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KayeDinero Ranger HFX NFXThis script combines my favorite indicators with an added flare. The mindset for this strategy is a ranging market, where price is moving in a consistent wave like pattern. The most unique concept of this script is the candlestick indications. This is different from other scripts on the platform because of the close tie in with the relative strength index as well as the on balance volume. Best Traded during Hours 3am to 12am EST (NY Time). This method works best in volatile markets. Time Frame, 1,3,5,15,30min Currency Pairs: All Major, Exotic, Here's The Strategy: Uptrend and Buy: When those are present, proceed to take a buy (call) option. Downtrend and Sell: When those are present, proceed to take a sell (put) option. Keep in mind, timeframe will depend on your time of trading in the markets. Morning typically 2-4min Afternoon / Evening: 3-5min Hint: Best Trades on reversals at top and bottom of Bollinger bands.
อินดิเคเตอร์ Pine Script®
โดย MoonLyft_200kMonthly
5
Stochastic with Outlier Labels/MTFTL;DR This indicator is an update to a simple stochastic ('Stoch_MTF' by binarytrader666) that provides a novel outlier highlighting feature Improvements on stochastic: 1. Novel outlier highlighting that points out crosses that are the Nth consecutive cross or greater. 2. Allowing for multiple timeframes to be shown on the same chart 3. Highlighting/Labelling crosses and providing labels for alerts A cross of the stochastics in the high or low zones establishes a trend. Successive crosses in the same region seem to indicate a continuation of that trend. The outlier functionality here provides a signal for when X number of crosses have been in the same trend, signaling further strength of that signal. I also provided the necessary code for converting this to a strategy if you so wish at the bottom.
อินดิเคเตอร์ Pine Script®
โดย on2valhalla
1
LOBOWASS STOCHASTICThis script uses a DMI, Stochastic , and two stochastic RSI , when they are all overbought or oversold (also applying price action and looking for bounce points) we can obtain a greater probability that the price will go in the direction we expect This script is compact, which can be very useful for many traders Default values DMI: Lenght=10 Stolenght=3 Stochastic: K=14 D=3 Smooth=3 RSI Stochastic: K=3 D=3 Lenght=6 Lenght Stoch=6 RSI Stochastic 2: K=3 D=3 Lenght=14 Lenght Stoch=14 The indicators configured in this way can bring greater efficiency, do not confront only them, also use price action or other confirmat They are arranged in a graph, such that the DMI has the oversold at 10 and the overbought at 90, first stochastic RSI oversold at 120 and overbought at 180 the socond stochastic RSI at oversold at 220 and overbought at 280, and stochastic at oversold at 320 and overbought at 380, you can configure them your way taking into account that the DMI range is from 0-100, stochastic RSI 100-200, stochastic RSI 200-300 and stochastic from 300-400
อินดิเคเตอร์ Pine Script®
โดย Edrul_Alejandro
Linear Regression Trend Channel with Entries & AlertsPlease Use this Indicator If you understand the risk posed by linear regression trend channel Features Provides trend channel (best value for period is 40 on 5 minute timeframe Provides BUY/SELL entries based on current channel Provides custom color for channel Best used with MattyPips strategy indicators Risks : Please note, this script is the likes of Bollinger bands and poses a risk of falling in a trend range. Entries may keep running on the same direction while the market is moving.
อินดิเคเตอร์ Pine Script®
โดย MrTuanDoan
23
Price Volume Trend BBHey guys, Ive been thinking about Price Volume Trend for a while and tried adding different moving averages to it, but seems its not as binary. Therefore adding the bollinger bands as a no-trade-zone made it alot better. Indicator is pretty basic at the moment since I just implemented the idea but im planning to do some add-ons later on to make it easier to read. Will keep you updated!
อินดิเคเตอร์ Pine Script®
โดย Mihkel00
15
ANB AI Alert (my ANN)Hi guy This is a high level trend predicting study. It is modified from the strategy by sirlof. Feel free to use it as you like. ::USAGE only on 15 minutes 1. add the study in your chart 2. create an alert on the right 3. select ANB AI Alert (my ANN)(0,1D) 4. select the option you wish 5. select once per bar close alert 6. you can select email alert which i usually like 7. once the trade is alerted, execute your trade TP: DYNAMIC (read more) SL: null Setting TP and SL: this is in consideration with the daily volatility and sessions USDCAD TP 400 points, no stop loss. To maximize profit, use trailing stops. most trades are 500 to 1800 points
อินดิเคเตอร์ Pine Script®
โดย DevLucem
7
HFX321This indicator will provide the possibility of when trend reversals may happen on shorter time frames. It can work on any time frame and the use of Heiken Ashi candles can enhance it further. When used with other indicators such as the Stochastic RSI, support, resistance and trend lines, it can increase the possibility of a trend reversal being identified. On shorter time frames the alerts are much more frequent therefore can be less accurate so other indicators may be used. It will show an alert Arrow (green) pointing UP for the First Candle after a pivot LOW (LL, HL) that could indicate a trend reversal. It will show an alert Arrow (red) pointing DOWN for the First Candle after a pivot HIGH (HH, LH) that could indicate a trend reversal. The Colour changes on the Moving Average from Red to Green and green to red to support a trend change possibility. This has been designed to provide a visual confirmation that selected indicators have met certain criteria and that the trend has the possibility of reversing in the near future. It is NOT meant to be a trading system or offer trading advice. The indicator offers only possibilities of trend reversals when the above criteria is met. This is designed for Trend analysis ONLY. To gain access to this invite only script, please send me a private message on Trading View so I can assist you further. Thanks Les Gallagher
อินดิเคเตอร์ Pine Script®
โดย Lesgallagher247
AlphaFlow - Trend DetectorOVERVIEW AlphaFlow identifies and tracks large volume moves by combining volume analysis, price impact measurement, and conviction scoring to separate significant institutional moves from normal trading activity. Rather than just flagging high volume, this indicator evaluates whether large trades actually moved the market and assigns conviction levels based on multiple confirmation factors. WHAT MAKES THIS ORIGINAL This is not simply a volume indicator or volume-weighted price tracker. The originality lies in the multi-factor conviction scoring system that evaluates whether large volume moves represent genuine institutional conviction or just noise. Key Differentiators: - Combines volume ratio AND price impact (volume alone doesn't mean conviction) - Conviction scoring system that weighs trend alignment, follow-through, and volume persistence - Cumulative flow tracking that shows persistent directional pressure over time - Market regime detection (bullish/bearish/sideways) based on flow dynamics - Tiered signal system (EXTREME/HIGH/MEDIUM conviction) rather than binary signals This approach solves the problem of volume spikes that don't lead to meaningful price action, or price moves on low volume that don't persist. HOW IT WORKS 1. Whale Detection Engine: Volume Qualification: Compares current volume to a rolling average (default 50 bars). Whale activity requires volume to be at least 1.5x the average (adjustable). Price Impact Requirement: Volume alone isn't enough. The bar must also show significant price movement (default 0.1% minimum). This filters out high-volume consolidation where no one is actually committed to direction. Direction Identification: Bullish whale = close > open on high volume. Bearish whale = close < open on high volume. 2. Conviction Scoring System: The indicator doesn't just flag whale activity - it evaluates conviction through multiple factors: Base Conviction: Calculated from (volume_ratio × price_impact) / 10 This gives higher scores to moves with both exceptional volume AND large price swings. Trend Alignment Bonus (1.5x multiplier): Whale moves aligned with the 20-period EMA trend receive higher conviction scores. Institutional money tends to accumulate with the trend, not against it. Follow-Through Bonus (1.3x multiplier): After whale activity, does price continue in that direction over the next bars (default 3)? Genuine conviction shows persistence. Volume Persistence (1.2x multiplier): Is elevated volume sustained over multiple bars, or is it a one-time spike? The 3-bar average volume ratio above 1.5x indicates sustained interest. Conviction Levels: - EXTREME: Score > 15 (large whale emoji labels, highest confidence) - HIGH: Score > 8 (triangle signals, strong confidence) - MEDIUM: Score > 3 (small triangles, moderate confidence) - LOW: Score < 3 (not plotted to reduce noise) 3. Cumulative Flow Analysis: Rather than treating each whale move in isolation, the indicator tracks cumulative flow using an EMA of whale activity. This reveals persistent directional pressure. Flow Calculation: Each whale bar contributes (whale_strength × direction) to the flow. Strength is volume_ratio × price_impact_percent. Flow Momentum: Rate of change in the cumulative flow (5-bar change) Flow Acceleration: Second derivative (3-bar change of momentum) These metrics reveal whether whale activity is accelerating, decelerating, or reversing. 4. Market Regime Detection: Bullish Regime: Cumulative flow > 2 AND momentum positive Bearish Regime: Cumulative flow < -2 AND momentum negative Sideways Regime: Neither condition met The background color reflects the current regime, helping traders understand the broader context. 5. Flow Strength Meter: The main plot normalizes cumulative flow to a -100 to +100 scale based on the 100-bar range. This provides a consistent visual reference regardless of the asset or timeframe. Extreme levels at ±50 indicate particularly strong directional flow where reversals or consolidation become more likely. HOW TO USE IT Settings Configuration: Whale Detection Section: - Volume Average Period (default 50): Shorter periods make detection more sensitive to recent volume changes. Longer periods require more exceptional volume to trigger. - Whale Volume Multiplier (default 1.5): How much above average volume must be to qualify. Lower = more signals. Higher = only extreme moves. - Minimum Price Impact (default 0.1%): Filters out high-volume bars that didn't actually move price. Adjust based on asset volatility. Trend Analysis: - Trend Strength Period (default 20): EMA period for trend alignment bonus - Confirmation Bars (default 3): How many bars to check for follow-through Visual Settings: - Flow Strength Meter: Main plot showing normalized cumulative flow - Conviction Labels: Detailed labels showing volume ratio and price impact on extreme/high conviction whales - Trend Background: Color-coded regime indication Signal Interpretation: EXTREME Conviction (Whale Emoji Labels): These are the highest confidence signals. Large volume with significant price impact, aligned with trend, showing follow-through. These often mark the beginning or continuation of strong moves. HIGH Conviction (Large Triangles): Strong signals meeting most criteria. Good for main entries or adding to positions. MEDIUM Conviction (Small Triangles): Whale activity present but with fewer confirmation factors. Use for partial positions or require additional confirmation. Flow Strength Meter: - Above zero and rising: Bullish flow building - Below zero and falling: Bearish flow building - Approaching ±50: Extreme readings, watch for exhaustion - Crossing zero: Flow regime change Dashboard Information: The top-right table shows: - Current regime (bullish/bearish/sideways) - Flow strength value - Last whale direction - Conviction level of last whale - Current volume ratio - Flow momentum direction - Indicator status Trading Strategies: Trend Following: Take EXTREME and HIGH conviction signals aligned with the flow meter direction. Enter when flow is positive and rising for bullish whales, negative and falling for bearish whales. Regime-Based: Only trade in bullish/bearish regimes (colored backgrounds). Avoid trading in sideways regimes where whale moves tend to reverse quickly. Flow Reversals: When flow meter crosses zero with EXTREME conviction whale in the new direction, this often marks regime changes. Exhaustion Plays: When flow reaches ±50 extreme levels, watch for EXTREME conviction whales in the opposite direction as potential reversal signals. TECHNICAL DETAILS Volume Ratio = Current Volume / SMA(Volume, Period) Price Impact % = ABS(Close - Open) / Open × 100 Whale Detected = (Volume Ratio >= Multiplier) AND (Price Impact >= Minimum) Whale Direction = Close > Open ? 1 : -1 Base Conviction = (Volume Ratio × Price Impact %) / 10 Trend Alignment = Whale Direction == Trend Direction ? 1.5 : 1.0 Follow-Through = Price continues whale direction over N bars ? 1.3 : 1.0 Volume Persistence = SMA(Volume Ratio, 3) > 1.5 ? 1.2 : 1.0 Final Conviction = Base × Trend Alignment × Follow-Through × Volume Persistence Whale Flow = Whale Detected ? (Volume Ratio × Price Impact × Direction) : 0 Cumulative Flow = EMA(Whale Flow, 20) Flow Momentum = Change(Cumulative Flow, 5) Flow Acceleration = Change(Momentum, 3) Normalized Flow Strength = (Cumulative Flow / Highest(ABS(Cumulative Flow), 100)) × 100 WHAT THIS SOLVES Common Volume Indicator Problems: - Volume spikes that don't move price (consolidation noise) - Price moves on low volume that quickly reverse - No differentiation between strong and weak volume signals - Treating all high-volume bars equally regardless of context - No measure of whether volume represents conviction or panic Whale Flow Solutions: - Requires both volume AND price impact for signals - Conviction scoring separates strong moves from weak ones - Cumulative flow shows persistent pressure vs isolated spikes - Trend alignment and follow-through filter low-quality signals - Tiered system lets traders choose their confidence threshold LIMITATIONS - Cannot identify individual whales or attribute volume to specific entities - High volume can come from many sources (whales, retail panic, algo activity) - Works best on liquid assets with consistent volume patterns - Less reliable on low-volume assets or during market closures - Conviction scoring thresholds may need adjustment per asset/timeframe - Does not predict future whale activity, only identifies it after bars close - Flow can remain at extremes longer than expected during strong trends - False signals can occur during news events or earnings - Not a standalone trading system - requires risk management and other analysis Best used in combination with price action, support/resistance, and broader market context. EDUCATIONAL VALUE For traders learning about: - Volume analysis beyond simple volume indicators - Multi-factor signal confirmation systems - Market regime and flow concepts - Conviction-based scoring methodologies - Cumulative indicator design - Normalized plotting for cross-asset comparison - Pine Script table and dashboard creation Not financial advice.
อินดิเคเตอร์ Pine Script®
โดย AlphaEdge_
Simplified Percentile ClusteringSimplified Percentile Clustering (SPC) is a clustering system for trend regime analysis. Instead of relying on heavy iterative algorithms such as k-means, SPC takes a deterministic approach: it uses percentiles and running averages to form cluster centers directly from the data, producing smooth, interpretable market state segmentation that updates live with every bar. Most clustering algorithms are designed for offline datasets, they require recomputation, multiple iterations, and fixed sample sizes. SPC borrows from both statistical normalization and distance-based clustering theory , but simplifies them. Percentiles ensure that cluster centers are resistant to outliers , while the running mean provides a stable mid-point reference. Unlike iterative methods, SPC’s centers evolve smoothly with time, ideal for charts that must update in real time without sudden reclassification noise. SPC provides a simple yet powerful clustering heuristic that: Runs continuously in a charting environment, Remains interpretable and reproducible, And allows traders to see how close the current market state is to transitioning between regimes. Clustering by Percentiles Traditional clustering methods find centers through iteration. SPC defines them deterministically using three simple statistics within a moving window: Lower percentile (p_low) → captures the lower basin of feature values. Upper percentile (p_high) → captures the upper basin. Mean (mid) → represents the central tendency. From these, SPC computes stable “centers”: // K = 2 → two regimes (e.g., bullish / bearish) = // K = 3 → adds a neutral zone = These centers move gradually with the market, forming live regime boundaries without ever needing convergence steps. Two clusters capture directional bias; three clusters add a neutral ‘range’ state. Multi-Feature Fusion While SPC can cluster a single feature such as RSI, CCI, Fisher Transform, DMI, Z-Score, or the price-to-MA ratio (MAR), its real strength lies in feature fusion. Each feature adds a unique lens to the clustering system. By toggling features on or off, traders can test how each dimension contributes to the regime structure. In “Clusters” mode, SPC measures how far the current bar is from each cluster center across all enabled features, averages these distances, and assigns the bar to the nearest combined center. This effectively creates a multi-dimensional regime map , where each feature contributes equally to defining the overall market state. The fusion distance is computed as: dist := (rsi_d * on_off(use_rsi) + cci_d * on_off(use_cci) + fis_d * on_off(use_fis) + dmi_d * on_off(use_dmi) + zsc_d * on_off(use_zsc) + mar_d * on_off(use_mar)) / (on_off(use_rsi) + on_off(use_cci) + on_off(use_fis) + on_off(use_dmi) + on_off(use_zsc) + on_off(use_mar)) Because each feature can be standardized (Z-Score), the distances remain comparable across different scales. Fusion mode combines multiple standardized features into a single smooth regime signal. Visualizing Proximity - The Transition Gradient Most indicators show binary or discrete conditions (e.g., bullish/bearish). SPC goes further, it quantifies how close the current value is to flipping into the next cluster. It measures the distances to the two nearest cluster centers and interpolates between them: rel_pos = min_dist / (min_dist + second_min_dist) real_clust = cluster_val + (second_val - cluster_val) * rel_pos This real_clust output forms a continuous line that moves smoothly between clusters: Near 0.0 → firmly within the current regime Around 0.5 → balanced between clusters (transition zone) Near 1.0 → about to flip into the next regime Smooth interpolation reveals when the market is close to a regime change. How to Tune the Parameters SPC includes intuitive parameters to adapt sensitivity and stability: K Clusters (2–3): Defines the number of regimes. K = 2 for trend/range distinction, K = 3 for trend/neutral transitions. Lookback: Determines the number of past bars used for percentile and mean calculations. Higher = smoother, more stable clusters. Lower = faster reaction to new trends. Lower / Upper Percentiles: Define what counts as “low” and “high” states. Adjust to widen or tighten cluster ranges. Shorter lookbacks react quickly to shifts; longer lookbacks smooth the clusters. Visual Interpretation In “Clusters” mode, SPC plots: A colored histogram for each cluster (red, orange, green depending on K) Horizontal guide lines separating cluster levels Smooth proximity transitions between states Each bar’s color also changes based on its assigned cluster, allowing quick recognition of when the market transitions between regimes. Cluster bands visualize regime structure and transitions at a glance. Practical Applications Identify market regimes (bullish, neutral, bearish) in real time Detect early transition phases before a trend flip occurs Fuse multiple indicators into a single consistent signal Engineer interpretable features for machine-learning research Build adaptive filters or hybrid signals based on cluster proximity Final Notes Simplified Percentile Clustering (SPC) provides a balance between mathematical rigor and visual intuition. It replaces complex iterative algorithms with a clear, deterministic logic that any trader can understand, and yet retains the multidimensional insight of a fusion-based clustering system. Use SPC to study how different indicators align, how regimes evolve, and how transitions emerge in real time. It’s not about predicting; it’s about seeing the structure of the market unfold. Disclaimer This indicator is intended for educational and analytical use. It does not generate buy or sell signals. Historical regime transitions are not indicative of future performance. Always validate insights with independent analysis before making trading decisions.
อินดิเคเตอร์ Pine Script®
โดย InvestorUnknown
2
Momentum-Based Fair Value Gaps [BackQuant]Momentum-Based Fair Value Gaps A precision tool that detects Fair Value Gaps and color-codes each zone by momentum, so you can quickly tell which imbalances matter, which are likely to fill, and which may power continuation. What is a Fair Value Gap A Fair Value Gap is a 3-candle price imbalance that forms when the middle candle expands fast enough that it leaves a void between candle 1 and candle 3. Bullish FVG : low > high . This marks a bullish imbalance left beneath price. Bearish FVG : high < low . This marks a bearish imbalance left above price. These zones often act as magnets for mean reversion or as fuel for trend continuation when price respects the gap boundary and runs. Why add momentum Not all gaps are equal. This script measures momentum with RSI on your chosen source and paints each FVG with a momentum heatmap. Strong-momentum gaps are more likely to hold or propel continuation. Weak-momentum gaps are more likely to fill. Core Features Auto FVG Detection with size filters in percent of price. Momentum Heatmap per gap using RSI with smoothing. Multiple palettes: Gradient, Discrete, Simple, and scientific schemes like Viridis, Plasma, Inferno, Magma, Cividis, Turbo, Jet, plus Red-Green and Blue-White-Red. Bull and Bear Modes with independent toggles. Extend Until Filled : keep drawing live to the right until price fully fills the gap. Auto Remove Filled for a clean chart. Optional Labels showing the smoothed RSI value stored at the gap’s birth. RSI-based Filters : only accept bullish gaps when RSI is oversold and bearish gaps when RSI is overbought. Performance Controls : cap how many FVGs to keep on chart. Alerts : new bullish or bearish FVG, filled FVG, and extreme RSI FVGs. How it works Source for Momentum : choose Returns, Close, or Volume. Returns computes percent change over a short lookback to focus on impulse quality. RSI and Smoothing : RSI length and a small SMA smooth the signal to stabilize the color coding. Gap Scan : each bar checks for a 3-candle bullish or bearish imbalance that also clears your minimum size filter in percent of price. Heatmap Color : the gap is painted at creation with a color from your palette based on the smoothed RSI value, preserving the momentum signature that formed it. Lifecycle : if Extend Unfilled is on, the zone projects forward until price fully trades through the far edge. If Auto Remove is on, a filled gap is deleted immediately. How to use it Scan for structure : turn on both bullish and bearish FVGs. Start with a moderate Min FVG Size percent to reduce noise. You will see stacked clusters in trends and scattered singletons in chop. Read the colors : brighter or stronger palette values imply stronger momentum at gap formation. Weakly colored gaps are lower conviction. Decide bias : bullish FVGs below price suggest demand footprints. Bearish FVGs above price suggest supply footprints. Use the heatmap and RSI value to rank importance. Choose your playbook : Mean reversion : target partial or full fills of opposing FVGs that were created on weak momentum or that sit against higher timeframe context. Trend continuation : look for price to respect the near edge of a strong-momentum FVG, then break away in the direction of the original impulse. Manage risk : in continuation ideas, invalidation often sits beyond the opposite edge of the active FVG. In reversion ideas, invalidation sits beyond the gap that should attract price. Two trade playbooks Continuation - Buy the hold of a bullish FVG Context uptrend. A bullish FVG prints with strong RSI color. Price revisits the top of the gap, holds, and rotates up. Enter on hold or first higher low inside or just above the gap. Invalidation: below the gap bottom. Targets: prior swing, measured move, or next LV area. Reversion - Fade a weak bearish FVG toward fill Context range or fading trend. A bearish FVG prints with weak RSI color near a completed move. Price fails to accelerate lower and rotates back into the gap. Enter toward mid-gap with confirmation. Invalidation: above gap top. Target: opposite edge for a full fill, or the gap midline for partials. Key settings Max FVG Display : memory cap to keep charts fast. Try 30 to 60 on intraday. Min FVG Size % : sets a quality floor. Start near 0.20 to 0.50 on liquid markets. RSI Length and Smooth : 14 and 3 are balanced. Increase length for higher timeframe stability. RSI Source : Returns : most sensitive to true momentum bursts Close : traditional. Volume : uses raw volume impulses to judge footprint strength. Filter by RSI Extremes : tighten rules so only the most stretched gaps print as signals. Heatmap Style and Palette : pick a palette with good contrast for your background. Gradient for continuous feel, Discrete for quick zoning, Simple for binary, Palette for scientific schemes. Extend Unfilled - Auto Remove : choose live projection and cleanup behavior to match your workflow. Reading the chart Bullish zones sit beneath price. Respect and hold of the upper boundary suggests demand. Strong green or warm palette tones indicate impulse quality. Bearish zones sit above price. Respect and hold of the lower boundary suggests supply. Strong red or cool palette tones indicate impulse quality. Stacking : multiple same-direction gaps stacked in a trend create ladders. Ladders often act as stepping stones for continuation. Overlapping : opposing gaps overlapping in a small region usually mark a battle zone. Expect chop until one side is absorbed. Workflow tips Map higher timeframe trend first. Use lower timeframe FVGs for entries aligned with the higher timeframe bias. Increase Min FVG Size percent and RSI length for noisy symbols. Use labels when learning to correlate the RSI numbers with your palette colors. Combine with VWAP or moving averages for confluence at FVG edges. If you see repeated fills and refills of the same zone, treat that area as fair value and avoid chasing. Alerts included New Bullish FVG New Bearish FVG Bullish FVG Filled Bearish FVG Filled Extreme Oversold FVG - bullish Extreme Overbought FVG - bearish Practical defaults RSI Length 14, Smooth 3, Source Returns. Min FVG Size 0.25 percent on liquid majors. Heatmap Style Gradient, Palette Viridis or Turbo for contrast. Extend Unfilled on, Auto Remove on for a clean live map. Notes This tool does not predict the future. It maps imbalances and momentum so you can frame trades with clearer context, cleaner invalidation, and better ranking of which gaps matter. Use it with risk control and in combination with your broader process.
อินดิเคเตอร์ Pine Script®
โดย BackQuant
SEVENX Free|SuperFundedSEVENX — Modular Multi-Signal Scanner (SuperFunded) What it is SEVENX combines seven classic signals—MACD, OBV, RSI, Stochastics, CCI, Momentum, and an optional ATR volatility filter—into a modular gate. You can toggle each condition on/off, and a BUY/SELL arrow prints only when all enabled conditions agree. Text labels are optional. Why this is not a simple mashup ・Most “combo” scripts just overlay indicators. SEVENX is a strict consensus engine: ・Each condition is binary and user-switchable. ・The final signal is the logical AND of all enabled checks (no hidden weights). ・Signals fire only on confirmed events (e.g., RSI crossing a level, Stoch K/D cross), which makes entries rule-driven and reproducible. This yields a transparent, vendor-grade workflow where traders can start simple (2–3 gates) and tighten selectivity by enabling more gates. How it works (concise) ・MACD: macd_line > signal_line (buy) / < (sell). ・OBV trend: OBV > OBV_MA (buy) / < (sell). ・RSI bounce/drop: crossover(RSI, Oversold) (buy) / crossunder(RSI, Overbought) (sell). ・Stoch cross: %K crosses above %D (buy) / below (sell). ・CCI rebound/pullback: crossover(CCI, -Level) (buy) / crossunder(CCI, +Level) (sell). ・Momentum: Momentum > 0 (buy) / < 0 (sell). ・ATR filter (optional): ATR > ATR_MA must also be true (both sides). ・Final signal: AND of all enabled conditions. If you enable none on a side, that side will not print. Parameters (UI mapping) Buy Signal (group: “— Buy Signal —”) ・MACD Golden Cross / OBV Uptrend / RSI Bounce from Oversold / Stochastic Golden Cross / CCI Rebound from Oversold / Momentum > 0 / ATR Volatility Filter (on/off) Sell Signal (group: “— Sell Signal —”) ・MACD Dead Cross / OBV Downtrend / RSI Drop from Overbought / Stochastic Dead Cross / CCI Pullback from Overbought / Momentum < 0 / ATR Volatility Filter (on/off) Indicator Settings ・MACD: Fast/Slow/Signal lengths. ・RSI: Length, Overbought/Oversold levels. ・Stochastics: %K length, %D smoothing, overall smoothing. ・CCI: Length, Level (±Level used). ・Momentum: Length. ・OBV: MA length for trend baseline. ・ATR: ATR length, ATR MA length (for the filter). Display ・Show Text (BUY/SELL text on the markers), Buy/Sell Text Colors. Practical usage ・Start simple: Enable 2 conditions (e.g., MACD + RSI). If signals are too frequent, add OBV or Momentum; if still frequent, enable ATR filter. ・Mean-reversion vs trend: 　・For trend-following, prefer MACD/OBV/Momentum gates. 　・For reversal bounces, add RSI/CCI gates and keep Stoch for timing. ・Tuning sensitivity: 　・Raise RSI Oversold/Overbought thresholds to make bounces rarer. 　・Increase ATR_MA length to smooth the volatility baseline. ・Risk first: Plan SL/TP independently (e.g., structure levels or R-multiples). SEVENX focuses on entry qualification, not exits. Repainting & confirmation Signals depend on cross events and are best treated on bar close. Intrabar flips can occur before a bar closes; for strict rules, confirm on closed bars in your strategy. Disclaimer No indicator can guarantee outcomes. News, liquidity, and spread conditions can invalidate signals. Trade responsibly and manage risk. This indicator is being released on a trial basis and may be discontinued at our discretion. SEVENX — モジュラー型マルチシグナル・スキャナー（日本語） 概要 SEVENXは、MACD / OBV / RSI / ストキャス / CCI / モメンタム / ATRフィルターの7条件を個別オン・オフで制御し、有効化した条件がすべて満たされたときだけBUY/SELL矢印を表示する、合意（AND）型シグナルインジです。テキスト表示も任意。 独自性・新規性 ・各条件はブラックボックスではなく明示的なブール判定で、最終シグナルは有効化した条件のAND。 ・RSIのレベルクロスやStochのK/Dクロスなど、確定イベントで判定するため、再現性の高いルール運用が可能。少数条件から始めて、必要に応じて段階的に厳格化できます。 動作要点 ・MACD：線がシグナル上/下。 ・OBV：OBVがOBVのMAより上/下。 ・RSI：RSIがOSを上抜け（買い）/OBを下抜け（売り）。 ・Stoch：%Kが%Dを上抜け/下抜け。 ・CCI：CCIが**−Levelを上抜け**（買い）/+Levelを下抜け（売り）。 ・Momentum：0より上/下。 ・ATRフィルター（任意）：ATR > ATR_MA を満たすこと（買い/売り共通）。 ・最終サイン：有効化した条件のAND。そのサイドで1つも有効化していなければサインは出ません。 実践ヒント ・まずは2条件（例：MACD＋RSI）でテスト → 多すぎるならOBV/MomentumやATRフィルターを追加。 ・トレンド重視：MACD/OBV/Momentumを主軸に。 ・押し目・戻り目狙い：RSI/CCIを追加、Stochでタイミング調整。 ・感度調整：RSIのOB/OSを広げる、ATR_MAを長くする等で厳しめに。 ・出口は別設計：SL/TPは価格帯やR倍数などで管理を。 再描画と確定 確定足基準で判断すると安定します。足確定前はクロスが行き来することがあります。 免責 シグナルの機能は保証されません。イベントや流動性で無効化する場合があります。資金管理のうえ自己責任でご利用ください。 このインジケーターは試験公開のため、弊社の裁量で公開を停止する場合があります。
อินดิเคเตอร์ Pine Script®
โดย SuperFunded
PulseGrid Universal Scalper - Adaptive Pulse and Symmetric SpansInstrument agnostic. Works on any symbol and timeframe supported by TradingView. Message or hit me up in chat for full access . Purpose and scope PulseGrid is a short timeframe strategy designed to read intrabar structure and recent path so that entries align with actionable momentum and context. The strategy is private. The description below provides all the information needed to understand how it behaves, how it sizes risk, how to tune it responsibly, and how to evaluate results without making unrealistic claims. The design is instrument agnostic. It runs on any asset class that prints open high low close bars on TradingView. That includes commodities such as Gold and WTI, currencies, crypto, equity indices, and single stocks. Performance will always depend on the symbol’s liquidity, spread, slippage, and session structure, which is why the description focuses on principles and safe parameter ranges instead of hard promises. What the strategy does at a glance It builds a composite entry signal named Pulse from five normalized bar features that reflect short term pressure and follow through. It applies regime guards that keep the strategy inactive when the tape is either too quiet, too bursty, or too directionally random. It optionally uses a directional filter where a fast and a slow exponential average must agree and their gap must be material relative to recent true range. When a signal is allowed, risk is sized using symmetric spans that come from nearby untraded price distances above and below the market. The strategy sets a single stop and a single take profit from those spans. Lines for entry, stop, and take profit are drawn on the chart. A compact on chart table shows trade counts, win rate, average R per trade, and profit factor for all trades, longs only, and shorts only. This combination yields entries that are reactive but not chaotic, and risk lines that respect the market’s recent path instead of generic pip or point targets. Why the design is original and useful The core originality is the union of a composite entry that adapts to volatility and a geometry based risk model. The entry uses five different viewpoints on the same bar space instead of relying on a single technical indicator. The risk model uses spans that come from actual untraded distance rather than fixed multipliers of a generic volatility measure. The result is a framework that is simple to read on a chart and simple to evaluate, yet it avoids the traps of curve fitting to one symbol or one month of data. Because everything is normalized locally, the same logic translates across asset classes with only modest tuning. The Pulse composite in detail Pulse is a weighted blend of the following normalized features. Impulse imbalance. The script sums upward and downward impulses over a short window. An upward impulse is the extension of highs relative to the prior bar. A downward impulse is the extension of lows relative to the prior bar. The net imbalance, scaled by the local range, captures whether extension pressure is building or fading. Wick and close location. Inside each bar, the distance between the close and the extremes carries information about rejection or acceptance. A bar that closes near the high with relatively heavier lower wick suggests upward acceptance. A bar that closes near the low with heavier upper wick suggests downward acceptance. A weight controls the contribution of wick skew versus close location so that users can favor reversal or momentum behaviour. Shock touches. Within the recent range window, touches that occur very near the top decile or bottom decile are marked. A short sliding window counts recent shocks. Frequent top shocks in a rising context suggest supply tests. Frequent bottom shocks in a declining context suggest demand tests. The count is normalized by window length. Breakout ledger. The script compares current extremes to lagged extremes and keeps a simple count of recent upside and downside breakouts. The difference behaves as a short term polarity meter. Curvature. A simple second difference in closing price acts as a curvature term. It is normalized by the recent maximum of absolute one bar returns so that the value remains bounded and comparable to other terms. Pulse is smoothed over a fraction of the main signal length. Smoothing removes impulse spikes without destroying the quick reaction that scalpers need. The absolute value of smoothed Pulse can be used with an adaptive gate so that only the top percentile of energy for the recent environment is eligible for entries. A small floor prevents accidental entries during very quiet periods. Regime guards that keep the strategy selective Three guards must all pass before any entry can occur. Auction Balance Factor. This is the proportion of closes that land inside a mid band of the prior bar’s high to low range. High values indicate balanced chop where breakouts tend to fail. Low values indicate directional conditions. The strategy requires ABF to sit below a user chosen maximum. Dispersion via a Gini style measure on absolute returns. Very low dispersion means bars are small and uniform. Very high dispersion means a few outsized bars dominate and slippage risk can be elevated. The strategy allows the user to require the dispersion measure to remain inside a band that reflects healthy activity. Binary entropy of direction. Over the core window, the proportion of up closes is used to compute a simple entropy. Values near one indicate coin flip behaviour. Values near zero indicate one sided sequences. The guard requires entropy below a ceiling so that random directionality does not produce noise entries. An optional directional filter asks that a fast and a slow exponential average agree on direction and that their gap, when divided by an average true range, exceed a threshold. This filter can be enabled on symbols that trend cleanly and disabled when the composite entry is already selective enough. Risk sizing with symmetric spans Instead of fixed points or a pure ATR multiplier, the strategy sizes stops and targets from a pair of spans. The upward span reflects recent untraded distance above the market. The downward span reflects recent untraded distance below the market. Each span is floored by a fallback that comes from the maximum of a short simple range average and a standard average true range. A tick based floor prevents microscopic stops on instruments with high tick precision. An asymmetry cap prevents one span from becoming many times larger than the other. For long entries the stop is a multiple of the downward span and the target is a multiple of the upward span. For short entries the stop is a multiple of the upward span and the target is a multiple of the downward span. This creates a risk box that is symmetric by construction yet adaptive to recent voids and gaps. Execution, ties, and housekeeping Entries evaluate at bar close. Exits are tested from the next bar forward. If both stop and target are hit within the same bar, the outcome can be resolved in a consistent way that favors the stop or the target according to a single user setting. A short cooldown in bars prevents flip flops. Users can restrict entries to specific sessions such as London and New York. The chart renders entry, stop, and target lines for each trade so that every action is visible. The table in the top right shows trade counts, take profit and stop counts, win rate, average R per trade, and profit factor for the whole set and by direction. Defaults and responsible backtesting The default properties in the script use a realistic initial capital and commission value. Users should also set slippage in the strategy properties to reflect their broker and symbol. Small timeframe trading is sensitive to friction and the strategy description does not claim immunity to that reality. The strategy is intended to be tested on a dataset that produces a meaningful sample of trades. A sample in the range of a hundred trades or more is preferred because variance in short samples can be large. On thin symbols or periods with little regular trading, users should either change timeframe, change sessions, or use more selective thresholds so that the sample contains only liquid scenarios. Universal usage across markets The strategy is universal by design. It will run and produce lines on any open high low close series on TradingView. The composite entry is made of normalized parts. The regime guards use proportions and bounded measures. The spans use untraded distance and range floors measured in the local price scale. This allows the same logic to function on a currency pair, a commodity, an index future, a stock, or a crypto pair. What changes is calibration. A safe approach for universal use is as follows. Start with the default signal length and wick weight. If the chart prints many weak signals, enable the directional filter and raise the normalized gap threshold slightly. If the chart is too quiet, lower the adaptive percentile or, with adaptive off, lower the fixed pulse threshold by a small amount. If stops are too tight in quiet regimes, raise the fallback span multiplier or raise the minimum tick floor in ticks. If you observe long one sided days, lower the maximum entropy slightly so that entries only occur when directionality is genuine rather than alternating. Because the logic is bounded and local, these simple steps carry over across symbols. That is why the strategy can be used literally on any asset that you can load on a TradingView chart. The code does not depend on a specific tick size or a specific exchange calendar. It will still remain true that symbols with higher spread or fewer regular trading hours demand stricter thresholds and larger floors. Suggested parameter ranges for common cases These ranges are guidelines for one to five minute bars. They are not promises of performance. They reflect the balance between having enough signals to learn from and keeping noise controlled. Signal length between 18 and 34 for liquid commodities and large capitalization equities. Wick weight between 0.30 and 0.50 depending on whether you want reversal recognition or close momentum. Adaptive gate percentile between 85 and 93 when adaptive is enabled. Fixed threshold between 0.10 and 0.18 when adaptive is disabled. Use a non zero floor so very quiet periods still require some energy. Auction Balance Factor maximum near 0.70 for symbols with clear session bursts. Slightly higher if you prefer to include more balanced prints. Dispersion band with a lower bound near 0.18 and an upper bound near 0.68 for most session instruments. Tighten the band if you want to skip very bursty days or very flat days. Entropy maximum near 0.90 so coin flip phases are filtered. Lower the ceiling slightly if the symbol whipsaws frequently. Stop multiplier near one and take profit multiplier between two and three for a single target approach. Larger target multipliers reduce hit rate and lengthen holding time. These are safe starting points across commodities, currencies, indices, equities, and crypto. From there, small increments are preferred over dramatic changes. How to evaluate responsibly A clean chart and a direct test process help avoid confusion. Use standard candles for signals and exits. If you use a non standard chart type such as Heikin Ashi or Renko, do so only for visualization and not for the strategy’s signal computation, as those chart types can produce unrealistic fills. Turn off other indicators on the published chart unless they are needed to demonstrate a specific property of this strategy. When you post results or discuss outcomes, include the symbol, timeframe, commission and slippage settings, and the session settings used. This makes the context clear and avoids misleading readers. When you look at results, consider the following. The distribution of R per trade. A positive average R with a moderate profit factor suggests that exits are sized appropriately for the symbol. The balance between long and short sides. The HUD table separates the two so you can see if one side carries the edge for that symbol. The sensitivity to the tie preference. If many bars hit both stop and take profit, the market is chopping inside the risk box and you may need larger floors or stricter regime guards. The session effect. Session hours matter for many instruments. Align your session filter with where liquidity and volatility concentrate. Known limitations and honest warnings PulseGrid is not a guarantee of future profit. It is a systematic way to read short term structure and to size risk in a way that reflects recent path. It assumes that the data feed reflects the exchange reality. It assumes that slippage and spread are non zero and uses explicit commission and user provided slippage to approximate that. It does not place multiple targets. It does not trail stops. It is not a high frequency system and does not attempt to model queue priority or microsecond fills. On illiquid symbols or very short timeframes outside regular hours, signals will be less reliable. Users are responsible for choosing realistic settings and for evaluating whether the symbol’s conditions are suitable. First use checklist Load the symbol and timeframe you care about. If the instrument has clear sessions, turn on the session filter and select realistic London and New York hours or other sessions relevant to the instrument. Set commission and slippage in the strategy properties to values that match your broker or exchange. Run the strategy with defaults. Look at the HUD summary and the lines. Decide whether to enable the directional filter. If you see frequent reversals around the entry line, enable it and raise the normalized gap threshold slightly. Adjust the adaptive gate. If the chart floods, raise the percentile. If the chart starves, lower it or use a slightly lower fixed threshold. Adjust the fallback span multiplier and tick floor so that stops are never microscopic. Review per session performance. If one session underperforms, restrict entries to the better one. This simple process takes minutes and transfers to any other symbol. Why this script is private The source remains private so that the underlying method and its implementation details are not copied or republished. The description here is complete and self contained so that users can understand the purpose, originality, usage, and limitations without needing to inspect the source. Privacy does not change the strategy’s on chart behavior. It only protects the specific coding details. Guarantee and compliance statements This description does not contain advertising, solicitations, links, or contact information. It does not make performance promises. It explains how the script is original and how it works. It also warns about limitations and the need for realistic assumptions. The strategy is not investment advice and is not created only for qualified investors. It can be tested and used for educational and research purposes. Users should read TradingView’s documentation on script properties and backtesting. Users should avoid non standard chart types for signal computation because those produce unrealistic results. Users should select realistic account sizes and friction settings. Users should not post claims without showing the settings used. Closing summary PulseGrid is a compact framework for short timeframe trading that combines a composite entry built from multiple normalized bar features with a symmetric span model for risk. The entry adapts to volatility. The regime guards keep the strategy inactive when the tape is either too quiet or too erratic. The risk geometry respects recent untraded spans instead of arbitrary distances. The entire design is instrument agnostic. It will run on any symbol that TradingView supports and it will behave consistently across asset classes with modest tuning. Use it with a clean chart, realistic friction, and enough trades to make your evaluation meaningful. Use sessions if the instrument concentrates activity in specific hours. Adjust one control at a time and prefer small increments. The goal is not to find a magic parameter. The goal is to maintain a stable rule set that reads market structure in a way you can trust and audit.
อินดิเคเตอร์ Pine Script®
โดย exlux