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Ulcer Index (UI) by CoryP1990 – Quant ToolkitThe Ulcer Index measures downside volatility, i.e. how deep and persistent drawdowns are from recent highs. Unlike standard deviation, which treats upside and downside equally, the Ulcer Index focuses purely on pain . It’s a favorite of risk-adjusted performance metrics like the Martin Ratio. How it works Computes the RMS (root-mean-square) of drawdowns over a look-back window. Rising UI → drawdowns worsening (stress increasing). Falling UI → drawdowns shrinking (recovery phase). Red line = Ulcer Index rising. Lime line = Ulcer Index falling. Red background = High-risk regime (above threshold). Green background = Low-risk regime (below threshold). Use cases Gauge portfolio stress levels and timing of recovery phases. Identify “calm vs storm” periods for position sizing. Combine with volatility or sentiment measures for regime classification. Defaults Length = 14 High-risk threshold = 10 Low-risk threshold = 5 Example — NVIDIA (NVDA, 1D) During the sharp decline through 2022, the Ulcer Index repeatedly spiked above 10 while the background turned red, highlighting an extended high-stress drawdown phase. As NVDA began recovering in early 2023, the UI line switched to lime and drifted below 5, marking a transition into a low-risk regime. Throughout 2024–2025, the index stayed mostly sub-5 with brief red pulses on minor corrections, which is clear evidence that downside volatility has remained contained during the broader uptrend. Part of the Quant Toolkit - a series of transparent, open-source indicators designed for professional-grade analytics and education. Built by CoryP1990.
อินดิเคเตอร์ Pine Script®
โดย CoryP1990
[FGL] Stochastic ATR Trend IndicatorThis indicator: Detects trend direction using ATR-based dynamic bands around SMA. Generates buy/sell signals using Stochastic crossover conditions filtered by trend. Colors candles to show trend direction. Plots a visual “trend zone” band on the chart. INPUT PARAMETERS: Stochastic Length → Period for the stochastic oscillator. Smooth K and Smooth D → Smoothing parameters for %K and %D lines. ATR Length → Period used for SMA-based trend detection. LOGIC FLOW Determine trend using long ATR-based SMA channel. Detect momentum change with Stochastic cross. Confirm both momentum and price align with trend. Generate buy/sell signal + change candle color. STRATEGIC INTERPRETATION Best use: Trend-following momentum entries. Avoids: Countertrend false signals by filtering with trend value. Signals: Buy: In uptrend + bullish stochastic crossover. Sell: In downtrend + bearish stochastic crossover.
อินดิเคเตอร์ Pine Script®
โดย Frogile
Sesiones Globales 🌍 Londres / Wall Street / Tokio / SydneyA clean visualization of the four main trading sessions — all shown in Argentina time (UTC−3) for easier global market tracking. 🕒 Sessions covered: London 🇬🇧 — 05:00 to 13:30 Wall Street 🇺🇸 — 11:30 to 18:00 Tokyo 🇯🇵 — 21:00 to 03:00 Sydney 🇦🇺 — 20:00 to 02:00 ✨ Features: Soft background colors for each market session (non-intrusive and chart-friendly) “OPEN” and “CLOSE” labels in matching session colors Correct weekend handling — Tokyo and Sydney extend into early Saturday mornings (no false sessions shown) Works on any asset — BTC, SP500, FX, or indices Designed for dark charts and visual clarity 🎯 Why use it: See where global liquidity overlaps, detect volatility zones, and plan your trades around real session activity — especially helpful for BTC and SP500 traders following institutional flow. 💡 Tip: All times are set to Argentina (UTC−3) by default. Adjust manually if you prefer another timezone.
อินดิเคเตอร์ Pine Script®
โดย ktrimboli94
《การติดตามแนวโน้ม》อ่านหนังสือการติดตามแนวโน้มแล้วชอบมาก ตัวชี้วัดที่สร้างขึ้นตามเนื้อหาในหนังสือ รวมถึง: การเทรดตามแนวโน้ม, ทำทั้งฝั่งซื้อและขาย, การเพิ่มพอร์ต และการควบคุมความเสี่ยง t.me 《Trend Following》 I really enjoyed reading the book Trend Following. The indicators created based on the book's content include: momentum trading, going long and short, pyramiding, and risk control.
กลยุทธ์ Pine Script®
โดย Mira_Sun
Fractal Dimension Index (FDI) by CoryP1990 – Quant ToolkitThe Fractal Dimension Index (FDI) quantifies how directional or choppy price movement is; in other words, it measures the “roughness” of a trend. FDI values near 1.0–1.3 indicate strong directional trends, while values near 1.5–2.0 reflect chaotic or range-bound behavior. This makes FDI a powerful tool for detecting trend vs. mean-reversion regimes. How it works Calculates the ratio of average price changes over full and half-length windows to estimate the fractal dimension of price movement. Teal line = FDI decreasing → trending behavior (market smoother, more directional). Orange line = FDI increasing → choppiness or consolidation. Background: Green tint = trend-friendly regime (FDI below low threshold). Orange tint = choppy regime (FDI above high threshold). Use cases Detect when markets shift from trend-following to mean-reverting conditions. Filter trades: favor trend strategies when FDI < 1.3 and reversion setups when FDI > 1.7. Combine with momentum or volatility metrics to classify regimes. Defaults Length = 20 High-FDI threshold = 1.8 Low-FDI threshold = 1.2 Example — TSLA (1D, 2021) Early 2021 trades choppy to sideways with FDI swinging up toward 1.5, then the index drops below 1.2 as Tesla transitions into a persistent trend-friendly regime through the second half of the year (green background). During the Q4 breakout, FDI holds ~1.0–1.2, confirming strong directionality; brief pullbacks lift FDI back toward the mid-range before trending pressure resumes. At the right edge, FDI sits well below the low threshold, signaling that price remains in a trend-supportive state. Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
อินดิเคเตอร์ Pine Script®
โดย CoryP1990
Liquidity Sweeps [Raja Saien]Liquidity Sweeps - Smart Money Concepts Indicator Automatically detects institutional liquidity grabs at swing highs/lows through wick analysis and outbreak/retest patterns. FEATURES: - Three detection modes: Wicks only, Outbreaks & Retest, or Combined - Visual sweep zone highlighting - Real-time alerts - Customizable colors and extension - Works on all markets and timeframes Helps identify potential reversal points where smart money clears liquidity before price moves in the intended direction. Perfect for traders looking to follow institutional order flow and improve entry timing.
อินดิเคเตอร์ Pine Script®
โดย RajaSaien
ADX Color Change by BehemothI find this tool to be the most valuable and accurate entry point indicator along with moving averages and the VWAP. ADX Color Indicator - Controls & Intraday Trading Benefits Indicator Controls: 1. ADX Length (default: 14) - Controls the calculation period for ADX - Lower values (7-10) = more sensitive, faster signals (better for scalping) - Higher values (14-20) = smoother, fewer false signals (better for swing trades) - *Intraday tip:* Try 10-14 for most intraday timeframes 2. Show Threshold Levels (default: On) - Displays the 20 and 25 horizontal lines - Helps you quickly identify when ADX crosses key strength levels 3. Use Custom Timeframe (default: Off) - Allows viewing higher timeframe ADX on lower timeframe charts - *Example:* Trade on 5-min chart but see 15-min or 1-hour ADX 4. Custom Timeframe - Select any timeframe: 1m, 5m, 15m, 30m, 1H, 4H, D, etc. - *Intraday tip:* Use 15m or 1H ADX on 5m charts for better trend context 5. Show +DI and -DI (default: Off) - Shows directional movement indicators - Green line (+DI) > Red line (-DI) = bullish trend - Red line (-DI) > Green line (+DI) = bearish trend 6. Show Background Zon es (default: Off) - Visual background colors for quick trend strength identification - Green = strong trend (ADX > 25) - Yellow = moderate trend (ADX 20-25) Intraday Trading Benefits: 1. Avoid Choppy Markets - When ADX < 20 (no background color), market is ranging - Reduces false breakout trades and whipsaws - Save time and capital by stepping aside during low-quality setups 2. Identify High-Probability Trend Trades - **Green line + Green zone** = strong trend building, look for pullback entries - Yellow line crossing above 20 = early trend formation signal - Catch trends early when ADX starts rising from below 20 3. Multi-Timeframe Analysis - Use custom timeframe to align with higher timeframe trends - *Example:* If 1H ADX shows green (strong trend), take breakout trades on 5m chart in same direction - Increases win rate by trading with the bigger picture 4. Exit Signals - When ADX turns red (falling), trend is weakening - Consider tightening stops or taking profits - Avoid entering new positions when ADX is declining 5. Quick Visual Confirmation - Color coding eliminates need to analyze numbers - Instant recognition: Green = go, Yellow = caution, Red = trend dying - Faster decision-making during fast market moves 6. Scalping Strategy - Set ADX length to 7-10 for sensitive signals - Only scalp when ADX is rising (blue, yellow, or green) - Exit when ADX turns red 7. Breakout Confirmation - Wait for ADX to rise above 20 after a breakout - Filters false breakouts in ranging markets - Yellow or green color confirms momentum behind the move Optimal Intraday Settings: - Day Trading (5-15 min charts):** ADX Length = 10-14 - Scalping (1-5 min charts):** ADX Length = 7-10, watch custom 15m timeframe - Swing Intraday (30min-1H charts):** ADX Length = 14-20 Simple Trading Rules: ✅ Trade: ADX rising + above 20 (yellow or green) ⚠️ Caution: ADX flat or just crossed 20 ❌ Avoid:*ADX falling (red) or below 20 The key advantage is staying out of low-quality, choppy price action which is where most intraday traders lose money!
อินดิเคเตอร์ Pine Script®
โดย humidhaney
Integrated Volatility Intelligence System (IVIS) AutoKVolMind™ AutoK — Integrated Volatility Intelligence System (IVIS) IVIS AutoK Author: © lfu Public Description (for publication) VolMind™ AutoK represents an institutional-grade open-source framework for adaptive volatility intelligence and probabilistic trade management. This system fuses Kalman-inspired KAMA smoothing, CVD dynamics, Auto K-Means clustering, entropy-based regime analysis, and a Kolmogorov–Smirnov market normality test into a single modular platform. Key Capabilities: Adaptive ATR Stop Bands dynamically scale with volatility, entropy, and cluster variance. Auto KMeans Intelligence automatically selects the optimal cluster count for price structure recognition (3–10 clusters). Entropy Module quantifies structural uncertainty and information decay within price movement. KS-Test Integration identifies non-normal distributions, signaling regime divergence and volatility inflection. CVD Dynamics reveal real-time directional bias via cumulative volume delta. MSI Composite Signal fuses multi-source indicators (ATR, CVD, entropy, clusters) to model market stress and adaptive risk. Designed for forward-looking quant traders, IVIS serves as a volatility intelligence backbone for portfolio automation, volatility forecasting, and adaptive stop-loss scaling. Fully open-source for research and applied strategy development. Not a financial advice. DYOR.
อินดิเคเตอร์ Pine Script®
โดย losfalco-User-1f670
Volume Weighted Volatility RegimeThe Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components. Key Features: Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state: +3 (Strong Bull Trend): High directional, upward volatility. +2 (Choppy Bull): Moderate upward trend with noise. +1 (Quiet Bull): Low volatility, slight upward drift. 0 (Neutral): No clear directional bias. -1 (Quiet Bear): Low volatility, slight downward drift. -2 (Choppy Bear): Moderate downward trend with noise. -3 (Strong Bear Trend): High directional, downward volatility. Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'. Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously: Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character. Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations. Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
Volume Weighted Intra Bar LR Standard DeviationThis indicator analyzes market character by providing a detailed view of volatility. It applies a Linear Regression model to intra-bar price action, dissecting the total volatility of each bar into three distinct components. Key Features: Three-Component Volatility Decomposition: By analyzing a lower timeframe ('Intra-Bar Timeframe'), the indicator separates each bar's volatility into: Trend Volatility (Green/Red): Volatility explained by the intra-bar linear regression slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the intra-bar trendline (Mean-Reversion). Within-Bar Volatility (Blue): Volatility derived from the range of each intra-bar candle (Noise/Choppiness). Layered Column Visualization: The indicator plots these components as a layered column chart. The size of each colored layer visually represents the dominance of each volatility character. Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as the column height, showing the absolute magnitude of volatility and the contribution of each component. Normalized Mode: Displays the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of Trend, Residual, and Noise. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Analysis: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. Caution! Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
Volume Weighted Intra Bar Standard DeviationThis indicator provides a high-resolution analysis of market volatility by dissecting each bar on the chart into its fundamental components. It uses data from a lower, intra-bar timeframe to separate the total volatility of a single bar into its 'directional' and 'non-directional' parts. Key Features: Intra-Bar Volatility Decomposition: For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe') and quantifies two types of volatility: Between-Bar Volatility (Directional): Calculated from price movements between the intra-bar candles. This component represents the directional, trending price action within the main bar. Within-Bar Volatility (Non-Directional): Calculated from price fluctuations inside each intra-bar candle. This component represents the choppy, noisy, or ranging price action. Dual Display Modes: The indicator offers two modes to visualize this information: Absolute Mode: Plots the total standard deviation as a stacked column chart, showing the absolute magnitude of volatility and the contribution of each component. Normalized Mode: Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of 'between-bar' (trending) and 'within-bar' (choppy) volatility. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates volatility in percentage terms (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar volatility calculations. Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Analysis Lines: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 6 alerts for: Volatility character changes (e.g., 'Character Change from Choppy to Trend'). Dominant character emerging (e.g., 'Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
Volume Weighted LR Standard DeviationThis indicator analyzes market character by decomposing total volatility into three distinct, interpretable components based on a Linear Regression model. Key Features: Three-Component Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates volatility based on the selected Source (dies führt hauptsächlich zu 'Trend'- und 'Residual'-Volatilität). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This separates volatility into: Trend Volatility (Green/Red): Volatility explained by the regression's slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the regression line (Mean-Reversion). Within-Bar Volatility (Blue): Volatility from the high-low range of each bar (Noise/Choppiness). Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as a stacked area chart, partitioned by the variance ratio of the three components. Normalized Mode: Displays the direct variance ratio (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. Calculation Options: Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space), making the analysis suitable for growth assets. Volume Weighting: An option (Volume weighted) applies volume weighting to all regression and volatility calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
Volume Weighted Standard DeviationThis indicator calculates the Standard Deviation and decomposes total volatility into its core components, allowing to analyze the underlying character of the market. Key Features: Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates a simple (Volume-Weighted) Standard Deviation of the selected Source. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility (choppiness, noise) and between-bar volatility (trending moves). (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Dual Display Modes: The indicator offers two modes to visualize this information: Absolute Mode: Plots the total standard deviation as a stacked area chart, showing the proportional contribution of the 'Between' and 'Within' components. Normalized Mode: Plots the direct ratio of each component's variance (from 0 to 1), making it easy to identify which character is dominant. Calculation Options: The volatility calculation can be optionally Volume weighted. An optional Normalize Volatility setting performs the calculation in logarithmic space, making volatility comparable across different price scales. Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 6 alerts for: Volatility character changes (e.g., 'Trend Character Emerging', 'Character Change from Trend to Choppy'). Volatility pivot (high or low) detection. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine
Volume Weighted Average True RangeThis indicator calculates a customizable version of the Average True Range (ATR), a tool for measuring market volatility. It enhances the standard ATR with volume weighting, a dual-smoothing process, normalization, and volatility pivot detection. Key Features: Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the volatility calculation. This provides a measure of "volume-adjusted" volatility that is more responsive to significant market activity. Dual Smoothing Process: For noise reduction, the indicator employs a two-stage smoothing process. It first calculates a smoothed True Range (TR) over a user-defined period (TR Length) before applying the final ATR moving average (ATR Length & ATR Smooth). Normalization (Percentage Volatility): An optional 'Normalize' mode calculates the ATR as a percentage of the price. This allows for consistent volatility comparison across different assets and over long time periods. Volatility Pivot Detection: The indicator includes a built-in pivot detector that identifies significant turning points (highs and lows) in the ATR line itself, signaling potential shifts in volatility. Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed. This is essential for ensuring the signal is non-repainting but introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF ATR Line: The ATR line itself can be calculated on a different timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes alerts that trigger when a new volatility pivot (high or low) is detected in the ATR line. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
อินดิเคเตอร์ Pine Script®
โดย AustrianTradingMachine