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M-oscillator

VIX Percentile OscillatorWhat is this script? This is a trading tool that helps you decide when to buy or sell options based on market volatility. Think of it as a "fear meter" for the stock market. What is VIX? VIX = Volatility Index (also called the "fear index") When VIX is HIGH → Market is scared/volatile → Options are EXPENSIVE When VIX is LOW → Market is calm → Options are CHEAP What does "Percentile" mean? Instead of just showing VIX price, this script shows where VIX is compared to history. Example: If VIX Percentile = 85% This means VIX is higher than 85% of all past readings Only 15% of the time was VIX higher than now Translation: Volatility is unusually HIGH The 5 Trading Zones The script divides the market into 5 zones: 🔴 EXTREME SELLING ZONE (90-100%) VIX is in the top 10% historically Action: AGGRESSIVELY SELL OPTIONS (collect big premiums) Market panic = expensive options = profit for sellers 🟠 SELLING ZONE (80-89%) VIX is elevated but not extreme Action: SELL OPTIONS (good premiums available) ⚪ NEUTRAL ZONE (20-79%) VIX is normal Action: WAIT or use other strategies 🟢 BUYING ZONE (10-19%) VIX is low Action: BUY OPTIONS (they're cheap) 🟢 EXTREME BUYING ZONE (0-9%) VIX is in the bottom 10% historically Action: AGGRESSIVELY BUY OPTIONS (bargain prices) Market complacency = cheap options = opportunity Understanding the Chart Main Line (Blue/Red/Green): Shows current VIX percentile Color changes based on zone Thick line = easy to see Histogram (Background bars): Red bars = above 50% (high volatility) Green bars = below 50% (low volatility) Purple Momentum Line: Shows if VIX is rising or falling Helps you catch trends early Background Colors: Light red/orange = Selling zones Light green = Buying zones Triangle Markers: Appear when entering new zones "EXTREME" label = strongest signals The Statistics Table (Top Right) VIX Price: Current VIX value (e.g., 16.50) Percentile: Where VIX ranks (0-100%) Z-Score: Statistical measure Above +2 or below -2 = extreme Red text = unusually high/low Momentum: Rate of change Red = rising (volatility increasing) Green = falling (volatility decreasing) Avg VIX: Average VIX over lookback period Current Zone: Which zone you're in right now Bars in Zone: How long you've been in this zone Simple Trading Rules FOR OPTION SELLERS (Premium Collectors): ✅ SELL when: Percentile > 80% (especially > 90%) High premiums available Examples: Sell covered calls, cash-secured puts, credit spreads FOR OPTION BUYERS (Hedgers/Speculators): ✅ BUY when: Percentile < 20% (especially < 10%) Cheap options available Examples: Buy protective puts, long calls, debit spreads Key Settings You Can Adjust Lookback Period (default: 252) How far back to compare (252 = 1 year of trading days) Longer = smoother, more stable Shorter = more sensitive to recent changes Smoothing Period (default: 3) Reduces noise/wiggling Higher = smoother line Lower = more responsive Zone Thresholds: Extreme Sell: 90% Sell: 80% Buy: 20% Extreme Buy: 10% You can customize these! Real-World Example Scenario: VIX Percentile jumps to 92% What this means: VIX is higher than 92% of all past readings Market is in panic mode Option premiums are INFLATED Trading Action: ✅ Sell covered calls on stocks you own ✅ Sell cash-secured puts on stocks you want to buy ✅ Sell credit spreads ❌ DON'T buy expensive options right now Why it works: When fear is extreme, it usually calms down eventually. You profit as premiums deflate. Important Reminders ⚠️ This is a TIMING tool, not a crystal ball It tells you WHEN premiums are expensive/cheap It doesn't tell you WHICH options to trade You still need proper risk management ⚠️ Works on ALL timeframes Daily charts = swing trading Weekly charts = position trading Intraday charts = day trading volatility ⚠️ Best for: Option sellers during high VIX (>80%) Option buyers during low VIX (<20%) Portfolio hedging decisions Volatility trading strategies Bottom Line: This script helps you buy options when they're cheap and sell options when they're expensive. It's like shopping for sales, but for volatility! DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Pine Script®指標
由kingshukghosh71提供
Buying Opportunity Score V2.2Buying Opportunity Indicator V2.2 What This Indicator Does This indicator identifies potential buying opportunities during market fear and pullbacks by combining multiple technical signals into a single composite score (0-100). Higher scores indicate more fear/oversold conditions are present simultaneously. Why These Components? Market bottoms typically occur when multiple fear signals align. This indicator combines five complementary measurements that each capture different aspects of market stress: 1. VIX Level (30 points) - Measures implied volatility/fear. VIX spikes during selloffs as traders buy protection. Thresholds based on historical percentiles (VIX 25+ is ~85th percentile historically). 2. Price Drawdown (30 points) - Distance from 52-week high. Larger drawdowns create better risk/reward for mean reversion entries. A 10%+ drawdown from highs historically presents better entry points than buying at all-time highs. 3. RSI 14 (12 points) - Classic momentum oscillator measuring oversold conditions. RSI below 30 indicates short-term selling exhaustion. 4. Bollinger Band Position (13 points) - Statistical measure of price extension. Price below the lower band (2 standard deviations) indicates statistically unusual weakness. 5. VIX Timing (15 points) - Bonus points when VIX is declining from a recent peak. This helps avoid catching falling knives by waiting for fear to subside. How The Score Works - Each component contributes points based on severity - Components are weighted by predictive value from historical analysis - Score of 70+ means multiple fear signals are present - Score of 80+ means extreme fear across most components How To Use 1. Apply to SPY, QQQ, or IWM on daily timeframe 2. Monitor the Current Score in the statistics table 3. Scores below 50 = normal conditions, no action needed 4. Scores 60-69 = elevated fear, monitor closely 5. Scores 70+ = consider entering long positions 6. Scores 80+ = strongest historical entry points Important Limitations - This is a research tool, not financial advice - Past patterns may not repeat in the future - Signals are infrequent (typically 2-4 per year reaching 70+) - Works best on broad market ETFs; not validated for individual stocks - Always use proper position sizing and risk management - The indicator identifies conditions that have historically been favorable, but cannot predict future returns Statistics Table The table shows: - Current Score with context message - Chart Results: Rolling 1Y/3Y/5Y statistics from your loaded chart data Alerts Multiple alert options available for different score thresholds. Open Source Code is fully visible for review and educational purposes.
Pine Script®指標
由robotai提供
SD-Range Oscillator | QuantEdgeBSD-Range Oscillator | QuantEdgeB 🔍 Overview SD-Range Oscillator | QuantEdgeB (SDRO) is a normalized momentum oscillator that compresses a low-lag trend core into a 0–100 style range using standard-deviation (SD) bands. It builds a smooth baseline from a fast triple-smoothed average, wraps it with ±2×SD volatility bounds, then normalizes the core value inside that envelope. Clear Long/Short regimes trigger when the normalized value crosses user-defined thresholds, with optional labels, regime-colored candles, and intuitive filled zones. ✨ Key Features 1.⚡ Low-Lag Core (Triple-Smooth Engine) - Uses a fast, low-lag triple-smoothed average as the oscillator’s primary signal input. - Helps keep momentum readings responsive while filtering noise. 2. 📏 SD Volatility Envelope (±2×SD) - Builds a volatility channel around a smoothed baseline using standard deviation. - Automatically adapts to changing market turbulence. 3. 🧮 Normalized Range Output - Converts the core signal into a normalized value by mapping it between the upper/lower SD bounds. - Makes readings consistent across assets and timeframes. 4. 🎯 Threshold-Based Regimes - Long when the normalized value exceeds the Long threshold. - Short when it falls below the Short threshold. - Includes an additional safety filter to reduce “forced” longs when price is already extended near the upper envelope. 5. 🎨 Visual Clarity & Zones - Regime-colored oscillator line and candles. - Filled SD bands around the baseline for quick volatility context. - Optional highlight fills between the oscillator and thresholds to show active long/short phases. - Extra OB/OS background zones for quick overextension awareness. 6. 🔔 Signals & Alerts - Optional “Long/Short” labels on confirmed regime flips. - Alert conditions fire on long/short regime crossovers. 💼 Use Cases • Momentum Confirmation: Validate breakouts by requiring SDRO to hold above the Long threshold. • Mean-Reversion Awareness: Watch for extreme normalized readings near upper/lower bounds. • Regime Filtering: Use SDRO state (Long/Short/Neutral) to filter trades from other systems. • Cross-Market Comparison: Normalization makes it easier to compare momentum across different tickers. 🎯 For Who • Trend traders who want a clean momentum filter with adaptive volatility context. • System builders needing a simple regime variable (1 / -1 / neutral) to gate entries. • Discretionary traders who like visual confirmation (fills, candle coloring, threshold zones). • Multi-asset traders who benefit from normalized, comparable oscillator readings. ⚙️ Default Settings • TEMA Period: 7 • Base Length (SMMA): 25 • Long Threshold: 55 • Short Threshold: 45 • SD Multiplier: 2× (fixed in code) • Color Mode: Alpha • Color Transparency: 60 • Labels: Off by default 📌 Conclusion SD-Range Oscillator | QuantEdgeB blends a low-lag triple-smoothed core with an adaptive SD envelope to produce a normalized, easy-to-read momentum signal. With clear threshold regimes, volatility-aware context, and strong visuals (fills + candle coloring), SDRO helps separate meaningful momentum shifts from noise across any asset or timeframe. 🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Pine Script®指標
由BaseTrustCapital提供
1
Momentum Echo Oscillator [Community Edition]Concept: The Momentum Echo Oscillator (MEO) is a modern take on classical momentum oscillators. Most indicators only look at the "now". MEO introduces the concept of Momentum Echoes—historical momentum harmonics that are weighted and blended back into the current price velocity. Why use MEO? Standard momentum tools (like ROC or RSI) can be very "jittery" or noisy. By integrating historical echoes, MEO provides a smoother, more rhythmic representation of price flow, making it easier to spot genuine trend reversals. Key Elements: Primary Momentum: The immediate speed of price. Echo Harmonics: Two adjustable lookback points that act as a "memory" for the indicator, filtering out false breakouts. Dynamic Histogram: Visualizes the gap between the Echo Engine and the Trigger Line, highlighting acceleration and deceleration. Settings: Echo Weight: Adjust how much "memory" you want the indicator to have. Smoothing: Clean up the signals for higher timeframes. This is an open-source tool for the TradingView community. Enjoy!
Pine Script®指標
由OsilatorindicatorPro提供
MACD-v Bullish/Bearish DivergenceMACD-v Bullish/Bearish Divergence Overview This indicator is a specialized divergence detector based on the MACD-v (Volatility Normalized Momentum) concept. Unlike standard MACD which uses absolute price differences, MACD-v normalizes values against volatility (ATR), allowing for fixed, universal Overbought/Oversold thresholds across all assets and timeframes. Recommendation: This script is highly effective when paired with the original MACD-v by Alex Spiroglou. While this indicator focuses on identifying and visualizing divergence entries, using the original oscillator alongside it provides the best visual context for the overall momentum structure. How It Works This tool uses a dual-signal mechanism (Raw Line + Signal Smooth) to identify specific divergence setups: Setup (Yellow/Blue Dots): Identifies when price momentum has extended significantly into extreme zones (Overbought/Oversold). Trigger (Red/Green Dots): Fires when price fails to make a new momentum extreme despite price action (classic divergence/failure swing). Active State (Background Color): Once a trigger fires, the background highlights (Red for Bearish, Green for Bullish) to indicate an active divergence play. Reset (Exit): The signal state clears when momentum returns to the neutral "safe zone." Important Note: Momentum Washout The colored background persists as long as the divergence trade remains valid. Traders should note the concept of "Momentum Washout": Signal End: The background color turns off when the MACD returns to the neutral range, indicating the primary high-velocity impulse is over. Performance Continuation: Significant positive or negative price performance can often continue even after the background signal ends. This period allows the remaining momentum to "wash out" or drift before the next major impulse. Strategy Tip: The indicator is designed to capture the high-volatility portion of the reversal. Do not assume the end of the signal is the absolute top or bottom of the trend; it simply marks the normalization of momentum. Strategy Recommendation: Multi-Timeframe Analysis Divergence signals are most powerful when confirmed across timeframes. It is highly recommended to look for alignment before taking a trade: Trend Confirmation: If you see a signal on a lower timeframe (e.g., 5m or 15m), check a higher timeframe (e.g., 1H or 4H). A bullish divergence on the 5m is significantly more reliable if the 1H momentum is already bullish or oversold. Signal Stacking: Valid signals often appear sequentially—first on the 1m, then the 5m, and finally the 15m. Waiting for this "cascade" can filter out false reversals. Visual Guide 🔵 Blue Dot: Bullish Divergence Setup (Watch for entry). 🟢 Green Dot: Bullish Divergence Trigger (Long Entry). 🟡 Yellow Dot: Bearish Divergence Setup (Watch for entry). 🔴 Red Dot: Bearish Divergence Trigger (Short Entry). Background Color: Indicates an active trade (Red = Bearish / Green = Bullish). Settings Auto-Detect: Automatically switches between Scalping settings (tighter thresholds) for low timeframes and Swing settings for high timeframes. Strict Invalidation: If enabled, cancels a setup if momentum pushes too far in the opposite direction before triggering. Active Signal Multiplier: Dynamically smooths the signal line only when a trade is active to prevent premature exits during choppy corrections. Disclaimer: This tool is for educational purposes and trend analysis only. Always manage your risk appropriately.
Pine Script®指標
由suresh789提供
1
Crypto Flow Index (CFI) - RS vs BTC/ETH --- Crypto Flow Index, CFI Crypto Flow Index, CFI, measures relative strength between an asset and Bitcoin or Ethereum. You use CFI to judge whether capital favors your asset or the benchmark. CFI does not give entry or exit signals. You use CFI as a bias and context tool. --- What CFI measures Relative strength money flow on the BASE/BTC or BASE/ETH pair. Volume weighted pressure, not price alone. Momentum blended into flow to smooth rotations. Optional USD trend filter using fast and slow EMAs. --- How to read CFI Above 50 means relative strength favors the asset. Below 50 means relative strength favors BTC or ETH. Rising CFI shows strengthening relative demand. Falling CFI shows weakening relative demand. --- Histogram Green bars show positive relative flow. Red bars show negative relative flow. Larger bars signal stronger pressure. --- Bias ribbon Green ribbon shows bullish relative bias. Red ribbon shows bearish relative bias. Gray ribbon shows transition or balance. --- How to use CFI Favor long trades when CFI stays above 50. Avoid longs when price rises but CFI falls. Spot rotations before price reacts. Combine with structure, entries, and risk rules. --- Important limits CFI compares assets only to BTC or ETH. CFI does not represent the entire crypto market. USD price and relative strength often diverge. --- Core question CFI answers Is your asset gaining or losing strength versus Bitcoin or Ethereum. ---
Pine Script®指標
由PSIKLO提供
Market Participation Gradient [Interakktive]Market Participation Gradient (MPG) is a diagnostic oscillator that measures the quality and intensity of market participation by combining price efficiency with activity (volume or a FX-safe proxy) into a single 0–100 score. Most tools tell you "how much activity exists." MPG focuses on "how effective that activity is," helping you differentiate clean directional participation from absorbed / inefficient participation where effort produces limited directional progress. █ WHAT IT DOES - Produces a 0–100 participation score (higher = stronger participation environment) - Uses color as state context (not buy/sell) - Classifies participation into four tiers for quick readability - Includes an optional status-line HUD for at-a-glance context without chart clutter █ WHAT IT DOES NOT DO - NO buy/sell signals - NO entries/exits - NO alerts by default - NO repainting / no lookahead (diagnostic context only) █ HOW TO READ MPG Level (0–100) - Higher values = stronger participation environment - Lower values = thin, drifting participation environment Color (state language, not direction) - Teal = Clean participation (efficient movement) - Magenta = Absorbed participation (high activity, low efficiency) - Amber = Building / transition state - Grey = Thin / neutral state █ TIER SYSTEM MPG uses four tiers: - THIN (0–20): low participation environment - BUILDING (20–40): participation emerging / transitional - STRONG (40–65): solid participation environment (quality becomes more meaningful) - EXTREME (65+): very high participation environment (contextually important during events or late-cycle pushes) █ QUALITY ASSESSMENT (STRONG / EXTREME) Within STRONG and EXTREME tiers, MPG evaluates participation quality: - Clean (Teal): Efficiency > 55% - Absorbed (Magenta): Efficiency < 30% AND Activity > 1.5× - Neutral (Grey): otherwise (mixed quality) █ STATUS LINE HUD MPG can display key values in TradingView's status line: - Minimal: MPG (0–100) + Tier (0–3) - Full: adds Direction (-1/0/1) and Quality (-1/0/1) This provides quick context without tables or on-chart panels. █ HOW IT WORKS (METHODOLOGY) MPG combines two independent measurements: 1. Efficiency (0–1) Efficiency = |Net Displacement| / Total Path Length - High efficiency = price moved more directly - Low efficiency = price moved less directly (more back-and-forth) 2. Activity (centered at 1.0) Activity = Current Volume / Average Volume - Activity > 1 = above-average activity - Activity < 1 = below-average activity FX / indices fallback: If volume is unreliable/unavailable, MPG uses a range-based proxy: (High–Low) / ATR (capped) to prevent distortion. 3. Participation Score (0–100) Participation = Efficiency × √Activity × 100 The square root applies diminishing returns so activity alone cannot dominate without efficiency support. █ SETTINGS Core - ATR Length — normalization baseline - Efficiency Lookback — bars used for efficiency - Volume Average Length — baseline for activity - Smoothing Length — EMA smoothing (1 = minimal smoothing) Visuals - Histogram / Line / Tier Bands toggles - Optional pane background tint (default OFF) - Theme: Cinematic (subtle) or Vivid (brighter) HUD - Status Line HUD toggle - HUD Detail: Minimal or Full █ SUITABLE MARKETS Works on any market with price data. For symbols with unreliable volume (common in FX), MPG automatically uses the range/ATR activity proxy. █ RELATED (INTERAKKTIVE) - MER — Market Efficiency Ratio (pure efficiency) - ERD — Effort–Result Divergence (effort vs outcome) - VSI — Volatility State Index (expansion/contraction context) █ DISCLAIMER This indicator is for educational and informational purposes only and does not constitute financial advice. Always do your own research and use appropriate risk management.
Pine Script®指標
由Interakktive提供
1
Quant VWAP System 3.8 This is the lower-indicator companion to the "Quant VWAP System." While the main chart tells you where the price is, this oscillator tells you how statistically significant the move is. It uses a Z-Score algorithm to normalize price action. This means it ignores dollar amounts and instead measures how many Standard Deviations (SD) the price is away from its mean (VWAP). This allows you to instantly spot "Overbought" or "Oversold" conditions on any asset (Bitcoin, Forex, or Stocks) without needing to guess. Key Features: 1. Normalized Extremes (The "Kill Zones") ±2.0 SD: These dotted lines represent statistical extremes. When the signal line crosses above +2.0, the asset is mathematically expensive (Overbought). When it crosses below -2.0, it is mathematically cheap (Oversold). The Logic: Price rarely sustains movement beyond 2 Standard Deviations without a reversion or a pause. 2. The Squeeze Radar (Yellow Dots) Volatility Detection: A row of Yellow Dots appearing on the center line indicates a "Squeeze." What it means: The Standard Deviation bands are compressing. Energy is building. Warning: DO NOT trade Mean Reversion when you see Yellow Dots. A squeeze often leads to a violent breakout. Wait for the dots to disappear to confirm the direction of the explosion. 3. Momentum Coloring Green Line: Z-Score is rising (Bullish Momentum). Red Line: Z-Score is falling (Bearish Momentum). This helps you spot divergences (e.g., Price makes a Higher High, but the Oscillator makes a Lower High = Exhaustion). How to Trade with It Strategy A: The "Zero Bounce" (Trend Continuation) Scenario: You are in a Bull Trend. Signal: The Oscillator line pulls back to the Zero Line (White), turns Green, and curls upward. Meaning: Price has tested the average (VWAP) and buyers have stepped in. This is a high-probability entry for trend continuation. Strategy B: The "Extreme Fade" (Reversion) Scenario: The Oscillator pushes deep into the Red Zone (+2.0 SD). Signal: The line turns Red and crosses back down below the +2.0 dotted line. A small Red Triangle will appear. Meaning: The statistical extension has failed, and price is likely snapping back to the mean. Strategy C: Squeeze Breakout Scenario: Yellow Dots appear on the center line. Action: Stop trading. Wait. Signal: The dots disappear, and the line shoots aggressively through +1.0 SD (Long) or -1.0 SD (Short). Ride the momentum.
Pine Script®指標
由CustomQuantLabs提供
8
HaP MACDHaP MACD - Advanced DEMA Assisted Signal Indicator Overview The HaP MACD is an evolution of the classic MACD, designed for traders who demand faster response times and clearer trend visualisations. By integrating DEMA (Double Exponential Moving Average) logic into the standard MACD framework, this indicator filters out noise and highlights momentum shifts with a unique color-coded dot system. How It Works The indicator calculates two types of MACD: a standard one for the main lines and a DEMA-based one for signal generation. This dual approach ensures you stay in the trend while being alerted the moment the momentum starts to fade. Visual Guide & Color Logic The signal dots are placed directly on the MACD line to guide your decisions: 🔵 Blue Dot: The Entry Signal. Appears when DEMA conditions first align for a bullish move. 🟢 Green Dot: Strong Momentum. The trend is active and the MACD value is increasing. 🟠 Orange Dot: Warning Signal. The bullish trend is still active, but the momentum is slowing down (MACD is lower than the previous bar). 🔴 Red Dot: Exit Signal. The bullish condition has ended. It’s time to consider closing the position or tightening stops. Key Features Reduced Lag: DEMA integration provides earlier signals than standard EMA-based MACDs. Trend Monitoring: Easily distinguish between a healthy trend (Green) and a tiring trend (Orange). Customizable: Choose between EMA and SMA for both the oscillator and signal calculations. Crossover Markers: Optional triangle markers for classic MACD crossovers (can be enabled in settings).
Pine Script®指標
由agahakanaga提供
24
Investment Analysis Bar v2What It Does A comprehensive analysis bar combining fundamental metrics with technical signals, designed for long-term investors who prioritize quality over momentum. Core Philosophy: Quality companies trading below their 200 EMA in accumulation zones = opportunities, not warnings. Tier 1 Bar Metrics Margins: GM, OM, NIM, FCF Margin Returns: ROCE, ROE Growth: Revenue YoY, EPS YoY Valuation: PE TTM, Forward PE, PEG Zone: Accumulate / Hold / Trim / Exit Signal: PRIME / BUY / TRIM / SELL / NEUTRAL Performance: 1W to 1Y returns Two Strategy Modes Value Accumulator (Default) - For long-term position building. Treats below-200-EMA as an opportunity when fundamentals are intact. PRIME signals require: RSI bounce + Volume + Accumulate Zone + All Quality Gates Pass + Below 200 EMA. Trend Follower - Traditional momentum approach. Prefers entries above 200 EMA. Quality Gates System Four fundamental checkpoints: Gross Margin ≥ 40% ROCE ≥ 15% Debt/Equity ≤ 50% SBC/Revenue ≤ 15% Strong signals require quality confirmation. PRIME signals require ALL gates to pass. Zone System Three calculation methods: 52W Range: Accumulate in bottom 25%, Trim in top 25% Manual Levels: Set your own price targets ATR-Based: Dynamic zones from EMA ± ATR Signal Hierarchy (Value Mode) SignalMeaning PRIME 💎Optimal entry - all conditions aligned BUY 🔼Strong accumulation signal BUY? ↗Decent entry, not ideal zone ACCUM 🎯In accumulation zone, quality OK WAIT ⏳Setup forming, no bounce yet TRIM 📤Consider taking profits Alerts Included Zone transitions (Accumulate, Trim, Exit) PRIME Entry Signal Strong Buy / Sell signals Quality Gate failures Quality Accumulation Setup Best Used On US stocks with fundamental data available. Technical features work on all symbols. Settings Fully customizable: Toggle each metric category Adjust quality gate thresholds Choose zone calculation method Configure RSI/volume parameters Position bar and panel anywhere
Pine Script®指標
由olahesselroth提供
B + A + D v0.4This script combines a momentum histogram (B-Xtrender) with trend strength and direction filters (ADX + DI). The histogram is built from EMA differentials processed through RSI, showing short- and long-term momentum shifts around the zero line. ADX with DI+ / DI− is used to confirm whether the market is trending and in which direction. Bullish signals appear when the histogram turns positive and DI+ dominates DI− with sufficient trend strength. Bearish signals appear when the histogram turns negative and DI− dominates DI+ with sufficient trend strength. Important note for users: The strongest and most reliable signals are those that appear immediately after the histogram crosses the zero line (from negative to positive or from positive to negative). Signals that appear later, while the histogram is already extended in the trend, tend to be weaker and should be treated as continuation signals rather than high-probability reversals. Credits: Special thanks to the authors of the original concepts and scripts:
Pine Script®指標
由wepritz84提供
2
BTC - RHODL (Proxy Flow) b]Title: BTC - RHODL Ratio (Proxy Flow Edition) | RM Overview & Philosophy The RHODL Ratio is one of the most respected macro-on-chain metrics in the Bitcoin industry. Originally developed by Philip Swift, it identifies cycle tops by looking at the velocity of money moving between long-term HODLers and new speculators. Why a "Proxy" instead of the "Original"? The original RHODL Ratio relies on Realized Value HODL Waves—where coins are weighted by the price at which they last moved. On TradingView, these specific "Realized" age-bands are often locked behind high-tier professional vendor subscriptions (e.g., Glassnode Pro), making the original indicator inaccessible to most retail investors. To solve this, I present this Proxy Flow Edition. Instead of weighting by cost-basis, it utilizes more accessible Supply-Age data to simulate the "Speculative Fever" of a bull market. By mathematically isolating the "Flow" between young and old cohorts, we achieve a signal that captures ~95% of the original's historical accuracy while remaining fully functional for the broader community. Methodology: The Proxy Flow Framework Most indicators look at price; the RHODL Proxy looks at behavioral shift . 1. The Young vs. Old Battle: The script tracks the percentage of supply held for at least one year ( Active 1Y+ ). It then derives the "Flow" of coins: • Young Flow: Measures coins entering the <1-year cohort (speculative interest). • Old Flow: Measures the baseline of coins remaining in the 1-year+ cohort (HODLer conviction). 2. The Ratio of Distribution: When the Young Flow exponentially outpaces the Old Flow , it signifies that long-term holders are distributing their coins to a flood of new retail entrants. Historically, this "transfer of wealth" from smart money to retail marks the terminal phase of a bull cycle. 3. Age Normalization: Bitcoin’s network naturally matures over time. This script includes an Age Normalization Divisor that adjusts the ratio based on Bitcoin's days since genesis, accounting for the secular growth in lost coins and deep-cold storage. How to Read the Chart 🟧 The RHODL Proxy (Orange Line): A logarithmic representation of the flow ratio. A rising line indicates increasing speculative velocity; a falling line indicates HODLer re-accumulation. 🔴 The Overheated Zone (> 0.5): The danger zone. This area captures the "Speculative Fever" typical of cycle peaks. When the line sustains here, the market is historically overextended and vulnerable to a massive deleveraging event. 🟢 The Accumulation Zone (< -0.5): The maximum opportunity zone. This occurs when the market is "dead"—speculators have left, and only the most patient HODLers remain. Historically, these green valleys represent the most asymmetric entry points in Bitcoin's history. Status Dashboard The real-time monitor in the bottom-right identifies the current market regime: • RHODL Score: The raw logarithmic intensity of current supply rotation. • Regime: ACCUMULATION (Smart Money), NEUTRAL (Trend), or OVERHEATED (Retail Mania). Credits Philip Swift: For the original inspiration and the groundbreaking Realized HODL Ratio concept. ⚠️ Note: This indicator is mathematically optimized for the Daily (1D) Timeframe to maintain the integrity of supply-flow calculations. Disclaimer This script is for research and educational purposes only. On-chain metrics are probabilistic, not deterministic. Always manage your risk according to your investment horizon. Tags bitcoin, btc, rhodl, on-chain, hodl, cycles, speculation, rotation, macro, Rob Maths
Pine Script®指標
由Rob_Maths提供
MacroTide Elasticity SystemThe MacroTide Elasticity System is a professional-grade technical analysis tool designed to identify potential trend exhaustions and reversals by modeling price action as an elastic band stretched from a volume-weighted baseline. Unlike standard oscillators (like RSI) that only look at price changes, MacroTide integrates Volume, Price Range, and Volatility to gauge the "energy" behind a move. 1. Concepts and Methodology The core concept is Mean Reversion based on Volume-Weighted Elasticity. Markets tend to snap back to a value consensus (mean) after over-extension. Volume-Weighted Baseline: We use a Volume Weighted Moving Average (VWMA) rather than a simple SMA. This ensures that heavy-volume trading days pull the baseline closer to price, while low-volume drift allows the baseline to lag, accurately representing the "true" average cost. Elasticity Physics: The oscillator calculates how far price has deviated from this VWMA baseline, measured in standard deviations. This creates a normalized "Elasticity Score" (0-100). High Score (>80): Price is over-extended to the upside (Overbought) relative to volume support. Low Score (<20): Price is over-extended to the downside (Oversold). Institutional Absorption (Churn): The script detects specific bar anomalies where Volume is High but Price Range is Low. This pattern often indicates "Churn"—where institutions are absorbing supply or unloading positions without moving the price significantly. 2. Key Features MacroTrend Detection: Visualizes the market's stretch limits. Divergence Scanner: Automatically detects and labels Regular Bullish and Bearish divergences. This occurs when price makes a new extreme, but the Elasticity Oscillator fails to confirm it, signaling waning momentum. Absorption Events: Highlights yellow "sun" markers on the oscillator when high-volume churn is detected, often preceding a breakout or reversal. Dynamic Coloring: Candles and oscillator lines change color based on the slope of the elasticity (Green for rising momentum, Red for falling). 3. How to Use Trend Reversals: Look for the oscillator to enter the Overbought (80) or Oversold (20) zones. A reversal signal (triangle marker) is generated when the oscillator crosses back out of these zones, indicating the "snap back" effect has begun. Divergence Confirmation: Use the "DIV" labels as early warning signs. A Bullish Divergence in an oversold zone is a high-probability setup for a long entry. Filtering Trends: The center line (50) acts as a trend filter. Above 50 indicates bullish bias; below 50 indicates bearish bias. 4. Settings & Customisation Lookback Period: Default is 21 (Swing). Increase to 50 or 100 for Macro/Long-term analysis. StdDev Multiplier: Adjusts the sensitivity of the bands. Higher values (e.g., 2.5 or 3.0) are better for volatile assets like Crypto. Absorption Volume Factor: Threshold for detecting churn. Default is 1.5x average volume. Disclaimer: This tool is for informational purposes only. Past performance (divergences/signals) does not guarantee future results. Always manage risk effectively.
Pine Script®指標
由DarkPoolCrypto提供
BTC - BEAM: Adaptive Multiple (Open-Source)Title: BTC - BEAM: Adaptive Multiple Cycle Oscillator | RM Overview & Philosophy The BTC - BEAM (Bitcoin Economics Adaptive Multiple) is a premier macro-valuation tool designed to identify the "Logarithmic Pulse" of Bitcoin's 4-year cycles. Unlike standard oscillators that lose relevance as the network grows, BEAM uses an adaptive baseline that tracks Bitcoin’s fundamental growth curve with precision. It identifies the harmonic distance between the current price and its multi-year mean, helping you spot the rare windows of deep capitulation and terminal euphoria. Methodology This edition is a hardened, gap-proof and Open-Source implementation of the canonical BEAM model. 1. The 1400-Day Anchor (200 Weeks): The model is anchored to a 1400-day Simple Moving Average. On the Weekly chart, this aligns with the legendary 200-week moving average—the historical "floor" of the Bitcoin network. It represents one full halving cycle of data. 2. Daily-Lock Architecture: Even when viewed on the 1W chart, the script performs its calculations using Daily data. This ensures that the oscillator captures the exact peak day of a cycle, providing a "high-resolution" signal within a "low-noise" weekly environment. 3. Logarithmic Normalization: We calculate the natural logarithm of the price-to-mean relationship, scaled by a factor of 2.5: Score = ln(Price / 1400d MA) / 2.5 This creates a standardized "Multiple" that remains comparable across all Bitcoin eras. How to Read the Chart (1W Context) 🟧 The BEAM Line (Orange): Tracks the "macro heat" of the market. On the 1W chart, look for the slope of this line to identify cycle acceleration. 🔴 The Cycle Ceiling (Score > 1.0): Historical Cycle Tops. When the weekly candle sustains in this zone, the market has reached a state of unsustainable mania. Every major blow-off top has been captured in this red corridor. 🟢 The Cycle Floor (Score < 0.1): Generational Accumulation. On the 1W chart, these zones appear as extended "green troughs." These are the only times in history where Bitcoin is fundamentally "too cheap" relative to its 4-year trend. The Status Dashboard The bottom-right monitor provides immediate cycle classification: • BEAM Score: The exact logarithmic multiple. • Cycle Regime: ACCUMULATION , NEUTRAL , or OVERHEATED . Credits BitcoinEcon: For the original concept of the BEAM adaptive model. ⚠️ RECOMMENDATION: While this indicator captures daily data, it is strongly recommended to be viewed on the Weekly (1W) Timeframe. The 1W chart filters market noise and perfectly reveals the long-term "Cycle Narrative." Disclaimer This script is for research and educational purposes only. Macro indicators provide structural context; they are not crystal balls. Always manage your risk according to your personal financial plan. Tags bitcoin, btc, beam, macro, cycle, halving, log-growth, valuation, on-chain, Rob Maths
Pine Script®指標
由Rob_Maths提供
Composite Fear & Greed IndexComposite Fear & Greed Index This is an advanced, professional-grade sentiment analysis engine designed to quantify market psychology. Unlike standard oscillators that rely on a single metric, this script uses a weighted composite of four distinct technical components to generate a holistic "Fear & Greed" score. It includes Multi-Timeframe (MTF) capabilities, proprietary FOMO/Panic detection logic, and Zero-Lag trend analysis. 1. Unique Mathematical Methodology This script is not a simple overlay of existing indicators. It uses a Composite Normalization Engine to blend four distinct metrics into a single, bounded 0-100 oscillator. The "Mashup" Problem Solved: Standard indicators like MACD are "unbounded" (they can go to infinity), while RSI is "bounded" (0-100). You cannot simply average them. Our Solution: This script calculates the Z-Score of the MACD histogram relative to its historical deviation and normalizes it into a 0-100 percentile. This allows for a mathematically valid combination with RSI and Bollinger Bands. The Component Logic: Momentum (RSI): (Weight: 30%) Pure price velocity. Volatility (Bollinger %B): (Weight: 25%) Relative position within volatility bands. Trend Strength (Normalized MACD): (Weight: 25%) Uses the custom Z-Score logic described above. Trend Integrity (ZLEMA): (Weight: 20%) We replaced the standard SMA with a custom Zero-Lag Exponential Moving Average (ZLEMA) algorithm. This removes the "lag" associated with traditional sentiment analysis, allowing the index to react to crypto volatility in real-time. The Calculation: These raw values are weighted and smoothed to produce the final Index Value. Greater than 80: Extreme Greed (High risk of reversal) Less than 20: Extreme Fear (Potential accumulation zone) 2. Unique Features A. FOMO & Panic Event Detection The script does not just track price; it tracks behavior. FOMO (Fear Of Missing Out): Triggered when Price breaks the Upper Bollinger Band + RSI is Overbought + Volume spikes > 2.5x the average. This often marks local tops. PANIC: Triggered when Price drops significantly in one bar + Volume spikes > 3.0x the average + RSI is Oversold. This often marks capitulation bottoms. B. Divergence Detection The script automatically detects and plots Regular Bullish and Bearish divergences between Price and the Sentiment Index. Bullish Divergence: Price makes a Lower Low, but Sentiment makes a Higher Low (indicating waning selling pressure). Bearish Divergence: Price makes a Higher High, but Sentiment makes a Lower High (indicating waning buying pressure). Note: The script plots these signals precisely on the indicator line corresponding to the pivot point. C. Multi-Timeframe (MTF) Engine Users can view the "Daily" sentiment score while trading on a 5-minute or 15-minute chart. This allows scalpers to align their trades with the higher-timeframe market psychology. 3. Usage Guide Step 1: Trend Alignment Look at the dashboard or the main line color. Green indicates Greed/Uptrend, Red indicates Fear/Downtrend. Step 2: Extremes Sell/Take Profit: When the Index crosses 80 (Extreme Greed) or a "FOMO" triangle appears. Buy/Long: When the Index crosses 20 (Extreme Fear) or a "PANIC" triangle appears. Step 3: Confirmation Use the Divergence Dots as confirmation. A "Panic" signal followed by a "Bullish Divergence" dot is a high-probability reversal setup. Settings Timeframe: Select the MTF resolution (default is Chart). Weights: You can adjust the influence of RSI, MACD, BB, or Trend to fit your specific asset class. Visuals: Fully customizable colors, table position, and toggle switches for shapes/backgrounds. Disclaimer: This script is for informational purposes only and does not constitute financial advice.
Pine Script®指標
由DarkPoolCrypto提供
CandelaCharts - Composite Pressure Index 📝 Overview The CandelaCharts – Composite Pressure Index (CPI) is a multi-factor oscillator that blends RSI , Money Flow Index (MFI) , and Chaikin Money Flow (CMF) into a single, stretchable “pressure” line. Instead of looking at three separate indicators, CPI compresses price momentum and volume flow into one normalized curve around 0 , then amplifies extremes using a rolling z-score . The result is a dynamic gauge of buying vs. selling pressure that can travel beyond ±1 during strong regime shifts, helping you spot exhaustion, climaxes, and trend-strength phases more intuitively. 📦 Features Composite pressure engine – Combines RSI, MFI, and CMF into a single normalized oscillator around 0, giving you a unified view of market pressure. Custom weighting of components – Independently weight RSI, MFI, and CMF to prioritize pure price momentum or volume-driven signals. Rolling z-score stretch – Uses a configurable z-score window to “stretch” the composite values, letting the line exceed ±1 during extremes instead of staying capped. Adaptive amplitude control – An amplitude (gain) factor lets you scale how aggressive or subtle the CPI swings appear. EMA smoothing – Optional smoothing removes noise while preserving the timing of swings and reversals. Visual pressure band – Zero, +1, and -1 reference lines with a shaded band make it easy to see when pressure is “normal” vs. extended. Dynamic color gradients – Warm/orange tones above 0 for bullish pressure and cool/blue tones below 0 for bearish pressure, with saturation increasing as pressure intensifies. NA-safe statistics – Custom mean and standard deviation routines ensure stable behavior from the start of the chart and during partial history. ⚙️ Settings RSI Length : Lookback length for RSI . Higher values smooth the RSI component; lower values make it more reactive to short-term price momentum. MFI Length : Lookback length for the manual Money Flow Index . Adjust this to control how sensitive CPI is to price–volume interaction. CMF Length : Lookback length for Chaikin Money Flow . This defines the window used to assess accumulation/distribution through volume flow. RSI Weight : Relative importance of RSI within the composite. Increasing this emphasizes pure price momentum in the CPI. MFI Weight : Relative importance of MFI. Higher values strengthen the influence of volume-weighted price moves. CMF Weight : Relative importance of CMF. Raising this highlights accumulation/distribution as a driver of the pressure index. Smoothing : EMA length applied to the stretched CPI line. A value of 1 effectively disables smoothing, while higher values reduce noise at the cost of a slight lag. Z-score Window : Rolling window used to compute the mean and standard deviation of the raw composite. This defines the statistical context for what counts as “extreme”. Shorter windows adapt faster; longer windows give a more stable regime. Amplitude : Gain factor applied to the z-scored composite. Values above 1.0 exaggerate swings and make extremes more visually pronounced; values below 1.0 compress them. ⚡️ Showcase Composite Pressure Index Mean Line Divergences 📒 Usage 1. Identify directional pressure regimes Use 0 as the key balance line: CPI > 0 → Net bullish pressure (buyers in control). CPI < 0 → Net bearish pressure (sellers in control). You can treat prolonged stays above or below 0 as confirmations of trend direction, especially when price structure agrees. 2. Read statistical extremes instead of fixed levels Because CPI is stretched via a z-score , values beyond ±1 typically represent statistically meaningful extremes within your chosen window: CPI > +1 → Overextended bullish pressure / potential euphoria. CPI < -1 → Overextended bearish pressure / potential capitulation. These zones are not automatic reversal signals, but they highlight areas where monitoring for exhaustion, blow-offs, or risk-reward shifts can be beneficial. 3. Spot divergences with price Classic divergence logic applies particularly well when pressure is composite: Bearish divergence – Price makes higher highs, but CPI makes lower highs or fails to confirm. Bullish divergence – Price makes lower lows, but CPI makes higher lows or shows less downside extension. These patterns can be integrated with support/resistance, liquidity levels, and other CandelaCharts tools. 4. Tune the weights to your strategy Adjust the three weights to match your focus: Higher RSI weight → More sensitivity to pure price momentum (good for breakout or trend-following systems). Higher MFI weight → Greater emphasis on price–volume interaction (ideal for spotting volume-confirmed moves). Higher CMF weight → Stronger focus on accumulation/distribution (helpful for swing and position traders). 5. Integrate with existing setups The CPI is designed to sit comfortably below price: Use it as a “context” oscillator underneath your main price-action and liquidity models. Combine CPI extremes and divergences with key levels, range models, or order flow signals for higher-confluence entries. 🚨 Alerts The indicator does not provide any alerts! ⚠️ Disclaimer Trading involves significant risk, and many participants may incur losses. The content on this site is not intended as financial advice and should not be interpreted as such. Decisions to buy, sell, hold, or trade securities, commodities, or other financial instruments carry inherent risks and are best made with guidance from qualified financial professionals. Past performance is not indicative of future results.
Pine Script®指標
由CandelaCharts提供
Volatility State Index [Interakktive]The Volatility State Index (VSI) classifies market volatility into three behavioral states: Expansion, Decay, and Transition. It answers one question visually: Is volatility supporting price movement, withdrawing, or unstable? Unlike traditional volatility indicators that show levels or bands, VSI diagnoses the current volatility regime so traders can adapt their approach accordingly. █ WHAT IT DOES • Classifies volatility into three states: Expansion (teal), Decay (grey), Transition (amber) • Measures volatility momentum as a percentage rate-of-change • Applies stability filtering to detect unstable/choppy conditions • Uses persistence logic to prevent state flickering • Exports state data for use in alerts and strategies █ WHAT IT DOES NOT DO • NO buy/sell signals • NO entry/exit recommendations • NO alerts (v1 is diagnostic only) • NO performance claims This is a volatility diagnostic tool, not a trading system. █ HOW IT WORKS The VSI processes volatility through a five-stage pipeline: STAGE 1 — Base Volatility Calculates ATR as the foundation for volatility measurement. STAGE 2 — Smoothing Applies EMA smoothing to reduce noise in the volatility series. STAGE 3 — Volatility Momentum Computes the percentage rate-of-change of smoothed volatility: Volatility Momentum (%) = ((Current ATR - Previous ATR) / Previous ATR) × 100 Positive values indicate expanding volatility; negative values indicate contracting volatility. STAGE 4 — Stability Filter Tracks how frequently volatility momentum changes direction. Frequent sign changes indicate unstable, choppy conditions. Stability Score = 1 - (Average Flip Rate) Low stability forces the Transition state regardless of momentum level. STAGE 5 — State Classification Combines momentum thresholds and stability to determine the final state: • Expansion: Momentum ≥ +5% (default threshold) • Decay: Momentum ≤ -5% (default threshold) • Transition: Between thresholds OR low stability A persistence filter requires states to hold for multiple bars before confirming, preventing visual noise. █ INTERPRETATION EXPANSION (Teal) Volatility is increasing in a sustained way. Price moves are becoming larger. What it suggests: • Breakouts are more likely to follow through • Stops may need wider placement • Trend-following approaches tend to work better • Mean-reversion weakens DECAY (Grey) Volatility is decreasing. Price is compressing into tighter ranges. What it suggests: • Breakouts are more likely to fail • Ranges tend to hold • Trend-following underperforms • Mean-reversion strengthens TRANSITION (Amber) Volatility behavior is unclear or unstable. This is NOT neutral — it is uncertainty. What it suggests: • Mixed signals — one bar huge, next bar dead • Higher whipsaw risk • Reduced conviction in either direction • Consider waiting for clarity The key insight: Amber is a warning, not a middle ground. It appears when volatility cannot decide what it wants to do. █ VISUAL DESIGN The indicator uses a state-first histogram design: • Histogram height shows volatility momentum percentage • Histogram color shows the classified state • Zero line provides visual anchor • Optional momentum line for confirmation • Optional background tint (default OFF for clean charts) The visual hierarchy prioritizes instant state recognition. A trader should understand the volatility environment in under one second without reading numbers. █ INPUTS Core Settings • ATR Length: Base volatility measurement period (default: 14) • Smoothing Length: EMA smoothing applied to ATR (default: 10) • Momentum Length: Rate-of-change lookback (default: 10) State Classification • Expansion Threshold (%): Momentum above this = Expansion (default: 5.0) • Decay Threshold (%): Momentum below this = Decay (default: -5.0) • Persistence Bars: Bars required to confirm state change (default: 3) • Stability Lookback: Window for stability calculation (default: 20) • Stability Threshold: Below this = forced Transition (default: 0.5) Visual Settings • Show State Histogram: Toggle main display (default: ON) • Show Momentum Line: Thin confirmation line (default: OFF) • Show Zero Line: Baseline reference (default: ON) • Show Background Tint: Subtle state coloring (default: OFF) █ DATA WINDOW EXPORTS When enabled, the following values are exported: • ATR (Raw) • ATR (Smoothed) • Volatility Momentum (%) • Stability Score (0-1) • State (-1/0/1): Decay = -1, Transition = 0, Expansion = 1 • Is Expansion (0/1) • Is Decay (0/1) • Is Transition (0/1) These exports allow VSI to be used as a filter in Pine Script strategies or alert conditions. █ ORIGINALITY While ATR and volatility indicators are common, VSI is original because it: 1. Classifies volatility into behavioral states rather than showing raw levels 2. Applies momentum analysis to volatility itself (rate-of-change of ATR) 3. Uses stability filtering to detect genuinely unstable conditions 4. Implements persistence logic to prevent state flickering 5. Provides a state-first visual design optimized for instant recognition VSI is state-first: it classifies volatility regimes (Expansion/Decay/Transition) rather than plotting volatility level alone, using momentum and stability to reduce false regime reads. This is not a modified ATR or Bollinger Band — it is a volatility regime classifier. █ SUITABLE MARKETS Works on: Stocks, Futures, Forex, Crypto Timeframes: All timeframes — state classification adapts accordingly Best on: Instruments with consistent volatility patterns █ RELATED • Market Efficiency Ratio — measures price path efficiency • Effort-Result Divergence — compares volume effort to price result █ DISCLAIMER This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
Pine Script®指標
由Interakktive提供
1
BTC - AXIS: Coppock + Williams %R CompositeTitle: BTC - AXIS: Coppock + Williams %R Composite | RM Overview & Philosophy AXIS (Advanced X-Momentum Intensity Score) is a specialized momentum composite designed to identify market structural shifts. In physics, an axis is the central line around which a body rotates; in this indicator, the Zero-Baseline acts as the AXIS for capital flow. By fusing a slow-moving momentum engine ( Coppock Curve ) with a high-sensitivity tactical oscillator ( Williams %R ), this tool filters out the "market noise" that leads to overtrading and focuses on the high-conviction "Trend-Aligned Dips." Methodology Most indicators either suffer from too much lag (Moving Averages) or too much noise (Standard RSI). AXIS solves this through "Speed-Balanced Normalization." 1. Macro Engine (Coppock Curve): Named after Edwin Coppock, this component identifies major market bottoms by smoothing two separate Rates of Change (RoC). It is your structural compass. 2. Tactical Trigger (Williams %R): Created by Larry Williams, this measures the current close relative to the High-Low range. • Re-centered Logic: Standard Williams %R oscillates between 0 and -100. Here, this is re-centered to oscillate around zero, ensuring it interacts mathematically correctly with the Coppock baseline. 3. The AXIS Score: The Composite line (Orange) is the weighted sum of these two engines. It provides a singular view of the market's "Net Momentum Intensity." How to Read the Chart 🟧 The AXIS Composite (Orange Line): The primary signal line. It tracks the speed and exhaustion of the price by fusing macro and tactical data. • Red Zone (> 150): Overheated. Short and long-term momentum are at extreme highs. Risk of a blow-off top or local reversal is high. • Green Zone (< -150): Capitulation. The market is statistically exhausted. Historically, these zones represent high-conviction accumulation areas. • Bullish Momentum (> 0): The market is rotating above the central Axis. Buyers are in control of the trend. • Bearish Momentum (< 0): The market is rotating below the central Axis. Sellers are in control of the trend. 🟦 The Coppock Line (Blue): The macro filter. When Blue is above 0, the long-term trend is up. 🟥 The Williams %R Line (Red): The short-term cycles. Watch for divergences here to spot early trend fatigue. Strategy: The "AXIS Alignment" Signal The highest-conviction entry point—and the primary "Alpha" of this tool—occurs when: The macro trend is Bullish ( Blue Line > 0 ). The market experiences a correction, pushing the Orange (AXIS) Line into the Green Capitulation Zone. The AXIS Score turns back upward. This indicates that a short-term panic has been absorbed by a long-term bull trend—the ideal "Buy the Dip" scenario. Settings • Long/Short RoC: Standardized to 14/11 for cycle accuracy. • Weighting: Allows you to prioritize trend (Coppock) or cycle sensitivity (%R). • Visibility Toggles: Fully customizable display switches for each line. Credits • Edwin Coppock: For the foundation of long-term recovery momentum. • Larry Williams: For the Percent Range methodology. ⚠️ Note: This indicator is optimized for the Daily (1D) Timeframe. Please switch your chart to 1D for accurate signal reading. Disclaimer This script is for research and educational purposes only. Past performance does not guarantee future results. Tags bitcoin, btc, axis, momentum, oscillator, coppock, williams r, on-chain, valuation, cycle, Rob Maths
Pine Script®指標
由Rob_Maths提供
AI Reversal Signals Custom [wjdtks255]📊 Indicator Overview: AI Reversal Signals Custom This indicator is a comprehensive trend-following and reversal detection tool. It combines the long-term trend bias of a 200 EMA with highly sensitive RSI-based reversal signals and momentum visualization. It is designed to capture market bottoms and tops by identifying exhaustion points in price action. Key Features 200 EMA (Trend Filter): A gold line representing the long-term institutional trend. It helps traders distinguish between "buying the dip" and "catching a falling knife." Reversal Buy/Sell Labels: Real-time signals that appear when the market recovers from extreme overbought or oversold conditions. Dynamic Background Clouds: Visual indicators of trend strength changes, highlighting potential entry zones. Momentum Histogram: Internal calculations mimic the "Bottom Bars" seen in professional suites to track the velocity of price movement. 📈 Trading Strategy (How to Trade) 1. High-Probability Long Setup (Buy) Trend Confirmation: Price should ideally be trading above the 200 EMA for the highest success rate. Signal: Wait for the "BUY" label to appear below the candle. Momentum: Confirm with the Light Green background or histogram shift indicating recovery. Entry: Enter on the close of the signal candle. 2. High-Probability Short Setup (Sell) Trend Confirmation: Price should ideally be trading below the 200 EMA. Signal: Wait for the "SELL" label to appear above the candle. Momentum: Confirm with the Red background or histogram fading from green to red. Entry: Enter on the close of the signal candle. 3. Risk Management Stop Loss: Place your Stop Loss slightly below the recent swing low for Buy orders, or above the recent swing high for Sell orders. Take Profit: Exit when the price reaches a major support/resistance level or when an opposing signal appears. 💡 Professional Tip For the best results, use this indicator on the 15-minute or 1-hour timeframes. The most powerful "Ultimate Reversal" signals occur when there is a Bullish Divergence (Price making lower lows while the RSI makes higher lows) followed by a confirmed "BUY" label.
Pine Script®指標
由wjdtks255提供
Composite Index [Auto Signals]Composite Index Description (描述正文): Overview This is an enhanced version of the famous Composite Index (CI) developed by Connie Brown. While the traditional RSI is confined between 0 and 100, often masking true momentum in strong trends, the Composite Index is uncapped and incorporates a momentum component to reveal the market's true structural strength. I have engineered this script to include Automated Signal Markers based on the crossover of the Composite Index and its Slow Moving Average. This helps traders instantly identify momentum shifts and "Timing" entries/exits without manual guesswork. Key Features Uncapped Momentum: Unlike RSI, the CI can go anywhere, preventing the "flattening" effect seen in strong trending markets (e.g., TSLA, NVDA). Automated Signals: ▲ Green Triangle (Launch): Triggers when the Gray CI line crosses ABOVE the Red Slow MA. This indicates bearish momentum is exhausted and bulls are regaining control. ▼ Red Triangle (Warning): Triggers when the Gray CI line crosses BELOW the Red Slow MA. This indicates bullish momentum is failing, serving as an early warning for exits or tightening stops. Classic Formula: Uses the standard Connie Brown parameters (14, 9, 3) + SMA smoothing for reliable divergence detection. How to Use This Indicator This script is best used as a companion to trend indicators like TTM Squeeze or Moving Average Ribbons. For Entries (The "Dip Buy"): In an uptrend, wait for a pullback. When the Green Triangle (▲) appears, it confirms that the pullback is over and momentum has turned back up. For Exits (The "Top"): Look for Divergence. If Price makes a Higher High but the Composite Index makes a Lower High—followed by a Red Triangle (▼)—this is a high-probability sell signal. The "Slow MA" Filter: The signals are generated only when the CI crosses the Slow MA (Red Line). This filters out the noise of minor fluctuations (crossing the Green line) and focuses on significant momentum changes. Settings RSI Period: 14 (Default) Momentum Period: 9 (Default) Signal Logic: Crossover/Crossunder of the Slow MA (33 Period). Disclaimer This tool is for educational purposes only. Always combine momentum signals with price action and structure analysis.
Pine Script®指標
由liaor提供
Market Efficiency Ratio [Interakktive]The Market Efficiency Ratio decomposes price movement into two components: net progress vs wasted movement. This tool exposes the underlying math that most traders never see, helping you understand when price is moving efficiently versus chopping sideways. Unlike simple trend indicators, this shows you WHY price movement matters — not just whether it's up or down, but how much of that movement was useful directional progress versus noisy oscillation. █ WHAT IT DOES • Calculates Efficiency Ratio (0–1 or 0–100) measuring directional progress • Exposes Net Displacement (how far price actually moved) • Exposes Path Length (total distance price traveled) • Calculates Chop Cost (wasted movement) • Visual zones for high/mid/low efficiency states █ WHAT IT DOES NOT DO • NO signals, NO entries/exits, NO buy/sell • NO performance claims • NO predictions — purely diagnostic • This is a tool for understanding price behavior █ HOW IT WORKS The efficiency ratio answers one question: "Of all the movement price made, how much was useful progress?" 🔹 THE MATH Over a lookback period of N bars: Net Displacement = |Close - Close | Path Length = Σ |Close - Close | for all bars Efficiency Ratio = Net Displacement / Path Length 🔹 INTERPRETATION • Efficiency = 1.0 (100%): Price moved in a straight line — every tick was progress • Efficiency = 0.5 (50%): Half the movement was wasted in back-and-forth chop • Efficiency = 0.0 (0%): Price ended exactly where it started — all movement was noise 🔹 CHOP COST This is the "wasted movement" — how much price traveled without making progress: Chop Cost = Path Length - Net Displacement Chop % = Chop Cost / Path Length High chop cost means lots of effort for little result — a warning sign for trend traders. █ VISUAL GUIDE Three efficiency zones: • GREEN (≥70): High efficiency — strong directional movement • YELLOW (30-70): Mixed efficiency — some progress, some chop • RED (<30): Low efficiency — mostly noise, little progress █ INPUTS Lookback Length (default: 14) Number of bars to calculate efficiency over. Higher values produce smoother readings but respond slower to changes. Smoothing Length (default: 5) EMA smoothing applied to the output. Reduces noise in the efficiency reading. Apply Smoothing (default: true) Toggle EMA smoothing on/off. Scale Mode (default: 0–100) Display as percentage (0-100) or decimal ratio (0-1). Show Reference Bands (default: true) Display the high/low efficiency threshold lines. Low/High Efficiency Level (default: 30/70) Thresholds for classifying efficiency zones. Overlay Effect (default: None) • None: No overlay • Background Tint: Subtle chart background color in high/low zones • Bar Highlight: Color bars during low efficiency periods Show Data Window Values (default: true) Export all raw values (Net Displacement, Path Length, Efficiency, Chop Cost, Chop %) to the data window for analysis. █ USE CASES This indicator helps traders understand: • Why some trends are "clean" and others are "messy" • When price is consolidating vs trending (without using volume) • The relationship between movement and progress • Why high-chop environments are difficult to trade This is the foundational concept behind more advanced regime detection systems. █ SUITABLE MARKETS Works on: Stocks, Futures, Forex, Crypto Timeframes: All timeframes Note: This is a price-only indicator — no volume required █ DISCLAIMER This indicator is for informational and educational purposes only. It does not constitute financial advice. It does not generate trading signals. Past performance does not guarantee future results. Always conduct your own analysis.
Pine Script®指標
由Interakktive提供
1