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MoonBoys LineMoonBoys Line – Market Regime & Trend Confirmation Indicator The MoonBoys Line is a simple but powerful trend-following system designed to identify bullish and bearish market regimes using key daily moving averages. Built around the 44, 125, and 200-day SMAs, this indicator helps you quickly determine trend direction, strength, and key areas of support/resistance. 🔍 How It Works 44 SMA (Fast Line) → Short-term trend 125 SMA (Slow Line) → Mid-term trend (key reclaim level) 200 SMA (Red Line) → Macro trend / “fair value” baseline 🟡 Bullish Regime Price is above both the 44 & 125 SMAs Lines turn yellow Band turns gold Indicates strong upward momentum and trend continuation 🔵 Bearish Regime Price is below both the 44 & 125 SMAs Lines turn blue Band turns blue Signals downside momentum and potential continuation lower ⚪ Neutral / Chop Price is between the 44 and 125 Lines turn gray Indicates uncertainty or consolidation 🔴 Risk Zone (200 SMA) When price falls below the 200 SMA, the background turns red This highlights high-risk conditions and potential macro weakness 🧠 How We Use It (Moon Boys Strategy) Reclaim of 125 SMA = early signal of bullish reversal Holding above 44 SMA = trend strength confirmation Losing 125 SMA = caution / trend weakening Below 200 SMA = risk-off environment This indicator is designed to keep you on the right side of the trend and avoid getting chopped up in uncertain markets.
Pine Script®指標
由theotzu提供
BTC Power Law Regime SuiteShort Description, TLDR BTC Power Law Regime Suite models Bitcoin’s long-term growth as a power law anchored to major bear market lows, then classifies price action into three macro regimes: Expansion, Distribution, and Blow-off. It is designed to show when BTC is behaving normally relative to its long-term adoption curve, when momentum is strengthening, and when price is becoming dangerously extended. Long Descript BTC Power Law Regime Suite is a macro Bitcoin indicator built around a simple idea: Bitcoin does not move in a straight line. Over long periods, it appears to grow along a curved adoption path, while shorter-term price action oscillates above and below that path in cycles of fear, expansion, euphoria, and exhaustion. This script models that long-term path as a power law curve, then measures how far price has moved away from it and whether that move is still accelerating or beginning to fade. Core idea The script uses a two-anchor power law model based on major BTC bear market lows. Instead of forcing arbitrary coefficients, the curve is derived from two historical anchor points. This creates a more practical “gravity line” that represents Bitcoin’s long-run structural trend. From there, the indicator evaluates three things: 1. Distance from the power law This tells us how stretched price is relative to the long-term curve. 2. Relative slope This measures whether BTC is gaining or losing momentum relative to that curve. 3. Relative acceleration This helps distinguish normal trend expansion from truly parabolic behavior. By combining those three factors, the script identifies the market’s current macro regime. Regimes Expansion BTC is above its structural trend and momentum is still improving. This is the healthy bullish phase where price is rising faster than the baseline without yet showing obvious exhaustion. Distribution BTC remains elevated relative to the power law, but momentum and acceleration are fading. This is the “high but weakening” condition often seen near slow or choppy tops. Blow-off BTC is far above the long-term curve and has recently experienced strong acceleration. This is the classic mania or parabolic exhaustion phase. Visual design The script is intentionally minimal: A power law baseline shows the long-term BTC path. Optional outer orbit bands provide a macro envelope around that path. A background regime overlay highlights Expansion, Distribution, and Blow-off conditions. Small markers can optionally mark the beginning of new regime transitions. A compact status label summarizes current state without cluttering the chart. The goal is not to create a noisy signal generator, but a clean macro framework for reading Bitcoin’s cycle structure. How to use it This indicator works best on: BTCUSD / BTCUSDT Weekly timeframe Log scale enabled It is designed for macro cycle analysis, not short-term trading entries. A common way to interpret it: Near or below the power law: BTC is closer to long-term value or compression Expansion regime: bullish momentum is building above the baseline Distribution regime: price remains elevated, but internal strength is deteriorating Blow-off regime: risk of euphoric exhaustion is rising Important notes This script is heuristic, not predictive. It does not forecast tops or bottoms with certainty, and it should not be treated as a standalone trading system. Its purpose is to provide a structured way to think about: Bitcoin’s long-term growth path cyclical overextension the difference between healthy expansion and late-stage exhaustion The model is especially useful because it separates being high from still accelerating. That distinction matters. Not every top is a blow-off, and not every overextended market is still in active mania. Why this script exists Most Bitcoin models focus on only one dimension: valuation relative to trend or momentum or cycle bands or parabolic blow-offs This script tries to combine those into one clean framework: Power law = structural gravity Distance = over/underextension Acceleration = cycle intensity Regime = market state That makes it useful for identifying whether BTC is: trending normally expanding aggressively distributing at elevated levels or entering true blow-off behavior
Pine Script®指標
由Scriggity提供
1
Volume Bubbles [QuantAlgo]🟢 Overview The Volume Bubbles indicator is a multi-layered volume cluster detection system that identifies statistically significant volume events directly on your price chart, classifying them by magnitude (Small, Medium, Big) and direction (Buy, Sell, Mixed). By combining adaptive percentile thresholds across multiple lookback windows with optional volume delta analysis, this indicator highlights moments of elevated trading activity that often signal institutional participation, trend acceleration, or potential reversals across every timeframe and market. 🟢 How It Works The indicator begins by establishing a lower timeframe for volume delta calculation. When auto-select is enabled, it picks a granular timeframe based on your chart period, using 1-second bars for sub-minute charts, 1-minute bars for intraday charts, 5-minute bars for daily charts, and 60-minute bars for higher timeframes. This allows the indicator to estimate net buying and selling pressure within each chart bar: = taLib.requestVolumeDelta(lowerTimeframe) float netDelta = nz(lastDelta) float absDelta = math.abs(netDelta) The core detection engine then calculates percentile thresholds for both volume and absolute delta across three independent lookback windows (Short, Medium, Long). Each window computes its own threshold for each cluster tier using linear interpolation: float vSmallShort = ta.percentile_linear_interpolation(volume, shortLen, smallPct) float vSmallMid = ta.percentile_linear_interpolation(volume, midLen, smallPct) float vSmallLong = ta.percentile_linear_interpolation(volume, longLen, smallPct) This means a bar's volume is not compared against a single average but ranked against the full distribution of recent volume history from multiple perspectives. A Small cluster must exceed the 75th percentile (top 25%), a Medium cluster the 90th percentile (top 10%), and a Big cluster the 97th percentile (top 3%) by default. To filter noise, a consensus system requires agreement across the lookback windows before confirming a cluster: f_consensus(bool pS, bool pM, bool pL, string mode) => int hits = (pS ? 1 : 0) + (pM ? 1 : 0) + (pL ? 1 : 0) switch mode "Any Window" => hits >= 1 "Majority (2 of 3)" => hits >= 2 "All Windows (strictest)" => hits >= 3 In Majority mode, for example, at least two of the three windows must agree that volume exceeds the threshold before a cluster is plotted. This prevents false signals from temporary spikes that look significant in one context but not another. Once a cluster is confirmed, it is classified as Buy, Sell, or Mixed based on the selected method. Candle Direction uses the bar's open/close relationship, Delta Direction uses the sign of net volume delta, and Both requires agreement between the two, labeling any conflict as Mixed. 🟢 Key Features ▶ The indicator offers four detection methods, each designed to balance sensitivity and precision depending on data availability and trading style. 1. Volume Only: Uses raw bar volume as the sole input for cluster detection. This is the simplest and most universal mode, working on any symbol that provides volume data. It identifies all statistically elevated volume events regardless of whether buying or selling dominated, making it useful for spotting general activity surges around key levels, news events, or session opens. 2. Delta Only: Uses the absolute value of net volume delta instead of total volume. This mode triggers only when directional pressure (not just raw activity) is statistically elevated. It filters out high-volume bars where buying and selling were roughly balanced, focusing instead on bars where one side clearly dominated. Requires lower timeframe data availability. 3. Volume + Delta: Both volume and delta must independently exceed their respective percentile thresholds. This is the strictest detection mode. A cluster only appears when there is both unusually high total activity and unusually strong directional flow, filtering out ambiguous bars where volume was high but evenly split between buyers and sellers. 4. Volume OR Delta: Either elevated volume or elevated directional delta triggers a cluster. This is the most inclusive mode, capturing both pure volume events (such as index rebalancing or option expiration activity) and strong directional surges that may occur on relatively normal total volume. Best suited for traders who prefer broader coverage and are comfortable filtering signals with additional context. ▶ Detailed Tooltip Overlay: Hovering over any bubble reveals a comprehensive diagnostic panel summarizing the full context behind that cluster. The tooltip displays the cluster tier and direction label (e.g., BIG BUY or MEDIUM SELL), the formatted volume value, net delta value (or "n/a" if delta data is unavailable), the volume-to-average ratio expressed as a multiple, the active detection method (with a fallback note if delta was unavailable and the method defaulted to Volume Only), the individual window confirmations for both volume and delta shown as a compact S M L grid indicating which of the short, medium, and long lookback windows passed their threshold, and the classification mode used to determine the buy/sell label. This gives full transparency into exactly why each cluster was detected and how it was classified, without cluttering the chart itself. ▶ Built-in Alert System: Pre-configured alert conditions for Big clusters, Medium-or-larger clusters, and any cluster detection, allowing you to receive notifications for the volume events that matter most to your strategy. ▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Cyber, Neon) or define your own custom color scheme. Optional in-bubble text displays volume, delta, ratio, or combinations, while the tooltip diagnostic panel remains accessible on hover regardless of whether bubble labels are enabled or disabled. 🟢 Important Notes 1. This indicator requires volume data to function. Make sure you are using a ticker from an exchange that provides volume data. Symbols that do not report volume (such as certain forex pairs on specific brokers or custom-built indices) will trigger a warning message on the chart and produce no signals. If you see the "No Volume Data" warning, switch to a symbol or exchange that supports volume reporting. 2. Whether you are scalping on lower timeframes or swing trading on daily and weekly charts, Volume Bubbles is designed to complement your existing setup rather than replace it. Use it as a confirmation layer alongside your preferred strategy to identify when statistically significant volume activity aligns with your trade thesis, adding a data-driven edge to entries, exits, and key level analysis across any timeframe and market.
Pine Script®指標
由QuantAlgo提供
11
Moon Boys BTC Production Cost Daily137 ═════════════════════════════════════════════════════════════ Moon Boys BTC PRODUCTION COST DAILY ═════════════════════════════════════════════════════════════ Track Bitcoin's real-time production cost using comprehensive electricity consumption data and mining economics to identify macro support/resistance zones. ═══ OVERVIEW ═══ This indicator calculates Bitcoin's actual cost of production by combining Cambridge Bitcoin Electricity Consumption Index (CBECI) data with electricity pricing models across different mining eras. It reveals where miners are profitable or underwater, providing crucial macro-level support zones that have historically acted as psychological and economic floors. Perfect for: • Identifying long-term accumulation zones • Understanding miner profitability and capitulation risk • Spotting macro support levels during bear markets • Gauging healthy vs. overheated price levels • Planning dollar-cost averaging strategies ═══ KEY FEATURES ═══ 📊 COMPREHENSIVE HISTORICAL DATA └─ 378 data points spanning 2011-2026 └─ Complete CBECI electricity consumption dataset └─ Verified accuracy: all dates and values cross-checked └─ Updates every ~14 days with new CBECI releases ⚡ ELECTRICITY COST MODELING └─ Pre-June 2019: $0.05/kWh (Early mining era) └─ Pre-April 2021: $0.04/kWh (China dominance period) └─ Post-May 2021: $0.05/kWh (China exodus, Western migration) └─ Post-April 2024: $0.05/kWh (Post-4th halving era) └─ Fully customizable for scenario analysis 🎯 DUAL COST CURVES └─ Red line: Pure electricity cost per BTC └─ Purple line: Total production cost (electricity + operations) └─ Green line: Miner price (spot + transaction fee revenue) └─ Pink fill: Zones where miners are losing money 📈 AUTOMATIC HALVING ADJUSTMENTS └─ Integrates all Bitcoin halvings (2012, 2016, 2020, 2024) └─ Block reward automatically adjusts: 50 → 25 → 12.5 → 6.25 → 3.125 └─ Accurate per-day BTC production calculations 💰 PROFIT MARGIN TRACKING └─ Annual profit margin labels (optional) └─ Shows miner profitability percentage └─ Appears on chart at electricity cost level └─ Calculated using 365-day moving average ═══ HOW TO READ IT ═══ ┌─────────────────────────────────────────────────────────┐ │ INDICATOR │ MEANING │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Miner Price (BTC price + fee revenue)│ │ (above purple) │ → Miners profitable, healthy market │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Price below production cost │ │ (below purple) │ → Miner capitulation zone │ │ │ → Strong historical buy signal │ ├─────────────────────────────────────────────────────────┤ │ 🔴 Red Line │ Pure electricity cost per BTC │ │ │ → Absolute minimum mining cost │ ├─────────────────────────────────────────────────────────┤ │ 🟣 Purple Line │ Total production cost │ │ │ → Break-even for miners (60% elec) │ ├─────────────────────────────────────────────────────────┤ │ 🌸 Pink Fill │ Below-cost territory │ │ │ → Miners selling at a loss │ │ │ → Historical accumulation zone │ └─────────────────────────────────────────────────────────┘ ═══ TRADING APPLICATIONS ═══ 🐻 BEAR MARKET BOTTOMS → Price touching or breaking below production cost = high probability bottom → Extended periods below cost = miner capitulation → Historical bottoms: Nov 2011, Jan 2015, Dec 2018, Nov 2022 → Strongest buy signal in macro Bitcoin investing 📈 BULL MARKET HEALTH CHECKS → Distance above production cost = market heat level → 100-200% above cost = healthy bull market → 500%+ above cost = euphoric/bubble territory → Use as take-profit reference points 💎 ACCUMULATION STRATEGY → DCA when price approaches production cost → Increase buy size when price drops below cost → Maximum allocation when 10-20% below cost → Layer entry as margin shows negative percentages ⚖️ SUPPORT/RESISTANCE ZONES → Production cost acts as macro support in downtrends → Often becomes resistance after prolonged bear markets → Price reclaiming cost = bullish structural shift → Failed reclaims = continued weakness 🔄 HALVING CYCLE ANALYSIS → Cost doubles after each halving (supply cut) → Price typically consolidates near new cost basis → Historic pattern: break above cost = new bull cycle → Track 6-12 months post-halving for trend confirmation ═══ SETTINGS GUIDE ═══ ⚡ ELECTRICITY COST ASSUMPTIONS (USD/kWh) ├─ Pre-June 2019 (0.05): Early mining era, hobby miners ├─ Pre-China Exodus 2021 (0.04): Cheap Chinese hydropower ├─ Post-May 2021 (0.05): Western migration, higher costs └─ Post-April 2024 (0.05): Current era post-4th halving 💡 Adjust these for "what if" scenarios or local costs 💰 ELECTRICITY PERCENTAGE (Default: 60%) └─ Electricity as % of total mining costs └─ Remaining 40% = hardware, labor, rent, maintenance └─ Lower % = higher total cost (more conservative) └─ Typical range: 50-70% 🎨 VISUAL TOGGLES ├─ Plot BTC Miner Price: Show/hide green line │ └─ Includes transaction fee revenue per BTC ├─ Plot Production Cost Curves: Show/hide red & purple lines └─ Plot Annual Profit Margin Labels: Show/hide margin % └─ Appears annually (Jan 1st) and on last bar ═══ HOW IT WORKS ═══ 1. ELECTRICITY CONSUMPTION DATA • Cambridge Bitcoin Electricity Consumption Index (CBECI) • Actual network-wide energy usage in TWh (terawatt-hours) • Updated bi-weekly with real hash rate data • 378 historical data points (Aug 2011 - Jan 2026) 2. COST CALCULATION FORMULA Electricity Cost per BTC = (TWh per year / 365.25 days) × (10^9 to convert to kWh) / (BTC mined per day) × (Electricity price per kWh) Total Cost per BTC = Electricity Cost / (Electricity % of total costs) 3. BTC MINED PER DAY Blocks per day (144) × Block reward • 2009-2012: 50 BTC/block = 7,200 BTC/day • 2012-2016: 25 BTC/block = 3,600 BTC/day • 2016-2020: 12.5 BTC/block = 1,800 BTC/day • 2020-2024: 6.25 BTC/block = 900 BTC/day • 2024+: 3.125 BTC/block = 450 BTC/day 4. MINER PRICE METRIC Spot close price + (Transaction fees per day / BTC mined per day) • Currently simplified with fees = 0 • Shows true revenue per BTC for miners 5. PROFIT MARGIN CALCULATION ((Miner Price / Total Cost) - 1) × 100 • Smoothed with 365-day SMA • Shows sustainable annual profitability ═══ BEST PRACTICES ═══ ✅ DO: • Use on DAILY timeframe for accuracy (designed for daily data) • Combine with on-chain metrics (SOPR, MVRV, Puell Multiple) • Layer with traditional TA for entry/exit timing • Understand this is AVERAGE global cost (varies by miner) • Use as macro filter, not short-term trading signal • Check profit margins during capitulation events ❌ DON'T: • Use as sole indicator for short-term trades • Ignore that efficient miners have much lower costs • Forget that cost is constantly rising (hash rate + difficulty) • Assume price can't go below cost (it can temporarily) • Trade based only on cost - liquidity events can wick lower • Expect instant reversals at cost levels ═══ HISTORICAL PERFORMANCE ═══ Major Bitcoin bottoms near/below production cost: 📅 November 2011 Price: ~$2 | Cost: ~$5 → 60% below cost, -95% drawdown → Bottom signal ✓ 📅 January 2015 Price: ~$150 | Cost: ~$180 → 17% below cost, -85% drawdown → Bottom signal ✓ 📅 December 2018 Price: ~$3,200 | Cost: ~$3,500 → 9% below cost, -84% drawdown → Bottom signal ✓ 📅 November 2022 Price: ~$15,500 | Cost: ~$17,000 → 9% below cost, -77% drawdown → Bottom signal ✓ Pattern: When price trades below production cost, accumulation zone. ═══ TECHNICAL NOTES ═══ • Built with Pine Script v5 • Data source: Cambridge Centre for Alternative Finance (CBECI) Updated Quaterly by Request • All dates/values verified against official CSV dataset • Electricity price adjusts based on major mining regime shifts • Uses series variables for proper historical calculation • Forward-fills data between CBECI update periods • Accounts for all 4 halvings in BTC history ═══ DATA PERIODS EXPLAINED ═══ 🏭 PRE-JUNE 2019 ($0.05/kWh) Early mining era, distributed hobby miners, average global cost 🇨🇳 JUNE 2019 - APRIL 2021 ($0.04/kWh) China dominance period, cheap hydropower in Sichuan/Yunnan 🌍 MAY 2021 - APRIL 2024 ($0.05/kWh) China ban, Western migration, renewable energy transition 🔮 POST-APRIL 2024 ($0.05/kWh) 4th halving, institutional mining, current era ═══ UNDERSTANDING MINING ECONOMICS ═══ ⚡ ELECTRICITY = 60% OF COST (Default) └─ Largest variable expense for miners └─ Directly tied to hash rate and difficulty 🔧 OTHER COSTS = 40% ├─ ASIC hardware (depreciation) ├─ Facility rent and cooling ├─ Labor and maintenance ├─ Internet and infrastructure └─ Insurance and legal 💰 REVENUE SOURCES ├─ Block subsidy (newly minted BTC) └─ Transaction fees (variable, usually 2-10% of revenue) 📉 MINER BEHAVIOR • Profitable: Accumulate BTC, expand operations • Break-even: Hold BTC, maintain operations • Unprofitable: Forced selling, potential capitulation ═══ ADVANCED USE CASES ═══ 🔬 SCENARIO ANALYSIS → Adjust electricity costs to model different regions → US miners: $0.05-0.07/kWh → Nordic miners: $0.02-0.04/kWh → Middle East: $0.01-0.03/kWh 📊 COMBINE WITH ON-CHAIN DATA → Miner Net Position Change (selling pressure) → Hash Ribbons (miner capitulation indicator) → Difficulty Ribbon (hash rate compression) → Puell Multiple (miner revenue extremes) 🎯 MULTI-TIMEFRAME CONFLUENCE → Weekly chart: macro trend and cost support → Daily chart: precise entry/exit near cost → 4H chart: short-term reactions at cost levels 🌐 CORRELATION TRADING → Miner stocks (MARA, RIOT, CLSK) vs BTC cost → When BTC < cost, miner stocks typically -30-50% → Energy prices (oil, nat gas) affect mining costs ═══ LIMITATIONS & CONSIDERATIONS ═══ ⚠️ AVERAGE COST, NOT ACTUAL • Large miners with PPAs have costs as low as $0.02-0.03/kWh • Inefficient miners may have costs 2-3x the average • This shows network-wide average for reference ⚠️ ELECTRICITY PRICE ASSUMPTIONS • Static periods vs. dynamic energy markets • Renewable energy % growing = lower average cost over time • Geographic distribution matters (Texas vs. Kazakhstan) ⚠️ DOESN'T INCLUDE • ASIC efficiency improvements (more hash/watt) • Stranded energy and flare gas mining • Government subsidies or penalties • Seasonal variations (wet/dry seasons) ⚠️ LAGGING INDICATOR • CBECI data updates every ~14 days • Historical data, not forward-looking • Cost always rises, but at variable rate ═══ DISCLAIMER ═══ This indicator visualizes Bitcoin's estimated global average production cost based on publicly available electricity consumption data and modeled pricing assumptions. It does NOT: • Guarantee future price movements or bottoms • Account for individual miner profitability variations • Include all operational costs (simplified to electricity %) • Predict miner capitulation or selling pressure • Constitute financial advice or buy/sell signals Production cost is A REFERENCE POINT, not a hard floor. Price can and has traded below cost during extreme capitulation events. Market liquidity, macro conditions, and sentiment often override cost-basis logic in the short term. Always conduct your own research and use proper risk management. 📚 EDUCATIONAL USE ONLY | NOT FINANCIAL ADVICE ═══ RESOURCES ═══ Cambridge Bitcoin Electricity Consumption Index (CBECI) → ccaf.io/cbnsi/cbeci Bitcoin Mining Economics → insights.braiins.com/en/ Block Reward Halving Schedule → bitcoinblockhalf.com/ Difficulty & Hash Rate Charts → blockchain.com/charts/difficulty Understanding ASIC Mining → academy.binance.com/en/articles/what-is-an-asic-miner Mining Profitability Calculator → coinwarz.com/mining/bitcoin/calculator On-Chain Miner Metrics → cryptoquant.com/ Energy & Mining Data → hashrateindex.com/ ═══════════════════════════════════════════════════════════ Built for the Bitcoin community 🚀 Because understanding the cost of production is fundamental analysis 💎 ═══════════════════════════════════════════════════════════
Pine Script®指標
由VickzinBK提供
MSTR / BTC RSMSTR Relative Strength vs. BTC Watch its 20-day and 60-day moving averages: 20-day MA > 60-day MA: MSTR is showing relative strength 20-day MA < 60-day MA: MSTR is showing relative weakness A common topping signal: BTC is still trading near the highs but the MSTR/BTC ratio has already started to weaken first Bottoming / stabilization confirmation: If any 2 of the following conditions are met, it counts as an initial sign of stabilization: * BTC has gone 10 consecutive trading days without making a new low * MSTR has gone 10 consecutive trading days without making a new low * MSTR has reclaimed its 20-day moving average * The 20-day MA of the MSTR/BTC RS ratio crosses above the 60-day MA ------------------ RS = MSTR / BTC based on USD price MSTR 相对 BTC 的强弱比 看它的 20 日均线和 60 日均线： 20 日均线 > 60 日均线：MSTR 相对强 20 日均线 < 60 日均线：MSTR 相对弱 逃顶时经常出现： BTC 还在高位 MSTR/BTC 比值已经先走弱 底部止跌确认： 满足任意 2 条就算开始止跌： - BTC 连续 10 个交易日没有创新低 - MSTR 连续 10 个交易日没有创新低 - MSTR 站上 20 日均线 - MSTR/BTC 的 RS 比值 20 日均线上穿 60 日均线
Pine Script®指標
由lotus_kkk提供
Adaptive SuperTrend Oscillator [QuantAlgo]🟢 Overview The Adaptive SuperTrend Oscillator transforms the classic SuperTrend indicator into a normalized momentum score that adapts to changing market conditions. Instead of displaying a simple above/below signal on the price chart, it measures how far price has moved from the SuperTrend line and scales that distance against an Efficiency Ratio-driven ATR that automatically adjusts between trending and ranging environments. The result is a centered oscillator with dynamically calculated overbought and oversold thresholds, helping traders read the strength behind a trend rather than just its direction, across different markets and timeframes. 🟢 How It Works The foundation of the indicator is the distance between the closing price and the SuperTrend line: = ta.supertrend(active_multiplier, active_atr_length) price_distance = close - supertrend_line A positive distance means price is above the SuperTrend line, indicating a bullish condition. A negative distance indicates price is below it, reflecting a bearish condition. The raw distance alone is not directly comparable across instruments or timeframes, so the indicator normalizes it using an adaptive ATR. The normalization layer is driven by an Efficiency Ratio, which measures how directionally efficient recent price movement has been. It compares the net price change over the lookback window against the total path length traveled: price_change = math.abs(close - close ) path_length = math.sum(math.abs(close - close ), active_er_length) efficiency_ratio = path_length != 0 ? price_change / path_length : 0.0 A high Efficiency Ratio means price is moving in a consistent direction with little back-and-forth. A low ratio indicates choppy, non-directional movement. This reading is then used to blend between a fast and slow ATR period: adaptive_atr = efficiency_ratio * ta.atr(active_norm_fast) + (1.0 - efficiency_ratio) * ta.atr(active_norm_slow) score = adaptive_atr != 0 ? price_distance / adaptive_atr * 100 : 0.0 During trending conditions the fast ATR period is weighted more heavily, allowing the score to move more freely. During choppy conditions the slow ATR period dominates, dampening the score and reducing low-conviction readings. The final score is expressed as a percentage of the adaptive ATR, making it directly comparable across different instruments and volatility environments. Overbought and oversold levels are derived dynamically from the rolling standard deviation of the score itself rather than fixed values: score_deviation = ta.stdev(score, 100) ob_extreme = score_deviation * 3 ob_level = score_deviation * 2 os_level = -score_deviation * 2 os_extreme = -score_deviation * 3 This means the threshold levels expand during volatile periods and contract during quiet ones, keeping the overbought and oversold zones statistically consistent relative to recent score behavior. 🟢 Signal Interpretation ▶ Bullish Trend (Score Above Zero, Outside Neutral Zone, Green): When the score is positive and exceeds the neutral threshold, the oscillator confirms that price is above the SuperTrend line and momentum is directionally efficient enough to register. The score's gradient intensity reflects how far momentum has extended relative to the adaptive ATR baseline. The trend remains bullish until the score crosses back below zero or into the neutral zone. ▶ Bearish Trend (Score Below Zero, Outside Neutral Zone, Red): When the score is negative and falls below the neutral threshold, the oscillator confirms that price is below the SuperTrend line. A deeper negative score indicates stronger downside momentum relative to the normalization baseline. The trend remains bearish until the score crosses back above zero or into the neutral zone. ▶ Neutral Zone (Score Within Threshold, Grey): When the absolute score value is within the neutral threshold, the oscillator treats the reading as non-directional regardless of which side of zero it sits on. This filters out low-conviction conditions where the SuperTrend distance is small relative to the adaptive ATR, preventing the indicator from registering trend signals during consolidation or choppy price action. ▶ Overbought and Oversold Levels (2σ and 3σ Bands): When the score reaches the 2σ or 3σ bands, it indicates that momentum has extended significantly relative to its own recent history. These are not reversal signals by themselves, but they mark zones where the trend is stretched and worth monitoring for potential exhaustion. 🟢 Features ▶ Preconfigured Presets: Three parameter sets cover different trading approaches. "Default" uses moderate SuperTrend sensitivity for swing trading on 4-hour and daily charts. "Fast Response" tightens the SuperTrend bands and shortens normalization windows for intraday use on 5-minute to 1-hour charts. "Smooth Trend" widens the SuperTrend bands and extends normalization windows for position trading on daily and weekly timeframes. ▶ Built-in Alerts: Seven alert conditions cover the full range of oscillator states. Trend transition alerts fire when the score crosses into bullish, bearish, or neutral territory. Separate alerts trigger when the score reaches the 2σ overbought or oversold levels and again when it reaches the more extreme 3σ levels, enabling graduated monitoring without requiring constant chart observation. ▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) coordinate colors across the score line, ribbon fills, overbought/oversold bands, and optional bar coloring. The ribbon uses three fill layers between the score line and zero, each at increasing transparency, creating a gradient that visually represents the weight of momentum behind the current reading. Optional bar coloring applies trend state colors directly to price bars for quick multi-timeframe reference.
Pine Script®指標
由QuantAlgo提供
2
APEX ELITE . 2━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ◈ APEX ELITE . 2 Open Source Pine Script v6 · Panel-Only Edition · Zero Chart Clutter ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ NOT FINANCIAL ADVICE — See full disclaimer at the bottom. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS APEX ELITE? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a single, unified intraday dashboard that replaces what would otherwise require 8 or more separate indicators. Everything runs internally and surfaces through one clean, color-coded panel. Your chart stays completely uncluttered — no extra lines, no overlapping boxes, no noise. Built specifically for intraday traders who need instant situational awareness: → Is there a signal right now? → What is the trend across multiple timeframes? → Where are the key levels? → How strong is the current edge? All of that — answered in a single glance at the panel. 🔑 Key principles: • All signals fire on confirmed bars only — zero repainting • 12+ factors combine into one composite score before any signal fires • Session clock tracks 8 intraday phases so you always know the market context • Compact Mode available for smaller screens • 22 configurable alert conditions built in ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE 12 MODULES — COMPLETE BREAKDOWN ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ BLOCK A — SIGNAL COMMAND ─────────────────────────── The top block of the panel. Shows the current signal state in large text — ▲ CALL SIGNAL, ▼ PUT SIGNAL, or ● WATCHING — along with the live composite edge score and directional bias. • Signal State: CALL / PUT / WATCHING — updates every confirmed bar • Edge Direction: BULL / BEAR / NEUT with score out of 100 (e.g. "BULL 82/100") • Edge Bar: 10-block visual bar showing edge % (████████░░) • Bull / Bear pts: Raw scores shown side-by-side for comparison The background color of this row changes: green for CALL, red for PUT, neutral for watching. ▸ BLOCK B — INTRADAY LEVELS ──────────────────────────── Every key price level an intraday trader needs, all in one place. • VWAP Zone: Which of 6 zones price is in — Above +2σ / +1→+2σ / VWAP→+1σ / -1→VWAP / -2→-1σ / Below -2σ • VWAP Distance: Real-time % distance of close from VWAP (e.g. +0.42% dist) • PMH / PML: Pre-Market High and Low — the most important intraday reference levels. A break of PMH or PML triggers the maximum +20 trigger points. • FCH / FCL: First Candle High and Low (configurable: 1/2/3/5/15 min). Also shows the first candle's range as a %. • Supply / Demand: Nearest unmitigated supply zone above price and demand zone below price — with total active zone count. • Level Break: Live readout when PMH, PML, FCH, or FCL is broken on the current bar. ▸ BLOCK C — MOMENTUM STACK ─────────────────────────── A complete multi-timeframe picture of trend alignment. • SMA 9 (cyan): Short-term momentum MA. Above = bullish micro trend. • SMA 21 (gold): Medium momentum MA. The primary intraday trend filter. • SMA 50 (orange): Intermediate trend. Pullback entries reference this level. • SMA 200 (red): Long-term macro trend. Above = bull market context. • MA Alignment: Count of MAs on each side (e.g. 4/4 bull). Full stack = strongest signal. • MA Stack Order: Full Bull Stack confirmed when 9 > 21 > 50 > 200 all correctly ordered. • EMA Ribbon: EMA 8 vs EMA 21 — ribbon direction shows short-term momentum. • MTF Alignment: Per-timeframe arrows (▲5m ▲15m ▼1h) — instantly see each TF at a glance. • Daily Context: Daily EMA 9 vs EMA 21 — trade with the daily trend for the highest quality setups. Tip: MTF 3/3 aligned + MA 4/4 bull + daily EMA bull = the highest conviction entries. ▸ BLOCK D — MARKET STRUCTURE ────────────────────────────── The highest-conviction trigger events in the system. • Liquidity Sweep: Price briefly violates a 20-bar extreme before reversing — a classic stop hunt. Tracks age in bars (e.g. "▲ Bull (3b ago)"). • Structure Break (MSB): Close crosses a confirmed 10-bar pivot high or low. The strongest directional confirmation. Also tracks age. • Squeeze: Bollinger Bands contracting inside Keltner Channels = coiling volatility. Shows bars coiling. Fires on expansion. • Squeeze Momentum: Rising / Falling / Flat direction of momentum during the squeeze. • ADX: Average Directional Index — Strong (>30) / Trending (20-30) / Choppy (<20). • DI+ / DI-: Split readout showing directional pressure. Both Sweeps and MSBs add the maximum trigger bonus (+20 pts) to the score. ▸ BLOCK E — RISK ENGINE ──────────────────────── Everything needed to size and manage a trade the moment a signal appears. • ATR 14: 14-period Average True Range — raw volatility in price points. • Stop 1× / 1.5× / 2×: Three stop-loss distances pre-calculated simultaneously. Choose based on your risk tolerance. • Volume Ratio: Current volume as a multiple of the 20-bar average (e.g. 1.8× avg). • Volume: "▲ SPIKE" label when volume clears your configured threshold. "Normal" otherwise. • RSI 14: 14-period RSI with contextual labels — OB (>70), OS (<30), Elevated, Depressed, Neutral. ▸ BLOCK F — LIQUIDITY HEATMAP ( Inspired by BigBeluga — Dynamic Liquidity HeatMap Profile ) ────────────────────────────────────────────────────────────── This module is inspired by the methodology from BigBeluga's excellent Dynamic Liquidity HeatMap Profile indicator. It uses ATR-normalized, volume-weighted pivot analysis over a configurable lookback (default 300 bars) to determine whether buy-side or sell-side liquidity is dominant. • Liq Bias: Buy-Side / Sell-Side / Balanced — with dominant side percentage (e.g. "Buy-Side 73%") • Vol Intensity: Graphical bar (▓▓▓░░) showing current volume activity as % of the 300-bar max • Score Impact: +5 bull score when buy-side > 60% · +5 bear score when sell-side > 60% Full credit to BigBeluga for the original concept. Please visit and support their work. ▸ BLOCK G — REVERSAL PROBABILITY ZONE ( Inspired by LuxAlgo — Reversal Probability Zone & Levels ) ────────────────────────────────────────────────────────────── This module ports the exact algorithmic core of LuxAlgo's Reversal Probability Zone & Levels indicator. It builds two separate databases of historical swing moves — one bullish, one bearish — tracking both the price magnitude and bar duration of every confirmed pivot. From these it calculates statistical percentile targets for the most likely next move. • Forecast Bias: ▲ Bull or ▼ Bear — direction expected after the last pivot • 25th / 50th Percentile: Conservative and median price targets (e.g. 518.40 / 521.20) • 75th / 90th Percentile: Aggressive and maximum targets (e.g. 524.80 / 528.50) • Duration: Expected bar count to reach each target (e.g. "8 bars / 22 bars") • Pivot Count: Total swings tracked — more pivots = more statistically reliable readings Full credit to LuxAlgo for the original algorithm. Licensed under CC BY-NC-SA 4.0. ▸ BLOCK H — STANDARD DEVIATION CHANNEL ──────────────────────────────────────── A linear regression channel fitted to the last N bars (default 128). Shows where price sits statistically within the current trend. • Channel Zone: One of 6 zones — Above +2σ / +1→+2σ / Mid→+1σ / -1→Mid / -2→-1σ / Below -2σ • Trend Direction: Rising / Falling / Flat based on the regression slope • Pearson R: Correlation coefficient. Above 0.8 = very clean trend. Below 0.5 = noisy/ranging. • Midline Distance: % distance of close from the regression center line Best CALL zone: "Mid → +1σ" on a rising channel. Best PUT zone: "Mid → -1σ" on a falling channel. Avoid entries when zone shows "Above +2σ" or "Below -2σ" — price is statistically extended. ▸ BLOCK I — RSI DIVERGENCE ( Libertus Method ) ───────────────────────────────────────────── Detects bull and bear RSI divergences by comparing price swing extremes against RSI swing extremes over a configurable lookback window (default 90 bars). • Bull Divergence: Price makes lower low but RSI makes higher low — hidden strength, potential reversal up • Bear Divergence: Price makes higher high but RSI makes lower high — hidden weakness, potential reversal down • Age Tracking: "Bull Div (3b ago)" or "Bull Div ✦ NOW" — shows exactly how fresh the divergence is • RSI Value: Current reading with OB / OS labels • Score Bonus: +5 bull score on bull divergence · +5 bear score on bear divergence Credit to Libertus for the divergence detection methodology. ▸ BLOCK J — SESSION CLOCK ────────────────────────── Intraday trading is entirely timing-dependent. This block tracks 8 distinct market phases, each color-coded by typical volatility profile. PRE-MKT → 4:00 – 9:30 AM ET (PMH/PML building) OPEN (HOD/LOD) → 9:30 – 10:00 AM ET (highest volatility, initial direction) AM SESSION → 10:00 – 11:30 AM ET (best signal quality window) LUNCH APPROACH → 11:30 – 12:00 PM ET (momentum slowing) LUNCH CHOP → 12:00 – 1:30 PM ET (avoid new entries) PM SESSION → 1:30 – 2:30 PM ET (trend continuation or reversal) POWER HOUR NEAR → 2:30 – 3:00 PM ET (institutional activity increasing) POWER HOUR → 3:00 – 4:00 PM ET (highest volume, strongest moves) Also shows time remaining in RTH. Turns gold when less than 60 minutes remain. ▸ BLOCK K — COMPOSITE EDGE SCORE ─────────────────────────────────── Instead of just showing one number, this block breaks the score into individual factor bars — each showing exactly how much it is contributing. You can see not just THAT the score is high, but WHY. VWAP → ████░ (max 15 pts) MTF → █████ (max 15 pts) MA → ████░ (max 12 pts) Momentum → ███░░ (max 5 pts) Volume → ██░░░ (max 10 pts) Trigger → █████ (max 20 pts ← most important) ADX → ████░ (max 8 pts) Edge → ████░ (overall 0-100) A high score driven purely by momentum without a trigger event is weaker than one with everything aligned. ▸ BLOCK L — FRACTAL BASE ( Inspired by LuxAlgo — Fractal Base Indicator ) ────────────────────────────────────────────────── This module ports the core logic from LuxAlgo's Fractal Base Indicator. A fractal is a confirmed swing pivot where price has N bars of context on both sides — these represent the most significant recent support and resistance levels because they show where price genuinely reversed. • Fractal Res: Last confirmed fractal HIGH — price + bars since + % distance from close • Fractal Sup: Last confirmed fractal LOW — price + bars since + % distance from close • Price Bias: "Above Res" (price broke resistance) / "Below Sup" (broke support) / "In Range" (between levels) • Fractal Event: "New High Fractal" or "New Low Fractal" when a new fractal confirms this bar • Score Bonus: +4 pts near fractal support/resistance · +3 pts when level is broken • Configurable: Fractal Periods input — 2 = 5-bar fractal (default), 1 = 3-bar, 3 = 7-bar Full credit to LuxAlgo for the original indicator concept. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SCORING ENGINE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Bull and bear scores are calculated independently on every confirmed bar. A signal only fires when the score clears the threshold AND key filters are simultaneously met. COMPONENT MAX PTS CONDITION ──────────────────────────────────────────────────────────── VWAP Zone 15 / 8 15 inside ±1σ · 8 correct side outside band MTF Alignment 15 / 8 15 all 3 TFs aligned · 8 for 2 of 3 MA Alignment 12/7/3 12 for 4/4 · 7 for 3/4 · 3 for 2/4 EMA Ribbon 5 EMA 8 vs 21 direction Volume Spike 10 Volume > mult × 20-bar avg AND correct direction Trigger Event 20 ★ PMH/PML/FCH/FCL break · Sweep · MSB ADX Strength 8 / 5 8 if ADX >30 · 5 if ADX 20-30 Squeeze Fire 5 Squeeze fires in signal direction ABC Harmonic 5 Active harmonic pattern aligned RSI Zone 5 RSI 50-70 for bull · 30-50 for bear RSI Divergence 5 Bull/bear divergence active Liq HeatMap Bias 5 Buy/sell-side >60% Std Dev Channel 4 Price in sweet zone on correct trend Daily EMA Trend 4 Daily chart EMA alignment S/D Zone Proximity 3 Within 0.3% of demand (bull) or supply (bear) Fractal Proximity 4 / 3 Within 0.25% of fractal level / level broken ──────────────────────────────────────────────────────────── ★ Trigger Event carries the most weight. A signal without a trigger is unlikely to fire. DEFAULT THRESHOLD: 65 pts Raise to 75+ for fewer but higher-quality signals. Lower to 55 on very active trending days. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A CALL signal requires ALL of the following simultaneously: ✅ Bull score ≥ threshold ✅ Close above VWAP (hard filter) ✅ MTF alignment 2/3 or better ✅ Active trigger event (PMH break / FCH break / Bull Sweep / MSB ▲ / Squeeze bull) ✅ barstate.isconfirmed — never fires mid-bar, zero repainting ✅ RTH session active (if RTH Only setting is on) A PUT signal requires ALL of the following simultaneously: ✅ Bear score ≥ threshold ✅ Close below VWAP (hard filter) ✅ MTF alignment 2/3 or better (bearish) ✅ Active trigger event (PML break / FCL break / Bear Sweep / MSB ▼ / Squeeze bear) ✅ barstate.isconfirmed ✅ RTH session active (if RTH Only setting is on) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 22 ALERT CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ To set up: Right-click the indicator → Add Alert → Select condition. All alerts include: ticker · close price · timestamp. SIGNAL ALERTS ▲ CALL Signal — Full CALL criteria met ▼ PUT Signal — Full PUT criteria met ◆ Any Signal — Either CALL or PUT LEVEL BREAK ALERTS → PMH Breakout — Close crosses pre-market high → PML Breakdown — Close crosses pre-market low → FCH Break — Close crosses first candle high → FCL Break — Close crosses first candle low STRUCTURE ALERTS → Sweep CALL — Bull sweep + above VWAP → Sweep PUT — Bear sweep + below VWAP → MSB Bull — Market structure break upward → MSB Bear — Market structure break downward MOMENTUM ALERTS → Squeeze Bull Fire — Squeeze fires with bullish close → Squeeze Bear Fire — Squeeze fires with bearish close → MA Full Bull Stack — All 4 MAs correctly ordered up → MA Full Bear Stack — All 4 MAs correctly ordered down DIVERGENCE & LIQUIDITY → RSI Bull Divergence — Bull div detected → RSI Bear Divergence — Bear div detected → Liq Buy Bias — HeatMap buy-side > 60% → Liq Sell Bias — HeatMap sell-side > 60% PREMIUM ALERTS ★ High Edge (80+) — Composite edge score reaches 80 — premium setup → New High Fractal — New confirmed fractal high (LuxAlgo logic) → New Low Fractal — New confirmed fractal low (LuxAlgo logic) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS QUICK REFERENCE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SESSION & TIME Pre-Market Session → 0400-0930 ET (adjust for your exchange) RTH Session → 0930-1600 ET First Candle Length → 1 / 2 / 3 / 5 / 15 minutes RTH Signals Only → On by default (recommended) SIGNAL ENGINE Min Score to Signal → 65 (raise for fewer signals, lower for more) Volume Spike Mult → 1.4× (volume must be this × the 20-bar average) MOVING AVERAGES MA Type → SMA / EMA / WMA (switches all 4 simultaneously) MA Lengths → 9 / 21 / 50 / 200 (individually configurable) REVERSAL PROB ZONE (LuxAlgo) Swing Length → 20 (pivot sensitivity) Max Reversals → 1000 (database cap) Percentiles → 25 / 50 / 75 / 90 (target levels to display) FRACTAL BASE (LuxAlgo) Fractal Periods → 2 = 5-bar fractal | 1 = 3-bar | 3 = 7-bar STD DEV CHANNEL Regression Length → 128 bars (shorter = more reactive) RSI DIVERGENCE RSI Length → 14 OB / OS Levels → 70 / 30 Divergence Lookback → 90 bars DISPLAY Panel Position → Top Right / Top Left / Bottom Right / Bottom Left Compact Mode → Hides sub-rows to shrink panel height ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO READ THE PANEL — QUICK CHECKLIST ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Before entering any trade, run through these 9 checks: ① Signal showing CALL or PUT? (not just Watching) ② Score at or above your threshold? ③ On the correct side of VWAP? ④ MTF at least 2/3 aligned? ⑤ Channel zone in a reasonable position? (avoid Above +2σ for CALLs) ⑥ Fractal Bias showing "Above Res" (CALL) or "Below Sup" (PUT)? ⑦ RPZ showing a clear price target with enough room for your R:R? ⑧ What was the trigger event? (MSB and Sweep are strongest) ⑨ Can you fit your stop within the 1.5× ATR distance? If you can answer yes to most of these — the setup has strong confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CREDITS & ACKNOWLEDGEMENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE was built with deep respect for the Pine Script community. Several modules are directly inspired by the outstanding published work of: 🏆 LuxAlgo Two modules in APEX ELITE are inspired by LuxAlgo's indicators: → Block G (Reversal Probability Zone) ports the core algorithmic logic from LuxAlgo's "Reversal Probability Zone & Levels" — including the exact pivot detection method, price/bar delta database, and percentile target calculation. Licensed under CC BY-NC-SA 4.0. → Block L (Fractal Base) implements the fractal high/low detection and support/resistance logic from LuxAlgo's "Fractal Base Indicator". LuxAlgo's original indicators are published at: tradingview.com/u/LuxAlgo/ All credit for these algorithmic approaches belongs entirely to LuxAlgo. 🏆 BigBeluga → Block F (Liquidity HeatMap) is inspired by BigBeluga's "Dynamic Liquidity HeatMap Profile" indicator. The volume-normalized, pivot-based liquidity bias methodology is adapted from their approach. BigBeluga's work can be found at: tradingview.com/u/BigBeluga/ Please visit and support their original publications directly. 🏆 Libertus → Block I (RSI Divergence) implements the divergence detection method from Libertus's "RSI Divergences" indicator. Thank you to all three creators for sharing their knowledge with the community. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER — PLEASE READ IN FULL ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a technical analysis tool published for EDUCATIONAL and INFORMATIONAL purposes only. ❌ It does NOT constitute financial advice. ❌ It does NOT constitute investment advice. ❌ It does NOT constitute trading recommendations. ❌ It is NOT a solicitation to buy or sell any financial instrument. All information displayed by this indicator is derived from historical price data and mathematical calculations. Past signal performance does NOT guarantee or predict future results. Financial markets are inherently unpredictable and all trading involves significant risk, including the potential loss of your entire invested capital. The author of APEX ELITE is not a licensed financial advisor, broker, dealer, or investment professional. Nothing in this indicator or its documentation should be interpreted as personalized investment advice tailored to your individual financial situation, risk tolerance, or investment objectives. YOU are solely responsible for all trading decisions you make. Always conduct your own independent research and due diligence. Always use proper risk management — including position sizing and stop-loss orders. Never trade with money you cannot afford to lose. If you are uncertain about any aspect of trading or investing, consult a licensed financial professional in your jurisdiction. By adding this indicator to your chart, you acknowledge that you have read and understood this disclaimer, and that any trading decisions you make based on or influenced by this indicator are entirely your own responsibility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Pine Script v6 · Not Financial Advice · Educational Use Only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EOF
Pine Script®指標
由ALA3提供
Bot Webhook v8.4 [BTC]Bot Webhook v8.4 - Optimized Multi-Timeframe Signal Generator ======================================== ENGLISH (EN) ======================================== Data-driven signal generation for BTC/USD with timeframe-specific filters (30S-20m), Keltner Squeeze Detection and Volatility Regime Recognition. Optimized from 136 signals + 9406 1m candles. OVERVIEW This script is the BTC/USD-specific version of Bot Webhook v8.4. It generates Long and Short signals with a confidence score and sends them as JSON alerts to a webhook endpoint. The symbol "BTCUSD" is hardcoded in the alert - ideal for use with an automated trading bot. Base: v7.3 TF-specific filters (proven) + v8.0 Keltner/Regime (Squeeze SHORT only) SIGNAL LOGIC LONG Signals (v7.3 Base): - RSI < TF-specific threshold (Oversold) - Stochastic K < TF-specific threshold - RSI Slope > TF-specific threshold (Momentum reversal) - ADX < TF-specific threshold (no excessive counter-trend) - Proven performance: 68.2% $20-rate, R/R 1.48x SHORT Signals (v7.3 Base + Keltner Squeeze): - RSI > TF-specific threshold (Overbought) - Stochastic K > TF-specific threshold - RSI Slope < TF-specific threshold (Momentum reversal) - Squeeze SHORT: Bollinger inside Keltner + bearish momentum - Proven performance: 53.8% $20-rate, R/R 1.39x (Squeeze) INDICATORS - EMA 20/50/200 (Trend detection + filter) - RSI 14 + RSI Slope (Momentum + direction change) - Stochastic RSI (Overbought/Oversold conditions) - MACD 12/26/9 (Momentum confirmation) - Bollinger Bands 20/2.0 (Volatility + Squeeze Detection) - Keltner Channel 20/1.5 (Squeeze Detection) - ADX 14 (Trend strength) - ATR 14 (Stop Loss / Take Profit calculation) - Volume SMA 20 (Volume confirmation) REGIME DETECTION Trend Regime (EMA-based): - STRONG_TREND_UP / STRONG_TREND_DOWN - WEAK_TREND_UP (BLOCKED - 0% success rate!) - WEAK_TREND_DOWN / NEUTRAL Volatility Regime (ADX + ATR Percentile): - TRENDING_HIGH_VOL / TRENDING_LOW_VOL - SQUEEZE_BUILDING / BREAKOUT_IMMINENT - RANGING_HIGH_VOL / RANGING_LOW_VOL - TRANSITIONAL CONFIDENCE CALCULATION Base confidence from verified win rates per timeframe (0.72-0.92) Modifiers: + Extreme RSI/StochK values (+0.03 to +0.05) + Trending High Vol Regime (+0.04) - Ranging High Vol Regime (-0.08) - Squeeze Building (-0.03) - Counter-trend (-0.10) - Low Volume (-0.05) Min. confidence for alert: 70% (adjustable) STOP LOSS / TAKE PROFIT Base trades: ATR x 1.5 (SL) / ATR x 2.5 (TP) = R/R 1:1.67 Squeeze trades: ATR x 1.2 (SL) / ATR x 3.0 (TP) = R/R 1:2.5 TIMEFRAMES Supported: 30S, 45S, 1m-20m (each with individually optimized thresholds) Best TFs: 30S (47.1%), 45S (34.8%), 12m+ (33%+) 4m: LONG + SHORT disabled (no data) WEBHOOK ALERT FORMAT (JSON) {"signal":"long/short", "symbol":"BTCUSD", "timeframe":"...", "price":..., "source":"Bot_Webhook_v84", "confidence":..., "metadata":{"entry":..., "stop_loss":..., "take_profit":..., "atr":..., "adx":..., "rsi":..., "rsi_slope":..., "stoch_k":..., "signal_type":"...", "strategy":"...", "regime":"...", "vol_regime":"...", "expected_wr":"..."}} SETUP 1. Apply script to BTCUSDT/BTCUSD chart 2. Select desired timeframe (30S-20m) 3. Create alert and enter webhook URL 4. Create a separate alert for each timeframe Other versions available: ETH, SOL AUTOMATED TRADING BOT Want to automate these signals? A fully automated trading bot is available that processes the webhook alerts from this script and executes trades automatically - including risk management, position sizing, regime filtering and smart signal validation. - Full bot with live trading or paper trading mode - Processes all signals from this indicator automatically - Built-in risk management with ATR-based SL/TP - Multi-timeframe support (30S-20m) More info: futuresbot.de Or send me a direct message here on TradingView! DISCLAIMER: This strategy is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management. ======================================== DEUTSCH (DE) ======================================== Datengetriebene Signalgenerierung fuer BTC/USD mit TF-spezifischen Filtern (30S-20m), Keltner-Squeeze-Detection und Volatility-Regime-Erkennung. Optimiert aus 136 Signalen + 9406 1m-Candles. UEBERBLICK Dieses Script ist die BTC/USD-spezifische Version des Bot Webhook v8.4. Es generiert Long- und Short-Signale mit Confidence-Score und sendet diese als JSON-Alert an einen Webhook-Endpunkt. Das Symbol "BTCUSD" ist fest im Alert eingebettet - ideal fuer den Einsatz mit einem automatisierten Trading-Bot. Basis: v7.3 TF-spezifische Filter (bewaehrt) + v8.0 Keltner/Regime (nur Squeeze SHORT) SETUP 1. Script auf BTCUSDT/BTCUSD Chart anwenden 2. Gewuenschten Timeframe waehlen (30S-20m) 3. Alert erstellen und Webhook-URL eintragen 4. Fuer jeden Timeframe einen separaten Alert erstellen Weitere Versionen verfuegbar: ETH, SOL AUTOMATISIERTER TRADING-BOT Du moechtest diese Signale automatisieren? Es gibt einen vollautomatischen Trading-Bot, der die Webhook-Alerts dieses Scripts verarbeitet und Trades automatisch ausfuehrt - inklusive Risikomanagement, Positionsgroesse, Regime-Filterung und smarter Signal-Validierung. - Kompletter Bot mit Live-Trading oder Paper-Trading-Modus - Verarbeitet alle Signale dieses Indikators automatisch - Integriertes Risikomanagement mit ATR-basiertem SL/TP - Multi-Timeframe-Unterstuetzung (30S-20m) Mehr Infos: futuresbot.de Oder schreib mir eine persoenliche Nachricht hier auf TradingView! HAFTUNGSAUSSCHLUSS: Diese Strategie dient zu Bildungszwecken. Vergangene Performance garantiert keine zukuenftigen Ergebnisse. Nutze stets ein angemessenes Risikomanagement.
Pine Script®指標
由jura1986提供
Ultimate Moving Average Structure System MAX [PRO]Ultimate MA Structure System MAX This indicator provides a complete institutional-style moving average structure visualization tool. Designed for advanced market structure analysis, including: • SMA/EMA multi-layer structure (20 / 60 / 120) • Golden / Death Cross signals • Bullish/Bearish MA Stack detection • Trend Score & Market Phase analysis • Support & Resistance detection • Linear Regression Trend Channel • MA Offset markers and price tags • Full modular control with master switch Market Phase Identification: - Accumulation - Markup - Distribution - Markdown Trend Strength: Provides a numerical trend score based on MA alignment and slope dynamics. Suitable for stocks, forex, crypto, and futures. Intended for research and market structure study purposes only.
Pine Script®指標
由Loyarn提供
ABC Pattern - Buy & Sell Zones IT'S OPEN SOURCE FOR YOU 📊 ABC Pattern — Mathematical Price Target Formula What is the ABC Pattern? The ABC pattern is a price structure that identifies high-probability buy and sell zones using three pivot points: A, B, and C. Instead of relying on subjective analysis, this indicator uses a simple mathematical formula to calculate an exact price target — removing guesswork from your trading. 🧠 The Logic Behind It Price never moves in a straight line. It swings up and down, creating a series of highs and lows. The ABC pattern captures one complete swing cycle and uses the relationship between those three points to project where price is likely to go next. 📐 The Formula Target = (B × C) ÷ A That's it. Three prices. One calculation. One target. 📈 Bullish ABC — Buy Zone Setup Structure: A (Low) → B (High) → C (Higher Low) Rules: A is the starting low B is the peak above A C is a pullback that holds above A (higher low = bullish structure) The formula projects where price should reach after C Example: A = 100 (first low) B = 150 (peak) C = 120 (higher low pullback) Target = (150 × 120) ÷ 100 = 180 Why does this work? When C holds above A, it tells us buyers are stepping in at higher prices. The market structure is healthy. The formula uses the proportional relationship between the three pivots to project a mathematically derived target — not a random level. Invalidation: ❌ A candle closes below C → pattern is cancelled. The higher low structure is broken, meaning sellers have taken control. 📉 Bearish ABC — Sell Zone Setup Structure: A (High) → B (Low) → C (Lower High) Rules: A is the starting high B is the trough below A C is a bounce that fails below A (lower high = bearish structure) The formula projects the downside target from C Example: A = 200 (first high) B = 150 (trough) C = 180 (lower high bounce) Target = (150 × 180) ÷ 200 = 135 Why does this work? When C fails to reach A, it tells us sellers are entering at lower prices. The market is making lower highs — a classic bearish sign. The formula captures this momentum and projects the next logical price level. Invalidation: ❌ A candle closes above C → pattern is cancelled. The lower high structure is broken, meaning buyers have reclaimed control. ⚙️ How the Indicator Works Pivot Detection The script automatically detects swing highs and lows using a configurable lookback period. A larger lookback finds bigger, more significant patterns. A smaller lookback finds more frequent, shorter-term setups. Pattern Validation Before drawing anything, the script checks three conditions: Time sequence is correct (A → B → C in order) Structure is valid (C is higher than A for bulls / lower for bears) B is the extreme between A and C What gets drawn on the chart: A, B, C labels at each pivot with the price Entry line at C level (where you look to trade) Target line calculated by the formula Colored zone between C and Target (your reward area) Failure level — the line that invalidates the setup % labels showing the move size of each leg 📋 Trading Guidelines BullishBearishEntryNear C (higher low)Near C (lower high)Target(B × C) ÷ A(B × C) ÷ AInvalidationClose below CClose above CBiasUptrend structureDowntrend structure ⚠️ Important Notes This is not a signal indicator. It identifies a mathematical structure. Always combine with your own analysis, volume, and market context. Works on all timeframes and all assets (stocks, crypto, forex, commodities). Adjust the Pivot Lookback setting based on your timeframe: Scalping (1m–5m): Lookback 5–8 Intraday (15m–1H): Lookback 10–15 Swing (4H–Daily): Lookback 15–25 🔔 Alerts Included ✅ Bullish ABC pattern detected ✅ Bearish ABC pattern detected ⚠️ Bullish pattern failed (close below C) ⚠️ Bearish pattern failed (close above C) The formula is simple. The discipline to follow it is what separates consistent traders from the rest.
Pine Script®指標
由ALA3提供
5
Volatility-Adjusted Rate of Change [QuantAlgo]🟢 Overview The Volatility-Adjusted Rate of Change (VA-ROC) is a momentum oscillator that normalizes price changes against current market volatility, helping traders identify meaningful momentum shifts, spot overbought/oversold extremes, and filter out noise caused by changing volatility regimes. By measuring how large a price move is relative to what's normal for the instrument, this indicator reveals genuine directional pressure that raw momentum readings often obscure. 🟢 How It Works The indicator begins by calculating the single-bar price change and dividing it by the Average True Range over a configurable lookback period. This normalization step ensures that the same oscillator reading carries equal significance whether applied to a low-volatility blue chip or a highly volatile cryptocurrency, a concept absent from traditional rate of change indicators. price_momentum = ta.change(close) / ta.atr(atr_length) When price rises by an amount that is large relative to recent volatility, the normalized momentum produces a strong positive reading. Conversely, a decline that is modest in absolute terms but significant relative to the current ATR environment will register appropriately. This volatility-adjustment prevents the oscillator from generating inflated signals during high-volatility regimes or muted signals during quiet markets. A sensitivity multiplier then scales the normalized value, allowing traders to compress or amplify the oscillator's range to suit their instrument and timeframe: va_roc = calc_ma(price_momentum * sensitivity, ma_length, ma_type) The scaled momentum is then smoothed using a configurable moving average (supporting SMA, EMA, WMA, RMA, HMA, VWMA, DEMA, and TEMA), which filters bar-to-bar noise while preserving the shape of genuine momentum waves. The smoothed output is the final VA-ROC value, plotted against a system of four threshold levels that define bullish, bearish, neutral, and extreme zones. Momentum state is determined by the oscillator's position relative to these thresholds: is_bullish = va_roc > upper_threshold is_bearish = va_roc < lower_threshold Crossings into bullish or bearish territory, zero-line crosses, and entries into extreme zones each generate distinct signals and corresponding alerts. 🟢 Key Features The indicator is built around a threshold-based momentum framework with gradient-colored visualization, preset configurations, and a full alert system, all designed to give traders immediate clarity on momentum conditions without manual tuning. 1. Volatility Normalization: Unlike traditional ROC or momentum oscillators that produce raw price differences, VA-ROC divides every price change by the ATR, creating a dimensionless reading that remains consistent across instruments, timeframes, and volatility regimes. A reading of +1.0 always means "price moved one ATR's worth in a single bar", whether you're trading forex, equities, or crypto. This eliminates the need to recalibrate threshold levels when switching between assets. 2. Adaptive Threshold Zones: Four configurable levels (Upper Extreme, Upper Threshold, Lower Threshold, and Lower Extreme) divide the oscillator into five distinct momentum zones. The neutral zone between the upper and lower thresholds represents normal market fluctuation. Crossings above the upper threshold confirm bullish momentum, while crossings below the lower threshold confirm bearish momentum. The extreme levels mark climactic conditions where momentum is unusually powerful, often coinciding with exhaustion points or the early stages of a strong trend continuation. 3. Preset Configurations: Three built-in presets automatically optimize the sensitivity, ATR lookback, MA type, and smoothing length for different trading styles. Default provides balanced readings suited for swing trading on 4H and daily charts. Fast Response amplifies small moves with minimal smoothing for intraday scalping. Smooth Trend compresses the oscillator and applies heavier smoothing to highlight only significant directional moves for position trading. 4. Built-in Alert System: Comprehensive alerts covering all key momentum events, including bullish and bearish momentum confirmation, zero-line crossovers in both directions, and entries into upper and lower extreme zones. A combined momentum direction change alert is also included. All alerts carry exchange, ticker, and interval placeholders for seamless integration with notification workflows. 5. Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Cyber, Neon) or create a fully custom color scheme using individual bullish, bearish, and neutral color pickers. Optional price bar coloring overlays the oscillator's momentum colors directly onto your main chart candles, tinting bars bullish or bearish based on the current threshold state while leaving neutral bars uncolored, providing instant trend confirmation without switching panels.
Pine Script®指標
由QuantAlgo提供
2
Volatility-Gated Trend Oscillator [QuantAlgo]🟢 Overview The Volatility-Gated Trend Oscillator identifies statistically significant trend conditions by measuring price deviation from a dynamic baseline and filtering out normal market noise through an adaptive volatility floor. It calculates a moving average of the chosen type as a baseline, then measures how far price has deviated from it relative to average absolute deviation to define a noise threshold. Only when price breaks decisively beyond this threshold is a trend state confirmed, helping traders distinguish genuine momentum from random noise across different timeframes and markets. 🟢 How It Works The indicator's core methodology lies in its dual-layer approach combining deviation measurement with volatility-gated filtering, where trend confirmation requires price movement to exceed statistically meaningful thresholds. First, a configurable moving average is calculated to establish a dynamic baseline reflecting the underlying trend at the chosen sensitivity level: baseline = get_ma(src, sensitivity, ma_type) raw_diff = src - baseline Then, the average absolute deviation from the baseline is measured over the same period and scaled by a user-defined multiplier to construct an adaptive noise floor, which is the minimum price deviation required to confirm a trend signal: noise_floor = ta.sma(math.abs(raw_diff), sensitivity) * noise_mult The trend state is then determined by comparing raw deviation against this noise floor, with a decay mechanism applied when price re-enters the neutral zone to avoid abrupt reversals: if raw_diff > noise_floor trend_state := 1 locked_val := raw_diff else if raw_diff < -noise_floor trend_state := -1 locked_val := raw_diff else locked_val := locked_val * 0.9 The locked deviation value is then normalized by ATR to make the oscillator comparable across instruments and volatility regimes, and smoothed with a short WMA to reduce micro-fluctuations in the final output: normalized_val = locked_val / ta.atr(sensitivity) final_osc = ta.wma(normalized_val, 5) This creates a robust momentum oscillator that only registers trend conditions when price makes structurally significant moves beyond typical noise, while the ATR normalization ensures readings remain meaningful and consistent regardless of the underlying instrument's price scale or volatility level. 🟢 Signal Interpretation ▶ Bullish Trend (Oscillator Rising Above Zero with Bullish Color): When price deviation breaks above the positive noise floor, the oscillator enters bullish mode with green/bullish coloring across all visual elements = Confirmed upward momentum signal for trend-following long positions. The trend remains bullish until price deviation falls below the negative noise floor, allowing traders to stay positioned through normal consolidations without premature exits on minor pullbacks that remain within the noise boundary. ▶ Bearish Trend (Oscillator Falling Below Zero with Bearish Color): When price deviation breaks below the negative noise floor, the oscillator enters bearish mode with red/bearish coloring across all visual elements = Confirmed downward momentum signal for short positions or long exit signals. The trend remains bearish until deviation exceeds the positive noise floor, enabling traders to maintain directional bias through corrective bounces that stay within the threshold boundaries. 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets tailored for different trading styles and timeframes. "Default" delivers balanced trend detection for swing trading on 4-hour and daily charts, filtering minor noise while remaining responsive to meaningful momentum shifts. "Fast Response" uses a reactive EMA baseline with a tighter noise floor for intraday and scalping timeframes, generating earlier signals suited to active traders on 5-minute to 1-hour charts. "Smooth Trend" applies a smooth, lag-reduced HMA baseline with a demanding noise threshold for position trading on daily and weekly charts, confirming only major directional shifts with minimal false positives. ▶ Built-in Alerts: Three alert conditions enable automated monitoring of trend transitions without constant chart observation. "Bullish Trend Signal" triggers when the oscillator first enters a confirmed bullish state, alerting for potential long entries. "Bearish Trend Signal" activates when the oscillator first enters a confirmed bearish state, signaling potential short entries or long exits. "Trend Direction Changed" provides a combined alert for any trend transition regardless of direction, allowing traders to monitor both bullish and bearish opportunities through a single alert setup. ▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart themes and aesthetic preferences, with coordinated bullish and bearish color schemes applied consistently across all indicator elements. A layered luminance fill system creates graduated visual depth around the main oscillator line using four fill zones at progressively increasing transparency, making trend strength and direction immediately readable at a glance. Optional bar coloring tints price bars with the active trend color during confirmed bullish and bearish periods, providing instant overhead visual confirmation of trend state without requiring direct reference to the oscillator panel below.
Pine Script®指標
由QuantAlgo提供
6
Price Percentile Heatmap [QuantAlgo]🟢 Overview This indicator visualizes where price currently stands within its recent historical distribution, displayed as a dynamic gradient heatmap directly on the chart. It is built on the concept of percentile ranking: rather than using lagging momentum oscillators or fixed overbought/oversold thresholds, it measures price relative to every bar within a user-defined lookback window and expresses that position as a smooth, continuous gradient. The result is an at-a-glance read of whether price is historically cheap, historically expensive, or somewhere in between, all without leaving the main chart. The defining visual feature is the thermal color gradient applied to the price bars, background, and source line. Bullish colors represent price trading near the top of its recent range, signaling historically elevated conditions. Bearish colors represent price trading near the bottom of its range, signaling historically depressed conditions. A built-in Heat Thermometer reinforces this reading by showing exactly where the current percentile rank falls along the full spectrum in real time. 🟢 How It Works The foundation of the indicator is a per-bar percentile rank calculated over a rolling lookback window. For each bar, the selected price source is compared against every value within the lookback period to determine what percentage of historical bars traded below the current price: percentile_rank = ta.percentrank(price_source, lookback_length) A rank of 100 means the current price is higher than every bar in the lookback sample. A rank of 0 means it is lower than all of them. A rank of 50 places price exactly at the median of its recent distribution. This single value drives every visual output in the indicator. The raw rank is then mapped directly into a continuous color gradient, transitioning smoothly from the bearish color at rank 0 to the bullish color at rank 100: gradient_color = color.from_gradient(percentile_rank, 0, 100, bearish_color, bullish_color) Because the rank is recalculated on every bar using a rolling window, the gradient never relies on fixed thresholds or static levels. It adapts continuously to the most recent price history, meaning the same absolute price level can read bullish in one market environment and bearish in another depending on what has happened within the lookback period. The lookback length is the primary tuning parameter. Short periods (10 to 30) make the rank reactive to recent moves and suit scalping and intraday setups. Medium periods (50 to 100) provide a balanced read suitable for swing trading. Long periods (150 to 500) produce a slow-moving, macro-level view best suited for position trading and identifying historically extreme conditions. 🟢 Key Features 1. Thermal Color Gradient Every visual element on the chart, including the source line, the bar colors, and the background tint, reflects the current percentile rank through a smooth color transition. ▶ Bullish Color: Applied when price ranks high within its recent distribution, drawing attention to historically elevated price levels. ▶ Bearish Color: Applied when price ranks low, highlighting historically depressed conditions and potential mean-reversion or continuation setups. ▶ Bar Coloring: Each individual candlestick is colored according to the current rank, giving instant bar-by-bar feedback without requiring a separate panel. ▶ Background Coloring: The full chart canvas receives a semi-transparent tint that reinforces the heatmap reading across the entire visible price area. Transparency is fully adjustable so price action is never obscured. ▶ Color Presets: Six pre-configured schemes, Classic, Aqua, Cosmic, Cyber, Neon, and Custom, allow you to match the heatmap to any chart theme or personal preference. 2. Heat Thermometer An optional thermometer panel displays the full bearish-to-bullish color spectrum and marks exactly where the current percentile rank sits along that spectrum with a real-time arrow indicator. ▶ Real-Time Positioning: The arrow updates on every bar, giving an immediate visual anchor for the current rank without needing to read a number. ▶ Resolution: The number of gradient segments in the thermometer is adjustable from 5 to 20, letting you choose between a clean simplified display or a finer, smoother gradient. ▶ Position and Size: The thermometer can be placed in any of nine chart positions and its text size is independently adjustable, making it easy to integrate into dense multi-indicator layouts or standalone setups. 🟢 Practical Applications ▶ Mean Reversion Setups: When price reaches an extreme low percentile rank, it is historically cheap relative to recent bars, a potential entry signal for mean reversion strategies. The opposite applies at high ranks. ▶ Trend Confirmation: In a strong trend, the percentile rank will persistently hue toward one color. A sustained bullish gradient confirms trend strength; a persistent bearish gradient confirms sustained selling pressure. ▶ Multi-Timeframe Alignment: Apply the indicator across multiple timeframes and look for gradient agreement. When both a higher and lower timeframe show the same extreme color, the percentile signal carries significantly more weight.
Pine Script®指標
由QuantAlgo提供
Adaptive Entropy Trend [QuantAlgo]🟢 Overview Adaptive Entropy Trend is a trend-following indicator built on Shannon information theory rather than conventional price averaging. It quantifies the statistical disorder of recent log returns to determine whether the market is in a directional regime or a random one, then feeds this entropy reading into every layer of the system simultaneously, helping traders identify directional shifts that are validated by both low-entropy momentum conditions and genuine volatility expansion across different timeframes and markets. 🟢 How It Works The foundation of the indicator is a per-bar entropy calculation built from the distribution of log returns over the lookback window. Log returns are computed and their range is divided into equal-width histogram bins: logReturn = math.log(close / close ) minReturn = ta.lowest(logReturn, lookbackLen) maxReturn = ta.highest(logReturn, lookbackLen) returnRange = maxReturn - minReturn Each historical return within the lookback is assigned to a bin, building a frequency distribution. Shannon entropy is then calculated from the probability of each bin, measuring how uniformly returns are spread across the range: probability = array.get(binCounts, i) / lookbackLen if probability > 0 entropy := entropy - probability * math.log(probability) / math.log(2) A uniform distribution produces maximum entropy, reflecting a chaotic, non-directional market. A concentrated distribution produces low entropy, reflecting a market where returns are clustering in a consistent direction. The raw entropy is normalized against the theoretical maximum for the bin count to produce a stable 0-1 score: normalizedEntropy = maxEntropy > 0 ? entropy / maxEntropy : 0.5 This score is then wired directly into the EMA smoothing factor. Higher entropy lengthens the effective period of the EMA, insulating it from noise. Lower entropy shortens it, allowing the EMA to track price closely during genuine trends: adaptiveAlpha = 2.0 / (lookbackLen * (0.3 + normalizedEntropy * 1.4) + 1.0) adaptiveEma := na(adaptiveEma) ? close : adaptiveEma + adaptiveAlpha * (close - adaptiveEma) The same entropy reading drives band width through an inverted trend strength factor. Unlike volatility-based bands that widen during noise, these bands widen specifically during trending conditions and tighten during choppy ones: trendStrength = 1.0 - normalizedEntropy fastBandWidth = atr * fastMultiplier * (0.5 + trendStrength) slowBandWidth = atr * slowMultiplier * (0.5 + trendStrength) Finally, trend state is determined when price breaks beyond the inner bands, and transitions are tracked for alert conditions: if close > innerUpper trendDirection := 1 else if close < innerLower trendDirection := -1 trendTurnedBullish = trendDirection == 1 and trendDirection != 1 trendTurnedBearish = trendDirection == -1 and trendDirection != -1 This creates a self-regulating trend system where the EMA baseline, the trigger threshold, and the visual envelope all adapt together from the same entropy source, rather than using a fixed center with adaptive edges or vice versa. 🟢 Signal Interpretation ▶ Bullish Trend (Price Above Inner Upper Band, Green): When price closes above the inner upper band, the indicator switches to bullish mode with bullish coloring across all visual elements = Confirmed uptrend signal for trend-following long positions. Because the inner band expands in low-entropy trending conditions, a bullish confirmation in a genuinely directional market requires a more meaningful breakout than in a noisy one. The trend remains bullish until price breaks below the inner lower band, allowing traders to stay positioned through normal pullbacks that remain within the band range. ▶ Bearish Trend (Price Below Inner Lower Band, Red): When price closes below the inner lower band, the indicator switches to bearish mode with bearish coloring throughout all visual elements = Confirmed downtrend signal for short positions or long exit signals. The adaptive band floor ensures the trigger threshold in choppy, high-entropy markets is tighter, reducing the risk of false breakdowns on thin directional moves. The trend remains bearish until price breaks above the inner upper band. ▶ Neutral Zone (Price Between Inner Bands): When price trades between the inner upper and lower bands, the indicator holds its previous trend direction = Continuation of existing trend during consolidation or normal volatility retracements. This prevents whipsaws during sideways action by requiring price to make a statistically meaningful move beyond the entropy-scaled band boundaries rather than reacting to minor crosses of the adaptive EMA centerline. 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches and timeframes. "Default" provides balanced trend detection for swing trading on 4-hour and daily charts, "Fast Response" delivers quicker trend signals for intraday trading on 1-minute to 1-hour charts, and "Smooth Trend" focuses on major trend changes for position trading on daily to weekly timeframes. ▶ Built-in Alerts: Three alert conditions enable automated monitoring of trend changes without constant chart watching. "Bullish Trend Signal" triggers when the indicator switches to bullish mode after price breaks above the inner upper band, alerting for potential long entries. "Bearish Trend Signal" activates when the indicator switches to bearish mode after price breaks below the inner lower band, signaling potential short entries or long exits. "Trend Direction Changed" provides a combined alert for any trend transition regardless of direction, allowing traders to monitor both bullish and bearish opportunities with a single alert setup. ▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and aesthetic preferences, with coordinated bullish, bearish, and neutral color schemes applied across all indicator elements. Inner and outer band fills create a two-layer gradient envelope around the adaptive EMA, with the inner zone between the two bands rendered slightly more transparent than the outer zone to preserve natural depth, both controlled by a single fill transparency input (0-100%) so the visual weight of the envelope can be adjusted without disrupting the gradient relationship. Optional bar coloring tints price bars with trend-appropriate colors during bullish and bearish periods, enabling instant visual confirmation of trend state across multiple timeframes without switching between chart and indicator panels.
Pine Script®指標
由QuantAlgo提供
2
Regime Dashboard (SPX / NDX / R2K / BTC / Miners / Custom) Regime Dashboard (SPX / NDX / BTC / Miners) is a market “risk regime” + breadth dashboard designed to help you avoid fighting the tape and improve timing for swings and longer holds. This indicator does not forecast price. It measures participation / trend-health in a chosen universe and converts it into a simple RISK ON / RISK OFF regime using a smoothed breadth + hysteresis (two-threshold) engine to reduce chop. What it measures (by mode) 1) SPX Breadth Uses TradingView breadth symbols for the S&P 500: % Above 200D (long-term trend participation) % Above 50D (short-term participation) 2) Nasdaq-100 Breadth Same concept, but for the Nasdaq-100: % Above 200D % Above 50D 3) BTC Trend (proxy) BTC doesn’t have “% of components above MA”, so the indicator uses a binary trend proxy: BTC > 200D SMA → 100, else 0 BTC > 50D SMA → 100, else 0 Smoothing turns this into a “persistence” metric (how consistently BTC stays above its long MA). 4) Miner Basket Breadth Builds a custom basket (e.g., MARA/RIOT/CLSK/WULF/HIVE/CIFR/IREN/BTDR/HUT) and computes: b200: % of selected miners above their own 200D SMA b50: % above their own 50D SMA Because baskets are smaller and step-like, this mode typically needs stronger smoothing/hysteresis. The 3 plotted lines 200 (raw) (red): long-term participation / trend health 50 (raw) (blue): short-term participation / momentum health Smooth(200) (white): SMA of the red line, used for regime decisions Risk regime engine (sticky + smoothed) Regime is determined by Smooth(200) with two thresholds (hysteresis): If Smooth(200) ≥ Risk-ON threshold → RISK ON If Smooth(200) ≤ Risk-OFF threshold → RISK OFF Between thresholds → regime stays the same (“sticky”) to avoid frequent flipping. HUD dashboard A compact table shows: Active mode (SPX / NDX / BTC / Miners) Current regime (RISK ON/OFF) 200 raw / 50 raw / smoothed 200 Current parameters (smoothing + thresholds) What it’s for Align trades with risk conditions Improve entry timing by waiting for breadth confirmation Avoid “bottom picking” when the market/sector is in RISK OFF Press winners harder when participation supports continuation Step-by-step: How to Use It (Playbook) Step 1 — Pick the correct mode for what you trade Use the universe that drives your ticker: Large caps / general equities: SPX Breadth Tech / growth: Nasdaq-100 Breadth Crypto exposure: BTC Trend (proxy) Miners / BTC-linked stocks: Miner Basket Breadth Rule: If your ticker is a “pack trade” (miners/biotech/spec small caps), use the pack’s breadth, not SPX alone. Step 2 — Use the regime shading as your “aggression switch” RISK ON (green background) Favor longs / adds on pullbacks Allow wider stops / longer holds Expect breakouts and trend continuation to work more often RISK OFF (red background) Reduce size, tighten risk, take profits faster Be skeptical of breakouts Bottom-fishing is lower probability; prefer waiting for regime improvement This is the core point: your strategy changes with regime. Step 3 — Understand what the lines mean (mechanically) Blue (50 raw) = short-term participation Moves first at turns Good for early “is selling pressure easing?” signals Red (200 raw) = long-term participation Defines whether the universe is broadly in a long-term uptrend vs downtrend More stable, but slower to turn White (Smooth(200)) = the decision engine Filters noise in the red line Prevents regime from flipping on small, temporary changes Step 4 — Bottom timing sequence (highest probability) For bottoms, watch the internal sequence: RISK OFF + blue line depressed → the universe is weak; rallies are often “dead-cat bounces” Blue (50) turns up (higher lows / rising trend) → early evidence the group is improving Red (200) stabilizes + Smooth(200) rises → long-term participation starts recovering Smooth(200) crosses above Risk-ON threshold → regime flips to RISK ON (confirmation that tends to last) Use it like this: Early entry attempts: only if you accept higher risk Higher-probability entries: after step 2 or step 4 depending on your style Step 5 — Trend continuation and “add points” In RISK ON: Adds on pullbacks work best when: blue line stays above ~50 and/or is rising Smooth(200) remains above the ON threshold (no loss of regime) In RISK OFF: Treat rallies as tactical unless internals improve. Step 6 — Suggested starting settings (by mode) These are starting points, not gospel. SPX / NDX SmoothLen: 3–5 ON/OFF: 55 / 35 (or similar) Miners basket SmoothLen: 7–14 (often needed because basket is step-like) ON/OFF: 60 / 40 (wider band reduces whipsaw) BTC proxy SmoothLen: 10–20 ON/OFF: depends on how strict you want “trend persistence” to be (Higher smoothing = fewer flips) Important Notes Breadth symbols vary by TradingView data access. If a symbol doesn’t exist on your plan, replace it in inputs. Miner baskets are sample-based: small baskets move in steps (e.g., 1/9 ≈ 11.1%). That’s normal. This tool is a context filter, not a standalone trading system. Use with your price structure (S/R, AVWAP, volume profile, trend MAs) for entries/exits. “Quick Start” (2 rules) Only press longs in RISK ON. When hunting bottoms, watch blue (50) turn first, then wait for Smooth(200) confirmation if you want higher win-rate.
Pine Script®指標
由MPRManagement提供
Volume Weighted Trend [QuantAlgo]🟢 Overview The Volume Weighted Trend indicator identifies statistically significant trend changes by combining volume-weighted price analysis with volatility-based breakout bands. It calculates a Volume Weighted Moving Average (VWMA) as the central trend baseline, then creates dynamic upper and lower bands using Average True Range (ATR) multipliers to define normal volatility boundaries. When price breaks above the upper band or below the lower band, it signals a confirmed trend change, helping traders and investors identify directional shifts driven by both volume-weighted momentum and volatility expansion across different timeframes and markets. 🟢 How It Works The indicator's core methodology lies in its dual-layer approach combining volume weighting with volatility filtering, where trend changes require both price direction and statistical significance: vwma_basis = ta.vwma(close, vwma_length) atr_value = ta.atr(vwma_length) upper_band = vwma_basis + atr_value * atr_multiplier lower_band = vwma_basis - atr_value * atr_multiplier First, the script calculates the Volume Weighted Moving Average to establish a trend baseline that gives greater weight to periods with higher trading volume, ensuring the trend line reflects significant participation and genuine market conviction rather than low-volume noise. Then, it measures the Average True Range over the same period to quantify current market volatility: atr_value = ta.atr(vwma_length) Next, dynamic volatility bands are constructed by adding and subtracting ATR-based buffers from the VWMA baseline, creating adaptive boundaries that expand during volatile conditions and contract during calm periods: upper_band = vwma_basis + atr_value * atr_multiplier lower_band = vwma_basis - atr_value * atr_multiplier The trend state is then determined through breakout logic that requires price to exceed these volatility-adjusted boundaries: if close > upper_band trend_direction := 1 else if close < lower_band trend_direction := -1 Finally, trend change detection identifies transitions between bullish and bearish states: trend_turned_bullish = trend_direction == 1 and trend_direction != 1 trend_turned_bearish = trend_direction == -1 and trend_direction != -1 This creates a robust trend-following system that only signals directional changes when price makes statistically significant moves beyond normal volatility bounds, with volume weighting ensuring the trend reflects meaningful market activity rather than thin-volume spikes. 🟢 Signal Interpretation ▶ Bullish Trend (Price Above Upper Band): When price closes above the upper volatility band, the indicator switches to bullish mode with green/bullish coloring throughout all visual elements = Confirmed uptrend signal for trend-following long positions. The trend remains bullish until price breaks below the lower band, allowing traders to stay positioned during sustained upward momentum without premature exits on minor pullbacks within the band range. ▶ Bearish Trend (Price Below Lower Band): When price closes below the lower volatility band, the indicator switches to bearish mode with red/bearish coloring throughout all visual elements = Confirmed downtrend signal for trend-following short positions or long exit signals. The trend remains bearish until price breaks above the upper band, enabling traders to maintain directional bias through corrective moves that stay within the band boundaries. ▶ Neutral Zone (Price Between Bands): When price trades between the upper and lower volatility bands, the indicator maintains its previous trend direction = Continuation of existing trend during consolidation or normal volatility retracements. This design prevents whipsaws during sideways action by requiring price to make a significant move beyond opposite-side bands to trigger trend reversal, rather than flip-flopping on minor crosses of the VWMA center line. 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches and timeframes. "Default" provides balanced trend detection for swing trading on 4-hour and daily charts, filtering noise effectively while capturing meaningful trend changes. "Fast Response" delivers quicker trend signals for intraday trading on 5-minute to 1-hour charts, with tighter bands triggering earlier on breakouts for active traders who can monitor positions closely. "Smooth Trend" focuses on major trend changes for position trading on daily to weekly timeframes, with wider bands filtering out minor fluctuations to identify only primary directional shifts. ▶ Built-in Alerts: Three alert conditions enable automated monitoring of trend changes without constant chart watching. "Bullish Trend Signal" triggers when the indicator switches to bullish mode after price breaks above the upper band, alerting for potential long entries. "Bearish Trend Signal" activates when the indicator switches to bearish mode after price breaks below the lower band, signaling potential short entries or long exits. "Trend Direction Changed" provides a combined alert for any trend transition regardless of direction, allowing traders to monitor both bullish and bearish opportunities with a single alert setup. ▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and aesthetic preferences, with coordinated bullish and bearish color schemes applied across all indicator elements. Optional neon glow effect creates layered visual emphasis around the central VWMA line with three overlapping plots at different transparencies, making the trend line more prominent and easier to track (ideal for charts with multiple indicators where visual distinction is important). Optional volatility ribbons display gradient fills between the VWMA and band boundaries, providing visual context for price position relative to breakout thresholds with adjustable band transparency (0-100%) to control prominence. Optional bar coloring tints price bars with trend-appropriate colors during bullish and bearish periods, enabling instant visual confirmation of trend state across multiple timeframes without switching between chart and indicator panels.
Pine Script®指標
由QuantAlgo提供
25
Standard Deviation Supertrend | GForgeStandard Deviation Supertrend ~ 𝒢𝐹𝑜𝓇𝑔𝑒 A Supertrend indicator that replaces ATR with Standard Deviation for volatility measurement, combined with a selectable Moving Average anchor for noise reduction. ━━━━━━━━━━━━━━━━━━━━━━━━ What This Indicator Does This is a trend-following overlay that plots a single trailing line on your chart. When price is above the line, the trend is bullish. When price crosses below, the trend flips bearish. Signals fire on each flip. The core mechanic is identical to the classic Supertrend — ratcheting bands that tighten in the direction of the trend and only reset when price breaks through the opposite side. ━━━━━━━━━━━━━━━━━━━━━━━━ Why Standard Deviation Instead of ATR ATR measures the average candle range. It treats all bars the same — a strong directional candle and a choppy gap produce equal ATR contributions. Standard Deviation measures how far price disperses from its mean. During clean directional moves, prices cluster on one side of the mean, producing low StdDev and tighter bands. During erratic, sideways price action, prices scatter around the mean, producing high StdDev and wider bands. The result: the trailing stop naturally tightens when the trend is clean and loosens when conditions are noisy. This is adaptive behavior that ATR-based Supertrends don't provide. ━━━━━━━━━━━━━━━━━━━━━━━━ Two Smoothing Layers Raw Supertrend inputs can be noisy. A single wick or volatile candle can jerk the trailing band and cause a premature flip. This indicator addresses that with two optional smoothing layers: Anchor MA — applies a Moving Average to the price source before bands are calculated. Instead of building bands around raw hl2 (which reacts to every wick), the bands are built around a smoother baseline. 11 MA types are available: • None (hl2) — raw, classic Supertrend behavior • SMA, EMA, WMA — standard options with varying lag • HMA — very low lag, can overshoot on reversals • DEMA, TEMA — reduced lag variants of EMA • VWMA — volume-weighted, naturally anchors to high-volume levels • RMA — Wilder's smoothing, very stable • ALMA — Gaussian-weighted with tunable offset and sigma • T3 — Tillson, extremely smooth with adjustable volume factor StdDev Smoothing — applies an EMA to the raw Standard Deviation output before it scales the bands. This prevents abrupt band width changes when a volatile bar enters or exits the lookback window. Set to 1 to disable. Together, these improve parameter robustness — small changes to settings produce smaller changes in output, meaning the indicator is less likely to break under slight parameter variation. ━━━━━━━━━━━━━━━━━━━━━━━━ Settings Overview • Anchor Source — price input for the Supertrend. hl2 is the classic default. • StdDev Length — lookback period for the Standard Deviation calculation. • StdDev Multiplier — band width. Higher values require a larger move to flip direction. This serves the same purpose as a "threshold" in oscillator-based indicators. • Anchor MA Type / Length — which Moving Average smooths the anchor, and its period. • StdDev Smoothing — EMA period applied to the raw StdDev. 1 = no smoothing. • ALMA Offset / Sigma — only active when ALMA is selected. • T3 Volume Factor — only active when T3 is selected. • Current settings work best on BTC 1D ━━━━━━━━━━━━━━━━━━━━━━━━ Visual Elements • Glow trail — the Supertrend line pulses with a layered glow that changes color on trend direction. • Trend fill — gradient fill between price and the trailing line. • Inactive band — shown as crosses, marking where the opposite flip point sits. • Anchor MA line — subtle reference line showing the smoothed anchor (hidden when set to None). • Bar coloring — candles colored by current trend direction. • Signal diamonds — dual-layer markers (halo + core) on trend flips. All visual elements can be toggled on or off individually. 13 color themes are included. ━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ Disclaimer This indicator is a technical analysis tool, not financial advice. It does not guarantee profitable results. Past performance on any asset or timeframe does not indicate future results. No indicator can predict market direction with certainty. Always use proper risk management. Do not rely on any single indicator for trading decisions. Test thoroughly on your chosen instruments and timeframes before applying to live markets. You are solely responsible for your own trading decisions and outcomes. ━━━━━━━━━━━━━━━━━━━━━━━━ Developed by 𝒢𝐹𝑜𝓇𝑔𝑒
Pine Script®指標
由GForge提供
Relative Valuation Oscillator [QuantAlgo]🟢 Overview The Relative Valuation Oscillator identifies statistical price deviations from fair value using logarithmic price analysis and standard deviation bands. It calculates how far current price has deviated from its mean on a logarithmic scale, normalized by volatility, to generate a centered oscillator that highlights periods when price is statistically stretched above or below its historical average, helping traders identify potential mean reversion opportunities and extreme valuation conditions across different timeframes and markets. 🟢 How It Works The indicator's core methodology lies in its statistical approach to price valuation, where deviations are measured using logarithmic returns and normalized by standard deviation: log_price = math.log(close) mean_log_price = ta.sma(log_price, lookback_period) standard_deviation = ta.stdev(log_price, lookback_period) valuation_score = (log_price - mean_log_price) / standard_deviation First, the script converts price to logarithmic form to account for percentage-based price movements rather than absolute dollar changes, ensuring the indicator works consistently across different price levels and asset classes. Then, it calculates the mean log price over the specified lookback period to establish a baseline fair value reference: mean_log_price = ta.sma(log_price, lookback_period) Next, standard deviation measurement quantifies the typical volatility of log price around this mean, providing a statistical framework for defining normal versus extreme price behavior: standard_deviation = ta.stdev(log_price, lookback_period) The valuation score is then derived by measuring how many standard deviations the current log price sits from its mean, creating a normalized oscillator that fluctuates around zero: valuation_score = (log_price - mean_log_price) / standard_deviation Finally, threshold-based signal detection identifies extreme conditions when the valuation score exceeds user-defined standard deviation multiples: is_overvalued = valuation_score > threshold_mult is_undervalued = valuation_score < -threshold_mult This creates a statistical mean reversion system that identifies when price has deviated significantly from its historical average on a volatility-adjusted basis, providing traders with objective measurements of relative over or undervaluation. 🟢 Signal Interpretation ▶ Undervalued Zone (Below Negative Threshold): Oscillator falling below the negative threshold line indicates price has deviated significantly below its statistical mean = Potential long/buy opportunities for mean reversion strategies ▶ Overvalued Zone (Above Positive Threshold): Oscillator rising above the positive threshold line indicates price has deviated significantly above its statistical mean = Potential short/sell or profit-taking opportunities ▶ Fair Value Range (Between Thresholds): Oscillator remaining between positive and negative threshold lines indicates price is trading within normal statistical bounds. Within this range, the zero line acts as a directional filter: oscillator above zero but below the upper threshold suggests bullish trend/momentum with price trading above its statistical mean = Trend-following long positions can be maintained; oscillator below zero but above the lower threshold suggests bearish trend/momentum with price trading below its statistical mean = Trend-following short positions can be maintained. The oscillator can remain in these directional zones during sustained trends until mean reversion occurs, signaled by crosses back toward zero or transitions to the opposite extreme threshold. ▶ Zero Line Crosses: Oscillator crossing above zero indicates transition from below-average to above-average valuation, confirming shift to bullish momentum = Potential trend-following long entry; crossing below zero indicates transition from above-average to below-average valuation, confirming shift to bearish momentum = Potential trend-following short entry or long exit. These crosses can signal both the start of directional trends and early mean reversion from extreme conditions. 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches and timeframes. "Default" provides balanced sensitivity for swing trading on 4-hour and daily charts, generating signals at statistically significant deviations. "Fast Response" delivers more frequent signals for intraday trading on 5-minute to 1-hour charts, reacting quickly to short-term deviations with increased signal frequency. "Smooth Trend" focuses on major extremes for position trading on daily to weekly timeframes, filtering noise to identify only the most significant statistical outliers. ▶ Built-in Alerts: Five alert conditions enable automated monitoring of valuation extremes and transitions. "Overvalued Threshold Crossed" triggers when the oscillator crosses above the positive threshold, signaling potential overvaluation. "Undervalued Threshold Crossed" activates when the oscillator crosses below the negative threshold, signaling potential undervaluation. "Crossed Above Fair Value (0)" and "Crossed Below Fair Value (0)" provide alerts for zero line transitions, indicating shifts between above-average and below-average valuation. "Any Extreme Valuation" offers a combined alert for any threshold breach regardless of direction, allowing traders to monitor both extremes with a single alert setup. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, with distinct colors for overvalued, undervalued, and fair value conditions. Optional background highlighting with adjustable transparency (0-100%) tints the main chart background during extreme valuation periods, providing immediate visual context without requiring continuous oscillator monitoring. Optional overlay signals display small circle markers directly on the price chart above bars during overvaluation and below bars during undervaluation, allowing correlation of statistical extremes with specific price levels and candlestick patterns.
Pine Script®指標
由QuantAlgo提供
Vertical Event Lines - BTC Halving & Custom DatesThis indicator plots vertical lines and labels for Bitcoin halving dates and any custom events you define directly on the price chart. It is designed as a clean, lightweight event-timeline overlay so you can instantly see where key dates occur relative to price action. Main features Built-in Bitcoin halving dates (2012, 2016, 2020, 2024), plus 8 additional custom event slots with freely configurable date/time, name and color. Vertical lines are positioned using xloc.bar_time , ensuring each event is anchored to the exact timestamp in the chart’s timeframe and timezone. Past and current events: A label is created once, on the first bar that crosses the event time, and placed near the bar’s high for consistent readability across symbols and timeframes. Future events: A separate label is shown at the bottom of the chart, making future dates clearly visible even to the right of the last bar. These labels update only on the most recent bar to keep the script efficient. Flexible styling: Global controls for line width, line style and label size, with per-event color selection and optional per-event overrides of global width and style. How to use Add the script to any chart (BTC or other symbols). It works on all timeframes. Use the Global settings to configure default line style, line width and label appearance (size, orientation, text color). In each Event X section, enable the event and set: Date/time in YYYY-MM-DD HH:MM format Event name Color Optional custom width/style When scrolling through time: Events left of the last bar show a vertical line and a one-time label at the crossing bar. Events right of the last bar show a vertical line and a bottom label that remains visible in the future. This script is intended as a visual reference tool only . It does not generate trading signals, alerts or backtests.
Pine Script®指標
由oanstein提供
Adaptive Kinetic Ribbon [QuantAlgo]🟢 Overview The Adaptive Kinetic Ribbon indicator synthesizes price velocity and volatility dynamics to identify trend direction, momentum strength, and acceleration phases across varying market conditions. It combines velocity-based momentum measurement, adaptive volatility weighting, dual-speed ribbon analysis, and acceleration-deceleration detection into a unified visual system that quantifies periods of sustained directional movement and momentum shifts, helping traders and investors identify trend continuation and reversal signals across various timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its adaptive kinetic approach, where velocity and volatility components are calculated dynamically and then smoothed through an adaptive alpha mechanism. First, Velocity is measured to capture raw directional momentum by calculating the net price change over the lookback period: velocity = source - source This creates a momentum vector that quantifies how far and in which direction price has moved, providing the foundation for understanding trend strength and establishing whether the market is in a sustained directional phase. Then, Volatility is computed to evaluate price variability and market noise by analyzing the standard deviation of bar-to-bar price changes: volatility = ta.stdev(source - source , length) * mult The volatility sensitivity multiplier allows traders to adjust how responsive the indicator is to market noise, with higher values creating faster adaptation during volatile periods and lower values maintaining stability during choppy conditions. Next, Adaptive Alpha is calculated to create a dynamic smoothing coefficient that automatically adjusts based on the relationship between velocity and volatility: adaptive_alpha = math.abs(velocity) / (math.abs(velocity) + volatility) This alpha value ranges from 0 to 1, where values closer to 1 indicate strong, clear directional movement (high velocity relative to volatility), causing the indicator to respond quickly, while values closer to 0 indicate noisy, range-bound conditions (high volatility relative to velocity), causing the indicator to smooth more heavily and filter out false signals. Following this, the Kinetic Line is constructed using exponential smoothing with the adaptive alpha coefficient: var float kinetic_line = na kinetic_line := na(kinetic_line ) ? source : kinetic_line + adaptive_alpha * (source - kinetic_line ) This creates an adaptive moving average that automatically adjusts its responsiveness: during strong trends with clear velocity, it tracks price closely like a fast EMA; during choppy, volatile periods, it smooths heavily like a slow SMA, providing optimal trend identification across varying market regimes without manual parameter adjustment. Then, Ribbon Lines are generated by applying additional moving average smoothing to the kinetic line at two different speeds: ribbon_fast = ma(kinetic_line, ribbon_fast_length, ma_type) ribbon_slow = ma(kinetic_line, ribbon_slow_length, ma_type) The dual-ribbon structure creates a visual envelope around the kinetic line, where the fast ribbon responds quickly to kinetic changes while the slow ribbon provides trend confirmation, with crossovers between these ribbons generating primary trend reversal signals. Finally, Trend State and Acceleration are determined by analyzing the relative positioning and directional movement of the ribbon lines: trend_up = ribbon_fast > ribbon_slow acceleration = ribbon_fast > ribbon_fast ribbonColor = trend_up ? acceleration ? bullAccel : bullDecel : not acceleration ? bearAccel : bearDecel This creates a four-state classification system that distinguishes between bullish acceleration (uptrend strengthening), bullish deceleration (uptrend weakening), bearish acceleration (downtrend strengthening), and bearish deceleration (downtrend weakening), providing traders with nuanced momentum insights beyond simple bullish/bearish binary signals. 🟢 Signal Interpretation ▶ Bullish Acceleration (Bright Green): Fast ribbon above slow ribbon AND fast ribbon rising, indicating confirmed uptrend with building momentum = Strongest bullish condition, ideal for new long entries, adding to positions, or holding existing longs with confidence ▶ Bullish Deceleration (Dark Green): Fast ribbon above slow ribbon BUT fast ribbon falling, indicating uptrend intact but momentum weakening = Caution signal for longs, potential trend exhaustion developing, consider tightening stops or taking partial profits ▶ Bearish Acceleration (Bright Red): Fast ribbon below slow ribbon AND fast ribbon falling, indicating confirmed downtrend with building momentum = Strongest bearish condition, ideal for new short entries, exiting longs, or maintaining defensive positioning ▶ Bearish Deceleration (Dark Red): Fast ribbon below slow ribbon BUT fast ribbon rising, indicating downtrend intact but momentum weakening = Caution signal for shorts, potential trend exhaustion developing, prepare for possible reversal or consolidation ▶ Bullish Crossover: Fast ribbon crosses above slow ribbon, signaling trend reversal from bearish to bullish and initiation of new upward momentum phase = Primary buy signal, entry opportunity for trend-following strategies, exit signal for short positions ▶ Bearish Crossover: Fast ribbon crosses below slow ribbon, signaling trend reversal from bullish to bearish and initiation of new downward momentum phase = Primary sell signal, entry opportunity for short strategies, exit signal for long positions ▶ Ribbon Spread Width: Distance between fast and slow ribbons indicates trend strength and conviction, where wider spreads suggest strong, sustained directional movement with low reversal probability, while tight or converging ribbons indicate weak trends, consolidation, or impending reversal conditions ▶ Bar Color Alignment: When bar coloring is enabled, candlestick colors mirror the ribbon state providing immediate visual confirmation of momentum conditions directly on price action, eliminating the need to reference the indicator separately and enabling faster decision-making during active trading 🟢 Features ▶ Preconfigured Presets: Three optimized parameter configurations accommodate different trading styles, timeframes, and market analysis approaches: "Default" provides balanced trend identification suitable for swing trading on 4-hour and daily charts, "Fast Response" delivers heightened sensitivity optimized for intraday trading and scalping on 5-minute to 1-hour charts, and "Smooth Trend" offers conservative trend identification ideal for position trading and long-term analysis on daily to weekly charts. ▶ Built-in Alerts: Three alert conditions enable comprehensive automated monitoring of trend reversals and momentum transitions. "Bullish Crossover" triggers when the fast ribbon crosses above the slow ribbon, signaling the shift from downtrend to uptrend and the beginning of bullish momentum building. "Bearish Crossover" activates when the fast ribbon crosses below the slow ribbon, signaling the shift from uptrend to downtrend and the beginning of bearish momentum building. "Any Ribbon Crossover" provides a combined notification for either bullish or bearish crossover regardless of direction, useful for general trend reversal monitoring and ensuring no momentum shift goes unnoticed. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast and immediate identification of acceleration versus deceleration states across various devices and screen sizes. Each preset uses distinct colors for the four momentum states (bullish acceleration, bullish deceleration, bearish acceleration, bearish deceleration) with proper visual hierarchy. Optional bar coloring with adjustable transparency provides instant visual context of current momentum state and trend direction without switching between the price pane and indicator pane, enabling traders and investors to immediately assess trend positioning and acceleration dynamics while analyzing price action patterns and support/resistance levels.
Pine Script®指標
由QuantAlgo提供
2
ATR ZLEMA [QuantAlgo]🟢 Overview The ATR ZLEMA indicator identifies trend direction and reversal points using a Zero Lag Exponential Moving Average (ZLEMA) combined with volatility-adjusted dynamic trailing stops. It eliminates the inherent lag of traditional moving averages while incorporating Average True Range (ATR) volatility measurement to create adaptive support and resistance levels that automatically adjust to market conditions, with optional noise filtering to reduce whipsaws in choppy markets, helping traders and investors identify trend changes, maintain positions during trending markets, and exit when momentum shifts across multiple timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its zero-lag trend detection system combined with volatility-adaptive trailing stops, where the ZLEMA eliminates moving average lag while ATR-based bands provide dynamic support and resistance levels: lag = math.floor((zlemaLength - 1) / 2) rawZlema = ta.ema(source + (source - source ), zlemaLength) The Zero Lag EMA calculation uses lag reduction through data compensation, adding the difference between current price and lagged price to eliminate the delay inherent in traditional exponential moving averages, providing faster response to trend changes while maintaining smoothness. The script incorporates an optional ATR-based noise filter that prevents the ZLEMA from updating during insignificant price movements, helping to reduce false signals in choppy, range-bound markets: if enableNoiseFilter noiseThreshold = atr * noiseFilter priceChange = math.abs(rawZlema - zlema) if priceChange > noiseThreshold zlema := rawZlema First, the indicator calculates the Average True Range to measure current market volatility, then applies a user-defined multiplier to determine the distance of the trailing stop from the ZLEMA: atr = ta.rma(ta.tr(true), atrLength) atrBand = atr * atrMultiplier Next, dynamic trend detection occurs through a state-based system where the indicator tracks whether the ZLEMA is above or below the ATR trailing line, automatically adjusting the trailing stop position: if trend == 1 if zlema < zlemaATR trend := -1 zlemaATR := zlema + atrBand else zlemaATR := math.max(zlemaATR, zlema - atrBand) The ATR trailing line acts as a volatility-adjusted stop that follows the ZLEMA during trends but never moves against the trend direction. It ratchets upward with the ZLEMA in uptrends and ratchets downward in downtrends, creating a protective barrier that adapts to market volatility. Finally, trend reversal signals are generated when the ZLEMA crosses the ATR trailing line, indicating a shift in market momentum: bullSignal = trend == 1 and trend == -1 bearSignal = trend == -1 and trend == 1 This creates a volatility-adaptive trend-following system that combines ZLEMA with dynamic support/resistance levels and optional noise filtering, providing traders with responsive directional signals and automatic stop-loss levels that adjust to both price momentum and market volatility conditions. 🟢 Signal Interpretation ▶ Bullish Trend (Green): ZLEMA trading above ATR trailing line with indicator showing bullish color, indicating established upward momentum with zero-lag confirmation = Long/Buy opportunities ▶ Bearish Trend (Red): ZLEMA trading below ATR trailing line with indicator showing bearish color, indicating established downward momentum with zero-lag confirmation = Short/Sell opportunities ▶ ATR Trailing Line as Dynamic Support: In uptrends, the trailing line acts as volatility-adjusted support level that rises with ZLEMA, never declining = Use as potential stop-loss reference for long positions = ZLEMA holding above indicates trend strength and momentum continuation ▶ ATR Trailing Line as Dynamic Resistance: In downtrends, the trailing line acts as volatility-adjusted resistance level that falls with ZLEMA, never rising = Use as potential stop-loss reference for short positions = ZLEMA holding below indicates trend weakness and momentum continuation 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading styles and market conditions. "Default" provides balanced configuration suitable for swing trading on daily and 4-hour charts with standard ZLEMA and ATR periods, moderate multiplier, and moderate noise filtering that works across most market conditions. "Fast Response" delivers aggressive configuration designed for intraday trading and scalping on 5-minute to 1-hour charts with shorter ZLEMA period for quick trend detection, reduced ATR period for rapid volatility adaptation, tighter multiplier for early entries/exits, and minimal noise filtering for maximum responsiveness. This is ideal for active traders monitoring positions closely but expect more frequent signals and potential whipsaws in choppy conditions. "Smooth Trend" focuses on conservative configuration for position trading and long-term trend following on daily to weekly charts with extended ZLEMA period for smoother trend identification, longer ATR period for stable volatility measurement, wide multiplier to filter minor corrections, and aggressive noise filtering to ensure only strong sustained trends trigger signals. This is best for patient traders focused on major trend moves with fewer reversals. ▶ Built-in Alerts: Three alert conditions enable comprehensive automated monitoring of trend changes and zero-lag momentum shifts. "Bullish Trend" triggers when the ZLEMA crosses above the ATR trailing line and trend state changes from bearish to bullish, signaling potential long entry opportunities with lag-eliminated confirmation. "Bearish Trend" activates when the ZLEMA crosses below the ATR trailing line and trend state changes from bullish to bearish, signaling potential short entry or long exit points with immediate momentum detection. "Any Trend Change" provides a combined alert for any trend reversal regardless of direction, allowing traders to be notified of all zero-lag momentum shifts without setting up separate alerts. These notifications enable traders to capitalize on trend changes and protect positions without continuous chart monitoring, leveraging the indicator's zero-lag technology for faster trend change alerts. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying bullish versus bearish trends across various trading environments. The adjustable cloud fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the ATR trailing line and ZLEMA, with higher transparency values (70-95) creating subtle background context without overwhelming the chart while lower values (20-40) produce bold, prominent trend zone emphasis for instant recognition. Optional bar coloring with adjustable transparency (0-100%) extends the trend color directly to the price bars themselves based on ZLEMA trend state, providing immediate visual reinforcement of current trend direction without requiring reference to the indicator lines.
Pine Script®指標
由QuantAlgo提供
8
BTC Fundamental Value Hypothesis [OmegaTools]BTC Fundamental Value Hypothesis is a macro-valuation and regime-detection model designed to contextualize Bitcoin’s price through relative market-cap comparisons against major capital reservoirs: Gold, Silver, the Altcoin market, and large-cap equities. Instead of relying on traditional on-chain metrics or purely technical signals, this tool frames BTC as an asset competing for global liquidity and “store-of-value mindshare”, then estimates an implied fair value based on how BTC historically coexists (or diverges) from these benchmark universes. Core concept: relative market-cap anchoring The indicator builds a reference-based fair price by translating external market capitalizations into implied BTC valuation using a dominance framework. In practice, you choose one or more reference universes (Gold, Silver, Altcoins, Stocks). For each selected universe, the script computes how large BTC “should be” relative to that universe (dominance ratio), and converts that into an implied BTC price. The final fair price is the average of the implied prices from the enabled universes. Two dominance modes: automatic vs manual 1. Automatic Dominance % (default) When enabled, the model estimates dominance ratios dynamically using a 252-period simple moving average of BTC market cap divided by each reference market cap. This produces an adaptive baseline that follows structural changes over time and reduces sensitivity to short-term spikes. 2. Manual Dominance % If you prefer a discretionary macro thesis, you can directly input dominance parameters for each reference universe. This is useful when you want to stress-test scenarios (e.g., “BTC should converge toward X% of Gold’s market cap”) or align the model with a specific long-term adoption narrative. Reference universes and data construction - BTC market cap: pulled from CRYPTOCAP:BTC. - Gold and Silver market caps: derived from the corresponding futures symbols (GC1!, SI1!) multiplied by an assumed total above-ground quantity (constant tonnage converted to troy ounces). This provides a practical and tradable proxy for spot valuation context. - Altcoin market cap: pulled from CRYPTOCAP:TOTAL2 (total crypto market excluding BTC). - Stocks market cap proxy (Σ3): a deliberately conservative equity benchmark built from three mega-cap stocks (AAPL, MSFT, AMZN) using total shares outstanding (request.financial) multiplied by price. This avoids index licensing complexity while still tracking a meaningful slice of global equity beta/liquidity. Valuation output: overvalued vs undervalued (log-based) The valuation readout is expressed as a percentage derived from the logarithmic distance between BTC price and the model’s fair price. This choice makes valuation comparable across long time horizons and reduces distortion during exponential growth phases. A positive valuation indicates BTC trading below the model’s implied value (undervalued), while a negative valuation indicates trading above it (overvalued). Oscillator: relative momentum and regime confirmation In addition to fair value, the indicator includes a momentum differential oscillator built from RSI(50): - BTC RSI is compared to the average RSI of the selected reference universes. - The oscillator highlights when BTC strength is leading or lagging the broader macro benchmarks. - Color is rendered through a gradient to provide immediate regime readability (risk-on vs risk-off behavior, expansion vs contraction phases). Visualization and UI components - Fair Price overlay: the computed fair price is plotted directly on the BTC chart for immediate comparison with spot price action. - Valuation shading: the area between price and fair price is filled to visually emphasize dislocation and potential mean-reversion zones. - Oscillator panel: a zero-centered oscillator with filled bands helps you identify persistent trend regimes versus transitional conditions. - Summary table: a right-side table displays the current valuation (over/under) and, when Automatic mode is enabled, the live dominance ratios used in the model (BTC/GOLD, BTC/SILVER, BTC/ALTC, BTC/STOCKS). How to use it (practical workflows) - Macro valuation context: use fair price as a structural anchor to assess whether BTC is trading at a premium or discount relative to external liquidity baselines. - Regime filtering: combine valuation with the oscillator to distinguish “cheap but weak” from “cheap and strengthening” (and the inverse for tops). - Mean-reversion mapping: large, persistent deviations from fair value often highlight speculative extremes or capitulation zones; this can support systematic entries/exits, position sizing, or hedging decisions. - Scenario analysis: switch to Manual Dominance % to model adoption outcomes, policy-driven shifts, or multi-year re-rating assumptions. Important notes and limitations (read before use) - This is a hypothesis-driven macro model, not a literal intrinsic value calculation. Results depend on dominance assumptions, proxies, and data availability. - Gold/Silver market caps are approximations based on futures pricing and fixed supply constants; real-world supply dynamics, above-ground estimates, and spot/futures basis can differ. - The Stocks (Σ3) benchmark is a proxy and intentionally not “the whole market”. It is designed to represent a large-cap liquidity reference, not total equity capitalization. - Always validate signals with additional context (market structure, volatility regime, risk management rules). This indicator is best used as a macro layer in a broader decision framework. Designed for clarity, macro discipline, and repeatability BTC Fundamental Value Hypothesis by OmegaTools is built for traders and investors who want a clean, data-driven way to interpret BTC through the lens of competing asset classes and capital flows. It is particularly effective on higher timeframes (Daily/Weekly) where macro relationships are more stable and valuation signals are less noisy. © OmegaTools, Eros
Pine Script®指標
由OmegaTools提供
ATR Supertrend [QuantAlgo]🟢 Overview The ATR Supertrend indicator identifies trend direction and reversal points using volatility-adjusted dynamic support and resistance levels. It combines Average True Range (ATR) volatility measurement with adaptive price bands and EMA smoothing to create trailing stop levels that automatically adjust to market conditions, helping traders and investors identify trend changes, maintain positions during trending markets, and exit when momentum shifts across multiple timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its volatility-adaptive band system, where dynamic support and resistance levels are calculated based on market volatility and price movement: smoothedSource = ta.ema(source, smoothingPeriod) atr = ta.rma(ta.tr(true), atrLength) * atrMultiplier The script uses ATR-based bands that expand and contract with market volatility, ensuring the indicator adapts to different market conditions rather than using fixed price distances: if trend == 1 supertrend := math.max(supertrend, smoothedSource - atr) else supertrend := math.min(supertrend, smoothedSource + atr) First, it applies optional EMA smoothing to the price source to reduce noise and filter out minor price fluctuations that could trigger premature trend changes, allowing traders to focus on genuine momentum shifts. Then, the ATR calculation measures market volatility using the Average True Range over the specified lookback period, multiplied by the user-defined factor to set the band distance: atr = ta.rma(ta.tr(true), atrLength) * atrMultiplier Next, dynamic trend detection occurs through a state-based system where the indicator tracks whether price is in an uptrend or downtrend, automatically adjusting the Supertrend line position: if trend == 1 if smoothedSource < supertrend trend := -1 supertrend := smoothedSource + atr The Supertrend line can act as a trailing stop that follows price during trends but never moves against the trend direction, i.e., it ratchets upward with price in uptrends and ratchets downward with price in downtrends. Finally, trend reversal signals are generated when price crosses the Supertrend line, indicating a shift in market momentum: bullSignal = trend == 1 and trend == -1 bearSignal = trend == -1 and trend == 1 This creates a volatility-adaptive trend-following system that combines dynamic support/resistance levels with momentum confirmation, providing traders with clear directional signals and automatic stop-loss levels that adjust to changing market conditions. 🟢 Signal Interpretation ▶ Bullish Trend (Green): Price trading above Supertrend line with indicator showing bullish color, indicating established upward momentum = Long/Buy opportunities ▶ Bearish Trend (Red): Price trading below Supertrend line with indicator showing bearish color, indicating established downward momentum = Short/Sell opportunities ▶ Supertrend Line as Dynamic Support: In uptrends, the Supertrend line can act as trailing support level that rises with price, never declining = Use as potential stop-loss reference for long positions = Price holding above indicates trend strength ▶ Supertrend Line as Dynamic Resistance: In downtrends, the Supertrend line can act as trailing resistance level that falls with price, never rising = Use as potential stop-loss reference for short positions = Price holding below indicates trend weakness 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches. "Default" provides balanced trend detection for swing trading on daily/4-hour charts with moderate sensitivity. "Fast Response" delivers quick trend change detection for intraday trading on 5-minute to 1-hour charts, capturing moves early with increased whipsaw potential. "Smooth Trend" focuses on strong sustained trends for position trading on daily/weekly timeframes, filtering noise to identify only major trend shifts. ▶ Built-in Alerts: Three alert conditions enable comprehensive automated monitoring of trend changes and momentum shifts. "Bullish Trend" triggers when price crosses above the Supertrend line and the trend state changes from bearish to bullish, signaling potential long entry opportunities. "Bearish Trend" activates when price crosses below the Supertrend line and the trend state changes from bullish to bearish, signaling potential short entry or long exit points. "Any Trend Change" provides a combined alert for any trend reversal regardless of direction, allowing traders to be notified of all momentum shifts without setting up separate alerts. These notifications enable traders to capitalize on trend changes and protect positions without continuous chart monitoring. ▶ Color Customization: Five visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying bullish versus bearish trends across various trading environments. The adjustable cloud fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the Supertrend line and price, with higher opacity values creating subtle background context while lower values produce bold trend zone emphasis. Optional bar coloring with adjustable transparency (0-100%) extends the trend color directly to the price bars themselves, providing immediate visual reinforcement of current trend direction without requiring reference to the Supertrend line, with transparency controls allowing users to maintain visibility of candlestick patterns while still showing trend context.
Pine Script®指標
由QuantAlgo提供
7