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ค้นหาในสคริปต์สำหรับ "股价站上60月线"

Volume Bubbles & Liquidity Heatmap 30% + biasLuxAlgo gave us an open script, I just primmed it up with the use of Chat GPT:There is no single magic number (like “delta must be 800”) that will guarantee directional follow-through in every market. But you can make a mathematically rigorous filter that gives you a high-probability test — by normalizing the delta against that market’s typical behavior and requiring multiple confirmations. Below is a compact, actionable algorithm you can implement immediately (in your platform or spreadsheet) plus concrete thresholds and the math behind them. High-IQ rule set (math + trade logic) Use three independent checks. Only take the trade if ALL three pass. 1) Z-score (statistical significance of the delta) Compute rolling mean 𝜇 μ and std dev 𝜎 σ of delta on the same timeframe (e.g. 5m) over a lookback window 𝑊 W (suggest 𝑊 = 50 W=50–200 bars). 𝑍 = delta bar − 𝜇 𝑊 𝜎 𝑊 Z= σ W ​ delta bar ​ −μ W ​ ​ Threshold: require 𝑍 ≥ 2.5 Z≥2.5 (strong) — accept 2.0 for less strict, 3.0 for very rare signals. Why: a Z>=2.5 means this delta is an outlier (~<1% one-sided), not normal noise. 2) Relative Imbalance (strength vs total volume) Compute imbalance ratio: 𝑅 = ∣ delta bar ∣ volume bar R= volume bar ​ ∣delta bar ​ ∣ ​ Threshold: require 𝑅 ≥ 0.25 R≥0.25 (25% of the bar’s volume is one-sided). For scalping you can tighten to 0.30–0.40. Why: a big delta with tiny volume isn’t meaningful; this normalizes to participation. 3) Net follow-through over a confirmation window Look ahead 𝑁 N bars (or check the next bar if you need intrabar speed). Compute cumulative delta and price move: cum_delta 𝑁 = ∑ 𝑖 = 1 𝑁 delta bar + 𝑖 cum_delta N ​ = i=1 ∑ N ​ delta bar+i ​ price_move = close bar + 𝑁 − close bar price_move=close bar+N ​ −close bar ​ Thresholds: require cum_delta 𝑁 cum_delta N ​ has the same sign as the trigger and ∣ cum_delta 𝑁 ∣ ≥ 0.5 × ∣ delta bar ∣ ∣cum_delta N ​ ∣≥0.5×∣delta bar ​ ∣, and price_move price_move exceeds a minimum meaningful tick amount (instrument dependent). For ES / US30 type futures: price move ≥ 5–10 ticks; for forex pairs maybe 10–20 pips? Use ATR 20 20 ​ ×0.05 as a generic minimum. Why: separates immediate absorption (buy delta then sellers soak it) from genuine continuation. Bonus check — Structural context (must be satisfied) Trigger should not occur against a strong structural barrier (VWAP, daily high/low, previous session POC) unless you’re explicitly trading exhaustion/absorption setups. If signal occurs near resistance and price does not clear that resistance within 𝑁 N bars, treat as probable trap. Putting it together — final trade decision Take the long (example): If 𝑍 ≥ 2.5 Z≥2.5 and 𝑅 ≥ 0.25 R≥0.25 and cum_delta_N confirms and no hard resistance above (or you’re willing to trade absorption), then enter. Place stop: under the low of the last 2–3 bars or X ATR (instrument dependent). Initial target: risk:reward 1:1 minimum, scale out at 1.5–2R after confirming further delta. Concrete numeric illustration using your numbers You saw FOL = 456, then sell reaction with ~350 opposite. How to interpret: Suppose your 5-min rolling mean 𝜇 μ = 100 and 𝜎 σ=120 (example): 𝑍 = ( 456 − 100 ) / 120 ≈ 2.97 ⇒ statistically big Z=(456−100)/120≈2.97⇒statistically big So it passes Z. If volume on that bar = 2000 contracts: 𝑅 = 456 / 2000 = 0.228 ⇒ just below 0.25 threshold R=456/2000=0.228⇒just below 0.25 threshold So it fails R (weak participation proportionally), explaining why 456 alone didn’t move price. Seller came back with 350 opposite soon after — check cum_delta_N: cum_delta 𝑛 𝑒 𝑥 𝑡 3 ≈ 456 − 350 = 106  net cum_delta next3 ​ ≈456−350=106 net Net is small relative to the initial spike — not convincing follow-through. Conclusion: despite a big absolute number (456), relative measures and lack of follow-through meant the move failed. That’s exactly why raw numbers alone are unreliable. Advanced refinement (for elite performance) Use rolling median + MAD instead of mean/std if delta distribution is skewed. Scale Z by volume volatility: divide Z by volume bar / volume ‾ volume bar ​ / volume ​ to penalize low-volume bars. Use a signed cumulative delta over micro-windows: compute windowed cumulative delta standardized: 𝑍 cum = ∑ 𝑖 = 0 𝑀 − 1 delta 𝑡 − 𝑖 − 𝑀 𝜇 𝑀 𝜎 Z cum ​ = M ​ σ ∑ i=0 M−1 ​ delta t−i ​ −Mμ ​ and require 𝑍 cum ≥ 3 Z cum ​ ≥3 for very high confidence. Add market-depth / DOM confirmation (if available): require that resting ask size above is less than resting bid size below by a factor (i.e. visible liquidity supports the move). Practical thresholds to start with (tune per instrument) Lookback 𝑊 W: 100 bars (5m → about a trading day) Z threshold: 2.5 Imbalance ratio 𝑅 R: ≥ 0.25 (tighten to 0.30 for scalping) Confirmation window 𝑁 N: next 1–3 bars for intraday scalps; 3–6 bars for short swings Cum delta confirmation: ≥ 0.5 × initial delta and same sign Price move confirmation: ≥ 0.03 × ATR20 (or set absolute ticks per instrument) TL;DR — the single best rule Don’t chase absolute numbers. Use Z-score of delta + delta/volume ratio + real follow-through. If all three align, odds are heavily in your favor. If you want, I can: give you a tiny script (pseudocode or Pine / Python) that computes Z, R, cum_delta_N and flags qualifying bars, or run the calculation on a sample of your recent bars if you paste a small CSV of time, delta, volume, close. Which do you want? (I’ll give code right away.) You said: give me a percentage of difference where we have a high probability ChatGPT said: Thought for 7s Nice — straight to the point. Here’s a concise, practical set of percentage thresholds (and associated confidence estimates) you can use right now to flag a “high probability” delta signal. I’ll give you three tiers (good / strong / elite), explain what each means, show how to compute it, and give a short example using your 456/2000 bar. One-line rule Compute delta percent 𝑃 = ∣ delta ∣ volume × 100 % P= volume ∣delta∣ ​ ×100%. Then require Z-score of delta ≥ 2.5 and P to be at or above the threshold below for the desired confidence tier. Threshold tiers (percent of bar volume) Good (high-probability trade candidate) P ≥ 20–25% Typical success probability (when combined with Z≥2.5 and no hard structural resistance): ~60–70%. Use when you want a steady flow of signals with decent edge. Strong (high confidence) P ≥ 30–35% Typical success probability: ~70–80% (with Z≥2.5 + structural alignment). Fewer signals, higher win-rate. Good default for intraday. Elite (very high probability / low false positives) P ≥ 40–50% Typical success probability: ~80–90% (with Z≥3 and confirmation). Rare signals. Use for meaningful size or when you need maximum certainty. Why percentage matters (short) Absolute delta (456) is meaningless without volume context. A 456 delta on 2,000 volume → P = 456/2000 = 22.8% → sits just below the Good threshold, which matches why it failed: decent but not dominant participation. Additional required checks (don’t skip these) To turn P into a reliable filter, always require: Z-score of the delta ≥ 2.5 (or ≥3 for Elite signals). No immediate structural barrier (VWAP, strong resistance) that would plausibly absorb the order. Follow-through: within next N bars (N = 1–3 for scalps) price moves in the same direction by ≥ 0.03×ATR20 (or instrument-specific tick threshold). If this fails, cut fast. Combine all three and your realized win-rate will approach the probabilities above. Practical quick checklist (to apply each signal) Compute P = |delta|/volume. Is P ≥ 30%? (or your chosen tier) Compute Z = (delta − mean)/std over last 100 bars. Is Z ≥ 2.5? Is price not pinned under a heavy resistance? Enter on next bar close (or intrabar on continuation), stop under last 2-bar low (for longs). If price fails to move ≥ 0.03×ATR20 within 3 bars, exit. Example (your bar) delta = 456, volume = 2000 → P = 22.8% → below Good threshold (25%). Even if Z was high, P failed — explains the failure. You need P ≥ ~30% plus Z≥2.5 to call it a Strong signal. Final notes (instrument & timeframe) These percentages were calibrated for futures/US indices and short intraday bars (1–5m). For FX or low-tick instruments, use absolute ticks + a smaller P threshold (start at 15–20%). Always backtest on the specific instrument/timeframe and tune thresholds. If you want, I’ll generate a tiny script (Python or Pine) that calculates P and Z and flags Good/Strong/Elite signals for your chart history so you can see exact historical hit rates. Which language (Python or Pine)? You said: so if we have 456 g vs 350 r what pct is that in favour of green? ChatGPT said: Perfect — let’s calculate it carefully, digit by digit so we don’t make a slip. We have: Green (buy) volume = 456 Red (sell) volume = 350 We want to know what percentage is in favor of green, relative to the total volume. Step 1. Compute total volume Total = 456 + 350 = 806 Total=456+350=806 Step 2. Compute green’s share \text{Green %} = \frac{456}{806} \times 100 Now do it precisely: 456 ÷ 806 = 0.565506 456÷806=0.565506 (rounded) So: 0.565506 × 100 = 56.55 % 0.565506×100=56.55% Step 3. Compute red’s share (for context) 350 806 = 0.434494 → 43.45 % 806 350 ​ =0.434494→43.45% Step 4. Compute difference (bias toward green) 56.55 % − 43.45 % = 13.10 % 56.55%−43.45%=13.10% ✅ Final answer: Green = 56.6% of total Red = 43.4% of total Bias = +13.1 percentage points in favor of green So that’s only a 13% advantage to buyers — modest pressure, not a dominant imbalance. For a high-probability signal (as we discussed earlier), you generally want ≥30% imbalance (e.g. ~65/35 split or stronger). Original: ''The Volume Bubbles & Liquidity Heatmap indicator is a powerful trading tool designed to give traders a clearer picture of volume dynamics and liquidity distribution across multiple timeframes. By combining dynamic volume bubbles with a liquidity heatmap, this indicator makes it easy to identify areas of price interest, spot market imbalances, and improve decision-making for both scalpers and swing traders. This trading indicator is ideal for volume traders, price action traders, and liquidity-focused traders who need a clean, multi-dimensional view of buyer/seller activity and the zones where market participants are most active. With full customization over bubble display, timeframes, and visual settings, traders can tailor the tool to fit virtually any trading strategy or market.''
อินดิเคเตอร์ Pine Script®
โดย Ross-J-Burland
Multi-Confluence MTF S/R Signal5 Confluences: RSI - Detects oversold/overbought conditions with momentum MACD - Confirms trend direction and momentum shifts Moving Average Trend - Validates price position relative to 50 SMA and 20 EMA Volume - Ensures strong participation (1.5x average volume) Price Action - Confirms breakout (higher high for buys, lower low for sells) Features: Green triangles below bars = BUY signal (all 5 confluences bullish) Red triangles above bars = SELL signal (all 5 confluences bearish) Background coloring when signals occur Real-time dashboard showing each confluence status Built-in alerts you can enable Customizable parameters for all indicators Multi-Timeframe Features: Higher Timeframe Analysis (Default: 60 min) HTF Trend - Checks if price is above/below moving averages on higher timeframe HTF MACD - Confirms momentum direction HTF RSI - Validates not overbought/oversold Signal Types: Strong Signals (Full triangles with text) ✅ All 5 current timeframe confluences aligned ✅ Higher timeframe confirmation (2 of 3 HTF conditions) GREEN "BUY" or RED "SELL" labels Weak Signals (Small transparent triangles with "?") ✅ All 5 current timeframe confluences aligned ❌ NO higher timeframe confirmation Use with caution - may signal counter-trend trades Dashboard Updates: Shows Current Timeframe section (all 5 confluences) Shows HTF status (your chosen higher timeframe) Displays final signal strength Customizable Settings: Enable/Disable MTF - Toggle multi-timeframe confirmation Higher Timeframe - Choose any timeframe (15m, 60m, 4H, D, etc.) Require HTF - Force HTF confirmation or allow weak signals Alerts: Strong Buy/Sell - Full confirmation Weak Buy/Sell - No HTF confirmation
อินดิเคเตอร์ Pine Script®
โดย traekiw
Nithin's LQ Sweep//@version=6 indicator("Liquidity Sweep Zones (HTF -> LTF)", overlay=true, max_boxes_count=200, max_labels_count=500) // ----------------- Inputs ----------------- htf_tf = input.timeframe("240", "Structure Timeframe (HTF) - example: 240=4H") pivot_left = input.int(3, "Pivot Left", minval=1) pivot_right = input.int(1, "Pivot Right", minval=1) min_wick_pts = input.float(0.0, "Min sweep wick size (points)", step=0.1) zone_width = input.int(80, "Zone width (bars to the right)", minval=1) show_struct = input.bool(true, "Show HTF structure level") show_labels = input.bool(true, "Show sweep labels") alpha_fill = input.int(78, "Zone fill transparency (0-255)", minval=0, maxval=255) // ----------------- HTF Pivot (structure) ----------------- // request HTF pivots (these return series aligned to LTF bars) htf_pH = request.security(syminfo.tickerid, htf_tf, ta.pivothigh(high, pivot_left, pivot_right), barmerge.gaps_off, barmerge.lookahead_off) htf_pL = request.security(syminfo.tickerid, htf_tf, ta.pivotlow(low, pivot_left, pivot_right), barmerge.gaps_off, barmerge.lookahead_off) // Keep latest non-na HTF pivot levels var float lastHTFHigh = na var float lastHTFLow = na if not na(htf_pH) lastHTFHigh := htf_pH if not na(htf_pL) lastHTFLow := htf_pL // Optional: draw HTF levels as lines var line htfHighLine = na var line htfLowLine = na if show_struct if not na(lastHTFHigh) if not na(htfHighLine) line.set_xy1(htfHighLine, bar_index - 500, lastHTFHigh) line.set_xy2(htfHighLine, bar_index + 1, lastHTFHigh) else htfHighLine := line.new(bar_index - 500, lastHTFHigh, bar_index + 1, lastHTFHigh, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.red, 60), width=1) if not na(lastHTFLow) if not na(htfLowLine) line.set_xy1(htfLowLine, bar_index - 500, lastHTFLow) line.set_xy2(htfLowLine, bar_index + 1, lastHTFLow) else htfLowLine := line.new(bar_index - 500, lastHTFLow, bar_index + 1, lastHTFLow, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.green, 70), width=1) // ----------------- Sweep detection (on current timeframe) ----------------- high_sweep = false low_sweep = false // High sweep: price makes a wick above last HTF high, but closes back below that HTF level if not na(lastHTFHigh) high_sweep := (high > lastHTFHigh) and (close < lastHTFHigh) and (high - lastHTFHigh >= min_wick_pts) // Low sweep: price makes a wick below last HTF low, but closes back above that HTF level if not na(lastHTFLow) low_sweep := (low < lastHTFLow) and (close > lastHTFLow) and (lastHTFLow - low >= min_wick_pts) // ----------------- Create red zone rectangles ----------------- var array boxes = array.new() // Function to create a box and push to array; removes oldest if > max f_newBox(_x1, _y1, _x2, _y2, _fillColor, _borderColor) => b = box.new(_x1, _y1, _x2, _y2, xloc=xloc.bar_index, border_width=1, bgcolor=_fillColor, border_color=_borderColor) array.push(boxes, b) // keep reasonable number of boxes maxBoxes = 200 if array.size(boxes) > maxBoxes old = array.shift(boxes) box.delete(old) b if high_sweep topY = math.max(high, lastHTFHigh) bottomY = lastHTFHigh // create box from the HTF level to the wick high col = color.new(color.red, alpha_fill) bord = color.new(color.red, 40) f_newBox(bar_index - 0, topY, bar_index + zone_width, bottomY, col, bord) if show_labels label.new(bar_index, high, "High Sweep", style=label.style_label_down, textcolor=color.white, color=color.new(color.red, 0), size=size.tiny) if low_sweep bottomY = math.min(low, lastHTFLow) topY = lastHTFLow col = color.new(color.red, alpha_fill) // same red fill as screenshot-red zones bord = color.new(color.red, 40) f_newBox(bar_index - 0, topY, bar_index + zone_width, bottomY, col, bord) if show_labels label.new(bar_index, low, "Low Sweep", style=label.style_label_up, textcolor=color.white, color=color.new(color.red, 0), size=size.tiny) // Visual sweep markers (optional small shapes) plotshape(high_sweep, title="High Sweep marker", style=shape.triangledown, location=location.abovebar, size=size.tiny, color=color.red) plotshape(low_sweep, title="Low Sweep marker", style=shape.triangleup, location=location.belowbar, size=size.tiny, color=color.red) // ----------------- Info panel ----------------- var table info = table.new(position.top_right, 1, 1) if barstate.islast table.cell(info, 0, 0, "HTF: " + htf_tf + " | Pivot L/R: " + str.tostring(pivot_left) + "/" + str.tostring(pivot_right), text_color=color.white, bgcolor=color.new(color.blue, 85))
อินดิเคเตอร์ Pine Script®
โดย Nithin_Elishetty
Luxy Flexible Moving AveragesUltra-lightweight moving average suite supporting six calculation methods (EMA, SMA, WMA, VWMA, RMA, HMA). Overview Luxy Flexible Moving Averages is a performance-optimized indicator designed for traders who need clean, reliable moving average lines without the overhead of complex calculations or unnecessary features. This indicator prioritizes speed and visual clarity, making it ideal for traders who run multiple indicators simultaneously or work on lower-powered devices. Unlike traditional moving average indicators that calculate all lines regardless of whether they are enabled, Luxy only processes the moving averages you actually need, resulting in near-instantaneous chart loading times. What Makes This Different The primary design philosophy behind Luxy Flexible Moving Averages is efficiency without compromise. The indicator includes four independently configurable moving average lines, each supporting six different calculation methods. Every calculation is conditionally executed, meaning that disabled lines consume zero processing power. This approach delivers exceptional performance even when paired with resource-intensive indicators like volume profiles, market structure tools, or custom scanners. Features The indicator provides four distinct moving average lines, each fully customizable: Fast MA is typically used for short-term momentum and quick directional changes. Traders often configure this as an EMA with lengths between 5 and 20 bars, depending on their trading timeframe. Medium MA serves as a middle-ground reference, often used to identify the intermediate trend or as a dynamic support and resistance level. This line commonly uses EMA or SMA calculations with lengths between 10 and 50bars. Medium-Long MA acts as a visual bridge between short-term noise and long-term structure. Many traders disable this line entirely if they prefer a cleaner chart, but it can be useful for identifying larger trend phases. Typical configurations use SMA or RMA with lengths between 50 and one 150 bars. Long MA represents the dominant trend or bias. This is often configured as a 200 period SMA, which is a widely-watched level across most markets and timeframes. Alternatively, traders may use RMA for a smoother visual appearance. Each line supports six calculation methods: EMA (Exponential Moving Average) applies exponentially decreasing weights to older prices, making it highly responsive to recent price action. This is the preferred method for momentum-based strategies and short-term trading. SMA (Simple Moving Average ) treats all prices equally within the lookback period, resulting in a smoother line that is less reactive to sudden price spikes. This is commonly used for identifying long-term trends. WMA (Weighted Moving Average) applies linearly decreasing weights, offering a middle ground between EMA and SMA. It responds faster than SMA but with less sensitivity than EMA. VWMA (Volume-Weighted Moving Average) incorporates volume data into the calculation, giving more weight to bars with higher trading activity. This method is particularly useful in liquid markets where volume represents genuine participation. RMA (Relative Moving Average, also known as Wilder's Smoothing) is a variant of EMA with a slower response curve. It is commonly used in oscillators like RSI and ADX, and provides very smooth trend lines on charts. HMA (Hull Moving Average) is designed to reduce lag while maintaining smoothness. It is the most responsive option available in this indicator but can produce more false signals during choppy or sideways markets. How It Works The indicator operates on a conditional calculation model. When you load the indicator, it checks which moving average lines are enabled via the input settings. Only the enabled lines are calculated on each bar, and disabled lines are assigned a not-applicable value, preventing any processing overhead. Each moving average is calculated using native TradingView functions, ensuring maximum compatibility and reliability across all asset classes and timeframes. The indicator does not use any security calls, loops, or external data requests, which are common sources of performance degradation in more complex indicators. Recommended Configurations The optimal moving average configuration depends on your trading style and timeframe. Below are general guidelines based on common trading approaches. Scalping (1 minute to 5 minute charts) Scalpers require fast-reacting moving averages that can identify micro-trends and momentum shifts within seconds. The recommended configuration prioritizes EMA or HMA for all lines, with very short lengths to capture quick moves. For the Fast MA, use EMA with a length between 5 and 8. This line should react almost immediately to price changes and helps confirm entry timing during breakouts or pullbacks. For the Medium MA , use EMA with a length between 10 and 15. This serves as your primary directional filter. When price is above this line, you look for long opportunities. When below, you look for shorts. The Medium-Long MA is often disabled in scalping setups to reduce visual noise. If used, configure it as SMA between 40 and 80 to provide context on the broader 5-minute or 15-minute trend. The Long MA can be set to SMA with a length between 100 and 150, or simply disabled. On very short timeframes, this line often provides more historical context than real-time utility. Day Trading (5 minute to 1 hour charts) Day traders benefit from a balanced approach that filters out noise while remaining responsive to intraday volatility. A common configuration combines EMA for short-term lines and SMA for long-term structure. For the Fast MA , use EMA with a length between 8 and 12. This captures momentum without overreacting to every minor price swing. For the Medium MA , use EMA with a length between 12 and 21. This is often used as a dynamic support or resistance level during trending sessions. For the Medium-Long MA , configure SMA or RMA between 60 and one 120. This line helps identify whether the intraday trend aligns with the broader daily bias. The Long MA is typically set to SMA with a length of 200. This is a critical level that many institutional traders watch, and price reactions around this line are often significant. Swing Trading (4 hour to daily charts) Swing traders operate on longer timeframes and need moving averages that filter out daily noise while highlighting multi-day or multi-week trends. SMA and RMA are commonly preferred for their smoothness, though EMA can be used for faster momentum entries. For the Fast MA , use EMA or SMA with a length between 10 and 20. This line helps time entries during pullbacks within the larger trend. For the Medium MA , use EMA or SMA with a length between 20 and 34. This often serves as a key decision point for whether a pullback is likely to reverse or continue. For the Medium-Long MA , configure SMA between 100 and 180. This provides visual context on the broader weekly trend and can act as a significant support or resistance zone. The Long MA should be SMA with a length of 200 or higher. On daily charts, the two-hundred-day moving average is one of the most widely-referenced indicators in global markets, and price behavior around this level is often predictable. Using Moving Averages for Trend Identification Moving averages are primarily used to determine trend direction and strength. The relationship between price and the moving average lines provides insight into market structure. When price is trading above a moving average, the trend is generally considered bullish on that timeframe. When price is below, the trend is bearish. The steeper the slope of the moving average, the stronger the trend. A flat moving average indicates consolidation or a potential trend change. Crossovers between moving averages are commonly used as trend confirmation signals. When a faster moving average crosses above a slower moving average, this suggests increasing bullish momentum. When the faster line crosses below, it suggests increasing bearish momentum. However, crossovers should not be used in isolation, as they can produce false signals during sideways markets. Many traders use moving averages as dynamic support and resistance levels. During uptrends, price often pulls back to a key moving average before resuming higher. During downtrends, price often rallies to a moving average before resuming lower. These levels can be used to plan entries, exits, or stop-loss placement.
อินดิเคเตอร์ Pine Script®
โดย orenluxy
Triple VWAP [JopAlgo]Triple VWAP — three volume-weighted rails for trend, pullback, and reversion Core idea This is three rolling VWAPs (VWMA-style) with user-set lengths. Together they show: Trend structure → stack & slope of the three lines Pullback zones → dynamic VWAP supports/resistances Reversion risk → distance from the fastest VWAP Use the stack (fast/medium/slow) for bias, slope for momentum, and distance to avoid chasing. What you’ll see VWAP 1 (fast), VWAP 2 (medium), VWAP 3 (slow) Colors match inputs; each line can be toggled on/off No bands or extras—just three clean volume-weighted rails Read it fast → Which line is on top? Are they fanning out or braiding? How far is price from the fast VWAP? How to use it (simple playbook) Direction filter Bullish bias → fast above medium above slow and slopes ↗ Bearish bias → fast below medium below slow and slopes ↘ Entry timing Trend pullback (with level): In a bullish stack, wait for price to retest fast/medium VWAP at a real level → look for the first higher-low and continuation. Reclaim / reject: Long when price reclaims fast → medium with holds (mirror for shorts on rejects). Don’t chase: If price is far above the fast VWAP, wait for a revert toward fast before engaging. Location first (always) Act at real references → Volume Profile v3.2 (VAH/VAL/POC/LVNs) and Anchored VWAP No level → no trade Quality check (optional) CVDv1 → prefer Alignment OK, avoid entries when Absorption reads against your side Entries, exits, risk Continuation long: Bullish stack ↗, pullback into fast/medium at VAL / AVWAP / LVN, hold → enter Stop → below structure/last swing • Targets → POC/HVNs or prior swing Break + retest: Price crosses medium and holds above it, lines begin to fan out ↗ → enter on the retest Fade to value (advanced): Extended move into VAH with price stretched far from fast VWAP → look for reject and revert toward POC/fast Trim/Avoid: Into HVNs with lines flattening or braiding → take profits / stand down Settings that matter (and how to tune) VWAP Length 1 / 2 / 3 → choose a fast / medium / slow ladder Shorter = more reactive, more noise Longer = steadier bias, more lag Visibility toggles → hide one line if cluttered; many traders keep fast & slow only Starter presets Scalp (1–5m) → 20 / 50 / 100 Intraday (15m–1H) → 50 / 100 / 200 Swing (2H–4H) → 50 / 150 / 300 High-vol pairs → 30 / 60 / 120 Pattern cheat sheet Stack flip: Fast crosses medium, then slow, and all slopes turn ↗ / ↘ → regime change Triple pinch → expansion: Lines braid tight, then fan out with price holding a level → expansion leg Kiss & go: Pullback tags fast VWAP in trend and bounces → add/enter with structure Mean-revert tag: Stretch away from fast into VP edge → revert toward fast/POC Best combos (kept simple) Volume Profile v3.2 → entries at VAH/VAL/LVNs, targets at POC/HVNs Anchored VWAP → session/weekly/event anchors for major reclaims/rejections; use Triple VWAP for day-to-day timing CVDv1 (optional) → take VWAP-aligned setups with flow; skip when Absorption is against you Common mistakes this helps you avoid Trading against the VWAP stack Chasing far from the fast VWAP Acting mid-range while lines braid (do less; wait for expansion or edges) Disclaimer This indicator and write-up are for education only, not financial advice. Trading involves risk; results vary by market, venue, and settings. Test first, trade at defined levels, and manage risk. No guarantees or warranties are provided.
อินดิเคเตอร์ Pine Script®
โดย JopAlgo
VWAP / ORB / VP & POCThis is an all-in-one technical analysis tool designed to give you a comprehensive view of the market on a single chart. It combines three powerful indicators—VWAP, Opening Range, and Volume Profile—to help you identify key price levels, understand intraday trends, and spot areas of high liquidity. What It Does The indicator plots three distinct components on your chart: Volume-Weighted Average Price (VWAP): A benchmark that shows the average price a security has traded at throughout the day, based on both price and volume. It's often used by institutional traders to gauge whether they are getting a good price. The script also plots standard deviation or percentage-based bands around the VWAP line, which can act as dynamic support and resistance. Opening Range Breakout (ORB): A tool that highlights the high and low of the initial trading period of a session (e.g., the first 15 minutes). The script draws lines for the opening price, range high, and range low for the rest of the session. It also colors the chart with zones to visually separate price action above, below, and within this critical opening range. Volume Profile (VP): A powerful study that shows trading activity over a set number of bars at specific price levels. Unlike traditional volume that is plotted over time, this is plotted on the price axis. It helps you instantly see where the most and least trading has occurred, identifying significant levels like the Point of Control (POC)—the single price with the most volume—and the Value Area (VA), where the majority of trading took place. How to Use It for Trading The real strength of this indicator comes from finding confluence, where two or more of its components signal the same key level. Identifying Support & Resistance: The POC, VWAP bands, Opening Range high/low, and session open price are all powerful levels to watch. When price approaches one of these levels, you can anticipate a potential reaction (a bounce or a breakout). Gauging Intraday Trend: A simple rule of thumb is to consider the intraday trend bullish when the price is trading above the VWAP and bearish when it is trading below the VWAP. Finding High-Value Zones: The Volume Profile’s Value Area (VA) shows you where the market has accepted a price. Trading within the VA is considered "fair value," while prices outside of it are "unfair." Reversals often happen when the price tries to re-enter the Value Area from the outside. Settings: Here’s a breakdown of all the settings you can change to customize the indicator to your liking. Volume Profile Settings: Number of Bars: How many of the most recent bars to use for the calculation. A higher number gives a broader profile. Row Size: The number of price levels (rows) in the profile. Higher numbers give a more detailed, granular view. Value Area Volume %: The percentage of total volume to include in the Value Area (standard is 70%). Horizontal Offset: Moves the Volume Profile further to the right to avoid overlapping with recent price action. Colors & Styles: Customize the colors for the POC line, Value Area, and the up/down volume bars. VWAP Settings: Anchor Period: Resets the VWAP calculation at the start of a new Session, Week, Month, Year, etc. You can even anchor it to corporate events like Earnings or Splits. Source: The price source used in the calculation (default is hlc3, the average of the high, low, and close). Bands Calculation Mode: Standard Deviation: The bands are based on statistical volatility. Percentage: The bands are a fixed percentage away from the VWAP line. Bands Multiplier: Sets the distance of the bands from the VWAP. You can enable and configure up to three sets of bands. ORB Settings (Opening Range) Opening Range Timeframe: The duration of the opening range (e.g., 15 for 15 minutes, 60 for the first hour). Market Session & Time Zone: Crucial for ensuring the range is calculated at the correct time for the asset you're trading. Line & Zone Styles: Full customization for the colors, thickness, and style (Solid, Dashed, Dotted) of the High, Low, and Opening Price lines, as well as the background colors for the zones above, below, and within the range.
อินดิเคเตอร์ Pine Script®
โดย Mereep01
6
RSI Cloud v1.0 [PriceBlance] RSI Cloud v1.0 — Ichimoku-style Cloud on RSI(14), not on price. Recalibrated baselines: EMA9 (Tenkan) for speed, WMA45 (Kijun) for stability. Plus ADX-on-RSI to grade strength so you know when momentum persists or fades. 1. Introduction RSI Cloud v1.0 applies an Ichimoku Cloud directly on RSI(14) to reveal momentum regimes earlier and cleaner than price-based views. We replaced Tenkan with EMA9 (faster, more responsive) and Kijun with WMA45 (slower, more stable) to fit a bounded oscillator (0–100). Forward spans (+26) and a lagging line (−26) provide a clear framework for trend bias and transitions. To qualify signals, the indicator adds ADX computed on RSI—highlighting whether strength is weak, strong, or very strong, so you can decide when to follow, fade, or stand aside. 2. Core Mapping (Hook + Bullets) At a glance: Ichimoku on RSI(14) with recalibrated baselines for a bounded oscillator. Source: RSI(14) Tenkan → EMA9(RSI) (fast, responsive) Kijun → WMA45(RSI) (slow, stable) Span A: classic Ichimoku midline, displaced +26 Span B: classic Ichimoku baseline, displaced +26 Lagging line: RSI shifted −26 3. Key Benefits (Why traders care) Momentum regimes on RSI: position vs. Cloud = bull / bear / transition at a glance. Cleaner confirmations: EMA9/WMA45 pairing cuts noise vs. raw 30/70 flips. Earlier warnings: Cloud breaks on RSI often lead price-based confirmations. 4. ADX on RSI (Enhanced Strength Normalization) Grade strength inside the RSI domain using ADX from ΔRSI: ADX ≤ 20 → Weak (transparency = 60) ADX ≤ 40 → Strong (transparency = 15) ADX > 40 → Very strong (transparency = 0) Use these tiers to decide when to trust, fade, or ignore a signal. 5. How to Read (Quick rules) Bias / Regime Bullish: RSI above Cloud and RSI > WMA45 Bearish: RSI below Cloud and RSI < WMA45 Neutral / Transition: all other cases 6. Settings (Copy & use) RSI Length: 14 (default) Tenkan: EMA9 on RSI · Kijun: WMA45 on RSI Displacement: +26 (Span A/B) · −26 (Lagging) Theme: PriceBlance Dark/Light Visibility toggles: Cloud, Baselines, Lagging, labels/panel, Overbought/Oversold, Divergence, ADX-on-RSI (via transparency coloring) 7. Credits & License Author/Brand: PriceBlance Version: v1.0 (Free) Watermark: PriceBlance • RSI Cloud v1.0 Disclaimer: Educational content; not financial advice. 8. CTA If this helps, please ⭐ Star and Follow for updates & new tools. Feedback is welcome—comment what you’d like added next (alerts, presets, visuals).
อินดิเคเตอร์ Pine Script®
โดย priceblancetrading
Stoch + RSI DashboardIndicator Description MTF Stochastic + RSI Dashboard FLEX with STRONG Alerts A compact, multi-timeframe dashboard that shows Stochastic %K/%D, RSI and signal states across user-defined timeframes. Columns can be toggled on/off to keep the panel as small as you need. Signal texts and colors are fully customizable. The table can be placed in any chart corner, and the background color & opacity are adjustable for perfect readability. What it shows • For each selected timeframe: %K, %D, a signal cell (Bullish/Bearish/Strong), RSI value, and RSI state (Overbought/Oversold/Neutral). • Timeframes are displayed as friendly labels (e.g., 60 → 1h, W → 1w, 3D → 3d). Signals & logic • Bullish/Bearish when %K and %D show a sufficient gap (or an optional confirmed cross). • Strong Bullish when both %K and %D are below the “Strong Bullish max” threshold. • Strong Bearish when both %K and %D are above the “Strong Bearish min” threshold. • Optional confirmation: RSI < 30 for Strong Bullish, RSI > 70 for Strong Bearish. Alerts • Global alerts for any selected timeframes when a STRONG BULLISH or STRONG BEARISH event occurs. Key options • Column visibility toggles (TF, %K, %D, Signal, RSI, RSI Status). • Custom signal texts & colors. • Dashboard position: top-left / top-right / bottom-left / bottom-right. • Table background color + opacity (0 = opaque, 100 = fully transparent). • Sensitivity (minimum %K–%D gap) and optional “cross-only” mode. • Customizable timeframes for display and for alerts. Default settings • Stochastic: K=5, D=3, SmoothK=3 • RSI length: 14 • Decimals: 1 • Strong Bullish max: 20 • Strong Bearish min: 80 • Default TFs & alerts: 3m, 15m, 1h, 3h, 6h, 12h, 1d, 3d, 1w
อินดิเคเตอร์ Pine Script®
โดย Nachbar
1
Swing Dashboard - Pro Trader Metrics with MTF & Enhanced VolumeDESCRIPTION: A comprehensive real-time dashboard designed for swing traders and active investors trading US equities. Displays all critical metrics in one customizable panel overlay - no need to clutter your chart with multiple indicators. KEY FEATURES: 📊 Relative Strength Analysis: Stock vs Market (SPY/QQQ/IWM/DIA) Stock vs Sector (automatic sector ETF detection) Sector vs Market comparison Customizable lookback period (5-60 days) 📈 Price & Range Metrics: Daily range, change, and gap percentages Distance from SMA20, SMA50, VWAP 52-week position percentage ATR% and ADR% for volatility assessment Range/ADR ratio for breakout detection 💪 Advanced Volume Analysis: RVOL (full day volume vs 20-day average) Volume Strength (bar-by-bar analysis) Volume Trend (5-day vs 20-day momentum) Customizable RVOL alert thresholds Non-repainting volume calculations ⚙️ Multi-Timeframe (MTF) Mode: View daily charts with 5-min or 15-min metric updates Perfect for monitoring positions without switching timeframes All calculations remain accurate across timeframes 🎨 Fully Customizable: Choose which metrics to display 9 position options for the dashboard Adjustable text size and colors Toggle individual metrics on/off Sector-specific ETF mapping for accurate RS calculations TECHNICAL SPECIFICATIONS: ✅ Non-repainting - all calculations use confirmed bar data ✅ No lookahead bias or future data ✅ Optimized for US stocks with proper sector mapping ✅ Works on any timeframe (best on 5m-Daily) ✅ Pine Script v6 with best practices ✅ Handles edge cases and missing data gracefully IDEAL FOR: Swing traders monitoring multiple positions Day traders needing quick metric overview Investors tracking relative strength and momentum Anyone who wants institutional-grade metrics in one place SECTOR ETF MAPPING: Automatically maps to correct sector ETFs: XLK, XLF, XLV, XLY, XLP, XLE, XLB, XLI, XLRE, XLC, XLU HOW TO USE: Green = Positive/Strong | Red = Negative/Weak | White = Neutral RS > 0 = Outperforming benchmark/sector RVOL > 1.5x = High volume day VWAP% negative = Price below VWAP (mean reversion opportunity) R/ADR > 100% = Extended range (potential exhaustion) Perfect for traders who need professional-grade analysis without chart clutter. TAGS: dashboard, swing, relativestrengrh, sectoranalysis, volume, rvol, multitimeframe, mtf, tradingdashboard, metrics, daytrading, swingtrading, momentum, vwap, atr, volatility, volumeanalysis
อินดิเคเตอร์ Pine Script®
โดย nippe678
1
Alpha - Multi-Asset Adaptive Trading Strategy# Alpha - Multi-Asset Adaptive Trading Strategy Overview Alpha is a comprehensive trading strategy that combines multiple technical analysis components with pre-optimized settings for over 70 different trading instruments across cryptocurrencies, forex, and stocks. The strategy employs an adaptive approach using modified trend detection algorithms, dynamic support/resistance zones, and multi-timeframe confirmation. Key Features & Originality 1. Adaptive Trend Detection System - Modified trend-following algorithm with amplitude-based channel deviation - Dynamic channel width adjustment based on ATR (Average True Range) - Dual-layer trend confirmation using both price action and momentum indicators 2. Pre-Configured Asset Optimization The strategy includes carefully backtested parameter sets for: - **Cryptocurrencies**: BTC, ETH, and 40+ altcoin pairs - **Forex Pairs**: Major and minor currency pairs - **Stocks**: TSLA, AAPL, GOOG - **Commodities**: Gold, Silver, Platinum - Each configuration is optimized for specific timeframes (5m, 15m, 30m, 45m, 1h) 3. Advanced Risk Management - Multiple take profit levels (4 targets with customizable position sizing) - Dynamic stop-loss options (ATR-based or percentage-based) - Position size allocation across profit targets (default: 30%, 30%, 30%, 10%) 4. Multi-Timeframe Analysis Dashboard - Real-time analysis across 4 configurable timeframes - Comprehensive performance metrics display - Visual representation of current market conditions 5. Market Condition Filtering - RSI-based trend strength filtering - ATR-based volatility filtering - Sideways market detection to avoid choppy conditions - Customizable filter combinations (ATR only, RSI only, both, or disabled) How to Use Initial Setup 1. **Select Asset Configuration**: Choose your trading pair from the "Strategies" dropdown menu 2. **Enable Strategy**: Enter "Alpha" in the code confirmation field 3. **Adjust Timeframe**: Match your chart timeframe to the selected strategy configuration Parameter Customization - **Trendline Settings**: Adjust amplitude and channel deviation for sensitivity - **TP/SL Method**: Choose between ATR-based or percentage-based targets - **Filtering Options**: Select appropriate market filters for your trading style - **Backtest Period**: Set the number of days for strategy testing (max 60) Signal Interpretation - **BUY/SELL Labels**: Primary entry signals based on trend changes - **Support/Resistance Zones**: Visual zones showing key price levels - **Dashboard**: Real-time display of position status, targets, and performance metrics Important Considerations Limitations and Warnings - **Backtesting Period**: Results shown are based on historical data from the specified backtest period - **No Guarantee**: Past performance does not guarantee future results - **Market Conditions**: Strategy performance varies with market volatility and trending conditions - **Repainting**: Some signals may repaint if "Wait For Confirmed Bar" is disabled Risk Warnings - The pre-configured settings are starting points and may require adjustment for current market conditions - Always use appropriate position sizing and risk management - Test thoroughly on demo accounts before live trading - Monitor and adjust parameters regularly as market dynamics change Technical Components Core Indicators Used - Modified trend detection with amplitude-based channels - RSI (Relative Strength Index) for momentum confirmation - ATR (Average True Range) for volatility measurement - Support/Resistance detection using pivot points - Bollinger Band variant for trend confirmation Alert Functionality The strategy includes comprehensive alert options for: - Entry signals (long and short) - Take profit levels (TP1, TP2, TP3, TP4) - Stop loss triggers - Integration with trading bots via webhook messages Recommended Usage Best Practices 1. Start with the pre-configured settings for your chosen asset 2. Run backtests over different time periods to verify performance 3. Use the dashboard to monitor real-time strategy performance 4. Adjust filters based on current market conditions 5. Always use stop losses and proper risk management Timeframe Recommendations - **Short-Term**: Use 5m, 15m configurations for scalping - **Mid-Term**: Use 30m, 45m configurations for day trading - **Long-Term**: Use 1h configurations for swing trading Updates and Support The strategy parameters are regularly reviewed and optimized. Users should periodically check for updates to ensure they have the latest configurations. Disclaimer This strategy is for educational and informational purposes only. Trading involves substantial risk of loss. Users should conduct their own research and consider their financial situation before trading. The author is not responsible for any trading losses incurred using this strategy.
กลยุทธ์ Pine Script®
โดย DrFXGOD
4
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
กลยุทธ์ Pine Script®
โดย MonkeyPhone
MTL One-Stop PRO Here’s the English version you can paste into the script description or a Telegram post. --- # MTL One-Stop PRO v6 **EMAs • PDH/PDL • PWH/PWL • PMH/PML • RSI/ADX/OBV/ATR • Readiness** ## What it draws on the chart * **EMA bands (21/50/200)** on price + a **21–50 ribbon** — quick read of impulse/pullback and location vs. the moving averages. * **Prior period levels:** * **PDH/PDL** (previous day high/low) — *blue*. * **PWH/PWL** (previous week high/low) — *orange dashed*. * **PMH/PML** (previous month high/low) — *purple dashed*. Labels are printed on the right margin to keep the chart clean. * **“Readiness” panel** (bottom-right): summary metrics and quick long/short readiness scores. ## Readiness panel — fields & meaning * **TF / Trend** * `Trend 1 (21>50>200)` — bullish EMA stack. * `Trend −1 (21<50<200)` — bearish EMA stack. * `Trend = mix` — mixed/sideways structure. * **RSI** (calculated on the selected TF) — momentum gauge. Rule of thumb: >50 bullish, <50 bearish. * **ADX** — trend strength. Practical zone **20–25+**. * **ATR %** — volatility as % of price (= ATR(14)/Close·100). Helps classify regime: low/normal/high. * **OBV ↑/↓** — accumulation/distribution direction (arrow from the OBV slope/smoothing). * **Near PDH? / Near PDL?** — proximity flags to key extremes (within a user-set threshold; handy for breakout/fakeout/retest scenarios). * **LongScore / ShortScore (0–5)** — quick “readiness” rating: * +1 for trend aligned with the scenario (EMA stack). * +1 for RSI in favor. * +1 for ADX in the working zone. * +1 for OBV in favor. * +1 for price positioning (for longs — closer to **PDL/PWL** pullback or **PDH/PWH** breakout; for shorts — the opposite). Sum → priority: **4–5/5** aggressive, **2–3/5** only with a pattern, **0–1/5** skip. ## How to read & use (fits the “Top-setup 1D/3D/1W” flow) ## Settings (main groups) * **EMAs (on price):** lengths/visibility 21/50/200, enable the 21–50 “ribbon”. * **Levels:** toggles for **PDH/PDL**, **PWH/PWL**, **PMH/PML**. * **Oscillators (calc TF):** choose the timeframe used to compute **RSI/ADX/OBV/ATR** (e.g., compute on **D** while analyzing 1H/3H). * **Readiness:** proximity threshold to levels (in ATR fractions), working-zone bounds for ADX/RSI. ## Pro tips * **Colors map to period:** purple = month, orange = week, blue = day. * Watch **level clusters** (e.g., PWH≈PMH): frequent reversal/fakeout zones. * **ATR %** guides tactics: in low vol, breakouts underperform; in higher vol, retests and fakeouts improve. ## Important The indicator **does not generate auto-signals** or replace risk management. It structures levels/context and speeds up the workflow of your checklist (SMC/liquidity/EMA/ATR/RSI/ADX/OBV) in the 1D/3D/1W pipeline. --- Want a mini “recommended thresholds” card (RSI/ADX/ATR%) per TF and a 60-second “how to build a trade” tutorial for the description?
อินดิเคเตอร์ Pine Script®
โดย MarliTrade
Dr.Yazdani V063 Session OR + A-Lines **ACD Indicator: Mark Fisher's Opening Range Breakout Strategy** **Overview** The ACD system, developed by legendary trader Mark Fisher in his book *The Logical Trader*, is a powerful methodology for identifying high-probability trade setups based on the market's opening range (OR). This indicator automates Layers 1 and 2 of the ACD strategy, helping you spot breakout opportunities, trend direction, and key support/resistance levels. Perfect for day traders, scalpers, and swing traders in forex, stocks, futures, or crypto. **How It Works** 1. **Opening Range (OR)**: Calculated from the high/low of the first X minutes (default: 30-60 min) of major sessions (e.g., Tokyo, London, New York). 2. **A Levels**: Drawn at a percentage (default: 0.5% of OR range or ATR-based) above/below the OR. A breakout above A-Up signals a bullish setup; below A-Down signals bearish. 3. **C Levels**: Wider levels (default: 1-2% or ATR multiplier) for stronger confirmation. Breakouts here confirm trend strength and filter fakeouts. 4. **Pivot Ranges**: Includes daily and N-day pivots to gauge overall market bias (above pivots = bullish; below = bearish). **Key Features** - **Customizable Sessions**: Tokyo (00:00-01:00 GMT), London (08:00-09:00 GMT), New York (13:30-14:30 GMT) – adjustable. - **ATR Integration**: Uses Average True Range for dynamic A/C levels (period: 14 by default). - **Visual Alerts**: Color-coded lines (green for bullish, red for bearish) + optional labels for breakouts. - **Pivot Display**: Show/hide daily or multi-day pivots with customizable colors. - **Risk Management**: Built-in stop-loss suggestions based on OR width. **Trading Rules** - **Bullish Setup**: Price breaks and holds above A-Up → Enter long at C-Up confirmation. Target: Next pivot or 1:2 risk-reward. - **Bearish Setup**: Price breaks below A-Down → Enter short at C-Down. - **Avoid Fakeouts**: Wait for stabilization (e.g., close above/below level). - **Trend Filter**: Combine with PMA (Pivot Moving Average) for Layer 3 confirmation (search "ACD PMA" in TradingView). **Settings Guide** - **OR Timeframe**: Session start time and duration (e.g., 30 min). - **A Multiplier (%)**: Distance for A levels (default: 0.5). - **C Multiplier (%)**: Distance for C levels (default: 1.0). - **ATR Period**: For volatility-based levels (default: 14). - **Show Pivots**: Toggle daily/N-day ranges. This indicator balances supply/demand by analyzing volume and price action within the opening range. Backtest on your favorite pairs (e.g., EURUSD, BTCUSD) and adjust for your style. Not financial advice – always use proper risk management! **Inspired by**: Mark Fisher's ACD Methodology. Open-source for community review. Questions? Comment below! #ACD #OpeningRange #Breakout #DayTrading #FisherStrategy
อินดิเคเตอร์ Pine Script®
โดย mortezagafti
Smart Money Support/Resistance — LiteSmart Money Support/Resistance — Lite Overview & Methodology This indicator identifies support and resistance as zones derived from concentrated buying and selling pressure, rather than relying solely on traditional swing highs/lows. Its design focuses on transparency: how data is sourced, how zones are computed, and how the on‑chart display should be interpreted. Lower‑Timeframe (LTF) Data The script requests Up Volume, Down Volume, and Volume Delta from a lower timeframe to expose intrabar order‑flow structure that the chart’s native timeframe cannot show. In practical terms, this lets you see where buyers or sellers briefly dominated inside the body of a higher‑timeframe bar. bool use_custom_tf_input = input.bool(true, title="Use custom lower timeframe", tooltip="Override the automatically chosen lower timeframe for volume calculations.", group=grpVolume) string custom_tf_input = input. Timeframe("1", title="Lower timeframe", tooltip="Lower timeframe used for up/down volume calculations (default 5 seconds).", group=grpVolume) import TradingView/ta/10 as tvta resolve_lower_tf(useCustom, customTF) => useCustom ? customTF : timeframe.isseconds ? "1S" : timeframe.isintraday ? "1" : timeframe.isdaily ? "5" : "60" get_up_down_volume(lowerTf) => = tvta.requestUpAndDownVolume(lowerTf) var float upVolume = na var float downVolume = na var float deltaVolume = na string lower_tf = resolve_lower_tf(use_custom_tf_input, custom_tf_input) = get_up_down_volume(lower_tf) upVolume := u_tmp downVolume := d_tmp deltaVolume := dl_tmp • Data source: TradingView’s ta.requestUpAndDownVolume(lowerTf) via the official TA library. • Plan capabilities: higher‑tier subscriptions unlock seconds‑based charts and allow more historical bars per chart. This expands both the temporal depth of LTF data and the precision of short‑horizon analysis, while base tiers provide minute‑level data suitable for day/short‑swing studies. • Coverage clarity: a small on‑chart Coverage Panel reports the active lower timeframe, the number of bars covered, and the latest computed support/resistance ranges so you always know the bounds of valid LTF input. Core Method 1) Data acquisition (LTF) The script retrieves three series from the chosen lower timeframe: – Up Volume (buyers) – Down Volume (sellers) – Delta (Up – Down) 2) Rolling window & extrema Over a user‑defined lookback (Global Volume Period), the algorithm builds rolling arrays of completed bars and scans for extrema: – Buyers_max / Buyers_min from Up Volume – Sellers_max / Sellers_min from Down Volume Only completed bars are considered; the current bar is excluded for stability. 3) Price mapping The extrema are mapped back to their source candles to obtain price bounds: – For “maximum” roles the algorithm uses the relevant candle highs. – For “minimum” roles it uses the relevant candle lows. These pairs define candidate resistance (max‑based) and support (min‑based) zones or vice versa. 4) Zone construction & minimum width To ensure practicality on all symbols, zones enforce a minimum vertical thickness of two ticks. This prevents visually invisible or overly thin ranges on instruments with tight ticks. 5) Vertical role resolution When both max‑ and min‑based zones exist, the script compares their midpoints. If, due to local price structure, the min‑based zone sits above the max‑based zone, display roles are swapped so the higher zone is labeled Resistance and the lower zone Support. Colors/widths are updated accordingly to keep the visual legend consistent. 6) Rendering & panel Two horizontal lines and a filled box represent each active zone. The Coverage Panel (bottom‑right by default) prints: – Lower‑timeframe in use – Number of bars covered by LTF data – Current Support and Resistance ranges If the two zones overlap, an additional “Range Market” note is shown. Key Inputs • Global Volume Period: shared lookback window for the extrema search. • Lower timeframe: user‑selectable override of the automatically resolved lower timeframe. • Visualization toggles: independent show/hide controls and colors for maximum (resistance) and minimum (support) zones. • Coverage Panel: enable/disable the single‑cell table and its readout. Operational Notes • The algorithm aligns all lookups to completed bars (no peeking). Price references are shifted appropriately to avoid using the still‑forming bar in calculations. • Second‑based lower timeframes improve granularity for scalping and very short‑term entries. Minute‑based lower timeframes provide broader coverage for intraday and short‑swing contexts. • Use the Coverage Panel to confirm the true extent of available LTF history on your symbol/plan before drawing conclusions from very deep lookbacks. Visual Walkthrough A step‑by‑step image sequence accompanies this description. Each figure demonstrates how the indicator reads LTF volume, locates extrema, builds price‑mapped zones, and updates labels/colors when vertical order requires it. Chart Interpretation This chart illustrates two distinct perspectives of the Smart Money Support/Resistance — Lite indicator, each derived from different lookback horizons and lower-timeframe (LTF) resolutions. 1- Short-term view (43 bars, 10-second LTF) Using the most recent 43 completed bars with 10-second intrabar data, the algorithm detects that both maximum and minimum volume extrema fall within a narrow range. The result is a clearly identified range market: resistance between 178.15–184.55 and support between 175.02–179.38. The Coverage Panel (bottom-right) confirms the scope of valid input: the lower timeframe used, number of bars covered, and the resulting zones. This short-term scan highlights how the indicator adapts to limited data depth, flagging sideways structure where neither side dominates. 2 - Long-term view (120 bars, 30-second LTF) Over a wider 120-bar lookback with higher-granularity 30-second data, broader supply and demand zones emerge. – The long-term resistance zone captures the concentration of buyers and sellers at the upper boundary of recent price history. – The long-term support zone anchors to the opposite side of the distribution, derived from maxima and minima of both buying and selling pressure. These zones reflect deeper structural levels where market participants previously committed significant volume. Combined Perspective By aligning the short-term and long-term outputs, the chart shows how the indicator distinguishes immediate consolidation (range market) from more durable support and resistance levels derived from extended history. This dual resolution approach makes clear that support and resistance are not static lines but dynamic zones, dependent on both timeframe depth and the resolution of intrabar volume data.
อินดิเคเตอร์ Pine Script®
โดย ata_sabanci
BOCS AdaptiveBOCS Adaptive Strategy - Automated Volatility Breakout System WHAT THIS STRATEGY DOES: This is an automated trading strategy that detects consolidation patterns through volatility analysis and executes trades when price breaks out of these channels. Take-profit and stop-loss levels are calculated dynamically using Average True Range (ATR) to adapt to current market volatility. The strategy closes positions partially at the first profit target and exits the remainder at the second target or stop loss. TECHNICAL METHODOLOGY: Price Normalization Process: The strategy begins by normalizing price to create a consistent measurement scale. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). The current close price is then normalized using the formula: (close - lowest_low) / (highest_high - lowest_low). This produces values between 0 and 1, allowing volatility analysis to work consistently across different instruments and price levels. Volatility Detection: A 14-period standard deviation is applied to the normalized price series. Standard deviation measures how much prices deviate from their average - higher values indicate volatility expansion, lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() functions to track when volatility reaches peaks and troughs over the detection length period (default 14 bars). Channel Formation Logic: When volatility crosses from a high level to a low level, this signals the beginning of a consolidation phase. The strategy records this moment using ta.crossover(upper, lower) and begins tracking the highest and lowest prices during the consolidation. These become the channel boundaries. The duration between the crossover and current bar must exceed 10 bars minimum to avoid false channels from brief volatility spikes. Channels are drawn using box objects with the recorded high/low boundaries. Breakout Signal Generation: Two detection modes are available: Strong Closes Mode (default): Breakout occurs when the candle body midpoint math.avg(close, open) exceeds the channel boundary. This filters out wick-only breaks. Any Touch Mode: Breakout occurs when the close price exceeds the boundary. When price closes above the upper channel boundary, a bullish breakout signal generates. When price closes below the lower boundary, a bearish breakout signal generates. The channel is then removed from the chart. ATR-Based Risk Management: The strategy uses request.security() to fetch ATR values from a specified timeframe, which can differ from the chart timeframe. For example, on a 5-minute chart, you can use 1-minute ATR for more responsive calculations. The ATR is calculated using ta.atr(length) with a user-defined period (default 14). Exit levels are calculated at the moment of breakout: Long Entry Price = Upper channel boundary Long TP1 = Entry + (ATR × TP1 Multiplier) Long TP2 = Entry + (ATR × TP2 Multiplier) Long SL = Entry - (ATR × SL Multiplier) For short trades, the calculation inverts: Short Entry Price = Lower channel boundary Short TP1 = Entry - (ATR × TP1 Multiplier) Short TP2 = Entry - (ATR × TP2 Multiplier) Short SL = Entry + (ATR × SL Multiplier) Trade Execution Logic: When a breakout occurs, the strategy checks if trading hours filter is satisfied (if enabled) and if position size equals zero (no existing position). If volume confirmation is enabled, it also verifies that current volume exceeds 1.2 times the 20-period simple moving average. If all conditions are met: strategy.entry() opens a position using the user-defined number of contracts strategy.exit() immediately places a stop loss order The code monitors price against TP1 and TP2 levels on each bar When price reaches TP1, strategy.close() closes the specified number of contracts (e.g., if you enter with 3 contracts and set TP1 close to 1, it closes 1 contract). When price reaches TP2, it closes all remaining contracts. If stop loss is hit first, the entire position exits via the strategy.exit() order. Volume Analysis System: The strategy uses ta.requestUpAndDownVolume(timeframe) to fetch up volume, down volume, and volume delta from a specified timeframe. Three display modes are available: Volume Mode: Shows total volume as bars scaled relative to the 20-period average Comparison Mode: Shows up volume and down volume as separate bars above/below the channel midline Delta Mode: Shows net volume delta (up volume - down volume) as bars, positive values above midline, negative below The volume confirmation logic compares breakout bar volume to the 20-period SMA. If volume ÷ average > 1.2, the breakout is classified as "confirmed." When volume confirmation is enabled in settings, only confirmed breakouts generate trades. INPUT PARAMETERS: Strategy Settings: Number of Contracts: Fixed quantity to trade per signal (1-1000) Require Volume Confirmation: Toggle to only trade signals with volume >120% of average TP1 Close Contracts: Exact number of contracts to close at first target (1-1000) Use Trading Hours Filter: Toggle to restrict trading to specified session Trading Hours: Session input in HHMM-HHMM format (e.g., "0930-1600") Main Settings: Normalization Length: Lookback bars for high/low calculation (1-500, default 100) Box Detection Length: Period for volatility peak/trough detection (1-100, default 14) Strong Closes Only: Toggle between body midpoint vs close price for breakout detection Nested Channels: Allow multiple overlapping channels vs single channel at a time ATR TP/SL Settings: ATR Timeframe: Source timeframe for ATR calculation (1, 5, 15, 60, etc.) ATR Length: Smoothing period for ATR (1-100, default 14) Take Profit 1 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 2.0) Take Profit 2 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 3.0) Stop Loss Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 1.0) Enable Take Profit 2: Toggle second profit target on/off VISUAL INDICATORS: Channel boxes with semi-transparent fill showing consolidation zones Green/red colored zones at channel boundaries indicating breakout areas Volume bars displayed within channels using selected mode TP/SL lines with labels showing both price level and distance in points Entry signals marked with up/down triangles at breakout price Strategy status table showing position, contracts, P&L, ATR values, and volume confirmation status HOW TO USE: For 2-Minute Scalping: Set ATR Timeframe to "1" (1-minute), ATR Length to 12, TP1 Multiplier to 2.0, TP2 Multiplier to 3.0, SL Multiplier to 1.5. Enable volume confirmation and strong closes only. Use trading hours filter to avoid low-volume periods. For 5-15 Minute Day Trading: Set ATR Timeframe to match chart or use 5-minute, ATR Length to 14, TP1 Multiplier to 2.0, TP2 Multiplier to 3.5, SL Multiplier to 1.2. Volume confirmation recommended but optional. For Hourly+ Swing Trading: Set ATR Timeframe to 15-30 minute, ATR Length to 14-21, TP1 Multiplier to 2.5, TP2 Multiplier to 4.0, SL Multiplier to 1.5. Volume confirmation optional, nested channels can be enabled for multiple setups. BACKTEST CONSIDERATIONS: Strategy performs best during trending or volatility expansion phases Consolidation-heavy or choppy markets produce more false signals Shorter timeframes require wider stop loss multipliers due to noise Commission and slippage significantly impact performance on sub-5-minute charts Volume confirmation generally improves win rate but reduces trade frequency ATR multipliers should be optimized for specific instrument characteristics COMPATIBLE MARKETS: Works on any instrument with price and volume data including forex pairs, stock indices, individual stocks, cryptocurrency, commodities, and futures contracts. Requires TradingView data feed that includes volume for volume confirmation features to function. KNOWN LIMITATIONS: Stop losses execute via strategy.exit() and may not fill at exact levels during gaps or extreme volatility request.security() on lower timeframes requires higher-tier TradingView subscription False breakouts inherent to breakout strategies cannot be completely eliminated Performance varies significantly based on market regime (trending vs ranging) Partial closing logic requires sufficient position size relative to TP1 close contracts setting RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance of this or any strategy does not guarantee future results. This strategy is provided for educational purposes and automated backtesting. Thoroughly test on historical data and paper trade before risking real capital. Market conditions change and strategies that worked historically may fail in the future. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by AlgoAlpha in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns and sharing this innovative technique with the TradingView community. The enhancements added to the original concept include automated trade execution, multi-timeframe ATR-based risk management, partial position closing by contract count, volume confirmation filtering, and real-time position monitoring.
อินดิเคเตอร์ Pine Script®
โดย TradeManager_PRO
13
Anchored EMA/VWAP### Anchored EMA/VWAP Indicator **Description:** The **Anchored EMA/VWAP Indicator** is a powerful and versatile tool designed for traders seeking to analyze price trends and momentum from a user-defined anchor point in time. Built for TradingView using Pine Script v6, this indicator calculates and displays multiple **Exponential Moving Averages (EMAs)**, **Volume-Weighted Exponential Moving Averages (VWEMAs)**, and a **Volume-Weighted Average Price (VWAP)**, all anchored to a specific date and time chosen by the user. By anchoring these calculations, traders can focus on price action relative to significant market events, such as news releases, earnings reports, or key support/resistance levels. The indicator supports multi-timeframe (MTF) analysis, allowing users to compute EMAs, VWEMAs, and VWAP on a higher or custom timeframe (e.g., 5-minute, 1-hour, daily) while overlaying the results on the current chart. It also includes customizable cross signals for EMA and VWEMA pairs, marked with distinct shapes (circles, diamonds, squares) to highlight potential trend changes or reversals. These features make the indicator ideal for trend-following, momentum trading, and identifying key price levels across various markets, including stocks, forex, cryptocurrencies, and commodities. **Key Features:** - **Anchored Calculations**: EMAs, VWEMAs, and VWAP start calculations from a user-specified anchor time, enabling analysis relative to significant market moments. - **Multi-Timeframe Support**: Compute indicators on any timeframe (e.g., 60-minute, daily) and display them on the chart’s timeframe for flexible analysis. - **Customizable EMAs and VWEMAs**: Four EMAs and four VWEMAs with adjustable lengths (default: 9, 21, 50, 100) and colors, with options to show or hide each. - **Volume-Weighted Metrics**: VWAP and VWEMAs incorporate volume data, providing a more robust representation of market activity compared to standard EMAs. - **Cross Signals**: Visual markers (circles, diamonds, squares) for crossovers between EMA and VWEMA pairs, with customizable visibility to highlight bullish (up) or bearish (down) signals. - **User-Friendly Interface**: Organized input groups for General, EMA, VWEMA, VWAP, Arrow Settings, and Cross Visibility, with intuitive inline inputs for length and color customization. - **Visual Clarity**: Overlaid on the price chart with distinct colors and line styles (dotted for EMAs, dashed for VWEMAs, solid for VWAP) to ensure easy interpretation. **How to Use:** 1. **Set the Anchor Time**: Click a specific bar or enter a date/time (default: June 1, 2025) to start calculations from a significant market event. 2. **Select Timeframe**: Choose a timeframe (e.g., "5" for 5-minute, "D" for daily) to compute the indicators, allowing alignment with your trading strategy. 3. **Customize EMAs and VWEMAs**: Adjust lengths and colors for up to four EMAs and VWEMAs, and toggle their visibility to focus on relevant lines. 4. **Enable VWAP**: Display the anchored VWAP to identify volume-weighted price levels, useful as dynamic support/resistance. 5. **Monitor Cross Signals**: Enable cross visibility for specific EMA or VWEMA pairs to spot potential trend changes. Bullish crosses (e.g., shorter EMA crossing above longer EMA) are marked with green shapes below the bar, while bearish crosses are marked with red shapes above the bar. 6. **Interpret Signals**: Use EMA/VWEMA crossovers for trend confirmation, VWAP as a mean-reversion level, and volume-weighted VWEMAs for momentum analysis in high-volume markets. **Use Cases:** - **Trend Trading**: Identify trend direction using EMA and VWEMA crossovers, with shorter lengths (e.g., 9, 21) for faster signals and longer lengths (e.g., 50, 100) for trend confirmation. - **Mean Reversion**: Use the anchored VWAP as a dynamic support/resistance level to trade pullbacks or breakouts. - **Event-Based Analysis**: Anchor the indicator to significant events (e.g., earnings, economic data releases) to analyze price behavior post-event. - **Multi-Timeframe Strategies**: Combine higher timeframe EMAs/VWAPs with lower timeframe price action for high-probability setups. **Settings:** - **Anchor Time**: Set the starting point for calculations (default: June 1, 2025). - **Timeframe**: Choose the timeframe for calculations (default: 5-minute). - **EMA/VWEMA Lengths**: Default lengths of 9, 21, 50, and 100 for both EMAs and VWEMAs, adjustable per user preference. - **Colors**: Customizable colors with slight transparency for visual clarity. - **Cross Visibility**: Toggle specific EMA and VWEMA cross signals (e.g., EMA1/EMA2, VWEMA1/VWEMA3) to reduce chart clutter. - **Arrow Colors**: Green for bullish crosses, red for bearish crosses. **Notes:** - The indicator is overlaid on the price chart, ensuring seamless integration with price action analysis. - VWEMAs and VWAP are volume-sensitive, making them particularly effective in markets with significant volume fluctuations. - Ensure the anchor time is set to a valid historical or future bar to avoid calculation errors. - Cross signals are conditional on non-NA values to prevent false positives during initialization. **Author**: NEPOLIX **Version**: 6 (Pine Script v6) **Published**: For TradingView Community This indicator is a must-have for traders looking to combine anchored, volume-weighted, and multi-timeframe analysis into a single, customizable tool. Whether you're a day trader, swing trader, or long-term investor, the Anchored EMA/VWAP Indicator provides actionable insights for informed trading decisions.
อินดิเคเตอร์ Pine Script®
โดย nepolix
5
Foresight Cone (HoltxF1xVWAP) [KedArc Quant]Description: This is a time-series forecasting indicator that estimates the next bar (F1) and projects a path a few bars ahead. It also draws a confidence cone based on how accurate the recent forecasts have been. You can optionally color the projection only when price agrees with VWAP. Why it’s different * One clear model: Everything comes from Holt’s trend-aware forecasting method—no mix of unrelated indicators. * Transparent visuals: You see the next-bar estimate (F1), the forward projection, and a cone that widens or narrows based on recent forecast error. * Context, not signals: The VWAP option only changes colors. It doesn’t add trade rules. * No look-ahead: Accuracy is measured using the forecast made on the previous bar versus the current bar. Inputs (what they mean) * Source: Price series to forecast (default: Close). * Preset: Quick profiles for fast, smooth, or momentum markets (see below). * Alpha (Level): How fast the model reacts to new prices. Higher = faster, twitchier. * Beta (Trend): How fast the model updates the slope. Higher = faster pivots, more flips in chop. * Horizon: How many bars ahead to project. Bigger = wider cone. * Residual Window: How many bars to judge recent accuracy. Bigger = steadier cone. * Confidence Z: How wide the cone should be (typical setting ≈ “95% style” width). * Show Bands / Draw Forward Path: Turn the cone and forward lines on/off. * Color only when aligned with VWAP: Highlights projections only when price agrees with the trend side of VWAP. * Colors / Show Panel: Styling plus a small panel with RMSE, MAPE, and trend slope. Presets (when to pick which) * Scalp / Fast (1-min): Very responsive; best for quick moves. More twitch in chop. * Smooth Intraday (1–5 min): Calmer and steadier; a good default most days. * Momentum / Breakout: Quicker slope tracking during strong pushes; may over-react in ranges. * Custom: Set your own values if you know exactly what you want. What is F1 here? F1 is the model’s next-bar fair value. Crosses of price versus F1 can hint at short-term momentum shifts or mean-reversion, especially when viewed with VWAP or the cone. How this helps * Gives a baseline path of where price may drift and a cone that shows normal wiggle room. * Helps you tell routine noise (inside cone) from information (edges or breaks outside the cone). * Keeps you aware of short-term bias via the trend slope and F1. How to use (step by step) 1. Add to chart → choose a Preset (start with Smooth Intraday). 2. Set Horizon around 8–15 bars for intraday. 3. (Optional) Turn on VWAP alignment to color only when price agrees with the trend side of VWAP. 4. Watch where price sits relative to the cone and F1: * Inside = normal noise. * At edges = stretched. * Outside = possible regime change. 5. Check the panel: if RMSE/MAPE spike, expect a wider cone; consider a smoother preset or a higher timeframe. 6. Tweak Alpha/Beta only if needed: faster for momentum, slower for chop. 7. Combine with your own plan for entries, exits, and risk. Accuracy Panel — what it tells you Preset & Horizon: Shows which preset you’re using and how many bars ahead the projection goes. Longer horizons mean more uncertainty. RMSE (error in price units): A “typical miss” measured in the chart’s currency (e.g., ₹). Lower = tighter fit and a usually narrower cone. Rising = conditions getting noisier; the cone will widen. MAPE (error in %): The same idea as RMSE but in percent. Good for comparing different symbols or timeframes. Sudden spikes often hint at a regime change. Slope T: The model’s short-term trend reading. Positive = gentle up-bias; negative = gentle down-bias; near zero = mostly flat/drifty. How to read it at a glance Calm & directional: RMSE/MAPE steady or falling + Slope T positive (or negative) → trends tend to respect the cone’s mid/upper (or mid/lower) area. Choppy/uncertain: RMSE/MAPE climbing or jumping → expect more whipsaw; rely more on the cone edges and higher-TF context. Flat tape: Slope T near zero → mean-revert behavior is common; treat cone edges as stretch zones rather than breakout zones. Warm-up & tweaks Warm-up: Right after adding the indicator, the panel may be blank for a short time while it gathers enough bars. Too twitchy? Switch to Smooth Intraday or increase the Residual Window. Too slow? Use Scalp/Fast or Momentum/Breakout to react quicker. Timeframe tips * 1–3 min: Scalp/Fast or Momentum/Breakout; horizon \~8–12. * 5–15 min: Smooth Intraday; horizon \~12–15. * 30–60 min+: Consider a larger residual window for a steadier cone. FAQ Q: Is this a strategy or an indicator? A: It’s an indicator only. It does not place orders, TP/SL, or run backtests. Q: Does it repaint? A: The next-bar estimate (F1) and the cone are calculated using only information available at that time. The forward path is a projection drawn on the last bar and will naturally update as new bars arrive. Historical bars aren’t revised with future data. Q: What is F1? A: F1 is the indicator’s best guess for the next bar. Price crossing above/below F1 can hint at short-term momentum shifts or mean-reversion. Q: What do “Alpha” and “Beta” do? A: Alpha controls how fast the indicator reacts to new prices (higher = faster, twitchier). Beta controls how fast the slope updates (higher = quicker pivots, more flips in chop). Q: Why does the cone width change? A: It reflects recent forecast accuracy. When the market gets noisy, the cone widens. When the tape is calm, it narrows. Q: What does the Accuracy Panel tell me? A: * Preset & Horizon you’re using. * RMSE: typical forecast miss in price units. * MAPE: typical forecast miss in percent. * Slope T: short-term trend reading (up, down, or flat). If RMSE/MAPE rise, expect a wider cone and more whipsaw. Q: The panel shows “…” or looks empty. Why? A: It needs a short warm-up to gather enough bars. This is normal after you add the indicator or change settings/timeframes. Q: Which timeframe is best? A: * 1–3 min: Scalp/Fast or Momentum/Breakout, horizon \~8–12. * 5–15 min: Smooth Intraday, horizon \~12–15. Higher timeframes work too; consider a larger residual window for steadier cones. Q: Which preset should I start with? A: Start with Smooth Intraday. If the market is trending hard, try Momentum/Breakout. For very quick tapes, use Scalp/Fast. Switch back if things get choppy. Q: What does the VWAP option do? A: It only changes colors (highlights when price agrees with the trend side of VWAP). It does not add or remove signals. Q: Are there alerts? A: Yes—alerts for price crossing F1 (up/down). Use “Once per bar close” to reduce noise on fast charts. Q: Can I use this on stocks, futures, crypto, or FX? A: Yes. It works on any symbol/timeframe. You may want to adjust Horizon and the Residual Window based on volatility. Q: Can I use it with Heikin Ashi or other non-standard bars? A: You can, but remember you’re forecasting the synthetic series of those bars. For pure price behavior, use regular candles. Q: The cone feels too wide/too narrow. What do I change? A: * Too wide: lower Alpha/Beta a bit or increase the Residual Window. * Too narrow (misses moves): raise Alpha/Beta slightly or try Momentum/Breakout. Q: Why do results change when I switch timeframe or symbol? A: Different noise levels and trends. The accuracy stats reset per chart, so the cone adapts to each context. Q: Any limits or gotchas? A: Extremely large Horizon may hit TradingView’s line-object limits; reduce Horizon or turn off extra visuals if needed. Big gaps or news spikes will widen errors—expect the cone to react. Q: Can this predict exact future prices? A: No. It provides a baseline path and context. Always combine with your own rules and risk management. Glossary * TS (Time Series): Data over time (prices). * Holt’s Method: A forecasting approach that tracks a current level and a trend to predict the next bars. * F1: The indicator’s best guess for the next bar. * F(h): The projected value h bars ahead. * VWAP: Volume-Weighted Average Price—used here for optional color alignment. * RMSE: Typical forecast miss in price units (how far off, on average). * MAPE: Typical forecast miss in percent (scale-free, easy to compare). Notes & limitations * The panel needs a short warm-up; stats may be blank at first. * The cone reflects recent conditions; sudden volatility changes will widen it. * This is a tool for context. It does not place trades and does not promise results. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
อินดิเคเตอร์ Pine Script®
โดย kedarcquant
Stiffness IndexStiffness Index Indicator Overview The Stiffness Index is a technical analysis indicator created by Markos Katsanos and first introduced in the November 2018 issue of Technical Analysis of Stocks & Commodities magazine. This indicator attempts to recognize strong price trends by counting the number of times price was above the 100-day moving average during the indicator period. Core Philosophy The premise is the fewer number of times price penetrates the MA, the stronger the trend. The philosophy behind this indicator is that traders should trade when the trend is at its strongest point - when the trend is at its "stiffest". Based on the observation that in strong long-lasting uptrends, price seldom penetrates the 100-bar simple moving average, this indicator helps assess the quality and strength of an uptrend. How It Works The Stiffness Index operates through several key components: 1. Moving Average Baseline: Uses a 100-period moving average as the primary reference level 2. Volatility Threshold: Includes a volatility threshold to eliminate minor movements - typically 0.2 standard deviations to reject minimal penetrations above the moving average 3. Counting Mechanism: Calculates the stiffness coefficient as the ratio of the number of times the price has closed above the moving average during the indicator period to the length of that period 4. Smoothing: Applies additional smoothing to the final result for cleaner signals Key Components Input Parameters - Period 1 (100): The moving average period for the baseline calculation - MA Method 1: Type of moving average for the baseline (SMA, EMA, SMMA, LWMA) - Summation Period (60): The lookback period for counting closes above the moving average - Period 2 (3): Smoothing period for the final signal line - MA Method 2: Smoothing method for the signal line - Threshold Level (80): Reference level for identifying strong trends Visual Elements - Blue Signal Line: The main stiffness reading showing trend strength - Dotted Line: Adjustable threshold level for reference Interpretation and Trading Applications Signal Readings - High Values (Above Threshold): Indicates a "stiff" trend where price consistently stays above the moving average with minimal penetrations - Low Values (Below Threshold): Suggests a weaker trend with frequent penetrations of the moving average - Original threshold levels mentioned in research range from 75-95 Trading Strategy The original strategy suggests entering long positions when the stiffness reading reaches 90 or higher, with exits when the reading drops below 50. Some implementations use a threshold of 75 for entry confirmation. Key Characteristics - Designed primarily for stocks and instruments with upward bias - Trades infrequently - typically about once per year when using strict parameters - Best suited for trend-following strategies in strongly trending markets Advantages - Trend Quality Assessment: Quantifies the "stiffness" or quality of trends - Volatility Filtering: Built-in volatility threshold reduces false signals from minor price movements - Objective Measurement: Provides a numerical assessment of trend strength - Customizable: Multiple parameters allow adaptation to different markets and timeframes Best Practices - Use in conjunction with baseline trend indicators for confirmation - Most effective in markets with strong directional bias - Consider the low frequency of signals when developing trading strategies - May not be suitable for instruments that "twitch up and down" frequently *Note: This indicator is specifically designed to identify and trade the strongest trending periods, which naturally results in fewer but potentially higher-quality trading opportunities.*
อินดิเคเตอร์ Pine Script®
โดย AlgoCollective