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High Probability Order Blocks [AlgoAlpha]🟠 OVERVIEW This script detects and visualizes high-probability order blocks by combining a volatility-based z-score trigger with a statistical survival model inspired by Kaplan-Meier estimation. It builds and manages bullish and bearish order blocks dynamically on the chart, displays live survival probabilities per block, and plots optional rejection signals. What makes this tool unique is its use of historical mitigation behavior to estimate and plot how likely each zone is to persist, offering traders a probabilistic perspective on order block strength—something rarely seen in retail indicators. 🟠 CONCEPTS Order blocks are regions of strong institutional interest, often marked by large imbalances between buying and selling. This script identifies those areas using z-score thresholds on directional distance (up or down candles), detecting statistically significant moves that signal potential smart money footprints. A bullish block is drawn when a strong up-move (zUp > 4) follows a down candle, and vice versa for bearish blocks. Over time, each block is evaluated: if price “mitigates” it (i.e., closes cleanly past the opposite side and confirmed with a 1 bar delay), it’s considered resolved and logged. These resolved blocks then inform a Kaplan-Meier-like survival curve, estimating the likelihood that future blocks of a given age will remain unbroken. The indicator then draws a probability curve for each side (bull/bear), updating it in real time. 🟠 FEATURES Live label inside each block showing survival probability or “N.E.D.” if insufficient data. Kaplan-Meier survival curves drawn directly on the chart to show estimated strength decay. Rejection markers (▲ ▼) if price bounces cleanly off an active order block. Alerts for zone creation and rejection signals, supporting rule-based trading workflows. 🟠 USAGE Read the label inside each block for Age | Survival% (or N.E.D. if there aren’t enough samples yet); higher survival % suggests blocks of that age have historically lasted longer. Use the right-side survival curves to gauge how probability decays with age for bull vs bear blocks, and align entries with the side showing stronger survival at current age. Treat ▲ (bullish rejection) and ▼ (bearish rejection) as optional confluence when price tests a boundary and fails to break. Turn on alerts for “Bullish Zone Created,” “Bearish Zone Created,” and rejection signals so you don’t need to watch constantly. If your chart gets crowded, enable Prevent Overlap ; tune Max Box Age to your timeframe; and adjust KM Training Window / Minimum Samples to trade off responsiveness vs stability.
Pine Script®指標
由AlgoAlpha提供
5
Volume + RSI & MA Differential"Volume + RSI & MA Differential," integrates volume, RSI, and moving average differentials to generate trading signals. The script calculates a 14-period RSI to identify overbought or oversold conditions, with customizable thresholds for buy and sell signals. It also computes a 20-period SMA of the volume to smooth out trading activity data, helping to identify trends in market participation. The script incorporates a fast (50-period) and a slow (200-period) SMA to analyze short-term and long-term trends, respectively. The differential between these moving averages, adjusted by the volume SMA, is used to identify potential trend changes or confirmations. Bars are colored yellow when the RSI is below the buy threshold and volume is high, indicating a potential buy signal. Conversely, bars turn red when the RSI is above the sell threshold and the fast MA is below the current close price, suggesting a potential sell signal. Neutral conditions result in grey bars. Additionally, the script uses color-coding to plot the volume SMA and a line that changes color based on the moving average differential. A black line indicates a broadening MA cloud and a bullish trend, while a grey line suggests a narrowing MA cloud and a potential selloff. A yellow line signals the beginning of a buyback. This visual representation helps traders quickly identify potential trading opportunities and trend changes, making the script a valuable tool for technical analysis.
Pine Script®指標
由ozzy_livin提供
Cyclic Reversal Engine [AlgoPoint]Overview Most indicators focus on price and momentum, but they often ignore a critical third dimension: time. Markets move in rhythmic cycles of expansion and contraction, but these cycles are not fixed; they speed up in trending markets and slow down in choppy conditions. The Cyclic Reversal Engine is an advanced analytical tool designed to decode this rhythm. Instead of relying on static, lagging formulas, this indicator learns from past market behavior to anticipate when the current trend is statistically likely to reach its exhaustion point, providing high-probability reversal signals. It achieves this by combining a sophisticated time analysis with a robust price-action confirmation. How It Works: The Core Logic The indicator operates on a multi-stage process to identify potential turning points in the market. 1. Market Regime Analysis (The Brain): Before analyzing any cycles, the indicator first diagnoses the current "personality" of the market. Using a combination of the ADX, Choppiness Index, and RSI, it classifies the market into one of three primary regimes: - Trending: Strong, directional movement. - Ranging: Sideways, non-directional chop. - Reversal: An over-extended state (overbought/oversold) where a turn is imminent. 2. Adaptive Cycle Learning (The "Machine Learning" Aspect): This is the indicator's smartest feature. It constantly analyzes past cycles by measuring the bar-count between significant swing highs and swing lows. Crucially, it learns the average cycle duration for each specific market regime. For example, it learns that "in a strong trending market, a new swing low tends to occur every 35 bars," while "in a ranging market, this extends to 60 bars." 3. The Countdown & Timing Signal: The indicator identifies the last major swing high or low and starts a bar-by-bar countdown. Based on the current market regime, it selects the appropriate learned cycle length from its memory. When the bar count approaches this adaptive target, the indicator determines that a reversal is "due" from a timing perspective. 4. Price Confirmation (The Trigger): A signal is never generated based on timing alone. Once the timing condition is met (the cycle is "due"), the indicator waits for a final price-action confirmation. The default confirmation is the RSI entering an extreme overbought or oversold zone, signaling momentum exhaustion. The signal is only triggered when Time + Price Confirmation align. How to Use This Indicator - The Dashboard: The panel in the bottom-right corner is your command center. - Market Regime: Shows the current market personality analyzed by the engine. - Adaptive Cycle / Bar Count: This is the core of the indicator. It shows the target cycle length for the current regime (e.g., 50) and the current bar count since the last swing point (e.g., 45). The background turns orange when the bar count enters the "due zone," indicating that you should be on high alert for a reversal. - BUY/SELL Signals: A label appears on the chart only when the two primary conditions are met: The timing is right (Bar Count has reached the Adaptive Cycle target). The price confirms exhaustion (RSI is in an extreme zone). A BUY signal suggests a downtrend cycle is likely complete, and a SELL signal suggests an uptrend cycle is likely complete. Key Settings - Pivot Lookback: Controls the sensitivity of the swing point detection. Higher values will identify more significant, longer-term cycles. - Market Regime Engine: The ADX, Choppiness, and RSI settings can be fine-tuned to adjust how the indicator classifies the market's personality. - Require Price Confirmation: You can toggle the RSI confirmation on or off. It is highly recommended to keep it enabled for higher-quality signals.
Pine Script®指標
由Iamalala提供
4
Theil-Sen Line Filter [BackQuant]Theil-Sen Line Filter A robust, median-slope baseline that tracks price while resisting outliers. Designed for the chart pane as a clean, adaptive reference line with optional candle coloring and slope-flip alerts. What this is A trend filter that estimates the underlying slope of price using a Theil-Sen style median of past slopes, then advances a baseline by a controlled fraction of that slope each bar. The result is a smooth line that reacts to real directional change while staying calm through noise, gaps, and single-bar shocks. Why Theil-Sen Classical moving averages are sensitive to outliers and shape changes. Ordinary least squares is sensitive to large residuals. The Theil-Sen idea replaces a single fragile estimate with the median of many simple slopes, which is statistically robust and less influenced by a few extreme bars. That makes the baseline steadier in choppy conditions and cleaner around regime turns. What it plots Filtered baseline that advances by a fraction of the robust slope each bar. Optional candle coloring by baseline slope sign for quick trend read. Alerts when the baseline slope turns up or down. How it behaves (high level) Looks back over a fixed window and forms many “current vs past” bar-to-bar slopes. Takes the median of those slopes to get a robust estimate for the bar. Optionally caps the magnitude of that per-bar slope so a single volatile bar cannot yank the line. Moves the baseline forward by a user-controlled fraction of the estimated slope. Lower fractions are smoother. Higher fractions are more responsive. Inputs and what they do Price Source — the series the filter tracks. Typical is close; HL2 or HLC3 can be smoother. Window Length — how many bars to consider for slopes. Larger windows are steadier and slower. Smaller windows are quicker and noisier. Response — fraction of the estimated slope applied each bar. 1.00 follows the robust slope closely; values below 1.00 dampen moves. Slope Cap Mode — optional guardrail on each bar’s slope: None — no cap. ATR — cap scales with recent true range. Percent — cap scales with price level. Points — fixed absolute cap in price points. ATR Length / Mult, Cap Percent, Cap Points — tune the chosen cap mode’s size. UI Settings — show or hide the line, paint candles by slope, choose long and short colors. How to read it Up-slope baseline and green candles indicate a rising robust trend. Pullbacks that do not flip the slope often resolve in trend direction. Down-slope baseline and red candles indicate a falling robust trend. Bounces against the slope are lower-probability until proven otherwise. Flat or frequent flips suggest a range. Increase window length or decrease response if you want fewer whipsaws in sideways markets. Use cases Bias filter — only take longs when slope is up, shorts when slope is down. It is a simple way to gate faster setups. Stop or trail reference — use the line as a trailing guide. If price closes beyond the line and the slope flips, consider reducing exposure. Regime detector — widen the window on higher timeframes to define major up vs down regimes for asset rotation or risk toggles. Noise control — enable a cap mode in very volatile symbols to retain the line’s continuity through event bars. Tuning guidance Quick swing trading — shorter window, higher response, optionally add a percent cap to keep it stable on large moves. Position trading — longer window, moderate response. ATR cap tends to scale well across cycles. Low-liquidity or gappy charts — prefer longer window and a points or ATR cap. That reduces jumpiness around discontinuities. Alerts included Theil-Sen Up Slope — baseline’s one-bar change crosses above zero. Theil-Sen Down Slope — baseline’s one-bar change crosses below zero. Strengths Robust to outliers through median-based slope estimation. Continuously advances with price rather than re-anchoring, which reduces lag at turns. User-selectable slope caps to tame shock bars without over-smoothing everything. Minimal visuals with optional candle painting for fast regime recognition. Notes This is a filter, not a trading system. It does not account for execution, spreads, or gaps. Pair it with entry logic, risk management, and higher-timeframe context if you plan to use it for decisions.
Pine Script®指標
由BackQuant提供
Fisher Volume Transform | AlphaNattFisher Volume Transform | AlphaNatt A powerful oscillator that applies the Fisher Transform - converting price into a Gaussian normal distribution - while incorporating volume weighting to identify high-probability reversal points with institutional participation. "The Fisher Transform reveals what statistics professors have known for decades: when you transform market data into a normal distribution, turning points become crystal clear." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎲 THE MATHEMATICS Fisher Transform Formula: The Fisher Transform converts any bounded dataset into a Gaussian distribution: y = 0.5 × ln((1 + x) / (1 - x)) Where x is normalized price (-1 to 1 range) Why This Matters: Market extremes become statistically identifiable Turning points are amplified and clarified Removes the skew from price distributions Creates nearly instantaneous signals at reversals Volume Integration: Unlike standard Fisher Transform, this version weights price by relative volume: High volume moves get more weight Low volume moves get filtered out Identifies institutional participation Reduces false signals from retail chop ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💎 KEY ADVANTAGES Statistical Edge: Transforms price into normal distribution where extremes are mathematically defined Volume Confirmation: Only signals with volume support Early Reversal Detection: Fisher Transform amplifies turning points Clean Signals: Gaussian distribution reduces noise No Lag: Mathematical transformation, not averaging ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS OPTIMIZATION Fisher Period (5-30): 5-9: Very sensitive, many signals 10: Default - balanced sensitivity 15-20: Moderate smoothing 25-30: Major reversals only Volume Weight (0.1-1.0): 0.1-0.3: Minimal volume influence 0.5-0.7: Balanced price/volume 0.7: Default - strong volume weight 0.8-1.0: Volume dominant ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 TRADING SIGNALS Primary Signals: Zero Cross Up: Bullish momentum shift Zero Cross Down: Bearish momentum shift Signal Line Cross: Early reversal warning Extreme Readings (±75): Potential reversal zones Visual Interpretation: Cyan zones: Bullish momentum Magenta zones: Bearish momentum Gradient intensity: Strength of move Histogram: Raw momentum power ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 OPTIMAL USAGE Best Market Conditions: Range-bound markets (reversals clear) High volume periods Major support/resistance levels Divergence hunting Trading Strategies: 1. Extreme Reversal: Enter when oscillator exceeds ±75 and reverses 2. Zero Line Momentum: Trade crosses of zero line with volume confirmation 3. Signal Line Strategy: Early entry on signal line crosses 4. Divergence Trading: Price makes new high/low but Fisher doesn't ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Quantitative Trading Systems Version: 1.0 Classification: Statistical Transform Oscillator Not financial advice. Always DYOR.
Pine Script®指標
由AlphaNatt提供
[blackcat] L2 Trend LinearityOVERVIEW The L2 Trend Linearity indicator is a sophisticated market analysis tool designed to help traders identify and visualize market trend linearity by analyzing price action relative to dynamic support and resistance zones. This powerful Pine Script indicator utilizes the Arnaud Legoux Moving Average (ALMA) algorithm to calculate weighted price calculations and generate dynamic support/resistance zones that adapt to changing market conditions. By visualizing market zones through colored candles and histograms, the indicator provides clear visual cues about market momentum and potential trading opportunities. The script generates buy/sell signals based on zone crossovers, making it an invaluable tool for both technical analysis and automated trading strategies. Whether you're a day trader, swing trader, or algorithmic trader, this indicator can help you identify market regimes, support/resistance levels, and potential entry/exit points with greater precision. FEATURES Dynamic Support/Resistance Zones: Calculates dynamic support (bear market zone) and resistance (bull market zone) using weighted price calculations and ALMA smoothing Visual Market Representation: Color-coded candles and histograms provide immediate visual feedback about market conditions Smart Signal Generation: Automatic buy/sell signals generated from zone crossovers with clear visual indicators Customizable Parameters: Four different ALMA smoothing parameters for various timeframes and trading styles Multi-Timeframe Compatibility: Works across different timeframes from 1-minute to weekly charts Real-time Analysis: Provides instant feedback on market momentum and trend direction Clear Visual Cues: Green candles indicate bullish momentum, red candles indicate bearish momentum, and white candles indicate neutral conditions Histogram Visualization: Blue histogram shows bear market zone (below support), aqua histogram shows bull market zone (above resistance) Signal Labels: "B" labels mark buy signals (price crosses above resistance), "S" labels mark sell signals (price crosses below support) Overlay Functionality: Works as an overlay indicator without cluttering the chart with unnecessary elements Highly Customizable: All parameters can be adjusted to suit different trading strategies and market conditions HOW TO USE Add the Indicator to Your Chart Open TradingView and navigate to your desired trading instrument Click on "Indicators" in the top menu and select "New" Search for "L2 Trend Linearity" or paste the Pine Script code Click "Add to Chart" to apply the indicator Configure the Parameters ALMA Length Short: Set the short-term smoothing parameter (default: 3). Lower values provide more responsive signals but may generate more false signals ALMA Length Medium: Set the medium-term smoothing parameter (default: 5). This provides a balance between responsiveness and stability ALMA Length Long: Set the long-term smoothing parameter (default: 13). Higher values provide more stable signals but with less responsiveness ALMA Length Very Long: Set the very long-term smoothing parameter (default: 21). This provides the most stable support/resistance levels Understand the Visual Elements Green Candles: Indicate bullish momentum when price is above the bear market zone (support) Red Candles: Indicate bearish momentum when price is below the bull market zone (resistance) White Candles: Indicate neutral market conditions when price is between support and resistance zones Blue Histogram: Shows bear market zone when price is below support level Aqua Histogram: Shows bull market zone when price is above resistance level "B" Labels: Mark buy signals when price crosses above resistance "S" Labels: Mark sell signals when price crosses below support Identify Market Regimes Bullish Regime: Price consistently above resistance zone with green candles and aqua histogram Bearish Regime: Price consistently below support zone with red candles and blue histogram Neutral Regime: Price oscillating between support and resistance zones with white candles Generate Trading Signals Buy Signals: Look for price crossing above the bull market zone (resistance) with confirmation from green candles Sell Signals: Look for price crossing below the bear market zone (support) with confirmation from red candles Confirmation: Always wait for confirmation from candle color changes before entering trades Optimize for Different Timeframes Scalping: Use shorter ALMA lengths (3-5) for 1-5 minute charts Day Trading: Use medium ALMA lengths (5-13) for 15-60 minute charts Swing Trading: Use longer ALMA lengths (13-21) for 1-4 hour charts Position Trading: Use very long ALMA lengths (21+) for daily and weekly charts LIMITATIONS Whipsaw Markets: The indicator may generate false signals in choppy, sideways markets where price oscillates rapidly between support and resistance Lagging Nature: Like all moving average-based indicators, there is inherent lag in the calculations, which may result in delayed signals Not a Standalone Tool: This indicator should be used in conjunction with other technical analysis tools and risk management strategies Market Structure Dependency: Performance may vary depending on market structure and volatility conditions Parameter Sensitivity: Different markets may require different parameter settings for optimal performance No Volume Integration: The indicator does not incorporate volume data, which could provide additional confirmation signals Limited Backtesting: Pine Script limitations may restrict comprehensive backtesting capabilities Not Suitable for All Instruments: May perform differently on stocks, forex, crypto, and futures markets Requires Confirmation: Signals should always be confirmed with other indicators or price action analysis Not Predictive: The indicator identifies current market conditions but does not predict future price movements NOTES ALMA Algorithm: The indicator uses the Arnaud Legoux Moving Average (ALMA) algorithm, which is known for its excellent smoothing capabilities and reduced lag compared to traditional moving averages Weighted Price Calculations: The bear market zone uses (2low + close) / 3, while the bull market zone uses (high + 2close) / 3, providing more weight to recent price action Dynamic Zones: The support and resistance zones are dynamic and adapt to changing market conditions, making them more responsive than static levels Color Psychology: The color scheme follows traditional trading psychology - green for bullish, red for bearish, and white for neutral Signal Timing: The signals are generated on the close of each bar, ensuring they are based on complete price action Label Positioning: Buy signals appear below the bar (red "B" label), while sell signals appear above the bar (green "S" label) Multiple Timeframes: The indicator can be applied to multiple timeframes simultaneously for comprehensive analysis Risk Management: Always use proper risk management techniques when trading based on indicator signals Market Context: Consider the overall market context and trend direction when interpreting signals Confirmation: Look for confirmation from other indicators or price action patterns before entering trades Practice: Test the indicator on historical data before using it in live trading Customization: Feel free to experiment with different parameter combinations to find what works best for your trading style THANKS Special thanks to the TradingView community and the Pine Script developers for creating such a powerful and flexible platform for technical analysis. This indicator builds upon the foundation of the ALMA algorithm and various moving average techniques developed by technical analysis pioneers. The concept of dynamic support and resistance zones has been refined over decades of market analysis, and this script represents a modern implementation of these timeless principles. We acknowledge the contributions of all traders and developers who have contributed to the evolution of technical analysis and continue to push the boundaries of what's possible with algorithmic trading tools.
Pine Script®指標
由blackcat1402提供
TEWMA - [JTCAPITAL]Triple Exponential Weighted Moving Average is a modified way to use Weighted Triple Moving Averages for Trend-Following The indicator works by calculating in the following steps: 1. The length gets multiplied by the multi to get the second length. 2. The Triple Exponential Moving Average gets calculated using the Weighted Moving Average as input. 3. This calculation is done over the first and the second length. 4. The average from both calculations is taken and used for buy and sell conditions. --Buy and sell conditions-- -The buy and sell conditions are defined by the average of both indicators having a higher value than the previous bar. -Average higher than the previous average = Long -Average lower than the previous average = Short --Features and Parameters-- -Allows the usage of different sources -Allows the changing of the calculation length -Allows the changing of the multiplier to determine the second length -Allows the use of alerts for signal changes --Details-- This script uses the result of the calculation of the Weighted Moving Averages as inputs for the Triple Moving averages. The usage of 2 separate calculations and using the average of them for trend determination is to allow for faster entries and exits while limiting potential false signals. Enjoy!
Pine Script®指標
由JTCapitalNL提供
Decision Matrix [Cnagda] — Adaptive Multi-Signal Trading SystemDecision Matrix is ​​a cutting-edge trading ecosystem that leverages the synergy of price action, volume dynamics, and key momentum indicators to create a powerful, real-time signal engine for traders. Key Features: Multi-Source Signal Fusion: Buy/Sell Power score, TWAP patterns, EMA/RSI crossovers, Volume zones — 7 layers of confirmation per candle. Adaptive Intelligence: Dynamic lookback window, label-size, and threshold are auto-adjusted based on market volatility. Volume Secrets Decoded: Adaptive ‘Low Volume’ (LV) candle detection reveals reversal and hidden accumulation patterns. Order Block Auto-Zoning: Detect Demand & Supply zones to highlight boxes on the chart — market structure is instantly clear. Heikin-Ashi Inspired Trend Mapping: Candle coloring based on trend intensity — clear visual feedback on every phase of a security. Intelligent Pattern Recognition: 4-candle TWAP & Volume structures help to quickly spot rare reversals and momentum shifts. Live Dashboard: Live Buy/Sell power on the chart, long/short trigger levels, multiple timeframes support — decision making lightning fast! Use Cases: Quick Reversal Detection Momentum Entry/Exit Confirmation False Breakout Filtering Volume-Driven Structural Insights Trailing Stop Placement based on True Demand/Supply Zones What difference will it make? Decision Matrix analyzes every uncertain market move from a multi-angle perspective to show where the market bias is right now, where is the best entry, when is the exit alert — and what is the real volume game behind every trend or even the most subtle reversal move — in just one glance! Every curated visual & signal will give you pure information clarity and high-confidence trading advantage.
Pine Script®指標
由cnagda3提供
Dusk Wave🌊 Dusk Wave (시각적 분석 도구) 개요 기반 기술: 8단계 추세 파도 시각화 시간대: 모든 시간대 호환 신호: 신호 없음 (분석 전용) 용도: 추세 방향 및 강도 분석 Wave 테이블 설명 DUSK WAVE | TREND ANALYSIS ├─ Wave Alignment: 8개 파도 정렬 상태 ├─ Trend Strength: 추세 강도 (Strong/Medium/Weak) ├─ Wave Direction: 파도 전체 방향 (Up/Down/Sideways) ├─ Fast Waves: 단기 파도 상태 (1-4번) ├─ Slow Waves: 장기 파도 상태 (5-8번) ├─ Convergence: 파도 수렴/발산 상태 └─ Trend Quality: 추세 품질 등급 (A/B/C/D) Wave 해석 가이드 파란색 그라데이션: 8개 EMA 파도 표시 정렬 상태: 모든 파도가 같은 방향 = 강한 추세 파도 간격: 좁을수록 강한 추세, 넓을수록 약한 추세 색상 변화: 파도별 속도 차이 시각화 🌊 Dusk Wave (Visual Analysis Tool) - English Version Overview Core Technology: 8-Stage Trend Wave Visualization Timeframe: Compatible with all timeframes Signals: No signals (Analysis only) Purpose: Trend direction and strength analysis Wave Table Description DUSK WAVE | TREND ANALYSIS ├─ Wave Alignment: 8 wave alignment status ├─ Trend Strength: Trend intensity (Strong/Medium/Weak) ├─ Wave Direction: Overall wave direction (Up/Down/Sideways) ├─ Fast Waves: Short-term wave status (Waves 1-4) ├─ Slow Waves: Long-term wave status (Waves 5-8) ├─ Convergence: Wave convergence/divergence state └─ Trend Quality: Trend quality grade (A/B/C/D) Wave Interpretation Guide Blue Gradient: 8 EMA waves display Alignment Status: All waves same direction = Strong trend Wave Spacing: Closer = Stronger trend, Wider = Weaker trend Color Changes: Visualizes speed differences between waves
Pine Script®指標
由TraderDusk提供
2
MA+BB+LineThis indicator integrates three major components: the MA System, Bollinger Bands, and Chan Theory fractals & segments: MA System – Utilizes eight moving averages to form a comprehensive MA framework, allowing full customization of both the time periods and the calculation methods. Bollinger Bands – Provides dynamic volatility tracking and price channel visualization. Chan Theory Fractals & Segments – Implements a strict-mode automatic segmentation system based on Chan Theory: Green arrows indicate top fractals Red arrows indicate bottom fractals These fractals are used to automatically generate trend segments with precision.
Pine Script®指標
由cgspine提供
TRAPPER TRENDLINES — RSIBuilds dynamic RSI trendlines by connecting the two most recent confirmed RSI swing points (highs→highs for resistance, lows→lows for support). Includes optional channel shading for the 30–70 zone, an RSI moving average, clean break alerts, and simple bullish/bearish divergence alerts versus price. How it works RSI pivots: A point on RSI is a swing high/low only if it is the most extreme value compared with a set number of bars on the left and the right (the Pivot Lookback). RSI trendlines: Resistance connects the last two confirmed RSI swing highs. Support connects the last two confirmed RSI swing lows. Lines can be Full Extend (update into the future) or Pivot Only. Channel block: Optional fill of the 30–70 range for fast visual context. Alerts: Breaks of RSI support/resistance trendlines. Basic bullish/bearish RSI divergences versus price pivots. Inputs RSI RSI Length: Default 14 (standard). Pivot Lookback: Bars to the left/right required to confirm an RSI swing. Overbought / Oversold: 70 / 30 by default. Line Extension: Full Extend or Pivot Only. Visuals Show RSI Moving Average / Signal Length: Optional smoothing line on RSI. RSI/Signal colors: Customize plot colors. Show 30–70 Channel Block: Toggle the middle-zone fill. Tint pane background when RSI in channel: Optional subtle background when RSI is between OB/OS. Divergences & Alerts Enable RSI TL Break Alerts: Alert conditions for RSI line breaks. Enable Divergence Alerts: Bullish/Bearish divergence alerts versus price. Pairing with price for confluence/divergence For accurate confluence and clearer divergences, align this RSI tool with your price trendline tool (for example, TRAPPER TRENDLINES — PRICE): Set RSI Pivot Lookback equal to the Pivot Left/Right size used on price. Example: Price uses Pivot Left = 50 and Pivot Right = 50 → set RSI Pivot Lookback = 50. Keep RSI Length = 14 and OB/OS = 70/30 unless you have a specific edge. Interpretation: Confluence: Price reacts at its trendline while RSI reacts at its own line in the same direction. Divergence: Price makes a higher high while RSI makes a lower high (bearish), or price makes a lower low while RSI makes a higher low (bullish), using matched pivot windows. Suggested settings Higher timeframes (4H / 1D / 1W): Pivot Lookback = 50; optional RSI MA length 14; channel block ON. Intraday (15m / 30m / 1H): Pivot Lookback = 30; optional RSI MA length 14. Always mirror your price pivot size to this RSI Pivot Lookback for consistent swings. Reading the signals RSI trendline touch/hold: Momentum reacting at structure; look for confluence with price levels. RSI Trendline Break Up / Down: Momentum shift; consider price structure and retests. Bullish/Bearish Divergence: Confirm only when pivots are matched and the new swing is confirmed. Notes & limitations Pivots require future bars to confirm by design; trendlines update as new swings confirm. Divergence logic compares RSI pivots to price pivots with the same lookback; mismatched windows can produce false positives. No strategy entries/exits or performance claims are provided. This is an analytical tool. Alerts (titles/messages) RSI: Trendline Break Up — “RSI broke falling resistance line.” RSI: Trendline Break Down — “RSI broke rising support line.” RSI: Bullish Divergence — “Bullish RSI divergence confirmed.” RSI: Bearish Divergence — “Bearish RSI divergence confirmed.” Quick start Add the indicator to a separate pane. Set Pivot Lookback to match your price tool’s pivot size (e.g., 50). Optionally toggle the RSI MA and Channel Block for clarity. Enable alerts if you want notifications on RSI line breaks and divergences. Use with TRAPPER TRENDLINES — PRICE or any price-based trendline tool for confluence/divergence analysis. Compliance This script is for educational purposes only and does not constitute financial advice. Trading involves risk. Past performance does not guarantee future results. No performance claims are made.
Pine Script®指標
由TRAPPER-RAMS提供
2
Argentum Flag [AGP]Ver.2.1Technical Description of the "Argentum Flag " Indicator The "Argentum Flag " is a multifaceted trading indicator designed to provide a comprehensive view of market dynamics by combining elements of trend, volatility, momentum, and volume analysis. Its architecture is built on the synergy of multiple technical tools, allowing traders to make more informed decisions by reducing market noise and focusing on high-probability inflection points. 1. Dynamic AGP Bands (EMA 36 and Percentage Levels) The core of the indicator is a 36-period Exponential Moving Average (EMA), which acts as the price's baseline and center of gravity. From this EMA, the script plots dynamic bands at predefined percentages (Base, Prime, and Vortex). Logic: These bands are not static like Bollinger Bands; they expand and contract in response to the underlying EMA. This methodology helps identify relative volatility and trend strength. When the price trades within these bands, it's considered to be in a range or a controlled consolidation. Benefit to the Trader: They provide a quick visual of dynamic support and resistance levels. A price movement beyond the Vortex band can signal an extreme market imbalance, suggesting potential trend exhaustion or a high-energy breakout. 2. Breakout Signals (Signals) The indicator generates plotshape signals when the price stays outside the volatility bands for a specific number of consecutive bars (2 for the Prime band and 3 for the Vortex band). Logic: These signals act as an overextension detection system. The underlying principle is that once the price breaks and holds outside these zones, the probability of a pullback or a reversal increases significantly. The lastSignalBarIndex logic prevents signal overload and ensures a cooling-off period, eliminating noise from consecutive signals. Benefit to the Trader: It provides clear visual alerts for taking profits or looking for potential reversals. A trader can use the Vortex band exit signal (⌾) as confirmation to close a long or short position, while the Prime band signal (⍲) can indicate a potential pullback for a trend-following entry. 3. Bar Volume Analysis (Barcolor) The script introduces a sophisticated bar coloring system that classifies volume activity relative to a 50-period Simple Moving Average (SMA). Logic: The coloring is based not only on whether the bar is bullish or bearish but also on the magnitude of the volume. For instance, extreme volume (more than 3.5 times the average volume) is colored blue, indicating institutional participation or a high-impact event. High (1.8x) or average (0.6x - 1.7x) volume is distinguished with other colors, providing a visual map of the underlying strength behind each price move. Benefit to the Trader: It allows for a quick identification of bars with the highest market conviction. A bearish price bar with extreme volume (extreme_volume_bearish) might signal significant liquidation, while a bullish bar with extreme volume (extreme_volume_bullish) could suggest strong accumulation. 4. Real-Time Monitoring Tables (EMA and RSI) The indicator includes two data tables in the bottom corner of the screen, acting as a dashboard for multi-timeframe analysis. EMA Table (Fibonacci): This table shows the current values of a series of Fibonacci-based EMAs (13, 21, 34, etc.). The background color of each cell indicates whether the current price is above (white) or below (blue) the corresponding EMA. Logic: This table allows traders to assess the trend bias across different timeframes, from short to long-term. An alignment of multiple EMAs in the same direction (e.g., all white) confirms a strong trend. Benefit to the Trader: It provides a quick check for trend confirmation. For example, before opening a long position on a 5-minute chart, a trader can verify if the overall trend on higher timeframes (e.g., 4h or 1D) is also bullish. RSI Table (Multi-Timeframe): This table shows the Relative Strength Index (RSI) values across multiple timeframes, from 1 minute to monthly. The cell lights up orange if the RSI is in the overbought zone (> 77) or white if it's in the oversold zone (< 23). Logic: The use of request.security enables the fetching of data from other timeframes on the current bar. This is a crucial component for multi-timeframe divergence analysis. Benefit to the Trader: It helps identify overbought or oversold conditions across different trading horizons, which is vital for spotting large-scale reversals. If the 1D and 4h RSIs are overbought, a long position on a lower timeframe could be high-risk. Competitive Advantages for Traders The "Argentum Flag " is not just a simple indicator; it's a consolidated technical analysis suite that saves time and effort. Instead of overlaying multiple indicators, a trader gets all the relevant information in a single view. The contextualized volume analysis and volatility-based signals are invaluable tools for filtering out low-quality entries and exits. Finally, the real-time monitoring tables provide a multi-timeframe perspective that is fundamental for validating market direction and managing risk. In trading, the convergence of multiple technical data points is key to increasing the probability of success. This indicator provides precisely that convergence, enabling both novice and experienced traders to make more precise and strategic decisions. Risk Warning (Disclaimer) Trading in financial markets carries a significant risk of loss and is not suitable for all investors. The information and signals provided by this indicator are for educational and analysis purposes only and should not be construed as financial advice. The past performance of any trading system or methodology is not necessarily indicative of future results. The user assumes all responsibility for their own trading decisions and any resulting losses or gains.
Pine Script®指標
由Andromedae提供
Volumetric Compressed MAVCMA (Volumetric Compressed Moving Average) uses the compressor and weighted standard deviation functions originally translated to pinescript by @gorx1 to plot moving averages in order to use for entry confirmation. 🔹 Concepts and Idea: When we do music we always use different kinds of filters (low-pass, high pass, etc) for equalization and filtering itself. That stuff we use in finance as well. What we also always use in music are compressors, there dynamic processors that automatically adjust volume so it will be more consistent. Almost all the cool music you hear is compressed (both individual instruments (especially vocals) and the whole track afterwards), otherwise stuff will be too quite and too weak to flex on it, and also DJing it would be a nightmare. 🔹 Model: I don't wanna explain it all in statistical / DSP way for once. First of all, I think the population of volumes is log-normally distributed, so let's take logs of volumes, now we have a ~ normally distributed data. We take linearly weighted mean, add and subtract linearly weighted standard deviation from it, these would be our thresholds, the borders between different kinds of volumes explained before. The upper threshold is for downward compression, that will not let volume pass it higher. The lower threshold is for upward compression, all the volumes lower than this threshold will be brought up to the threshold's level. Then we apply multipliers to the thresholds in order to adjust em and find the sweet spots. We do it the same way as in sound engineering when we don't aim for overcompression, we adjust the thresholds until they start to touch the signal and all good. Afterwards, we delete all the number 1 and number 3 volume, leaving us exclusively with the clear main component, ready to be processed further. We return the volumes to dem real scale. For more info on Volume Compression it's highly advised to check @gorx1's initial script Volume Compressor 🔹 Settings: MA Type: Moving average type to be used for comparison after calculating the compressed version of volume. This creates the second line after the compression line, so we can consider crossovers for confirmation entries. Upward threshold: Upward threshold where the compression of volume is calculated. Increasing usually causes smoother lines. Downward threshold: Downward threshold where the compression of volume is calculated. Decreasing usually causes smoother lines. Compression Lookback: The Main lookback window of a volume that is used for compression. Increasing this would provide smoother lines but might cause delayed signals. Decreasing means more signals, but might cause whiplash and distorted signals. Comparative Lookback: This is our lookback to be used with our ma type selection. There is no static better or worse lookback value for this indicator. It should be adjusted based on the pair. 🔹 Where to use: This indicator should be used as another confirmation tool for your entry signals in your existing strategy/market following combination. Green dots (crossovers) mean bullish movement is expected, and red dots (crossbounders) mean bearish movement is expected. Automated crossover alerts are available. A reminder is that this kind of indicator should not be used on its own for trading, but rather should be used as a confirmation along with your trend detection and main entry indicators to provide additional confidence. If you want to know under the hood, read the How it works section below. 🔹 How it works: //This is our main compression calculation, which is used for the first line. Compressed_out = compressor(volume, len_window, up_thresh, down_thresh) //This is the secondary ratio calculation that we use for the second line. Comp_ma = ma(ma_type, close * compressed_out, len_ml) / ma(ma_type, compressed_out, len_ml) Vwma = ma(ma_type, close, len_window) We calculate the ratio of the compressed volume and plot it against the base MA. Base MA's length is determined by the Compression Lookback input compared to the Comperative Lookback that is used for the compressed version. This provides us with another possible confirmation indicator that can be used to take advantage of volume ranges.
Pine Script®指標
由serkany88提供
Savitzky-Golay Hampel Filter | AlphaNattSavitzky-Golay Hampel Filter | AlphaNatt A revolutionary indicator combining NASA's satellite data processing algorithms with robust statistical outlier detection to create the most scientifically advanced trend filter available on TradingView. "This is the same mathematics that processes signals from the Hubble Space Telescope and analyzes data from the Large Hadron Collider - now applied to financial markets." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 SCIENTIFIC PEDIGREE Savitzky-Golay Filter Applications: NASA: Satellite telemetry and space probe data processing CERN: Particle physics data analysis at the LHC Pharmaceutical: Chromatography and spectroscopy analysis Astronomy: Processing signals from radio telescopes Medical: ECG and EEG signal processing Hampel Filter Usage: Aerospace: Cleaning sensor data from aircraft and spacecraft Manufacturing: Quality control in precision engineering Seismology: Earthquake detection and analysis Robotics: Sensor fusion and noise reduction ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧬 THE MATHEMATICS 1. Savitzky-Golay Filter The SG filter performs local polynomial regression on data points: Fits a polynomial of degree n to a sliding window of data Evaluates the polynomial at the center point Preserves higher moments (peaks, valleys) unlike moving averages Maintains derivative information for true momentum analysis Originally published in Analytical Chemistry (1964) Mathematical Properties: Optimal smoothing in the least-squares sense Preserves statistical moments up to polynomial order Exact derivative calculation without additional lag Superior frequency response vs traditional filters 2. Hampel Filter A robust outlier detector based on Median Absolute Deviation (MAD): Identifies outliers using robust statistics Replaces spurious values with polynomial-fitted estimates Resistant to up to 50% contaminated data MAD is 1.4826 times more robust than standard deviation Outlier Detection Formula: |x - median| > k × 1.4826 × MAD Where k is the threshold parameter (typically 3 for 99.7% confidence) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💎 WHY THIS IS SUPERIOR vs Moving Averages: Preserves peaks and valleys (critical for catching tops/bottoms) No lag penalty for smoothness Maintains derivative information Polynomial fitting > simple averaging vs Other Filters: Outlier immunity (Hampel component) Scientifically optimal smoothing Preserves higher-order features Used in billion-dollar research projects Unique Advantages: Feature Preservation: Maintains market structure while smoothing Spike Immunity: Ignores false breakouts and stop hunts Derivative Accuracy: True momentum without additional indicators Scientific Validation: 60+ years of academic research ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ PARAMETER OPTIMIZATION 1. Polynomial Order (2-5) 2 (Quadratic): Maximum smoothing, gentle curves 3 (Cubic): Balanced smoothing and responsiveness (recommended) 4-5 (Higher): More responsive, preserves more features 2. Window Size (7-51) Must be odd number Larger = smoother but more lag Formula: 2×(desired smoothing period) + 1 Default 21 = analyzes 10 bars each side 3. Hampel Threshold (1.0-5.0) 1.0: Aggressive outlier removal (68% confidence) 2.0: Moderate outlier removal (95% confidence) 3.0: Conservative outlier removal (99.7% confidence) (default) 4.0+: Only extreme outliers removed 4. Final Smoothing (1-7) Additional WMA smoothing after filtering 1 = No additional smoothing 3-5 = Recommended for most timeframes 7 = Ultra-smooth for position trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 TRADING STRATEGIES Signal Recognition: Cyan Line: Bullish trend with positive derivative Pink Line: Bearish trend with negative derivative Color Change: Trend reversal with polynomial confirmation 1. Trend Following Strategy Enter when price crosses above cyan filter Exit when filter turns pink Use filter as dynamic stop loss Best in trending markets 2. Mean Reversion Strategy Enter long when price touches filter from below in uptrend Enter short when price touches filter from above in downtrend Exit at opposite band or filter color change Excellent for range-bound markets 3. Derivative Strategy (Advanced) The SG filter preserves derivative information Acceleration = second derivative > 0 Enter on positive first derivative + positive acceleration Exit on negative second derivative (momentum slowing) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 PERFORMANCE CHARACTERISTICS Strengths: Outlier Immunity: Ignores stop hunts and flash crashes Feature Preservation: Catches tops/bottoms better than MAs Smooth Output: Reduces whipsaws significantly Scientific Basis: Not curve-fitted or optimized to markets Considerations: Slight lag in extreme volatility (all filters have this) Requires odd window sizes (mathematical requirement) More complex than simple moving averages Best with liquid instruments ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔬 SCIENTIFIC BACKGROUND Savitzky-Golay Publication: "Smoothing and Differentiation of Data by Simplified Least Squares Procedures" - Abraham Savitzky & Marcel Golay - Analytical Chemistry, Vol. 36, No. 8, 1964 Hampel Filter Origin: "Robust Statistics: The Approach Based on Influence Functions" - Frank Hampel et al., 1986 - Princeton University Press These techniques have been validated in thousands of scientific papers and are standard tools in: NASA's Jet Propulsion Laboratory European Space Agency CERN (Large Hadron Collider) MIT Lincoln Laboratory Max Planck Institutes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 ADVANCED TIPS News Trading: Lower Hampel threshold before major events to catch spikes Scalping: Use Order=2 for maximum smoothness, Window=11 for responsiveness Position Trading: Increase Window to 31+ for long-term trends Combine with Volume: Strong trends need volume confirmation Multiple Timeframes: Use daily for trend, hourly for entry Watch the Derivative: Filter color changes when first derivative changes sign ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTICES Not financial advice - educational purposes only Past performance does not guarantee future results Always use proper risk management Test settings on your specific instrument and timeframe No indicator is perfect - part of complete trading system ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏆 CONCLUSION The Savitzky-Golay Hampel Filter represents the pinnacle of scientific signal processing applied to financial markets. By combining polynomial regression with robust outlier detection, traders gain access to the same mathematical tools that: Guide spacecraft to other planets Detect gravitational waves from black holes Analyze particle collisions at near light-speed Process signals from deep space This isn't just another indicator - it's rocket science for trading . "When NASA needs to separate signal from noise in billion-dollar missions, they use these exact algorithms. Now you can too." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt Version: 1.0 Release: 2025 Pine Script: v6 "Where Space Technology Meets Market Analysis" Not financial advice. Always DYOR
Pine Script®指標
由AlphaNatt提供
1
Supertrend [TradingConToto]Supertrend — ADX/DI + EMA Gap + Breakout (with Mobile UI) What makes it original Supertrend combines trend strength (ADX/DI), multi-timeframe bias (EMA63 and EMA 200D equivalent), a structural filter based on the distance between EMA2400 and EMA4800 expressed in ATR units, and a momentum confirmation through a previous high breakout. This is not a random mashup — it’s a sequence of filters designed to reduce trades in ranging markets and prioritize mature trends: Direction: +DI > -DI (trend led by buyers). Strength: ADX > mean(ADX) (avoids weak, choppy phases). Short-term bias: Close > EMA63. Long-term bias: Close > EMA4800 ≈ EMA200 daily on H1. Momentum: Close > High (immediate breakout). Structure: (EMA2400 − EMA4800) > k·ATR (ensures separation in ATR units, filters out flat phases). Entries & exits Entry: when all six conditions are met and no open position exists. Exit: if +DI < -DI or Close < EMA63. Visuals: EMA63 is painted green while in position and red otherwise, with a supertrend-style band; “BUY” labels appear below the green band and “SELL” labels above the red band. UI: includes a compact table (mobile-friendly) showing the state of each condition. Default parameters used in this publication Initial capital: 10,000 Position size: 10% of equity (≤10% per trade is considered sustainable). Commission: 0.01% per side (adjust to your broker/market). Slippage: 1 tick Pyramiding: 0 (only one position at a time) Adjust commission/slippage to match your market. For US equities, commissions are often per share; for spot crypto, 0.10–0.20% total is common. I publish with 0.01% per side as a conservative example to avoid overestimating results. Recommended backtest dataset Timeframe: H1 Multi-cycle window (e.g. 2015–today) Symbols with high liquidity (e.g. NASDAQ-100 large caps, or BTC/ETH spot) to generate 100+ trades. Avoid cherry-picked short windows. Why each filter matters +DI > -DI + ADX > mean: reduce counter-trend trades and weak signals. Close > EMA63 + Close > EMA4800: enforce trend alignment in short and long horizons. Breakout High : requires immediate momentum, avoids early entries. EMA gap in ATR units: blocks flat or compressed structures where EMA200D aligns with price. Limitations The breakout filter may skip healthy pullbacks; the design prioritizes continuation over perfect entry price. No fixed trailing stop/TP; exits depend on trend degradation via DI/EMA63. Results vary with real costs (commissions, slippage, funding). Adjust defaults to your broker. How to use Apply it on a clean chart (no other indicators when publishing). Keep in mind the default parameters above; if you change them, mention it in your notes and use the same values in the Strategy Tester. Ensure your dataset produces 100+ trades for statistical validity.
Pine Script®策略
由toto_scalper_23提供
1