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T4W Advance Fib Strategy Looking for sharp intraday entries with clear targets? This strategy is designed especially for Nifty / Bank Nifty / Index traders who love precision and speed. ✨ Key Highlights: 🔹 Auto-calculates 1-Minute High & Low zones for instant trade setup. 🔹 Works on advanced fib labels to define breakout & reversal zones. 🔹 Provides upper & lower side targets with high accuracy. 🔹 Best suited for 1-Min & 3-Min charts (can also be used on 5-Min for confirmation). 🔹 Ideal for scalpers and intraday traders who want clear, rule-based levels. 💡 Whether you’re trading breakouts or reversals, this tool simplifies decision-making and helps you catch moves with confidence. 👉 Try it, backtest it, and take your intraday trading to the next level!
Pine Script®指標
由AMARMANDEKAR提供
AVWAP (ATR-Weighted VWAP) IndicatorAVWAP (Average True Range Weighted Average Price), you typically combine two core indicators: 1. VWAP (Volume Weighted Average Price) This is the base indicator that calculates the average price weighted by volume over a session or specified period. VWAP serves as the core reference price level around which volatility adjustments are made for AVWAP. 2. ATR (Average True Range) ATR measures market volatility, representing the average price range over a set period. ATR is used to create volatility bands or buffers around the VWAP, adjusting levels to reflect prevailing market volatility. How These Indicators Work Together for AVWAP: Use VWAP to establish your average price line weighted by volume. Calculate ATR to understand the average price movement range. Apply ATR as multipliers to VWAP to create upper and lower volatility-adjusted bands (e.g., VWAP ± 1 × ATR), which form the AVWAP bands. These bands help identify volatility-aware support/resistance and stop-loss placement zones. So to make things easier I have built a custom AVWAP indicator to be used How to use my custom indicator: The central blue line is the VWAP. The red and green bands above and below VWAP are AVWAP bands set at VWAP ± 1.5 × ATR by default. Adjust the ATR length and multiplier inputs to suit the timeframe and volatility preferences. Use the bands as dynamic support/resistance and for setting stop loss zones based on volatility.
Pine Script®指標
由himanshushourabh提供
HD_DİNAMİK SEMBOL-SİNYAL TABLO (STrend + EMA(25/99) – v6.2HD_Dynamic Symbol–Signal Table (Short/Mid/Long) — SuperTrend + EMA(25/99) — v6.2 TL;DR Invite-only indicator that builds a multi-symbol live signal table combining SuperTrend direction with EMA 25/99 state, across three timeframe groups: Short (5/15/30), Mid (45/60/120), Long (180/240/D). Top 2 rows (e.g., BTC, ETH) always show the full 3×(ST, EMA) matrix; the remaining rows show the active group to stay lightweight. The table colors & texts are highly configurable, and the indicator emits clean alert messages you can route to webhooks (e.g., your bot). 1) What it does Signal logic (per symbol & timeframe): SuperTrend direction + EMA 25 vs 99 comparison. Combination map: ST=LONG & EMA=LONG → "LONG YAP" ST=SHORT & EMA=SHORT → "SHORT YAP" ST=SHORT & EMA=LONG → "SHORT/LONG YAP" (mixed) ST=LONG & EMA=SHORT → "LONG/SHORT YAP" (mixed) Timeframe groups Short: 5/15/30 Mid: 45/60/120 Long: 180/240/D Auto mode infers the group from the chart TF; Manual mode lets you pin a group. Pinned priority rows: Row #1 and #2 (default BTC/ETH) always display all three TFs (ST & EMA pairs). Dynamic list (rows 3–30): Shows only the active group for each symbol to stay fast and readable. Implementation note: in this build the ST “up”/“down” plotting uses the SuperTrend dir sign convention where dir < 0 is rendered as Uptrend and dir > 0 as Downtrend in visuals. The table/alerts already normalize this into LONG/SHORT text. 2) Table, styling & filters Placement & fonts: position, title/group/header/body font sizes. Colors: per-cell/background for header rows, LONG/SHORT states, and distinct brand colors per symbol row (BTC=blue, ETH=amber, majors=greens, mid-caps=oranges, high-risk=reds, new/hyped=purple range). Symbol column text: “Symbol only”, “Short+Symbol”, or “Short only”. Filter: Show All / LONG YAP / SHORT YAP / SHORT/LONG YAP / LONG/SHORT YAP. (Pinned BTC/ETH still visible.) 3) Alerts & webhook messages Per-row alerts: When the active TF for a row resolves on bar close, the indicator sends: |symbol=|tf=|signal= Example: HD_ST_EMA|symbol=BINANCE:BTCUSDT|tf=15|signal=LONG YAP Configure the alert to Once per bar close and set a webhook URL if you want to forward to an execution bot. Ready-made alertconditions (Robot block): Select a single alarmSymbol and get four conditions: LONG YAP, SHORT YAP, SHORT/LONG YAP, LONG/SHORT YAP. Chart-symbol conditions: Extra alertconditions for EMA LONG/SHORT and ST LONG/SHORT on the current chart symbol, if you also want single-symbol triggers. 4) Drawing package (optional) SuperTrend line with Up/Down segments and trend-flip labels. EMA 25/99 lines and cross labels. Main mixed-state labels for the chart symbol can be toggled (LONG/SHORT & mixed cases). 5) Symbols & safety Priority inputs (#1–2) for BTC/ETH; inputs #3–30 for your list (supports formats like BINANCE:BTCUSDT or BTCUSDT.P). A basic format validator ignores obviously malformed tickers to avoid request errors. request.security() powers all multi-TF/multi-symbol reads. 6) How to use Add indicator to the chart. Choose Auto (group follows chart TF) or pick Short/Mid/Long manually. Fill your symbol list (rows 3–30). BTC & ETH are pinned at the top. Set filter (or keep “All”). (Optional) Adjust fonts/colors and the “Symbol column” text mode. Turn Alert on; set alertPrefix if you need a specific route tag. Create an alert on the indicator, Once per bar close, and (optionally) add a webhook URL. 7) Notes & limits This is an indicator (no orders are placed). Use the alerts to trigger your own automation. Designed for crypto symbols; works on other markets if your vendor supports the tickers/timeframes. Table resizes dynamically to your active list; heavy watchlists may still be constrained by platform limits. 8) Disclaimer Educational use only. Not financial advice. Past performance does not guarantee future results. Changelog v6.2 — Auto/Manual TF-grouping, pinned BTC/ETH tri-TF view, robust alert text format, color-coded priorities, safer symbol validation, ST/EMA flip labels, dynamic table sizing. Türkçe Özet Ne yapar? Birden fazla sembol için SuperTrend + EMA(25/99) durumunu üç periyot grubunda (Kısa 5/15/30 – Orta 45/60/120 – Uzun 180/240/Günlük) tek tabloda gösterir. BTC/ETH ilk iki satırda her zaman 3×(ST, EMA) birlikte görünür; diğer satırlar aktif gruba göre (performans için) tek grup gösterir. Sinyal mantığı İkisi de LONG → LONG YAP İkisi de SHORT → SHORT YAP Karışık → SHORT/LONG YAP veya LONG/SHORT YAP (ST/EMA’ya göre) Alarm & Webhook Satır bazlı alarm metni: HD_ST_EMA|symbol=...|tf=...|signal=... (bar kapanışında). “Robot” bölümünde tek bir sembol için 4 ayrı alertcondition hazır. Grafikteki sembol için ayrıca EMA LONG/SHORT ve ST LONG/SHORT koşulları da var. Kullanım Otomatik/Elle grup seç; Listeyi doldur (3–30); Filtre/renk/yazı ayarla; Alarmı aç ve Once per bar close ile kur; gerekiyorsa webhook URL ekle. Not Gösterge emir vermez; sinyalleri kendi köprüne/botuna yönlendirirsin. Yatırım tavsiyesi değildir.
Pine Script®指標
由doganhayrullah38提供
Session Sniper Bands — Pro Overlay (Bollinger, Sessions, Engulf)The Session Sniper Bands — Pro Overlay combines three powerful tools into one clean, professional script designed to help traders spot high-probability setups across any market. 📌 What’s included: Dual Bollinger Bands → track volatility squeezes, expansions, and mean reversion zones. Customizable Trading Sessions (Tokyo / London / New York) → shaded regions with editable names, open/close lines, range, and average price markers. Engulfing Candlestick Signals → automatic bullish and bearish engulfing arrows for precision entry timing. ✨ Features: Session names and times are fully customizable (rename “Tokyo” to “Asia Open,” etc.). Clear OB/OS volatility cues via Bollinger stack. Lightweight visuals that won’t clutter your chart. Works across Forex, Crypto, Indices, and Binary Options. ⚡ Why use it? This overlay is built for traders who want to snipe entries with session context. Spot when volatility contracts, align with session flows, and confirm with engulfing momentum candles — all in one view. ⚠️ Disclaimer: This script is for educational purposes only and is not financial advice. Always test on demo before trading live.
Pine Script®指標
由RockStarrFX提供
عكفة الماكد المتقدمة - أبو فارس ©// 🔒 عكفة الماكد المتقدمة © 2025 // 💡 فكرة وإبداع: المهندس أبو الياس // 🛠️ تطوير وتنفيذ: أبو فارس // 📜 جميع الحقوق الفكرية محفوظة - لا يُسمح بالنسخ أو التعديل أو إعادة التوزيع // 🚫 أي محاولة للعبث بهذا الكود أو انتهاك الحقوق الفكرية مرفوضة قانونياً // 📧 للاستفسارات والتراخيص: يرجى التواصل مع المطور أبو فارس // 🔒 Advanced MACD Curve © 2025 // 💡 Idea & Creativity: Engineer Abu Elias // 🛠️ Development & Implementation: Abu Fares // 📜 All intellectual rights reserved - Copying, modifying, or redistributing is not permitted // 🚫 Any attempt to tamper with this code or violate intellectual property rights is legally prohibited // 📧 For inquiries and licensing: Please contact the developer, Abu Fares
Pine Script®指標
由ABU_FARIS提供
𝙵𝚛𝚊𝚖𝚎𝚠𝚘𝚛𝚔|[𝙰|𝛺]This indicator was designed and coded by me, providing a clean and efficient adaptation of the teachings from Inner Circle Trading (ICT). The tool is intended to display various data points that help streamline and simplify your trading process. However, it does not generate signals or recommendations for trade execution. It is designed to automatically display different components according to the timeframe you are analyzing. From the Hourly chart down to the seconds, you will be able to visualize a wide range of time-based data points in one indicator. On the Hourly timeframe, the indicator begins with the Weekly Profile using the True Day . You will be able to visualize Monday’s price extended throughout the entire week, as well as each individual day of the week separately. You can also visualize the equilibrium and quadrants of each individual day, if desired. ICT 3-Day Protocol: This feature extends the highs and lows of the previous two days up to the current candle. These levels can serve as potential draws on liquidity or reference points for identifying opportunities on lower timeframes. M15 Timeframe On this timeframe, you will be able to visualize the previously mentioned elements, with the addition of the Asian and London sessions. These are included to help outline the potential intraday profile, as well as the highs and lows of these sessions, since they represent relevant data points. You will also have the option to display projections of these ranges. These projections are useful for anticipating potential price manipulation and distribution levels, using Midnight Open as the reference point for the Daily PO3 . You will also be able to visualize different Opens , including: • 00:00 • 08:30 • 09:30 • 13:30 • Previous day’s Settlement Price These levels represent relevant data points that can be used to frame implied discount or premium conditions relative to the Time of Day . M1 and Seconds On this timeframe, you will be able to see the previously mentioned elements, along with additional features. Market Session Dividers: These are included to provide a clear and organized visual reference of which session the market is currently in, as well as the separation between one session and another.** Opening Ranges: This feature allows you to visualize the Opening Range of the AM and PM sessions, along with their respective projections. You can also choose whether to extend these ranges over time or keep them limited to their formation period. First Presentations: This feature allows you to visualize the initial imbalance of the Regular Trading Hours session, including both the AM and PM sessions. Additionally, an option is included in the menu to indicate if the current day has high-impact news before the 09:30 open, allowing you to consider including the formation of the First Presented Gap from 09:29, as recommended by ICT. You can also enable alerts to be notified each time a First Presentation is formed. Table: This feature displays a table with the various Openings mentioned earlier. It shows the price and indicates whether the market is at a Discount or Premium relative to these levels using an arrow. The table also displays the size of the Opening Range Gap and, with an arrow, indicates whether it is a Premium or Discount Gap. It provides different possible protocols based on the gap size and other elements taught by ICT to help anticipate certain market scenarios. Additionally, it shows the current time and changes the color of the time indicator depending on whether you are within a macro session or not. This keeps your chart clean while still allowing you to know if the market is in a macro session. All elements of the indicator are customizable . You can personalize virtually every component to suit your preferences. The Engineer.
Pine Script®指標
由The_IAO_提供
SMC OB+HOBSmart Money OB/HOB Indicator — Quick Guide Use this as a field manual: what you’re seeing, how it’s decided, and which settings to use for different timeframes and trade styles. What the tool plots Bullish Order Block (OB) — teal box The last small down candle before a bullish displacement/BOS. Height = candle body (default) or wick range (if you choose “Wick”). Pin (small white dot) at the origin candle’s time to make anchoring obvious. Bearish Order Block (OB) — red box The last small up candle before a bearish displacement/BOS. Hidden Order Block (HOB) — same box but yellow-tinted fill A valid OB with one or more same-bias FVGs “ahead” (i.e., OB sits “behind” inefficiency). These tend to be stronger. Mitigation state (fill transparency) Unmitigated (least transparent): price hasn’t meaningfully traded back into the box. Highest priority. Partial (more transparent): some penetration; still valid. Full (most transparent): fully consumed; lower priority (optional to hide). Top-K border — thin white outline Only the best-scoring OBs/HOBs per direction are drawn to reduce clutter. Auto-Fibs (optional) OTE zone (0.62–0.79) — subtle purple band across the current swing leg. 0.618 / 0.705 / 0.786 — thin white horizontal lines. Confluence here adds score. Trade idea lines (per Top-K block) Entry — white line (mid/edge per your setting). Stop — red line (box edge ± your pad). TP1/TP2 — lime lines, R-based from entry→stop distance. Label shows LONG/SHORT, entry, SL, TP1, TP2, time-stop (bars). Note: Fair Value Gaps (FVGs) are tracked internally to classify HOBs and for pruning, not drawn to avoid noise. How a block is qualified (in plain English) BOS + Displacement: Close breaks the recent swing high/low by at least N ticks and the bar shows impulse (body ≥ X·ATR and ≥ Y% of its total range). (Settings: “Close beyond ≥ ticks”, “Min impulse body (x ATR)”, “Body/TR min %”) Seed candle: Look back ≤ N bars for the last opposite small-body candle (body ≤ Z% of its range). That candle’s body/wick becomes the OB height. (Settings: “Last opposite candle within N bars”, “OB body ≤ % of TR”, “OB height model”) Hidden OB: Count same-bias FVGs “ahead”. If ≥ your threshold → tag the OB as HOB. (Setting: “Require ≥ N same-bias FVGs ahead”) Mitigation tracking: As price trades into the box, we compute penetration %, updating unmitigated / partial / full state each bar. Ranking (Top-K): Every OB/HOB gets a score: near price, newer, hidden, near fib, and unmitigated boost. We draw only the Top-K per direction. Inputs you’ll actually tweak Timeframe Compute on: Current (uses your chart TF) or Specific (MTF scan). Process last N bars: reduce for speed, increase to see more history. Anchoring Extend: Right, Limited, or Origin only. Limited draws boxes to a fixed number of bars so charts stay clean. Show origin pins: Keep on so you always know the source candle. Structure / BOS (signal frequency vs. quality) Require FVG on break bar: ON = stricter, OFF = more signals. Min impulse body (x ATR): higher = stricter. Body/TR min %: higher = stricter. Close beyond ≥ ticks: 0–1 for LTF; 1–3 for HTF. Order Blocks OB height model: Body (cleaner) or Wick (wider protection). Last opposite candle within N bars: 3–8 (higher finds more). OB body ≤ % of TR: 0.35–0.70 (lower = stricter). Min OB height (ticks): 1–2 (avoid micro slivers). Expire on first touch: If ON, removes boxes after first reaction. Hidden OB Require ≥ N FVGs ahead: 0–1 for LTF (more HOBs), 1–2 for HTF. Mitigation Filter (what you show) Toggle Unmitigated / Partial / Full visibility. For precision trading, keep Unmitigated on; show others while scanning. Auto-Fibs Enable fib confluence: On adds score near 0.618/0.705/0.786. Draw lines / OTE: Visual only; confluence also boosts ranking. Tolerance (x ATR): how close price must be to count as “near fib”. Ranking & Draw Top-K per direction: how many OBs/HOBs you’ll see each side. Prefer near / newer / hidden / unmitigated: scoring toggles. Fib boost: how much fib confluence bumps a level. Trade Ideas Entry style: 50% of OB (balanced) or OB edge (faster fills). Stop pad (ticks/ATR): give a little room beyond the box edge. TP1/TP2 (R): risk-multiple targets (e.g., 1R, 2R). Time stop (minutes): exit if it doesn’t go in time. Execution / Alerts (recommended) Keep on-close workflow: do not enable calc_on_every_tick. When creating alerts, choose Once per bar close. How to use it (mechanical checklist) Scan: Focus on Top-K boxes. HOBs (yellow-tinted) and unmitigated get first look. Context (optional): If you like, also check HTF structure or obvious liquidity pools (equal highs/lows). Confluence: Prefer boxes near 0.618/0.705/0.786 or inside the OTE band. Trigger: Let the bar close. If entry line is touched next, you have a go-signal with a placed stop and R-targets. Manage: If TP1 hits, move SL to BE. For HOBs, consider a runner (trail under minor swing/FVG) — they often travel further. Time stop: If it hasn’t moved within N minutes/bars, cut it; don’t babysit. Preset recipes (copy these settings) 1) Hyper-Scalp (1–3m) — frequent, fast Structure / BOS: FVG on break = OFF | Min impulse = 0.6–0.8 | Body/TR = 0.45–0.55 | Close beyond = 0–1 Order Blocks: Opposite lookback = 5–6 | OB body ≤ 0.55–0.60 | Min height = 1 HOB: Need FVGs = 0–1 Mitigation view: Show Unmit/Partial, optionally Full while scanning Ranking: Top-K = 4–6, prefer near/new/hidden/unmit = ON, Fib boost = 0.6–1.0 Trade Ideas: Entry = OB edge, Stop pad = 1–2 ticks, Time stop = 5–8 min Execution: On bar close alerts 2) Intraday (5–15m) — balanced Structure / BOS: FVG on break = OFF | Min impulse = 0.8–1.0 | Body/TR = 0.55–0.60 | Close beyond = 1 Order Blocks: Opposite lookback = 4–5 | OB body ≤ 0.50–0.55 | Min height = 1–2 HOB: Need FVGs = 1 Ranking: Top-K = 3–4, Fib boost = 1.0–1.5 Trade Ideas: Entry = 50%, Stop pad = 2–3 ticks, Time stop = 10–20 min 3) Swing (1H–4H) — selective, higher quality Structure / BOS: FVG on break = ON | Min impulse = ≥1.0 | Body/TR = ≥0.65 | Close beyond = 1–3 Order Blocks: Opposite lookback = 3–4 | OB body ≤ 0.45–0.50 | Min height = 2–4 HOB: Need FVGs = 1–2 Ranking: Top-K = 2–3, Fib boost = 1.5–2.0 Trade Ideas: Entry = 50%, Stop pad = a few ticks + ATR pad, Time stop = few bars 4) HTF (Daily+) — very selective Keep swing settings, increase Min impulse and Close beyond a bit, reduce Top-K to 1–2. Priority rules (what to trade first) HOB over OB Unmitigated over partial/full With fib confluence over without Near price and recent over far/old Favor levels that follow a sweep (equal highs/lows taken, then return to your box) If two boxes tie, take the one with the cleaner origin candle and simpler path to TP (fewer nearby obstacles). Troubleshooting & tips “I’m not seeing many signals.” Loosen Structure/BOS (lower ATR and Body/TR), increase Opposite lookback, allow Partial/Full in view, raise Top-K. “Too many lines/boxes.” Lower Top-K, use Limited extension (Anchoring), hide Partial/Full, and keep fib lines if you rely on confluence. “Stuff looks offset.” Keep origin pins on. Use xloc.bar_time (already in code) and avoid custom time compressions that desync objects. Execution discipline: Use on-close alerts. Respect time stops. Size by fixed risk per trade, not fixed leverage.
Pine Script®指標
由GortSerf提供
SuperTrendSAP1212This indicator combines Supertrend, VWAP with bands, and an optional RSI filter to generate Buy/Sell signals. How it works Supertrend Flip (ATR-based): Detects when trend direction changes (from bearish to bullish, or bullish to bearish). VWAP Band Filter: Signals only trigger if the candle close is beyond the VWAP bands: Buy = Supertrend flips up AND close > VWAP Upper Band Sell = Supertrend flips down AND close < VWAP Lower Band Optional RSI Filter: Buy requires RSI < 20 Sell requires RSI > 80 Can be enabled/disabled in settings. Features Choice of VWAP band calculation mode: Standard Deviation or ATR. Adjustable ATR/StDev length and multiplier for VWAP bands. Toggle Supertrend, VWAP lines, and Buy/Sell labels. Alerts included: add alerts on BUY or SELL conditions (use Once Per Bar Close to avoid intrabar signals). Use Works best on intraday or higher timeframes where VWAP is relevant. Use the RSI filter for more selective signals. Can be combined with your own stop-loss and risk management rules. ⚠️ Disclaimer: This script is for educational and research purposes only. It is not financial advice. Always test thoroughly and trade at your own risk.
Pine Script®指標
由InvestingIsBoring提供
AlphaTrend Strategy – Advanced Trend & Momentum Trading SystemThe AlphaTrend Strategy is a powerful trading system designed to capture trend-following opportunities while filtering out low-quality setups. It combines multiple layers of confirmation, including: ✅ AlphaTrend entry & exit signals based on dynamic ATR and MFI calculations ✅ Trend filter with customizable moving averages (SMA, EMA, WMA, VWMA, HMA) ✅ Momentum filter using ADX with optional DI+ / DI– checks ✅ Session-based trading to restrict entries to specific market hours This script supports both long & short trades, provides session highlights, and plots risk-reward levels for better trade management. Traders can fine-tune the multipliers, lookback periods, and filters to adapt the strategy across different assets and timeframes. ⚡ Ideal for forex, crypto, and indices where trend-following strategies thrive.
Pine Script®策略
由Jaxon007提供
Sigmax - AI Sniper v1.0💵 Sigmax – Signal Maximizer Indicator 💵 Sigmax (AI Sniper v1.0) is an advanced trading indicator powered by AI, designed to optimize entry and exit points. It combines multiple signal models and strategies, giving traders flexibility in different market conditions. 🔑 Key Features: AI Swing Signal – Mid-term Buy/Sell signals with customizable TP/SL for risk management. AI Sniper Signal – High-accuracy short-term signals, ideal for scalping and fast trades. AI Reversal Signal – Detects potential trend reversals to secure exits or capture turning points. AI Order Block Signal – Identifies accumulation/distribution order block zones for strategic entries. AI Trend Line Signal – Automatically draws and alerts based on trendline setups. AI Quantitative Signal – Uses RSI + quantitative filters to detect short-term breakouts/reversals. AI Miracle Signal – A hybrid signal combining multiple algorithms, suited for volatile markets. Risk Signal – Alerts when signals carry higher risk. 📊 Trend & Money Management: Magic Trend & Miracle Trend: AI-powered trend detection for reliable market direction. Support & Resistance Zones: Auto-detects strong and weak levels with customizable sensitivity. Trend Channel: Automatically plots market channels to track price movements. Scalp & Swing TP/SL: Multiple Take Profit & Stop Loss levels (based on % or distance) for capital protection. ⚙️ Flexible Settings: Adjustable AI signal length, RSI, and quantitative thresholds. Enable/disable individual signal types. Customizable colors for uptrend, downtrend, and S/R zones. Risk allocation by percentage for effective money management.
Pine Script®指標
由SIGMAXSIGNAL提供
1
Tzotchev Trend Measure [EdgeTools]Are you still measuring trend strength with moving averages? Here is a better variant at scientific level: Tzotchev Trend Measure: A Statistical Approach to Trend Following The Tzotchev Trend Measure represents a sophisticated advancement in quantitative trend analysis, moving beyond traditional moving average-based indicators toward a statistically rigorous framework for measuring trend strength. This indicator implements the methodology developed by Tzotchev et al. (2015) in their seminal J.P. Morgan research paper "Designing robust trend-following system: Behind the scenes of trend-following," which introduced a probabilistic approach to trend measurement that has since become a cornerstone of institutional trading strategies. Mathematical Foundation and Statistical Theory The core innovation of the Tzotchev Trend Measure lies in its transformation of price momentum into a probability-based metric through the application of statistical hypothesis testing principles. The indicator employs the fundamental formula ST = 2 × Φ(√T × r̄T / σ̂T) - 1, where ST represents the trend strength score bounded between -1 and +1, Φ(x) denotes the normal cumulative distribution function, T represents the lookback period in trading days, r̄T is the average logarithmic return over the specified period, and σ̂T represents the estimated daily return volatility. This formulation transforms what is essentially a t-statistic into a probabilistic trend measure, testing the null hypothesis that the mean return equals zero against the alternative hypothesis of non-zero mean return. The use of logarithmic returns rather than simple returns provides several statistical advantages, including symmetry properties where log(P₁/P₀) = -log(P₀/P₁), additivity characteristics that allow for proper compounding analysis, and improved validity of normal distribution assumptions that underpin the statistical framework. The implementation utilizes the Abramowitz and Stegun (1964) approximation for the normal cumulative distribution function, achieving accuracy within ±1.5 × 10⁻⁷ for all input values. This approximation employs Horner's method for polynomial evaluation to ensure numerical stability, particularly important when processing large datasets or extreme market conditions. Comparative Analysis with Traditional Trend Measurement Methods The Tzotchev Trend Measure demonstrates significant theoretical and empirical advantages over conventional trend analysis techniques. Traditional moving average-based systems, including simple moving averages (SMA), exponential moving averages (EMA), and their derivatives such as MACD, suffer from several fundamental limitations that the Tzotchev methodology addresses systematically. Moving average systems exhibit inherent lag bias, as documented by Kaufman (2013) in "Trading Systems and Methods," where he demonstrates that moving averages inevitably lag price movements by approximately half their period length. This lag creates delayed signal generation that reduces profitability in trending markets and increases false signal frequency during consolidation periods. In contrast, the Tzotchev measure eliminates lag bias by directly analyzing the statistical properties of return distributions rather than smoothing price levels. The volatility normalization inherent in the Tzotchev formula addresses a critical weakness in traditional momentum indicators. As shown by Bollinger (2001) in "Bollinger on Bollinger Bands," momentum oscillators like RSI and Stochastic fail to account for changing volatility regimes, leading to inconsistent signal interpretation across different market conditions. The Tzotchev measure's incorporation of return volatility in the denominator ensures that trend strength assessments remain consistent regardless of the underlying volatility environment. Empirical studies by Hurst, Ooi, and Pedersen (2013) in "Demystifying Managed Futures" demonstrate that traditional trend-following indicators suffer from significant drawdowns during whipsaw markets, with Sharpe ratios frequently below 0.5 during challenging periods. The authors attribute these poor performance characteristics to the binary nature of most trend signals and their inability to quantify signal confidence. The Tzotchev measure addresses this limitation by providing continuous probability-based outputs that allow for more sophisticated risk management and position sizing strategies. The statistical foundation of the Tzotchev approach provides superior robustness compared to technical indicators that lack theoretical grounding. Fama and French (1988) in "Permanent and Temporary Components of Stock Prices" established that price movements contain both permanent and temporary components, with traditional moving averages unable to distinguish between these elements effectively. The Tzotchev methodology's hypothesis testing framework specifically tests for the presence of permanent trend components while filtering out temporary noise, providing a more theoretically sound approach to trend identification. Research by Moskowitz, Ooi, and Pedersen (2012) in "Time Series Momentum in the Cross Section of Asset Returns" found that traditional momentum indicators exhibit significant variation in effectiveness across asset classes and time periods. Their study of multiple asset classes over decades revealed that simple price-based momentum measures often fail to capture persistent trends in fixed income and commodity markets. The Tzotchev measure's normalization by volatility and its probabilistic interpretation provide consistent performance across diverse asset classes, as demonstrated in the original J.P. Morgan research. Comparative performance studies conducted by AQR Capital Management (Asness, Moskowitz, and Pedersen, 2013) in "Value and Momentum Everywhere" show that volatility-adjusted momentum measures significantly outperform traditional price momentum across international equity, bond, commodity, and currency markets. The study documents Sharpe ratio improvements of 0.2 to 0.4 when incorporating volatility normalization, consistent with the theoretical advantages of the Tzotchev approach. The regime detection capabilities of the Tzotchev measure provide additional advantages over binary trend classification systems. Research by Ang and Bekaert (2002) in "Regime Switches in Interest Rates" demonstrates that financial markets exhibit distinct regime characteristics that traditional indicators fail to capture adequately. The Tzotchev measure's five-tier classification system (Strong Bull, Weak Bull, Neutral, Weak Bear, Strong Bear) provides more nuanced market state identification than simple trend/no-trend binary systems. Statistical testing by Jegadeesh and Titman (2001) in "Profitability of Momentum Strategies" revealed that traditional momentum indicators suffer from significant parameter instability, with optimal lookback periods varying substantially across market conditions and asset classes. The Tzotchev measure's statistical framework provides more stable parameter selection through its grounding in hypothesis testing theory, reducing the need for frequent parameter optimization that can lead to overfitting. Advanced Noise Filtering and Market Regime Detection A significant enhancement over the original Tzotchev methodology is the incorporation of a multi-factor noise filtering system designed to reduce false signals during sideways market conditions. The filtering mechanism employs four distinct approaches: adaptive thresholding based on current market regime strength, volatility-based filtering utilizing ATR percentile analysis, trend strength confirmation through momentum alignment, and a comprehensive multi-factor approach that combines all methodologies. The adaptive filtering system analyzes market microstructure through price change relative to average true range, calculates volatility percentiles over rolling windows, and assesses trend alignment across multiple timeframes using exponential moving averages of varying periods. This approach addresses one of the primary limitations identified in traditional trend-following systems, namely their tendency to generate excessive false signals during periods of low volatility or sideways price action. The regime detection component classifies market conditions into five distinct categories: Strong Bull (ST > 0.3), Weak Bull (0.1 < ST ≤ 0.3), Neutral (-0.1 ≤ ST ≤ 0.1), Weak Bear (-0.3 ≤ ST < -0.1), and Strong Bear (ST < -0.3). This classification system provides traders with clear, quantitative definitions of market regimes that can inform position sizing, risk management, and strategy selection decisions. Professional Implementation and Trading Applications The indicator incorporates three distinct trading profiles designed to accommodate different investment approaches and risk tolerances. The Conservative profile employs longer lookback periods (63 days), higher signal thresholds (0.2), and reduced filter sensitivity (0.5) to minimize false signals and focus on major trend changes. The Balanced profile utilizes standard academic parameters with moderate settings across all dimensions. The Aggressive profile implements shorter lookback periods (14 days), lower signal thresholds (-0.1), and increased filter sensitivity (1.5) to capture shorter-term trend movements. Signal generation occurs through threshold crossover analysis, where long signals are generated when the trend measure crosses above the specified threshold and short signals when it crosses below. The implementation includes sophisticated signal confirmation mechanisms that consider trend alignment across multiple timeframes and momentum strength percentiles to reduce the likelihood of false breakouts. The alert system provides real-time notifications for trend threshold crossovers, strong regime changes, and signal generation events, with configurable frequency controls to prevent notification spam. Alert messages are standardized to ensure consistency across different market conditions and timeframes. Performance Optimization and Computational Efficiency The implementation incorporates several performance optimization features designed to handle large datasets efficiently. The maximum bars back parameter allows users to control historical calculation depth, with default settings optimized for most trading applications while providing flexibility for extended historical analysis. The system includes automatic performance monitoring that generates warnings when computational limits are approached. Error handling mechanisms protect against division by zero conditions, infinite values, and other numerical instabilities that can occur during extreme market conditions. The finite value checking system ensures data integrity throughout the calculation process, with fallback mechanisms that maintain indicator functionality even when encountering corrupted or missing price data. Timeframe validation provides warnings when the indicator is applied to unsuitable timeframes, as the Tzotchev methodology was specifically designed for daily and higher timeframe analysis. This validation helps prevent misapplication of the indicator in contexts where its statistical assumptions may not hold. Visual Design and User Interface The indicator features eight professional color schemes designed for different trading environments and user preferences. The EdgeTools theme provides an institutional blue and steel color palette suitable for professional trading environments. The Gold theme offers warm colors optimized for commodities trading. The Behavioral theme incorporates psychology-based color contrasts that align with behavioral finance principles. The Quant theme provides neutral colors suitable for analytical applications. Additional specialized themes include Ocean, Fire, Matrix, and Arctic variations, each optimized for specific visual preferences and trading contexts. All color schemes include automatic dark and light mode optimization to ensure optimal readability across different chart backgrounds and trading platforms. The information table provides real-time display of key metrics including current trend measure value, market regime classification, signal strength, Z-score, average returns, volatility measures, filter threshold levels, and filter effectiveness percentages. This comprehensive dashboard allows traders to monitor all relevant indicator components simultaneously. Theoretical Implications and Research Context The Tzotchev Trend Measure addresses several theoretical limitations inherent in traditional technical analysis approaches. Unlike moving average-based systems that rely on price level comparisons, this methodology grounds trend analysis in statistical hypothesis testing, providing a more robust theoretical foundation for trading decisions. The probabilistic interpretation of trend strength offers significant advantages over binary trend classification systems. Rather than simply indicating whether a trend exists, the measure quantifies the statistical confidence level associated with the trend assessment, allowing for more nuanced risk management and position sizing decisions. The incorporation of volatility normalization addresses the well-documented problem of volatility clustering in financial time series, ensuring that trend strength assessments remain consistent across different market volatility regimes. This normalization is particularly important for portfolio management applications where consistent risk metrics across different assets and time periods are essential. Practical Applications and Trading Strategy Integration The Tzotchev Trend Measure can be effectively integrated into various trading strategies and portfolio management frameworks. For trend-following strategies, the indicator provides clear entry and exit signals with quantified confidence levels. For mean reversion strategies, extreme readings can signal potential turning points. For portfolio allocation, the regime classification system can inform dynamic asset allocation decisions. The indicator's statistical foundation makes it particularly suitable for quantitative trading strategies where systematic, rules-based approaches are preferred over discretionary decision-making. The standardized output range facilitates easy integration with position sizing algorithms and risk management systems. Risk management applications benefit from the indicator's ability to quantify trend strength and provide early warning signals of potential trend changes. The multi-timeframe analysis capability allows for the construction of robust risk management frameworks that consider both short-term tactical and long-term strategic market conditions. Implementation Guide and Parameter Configuration The practical application of the Tzotchev Trend Measure requires careful parameter configuration to optimize performance for specific trading objectives and market conditions. This section provides comprehensive guidance for parameter selection and indicator customization. Core Calculation Parameters The Lookback Period parameter controls the statistical window used for trend calculation and represents the most critical setting for the indicator. Default values range from 14 to 63 trading days, with shorter periods (14-21 days) providing more sensitive trend detection suitable for short-term trading strategies, while longer periods (42-63 days) offer more stable trend identification appropriate for position trading and long-term investment strategies. The parameter directly influences the statistical significance of trend measurements, with longer periods requiring stronger underlying trends to generate significant signals but providing greater reliability in trend identification. The Price Source parameter determines which price series is used for return calculations. The default close price provides standard trend analysis, while alternative selections such as high-low midpoint ((high + low) / 2) can reduce noise in volatile markets, and volume-weighted average price (VWAP) offers superior trend identification in institutional trading environments where volume concentration matters significantly. The Signal Threshold parameter establishes the minimum trend strength required for signal generation, with values ranging from -0.5 to 0.5. Conservative threshold settings (0.2 to 0.3) reduce false signals but may miss early trend opportunities, while aggressive settings (-0.1 to 0.1) provide earlier signal generation at the cost of increased false positive rates. The optimal threshold depends on the trader's risk tolerance and the volatility characteristics of the traded instrument. Trading Profile Configuration The Trading Profile system provides pre-configured parameter sets optimized for different trading approaches. The Conservative profile employs a 63-day lookback period with a 0.2 signal threshold and 0.5 noise sensitivity, designed for long-term position traders seeking high-probability trend signals with minimal false positives. The Balanced profile uses a 21-day lookback with 0.05 signal threshold and 1.0 noise sensitivity, suitable for swing traders requiring moderate signal frequency with acceptable noise levels. The Aggressive profile implements a 14-day lookback with -0.1 signal threshold and 1.5 noise sensitivity, optimized for day traders and scalpers requiring frequent signal generation despite higher noise levels. Advanced Noise Filtering System The noise filtering mechanism addresses the challenge of false signals during sideways market conditions through four distinct methodologies. The Adaptive filter adjusts thresholds based on current trend strength, increasing sensitivity during strong trending periods while raising thresholds during consolidation phases. The Volatility-based filter utilizes Average True Range (ATR) percentile analysis to suppress signals during abnormally volatile conditions that typically generate false trend indications. The Trend Strength filter requires alignment between multiple momentum indicators before confirming signals, reducing the probability of false breakouts from consolidation patterns. The Multi-factor approach combines all filtering methodologies using weighted scoring to provide the most robust noise reduction while maintaining signal responsiveness during genuine trend initiations. The Noise Sensitivity parameter controls the aggressiveness of the filtering system, with lower values (0.5-1.0) providing conservative filtering suitable for volatile instruments, while higher values (1.5-2.0) allow more signals through but may increase false positive rates during choppy market conditions. Visual Customization and Display Options The Color Scheme parameter offers eight professional visualization options designed for different analytical preferences and market conditions. The EdgeTools scheme provides high contrast visualization optimized for trend strength differentiation, while the Gold scheme offers warm tones suitable for commodity analysis. The Behavioral scheme uses psychological color associations to enhance decision-making speed, and the Quant scheme provides neutral colors appropriate for quantitative analysis environments. The Ocean, Fire, Matrix, and Arctic schemes offer additional aesthetic options while maintaining analytical functionality. Each scheme includes optimized colors for both light and dark chart backgrounds, ensuring visibility across different trading platform configurations. The Show Glow Effects parameter enhances plot visibility through multiple layered lines with progressive transparency, particularly useful when analyzing multiple timeframes simultaneously or when working with dense price data that might obscure trend signals. Performance Optimization Settings The Maximum Bars Back parameter controls the historical data depth available for calculations, with values ranging from 5,000 to 50,000 bars. Higher values enable analysis of longer-term trend patterns but may impact indicator loading speed on slower systems or when applied to multiple instruments simultaneously. The optimal setting depends on the intended analysis timeframe and available computational resources. The Calculate on Every Tick parameter determines whether the indicator updates with every price change or only at bar close. Real-time calculation provides immediate signal updates suitable for scalping and day trading strategies, while bar-close calculation reduces computational overhead and eliminates signal flickering during bar formation, preferred for swing trading and position management applications. Alert System Configuration The Alert Frequency parameter controls notification generation, with options for all signals, bar close only, or once per bar. High-frequency trading strategies benefit from all signals mode, while position traders typically prefer bar close alerts to avoid premature position entries based on intrabar fluctuations. The alert system generates four distinct notification types: Long Signal alerts when the trend measure crosses above the positive signal threshold, Short Signal alerts for negative threshold crossings, Bull Regime alerts when entering strong bullish conditions, and Bear Regime alerts for strong bearish regime identification. Table Display and Information Management The information table provides real-time statistical metrics including current trend value, regime classification, signal status, and filter effectiveness measurements. The table position can be customized for optimal screen real estate utilization, and individual metrics can be toggled based on analytical requirements. The Language parameter supports both English and German display options for international users, while maintaining consistent calculation methodology regardless of display language selection. Risk Management Integration Effective risk management integration requires coordination between the trend measure signals and position sizing algorithms. Strong trend readings (above 0.5 or below -0.5) support larger position sizes due to higher probability of trend continuation, while neutral readings (between -0.2 and 0.2) suggest reduced position sizes or range-trading strategies. The regime classification system provides additional risk management context, with Strong Bull and Strong Bear regimes supporting trend-following strategies, while Neutral regimes indicate potential for mean reversion approaches. The filter effectiveness metric helps traders assess current market conditions and adjust strategy parameters accordingly. Timeframe Considerations and Multi-Timeframe Analysis The indicator's effectiveness varies across different timeframes, with higher timeframes (daily, weekly) providing more reliable trend identification but slower signal generation, while lower timeframes (hourly, 15-minute) offer faster signals with increased noise levels. Multi-timeframe analysis combining trend alignment across multiple periods significantly improves signal quality and reduces false positive rates. For optimal results, traders should consider trend alignment between the primary trading timeframe and at least one higher timeframe before entering positions. Divergences between timeframes often signal potential trend reversals or consolidation periods requiring strategy adjustment. Conclusion The Tzotchev Trend Measure represents a significant advancement in technical analysis methodology, combining rigorous statistical foundations with practical trading applications. Its implementation of the J.P. Morgan research methodology provides institutional-quality trend analysis capabilities previously available only to sophisticated quantitative trading firms. The comprehensive parameter configuration options enable customization for diverse trading styles and market conditions, while the advanced noise filtering and regime detection capabilities provide superior signal quality compared to traditional trend-following indicators. Proper parameter selection and understanding of the indicator's statistical foundation are essential for achieving optimal trading results and effective risk management. References Abramowitz, M. and Stegun, I.A. (1964). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Washington: National Bureau of Standards. Ang, A. and Bekaert, G. (2002). Regime Switches in Interest Rates. Journal of Business and Economic Statistics, 20(2), 163-182. Asness, C.S., Moskowitz, T.J., and Pedersen, L.H. (2013). Value and Momentum Everywhere. Journal of Finance, 68(3), 929-985. Bollinger, J. (2001). Bollinger on Bollinger Bands. New York: McGraw-Hill. Fama, E.F. and French, K.R. (1988). Permanent and Temporary Components of Stock Prices. Journal of Political Economy, 96(2), 246-273. Hurst, B., Ooi, Y.H., and Pedersen, L.H. (2013). Demystifying Managed Futures. Journal of Investment Management, 11(3), 42-58. Jegadeesh, N. and Titman, S. (2001). Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. Journal of Finance, 56(2), 699-720. Kaufman, P.J. (2013). Trading Systems and Methods. 5th Edition. Hoboken: John Wiley & Sons. Moskowitz, T.J., Ooi, Y.H., and Pedersen, L.H. (2012). Time Series Momentum. Journal of Financial Economics, 104(2), 228-250. Tzotchev, D., Lo, A.W., and Hasanhodzic, J. (2015). Designing robust trend-following system: Behind the scenes of trend-following. J.P. Morgan Quantitative Research, Asset Management Division.
Pine Script®指標
由EdgeTools提供
IB BreakoutIt marks the IB range (high, low, midpoint) from a chosen session window (default 9:30–10:30). It plots the IB lines, midpoint (colored based on close), and extension levels (+/–25% and 50%). After the IB session ends, it looks for breakouts: Long if price closes above IB high. Short if price closes below IB low. Each trade targets the 25% extension in the breakout direction, with an optional stop at the opposite IB level. It limits the number of trades per day and displays info (trades, position, IB range, next target) in a table.
Pine Script®策略
由Seatheat提供
[MAB] Fibbonacci-Retracement-Tool🔹 Overview Fibonacci retracement helps map potential support/resistance during pullbacks. This tool lets you manually select two swing points A & B ; it then plots retracement levels ( 38.2% , 61.8% , 78.6% ) and displays whether the retracement remains valid or becomes invalid (devalidation) based on price interaction. It provides a structured, visual framework to study price behavior—not a prediction engine. ____________________________________________________________ ⚙ Key Features Custom Swing Selection — Choose swing points A & B to generate the structure. Focused Levels — Plots only 38.2%, 61.8%, 78.6. Validation / Devalidation — Clearly shows when the retracement setup holds or fails. Bullish & Bearish Modes — Works in both trend directions. Clean Visuals — Minimal clutter, clear chart structure. ____________________________________________________________ 📖 How to Use Select Point A (a swing low or high). Select Point B (the opposite swing). Important: Point B must always come after Point A on the chart. If B is placed before A, the indicator will show an error. The indicator plots retracements (38.2%, 61.8%, 78.6). Observe validation or devalidation as price interacts with these levels. ____________________________________________________________ 🖼️ Visual Representation / Chart Explanation Examples to illustrate how the tool validates or devalidates a Fibonacci structure. Bearish Validation Criteria — Price action validating a bearish Fibonacci setup: Bullish Validation Criteria — Price action validating a bullish Fibonacci setup: Devalidation Criteria — Candle closes beyond a Fibonacci level, invalidating the setup: Devalidation Example — Setup de-validated because the candle closed above the devalidation line: ____________________________________________________________ 📊 Recommended Charting Markets: Stocks, Indices, Forex, Crypto. Timeframes: Best on 15m → Daily. Confluence: Improves with trendlines, MAs, or candlestick context. ____________________________________________________________ 🛡 Risk Management Treat Fibonacci as a guide , not a prediction. Always apply your own trading discipline and position sizing. ____________________________________________________________ ⚠️Important Notes This indicator is for educational and visual analysis only. Not financial advice or a performance guarantee. ____________________________________________________________ ✅ Conclusion and Access This Fibonacci Tool offers a disciplined, visual approach to studying retracements. By focusing on the key levels (38.2, 61.8, 78.6) and plotting validation/devalidation, it enhances chart analysis while remaining simple, flexible, and educational. 👉 For how to request access, please see the Author’s Instructions section below. ____________________________________________________________ ⚠️ Disclaimer 📘 For educational purposes only. 🙅 Not SEBI registered. ❌ Not a buy/sell recommendation. 🧠 Purely a learning resource. 📊 Not Financial Advice.
Pine Script®指標
由MarketAlgoBot提供