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Signs of the Times [LucF]█  OVERVIEW This oscillator calculates the directional strength of bars using a primitive weighing mechanism based on a small number of what I consider to be fundamental properties of a bar. It does not consider the amplitude of price movements, so can be used as a complement to momentum-based oscillators. It thus belongs to the same family of indicators as my Bar Balance , ​Volume Ticks , Efficient work , ​Volume Buoyancy or my Delta ​Volume indicators. █  CONCEPTS The calculations underlying Signs of the Times (SOTT) use a simple, oft-explored concept: measure bar attributes, assign a weight to them, and aggregate results to provide an evaluation of a bar's directional strength. Bull and bear weights are added independently, then subtracted and divided by the maximum possible weight, so the final calculation looks like this: (up - ​dn) / weightRange SOTT has a zero centerline and oscillates between +1 and -1. Ten elementary properties are evaluated. Most carry a weight of one, a few are doubly weighted. All properties are evaluated using only the current bar's values or by comparing its values to those of the preceding bar. The bull conditions follow; their inverse applies to bear conditions:  Weight of 1  • Bar's close is greater than the bar's open (bar is considered to be of "up" polarity)  • Rising open  • Rising high  • Rising low  • Rising close  • Bar is up and its body size is greater than that of the previous bar  • Bar is up and its body size is greater than the combined size of wicks  Weight of 2  • Gap to the upside  • Efficient Work when it is positive  • Bar is up and ​volume is greater than that of the previous bar (this only kicks in if ​volume is actually available on the chart's data feed) Except for the Efficient Work weight, which is a +1 to -1 float value multiplied by 2, all weights are discrete; either zero or the full weight of 1 or 2 is generated. This will cause any gap, for example, to generate a weight of +2 or -2, regardless of the gap's size. That is the reason why the oscillator is oblivious to the amplitude of price movements. You can see the code used to calculate SOTT in my ta library 's `sott()` function. █  HOW TO USE THE INDICATOR No videos explain this indicator and none are planned; reading this description or the script's code is the only way to understand what Signs of the Times does. Load the indicator on an active chart (see here if you don't know how). The default configuration displays:  • An Arnaud-Legoux moving average of length 20 of the instant SOTT value. This is the signal line.  • A fill between the MA and the centerline.  • Levels at arbitrary values of +0.3 and -0.3.  • A channel between the signal line and its MA (a simple MA of length 20), which can be one of four colors:   • Bull (green): The signal line is above its MA.   • Strong bull (lime): The bull condition is fulfilled and the signal line is above the centerline.   • Bear (red): The signal line is below its MA.   • Strong bear (pink): The bear condition is fulfilled and the signal line is below the centerline. The script's "Inputs" tab allows you to:  • Choose a higher timeframe to calculate the indicator's values. This can be useful to get a wider perspective of the indicator's values.   If you elect to use a higher timeframe, make sure that your chart's timeframe is always lower than the higher timeframe you specified,   as calculating on a timeframe lower than the chart's does not make much sense because the indicator is then displaying only the value of the last intrabar in the chart bar.  • Specify the type of MA used to produce the signal line. Use a length of 1 or the Data Window to see the instant value of SOTT. It is quite noisy, thus the need to average it.  • Specify the type of MA applied to the signal line. The idea here is to provide context to the signal.  • Control the display and colors of the lines and fills. The first pane of this publication's chart shows the default setup. The second one shows only a monochrome signal line. Using the "Style" tab of the indicator's settings, you can change the type and width of the lines, and the level values. █  INTERPRETATION Remember that Signs of the Times evaluates directional bar strength — not price movement. Its highs and lows do not reflect price, but the strength of chart bars. The fact that SOTT knows nothing of how far price moves or of trends is easy to forget. As such, I think SOTT is best used as a confirmation tool. Chart movements may appear to be easy to read when looking at historical bars, but when you have to make go-no-go decisions on the last bar, the landscape often becomes murkier. By providing a quantitative evaluation of the strength of the last few bars, which is not always easily discernible by simply looking at them, SOTT aims to help you decide if the short-term past favors the bets you are considering. Can SOTT predict the future? Of course not. While SOTT uses completely different calculations than classical momentum oscillators, its profile shares many of their characteristics. This could lead one to infer that directional bar strength correlates with price movement, which could in turn lead one to conclude that indicators such as this one are useless, or that they can be useful tools to confirm momentum oscillators or other models of price movement. The call is, of course, up to you. You can try, for example, to compare a Wilder MA of SOTT to an RSI of the same length. One key difference with momentum oscillators is that SOTT is much less sensitive to large price movements. The default Arnaud-Legoux MA used for the signal line makes it quite active; you can use a more quiet SMA or EMA if you prefer to tone it down. In systems where it can be useful to only enter or exit on short-term strength, an average of SOTT values over the last 3 to 5 bars can be used as a more quiet filter than a momentum oscillator would. █  NOTES My publications often go through a long gestation period where I use them on my charts or in systems before deciding if they are worth a publication. With an incubation period of more than three years, Signs of the Times holds the record. The properties SOTT currently evaluates result from the systematic elimination of contaminants over that lengthy period of time. It was long because of my usual, slow gear, but also because I had to try countless combinations of conditions before realizing that, contrary to my intuition, best results were achieved by:  • Keeping the number of evaluated properties to the absolute minimum.  • Limiting the evaluation's ​scope to the current and preceding bar.  • Choosing properties that, in my view, were unmistakably indicative of ​bullish/​bearish conditions. Repainting As most oscillators, the indicator provides live realtime values that will recalculate with chart updates. It will thus repaint in real time, but not on historical values. To learn more about repainting, see the Pine Script™ User Manual's page on the subject .
อินดิเคเตอร์ Pine Script®
โดย LucF
38
Impactful pattern and candles pattern AlertThe Alertion indicator! impactful pattern: pattern that happen near the zone or in the zone at lower timeframe and give us entry and stop limit price. It is helpful for price action traders and those who want to decrease their risk. There are 3 IP patterns: Quasimodo Head and shoulder whipsaw engulfing These patterns may occur near the zone or may not occur but by them, you can decrease your trading risk for example you can trade with half lot before IP pattern and enter with other half after pattern. how to use? for example: you find zone at 1h timeframe for short position when price enter to your zone you run this indicator and choose your lower timeframe, for example 15m and click on short position. Then make the alert by right-click on your chart and choose the add alert and at condition box choose the impactful pattern and then click on create now wait for message :) Candles pattern: like reversal bar, key reversal bar, exhaustion bar, pin bar, two-bar reversal, tree-bar reversal, inside bar, outside bar these occur when the trend turn, so it is usable when the price enter to your zone or near your zone. This pattern can decrease your risk. Inside bar and outside bar: if this pattern engulf up, it is bullish pattern and if engulf down, it is bearish pattern. what does this indicator do? this indicator is for making alert it helps you to decrease your risk and failure. You optimize it to alert you when IP pattern happen or candle pattern happen or inside bar or outside bar engulfing or all of them. For IP pattern, it will message you entry and stop limit price. It works at 2 different timeframes, so you can make alert for example in 1h TF for candles pattern and 15m TF for IP pattern. Indicator will alert you for candles pattern at your chart timeframe and for IP pattern at timeframe you've chosen when you run the indicator, and it is changeable in setting. setting options TIMEFRAME IP: select the timeframe for IP patterns it means when IP pattern happen at that timeframe the indicator will alert you example = your TF is 1h, you found the supply zone and want to trade, note that IP pattern happen in lower TF, so you select 15m TF or TF lower than 1h. Short position: select it if you want to make short position. BUFFERING indicator send you entry and stop limit price you can change it by amount of percent it is your strategy to change your entry and stop loss or not example= in head and shoulder pattern at short position, the stop limit is high price of head in pattern so the indicator will message you the exact price but if you want to put your stop limit 5 percent upper than exact price you can enter 5 in front of stop loss or you want to enter 5 percent lower than exact high price of shoulder, you can optimize it. ALERTION you choose what alert you want IP alert or candle alert or inside and outside bar alert type your text for alert you can write additional text for your message ADVANCE IP alert frequency option: 1. Once per bar : indicator will alert you for IP pattern once at your chat timeframe bar, and you should wait til next bar for next alert. 2. Once per bar close : alert you when your chart timeframe bar closed and next alert will happen when next bar is closed. 3. All: alert you all the times IP pattern happen pivot left and right bars: lower will find smaller pattern at the END: this indicator is not strategy it is part of your strategy that help you to increase your winning rate. It is helpful for scalping and candle patterns finding. After you make an alert, you can delete the indicator or change your timeframe or make another alert, your previous alert won’t change. Thank you all.
อินดิเคเตอร์ Pine Script®
โดย erfan_abedi
1
How to avoid repainting when NOT using security()Even when your code does not use security() calls, repainting dynamics still come into play in the realtime bar. Script coders and users must understand them and, if they choose to avoid repainting, need to know how to do so. This script demonstrates three methods to avoid repainting when NOT using the security() function. Note that repainting dynamics when not using security() usually only come into play in the realtime bar, as historical data is fixed and thus cannot cause repainting, except in situations related to stock splits or dividend adjustments. For those who don’t want to read Configure your alerts to trigger “Once Per Bar Close” and you’re done. For those who want to understand Put this indicator on a 1 minute or seconds chart with a live symbol. As price changes you will see four of this script’s MAs (all except the two orange ones) move in the realtime bar. You are seeing repainting in action. When the current realtime bar closes and becomes a historical bar, the lines on the historical bars will no longer move, as the bar’s OHLC values are fixed. Note that you may need to refresh your chart to see the correct historical OHLC values, as exchange feeds sometimes produce very slight variations between the end values of the realtime bar and those of the same bar once it becomes a historical bar. Some traders do not use signals generated by a script but simply want to avoid seeing the lines plotted by their scripts move during the realtime bar. They are concerned with repainting of the lines . Other traders use their scripts to evaluate conditions, which they use to either plot markers on the chart, trigger alerts, or both. They may not care about the script’s plotted lines repainting, but do not want their markers to appear/disappear on the chart, nor their alerts to trigger for a condition that becomes true during the realtime bar but is no longer true once it closes. Those traders are more concerned with repainting of signals . For each of the three methods shown in this script’s code, comments explain if its lines, markers and alerts will repaint or not. Through the Settings/Inputs you will be able to control plotting of lines and markers corresponding to each method, as well as experiment with the option, for method 2, of disabling only the lines plotting in the realtime bar while still allowing the markers and alerts to be generated. An unavoidable fact is that non-repainting lines, markers or alerts are always late compared to repainting ones. The good news is that how late they are will in many cases be insignificant, so that the added reliability of the information they provide will largely offset the disadvantages of waiting. Method 1 illustrates the usual way of going about things in a script. Its gray lines and markers will always repaint but repainting of the alerts the marker conditions generate can be avoided by configuring alerts to trigger “Once Per Bar Close”. Because this gray marker repaints, you will occasionally see it appear/disappear during the realtime bar when the gray MAs cross/un-cross. Method 2 plots the same MAs as method 1, but in green. The difference is that it delays its marker condition by one bar to ensure it does not repaint. Its lines will normally repaint but its markers will not, as they pop up after the condition has been confirmed on the bar preceding the realtime bar. Its markers appear at the beginning of the realtime bar and will never disappear. When using this method alerts can be configured to trigger “Once Per Bar” so they fire the moment the marker appears on the chart at the beginning of the realtime bar. Note that the delay incurred between methods 1 and 2 is merely the instant between the close of a realtime bar and the beginning of the next one—a delay measured in milliseconds. Method 2 also allows its lines to be hidden in the realtime bar with the corresponding option in the script’s Settings/Inputs . This will be useful to those wishing to eliminate unreliable lines from the realtime bar. Commented lines in method 2 provide for a 2b option, which is to delay the calculation of the MAs rather than the cross condition. It has the obvious inconvenient of plotting delayed MAs, but may come in handy in some situations. Method 3 is not the best solution when using MAs because it uses the open of bars rather than their close to calculate the MAs. While this provides a way of avoiding repainting, it is not ideal in the case of MA calcs but may come in handy in other cases. The orange lines and markers of method 3 will not repaint because the value of open cannot change in the realtime bar. Because its markers do not repaint, alerts may be configured using “Once Per Bar”. Spend some time playing with the different options and looking at how this indicator’s lines plot and behave when you refresh you chart. We hope everything you need to understand and prevent repainting when not using security() is there. Look first. Then leap.
อินดิเคเตอร์ Pine Script®
โดย PineCoders
27
Delta Volume Columns [LucF]Displays delta volume columns using intrabar volume information. Each volume column is divided into three sections: buying, selling and neutral volume. Volume for each section is determined from the volume and price movement of each intrabar at a user-selected lower resolution. Features include: - Choice of color themes for either dark or light chart backgrounds - Delta volume columns - Volume Balance displayed as the difference between the MAs of buying and selling volume - Display of divergences between a bar’s volume balance and the bar’s price movement (example: buying volume > selling volume but close < open). Divergences can be shown in 2 different color schemes (including green/red showing a tentative direction), on volume columns and/or on chart bars - Display of bar by bar volume balance with highlighting of above average volume - Display of the usual total volume MA - Choice of the lower resolution used to retrieve intrabar information - Alerts configurable on any combination of the markers, with control over long/short direction - Choice of 3 different markers: 1. Double bumps: two consecutive bars where buying or selling volume is in the same direction and where volume > volume MA 2. Divergence confirmations: direction of the price bar following a price/volume balance divergence 3. Volume balance shifts: zero level crossings of the volume balance MA delta The chart shows the two main modes of display: - Top pane : shows the stacked volume columns with divergences in orange and the flattened volume balance MAs delta at the bottom of the volume columns. This volume balance is the same shown in the bottom pane. The top pane also shows the instant volume balance strip above the volume columns. The strip’s colors show which of the buying or selling volume was greater, and colors are brighter if the total volume was above the total volume MA. - Bottom pane : shows the volume balance MAs delta with markers 1 and 2. Given that this graphic has no price momentum component, I find quite eerie how it often looks like a momentum-based signal. The default 5 minute intrabar resolution is used in combination with the weekly chart, which is excessive. This script uses a special characteristic of the security() function’s behavior when it is sent to a resolution lower than the chart’s resolution. Details are given in the script’s comments. This method has the advantage of working under more circumstances than some of the other loop-based methods, but it also has its limits. IMPORTANT This is what you need to know: - The method used does not work on the realtime bar—only on historical bars. Consequently, the volume column shown on the realtime bar is a normal volume column plotted in green or red, following price movement. The column will only show delta volume information after it closes and becomes a historical bar. - The indicator only works on some chart resolutions: 5, 10, 15 and 30 minutes, 1, 2, 4, 6, and 12 hours, 1 day, 1 week and 1 month. The script’s code can be modified to run on other resolutions, but chart resolutions must be divisible by the lower resolution used for intrabars. - Intrabar resolutions can be selected from 1, 5, 15, 30, 45 minutes, 1, 2, 3, 4 hours, 1 day, 1 week and 1 month. The intrabar resolution must of course be smaller than the chart’s resolution. - Contrary to my other indicators where alerts must be configured to trigger “Once Per Bar Close” in order to avoid false triggers (or repainting), all this indicator’s alerts are designed to trigger using previous bar information since the indicator’s calculations in the realtime bar are not exact. Markers are not plotted with a negative offset; they appear at the beginning of the realtime bar following confirmation of the marker’s condition on the previous bar. Alerts for this indicator should thus be configured to trigger “Once Per Bar” so they trigger at the beginning of the realtime bar. Note that the penalty is not that great, as it is simply the instant between the close of the previous realtime bar and the opening of the next. The advantage of using this technique is that the indicator does not repaint; a marker that appears at the beginning of the realtime bar will never disappear. - The script only plots information that is reliable in the realtime bar, i.e., total volume and markers. All other plots are set to n/a to prevent misleading traders. - When the difference between the chart’s resolution and the lower resolution is too important, volume columns will not calculate for all bars in the dataset. On Delta Volume Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by 2 different traders. There is no such thing as “buy only” or “sell only” volume, but trader lingo is riddled with original fabulations. Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s numbers are more precise because it analyses a number of intrabars to calculate its information, it uses the exact same imperfect logic to calculate its buying/selling/neutral sections. Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our so-called buying/selling volume information will always be a mere proxy. Divergences You may wonder how there can be divergences between buying/selling volume information and price movement. This will sometimes be due to the methodology’s shortcomings we have just discussed, but divergences may also occur in instances where because of order book structure, it takes less volume to increase the price of an asset than it takes to decrease it. As usual, divergences are points of interest because they reveal imbalances, which may or may not become turning points. I do not share the overwhelming enthusiasm traders have for divergences. To your pattern-hungry brain, the orange bars this indicator shows on chart will—as divergences on other indicators do–appear to often indicate turnarounds. My opinion is that reality is generally quite sobering, as many who have tried building automated rules based on divergences will tell you. I do not have hard numbers on the lack of performance of divergences—only many failed attempts to make them perform, which a few experienced strategy modelers I know share with me. Please don’t try to read too much into them. While they look great on past data, I find they are often difficult to use in realtime to make bets with good odds. Thanks to: - A guy called Kuan who commented on a Backtest Rookies presentation of an intrabar delta volume indicator using a for loop. The heart of “my” indicator is code borrowed from Kuan; I just built a hopefully useful wrapper around it. - @theheirophant, my partner in the exploration of the sometimes weird abysses of security() ’s behavior at lower resolutions.
อินดิเคเตอร์ Pine Script®
โดย LucF
69
How to avoid repainting when using security() - PineCoders FAQNOTE The non-repainting technique in this publication that relies on bar states is now deprecated, as we have identified inconsistencies that undermine its credibility as a universal solution. The outputs that use the technique are still available for reference in this publication. However, we do not endorse its usage. See this publication for more information about the current best practices for requesting HTF data and why they work. This indicator shows how to avoid repainting when using the security() function to retrieve information from higher timeframes. What do we mean by repainting? Repainting is used to describe three different things, in what we’ve seen in TV members comments on indicators: 1. An indicator showing results that change during the realtime bar, whether the script is using the security() function or not, e.g., a Buy signal that goes on and then off, or a plot that changes values. 2. An indicator that uses future data not yet available on historical bars. 3. An indicator that uses a negative offset= parameter when plotting in order to plot information on past bars. The repainting types we will be discussing here are the first two types, as the third one is intentional—sometimes even intentionally misleading when unscrupulous script writers want their strategy to look better than it is. Let’s be clear about one thing: repainting is not caused by a bug ; it is caused by the different context between historical bars and the realtime bar, and script coders or users not taking the necessary precautions to prevent it. Why should repainting be avoided? Repainting matters because it affects the behavior of Pine scripts in the realtime bar, where the action happens and counts, because that is when traders (or our systems) take decisions where odds must be in our favor. Repainting also matters because if you test a strategy on historical bars using only OHLC values, and then run that same code on the realtime bar with more than OHLC information, scripts not properly written or misconfigured alerts will alter the strategy’s behavior. At that point, you will not be running the same strategy you tested, and this invalidates your test results , which were run while not having the additional price information that is available in the realtime bar. The realtime bar on your charts is only one bar, but it is a very important bar. Coding proper strategies and indicators on TV requires that you understand the variations in script behavior and how information available to the script varies between when the script is running on historical and realtime bars. How does repainting occur? Repainting happens because of something all traders instinctively crave: more information. Contrary to trader lure, more information is not always better. In the realtime bar, all TV indicators (a.k.a. studies ) execute every time price changes (i.e. every tick ). TV strategies will also behave the same way if they use the calc_on_every_tick = true parameter in their strategy() declaration statement (the parameter’s default value is false ). Pine coders must decide if they want their code to use the realtime price information as it comes in, or wait for the realtime bar to close before using the same OHLC values for that bar that would be used on historical bars. Strategy modelers often assume that using realtime price information as it comes in the realtime bar will always improve their results. This is incorrect. More information does not necessarily improve performance because it almost always entails more noise. The extra information may or may not improve results; one cannot know until the code is run in realtime for enough time to provide data that can be analyzed and from which somewhat reliable conclusions can be derived. In any case, as was stated before, it is critical to understand that if your strategy is taking decisions on realtime tick data, you are NOT running the same strategy you tested on historical bars with OHLC values only. How do we avoid repainting? It comes down to using reliable information and properly configuring alerts, if you use them. Here are the main considerations: 1. If your code is using security() calls, use the syntax we propose to obtain reliable data from higher timeframes. 2. If your script is a strategy, do not use the calc_on_every_tick = true parameter unless your strategy uses previous bar information to calculate. 3. If your script is a study and is using current timeframe information that is compared to values obtained from a higher timeframe, even if you can rely on reliable higher timeframe information because you are correctly using the security() function, you still need to ensure the realtime bar’s information you use (a cross of current close over a higher timeframe MA, for example) is consistent with your backtest methodology, i.e. that your script calculates on the close of the realtime bar. If your system is using alerts, the simplest solution is to configure alerts to trigger Once Per Bar Close . If you are not using alerts, the best solution is to use information from the preceding bar. When using previous bar information, alerts can be configured to trigger Once Per Bar safely. What does this indicator do? It shows results for 9 different ways of using the security() function and illustrates the simplest and most effective way to avoid repainting, i.e. using security() as in the example above. To show the indicator’s lines the most clearly, price on the chart is shown with a black line rather than candlesticks. This indicator also shows how misusing security() produces repainting. All combinations of using a 0 or 1 offset to reference the series used in the security() , as well as all combinations of values for the gaps= and lookahead= parameters are shown. The close in the call labeled “BEST” means that once security has reached the upper timeframe (1 day in our case), it will fetch the previous day’s value. The gaps= parameter is not specified as it is off by default and that is what we need. This ensures that the value returned by security() will not contain na values on any of our chart’s bars. The lookahead security() to use the last available value for the higher timeframe bar we are using (the previous day, in our case). This ensures that security() will return the value at the end of the higher timeframe, even if it has not occurred yet. In our case, this has no negative impact since we are requesting the previous day’s value, with has already closed. The indicator’s Settings/Inputs allow you to set: - The higher timeframe security() calls will use - The source security() calls will use - If you want identifying labels printed on the lines that have no gaps (the lines containing gaps are plotted using very thick lines that appear as horizontal blocks of one bar in length) For the lines to be plotted, you need to be on a smaller timeframe than the one used for the security() calls. Comments in the code explain what’s going on. Look first. Then leap.
อินดิเคเตอร์ Pine Script®
โดย PineCoders
173
PA SystemPA System - Price Action Trading System 价格行为交易系统 📊 概述 / Overview PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems. PA System 是一个综合性价格行为交易指标，结合了Smart Money概念(SMC)、市场结构分析和多时间框架确认，用于识别高概率交易机会。适用于手动交易者和算法交易系统。 ✨ 核心特性 / Key Features 🎯 Four-Phase Signal System / 四阶段信号系统 H1 (First Pullback) - Initial bullish retracement in uptrend H2 (Confirmed Entry) - Breakout confirmation for long entries L1 (First Bounce) - Initial bearish bounce in downtrend L2 (Confirmed Entry) - Breakdown confirmation for short entries 中文说明： H1（首次回调） - 上升趋势中的初次回撤信号 H2（确认入场） - 突破确认的做多入场点 L1（首次反弹） - 下降趋势中的初次反弹信号 L2（确认入场） - 跌破确认的做空入场点 📐 Market Structure Detection / 市场结构识别 HH (Higher High) - Uptrend confirmation / 上升趋势确认 HL (Higher Low) - Bullish pullback / 多头回调 LH (Lower High) - Bearish bounce / 空头反弹 LL (Lower Low) - Downtrend confirmation / 下降趋势确认 💎 Smart Money Concepts (SMC) / 智能资金概念 BoS (Break of Structure) - Trend continuation signal / 趋势延续信号 CHoCH (Change of Character) - Potential trend reversal / 潜在趋势反转 📈 Dynamic Trendlines / 动态趋势线 Auto-drawn support and resistance trendlines / 自动绘制支撑阻力趋势线 Real-time extension to current bar / 实时延伸至当前K线 Slope-filtered for accuracy / 斜率过滤确保准确性 🎚️ Multi-Timeframe Analysis / 多时间框架分析 Higher timeframe trend filter (default 4H) / 大周期趋势过滤（默认4小时） Prevents counter-trend trades / 防止逆势交易 Configurable timeframe / 可配置时间周期 📊 Volume Confirmation / 成交量确认 Filters signals based on volume strength / 基于成交量强度过滤信号 20-period volume MA comparison / 与20期成交量均线对比 High-volume bars highlighted / 高成交量K线高亮显示 🎯 Risk Management Tools / 风险管理工具 Automatic SL/TP calculation and display / 自动计算并显示止损止盈 Visual stop loss and take profit lines / 可视化止损止盈线条 Risk percentage and R:R ratio display / 显示风险百分比和盈亏比 Dynamic stop loss sizing (0.3% - 1.5%) / 动态止损范围（0.3% - 1.5%） 📱 Real-Time Alerts / 实时警报 Instant notifications on H2/L2 signals / H2/L2信号即时通知 Webhook support for automation / 支持Webhook自动化 Mobile, email, and popup alerts / 手机、邮件和弹窗警报 📊 Professional Dashboard / 专业仪表盘 Real-time market state (CHANNEL/RANGE/BREAKOUT) / 实时市场状态 Local and MTF trend indicators / 本地及大周期趋势指标 Order flow status (HIGH VOL / LOW VOL) / 订单流状态 Last signal tracker / 最新信号追踪 🔧 参数设置 / Parameter Settings Structure Settings / 结构设置 Parameter Default Range Description Swing Length / 摆动长度 5 2-20 Pivot detection sensitivity / 枢轴点检测灵敏度 Trend Confirm Bars / 趋势确认根数 3 2-10 Consecutive bars for breakout / 突破所需连续K线数 Channel ATR Mult / 通道ATR倍数 2.0 1.0-5.0 Range detection threshold / 区间检测阈值 Signal Settings / 信号设置 Parameter Default Description Enable H2 Longs / 启用H2做多 ✅ Toggle long signals / 开关做多信号 Enable L2 Shorts / 启用L2做空 ✅ Toggle short signals / 开关做空信号 Micro Range Length / 微平台长度 3 Breakout detection bars / 突破检测K线数 Close Strength / 收盘强度 0.6 Minimum close position in bar / K线内最小收盘位置 Filter Settings / 过滤设置 Parameter Default Description Use MTF Filter / 大周期过滤 ✅ Enable higher timeframe filter / 启用大周期过滤 MTF Timeframe / 大周期时间框架 240 (4H) Higher timeframe period / 大周期时间 Use Volume Filter / 成交量过滤 ✅ Require high volume confirmation / 需要高成交量确认 Volume MA Length / 成交量均线周期 20 Volume comparison period / 成交量对比周期 Fast EMA / 快速EMA 20 Short-term trend / 短期趋势 Slow EMA / 慢速EMA 50 Long-term trend / 长期趋势 Risk Management / 风险管理 Parameter Default Description Risk % / 风险百分比 1.0% Risk per trade / 每笔交易风险 R:R Ratio / 盈亏比 2.0 Reward to risk ratio / 盈亏比率 Max SL ATR / 最大止损ATR 3.0 Maximum stop loss in ATR / 最大止损ATR倍数 Min SL % / 最小止损百分比 0.3% Minimum stop loss percentage / 最小止损百分比 Max SL % / 最大止损百分比 1.5% Maximum stop loss percentage / 最大止损百分比 📖 使用方法 / How to Use 1. 基础设置 / Basic Setup For Day Trading (5-15 min charts) / 日内交易（5-15分钟图） text Swing Length: 5 MTF Timeframe: 240 (4H) Risk %: 1.0% R:R: 2.0 For Swing Trading (1-4H charts) / 波段交易（1-4小时图） text Swing Length: 8 MTF Timeframe: D (Daily) Risk %: 0.5% R:R: 3.0 For Scalping (1-5 min charts) / 剥头皮（1-5分钟图） text Swing Length: 3 MTF Timeframe: 60 (1H) Risk %: 0.5% R:R: 1.5 Use Volume Filter: ✅ 2. 信号识别 / Signal Identification Long Entry / 做多入场 ✅ Dashboard shows "Local Trend: BULL" / 仪表盘显示"本地趋势：多头" ✅ MTF Trend shows "BULLISH" / 大周期趋势显示"看涨" ✅ Green circle (H1) appears below bar / 绿色圆点(H1)出现在K线下方 ⏳ Wait for H2 signal (green triangle ▲) / 等待H2信号（绿色三角▲） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of H2 bar / 在H2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 Short Entry / 做空入场 ✅ Dashboard shows "Local Trend: BEAR" / 仪表盘显示"本地趋势：空头" ✅ MTF Trend shows "BEARISH" / 大周期趋势显示"看跌" ✅ Red circle (L1) appears above bar / 红色圆点(L1)出现在K线上方 ⏳ Wait for L2 signal (red triangle ▼) / 等待L2信号（红色倒三角▼） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of L2 bar / 在L2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 3. 警报设置 / Alert Setup Step-by-Step / 分步操作 Click the "⏰" alert icon on chart / 点击图表上的"⏰"警报图标 Select "PA System - Indicator Version" / 选择"PA System (V1.1) - Indicator Version" Condition: "Any alert() function call" / 条件：选择"Any alert() function call" Choose notification method: / 选择通知方式： 📱 Mobile Push / 手机推送 📧 Email / 邮件 🔗 Webhook URL (for automation) / Webhook网址（用于自动化） Set frequency: "Once Per Bar Close" / 频率：选择"Once Per Bar Close" Click "Create" / 点击"创建" Webhook Example for IBKR API / IBKR API的Webhook示例 json { "signal": "{{strategy.order.action}}", "ticker": "{{ticker}}", "entry": {{close}}, "stop_loss": {{plot_0}}, "take_profit": {{plot_1}}, "timestamp": "{{timenow}}" } 4. 交易管理 / Trade Management Position Sizing / 仓位计算 text Account: $10,000 Risk per Trade: 1% = $100 Entry Price: $690.45 Stop Loss: $687.38 Risk per Share: $690.45 - $687.38 = $3.07 Position Size: $100 / $3.07 = 32 shares Partial Profit Taking / 部分止盈 Close 50% position at 1:1 R:R / 在1:1盈亏比时平仓50% Move SL to breakeven / 移动止损至保本位 Let remaining 50% run to 2R target / 让剩余50%跑向2R目标 🎨 视觉元素说明 / Visual Elements Guide Chart Markers / 图表标记 Symbol Color Meaning ⚫ Small Circle / 小圆点 🟢 Green / 绿色 H1 - First bullish pullback / 首次多头回调 ▲ Triangle / 三角形 🟢 Green / 绿色 H2 - Confirmed long entry / 确认做多入场 ⚫ Small Circle / 小圆点 🔴 Red / 红色 L1 - First bearish bounce / 首次空头反弹 ▼ Inverted Triangle / 倒三角 🔴 Red / 红色 L2 - Confirmed short entry / 确认做空入场 Structure Labels / 结构标签 Label Position Meaning HH Above high / 高点上方 Higher High - Bullish / 更高的高点-看涨 HL Below low / 低点下方 Higher Low - Bullish / 更高的低点-看涨 LH Above high / 高点上方 Lower High - Bearish / 更低的高点-看跌 LL Below low / 低点下方 Lower Low - Bearish / 更低的低点-看跌 BoS/CHoCH Lines / 破位线条 Type Color Width Meaning BoS 🔵 Teal / 青色 2px Break of Structure - Trend continues / 结构突破-趋势延续 CHoCH 🔴 Red / 红色 2px Change of Character - Trend reversal / 性质改变-趋势反转 Trendlines / 趋势线 Type Color Style Meaning Bullish / 看涨 🔵 Teal / 青色 Solid / 实线 Uptrend support / 上升趋势支撑 Bearish / 看跌 🔴 Red / 红色 Solid / 实线 Downtrend resistance / 下降趋势阻力 Risk Lines / 风险线条 Type Color Style Meaning Stop Loss / 止损 🔴 Red / 红色 Dashed / 虚线 Suggested stop loss level / 建议止损位 Take Profit / 止盈 🟢 Green / 绿色 Dashed / 虚线 Suggested take profit level / 建议止盈位 Dashboard Colors / 仪表盘颜色 Status Color Meaning BULL / 多头 🟢 Green / 绿色 Bullish trend / 看涨趋势 BEAR / 空头 🔴 Red / 红色 Bearish trend / 看跌趋势 NEUTRAL / 中性 ⚪ Gray / 灰色 No clear trend / 无明确趋势 BREAKOUT / 突破 🟡 Lime / 黄绿 Strong momentum / 强劲动能 HIGH VOL / 高成交量 🔵 Cyan / 青色 High volume confirmation / 高成交量确认 💡 交易策略建议 / Trading Strategy Tips ✅ High Probability Setups / 高概率设置 Trend Alignment / 趋势一致 Local Trend = BULL + MTF Trend = BULLISH / 本地多头 + 大周期看涨 Or: Local Trend = BEAR + MTF Trend = BEARISH / 或：本地空头 + 大周期看跌 Volume Confirmation / 成交量确认 H2/L2 signal appears with cyan volume bar / H2/L2信号伴随青色成交量柱 Volume > 20-period MA / 成交量 > 20期均线 Trendline Support / 趋势线支撑 H2 appears near bullish trendline / H2出现在看涨趋势线附近 L2 appears near bearish trendline / L2出现在看跌趋势线附近 BoS Confirmation / BoS确认 Recent BoS in same direction / 最近同方向的BoS No CHoCH against the trade / 无逆向的CHoCH ❌ Avoid These Setups / 避免这些情况 Conflicting Trends / 趋势冲突 Local BULL but MTF BEARISH / 本地多头但大周期看跌 Market State = RANGE / 市场状态 = 区间 Low Volume / 低成交量 Order Flow shows "LOW VOL" / 订单流显示"低成交量" Volume bar is red (below MA) / 成交量柱为红色（低于均线） Against Trendline / 逆趋势线 Shorting at bullish trendline support / 在看涨趋势线支撑处做空 Buying at bearish trendline resistance / 在看跌趋势线阻力处做多 Recent CHoCH / 近期CHoCH CHoCH appeared within 10 bars / 10根K线内出现CHoCH Potential trend reversal zone / 潜在趋势反转区域 🔄 优化建议 / Optimization Tips For Different Markets / 针对不同市场 Stocks / 股票 text Swing Length: 5-8 MTF: 240 (4H) or D (Daily) Risk %: 0.5-1.0% Best on: SPY, QQQ, AAPL, TSLA Forex / 外汇 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-2.0% Best on: EUR/USD, GBP/USD, USD/JPY Use Volume Filter: OFF (Forex volume is unreliable) Crypto / 加密货币 text Swing Length: 3-5 MTF: 240 (4H) Risk %: 0.5-1.0% (high volatility) Max SL %: 2.0-3.0% Best on: BTC, ETH, SOL Futures / 期货 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-1.5% Best on: ES, NQ, RTY, CL 🤖 自动化集成 / Automation Integration Python + IBKR API Example / Python + IBKR API示例 python import requests from ib_insync import * def handle_tradingview_alert(alert_data): """ Receives webhook from TradingView alert 接收来自TradingView警报的webhook """ signal = alert_data # "H2 LONG" or "L2 SHORT" ticker = alert_data # "SPY" entry = alert_data # 690.45 stop_loss = alert_data # 687.38 take_profit = alert_data # 696.59 # Connect to IBKR ib = IB() ib.connect('127.0.0.1', 7497, clientId=1) # Create contract contract = Stock(ticker, 'SMART', 'USD') # Calculate position size (1% risk) account_value = ib.accountValues() .value risk_amount = float(account_value) * 0.01 risk_per_share = abs(entry - stop_loss) quantity = int(risk_amount / risk_per_share) # Place order if "LONG" in signal: order = MarketOrder('BUY', quantity) else: order = MarketOrder('SELL', quantity) trade = ib.placeOrder(contract, order) # Set stop loss and take profit ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss)) ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit)) ib.disconnect() TradersPost Integration / TradersPost集成 Create TradersPost account / 创建TradersPost账户 Connect IBKR broker / 连接IBKR券商 Get Webhook URL / 获取Webhook网址 Add to TradingView alert / 添加到TradingView警报 Test with paper trading / 用模拟账户测试 📊 性能指标 / Performance Metrics Expected Performance (Backtested) / 预期表现（回测） Metric Value Notes Win Rate / 胜率 60-75% With all filters enabled / 启用所有过滤器 Avg R:R / 平均盈亏比 1.8-2.2 Using 2R target / 使用2R目标 Max Drawdown / 最大回撤 8-12% 1% risk per trade / 每笔1%风险 Profit Factor / 盈利因子 1.8-2.5 Trend-following bias / 趋势跟随偏向 Best Markets / 最佳市场 Trending Avoid ranging markets / 避免区间市场 ⚠️ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first. ⚠️ 免责声明：历史表现不保证未来结果。请先在模拟账户测试。 🛠️ 故障排除 / Troubleshooting Problem: No signals appearing / 问题：没有信号出现 Solution / 解决方案: Disable MTF Filter temporarily / 暂时关闭大周期过滤 Disable Volume Filter / 关闭成交量过滤 Reduce Swing Length to 3 / 将摆动长度降至3 Check if market is ranging (no clear trend) / 检查市场是否处于区间（无明确趋势） Problem: Too many signals / 问题：信号太多 Solution / 解决方案: Enable MTF Filter / 启用大周期过滤 Enable Volume Filter / 启用成交量过滤 Increase Swing Length to 8 / 将摆动长度增至8 Enable Break Filter / 启用破位过滤 Problem: Alerts not working / 问题：警报不工作 Solution / 解决方案: Check "Enable Alerts" is ON / 检查"启用警报"已开启 Verify alert condition is "Any alert() function call" / 确认警报条件为"Any alert() function call" Check notification settings in TradingView / 检查TradingView通知设置 Test alert with "Test" button / 用"测试"按钮测试警报 Problem: SL/TP lines not showing / 问题：止损止盈线不显示 Solution / 解决方案: Enable "Show SL/TP Labels" in settings / 在设置中启用"显示止损止盈标签" Check if signal is recent (lines expire after 10 bars) / 检查信号是否近期（线条在10根K线后消失） Zoom in to see lines more clearly / 放大图表以更清楚地看到线条 📚 常见问题 FAQ Q1: Can I use this on any timeframe? / 可以在任何时间框架使用吗？ A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading). 可以，但在5分钟-4小时图表效果最佳。推荐：15分钟（日内交易），1小时（波段交易）。 Q2: Do I need to enable all filters? / 需要启用所有过滤器吗？ A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended. 不需要。从全部启用开始，然后根据风险承受能力禁用。强烈推荐MTF过滤器。 Q3: Can I automate this with IBKR? / 可以与IBKR自动化吗？ A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above. 可以！使用TradingView警报 + Webhook + Python脚本 + IBKR API。参见上方自动化示例。 Q4: What's the difference between Strategy and Indicator version? / 策略版和指标版有什么区别？ A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator. 策略版=仅回测。指标版=实时警报+自动化。两者结合使用：用策略版回测，用指标版交易。 Q5: Why does H2 appear but no trade? / 为什么出现H2但没有交易？ A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts. 这是指标，不是策略。你需要手动下单或通过警报使用自动化。 ⚖️ 免责声明 / Disclaimer IMPORTANT / 重要提示: This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always: 本指标仅供教育目的。交易涉及重大亏损风险。历史表现不保证未来结果。请务必： ✅ Test in paper trading first / 先在模拟账户测试 ✅ Use proper risk management (1-2% max per trade) / 使用适当风险管理（每笔最多1-2%） ✅ Never risk more than you can afford to lose / 永远不要冒超出承受能力的风险 ✅ Understand the strategy before using / 使用前理解策略原理 Not financial advice. Trade at your own risk. 非投资建议。交易风险自负。
อินดิเคเตอร์ Pine Script®
โดย Yistle
Squeeze Momentum with Trend Exhaustion# Squeeze Momentum + Trend Exhaustion Indicator ## Complete User Manual --- ## Table of Contents 1. (#what-this-indicator-does) 2. (#visual-components) 3. (#market-states) 4. (#how-to-read-signals) 5. (#trading-examples) 6. (#configuration-guide) 7. (#best-practices) --- ## What This Indicator Does This indicator combines two powerful concepts to identify complete market cycles: ### 1. Squeeze Momentum (LazyBear) Detects **volatility compression** (consolidation) and subsequent **expansion** (breakout). **Think of it like:** A spring being compressed, then released. ### 2. Multi-Timeframe Trend Exhaustion Measures how far price has moved from its moving averages across multiple timeframes. **Think of it like:** A rubber band being stretched—eventually it must snap back. ### The Complete Cycle ``` Consolidation → Breakout → Trend → Exhaustion → Reversion → Consolidation ``` This indicator shows you exactly where you are in this cycle. --- ## Visual Components ### Main Panel (Bottom) | Element | What It Looks Like | Meaning | |---------|-------------------|---------| | **Colored Bars** | Green/Red histogram | Momentum strength and direction | | **Filled Area** | Yellow/Lime/Red gradient area | Price extension from moving averages | | **Cross at Zero** | Black/Gray/Blue cross | Squeeze state (volatility) | | **Dashed Lines** | Horizontal red/green lines | Extension thresholds (±2σ scaled) | --- ### 1. Momentum Histogram (Colored Bars) | Color | Direction | Meaning | |-------|-----------|---------| | **Bright Green** (Lime) | Up ↑ | Strong bullish momentum (increasing) | | **Dark Green** | Up ↑ | Weak bullish momentum (decreasing) | | **Bright Red** | Down ↓ | Strong bearish momentum (increasing) | | **Dark Red** (Maroon) | Down ↓ | Weak bearish momentum (decreasing) | **Key insight:** When bars change from bright to dark, momentum is fading. --- ### 2. Extension Area (Filled Gradient) Shows how extended price is from its moving averages across 5 timeframes (5m, 15m, 1h, 4h, Daily). | Color | Position | Meaning | |-------|----------|---------| | **Red** | High above zero | Severely overbought (>2σ scaled) | | **Orange/Yellow** | Above zero | Moderately overbought | | **Lime/Green** | Below zero | Moderately oversold | | **Teal** | Deep below zero | Severely oversold (<-2σ scaled) | **The area is scaled 3x** for better visibility. Actual values shown in table. **Reading it:** - **Area touching upper dashed line** = Price very far above averages (exhaustion territory) - **Area touching lower dashed line** = Price very far below averages (exhaustion territory) - **Area near zero** = Price near its averages (normal/neutral) --- ### 3. Squeeze Indicator (Cross at Zero Line) | Color | Status | Meaning | |-------|--------|---------| | **Black** ⚫ | Squeeze ON | Bollinger Bands inside Keltner Channels → Low volatility, consolidation | | **Gray** ⚪ | Squeeze OFF | Bollinger Bands outside Keltner Channels → Volatility expanding, breakout | | **Blue** 🔵 | No Squeeze | Normal volatility conditions | **Critical:** The transition from Black → Gray is where explosive moves begin. --- ### 4. Entry/Exit Signals | Symbol | Type | Meaning | |--------|------|---------| | 🔺 **Large Green Triangle** | HC Long Entry | High Confidence long setup (Squeeze OFF + Oversold + Confluence) | | 🔻 **Large Red Triangle** | HC Short Entry | High Confidence short setup (Squeeze OFF + Overbought + Confluence) | | 🔺 Small green | Medium Long | Long setup without full confluence | | 🔻 Small red | Medium Short | Short setup without full confluence | | ✕ Orange X | Exit Long | Close long positions (exhaustion detected) | | ✕ Teal X | Exit Short | Close short positions (exhaustion detected) | **Trade only the LARGE triangles** for highest probability setups. --- ## Market States The indicator identifies 7 distinct market states shown in the info table. ### State 1: 💤 CONSOLIDATION **Conditions:** - Squeeze: ON (black cross) - Extension: Near zero (±1σ) - Momentum: Contracting **What's happening:** Price is range-bound, volatility dying down. Spring is being compressed. **Action:** **WAIT.** Do not trade. Set alerts for Squeeze OFF. --- ### State 2: ⚡ BREAKOUT BULL / BEAR **Conditions:** - Squeeze: OFF (gray cross) ← **Key trigger** - Extension: Still moderate - Momentum: Strong directional move (bright green or red bars) **What's happening:** Volatility explosion. Spring released. This is the start of a new trend. **Action:** **ENTER** in direction of momentum. - ⚡ BREAKOUT BULL → Go LONG - ⚡ BREAKOUT BEAR → Go SHORT **Best scenario:** Breakout from oversold/overbought levels (confluence with exhaustion indicator). --- ### State 3: ↗️ TRENDING UP / ↘️ TRENDING DOWN **Conditions:** - Squeeze: OFF or No Squeeze - Extension: Growing (1σ to 2σ) - Momentum: Sustained strong bars **What's happening:** Trend in progress. Price moving away from averages. **Action:** **HOLD** positions. Let winners run. Don't fight the trend. --- ### State 4: ⚠️ EXTENDED UP / DOWN **Conditions:** - Extension: Above 2σ threshold - Momentum: Still strong (bright bars) - Confluence: May be weak **What's happening:** Price stretched but still has power. Caution zone. **Action:** **CAUTION.** Don't enter new positions. Tighten stops on existing positions. --- ### State 5: 🔴 EXHAUSTION BULL / 🟢 EXHAUSTION BEAR **Conditions:** - Extension: >2σ (touching dashed lines) - Momentum: Fading (bright bars turning dark) - Velocity: Decreasing - Confluence: 3/5 or better **What's happening:** Rubber band stretched to maximum. Trend running out of energy. **Action:** **EXIT** positions. - 🔴 EXHAUSTION BULL → Close LONGS, consider SHORT - 🟢 EXHAUSTION BEAR → Close SHORTS, consider LONG **This is the highest probability reversal signal.** --- ### State 6: ➡️ TRENDING (Neutral Direction) **Conditions:** - Price trending but without clear momentum direction changes **Action:** **HOLD** or wait for clearer signals. --- ### State 7: — NEUTRAL **Conditions:** - Extension near zero - No squeeze - Weak momentum **Action:** No trade. Wait for setup. --- ## How to Read Signals ### Perfect Long Entry (High Confidence ⭐) **Requirements (all must be true):** 1. ⚫→⚪ Squeeze just turned OFF (gray cross) 2. 📊 Momentum bars bright GREEN and rising 3. 🔻 Extension area BELOW lower dashed line (oversold) 4. ⭐ Confluence: 3/5 or more timeframes agree (shown as "🔻" in table) **Visual:** Large green triangle appears **What this means:** Price was oversold across multiple timeframes, consolidated, and is now breaking out upward with fresh momentum. **Entry:** Next candle after signal **Stop Loss:** Below recent consolidation low **Take Profit:** When extension area crosses back above zero, or when exit signal appears --- ### Perfect Short Entry (High Confidence ⭐) **Requirements (all must be true):** 1. ⚫→⚪ Squeeze just turned OFF (gray cross) 2. 📊 Momentum bars bright RED and falling 3. 🔺 Extension area ABOVE upper dashed line (overbought) 4. ⭐ Confluence: 3/5 or more timeframes agree (shown as "🔺" in table) **Visual:** Large red triangle appears **What this means:** Price was overbought across multiple timeframes, consolidated, and is now breaking down with fresh momentum. **Entry:** Next candle after signal **Stop Loss:** Above recent consolidation high **Take Profit:** When extension area crosses back below zero, or when exit signal appears --- ### Exit Signals #### Exit Long (Orange X) **Appears when:** - Extension area reaches upper dashed line (>2σ) - Momentum bars turning from bright green to dark green - Price losing upward velocity **Action:** Close 50-100% of position. Move stop to breakeven on remainder. #### Exit Short (Teal X) **Appears when:** - Extension area reaches lower dashed line (<-2σ) - Momentum bars turning from bright red to dark red - Price losing downward velocity **Action:** Close 50-100% of position. Move stop to breakeven on remainder. --- ### Medium Confidence Signals (Small Triangles) These appear when squeeze is OFF and momentum is directional, but: - Extension is only moderate (not extreme), OR - Confluence is weak (<3/5 timeframes) **How to trade:** - Use smaller position size (50% of normal) - Tighter stops - Only take if other factors align (support/resistance, volume, etc.) --- ## Trading Examples ### Example 1: Classic Squeeze Play into Trend ``` Step 1: CONSOLIDATION (💤) Chart: Price moving sideways for 10-20 candles Indicator: Black cross at zero (Squeeze ON) Extension: Yellow/Lime area near zero line Action: Set alert for Squeeze OFF Step 2: BREAKOUT (⚡) Chart: Strong green candle breaks resistance Indicator: Cross turns GRAY (Squeeze OFF) Bright GREEN momentum bars appear Extension area still near zero or slightly below Signal: Large green triangle appears Action: ENTER LONG Stop loss below consolidation Target: Extension upper line Step 3: TRENDING (↗️) Chart: Series of higher highs and higher lows Indicator: Momentum bars stay bright green Extension area rising toward upper line Area color transitions yellow → orange → red Action: HOLD, trailing stop Step 4: EXHAUSTION (🔴) Chart: Price makes new high but with smaller candle Indicator: Extension area touches upper dashed line Momentum bars turn DARK green (weakening) Orange X appears Table shows "EXHAUSTION BULL" Action: EXIT position Book profits Step 5: REVERSION Chart: Price falls back toward moving averages Indicator: Extension area shrinks back toward zero Red momentum bars appear Action: Wait for next setup ``` **Result:** Caught the entire trend from breakout to exhaustion. --- ### Example 2: Failed Breakout (What NOT to Trade) ``` Situation: - Squeeze OFF (gray cross) ✓ - Momentum bars bright green ✓ - BUT extension area ABOVE upper line (already overbought) ✗ - Confluence shows 1/5 (only one timeframe agrees) ✗ Indicator: Small green triangle (medium confidence) or no triangle What happens: Price makes small move up, then reverses Lesson: Don't chase extended moves even if squeeze fires. Wait for price to be on the RIGHT SIDE of the extension lines. ``` --- ### Example 3: Exhaustion Reversal Trade ``` Step 1: EXTENDED (⚠️) Chart: Strong uptrend for days Indicator: Extension area deep in red zone (>2σ) Momentum still bright green but starting to shorten Table: "EXTENDED UP" / "CAUTION LONG" Action: Watch closely, tighten stops Step 2: EXHAUSTION (🔴) Chart: Price makes final push but with decreasing volume Indicator: Momentum bars turn DARK green Orange X appears Table: "EXHAUSTION BULL" + "4/5 🔺" Action: CLOSE any longs Consider SHORT entry Step 3: SQUEEZE FORMS (Optional) Chart: Price starts consolidating Indicator: Cross turns BLACK (Squeeze ON) Extension area falling toward zero Action: Wait for Squeeze OFF to confirm reversal Step 4: BREAKOUT DOWN (⚡) Indicator: Cross turns GRAY Bright RED momentum bars Large red triangle appears Action: ENTER SHORT (reversal confirmed) ``` **Result:** Exited at the top, caught the reversal. --- ## Configuration Guide ### Recommended Settings by Timeframe #### For 4H Charts (Swing Trading) ``` Squeeze Settings: (defaults are fine) - BB Length: 20 - BB MultFactor: 2.0 - KC Length: 20 - KC MultFactor: 1.5 Exhaustion TFs: - TF1: 15m - TF2: 1h - TF3: 4h - TF4: 12h or Daily - TF5: Daily or Weekly Extension Threshold: 2.0σ Min Confluence: 3/5 ``` #### For 1H Charts (Day Trading) ``` Squeeze Settings: (defaults) Exhaustion TFs: - TF1: 5m - TF2: 15m - TF3: 1h - TF4: 4h - TF5: Daily Extension Threshold: 2.0σ Min Confluence: 3/5 ``` #### For 15m Charts (Scalping) ``` Squeeze Settings: - BB Length: 15 - KC Length: 15 Exhaustion TFs: - TF1: 1m - TF2: 5m - TF3: 15m - TF4: 1h - TF5: 4h Extension Threshold: 2.5σ (higher to avoid noise) Min Confluence: 4/5 (more strict) ``` --- ### Understanding the Table Located in top-right corner: | Row | Meaning | |-----|---------| | **Market State** | Current cycle phase (Consolidation/Breakout/Trending/Exhaustion) | | **Squeeze** | 🔴 ON / 🟢 OFF / 🔵 No | | **Momentum** | ↑ Bull / ↓ Bear / ~ Weak / — Neutral | | **Extension** | Actual value in standard deviations (σ) - NOT scaled | | **Confluence** | How many timeframes agree (X/5 🔺 or 🔻) | | **Velocity** | Speed of extension change (↑ increasing, ↓ decreasing) | | **ACTION** | What to do right now | **Most important rows:** 1. **Market State** - Quick glance at current cycle 2. **Confluence** - Determines signal quality 3. **ACTION** - Direct guidance --- ## Best Practices ### ✅ DO 1. **Wait for High Confidence signals** (large triangles) - Don't trade every small signal - Quality over quantity 2. **Use the complete cycle** - Enter on Breakout (⚡) - Hold through Trending (↗️/↘️) - Exit on Exhaustion (🔴/🟢) 3. **Respect confluence** - 4/5 or 5/5 = Excellent probability - 3/5 = Good probability - 1-2/5 = Skip 4. **Combine with price action** - Support/resistance levels - Volume confirmation - Candlestick patterns 5. **Set alerts** - "Squeeze OFF" - Don't miss breakouts - "HC Long Setup" / "HC Short Setup" - "Exit Long" / "Exit Short" 6. **Scale positions** - Enter 50% on signal - Add 25% if extension confirms - Add final 25% if momentum sustains 7. **Use proper risk management** - Stop loss: Below/above consolidation - Position size: 1-2% account risk - Take profit: Extension targets or signals --- ### ❌ DON'T 1. **Don't trade Consolidation state** - Black cross (Squeeze ON) = Wait mode - No signals during consolidation 2. **Don't chase Extended moves** - If extension already >2σ when Squeeze fires - Even if momentum looks good - Wait for reversion first 3. **Don't fight strong trends** - If extension is growing and momentum strong - Don't counter-trend trade - Wait for exhaustion signals 4. **Don't ignore velocity** - If velocity is ↑ and extension high = still dangerous - If velocity is ↓ and extension high = safer reversal 5. **Don't trade low confluence** - 1/5 or 2/5 = Different timeframes disagree - High chance of false signal 6. **Don't use blindly** - Check overall market context - Major news events can override signals - Trend on higher timeframe matters 7. **Don't overtrade** - Good setups are rare (that's why they work) - Wait for complete setup formation --- ## Quick Reference Card ### Signal Quality Checklist **⭐⭐⭐ PERFECT SETUP (Trade this)** - Squeeze just turned OFF (⚫→⚪) - Momentum bright and directional - Extension >2σ (OPPOSITE direction of entry) - Confluence ≥3/5 - Large triangle signal - Action says "LONG/SHORT ENTRY ⭐" **⭐⭐ GOOD SETUP (Trade with caution)** - Squeeze OFF - Momentum directional - Extension moderate - Confluence ≥3/5 - Small triangle or Action confirms **⭐ WEAK SETUP (Skip)** - Low confluence (<3/5) - Extension same direction as entry - Momentum weak or conflicting - Already in Extended/Exhaustion state --- ### State → Action Quick Guide | See This State | Do This | |---------------|---------| | 💤 CONSOLIDATION | Wait, set alerts | | ⚡ BREAKOUT | Enter in direction | | ↗️/↘️ TRENDING | Hold positions | | ⚠️ EXTENDED | Tighten stops, no new entries | | 🔴/🟢 EXHAUSTION | Exit, consider reversal | | — NEUTRAL | No trade | --- ## Troubleshooting **Q: Indicator shows Exhaustion but price keeps going** **A:** Check velocity and momentum. If still bright bars + velocity ↑, wait. True exhaustion needs momentum weakening. **Q: Too many false signals** **A:** Increase Min Confluence to 4/5. Use longer timeframe chart (4h instead of 1h). **Q: Missing good trades** **A:** Set alerts for "Squeeze OFF" and "HC Entry" signals. You can't watch charts 24/7. **Q: Extension area looks weird** **A:** Remember it's scaled 3x for visibility. Check table for actual values. **Q: Which timeframe is best?** **A:** 4H for swing trading, 1H for day trading. Lower = more signals but more noise. **Q: Can I use this with other indicators?** **A:** Yes! Combine with: - Volume profile - Support/resistance levels - Moving averages on chart - RSI for additional confirmation --- ## Final Thoughts This indicator gives you a complete picture of market structure: - **Where are we?** (Market State) - **Where are we going?** (Momentum) - **How far can it go?** (Extension) - **When will it reverse?** (Exhaustion) The key is **patience**. Wait for the complete setup: 1. Consolidation (⚫ Squeeze ON) 2. Breakout (⚪ Squeeze OFF) 3. Right extension direction (oversold for longs, overbought for shorts) 4. Strong confluence (3/5+) When all pieces align, you get high-probability trades with clear entries, targets, and exits. **Trade the cycle, not every wiggle.** --- ## Support & Updates For questions or suggestions, refer to the original script documentation or TradingView community. **Remember:** No indicator is perfect. Always use proper risk management and combine multiple forms of analysis. **Good trading! 📈**
อินดิเคเตอร์ Pine Script®
โดย Marianodipietra
Volume Profile VisionVolume Profile Vision - Complete Description Overview Volume Profile Vision (VPV) is an advanced volume profile indicator that visualizes where trading activity has occurred at different price levels over a specified time period. Unlike traditional volume indicators that show volume over time, this indicator displays volume distribution across price levels, helping traders identify key support/resistance zones, fair value areas, and potential reversal points. What Makes This Indicator Original Volume Profile Vision introduces several unique features not found in standard volume profile tools: Dual-Direction Histogram Display: Unlike conventional volume profiles that only show bars extending in one direction, VPV displays volume bars extending both left (into historical candles) and right (as a traditional histogram). This bi-directional approach allows traders to see exactly where historical price action intersected with high-volume nodes. Real-Time Candle Highlighting: The indicator dynamically highlights volume bars that intersect with the current candle's price range, making it immediately obvious which volume levels are currently in play. Four Professional Color Schemes: Each color scheme uses distinct gradient algorithms and visual encoding systems: Traffic Light: Uses red (POC), green (VA boundaries), yellow (HVN), with grayscale gradients outside the value area Aurora Glass: Modern cyan-to-magenta gradient with hot magenta POC highlighting Obsidian Precision: Professional dark theme with white POC and electric cyan accents Black Ice: Monochromatic cyan family with graduated intensity Adaptive Transparency System: Automatically adjusts bar transparency based on position relative to value area, with special handling for each color scheme to maintain visual clarity. Core Concepts & Calculations Volume Distribution Analysis The indicator divides the visible price range into user-defined price levels (default: 80 levels) and calculates the total volume traded at each level by: Scanning back through the specified lookback period (customizable or visible range) For each historical bar, determining which price levels the bar's high/low range intersects Accumulating volume for each intersected price level Optionally filtering by bullish/bearish volume only Point of Control (POC) The POC is the price level with the highest traded volume during the analyzed period. This represents the "fairest" price where most traders agreed on value. The indicator marks this with distinct coloring (red in Traffic Light, magenta in Aurora Glass, white in Obsidian Precision, cyan in Black Ice). Trading Significance: POC acts as a strong magnet for price - markets tend to return to fair value. When price is away from POC, traders watch for: Mean reversion opportunities when price is far from POC Rejection signals when price tests POC from above/below Breakout confirmation when price breaks through and holds beyond POC Value Area (VA) The Value Area encompasses the price range where a specified percentage (default: 68%) of all volume traded. This represents the range of "accepted value" by market participants. Calculation Method: Start at the POC (highest volume level) Expand upward and downward, adding adjacent price levels Always add the level with higher volume next Continue until accumulated volume reaches the VA percentage threshold Value Area High (VAH): Upper boundary of accepted value - acts as resistance Value Area Low (VAL): Lower boundary of accepted value - acts as support Trading Significance: Price spending time inside VA indicates market equilibrium Breakouts above VAH suggest bullish momentum shift Breakdowns below VAL suggest bearish momentum shift Returns to VA boundaries often provide high-probability entry zones High Volume Nodes (HVN) Price levels with volume exceeding a threshold percentage (default: 80%) of POC volume. These represent areas of strong agreement and consolidation. Trading Significance: HVNs act as strong support/resistance zones Price tends to consolidate at HVNs before making directional moves Breaking through an HVN often signals strong momentum Low Volume Nodes (LVN) Price levels within the Value Area with volume ≤30% of POC volume. These are zones price moved through quickly with minimal consolidation. Trading Significance: LVNs represent areas of rejection - price finds little acceptance Price tends to move rapidly through LVN zones Useful for setting stop-losses (below LVN for longs, above for shorts) Can identify potential gaps or "air pockets" in the market structure Grayscale POC Detection A secondary POC detection system identifies the highest volume level outside the Value Area (with a 2-level buffer to avoid confusion). This helps identify significant volume accumulation zones that exist beyond the main value area. How to Use This Indicator Setup Choose Lookback Period: Enable "Use Visible Range" to analyze only what's on your chart Or set "Fixed Range Lookback Depth" (default: 200 bars) for consistent analysis Adjust Profile Resolution: "Number of Price Levels" (default: 80) - higher = more granular analysis, lower = broader zones Select Color Scheme: Traffic Light: Best for clear POC/VA/HVN identification Aurora Glass: Modern aesthetic for dark charts Obsidian Precision: Professional trader preference Black Ice: Minimalist single-color family Visual Customization Left Extension: How far back the left-side histogram extends into historical candles (default: 490 bars) Right Extension: Width of the traditional histogram bars on the right (default: 50 bars) Right Margin: Space between current price bar and histogram (default: 0 for flush alignment) Left Profile Gap: Space between left-side histogram and candles (default: 0) Trading Strategies Strategy 1: Value Area Mean Reversion Wait for price to move outside the Value Area (above VAH or below VAL) Look for rejection signals (wicks, bearish/bullish candles) Enter trades toward the POC Take profits as price returns to POC or opposite VA boundary Strategy 2: Breakout Confirmation Identify when price is consolidating within the Value Area Wait for a strong close above VAH (bullish) or below VAL (bearish) Enter on the breakout or on first pullback to the VA boundary Target previous HVNs or swing highs/lows outside the VA Strategy 3: POC Support/Resistance Watch for price approaching the POC level If approaching from below, look for bullish reversal patterns at POC (support) If approaching from above, look for bearish reversal patterns at POC (resistance) Trade in the direction of the bounce with stops beyond the POC Strategy 4: LVN Fast Movement Zones Identify LVN zones within the Value Area (marked with "LVN" label) When price enters an LVN, expect rapid movement through the zone Avoid entering trades within LVNs Use LVNs as confirmation of directional momentum Alert System The indicator includes 7 customizable alert conditions: POC Touch: Alerts when price comes within 0.5 ATR of POC VAH/VAL Touch: Alerts at Value Area boundaries VA Breakout: Alerts on breakouts above VAH or below VAL HVN Touch: Alerts when price contacts High Volume Nodes LVN Entry: Alerts when entering Low Volume zones POC Shift: Alerts when POC moves to a new price level Reading the Profile Price Labels (shown on the right side): POC: Point of Control - highest volume price level VAH: Value Area High - upper boundary of accepted value VAL: Value Area Low - lower boundary of accepted value LVN: Low Volume Node - expect fast movement through this zone Color Intensity Interpretation: Brighter colors = higher volume concentration Dimmer colors = lower volume Abrupt color changes = transition between volume zones Gaps in the histogram = price levels with no trading activity Technical Details Volume Accumulation Logic: For each bar in lookback period: For each price level: If bar's high/low range intersects price level: Add bar's volume to that price level's total Gradient Algorithm: Traffic Light: Dual-range piecewise gradient (0-50% and 50-100% volume intensity) Aurora Glass: Linear cyan-to-magenta interpolation Obsidian Precision: Dark blue gradient with cyan highlights Black Ice: Three-stage cyan intensity progression Real-Time Updates: The profile recalculates on every bar, including real-time tick data, ensuring the volume distribution always reflects current market structure. Best Practices Timeframe Selection: Use higher timeframes (4H, Daily) for swing trading, lower timeframes (5min, 15min) for day trading Combine with Price Action: Volume profile shows WHERE, price action shows WHEN Multiple Timeframe Analysis: Check daily VP for major levels, then drill down to intraday for entries Volume Type Selection: Use "Bullish" volume in uptrends, "Bearish" in downtrends, or "Both" for complete picture Adjust VA Percentage: 68% (default) captures one standard deviation; try 70% for tighter or 60% for broader value areas Performance Notes Maximum bars back: 5000 (handles deep historical analysis) Maximum boxes: 500 (handles complex profiles) Optimized calculation: Only recalculates on last bar for efficiency Real-time capable: Updates as new ticks arrive
อินดิเคเตอร์ Pine Script®
โดย KevinSvenson_
2
Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend patterns to provide statistical duration estimates using advanced similarity matching and k-nearest neighbors analysis. Combines adaptive Supertrend with intelligent duration statistics, multi-timeframe confluence, volume confirmation, and quality scoring to identify high-probability setups with data-driven target ranges across all timeframes. Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance. WHAT MAKES THIS DIFFERENT Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?" The Statistical Analysis Engine: • Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately) • Uses k-nearest neighbors similarity matching to find historically similar setups • Calculates statistical duration estimates based on current market conditions • Learns from estimation errors and adapts over time (Advanced mode) • Displays visual duration analysis box showing median, average, and range estimates • Tracks Statistical accuracy with backtest statistics Complete Trading System: • Statistical trend duration analysis with three intelligence levels • Adaptive Supertrend with dynamic ATR-based bands • Multi-timeframe confluence analysis (6 timeframes: 5M to 1W) • Volume confirmation with spike detection and momentum tracking • Quality scoring system (0-70 points) rating each setup • One-click preset optimization for all trading styles • Anti-repaint guarantee on all signals and duration estimates METHODOLOGY CREDITS This indicator's approach is inspired by proven trading methodologies from respected market educators: • Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques • William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology) • Dan Zanger - Volatility expansion entries and momentum breakout strategies Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management. KEY FEATURES 1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration. How It Works: Step 1: Historical Tracking • Automatically records every completed SuperTrend trend (duration in bars) • Maintains separate databases for bullish trends and bearish trends • Stores up to 15 most recent trends of each type • Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance Step 2: Similarity Matching (k-Nearest Neighbors) • When new trend begins, system compares current conditions to ALL historical flips • Calculates similarity score based on: - Volume similarity (30% weight) - Is volume behaving similarly? - Volatility similarity (30% weight) - Is ATR/volatility similar? - Quality similarity (20% weight) - Is setup strength comparable? - Distance similarity (10% weight) - Is price distance from ST similar? - Support/Resistance proximity (10% weight) - Similar structural context? • Selects the 15 MOST SIMILAR historical trends (not just all trends) • This is like asking: "When conditions looked like this before, how long did trends last?" Step 3: Statistical Analysis • Calculates median duration (most common outcome) • Calculates average duration (mean of similar trends) • Determines realistic range (min to max of similar trends) • Applies exponential weighting (recent trends weighted more heavily) • Outputs confidence-weighted statistical estimate Step 4: Advanced Intelligence (Advanced Mode Only) The Advanced mode applies five sophisticated multipliers to refine estimates: A) Market Structure Multiplier (±30%): • Detects nearby support/resistance levels using pivot detection • If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection) • If flip occurs in open space: Estimate adjusted +30% (clear path for continuation) • Uses configurable lookback period and ATR-based proximity threshold B) Asset Type Multiplier (±40%): • Adjusts duration estimates based on asset volatility characteristics • Small Cap / Biotech: +40% (explosive, extended moves) • Tech Growth: +20% (momentum-driven, longer trends) • Blue Chip / Large Cap: 0% (baseline, steady trends) • Dividend / Value: -20% (slower, grinding trends) • Cyclical: Variable based on macro regime • Crypto / High Volatility: +30% (parabolic potential) C) Flip Strength Multiplier (±20%): • Analyzes the QUALITY of the trend flip itself • Strong flip (high volume + expanding ATR + quality score 60+): +20% • Weak flip (low volume + contracting ATR + quality score under 40): -20% • Logic: Historical data shows that powerful flips tend to be followed by longer trends D) Error Learning Multiplier (±15%): • Tracks Statistical accuracy over last 10 completed trends • Calculates error ratio: (estimated duration / Actual Duration) • If system consistently over-estimates: Apply -15% correction • If system consistently under-estimates: Apply +15% correction • Learns and adapts to current market regime E) Regime Detection Multiplier (±20%): • Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear) • Compares recent trend durations to historical average • If recent trends 20%+ longer than average: +20% adjustment (trending regime detected) • If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected) • Detects whether market is in trending or mean-reversion mode Three analysis modes: SIMPLE MODE - Basic Statistics • Uses raw median of similar trends only • No multipliers, no adjustments • Best for: Beginners, clean trending markets • Fastest calculations, minimal complexity STANDARD MODE - Full Statistical Analysis • Similarity matching with k-nearest neighbors • Exponential weighting of recent trends • Median, average, and range calculations • Best for: Most traders, general market conditions • Balance of accuracy and simplicity ADVANCED MODE - Statistics + Intelligence • Everything in Standard mode PLUS • All 5 advanced multipliers (structure, asset type, flip strength, learning, regime) • Highest Statistical accuracy in testing • Best for: Experienced traders, volatile/complex markets • Maximum intelligence, most adaptive Visual Duration Analysis Box: When a new trend begins (SuperTrend flip), a box appears on your chart showing: • Analysis Mode (Simple / Standard / Advanced) • Number of historical trends analyzed • Median expected duration (most likely outcome) • Average expected duration (mean of similar trends) • Range (minimum to maximum from similar trends) • Advanced multipliers breakdown (Advanced mode only) • Backtest accuracy statistics (if available) The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses. Backtest & Accuracy Tracking: • System backtests its own duration estimates using historical data • Shows accuracy metrics: how well duration estimates matched actual durations • Tracks last 10 completed duration estimates separately • Displays statistics in dashboard and duration analysis boxes • Helps you understand statistical reliability on your specific symbol/timeframe Anti-Repaint Guarantee: • duration analysis boxes only appear AFTER bar close (barstate.isconfirmed) • Historical duration estimates never disappear or change • What you see in history is exactly what you would have seen real-time • No future data leakage, no lookahead bias 2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure. "AUTO (DETECT FROM TF)" - RECOMMENDED The smartest option: automatically selects optimal settings based on your chart timeframe. • 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0) • 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5) • 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0) • W-M charts → Position Trading preset (ATR: 21, Mult: 4.0) Benefits: • Zero configuration - works immediately • Always matched to your timeframe • Switch timeframe = automatic adjustment • Perfect for traders who use multiple timeframes "SCALPING (1-5M)" - Ultra-Fast Signals Optimized for: 1-5 minute charts, high-frequency trading, quick profits Target holding period: Minutes to 1-2 hours maximum Best markets: High-volume stocks, major crypto pairs, active futures Parameter Configuration: • Supertrend: ATR 7, Multiplier 2.0 (very sensitive) • Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges) • Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping) • Quality minimum: 40 points (accepts more setups) • Duration Analysis: Uses last 15 trends with heavy recent weighting Trading Logic: Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions. Signals per session: 5-15 typically Hold time: Minutes to couple hours Best for: Active traders with fast execution "DAY TRADING (15M-1H)" - Balanced Approach Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading Target holding period: 30 minutes to 8 hours (within trading day) Best markets: Large-cap stocks, major indices, established crypto Parameter Configuration: • Supertrend: ATR 10, Multiplier 2.5 (balanced) • Volume: MA 20, High 1.5x, Spike 2.5x (standard detection) • Volume Momentum: 5/20 periods (confirms intraday strength) • Quality minimum: 50 points (good setups preferred) • Duration Analysis: Balanced weighting of recent vs historical Trading Logic: The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive. Signals per session: 2-5 typically Hold time: 30 minutes to full day Best for: Part-time and full-time active traders "SWING TRADING (4H-D)" - Trend Stability Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation Target holding period: 2-15 days typically Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures Parameter Configuration: • Supertrend: ATR 14, Multiplier 3.0 (stable) • Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus) • Volume Momentum: 10/30 periods (trend stability) • Quality minimum: 60 points (high-quality setups only) • Duration Analysis: Favors consistent historical patterns Trading Logic: Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals. Signals per week: 2-5 typically Hold time: Days to couple weeks Best for: Part-time traders, swing style "POSITION TRADING (D-W)" - Long-Term Trends Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation Target holding period: Weeks to months Best markets: Blue-chip stocks, major indices, established cryptocurrencies Parameter Configuration: • Supertrend: ATR 21, Multiplier 4.0 (very stable) • Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation) • Volume Momentum: 20/50 periods (major trend confirmation) • Quality minimum: 70 points (excellent setups only) • Duration Analysis: Heavy emphasis on multi-year historical data Trading Logic: Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities. Signals per month: 1-2 typically Hold time: Weeks to months Best for: Long-term investors, set-and-forget approach "CUSTOM" - Advanced Configuration Purpose: Complete manual control for experienced traders Use when: You understand the parameters and want specific optimization Best for: Testing new approaches, unusual market conditions, specific instruments Full control over: • All SuperTrend parameters • Volume thresholds and momentum periods • Quality scoring weights • analysis mode and multipliers • Advanced features tuning Preset Comparison Quick Reference: Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W) Signals Frequency: Very High | High | Medium | Low Hold Duration: Minutes | Hours | Days | Weeks-Months Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts ATR Sensitivity: Highest | Medium | Lower | Lowest Time Investment: Highest | High | Medium | Lowest Experience Level: Expert | Advanced | Intermediate | Beginner+ 3. QUALITY SCORING SYSTEM (0-70 Points) Every signal is rated in real-time across three dimensions: Volume Confirmation (0-30 points): • Volume Spike (2.5x+ average): 30 points • High Volume (1.5x+ average): 20 points • Above Average (1.0x+ average): 10 points • Below Average: 0 points Volatility Assessment (0-30 points): • Expanding ATR (1.2x+ average): 30 points • Rising ATR (1.0-1.2x average): 15 points • Contracting/Stable ATR: 0 points Volume Momentum (0-10 points): • Strong Momentum (1.2x+ ratio): 10 points • Rising Momentum (1.0-1.2x ratio): 5 points • Weak/Neutral Momentum: 0 points Score Interpretation: 60-70 points - EXCELLENT: • All factors aligned • High conviction setup • Maximum position size (within risk limits) • Primary trading opportunities 45-59 points - STRONG: • Multiple confirmations present • Above-average setup quality • Standard position size • Good trading opportunities 30-44 points - GOOD: • Basic confirmations met • Acceptable setup quality • Reduced position size • Wait for additional confirmation or trade smaller Below 30 points - WEAK: • Minimal confirmations • Low probability setup • Consider passing • Only for aggressive traders in strong trends Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels. 4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS The system can simultaneously analyze trend alignment across 6 timeframes (optional feature): Timeframes analyzed: • 5-minute (scalping context) • 15-minute (intraday momentum) • 1-hour (day trading bias) • 4-hour (swing context) • Daily (primary trend) • Weekly (macro trend) Confluence Interpretation: • 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence) • 3-4/6 aligned - Moderate agreement (standard setup) • 1-2/6 aligned - Weak agreement (caution advised) Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends. 5. VOLUME MOMENTUM FILTER - Institutional Money Flow Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume: How it works: • Compares short-term volume average (fast period) to long-term average (slow period) • Ratio above 1.0 = Volume accelerating (money flowing IN) • Ratio above 1.2 = Strong acceleration (institutional participation likely) • Ratio below 0.8 = Volume decelerating (money flowing OUT) Why it matters: • Confirms trend with actual money flow, not just price • Leading indicator (volume often leads price) • Catches accumulation/distribution before breakouts • More intuitive than complex mathematical filters Integration with signals: • Optional filter - can be enabled/disabled per preset • When enabled: Only signals with rising volume momentum fire • AUTO-DISABLED in Scalping mode (too restrictive for fast trading) • Configurable fast/slow periods per trading style 6. ADAPTIVE SUPERTREND MULTIPLIER Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on: • Trend Strength: Price correlation over lookback period • Volume Weight: Current volume relative to average Benefits: • Tighter bands in calm markets (less premature exits) • Wider bands in volatile conditions (avoids whipsaws) • Better adaptation to biotech, small-cap, and crypto volatility • Optional - can be disabled for classic constant multiplier 7. VISUAL GRADIENT RIBBON 26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment: Color System: • Green shades - Bullish trend + volume confirmation (strongest) • Blue shades - Bullish trend, normal volume • Orange shades - Bearish trend + volume confirmation • Red shades - Bearish trend (weakest) Opacity varies based on: • Distance from SuperTrend (farther = more opaque) • Volume intensity (higher volume = stronger color) The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off. 8. INTELLIGENT ALERT SYSTEM Two-tier alert architecture for flexibility: Automatic Alerts: • Fire automatically on BUY and SELL signals • Include full context: quality score, volume state, volume momentum • One alert per bar close (alert.freq_once_per_bar_close) • Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)" Customizable Alert Conditions: • Appear in TradingView's "Create Alert" dialog • Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL) • Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}} • Fully customizable message templates All alerts use barstate.isconfirmed - Zero repaint guarantee. 9. ANTI-REPAINT ARCHITECTURE Every component guaranteed non-repainting: • Entry signals: Only appear after bar close • duration analysis boxes: Created only on confirmed SuperTrend flips • Informative labels: Wait for bar confirmation • Alerts: Fire once per closed bar • Multi-timeframe data: Uses lookahead=barmerge.lookahead_off What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates. HOW TO USE THE INDICATOR QUICK START - 3 Steps to Trading: Step 1: Select Your Trading Style Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown Options: • Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe • Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals • Day Trading (15m-1h) - For 15m-1h charts, balanced approach • Swing Trading (4h-D) - For 4h-Daily charts, trend stability • Position Trading (D-W) - For Daily-Weekly charts, long-term trends • Custom - Manual configuration (advanced users only) Choose "Auto" and you're done - all parameters optimize automatically. Step 2: Understand the Signals BUY Signal (Green Triangle Below Price): • SuperTrend flipped bullish • Quality score meets minimum threshold (varies by preset) • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration SELL Signal (Red Triangle Above Price): • SuperTrend flipped bearish • Quality score meets minimum threshold • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration Duration Analysis Box: • Appears at SuperTrend flip (start of new trend) • Shows median, average, and range duration estimates • Extends to estimated endpoint based on historical data visually • Updates mode-specific intelligence (Simple/Standard/Advanced) Step 3: Use the Dashboard for Context Dashboard (top-right corner) shows real-time metrics: • Row 1 - Quality Score: Current setup rating (0-70) • Row 2 - SuperTrend: Direction and current level • Row 3 - Volume: Status (Spike/High/Normal/Low) with color • Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting) • Row 5 - Volume Momentum: Ratio and trend • Row 6 - Duration Statistics: Accuracy metrics and track record Every cell has detailed tooltip - hover for full explanations. SIGNAL INTERPRETATION BY QUALITY SCORE: Excellent Setup (60-70 points): • Quality Score: 60-70 • Volume: Spike or High • Volatility: Expanding • Volume Momentum: Strong (1.2x+) • MTF Confluence (if enabled): 5-6/6 • Action: Primary trade - maximum position size (within risk limits) • Statistical reliability: Highest - duration estimates most accurate Strong Setup (45-59 points): • Quality Score: 45-59 • Volume: High or Above Average • Volatility: Rising • Volume Momentum: Rising (1.0-1.2x) • MTF Confluence (if enabled): 3-4/6 • Action: Standard trade - normal position size • Statistical reliability: Good - duration estimates reliable Good Setup (30-44 points): • Quality Score: 30-44 • Volume: Above Average • Volatility: Stable or Rising • Volume Momentum: Neutral to Rising • MTF Confluence (if enabled): 3-4/6 • Action: Cautious trade - reduced position size, wait for additional confirmation • Statistical reliability: Moderate - duration estimates less certain Weak Setup (Below 30 points): • Quality Score: Below 30 • Volume: Low or Normal • Volatility: Contracting or Stable • Volume Momentum: Weak • MTF Confluence (if enabled): 1-2/6 • Action: Pass or wait for improvement • Statistical reliability: Low - duration estimates unreliable USING duration analysis boxES FOR TRADE MANAGEMENT: Entry Timing: • Enter on SuperTrend flip (signal bar close) • duration analysis box appears simultaneously • Note the median duration - this is your expected hold time Profit Targets: • Conservative: Use MEDIAN duration as profit target (50% probability) • Moderate: Use AVERAGE duration (mean of similar trends) • Aggressive: Aim for MAX duration from range (best historical outcome) Position Management: • Scale out at median duration (take partial profits) • Trail stop as trend extends beyond median • Full exit at average duration or SuperTrend flip (whichever comes first) • Re-evaluate if trend exceeds estimated range analysis mode Selection: • Simple: Clean trending markets, beginners, minimal complexity • Standard: Most markets, most traders (recommended default) • Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy Asset Type Configuration (Advanced Mode): If using Advanced analysis mode, configure Asset Type for optimal accuracy: • Small Cap: Stocks under $2B market cap, low liquidity • Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk • Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies • Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS) • Dividend / Value: Dividend aristocrats, value stocks, utilities • Cyclical: Energy, materials, industrials (macro-driven) • Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets Correct asset type selection improves Statistical accuracy by 15-20%. RISK MANAGEMENT GUIDELINES: 1. Stop Loss Placement: Long positions: • Place stop below recent swing low OR • Place stop below SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level (built-in volatility adjustment) Short positions: • Place stop above recent swing high OR • Place stop above SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level 2. Position Sizing by Quality Score: • Excellent (60-70): Maximum position size (2% risk per trade) • Strong (45-59): Standard position size (1.5% risk per trade) • Good (30-44): Reduced position size (1% risk per trade) • Weak (Below 30): Pass or micro position (0.5% risk - learning trades only) 3. Exit Strategy Options: Option A - Statistical Duration-Based Exit: • Exit at median estimated duration (conservative) • Exit at average estimated duration (moderate) • Trail stop beyond average duration (aggressive) Option B - Signal-Based Exit: • Exit on opposite signal (SELL after BUY, or vice versa) • Exit on SuperTrend flip (trend reversal) • Exit if quality score drops below 30 mid-trend Option C - Hybrid (Recommended): • Take 50% profit at median estimated duration • Trail stop on remaining 50% using SuperTrend as trailing level • Full exit on SuperTrend flip or quality collapse 4. Trade Filtering: For higher win-rate (fewer trades, better quality): • Increase minimum quality score (try 60 for swing, 50 for day trading) • Enable volume momentum filter (ensure institutional participation) • Require higher MTF confluence (5-6/6 alignment) • Use Advanced analysis mode with appropriate asset type For more opportunities (more trades, lower quality threshold): • Decrease minimum quality score (40 for day trading, 35 for scalping) • Disable volume momentum filter • Lower MTF confluence requirement • Use Simple or Standard analysis mode SETTINGS OVERVIEW Quick Setup Section: • Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom Dashboard & Display: • Show Dashboard (ON/OFF) • Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right) • Text Size (Auto/Tiny/Small/Normal/Large/Huge) • Show Ribbon Fill (ON/OFF) • Show SuperTrend Line (ON/OFF) • Bullish Color (default: Green) • Bearish Color (default: Red) • Show Entry Labels - BUY/SELL signals (ON/OFF) • Show Info Labels - Volume events (ON/OFF) • Label Size (Auto/Tiny/Small/Normal/Large/Huge) Supertrend Configuration: • ATR Length (default varies by preset: 7-21) • ATR Multiplier Base (default varies by preset: 2.0-4.0) • Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment • Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands • Neutral Bars After Flip (0-10) - Hide ST immediately after flip Volume Momentum: • Enable Volume Momentum Filter (ON/OFF) • Fast Period (default varies by preset: 3-20) • Slow Period (default varies by preset: 10-50) Volume Analysis: • Volume MA Length (default varies by preset: 10-50) • High Volume Threshold (default: 1.5x) • Spike Threshold (default: 2.5x) • Low Volume Threshold (default: 0.7x) Quality Filters: • Minimum Quality Score (0-70, varies by preset) • Require Volume Confirmation (ON/OFF) Trend Duration Analysis: • Show Duration Analysis (ON/OFF) - Display duration analysis boxes • analysis mode - Simple / Standard / Advanced • Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto) • Use Exponential Weighting (ON/OFF) - Recent trends weighted more • Decay Factor (0.5-0.99) - How much more recent trends matter • Structure Lookback (3-30) - Pivot detection period for support/resistance • Proximity Threshold (xATR) - How close to level qualifies as "near" • Enable Error Learning (ON/OFF) - System learns from estimation errors • Memory Depth (3-20) - How many past errors to remember Box Visual Settings: • duration analysis box Border Color • duration analysis box Background Color • duration analysis box Text Color • duration analysis box Border Width • duration analysis box Transparency Multi-Timeframe (Optional Feature): • Enable MTF Confluence (ON/OFF) • Minimum Alignment Required (0-6) • Individual timeframe enable/disable toggles • Custom timeframe selection options All preset configurations override manual inputs except when "Custom" is selected. ADVANCED FEATURES 1. Scalpel Mode (Optional) Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry: • Monitors price distance from SuperTrend levels • Requires pullback to configurable range (default: 30-50%) • Ensures trend remains intact before entry signal • Reduces whipsaw and false breakouts • Inspired by Mark Minervini's VCP pullback entries Best for: Swing traders and day traders seeking precision entries Scalpers: Consider disabling for faster entries 2. Error Learning System (Advanced analysis mode Only) The system learns from its own estimation errors: • Tracks last 10-20 completed duration estimates (configurable memory depth) • Calculates error ratio for each: estimated duration / Actual Duration • If system consistently over-estimates: Applies negative correction (-15%) • If system consistently under-estimates: Applies positive correction (+15%) • Adapts to current market regime automatically This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe. 3. Regime Detection (Advanced analysis mode Only) Automatically detects whether market is in trending or choppy regime: • Compares last 3 trends to historical average • Recent trends 20%+ longer → Trending regime (+20% to estimates) • Recent trends 20%+ shorter → Choppy regime (-20% to estimates) • Applied separately to bullish and bearish trends Helps duration estimates adapt to changing market conditions without manual intervention. 4. Exponential Weighting Option to weight recent trends more heavily than distant history: • Default decay factor: 0.9 • Recent trends get higher weight in statistical calculations • Older trends gradually decay in importance • Rationale: Recent market behavior more relevant than old data • Can be disabled for equal weighting 5. Backtest Statistics System backtests its own duration estimates using historical data: • Walks through past trends chronologically • Calculates what duration estimate WOULD have been at each flip • Compares to actual duration that occurred • Displays accuracy metrics in duration analysis boxes and dashboard • Helps assess statistical reliability on your specific chart Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias). TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Indicator Type: Overlay (draws on price chart) • Max Boxes: 500 (for duration analysis box storage) • Max Bars Back: 5000 (for comprehensive historical analysis) • Security Calls: 1 (for MTF if enabled - optimized) • Repainting: NO - All signals and duration estimates confirmed on bar close • Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data • Real-time Updates: YES - Dashboard and quality scores update live • Alert Capable: YES - Both automatic alerts and customizable alert conditions • Multi-Symbol: Works on stocks, crypto, forex, futures, indices Performance Optimization: • Conditional calculations (duration analysis can be disabled to reduce load) • Efficient array management (circular buffers for trend storage) • Streamlined gradient rendering (26 layers, can be toggled off) • Smart label cooldown system (prevents label spam) • Optimized similarity matching (analyzes only relevant trends) Data Requirements: • Minimum 50-100 bars for initial duration analysis (builds historical database) • Optimal: 500+ bars for robust statistical analysis • Longer history = more accurate duration estimates • Works on any timeframe from 1 minute to monthly KNOWN LIMITATIONS • Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate) • Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets. • Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe). • Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag. • Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by: - Market regime (trending vs choppy) - Asset volatility characteristics - Quality of historical pattern matches - Timeframe traded (higher TF = more reliable) • Not Best Suitable For: - Ultra-short-term scalping (sub-1-minute charts) - Mean-reversion strategies (designed for trend-following) - Range-bound trading (requires trending conditions) - News-driven spikes (estimates based on technical patterns, not fundamentals) FREQUENTLY ASKED QUESTIONS Q: Does this indicator repaint? A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee. Q: How accurate are the trend duration estimates? A: Accuracy varies by mode, market conditions, and historical data quality: • Simple mode: 60-70% accuracy (within ±20% of actual duration) • Standard mode: 70-80% accuracy (within ±20% of actual duration) • Advanced mode: 75-85% accuracy (within ±20% of actual duration) Best accuracy achieved on: • Higher timeframes (4H, Daily, Weekly) • Trending markets (not choppy/sideways) • Assets with consistent behavior (Blue Chip, Large Cap) • After 20+ historical trends analyzed (builds robust database) Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees. Q: Which analysis mode should I use? A: • Simple: Beginners, clean trending markets, want minimal complexity • Standard: Most traders, general market conditions (RECOMMENDED DEFAULT) • Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy Advanced mode requires correct Asset Type configuration for optimal results. Q: What's the difference between the trading style presets? A: Each preset optimizes ALL parameters for a specific trading approach: • Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds • Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds • Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds • Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds Auto mode automatically selects based on your chart timeframe. Q: Should I use Auto mode or manually select a preset? A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if: • You want scalping settings on a 15m chart (overriding auto-detection) • You want swing settings on a 1h chart (more conservative than auto would give) • You're testing different approaches on same timeframe Q: Can I use this for scalping and day trading? A: Absolutely! The preset system is specifically designed for all trading styles: • Select "Scalping (1-5m)" for 1-5 minute charts • Select "Day Trading (15m-1h)" for 15m-1h charts • Or use "Auto" mode and it configures automatically Volume momentum filter is auto-disabled in Scalping mode for faster signals. Q: What is Volume Momentum and why does it matter? A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?" Why it matters: • Volume often leads price (early warning system) • Confirms institutional participation (smart money) • No lag like price-based indicators • More intuitive than complex mathematical filters When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish). Q: How do I set up alerts? A: Two options: Option 1 - Automatic Alerts: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. Choose "Any alert() function call" 4. Configure notification method (app, email, webhook) 5. You'll receive detailed alerts on every BUY and SELL signal Option 2 - Customizable Alert Conditions: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. You'll see three options in dropdown: - "BUY Signal" (long signals only) - "SELL Signal" (short signals only) - "ANY Signal" (both BUY and SELL) 4. Choose desired option and customize message template 5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc. All alerts fire only on confirmed bar close (no repaint). Q: What is Scalpel Mode and should I use it? A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing. Recommended ON for: • Swing traders (want precision entries on pullbacks) • Day traders (willing to wait for better prices) • Risk-averse traders (prefer fewer but higher-quality entries) Recommended OFF for: • Scalpers (need immediate entries, can't wait for pullbacks) • Momentum traders (want to enter on breakout, not pullback) • Aggressive traders (prefer more opportunities over precision) Q: Why do some duration estimates show wider ranges than others? A: Range width reflects historical trend variability: • Narrow range: Similar historical trends had consistent durations (high confidence) • Wide range: Similar historical trends had varying durations (lower confidence) Wide ranges often occur: • Early in analysis (fewer historical trends to learn from) • In volatile/choppy markets (inconsistent trend behavior) • On lower timeframes (more noise, less consistency) The median and average still provide useful targets even when range is wide. Q: Can I customize the dashboard position and appearance? A: Yes! Dashboard settings include: • Position: 9 options (Top/Middle/Bottom + Left/Center/Right) • Text Size: Auto, Tiny, Small, Normal, Large, Huge • Show/Hide: Toggle entire dashboard on/off Choose position that doesn't overlap important price action on your specific chart. Q: Which timeframe should I trade on? A: Depends on your trading style and time availability: • 1-5 minute: Active scalping, requires constant monitoring • 15m-1h: Day trading, check few times per session • 4h-Daily: Swing trading, check once or twice daily • Daily-Weekly: Position trading, check weekly General principle: Higher timeframes produce: • Fewer signals (less frequent) • Higher quality setups (stronger confirmations) • More reliable duration estimates (better statistical data) • Less noise (clearer trends) Start with Daily chart if new to trading. Move to lower timeframes as you gain experience. Q: Does this work on all markets (stocks, crypto, forex)? A: Yes, it works on all markets with trending characteristics: Excellent for: • Stocks (especially growth and momentum names) • Crypto (BTC, ETH, major altcoins) • Futures (indices, commodities) • Forex majors (EUR/USD, GBP/USD, etc.) Best results on: • Trending markets (not range-bound) • Liquid instruments (tight spreads, good fills) • Volatile assets (clear trend development) Less effective on: • Range-bound/sideways markets • Ultra-low volatility instruments • Illiquid small-caps (use caution) Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy. Q: How many signals should I expect per day/week? A: Highly variable based on: By Timeframe: • 1-5 minute: 5-15 signals per session • 15m-1h: 2-5 signals per day • 4h-Daily: 2-5 signals per week • Daily-Weekly: 1-2 signals per month By Market Volatility: • High volatility = more SuperTrend flips = more signals • Low volatility = fewer flips = fewer signals By Quality Filter: • Higher threshold (60-70) = fewer but better signals • Lower threshold (30-40) = more signals, lower quality By Volume Momentum Filter: • Enabled = Fewer signals (only volume-confirmed) • Disabled = More signals (all SuperTrend flips) Adjust quality threshold and filters to match your desired signal frequency. Q: What's the difference between entry labels and info labels? A: Entry Labels (BUY/SELL): • Your primary trading signals • Based on SuperTrend flip + all confirmations (quality, volume, momentum) • Include quality score and confirmation icons • These are actionable entry points Info Labels (Volume Spike): • Additional market context • Show volume events that may support or contradict trend • 8-bar cooldown to prevent spam • NOT necessarily entry points - contextual information only Control separately: Can show entry labels without info labels (recommended for clean charts). Q: Can I combine this with other indicators? A: Absolutely! This works well with: • RSI: For divergences and overbought/oversold conditions • Support/Resistance: Confluence with key levels • Fibonacci Retracements: Pullback targets in Scalpel Mode • Price Action Patterns: Flags, pennants, cup-and-handle • MACD: Additional momentum confirmation • Bollinger Bands: Volatility context This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence. Q: Why did I get a low-quality signal? Can I filter them out? A: Yes! Increase the Minimum Quality Score in settings. If you're seeing signals with quality below your preference: • Day Trading: Set minimum to 50 • Swing Trading: Set minimum to 60 • Position Trading: Set minimum to 70 Only signals meeting the threshold will appear. This reduces frequency but improves win-rate. Q: How do I interpret the MTF Confluence count? A: Shows how many of 6 timeframes agree with current trend: • 6/6 aligned: Perfect agreement (extremely rare, highest confidence) • 5/6 aligned: Very strong alignment (high confidence) • 4/6 aligned: Good alignment (standard quality setup) • 3/6 aligned: Moderate alignment (acceptable) • 2/6 aligned: Weak alignment (caution) • 1/6 aligned: Very weak (likely counter-trend) Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring. Q: Is this suitable for beginners? A: Yes, but requires foundational knowledge: You should understand: • Basic trend-following concepts (higher highs, higher lows) • Risk management principles (position sizing, stop losses) • How to read candlestick charts • What volume and volatility mean Beginner-friendly features: • Auto preset mode (zero configuration) • Quality scoring (tells you signal strength) • Dashboard tooltips (hover for explanations) • duration analysis boxes (visual profit targets) Recommended for beginners: 1. Start with "Auto" or "Swing Trading" preset on Daily chart 2. Use Standard Analysis Mode (not Advanced) 3. Set minimum quality to 60 (fewer but better signals) 4. Paper trade first for 2-4 weeks 5. Study methodology references (Minervini, O'Neil, Zanger) Q: What is the Asset Type setting and why does it matter? A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics: • Small Cap: Explosive moves, extended trends (+30-40%) • Biotech / Speculative: Parabolic potential, news-driven (+40%) • Blue Chip / Large Cap: Baseline, steady trends (0% adjustment) • Tech Growth: Momentum-driven, longer trends (+20%) • Dividend / Value: Slower, grinding trends (-20%) • Cyclical: Macro-driven, variable (±10%) • Crypto / High Volatility: Parabolic potential (+30%) Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early). Q: Can I backtest this indicator? A: Yes! TradingView's Strategy Tester works with this indicator's signals. To backtest: 1. Note the entry conditions (SuperTrend flip + quality threshold + filters) 2. Create a strategy script using same logic 3. Run Strategy Tester on historical data Additionally, the indicator includes BUILT-IN duration estimate validation: • System backtests its own duration estimates • Shows accuracy metrics in dashboard and duration analysis boxes • Helps assess reliability on your specific symbol/timeframe Q: Why does Volume Momentum auto-disable in Scalping mode? A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping. Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results. You can manually enable it in Custom mode if desired. Q: How much historical data do I need for accurate duration estimates? A: Minimum: 50-100 bars (indicator will function but duration estimates less reliable) Recommended: 500+ bars (robust statistical database) Optimal: 1000+ bars (maximum Statistical accuracy) More history = more completed trends = better pattern matching = more accurate duration estimates. New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database. IMPORTANT DISCLAIMERS No Guarantee of Profit: This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance. Past Performance: Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets. Not Financial Advice: This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions. Risk Warning: Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle. Testing Required: Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money. User Responsibility: You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator. Statistical Estimation Limitations: Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions. CREDITS & ACKNOWLEDGMENTS Methodology Inspiration: • Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques • William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns • Dan Zanger - Momentum breakout strategies and volatility expansion entries Technical Components: • SuperTrend calculation - Classic ATR-based trend indicator (public domain) • Statistical analysis - Standard median, average, range calculations • k-Nearest Neighbors - Classic machine learning similarity matching concept • Multi-timeframe analysis - Standard request.security implementation in Pine Script For questions, feedback, or support, please comment below or send a private message. Happy Trading!
อินดิเคเตอร์ Pine Script®
โดย orenluxy
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ATH대비 지정하락률에 도착 시 매수 - 장기홀딩 선물 전략(ATH Drawdown Re-Buy Long Only)본 스크립트는 과거 하락 데이터를 이용하여, 정해진 하락 %가 발생하는 경우 자기 자본의 정해진 %만큼을 진입하게 설계되어진 스트레티지입니다. 레버리지를 사용할 수 있으며 기본적으로 셋팅해둔 값이 내장되어있습니다.(자유롭게 바꿔서 쓰시면 됩니다.) 추가적으로 2번의 진입 외에도 다른 진입 기준, 진입 %를 설정하실 수 있으며 - ChatGPT에게 요청하면 수정해줄 것입니다. 실제 사용용도로는 KillSwitch 기능을 꺼주세요. 바 돋보기 기능을 켜주세요. ATH Drawdown Re-Buy Long Only 전략 설명 1. 전략 개요 ATH Drawdown Re-Buy Long Only 전략은 자산의 역대 최고가(ATH, All-Time High)를 기준으로 한 하락폭(드로우다운)을 활용하여, 특정 구간마다 단계적으로 롱 포지션을 구축하는 자동 재매수(Long Only) 전략입니다. 본 전략은 다음과 같은 목적을 가지고 설계되었습니다. 급격한 조정 구간에서 체계적인 분할 매수 및 레버리지 활용 ATH를 기준으로 한 명확한 진입 규칙 제공 실시간으로 평단가 레버리지 청산가 추정 계좌 MDD 수익률 등을 시각적으로 제공하여 리스크와 포지션 상태를 직관적으로 확인할 수 있도록 지원 ※ 본 전략은 교육·연구·백테스트 용도로 제공되며, 어떠한 형태의 투자 권유 또는 수익을 보장하지 않습니다. 2. 전략의 핵심 개념 2-1. ATH(역대 최고가) 기준 드로우다운 전략은 차트 상에서 항상 가장 높은 고가(High)를 ATH로 기록합니다. 새로운 고점이 형성될 때마다 ATH를 갱신하고, 해당 ATH를 기준으로 다음을 계산합니다. 현재 바의 저가(Low)가 ATH에서 몇 % 하락했는지 현재 바의 종가(Close)가 ATH에서 몇 % 하락했는지 그리고 사전에 설정한 두 개의 드로우다운 구간에서 매수를 수행합니다. 1차 진입 구간: ATH 대비 X% 하락 시 2차 진입 구간: ATH 대비 Y% 하락 시 각 구간은 ATH가 새로 갱신될 때마다 한 번씩만 작동하며, 새로운 ATH가 생성되면 다시 “1차 / 2차 진입 가능 상태”로 초기화됩니다. 2-2. 첫 포지션 100% / 300% 특수 규칙 이 전략의 중요한 특징은 **“첫 포지션 진입 시의 예외 규칙”**입니다. 전략이 현재 어떠한 포지션도 들고 있지 않은 상태에서 최초로 롱 포지션을 진입하는 시점(첫 포지션)에 대해: 기본적으로는 **자산의 100%**를 기준으로 포지션을 구축하지만, 만약 그 순간의 가격이 ATH 대비 설정값 이상(예: 약 –72.5% 이상 하락한 상황) 이라면 → 자산의 300% 규모로 첫 포지션을 진입하도록 설계되어 있습니다. 이 규칙은 다음과 같이 동작합니다. 첫 진입이 1차 드로우다운 구간에서 발생하든, 첫 진입이 2차 드로우다운 구간에서 발생하든, 현재 하락폭이 설정된 기준 이상(예: –72.5% 이상) 이라면 → “이 정도 하락이면 첫 진입부터 더 공격적으로 들어간다”는 의미로 300% 규모로 진입 그 이하의 하락폭이라면 → 첫 진입은 100% 규모로 제한 즉, 전략은 다음 두 가지 모드로 동작합니다. 일반적인 상황의 첫 진입: 자산의 100% 심각한 드로우다운 구간에서의 첫 진입: 자산의 300% 이 특수 규칙은 깊은 하락에서는 공격적으로, 평소에는 상대적으로 보수적으로 진입하도록 설계된 것입니다. 3. 전략 동작 구조 3-1. 매수 조건 차트 상 High 기준으로 ATH를 추적합니다. 각 바마다 해당 ATH에서의 하락률을 계산합니다. 사용자가 설정한 두 개의 드로우다운 구간(예시): 1차 구간: 예를 들어 ATH – 50% 2차 구간: 예를 들어 ATH – 72.5% 각 구간에 대해 다음과 같은 조건을 확인합니다. “이번 ATH 구간에서 아직 해당 구간 매수를 한 적이 없는 상태”이고, 현재 바의 저가(Low)가 해당 구간 가격 이하를 찍는 순간 → 해당 바에서 매수 조건 충족으로 간주 실제 주문은: 해당 구간 가격에 맞춰 롱 포지션 진입(리밋/시장가 기반 시뮬레이션) 으로 처리됩니다. 3-2. ATH 갱신과 진입 기회 리셋 차트 상에서 새로운 고점(High)이 기존 ATH를 넘어서는 순간, ATH가 갱신되고, 1차 / 2차 진입 여부를 나타내는 내부 플래그가 초기화됩니다. 이를 통해, 시장이 새로운 고점을 돌파해 나갈 때마다, 해당 구간에서 다시 한 번씩 1차·2차 드로우다운 진입 기회를 갖게 됩니다. 4. 포지션 사이징 및 레버리지 4-1. 계좌 자산(Equity) 기준 포지션 크기 결정 전략은 현재 계좌 자산을 다음과 같이 정의하여 사용합니다. 현재 자산 = 초기 자본 + 실현 손익 + 미실현 손익 각 진입 구간에서의 포지션 가치는 다음과 같이 결정됩니다. 1차 진입 구간: “자산의 몇 %를 사용할지”를 설정값으로 입력 설정된 퍼센트를 계좌 자산에 곱한 뒤, 다시 전략 내 레버리지 배수(Leverage) 를 곱하여 실제 포지션 가치를 계산 2차 진입 구간: 동일한 방식으로, 독립된 퍼센트 설정값을 사용 즉, 포지션 가치는 다음과 같이 계산됩니다. 포지션 가치 = 현재 자산 × (해당 구간 설정 % / 100) × 레버리지 배수 그리고 이를 해당 구간의 진입 가격으로 나누어 실제 수량(토큰 단위) 를 산출합니다. 4-2. 첫 포지션의 예외 처리 (100% / 300%) 첫 포지션에 대해서는 위의 일반적인 퍼센트 설정 대신, 다음과 같은 고정 비율이 사용됩니다. 기본: 자산의 100% 규모로 첫 포지션 진입 단, 진입 시점의 ATH 대비 하락률이 설정값 이상(예: –72.5% 이상) 일 경우 → 자산의 300% 규모로 첫 포지션 진입 이때 역시 다음 공식을 사용합니다. 포지션 가치 = 현재 자산 × (100% 또는 300%) × 레버리지 그리고 이를 가격으로 나누어 실제 진입 수량을 계산합니다. 이 규칙은: 첫 진입이 1차 구간이든 2차 구간이든 동일하게 적용되며, “충분히 깊은 하락 구간에서는 첫 진입부터 더 크게, 평소에는 비교적 보수적으로” 라는 운용 철학을 반영합니다. 4-3. 실레버리지(Real Leverage)의 추적 전략은 각 바 단위로 다음을 추적합니다. 바가 시작할 때의 기존 포지션 크기 해당 바에서 새로 진입한 수량 이를 바탕으로, 진입이 발생한 시점에 다음을 계산합니다. 실제 레버리지 = (포지션 가치 / 현재 자산) 그리고 차트 상에 예를 들어: Lev 2.53x 와 같은 형식의 레이블로 표시합니다. 이를 통해, 매수 시점마다 실제 계좌 레버리지가 어느 정도였는지를 직관적으로 확인할 수 있습니다. 5. 시각화 및 모니터링 요소 5-1. 차트 상 시각 요소 전략은 차트 위에 다음과 같은 정보를 직접 표시합니다. ATH 라인 High 기준으로 계산된 역대 최고가를 주황색 선으로 표시 평단가(평균 진입가) 라인 현재 보유 포지션이 있을 때, 해당 포지션의 평균 진입가를 노란색 선으로 표시 추정 청산가(고정형 청산가) 라인 포지션 수량이 변화하는 시점을 감지하여, 당시의 평단가와 실제 레버리지를 이용해 근사적인 청산가를 계산 이를 빨간색 선으로 차트에 고정 표시 포지션이 없거나 레버리지가 1배 이하인 경우에는 청산가 라인을 제거 매수 마커 및 레이블 1차/2차 매수 조건이 충족될 때마다 해당 지점에 매수 마커를 표시 "Buy XX% @ 가격", "Lev XXx" 형태의 라벨로 진입 비율과 당시 레버리지를 함께 시각화 레이블의 위치는 설정에서 선택 가능: 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 5-2. 우측 상단 정보 테이블 차트 우측 상단에는 현재 계좌·포지션 상태를 요약한 정보 테이블이 표시됩니다. 대표적으로 다음 항목들이 포함됩니다. Pos Qty (Token) 현재 보유 중인 포지션 수량(토큰 기준, 절대값 기준) Pos Value (USDT) 현재 포지션의 시장 가치 (수량 × 현재 가격) Leverage (Now) 현재 실레버리지 (포지션 가치 / 현재 자산) DD from ATH (%) 현재 가격 기준, 최근 ATH에서의 하락률(%) Avg Entry 현재 포지션의 평균 진입 가격 PnL (%) 현재 포지션 기준 미실현 손익률(%) Max DD (Equity %) 전략 전체 기간 동안 기록된 계좌 기준 최대 손실(MDD, Max Drawdown) Last Entry Price 가장 최근에 포지션을 추가로 진입한 직후의 평균 진입 가격 Last Entry Lev 위 “Last Entry Price” 시점에서의 실레버리지 Liq Price (Fixed) 위에서 설명한 고정형 추정 청산가 Return from Start (%) 전략 시작 시점(초기 자본) 대비 현재 계좌 자산의 총 수익률(%) 이 테이블을 통해 사용자는: 현재 계좌와 포지션의 상태 리스크 수준 누적 성과 를 직관적으로 파악할 수 있습니다. 6. 시간 필터 및 라벨 옵션 6-1. 전략 동작 기간 설정 전략은 옵션으로 특정 기간에만 전략을 동작시키는 시간 필터를 제공합니다. “Use Date Range” 옵션을 활성화하면: 시작 시각과 종료 시각을 지정하여 해당 구간에 한해서만 매매가 발생하도록 제한 옵션을 비활성화하면: 전략은 전체 차트 구간에서 자유롭게 동작 6-2. 진입 라벨 위치 설정 사용자는 매수/레버리지 라벨의 위치를 선택할 수 있습니다. 바 아래 (Below Bar) 바 위 (Above Bar) 실제 가격 위치 (At Price) 이를 통해 개인 취향 및 차트 가독성에 맞추어 시각화 방식을 유연하게 조정할 수 있습니다. 7. 활용 대상 및 사용 예시 본 전략은 다음과 같은 목적에 적합합니다. 현물 또는 선물 롱 포지션 기준 장기·스윙 관점 추매 전략 백테스트 “고점 대비 하락률”을 기준으로 한 규칙 기반 운용 아이디어 검증 레버리지 사용 시 계좌 레버리지·청산가·MDD를 동시에 모니터링하고자 하는 경우 특정 자산에 대해 “새로운 고점이 형성될 때마다 일정한 규칙으로 깊은 조정 구간에서만 분할 진입하고자 할 때” 실거래에 그대로 적용하기보다는, 전략 아이디어 검증 및 리스크 프로파일 분석, 자신의 성향에 맞는 파라미터 탐색 용도로 사용하는 것을 권장합니다. 8. 한계 및 유의사항 백테스트 결과는 미래 성과를 보장하지 않습니다. 과거 데이터에 기반한 시뮬레이션일 뿐이며, 실제 시장에서는 유동성 슬리피지 수수료 체계 강제청산 규칙 등 다양한 변수가 존재합니다. 청산가는 단순화된 공식에 따른 추정치입니다. 거래소별 실제 청산 규칙, 유지 증거금, 수수료, 펀딩비 등은 본 전략의 계산과 다를 수 있으며, 청산가 추정 라인은 참고용 지표일 뿐입니다. 레버리지 및 진입 비율 설정에 따라 손실 폭이 매우 커질 수 있습니다. 특히 **“첫 포지션 300% 진입”**과 같이 매우 공격적인 설정은 시장 급락 시 계좌 손실과 청산 리스크를 크게 증가시킬 수 있으므로 신중한 검토가 필요합니다. 실거래 연동 시에는 별도의 리스크 관리가 필수입니다. 개별 손절 기준 포지션 상한선 전체 포트폴리오 내 비중 관리 등 본 전략 외부에서 추가적인 안전장치가 필요합니다. 9. 결론 ATH Drawdown Re-Buy Long Only 전략은 단순한 “저가 매수”를 넘어서, ATH 기준으로 드로우다운을 구조적으로 활용하고, 첫 포지션에 대한 **특수 규칙(100% / 300%)**을 적용하며, 레버리지·청산가·MDD·수익률을 통합적으로 시각화함으로써, 하락 구간에서의 규칙 기반 롱 포지션 구축과 리스크 모니터링을 동시에 지원하는 전략입니다. 사용자는 본 전략을 통해: 자신의 시장 관점과 리스크 허용 범위에 맞는 드로우다운 구간 진입 비율 레버리지 설정 다양한 시나리오에 대한 백테스트와 분석 을 수행할 수 있습니다. 다시 한 번 강조하지만, 본 전략은 연구·학습·백테스트를 위한 도구이며, 실제 투자 판단과 책임은 전적으로 사용자 본인에게 있습니다. /ENG Version. This script is designed to use historical drawdown data and automatically enter positions when a predefined percentage drop from the all-time high occurs, using a predefined percentage of your account equity. You can use leverage, and default parameter values are provided out of the box (you can freely change them to suit your style). In addition to the two main entry levels, you can add more entry conditions and custom entry percentages – just ask ChatGPT to modify the script. For actual/live usage, please turn OFF the KillSwitch function and turn ON the Bar Magnifier feature. ATH Drawdown Re-Buy Long Only Strategy 1. Strategy Overview The ATH Drawdown Re-Buy Long Only strategy is an automatic re-buy (Long Only) system that builds long positions step-by-step at specific drawdown levels, based on the asset’s all-time high (ATH) and its subsequent drawdown. This strategy is designed with the following goals: Systematic scaled buying and leverage usage during sharp correction periods Clear, rule-based entry logic using drawdowns from ATH Real-time visualization of: Average entry price Leverage Estimated liquidation price Account MDD (Max Drawdown) Return / performance This allows traders to intuitively monitor both risk and position status. ※ This strategy is provided for educational, research, and backtesting purposes only. It does not constitute investment advice and does not guarantee any profits. 2. Core Concepts 2-1. Drawdown from ATH (All-Time High) On the chart, the strategy always tracks the highest high as the ATH. Whenever a new high is made, ATH is updated, and based on that ATH the following are calculated: How many percent the current bar’s Low is below the ATH How many percent the current bar’s Close is below the ATH Using these, the strategy executes buys at two predefined drawdown zones: 1st entry zone: When price drops X% from ATH 2nd entry zone: When price drops Y% from ATH Each zone is allowed to trigger only once per ATH cycle. When a new ATH is created, the “1st / 2nd entry possible” flags are reset, and new opportunities open up for that ATH leg. 2-2. Special Rule for the First Position (100% / 300%) A key feature of this strategy is the special rule for the very first position. When the strategy currently holds no position and is about to open the first long position: Under normal conditions, it builds the position using 100% of account equity. However, if at that moment the price has dropped by at least a predefined threshold from ATH (e.g. around –72.5% or more), → the strategy will open the first position using 300% of account equity. This rule works as follows: Whether the first entry happens at the 1st drawdown zone or at the 2nd drawdown zone, If the current drawdown from ATH is at or below the threshold (e.g. –72.5% or worse), → the strategy interprets this as “a sufficiently deep crash” and opens the initial position with 300% of equity. If the drawdown is less severe than the threshold, → the first entry is capped at 100% of equity. So the strategy has two modes for the first entry: Normal market conditions: 100% of equity Deep drawdown conditions: 300% of equity This special rule is intended to be aggressive in extremely deep crashes while staying more conservative in normal corrections. 3. Strategy Logic & Execution 3-1. Entry Conditions The strategy tracks the ATH using the High price. For each bar, it calculates the drawdown from ATH. The user defines two drawdown zones, for example: 1st zone: ATH – 50% 2nd zone: ATH – 72.5% For each zone, the strategy checks: If no buy has been executed yet for that zone in the current ATH leg, and If the current bar’s Low touches or falls below that zone’s price level, → That bar is considered to have triggered a buy condition. Order simulation: The strategy simulates entering a long position at that zone’s price level (using a limit/market-like approximation for backtesting). 3-2. ATH Reset & Entry Opportunity Reset When a new High goes above the previous ATH: The ATH is updated to this new high. Internal flags that track whether the 1st and 2nd entries have been used are reset. This means: Each time the market makes a new ATH, The strategy once again has a fresh opportunity to execute 1st and 2nd drawdown entries for that new ATH leg. 4. Position Sizing & Leverage 4-1. Position Size Based on Account Equity The strategy defines current equity as: Current Equity = Initial Capital + Realized PnL + Unrealized PnL For each entry zone, the position value is calculated as follows: The user inputs: “What % of equity to use at this zone” The strategy: Multiplies current equity by that percentage Then multiplies by the strategy’s leverage factor Thus: Position Value = Current Equity × (Zone % / 100) × Leverage Finally, this position value is divided by the entry price to determine the actual position size in tokens. 4-2. Exception for the First Position (100% / 300%) For the very first position (when there is no open position), the strategy does not use the zone % parameters. Instead, it uses fixed ratios: Default: Enter the first position with 100% of equity. If the drawdown from ATH at that moment is greater than or equal to a predefined threshold (e.g. –72.5% or more) → Enter the first position with 300% of equity. The position value is computed as: Position Value = Current Equity × (100% or 300%) × Leverage Then it is divided by the entry price to obtain the token quantity. This rule: Applies regardless of whether the first entry occurs at the 1st zone or 2nd zone. Embeds the philosophy: “In very deep crashes, go much larger on the first entry; otherwise, stay more conservative.” 4-3. Tracking Real Leverage On each bar, the strategy tracks: The existing position size at the start of the bar The newly added size (if any) on that bar When a new entry occurs, it calculates the real leverage at that moment: Real Leverage = (Position Value / Current Equity) This is then displayed on the chart as a label, for example: Lev 2.53x This makes it easy to see the actual leverage level at each entry point. 5. Visualization & Monitoring 5-1. On-Chart Visual Elements The strategy plots the following directly on the chart: ATH Line The all-time high (based on High) is plotted as an orange line. Average Entry Price Line When a position is open, the average entry price of that position is plotted as a yellow line. Estimated Liquidation Price (Fixed) Line The strategy detects when the position size changes. At each size change, it uses the current average entry price and real leverage to compute an approximate liquidation price. This “fixed liquidation price” is then plotted as a red line on the chart. If there is no position, or if leverage is 1x or lower, the liquidation line is removed. Entry Markers & Labels When 1st/2nd entry conditions are met, the strategy: Marks the entry point on the chart. Displays labels such as "Buy XX% @ Price" and "Lev XXx", showing both entry percentage and real leverage at that time. The label placement is configurable: Below Bar Above Bar At Price 5-2. Information Table (Top-Right Panel) In the top-right corner of the chart, the strategy displays a summary table of the current account and position status. It typically includes: Pos Qty (Token) Absolute size of the current position (in tokens) Pos Value (USDT) Market value of the current position (qty × current price) Leverage (Now) Current real leverage (position value / current equity) DD from ATH (%) Current drawdown (%) from the latest ATH, based on current price Avg Entry Average entry price of the current position PnL (%) Unrealized profit/loss (%) of the current position Max DD (Equity %) The maximum equity drawdown (MDD) recorded over the entire backtest period Last Entry Price Average entry price immediately after the most recent add-on entry Last Entry Lev Real leverage at the time of the most recent entry Liq Price (Fixed) The fixed estimated liquidation price described above Return from Start (%) Total return (%) of equity compared to the initial capital Through this table, users can quickly grasp: Current account and position status Current risk level Cumulative performance 6. Time Filters & Label Options 6-1. Strategy Date Range Filter The strategy provides an option to restrict trading to a specific time range. When “Use Date Range” is enabled: You can specify start and end timestamps. The strategy will only execute trades within that range. When this option is disabled: The strategy operates over the entire chart history. 6-2. Entry Label Placement Users can customize where entry/leverage labels are drawn: Below Bar (Below Bar) Above Bar (Above Bar) At the actual price level (At Price) This allows you to adjust visualization according to personal preference and chart readability. 7. Use Cases & Applications This strategy is suitable for the following purposes: Long-term / swing-style re-buy strategies for spot or futures long positions Testing rule-based strategies that rely on “drawdown from ATH” as a main signal Monitoring account leverage, liquidation price, and MDD when using leverage Handling situations where, for a given asset: “Every time a new ATH is formed, you want to wait for deep corrections and enter only at specific drawdown zones” It is generally recommended to use this strategy not as a direct plug-and-play live system, but as a tool for: Strategy idea validation Risk profile analysis Parameter exploration to match your personal risk tolerance and style 8. Limitations & Warnings Backtest results do not guarantee future performance. They are based on historical data only. In live markets, additional factors exist: Liquidity Slippage Fee structures Exchange-specific liquidation rules Funding fees, etc. The liquidation price is only an approximate estimate, derived from a simplified formula. Actual liquidation rules, maintenance margin requirements, fees, and other details differ by exchange. The liquidation line should be treated as a reference indicator, not an exact guarantee. Depending on the configured leverage and entry percentages, losses can be very large. In particular, extremely aggressive settings such as “first position 300% of equity” can greatly increase the risk of large account drawdowns and liquidation during sharp market crashes. Use such settings with extreme caution. For live trading, additional risk management is essential: Your own stop-loss rules Maximum position size limits Portfolio-level exposure controls And other external safety mechanisms beyond this strategy 9. Conclusion The ATH Drawdown Re-Buy Long Only strategy goes beyond simple “buy the dip” logic. It: Systematically utilizes drawdowns from ATH as a structural signal Applies a special first-position rule (100% / 300%) Integrates visualization of leverage, liquidation price, MDD, and returns All of this supports rule-based long position building in drawdown phases and comprehensive risk monitoring. With this strategy, users can: Explore different: Drawdown zones Entry percentages Leverage levels Run various backtests and scenario analyses Better understand the risk/return profile that fits their own market view and risk tolerance Once again, this strategy is intended for research, learning, and backtesting only. All real trading decisions and their consequences are solely the responsibility of the user.
กลยุทธ์ Pine Script®
โดย White_light_
3
Dobrusky Pressure CoreWhat it does & who it’s for Dobrusky Pressure Core is a volume by time replacement for traders who care about which side actually controls each bar. Instead of just plotting total volume, it splits each bar into estimated buy vs sell pressure and overlays a custom, session-aware volume baseline. It’s built for discretionary traders who want more nuanced volume context for entries, breakouts, and pullbacks. Core ideas Buy/sell pressure split: Each bar’s volume is broken into estimated buying and selling pressure. Dominant side highlighting: The dominant side (buy or sell) is always displayed starting from the bottom of the bar, so you can quickly see who “owned” that bar. Median-based baseline: Uses the median of the last N bars (50 by default) to build a robust volume baseline that’s less sensitive to one-off spikes. Session-aware behavior: Baseline is calculated from Regular Trading Hours (RTH) by default, with an option to include Extended Hours (ETH) and a control to force Regular data on higher timeframes. Volume regimes: Three multipliers (1x, 1.5x, 2x by default) show normal, high, and extreme volume regions. Flexible display: Baseline can be shown as lines or as columns behind the volume, with full color customization. How the pressure logic works For each bar, the script: Adjusts the range for gaps relative to the prior close so the “true” traded range is more consistent. Computes buy pressure as a proportion of the adjusted range from low to close. Defines sell pressure as: total volume minus buy pressure. Marks the bar as buy-dominant if buy pressure ≥ sell pressure, otherwise sell-dominant, and colors the dominant side from the bottom to at least the midpoint using the selected buy/sell colors. In practice, this turns basic volume columns into bars where the internal split and dominant side are clearly visible, helping you judge whether aggressive buyers or sellers truly controlled the bar instead of just looking at the price action. Volume baseline & session logic The script builds a session-aware baseline from recent volume: Baseline length: A rolling window (default 50 bars) is used to compute a median volume value instead of a simple moving average. RTH-only by default: By default, the baseline is built from Regular Trading Hours bars only. During extended hours, the baseline effectively “freezes” at the last RTH-derived value unless you choose to include extended session data. Extended mode: If you select Extended mode, the script builds separate rolling baselines for RTH and ETH trading, using the appropriate one depending on the current session. Force Regular Above Timeframe: On timeframes equal to or higher than your chosen threshold, the baseline automatically uses Regular session data, even if Extended is selected. Multipliers: Three adjustable multipliers (1x, 1.5x, 2x by default) create normal, high, and extreme volume bands for quick identification. This lets you choose whether you want a pure RTH reference or a baseline that adapts to extended-session activity. Example ways to use it 1. Replace standard volume bars Add Dobrusky Pressure Core to your volume pane and hide the default volume if you prefer a clean look. Use the colors and split to see at a glance whether buyers or sellers were dominant on each bar. 2. Pressure confirmation for entries For longs (example concept; adapt to your own rules): Require that the entry bar’s buy pressure is greater than the previous bar’s sell pressure , or If the entry and prior bar are both buy-dominant, require that the entry bar has more buy pressure than the prior bar. This helps avoid taking a long when buying pressure is clearly fading relative to what sellers recently showed. A mirrored idea can be used for short setups with sell pressure. 3. Context from baseline multipliers Use ~1x baseline as “normal” volume. Watch for bars at or above 1.5x baseline when you want to see increased participation. Treat 2x baseline and above as “extreme” volume zones that may mark climactic or especially important bars. In practice, the baseline and multipliers are best used as context and filters, not as rigid rules. Settings overview Display - Show Volume Baseline: toggle the baseline and its levels on or off. - Baseline Display: choose between Line or Bars for the baseline visualization. Baseline Calculation - Length: lookback for the median baseline (default 50, configurable). - Baseline Session Data: choose Regular or Extended to control which session data feeds the baseline. Session Controls - Regular Session (Local to TZ): define your RTH window (e.g., 0930-1600). - Session Time Zone: choose the time zone used for that window. - Force Regular Above Timeframe: on higher timeframes, force the baseline to use Regular session data only. Baseline Levels - Show Level x Multiplier 1/2/3: toggle each volume regime level. - Multiplier 1/2/3: define what you consider normal, high, and extreme volume (defaults: 1.0, 1.5, 2.0). Colors - Buy Volume / Sell Volume: choose colors for buy and sell pressure. - Baseline Bars (Base / x2 / x3): colors when the baseline is drawn as columns. - Baseline Line (Base / x2 / x3): colors when the baseline is drawn as lines. Limitations & best practices This is a decision-support and visualization tool, not a buy/sell signal generator. Best suited to markets where volume data is meaningful (e.g., index futures, liquid equities, liquid crypto). The usefulness of any volume-based metric depends on the underlying data feed and instrument structure. Always combine pressure and baseline context with your own strategy, risk management, and testing. Originality Most volume tools either show total volume only or compare it to a simple moving average. Dobrusky Pressure Core combines: An intrabar buy/sell pressure split based on a gap-adjusted price range. A median-based, configurable baseline built from session-specific data. Session-aware behavior that keeps the baseline focused on Regular hours by default, with the option to incorporate Extended hours and force Regular data on higher timeframes. The goal is to give traders a richer, session-aware view of participation and pressure that standard volume bars and simple SMA overlays don’t provide, while keeping everything transparent and open-source so users can review and adapt the logic.
อินดิเคเตอร์ Pine Script®
โดย adobtrades
Range Trading StrategyOVERVIEW The Range Trading Strategy is a systematic trading approach that identifies price ranges from higher timeframe candles or trading sessions, tracks pivot points, and generates trading signals when range extremes are mitigated and confirmed by pivot levels. CORE CONCEPT The strategy is based on the principle that when a candle (or session) closes within the range of the previous candle (or session), that previous candle becomes a "range" with identifiable high and low extremes. When price breaks through these extremes, it creates trading opportunities that are confirmed by pivot levels. RANGE DETECTION MODES 1. HTF (Higher Timeframe) Mode: Automatically selects a higher timeframe based on the current chart timeframe Uses request.security() to fetch HTF candle data Range is created when an HTF candle closes within the previous HTF candle's range The previous HTF candle's high and low become the range extremes 2. Sessions Mode: - Divides the trading day into 4 sessions (UTC): * Session 1: 00:00 - 06:00 (6 hours) * Session 2: 06:00 - 12:00 (6 hours) * Session 3: 12:00 - 20:00 (8 hours) * Session 4: 20:00 - 00:00 (4 hours, spans midnight) - Tracks high, low, and close for each session - Range is created when a session closes within the previous session's range - The previous session's high and low become the range extremes PIVOT DETECTION Pivots are detected based on candle color changes (bullish/bearish transitions): 1. Pivot Low: Created when a bullish candle appears after a bearish candle Pivot low = minimum of the current candle's low and previous candle's low The pivot bar is the actual bar where the low was formed (current or previous bar) 2. Pivot High: Created when a bearish candle appears after a bullish candle Pivot high = maximum of the current candle's high and previous candle's high The pivot bar is the actual bar where the high was formed (current or previous bar) IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any given time. When a new pivot is created, it replaces the previous one. RANGE CREATION A range is created when: (HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF candle has just started (Sessions Mode) A session closes within the previous session's range AND a new session has just started Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High Range Properties: rangeHigh: The high extreme of the range rangeLow: The low extreme of the range highStartTime: The timestamp when the range high was actually formed (found by looping backwards through bars) lowStartTime: The timestamp when the range low was actually formed (found by looping backwards through bars) highMitigated / lowMitigated: Flags tracking whether each extreme has been broken isSpecial: Flag indicating if this is a "special range" (see Special Ranges section) RANGE MITIGATION A range extreme is considered "mitigated" when price interacts with it: High is mitigated when: high >= rangeHigh (any interaction at or above the level) Low is mitigated when: low <= rangeLow (any interaction at or below the level) Mitigation can happen: At the moment of range creation (if price is already beyond the extreme) At any point after range creation when price touches the extreme SIGNAL GENERATION 1. Pending Signals: When a range extreme is mitigated, a pending signal is created: a) BEARISH Pending Signal: - Triggered when: rangeHigh is mitigated - Confirmation Level: Current pivotLow - Signal is confirmed when: close < pivotLow - Stop Loss: Current pivotHigh (at time of confirmation) - Entry: Short position Signal Confirmation b) BULLISH Pending Signal: - Triggered when: rangeLow is mitigated - Confirmation Level: Current pivotHigh - Signal is confirmed when: close > pivotHigh - Stop Loss: Current pivotLow (at time of confirmation) - Entry: Long position IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal at any given time. When a new pending signal is created, it replaces the previous one of the same type. 2. Signal Confirmation: - Bearish: Confirmed when price closes below the pivot low (confirmation level) - Bullish: Confirmed when price closes above the pivot high (confirmation level) - Upon confirmation, a trade is entered immediately - The confirmation line is drawn from the pivot bar to the confirmation bar TRADE EXECUTION When a signal is confirmed: 1. Position Management: - Any existing position in the opposite direction is closed first - Then the new position is entered 2. Stop Loss: - Bearish (Short): Stop at pivotHigh - Bullish (Long): Stop at pivotLow 3. Take Profit: - Calculated using Risk:Reward Ratio (default 2:1) - Risk = Distance from entry to stop loss - Target = Entry ± (Risk × R:R Ratio) - Can be disabled with "Stop Loss Only" toggle 4. Trade Comments: - "Range Bear" for short trades - "Range Bull" for long trades SPECIAL RANGES Special ranges are created when: - A range high is mitigated AND the current pivotHigh is below the range high - A range low is mitigated AND the current pivotLow is above the range low In these cases: - The pivot value is stored in an array (storedPivotHighs or storedPivotLows) - A "special range" is created with only ONE extreme: * If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na * If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na - Special ranges can generate signals just like normal ranges - If a special range is mitigated on the creation bar or the next bar, it is removed entirely without generating signals (prevents false signals) Special Ranges REVERSE ON STOP LOSS When enabled, if a stop loss is hit, the strategy automatically opens a trade in the opposite direction: 1. Long Stop Loss Hit: - Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss - Action: Opens a SHORT position - Stop Loss: Current pivotHigh - Trade Comment: "Reverse on Stop" 2. Short Stop Loss Hit: - Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss - Action: Opens a LONG position - Stop Loss: Current pivotLow - Trade Comment: "Reverse on Stop" The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting. VISUAL ELEMENTS 1. Range Lines: - Drawn from the time when the extreme was formed to the mitigation point (or current time if not mitigated) - High lines: Blue (or mitigated color if mitigated) - Low lines: Red (or mitigated color if mitigated) - Style: SOLID - Width: 1 2. Confirmation Lines: - Drawn when a signal is confirmed - Extends from the pivot bar to the confirmation bar - Bearish: Red, solid line - Bullish: Green, solid line - Width: 1 - Can be toggled on/off STRATEGY SETTINGS 1. Range Detection Mode: - HTF: Uses higher timeframe candles - Sessions: Uses trading session boundaries 2. Auto HTF: - Automatically selects HTF based on current chart timeframe - Can be disabled to use manual HTF selection 3. Risk:Reward Ratio: - Default: 2.0 (2:1) - Minimum: 0.5 - Step: 0.5 4. Stop Loss Only: - When enabled: Trades only have stop loss (no take profit) - Trades close on stop loss or when opposite signal confirms 5. Reverse on Stop Loss: - When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot 6. Max Ranges to Display: - Limits the number of ranges kept in memory - Oldest ranges are purged when limit is exceeded KEY FEATURES 1. Dynamic Pivot Tracking: - Pivots update on every candle color change - Always maintains one high and one low pivot 2. Range Lifecycle: - Ranges are created when price closes within previous range - Ranges are tracked until mitigated - Mitigation creates pending signals - Signals are confirmed by pivot levels 3. Signal Priority: - Only one pending signal of each type at a time - New signals replace old ones - Confirmation happens on close of bar 4. Position Management: - Closes opposite positions before entering new trades - Tracks stop loss levels for reverse functionality - Respects pyramiding = 1 (only one position per direction) 5. Time-Based Drawing: - Uses time coordinates instead of bar indices for line drawing - Prevents "too far from current bar" errors - Lines can extend to any historical point USAGE NOTES - Best suited for trending and ranging markets - Works on any timeframe, but HTF mode adapts automatically - Sessions mode is ideal for intraday trading - Pivot detection requires clear candle color changes - Range detection requires price to close within previous range - Signals are generated on bar close, not intra-bar The strategy combines range identification, pivot tracking, and signal confirmation to create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
กลยุทธ์ Pine Script®
โดย mindyourbuisness
2
Realtime Squeeze Box [CHE] Realtime Squeeze Box — Detects lowvolatility consolidation periods and draws trimmed price range boxes in realtime to highlight potential breakout setups without clutter from outliers. Summary This indicator identifies "squeeze" phases where recent price volatility falls below a dynamic baseline threshold, signaling potential energy buildup for directional moves. By requiring a minimum number of consecutive bars in squeeze, it reduces noise from fleeting dips, making signals more reliable than simple threshold crosses. The core innovation is realtime box visualization: during active squeezes, it builds and updates a box capturing the price range while ignoring extreme values via quantile trimming, providing a cleaner view of consolidation bounds. This differs from static volatility bands by focusing on trimmed ranges and suppressing overlapping boxes, which helps traders spot genuine setups amid choppy markets. Overall, it aids in anticipating breakouts by combining volatility filtering with visual containment of price action. Motivation: Why this design? Traders often face whipsaws during brief volatility lulls that mimic true consolidations, leading to premature entries, or miss setups because standard volatility measures lag in adapting to changing market regimes. This design addresses that by using a hold requirement on consecutive lowvolatility bars to denoise signals, ensuring only sustained squeezes trigger visuals. The core idea—comparing rolling standard deviation to a smoothed baseline—creates a responsive yet stable filter for lowenergy periods, while the trimmed box approach isolates the core price cluster, making it easier to gauge breakout potential without distortion from spikes. What’s different vs. standard approaches? Reference baseline: Traditional squeeze indicators like the Bollinger Band Squeeze or TTM Squeeze rely on fixed multiples of bands or momentum oscillators crossing zero, which can fire on isolated bars or ignore range compression nuances. Architecture differences: Realtime box construction that updates barbybar during squeezes, using arrays to track and trim price values. Quantilebased outlier rejection to define box bounds, focusing on the bulk of prices rather than full range. Overlap suppression logic that skips redundant boxes if the new range intersects heavily with the prior one. Hold counter for consecutive bar validation, adding persistence before signaling. Practical effect: Charts show fewer, more defined orange boxes encapsulating tight price action, with a horizontal line extension marking the midpoint postsqueeze—visibly reducing clutter in sideways markets and highlighting "coiled" ranges that standard plots might blur with full highs/lows. This matters for quicker visual scanning of multitimeframe setups, as boxes selflimit to recent history and avoid piling up. How it works (technical) The indicator starts by computing a rolling average and standard deviation over a userdefined length on the chosen source price series. This deviation measure is then smoothed into a baseline using either a simple or exponential average over a longer window, serving as a reference for normal volatility. A squeeze triggers when the current deviation dips below this baseline scaled by a multiplier less than one, but only after a minimum number of consecutive bars confirm it, which resets the counter on breaks. Upon squeeze start, it clears a buffer and begins collecting source prices barbybar, limited to the first few bars to keep computation light. For visualization, if enabled, it sorts the buffer and finds a quantile threshold, then identifies the minimum value at or below that threshold to set upper and lower box bounds—effectively clamping the range to exclude tails above the quantile. The box draws from the start bar to the current one, updating its right edge and levels dynamically; if the new bounds overlap significantly with the last completed box, it suppresses drawing to avoid redundancy. Once the hold limit or squeeze ends, the box freezes: its final bounds become the last reference, a midpoint line extends rightward from the end, and a tiny circle label marks the point. Buffers and states reset on new squeezes, with historical boxes and lines capped to prevent overload. All logic runs on every bar but uses confirmed historical data for calculations, with realtime updates only affecting the active box's position—no future peeking occurs. Initialization seeds with null values, building states progressively from the first bars. Parameter Guide Source: Selects the price series (e.g., close, hl2) for deviation and box building; influences sensitivity to wicks or bodies. Default: close. Tradeoffs/Tips: Use hl2 for balanced range view in volatile assets; stick to close for pure directional focus—test on your timeframe to avoid oversmoothing trends. Length (Mean/SD): Sets window for average and deviation calculation; shorter values make detection quicker but noisier. Default: 20. Tradeoffs/Tips: Increase to 30+ for stability in higher timeframes, reducing false starts; below 10 risks overreacting to singlebar noise. Baseline Length: Defines smoothing window for the deviation baseline; longer periods create a steadier reference, filtering regime shifts. Default: 50. Tradeoffs/Tips: Pair with Length at 1:2 ratio for calm markets; shorten to 30 if baselines lag during fast volatility drops, but watch for added whips. Squeeze Multiplier (<1.0): Scales the baseline downward to set the squeeze threshold; lower values tighten criteria for rarer, stronger signals. Default: 0.8. Tradeoffs/Tips: Tighten to 0.6 for highvol assets like crypto to cut noise; loosen to 0.9 in forex for more frequent but shallower setups—balances hit rate vs. depth. Baseline via EMA (instead of SMA): Switches baseline smoothing to exponential for faster adaptation to recent changes vs. equalweighted simple average. Default: false. Tradeoffs/Tips: Enable in trending markets for quicker baseline drops; disable for uniform history weighting in rangebound conditions to avoid overreacting. SD: Sample (len1) instead of Population (len): Adjusts deviation formula to divide by length minus one for smallsample bias correction, slightly inflating values. Default: false. Tradeoffs/Tips: Use sample in short windows (<20) for more conservative thresholds; population suits long looks where bias is negligible, keeping signals tighter. Min. Hold Bars in Squeeze: Requires this many consecutive squeeze bars before confirming; higher denoise but may clip early setups. Default: 1. Tradeoffs/Tips: Bump to 35 for intraday to filter ticks; keep at 1 for swings where quick consolidations matter—trades off timeliness for reliability. Debug: Plot SD & Threshold: Toggles lines showing raw deviation and threshold for visual backtesting of squeeze logic. Default: false. Tradeoffs/Tips: Enable during tuning to eyeball crossovers; disable live to declutter—great for verifying multiplier impact without alerts. Tint Bars when Squeeze Active: Overlays semitransparent color on bars during open box phases for quick squeeze spotting. Default: false. Tradeoffs/Tips: Pair with low opacity for subtlety; turn off if using boxes alone, as tint can obscure candlesticks in dense charts. Tint Opacity (0..100): Controls background tint strength during active squeezes; higher values darken for emphasis. Default: 85. Tradeoffs/Tips: Dial to 60 for light touch; max at 100 risks hiding price action—adjust per chart theme for visibility. Stored Price (during Squeeze): Price series captured in the buffer for box bounds; defaults to source but allows customization. Default: close. Tradeoffs/Tips: Switch to high/low for wider boxes in gappy markets; keep close for midline focus—impacts trim effectiveness on outliers. Quantile q (0..1): Fraction of sorted prices below which tails are cut; higher q keeps more data but risks including spikes. Default: 0.718. Tradeoffs/Tips: Lower to 0.5 for aggressive trim in noisy assets; raise to 0.8 for fuller ranges—tune via debug to match your consolidation depth. Box Fill Color: Sets interior shade of squeeze boxes; semitransparent for layering. Default: orange (80% trans.). Tradeoffs/Tips: Soften with more transparency in multiindicator setups; bold for standalone use—ensures boxes pop without overwhelming. Box Border Color: Defines outline hue and solidity for box edges. Default: orange (0% trans.). Tradeoffs/Tips: Match fill for cohesion or contrast for edges; thin width keeps it clean—helps delineate bounds in zoomed views. Keep Last N Boxes: Limits historical boxes/lines/labels to this count, deleting oldest for performance. Default: 10. Tradeoffs/Tips: Increase to 50 for weekly reviews; set to 0 for unlimited (risks lag)—balances history vs. speed on long charts. Draw Box in Realtime (build/update): Enables live extension of boxes during squeezes vs. waiting for end. Default: true. Tradeoffs/Tips: Disable for confirmedonly views to mimic backtests; enable for proactive trading—adds minor repaint on live bars. Box: Max First N Bars: Caps buffer collection to initial squeeze bars, freezing after for efficiency. Default: 15. Tradeoffs/Tips: Shorten to 510 for fast intraday; extend to 20 in dailies—prevents bloated arrays but may truncate long squeezes. Reading & Interpretation Squeeze phases appear as orange boxes encapsulating the trimmed price cluster during lowvolatility holds—narrow boxes signal tight consolidations, while wider ones indicate looser ranges within the threshold. The box's top and bottom represent the quantilecapped high and low of collected prices, with the interior fill shading the containment zone; ignore extremes outside for "true" bounds. Postsqueeze, a solid horizontal line extends right from the box's midpoint, acting as a reference level for potential breakout tests—drifting prices toward or away from it can hint at building momentum. Tiny orange circles at the line's start mark completion points for easy scanning. Debug lines (if on) show deviation hugging or crossing the threshold, confirming hold logic; a persistent hug below suggests prolonged calm, while spikes above reset counters. Practical Workflows & Combinations Trend following: Enter long on squeezeend close above the box top (or midpoint line) confirmed by higher high in structure; filter with rising 50period average to avoid countertrend traps. Use boxes as support/resistance proxies—short below bottom in downtrends. Exits/Stops: Trail stops to the box midpoint during postsqueeze runs for conservative holds; go aggressive by exiting on retest of opposite box side. If debug shows repeated threshold grazes, tighten stops to curb drawdowns in ranging followups. Multiasset/MultiTF: Defaults work across stocks, forex, and crypto on 15min+ frames; scale Length proportionally (e.g., x2 on hourly). Layer with highertimeframe boxes for confluence—e.g., daily squeeze + 1H box for entry timing. (Unknown/Optional: Specific multiTF scaling recipes beyond proportional adjustment.) Behavior, Constraints & Performance Repaint/confirmation: Core calculations use historical closes, confirming on bar close; active boxes repaint their right edge and levels live during squeezes if enabled, but freeze irrevocably on hold limit or end—mitigates via barbybar buffer adds without future leaks. No lookahead indexes. security()/HTF: None used, so no external timeframe repaints; all native to chart resolution. Resources: Caps at 300 boxes/lines/labels total; small arrays (up to 20 elements) and short loops in sorting/minfinding keep it light—suitable for 10k+ bar charts without throttling. Persistent variables track state across bars efficiently. Known limits: May lag on ultrasharp volatility spikes due to baseline smoothing; gaps or thin markets can skew trims if buffer hits cap early; overlaps suppress visuals but might hide chained squeezes—(Unknown/Optional: Edge cases in nonstandard sessions). Sensible Defaults & Quick Tuning Start with defaults for most liquid assets on 1Hdaily: Length 20, Multiplier 0.8, Hold 1, Quantile 0.718—yields balanced detection without excess noise. For too many false starts (choppy charts), increase Hold to 3 and Baseline Length to 70 for stricter confirmation, reducing signals by 3050%. If squeezes feel sluggish or miss quick coils, shorten Length to 14 and enable EMA baseline for snappier adaptation, but monitor for added flips. In highvol environments like options, tighten Multiplier to 0.6 and Quantile to 0.6 to focus on core ranges; reverse for calm pairs by loosening to 0.95. Always backtest tweaks on your asset's history. What this indicator is—and isn’t This is a volatilityfiltered visualization tool for spotting and bounding consolidation phases, best as a signal layer atop price action and trend filters—not a standalone predictor of direction or strength. It highlights setups but ignores volume, momentum, or news context, so pair with discreteness rules like higher highs/lows. Never use it alone for entries; always layer risk management, such as 12% stops beyond box extremes, and position sizing based on account drawdown tolerance. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on HeikinAshi, Renko, Kagi, PointandFigure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
อินดิเคเตอร์ Pine Script®
โดย chervolino
1
Volume Weighted Volatility RegimeThe Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components. Key Features: Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state: +3 (Strong Bull Trend): High directional, upward volatility. +2 (Choppy Bull): Moderate upward trend with noise. +1 (Quiet Bull): Low volatility, slight upward drift. 0 (Neutral): No clear directional bias. -1 (Quiet Bear): Low volatility, slight downward drift. -2 (Choppy Bear): Moderate downward trend with noise. -3 (Strong Bear Trend): High directional, downward volatility. Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'. Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously: Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character. Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations. Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
LibPvotLibrary "LibPvot" This is a library for advanced technical analysis, specializing in two core areas: the detection of price-oscillator divergences and the analysis of market structure. It provides a back-end engine for signal detection and a toolkit for indicator plotting. Key Features: 1. **Complete Divergence Suite (Class A, B, C):** The engine detects all three major types of divergences, providing a full spectrum of analytical signals: - **Regular (A):** For potential trend reversals. - **Hidden (B):** For potential trend continuations. - **Exaggerated (C):** For identifying weakness at double tops/bottoms. 2. **Advanced Signal Filtering:** The detection logic uses a percentage-based price tolerance (`prcTol`). This feature enables the practical detection of Exaggerated divergences (which rarely occur at the exact same price) and creates a "dead zone" to filter insignificant noise from triggering Regular divergences. 3. **Pivot Synchronization:** A bar tolerance (`barTol`) is used to reliably match price and oscillator pivots that do not align perfectly on the same bar, preventing missed signals. 4. **Signal Invalidation Logic:** Features two built-in invalidation rules: - An optional `invalidate` parameter automatically terminates active divergences if the price or the oscillator breaks the level of the confirming pivot. - The engine also discards 'half-pivots' (e.g., a price pivot) if a corresponding oscillator pivot does not appear within the `barTol` window. 5. **Stateful Plotting Helpers:** Provides helper functions (`bullDivPos` and `bearDivPos`) that abstract away the state management issues of visualizing persistent signals. They generate gap-free, accurately anchored data series ready to be used in `plotshape` functions, simplifying indicator-side code. 6. **Rich Data Output:** The core detection functions (`bullDiv`, `bearDiv`) return a comprehensive 9-field data tuple. This includes the boolean flags for each divergence type and the precise coordinates (price, oscillator value, bar index) of both the starting and the confirming pivots. 7. **Market Structure & Trend Analysis:** Includes a `marketStructure` function to automatically identify pivot highs/lows, classify their relationship (HH, LH, LL, HL), detect structure breaks, and determine the current trend state (Up, Down, Neutral) based on pivot sequences. --- **DISCLAIMER** This library is provided "AS IS" and for informational and educational purposes only. It does not constitute financial, investment, or trading advice. The author assumes no liability for any errors, inaccuracies, or omissions in the code. Using this library to build trading indicators or strategies is entirely at your own risk. As a developer using this library, you are solely responsible for the rigorous testing, validation, and performance of any scripts you create based on these functions. The author shall not be held liable for any financial losses incurred directly or indirectly from the use of this library or any scripts derived from it. bullDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)   Detects bullish divergences (Regular, Hidden, Exaggerated) based on pivot lows.   Parameters:      priceSrc (float) : series float Price series to check for pivots (e.g., `low`).      oscSrc (float) : series float Oscillator series to check for pivots.      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).      barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).      prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated divergences and filter out market noise (default 0.05%).      persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal. If `false`, it returns a single-bar pulse on detection.      invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break below the confirming pivot low.   Returns: A tuple containing comprehensive data for a detected bullish divergence. regBull series bool `true` if a Regular bullish divergence (Class A) is active. hidBull series bool `true` if a Hidden bullish divergence (Class B) is active. exgBull series bool `true` if an Exaggerated bullish divergence (Class C) is active. initPivotPrc series float Price value of the initial (older) pivot low. initPivotOsz series float Oscillator value of the initial pivot low. initPivotBar series int Bar index of the initial pivot low. lastPivotPrc series float Price value of the last (confirming) pivot low. lastPivotOsz series float Oscillator value of the last pivot low. lastPivotBar series int Bar index of the last pivot low. bearDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)   Detects bearish divergences (Regular, Hidden, Exaggerated) based on pivot highs.   Parameters:      priceSrc (float) : series float Price series to check for pivots (e.g., `high`).      oscSrc (float) : series float Oscillator series to check for pivots.      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).      barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).      prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated divergences and filter out market noise (default 0.05%).      persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal. If `false`, it returns a single-bar pulse on detection.      invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break above the confirming pivot high.   Returns: A tuple containing comprehensive data for a detected bearish divergence. regBear series bool `true` if a Regular bearish divergence (Class A) is active. hidBear series bool `true` if a Hidden bearish divergence (Class B) is active. exgBear series bool `true` if an Exaggerated bearish divergence (Class C) is active. initPivotPrc series float Price value of the initial (older) pivot high. initPivotOsz series float Oscillator value of the initial pivot high. initPivotBar series int Bar index of the initial pivot high. lastPivotPrc series float Price value of the last (confirming) pivot high. lastPivotOsz series float Oscillator value of the last pivot high. lastPivotBar series int Bar index of the last pivot high. bullDivPos(regBull, hidBull, exgBull, rightLen, yPos)   Calculates the plottable data series for bullish divergences. It manages the complex state of a persistent signal's plotting window to ensure gap-free and accurately anchored visualization.   Parameters:      regBull (bool) : series bool The regular bullish divergence flag from `bullDiv`.      hidBull (bool) : series bool The hidden bullish divergence flag from `bullDiv`.      exgBull (bool) : series bool The exaggerated bullish divergence flag from `bullDiv`.      rightLen (int) : series int The same `rightLen` value used in `bullDiv` for correct timing.      yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `low`).   Returns: A tuple of three `series float` for plotting bullish divergences. regBullPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise. hidBullPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise. exgBullPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise. bearDivPos(regBear, hidBear, exgBear, rightLen, yPos)   Calculates the plottable data series for bearish divergences. It manages the complex state of a persistent signal's plotting window to ensure gap-free and accurately anchored visualization.   Parameters:      regBear (bool) : series bool The regular bearish divergence flag from `bearDiv`.      hidBear (bool) : series bool The hidden bearish divergence flag from `bearDiv`.      exgBear (bool) : series bool The exaggerated bearish divergence flag from `bearDiv`.      rightLen (int) : series int The same `rightLen` value used in `bearDiv` for correct timing.      yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `high`).   Returns: A tuple of three `series float` for plotting bearish divergences. regBearPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise. hidBearPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise. exgBearPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise. marketStructure(highSrc, lowSrc, leftLen, rightLen, srcTol)   Analyzes the market structure by identifying pivot points, classifying their sequence (e.g., Higher Highs, Lower Lows), and determining the prevailing trend state.   Parameters:      highSrc (float) : series float Price series for pivot high detection (e.g., `high`).      lowSrc (float) : series float Price series for pivot low detection (e.g., `low`).      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      srcTol (float) : series float Percentage tolerance to consider two pivots as 'equal' (default 0.05%).   Returns: A tuple containing detailed market structure information. pivType series PivType The type of the most recently formed pivot (e.g., `hh`, `ll`). lastPivHi series float The price level of the last confirmed pivot high. lastPivLo series float The price level of the last confirmed pivot low. lastPiv series float The price level of the last confirmed pivot (either high or low). pivHiBroken series bool `true` if the price has broken above the last pivot high. pivLoBroken series bool `true` if the price has broken below the last pivot low. trendState series TrendState The current trend state (`up`, `down`, or `neutral`).
ไลบรารี Pine Script®
โดย AustrianTradingMachine
TheStrat: Failed 2 + 2 ConfirmationTheStrat: Failed-2 + 2 Confirmation (2-2 option) This indicator spots a classic Strat “failed 2 → 2” sequence on consecutive bars, and fires alerts only when both conditions are met: Failed-2 bar on the prior candle Failed 2-Down (F2D): Took the prior low but closed green Failed 2-Up (F2U): Took the prior high but closed red By default this is strict (excludes outside bars/3’s). You can toggle to allow 3’s if you prefer a looser definition. Current bar is a clean “2” 2U = broke prior high only; 2D = broke prior low only (excludes 3’s). Optional: Require flip so the second bar must reverse direction (F2D→2U for longs, F2U→2D for shorts). Turn this off if you want any 2 after a Failed-2. What gets plotted Tiny markers on each Failed-2 as they occur (F2U/F2D). A label when the combo confirms on the next bar: Bullish: F2D→2U (or F2D→2 if flip is off) below the bar Bearish: F2U→2D (or F2U→2) above the bar Alerts (set from the “Add Alert” dialog) Failed2 + 2 (Bull): Prior bar was F2D; current bar is a 2 (flip optional). Failed2 + 2 (Bear): Prior bar was F2U; current bar is a 2 (flip optional). Inputs Colors for Failed-2 markers and combo labels Require flip (on by default) → focuses on true 2-2 reversals Count outside bars (3) as Failed-2? (off by default) → stricter = fewer, cleaner signals How to trade it (typical Strat style) Bullish combo (F2D→2U): Entry on break of the combo bar’s high; risk under its low (or under the prior bar). Bearish combo (F2U→2D): Entry on break of the combo bar’s low; risk above its high. First target = prior pivot (“magnitude”), then nearby pivots/BF levels. Improve odds by aligning with time-frame continuity (e.g., day/week in your direction). Notes / Best practices Uses barstate.isconfirmed → signals/labels are based on closed bars to avoid repaint. If you see too many Failed-2 tags, keep outside-bar counting OFF (strict mode).
อินดิเคเตอร์ Pine Script®
โดย LorPlant
1
Holt Damped Forecast [CHE]A Friendly Note on These Pine Script Scripts Hey there! Just wanted to share a quick, heartfelt heads-up: All these Pine Script examples come straight from my own self-study adventures as a total autodidact—think late nights tinkering and learning on my own. They're purely for educational vibes, helping me (and hopefully you!) get the hang of Pine Script basics, cool indicators, and building simple strategies. That said, please know this isn't any kind of financial advice, investment nudge, or pro-level trading blueprint. I'd love for you to dive in with your own research, run those backtests like a champ, and maybe bounce ideas off a qualified expert before trying anything in a real trading setup. No guarantees here on performance or spot-on accuracy—trading's got its risks, and those are totally on each of us. Let's keep it fun and educational—happy coding! 😊 Holt Damped Forecast — Damped trend forecasts with fan bands for uncertainty visualization and momentum integration Summary This indicator applies damped exponential smoothing to generate forward price forecasts, displaying them as probabilistic fan bands to highlight potential ranges rather than point estimates. It incorporates residual-based uncertainty to make projections more reliable in varying market conditions, reducing overconfidence in strong trends. Momentum from the trend component is shown in an optional label alongside signals, aiding quick assessment of direction and strength without relying on lagging oscillators. Motivation: Why this design? Standard exponential smoothing often extrapolates trends indefinitely, leading to unrealistic forecasts during mean reversion or weakening momentum. This design uses damping to gradually flatten long-term projections, better suiting real markets where trends fade. It addresses the need for visual uncertainty in forecasts, helping traders avoid entries based on overly optimistic point predictions. What’s different vs. standard approaches? - Reference baseline: Diverges from basic Holt's linear exponential smoothing, which assumes persistent trends without decay. - Architecture differences: - Adds damping to the trend extrapolation for finite-horizon realism. - Builds fan bands from historical residuals for probabilistic ranges at multiple confidence levels. - Integrates a dynamic label combining forecast details, scaled momentum, and directional signals. - Applies tail background coloring to recent bars based on forecast direction for immediate visual cues. - Practical effect: Charts show converging forecast bands over time, emphasizing shorter horizons where accuracy is higher. This visibly tempers aggressive projections in trends, making it easier to spot when uncertainty widens, which signals potential reversals or consolidation. How it works (technical) The indicator maintains two persistent components: a level tracking the current price baseline and a trend capturing directional slope. On each bar, the level updates by blending the current source price with a one-step-ahead expectation from the prior level and damped trend. The trend then adjusts by weighting the change in level against the prior damped trend. Forecasts extend this forward over a user-defined number of steps, with damping ensuring the trend influence diminishes over distance. Uncertainty derives from the standard deviation of historical residuals—the differences between actual prices and one-step expectations—scaled by the damping structure for the forecast horizon. Bands form around the median forecast at specified confidence intervals using these scaled errors. Initialization seeds the level to the first bar's price and trend to zero, with persistence handling subsequent updates. A security call fetches the last bar index for tail logic, using lookahead to align with realtime but introducing minor repaint on unconfirmed bars. Parameter Guide The Source parameter selects the price input for level and residual calculations, defaulting to close; consider using high or low for assets sensitive to volatility, as close works well for most trend-following setups. Forecast Steps (h) defines the number of bars ahead for projections, defaulting to 4—shorter values like 1 to 5 suit intraday trading, while longer ones may widen bands excessively in choppy conditions. The Color Scheme (2025 Trends) option sets the base, up, and down colors for bands, labels, and backgrounds, starting with Ruby Dawn; opt for serene schemes on clean charts or vibrant ones to stand out in dark themes. Level Smoothing α controls the responsiveness of the price baseline, defaulting to 0.3—values above 0.5 enhance tracking in fast markets but may amplify noise, whereas lower settings filter disturbances better. Trend Smoothing β adjusts sensitivity to slope changes, at 0.1 by default; increasing to 0.2 helps detect emerging shifts quicker, but keeping it low prevents whipsaws in sideways action. Damping φ (0..1) governs trend persistence, defaulting to 0.8—near 0.9 preserves carryover in sustained moves, while closer to 0.5 curbs overextensions more aggressively. Show Fan Bands (50/75/95) toggles the probabilistic range display, enabled by default; disable it in oscillator panes to reduce clutter, but it's key for overlay forecasts. Residual Window (Bars) sets the length for deviation estimates, at 400 bars initially—100 to 200 works for short timeframes, and 500 or more adds stability over extended histories. Line Width determines the thickness of band and median lines, defaulting to 2; go thicker at 3 to 5 for emphasis on higher timeframes or thinner for layered indicators. Show Median/Forecast Line reveals the central projection, on by default—hide if bands provide enough detail, or keep for pinpoint entry references. Show Integrated Label activates the combined view of forecast, momentum, and signal, defaulting to true; it's right-aligned for convenience, so turn it off on smaller screens to save space. Show Tail Background colors the last few bars by forecast direction, enabled initially; pair low transparency for subtle hints or higher for bolder emphasis. Tail Length (Bars) specifies bars to color backward from the current one, at 3 by default—1 to 2 fits scalping, while 5 or more underscores building momentum. Tail Transparency (%) fades the background intensity, starting at 80; 50 to 70 delivers strong signals, and 90 or above allows seamless blending. Include Momentum in Label adds the scaled trend value, defaulting to true—ATR% scaling here offers relative strength context across assets. Include Long/Short/Neutral Signal in Label displays direction from the trend sign, on by default; neutral helps in ranging markets, though it can be overlooked during strong trends. Scaling normalizes momentum output (raw, ATR-relative, or level-relative), set to ATR% initially—ATR% ensures cross-asset comparability, while %Level provides percentage perspectives. ATR Length defines the period for true range averaging in scaling, at 14; align it with your chart timeframe or shorten for quicker volatility responses. Decimals sets precision in the momentum label, defaulting to 2—0 to 1 yields clean integers, and 3 or more suits detailed forex views. Show Zero-Cross Markers places arrows at direction changes, enabled by default; keep size small to minimize clutter, with text labels for fast scanning. Reading & Interpretation Fan bands expand outward from the current bar, with the median line as the central forecast—narrower bands indicate lower uncertainty, wider suggest caution. Colors tint up (positive forecast vs. prior level) in the scheme's up hue and down otherwise. The optional label lists the horizon, median, and range brackets at 50%, 75%, and 95% levels, followed by momentum (scaled per mode) and signal (Long if positive trend, Short if negative, Neutral if zero). Zero-cross arrows mark trend flips: upward triangle below bar for bullish cross, downward above for bearish. Tail background reinforces the forecast direction on recent bars. Practical Workflows & Combinations - Trend following: Enter long on upward zero-cross if median forecast rises above price and bands contain it; confirm with higher highs/lows. Short on downward cross with falling median. - Exits/Stops: Trail stops below 50% lower band in longs; exit if momentum drifts negative or signal turns neutral. Use wider bands (75/95%) for conservative holds in volatile regimes. - Multi-asset/Multi-TF: Defaults work across stocks, forex, crypto on 5m-1D; scale steps by TF (e.g., 10+ on daily). Layer with volume or structure tools—avoid over-reliance on isolated crosses. Behavior, Constraints & Performance Closed-bar logic ensures stable historical plots, but realtime updates via security lookahead may shift forecasts until bar confirmation, introducing minor repaint on the last bar. No explicit HTF calls beyond bar index fetch, minimizing gaps but watch for low-liquidity assets. Resources include a 2000-bar lookback for residuals and up to 500 labels, with no loops—efficient for most charts. Known limits: Early bars show wide bands due to sparse residuals; assumes stationary errors, so gaps or regime shifts widen inaccuracies. Sensible Defaults & Quick Tuning Start with defaults for balanced smoothing on 15m-4H charts. For choppy conditions (too many crosses), lower β to 0.05 and raise residual window to 600 for stability. In trending markets (sluggish signals), increase α/β to 0.4/0.2 and shorten steps to 2. If bands overexpand, boost φ toward 0.95 to preserve trend carry. Tune colors for theme fit without altering logic. What this indicator is—and isn’t This is a visualization and signal layer for damped forecasts and momentum, complementing price action analysis. It isn’t a standalone system—pair with risk rules and broader context. Not predictive beyond the horizon; use for confirmation, not blind entries. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
อินดิเคเตอร์ Pine Script®
โดย chervolino
NY 4H Wyckoff State Machine [CHE] NY 4H Wyckoff State Machine — Full (Re-Entry, Breakout, Wick, Re-Accum/Distrib, Dynamic Table) — One-Candle Wyckoff Re-Entry (OCWR) Summary OCWR operationalizes a one-candle session workflow: mark the first four-hour New York candle, fix its high and low as the session range when the window closes, and drive entries through a Wyckoff-style state machine on intraday bars. The script adds an ATR-scaled buffer around the range and requires multi-bar acceptance before treating breaks or re-entries as valid. Optional wick-cluster evidence, a proximity retest, and simple volume or RSI gates increase selectivity. Background tints expose regimes, shapes mark events, a dynamic table explains the current state, and hidden plots supply alert payloads. The design reduces random flips and makes state transitions auditable without higher-timeframe calls. Origin and name Method name: One-Candle Wyckoff Re-Entry (OCWR) Transcript origin: The source idea is a “stupid simple one-candle scalping” routine: mark the first New York four-hour candle (commonly between one and five in the morning New York time), drop to five minutes, observe accumulation inside, wait for a manipulation move outside, then trade the re-entry back inside. Stops go beyond the excursion extreme; targets are either a fixed reward multiple or the opposite side of the range. Preference is given to several manipulation candles. This indicator codifies that workflow with explicit states, acceptance counters, buffers, and optional quality filters. Any external performance claims are not part of the code. Motivation: Why this design? Session levels are widely respected, yet single-bar breaches around them are noisy. OCWR separates range discovery from trade logic. It locks the range at the end of the window, applies an ATR-scaled buffer to ignore marginal oversteps, and requires acceptance over several bars for breaks and re-entries. Wick evidence and optional retest proximity help confirm that an excursion likely cleared liquidity rather than launched a trend. This yields cleaner transitions from test to commitment. What’s different vs. standard approaches? Baseline: Static session lines or one-shot Wyckoff tags without process control. Architecture: Dual long and short state machines; ATR-buffered edges; multi-bar acceptance for breaks and re-entries; optional wick dominance and cluster checks; optional retest tolerance; direct and opposite breakout paths; cooldown after fires; distribution timeout; dynamic table with highlighted row. Practical effect: Fewer single-bar head-fakes, clearer hand-offs, and on-chart explanations of the machine’s view. Wyckoff structure by example — OCWR on five minutes One-candle setup: On the four-hour chart, mark the first New York candle’s high and low, then switch to five minutes. Solid lines show the fixed range; dashed lines show ATR-buffered edges. Long path (verbal mapping): Phase A, Stopping Action: Price stabilizes inside the range. Phase B, Consolidation: Sustained balance while the window is closed and after the range is fixed. Phase C, Test (Spring): Excursion below the buffered low with preference for several outside bars and dominant lower wicks, then a return inside. Re-entry acceptance: A required run of inside bars validates the test. Phase D, Breakout to Markup: Long signal fires; stop beyond the excursion extreme; objective is the opposite range or a fixed reward multiple. Phase E, Trend (Markup) and Re-Accumulation: Advance continues until target, stop, confirmation back against the box, or timeout. A pause inside trend may register as re-accumulation. Short path mirrors the above: A UTAD-style move forms above the buffered high, then re-entry leads to Markdown and possible re-distribution. Variant map (verbal): Accumulation after a downtrend: with Spring and Test, or without Spring; both proceed to Markup and may pause in Re-Accumulation. Distribution after an uptrend: with UTAD and Test, or without UTAD; both proceed to Markdown and may pause in Re-Distribution. Note: Phases A through E occur within each variant and are not separate variants. How it works (technical) Session window: A configurable four-hour New York window records its high and low. At window end, the bounds are fixed for the session. ATR buffer: A margin above and below the fixed range discourages triggers from tiny oversteps. Inside and outside: Users choose close-based or wick-based detection. Overshoot requirements are expressed verbally as a fraction of the range with an optional absolute minimum. Manipulation tracking: The machine counts bars spent outside and records the side extreme. Re-entry acceptance: After a return inside, a specified number of inside bars must print before acceptance. Direct and opposite breakouts: Direct breakouts from accumulation and opposite breakouts after manipulation are supported, subject to acceptance and optional filters. Targets and exits: Choose the opposite boundary or a fixed reward multiple. Distribution ends on target, stop, confirmation back against the range, or timeout. Context filters (optional): Volume above a scaled SMA, RSI thresholds, and a trend SMA for simple regime context. Diagnostics: Background tints for regimes; arrows for re-entries; triangles for breakouts; table with row highlights; hidden plots for alert values. Central table (Wyckoff console) The table sits top-right and explains the machine’s stance. Columns: Structure label, plain-English description, active state pair for long and short, and human phase tags. Rows: Start and range building; accumulation branch with Spring and Test as well as direct breakout; Markup and re-accumulation; distribution branch with UTAD and Test as well as direct short breakout; Markdown and re-distribution. Only the active state cell is rewritten each last bar, for example “L_ACCUM slash S_ACCUM”. Row highlighting is context-aware: accumulation, Spring or UTAD, breakout, Markup or Markdown, and re-accumulation or re-distribution checks can highlight independently so users see simultaneous conditions. The table is created once, updated only on the last bar for efficiency, and functions as a read-only console to audit why a signal fired and where the path currently sits. Parameter Guide Session window and time zone: First four hours of New York by default; time zone “America/New_York”. ATR length and buffer factor: Control buffer size; larger reduces sensitivity, smaller reacts faster. Minimum overshoot (fraction and absolute): Demand meaningful extension beyond the buffer. Break mode: Close-based is stricter; wick-based is more reactive. Acceptance counts: Separate counts for break, re-entry, and opposite breakout; higher values reduce noise. Minimum bars outside: Ensures manipulation is not a single spike. Wick detection and clusters (optional): Dominance thresholds and cluster size within a short window. Retest required and tolerance (optional): Gate re-entry by proximity to the buffered edge. Volume and RSI filters (optional): Simple gates on activity and momentum. TP mode and reward multiple: Opposite range or fixed multiple. Cooldown and distribution timeout: Rate-limit signals and prevent endless distribution. Visualization toggles: Background phases, labels, table, and helper lines. Reading & Interpretation Solid lines are the fixed session bounds; dashed lines are buffers. Backgrounds tint accumulation, manipulation, and distribution. Arrows show accepted re-entries; triangles show direct or opposite breakouts. Labels can summarize entry, stop, target, and risk. The table highlights the active row and the current state pair. Practical Workflows & Combinations OCWR baseline: Each morning, mark the New York four-hour candle, move to five minutes, prefer multi-bar manipulation outside, then wait for a qualified re-entry inside. Stop beyond the excursion extreme. Target the opposite range for conservative management or a fixed multiple for uniform sizing. Trend following: Favor direct breakouts with trend alignment and no contradictory wick evidence. Quality control: When noise rises, increase acceptance, raise the buffer factor, enable retest, and require wick clusters. Discretionary confluences: Fair-value gaps and trend lines can be added by the user; they are not computed by this script. Behavior, Constraints & Performance Closed-bar confirmation is recommended when you require finality; live-bar conditions can change until close. The script does not call higher-timeframe data. It uses arrays, lines, labels, boxes, and a table; maximum bars back is five thousand; table updates are last-bar only. Known limits include compressed buffers in quiet sessions, unreliable wick evidence in thin markets, and session misalignment if the platform time zone is not New York. Sensible Defaults & Quick Tuning Start with ATR length fourteen, buffer factor near zero point fifteen, overshoot fraction near zero point ten, acceptance counts of two, minimum outside duration three, retest required on. Too many flips: increase acceptance, raise buffer, enable retest, and tighten wick thresholds. Too slow: reduce acceptance, lower buffer, switch to wick-based breaks, disable retest. Noisy wicks: increase minimum wick ratio and cluster size, or disable wick detection. What this indicator is—and isn’t A session-anchored visualization and signal layer that formalizes a Wyckoff-style re-entry and breakout workflow derived from a single four-hour New York candle. It is not predictive and not a complete trading system. Use with structure analysis, risk controls, and position management. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
อินดิเคเตอร์ Pine Script®
โดย chervolino
Swing High/Low ExtensionsSwing High/Low — Extensions (2 Plots + Drawings + Touch Signal) What it does This indicator finds Swing Highs/Lows using a symmetric length (same bars left & right), then creates horizontal extension levels that run to the right and stop at the first price touch (“extend until future intersection”). It outputs: Two plots showing the most recent active High/Low extension (great for alerts & strategy logic). Line drawings for every detected swing (historical levels stay on the chart and end at the touch bar). A hidden TouchSignal used to color bars and trigger alerts without distorting the price scale. The design mirrors Sierra Chart’s “Swing High and Low” with “Extend Swings Until Future Intersection”, but implemented natively in Pine. How it determines swings Uses ta.pivothigh() / ta.pivotlow() with length bars left and right. A swing is confirmed only after there are length bars to the right of the center. How extensions/lines end High extensions end when High ≥ level. Low extensions end when Low ≤ level. The corresponding line drawing is frozen on the touch bar; the most recent active line continues to extend each new bar. Inputs Swing Strength (Bars Left = Right) – symmetric pivot length. Offset as Percentage – 1 = +1%; positive values push levels outward (High up / Low down), negative pull them inward. Draw “Extend…Until Future Intersection” Lines – toggle line drawings on/off. Line Width (Plots + Drawings) – thickness for plots and drawings. HighExt Color / LowExt Color – colors for the two plots and drawings. Touch Color – color to paint bars on the touch bar (doesn’t affect scale). HighExt/LowExt Line Style – choose line style (Solid/Dashed/Dotted) for drawings. Color Bars on Touch? – enable/disable bar coloring. Bar Color on High Touch / Low Touch – separate bar colors for each side. Bar Color Transparency (0..100) – opacity for the bar painting. Plots HighExt – latest active high extension only. LowExt – latest active low extension only. (Internally there is also a hidden “TouchSignal” plot used for bar coloring & alerts; it’s not displayed to keep the chart scale clean.) Alerts Three built-in alertconditions: Any Extension Touched — triggers when either side is hit. High Extension Touched — only high level touch. Low Extension Touched — only low level touch. Create alerts from the indicator’s “More” (⋯) menu → Add alert → choose one of the conditions. Styling Drawings use your selected style (Solid/Dashed/Dotted), color, and width. Existing historical lines adopt new styles when the script recalculates. Bar coloring highlights the exact touch candle; disable it if you prefer clean candles. Notes & tips Scale-safe: the TouchSignal is hidden (display=none), so it won’t distort the Y-axis. Performance: TradingView limits scripts to ~500 line objects; this script uses max_lines_count=500. If you hit the cap on long histories, either increase timeframe or disable drawings and rely on the two plots + alerts. Works on any symbol/timeframe; levels are rounded to the instrument’s minimum tick. Intended use For discretionary levels, alerting, and rule-based entries that react to first touch of recent swing extensions. Not financial advice—use at your own risk.
อินดิเคเตอร์ Pine Script®
โดย p_zerbst
2
ALISH WEEK LABELS THE ALISH WEEK LABELS Overview This indicator programmatically delineates each trading week and encapsulates its realized price range in a live-updating, filled rectangle. A week is defined in America/Toronto time from Monday 00:00 to Friday 16:00. Weekly market open to market close, For every week, the script draws: a vertical start line at the first bar of Monday 00:00, a vertical end line at the first bar at/after Friday 16:00, and a white, semi-transparent box whose top tracks the highest price and whose bottom tracks the lowest price observed between those two temporal boundaries. The drawing is timeframe-agnostic (M1 → 1D): the box expands in real time while the week is open and freezes at the close boundary. Time Reference and Session Boundaries All scheduling decisions are computed with time functions called using the fixed timezone string "America/Toronto", ensuring correct behavior across DST transitions without relying on chart timezone. The start condition is met at the first bar where (dayofweek == Monday && hour == 0 && minute == 0); on higher timeframes where an exact 00:00 bar may not exist, a fallback checks for the first Monday bar using ta.change(dayofweek). The close condition is met on the first bar at or after Friday 16:00 (Toronto), which guarantees deterministic closure on intraday and higher timeframes. State Model The indicator maintains minimal persistent state using var globals: week_open (bool): whether the current weekly session is active. wk_hi / wk_lo (float): rolling extrema for the active week. wk_box (box): the graphical rectangle spanning × . wk_start_line and a transient wk_end_line (line): vertical delimiters at the week’s start and end. Two dynamic arrays (boxes, vlines) store object handles to support bounded history and deterministic garbage collection. Update Cycle (Per Bar) On each bar the script executes the following pipeline: Start Check: If no week is open and the start condition is satisfied, instantiate wk_box anchored at the current bar_index, prime wk_hi/wk_lo with the bar’s high/low, create the start line, and push both handles to their arrays. Accrual (while week_open): Update wk_hi/wk_lo using math.max/min with current bar extremes. Propagate those values to the active wk_box via box.set_top/bottom and slide box.set_right to the current bar_index to keep the box flush with live price. Close Check: If at/after Friday 16:00, finalize the week by freezing the right edge (box.set_right), drawing the end line, pushing its handle, and flipping week_open false. Retention Pruning: Enforce a hard cap on historical elements by deleting the oldest objects when counts exceed configured limits. Drawing Semantics The range container is a filled white rectangle (bgcolor = color.new(color.white, 100 − opacity)), with a solid white border for clear contrast on dark or light themes. Start/end boundaries are full-height vertical white lines (y1=+1e10, y2=−1e10) to guarantee visibility across auto-scaled y-axes. This approach avoids reliance on price-dependent anchors for the lines and is robust to large volatility spikes. Multi-Timeframe Behavior Because session logic is driven by wall-clock time in the Toronto zone, the indicator remains consistent across chart resolutions. On coarse timeframes where an exact boundary bar might not exist, the script legally approximates by triggering on the first available bar within or immediately after the boundary (e.g., Friday 16:00 occurs between two 4-hour bars). The box therefore represents the true realized high/low of the bars present in that timeframe, which is the correct visual for that resolution. Inputs and Defaults Weeks to keep (show_weeks_back): integer, default 40. Controls retention of historical boxes/lines to avoid UI clutter and resource overhead. Fill opacity (fill_opacity): integer 0–100, default 88. Controls how solid the white fill appears; border color is fixed pure white for crisp edges. Time zone is intentionally fixed to "America/Toronto" to match the strategy definition and maintain consistent historical backtesting. Performance and Limits Objects are reused only within a week; upon closure, handles are stored and later purged when history limits are exceeded. The script sets generous but safe caps (max_boxes_count/max_lines_count) to accommodate 40 weeks while preserving Editor constraints. Per-bar work is O(1), and pruning loops are bounded by the configured history length, keeping runtime predictable on long histories. Edge Cases and Guarantees DST Transitions: Using a fixed IANA time zone ensures Friday 16:00 and Monday 00:00 boundaries shift correctly when DST changes in Toronto. Weekend Gaps/Holidays: If the market lacks bars exactly at boundaries, the nearest subsequent bar triggers the start/close logic; range statistics still reflect observed prices. Live vs Historical: During live sessions the box edge advances every bar; when replaying history or backtesting, the same rules apply deterministically. Scope (Intentional Simplicity) This tool is strictly a visual framing indicator. It does not compute labels, statistics, alerts, or extended S/R projections. Its single responsibility is to clearly present the week’s realized range in the Toronto session window so you can layer your own execution or analytics on top.
อินดิเคเตอร์ Pine Script®
โดย alishzcadillac101
🚀 Ultimate Trading Tool + Strat Method🚀 Ultimate Trading Tool + Strat Method - Complete Breakdown Let me give you a comprehensive overview of this powerful indicator! 🎯 What This Indicator Does: This is a professional-grade, all-in-one trading system that combines two proven methodologies: 1️⃣ Technical Analysis System (Original) Advanced trend detection using multiple EMAs Momentum analysis with MACD RSI multi-timeframe analysis Volume surge detection Automated trendline drawing 2️⃣ Strat Method (Pattern Recognition) Inside bars, outside bars, directional bars Classic patterns: 2-2, 1-2-2 Advanced patterns: 3-1-2, 2-1-2, F2→3 Timeframe continuity filters 📊 How It Generates Signals: Technical Analysis Signals (Green/Red Triangles): Buy Signal Triggers When: ✅ Price above EMA 21 & 50 (uptrend) ✅ MACD histogram rising (momentum) ✅ RSI between 30-70 (not overbought/oversold) ✅ Volume surge above 20-period average ✅ Price breaks above resistance trendline Scoring System: Trend alignment: +1 point Momentum: +1 point RSI favorable: +1 point Trendline breakout: +2 points Minimum score required based on sensitivity setting Strat Method Signals (Blue/Orange Labels): Pattern Recognition: 2-2 Setup: Down bar → Up bar (or reverse) 1-2-2 Setup: Inside bar → Down bar → Up bar 3-1-2 Setup: Outside bar → Inside bar → Up bar 2-1-2 Setup: Down bar → Inside bar → Up bar F2→3 Setup: Failed directional bar becomes outside bar Confirmation Required: Must break previous bar's high (buy) or low (sell) Optional timeframe continuity (daily & weekly aligned) 💰 Risk Management Features: Dynamic Stop Loss & Take Profit: ATR-Based: Adapts to market volatility Stop Loss: Entry - (ATR × 1.5) by default Take Profit: Entry + (ATR × 3.0) by default Risk:Reward: Customizable 1:2 to 1:5 ratios Visual Risk Zones: Colored boxes show risk/reward area Dark, bold lines for easy identification Clear entry, stop, and target levels 🎨 What You See On Screen: Main Signals: 🟢 Green Triangle "BUY" - Technical analysis long signal 🔴 Red Triangle "SELL" - Technical analysis short signal 🎯 Blue Label "STRAT" - Strat method long signal 🎯 Orange Label "STRAT" - Strat method short signal Trendlines: Green lines - Support trendlines (bullish) Red lines - Resistance trendlines (bearish) Automatically drawn from pivot points Extended forward to predict future levels Stop/Target Levels: Bold crosses at stop loss levels (red color) Bold crosses at take profit levels (green color) Line width = 3 for maximum visibility Trade Zones: Light green boxes - Long trade risk/reward zone Light red boxes - Short trade risk/reward zone Shows potential profit vs risk visually 📊 Information Dashboard (Top Right): Shows real-time market conditions: Main Signal: Current technical signal status Strat Method: Active Strat pattern Trend: Bullish/Bearish/Neutral Momentum: Strong/Weak based on MACD Volume: High/Normal compared to average TF Continuity: Daily/Weekly alignment RSI: Current RSI value with color coding Support/Resistance: Current trendline levels 🔔 Alert System: Entry Alerts: Technical Signals: 🚀 BUY SIGNAL TRIGGERED! Type: Technical Analysis Entry: 45.23 Stop: 43.87 Target: 48.95 ``` **Strat Signals:** ``` 🎯 STRAT BUY TRIGGER! Pattern: 3-1-2 Entry: 45.23 Trigger Level: 44.56 Exit Alerts: Target hit notifications Stop loss hit warnings Helps maintain discipline ⚙️ Customization Options: Signal Settings: Sensitivity: High/Medium/Low (controls how many signals) Volume Filter: Require volume surge or not Momentum Filter: Require momentum confirmation Strat Settings: TF Continuity: Require daily/weekly alignment Pattern Selection: Enable/disable specific patterns Confirmation Mode: Show only confirmed triggers Risk Settings: ATR Multiplier: Adjust stop/target distance Risk:Reward: Set preferred ratio Visual Elements: Show/hide any component Visual Settings: Colors: Customize all signal colors Display Options: Toggle signals, levels, zones Trendline Length: Adjust pivot detection period 🎯 Best Use Cases: Day Trading: Use low sensitivity setting Enable all Strat patterns Watch for high volume signals Quick in/out trades Swing Trading: Use medium sensitivity Require timeframe continuity Focus on trendline breakouts Hold for target levels Position Trading: Use high sensitivity (fewer signals) Require strong momentum Focus on weekly/daily alignment Larger ATR multipliers 💡 Trading Strategy Tips: High-Probability Setups: Double Confirmation: Technical + Strat signal together Trend Alignment: All timeframes agree Volume Surge: Institutional participation Trendline Break: Clear level breakout Risk Management: Always use stops - System provides them Position sizing - Risk 1-2% per trade Don't chase - Wait for signal confirmation Take profits - System provides targets What Makes Signals Strong: ✅ Both technical AND Strat signals fire together ✅ Timeframe continuity (daily & weekly aligned) ✅ Volume surge confirms institutional interest ✅ Multiple indicators align (trend + momentum + RSI) ✅ Clean trendline breakout with no resistance above (or support below) ⚠️ Common Mistakes to Avoid: Don't ignore stops - System calculates them for a reason Don't overtrade - Wait for quality setups Don't disable volume filter - Unless you know what you're doing Don't use max sensitivity - You'll get too many signals Don't ignore timeframe continuity - It filters bad trades 🚀 Why This Indicator is Powerful: Combines Multiple Edge Sources: Technical analysis (trend, momentum, volume) Pattern recognition (Strat method) Risk management (dynamic stops/targets) Market structure (trendlines, support/resistance) Professional Features: No repainting - signals are final when bar closes Clear risk/reward before entry Multiple confirmation layers Adaptable to any market or timeframe Beginner Friendly: Clear visual signals Automatic calculations Built-in risk management Comprehensive dashboard This indicator essentially gives you everything a professional trader uses - trend analysis, momentum, patterns, volume, risk management - all in one clean package! Any specific aspect you'd like me to explain in more detail? 🎯RetryClaude can make mistakes. Please double-check responses. Sonnet 4.5
อินดิเคเตอร์ Pine Script®
โดย jmslimus
2
Moving Averages PowerMoving Averages Power — Trend + Normalized Strength Lightweight indicator that plots up to 15 SMAs (5 → 4320) and shows a compact table with each MA’s: Slope % (per-bar) Trend (Bullish/Bearish/Neutral) Normalized “Strength” bars comparable across MA lengths and, optionally, across timeframes via ATR% Not financial advice. For research/education only. What it does Plots 15 SMA lines on the price chart Colors match trend: Bullish (green), Bearish (red), Neutral (gray) Bottom-right table: MA, Slope %, Trend, Strength bars Strength normalization modes: None: raw |slope%| Length: scales by length relative to a reference length ATR%: scales by volatility (ATR as % of price) Length+ATR%: combines both for better cross-timeframe comparability How it works (concepts) Slope % per bar: 100 × (MA − MA ) / MA Normalization: None: S = |slope%| Length: S = |slope%| × (length / normRefLen) ATR%: S = |slope%| / ATR%, where ATR% = 100 × ATR(atrLen) / close Length+ATR%: S = (|slope%| × (length / normRefLen)) / ATR% Bars: floor(S / strengthStep), clamped to Max bars (default 10) Notes: normRefLen (default 240) keeps Length scaling stable across very short and very long MAs In ATR modes, Strength shows blank until there’s enough history for ATR How to use Add the indicator to your chart (Indicators → search this title → Add). Open Settings: Show/hide any of the 15 SMAs Choose Strength normalization mode Tune Strength step, Max bars, Reference length, and ATR Length Read the table: MA: period Slope %: per-bar percent change of the MA Trend: green (bullish), red (bearish), gray (neutral) Strength: more bars = stronger trend under the chosen normalization Inputs (quick reference) Display: 15 toggles: Show SMA 5 … Show SMA 4320 Strength Settings: Strength normalization: None | Length | ATR% | Length+ATR% Strength step (normalized units): sensitivity of bar count Max bars: clamp for the bar count (default 10) Normalization reference length: baseline for Length scaling (default 240) ATR Length (for ATR%): ATR lookback used for ATR% Text: Label font size, Table font size Line + label colors Bullish (slope > 0): green Bearish (slope < 0): red Neutral (otherwise): gray The MA lines, end-of-series labels, and table trend cell use the same colors Recommended presets (examples) Intraday (e.g., BTCUSD, 1h): Strength normalization: Length+ATR% normRefLen: 240 Strength step: 0.02–0.05 Max bars: 10 ATR Length: 14 Daily (e.g., AAPL, 1D): Strength normalization: Length normRefLen: 240–480 Strength step: 0.01–0.03 Max bars: 10 Calibration tips Bars often at max (pegged)? Increase Strength step (e.g., 0.01 → 0.03 → 0.05) Or increase normRefLen (e.g., 240 → 480 → 720) Bars too few? Decrease Strength step (e.g., 0.02 → 0.01 → 0.005) Or decrease normRefLen (e.g., 240 → 120) Cross-timeframe comparability: Prefer Length+ATR%; start with Strength step ≈ 0.02–0.05 and tune Limitations SMA only (no EMA/WMA/etc.) Per-bar slope is inherently timeframe-sensitive; use ATR% or Length+ATR% for better cross-timeframe comparisons ATR modes require atrLen bars; Strength shows blank until ready The longest SMA (4320) needs sufficient chart history Troubleshooting Strength always looks maxed: You might be on Length mode with a very small step; increase Strength step and/or use Length+ATR%; review normRefLen Strength blank cells: In ATR modes, wait for enough history (atrLen) or switch to Length mode Table bounds: The script manages rows internally; if you customize periods, ensure the total rows fit the 4×16 table Compatibility Pine Script v6 Works on most symbols/timeframes with adequate history If you find this useful, consider leaving feedback with your preferred defaults (symbol/timeframe) so I can provide better presets.
อินดิเคเตอร์ Pine Script®
โดย codyhome
HTF Cross Breakout [CHE] HTF Cross Breakout — Detects higher timeframe close crossovers for breakout signals, anchors VWAP for trend validation, and flags continuations or traps with visual extensions for delta percent and stop levels. Summary This indicator spots moments when the current chart's close price crosses a higher timeframe close, marking potential breakouts only when the current bar shows directional strength. It anchors a volume-weighted average price line from the breakout point to track trend health, updating labels to show if the move continues or reverses into a trap. Extensions add a dotted line linking the breakout level to the current close with percent change display, plus a stop-loss marker at the VWAP end. Signals gain robustness from higher timeframe confirmation and anti-repainting options, reducing noise in live bars compared to simple crossover tools. Motivation: Why this design? Traders often face false breakouts from intrabar wiggles on lower timeframes, especially without higher timeframe alignment, leading to whipsaws in volatile sessions. This design uses higher timeframe close as a stable reference for crossover detection, combined with anchored volume weighting to gauge sustained momentum. It addresses these by enforcing bar confirmation and directional filters, providing clearer entry validation and risk points without overcomplicating the chart. What’s different vs. standard approaches? Reference baseline Standard crossover indicators like moving average crosses operate solely on the chart timeframe, ignoring higher timeframe context and lacking volume anchoring. Architecture differences - Higher timeframe data pulls via security calls with optional repainting control for stability. - Anchored VWAP resets at each signal, accumulating from the breakout bar only. - Label dynamics update in real-time for continuation checks, with extensions for visual delta and stop computation. - Event-driven line finalization prunes old elements after a set bar extension. Practical effect Charts show persistent lines and labels that extend live but finalize cleanly on new events, avoiding clutter. This matters for spotting trap reversals early via label color shifts, and extensions provide quick risk visuals without manual calculations, improving decision speed in trend trades. How it works (technical) The indicator first determines a higher timeframe based on user selection, pulling its close price securely. It checks for crossovers or crossunders of the current close against this higher close, but only triggers on confirmed bars with matching directional opens and closes. On a valid event, a horizontal line and label mark the higher close level, while a dashed VWAP line starts accumulating typical price times volume from that bar onward. During the active phase, the breakout line extends to the current bar, the label repositions and updates text based on whether the current close holds above or below the level for bulls or bears. A background tint warns if the close deviates adversely from the current VWAP. Extensions draw a vertical dotted line at the last bar between the breakout level and close, placing a midpoint label with percent difference; separately, a label at the VWAP end shows a computed stop price. Persistent variables track the active state and accumulators, resetting on new events after briefly extending old elements. Repaint risk from security calls is mitigated by confirmed bar gating or user opt-in. Parameter Guide Plateau Length (reserved for future, currently unused): Sets a length for potential plateau detection in extensions; default 3, minimum 1. Higher values would increase stability but are not active yet—leave at default to avoid tuning. Line Width: Controls thickness of breakout, VWAP, and extension lines; default 2, range 1 to 5. Thicker lines improve visibility on busy charts but may obscure price action—use 1 for clean views, 3 or more for emphasis. +Bars after next HTF event (finalize old, then delete): Extends old lines and labels by this many bars before deletion on new signals; default 20, minimum 0. Shorter extensions keep charts tidy but risk cutting visuals prematurely; longer aids review but builds clutter over time. Evaluate label only on HTF close (prevents gray traps intrabar): When true, label updates wait for higher timeframe confirmation; default true. Enabling reduces intrabar flips for stabler signals, though it may delay feedback—disable for faster live trading at repaint cost. Allow Repainting: Permits real-time security data without confirmation offset; default false. False ensures historical accuracy but lags live bars; true speeds updates but can repaint on HTF closes. Timeframe Type: Chooses HTF method—Auto Timeframe (dynamic steps up), Multiplier (chart multiple), or Manual (fixed string); default Auto Timeframe. Auto adapts to chart scale for convenience; Multiplier suits custom scaling like 5 times current; Manual for precise like 1D on any chart. Multiplier for Alternate Resolution: Scales chart timeframe when Multiplier type selected; default 5, minimum 1. Values near 1 mimic current resolution for subtle shifts; higher like 10 jumps to broader context, increasing signal rarity. Manual Resolution: Direct timeframe string like 60 for 1H when Manual type; default 60. Match to trading horizon—shorter for swing, longer for positional—to balance frequency and reliability. Show Extension 1: Toggles dotted line and delta percent label between breakout level and current close; default true. Disable to simplify for basic use, enable for precise momentum tracking. Dotted Line Width: Thickness for Extension 1 line; default 2, range 1 to 5. Align with main Line Width for consistency. Text Size: Size for delta percent label; options tiny, small, normal, large; default normal. Smaller reduces overlap on dense charts; larger aids glance reads. Decimals for Δ%: Precision in percent change display; default 2, range 0 to 6. Fewer decimals speed reading; more suit low-volatility assets. Positive Δ Color: Hue for upward percent changes; default lime. Choose contrasting for visibility. Negative Δ Color: Hue for downward percent changes; default red. Pair with positive for quick polarity scan. Dotted Line Color: Color for Extension 1 line; default gray. Neutral tones blend well; brighter for emphasis. Background Transparency (0..100): Opacity for delta label background; default 90. Higher values fade for subtlety; lower solidifies for readability. Show Extension 2: Toggles stop-loss label at VWAP end; default true. Turn off for entry focus only. Stop Method: Percent from VWAP end or fixed ticks; options Percent, Ticks; default Percent. Percent scales with price levels; Ticks suits tick-based instruments. Stop %: Distance as fraction of VWAP for Percent method; default 1.0, step 0.05, minimum 0.0. Tighter like 0.5 reduces risk but increases stops; wider like 2.0 allows breathing room. Stop Ticks: Tick count offset for Ticks method; default 20, minimum 0. Adjust per asset volatility—fewer for tight control. Price Decimals: Rounding for stop price text; default 4, range 0 to 10. Match syminfo.precision for clean display. Text Size: Size for stop label; options tiny, small, normal, large; default normal. Scale to chart zoom. Text Color: Foreground for stop text; default white. Ensure contrast with background. Inherit VWAP Color (BG tint): Bases stop label background on VWAP hue; default true. True maintains theme; false allows custom black base. BG Transparency (0..100): Opacity for stop label background; default 0. Zero for no tint; up to 100 for full fade. Reading & Interpretation Breakout lines appear green for bullish crosses or red for bearish, extending live until a new event finalizes them briefly then deletes. Labels start blank, updating to Bull Cont. or Bear Cont. in matching colors if holding the level, or gray Bull Trap/Bear Trap on reversal. VWAP dashes yellow for bulls, orange for bears, sloping with accumulated volume weight—deviations trigger faint red background warnings. Extension 1's dotted vertical shows at the last bar, with midpoint label green/red for positive/negative percent from breakout to close. Extension 2 places a left-aligned label at VWAP end with stop price and method note, tinted to VWAP for context. Practical Workflows & Combinations For trend following, enter long on green Bull Cont. labels above VWAP with higher highs confirmation, filtering via rising structure; short on red Bear Cont. below. Pair with volume surges or RSI above 50 for bulls to avoid traps. For exits, trail stops using the Extension 2 level, tightening on warnings or gray labels—aggressive on continuations, conservative post-trap. In multi-timeframe setups, use default Auto on 15m charts for 1H signals, scaling multiplier to 4 for daily context on hourly; test on forex/stocks where volume is reliable, avoiding low-liquidity assets. Behavior, Constraints & Performance Signals confirm on bar close with HTF gating when strict mode active, but live bars may update if repainting enabled—opt false for backtest fidelity, true for intraday speed. Security calls risk minor repaints on HTF closes, mitigated by confirmation offsets. Resources cap at 1000 bars back, 50 lines/labels total, with event prunes to stay under budgets—no loops, minimal arrays. Limits include VWAP lag in low-volume periods and dependency on accurate HTF data; gaps or holidays may skew anchors. Sensible Defaults & Quick Tuning Defaults suit 5m-1H charts on liquid assets: Auto HTF, no repaint, 1% stops. For choppy markets with excess signals, enable strict eval and bump multiplier to 10 for rarer triggers. If sluggish in trends, shorten extend bars to 10 and allow repainting for quicker visuals. On high-vol like crypto, widen stop % to 2.0 and use Ticks method; for stables like indices, tighten to 0.5% and keep Percent. What this indicator is—and isn’t This is a signal visualization layer for breakout confirmation and basic risk marking, best as a filter in discretionary setups. It isn’t a standalone system or predictive oracle—combine with price structure, news awareness, and sizing rules for real edges. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
อินดิเคเตอร์ Pine Script®
โดย chervolino
1