Black Fridayลดสูงสุดถึง 80%

ค้นหาในสคริปต์สำหรับ "low"

FNGAdataLow“Low prices for FNGA ETF (Dec 2018–May 2025) The Low prices for FNGA ETF (December 2018 – May 2025) capture the lowest trading price reached during each regular U.S. market session over the entire lifespan of this leveraged exchange-traded note. Initially launched under the ticker FNGU, and later rebranded as FNGA in March 2025 before its eventual redemption, the fund was structured to deliver 3x daily leveraged exposure to the MicroSectors FANG+™ Index. This index concentrated on a small basket of leading technology and tech-enabled growth companies such as Meta (Facebook), Amazon, Apple, Netflix, and Alphabet (Google), along with a few other innovators. The Low price is particularly important in the study of FNGA because it highlights the intraday downside extremes of a highly volatile, leveraged product. Since FNGA was designed to reset leverage daily, its lows often reflected moments of amplified market stress, when declines in the underlying FANG+™ stocks were multiplied through the 3x leverage structure.
ไลบรารี Pine Script®
โดย bsouthhh
Low volatility Buy w/ TP & SL (Coinrule)The compression of volatility usually leads to expansion. When the breakout comes, it can ignite strong trends. One way to catch a coin trading in an accumulation area is to spot three moving averages with values close to each other. The strategy uses a combination of Moving Averages to spot the best time to buy a coin before its breakout. Buy Condition The MA200 is greater than the MA100 The MA50 is greater than the MA100 According to backtesting results, the 1-hour time frame is the best to run this strategy. Sell Condition Take Profit: the price increases 8% from the entry price Stop Loss: the price drops 4% from the entry price The strategy has a profitability of 40-60% (depending on the market conditions). Having a ratio of two between Take profit and Stop Loss helps keeping the strategy profitable in the long term.
กลยุทธ์ Pine Script®
โดย Coinrule
Bifurcation Zone - CAEBifurcation Zone — Cognitive Adversarial Engine (BZ-CAE) Bifurcation Zone — CAE (BZ-CAE) is a next-generation divergence detection system enhanced by a Cognitive Adversarial Engine that evaluates both sides of every potential trade before presenting signals. Unlike traditional divergence indicators that show every price-oscillator disagreement regardless of context, BZ-CAE applies comprehensive market-state intelligence to identify only the divergences that occur in favorable conditions with genuine probability edges. The system identifies structural bifurcation points — critical junctures where price and momentum disagree, signaling potential reversals or continuations — then validates these opportunities through five interconnected intelligence layers: Trend Conviction Scoring , Directional Momentum Alignment , Multi-Factor Exhaustion Modeling , Adversarial Validation , and Confidence Scoring . The result is a selective, context-aware signal system that filters noise and highlights high-probability setups. This is not a "buy the arrow" indicator. It's a decision support framework that teaches you how to read market state, evaluate divergence quality, and make informed trading decisions based on quantified intelligence rather than hope. What Sets BZ-CAE Apart: Technical Architecture The Problem With Traditional Divergence Indicators Most divergence indicators operate on a simple rule: if price makes a higher high and RSI makes a lower high, show a bearish signal. If price makes a lower low and RSI makes a higher low, show a bullish signal. This creates several critical problems: Context Blindness : They show counter-trend signals in powerful trends that rarely reverse, leading to repeated losses as you fade momentum. Signal Spam : Every minor price-oscillator disagreement generates an alert, overwhelming you with low-quality setups and creating analysis paralysis. No Quality Ranking : All signals are treated identically. A marginal divergence in choppy conditions receives the same visual treatment as a high-conviction setup at a major exhaustion point. Single-Sided Evaluation : They ask "Is this a good long?" without checking if the short case is overwhelmingly stronger, leading you into obvious bad trades. Static Configuration : You manually choose RSI 14 or Stochastic 14 and hope it works, with no systematic way to validate if that's optimal for your instrument. BZ-CAE's Solution: Cognitive Adversarial Intelligence BZ-CAE solves these problems through an integrated five-layer intelligence architecture: 1. Trend Conviction Score (TCS) — 0 to 1 Scale Most indicators check if ADX is above 25 to determine "trending" conditions. This binary approach misses nuance. TCS is a weighted composite metric: Formula : 0.35 × normalize(ADX, 10, 35) + 0.35 × structural_strength + 0.30 × htf_alignment Structural Strength : 10-bar SMA of consecutive directional bars. Captures persistence — are bulls or bears consistently winning? HTF Alignment : Multi-timeframe EMA stacking (20/50/100/200). When all EMAs align in the same direction, you're in institutional trend territory. Purpose : Quantifies how "locked in" the trend is. When TCS exceeds your threshold (default 0.80), the system knows to avoid counter-trend trades unless other factors override. Interpretation : TCS > 0.85: Very strong trend — counter-trading is extremely high risk TCS 0.70-0.85: Strong trend — favor continuation, require exhaustion for reversals TCS 0.50-0.70: Moderate trend — context matters, both directions viable TCS < 0.50: Weak/choppy — reversals more viable, range-bound conditions 2. Directional Momentum Alignment (DMA) — ATR-Normalized Formula : (EMA21 - EMA55) / ATR14 This isn't just "price above EMA" — it's a regime-aware momentum gauge. The same $100 price movement reads completely differently in high-volatility crypto versus low-volatility forex. By normalizing with ATR, DMA adapts its interpretation to current market conditions. Purpose : Quantifies the directional "force" behind current price action. Positive = bullish push, negative = bearish push. Magnitude = strength. Interpretation : DMA > 0.7: Strong bullish momentum — bearish divergences risky DMA 0.3 to 0.7: Moderate bullish bias DMA -0.3 to 0.3: Balanced/choppy conditions DMA -0.7 to -0.3: Moderate bearish bias DMA < -0.7: Strong bearish momentum — bullish divergences risky 3. Multi-Factor Exhaustion Modeling — 0 to 1 Probability Single-metric exhaustion detection (like "RSI > 80") misses complex market states. BZ-CAE aggregates five independent exhaustion signals: Volume Spikes : Current volume versus 50-bar average 2.5x average: 0.25 weight 2.0x average: 0.15 weight 1.5x average: 0.10 weight Divergence Present : The fact that a divergence exists contributes 0.30 weight — structural momentum disagreement is itself an exhaustion signal. RSI Extremes : Captures oscillator climax zones RSI > 80 or < 20: 0.25 weight RSI > 75 or < 25: 0.15 weight Pin Bar Detection : Identifies rejection candles (2:1 wick-to-body ratio, indicating failed breakout attempts): 0.15 weight Extended Runs : Consecutive bars above/below EMA20 without pullback 30+ bars: 0.15 weight (market hasn't paused to consolidate) Total exhaustion score is the sum of all applicable weights, capped at 1.0. Purpose : Detects when strong trends become vulnerable to reversal. High exhaustion can override trend filters, allowing counter-trend trades at genuine turning points that basic indicators would miss. Interpretation : Exhaustion > 0.75: High probability of climax — yellow background shading alerts you visually Exhaustion 0.50-0.75: Moderate overextension — watch for confirmation Exhaustion < 0.50: Fresh move — trend can continue, counter-trend trades higher risk 4. Adversarial Validation — Game Theory Applied to Trading This is BZ-CAE's signature innovation. Before approving any signal, the engine quantifies BOTH sides of the trade simultaneously: For Bullish Divergences , it calculates: Bull Case Score (0-1+) : Distance below EMA20 (pullback quality): up to 0.25 Bullish EMA alignment (close > EMA20 > EMA50): 0.25 Oversold RSI (< 40): 0.25 Volume confirmation (> 1.2x average): 0.25 Bear Case Score (0-1+) : Price below EMA50 (structural weakness): 0.30 Very oversold RSI (< 30, indicating knife-catching): 0.20 Differential = Bull Case - Bear Case If differential < -0.10 (default threshold), the bear case is dominating — signal is BLOCKED or ANNOTATED. For Bearish Divergences , the logic inverts (Bear Case vs Bull Case). Purpose : Prevents trades where you're fighting obvious strength in the opposite direction. This is institutional-grade risk management — don't just evaluate your trade, evaluate the counter-trade simultaneously. Why This Matters : You might see a bullish divergence at a local low, but if price is deeply below major support EMAs with strong bearish momentum, you're catching a falling knife. The adversarial check catches this and blocks the signal. 5. Confidence Scoring — 0 to 1 Quality Assessment Every signal that passes initial filters receives a comprehensive quality score: Formula : 0.30 × normalize(TCS) // Trend context + 0.25 × normalize(|DMA|) // Momentum magnitude + 0.20 × pullback_quality // Entry distance from EMA20 + 0.15 × state_quality // ADX + alignment + structure + 0.10 × divergence_strength // Slope separation magnitude + adversarial_bonus (0-0.30) // Your side's advantage Purpose : Ranks setup quality for filtering and position sizing decisions. You can set a minimum confidence threshold (default 0.35) to ensure only quality setups reach your chart. Interpretation : Confidence > 0.70: Premium setup — consider increased position size Confidence 0.50-0.70: Good quality — standard size Confidence 0.35-0.50: Acceptable — reduced size or skip if conservative Confidence < 0.35: Marginal — blocked in Filtering mode, annotated in Advisory mode CAE Operating Modes: Learning vs Enforcement Off : Disables all CAE logic. Raw divergence pipeline only. Use for baseline comparison. Advisory : Shows ALL signals regardless of CAE evaluation, but annotates signals that WOULD be blocked with specific warnings (e.g., "Bull: strong downtrend (TCS=0.87)" or "Adversarial bearish"). This is your learning mode — see CAE's decision logic in action without missing educational opportunities. Filtering : Actively blocks low-quality signals. Only setups that pass all enabled gates (Trend Filter, Adversarial Validation, Confidence Gating) reach your chart. This is your live trading mode — trust the system to enforce discipline. CAE Filter Gates: Three-Layer Protection When CAE is enabled, signals must pass through three independent gates (each can be toggled on/off): Gate 1: Strong Trend Filter If TCS ≥ tcs_threshold (default 0.80) And signal is counter-trend (bullish in downtrend or bearish in uptrend) And exhaustion < exhaustion_required (default 0.50) Then: BLOCK signal Logic: Don't fade strong trends unless the move is clearly overextended Gate 2: Adversarial Validation Calculate both bull case and bear case scores If opposing case dominates by more than adv_threshold (default 0.10) Then: BLOCK signal Logic: Avoid trades where you're fighting obvious strength in the opposite direction Gate 3: Confidence Gating Calculate composite confidence score (0-1) If confidence < min_confidence (default 0.35) Then: In Filtering mode, BLOCK signal; in Advisory mode, ANNOTATE with warning Logic: Only take setups with minimum quality threshold All three gates work together. A signal must pass ALL enabled gates to fire. Visual Intelligence System Bifurcation Zones (Supply/Demand Blocks) When a divergence signal fires, BZ-CAE draws a semi-transparent box extending 15 bars forward from the signal pivot: Demand Zones (Bullish) : Theme-colored box (cyan in Cyberpunk, blue in Professional, etc.) labeled "Demand" — marks where smart money likely placed buy orders as price diverged at the low. Supply Zones (Bearish) : Theme-colored box (magenta in Cyberpunk, orange in Professional) labeled "Supply" — marks where smart money likely placed sell orders as price diverged at the high. Theory : Divergences represent institutional disagreement with the crowd. The crowd pushed price to an extreme (new high or low), but momentum (oscillator) is waning, indicating smart money is taking the opposite side. These zones mark order placement areas that become future support/resistance. Use Cases : Exit targets: Take profit when price returns to opposite-side zone Re-entry levels: If price returns to your entry zone, consider adding Stop placement: Place stops just beyond your zone (below demand, above supply) Auto-Cleanup : System keeps the last 20 zones to prevent chart clutter. Adversarial Bar Coloring — Real-Time Market Debate Heatmap Each bar is colored based on the Bull Case vs Bear Case differential: Strong Bull Advantage (diff > 0.3): Full theme bull color (e.g., cyan) Moderate Bull Advantage (diff > 0.1): 50% transparency bull Neutral (diff -0.1 to 0.1): Gray/neutral theme Moderate Bear Advantage (diff < -0.1): 50% transparency bear Strong Bear Advantage (diff < -0.3): Full theme bear color (e.g., magenta) This creates a real-time visual heatmap showing which side is "winning" the market debate. When bars flip from cyan to magenta (or vice versa), you're witnessing a shift in adversarial advantage — a leading indicator of potential momentum changes. Exhaustion Shading When exhaustion score exceeds 0.75, the chart background displays a semi-transparent yellow highlight. This immediate visual warning alerts you that the current move is at high risk of reversal, even if trend indicators remain strong. Visual Themes — Six Aesthetic Options Cyberpunk : Cyan/Magenta/Yellow — High contrast, neon aesthetic, excellent for dark-themed trading environments Professional : Blue/Orange/Green — Corporate color palette, suitable for presentations and professional documentation Ocean : Teal/Red/Cyan — Aquatic palette, calming for extended monitoring sessions Fire : Orange/Red/Coral — Warm aggressive colors, high energy Matrix : Green/Red/Lime — Code aesthetic, homage to classic hacker visuals Monochrome : White/Gray — Minimal distraction, maximum focus on price action All visual elements (signal markers, zones, bar colors, dashboard) adapt to your selected theme. Divergence Engine — Core Detection System What Are Divergences? Divergences occur when price action and momentum indicators disagree, creating structural tension that often resolves in a change of direction: Regular Divergence (Reversal Signal) : Bearish Regular : Price makes higher high, oscillator makes lower high → Potential trend reversal down Bullish Regular : Price makes lower low, oscillator makes higher low → Potential trend reversal up Hidden Divergence (Continuation Signal) : Bearish Hidden : Price makes lower high, oscillator makes higher high → Downtrend continuation Bullish Hidden : Price makes higher low, oscillator makes lower low → Uptrend continuation Both types can be enabled/disabled independently in settings. Pivot Detection Methods BZ-CAE uses symmetric pivot detection with separate lookback and lookforward periods (default 5/5): Pivot High : Bar where high > all highs within lookback range AND high > all highs within lookforward range Pivot Low : Bar where low < all lows within lookback range AND low < all lows within lookforward range This ensures structural validity — the pivot must be a clear local extreme, not just a minor wiggle. Divergence Validation Requirements For a divergence to be confirmed, it must satisfy: Slope Disagreement : Price slope and oscillator slope must move in opposite directions (for regular divs) or same direction with inverted highs/lows (for hidden divs) Minimum Slope Change : |osc_slope| > min_slope_change / 100 (default 1.0) — filters weak, marginal divergences Maximum Lookback Range : Pivots must be within max_lookback bars (default 60) — prevents ancient, irrelevant divergences ATR-Normalized Strength : Divergence strength = min(|price_slope| × |osc_slope| × 10, 1.0) — quantifies the magnitude of disagreement in volatility context Regular divergences receive 1.0× weight; hidden divergences receive 0.8× weight (slightly less reliable historically). Oscillator Options — Five Professional Indicators RSI (Relative Strength Index) : Classic overbought/oversold momentum indicator. Best for: General purpose divergence detection across all instruments. Stochastic : Range-bound %K momentum comparing close to high-low range. Best for: Mean reversion strategies and range-bound markets. CCI (Commodity Channel Index) : Measures deviation from statistical mean, auto-normalized to 0-100 scale. Best for: Cyclical instruments and commodities. MFI (Money Flow Index) : Volume-weighted RSI incorporating money flow. Best for: Volume-driven markets like stocks and crypto. Williams %R : Inverse stochastic looking back over period, auto-adjusted to 0-100. Best for: Reversal detection at extremes. Each oscillator has adjustable length (2-200, default 14) and smoothing (1-20, default 1). You also set overbought (50-100, default 70) and oversold (0-50, default 30) thresholds. Signal Timing Modes — Understanding Repainting BZ-CAE offers two timing policies with complete transparency about repainting behavior: Realtime (1-bar, peak-anchored) How It Works : Detects peaks 1 bar ago using pattern: high > high AND high > high Signal prints on the NEXT bar after peak detection (bar_index) Visual marker anchors to the actual PEAK bar (bar_index - 1, offset -1) Signal locks in when bar CONFIRMS (closes) Repainting Behavior : On the FORMING bar (before close), the peak condition may change as new prices arrive Once bar CLOSES (barstate.isconfirmed), signal is locked permanently This is preview/early warning behavior by design Best For : Active monitoring and immediate alerts Learning the system (seeing signals develop in real-time) Responsive entry if you're watching the chart live Confirmed (lookforward) How It Works : Uses Pine Script's built-in ta.pivothigh() and ta.pivotlow() functions Requires full pivot validation period (lookback + lookforward bars) Signal prints pivot_lookforward bars after the actual peak (default 5-bar delay) Visual marker anchors to the actual peak bar (offset -pivot_lookforward) No Repainting Behavior Best For : Backtesting and historical analysis Conservative entries requiring full confirmation Automated trading systems Swing trading with larger timeframes Tradeoff : Delayed entry by pivot_lookforward bars (typically 5 bars) On a 5-minute chart, this is a 25-minute delay On a 4-hour chart, this is a 20-hour delay Recommendation : Use Confirmed for backtesting to verify system performance honestly. Use Realtime for live monitoring only if you're actively watching the chart and understand pre-confirmation repainting behavior. Signal Spacing System — Anti-Spam Architecture Even after CAE filtering, raw divergences can cluster. The spacing system enforces separation: Three Independent Filters 1. Min Bars Between ANY Signals (default 12): Prevents rapid-fire clustering across both directions If last signal (bull or bear) was within N bars, block new signal Ensures breathing room between all setups 2. Min Bars Between SAME-SIDE Signals (default 24, optional enforcement): Prevents bull-bull or bear-bear spam Separate tracking for bullish and bearish signal timelines Toggle enforcement on/off 3. Min ATR Distance From Last Signal (default 0, optional): Requires price to move N × ATR from last signal location Ensures meaningful price movement between setups 0 = disabled, 0.5-2.0 = typical range for enabled All three filters work independently. A signal must pass ALL enabled filters to proceed. Practical Guidance : Scalping (1-5m) : Any 6-10, Same-side 12-20, ATR 0-0.5 Day Trading (15m-1H) : Any 12, Same-side 24, ATR 0-1.0 Swing Trading (4H-D) : Any 20-30, Same-side 40-60, ATR 1.0-2.0 Dashboard — Real-Time Control Center The dashboard (toggleable, four corner positions, three sizes) provides comprehensive system intelligence: Oscillator Section Current oscillator type and value State: OVERBOUGHT / OVERSOLD / NEUTRAL (color-coded) Length parameter Cognitive Engine Section TCS (Trend Conviction Score) : Current value with emoji state indicator 🔥 = Strong trend (>0.75) 📊 = Moderate trend (0.50-0.75) 〰️ = Weak/choppy (<0.50) Color: Red if above threshold (trend filter active), yellow if moderate, green if weak DMA (Directional Momentum Alignment) : Current value with emoji direction indicator 🐂 = Bullish momentum (>0.5) ⚖️ = Balanced (-0.5 to 0.5) 🐻 = Bearish momentum (<-0.5) Color: Green if bullish, red if bearish Exhaustion : Current value with emoji warning indicator ⚠️ = High exhaustion (>0.75) 🟡 = Moderate (0.50-0.75) ✓ = Low (<0.50) Color: Red if high, yellow if moderate, green if low Pullback : Quality of current distance from EMA20 Values >0.6 are ideal entry zones (not too close, not too far) Bull Case / Bear Case (if Adversarial enabled): Current scores for both sides of the market debate Differential with emoji indicator: 📈 = Bull advantage (>0.2) ➡️ = Balanced (-0.2 to 0.2) 📉 = Bear advantage (<-0.2) Last Signal Metrics Section (New Feature) When a signal fires, this section captures and displays: Signal type (BULL or BEAR) Bars elapsed since signal Confidence % at time of signal TCS value at signal time DMA value at signal time Purpose : Provides a historical reference for learning. You can see what the market state looked like when the last signal fired, helping you correlate outcomes with conditions. Statistics Section Total Signals : Lifetime count across session Blocked Signals : Count and percentage (filter effectiveness metric) Bull Signals : Total bullish divergences Bear Signals : Total bearish divergences Purpose : System health monitoring. If blocked % is very high (>60%), filters may be too strict. If very low (<10%), filters may be too loose. Advisory Annotations When CAE Mode = Advisory, this section displays warnings for signals that would be blocked in Filtering mode: Examples: "Bull spacing: wait 8 bars" "Bear: strong uptrend (TCS=0.87)" "Adversarial bearish" "Low confidence 32%" Multiple warnings can stack, separated by " | ". This teaches you CAE's decision logic transparently. How to Use BZ-CAE — Complete Workflow Phase 1: Initial Setup (First Session) Apply BZ-CAE to your chart Select your preferred Visual Theme (Cyberpunk recommended for visibility) Set Signal Timing to "Confirmed (lookforward)" for learning Choose your Oscillator Type (RSI recommended for general use, length 14) Set Overbought/Oversold to 70/30 (standard) Enable both Regular Divergence and Hidden Divergence Set Pivot Lookback/Lookforward to 5/5 (balanced structure) Enable CAE Intelligence Set CAE Mode to "Advisory" (learning mode) Enable all three CAE filters: Strong Trend Filter , Adversarial Validation , Confidence Gating Enable Show Dashboard , position Top Right, size Normal Enable Draw Bifurcation Zones and Adversarial Bar Coloring Phase 2: Learning Period (Weeks 1-2) Goal : Understand how CAE evaluates market state and filters signals. Activities : Watch the dashboard during signals : Note TCS values when counter-trend signals fail — this teaches you the trend strength threshold for your instrument Observe exhaustion patterns at actual turning points — learn when overextension truly matters Study adversarial differential at signal times — see when opposing cases dominate Review blocked signals (orange X-crosses): In Advisory mode, you see everything — signals that would pass AND signals that would be blocked Check the advisory annotations to understand why CAE would block Track outcomes: Were the blocks correct? Did those signals fail? Use Last Signal Metrics : After each signal, check the dashboard capture of confidence, TCS, and DMA Journal these values alongside trade outcomes Identify patterns: Do confidence >0.70 signals work better? Does your instrument respect TCS >0.85? Understand your instrument's "personality" : Trending instruments (indices, major forex) may need TCS threshold 0.85-0.90 Choppy instruments (low-cap stocks, exotic pairs) may work best with TCS 0.70-0.75 High-volatility instruments (crypto) may need wider spacing Low-volatility instruments may need tighter spacing Phase 3: Calibration (Weeks 3-4) Goal : Optimize settings for your specific instrument, timeframe, and style. Calibration Checklist : Min Confidence Threshold : Review confidence distribution in your signal journal Identify the confidence level below which signals consistently fail Set min_confidence slightly above that level Day trading : 0.35-0.45 Swing trading : 0.40-0.55 Scalping : 0.30-0.40 TCS Threshold : Find the TCS level where counter-trend signals consistently get stopped out Set tcs_threshold at or slightly below that level Trending instruments : 0.85-0.90 Mixed instruments : 0.80-0.85 Choppy instruments : 0.75-0.80 Exhaustion Override Level : Identify exhaustion readings that marked genuine reversals Set exhaustion_required just below the average Typical range : 0.45-0.55 Adversarial Threshold : Default 0.10 works for most instruments If you find CAE is too conservative (blocking good trades), raise to 0.15-0.20 If signals are still getting caught in opposing momentum, lower to 0.07-0.09 Spacing Parameters : Count bars between quality signals in your journal Set min bars ANY to ~60% of that average Set min bars SAME-SIDE to ~120% of that average Scalping : Any 6-10, Same 12-20 Day trading : Any 12, Same 24 Swing : Any 20-30, Same 40-60 Oscillator Selection : Try different oscillators for 1-2 weeks each Track win rate and average winner/loser by oscillator type RSI : Best for general use, clear OB/OS Stochastic : Best for range-bound, mean reversion MFI : Best for volume-driven markets CCI : Best for cyclical instruments Williams %R : Best for reversal detection Phase 4: Live Deployment Goal : Disciplined execution with proven, calibrated system. Settings Changes : Switch CAE Mode from Advisory to Filtering System now actively blocks low-quality signals Only setups passing all gates reach your chart Keep Signal Timing on Confirmed for conservative entries OR switch to Realtime if you're actively monitoring and want faster entries (accept pre-confirmation repaint risk) Use your calibrated thresholds from Phase 3 Enable high-confidence alerts: "⭐ High Confidence Bullish/Bearish" (>0.70) Trading Discipline Rules : Respect Blocked Signals : If CAE blocks a trade you wanted to take, TRUST THE SYSTEM Don't manually override — if you consistently disagree, return to Phase 2/3 calibration The block exists because market state failed intelligence checks Confidence-Based Position Sizing : Confidence >0.70: Standard or increased size (e.g., 1.5-2.0% risk) Confidence 0.50-0.70: Standard size (e.g., 1.0% risk) Confidence 0.35-0.50: Reduced size (e.g., 0.5% risk) or skip if conservative TCS-Based Management : High TCS + counter-trend signal: Use tight stops, quick exits (you're fading momentum) Low TCS + reversal signal: Use wider stops, trail aggressively (genuine reversal potential) Exhaustion Awareness : Exhaustion >0.75 (yellow shading): Market is overextended, reversal risk is elevated — consider early exit or tighter trailing stops even on winning trades Exhaustion <0.30: Continuation bias — hold for larger move, wide trailing stops Adversarial Context : Strong differential against you (e.g., bullish signal with bear diff <-0.2): Use very tight stops, consider skipping Strong differential with you (e.g., bullish signal with bull diff >0.2): Trail aggressively, this is your tailwind Practical Settings by Timeframe & Style Scalping (1-5 Minute Charts) Objective : High frequency, tight stops, quick reversals in fast-moving markets. Oscillator : Type: RSI or Stochastic (fast response to quick moves) Length: 9-11 (more responsive than standard 14) Smoothing: 1 (no lag) OB/OS: 65/35 (looser thresholds ensure frequent crossings in fast conditions) Divergence : Pivot Lookback/Lookforward: 3/3 (tight structure, catch small swings) Max Lookback: 40-50 bars (recent structure only) Min Slope Change: 0.8-1.0 (don't be overly strict) CAE : Mode: Advisory first (learn), then Filtering Min Confidence: 0.30-0.35 (lower bar for speed, accept more signals) TCS Threshold: 0.70-0.75 (allow more counter-trend opportunities) Exhaustion Required: 0.45-0.50 (moderate override) Strong Trend Filter: ON (still respect major intraday trends) Adversarial: ON (critical for scalping protection — catches bad entries quickly) Spacing : Min Bars ANY: 6-10 (fast pace, many setups) Min Bars SAME-SIDE: 12-20 (prevent clustering) Min ATR Distance: 0 or 0.5 (loose) Timing : Realtime (speed over precision, but understand repaint risk) Visuals : Signal Size: Tiny (chart clarity in busy conditions) Show Zones: Optional (can clutter on low timeframes) Bar Coloring: ON (helps read momentum shifts quickly) Dashboard: Small size (corner reference, not main focus) Key Consideration : Scalping generates noise. Even with CAE, expect lower win rate (45-55%) but aim for favorable R:R (2:1 or better). Size conservatively. Day Trading (15-Minute to 1-Hour Charts) Objective : Balance quality and frequency. Standard divergence trading approach. Oscillator : Type: RSI or MFI (proven reliability, volume confirmation with MFI) Length: 14 (industry standard, well-studied) Smoothing: 1-2 OB/OS: 70/30 (classic levels) Divergence : Pivot Lookback/Lookforward: 5/5 (balanced structure) Max Lookback: 60 bars Min Slope Change: 1.0 (standard strictness) CAE : Mode: Filtering (enforce discipline from the start after brief Advisory learning) Min Confidence: 0.35-0.45 (quality filter without being too restrictive) TCS Threshold: 0.80-0.85 (respect strong trends) Exhaustion Required: 0.50 (balanced override threshold) Strong Trend Filter: ON Adversarial: ON Confidence Gating: ON (all three filters active) Spacing : Min Bars ANY: 12 (breathing room between all setups) Min Bars SAME-SIDE: 24 (prevent bull/bear clusters) Min ATR Distance: 0-1.0 (optional refinement, typically 0.5-1.0) Timing : Confirmed (1-bar delay for reliability, no repainting) Visuals : Signal Size: Tiny or Small Show Zones: ON (useful reference for exits/re-entries) Bar Coloring: ON (context awareness) Dashboard: Normal size (full visibility) Key Consideration : This is the "sweet spot" timeframe for BZ-CAE. Market structure is clear, CAE has sufficient data, and signal frequency is manageable. Expect 55-65% win rate with proper execution. Swing Trading (4-Hour to Daily Charts) Objective : Quality over quantity. High conviction only. Larger stops and targets. Oscillator : Type: RSI or CCI (robust on higher timeframes, smooth longer waves) Length: 14-21 (capture larger momentum swings) Smoothing: 1-3 OB/OS: 70/30 or 75/25 (strict extremes) Divergence : Pivot Lookback/Lookforward: 5/5 or 7/7 (structural purity, major swings only) Max Lookback: 80-100 bars (broader historical context) Min Slope Change: 1.2-1.5 (require strong, undeniable divergence) CAE : Mode: Filtering (strict enforcement, premium setups only) Min Confidence: 0.40-0.55 (high bar for entry) TCS Threshold: 0.85-0.95 (very strong trend protection — don't fade established HTF trends) Exhaustion Required: 0.50-0.60 (higher bar for override — only extreme exhaustion justifies counter-trend) Strong Trend Filter: ON (critical on HTF) Adversarial: ON (avoid obvious bad trades) Confidence Gating: ON (quality gate essential) Spacing : Min Bars ANY: 20-30 (substantial separation) Min Bars SAME-SIDE: 40-60 (significant breathing room) Min ATR Distance: 1.0-2.0 (require meaningful price movement) Timing : Confirmed (purity over speed, zero repaint for swing accuracy) Visuals : Signal Size: Small or Normal (clear markers on zoomed-out view) Show Zones: ON (important HTF levels) Bar Coloring: ON (long-term trend awareness) Dashboard: Normal or Large (comprehensive analysis) Key Consideration : Swing signals are rare but powerful. Expect 2-5 signals per month per instrument. Win rate should be 60-70%+ due to stringent filtering. Position size can be larger given confidence. Dashboard Interpretation Reference TCS (Trend Conviction Score) States 0.00-0.50: Weak/Choppy Emoji: 〰️ Color: Green/cyan Meaning: No established trend. Range-bound or consolidating. Both reversal and continuation signals viable. Action: Reversals (regular divs) are safer. Use wider profit targets (market has room to move). Consider mean reversion strategies. 0.50-0.75: Moderate Trend Emoji: 📊 Color: Yellow/neutral Meaning: Developing trend but not locked in. Context matters significantly. Action: Check DMA and exhaustion. If DMA confirms trend and exhaustion is low, favor continuation (hidden divs). If exhaustion is high, reversals are viable. 0.75-0.85: Strong Trend Emoji: 🔥 Color: Orange/warning Meaning: Well-established trend with persistence. Counter-trend is high risk. Action: Require exhaustion >0.50 for counter-trend entries. Favor continuation signals. Use tight stops on counter-trend attempts. 0.85-1.00: Very Strong Trend Emoji: 🔥🔥 Color: Red/danger (if counter-trading) Meaning: Locked-in institutional trend. Extremely high risk to fade. Action: Avoid counter-trend unless exhaustion >0.75 (yellow shading). Focus exclusively on continuation opportunities. Momentum is king here. DMA (Directional Momentum Alignment) Zones -2.0 to -1.0: Strong Bearish Momentum Emoji: 🐻🐻 Color: Dark red Meaning: Powerful downside force. Sellers are in control. Action: Bullish divergences are counter-momentum (high risk). Bearish divergences are with-momentum (lower risk). Size down on longs. -0.5 to 0.5: Neutral/Balanced Emoji: ⚖️ Color: Gray/neutral Meaning: No strong directional bias. Choppy or consolidating. Action: Both directions have similar probability. Focus on confidence score and adversarial differential for edge. 1.0 to 2.0: Strong Bullish Momentum Emoji: 🐂🐂 Color: Bright green/cyan Meaning: Powerful upside force. Buyers are in control. Action: Bearish divergences are counter-momentum (high risk). Bullish divergences are with-momentum (lower risk). Size down on shorts. Exhaustion States 0.00-0.50: Fresh Move Emoji: ✓ Color: Green Meaning: Trend is healthy, not overextended. Room to run. Action: Counter-trend trades are premature. Favor continuation. Hold winners for larger moves. Avoid early exits. 0.50-0.75: Mature Move Emoji: 🟡 Color: Yellow Meaning: Move is aging. Watch for signs of climax. Action: Tighten trailing stops on winning trades. Be ready for reversals. Don't add to positions aggressively. 0.75-0.85: High Exhaustion Emoji: ⚠️ Color: Orange Background: Yellow shading appears Meaning: Move is overextended. Reversal risk elevated significantly. Action: Counter-trend reversals are higher probability. Consider early exits on with-trend positions. Size up on reversal divergences (if CAE allows). 0.85-1.00: Critical Exhaustion Emoji: ⚠️⚠️ Color: Red Background: Yellow shading intensifies Meaning: Climax conditions. Reversal imminent or underway. Action: Aggressive reversal trades justified. Exit all with-trend positions. This is where major turns occur. Confidence Score Tiers 0.00-0.30: Low Quality Color: Red Status: Blocked in Filtering mode Action: Skip entirely. Setup lacks fundamental quality across multiple factors. 0.30-0.50: Moderate Quality Color: Yellow/orange Status: Marginal — passes in Filtering only if >min_confidence Action: Reduced position size (0.5-0.75% risk). Tight stops. Conservative profit targets. Skip if you're selective. 0.50-0.70: High Quality Color: Green/cyan Status: Good setup across most quality factors Action: Standard position size (1.0-1.5% risk). Normal stops and targets. This is your bread-and-butter trade. 0.70-1.00: Premium Quality Color: Bright green/gold Status: Exceptional setup — all factors aligned Visual: Double confidence ring appears Action: Consider increased position size (1.5-2.0% risk, maximum). Wider stops. Larger targets. High probability of success. These are rare — capitalize when they appear. Adversarial Differential Interpretation Bull Differential > 0.3 : Visual: Strong cyan/green bar colors Meaning: Bull case strongly dominates. Buyers have clear advantage. Action: Bullish divergences favored (with-advantage). Bearish divergences face headwind (reduce size or skip). Momentum is bullish. Bull Differential 0.1 to 0.3 : Visual: Moderate cyan/green transparency Meaning: Moderate bull advantage. Buyers have edge but not overwhelming. Action: Both directions viable. Slight bias toward longs. Differential -0.1 to 0.1 : Visual: Gray/neutral bars Meaning: Balanced debate. No clear advantage either side. Action: Rely on other factors (confidence, TCS, exhaustion) for direction. Adversarial is neutral. Bear Differential -0.3 to -0.1 : Visual: Moderate red/magenta transparency Meaning: Moderate bear advantage. Sellers have edge but not overwhelming. Action: Both directions viable. Slight bias toward shorts. Bear Differential < -0.3 : Visual: Strong red/magenta bar colors Meaning: Bear case strongly dominates. Sellers have clear advantage. Action: Bearish divergences favored (with-advantage). Bullish divergences face headwind (reduce size or skip). Momentum is bearish. Last Signal Metrics — Post-Trade Analysis After a signal fires, dashboard captures: Type : BULL or BEAR Bars Ago : How long since signal (updates every bar) Confidence : What was the quality score at signal time TCS : What was trend conviction at signal time DMA : What was momentum alignment at signal time Use Case : Post-trade journaling and learning. Example: "BULL signal 12 bars ago. Confidence: 68%, TCS: 0.42, DMA: -0.85" Analysis : This was a bullish reversal (regular div) with good confidence, weak trend (TCS), but strong bearish momentum (DMA). The bet was that momentum would reverse — a counter-momentum play requiring exhaustion confirmation. Check if exhaustion was high at that time to justify the entry. Track patterns: Do your best trades have confidence >0.65? Do low-TCS signals (<0.50) work better for you? Are you more successful with-momentum (DMA aligned with signal) or counter-momentum? Troubleshooting Guide Problem: No Signals Appearing Symptoms : Chart loads, dashboard shows metrics, but no divergence signals fire. Diagnosis Checklist : Check dashboard oscillator value : Is it crossing OB/OS levels (70/30)? If oscillator stays in 40-60 range constantly, it can't reach extremes needed for divergence detection. Are pivots forming? : Look for local swing highs/lows on your chart. If price is in tight consolidation, pivots may not meet lookback/lookforward requirements. Is spacing too tight? : Check "Last Signal" metrics — how many bars since last signal? If <12 and your min_bars_ANY is 12, spacing filter is blocking. Is CAE blocking everything? : Check dashboard Statistics section — what's the blocked signal count? High blocks indicate overly strict filters. Solutions : Loosen OB/OS Temporarily : Try 65/35 to verify divergence detection works If signals appear, the issue was threshold strictness Gradually tighten back to 67/33, then 70/30 as appropriate Lower Min Confidence : Try 0.25-0.30 (diagnostic level) If signals appear, filter was too strict Raise gradually to find sweet spot (0.35-0.45 typical) Disable Strong Trend Filter Temporarily : Turn off in CAE settings If signals appear, TCS threshold was blocking everything Re-enable and lower TCS_threshold to 0.70-0.75 Reduce Min Slope Change : Try 0.7-0.8 (from default 1.0) Allows weaker divergences through Helpful on low-volatility instruments Widen Spacing : Set min_bars_ANY to 6-8 Set min_bars_SAME_SIDE to 12-16 Reduces time between allowed signals Check Timing Mode : If using Confirmed, remember there's a pivot_lookforward delay (5+ bars) Switch to Realtime temporarily to verify system is working Realtime has no delay but repaints Verify Oscillator Settings : Length 14 is standard but might not fit all instruments Try length 9-11 for faster response Try length 18-21 for slower, smoother response Problem: Too Many Signals (Signal Spam) Symptoms : Dashboard shows 50+ signals in Statistics, confidence scores mostly <0.40, signals clustering close together. Solutions : Raise Min Confidence : Try 0.40-0.50 (quality filter) Blocks bottom-tier setups Targets top 50-60% of divergences only Tighten OB/OS : Use 70/30 or 75/25 Requires more extreme oscillator readings Reduces false divergences in mid-range Increase Min Slope Change : Try 1.2-1.5 (from default 1.0) Requires stronger, more obvious divergences Filters marginal slope disagreements Raise TCS Threshold : Try 0.85-0.90 (from default 0.80) Stricter trend filter blocks more counter-trend attempts Favors only strongest trend alignment Enable ALL CAE Gates : Turn on Trend Filter + Adversarial + Confidence Triple-layer protection Blocks aggressively — expect 20-40% reduction in signals Widen Spacing : min_bars_ANY: 15-20 (from 12) min_bars_SAME_SIDE: 30-40 (from 24) Creates substantial breathing room Switch to Confirmed Timing : Removes realtime preview noise Ensures full pivot validation 5-bar delay filters many false starts Problem: Signals in Strong Trends Get Stopped Out Symptoms : You take a bullish divergence in a downtrend (or bearish in uptrend), and it immediately fails. Dashboard showed high TCS at the time. Analysis : This is INTENDED behavior — CAE is protecting you from low-probability counter-trend trades. Understanding : Check Last Signal Metrics in dashboard — what was TCS when signal fired? If TCS was >0.85 and signal was counter-trend, CAE correctly identified it as high risk Strong trends rarely reverse cleanly without major exhaustion Your losses here are the system working as designed (blocking bad odds) If You Want to Override (Not Recommended) : Lower TCS_threshold to 0.70-0.75 (allows more counter-trend) Lower exhaustion_required to 0.40 (easier override) Disable Strong Trend Filter entirely (very risky) Better Approach : TRUST THE FILTER — it's preventing costly mistakes Wait for exhaustion >0.75 (yellow shading) before counter-trending strong TCS Focus on continuation signals (hidden divs) in high-TCS environments Use Advisory mode to see what CAE is blocking and learn from outcomes Problem: Adversarial Blocking Seems Wrong Symptoms : You see a divergence that "looks good" visually, but CAE blocks with "Adversarial bearish/bullish" warning. Diagnosis : Check dashboard Bull Case and Bear Case scores at that moment Look at Differential value Check adversarial bar colors — was there strong coloring against your intended direction? Understanding : Adversarial catches "obvious" opposing momentum that's easy to miss Example: Bullish divergence at a local low, BUT price is deeply below EMA50, bearish momentum is strong, and RSI shows knife-catching conditions Bull Case might be 0.20 while Bear Case is 0.55 Differential = -0.35, far beyond threshold Block is CORRECT — you'd be fighting overwhelming opposing flow If You Disagree Consistently Review blocked signals on chart — scroll back and check outcomes Did those blocked signals actually work, or did they fail as adversarial predicted? Raise adv_threshold to 0.15-0.20 (more permissive, allows closer battles) Disable Adversarial Validation temporarily (diagnostic) to isolate its effect Use Advisory mode to learn adversarial patterns over 50-100 signals Remember : Adversarial is conservative BY DESIGN. It prevents "obvious" bad trades where you're fighting strong strength the other way. Problem: Dashboard Not Showing or Incomplete Solutions : Toggle "Show Dashboard" to ON in settings Try different dashboard sizes (Small/Normal/Large) Try different positions (Top Left/Right, Bottom Left/Right) — might be off-screen Some sections require CAE Enable = ON (Cognitive Engine section won't appear if CAE is disabled) Statistics section requires at least 1 lifetime signal to populate Check that visual theme is set (dashboard colors adapt to theme) Problem: Performance Lag, Chart Freezing Symptoms : Chart loading is slow, indicator calculations cause delays, pinch-to-zoom lags. Diagnosis : Visual features are computationally expensive, especially adversarial bar coloring (recalculates every bar). Solutions (In Order of Impact) : Disable Adversarial Bar Coloring (MOST EXPENSIVE): Turn OFF "Adversarial Bar Coloring" in settings This is the single biggest performance drain Immediate improvement Reduce Vertical Lines : Lower "Keep last N vertical lines" to 20-30 Or set to 0 to disable entirely Moderate improvement Disable Bifurcation Zones : Turn OFF "Draw Bifurcation Zones" Reduces box drawing calculations Moderate improvement Set Dashboard Size to Small : Smaller dashboard = fewer cells = less rendering Minor improvement Use Shorter Max Lookback : Reduce max_lookback to 40-50 (from 60+) Fewer bars to scan for divergences Minor improvement Disable Exhaustion Shading : Turn OFF "Show Market State" Removes background coloring calculations Minor improvement Extreme Performance Mode : Disable ALL visual enhancements Keep only triangle markers Dashboard Small or OFF Use Minimal theme if available Problem: Realtime Signals Repainting Symptoms : You see a signal appear, but on next bar it disappears or moves. Explanation : Realtime mode detects peaks 1 bar ago: high > high AND high > high On the FORMING bar (before close), this condition can change as new prices arrive Example: At 10:05, high (10:04 bar) was 100, current high is 99 → peak detected At 10:05:30, new high of 101 arrives → peak condition breaks → signal disappears At 10:06 (bar close), final high is 101 → no peak at 10:04 anymore → signal gone permanently This is expected behavior for realtime responsiveness. You get preview/early warning, but it's not locked until bar confirms. Solutions : Use Confirmed Timing : Switch to "Confirmed (lookforward)" mode ZERO repainting — pivot must be fully validated 5-bar delay (pivot_lookforward) What you see in history is exactly what would have appeared live Accept Realtime Repaint as Tradeoff : Keep Realtime mode for speed and alerts Understand that pre-confirmation signals may vanish Only trade signals that CONFIRM at bar close (check barstate.isconfirmed) Use for live monitoring, NOT for backtesting Trade Only After Confirmation : In Realtime mode, wait 1 full bar after signal appears before entering If signal survives that bar close, it's locked This adds 1-bar delay but removes repaint risk Recommendation : Use Confirmed for backtesting and conservative trading. Use Realtime only for active monitoring with full understanding of preview behavior. Risk Management Integration BZ-CAE is a signal generation system, not a complete trading strategy. You must integrate proper risk management: Position Sizing by Confidence Confidence 0.70-1.00 (Premium) : Risk: 1.5-2.0% of account (MAXIMUM) Reasoning: High-quality setup across all factors Still cap at 2% — even premium setups can fail Confidence 0.50-0.70 (High Quality) : Risk: 1.0-1.5% of account Reasoning: Standard good setup Your bread-and-butter risk level Confidence 0.35-0.50 (Moderate Quality) : Risk: 0.5-1.0% of account Reasoning: Marginal setup, passes minimum threshold Reduce size or skip if you're selective Confidence <0.35 (Low Quality) : Risk: 0% (blocked in Filtering mode) Reasoning: Insufficient quality factors System protects you by not showing these Stop Placement Strategies For Reversal Signals (Regular Divergences) : Place stop beyond the divergence pivot plus buffer Bullish : Stop below the divergence low - 1.0-1.5 × ATR Bearish : Stop above the divergence high + 1.0-1.5 × ATR Reasoning: If price breaks the pivot, divergence structure is invalidated For Continuation Signals (Hidden Divergences) : Place stop beyond recent swing in opposite direction Bullish continuation : Stop below recent swing low (not the divergence pivot itself) Bearish continuation : Stop above recent swing high Reasoning: You're trading with trend, allow more breathing room ATR-Based Stops : 1.5-2.0 × ATR is standard Scale by timeframe: Scalping (1-5m): 1.0-1.5 × ATR (tight) Day trading (15m-1H): 1.5-2.0 × ATR (balanced) Swing (4H-D): 2.0-3.0 × ATR (wide) Never Use Fixed Dollar/Pip Stops : Markets have different volatility 50-pip stop on EUR/USD ≠ 50-pip stop on GBP/JPY Always normalize by ATR or pivot structure Profit Targets and Scaling Primary Target : 2-3 × ATR from entry (minimum 2:1 reward-risk) Example : Entry at 100, ATR = 2, stop at 97 (1.5 × ATR) → target at 106 (3 × ATR) = 2:1 R:R Scaling Out Strategy : Take 50% off at 1.5 × ATR (secure partial profit) Move stop to breakeven Trail remaining 50% with 1.0 × ATR trailing stop Let winners run if trend persists Targets by Confidence : High Confidence (>0.70) : Aggressive targets (3-4 × ATR), trail wider (1.5 × ATR) Standard Confidence (0.50-0.70) : Normal targets (2-3 × ATR), standard trail (1.0 × ATR) Low Confidence (0.35-0.50) : Conservative targets (1.5-2 × ATR), tight trail (0.75 × ATR) Use Bifurcation Zones : If opposite-side zone is visible on chart (from previous signal), use it as target Example : Bullish signal at 100, prior supply zone at 110 → use 110 as target Zones mark institutional resistance/support Exhaustion-Based Exits : If you're in a trade and exhaustion >0.75 develops (yellow shading), consider early exit Market is overextended — reversal risk is high Take profit even if target not reached Trade Management by TCS High TCS + Counter-Trend Trade (Risky) : Use very tight stops (1.0-1.5 × ATR) Conservative targets (1.5-2 × ATR) Quick exit if trade doesn't work immediately You're fading momentum — respect it Low TCS + Reversal Trade (Safer) : Use wider stops (2.0-2.5 × ATR) Aggressive targets (3-4 × ATR) Trail with patience Genuine reversal potential in weak trend High TCS + Continuation Trade (Safest) : Standard stops (1.5-2.0 × ATR) Very aggressive targets (4-5 × ATR) Trail wide (1.5-2.0 × ATR) You're with institutional momentum — let it run Educational Value — Learning Machine Intelligence BZ-CAE is designed as a learning platform, not just a tool: Advisory Mode as Teacher Most indicators are binary: signal or no signal. You don't learn WHY certain setups are better. BZ-CAE's Advisory mode shows you EVERY potential divergence, then annotates the ones that would be blocked in Filtering mode with specific reasons: "Bull: strong downtrend (TCS=0.87)" teaches you that TCS >0.85 makes counter-trend very risky "Adversarial bearish" teaches you that the opposing case was dominating "Low confidence 32%" teaches you that the setup lacked quality across multiple factors "Bull spacing: wait 8 bars" teaches you that signals need breathing room After 50-100 signals in Advisory mode, you internalize the CAE's decision logic. You start seeing these factors yourself BEFORE the indicator does. Dashboard Transparency Most "intelligent" indicators are black boxes — you don't know how they make decisions. BZ-CAE shows you ALL metrics in real-time: TCS tells you trend strength DMA tells you momentum alignment Exhaustion tells you overextension Adversarial shows both sides of the debate Confidence shows composite quality You learn to interpret market state holistically, a skill applicable to ANY trading system beyond this indicator. Divergence Quality Education Not all divergences are equal. BZ-CAE teaches you which conditions produce high-probability setups: Quality divergence : Regular bullish div at a low, TCS <0.50 (weak trend), exhaustion >0.75 (overextended), positive adversarial differential, confidence >0.70 Low-quality divergence : Regular bearish div at a high, TCS >0.85 (strong uptrend), exhaustion <0.30 (not overextended), negative adversarial differential, confidence <0.40 After using the system, you can evaluate divergences manually with similar intelligence. Risk Management Discipline Confidence-based position sizing teaches you to adjust risk based on setup quality, not emotions: Beginners often size all trades identically Or worse, size UP on marginal setups to "make up" for losses BZ-CAE forces systematic sizing: premium setups get larger size, marginal setups get smaller size This creates a probabilistic approach where your edge compounds over time. What This Indicator Is NOT Complete transparency about limitations and positioning: Not a Prediction System BZ-CAE does not predict future prices. It identifies structural divergences (price-momentum disagreements) and assesses current market state (trend, exhaustion, adversarial conditions). It tells you WHEN conditions favor a potential reversal or continuation, not WHAT WILL HAPPEN. Markets are probabilistic. Even premium-confidence setups fail ~30-40% of the time. The system improves your probability distribution over many trades — it doesn't eliminate risk. Not Fully Automated This is a decision support tool, not a trading robot. You must: Execute trades manually based on signals Manage positions (stops, targets, trailing) Apply discretionary judgment (news events, liquidity, context) Integrate with your broader strategy and risk rules The confidence scores guide position sizing, but YOU determine final risk allocation based on your account size, risk tolerance, and portfolio context. Not Beginner-Friendly BZ-CAE requires understanding of: Divergence trading concepts (regular vs hidden, reversal vs continuation) Market state interpretation (trend vs range, momentum, exhaustion) Basic technical analysis (pivots, support/resistance, EMAs) Risk management fundamentals (position sizing, stops, R:R) This is designed for intermediate to advanced traders willing to invest time learning the system. If you want "buy the arrow" simplicity, this isn't the tool. Not a Holy Grail There is no perfect indicator. BZ-CAE filters noise and improves signal quality significantly, but: Losing trades are inevitable (even at 70% win rate, 30% still fail) Market conditions change rapidly (yesterday's strong trend becomes today's chop) Black swan events occur (fundamentals override technicals) Execution matters (slippage, fees, emotional discipline) The system provides an EDGE, not a guarantee. Your job is to execute that edge consistently with proper risk management over hundreds of trades. Not Financial Advice BZ-CAE is an educational and analytical tool. All trading decisions are your responsibility. Past performance (backtested or live) does not guarantee future results. Only risk capital you can afford to lose. Consult a licensed financial advisor for investment advice specific to your situation. Ideal Market Conditions Best Performance Characteristics Liquid Instruments : Major forex pairs (EUR/USD, GBP/USD, USD/JPY) Large-cap stocks and index ETFs (SPY, QQQ, AAPL, MSFT) High-volume crypto (BTC, ETH) Major commodities (Gold, Oil, Natural Gas) Reasoning: Clean price structure, clear pivots, meaningful oscillator behavior Trending with Consolidations : Markets that trend for 20-40 bars, then consolidate 10-20 bars, repeat Creates divergences at consolidation boundaries (reversals) and within trends (continuations) Both regular and hidden divs find opportunities 5-Minute to Daily Timeframes : Below 5m: too much noise, false pivots, CAE metrics unstable Above daily: too few signals, edge diminishes (fundamentals dominate) Sweet spot: 15m to 4H for most traders Consistent Volume and Participation : Regular trading sessions (not holidays or thin markets) Predictable volatility patterns Avoid instruments with sudden gaps or circuit breakers Challenging Conditions Extremely Low Liquidity : Penny stocks, exotic forex pairs, low-volume crypto Erratic pivots, unreliable oscillator readings CAE metrics can't assess market state properly Very Low Timeframes (1-Minute or Below) : Dominated by market microstructure noise Divergences are everywhere but meaningless CAE filtering helps but still unreliable Extended Sideways Consolidation : 100+ bars of tight range with no clear pivots Oscillator hugs midpoint (45-55 range) No divergences to detect Fundamentally-Driven Gap Markets : Earnings releases, economic data, geopolitical events Price gaps over stops and targets Technical structure breaks down Recommendation: Disable trading around known events Calculation Methodology — Technical Depth For users who want to understand the math: Oscillator Computation Each oscillator type calculates differently, but all normalize to 0-100: RSI : ta.rsi(close, length) — Standard Relative Strength Index Stochastic : ta.stoch(high, low, close, length) — %K calculation CCI : (ta.cci(hlc3, length) + 100) / 2 — Normalized from -100/+100 to 0-100 MFI : ta.mfi(hlc3, length) — Volume-weighted RSI equivalent Williams %R : ta.wpr(length) + 100 — Inverted stochastic adjusted to 0-100 Smoothing: If smoothing > 1, apply ta.sma(oscillator, smoothing) Divergence Detection Algorithm Identify Pivots : Price high pivot: ta.pivothigh(high, lookback, lookforward) Price low pivot: ta.pivotlow(low, lookback, lookforward) Oscillator high pivot: ta.pivothigh(osc, lookback, lookforward) Oscillator low pivot: ta.pivotlow(osc, lookback, lookforward) Store Recent Pivots : Maintain arrays of last 10 pivots with bar indices When new pivot confirmed, unshift to array, pop oldest if >10 Scan for Slope Disagreements : Loop through last 5 pivots For each pair (current pivot, historical pivot): Check if within max_lookback bars Calculate slopes: (current - historical) / bars_between Regular bearish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Regular bullish: price_slope < 0, osc_slope > 0, |osc_slope| > min_threshold Hidden bearish: price_slope < 0, osc_slope > 0, osc_slope > min_threshold Hidden bullish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Important Disclaimers and Terms Performance Disclosure Past performance, whether backtested or live-traded, does not guarantee future results. Markets change. What works today may not work tomorrow. Hypothetical or simulated performance results have inherent limitations and do not represent actual trading. Risk of Loss Trading involves substantial risk of loss. Only trade with risk capital you can afford to lose entirely. The high degree of leverage often available in trading can work against you as well as for you. Leveraged trading may result in losses exceeding your initial deposit. Not Financial Advice BZ-CAE is an educational and analytical tool for technical analysis. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. All trading decisions are your sole responsibility. Consult a licensed financial advisor for advice specific to your circumstances. Technical Indicator Limitations BZ-CAE is a technical analysis tool based on price and volume data. It does not account for: Fundamental analysis (earnings, economic data, financial health) Market sentiment and positioning Geopolitical events and news Liquidity conditions and market microstructure changes Regulatory changes or exchange rules Integrate with broader analysis and strategy. Do not rely solely on technical indicators for trading decisions. Repainting Acknowledgment As disclosed throughout this documentation: Realtime mode may repaint on forming bars before confirmation (by design for preview functionality) Confirmed mode has zero repainting (fully validated pivots only) Choose timing mode appropriate for your use case. Understand the tradeoffs. Testing Recommendation ALWAYS test on demo/paper accounts before committing real capital. Validate the indicator's behavior on your specific instruments and timeframes. Learn the system thoroughly in Advisory mode before using Filtering mode. Learning Resources : In-indicator tooltips (hover over setting names for detailed explanations) This comprehensive publishing statement (save for reference) User guide in script comments (top of code) Final Word — Philosophy of BZ-CAE BZ-CAE is not designed to replace your judgment — it's designed to enhance it. The indicator identifies structural inflection points (bifurcations) where price and momentum disagree. The Cognitive Engine evaluates market state to determine if this disagreement is meaningful or noise. The Adversarial model debates both sides of the trade to catch obvious bad setups. The Confidence system ranks quality so you can choose your risk appetite. But YOU still execute. YOU still manage risk. YOU still learn from outcomes. This is intelligence amplification, not intelligence replacement. Use Advisory mode to learn how expert traders evaluate market state. Use Filtering mode to enforce discipline when emotions run high. Use the dashboard to develop a systematic approach to reading markets. Use confidence scores to size positions probabilistically. The system provides an edge. Your job is to execute that edge with discipline, patience, and proper risk management over hundreds of trades. Markets are probabilistic. No system wins every trade. But a systematic edge + disciplined execution + proper risk management compounds over time. That's the path to consistent profitability. BZ-CAE gives you the edge. The discipline and risk management are on you. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
อินดิเคเตอร์ Pine Script®
โดย DskyzInvestments
Cumulative Volume Delta (HA Option)# **📘 Ultimate Guide to Trading With CVD Heikin Ashi (CVD+)** ## **🔍 What This Indicator Shows** This tool plots **Cumulative Volume Delta (CVD)** as candlesticks—optionally transformed into **Heikin Ashi CVD candles**. Instead of price, each candle represents the *battle between buyers and sellers* within your chosen timeframe. **Volume Delta = Buying Volume – Selling Volume** CVD takes all deltas and stacks them cumulatively, showing who is controlling the auction *over time*. With Heikin Ashi smoothing layered on top, trend detection becomes cleaner, letting you see the “true pressure” behind price moves. --- # **💡 Why CVD Is a Game Changer** Most traders only see price. Serious traders watch **pressure**. CVD exposes what price hides: * Absorption * Hidden accumulation * Seller exhaustion * Fake breakouts * True reversals * Momentum strength / weakness * Smart money footprint When combined with Heikin-Ashi smoothing, you get delta trends with way less noise and fewer fake flips. --- # **📈 How to Actually Use It (The Edge)** ## **1. Spot True Trend vs. Fake Trend** If **price goes up** but **CVD goes down**, that’s: * Passive sellers absorbing * A weak rally * High probability of reversal If **price pulls back** but **CVD keeps rising**, that’s: * Secret accumulation * A continuation setup * Great dip-buy opportunity **Rule of thumb:** 🔹 *Follow the CVD trend, not the price noise.* --- ## **2. Catch Reversals Early** Watch for: ### **🔻 Bearish Reversal Signals** * CVD makes a **lower high** * Heikin Ashi CVD prints **red bodies with rising upper shadows** * Price makes one final push up on low delta This is classic distribution → the drop usually follows fast. ### **🔹 Bullish Reversal Signals** * CVD forms a **higher low** * HA CVD flips from red to green with full bodies * Price still looks weak = bottom forming This is exactly how pros catch bottoms early. --- ## **3. Identify Absorption Levels** If price hits a level multiple times but CVD keeps climbing (or falling), that level is being defended. Example: * Price stalls at support * CVD keeps rising = **Buyers absorbing sells → high-probability bounce** Opposite works for resistance. --- ## **4. Validate Breakouts** A breakout with *weak or negative CVD* is usually a trap. A breakout with **strong, rising HA CVD** is real. If CVD diverges from the breakout direction → fade it. If CVD confirms → ride it. --- ## **5. Use Heikin Ashi to Stay in Trends** HA smoothing removes the nasty chop of raw delta data. Look for: * Consecutive **full-body teal candles = strong buying wave** * Consecutive **full-body red candles = strong selling wave** * Small-bodied candles after a trend = momentum dying This keeps you in winners longer and cuts losers faster. --- # **🎯 Practical Trading Playbook** ### **A) Long Setup** 1. Price pullback into support 2. CVD stays bullish or makes a higher low 3. HA CVD flips green or prints a strong body 4. Enter long 5. Stop under CVD structural low ### **B) Short Setup** 1. Price pushes into resistance 2. CVD forms bearish divergence 3. HA CVD prints red bodies 4. Enter short 5. Stop above CVD swing high ### **C) Chop Filter** No clear HA CVD trend = avoid trading → stop donating money to the market. --- # **🧠 Tips for Mastery** * Use lower timeframe delta (1m–5m) for scalping entries * Use a higher anchor timeframe (1D) to define direction * When price trends but CVD is flat → expect a fakeout * When CVD trends but price is flat → expect a breakout * Trade WITH delta, fade AGAINST delta --- # **⚠️ Important Notes** * Crypto = full tick-by-tick volume → CVD is extremely accurate * Stocks = depends on your broker/data vendor * Futures = best signal-to-noise ratio * If your symbol has no volume → indicator will warn you --- # **📥 Recommended Settings** * **Anchor timeframe**: 1D or 4H * **Lower timeframe**: 1m, 3m, or 5m * **Heikin Ashi**: ON for trend filtering, OFF for raw delta --- # **🔥 Final Word** Price can lie. Delta usually doesn’t. CVD + Heikin Ashi gives you the closest thing to reading the market’s heartbeat in real time. Use it to confirm breakouts, detect reversals early, identify real trend strength, and avoid getting caught in manipulation. If you learn to read CVD well… you stop trading price, and start trading the **intent** behind the price.
อินดิเคเตอร์ Pine Script®
โดย Manifesting_Gains
Мой скрипт//@version=4 study("BDBTW", overlay=true) jawLength = input(13, minval=1, title="Jaw Length") teethLength = input(8, minval=1, title="Teeth Length") lipsLength = input(5, minval=1, title="Lips Length") jawOffset = input(8, title="Jaw Offset") teethOffset = input(5, title="Teeth Offset") lipsOffset = input(3, title="Lips Offset") n = input(title="Periods Fractal", defval=2, minval=2, type=input.integer) offsetFractal = input(100, title = "Offset Fractal") offsetBDBTW = input(200, title = "Offset BDBTW") upFractal = ( (high < high ) and (high < high ) and (high < high ) and (high < high )) or ( (high < high ) and (high < high ) and (high == high ) and (high < high ) and (high < high )) or ( (high < high ) and (high < high ) and (high == high ) and (high <= high ) and (high < high ) and (high < high )) or ( (high < high ) and (high < high ) and (high == high ) and (high == high ) and (high <= high ) and (high < high ) and (high < high )) or ((high < high ) and (high < high ) and (high == high ) and (high <= high ) and (high == high ) and (high <= high ) and (high < high ) and (high < high )) dnFractal = ( (low > low ) and (low > low ) and (low > low ) and (low > low )) or ( (low > low ) and (low > low ) and (low == low ) and (low > low ) and (low > low )) or ( (low > low ) and (low > low ) and (low == low ) and (low >= low ) and (low > low ) and (low > low )) or ( (low > low ) and (low > low ) and (low == low ) and (low == low ) and (low >= low ) and (low > low ) and (low > low )) or ((low > low ) and (low > low ) and (low == low ) and (low >= low ) and (low == low ) and (low >= low ) and (low > low ) and (low > low )) smma(src, len) => s = 0.0 s := na(s ) ? sma(src, len) : (s *(len-1)+src)/len r_hl=roc((high-low)/volume,1) r_v=roc(volume,1) sq_f=(r_hl < 0) and (r_v > 0) jaw = smma(hl2, jawLength) teeth = smma(hl2, teethLength) lips = smma(hl2, lipsLength) BDBup = high < jaw and high < teeth and high < lips and low < low and close > hl2 BDBdown = low > jaw and low > teeth and low > lips and high > high and close < hl2 plot(jaw, title = "Williams Alligator", offset = jawOffset, color=#3BB3E4) plot(teeth, title = "Williams Alligator", offset = teethOffset, color=#FF006E) plot(lips, title = "Williams Alligator", offset = lipsOffset, color=#36C711) plotshape(dnFractal ? low - offsetFractal * syminfo.mintick : na, title = "Fractals", style=shape.triangledown, location=location.belowbar, offset=-n, size = size.auto, color= color.maroon, transp=0) plotshape(upFractal ? high + offsetFractal * syminfo.mintick : na, title = "Fractals", style=shape.triangleup, location=location.abovebar, offset=-n, size = size.auto, color=color.olive, transp=0) plotshape(BDBup ? high + offsetBDBTW * syminfo.mintick : na, title = "BDBTW buy", style=shape.circle, location=location.abovebar, color=color.green, size=size.auto, editable=true) plotshape(BDBdown ? low - offsetBDBTW * syminfo.mintick : na, title = "BDBTW sell", style=shape.circle, location=location.belowbar, color=color.red, size=size.auto, editable=true) ao = sma(hl2,5) - sma(hl2,34) cao = change(ao) barcolor(sq_f ? color.blue : cao <= 0 ? color.red : color.green, title = "Williams Squat Bars")
อินดิเคเตอร์ Pine Script®
โดย Alexkam197