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Multi-Fibonacci Trend Average[FibonacciFlux]Multi-Fibonacci Trend Average (MFTA): An Institutional-Grade Trend Confluence Indicator for Discerning Market Participants My original indicator/Strategy: Engineered for the sophisticated demands of institutional and advanced traders, the Multi-Fibonacci Trend Average (MFTA) indicator represents a paradigm shift in technical analysis. This meticulously crafted tool is designed to furnish high-definition trend signals within the complexities of modern financial markets. Anchored in the rigorous principles of Fibonacci ratios and augmented by advanced averaging methodologies, MFTA delivers a granular perspective on trend dynamics. Its integration of Multi-Timeframe (MTF) filters provides unparalleled signal robustness, empowering strategic decision-making with a heightened degree of confidence. MFTA indicator on BTCUSDT 15min chart with 1min RSI and MACD filters enabled. Note the refined signal generation with reduced noise. MFTA indicator on BTCUSDT 15min chart without MTF filters. While capturing more potential trading opportunities, it also generates a higher frequency of signals, including potential false positives. Core Innovation: Proprietary Fibonacci-Enhanced Supertrend Averaging Engine The MFTA indicator’s core innovation lies in its proprietary implementation of Supertrend analysis, strategically fortified by Fibonacci ratios to construct a truly dynamic volatility envelope. Departing from conventional Supertrend methodologies, MFTA autonomously computes not one, but three distinct Supertrend lines. Each of these lines is uniquely parameterized by a specific Fibonacci factor: 0.618 (Weak), 1.618 (Medium/Golden Ratio), and 2.618 (Strong/Extended Fibonacci). // Fibonacci-based factors for multiple Supertrend calculations factor1 = input.float(0.618, 'Factor 1 (Weak/Fibonacci)', minval=0.01, step=0.01, tooltip='Factor 1 (Weak/Fibonacci)', group="Fibonacci Supertrend") factor2 = input.float(1.618, 'Factor 2 (Medium/Golden Ratio)', minval=0.01, step=0.01, tooltip='Factor 2 (Medium/Golden Ratio)', group="Fibonacci Supertrend") factor3 = input.float(2.618, 'Factor 3 (Strong/Extended Fib)', minval=0.01, step=0.01, tooltip='Factor 3 (Strong/Extended Fib)', group="Fibonacci Supertrend") This multi-faceted architecture adeptly captures a spectrum of market volatility sensitivities, ensuring a comprehensive assessment of prevailing conditions. Subsequently, the indicator algorithmically synthesizes these disparate Supertrend lines through arithmetic averaging. To achieve optimal signal fidelity and mitigate inherent market noise, this composite average is further refined utilizing an Exponential Moving Average (EMA). // Calculate average of the three supertends and a smoothed version superlength = input.int(21, 'Smoothing Length', tooltip='Smoothing Length for Average Supertrend', group="Fibonacci Supertrend") average_trend = (supertrend1 + supertrend2 + supertrend3) / 3 smoothed_trend = ta.ema(average_trend, superlength) The resultant ‘Smoothed Trend’ line emerges as a remarkably responsive yet stable trend demarcation, offering demonstrably superior clarity and precision compared to singular Supertrend implementations, particularly within the turbulent dynamics of high-volatility markets. Elevated Signal Confluence: Integrated Multi-Timeframe (MTF) Validation Suite MFTA transcends the limitations of conventional trend indicators by incorporating an advanced suite of three independent MTF filters: RSI, MACD, and Volume. These filters function as sophisticated validation protocols, rigorously ensuring that only signals exhibiting a confluence of high-probability factors are brought to the forefront. 1. Granular Lower Timeframe RSI Momentum Filter The Relative Strength Index (RSI) filter, computed from a user-defined lower timeframe, furnishes critical momentum-based signal validation. By meticulously monitoring RSI dynamics on an accelerated timeframe, traders gain the capacity to evaluate underlying momentum strength with precision, prior to committing to signal execution on the primary chart timeframe. // --- Lower Timeframe RSI Filter --- ltf_rsi_filter_enable = input.bool(false, title="Enable RSI Filter", group="MTF Filters", tooltip="Use RSI from lower timeframe as a filter") ltf_rsi_timeframe = input.timeframe("1", title="RSI Timeframe", group="MTF Filters", tooltip="Timeframe for RSI calculation") ltf_rsi_length = input.int(14, title="RSI Length", minval=1, group="MTF Filters", tooltip="Length for RSI calculation") ltf_rsi_threshold = input.int(30, title="RSI Threshold", minval=0, maxval=100, group="MTF Filters", tooltip="RSI value threshold for filtering signals") 2. Convergent Lower Timeframe MACD Trend-Momentum Filter The Moving Average Convergence Divergence (MACD) filter, also calculated on a lower timeframe basis, introduces a critical layer of trend-momentum convergence confirmation. The bullish signal configuration rigorously mandates that the MACD line be definitively positioned above the Signal line on the designated lower timeframe. This stringent condition ensures a robust indication of converging momentum that aligns synergistically with the prevailing trend identified on the primary timeframe. // --- Lower Timeframe MACD Filter --- ltf_macd_filter_enable = input.bool(false, title="Enable MACD Filter", group="MTF Filters", tooltip="Use MACD from lower timeframe as a filter") ltf_macd_timeframe = input.timeframe("1", title="MACD Timeframe", group="MTF Filters", tooltip="Timeframe for MACD calculation") ltf_macd_fast_length = input.int(12, title="MACD Fast Length", minval=1, group="MTF Filters", tooltip="Fast EMA length for MACD") ltf_macd_slow_length = input.int(26, title="MACD Slow Length", minval=1, group="MTF Filters", tooltip="Slow EMA length for MACD") ltf_macd_signal_length = input.int(9, title="MACD Signal Length", minval=1, group="MTF Filters", tooltip="Signal SMA length for MACD") 3. Definitive Volume Confirmation Filter The Volume Filter functions as an indispensable arbiter of trade conviction. By establishing a dynamic volume threshold, defined as a percentage relative to the average volume over a user-specified lookback period, traders can effectively ensure that all generated signals are rigorously validated by demonstrably increased trading activity. This pivotal validation step signifies robust market participation, substantially diminishing the potential for spurious or false breakout signals. // --- Volume Filter --- volume_filter_enable = input.bool(false, title="Enable Volume Filter", group="MTF Filters", tooltip="Use volume level as a filter") volume_threshold_percent = input.int(title="Volume Threshold (%)", defval=150, minval=100, group="MTF Filters", tooltip="Minimum volume percentage compared to average volume to allow signal (100% = average)") These meticulously engineered filters operate in synergistic confluence, requiring all enabled filters to definitively satisfy their pre-defined conditions before a Buy or Sell signal is generated. This stringent multi-layered validation process drastically minimizes the incidence of false positive signals, thereby significantly enhancing entry precision and overall signal reliability. Intuitive Visual Architecture & Actionable Intelligence MFTA provides a demonstrably intuitive and visually rich charting environment, meticulously delineating trend direction and momentum through precisely color-coded plots: Average Supertrend: Thin line, green/red for uptrend/downtrend, immediate directional bias. Smoothed Supertrend: Bold line, teal/purple for uptrend/downtrend, cleaner, institutionally robust trend. Dynamic Trend Fill: Green/red fill between Supertrends quantifies trend strength and momentum. Adaptive Background Coloring: Light green/red background mirrors Smoothed Supertrend direction, holistic trend perspective. Precision Buy/Sell Signals: ‘BUY’/‘SELL’ labels appear on chart when trend touch and MTF filter confluence are satisfied, facilitating high-conviction trade action. MFTA indicator applied to BTCUSDT 4-hour chart, showcasing its effectiveness on higher timeframes. The Smoothed Length parameter is increased to 200 for enhanced smoothness on this timeframe, coupled with 1min RSI and Volume filters for signal refinement. This illustrates the indicator's adaptability across different timeframes and market conditions. Strategic Applications for Institutional Mandates MFTA’s sophisticated design provides distinct advantages for advanced trading operations and institutional investment mandates. Key strategic applications include: High-Probability Trend Identification: Fibonacci-averaged Supertrend with MTF filters robustly identifies high-probability trend continuations and reversals, enhancing alpha generation. Precision Entry/Exit Signals: Volume and momentum-filtered signals enable institutional-grade precision for optimized risk-adjusted returns. Algorithmic Trading Integration: Clear signal logic facilitates seamless integration into automated trading systems for scalable strategy deployment. Multi-Asset/Timeframe Versatility: Adaptable parameters ensure applicability across diverse asset classes and timeframes, catering to varied trading mandates. Enhanced Risk Management: Superior signal fidelity from MTF filters inherently reduces false signals, supporting robust risk management protocols. Granular Customization and Parameterized Control MFTA offers unparalleled customization, empowering users to fine-tune parameters for precise alignment with specific trading styles and market conditions. Key adjustable parameters include: Fibonacci Factors: Adjust Supertrend sensitivity to volatility regimes. ATR Length: Control volatility responsiveness in Supertrend calculations. Smoothing Length: Refine Smoothed Trend line responsiveness and noise reduction. MTF Filter Parameters: Independently configure timeframes, lookback periods, and thresholds for RSI, MACD, and Volume filters for optimal signal filtering. Disclaimer MFTA is meticulously engineered for high-quality trend signals; however, no indicator guarantees profit. Market conditions are unpredictable, and trading involves substantial risk. Rigorous backtesting and forward testing across diverse datasets, alongside a comprehensive understanding of the indicator's logic, are essential before live deployment. Past performance is not indicative of future results. MFTA is for informational and analytical purposes only and is not financial or investment advice.
อินดิเคเตอร์ Pine Script®
โดย FibonacciFlux
4
Smart MA CrossoverThe Smart MA Crossover indicator is a trend-following tool designed to help traders identify high-probability buy and sell signals based on a dynamic moving average and volume confirmation. This indicator allows traders to customize the moving average type (SMA, EMA, HMA, WMA, VWMA, SMMA, or VWAP) while incorporating an ATR-based filter for better signal clarity. How It Works The script analyzes price movements in relation to a selected moving average and volume conditions to generate trend-based trade signals: 🟢 Buy Signal: - Price is trading above the moving average for at least two bars. - A sudden upward momentum is detected (price > open * 1.005). - Volume is higher than the 50-period SMA of volume. - The price was trading below the moving average three bars ago. 🔴 Sell Signal: - Price is trading below the moving average for at least two bars. - A sudden downward movement is detected (price < open * 0.995). - Volume is higher than the 50-period SMA of volume. - The price was trading above the moving average three bars ago. - When these conditions are met, a label appears on the chart, marking the potential trade signal. Key Features - Customizable Moving Averages – Choose between SMA, EMA, HMA, WMA, VWMA, SMMA, or VWAP. - Dynamic Trend Detection – Moving average color changes based on trend direction. - Volume Confirmation – Avoid false signals by filtering trades using SMA-based volume analysis. - ATR-Based Signal Placement – Labels are positioned dynamically based on ATR values to improve visibility. - Background Trend Highlighting – The background changes color depending on whether price is above (green) or below (red) the moving average. - Alerts for Buy & Sell Signals – Get real-time notifications when a trade signal is generated. How to Use - This indicator is best suited for trend-following strategies and works across different markets, including stocks, forex, and crypto. - It can be used on multiple timeframes, but traders should combine it with additional analysis to refine trade decisions. - ATR-based signal placement ensures that buy/sell labels do not clutter the chart. Important Notes - This indicator does not predict future price movements—it is a trend-based tool meant to assist with trade decisions. - No financial advice – Always use risk management when trading. - TradingView users who do not read Pine Script can still fully utilize this script thanks to clear labels and alerts.
อินดิเคเตอร์ Pine Script®
โดย TheWaveHunter
2
Advanced Adaptive Grid Trading StrategyThis strategy employs an advanced grid trading approach that dynamically adapts to market conditions, including trend, volatility, and risk management considerations. The strategy aims to capitalize on price fluctuations in both rising (long) and falling (short) markets, as well as during sideways movements. It combines multiple indicators to determine the trend and automatically adjusts grid parameters for more efficient trading. How it Works: Trend Analysis: Short, long, and super long Moving Averages (MA) to determine the trend direction. RSI (Relative Strength Index) to identify overbought and oversold levels, and to confirm the trend. MACD (Moving Average Convergence Divergence) to confirm momentum and trend direction. Momentum indicator. The strategy uses a weighted scoring system to assess trend strength (strong bullish, moderate bullish, strong bearish, moderate bearish, sideways). Grid System: The grid size (the distance between buy and sell levels) changes dynamically based on market volatility, using the ATR (Average True Range) indicator. Grid density also adapts to the trend: in a strong trend, the grid is denser in the direction of the trend. Grid levels are shifted depending on the trend direction (upwards in a bear market, downwards in a bull market). Trading Logic: The strategy opens long positions if the trend is bullish and the price reaches one of the lower grid levels. It opens short positions if the trend is bearish and the price reaches one of the upper grid levels. In a sideways market, it can open positions in both directions. Risk Management: Stop Loss for every position. Take Profit for every position. Trailing Stop Loss to protect profits. Maximum daily loss limit. Maximum number of positions limit. Time-based exit (if the position is open for too long). Risk-based position sizing (optional). Input Options: The strategy offers numerous settings that allow users to customize its operation: Timeframe: The chart's timeframe (e.g., 1 minute, 5 minutes, 1 hour, 4 hours, 1 day, 1 week). Base Grid Size (%): The base size of the grid, expressed as a percentage. Max Positions: The maximum number of open positions allowed. Use Volatility Grid: If enabled, the grid size changes dynamically based on the ATR indicator. ATR Length: The period of the ATR indicator. ATR Multiplier: The multiplier for the ATR to fine-tune the grid size. RSI Length: The period of the RSI indicator. RSI Overbought: The overbought level for the RSI. RSI Oversold: The oversold level for the RSI. Short MA Length: The period of the short moving average. Long MA Length: The period of the long moving average. Super Long MA Length: The period of the super long moving average. MACD Fast Length: The fast period of the MACD. MACD Slow Length: The slow period of the MACD. MACD Signal Length: The period of the MACD signal line. Stop Loss (%): The stop loss level, expressed as a percentage. Take Profit (%): The take profit level, expressed as a percentage. Use Trailing Stop: If enabled, the strategy uses a trailing stop loss. Trailing Stop (%): The trailing stop loss level, expressed as a percentage. Max Loss Per Day (%): The maximum daily loss, expressed as a percentage. Time Based Exit: If enabled, the strategy exits the position after a certain amount of time. Max Holding Period (hours): The maximum holding time in hours. Use Risk Based Position: If enabled, the strategy calculates position size based on risk. Risk Per Trade (%): The risk per trade, expressed as a percentage. Max Leverage: The maximum leverage. Important Notes: This strategy does not guarantee profits. Cryptocurrency markets are volatile, and trading involves risk. The strategy's effectiveness depends on market conditions and settings. It is recommended to thoroughly backtest the strategy under various market conditions before using it live. Past performance is not indicative of future results.
กลยุทธ์ Pine Script®
โดย anacreon
Ultimate Trend Strength Meter Using TechnoBloom’s IndicatorsOverview The Ultimate Trend Strength Meter Using TechnoBloom’s Indicators is a powerful trend analysis tool developed using TechnoBloom’s proprietary indicators. This indicator helps traders assess trend strength, momentum, and potential reversals by combining three essential market factors: • Market Participation Ratio (MPR) – Measures trader engagement and volume strength. • Volume Weighted Moving Average (VWMO) – Confirms momentum and trend direction. • Fibonacci-Based Support & Resistance – Identifies key reversal zones and breakout points. ⸻ Key Features: ✅ Color-Coded Trend Strength Meter: • 🟢 Green – Strong Trend (High Confidence): High participation, strong momentum, and no major resistance. • 🟡 Yellow – Weak Trend (Caution): Moderate participation, possible resistance ahead, and trend uncertainty. • 🔴 Red – Reversal Risk / No Trend: Low market engagement, momentum uncertainty, and proximity to major Fibonacci levels. ✅ Eliminates False Signals & Weak Trends: • Prevents choppy market entries by ensuring high-volume confirmation. • Ideal for filtering fake breakouts and exhaustion phases. ✅ Works for All Trading Styles & Markets: • Scalping (1m-5m), Day Trading (15m-1H), and Swing Trading (4H-Daily). • Suitable for Forex, Stocks, Crypto, Indices, and Commodities (XAUUSD, US30, BTCUSD, etc.). ✅ Customizable for Any Strategy: • Adjustable MPR thresholds, VWMO smoothing, and Fibonacci sensitivity. • Built-in alerts notify traders when trend conditions change. ⸻ How to Use It: 1️⃣ Enter trades when the meter turns Green (Strong Trend) and aligns with your strategy. 2️⃣ Avoid or exit trades when it turns Red (Reversal Risk) to prevent unnecessary losses. 3️⃣ Use Yellow as a caution zone – wait for confirmation before making a move. 4️⃣ Combine with breakout strategies or support/resistance setups for high-probability entries. ⸻ About TechnoBlooms TechnoBlooms is committed to developing high-precision trading indicators that enhance decision-making for traders across all markets. This tool is a result of our in-depth market research and algorithmic advancements to provide traders with an edge. 🚀 Upgrade your trading with the Ultimate Trend Strength Meter – Developed by TechnoBlooms! 🚀
อินดิเคเตอร์ Pine Script®
โดย FebinKaderKA
BTC: Open InterestThis indicator tracks the 7-day (default) percentage change in open interest (OI), providing insights into market participation trends. It includes customizable periods and colors, allowing traders to adjust settings for better visualization. Open interest (OI) is the total number of active contracts (futures or options) that haven’t been closed or settled. It represents the total open positions in the market. Thus when OI increases, more traders are entering new positions, signaling growing market interest. Conversely, when OI decreases, positions are being closed, suggesting lower trader participation or liquidation. Attributes & Features: Open Interest Percentage Change – Measures the 7-day % change in open interest to track market participation. Customizable Calculation Period – Users can adjust the period (default: 7 days) for more flexible analysis. Adjustable Colors – Allows modification of colors for better visualization. Trend Identification – Highlights rising vs. falling open interest trends. Works Across Assets – Can be used for cryptos, stocks, and futures with open interest data. Overlay or Separate Panel – Can be plotted on price chart or as a separate indicator. How It Works: Fetches Open Interest Data – Retrieves open interest values for each day for USD, USDT, and USDC Bitcoin Perpetual Derivitives. Calculates Percentage Change – Compares current open interest to its value X days ago (Default = 7 days). Standard Deviation – Applies standard deviation ranging from -2 to +2 deviations to identify large shifts in OI. Visual Alerts – Can highlight extreme increases or decreases signaling potential market shifts. NOTE: THE INDICATOR DATA ONLY GOES BACK TO START OF 2022
อินดิเคเตอร์ Pine Script®
โดย sewwman
IU BBB(Big Body Bar) StrategyDESCRIPTION The IU BBB (Big Body Bar) Strategy is a price action-based trading strategy that identifies high-momentum candles with significantly larger body sizes compared to the average. It enters trades when a strong bullish or bearish move occurs and manages risk using an ATR-based trailing stop-loss system. USER INPUTS: - Big Body Threshold – Defines how many times larger the candle body should be compared to the average body ( default is 4 ). - ATR Length – The period for the Average True Range (ATR) used in the trailing stop-loss calculation ( default is 14 ). - ATR Factor – Multiplier for ATR to determine the trailing stop distance ( default is 2 ). LONG CONDITION: - The current candle’s body is greater than the average body size multiplied by the Big Body Threshold. - The closing price is higher than the opening price (bullish candle). SHORT CONDITION: - The current candle’s body is greater than the average body size multiplied by the Big Body Threshold. - The closing price is lower than the opening price (bearish candle). LONG EXIT: - ATR-based trailing stop-loss dynamically adjusts, locking in profits as the price moves higher. SHORT EXIT: - ATR-based trailing stop-loss dynamically adjusts, securing profits as the price moves lower. WHY IT IS UNIQUE: - Unlike traditional momentum strategies, this system adapts to volatility by filtering trades based on relative candle size. - It incorporates an ATR-based trailing stop-loss, ensuring risk management and profit protection. - The strategy avoids choppy market conditions by only trading when significant momentum is present. HOW USERS CAN BENEFIT FROM IT: - Catch Strong Price Moves – The strategy helps traders enter trades when the market shows decisive momentum. - Effective Risk Management – The ATR-based trailing stop ensures that winning trades remain profitable. - Works Across Markets – Can be applied to stocks, forex, crypto, and indices with proper optimization. - Fully Customizable – Users can adjust sensitivity settings to match their trading style and time frame.
กลยุทธ์ Pine Script®
โดย Shivam_Mandrai
Wave N + KDJ + Volumi + SMC + IchimokuWave N + KDJ + Volume + SMC + Ichimoku Indicator Overview This script is a multi-layered technical indicator designed to provide traders with enhanced market insights by combining five key methodologies: • Wave N Pattern (Price Action) • KDJ Oscillator (Momentum) • Volume Filtering (Confirmation) • Smart Money Concepts (Order Blocks) (Institutional Activity) • Ichimoku Cloud (Trend and Support/Resistance) By integrating these components, the indicator identifies high-probability trading signals, early warnings of trend shifts, and institutional price zones to improve decision-making in volatile markets. ⸻ How It Works 1️⃣ Wave N Pattern (Price Action Structure) The Wave N pattern is a classic price action formation that helps spot potential trend reversals and continuations: • A Bullish Wave N is detected when a higher low and a higher high structure appears. • A Bearish Wave N is detected when a lower high and a lower low structure forms. 2️⃣ KDJ Oscillator (Momentum & Trend Strength) The KDJ Indicator is a variation of the Stochastic Oscillator that adds a third line, J, to amplify sensitivity to trend movements. • J > 50 indicates bullish momentum. • J < 50 indicates bearish momentum. • The script includes an early warning signal when J crosses 50, suggesting a possible trend shift. 3️⃣ Volume Filtering (Trade Confirmation) To avoid false signals, the script integrates volume confirmation: • A signal is valid only if the volume is above the 20-period EMA of volume. • This ensures that trade signals are supported by strong market participation. 4️⃣ Smart Money Concepts (Order Blocks) Order Blocks represent areas of institutional interest, where large traders accumulate or distribute positions. • The script detects bullish order blocks (potential support) and bearish order blocks (potential resistance). • These areas help identify optimal entry and exit points. 5️⃣ Ichimoku Cloud (Trend & Dynamic Support/Resistance) The Ichimoku Cloud is used to confirm trend direction: • Baseline (Kijun-sen) acts as a key trend filter. • Senkou Span A & B form the cloud (Kumo), indicating dynamic support/resistance. • Buy signals require price to be above the baseline, while sell signals require price to be below the baseline. ⸻ Trading Signals & Visual Elements ✅ BUY Signal (Green Arrow) Occurs when: • A Bullish Wave N forms • J > 50 (Bullish KDJ Signal) • Volume is above EMA threshold • Price is above the Ichimoku Baseline ❌ SELL Signal (Red Arrow) Occurs when: • A Bearish Wave N forms • J < 50 (Bearish KDJ Signal) • Volume is above EMA threshold • Price is below the Ichimoku Baseline ⚠️ Early Warning (Trend Shift Signal) • An early warning appears when J crosses 50, indicating a possible upcoming trend shift. • The line color changes based on the potential move: • Green/Blue → Possible Uptrend • Red/Orange → Possible Downtrend ⸻ Why This Indicator is Unique? Unlike simple trend-following indicators, this script: • Combines Price Action, Momentum, Volume, and Institutional Order Flow for a multi-dimensional approach. • Filters out weak signals using volume confirmation and Ichimoku. • Provides early warnings before major trend shifts. • Visualizes Smart Money Order Blocks, giving traders an edge in spotting institutional zones. ⸻ Best Timeframes & Markets 📊 Recommended Timeframes: • 1H & 1D (works best on medium/long-term trends) 💹 Markets: • Crypto, Forex, and Stocks This indicator is designed for traders who value confluence and strong confirmation in their strategies. Whether you are a trend trader, swing trader, or institutional flow analyst, this tool can help refine your decision-making process. 🚀 Optimize your trades with Wave N + KDJ + Volume + SMC + Ichimoku! 🚀
อินดิเคเตอร์ Pine Script®
โดย Nikus63
Sharpe Ratio ScreenerThe original code was created by tim_amblard , and the modifications were made by Mr_Rakun for the purpose of adapting the script into a screener format. The Sharpe ratio is a popular metric used to measure the risk-adjusted return of an asset or portfolio, which allows traders and investors to assess whether the returns they are receiving are worth the risk they are taking. In this script, the Sharpe ratio is calculated over a 180-day period (approximately 6 months), and several valuation zones are defined based on the ratio to help assess whether an asset is overvalued, undervalued, or critically undervalued. Key Features: 1. Risk-Free Rate Input: The user can define the risk-free rate (usually the return of government bonds or a similar safe asset) for Sharpe ratio calculation. 2. Lookback Period (180 Days): The default lookback period is set to 180 days (approximately 6 months) to calculate the mean and standard deviation of the asset’s daily returns. 3. Valuation Zones: • Overvalued Zone: If the Sharpe ratio is greater than 5. • Undervalued Zone: If the Sharpe ratio is between -1 and 5. • Critically Undervalued Zone: If the Sharpe ratio is below -3. • Neutral Zone: If the Sharpe ratio does not meet any of the above conditions. 4. Table View: The script pulls a list of symbols from the user (e.g., cryptocurrency or stock tickers) and displays their latest price, Sharpe ratio, and whether they are in an overvalued, undervalued, or neutral zone in a table format. 5. Custom Symbol Input: The user can input a list of symbols (separated by commas) to track. 6. Daily Timeframe Check: The script warns the user to ensure they are using a daily timeframe, as this indicator is designed specifically for it. How It Works: • The script calculates the daily returns for each symbol over the specified lookback period. • It then calculates the mean and standard deviation of the returns to derive the Sharpe ratio. • The Sharpe ratio is annualized, and it’s compared to the defined thresholds to categorize the symbol into different valuation zones. • A table is generated on the chart to show the symbols, their current prices, and their Sharpe ratios, with color-coded background to easily identify whether they are overvalued (red), undervalued (green), or critically undervalued (blue). This tool is useful for screening multiple assets for their Sharpe ratio to find investment opportunities with optimal risk-adjusted returns. Original code credit: This code was originally written by tim_amblard and modified by Mr_Rakun for use as a screener. Türkçe Açıklama: Orijinal kod tim_amblard tarafından yazılmıştır ve Mr_Rakun tarafından, bu script’in tarayıcı formatına dönüştürülmesi amacıyla değiştirilmiştir. Sharpe oranı, bir varlığın veya portföyün risk düzeltilmiş getirisini ölçmek için yaygın olarak kullanılan bir metriktir. Bu metrik, yatırımcıların aldıkları risk karşılığında aldıkları getirinin ne kadar verimli olduğunu değerlendirmelerine olanak tanır. Bu script’te, Sharpe oranı 180 günlük bir periyot (yaklaşık 6 ay) boyunca hesaplanır ve oranı baz alarak varlıkların değerleme bölgeleri tanımlanır: aşırı değerli, değerli ve kritik şekilde değersiz. Ana Özellikler: 1. Risk-Free Rate (Risk-Free Oranı) Girişi: Kullanıcı, Sharpe oranı hesaplaması için risk-free (risksiz) oranı (genellikle devlet tahvilleri veya benzeri güvenli bir varlık getirisi) tanımlayabilir. 2. Lookback (Geribildirim) Periyodu (180 Gün): Varsayılan geribildirim periyodu, varlığın günlük getirilerinin ortalama ve standart sapmalarını hesaplamak için 180 gün (yaklaşık 6 ay) olarak ayarlanmıştır. 3. Değerleme Bölgeleri: • Aşırı Değerli Bölge: Sharpe oranı 5’ten büyükse. • Değerli Bölge: Sharpe oranı -1 ile 5 arasında ise. • Kritik Derecede Değersiz Bölge: Sharpe oranı -3’ten küçükse. • Nötr Bölge: Sharpe oranı yukarıdaki hiçbir koşulu karşılamıyorsa. 4. Tablo Görünümü: Script, kullanıcıdan alınan semboller listesine göre (örneğin, kripto para veya hisse senedi sembolleri) her bir sembolün son fiyatını, Sharpe oranını ve değerleme bölgesini tablo şeklinde gösterir. 5. Özel Sembol Girişi: Kullanıcı, izlemek istediği semboller listesini (virgülle ayrılmış) girebilir. 6. Günlük Zaman Çerçevesi Kontrolü: Script, kullanıcının doğru sonuçlar almak için günlük zaman çerçevesinde işlem yapması gerektiğini hatırlatır. Nasıl Çalışır: • Script, her sembol için belirtilen geribildirim periyodu boyunca günlük getirileri hesaplar. • Ardından, getirilerin ortalama ve standart sapmasını hesaplayarak Sharpe oranını çıkarır. • Sharpe oranı yıllıklaştırılır ve tanımlanan eşiklerle karşılaştırılarak sembol, farklı değerleme bölgelerine kategorize edilir. • Grafik üzerinde, semboller, mevcut fiyatları ve Sharpe oranları gösteren bir tablo oluşturulur. Bu tablo, hangi sembollerin aşırı değerli (kırmızı), değerli (yeşil) veya kritik derecede değersiz (mavi) olduğunu kolayca görmek için renk kodlu arka planlar kullanır. Bu araç, yatırım fırsatlarını daha verimli bir şekilde değerlendirebilmek için risk düzeltilmiş getiri açısından optimal fırsatları bulmak için birden fazla varlığın Sharpe oranlarını taramak için kullanışlıdır.
อินดิเคเตอร์ Pine Script®
โดย Mr_Rakun
6
Awesome Oscillator (AO) with Signals [AIBitcoinTrend]👽 Multi-Scale Awesome Oscillator (AO) with Signals (AIBitcoinTrend) The Multi-Scale Awesome Oscillator transforms the traditional Awesome Oscillator (AO) by integrating multi-scale wavelet filtering, enhancing its ability to detect momentum shifts while maintaining responsiveness across different market conditions. Unlike conventional AO calculations, this advanced version refines trend structures using high-frequency, medium-frequency, and low-frequency wavelet components, providing traders with superior clarity and adaptability. Additionally, it features real-time divergence detection and an ATR-based dynamic trailing stop, making it a powerful tool for momentum analysis, reversals, and breakout strategies. 👽 What Makes the Multi-Scale AO – Wavelet-Enhanced Momentum Unique? Unlike traditional AO indicators, this enhanced version leverages wavelet-based decomposition and volatility-adjusted normalization, ensuring improved signal consistency across various timeframes and assets. ✅ Wavelet Smoothing – Multi-Scale Extraction – Captures short-term fluctuations while preserving broader trend structures. ✅ Frequency-Based Detail Weights – Separates high, medium, and low-frequency components to reduce noise and improve trend clarity. ✅ Real-Time Divergence Detection – Identifies bullish and bearish divergences for early trend reversals. ✅ Crossovers & ATR-Based Trailing Stops – Implements intelligent trade management with adaptive stop-loss levels. 👽 The Math Behind the Indicator 👾 Wavelet-Based AO Smoothing The indicator applies multi-scale wavelet decomposition to extract high-frequency, medium-frequency, and low-frequency trend components, ensuring an optimal balance between reactivity and smoothness. sma1 = ta.sma(signal, waveletPeriod1) sma2 = ta.sma(signal, waveletPeriod2) sma3 = ta.sma(signal, waveletPeriod3) detail1 = signal - sma1 // High-frequency detail detail2 = sma1 - sma2 // Intermediate detail detail3 = sma2 - sma3 // Low-frequency detail advancedAO = weightDetail1 * detail1 + weightDetail2 * detail2 + weightDetail3 * detail3 Why It Works: Short-Term Smoothing: Captures rapid fluctuations while minimizing noise. Medium-Term Smoothing: Balances short-term and long-term trends. Long-Term Smoothing: Enhances trend stability and reduces false signals. 👾 Z-Score Normalization To ensure consistency across different markets, the Awesome Oscillator is normalized using a Z-score transformation, making overbought and oversold levels stable across all assets. normFactor = ta.stdev(advancedAO, normPeriod) normalizedAO = advancedAO / nz(normFactor, 1) Why It Works: Standardizes AO values for comparison across assets. Enhances signal reliability, preventing misleading spikes. 👽 How Traders Can Use This Indicator 👾 Divergence Trading Strategy Bullish Divergence Price makes a lower low, while AO forms a higher low. A buy signal is confirmed when AO starts rising. Bearish Divergence Price makes a higher high, while AO forms a lower high. A sell signal is confirmed when AO starts declining. 👾 Buy & Sell Signals with Trailing Stop Bullish Setup: ✅AO crosses above the bullish trigger level → Buy Signal. ✅Trailing stop placed at Low - (ATR × Multiplier). ✅Exit if price crosses below the stop. Bearish Setup: ✅AO crosses below the bearish trigger level → Sell Signal. ✅Trailing stop placed at High + (ATR × Multiplier). ✅Exit if price crosses above the stop. 👽 Why It’s Useful for Traders Wavelet-Enhanced Filtering – Retains essential trend details while eliminating excessive noise. Multi-Scale Momentum Analysis – Separates different trend frequencies for enhanced clarity. Real-Time Divergence Alerts – Identifies early reversal signals for better entries and exits. ATR-Based Risk Management – Ensures stops dynamically adapt to market conditions. Works Across Markets & Timeframes – Suitable for stocks, forex, crypto, and futures trading. 👽 Indicator Settings AO Short Period – Defines the short-term moving average for AO calculation. AO Long Period – Defines the long-term moving average for AO smoothing. Wavelet Smoothing – Adjusts multi-scale decomposition for different market conditions. Divergence Detection – Enables or disables real-time divergence analysis. Normalization Period – Sets the lookback period for standard deviation-based AO normalization. Cross Signals Sensitivity – Controls crossover signal strength for buy/sell signals. ATR Trailing Stop Multiplier – Adjusts the sensitivity of the trailing stop. Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย aibitcointrend
3
SMA Trend Filter Oscillator (Adaptive)The "SMA Trend Filter Oscillator (Adaptive)" indicator is a technical analysis tool that helps traders determine the direction and strength of a trend based on an adaptive Simple Moving Average (SMA). The oscillator calculates the difference between the closing price and the SMA value, allowing for the visualization of price deviation from the average and the assessment of current market dynamics. Key Features of the Indicator: Adaptation to Time Frame: The indicator automatically adjusts the SMA length based on the current time frame, making it versatile for use across different time intervals. For example: Monthly Time Frame: SMA with a length of 50. Weekly Time Frame: SMA with a length of 40. Daily Time Frame: SMA with a length of 20. Hourly Time Frame: SMA with a length of 10. Intraday Time Frames: SMA with a length of 5 (for time frames up to 15 minutes) or 7 (for others). SMA-Based Oscillator: The oscillator is calculated as the difference between the closing price and the SMA value. This allows: Bullish Trend Identification: When the oscillator is above zero (price is above SMA). Bearish Trend Identification: When the oscillator is below zero (price is below SMA). Visualization: The oscillator is displayed as a histogram, where: Green Color indicates a bullish trend. Red Color indicates a bearish trend. The Zero Line (Gray) serves as a reference for trend reversal. How to Use the Indicator: Trend Identification: If the oscillator is above zero and colored green, it signals a bullish trend. If it is below zero and colored red, it indicates a bearish trend. Trend Strength: The larger the oscillator value (in either direction), the stronger the trend. Small oscillator values (close to zero) may indicate sideways movement or weak trend. Entry and Exit Points: Buy: When the oscillator crosses the zero line from below to above (transition from red to green). Sell: When the oscillator crosses the zero line from above to below (transition from green to red). Signal Filtering: Use the indicator in combination with other technical analysis tools (e.g., RSI, MACD, or support/resistance levels) to confirm signals. Advantages of the Indicator: Adaptability: Automatic adjustment of SMA length to the current time frame makes it versatile. Simplicity: Intuitive histogram visualization allows for quick assessment of market conditions. Flexibility: Can be used on any market (stocks, forex, cryptocurrencies) and time frame. Limitations: Lag: Like any SMA-based indicator, it can lag due to the use of average values. False Signals: In sideways markets (flat), the indicator may generate false signals. Risk Management: Always set stop-losses and take-profits to minimize losses. Test the indicator on historical data before using it on a live account. The "SMA Trend Filter Oscillator (Adaptive)" is a powerful tool for traders seeking to quickly evaluate trends and their strength. Its adaptability and simplicity make it suitable for both novice and experienced traders. Индикатор "SMA Trend Filter Oscillator (Adaptive)" — это инструмент технического анализа, который помогает трейдерам определять направление тренда и его силу на основе адаптивной скользящей средней (SMA). Осциллятор рассчитывает разницу между ценой закрытия и значением SMA, что позволяет визуализировать отклонение цены от среднего значения и оценивать текущую рыночную динамику. Основные особенности индикатора: Адаптация к таймфрейму Индикатор автоматически подстраивает длину SMA в зависимости от текущего таймфрейма, что делает его универсальным для использования на различных временных интервалах. Например: Месячный таймфрейм (Monthly): SMA с длиной 50. Недельный таймфрейм (Weekly): SMA с длиной 40. Дневной таймфрейм (Daily): SMA с длиной 20. Часовой таймфрейм (Hourly): SMA с длиной 10. Внутридневные таймфреймы (Intraday): SMA с длиной 5 (для таймфреймов до 15 минут) или 7 (для остальных). Осциллятор на основе SMA Осциллятор рассчитывается как разница между ценой закрытия и значением SMA. Это позволяет: Определять бычий тренд, когда осциллятор выше нуля (цена выше SMA). Определять медвежий тренд, когда осциллятор ниже нуля (цена ниже SMA). Визуализация Осциллятор отображается в виде гистограммы, где: Зелёный цвет указывает на бычий тренд. Красный цвет указывает на медвежий тренд. Линия нуля (серая) служит ориентиром для определения смены тренда. Как использовать индикатор: Определение тренда Если осциллятор находится выше нуля и окрашен в зелёный цвет, это сигнализирует о бычьем тренде. Если осциллятор находится ниже нуля и окрашен в красный цвет, это указывает на медвежий тренд. Сила тренда Чем больше значение осциллятора (в положительную или отрицательную сторону), тем сильнее тренд. Небольшие значения осциллятора (близкие к нулю) могут указывать на боковое движение или слабость тренда. Точки входа и выхода Покупка (Buy): Когда осциллятор пересекает нулевую линию снизу вверх (переход из красной зоны в зелёную). Продажа (Sell): Когда осциллятор пересекает нулевую линию сверху вниз (переход из зелёной зоны в красную). Фильтрация сигналов Используйте индикатор в сочетании с другими инструментами технического анализа (например, RSI, MACD или уровнями поддержки/сопротивления) для подтверждения сигналов. Преимущества индикатора: Адаптивность: Автоматическая настройка длины SMA под текущий таймфрейм делает индикатор универсальным. Простота: Интуитивно понятная визуализация в виде гистограммы позволяет быстро оценить рыночную ситуацию. Гибкость: Может использоваться на любых рынках (акции, форекс, криптовалюты) и таймфреймах. Ограничения: Запаздывание: Как и любой индикатор на основе SMA, он может запаздывать из-за использования средних значений. Ложные сигналы: В условиях бокового движения (флэта) индикатор может генерировать ложные сигналы. Управление рисками: Всегда устанавливайте стоп-лоссы и тейк-профиты, чтобы минимизировать потери. Тестирование: Перед использованием на реальном счёте протестируйте индикатор на исторических данных. Индикатор "SMA Trend Filter Oscillator (Adaptive)" — это мощный инструмент для трейдеров, которые хотят быстро оценить тренд и его силу. Его адаптивность и простота делают его подходящим как для начинающих, так и для опытных трейдеров
อินดิเคเตอร์ Pine Script®
โดย Goldman_Gleb
Advanced Session Profile Predictor with SR Boxes & ORAdvanced Session Profile Predictor with Momentum Arrows Designed for intraday traders, this indicator analyzes price action across Asia, London, and New York sessions to predict market profiles and highlight key trading opportunities. By combining session-based profiling, Opening Range (OR) visualization, and momentum signals from Traders Dynamic Index (TDI), it offers a unique tool for anticipating trends, reversals, and breakouts. Ideal for forex, indices, and crypto on 15M–1H charts. What Makes This Indicator Unique? Unlike typical session indicators that only mark time zones or standard TDI scripts that focus on momentum, this tool: Predicts market profiles (e.g., "Trend Continuation," "NY Manipulation") by analyzing session ranges and directional moves, offering actionable insights into how sessions interact. Visualizes Opening Range (OR) boxes for the first 15 minutes of each session, helping traders spot early breakout levels. Integrates TDI with momentum to generate precise bullish/bearish arrows, filtered by session context for improved reliability. Simplifies decision-making with dynamic profile labels showing real-time long/short conditions based on price levels. How Does It Work? Session Tracking: Asia (00:00–08:00 UTC, yellow), London (08:00–16:00 UTC, red), and New York (13:00–21:00 UTC, blue) sessions are highlighted with background colors and high/low lines (crosses). OR boxes (first 15 minutes) are drawn for each session: yellow for Asia, red for London, blue for NY. Profile Prediction: Compares Asia and London session ranges and directions (e.g., trending if range > 1.5x 5-period SMA). Examples: Trend Continuation: Asia and London trend in the same direction—long above Asia high (uptrend) or short below Asia low (downtrend). NY Manipulation: Asia trends, London consolidates—watch for NY breakouts at London high/low. Displays the predicted profile and entry conditions in labels (e.g., "IF price hits 1.2000 LONG"). Momentum Arrows: Uses TDI (RSI period 21, bands 34, fast MA 2) and 12-period momentum. Green up arrow: Fast MA > upper band (>68) and momentum rising (bullish). Red down arrow: Fast MA < lower band (<32) and momentum falling (bearish). Support/Resistance (SR): Plots dynamic SR boxes based on pivot highs/lows, filtered by volume (inspired by ChartPrime’s methodology, credited below). How to Use It Setup: Apply to a 15M–1H chart. Adjust time zone (default: UTC) and session times if needed. Customize TDI/momentum settings for sensitivity. Trading: Check the top-right labels for the current profile and entry conditions (e.g., "IF price hits LONG/SHORT"). Confirm entries with green up arrows (bullish) or red down arrows (bearish). Use OR boxes and session high/low lines to identify breakout or reversal levels. Example: In "NY Manipulation," wait for price to hit London high (long) or low (short) during NY session, confirmed by an arrow. Best Markets: Forex (EUR/USD), indices (SPX500), crypto (BTC/USD) with sufficient intraday volatility. Underlying Concepts Session Profiling: Detects trends (range > SMA * threshold) and manipulation (e.g., London breaking Asia’s high/low) to predict NY behavior. OR Boxes: Marks the first 15 minutes’ high/low as a breakout zone (time-based, 900,000 ms). TDI + Momentum: Combines RSI-based bands with price change (close – close ) for momentum signals. SR Boxes: Identifies pivots over a lookback period (default 20), scaled by ATR and filtered by volume thresholds. Credits The SR box logic is inspired by ChartPrime’s volume-filtered support/resistance methodology, adapted with custom breakout/hold detection. Original authors are credited for their foundational work. Chart Setup Displays session backgrounds, OR boxes, high/low lines, TDI arrows, and profile labels. Keep other indicators off for clarity.
อินดิเคเตอร์ Pine Script®
โดย SwiftEdge
Volatility-Enhanced Williams %R [AIBitcoinTrend]👽 Volatility-Enhanced Williams %R (AIBitcoinTrend) The Volatility-Enhanced Williams %R takes the classic Williams %R oscillator to the next level by incorporating volatility-adaptive smoothing, making it significantly more responsive to market dynamics. Unlike the traditional version, which uses a fixed calculation method, this indicator dynamically adjusts its smoothing factor based on market volatility, helping traders capture trends more effectively while filtering out noise. Additionally, the indicator includes real-time divergence detection and an ATR-based trailing stop system, providing traders with enhanced risk management tools and early reversal signals. 👽 What Makes the Volatility-Enhanced Williams %R Unique? Unlike the standard Williams %R, which applies a simple lookback-based formula, this version integrates adaptive smoothing and volatility-based filtering to refine its signals and reduce false breakouts. ✅ Volatility-Adaptive Smoothing – Adjusts dynamically based on standard deviation, enhancing signal accuracy. ✅ Real-Time Divergence Detection – Identifies bullish and bearish divergences for early trend reversal signals. ✅ Crossovers & Trailing Stops – Implements Williams %R crossovers with ATR-based trailing stops for intelligent trade management. 👽 The Math Behind the Indicator 👾 Volatility-Adaptive Smoothing The indicator smooths the Williams %R calculation by applying an adaptive filtering mechanism, which adjusts its responsiveness based on market conditions. This helps to eliminate whipsaws and makes trend-following strategies more reliable. The smoothing function is defined as: clamp(x, lo, hi) => math.min(math.max(x, lo), hi) adaptive(src, prev, len, divisor, minAlpha, maxAlpha) => vol = ta.stdev(src, len) alpha = clamp(vol / divisor, minAlpha, maxAlpha) prev + alpha * (src - prev) Where: Volatility Factor (vol) measures price dispersion using standard deviation. Adaptive Alpha (alpha) dynamically adjusts smoothing strength. Clamped Output ensures that the smoothing factor remains within a stable range. 👽 How Traders Can Use This Indicator 👾 Divergence Trading Strategy Bullish Divergence Setup: Price makes a lower low, while Williams %R forms a higher low. Buy signal is confirmed when Williams %R reverses upward. Bearish Divergence Setup: Price makes a higher high, while Williams %R forms a lower high. Sell signal is confirmed when Williams %R reverses downward. 👾 Trailing Stop & Signal-Based Trading Bullish Setup: ✅ Williams %R crosses above trigger level → Buy signal. ✅ A bullish trailing stop is placed at Low - (ATR × Multiplier). ✅ Exit if price crosses below the stop. Bearish Setup: ✅ Williams %R crosses below trigger level → Sell signal. ✅ A bearish trailing stop is placed at High + (ATR × Multiplier). ✅ Exit if price crosses above the stop. 👽 Why It’s Useful for Traders Adaptive Filtering Mechanism – Avoids excessive noise while maintaining responsiveness. Real-Time Divergence Alerts – Helps traders anticipate market reversals before they occur. ATR-Based Risk Management – Stops dynamically adjust based on market volatility. Multi-Market Compatibility – Works effectively across stocks, forex, crypto, and futures. 👽 Indicator Settings Smoothing Factor – Controls how aggressively the indicator adapts to volatility. Enable Divergence Analysis – Activates real-time divergence detection. Lookback Period – Defines the number of bars for detecting pivot points. Enable Crosses Signals – Turns on Williams %R crossover-based trade signals. ATR Multiplier – Adjusts trailing stop sensitivity. Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย aibitcointrend
1
PnL MonitorThe PnL Monitor is a customizable tool designed to help traders track the Profit and Loss (PnL) of up to 20 currency pairs or assets in real-time. This script provides a clear and organized table that displays the entry price, and PnL percentage for each pair, making it an essential tool for monitoring open positions or tracking potential trades. Key Features: Multi-Asset Tracking: Monitor up to 20 currency pairs or assets simultaneously. Simply input the pair symbol and your entry price, and the script will calculate the PnL in real-time. Dynamic Table Positioning: Choose where the table appears on your chart with the Table Position input. Options include: Top Left Top Right Bottom Left Bottom Right Real-Time PnL Calculation: The script fetches the current price of each pair and calculates the PnL percentage based on your entry price. Positive PnL is highlighted in green, while negative PnL is highlighted in red. Exchange and Pair Separation: The script automatically separates the exchange name (if provided) from the pair symbol, making it easier to identify the source of the data. Customizable Inputs: Add or remove pairs as needed. Leave the price field blank for pairs you don’t want to track. How to Use: Input Your Pairs: In the script settings, input the symbol of the pair (e.g., NASDAQ:AAPL or BTCUSD) and your entry price. Leave the price field blank for pairs you don’t want to track. Choose Table Position: Select where you want the table to appear on your chart. Monitor PnL: The table will automatically update with the current price and PnL percentage for each pair. Why Use This Script? Efficiency: Track multiple pairs in one place without switching charts. Clarity: Easily identify profitable and losing positions at a glance. Flexibility: Customize the table to fit your trading style and preferences. Ideal For: Forex, crypto, and stock traders managing multiple positions.
อินดิเคเตอร์ Pine Script®
โดย X_Brain
1
MACD with Holt–Winters Smoothing [AIBitcoinTrend]👽 MACD with Holt–Winters Smoothing (AIBitcoinTrend) The MACD with Holt–Winters Smoothing is an momentum indicator that enhances traditional MACD analysis by incorporating Holt–Winters exponential smoothing. This adaptation reduces lag while maintaining trend sensitivity, making it more effective for detecting trend reversals and sustained momentum shifts. Additionally, the indicator includes real-time divergence detection and an ATR-based trailing stop system, helping traders manage risk dynamically. 👽 What Makes the MACD with Holt–Winters Smoothing Unique? Unlike the standard MACD, which relies on simple exponential moving averages, this version applies Holt–Winters smoothing to better capture trends while filtering out market noise. Combined with real-time divergence detection and a trailing stop system, this indicator allows traders to: ✅ Identify trend strength with a dynamically smoothed MACD signal. ✅ Detect bullish and bearish divergences in real time. ✅Implement Crossover/Crossunder signals tied to ATR-based trailing stops for risk management 👽 The Math Behind the Indicator 👾 Holt–Winters Smoothing for MACD Traditional MACD calculations use exponential moving averages (EMA) to identify momentum. This indicator improves upon it by applying Holt’s linear trend equations, which enhance signal accuracy by reducing lag and smoothing out fluctuations. Key Features: Alpha (α) - Controls the weight of the new data in smoothing. Beta (β) - Determines how fast the trend component adapts to new changes. The Holt–Winters Signal Line provides a refined MACD crossover system for better trade execution. 👾 Real-Time Divergence Detection The indicator identifies bullish and bearish divergences between MACD and price action. Bullish Divergence: Occurs when price makes a lower low, but MACD makes a higher low – signaling potential upward momentum. Bearish Divergence: Occurs when price makes a higher high, but MACD makes a lower high – signaling potential downward momentum. 👾 Dynamic ATR-Based Trailing Stop The indicator includes a trailing stop system based on ATR (Average True Range). This allows traders to manage positions dynamically based on volatility. Bullish Trailing Stop: Triggers when MACD crosses above the Holt–Winters signal, with a stop placed at low - (ATR × Multiplier). Bearish Trailing Stop: Triggers when MACD crosses below the Holt–Winters signal, with a stop placed at high + (ATR × Multiplier). Trailing Stop Adjustments: Expands or contracts dynamically with market conditions, reducing premature exits while securing profits. 👽 How Traders Can Use This Indicator 👾 Divergence Trading Traders can use real-time divergence detection to anticipate trend reversals before they occur. Bullish Divergence Setup: Look for MACD making a higher low, while price makes a lower low. Enter long when MACD confirms upward momentum. Bearish Divergence Setup: Look for MACD making a lower high, while price makes a higher high. Enter short when MACD confirms downward momentum. 👾 Trailing Stop & Signal-Based Trading Bullish Setup: ✅ MACD crosses above the Holt–Winters signal. ✅ A bullish trailing stop is placed using low - ATR × Multiplier. ✅ Exit if the price crosses below the stop. Bearish Setup: ✅ MACD crosses below the Holt–Winters signal. ✅ A bearish trailing stop is placed using high + ATR × Multiplier. ✅ Exit if the price crosses above the stop. This systematic trade management approach helps traders lock in profits while reducing drawdowns. 👽 Why It’s Useful for Traders Lag Reduction: Holt–Winters smoothing ensures faster and more reliable trend detection. Real-Time Divergence Alerts: Identify potential reversals before they happen. Adaptive Risk Management: ATR-based trailing stops adjust to volatility dynamically. Works Across Markets & Timeframes: Effective for stocks, forex, crypto, and futures trading. 👽 Indicator Settings MACD Fast & Slow Lengths: Adjust the MACD short- and long-term EMA periods. Holt–Winters Alpha & Beta: Fine-tune the smoothing sensitivity. Enable Divergence Detection: Toggle real-time divergence analysis. Lookback Period for Divergences: Configure how far back pivot points are detected. ATR Multiplier for Trailing Stops: Adjust stop-loss sensitivity to market volatility. Trend Filtering: Enable signal filtering based on trend direction. Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย aibitcointrend