Rally Base Drop Signals [LuxAlgo]The Rally Base Drop indicator is built around the Supply and Demand (SND) concept known as "Rally, Base & Drop" Candles. These candle types are commonly used in this trading approach to identify price structure.
This indicator highlights bars by labeling them as "Rally," "Drop," or "Base" candles. It also identifies specific sequence patterns formed by these candles.
🔶 USAGE
The Rally, Base, Drop candlestick approach is a straightforward method for identifying price action structure.
Candles are categorized into three types, which are then analyzed to understand market structure and Supply/Demand levels.
Rally: Two or more consecutive bullish candles.
Drop: Two or more consecutive bearish candles.
Base: A single bullish or bearish candle that breaks the previous trend.
🔹 Rally & Drop Candles
These candles show clear directional momentum and signal whether demand or supply is dominating. They are helpful when identifying trends, as they highlight strong price movement.
🔹 Base Candles
In most SND strategies, "Base" can have several interpretations.
Typically, base candles represent short periods of consolidation that test the trend before continuation. They can also be found at turning points (tops or bottoms).
For this indicator, a base candle is simply one that does not follow the direction of nearby candles or is where a Drop and Rally meet. Multiple base candles often reflect indecision in the market, suggesting a temporary balance between buyers and sellers.
🔹 Reversal Sequences
Rally-Base-Drop (RBD)
Drop-Base-Rally (DBR)
In Supply and Demand analysis, these sequences are considered reversals. They mark zones where buyer and seller activity has shifted, which can lead to future price reactions. These areas are known as "Supply or Demand Zones" and are often revisited by price, making them useful for trade setups.
🔹 Continuation Sequences
Rally-Base-Rally (RBR)
Drop-Base-Drop (DBD)
Continuation sequences show a brief pause in the trend, followed by further movement in the same direction. In SND terms, they represent zones where orders accumulate before a continuation move. These are typically used to join ongoing trends, as they indicate sustained interest from buyers or sellers.
🔶 DETAILS
🔹 Color Modes
The script includes three color modes. "No Color" is self-explanatory, while the other two options relate to how candles are detected.
A Rally or Drop requires at least two candles to be successfully identified. As a result, detection occurs on the second candle. However, the full Rally or Drop includes both candles.
Two coloring methods are available:
Full Color: Once a Rally or Drop is detected (on the second bar), both candles are colored, starting from the first. This reflects the full pattern.
Color on Detection: Only the second candle (where detection occurs) is colored. This avoids changing past bars and may be useful for live analysis.
🔶 SETTINGS
Sequences: Select which sequences to display on the chart.
Bar Color Logic: Choose the preferred bar coloring method.
圖表形態
30 Min Pivot Enhanced# 30 Min Pivot Enhanced
The **30 Min Pivot Enhanced** indicator detects pivot reversals and potential buy/sell signals on the 30-minute timeframe. It combines streak-based trend exhaustion with pivot breakouts and optional flush (capitulation) candle detection.
## Core Logic
- Trend streaks: pivots form after consecutive same-color candles (`trendLength`)
- Flush detection: oversized red candles (ATR based) flagged as potential exhaustion
- Pivot candidates:
- Bullish → after a red streak (or flush) followed by a green candle
- Bearish → after a green streak followed by a red candle
- Confirmation: price must break pivot high/low within `maxBarsAfterPivot`
## Inputs
- Consecutive Trend Candles → streak length required for pivot
- Maximum Bars After Pivot → confirmation window
- Show Pivot Lines → toggle pivot levels on chart
- Flush Detection → ATR-based capitulation detection
- Flush Lookback → how many bars to keep flush valid
- Enable Buy/Sell Alerts → toggle trade alerts
## Visuals
- Buy pivots → green "P Buy" labels under price
- Sell pivots → red pivot lines at lows (if enabled)
- Flush markers → optional debug labels showing capitulation bars
## Alerts
- Buy Alert → price breaks above pivot high
- Sell Alert → price breaks below pivot low
---
Best for traders watching **30-minute reversal plays**, especially where exhaustion or flush candles precede a breakout.
Custom Strategy Builder [CLAMENZA] i changed this indicator to make the market session lines thicker and font bigger as well.
A+ 0DTE Signal Suite [VWAP/EMA/SR/Volume] By Delta Surge
# What the indicator actually does (quick decode)
* **Bias (15-min):** Price vs VWAP and 13EMA vs 48EMA on 15m.
* **Entry engines:** recent **reclaim/reject** of VWAP/EMA13, **ORB-15** break/retest, **PDH/PDL** reclaim/break, **AVWAP-open** reclaim/reject, **inside-15** break, **squeeze release**, **liquidity sweep + reclaim**, **Delta Surge** (big candle + vol spike).
* **Score → Stars:** more confluence = higher score → ★–★★★★★.
* **Arrows/labels:** ▲/▼ and “BUY CALLS/PUTS + stars”.
* **Stops/Targets:** stop = min(VWAP, EMA13) for calls / max(VWAP, EMA13) for puts. The script marks **1R/2R** (risk multiples) and shows a small **EXIT?** hint if price gives up the “mean”.
> Translation: wait for **trend + reclaim + volume**, take the high-star signals, manage with R-multiples.
---
# Default settings that work well
**Timeframe:** 5-minute for decisions (1–3m only if you’re scalping); leave the 15-minute bias on.
**Inputs to keep ON:** ORB-15, PDH/PDL, AVWAP from open, Delta Surge, Squeeze (optional on very choppy days).
**Star gate:** set **Minimum Score** to **4–5** and only act on **★★★ or higher**.
**Session windows:** ON to avoid lunch chop (already in the script).
---
# Symbol-specific setup
## QQQ
* **Leader:** turn ON **Require Leader Confirm**
**Leader Symbol:** `CME_MINI:NQ1!` (fallback: `NASDAQ:NDX` or `AMEX:QQQ` if no futures)
**Leader TF:** 3m or 5m
* **Vol filter:** use **VXN** instead of VIX if you want (set `vixSymbol = "CBOE:VXN"` and turn ON Require VIX).
* **RVOL threshold:** **1.10–1.25**.
* **Minimum workable R (1R distance):** **0.8–1.2 QQQ points**.
* **Room check (eyeball):** to next S/R/ORB level ≥ **1.5R**.
## SPY
* **Leader:** `CME_MINI:ES1!` ON, 3–5m.
* **Vol filter:** VIX.
* **RVOL:** **1.10–1.30**.
* **Min 1R:** **0.5–0.8 SPY points**.
## SPX
* **Leader:** `CME_MINI:ES1!` ON, 3–5m.
* **Vol filter:** VIX.
* **RVOL:** **1.20–1.35** (0DTE needs juice).
* **Min 1R:** **8–12 SPX points** (quiet vs active).
* **Pro tip:** avoid signals if 15-min ATR < **2 × your R**.
## TSLA
* **Leader (optional):** QQQ (`AMEX:QQQ`) or NQ futures (`CME_MINI:NQ1!`) — pick one and keep it consistent.
* **Vol filter:** usually OFF (TSLA has its own tape), but you can keep it on VIX if you like.
* **RVOL:** **1.10–1.30**.
* **Min 1R:** **1.5–3.0 TSLA points**, or at least **¼ of 15-min ATR**.
---
# When to take the trade (entry checklist)
Only act when MOST boxes are checked:
1. **Trend/Bias:** 15-min bias agrees with your side (bull for calls, bear for puts).
2. **Fresh trigger:** a **reclaim/reject** or **ORB-15 retest** happened within `winBars` (default 3 bars).
3. **Location:** entry is **near VWAP/EMA13** (not in the middle of nowhere) OR it’s a proper **retest** of ORB/PDH/PDL/AVWAP.
4. **Volume:** RVOL ≥ your threshold; Delta Surge helps.
5. **Room:** at least **1.5R** to the next obvious level.
6. **Stars:** **★★★+** (ideally ★★★★/★★★★★).
7. **Leader confirms:** ON and aligned (NQ for QQQ, ES for SPY/SPX, QQQ/NQ for TSLA).
8. **Time of day:** opening drive (first 90m) or power hour; avoid mid-day unless RVOL is strong.
> **Entry:** on the printed **▲/▼** bar close (or the retest candle), set stop at min/max(VWAP, EMA13) as the script implies.
---
# How to manage it
* **Position size by R:** choose a dollar risk; contracts = dollar risk ÷ (R × option delta).
* **1R:** take **partial** at **1R**, move stop to **breakeven**.
* **2R:** scale more or flat the rest near 2R or the next HTF level.
* **Mean exit:** if the orange **EXIT?** prints before 1R, consider bailing or reducing.
**Option selection (0DTE):**
* Expect a drive? pick **0.45–0.55 delta**.
* Expect a grind up after reclaim? **0.30–0.40 delta**.
* If spread is ugly, step out a strike or use next-day expiry.
---
# Reading the signals (plain English)
* **BUY CALLS (▲) + stars:** bullish setup with confluence. More stars = more factors aligned.
* **BUY PUTS (▼) + stars:** bearish setup with confluence.
* **CALL/PUT 1R, 2R:** price hit +1× or +2× your initial risk.
* **CALL/PUT EXIT?**: momentum gave up (price crossed back through the stop reference).
---
# High-probability patterns to favor
1. **Reclaim + Retest + RVOL:** close above VWAP/EMA13, then a small pullback tags a level and holds — ★★★★+ often.
2. **ORB-15 break & retest with RVOL:** especially after a tight inside pre-market; take the retest.
3. **Squeeze release in bias direction:** first expansion bar with RVOL.
4. **Sweep + reclaim at a key HTF level:** wick below prior swing low then fast reclaim above VWAP/EMA13.
**Avoid:** counter-bias signals at noon, signals into a level sitting <1R away, or signals without RVOL.
---
# Suggested starting presets
* **QQQ:** minScore 4–5, rvThresh 1.15, Leader ON (`NQ1!`), VXN optional, act on **★★★+** only.
* **SPY:** minScore 4, rvThresh 1.15–1.25, Leader ON (`ES1!`), VIX ON, **★★★+**.
* **SPX:** minScore 5, rvThresh 1.25–1.35, Leader ON (`ES1!`), VIX ON, **★★★★+** only.
* **TSLA:** minScore 4–5, rvThresh 1.15–1.30, Leader ON (`QQQ` or `NQ1!`), **★★★+**.
---
# Routine for a “10/10” day (as close as trading gets)
1. **Pre-market:** mark PDH/PDL, pre-market high/low, overnight high/low (futures), and any daily SR boxes you trust.
2. **First 15m:** let ORB form; look for reclaim/reject + RVOL alignment; take ★★★★+ with room.
3. **Middle:** trade only if RVOL stays ≥ threshold and signal is at a level (retest).
4. **Power hour:** bias still intact? take the next ★★★★+ retest with room.
5. **Log it:** screenshot entry, R math, and whether 1R/2R printed; refine thresholds per symbol.
---
> No indicator can guarantee 10/10 winners—what this suite does is **stack edges** and make entries/exits **mechanical**. If you stick to bias + reclaim/retest + RVOL + stars + room, and manage by R, you’ll filter most of the low-odds trades and keep yourself on the strong ones.
ICC Indicator V6An adjustable Pine Script v6 “ICC” indicator that detects Indication → Correction → Continuation market structure across timeframes with optional volume confirmation, plots swing levels and zones, shows editable labels and toggleable yellow buy/sell triangle signals, and includes debug tools for tuning.
Bullish & Bearish Once Bar PainterThe Bullish & Bearish First Bar Marker is a simple yet powerful indicator designed to highlight the first bullish and bearish bars in a sequence, helping traders identify key momentum shifts in the market. It marks:Bullish Bars: The first bar where the high and low are both higher than the previous bar (high > high and low > low ), painted green with a "Bullish" label.
Bearish Bars: The first bar where the high and low are both lower than the previous bar (high < high and low < low ), painted red with a "Bearish" label.
To avoid clutter, consecutive bullish or bearish bars are not marked until a non-bullish or non-bearish bar resets the sequence. This makes it ideal for spotting the start of strong upward or downward price movements.
选股器:智能货币突破通道 [AlgoAlpha]Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel
Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel
TURT Donchian Ladder v3.13How to trade TURT+ with the v3.13 script
1) Pick the system & arm the entry
• In the script, choose System = S1 (20D) or S2 (55D).
The HUD always shows both rails for reference, but the ladder (Entry/+Adds) uses the system you pick.
• Your Entry is shown as Pivot + 0.1×N (rounded).
• Place a stop-limit “parent” order at that Entry price. (Classic Turtle uses an entry stop; I suggest a tight limit offset so you don’t chase a blow-through.)
• Initial stop = N2 = Entry − 2×N (rounded). Put that in immediately.
If you like only confirming on a bar close, leave confirmClose = true and place the parent after the close that breaks out. If you want intrabar fills, set confirmClose = false and keep the stop-limit active intraday.
2) Size it the way you planned
• Set acctEquity / riskCapPct / posCapUSD / entryFrac / entryRiskFrac / sizingMode.
• HUD gives Rec Entry Qty (when flat) and, once in, it shows:
• Next Rung (price)
• Suggested AddShares (honors RiskCap & PosCap)
• Proj Stop if Add (ratcheted N2)
• A limiter note (RiskCap or PosCap) if you’re constrained.
3) After entry fills, stage the ADDs (only at fixed +N steps)
• Adds are NOT “every Donchian break.” You add only at:
• Add-1 = Entry + 0.5×N
• Add-2 = Entry + 1.0×N
• Add-3 = Entry + 1.5×N (optional)
• Use the HUD’s Suggested AddShares for each rung (it respects your RiskCap/PosCap).
• Place stop-limit orders for each add (either immediately as a contingent OTO chain that arms only after Entry fills, or you arm each add when price approaches—your choice).
• On each add fill, ratchet the catastrophic stop for the entire position to Last-Add − 2×N (the script and HUD show Proj Stop if Add so you know where it will land). Never move it lower.
Pro tip: If your broker supports OTO/OTOCO:
• OTO parent = Entry stop-limit.
• On fill, fire an OCO with the N2 stop (no target), and also stage child stop-limits for Add-1 / Add-2 / Add-3 with the correct sizes. If your broker can’t chain that deep, just use the script’s alerts (Entry/Add-1/Add-2/Add-3/Exits) to place/adjust orders quickly.
4) Exits (two layers)
• Catastrophic (always on): the N2 stop you’re ratcheting (Last-Add − 2×N).
• Trend exits (runner):
• S1: 10-low close (HUD shows it).
• S2: 20-low close (HUD shows it).
• Profit-taking (optional): sell ~50% at +2.5R to +3R vs current N2; let the runner trail with 10-low/20-low. You can keep N2 as a hard backstop.
5) Should you pre-set everything or buy live?
Both work; pick the style that fits you:
Preset (Turtle-pure, rules-based)
• ✅ You won’t miss the breakout; minimal discretion.
• ✅ Broker handles fills even if you’re away.
• ⚠️ You may get the occasional intraday “poke” (use confirmClose + place after close if you want fewer).
Buy on break manually
• ✅ Lets you check tape/volume or any extra gates before clicking.
• ⚠️ Higher chance of slippage or of simply missing the trigger.
A nice hybrid: place the Entry order, then arm Add-1/2/3 when price is nearing each rung and the HUD shows Suggested AddShares > 0 (green risk read).
⸻
6) Quick checklist per trade
1. System: S1 or S2?
2. Levels: Entry / Add-1 / Add-2 / Add-3 / 10-low / 20-low / N2 (rounded).
3. Sizing: confirm RiskCap/PosCap; HUD shows Suggested AddShares and limiter.
4. Orders:
• Parent Entry stop-limit.
• N2 stop (rounded).
• Stage adds (stop-limits) with sizes from HUD.
5. On fill: ratchet stop to Last-Add − 2×N; adjust remaining adds and sizes.
⸻
7) Example with your MU position (pattern)
• You’re already in: set entryQty and entryPman in the inputs to match your fill.
• HUD now focuses on Next Rung, Suggested AddShares, and Proj Stop if Add.
• If Suggested AddShares = 0 and limiter says RiskCap or PosCap, you’ll still see the next rung price and Proj Stop if Add so you can decide whether to override.
⸻
Bottom line
• Entry: buy the Donchian breakout + 0.1N with a stop-limit (Turtle style).
• Adds: only at +0.5N steps, sized by HUD; not on every future Donchian break.
• Stops: keep (and ratchet) the N2 catastrophic; trail runner on 10-low / 20-low.
If you want, tell me your broker/platform and I’ll map this to exact order ticket types (stop-limit/OTO/OCO) and a tiny checklist you can keep next to your screen.
ATR Histogram vs High-Low//@version=5
indicator("RSI+Price Confluence", overlay=false)
rsiSrc = input(close)
rsiLen = input.int(14)
emaRSI = input.int(9)
wmaRSI = input.int(45)
tf = input.timeframe("60")
emaF = input.int(21)
emaS = input.int(52)
// Lấy EMA và WMA của RSI HTF chỉ trong 1 lần request
ema_rsi = request.security(syminfo.tickerid, tf, ta.ema(ta.rsi(rsiSrc, rsiLen), emaRSI))
wma_rsi = request.security(syminfo.tickerid, tf, ta.wma(ta.rsi(rsiSrc, rsiLen), wmaRSI))
// Xác định lực RSI
luc_up = ema_rsi > wma_rsi
luc_down = ema_rsi < wma_rsi
// Lực giá (EMA nhanh & chậm)
gia_up = ta.ema(close, emaF) > ta.ema(close, emaS)
gia_down = ta.ema(close, emaF) < ta.ema(close, emaS)
// Tín hiệu cuối cùng
isUP = luc_up and gia_up
isDOWN = luc_down and gia_down
isNEU = not isUP and not isDOWN
// Vẽ cột tín hiệu, color= đầy đủ
plot(isUP ? 1 : na, title="UP", style=plot.style_columns, color=color.green, linewidth=6)
plot(isDOWN ? -1 : na, title="DOWN", style=plot.style_columns, color=color.red, linewidth=6)
plot(isNEU ? 0 : na, title="NEU", style=plot.style_columns, color=color.yellow, linewidth=6)
// Đường zero
hline(0, "", color=color.gray, linestyle=hline.style_dotted)
Simple Demand Indicator v3.1 (MA + RSI Kombinasi)//@version=5
indicator("Simple Demand Indicator v3.1 (MA + RSI Kombinasi)", overlay=true)
// Input
maLength = input.int(50, "Moving Average Length")
rsiLength = input.int(14, "RSI Length")
overSold = input.int(30, "RSI Oversold")
overBought = input.int(70, "RSI Overbought")
// Hitung MA & RSI
ma = ta.sma(close, maLength)
rsi = ta.rsi(close, rsiLength)
// Sinyal dasar crossing MA
buySignal = ta.crossover(close, ma)
sellSignal = ta.crossunder(close, ma)
// Warna panah sesuai RSI
buyColor = (rsi < overSold) ? color.lime : color.green
sellColor = (rsi > overBought)? color.red : color.orange
// Plot MA
plot(ma, color=color.orange, title="MA Trend")
// Plot panah BUY
plotshape(buySignal, title="BUY", style=shape.labelup,
color=buyColor, text="BUY", textcolor=color.white,
location=location.belowbar, size=size.small)
// Plot panah SELL
plotshape(sellSignal, title="SELL", style=shape.labeldown,
color=sellColor, text="SELL", textcolor=color.white,
location=location.abovebar, size=size.small)
// Alerts
alertcondition(buySignal, title="BUY Signal",
message="📈 BUY Signal pada {{ticker}} TF {{interval}} (RSI={{rsi}})")
alertcondition(sellSignal, title="SELL Signal",
message="📉 SELL Signal pada {{ticker}} TF {{interval}} (RSI={{rsi}})")
Current Candle Sizeprints the size of the candle below so you can identify if it's too large to take a position using the 9/20 strategy
trade buy-sell sushantThis indicator generates Buy and Sell signals based on a simple two-bar pattern comparison. It checks whether the last two candles have the same directional bias (bullish or bearish) and then confirms momentum by comparing the current and previous closes.
EMA-RSI-MACD-Volume-Candle Combo HÂN HÂN//@version=5
indicator("EMA-RSI-MACD-Volume-Candle Combo", overlay=true)
// === EMA 20 & 50 ===
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
goldenCross = ta.crossover(ema20, ema50) // EMA20 cắt lên EMA50
plot(ema20, color=color.yellow, title="EMA 20")
plot(ema50, color=color.orange, title="EMA 50")
// === RSI (14) ===
rsi = ta.rsi(close, 14)
rsiCondition = rsi <= 30
// === MACD ===
macd = ta.ema(close, 12) - ta.ema(close, 26)
signal = ta.ema(macd, 9)
macdCondition = macd > 0
// === Volume breakout ===
volMA = ta.sma(volume, 20)
volCondition = volume > volMA * 1.5 // Volume > 150% so với MA20
// === Candlestick reversal patterns ===
// Bullish Engulfing
bullEngulf = close < open and close > open and close >= open and open <= close
// Hammer
hammer = (close > open) and ((high - low) > 3 * (open - close)) and ((close - low) / (0.001 + high - low) > 0.6)
candleCondition = bullEngulf or hammer
// === Combined Signal ===
buySignal = goldenCross and rsiCondition and macdCondition and volCondition and candleCondition
// Plot signals on chart
plotshape(buySignal, title="BUY Signal", style=shape.labelup, color=color.green, text="BUY", location=location.belowbar, size=size.large)
// Alerts
alertcondition(buySignal, title="BUY Signal Alert", message="EMA20>EMA50 + RSI≤30 + MACD>0 + Volume Breakout + Reversal Candle")
AlphaTrend Pro — Trend & Momentum Indicator📌 AlphaTrend Pro — Trend & Momentum Indicator
The AlphaTrend Pro is a professional trend-following & momentum confirmation tool designed to identify high-probability buy and sell signals in any market (Forex, Crypto, Indices, Commodities).
🔎 How It Works
AlphaTrend Bands (EMA ± ATR):
Dynamic support/resistance zones based on volatility.
Trend Detection:
✅ Price above Alpha Upper Band → Bullish Trend (BUY Zone).
❌ Price below Alpha Lower Band → Bearish Trend (SELL Zone).
⚪ Price between bands → Neutral (No Trade).
RSI Filter (Optional):
Prevents false entries in ranging markets.
Confirms momentum before signals.
📊 Features
Clear BUY/SELL signals with arrows on chart.
Trend-colored candles for quick visual bias.
Built-in alerts for automation (works with bots, Telegram, webhooks).
On-screen dashboard showing live trend status.
Works on all timeframes & markets (Scalping, Swing, Position Trading).
⚡ Best Use
Use on higher timeframes (1H, 4H, Daily) for trend confirmation.
Enter on lower timeframes for precise entries.
Combine with price action or support/resistance for maximum accuracy.
Simple Demand Indicator v2.1 (MA + RSI)//@version=5
indicator("Simple Demand Indicator v2.1 (MA + RSI)", overlay=true)
// === INPUT ===
maLength = input.int(50, "Moving Average Length")
rsiLength = input.int(14, "RSI Length")
overSold = input.int(30, "RSI Oversold")
overBought = input.int(70, "RSI Overbought")
// === CALCULATION ===
ma = ta.sma(close, maLength)
rsi = ta.rsi(close, rsiLength)
// BUY: harga cross up MA + RSI oversold
buySignal = ta.crossover(close, ma) and rsi < overSold
// SELL: harga cross down MA + RSI overbought
sellSignal = ta.crossunder(close, ma) and rsi > overBought
// === PLOT MA ===
plot(ma, color=color.orange, title="MA Trend")
// === PLOT SIGNAL ARROWS ===
plotshape(buySignal, title="BUY Signal", style=shape.labelup, color=color.green,
text="BUY", textcolor=color.white, size=size.small, location=location.belowbar)
plotshape(sellSignal, title="SELL Signal", style=shape.labeldown, color=color.red,
text="SELL", textcolor=color.white, size=size.small, location=location.abovebar)
// === ALERTS ===
alertcondition(buySignal, title="BUY Signal", message="📈 BUY Signal pada {{ticker}} TF {{interval}}")
alertcondition(sellSignal, title="SELL Signal", message="📉 SELL Signal pada {{ticker}} TF {{interval}}")
Combine two tickers OHLC bars with selectable sourcesCombines the bars of two chosen tickers, used to fix issues with split history, new ticker names
e.g. MYTIL went to LSE from ATHEX and changed ticker names but with "broken"/ split chart history. With this script you get the full history combined with the two tickers.
An SMA50 was used as an example of how this can be used with others custom indicators inside this script.
Trade Status in Dollarsthis shows the value of a trade as it progresses in an easy to read huge font at the bottom of the last candle.
Kalman Sigmoid Z-score | SurgeQuantTitle: Kalman Sigmoid Z-score Indicator
The Kalman Sigmoid Z-score indicator is a sophisticated tool designed to identify market momentum and potential trend changes using a combination of Kalman filtering, sigmoid-weighted averaging, and Z-score calculations. By processing price data through a Kalman filter and applying adaptive sigmoid weighting, this indicator provides clear visual signals for bullish and bearish market conditions. The Z-score output and price bars are dynamically colored to highlight momentum shifts, aiding traders in identifying potential trading opportunities.
How It Works
Kalman Filter Calculation
Computes a smoothed price series using a Kalman filter based on a user-selected price source (Close, High, Low, or Open) with configurable parameters for process noise, measurement noise, and filter order (default: 3).
The Kalman filter reduces noise in the price data, providing a stable foundation for further analysis.
Sigmoid-Weighted Averaging
Applies a sigmoid function to calculate adaptive weights based on price comparisons over a user-defined lookback period (default: 10).
Weights are adjusted dynamically using a volatility ratio (standard deviation over ATR) to account for market conditions, enhancing signal reliability.
Z-score Calculation
Calculates the Z-score of the Kalman-filtered price relative to a sigmoid-weighted moving average over a user-defined period (default: 20).
Bullish Signal: Triggered when the Z-score crosses above 0, indicating potential upward momentum.
Bearish Signal: Triggered when the Z-score crosses below 0, indicating potential downward momentum.
Visual Representation
The indicator provides a clear and customizable visual interface:
Z-score Histogram: Displayed as colored columns, with distinct colors for bullish (Z-score > 0) and bearish (Z-score < 0) conditions.
Bright green (#4DFFBE) for rising Z-score above 0.
Light green (#56DFCF) for falling Z-score above 0.
Dark purple (#AE75DA) for falling Z-score below 0.
Light purple (#4D2D8C) for rising Z-score below 0.
Price Bar Coloring: Synchronizes with the Z-score colors to reflect momentum on the main chart.
Reference Line: A zero line is plotted on the Z-score panel for easy reference.
Customization & Parameters
The Kalman Sigmoid Z-score indicator offers flexible parameters to suit various trading styles:
Source: Select the input price (default: Close; options: Close, High, Low, Open).
Lookback Period: Set the period for sigmoid weight calculations (default: 10).
Volatility Period: Adjust the period for volatility ratio calculation (default: 30).
Base Steepness: Control the sigmoid function’s sensitivity (default: 5).
Base Midpoint: Set the sigmoid function’s midpoint (default: 0.01).
Z-score Period: Define the period for Z-score calculation (default: 20).
Kalman Parameters:
Process Noise (default: 0.01).
Measurement Noise (default: 3).
Filter Order (default: 3).
Color Settings: Predefined colors with distinct shades for bullish and bearish states, ensuring clear visual differentiation.
Trading Applications
This indicator is versatile and can be applied across various markets and strategies:
Momentum Trading: Highlights strong bullish or bearish momentum for potential entry or exit points based on Z-score crossings.
Trend Confirmation: Use bar coloring to confirm Z-score signals with price action on the main chart.
Reversal Detection: Identify potential reversals when the Z-score crosses the zero line.
Scalping and Swing Trading: Adjust parameters (e.g., lookback, Z-score period) to suit short-term or longer-term strategies.
Final Note
The Kalman Sigmoid Z-score indicator is a powerful tool for traders seeking to leverage advanced filtering and statistical analysis for momentum and trend-based opportunities. Its combination of Kalman-filtered price smoothing, sigmoid-weighted averaging, dynamic Z-score signals, and synchronized bar coloring offers a robust framework for informed trading decisions. As with all indicators, backtest thoroughly and integrate into a comprehensive trading strategy for optimal results. This indicator is provided for educational and informational purposes and should not be considered financial advice.
Binary Options Time/Price Entry Helper SushantBinary options indicator with engulfing patterns, rejection wicks, and 5-min time anchors.
Premium version with clean defaults - all features disabled by default for minimal chart clutter. Enable only what you need.
Features:
• Bullish/Bearish engulfing signals
• Rejection wick detection
• 5-minute time markers
• Fully customizable