile | True | True | True | Visual volume bars | **Tuning Tips:** - Higher multiple = only extreme volume spikes trigger - Shorter MA = more responsive to recent volume changes - For highly liquid stocks, consider higher multiples ## Group 4: Momentum Divergence | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | RSI Length | 14 | 21 | 7 | RSI calculation period | | Overbought Level | 70 | 75 | 65 | Threshold for "overbought" | | Divergence Lookback | 14 | 20 | 10 | Bars for swing high detection | **Tuning Tips:** - Lower overbought threshold = more frequent signals - Shorter RSI length = more responsive but noisier ## Group 5: Key Level Rejection | Setting | Default | Description | |---------|---------|-------------| | Enable | True | Master toggle for level system | | Track Premarket High | True | Monitor premarket resistance | | Track HOD Rejection | True | Monitor high of day | | Track Psychological Levels | True | Monitor round numbers | **Tuning Tips:** - Disable premarket tracking if stock doesn't have significant premarket activity - Psychological levels work best on stocks under $10 ## Group 6: Failed Follow-Through | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | Breakout Lookback | 5 | 8 | 3 | Bars defining "recent high" | | Confirmation Bars | 2 | 3 | 1 | Bars to confirm failure | **Tuning Tips:** - Shorter lookback = more breakouts detected but smaller significance - More confirmation bars = higher confidence but later entry ## Group 7: Moving Average Signals | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Enable | True | True | True | Turn system on/off | | Fast EMA | 9 | 12 | 5 | Short-term trend | | Slow EMA | 20 | 26 | 13 | Medium-term trend | | Show EMAs | True | True | True | Display on chart | **Tuning Tips:** - Standard 9/20 works well for most penny stocks - Faster EMAs (5/13) for scalping, slower (12/26) for swing trading ## Group 8: Composite Signal | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Minimum Signals | 3 | 4-5 | 2 | Signals needed for trigger | | Show Dashboard | True | True | True | Display signal table | | Dashboard Position | top_right | - | - | Screen location | **Tuning Tips:** - **Minimum Signals is the most important setting** - Higher minimum = fewer trades but higher win rate - Lower minimum = more trades but more false signals ## Group 9: Risk Management | Setting | Default | Conservative | Aggressive | Description | |---------|---------|--------------|------------|-------------| | Show Stop Levels | True | True | True | Display stop loss | | Stop ATR Multiple | 1.5 | 2.0 | 1.0 | Stop distance in ATRs | | Show Targets | True | True | True | Display profit targets | | Target R:R | 2.0 | 1.5 | 3.0 | Risk:Reward for Target 2 | **Tuning Tips:** - Tighter stops (lower ATR multiple) = less risk but more stop-outs - Higher R:R targets = bigger winners but fewer targets hit ## Group 10: Visual Settings | Setting | Default | Description | |---------|---------|-------------| | Bullish Color | Green | Color for bullish elements | | Bearish Color | Red | Color for bearish/short signals | | Warning Color | Orange | Color for caution signals | | Neutral Color | Gray | Color for inactive elements | --- # Visual Elements Explained ## Chart Overlays ### VWAP Line (Blue) - **Solid blue line** = Volume Weighted Average Price - Price above VWAP = bullish bias - Price below VWAP = bearish bias - **Use**: Short when price rejects from above VWAP ### VWAP Bands (Purple circles) - Upper band = 2 standard deviations above VWAP - Lower band = 2 standard deviations below VWAP - **Use**: Extreme extension to upper band signals potential reversal ### EMAs (Orange and Red) - **Orange line** = Fast EMA (9-period default) - **Red line** = Slow EMA (20-period default) - **Use**: Bearish cross or price rejection from EMAs confirms short ### HOD Line (Red, dashed) - Shows the current day's high - **Use**: Rejection from HOD is a key short signal ### Premarket High (Orange, dashed) - Shows premarket session high - **Use**: Failure to break PM high often signals weakness ## Signal Markers ### Individual Signal Markers (Small) | Shape | Color | Signal | |-------|-------|--------| | ▼ Triangle | Purple | Parabolic Exhaustion | | ✕ X-Cross | Blue | VWAP Rejection | | ◆ Diamond | Yellow | Volume Climax | | ● Circle | Orange | RSI Divergence | | ■ Square | Red | Failed Breakout | ### Composite Short Signal (Large) - **Large red triangle** with "SHORT" text - Only appears when minimum signal threshold is met - This is your primary trading signal ## Risk Level Lines ### Stop Loss (Red line) - Calculated as: Entry + (ATR × Stop Multiple) - Represents maximum acceptable loss - **RESPECT THIS LEVEL** ### Target 1 (Light green line) - First profit target at 1:1 risk/reward - Consider taking partial profits here ### Target 2 (Dark green line) - Second profit target at user-defined R:R - Let winners run to this level ## Background Coloring ### Light Red Background - Appears when composite short signal is active - Indicates you should be looking for shorts, not longs ### Light Purple Background - Appears during extreme parabolic extension - Warning of potential imminent reversal --- # Alert Configuration ## Available Alerts ### 1. Composite Short Signal **Best for**: Primary trading signal ``` Condition: Composite short signal fires Message: "PSSP: Short Signal Triggered - {ticker} at {close}" ``` ### 2. Parabolic Exhaustion **Best for**: Early warning of potential top ``` Condition: Parabolic exhaustion detected Message: "PSSP: Parabolic exhaustion detected on {ticker}" ``` ### 3. Volume Climax **Best for**: Blow-off top identification ``` Condition: Volume climax occurs Message: "PSSP: Volume climax / blow-off top on {ticker}" ``` ### 4. Strong Short Setup (5+ Signals) **Best for**: High-confidence opportunities only ``` Condition: 5 or more signals active Message: "PSSP: STRONG short setup on {ticker}" ``` ### 5. Very Strong Short Setup (6+ Signals) **Best for**: Maximum confidence trades ``` Condition: 6 or more signals active Message: "PSSP: VERY STRONG short setup on {ticker}" ``` ### 6. Failed Breakout **Best for**: Bull trap identification ``` Condition: Failed breakout detected Message: "PSSP: Failed breakout detected on {ticker}" ``` ### 7. Key Level Rejection **Best for**: Resistance level plays ``` Condition: Key level rejection occurs Message: "PSSP: Key level rejection on {ticker}" ``` ## Setting Up Alerts in TradingView 1. Right-click on the chart 2. Select "Add Alert" 3. Set Condition to "Penny Stock Short Signal Pro" 4. Choose your desired alert condition 5. Configure notification method (popup, email, webhook, etc.) 6. Set expiration (or "Open-ended" for permanent) 7. Click "Create" ## Alert Strategy Recommendations ### For Active Day Traders - Enable: Composite Short Signal, Volume Climax - Set to: Popup + Sound - Check frequently during market hours ### For Swing Traders - Enable: Strong Short Setup (5+), Very Strong Short Setup (6+) - Set to: Email + Mobile Push - Review at key times (open, lunch, close) ### For Part-Time Traders - Enable: Very Strong Short Setup (6+) only - Set to: Email + SMS - Only trade highest-conviction setups --- # Trading Strategies ## Strategy 1: The Parabolic Fade **Setup Requirements:** - Parabolic Exhaustion signal ACTIVE - Extension from VWAP ≥ 2.0 ATR - Volume climax or declining volume on push **Entry:** - Short on first red candle after signal - Or short on break below prior candle's low **Stop Loss:** - Above the high of the parabolic move - Maximum: 1.5 ATR above entry **Targets:** - T1: VWAP (take 50% off) - T2: Lower VWAP band or LOD **Best Time:** 9:30-10:30 AM (morning runners) --- ## Strategy 2: VWAP Rejection Short **Setup Requirements:** - VWAP Rejection signal ACTIVE - Price came from below VWAP - Rejection candle has significant upper wick **Entry:** - Short on close below VWAP - Or short on break below rejection candle low **Stop Loss:** - Above VWAP + 0.5 ATR - Or above rejection candle high **Targets:** - T1: Lower VWAP band - T2: Prior support or LOD **Best Time:** Midday (11:00 AM - 2:00 PM) --- ## Strategy 3: HOD Failure Short **Setup Requirements:** - Level Rejection signal ACTIVE (HOD) - Multiple tests of HOD without breakthrough - Volume declining on each test **Entry:** - Short on confirmed HOD rejection - Wait for close below the rejection candle **Stop Loss:** - Above HOD + 0.25 ATR (tight) - Clear invalidation if HOD breaks **Targets:** - T1: VWAP - T2: Morning support levels **Best Time:** 10:30 AM - 12:00 PM --- ## Strategy 4: Volume Climax Fade **Setup Requirements:** - Volume Climax signal ACTIVE - Volume ≥ 3x average on green candle - Followed by bearish candle or upper wick **Entry:** - Short on first red candle after climax - Or short on break below climax candle low **Stop Loss:** - Above climax candle high - Give room for volatility spike **Targets:** - T1: 50% retracement of the run - T2: VWAP or start of the run **Best Time:** First hour of trading --- ## Strategy 5: The Full Composite (High Conviction) **Setup Requirements:** - Composite Short signal ACTIVE - Minimum 4-5 individual signals - Clear visual of signal markers clustering **Entry:** - Short immediately on composite signal - Use market order for fast-moving stocks **Stop Loss:** - Use indicator's automatic stop level - Do not deviate from system **Targets:** - T1: Indicator's T1 level (1:1) - T2: Indicator's T2 level (2:1) **Best Time:** Any time with sufficient signals --- # Risk Management ## Position Sizing Formula ``` Position Size = (Account Risk %) / (Stop Loss %) Example: - Account: $25,000 - Risk per trade: 1% = $250 - Entry: $2.00 - Stop: $2.20 (10% stop) - Position Size: $250 / 10% = $2,500 worth - Shares: $2,500 / $2.00 = 1,250 shares ``` ## Risk Rules ### The 1% Rule Never risk more than 1% of your account on any single trade. For a $25,000 account, max risk = $250. ### The 2x Stop Rule If your stop gets hit twice on the same stock, stop trading it for the day. The pattern isn't working. ### The Daily Loss Limit Set a maximum daily loss (e.g., 3% of account). Stop trading if hit. ### The Size-Down Rule After a losing trade, reduce your next position size by 50%. Rebuild after a winner. ## Short-Specific Risks ### The Short Squeeze - Penny stocks can squeeze violently - ALWAYS use stops - Never "hope" a position comes back - Size appropriately for volatility ### The Hard-to-Borrow - Check borrow availability before trading - High borrow fees eat into profits - Some stocks become HTB mid-trade ### The Halt Risk - Penny stocks can halt on volatility - Position size for worst-case halt against you - Halts can open significantly higher --- # Best Practices ## DO's ✅ **Wait for multiple signals** - Single signals have lower accuracy ✅ **Trade with the trend** - Short when daily trend is down ✅ **Use the dashboard** - Check signal count before entering ✅ **Respect stops** - The indicator calculates them for a reason ✅ **Size appropriately** - Penny stocks are volatile; position small ✅ **Trade liquid stocks** - Volume ≥ 500K daily average ✅ **Know the catalyst** - Understand why the stock is moving ✅ **Take partial profits** - Secure gains at T1 ✅ **Journal your trades** - Track what works and what doesn't ✅ **Time your entries** - Best shorts often come 10:30-11:30 AM ## DON'Ts ❌ **Don't short strong stocks** - If it won't go down, don't force it ❌ **Don't fight the tape** - A stock going up can keep going up ❌ **Don't average up on losers** - Adding to losing shorts is dangerous ❌ **Don't ignore the dashboard** - It exists to help you ❌ **Don't overtrade** - Quality over quantity ❌ **Don't short into news** - Wait for the reaction first ❌ **Don't trade the first 5 minutes** - Too chaotic for reliable signals ❌ **Don't hold overnight** - Penny stock gaps can destroy accounts ❌ **Don't trade without stops** - Ever. ❌ **Don't trade on tilt** - After losses, take a break ## Optimal Trading Windows | Time (ET) | Quality | Notes | |-----------|---------|-------| | 9:30-9:35 | ⭐ | Too volatile, avoid | | 9:35-10:30 | ⭐⭐⭐⭐⭐ | Best shorts, morning runners exhaust | | 10:30-11:30 | ⭐⭐⭐⭐ | Secondary exhaustion, HOD rejections | | 11:30-2:00 | ⭐⭐ | Midday lull, lower quality | | 2:00-3:00 | ⭐⭐⭐ | Afternoon setups develop | | 3:00-3:30 | ⭐⭐⭐⭐ | End of day momentum | | 3:30-4:00 | ⭐⭐ | Closing volatility, risky | --- # Troubleshooting ## Common Issues ### "Signals aren't appearing" - Check that the relevant system is enabled in settings - Ensure minimum signals threshold isn't too high - Verify the stock has sufficient volume for calculations ### "Too many false signals" - Increase minimum signals threshold - Use more conservative settings (see Settings section) - Focus on stocks with cleaner price action ### "Dashboard not showing" - Ensure "Show Signal Dashboard" is enabled - Check that your chart has enough space - Try a different dashboard position ### "VWAP line is missing" - VWAP requires intraday timeframes (1m, 5m, 15m, etc.) - VWAP resets daily; won't show on daily+ charts - Ensure "Show VWAP Line" is enabled ### "Stop loss seems too tight/wide" - Adjust Stop ATR Multiple in Risk Management settings - Lower multiple = tighter stop - Higher multiple = wider stop ### "Alerts not triggering" - Verify alert is set to the correct indicator - Check that alert hasn't expired - Ensure notification settings are configured in TradingView ## Performance Optimization If the indicator is slow: 1. Reduce the number of visual elements shown 2. Disable unused signal systems 3. Use on fewer simultaneous charts 4. Close unused browser tabs --- # Changelog ## Version 1.0 (Initial Release) - 7 core detection systems implemented - Real-time signal dashboard - Automatic risk management calculations - 7 alert conditions - Full visual overlay system - Comprehensive input settings ## Planned Features (Future Updates) - Scanner integration for multi-stock screening - Machine learning signal weighting - Backtesting statistics panel - Volume profile analysis - Level 2 data integration (if available) - Custom timeframe VWAP options --- # Support & Feedback ## Reporting Issues When reporting issues, please include: 1. TradingView username 2. Stock symbol and timeframe 3. Screenshot of the issue 4. Your indicator settings 5. Steps to reproduce ## Feature Requests We welcome suggestions for improving PSSP. Consider: - What specific pattern are you trying to catch? - How would this help your trading? - Any reference examples? --- # Disclaimer **IMPORTANT: This indicator is for educational and informational purposes only.** - Past performance does not guarantee future results - Short selling carries unlimited risk potential - Always use proper position sizing and stop losses - Paper trade before using real capital - The creator assumes no liability for trading losses - Consult a financial advisor before trading **Trade at your own risk.** --- *Penny Stock Short Signal Pro v1.0* *Pine Script v6* *© 2025*
อินดิเคเตอร์ Pine Script®
โดย DayTradingMD1992
1
Sebastine All in One Indicator Sebastine All in One Indicator Introduction Markets speak in many dialects. Sometimes they whisper through volume, sometimes they shout via momentum, at times they breathe through volatility, and occasionally they leave footprints in OBV, PVT, RSI, or TSI. Most traders respond by stacking indicator after indicator—until the chart resembles a tangled fishing net. This indicator was built to untangle that net. Instead of plotting multiple indicators simultaneously, this tool lets you focus on one dimension of market behavior at a time, while preserving structure through a Darvas-style box framework. The box logic used here is inspired by Darvas-style structural bounding, applied to non-price data such as volume, momentum, and volatility. 🔍 What This Indicator Does • Combines Volume, OBV, PVT, RSI, Momentum, Volatility, TSI, and Supertrend • Displays only one selected data stream at a time, reducing noise • Wraps the selected indicator inside a dynamic Darvas-style box • Highlights: o Breakouts & breakdowns o Compression (energy build-up) o Structural shifts o Momentum inflections o Mean-reversion zones Think of it as one lens, many filters—you rotate the lens, not clutter the chart. 🧠 How to Use It (Practical Insight) • Volume / OBV / PVT → Institutional intent & accumulation/distribution • Momentum / RSI / TSI → Strength, exhaustion, and early reversals • Volatility → Expansion after contraction (the market’s deep breath) • Supertrend (as data source) → Trend structure without price bias The Darvas-style box adds context: • Narrow boxes = stored energy • Box expansion = energy release • Source touching box edges = reaction zones • Zero-line crossings = regime shifts (where applicable) • 🎯 Who Is This For? • Traders who want clarity over clutter • Discretionary traders who adapt tools to market phase • System builders seeking structure with flexibility • Anyone who believes less noise = more signal 📝 Points to Note (Important for Proper Interpretation) 1. Color Coding & Structure • The upper box line (green) represents the upper structural boundary • The lower box line (red) represents the lower structural boundary • The white step-line represents the selected source indicator (e.g., PVT, RSI, Momentum) 2. Pane Scaling & Visibility (Very Important) • This indicator is designed for use in the bottom pane • Different sources have very different numerical ranges: o RSI is bounded between 0 and 100 o PVT, OBV, and Volume can have large absolute values • Users should manually drag and scale the indicator vertically for optimal visibility • This is intentional and preserves the raw integrity of each data source rather than force-normalizing it 3. Histogram for Comparative Insight • A histogram of the selected source is included for quick visual comparison • Helps identify expansion, contraction, acceleration, and divergence, especially during compression phases inside the box 📌 Recommended Usage (Clarity Over Clutter) Although multiple sources are available, it is strongly recommended to use one chart with one selected source at a time for best clarity and analytical depth. For first-time users, PVT (Price Volume Trend) is an ideal starting point. It blends price movement and volume flow into a single continuous narrative and often reveals institutional participation earlier than price alone. PVT works especially well within the Darvas-style box framework. Once comfortable, users may switch to RSI, Momentum, Volatility, OBV, or other sources—but always one at a time. This preserves the philosophy of focused observation rather than indicator overload.   🌱 Philosophy Behind the Tool This indicator rewards patience and observation.Give it space. It will quietly show when the market is gathering energy—and when it is ready to move. Markets don’t change indicators. We change how we listen. This indicator doesn’t predict. It reveals. Think of it not as a dashboard, but as a rotating telescope—you change lenses, not skies.
อินดิเคเตอร์ Pine Script®
โดย sebastinecc
Volume Buy/Sell Pressure with Hot PercentFULL DESCRIPTION (Condensed Version) Volume Buy/Sell Pressure with Hot Percent Professional volume analysis indicator revealing real-time buying and selling pressure with hot volume detection and customizable alerts. Key Features: Three-Layer Histogram - Visual breakdown: total volume (gray), buying pressure (bright green), selling pressure (bright red) Flexible Display - Toggle between percentage view or actual volume counts for buying/selling pressure Real-Time Metrics - Live buying/selling data, current bar volume, daily totals, 30-bar/30-day averages with comma formatting Hot Volume Detection - Automatic alerts with white triangle markers when volume exceeds threshold Customizable Labels - 4 sizes (Small/Normal/Large/Huge), 9 positions (all corners/centers/middles), toggle any metric on/off Smart Color Coding - Green (high volume/buying dominant), Red (selling dominant), Orange (equal pressure), Gray (low volume). Black text on bright backgrounds for maximum contrast. Alert Conditions: Hot Volume: Triggers when volume exceeds moving average by specified percentage Unusual 30-Bar Volume: Current bar significantly above 30-bar average Unusual 30-Day Volume: Daily volume significantly above 30-day average Settings: Display - Toggle metrics, choose percentage/count display, select size and position Volume - Set unusual volume threshold (default 200%), adjust average length (default 21) Hot Volume - Choose SMA/EMA, set lookback period (default 20), define threshold (default 100%) Perfect For: Day traders scalping futures (MNQ, MES, MYM, MGC, MCL) Swing traders identifying accumulation/distribution Breakout traders needing volume confirmation All timeframes - tick charts to daily/weekly Use Cases: Confirm trend strength with pressure alignment Spot reversals when pressure diverges from price Validate breakouts with hot volume alerts Identify smart money through unusual volume Track institutional activity at key levels What Makes This Different: Shows buying vs selling pressure WITHIN each bar using price range methodology. Most indicators only show total volume or simple up/down. This reveals actual pressure distribution regardless of bar direction. Three-layer design makes order flow instantly visible. Pro Tips: Use "Large" labels at 100% zoom Enable volume count display for position sizing Position labels in corners to avoid price overlap Enable alerts during pre-market and news events Watch for divergences: price up + selling pressure up = potential reversal Compare to both 30-bar and 30-day for full context Technical: Pine Script v6 All timeframes and instruments No repainting Efficient code, minimal CPU Three alert conditions Works on futures, stocks, forex, crypto Clean, professional presentation. Essential for volume analysis and order flow tracking.
อินดิเคเตอร์ Pine Script®
โดย NPR21
2
Smart Fixed Volume Profile [MarkitTick]💡 This comprehensive analysis suite integrates Auction Market Theory, structural gap analysis, and statistical liquidity strain modeling into a single, cohesive toolkit. Designed for traders who require a granular view of institutional order flow, this indicator overlays a Fixed Range Volume Profile with intelligent price gap classification and a volatility-adjusted exhaustion detector. By combining these three distinct analytical dimensions, it allows users to identify value consensus, structural breakouts, and potential market turns driven by liquidity shortages. ✨ Originality and Utility While standard Volume Profiles display where trading occurred, this script advances the concept by contextually analyzing *how* price arrived at those levels. It solves the problem of isolated analysis by fusing three disparate methodologies: Contextual Integration: It does not merely show support and resistance; it qualifies moves using "Smart Gaps" (classifying gaps based on market structure) and "Liquidity Strain" (identifying unsustainable price velocity). Institutional Footprint: The inclusion of an "Unusual Volume" highlighter within the profile bars helps traders spot hidden institutional accumulation or distribution blocks that standard profiles miss. Hybrid Logic: By combining a fixed-time profile (anchored to specific dates) with dynamic, developing gap analysis, it provides both a static roadmap of the past and a dynamic interpretation of current price action. 🔬 Methodology and Concepts • Fixed Volume Profile Engine The core of the indicator constructs a volume distribution histogram over a user-defined time window. It utilizes a custom aggregation engine that: Fetches higher-timeframe volume and price data to ensure accuracy. Segments the price range into specific "bins" or rows. Allocates volume to these bins based on price action within the bar, separating Buying Volume (Up bars) from Selling Volume (Down bars). Calculates the Point of Control (POC) —the price level with the highest traded volume—and the Value Area , which contains 70% (customizable) of the total volume centered around the POC. • Smart Gap Logic The script systematically identifies price gaps and classifies them based on their location relative to market pivots (Highs/Lows): Breakaway Gaps: Occur when price gaps beyond a significant structural pivot (Lookback High/Low), signaling a potential trend initiation. Runaway Gaps: Occur within an existing trend without breaking structure, indicating trend continuation. Exhaustion Gaps: Identified when a gap occurs late in a mature trend (measured by bar count since the last pivot) accompanied by a volume spike, suggesting the trend is overextended. • Liquidity Strain Detector This module utilizes a statistical approach to measure market stress. It calculates "Illiquidity" by analyzing the ratio of True Range to Volume (Price Impact). It applies a Logarithmic transformation to normalize the data. It calculates a Z-Score (Standard Deviation from the mean) of this impact. If the Z-Score exceeds a threshold (e.g., 2.0 Sigma) while the trend opposes the price move, it triggers an exhaustion signal, indicating that price is moving too easily on too little volume (thin liquidity). 🎨 Visual Guide • Volume Profile Elements Histogram Bars: Horizontal bars representing volume at price. Cyan indicates bullish volume; Red indicates bearish volume. Unusual Volume Highlight: Bars with volume exceeding the average by a set factor (default 2x) are highlighted with brighter, distinct overlays to denote institutional interest. POC Line: A solid Yellow line marking the price level with the highest volume. VAH / VAL Lines: Dashed Blue lines marking the Value Area High and Value Area Low. Background Box: A grey shaded area encapsulating the entire time and price range of the profile. • Smart Gap Boxes Blue Box (Breakaway): Marks the start of a new structural move. Orange Box (Runaway): Marks continuation gaps in the middle of a trend. Red Box (Exhaustion): Marks potential trend termination points. Dotted Lines: Extend from the center of gap boxes to serve as future support/resistance levels. These boxes are automatically deleted if price "fills" or violates the gap level. Note: This tool incorporates core components from [ Smart Gap Concepts ], optimized for this specific strategy. • Liquidity Signals Green Label (SE): "Seller Exhaustion" – Appears below bars in a downtrend when selling pressure is statistically overextended. Red Label (BE): "Buyer Exhaustion" – Appears above bars in an uptrend when buying pressure is statistically overextended. Note: This tool incorporates core components from [ Liquidity Strain Detector ], optimized for this specific strategy. 📖 How to Use • Interactive Range Selection: This indicator features a flexible, interactive input system. Upon adding the script to your chart, execution is paused until the analysis range is defined. You will be prompted to click on the chart twice: first to establish the Start Date and second to establish the End Date. Once these anchor points are confirmed, the indicator will automatically load the data and generate the profile for the selected specific period. ● Strategies for Optimal Anchoring the optimal starting and ending points for high-probability setups: Swing Highs and Lows (Trend Analysis): Anchor the Start Date at a major structural swing high or low and the End Date at the current price using the Extend to Present feature. This identifies the "Fair Value" for the entire price move . Consolidation/Range Anchoring: Set the Start Date at the first bar of a sideways range and the End Date at the breakout candle. This reveals the high-node volume clusters that will act as future support or resistance. Session-Based Anchoring (Intraday): Align the Start Date with the session open (e.g., London or New York open) to track institutional flow for that specific day . Event-Driven Anchoring: Place the Start Date on a significant news event or a Breakaway Gap identified by the script's Gap Engine. This helps determine if the new volume supports the direction of the gap. Correction Cycles: During a pullback, anchor the Start Date at the start of the correction to find the Value Area Low (VAL), which often serves as a tactical entry point for a trend continuation. • Identifying Value: Use the Value Area to gauge market consensus. Acceptance of price within the VA indicates balance. A breakout above VAH or below VAL suggests the market is searching for new value. The POC often acts as a magnet for price correction. • Trading Breakouts: Watch for Breakaway Gaps (Blue) that align with a move out of the Volume Profile's Value Area. This confluence increases the probability of a sustained trend. • Spotting Reversals: Combine Exhaustion Gaps (Red) with Liquidity Strain Signals (SE/BE) . If price gaps up into a low-volume node on the profile and prints a "Buyer Exhaustion" signal, it suggests the move is unsupported by liquidity and liable to reverse. • Support and Resistance: The extended dotted lines from the Smart Gap boxes act as dynamic support/resistance. A retest of a "Runaway Gap" is often a viable entry point for trend continuation. ⚙️ Inputs and Settings • Global Profile: Start/End Date: Define the exact window for the volume profile calculation. Extend to Present: If checked, the profile updates with live data beyond the end date. • Profile Settings: Number of Rows: Determines the vertical resolution (granularity) of the histogram. Value Area %: Default is 70%, representing one standard deviation of volume distribution. Placement: Position the profile on the Left or Right of the defined range. • Liquidity & Gaps: Unusual Threshold: Multiplier of average volume to highlight institutional bars (default 2.0x). Structure Lookback: Adjusts the sensitivity of pivot detection for gap classification. Stress Threshold (Sigma): The Z-Score limit for triggering Liquidity Strain signals (default 2.0). 🔍 Deconstruction of the Underlying Scientific and Academic Framework • Auction Market Theory (AMT): The script is grounded in AMT, which posits that the market's primary function is to facilitate trade. The Volume Profile visualizes this by displaying a bell curve of price distribution. The Value Area (typically 70%) corresponds to the First Standard Deviation in a normal Gaussian distribution, representing the area of "Fair Value" where buyers and sellers agree. • Market Microstructure & Kyle’s Lambda: The Liquidity Strain module draws conceptually from Kyle’s Lambda, a metric in market microstructure that measures market depth and price impact (Illiquidity). By calculating the ratio of price change (True Range) to Volume, the script approximates the "cost" of moving the market. • Statistical Z-Score Normalization: To make the liquidity data actionable, the script applies Z-Score normalization: Z = (X - μ) / σ . This converts raw illiquidity values into standard deviations from the mean. A Z-Score above +2.0 signifies a statistically significant anomaly—an outlier event where price moved excessively relative to the volume traded, often preceding a mean-reversion event. ⚠️ 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
9
CandelaCharts - SMT 📝 Overview The CandelaCharts – SMT indicator is a professional-grade Smart Money Technique (SMT) divergence detector designed to compare price action between correlated markets (intermarket analysis). It identifies moments where the main chart makes a swing high or low while one or more comparison symbols fail to confirm the move—revealing potential institutional imbalance, distribution, or accumulation . By automatically detecting pivot-based divergences and drawing clean, contextual lines and labels directly on price, SMT helps traders spot high-probability reversal or continuation zones driven by relative strength and weakness across markets. 📦 Features Automatic SMT divergence detection – Identifies divergences between the main chart and up to two comparison symbols. Pivot-based logic – Uses swing highs and swing lows to ensure structurally meaningful SMT signals. Dual-symbol comparison – Compare the main market against one or two correlated instruments simultaneously. Bullish & bearish SMT filtering – Show only bullish, bearish, or both divergence types. Clear visual mapping – Divergence lines are drawn directly between pivots for intuitive price-context reading. Smart labels – Compact labels display symbol(s), volume, and directional markers. Detailed tooltips – Hover tooltips include divergence type, symbols involved, prices, volume, timestamps, and pivot settings. Highly customizable visuals – Control colors, line width, and label styling. ⚙️ Settings Lookback – Pivot lookback length used to detect swing highs and lows. Higher values produce fewer but more significant SMT signals. Bias – Control which SMTs are displayed: Both, Bearish or Bullish Swing High Color – Line and label color for SMT at swing highs. Swing Low Color – Line and label color for SMT at swing lows. Line Width – Thickness of SMT divergence lines. Symbol 1 – Enable and select the first comparison instrument (e.g., NQ vs ES). Symbol 2 – Enable and select the second comparison instrument (optional). ⚡️ Showcase Bullish and Bearish SMTs Bearish SMTs Bullish SMTs 🚨 Alerts This indicator does not include built-in alert conditions. ⚠️ Disclaimer This indicator is provided for educational and informational purposes only and does not constitute financial or investment advice. Trading and investing involve substantial risk, and losses can exceed expectations. Past performance is not indicative of future results. You are solely responsible for your trading decisions. CandelaCharts assumes no liability for any outcomes resulting from the use of this indicator.
อินดิเคเตอร์ Pine Script®
โดย CandelaCharts
BarCoreLibrary "BarCore" BarCore is a foundational library for technical analysis, providing essential functions for evaluating the structural properties of candlesticks and inter-bar relationships. It prioritizes ratio-based metrics (0.0 to 1.0) over absolute prices, making it asset-agnostic and ideal for robust pattern recognition, momentum analysis, and volume-weighted pressure evaluation. Key modules: - Structure & Range: High-precision bar and body metrics with relative positioning. - Wick Dynamics: Absolute and relative wick analysis for identifying price rejection. - Inter-bar Logic: Containment, coverage, and quantitative price overlap (Ratio-based). - Gap Intelligence: Real body and price gaps with customizable significance thresholds. - Flow & Pressure: Volume-weighted buying/selling pressure and Money Flow metrics. isBuyingBar()   Checks if the bar is a bullish (up) bar, where close is greater than open.   Returns: bool True if the bar closed higher than it opened. isSellingBar()   Checks if the bar is a bearish (down) bar, where close is less than open.   Returns: bool True if the bar closed lower than it opened. barMidpoint()   Calculates the absolute midpoint of the bar's total range (High + Low) / 2.   Returns: float The midpoint price of the bar. barRange()   Calculates the absolute size of the bar's total range (High to Low).   Returns: float The absolute difference between high and low. barRangeMidpoint()   Calculates half of the bar's total range size.   Returns: float Half the bar's range size. realBodyHigh()   Returns the higher price between the open and close.   Returns: float The top of the real body. realBodyLow()   Returns the lower price between the open and close.   Returns: float The bottom of the real body. realBodyMidpoint()   Calculates the absolute midpoint of the bar's real body.   Returns: float The midpoint price of the real body. realBodyRange()   Calculates the absolute size of the bar's real body.   Returns: float The absolute difference between open and close. realBodyRangeMidpoint()   Calculates half of the bar's real body size.   Returns: float Half the real body size. upperWickRange()   Calculates the absolute size of the upper wick.   Returns: float The range from high to the real body high. lowerWickRange()   Calculates the absolute size of the lower wick.   Returns: float The range from the real body low to low. openRatio()   Returns the location of the open price relative to the bar's total range (0.0 at low to 1.0 at high).   Returns: float The ratio of the distance from low to open, divided by the total range. closeRatio()   Returns the location of the close price relative to the bar's total range (0.0 at low to 1.0 at high).   Returns: float The ratio of the distance from low to close, divided by the total range. realBodyRatio()   Calculates the ratio of the real body size to the total bar range.   Returns: float The real body size divided by the bar range. Returns 0 if barRange is 0. upperWickRatio()   Calculates the ratio of the upper wick size to the total bar range.   Returns: float The upper wick size divided by the bar range. Returns 0 if barRange is 0. lowerWickRatio()   Calculates the ratio of the lower wick size to the total bar range.   Returns: float The lower wick size divided by the bar range. Returns 0 if barRange is 0. upperWickToBodyRatio()   Calculates the ratio of the upper wick size to the real body size.   Returns: float The upper wick size divided by the real body size. Returns 0 if realBodyRange is 0. lowerWickToBodyRatio()   Calculates the ratio of the lower wick size to the real body size.   Returns: float The lower wick size divided by the real body size. Returns 0 if realBodyRange is 0. totalWickRatio()   Calculates the ratio of the total wick range (Upper Wick + Lower Wick) to the total bar range.   Returns: float The total wick range expressed as a ratio of the bar's total range. Returns 0 if barRange is 0. isBodyExpansion()   Checks if the current bar's real body range is larger than the previous bar's real body range (body expansion).   Returns: bool True if realBodyRange() > realBodyRange() . isBodyContraction()   Checks if the current bar's real body range is smaller than the previous bar's real body range (body contraction).   Returns: bool True if realBodyRange() < realBodyRange() . isWithinPrevBar(inclusive)   Checks if the current bar's range is entirely within the previous bar's range.   Parameters:      inclusive (bool) : If true, allows equality (<=, >=). Default is false.   Returns: bool True if High < High AND Low > Low . isCoveringPrevBar(inclusive)   Checks if the current bar's range fully covers the entire previous bar's range.   Parameters:      inclusive (bool) : If true, allows equality (<=, >=). Default is false.   Returns: bool True if High > High AND Low < Low . isWithinPrevBody(inclusive)   Checks if the current bar's real body is entirely inside the previous bar's real body.   Parameters:      inclusive (bool) : If true, allows equality (<=, >=). Default is false.   Returns: bool True if the current body is contained inside the previous body. isCoveringPrevBody(inclusive)   Checks if the current bar's real body fully covers the previous bar's real body.   Parameters:      inclusive (bool) : If true, allows equality (<=, >=). Default is false.   Returns: bool True if the current body fully covers the previous body. isOpenWithinPrevBody(inclusive)   Checks if the current bar's open price falls within the real body range of the previous bar.   Parameters:      inclusive (bool) : If true, includes the boundary prices. Default is false.   Returns: bool True if the open price is between the previous bar's real body high and real body low. isCloseWithinPrevBody(inclusive)   Checks if the current bar's close price falls within the real body range of the previous bar.   Parameters:      inclusive (bool) : If true, includes the boundary prices. Default is false.   Returns: bool True if the close price is between the previous bar's real body high and real body low. isPrevOpenWithinBody(inclusive)   Checks if the previous bar's open price falls within the current bar's real body range.   Parameters:      inclusive (bool) : If true, includes the boundary prices. Default is false.   Returns: bool True if open is between the current bar's real body high and real body low. isPrevCloseWithinBody(inclusive)   Checks if the previous bar's closing price falls within the current bar's real body range.   Parameters:      inclusive (bool) : If true, includes the boundary prices. Default is false.   Returns: bool True if close is between the current bar's real body high and real body low. isOverlappingPrevBar()   Checks if there is any price overlap between the current bar's range and the previous bar's range.   Returns: bool True if the current bar's range has any intersection with the previous bar's range. bodyOverlapRatio()   Calculates the percentage of the current real body that overlaps with the previous real body.   Returns: float The overlap ratio (0.0 to 1.0). 1.0 means the current body is entirely within the previous body's price range. isCompletePriceGapUp()   Checks for a complete price gap up where the current bar's low is strictly above the previous bar's high, meaning there is zero price overlap between the two bars.   Returns: bool True if the current low is greater than the previous high. isCompletePriceGapDown()   Checks for a complete price gap down where the current bar's high is strictly below the previous bar's low, meaning there is zero price overlap between the two bars.   Returns: bool True if the current high is less than the previous low. isRealBodyGapUp()   Checks for a gap between the current and previous real bodies.   Returns: bool True if the current body is completely above the previous body. isRealBodyGapDown()   Checks for a gap between the current and previous real bodies.   Returns: bool True if the current body is completely below the previous body. gapRatio()   Calculates the percentage difference between the current open and the previous close, expressed as a decimal ratio.   Returns: float The gap ratio (positive for gap up, negative for gap down). Returns 0 if the previous close is 0. gapPercentage()   Calculates the percentage difference between the current open and the previous close.   Returns: float The gap percentage (positive for gap up, negative for gap down). Returns 0 if previous close is 0. isGapUp()   Checks for a basic gap up, where the current bar's open is strictly higher than the previous bar's close. This is the minimum condition for a gap up.   Returns: bool True if the current open is greater than the previous close (i.e., gapRatio is positive). isGapDown()   Checks for a basic gap down, where the current bar's open is strictly lower than the previous bar's close. This is the minimum condition for a gap down.   Returns: bool True if the current open is less than the previous close (i.e., gapRatio is negative). isSignificantGapUp(minRatio)   Checks if the current bar opened significantly higher than the previous close, as defined by a minimum percentage ratio.   Parameters:      minRatio (float) : The minimum required gap percentage ratio. Default is 0.03 (3%).   Returns: bool True if the gap ratio (open vs. previous close) is greater than or equal to the minimum ratio. isSignificantGapDown(minRatio)   Checks if the current bar opened significantly lower than the previous close, as defined by a minimum percentage ratio.   Parameters:      minRatio (float) : The minimum required gap percentage ratio. Default is 0.03 (3%).   Returns: bool True if the absolute value of the gap ratio (open vs. previous close) is greater than or equal to the minimum ratio. trueRangeComponentHigh()   Calculates the absolute distance from the current bar's High to the previous bar's Close, representing one of the components of the True Range.   Returns: float The absolute difference: |High - Close |. trueRangeComponentLow()   Calculates the absolute distance from the current bar's Low to the previous bar's Close, representing one of the components of the True Range.   Returns: float The absolute difference: |Low - Close |. isUpperWickDominant(minRatio)   Checks if the upper wick is significantly long relative to the total range.   Parameters:      minRatio (float) : Minimum ratio of the wick to the total bar range. Default is 0.7 (70%).   Returns: bool True if the upper wick dominates the bar's range. isUpperWickNegligible(maxRatio)   Checks if the upper wick is very small relative to the total range.   Parameters:      maxRatio (float) : Maximum ratio of the wick to the total bar range. Default is 0.05 (5%).   Returns: bool True if the upper wick is negligible. isLowerWickDominant(minRatio)   Checks if the lower wick is significantly long relative to the total range.   Parameters:      minRatio (float) : Minimum ratio of the wick to the total bar range. Default is 0.7 (70%).   Returns: bool True if the lower wick dominates the bar's range. isLowerWickNegligible(maxRatio)   Checks if the lower wick is very small relative to the total range.   Parameters:      maxRatio (float) : Maximum ratio of the wick to the total bar range. Default is 0.05 (5%).   Returns: bool True if the lower wick is negligible. isSymmetric(maxTolerance)   Checks if the upper and lower wicks are roughly equal in length.   Parameters:      maxTolerance (float) : Maximum allowable percentage difference between the two wicks. Default is 0.15 (15%).   Returns: bool True if wicks are symmetric within the tolerance level. isMarubozuBody(minRatio)   Candle with a very large body relative to the total range (minimal wicks).   Parameters:      minRatio (float) : Minimum body size ratio. Default is 0.9 (90%).   Returns: bool True if the bar has minimal wicks (Marubozu body). isLargeBody(minRatio)   Candle with a large body relative to the total range.   Parameters:      minRatio (float) : Minimum body size ratio. Default is 0.6 (60%).   Returns: bool True if the bar has a large body. isSmallBody(maxRatio)   Candle with a small body relative to the total range.   Parameters:      maxRatio (float) : Maximum body size ratio. Default is 0.4 (40%).   Returns: bool True if the bar has small body. isDojiBody(maxRatio)   Candle with a very small body relative to the total range (indecision).   Parameters:      maxRatio (float) : Maximum body size ratio. Default is 0.1 (10%).   Returns: bool True if the bar has a very small body. isLowerWickExtended(minRatio)   Checks if the lower wick is significantly extended relative to the real body size.   Parameters:      minRatio (float) : Minimum required ratio of the lower wick length to the real body size. Default is 2.0 (Lower wick must be at least twice the body's size).   Returns: bool True if the lower wick's length is at least `minRatio` times the size of the real body. isUpperWickExtended(minRatio)   Checks if the upper wick is significantly extended relative to the real body size.   Parameters:      minRatio (float) : Minimum required ratio of the upper wick length to the real body size. Default is 2.0 (Upper wick must be at least twice the body's size).   Returns: bool True if the upper wick's length is at least `minRatio` times the size of the real body. isStrongBuyingBar(minCloseRatio, maxOpenRatio)   Checks for a bar with strong bullish momentum (open near low, close near high), indicating high conviction.   Parameters:      minCloseRatio (float) : Minimum required ratio for the close location (relative to range, e.g., 0.7 means close must be in the top 30%). Default is 0.7 (70%).      maxOpenRatio (float) : Maximum allowed ratio for the open location (relative to range, e.g., 0.3 means open must be in the bottom 30%). Default is 0.3 (30%).   Returns: bool True if the bar is bullish, opened in the low extreme, and closed in the high extreme. isStrongSellingBar(maxCloseRatio, minOpenRatio)   Checks for a bar with strong bearish momentum (open near high, close near low), indicating high conviction.   Parameters:      maxCloseRatio (float) : Maximum allowed ratio for the close location (relative to range, e.g., 0.3 means close must be in the bottom 30%). Default is 0.3 (30%).      minOpenRatio (float) : Minimum required ratio for the open location (relative to range, e.g., 0.7 means open must be in the top 30%). Default is 0.7 (70%).   Returns: bool True if the bar is bearish, opened in the high extreme, and closed in the low extreme. isWeakBuyingBar(maxCloseRatio, maxBodyRatio)   Identifies a bar that is technically bullish but shows significant weakness, characterized by a failure to close near the high and a small body size.   Parameters:      maxCloseRatio (float) : Maximum allowed ratio for the close location relative to the range (e.g., 0.6 means the close must be in the bottom 60% of the bar's range). Default is 0.6 (60%).      maxBodyRatio (float) : Maximum allowed ratio for the real body size relative to the bar's range (e.g., 0.4 means the body is small). Default is 0.4 (40%).   Returns: bool True if the bar is bullish, but its close is weak and its body is small. isWeakSellingBar(minCloseRatio, maxBodyRatio)   Identifies a bar that is technically bearish but shows significant weakness, characterized by a failure to close near the low and a small body size.   Parameters:      minCloseRatio (float) : Minimum required ratio for the close location relative to the range (e.g., 0.4 means the close must be in the top 60% of the bar's range). Default is 0.4 (40%).      maxBodyRatio (float) : Maximum allowed ratio for the real body size relative to the bar's range (e.g., 0.4 means the body is small). Default is 0.4 (40%).   Returns: bool True if the bar is bearish, but its close is weak and its body is small. balanceOfPower()   Measures the net pressure of buyers vs. sellers within the bar, normalized to the bar's range.   Returns: float A value between -1.0 (strong selling) and +1.0 (strong buying), representing the strength and direction of the close relative to the open. buyingPressure()   Measures the net buying volume pressure based on the close location and volume.   Returns: float A numerical value representing the volume weighted buying pressure. sellingPressure()   Measures the net selling volume pressure based on the close location and volume.   Returns: float A numerical value representing the volume weighted selling pressure. moneyFlowMultiplier()   Calculates the Money Flow Multiplier (MFM), which is the price component of Money Flow and CMF.   Returns: float A normalized value from -1.0 (strong selling) to +1.0 (strong buying), representing the net directional pressure. moneyFlowVolume()   Calculates the Money Flow Volume (MFV), which is the Money Flow Multiplier weighted by the bar's volume.   Returns: float A numerical value representing the volume-weighted money flow. Positive = buying dominance; negative = selling dominance. isAccumulationBar()   Checks for basic accumulation on the current bar, requiring both positive Money Flow Volume and a buying bar (closing higher than opening).   Returns: bool True if the bar exhibits buying dominance through its internal range location and is a buying bar. isDistributionBar()   Checks for basic distribution on the current bar, requiring both negative Money Flow Volume and a selling bar (closing lower than opening).   Returns: bool True if the bar exhibits selling dominance through its internal range location and is a selling bar.
ไลบรารี Pine Script®
โดย sgbpulse
Wave Dynamics - Neural Adaptive Engine🌊 WAVE DYNAMICS - NEURAL ADAPTIVE ENGINE The Official Reference Manual & Trading Protocol ═════════════════════════════════════════════════════════════ 📖 PREFACE: THE END OF STATIC ANALYSIS The financial markets are not linear; they are fractal. They do not move in straight lines; they breathe. They expand in trending volatility and contract in chopping noise. The fundamental failure of traditional technical analysis is Static Sensitivity . • A 14-period RSI works beautifully in a range but fails in a trend. • A 12,26 MACD captures trends but destroys capital in chop. Wave Dynamics solves this by treating the market as a living organism. At its core is a Neural Adaptive Engine that calculates the Hurst Exponent (Fractal Dimension) in real-time. It measures the "roughness" of price action and automatically adjusts the lookback periods of every subsystem—Waves, Ribbons, and Oscillators—to match the current market regime. This manual is your guide to navigating this adaptive framework. PART 1: THEOLOGY & MARKET PHYSICS To use this tool, you must understand the three pillars of its logic: 1. The Hurst Exponent (Chaos Theory) The engine continuously calculates H (Hurst) on a rolling window. • Persistent Regime (H > 0.5): "What is happening now is likely to continue." The market is trending. The Engine Tightens sensitivity to catch fast pullbacks. • Anti-Persistent Regime (H < 0.5): "What is happening now is likely to reverse." The market is chopping/ranging. The Engine Widens sensitivity to filter out noise and stop runs. 2. The Elliott Wave Cycle (Crowd Psychology) Price moves in 5-wave motive sequences followed by corrections. • Waves 1 & 3: Institutional Accumulation/Mark-up. • Waves 2 & 4: Profit Taking (The Pullback). These are the only safe entry points. • Wave 5: Retail FOMO (The Trap). Identified by Momentum Divergence . 3. Smart Money Concepts (Liquidity) Price moves from liquidity to liquidity. • Order Blocks: Where institutions initiated the move. • Breakers: Where institutions trapped traders (Support flips to Resistance). • Fair Value Gaps: Where price moved too fast, leaving inefficiency. PART 2: VISUAL INTELLIGENCE (COLOR THEORY) The chart communicates instantly through a strict color-coded language. 🎨 THE RIBBON (Adaptive Equilibrium) The background "Cloud" is an Adaptive EMA ribbon. • Neon Green (#00FF88): Bullish Trend. Only look for Longs. Price is above the equilibrium mean. • Neon Red (#FF3366): Bearish Trend. Only look for Shorts. Price is below the equilibrium mean. • Grey/Narrow: Compression. The market is deciding. Do not trade inside a grey ribbon. 🎨 INSTITUTIONAL ZONES • Green/Red Boxes (Order Blocks): Standard Support/Resistance. Valid entry zones, but lower probability. • Vivid Purple Boxes (#9C27B0) - THE BREAKER: CRITICAL. This appears when a Green Order Block is smashed through by price. It turns Purple to signify it has flipped from Support to Resistance (or vice versa). A retest of a Purple Zone is the highest probability setup in the system. • Dotted Outlines (FVG): Magnets. Do not place stops inside these; price will likely travel through them. 🎨 WAVE ANATOMY • Cyan Lines: Valid Impulse Waves (1, 3, 5). • Orange Lines/Dots: EXHAUSTION. If a wave line turns Orange, Angular Momentum is decaying. The trend is dying. • Diamonds (◆): DIVERGENCE. Price made a Higher High, but the internal oscillator (MPI) made a Lower Low. Immediate reversal warning. 🎨 SIGNALS • Triangles: Confirmed Entries. (Green = Long, Red = Short). • Labels (e.g., A+): The Grade of the trade based on Confluence. • A+: Perfect Confluence (Trend + Structure + Zone + Momentum). • C: Counter-trend or Weak. PART 3: THE DASHBOARD ECOSYSTEM Three panels provide Total Situational Awareness. You must read them in order: Top Right → Bottom Left → Bottom Right. 1. MISSION CONTROL (Top Right) This panel tells you the "Weather Report." • Neural Status: • 🧠 TREND: Safe to trade breakout and trend-following strategies. • 🧠 CHOP: Danger. Use mean-reversion or stay out. • 🧠 RND (Random): No clear edge. • Phase: Displays the Bias (Bull/Bear) and Strength. "WEAK BEARISH" usually signals a bottom is forming. • Score Bar: A live visual meter of the Confluence Score (0-100%). 2. THE ASSISTANT (Bottom Left) This panel acts as your co-pilot, translating data into English. • Situation: • "💎 BULL GEM": You are in a range, at the bottom, showing exhaustion. Buy immediately. • "🔥 COMPRESSION": Volatility squeeze. A violent move is imminent. • Action: Tells you exactly what to do (e.g., "Wait for confluence," "Trail Stop," "Let it develop"). • Pro Metrics (Simulated): • Win Rate: The percentage of signals on the current visible chart that hit Target 1. • Profit Factor: Gross Win / Gross Loss. If this is < 1.0, stop trading this asset immediately. • Buckets: Shows the win rate of A-Grade signals vs. C-Grade signals. 3. WAVE INTELLIGENCE (Bottom Right) This panel provides structural context. • Channel Gauge (0-100%): • 0-20%: Oversold / Channel Bottom. • 80-100%: Overbought / Channel Top. • 50%: Equilibrium. • W3/W1 Ratio: The "Health Check" of the trend. • < 1.0: Weak. Wave 3 is shorter than Wave 1. The trend is struggling. • > 1.618: Extended. The move is parabolic. Expect a snap-back. • Trend Health (0-100): Composite score of sub-wave physics. If Health < 30, the trend is effectively dead. PART 4: PARAMETER OPTIMIZATION (THE INPUTS) Every input allows you to tune the engine. Here is the deep dive: 🧠 NEURAL ADAPTIVE ENGINE • Enable Neural Adaptive Engine: Master switch for the Hurst calculation. • Hurst Period (100): • Adjustment: Increase to 200 for Crypto/Alts (too much noise). Decrease to 50 for Forex/Indices (need speed). • How to tell: If the dashboard says "TREND" but the chart is sideways, INCREASE this value. • Min/Max Lookback: Defines the constraints. Only adjust if you are an advanced user creating a custom scalping setup (e.g., Min 3 / Max 10). 🌊 WAVE & STRUCTURE • Base Swing Detection (8): The "Anchor." • Scalpers (1m-5m): Set to 5-8. • Swing Traders (1H-4H): Set to 15-20. • Min Wave Size (ATR): Prevents the script from labeling tiny wicks as waves. Increase this during high-volatility news events. 🔗 MTF STRUCTURE MAPPING • Require Macro Align: Strict Mode. If enabled, the script checks the Higher Timeframe (e.g., 4H). If 4H is Bearish, it BLOCKS all Long signals on the 5m chart. Use this to prevent counter-trend losses. 🏦 SMART MONEY CONCEPTS • Enable Breakers: ALWAYS ON. This turns failed Order Blocks into Breaker Zones (Purple). • Institutional Mode: ULTRA STRICT. If enabled, signals will ONLY fire if price is physically touching an Order Block, FVG, or Breaker. This creates very few, very high-quality signals. 🎯 SIGNAL ENGINE • Signal Mode: • Strict: Grades A+ and A only. • Balanced: Grades B and above. • Aggressive: Includes counter-trend scalps (Grade C). • Min Confluence Score (5-35): The raw points needed to trigger. 5 is standard. 10 is conservative. PART 5: TRADE EXECUTION PLAYBOOKS PLAYBOOK A: THE "BREAKER RETEST" (Highest Probability) 1. Context: Ribbon is Green. 2. Event: Price creates a Red Order Block, then smashes upward through it. 3. Change: The Red Block turns Purple (Bullish Breaker). 4. Trigger: Price pulls back down to touch the top of the Purple Box. 5. Signal: Green Triangle appears. 6. Action: Max Size Entry. Stop Loss below the Purple Box. Target Wave 3 Projection. PLAYBOOK B: THE "WAVE 4 DIP" (Trend Following) 1. Context: Wave count shows "3". Ribbon is Green. 2. Event: Price pulls back towards the Ribbon. 3. Wave Panel: Wave count flips to "4". 4. Trigger: Price touches Ribbon, prints Green Triangle. 5. Action: Standard Size Entry. Stop Loss at Swing Low. Target New High (Wave 5). PLAYBOOK C: THE "HIDDEN GEM" (Range Reversal) 1. Context: Ribbon is Grey (Consolidation). Neural Status is CHOP. 2. Wave Panel: Channel Gauge is < 10% (Extreme Bottom). 3. Visuals: Orange Exhaustion Dot + Divergence Diamond (◆). 4. Assistant: Reads "💎 BULL GEM". 5. Action: Half Size Entry. This is a counter-trend trade. Target the middle of the range (50% Channel). PLAYBOOK D: THE "BULL TRAP" (When to Fold) 1. Context: Wave Count is "5". 2. Wave Panel: Trend Health < 30. W3/W1 Ratio > 1.618 (Extended). 3. Visuals: Orange Line appears on price high. 4. Signal: Green Triangle appears (Grade C). 5. Action: NO TRADE. The system is warning you that even though a signal fired, the structural physics indicate exhaustion. PART 6: GRADING & SCORING MATRIX Every signal is graded on a 35-point scale. Know what you are buying. • Trend Alignment (5 pts): Ribbon & HTF agreement. • Structure (5 pts): BOS (Break of Structure) & Higher Highs. • Physics (5 pts): MPI (Volume Flow) & Angular Velocity. • Institutional Location (10 pts): • Inside Order Block: +3 pts • Inside Breaker: +4 pts • Wave 2/4 Pullback: +3 pts • Penalty: Wave 5 Extension (-3 pts). Grade Scale: • A+ (Score ≥ 70%): "All In" Setup. • A (Score 55-69%): Strong Setup. • B (Score 40-54%): Standard Setup. • C (Score < 40%): Dangerous. PART 7: RISK DISCLOSURE & LIMITATIONS 1. The Reality of Adaptation (Redrawing): The Neural Engine is dynamic. As new data arrives, the calculation of "Chaos" changes. This means historical channel lines or wave labels may shift to fit the matured trend. HOWEVER: Entry Signals (Triangles) NEVER repaint once the bar is closed. 2. Simulation vs. Reality: The Dashboard metrics (Win Rate, Profit Factor) are Simulations run on the historical data visible on your chart. They do not account for spread, slippage, or liquidity. They are a tool to gauge the current market personality, not a promise of future returns. 3. No Financial Advice: Wave Dynamics is a tool for structural analysis. It helps you see the market, but it cannot trade for you. You are responsible for your own risk management. CLOSING THOUGHTS Wave Dynamics is not just an indicator; it is a lens. It allows you to see the market not as a random walk of candles, but as a structured, breathing entity. Trust the Neural Status. Respect the Breakers. Fear the Exhaustion. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
อินดิเคเตอร์ Pine Script®
โดย DskyzInvestments
3
Smart Money Flow Cloud [BOSWaves]Smart Money Flow Cloud - Volume-Weighted Trend Detection with Adaptive Volatility Bands Overview Smart Money Flow Cloud is a volume flow-aware trend detection system that identifies directional market regimes through money flow analysis, constructing adaptive volatility bands that expand and contract based on institutional pressure intensity. Instead of relying on traditional moving average crossovers or fixed-width channels, trend direction, band width, and signal generation are determined through volume-weighted money flow calculation, nonlinear flow strength modulation, and volatility-adaptive band construction. This creates dynamic trend boundaries that reflect actual institutional buying and selling pressure rather than price momentum alone - tightening during periods of weak flow conviction, expanding during strong directional moves, and incorporating flow strength statistics to reveal whether regimes formed under accumulation or distribution conditions. Price is therefore evaluated relative to adaptive bands anchored at a flow-informed baseline rather than conventional trend-following indicators. Conceptual Framework Smart Money Flow Cloud is founded on the principle that sustainable trends emerge where volume-weighted money flow confirms directional price movement rather than where price alone creates patterns. Traditional trend indicators identify regime changes through price crossovers or slope analysis, which often ignore the underlying volume dynamics that validate or contradict those movements.This framework replaces price-centric logic with flow-driven regime detection informed by actual buying and selling volume. Three core principles guide the design: Trend direction should correspond to volume-weighted flow dominance, not price movement alone. Band width must adapt dynamically to current flow strength and volatility conditions. Flow intensity context reveals whether regimes formed under conviction or uncertainty. This shifts trend analysis from static moving averages into adaptive, flow-anchored regime boundaries. Theoretical Foundation The indicator combines adaptive baseline smoothing, close location value (CLV) methodology, volume-weighted flow tracking, and nonlinear strength amplification. A smoothed trend baseline (EMA or ALMA) establishes the core directional reference, while close location value measures where price settled within each bar's range. Volume weighting applies directional magnitude to flow calculation, which accumulates into a normalized money flow ratio. Flow strength undergoes nonlinear power transformation to amplify strong conviction periods and dampen weak flow environments. Average True Range (ATR) provides volatility-responsive band sizing, with final width determined by the interaction between base volatility and flow-modulated multipliers. Four internal systems operate in tandem: Adaptive Baseline Engine : Computes smoothed trend reference using either EMA or ALMA methodology with configurable secondary smoothing. Money Flow Calculation System : Measures volume-weighted directional pressure through CLV analysis and ratio normalization. Nonlinear Flow Strength Modulation : Applies power transformation to flow intensity, creating dynamic sensitivity scaling. Volatility-Adaptive Band Construction : Scales band width using ATR measurement combined with flow-strength multipliers that range from minimum (calm) to maximum (strong flow) expansion. This design allows bands to reflect actual institutional behavior rather than reacting mechanically to price volatility alone. How It Works Smart Money Flow Cloud evaluates price through a sequence of flow-aware processes: Close Location Value (CLV) Calculation : Each bar's closing position within its high-low range is measured, creating a directional bias indicator ranging from -1 (closed at low) to +1 (closed at high). Volume-Weighted Flow Tracking : CLV is multiplied by bar volume, then accumulated and normalized over a configurable flow window to produce a money flow ratio between -1 and +1. Flow Smoothing and Strength Extraction : The raw money flow ratio undergoes optional smoothing, then nonlinear power transformation to amplify strong flow periods and compress weak flow environments. Adaptive Baseline Construction : Price (both open and close) is smoothed using either EMA or ALMA methodology with optional secondary smoothing to create a stable trend reference. Dynamic Band Sizing : ATR measurement is multiplied by a flow-strength-modulated factor that interpolates between minimum (tight) and maximum (wide) multipliers based on current flow conviction. Regime Detection and Visualization : Price crossing above the upper band triggers bullish regime, crossing below the lower band triggers bearish regime. The baseline cloud visualizes open-close relationship within the current trend. Retest Signal Generation : Price touching the baseline from within an established regime generates retest signals with configurable cooldown periods to prevent noise. Together, these elements form a continuously updating trend framework anchored in volume flow reality. Interpretation Smart Money Flow Cloud should be interpreted as flow-confirmed trend boundaries: Bullish Regime (Blue) : Activated when price crosses above the upper adaptive band, indicating volume-confirmed buying pressure exceeding volatility-adjusted resistance. Bearish Regime (Red) : Established when price crosses below the lower adaptive band, identifying volume-confirmed selling pressure breaking volatility-adjusted support. Baseline Cloud : The gap between smoothed open and smoothed close within the baseline visualizes intrabar directional bias - wider clouds indicate stronger intrabar momentum. Adaptive Band Width : Reflects combined volatility and flow strength - wider bands during high-conviction institutional activity, tighter bands during consolidation or weak flow periods. Buy/Sell Labels : Appear at regime switches when price crosses from one band to the other, marking potential trend inception points. Retest Signals (✦) : Diamond markers indicate price touching the baseline within an established regime, often occurring during healthy pullbacks in trending markets. Trend Strength Gauge : Visual meter displays current regime strength as a percentage, calculated from price position within the active band relative to baseline. Background Gradient : Optional coloring intensity reflects flow strength magnitude, darkening during high-conviction periods. Flow strength, band width adaptation, and baseline relationship outweigh isolated price fluctuations. Signal Logic & Visual Cues Smart Money Flow Cloud presents three primary interaction signals: Regime Switch - Buy : Blue "Buy" label appears when price crosses above the upper band after previously being in a bearish regime, suggesting volume-confirmed bullish transition. Regime Switch - Sell : Red "Sell" label displays when price crosses below the lower band after previously being in a bullish regime, indicating volume-confirmed bearish transition. Trend Retest : Diamond (✦) markers appear when price touches the baseline within an established regime, with configurable cooldown periods to filter noise. Alert generation covers regime switches and retest events for systematic monitoring. Strategy Integration Smart Money Flow Cloud fits within volume-informed and institutional flow trading approaches: Flow-Confirmed Entry : Use regime switches as primary trend inception signals where volume validates directional breakouts. Retest-Based Refinement : Enter on baseline retest signals within established regimes for improved risk-reward positioning during pullbacks. Band Width Context : Expect wider price swings when bands expand (high flow strength), tighter ranges when bands contract (weak flow). Baseline Cloud Confirmation : Favor trades where baseline cloud width confirms intrabar momentum alignment with regime direction. Strength Gauge Filtering : Use trend strength percentage to gauge continuation probability - higher readings suggest stronger institutional conviction. Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant flow direction. Technical Implementation Details Core Engine : Configurable EMA or ALMA baseline with secondary smoothing Flow Model : Close Location Value (CLV) with volume weighting and ratio normalization Strength Transformation : Configurable power function for nonlinear flow amplification Band Construction : ATR-scaled width with flow-strength-interpolated multipliers Visualization : Dual-line baseline cloud with gradient fills, regime-colored bands, and embedded strength gauge Signal Logic : Band crossover detection with baseline retest identification and cooldown management Performance Profile : Optimized for real-time execution with minimal computational overhead Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure regime detection for scalping and intraday reversals 15 - 60 min : Intraday trend identification with flow-validated swings 4H - Daily : Swing and position-level regime analysis with institutional flow context Suggested Baseline Configuration: Trend Length : 34 Trend Engine : EMA Trend Smoothing : 3 Flow Window : 24 Flow Smoothing : 5 Flow Boost : 1.2 ATR Length : 14 Band Tightness (Calm) : 0.9 Band Expansion (Strong Flow) : 2.2 Reset Cooldown : 12 These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, volatility characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Bands too wide/frequent whipsaws : Reduce "Band Expansion (Strong Flow)" to limit maximum band width, or increase "Band Tightness (Calm)" to widen minimum bands and reduce noise sensitivity. Trend baseline too choppy : Increase "Trend Length" for smoother baseline, or increase "Trend Smoothing" for additional filtering. Flow readings unstable : Increase "Flow Smoothing" to reduce bar-to-bar noise in money flow calculation. Missing legitimate regime changes : Decrease "Trend Length" for faster baseline response, or reduce "Band Tightness (Calm)" for earlier breakout detection. Too many retest signals : Increase "Reset Cooldown" to space out retest markers, or disable retest signals entirely if not using pullback entries. Flow strength not responding : Increase "Flow Boost" (power factor) to amplify strong flow differentiation, or decrease "Flow Window" to emphasize recent volume activity. Prefer different smoothing characteristics : Switch "Trend Engine" to ALMA and adjust "ALMA Offset" (higher = more recent weighting) and "ALMA Sigma" (higher = smoother) for alternative baseline behavior. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume participation and institutional flow Instruments where volume accurately reflects true liquidity and conviction Trending environments where flow confirms directional price movement Mean-reversion strategies using retest signals within established regimes Reduced Effectiveness: Extremely low volume environments where flow calculations become unreliable News-driven or gapped markets with discontinuous volume patterns Highly manipulated or thinly traded instruments with erratic volume distribution Ranging markets where price oscillates within bands without conviction Integration Guidelines Confluence : Combine with BOSWaves structure, order flow analysis, or traditional volume profile Flow Validation : Trust regime switches accompanied by strong flow readings and wide band expansion Context Awareness : Consider whether current market regime matches historical flow patterns Retest Discipline : Use baseline retest signals as confirmation within trends, not standalone entries Breach Management : Exit regime-aligned positions when price crosses opposing band with volume confirmation Disclaimer Smart Money Flow Cloud is a professional-grade volume flow and trend analysis tool. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, market context, and comprehensive risk management.
อินดิเคเตอร์ Pine Script®
โดย BOSWaves
6
Linear Regression Market State IndexStandard Deviation Market Structure Indicator A Comprehensive Multi-Timeframe Market Analysis Tool 🎯 Overview The Standard Deviation Market Structure (SDMS) indicator is a sophisticated technical analysis tool that integrates multiple proven methodologies to identify market structure, trend direction, and potential reversal zones. By combining price action, statistical analysis, and momentum indicators across multiple timeframes, SDMS provides traders with a comprehensive view of market dynamics. ✨ Key Features Multi-Timeframe Integration Primary analysis on current timeframe 1-hour statistical confirmation for support/resistance levels Order block extension across 500 future bars Comprehensive Technical Suite RSI with Deviation Analysis Dynamic Order Block Detection Gaussian Filter Channels Linear Regression with Statistical Bands Standard deviation to detect price outliers Directional Movement Index (DMI/ADX) Bollinger Band % Analysis Support/Resistance Line System Visual Clarity Color-coded signals and zones Automatic level management Clean, intuitive display 📊 Core Components Explained 1. Order Block System What Are Order Blocks? Order blocks are price zones where institutional activity has occurred, creating future support or resistance levels. SDMS automatically detects these critical zones. Detection Logic: Bullish Order Blocks: Form when price breaks above recent highs following bearish candles Bearish Order Blocks: Form when price breaks below recent lows following bullish candles Visual Identification: Green boxes with "BuOB" labels (support zones) Red boxes with "BeOB" labels (resistance zones) Each block shows its boundary price for easy reference Dynamic Management: Automatically extends 300 bars into the future Self-cleaning: removes blocks when price breaches their boundaries Real-time adjustment to changing market structure 2. Statistical Support/Resistance System How It Works: SDMS creates support and resistance lines based on statistical extremes confirmed on the 1-hour timeframe. Trigger Conditions: Support Lines (Green): Trigger when 1H Bollinger Band % crosses above 0 and bearish momentum subsides. Resistance Lines (Red): Trigger when 1H Bollinger Band % crosses below 1 and bullish momentum subsides The Science Behind BB%: BB% = (Price - Lower Band) / (Upper Band - Lower Band) BB% <= 0: Price at statistical oversold extreme; also indicated by white candles. BB% > 1: Price at statistical overbought extreme; also indicated by white candles. Line Management: Maximum of 15 active lines Oldest lines automatically removed Lines extend across chart for ongoing reference 3. Trend Analysis Suite Hull Moving Average (HMA): 55-period smoothed trend indicator Color-coded: Green = bullish, Red = bearish Visual band shows trend acceleration/deceleration Gaussian Channel: Advanced filtering of market noise Dynamic channel based on true range volatility Helps identify mean reversion opportunities Form a yellow band when price is overbought or oversold zones. Linear Regression System: Statistical price modeling Multiple standard deviation bands (up to 3SD) Regression-based candlestick visualization Candles turn white when in overbought zones. Yellow candles indicate extremely overbought zones. Blue candles indicate a bullish trend with high volume. Bearish candles are bluish-purple when volume is high and red when the volume is within normal ranges or low. 4. Momentum & Oscillator Integration RSI with Deviation Tracking: 21-period RSI with 30-period smoothing Tracks deviation from moving average based off linear regression Identifies momentum divergences Directional Movement Index: Multi-period DMI/ADX analysis Used to detect overbought and oversold zones within the indicator calculations. Combines with RSI for enhanced signals Momentum confirmation for all entries/exits 🎯 Trading Signals & Alerts Buy Signals (Yellow "Buy" Labels) Multi-Condition Confirmation Required: RSI Oversold Reversal: RSI crosses above 30 Trend Alignment: HMA showing bullish structure Momentum Confirmation: DMI alignment Statistical Support: Price at or near support zones Risk Management: Multiple confirming indicators Strong Buy Conditions: Confluence of order block support + BB% support line Multiple timeframe alignment Volume confirmation at key levels Sell Signals (Red/Yellow "Sell" Labels) Multi-Condition Confirmation Required: RSI Overbought Reversal: RSI crosses below 70 Trend Exhaustion: HMA showing bearish structure Momentum Divergence: DMI bearish alignment Statistical Resistance: Price at or near resistance zones Timeframe Confirmation: 1H BB% bearish signals Strong Sell Conditions: Confluence of order block resistance + BB% resistance line Multiple timeframe distribution Volume surge at resistance Additional Alerts RSI Divergence Signals: Triangles showing momentum shifts Extreme Price Alerts: Circles at statistical extremes Structure Breaks: Visual cues for order block violations 🎨 Visual System Guide Color Coding System Green: Bullish conditions, support zones, rising trends Red: Bearish conditions, resistance zones, falling trends Blue: Statistical channels, neutral zones Yellow: Alert conditions, extreme signals White: Transition zones, neutral signals Zone Identification Buying Pressure Zones: Green/blue tinted areas below price or white candles with white dots within the moving average center line Selling Pressure Zones: Red tinted areas above price with white dots within the moving average center line Standard Deviation Zones: Gradient colors showing statistical extremes ⚙️ Customization Options Adjustable Parameters RSI Settings: Period, oversold/overbought levels, sensitivity Order Block Detection: Lookback period, ATR multiplier, extension Statistical Settings: Gaussian filter poles, regression periods Support/Resistance: Maximum lines, BB% settings Visual Preferences: Colors, band displays, alert styles Input Groups RSI Trading Strategy Order Block Configuration Gaussian Channel Settings Linear Regression Parameters DMI/ADX Configuration Bollinger Band % Settings 📈 Practical Trading Applications For Swing Traders Identify Key Levels: Use order blocks + BB% lines for entry/exit planning Trend Confirmation: HMA + Gaussian channel for trend direction Risk Management: Standard deviation bands for stop placement Timing Entries: RSI/DMI alignment for optimal entry timing For Day Traders Intraday Levels: Order blocks provide immediate S/R for day trading Momentum Signals: Real-time RSI/DMI signals for quick moves Statistical Edges: Gaussian channel for mean reversion plays Breakout Confirmation: Order block breaks with volume For Position Traders Higher Timeframe Structure: 1H BB% lines for major levels Trend Persistence: HMA for long-term trend identification Accumulation/Distribution Zones: Order blocks show institutional activity Multi-Timeframe Alignment: Confirmation across timeframes 🔍 How to Use SDMS Effectively Step 1: Market Structure Assessment Identify active order blocks (green/red boxes) Note BB% support/resistance lines (horizontal lines) Assess HMA and moving average trend direction (color) Check Gaussian channel position (preferably outside 2SD) Step 2: Signal Confirmation Wait for multiple indicator alignment look for doji candles. Confirm with green (bullish) or red (bearish) candles Confirm with volume if available Check for confluence of levels Assess risk/reward based on nearby levels Step 3: Trade Management Enter at confirmed support/resistance Place stops beyond opposite levels Take profits at next statistical level Monitor for structure changes Step 4: Risk Management Use standard deviation bands for volatility assessment Never risk more than 1-2% per trade Adjust position size based on confluence strength Have predefined exit rules 💡 Advanced Strategies Strategy 1: Confluence Trading Setup: Order block + BB% line at same level Entry: Price tests confluence zone with RSI signal Stop: Beyond the confluence zone Target: Next statistical level Strategy 2: Breakout Trading Setup: Price approaching order block boundary Entry: Break with volume + RSI/DMI confirmation Stop: Re-entry into order block Target: Next BB% line extension Strategy 3: Mean Reversion Setup: Price at Gaussian channel extremes Entry: RSI reversal signal at channel boundary Stop: Beyond channel extreme Target: Channel midline or opposite boundary ⚠️ Important Considerations Best Market Conditions Trending Markets: Excellent performance in clear trends Breakout Scenarios: Strong identification of break levels Range Markets: Works well with defined ranges Limitations Choppy Markets: May give false signals in consolidation News Events: Fundamental shocks can override technical levels Timeframe Specific: Optimal on 15-minute to daily charts Risk Management Rules Always use stops Never rely on single signals Consider market context Adjust for volatility changes Keep position sizes consistent 🔧 Technical Specifications Maximum Lines: 500 Maximum Bars Back: 1000 Maximum Boxes: 500 Calculation Efficiency: Optimized for real-time use 🏆 Why SDMS Stands Out Unique Advantages Integrated Approach: Combines multiple methodologies into one tool Self-Adjusting: Automatically adapts to market changes Multi-Timeframe: Provides both immediate and higher timeframe context Visual Clarity: Clean, intuitive display of complex data Professional Grade: Institutional-level analysis accessible to all traders Educational Value: Learn how different indicators interact Understand market structure development See institutional order flow patterns Develop disciplined trading habits 📚 Learning Resources Recommended Study Approach Start Simple: Focus on order blocks and BB% lines first Add Complexity: Gradually incorporate other indicators Paper Trade: Practice without risk Keep Journal: Document setups and outcomes Review Regularly: Analyze both wins and losses Common Pitfalls to Avoid Overtrading: Wait for high-quality setups Ignoring Context: Consider overall market conditions Chasing Signals: Enter at planned levels, not after moves Risk Mismanagement: Always know your risk before entering Confirmation Bias: Be objective about signals 🤝 Community & Support Getting the Most from SDMS Start with Defaults: Use default settings initially Adjust Gradually: Make small changes as you understand the tool Combine with Fundamentals: Use for timing within fundamental context Stay Disciplined: Follow your trading plan consistently Continuous Improvement SDMS is designed for continuous learning. As you use the indicator, you'll develop insights into: Market microstructure Institutional trading patterns Statistical edge identification Risk management optimization Risk management is more important than signal accuracy Patience is required for high-quality setups Success Factors Discipline: Following your plan consistently Patience: Waiting for proper setups Risk Management: Protecting your capital Continuous Learning: Improving your skills over time 🌟 Final Thoughts The Standard Deviation Market Structure indicator represents a sophisticated approach to technical analysis, combining the best elements of price action, statistical analysis, and momentum indicators. While powerful, remember that no indicator guarantees success. SDMS is a tool – your skill, discipline, and risk management determine your trading results. Use SDMS as part of a comprehensive trading plan, combine it with proper risk management, and continue developing your trading skills. The markets are always teaching – stay humble, stay disciplined, and trade well. Disclaimer: This indicator is for educational purposes only. Past performance does not guarantee future results. Trading involves risk of loss. Always consult with a qualified financial professional before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย capableDealer16380
ATH Dip Levels - Buy on Dips This indicator is a "Buy the Dip" guide designed for assets in long-term uptrends, such as Nasdaq (QQQ) or S&P 500 (SPY). It uses a mathematical discipline to identify accumulation zones based on the rolling 220-bar All-Time High (ATH). Key Features: Dynamic Levels: Automatically calculates entry points at 3%, 5%, 10%, 15%, 25%, 35%, and 50% retracements from the recent ATH. Smart Filter: Each level is triggered only once per ATH cycle. It prevents over-trading in sideways markets; levels only reset when a brand-new high is formed. Clean Visuals: Features precise "BUY" labels at exact price points and a handy status dashboard in the top-right corner. Unified Alerts: Simplify your workflow by setting a single alert for all 7 dip levels.
อินดิเคเตอร์ Pine Script®
โดย ardagzkr
PLOW/PLHW (Potential weekly highs/lows)AP Capital – PLOW / PLHW (Potential Weekly Low / High) This indicator highlights Potential Weekly Lows (PLOW) and Potential Weekly Highs (PLHW) in real time, using current-week price action, session context, and confirmed candle closes. It is designed for intraday and swing traders who want early-week and late-week structure levels without repainting or hindsight bias. 🔹 How It Works Potential Weekly Low (PLOW) Detected during early week sessions Triggers when price prints the current week’s lowest low Confirmed only on candle close Typically aligns with liquidity grabs, stop runs, or accumulation Potential Weekly High (PLHW) Detected during late week sessions Triggers when price prints the current week’s highest high Confirmed only on candle close Often marks distribution or exhaustion zones 📊 Visual Elements Clean weekly high & low levels Optional weekly midpoint Session-aware confirmation Non-repainting labels Minimalist layout (no clutter) ⚙️ Key Features Works on any intraday timeframe Fully non-repainting Session-based logic (early vs late week) Optional weekly range info panel Suitable for Gold, FX, Indices, Crypto 🧠 Best Use Cases Fade moves into weekly extremes Combine with: Previous Day High / Low Liquidity sweeps Market structure shifts Identify high-probability reversals Avoid chasing price late in the week ⚠️ Important Notes This is NOT predictive — levels are confirmed from live price action Best used as context, not a standalone entry system Designed to complement price action & liquidity-based trading 📌 Disclaimer This indicator is for educational purposes only. Not financial advice. Always manage risk.
อินดิเคเตอร์ Pine Script®
โดย APCapitalTrading
Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker SUMMARY An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time. INTRODUCTION: THE SIGNAL AMIDST THE NOISE In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise. This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF). Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market. This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop. THE INNOVATION: WHY 3 STATES? Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF. The filter tracks three distinct variables simultaneously in a feedback loop: State 1: Position (The True CVD) This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise. State 2: Velocity (The Momentum) This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns. State 3: Volatility (The Adaptive Regime) This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations. THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result. -- Effort: Represented by the CVD (Buying/Selling pressure). -- Result: Represented by Price Movement. When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments: Absorption (Bullish) This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard. Distribution (Bearish) This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event. TECHNICAL DEEP DIVE: UNDER THE HOOD For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5. 1. Data Ingestion (Microstructure) The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that. 2. Tick Classification Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low. 3. The EKF Mathematics The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation. THE DASHBOARD & VISUALS: The indicator features a professional-grade HUD (Heads Up Display) located on the chart table. -- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix. -- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP. -- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile). -- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral." HOW TO TRADE THIS INDICATOR Strategy A: The Reversal (Absorption Play) Look for price making a Lower Low. Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure). Watch the Dashboard "Absorption" count increase. SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control. Strategy B: The Trend Continuation (Ease of Movement) Check the Dashboard "Ease of Movement" section. If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient. Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray). SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats. CONFIGURATION GUIDE: Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter. -- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop. -- Volatility Persistence: Controls how "sticky" volatility regimes are. -- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy). -- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output). WHY OPEN SOURCE? Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView. I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements. DISCLAIMER: This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy. SUGGESTED SETTINGS -- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S). -- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable. -- Background: Dark mode recommended for Dashboard visibility. WHAT IS A KALMAN FILTER? Imagine driving a car into a tunnel where your GPS signal is lost. Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel. Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are. Correction: It corrects your position and updates its estimate of your speed. Now apply this to trading: -- The Tunnel: Market Noise, wicks, and Fake-outs. -- The Car: The True Market Trend. -- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel. Enjoy the indicator and trade safe! Dr. Jay Desai (Investment Management & Derivatives Area, Gujarat University)
อินดิเคเตอร์ Pine Script®
โดย jaydesaigu
HV and IMP candle finderHV and IMP candle finder Highest volume candle (HV) and Important candle (IMP) are usually a traces of institutional activity. We can take help of these candles to form a bias for the next trading day. This script does the following: 1. Finds the IMP candle for a given day range with the trend of a given day, ie it finds highest volume candle between the high and low of the day and marks as IMP on the chart 2. It finds the highest volume candle for a given day and marks it. Use case: Spot institutional activity, accumulation, and key intraday pivot candles. View can be made by seeing this HH and LL in these volume candles. Also by considering the closing and opening for the price the next trading session. Notes Best to be used on 5 min TF for after market analysis. It does get the candles in live market but it might change with time. Works really best when delivery volume is also analysed along with it. Made with Love. Regards, Jitendra Varma
อินดิเคเตอร์ Pine Script®
โดย witchking69
Zig Zag ++ SG (Premium)🔥 Zig Zag ++ SG Professional Market Structure & Cycle Analyzer Zig Zag ++ SG is an advanced, research-grade market structure indicator built on top of a refined ZigZag engine, designed for traders and investors who want to understand price cycles, not chase candles. This is not a buy-sell arrow tool. It is a decision-support system used to analyze trend strength, exhaustion, pullback depth, and cycle behavior across any market and timeframe. 🧠 What Makes Zig Zag ++ SG Different? Most ZigZag indicators only draw lines. Zig Zag ++ SG answers the real questions: Is the trend getting stronger or weaker? Are higher highs still meaningful? How deep are pullbacks in percentage terms? Which stocks recover fast vs stay weak? Is this accumulation, distribution, or reversal? It does this by combining: Market Structure (HH / HL / LH / LL) Consecutive structure counting Gain & fall percentage per swing Clean visual logic (no repaint confusion) 📌 Core Features ✅ 1. Automatic Market Structure Detection Labels every major swing as: HH – Higher High HL – Higher Low LH – Lower High LL – Lower Low This instantly shows whether the market is: Trending Consolidating Distributing Reversing ✅ 2. Consecutive Structure Count (ON by default) Each structure type is counted sequentially: HH (1), HH (2), HH (3)… HL (1), HL (2)… This reveals: Trend maturity Exhaustion zones Early breakdown warnings Example: HH (4) = trend may be overextended HL (3) = healthy trend continuation ✅ 3. Gain & Fall % on Every Swing (ON by default) Every HH, HL, LH, LL shows: Exact % move from the previous pivot This allows you to: Compare pullback depth across stocks Identify leaders (shallow HLs) Spot weak stocks (deep HLs / LHs) Study cycle symmetry Example label: HL (2) -6.4% ✅ 4. Clean, Readable Visual Design 🟩 Green labels → White text 🟥 Red labels → High-contrast white text Optional background trend shading (OFF by default) Works perfectly in dark & light mode Designed for long chart study sessions, not flashy screenshots. ✅ 5. Safe Repaint Logic (Transparent by Design) Uses ZigZag logic intentionally No fake “non-repainting” claims Ideal for analysis, research & planning What you see is structurally correct This indicator is for thinking traders, not signal chasers. ⚙️ Best Settings (Recommended) 🔹 Intraday Trading Timeframe: 5m / 15m Depth: 8–10 Deviation: 3–5 Backstep: 2 🔹 Swing Trading (Most Popular) Timeframe: Daily Depth: 12–15 Deviation: 5 Backstep: 2 🔹 Long-Term / Investing Timeframe: Weekly Depth: 15–20 Deviation: 5–8 Backstep: 3 💡 Tip: Lower depth = more swings Higher depth = cleaner, major cycles 📈 How to Use Zig Zag ++ SG (Practically) 🔹 Trend Strength HH (3+) + HL (2–3) → Strong, healthy trend 🔹 Exhaustion Warning HH (4+) → Risk of distribution or slowdown 🔹 Pullback Quality HL −3% to −7% → Strong stock HL −12% to −20% → Weak hands / fragile trend 🔹 Reversal Confirmation LH followed by LL (2+) → Trend change likely 🧪 Who Is This Indicator For? ✅ Swing traders ✅ Positional traders ✅ Long-term investors ✅ Market structure students ✅ Stock researchers ✅ Anyone tired of noisy indicators ❌ Not for: People wanting instant buy/sell arrows Scalpers chasing 1-minute signals “Magic indicator” seekers 💎 Why This Is Worth Purchasing Built with Pine Script v6 best practices Solves real market questions Helps avoid: Buying late Selling early Holding weak stocks too long Encourages process-driven trading One-time learning tool you’ll use for years Most traders lose money not because of entries — but because they misread structure and cycles. Zig Zag ++ SG fixes that.
อินดิเคเตอร์ Pine Script®
โดย SilentCompounder
10
Weis Wave Renko Panel 2 (Effort / Strength / Climax)Weis Wave Renko • Institutional HUD + Panel 2 Wyckoff / Auction Market Framework This project consists of TWO COMPLEMENTARY INDICATORS, designed to be used together as a complete visual framework for reading Effort vs Result, Auction Direction, and Session Control, based on Wyckoff methodology and Auction Market Theory. These tools are not trade signal generators. They are context and decision-support instruments, built for discretionary traders who want to understand who is active, where effort is occurring, and when the auction is reaching maturity or exhaustion. 🔹 1) WEIS WAVE RENKO — INSTITUTIONAL HUD (Overlay) 📍 Location: Plotted directly on the price chart 🎯 Purpose: Fast, high-level institutional context and trade permission The HUD answers: “What is the current state of the auction, and is trading permitted?” What the HUD shows: 🧠 Market Participation Measures how much participation is present in the market: Low Participation Weak Participation Active Participation Dominant Participation This reflects whether professional activity is present or absent, not direction alone. 📐 Auction Direction Defines how the auction is currently resolving: Auction Up Auction Down Balanced Auction This is derived from price progression and effort alignment. 🔥 Effort (Effort vs Result) Displays the relative strength of the current effort, normalized over recent waves: Visual effort bar Strength percentage (0–100) Effort classification: Low Effort Increasing Effort Strong Effort Effort Exhaustion This is the core Wyckoff concept: effort must produce result. 🌐 Session Control Shows which trading session is controlling the auction: Asia – Accumulation Phase London – Development Phase US RTH – Decision Phase The dominant session is visually emphasized, while others are intentionally de-emphasized. 🔎 Market State & Trade Permission Clearly separates structure from permission: Structure (Neutral, Developing, Trending, Climactic Extension) Permission Trade Permitted No Trade Zone When Effort Exhaustion is detected, the HUD explicitly signals No Trade Zone. 🔹 2) WEIS WAVE RENKO — PANEL 2 (Lower Pane) 📍 Location: Dedicated lower pane below the price chart 🎯 Purpose: Detailed, continuous visualization of effort, strength, and climax Panel 2 answers: “How is effort evolving, and is the auction maturing or exhausting?” What Panel 2 shows: 📊 Effort Wave (Weis-like) Histogram of accumulated effort per directional wave Green: Auction Up effort Red: Auction Down effort This reveals where real participation is building. 📈 Strength Line (0–100) Normalized strength of the current effort wave Same calculation used by the HUD Enables precise comparison of effort over time ⚠️ Climax / Effort Exhaustion Marker Triggered when effort is both strong and mature Highlights Climactic Extension / Exhaustion Serves as a warning, not an entry signal 🔗 HOW TO USE BOTH TOGETHER (IMPORTANT) These indicators are designed to be used simultaneously: Panel 2 reveals → how effort is building, peaking, or exhausting HUD translates that information into → market state and trade permission Typical workflow: Panel 2 identifies rising effort or climax HUD confirms: Participation quality Auction direction Session control Whether trading is permitted or restricted ⚠️ IMPORTANT NOTES These tools do not generate buy or sell signals They are contextual and structural Best used with: Wyckoff schematics Auction-based execution Market profile / volume profile Discretionary trade management 🎯 SUMMARY Institutional, non-lagging framework Effort vs Result at the core Clear separation between: Context Structure Permission Designed for professional discretionary traders
อินดิเคเตอร์ Pine Script®
โดย alxgoulart
Weis Wave Renko Institutional HUD (Wyckoff/Auction) v6Weis Wave Renko • Institutional HUD + Panel 2 Wyckoff / Auction Market Framework This project consists of TWO COMPLEMENTARY INDICATORS, designed to be used together as a complete visual framework for reading Effort vs Result, Auction Direction, and Session Control, based on Wyckoff methodology and Auction Market Theory. These tools are not trade signal generators. They are context and decision-support instruments, built for discretionary traders who want to understand who is active, where effort is occurring, and when the auction is reaching maturity or exhaustion. 🔹 1) WEIS WAVE RENKO — INSTITUTIONAL HUD (Overlay) 📍 Location: Plotted directly on the price chart 🎯 Purpose: Fast, high-level institutional context and trade permission The HUD answers: “What is the current state of the auction, and is trading permitted?” What the HUD shows: 🧠 Market Participation Measures how much participation is present in the market: Low Participation Weak Participation Active Participation Dominant Participation This reflects whether professional activity is present or absent, not direction alone. 📐 Auction Direction Defines how the auction is currently resolving: Auction Up Auction Down Balanced Auction This is derived from price progression and effort alignment. 🔥 Effort (Effort vs Result) Displays the relative strength of the current effort, normalized over recent waves: Visual effort bar Strength percentage (0–100) Effort classification: Low Effort Increasing Effort Strong Effort Effort Exhaustion This is the core Wyckoff concept: effort must produce result. 🌐 Session Control Shows which trading session is controlling the auction: Asia – Accumulation Phase London – Development Phase US RTH – Decision Phase The dominant session is visually emphasized, while others are intentionally de-emphasized. 🔎 Market State & Trade Permission Clearly separates structure from permission: Structure (Neutral, Developing, Trending, Climactic Extension) Permission Trade Permitted No Trade Zone When Effort Exhaustion is detected, the HUD explicitly signals No Trade Zone. 🔹 2) WEIS WAVE RENKO — PANEL 2 (Lower Pane) 📍 Location: Dedicated lower pane below the price chart 🎯 Purpose: Detailed, continuous visualization of effort, strength, and climax Panel 2 answers: “How is effort evolving, and is the auction maturing or exhausting?” What Panel 2 shows: 📊 Effort Wave (Weis-like) Histogram of accumulated effort per directional wave Green: Auction Up effort Red: Auction Down effort This reveals where real participation is building. 📈 Strength Line (0–100) Normalized strength of the current effort wave Same calculation used by the HUD Enables precise comparison of effort over time ⚠️ Climax / Effort Exhaustion Marker Triggered when effort is both strong and mature Highlights Climactic Extension / Exhaustion Serves as a warning, not an entry signal 🔗 HOW TO USE BOTH TOGETHER (IMPORTANT) These indicators are designed to be used simultaneously: Panel 2 reveals → how effort is building, peaking, or exhausting HUD translates that information into → market state and trade permission Typical workflow: Panel 2 identifies rising effort or climax HUD confirms: Participation quality Auction direction Session control Whether trading is permitted or restricted ⚠️ IMPORTANT NOTES These tools do not generate buy or sell signals They are contextual and structural Best used with: Wyckoff schematics Auction-based execution Market profile / volume profile Discretionary trade management 🎯 SUMMARY Institutional, non-lagging framework Effort vs Result at the core Clear separation between: Context Structure Permission Designed for professional discretionary traders
อินดิเคเตอร์ Pine Script®
โดย alxgoulart
Premium Money Flow Oscillator [NeuraAlgo]Premium Money Flow Oscillator (PMFO) — NeuraAlgo The Premium Money Flow Oscillator (PMFO) is an advanced volume-weighted momentum engine designed to reveal true capital flow, not just price movement. It combines multi-layer smoothing, zero-lag correction, and dynamic normalization to deliver a clean, responsive, and noise-resistant money flow signal suitable for both scalping and swing trading. Unlike traditional oscillators, PMFO focuses on pressure behind price — showing when smart money accumulation or distribution is actively occurring. 🔹 Core Features Volume-Weighted Money Flow Measures real buying and selling pressure using price displacement × volume. Filters out weak price moves with low participation. Multi-Layer Smoothing Engine EMA + SMA hybrid base smoothing Gaussian noise reduction Zero-Lag correction Deep & Super smoothing layers → Result: ultra-smooth yet fast reaction to momentum shifts. Dynamic Normalization Automatically adapts to volatility. Keeps signals consistent across all markets and timeframes. 🔹 Smart Zones & Visual Intelligence Dynamic Overbought / Oversold Zones Zones strengthen visually as momentum increases. Strong zones highlight extreme institutional pressure. Adaptive Gradient Coloring Color intensity reflects money flow strength. Instantly see dominance without reading numbers. Background Pulse Subtle market bias feedback (bullish / bearish pressure). 🔹 Multi-Timeframe Confirmation Optional Higher Timeframe Money Flow Confirmation Align lower-timeframe entries with higher-timeframe capital direction. Ideal for trend validation and false-signal reduction. 🔹 Professional Dashboard Live Money Flow Value Market Flow State Strength Percentage MTF Trend Bias Institutional-style status readout designed for quick decision making. 🔹 Best Use Cases ✔ Trend confirmation ✔ Momentum continuation entries ✔ Reversal exhaustion detection ✔ Divergence analysis ✔ Smart money flow tracking ⚠️ Notes PMFO works best when combined with price structure, support/resistance, or trend context. Extreme readings indicate pressure, not immediate reversal — always wait for confirmation. Designed for traders who want clarity, not clutter. Built for precision, not lag.
อินดิเคเตอร์ Pine Script®
โดย NeuraAlgo
MA RespectRatio RespectRatio A Structural Moving Average Quality Indicator What is RespectRatio RespectRatio is a statistical indicator designed to evaluate *how reliably a stock respects a specific moving average over time. Instead of asking “Did price touch the MA?”, it answers a more meaningful question: ⁠Does this moving average actually function as support for this stock consistently and structurally? The indicator focuses on *historical behavior, not short-term signals, and is intended to support buy / hold / reduce decisions rather than precise trade timing. Why RespectRatio Exists Many stocks frequently touch moving averages, but only some of them: ⁠Rebound cleanly ⁠ ⁠Hold above the average ⁠Do so repeatedly over long periods RespectRatio was built to separate real support from visual noise. Core Concept RespectRatio treats every interaction between price and the moving average as a measurable event. Each event ends in one of two outcomes: •⁠ ⁠Bounce — price respects the moving average •⁠ Break — price fails and breaks below it Over time, these outcomes form a probability profile of how the stock behaves around that average. How an Event Starts An event begins when price meaningfully interacts with the moving average, either by: •⁠ ⁠Entering a volatility-adjusted proximity zone around the MA, or •⁠ ⁠Crossing below the MA (including gap-downs) The proximity zone is adaptive and defined as: k = ATR% × kMultiplier This keeps the definition of “close enough” consistent across assets and volatility regimes. Event Outcomes Bounce (Respect) An event is classified as a Bounce when price: •⁠ ⁠Moves back above the moving average •⁠ ⁠Clears a minimal buffer above it •⁠ ⁠*Maintains that position for a defined number of sessions. This confirms that the moving average acted as real support not a temporary pause. Break (Failure) An event becomes a Break when price: •⁠ ⁠Remains below the moving average for too long, or •⁠ ⁠Falls significantly below it and fails to reclaim it within a short window A Break signals structural weakness at that average. Noise Control To avoid statistical distortion: •⁠ ⁠Only one outcome per event is recorded •⁠ ⁠A cooldown period prevents immediate re-counting of the same struggle •⁠ ⁠Each event is counted once, regardless of intraday noise This ensures clean, independent data points. The Final Metric The indicator produces a single core metric: RespectRatio = Bounces / (Bounces + Breaks) Calculated over a rolling historical window. How to Interpret RespectRatio •⁠ ⁠High RespectRatio The moving average has historically acted as reliable support → suitable for accumulation or holding strategies •⁠ Low RespectRatio The moving average is frequently violated → caution when relying on it as support RespectRatio does not predict future price, but measures structural trustworthiness. What RespectRatio Is Not •⁠ ⁠Not a buy/sell signal generator •⁠ ⁠Not a trend-following indicator •⁠ ⁠Not a momentum oscillator It is a contextual filter* that improves decision quality. Typical Use Cases •⁠ ⁠Evaluating whether a stock deserves to be bought near a long-term MA •⁠ ⁠Comparing multiple stocks using the same moving average •⁠ ⁠Filtering candidates before applying other strategies •⁠ ⁠Long-term portfolio decision support One-Sentence Summary RespectRatio quantifies how often the market actually respects a moving average — turning a visual assumption into measurable probability.*
อินดิเคเตอร์ Pine Script®
โดย noamz9400
RVOL Highlighter (Bullish Volume Spikes)Description: A simple yet powerful indicator that highlights candles with unusually high buying volume. What it does: Identifies candles where relative volume (RVOL) exceeds your chosen threshold AND the candle is bullish (green). These high-volume bullish candles often signal strong institutional buying interest or momentum breakouts. How it works: Calculates RVOL by comparing current volume to the simple moving average of volume over your selected period Only highlights candles that meet BOTH conditions: RVOL above threshold + bullish close Highlighted candles appear in bright magenta for easy visibility on dark mode charts Settings: RVOL Period: Lookback period for average volume calculation (default: 10) RVOL Threshold: Minimum relative volume multiplier to trigger highlight (default: 2.5x) Highlight Color: Customizable (default: magenta #FF00FF) Use cases: Spot potential breakout entries with volume confirmation Identify accumulation zones Filter for high-conviction bullish moves Works on any timeframe and any asset. The actual RVOL value is available in the data window when hovering over candles.
อินดิเคเตอร์ Pine Script®
โดย fabio284
USDT: Market cap changeUSDT: Market Cap Change This indicator tracks the market capitalization changes of major stablecoins (USDT, USDC, and DAI) to help identify capital flows in the cryptocurrency market. Features: Monitor daily and custom period market cap changes for selected stablecoins Configurable stablecoin selection (USDT, USDC, DAI) Adjustable lookback period for measuring market cap changes Multiple moving average types (SMA, EMA, HMA, WMA, RMA) for trend analysis Visual representation with columns for daily changes and area fill for custom period changes How to Use: The indicator displays two main metrics: daily market cap change (shown as columns) and custom period change (shown as a line with area fill). Positive values indicate capital inflow into stablecoins, which may suggest accumulation or risk-off sentiment. Negative values indicate capital outflow, potentially signaling deployment into other crypto assets. The moving average overlay helps identify trends in stablecoin market cap changes over time. Settings: Select which stablecoins to track Adjust the lookback period (default: 60 days) Toggle and configure the moving average overlay Customize MA type and length Data Source: Uses Glassnode market capitalization data for USDT, USDC, and DAI on a daily timeframe.
อินดิเคเตอร์ Pine Script®
โดย qowazzz
Tradix COR Report Index📊 Tradix COT Report Index The Tradix COT Report Index is an advanced market sentiment and positioning tool built on official Commitment of Traders (COT) Report data, designed to reveal how major market participants are truly positioned, beyond what price alone can show. Instead of focusing on short-term price movements, the COT Report Index analyzes real futures positioning reported to the CFTC and categorizes it into three key groups: Commercials – hedgers and so-called smart money Non-Commercials – institutions, funds, and large speculators Retail / Non-Reportables – small traders and crowd positioning Raw positioning data (Long − Short) is transformed into a normalized 0–100 index, allowing traders to instantly identify extreme market sentiment, structural imbalances, and potential turning points — without manually interpreting complex COT tables. 🧠 How the Tradix COT Index Works The index evaluates current net positions within a historical range (typically the last 52 weeks). This contextual approach makes it easy to see: when Commercials are at extreme long or short levels when speculative positioning becomes overcrowded when the market reaches structural imbalance, increasing the probability of a mean-reversion or trend shift By standardizing positioning data, the Tradix COT Index allows cross-market comparison, making it equally useful for indices, commodities, currencies, and futures-based CFDs. 🎯 How Traders Use It The Tradix COT Report Index is not an entry signal tool. Instead, it acts as a high-timeframe confirmation and market context indicator, commonly used for: identifying long-term market bias spotting divergences between price and positioning confirming trend exhaustion or accumulation phases filtering trades to align with institutional positioning When combined with technical analysis, seasonality, and risk management, the COT Index provides a statistical edge rooted in real positioning data, not opinions or lagging indicators. ⚠️ Important Notes COT data is updated weekly, not in real time Best used on higher timeframes (Daily, Weekly) Designed to enhance decision-making, not to replace trading systems
อินดิเคเตอร์ Pine Script®
โดย Tomas_Vanek
5 Layer Script P5 ICT Identifier Package (Sessions + Narrative)This script is a session-based market narrative framework designed to help traders understand where price is likely seeking liquidity and alignment, rather than focusing on isolated entries. This script mainly identifies and labels the Asia, London, and New York trading sessions, providing structure for how price behavior evolves throughout the day. It is intended to be used as a context and timing tool. How it works -Automatically maps Asia, London, and New York sessions -Highlights session ranges and transitions -Helps visualize accumulation, expansion, and distribution phases -No repainting once a session is completed How to use it -Use Asia to observe range formation and liquidity build-up -Use London for expansion, manipulation, or early continuation -Use New York for confirmation, continuation, or reversal (IMPORTANT) -Align session behavior with: Higher-timeframe bias Midpoint equilibrium levels Fair Value Gaps Signal or Potential Reversal confirmations Best practices -Avoid treating sessions as directional signals -Focus on session objectives, not candle patterns -Most effective on futures, indices, and liquid FX pairs -Works best when combined with higher-timeframe structure This package is intentionally narrative-driven and non-mechanical, allowing traders to frame intraday price action within a repeatable session logic rather than reactive decision-making. ADDITIONAL: If youve made it this far i will tell you a cheat code to this specific script. Once you alligned your standard time for the sessions you will notice that if you set the sessions to close properly i recommend asking Chatgpt or any other AI tool, you will notice that the sessions end a few hours earlier for NY. You should see a label pop up for the NY just like the Asia and London session. That signal will tell you the next potential move only if you utilize the ICT killzones cheatsheet, easy to find on google images and I will attach it here if possible. its definetly mixed up but thats just market structure, only one you should pay attention to take a trade is the end of the NY session if adjusted properly. over 90% success rate following this strategy. I will add the link for the full cheat sheet below www.scribd.com
อินดิเคเตอร์ Pine Script®
โดย Pr3z_