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Moving_average

Fixed High Timeframe Moving AveragesFixed High Timeframe Moving Averages (W/D/4H) Summary This indicator plots essential, high-timeframe (HTF) Moving Averages onto your chart, **no matter which timeframe you are currently viewing**. It is designed for traders who need multi-timeframe context at a glance. Stop switching charts to see where the 200-Week or 50-Day MA is—now you can see all critical HTF levels directly on your 5-minute (or any other) chart. --- Who it’s for Traders who rely on moving averages but like to work on lower chart timeframes while keeping higher timeframe context in sight. If you scalp on 1–15m yet want Weekly/Daily/4H MAs always visible, this is for you. --- What it shows Pinned (“fixed”) moving averages from higher timeframes—Weekly (20/100/200) , Daily (50/100/200/365) and 4H (200) —rendered on any chart timeframe. Your favorite HTF MAs stay on screen no matter what TF you’re currently analyzing. --- Features * **MA types:** SMA, EMA, VWMA, Hull. * **Fully configurable:** toggle each line, set periods, colors, and thickness. * **Two alert modes (see below):** intrabar vs confirmed HTF close. * **Works on any symbol & chart TF** using `request.security` to fetch HTF data. --- Alerts & Modes This indicator solves the biggest problem with MTF alerts: false signals. You can choose one of two modes: 1. **Intrabar mode** — compares current chart price to the HTF MA. Triggers as soon as price crosses the HTF line; great for early signals but may update until the HTF bar closes. 2. **Confirmed mode** — checks HTF close vs HTF MA. Signals only on the higher-TF bar close; fewer false starts, no intrabar repainting on that TF. Per-line *Cross Above / Cross Below* conditions are provided for all enabled MAs (e.g., “20W — Cross Above”, “365D — Cross Below”, etc.). **How to use alerts:** add the script → “Create Alert” → pick any condition from the script’s list. --- Why this helps * Keeps Weekly/Daily structure visible while you execute on LTF. * Classic anchors (e.g., 200D, 20W/100W/200W) are popular for trend bias, dynamic support/resistance, and pullback context. * Lets you standardize MA references across all your lower-TF playbooks. --- Notes on confirmation & repainting * Intrabar signals can change until the higher-TF bar closes (that’s expected with multi-TF data). * Confirmed mode waits for the HTF close—cleaner, but later. Choose what fits your workflow. --- Quick setup 1. Pick `MA Type` (SMA/EMA/VWMA/Hull). 2. Enable the HTF lines you want (Weekly 20/100/200; Daily 50/100/200/365; 4H 200). 3. Choose `Alert Mode` (Intrabar vs Confirmed). 4. Style colors/widths to taste and set alerts on the lines you care about. --- Good practice * Combine HTF MAs with price action (swings, structure, liquidity grabs) rather than using them in isolation. * Always validate signals in your execution TF and use a risk plan tailored to volatility. * Protect your capital: position sizing, stops, and disciplined risk management matter more than any single line on the chart. --- Disclaimer For educational/informational purposes only; not financial advice. Trading involves risk—manage it responsibly.
Pine Script®指標
由MAXmks提供
THAIT Moving Averages Tight within # ATR EMA SMA convergence THAIT(tight) indicator is a powerful tool for identifying moving average convergence in price action. This indicator plots four user-defined moving averages (EMA or SMA). It highlights moments when the MAs converge within a user specified number of ATRs, adjusted by the 14-period ATR, signaling potential trend shifts or consolidation. A convergence is flagged when MA1 is the maximum, the spread between MAs is tight, and the price is above MA1, excluding cases where the longest MA (MA4) is the highest. The indicator alerts and visually marks convergence zones with a shaded green background, making it ideal for traders seeking precise entry or exit points.
Pine Script®指標
由Imready4提供
PDB - RSI Based Buy/Sell signals with 4 MARSI Based Buy/Sell Signals on Price chart + 4 MA System This indicator plots RSI-based Buy & Sell signals directly on the price chart , combined with a 4-Moving-Average trend filter (20/50/100/200) for higher accuracy and cleaner trade timing. The signal triggers when RSI reaches user-defined overbought/oversold levels, but unlike a standard RSI, this version plots the signals **on the chart**, not in the RSI window — making entries and exits easier to see in real time. RSI Levels Are Fully Customizable The default RSI thresholds are 30 (oversold) and 70 (overbought). However, you can adjust these to fit your trading style. For example: > When day trading on the 5–15 min timeframe, I personally use 35 (oversold) and 75 (overbought) to catch moves earlier. > The example shown in the preview image uses 10-minute timeframe settings. You can change the RSI levels to trigger signals from **any value you choose**, allowing you to tailor the indicator to scalping, day trading, or swing trading. 4 Moving Averages Included: 20, 50, 100, 200 MAs act as dynamic trend filters so you can: ✔ trade signals only in the direction of trend ✔ avoid false reversals ✔ identify momentum shifts more clearly Works on all markets and timeframes — crypto, stocks, FX, indices.
Pine Script®指標
由PrintDemBandz提供
Reactive Curvature Smoother Moving Average IndicatorSummary in one paragraph RCS MA is a reactive curvature smoother for any liquid instrument on intraday through swing timeframes. It helps you act only when context strengthens by adapting its window length with a normalized path energy score and by smoothing with robust residual weights over a quadratic fit, then optionally blending a capped one step forecast. Add it to a clean chart and watch the single colored line. Shapes can shift while a bar forms and settle on close. For conservative use, judge on bar close. Scope and intent • Markets: major FX pairs, index futures, large cap equities, liquid crypto • Timeframes: one minute to daily • Purpose: reduce lag in trends while resisting chop and outliers • Limits: indicator only, no orders Originality and usefulness • Novelty: adaptive window selection by minimizing normalized path energy with directionality bias, plus Huber weighted residuals and curvature aware penalty, finished with a mintick capped forecast blend • Failure modes addressed: whipsaws from fixed length MAs and outlier spikes that pull means • Testable: Inputs expose all components and optional diagnostics show chosen length, directionality, and energy • Portable yardstick: forecast cap uses mintick to stay symbol aware Method overview in plain language Base measures • Range span of the tested window and a path energy defined as the sum of squared price increments, normalized by span Components Adaptive window chooser: scans L between Min and Max using an energy over trend score and picks the lowest score Robust smoother: fits a quadratic to the last L bars, computes residuals, applies Huber weights and an exponential residual penalty scaled down when curvature is high Forecast blend: projects one step ahead from the quadratic, caps displacement by a multiple of mintick, blends by user weight Fusion rule • Final line equals robust mean plus optional capped forecast blend Signal rule • Visual bias only: color turns lime when close is above the line, red otherwise What you will see on the chart • One colored line that tightens in trends and relaxes in chop • Optional debug overlays for core value, chosen L, directionality, and energy • Optional last bar label with L, directionality, and energy • Reminder: drawings can move intrabar and settle on close Inputs with guidance Setup • Source: price series to smooth Logic • Min window l_min. Typical 5 to 21. Higher increases stability, adds lag • Max window l_max. Typical 40 to 128. Higher reduces noise, adds lag ceiling • Length step grid_step. Typical 1 to 8. Smaller is finer and heavier • Trend bias trend_bias. Typical 0.50 to 0.80. Higher favors trend persistence • Residual penalty lambda_base. Typical 0.8 to 2.0. Higher downweights large residuals more • Huber threshold huber_k. Typical 1.5 to 3.0. Higher admits more outliers • Curvature guard curv_guard. Typical 0.3 to 1.0. Higher reduces influence when curve is tight • Forecast blend lead_blend. 0 disables. Typical 0.10 to 0.40 • Forecast cap lead_limit. Typical 1 to 5 minticks • Show chosen L and metrics show_debug. Diagnostics toggle Optional: enable diagnostics to see length, direction, and energy Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while bars are open and settle on close • Use on standard candles for analysis and combine with your own risk process Honest limitations and failure modes • Very quiet regimes can reduce energy contrast, length selection may hover near the bounds • Gap heavy symbols can disrupt quadratic fit on the window edges • Excessive forecast blend may look anticipatory; use low values and the cap
Pine Script®指標
由exlux提供
PDB 4 MA + Candle Strength/Weakness Detector 4MA Strength & Reversal Detector Unlock the power of momentum with this advanced 4 Moving Average system (20, 50, 100, 200) designed to pinpoint market strength and early reversal zones with precision. How It Works: - Bearish Reversal: Triggered when all moving averages align (20 < 50 < 100 < 200) and bearish reversal candles appear — highlighting potential tops. - Bullish Reversal: Triggered when all moving averages align (200 < 100 < 50 < 20) and bullish reversal candles form — marking potential bottoms :Best For: ⚡ Scalpers and day traders using 1–5 minute timeframes 📈 Identifying momentum shifts and trend exhaustion early Tip: Combine this with volume or RSI for stronger confirmation and fewer false signals.
Pine Script®指標
由PrintDemBandz提供
SMC Structures and Multi-Timeframe FVG PYSMC Structures and Multi-Timeframe FVG Indicator Tip: For optimal performance, adjust the number of FVGs displayed per timeframe in the settings. On high-performance devices, up to 8 FVGs per timeframe can be used without issues. If you experience slowdowns, reduce to 3 or 4 FVGs per timeframe. If the chart flashes, disable indicators one by one to identify conflicts, or try using the TradingView Mobile or Windows App for a smoother experience. Overview This Pine Script indicator enhances market analysis by integrating Smart Money Concepts (SMC) with Fair Value Gaps (FVG) across multiple timeframes. It identifies trend continuations (Break of Structure, BOS) and trend reversals (Change of Character, CHoCH) while highlighting liquidity zones through FVG detection. The indicator includes eight customizable Moving Average (MA) curve templates, disabled by default, to complement SMC and FVG analysis. Its originality lies in combining multi-timeframe FVG detection with SMC structure analysis, providing traders with a cohesive tool to visualize price action patterns and liquidity zones efficiently. Features and Functionality 1. Fair Value Gaps (FVG) The indicator detects and displays bullish, bearish, and mitigated FVGs, representing liquidity zones where price inefficiencies occur. These gaps are dynamically updated based on price action: Bullish FVG: Displayed in green when unmitigated, indicating potential upward liquidity zones. Bearish FVG: Displayed in red when unmitigated, signaling potential downward liquidity zones. Mitigated FVG: Shown in gray once the gap is partially filled by price action. Fully Mitigated FVG: Automatically removed from the chart when the gap is fully filled, reducing visual clutter. Users can customize the number of historical FVGs displayed via the settings, allowing focus on recent liquidity zones for targeted analysis. 2. SMC Structures The indicator identifies key SMC price action patterns: Break of Structure (BOS): Marked with gray lines, indicating trend continuation when price breaks a significant high or low. Change of Character (CHoCH): Highlighted with yellow lines, signaling potential trend reversals when price fails to maintain the current structure. High/Low Values: Blue lines denote the highest high and lowest low of the current structure, providing reference points for market context. 3. Multi-Timeframe FVG Analysis A standout feature is the ability to analyze FVGs across multiple timeframes simultaneously. This allows traders to align higher-timeframe liquidity zones with lower-timeframe entries, improving trade precision. The indicator fetches FVG data from user-selected timeframes, displaying them cohesively on the chart. 4. Moving Average (MA) Templates The indicator includes eight customizable MA curve templates in the Settings > Template section, disabled by default. These templates allow users to overlay MAs (e.g., SMA, EMA, WMA) to complement SMC and FVG analysis. Each template is pre-configured with different periods and types, enabling quick adaptation to various trading strategies, such as trend confirmation or dynamic support/resistance. How It Works The script processes price action to detect FVGs by analyzing three-candle patterns where a gap forms between the high/low of the first and third candles. Multi-timeframe data is retrieved using Pine Script’s request.security() function, ensuring accurate FVG plotting across user-defined timeframes. BOS and CHoCH are identified by tracking swing highs and lows, with logic to differentiate trend continuation from reversals. The MA templates are computed using standard Pine Script TA functions, with user inputs controlling visibility and parameters. How to Use Add to Chart: Apply the indicator to any TradingView chart. Configure Settings: FVG Settings: Adjust the number of historical FVGs to display (default: 10). Enable/disable specific FVG types (bullish, bearish, mitigated). Timeframe Selection: Choose up to three timeframes for FVG analysis (e.g., 1H, 4H, 1D) to align with your trading strategy. Structure Settings: Toggle BOS (gray lines) and CHoCH (yellow lines) visibility. Adjust sensitivity for structure detection if needed. MA Templates: Enable MA curves via the Template section. Select from eight pre-configured MA types and periods to suit your analysis. Interpret Signals: Use green/red FVGs for potential entry points targeting liquidity zones. Monitor gray lines (BOS) for trend continuation and yellow lines (CHoCH) for reversal signals. Align multi-timeframe FVGs with BOS/CHoCH for high-probability setups. Optionally, use MA curves for trend confirmation or dynamic levels. Clean Chart Usage: The indicator is designed to work standalone. Ensure no conflicting scripts are applied unless explicitly needed for your strategy. Why This Indicator Is Unique Unlike standalone FVG or SMC indicators, this script combines both concepts with multi-timeframe analysis, offering a comprehensive view of market structure and liquidity. The addition of customizable MA templates enhances flexibility, while the dynamic removal of mitigated FVGs keeps the chart clean. This mashup is purposeful, as it integrates complementary tools to streamline decision-making for traders using SMC strategies. Credits This indicator builds on foundational SMC and FVG concepts from the TradingView community. Some open-source code was reused, and do performance enhancement as you guys can read the code. This type of indicators has inspiration was drawn from public domain SMC methodologies. All code is partly original with manual work on performance optimization in Pine Script. Notes Ensure your chart is clean (no unnecessary drawings or indicators) to maximize clarity. The indicator is open-source, and traders are encouraged to review the code for deeper understanding. For optimal use, test the indicator on a demo account to familiarize yourself with its signals.
Pine Script®指標
由patwayfarer提供
8
MACD Enhanced [DCAUT]█ MACD Enhanced 📊 ORIGINALITY & INNOVATION The MACD Enhanced represents a significant improvement over traditional MACD implementations. While Gerald Appel's original MACD from the 1970s was limited to exponential moving averages (EMA), this enhanced version expands algorithmic options by supporting 21 different moving average calculations for both the main MACD line and signal line independently. This improvement addresses an important limitation of traditional MACD: the inability to adapt the indicator's mathematical foundation to different market conditions. By allowing traders to select from algorithms ranging from simple moving averages (SMA) for stability to advanced adaptive filters like Kalman Filter for noise reduction, this implementation changes MACD from a fixed-algorithm tool into a flexible instrument that can be adjusted for specific market environments and trading strategies. The enhanced histogram visualization system uses a four-color gradient that helps communicate momentum strength and direction more clearly than traditional single-color histograms. 📐 MATHEMATICAL FOUNDATION The core calculation maintains the proven MACD formula: Fast MA(source, fastLength) - Slow MA(source, slowLength), but extends it with algorithmic flexibility. The signal line applies the selected smoothing algorithm to the MACD line over the specified signal period, while the histogram represents the difference between MACD and signal lines. Available Algorithms: The implementation supports a comprehensive spectrum of technical analysis algorithms: Basic Averages: SMA (arithmetic mean), EMA (exponential weighting), RMA (Wilder's smoothing), WMA (linear weighting) Advanced Averages: HMA (Hull's low-lag), VWMA (volume-weighted), ALMA (Arnaud Legoux adaptive) Mathematical Filters: LSMA (least squares regression), DEMA (double exponential), TEMA (triple exponential), ZLEMA (zero-lag exponential) Adaptive Systems: T3 (Tillson T3), FRAMA (fractal adaptive), KAMA (Kaufman adaptive), MCGINLEY_DYNAMIC (reactive to volatility) Signal Processing: ULTIMATE_SMOOTHER (low-pass filter), LAGUERRE_FILTER (four-pole IIR), SUPER_SMOOTHER (two-pole Butterworth), KALMAN_FILTER (state-space estimation) Specialized: TMA (triangular moving average), LAGUERRE_BINOMIAL_FILTER (binomial smoothing) Each algorithm responds differently to price action, allowing traders to match the indicator's behavior to market characteristics: trending markets benefit from responsive algorithms like EMA or HMA, while ranging markets require stable algorithms like SMA or RMA. 📊 COMPREHENSIVE SIGNAL ANALYSIS Histogram Interpretation: Positive Values: Indicate bullish momentum when MACD line exceeds signal line, suggesting upward price pressure and potential buying opportunities Negative Values: Reflect bearish momentum when MACD line falls below signal line, indicating downward pressure and potential selling opportunities Zero Line Crosses: MACD crossing above zero suggests transition to bullish bias, while crossing below indicates bearish bias shift Momentum Changes: Rising histogram (regardless of positive/negative) signals accelerating momentum in the current direction, while declining histogram warns of momentum deceleration Advanced Signal Recognition: Divergences: Price making new highs/lows while MACD fails to confirm often precedes trend reversals Convergence Patterns: MACD line approaching signal line suggests impending crossover and potential trade setup Histogram Peaks: Extreme histogram values often mark momentum exhaustion points and potential reversal zones 🎯 STRATEGIC APPLICATIONS Comprehensive Trend Confirmation Strategies: Primary Trend Validation Protocol: Identify primary trend direction using higher timeframe (4H or Daily) MACD position relative to zero line Confirm trend strength by analyzing histogram progression: consistent expansion indicates strong momentum, contraction suggests weakening Use secondary confirmation from MACD line angle: steep angles (>45°) indicate strong trends, shallow angles suggest consolidation Validate with price structure: trending markets show consistent higher highs/higher lows (uptrend) or lower highs/lower lows (downtrend) Entry Timing Techniques: Pullback Entries in Uptrends: Wait for MACD histogram to decline toward zero line without crossing, then enter on histogram expansion with MACD line still above zero Breakout Confirmations: Use MACD line crossing above zero as confirmation of upward breakouts from consolidation patterns Continuation Signals: Look for MACD line re-acceleration (steepening angle) after brief consolidation periods as trend continuation signals Advanced Divergence Trading Systems: Regular Divergence Recognition: Bullish Regular Divergence: Price creates lower lows while MACD line forms higher lows. This pattern is traditionally considered a potential upward reversal signal, but should be combined with other confirmation signals Bearish Regular Divergence: Price makes higher highs while MACD shows lower highs. This pattern is traditionally considered a potential downward reversal signal, but trading decisions should incorporate proper risk management Hidden Divergence Strategies: Bullish Hidden Divergence: Price shows higher lows while MACD displays lower lows, indicating trend continuation potential. Use for adding to existing long positions during pullbacks Bearish Hidden Divergence: Price creates lower highs while MACD forms higher highs, suggesting downtrend continuation. Optimal for adding to short positions during bear market rallies Multi-Timeframe Coordination Framework: Three-Timeframe Analysis Structure: Primary Timeframe (Daily): Determine overall market bias and major trend direction. Only trade in alignment with daily MACD direction Secondary Timeframe (4H): Identify intermediate trend changes and major entry opportunities. Use for position sizing decisions Execution Timeframe (1H): Precise entry and exit timing. Look for MACD line crossovers that align with higher timeframe bias Timeframe Synchronization Rules: Daily MACD above zero + 4H MACD rising = Strong uptrend context for long positions Daily MACD below zero + 4H MACD declining = Strong downtrend context for short positions Conflicting signals between timeframes = Wait for alignment or use smaller position sizes 1H MACD signals only valid when aligned with both higher timeframes Algorithm Considerations by Market Type: Trending Markets: Responsive algorithms like EMA, HMA may be considered, but effectiveness should be tested for specific market conditions Volatile Markets: Noise-reducing algorithms like KALMAN_FILTER, SUPER_SMOOTHER may help reduce false signals, though results vary by market Range-Bound Markets: Stability-focused algorithms like SMA, RMA may provide smoother signals, but individual testing is required Short Timeframes: Low-lag algorithms like ZLEMA, T3 theoretically respond faster but may also increase noise Important Note: All algorithm choices and parameter settings should be thoroughly backtested and validated based on specific trading strategies, market conditions, and individual risk tolerance. Different market environments and trading styles may require different configuration approaches. 📋 DETAILED PARAMETER CONFIGURATION Comprehensive Source Selection Strategy: Price Source Analysis and Optimization: Close Price (Default): Most commonly used, reflects final market sentiment of each period. Best for end-of-day analysis, swing trading, daily/weekly timeframes. Advantages: widely accepted standard, good for backtesting comparisons. Disadvantages: ignores intraday price action, may miss important highs/lows HL2 (High+Low)/2: Midpoint of the trading range, reduces impact of opening gaps and closing spikes. Best for volatile markets, gap-prone assets, forex markets. Calculation impact: smoother MACD signals, reduced noise from price spikes. Optimal when asset shows frequent gaps, high volatility during specific sessions HLC3 (High+Low+Close)/3: Weighted average emphasizing the close while including range information. Best for balanced analysis, most asset classes, medium-term trading. Mathematical effect: 33% weight to high/low, 33% to close, provides compromise between close and HL2. Use when standard close is too noisy but HL2 is too smooth OHLC4 (Open+High+Low+Close)/4: True average of all price points, most comprehensive view. Best for complete price representation, algorithmic trading, statistical analysis. Considerations: includes opening sentiment, smoothest of all options but potentially less responsive. Optimal for markets with significant opening moves, comprehensive trend analysis Parameter Configuration Principles: Important Note: Different moving average algorithms have distinct mathematical characteristics and response patterns. The same parameter settings may produce vastly different results when using different algorithms. When switching algorithms, parameter settings should be re-evaluated and tested for appropriateness. Length Parameter Considerations: Fast Length (Default 12): Shorter periods provide faster response but may increase noise and false signals, longer periods offer more stable signals but slower response, different algorithms respond differently to the same parameters and may require adjustment Slow Length (Default 26): Should maintain a reasonable proportional relationship with fast length, different timeframes may require different parameter configurations, algorithm characteristics influence optimal length settings Signal Length (Default 9): Shorter lengths produce more frequent crossovers but may increase false signals, longer lengths provide better signal confirmation but slower response, should be adjusted based on trading style and chosen algorithm characteristics Comprehensive Algorithm Selection Framework: MACD Line Algorithm Decision Matrix: EMA (Standard Choice): Mathematical properties: exponential weighting, recent price emphasis. Best for general use, traditional MACD behavior, backtesting compatibility. Performance characteristics: good balance of speed and smoothness, widely understood behavior SMA (Stability Focus): Equal weighting of all periods, maximum smoothness. Best for ranging markets, noise reduction, conservative trading. Trade-offs: slower signal generation, reduced sensitivity to recent price changes HMA (Speed Optimized): Hull Moving Average, designed for reduced lag. Best for trending markets, quick reversals, active trading. Technical advantage: square root period weighting, faster trend detection. Caution: can be more sensitive to noise KAMA (Adaptive): Kaufman Adaptive MA, adjusts smoothing based on market efficiency. Best for varying market conditions, algorithmic trading. Mechanism: fast smoothing in trends, slow smoothing in sideways markets. Complexity: requires understanding of efficiency ratio Signal Line Algorithm Optimization Strategies: Matching Strategy: Use same algorithm for both MACD and signal lines. Benefits: consistent mathematical properties, predictable behavior. Best when backtesting historical strategies, maintaining traditional MACD characteristics Contrast Strategy: Use different algorithms for optimization. Common combinations: MACD=EMA, Signal=SMA for smoother crossovers, MACD=HMA, Signal=RMA for balanced speed/stability, Advanced: MACD=KAMA, Signal=T3 for adaptive behavior with smooth signals Market Regime Adaptation: Trending markets: both fast algorithms (EMA/HMA), Volatile markets: MACD=KALMAN_FILTER, Signal=SUPER_SMOOTHER, Range-bound: both slow algorithms (SMA/RMA) Parameter Sensitivity Considerations: Impact of Parameter Changes: Length Parameter Sensitivity: Small parameter adjustments can significantly affect signal timing, while larger adjustments may fundamentally change indicator behavior characteristics Algorithm Sensitivity: Different algorithms produce different signal characteristics. Thoroughly test the impact on your trading strategy before switching algorithms Combined Effects: Changing multiple parameters simultaneously can create unexpected effects. Recommendation: adjust parameters one at a time and thoroughly test each change 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Response Characteristics by Algorithm: Fastest Response: ZLEMA, HMA, T3 - minimal lag but higher noise Balanced Performance: EMA, DEMA, TEMA - good trade-off between speed and stability Highest Stability: SMA, RMA, TMA - reduced noise but increased lag Adaptive Behavior: KAMA, FRAMA, MCGINLEY_DYNAMIC - automatically adjust to market conditions Noise Filtering Capabilities: Advanced algorithms like KALMAN_FILTER and SUPER_SMOOTHER help reduce false signals compared to traditional EMA-based MACD. Noise-reducing algorithms can provide more stable signals in volatile market conditions, though results will vary based on market conditions and parameter settings. Market Condition Adaptability: Unlike fixed-algorithm MACD, this enhanced version allows real-time optimization. Trending markets benefit from responsive algorithms (EMA, HMA), while ranging markets perform better with stable algorithms (SMA, RMA). The ability to switch algorithms without changing indicators provides greater flexibility. Comparative Performance vs Traditional MACD: Algorithm Flexibility: 21 algorithms vs 1 fixed EMA Signal Quality: Reduced false signals through noise filtering algorithms Market Adaptability: Optimizable for any market condition vs fixed behavior Customization Options: Independent algorithm selection for MACD and signal lines vs forced matching Professional Features: Advanced color coding, multiple alert conditions, comprehensive parameter control USAGE NOTES This indicator is designed for technical analysis and educational purposes. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always combine with proper risk management and thorough strategy testing.
Pine Script®指標
由DCAUT提供
T3 [DCAUT]█ T3 📊 INDICATOR OVERVIEW The T3 Moving Average is a smoothing indicator developed by Tim Tillson and published in Technical Analysis of Stocks & Commodities magazine (January 1998). The algorithm applies Generalized DEMA (Double Exponential Moving Average) recursively three times, creating a six-pole filtering effect that aims to balance noise reduction with responsiveness while minimizing lag relative to price changes. 📐 MATHEMATICAL FOUNDATION Generalized DEMA (GD) Function: The core building block is the Generalized DEMA function, which combines two exponential moving averages with weights controlled by the volume factor: GD(input, v) = EMA(input) × (1 + v) - EMA(EMA(input)) × v Where v is the volume factor parameter (default 0.7). This weighted combination reduces lag while maintaining smoothness by extrapolating beyond the first EMA using the double-smoothed EMA as a reference. T3 Calculation Process: T3 applies the GD function three times recursively: T3 = GD(GD(GD(Price, v), v), v) This triple nesting creates a six-pole smoothing effect (each GD applies two EMA operations, resulting in 2 × 3 = 6 total EMA calculations). The cascading refinement progressively filters noise while preserving trend information. Step-by-Step Breakdown: First GD application: GD1 = EMA(Price) × (1 + v) - EMA(EMA(Price)) × v - Creates initial smoothed series with lag reduction Second GD application: GD2 = EMA(GD1) × (1 + v) - EMA(EMA(GD1)) × v - Further refines the smoothing while maintaining responsiveness Third GD application: T3 = EMA(GD2) × (1 + v) - EMA(EMA(GD2)) × v - Final refinement produces the T3 output Volume Factor Impact: The volume factor (v) is the key parameter controlling the balance between smoothness and responsiveness. Tim Tillson recommended v = 0.7 as the optimal default value. Lower volume factors (v closer to 0.0): Increase the extrapolation effect, making T3 more responsive to price changes but potentially more sensitive to noise. Higher volume factors (v closer to 1.0): Reduce the extrapolation effect, producing smoother output with less sensitivity to short-term fluctuations but slightly more lag. The recursive application of the volume factor through three GD stages creates a nonlinear filtering effect that achieves superior lag reduction compared to traditional moving averages of equivalent smoothness. 📊 SIGNAL INTERPRETATION Trend Direction Signals: Green Line (T3 Rising): Smoothed trend line is rising, may indicate uptrend, consider bullish opportunities when confirmed by other factors Red Line (T3 Falling): Smoothed trend line is falling, may indicate downtrend, consider bearish opportunities when confirmed by other factors Gray Line (T3 Flat): Smoothed trend line is flat, indicates unclear trend or consolidation phase Price Crossover Signals: Price Crosses Above T3: Price breaks above smoothed trend line, may be bullish signal, requires confirmation from other indicators Price Crosses Below T3: Price breaks below smoothed trend line, may be bearish signal, requires confirmation from other indicators Price Position Relative to T3: Price sustained above T3 may indicate uptrend, sustained below may indicate downtrend Supporting Analysis Signals: T3 Slope Angle: Steeper slopes indicate stronger trend momentum, flatter slopes suggest weakening trends Price Deviation: Significant price separation from T3 may indicate overextension, watch for pullback or reversal Dynamic Support/Resistance: T3 line can serve as dynamic support (in uptrends) or resistance (in downtrends) reference 🎯 STRATEGIC APPLICATIONS Common Usage Patterns: The T3 Moving Average can be incorporated into trading analysis in various ways. These represent common approaches used by market participants, though effectiveness varies by market conditions and requires individual testing: Trend Filtering: T3 can be used as a trend filter by observing the relationship between price and the T3 line. The color-coded slope (green for rising, red for falling, gray for sideways) provides visual feedback about the current trend direction of the smoothed series. Price Crossover Analysis: Some traders monitor crossovers between price and the T3 line as potential indication points. When price crosses the T3 line, it may suggest a change in the relationship between current price action and the smoothed trend. Multi-Timeframe Observation: T3 can be applied to multiple timeframes simultaneously. Observing alignment or divergence between different timeframe T3 indicators may provide context about trend consistency across time scales. Dynamic Reference Level: The T3 line can serve as a dynamic reference level for price action analysis. Price distance from T3, price reactions when approaching T3, and the behavior of price relative to the T3 line can all be incorporated into market analysis frameworks. Application Considerations: Any trading application should be thoroughly tested on historical data before implementation T3 performance characteristics vary across different market conditions and asset types The indicator provides smoothed trend information but does not predict future price movements Combining T3 with other analytical tools and market context improves analysis quality Risk management practices remain essential regardless of the analytical approach used 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Close Price (Default): Standard choice for end-of-period trend analysis, reduces intrabar noise HL2 (High+Low)/2: Provides balanced view of price action, considers full bar range HLC3 or OHLC4: Incorporates more price information, may provide smoother results Selection Impact: Different sources affect signal timing and smoothness characteristics Length Configuration: Shorter periods: More responsive, faster reaction, frequent signals, but higher false signal risk in choppy markets Longer periods: Smoother output, fewer signals, better for long-term trends, but slower response Default 14 periods is a common baseline, but optimal length varies by asset, timeframe, and market conditions Parameter selection should be determined through backtesting rather than general recommendations Volume Factor Configuration: Lower values (closer to 0.0): Increase responsiveness but also noise sensitivity Higher values (closer to 1.0): Increase smoothness but slightly more lag Default 0.7 (Tim Tillson's recommendation) provides good balance for most applications Optimal value depends on signal frequency versus reliability preference, test for specific use case Parameter Optimization Approach: There are no universal "best" parameter values - optimal settings depend on the specific asset, timeframe, market regime, and trading strategy Start with default values (Length: 14, Volume Factor: 0.7) and adjust based on observed performance in your target market Conduct systematic backtesting across different market conditions to evaluate parameter sensitivity Consider that parameters optimized for historical data may not perform identically in future market conditions Monitor performance and be prepared to adjust parameters as market characteristics evolve 📈 DESIGN FEATURES & MARKET ADAPTATION Algorithm Design Features: Simple Moving Average (SMA): Equal weighting across lookback period Exponential Moving Average (EMA): Exponentially decreasing weights on historical prices T3 Moving Average: Recursive Generalized DEMA with adjustable volume factor Market Condition Adaptation: Trending markets: Smoothed indicators generally align more closely with sustained directional movement Ranging markets: All moving averages may generate more crossover signals during non-trending periods Volatile conditions: Higher smoothing parameters reduce short-term sensitivity but increase lag Indicator behavior relative to market conditions should be evaluated for specific applications USAGE NOTES This indicator is designed for technical analysis and educational purposes. The T3 Moving Average has limitations and should not be used as the sole basis for trading decisions. Like all trend-following indicators, its performance varies with market conditions, and past signal characteristics do not guarantee future results. Key Points: T3 is a lagging indicator that responds to price changes rather than predicting future movements Signals should be confirmed with other technical tools and market context Parameters should be optimized for specific market and timeframe Risk management and position sizing are essential Market regime changes can affect indicator effectiveness Test strategies thoroughly on historical data before live implementation Consider broader market context and fundamental factors
Pine Script®指標
由DCAUT提供
TradeScope: MA Reversion • RVOL • Trendlines • GAPs • TableTradeScope is an all-in-one technical analysis suite that brings together price action, momentum, volume dynamics, and trend structure into one cohesive and fully customizable indicator. An advanced, modular trading suite that combines moving averages, reversion signals, RSI/CCI momentum, relative volume, gap detection, trendline analysis, and dynamic tables — all within one powerful dashboard. Perfect for swing traders, intraday traders, and analysts who want to read price strength, volume context, and market structure in real time. ⚙️ Core Components & Inputs 🧮 Moving Average Settings Moving Average Type & Length: Choose between SMA or EMA and set your preferred period for smoother or more reactive trend tracking. Multi-MA Plotting: Up to 8 customizable moving averages (each with independent type, color, and length). Includes a “window filter” to show only the last X bars, reducing chart clutter. MA Reversion Engine: Detects when price has extended too far from its moving average. Reversion Lookback: Number of bars analyzed to determine historical extremes. Reversion Threshold: Sensitivity multiplier—lower = more frequent signals, higher = stricter triggers. 🔄 Trend Settings Short-Term & Long-Term Trend Lookbacks: Uses linear regression to detect the slope and direction of the short- and long-term trend. Results are displayed in the live table with color-coded bias: 🟩 Bullish | 🟥 Bearish 📈 Momentum Indicators RSI (Relative Strength Index): Adjustable period; displays the current RSI value, overbought (>70) / oversold (<30) zones, and trending direction. CCI (Commodity Channel Index): Customizable length with color-coded bias: 🟩 Oversold (< -100), 🟥 Overbought (> 100). Tooltip shows whether the CCI is trending up or down. 📊 Volume Analysis Relative Volume (RVOL): Estimates end-of-day projected volume using intraday progress and compares it against the 20-day average. Displays whether today’s volume is expected to exceed yesterday’s, and highlights color by strength. Volume Trend (Short & Long Lookbacks): Visual cues for whether current volume is above or below short-term and long-term averages. Estimated Full-Day Volume & Multiplier: Converts raw volume into “X” multiples (e.g., 2.3X average) for quick interpretation. 🕳️ Gap Detection Automatically identifies and plots bullish and bearish price gaps within a defined lookback period. Gap Lookback: Defines how far back to search for gaps. Gap Line Width / Visibility: Controls the thickness and display of gap lines on chart. Displays the closest open gap in the live table, including its distance from current price (%). 🔍 ATR & Volatility 14-day ATR (% of price): Automatically converts the Average True Range into a percent, providing quick volatility context: 🟩 Low (<3%) | 🟨 Moderate (3–5%) | 🟥 High (>5%) 💬 Candlestick Pattern Recognition Auto-detects popular reversal and continuation patterns such as: Bullish/Bearish Engulfing Hammer / Hanging Man Shooting Star / Inverted Hammer Doji / Harami / Kicking / Marubozu / Morning Star Each pattern is shown with contextual color coding in the table. 🧱 Pivot Points & Support/Resistance Optional Pivot High / Pivot Low Labels Adjustable left/right bar lengths for pivot detection Theme-aware text and label color options Automatically drawn diagonal trendlines for both support and resistance Adjustable line style, color, and thickness Detects and tracks touches for reliability Includes breakout alerts (with optional volume confirmation) 🚨 Alerts MA Cross Alerts: Triggers when price crosses the fast or slow moving average within a tolerance band (default ±0.3%). Diagonal Breakout Alerts: Detects and alerts when price breaks diagonal trendlines. Volume-Confirmed Alerts: Filters breakouts where volume exceeds 1.5× the 20-bar average. 🧾 Live Market Table A fully dynamic table displayed on-chart, customizable via input toggles: Choose which rows to show (e.g., RSI, ATR, RVOL, Gaps, CCI, Trend, MA info, Diff, Low→Close%). Choose table position (top-right, bottom-left, etc.) and text size. Theme selection: Light or Dark Conditional background colors for instant visual interpretation: 🟩 Bullish or Oversold 🟥 Bearish or Overbought 🟨 Neutral / Moderate 🎯 Practical Uses ✅ Identify confluence setups combining MA reversion, volume expansion, and RSI/CCI extremes. ✅ Track trend bias and gap proximity directly in your dashboard. ✅ Monitor relative volume behavior for intraday strength confirmation. ✅ Automate MA cross or breakout alerts to stay ahead of key price action. 🧠 Ideal For Swing traders seeking confluence-based setups Intraday traders monitoring multi-factor bias Analysts looking for compact market health dashboards 💡 Summary TradeScope is designed as a single-pane-of-glass market view — combining momentum, trend, volume, structure, and reversion into one clear visual system. Fully customizable. Fully dynamic. Use it to see what others miss — clarity, confluence, and confidence in every trade.
Pine Script®指標
由Avi_Indicators提供
1
Kalman Filter [DCAUT]█ Kalman Filter 📊 ORIGINALITY & INNOVATION The Kalman Filter represents an important adaptation of aerospace signal processing technology to financial market analysis. Originally developed by Rudolf E. Kalman in 1960 for navigation and guidance systems, this implementation brings the algorithm's noise reduction capabilities to price trend analysis. This implementation addresses a common challenge in technical analysis: the trade-off between smoothness and responsiveness. Traditional moving averages must choose between being smooth (with increased lag) or responsive (with increased noise). The Kalman Filter improves upon this limitation through its recursive estimation approach, which continuously balances historical trend information with current price data based on configurable noise parameters. The key advancement lies in the algorithm's adaptive weighting mechanism. Rather than applying fixed weights to historical data like conventional moving averages, the Kalman Filter dynamically adjusts its trust between the predicted trend and observed prices. This allows it to provide smoother signals during stable periods while maintaining responsiveness during genuine trend changes, helping to reduce whipsaws in ranging markets while not missing significant price movements. 📐 MATHEMATICAL FOUNDATION The Kalman Filter operates through a two-phase recursive process: Prediction Phase: The algorithm first predicts the next state based on the previous estimate: State Prediction: Estimates the next value based on current trend Error Covariance Prediction: Calculates uncertainty in the prediction Update Phase: Then updates the prediction based on new price observations: Kalman Gain Calculation: Determines the weight given to new measurements State Update: Combines prediction with observation based on calculated gain Error Covariance Update: Adjusts uncertainty estimate for next iteration Core Parameters: Process Noise (Q): Represents uncertainty in the trend model itself. Higher values indicate the trend can change more rapidly, making the filter more responsive to price changes. Measurement Noise (R): Represents uncertainty in price observations. Higher values indicate less trust in individual price points, resulting in smoother output. Kalman Gain Formula: The Kalman Gain determines how much weight to give new observations versus predictions: K = P(k|k-1) / (P(k|k-1) + R) Where: K is the Kalman Gain (0 to 1) P(k|k-1) is the predicted error covariance R is the measurement noise parameter When K approaches 1, the filter trusts new measurements more (responsive). When K approaches 0, the filter trusts its prediction more (smooth). This dynamic adjustment mechanism allows the filter to adapt to changing market conditions automatically, providing an advantage over fixed-weight moving averages. 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Trend Indication: The Kalman Filter line provides color-coded trend information: Green Line: Indicates the filter value is rising, suggesting upward price momentum Red Line: Indicates the filter value is falling, suggesting downward price momentum Gray Line: Indicates sideways movement with no clear directional bias Crossover Signals: Price-filter crossovers generate trading signals: Golden Cross: Price crosses above the Kalman Filter line, suggests potential bullish momentum development, may indicate a favorable environment for long positions, filter will naturally turn green as it adapts to price moving higher Death Cross: Price crosses below the Kalman Filter line, suggests potential bearish momentum development, may indicate consideration for position reduction or shorts, filter will naturally turn red as it adapts to price moving lower Trend Confirmation: The filter serves as a dynamic trend baseline: Price Consistently Above Filter: Confirms established uptrend Price Consistently Below Filter: Confirms established downtrend Frequent Crossovers: Suggests ranging or choppy market conditions Signal Reliability Factors: Signal quality varies based on market conditions: Higher reliability in trending markets with sustained directional moves Lower reliability in choppy, range-bound conditions with frequent reversals Parameter adjustment can help adapt to different market volatility levels 🎯 STRATEGIC APPLICATIONS Trend Following Strategy: Use the Kalman Filter as a dynamic trend baseline: Enter long positions when price crosses above the filter Enter short positions when price crosses below the filter Exit when price crosses back through the filter in the opposite direction Monitor filter slope (color) for trend strength confirmation Dynamic Support/Resistance: The filter can act as a moving support or resistance level: In uptrends: Filter often provides dynamic support for pullbacks In downtrends: Filter often provides dynamic resistance for bounces Price rejections from the filter can offer entry opportunities in trend direction Filter breaches may signal potential trend reversals Multi-Timeframe Analysis: Combine Kalman Filters across different timeframes: Higher timeframe filter identifies primary trend direction Lower timeframe filter provides precise entry and exit timing Trade only in direction of higher timeframe trend for better probability Use lower timeframe crossovers for position entry/exit within major trend Volatility-Adjusted Configuration: Adapt parameters to match market conditions: Low Volatility Markets (Forex majors, stable stocks): Use lower process noise for stability, use lower measurement noise for sensitivity Medium Volatility Markets (Most equities): Process noise default (0.05) provides balanced performance, measurement noise default (1.0) for general-purpose filtering High Volatility Markets (Cryptocurrencies, volatile stocks): Use higher process noise for responsiveness, use higher measurement noise for noise reduction Risk Management Integration: Use filter as a trailing stop-loss level in trending markets Tighten stops when price moves significantly away from filter (overextension) Wider stops in early trend formation when filter is just establishing direction Consider position sizing based on distance between price and filter 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Determines which price data feeds the algorithm: OHLC4 (default): Uses average of open, high, low, close for balanced representation Close: Focuses purely on closing prices for end-of-period analysis HL2: Uses midpoint of high and low for range-based analysis HLC3: Typical price, gives more weight to closing price HLCC4: Weighted close price, emphasizes closing values Process Noise (Q) - Adaptation Speed Control: This parameter controls how quickly the filter adapts to changes: Technical Meaning: Represents uncertainty in the underlying trend model Higher values allow the estimated trend to change more rapidly Lower values assume the trend is more stable and slow-changing Practical Impact: Lower Values: Produces very smooth output with minimal noise, slower to respond to genuine trend changes, best for long-term trend identification, reduces false signals in choppy markets Medium Values: Balanced responsiveness and smoothness, suitable for swing trading applications, default (0.05) works well for most markets Higher Values: More responsive to price changes, may produce more false signals in ranging markets, better for short-term trading and day trading, captures trend changes earlier, adjust freely based on market characteristics Measurement Noise (R) - Smoothing Control: This parameter controls how much the filter trusts individual price observations: Technical Meaning: Represents uncertainty in price measurements Higher values indicate less trust in individual price points Lower values make each price observation more influential Practical Impact: Lower Values: More reactive to each price change, less smoothing with more noise in output, may produce choppy signals Medium Values: Balanced smoothing and responsiveness, default (1.0) provides general-purpose filtering Higher Values: Heavy smoothing for very noisy markets, reduces whipsaws significantly but increases lag in trend change detection, best for cryptocurrency and highly volatile assets, can use larger values for extreme smoothing Parameter Interaction: The ratio between Process Noise and Measurement Noise determines overall behavior: High Q / Low R: Very responsive, minimal smoothing Low Q / High R: Very smooth, maximum lag reduction Balanced Q and R: Middle ground for most applications Optimization Guidelines: Start with default values (Q=0.05, R=1.0) If too many false signals: Increase R or decrease Q If missing trend changes: Decrease R or increase Q Test across different market conditions before live use Consider different settings for different timeframes 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional Moving Averages: Versus Simple Moving Average (SMA): The Kalman Filter typically responds faster to genuine trend changes Produces smoother output than SMA of comparable length Better noise reduction in ranging markets More configurable for different market conditions Versus Exponential Moving Average (EMA): Similar responsiveness but with better noise filtering Less prone to whipsaws in choppy conditions More adaptable through dual parameter control (Q and R) Can be tuned to match or exceed EMA responsiveness while maintaining smoothness Versus Hull Moving Average (HMA): Different noise reduction approach (recursive estimation vs. weighted calculation) Kalman Filter offers more intuitive parameter adjustment Both reduce lag effectively, but through different mechanisms Kalman Filter may handle sudden volatility changes more gracefully Response Characteristics: Lag Time: Moderate and configurable through parameter adjustment Noise Reduction: Good to excellent, particularly in volatile conditions Trend Detection: Effective across multiple timeframes False Signal Rate: Typically lower than simple moving averages in ranging markets Computational Efficiency: Efficient recursive calculation suitable for real-time use Optimal Use Cases: Markets with mixed trending and ranging periods Assets with moderate to high volatility requiring noise filtering Multi-timeframe analysis requiring consistent methodology Systematic trading strategies needing reliable trend identification Situations requiring balance between responsiveness and smoothness Known Limitations: Parameters require adjustment for different market volatility levels May still produce false signals during extreme choppy conditions No single parameter set works optimally for all market conditions Requires complementary indicators for comprehensive analysis Historical performance characteristics may not persist in changing market conditions USAGE NOTES This indicator is designed for technical analysis and educational purposes. The Kalman Filter's effectiveness varies with market conditions, tending to perform better in markets with clear trending phases interrupted by consolidation. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions, but rather as part of a comprehensive trading approach. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always test thoroughly with different parameter settings across various market conditions before using in live trading. No technical indicator can predict future price movements with certainty, and all trading involves risk of loss.
Pine Script®指標
由DCAUT提供
AutoDay MA (Session-Normalized)📊 AutoDay MA (Session-Normalized Moving Average) ⚡ Daily power, intraday precision. AutoDay MA automatically converts any N-day moving average into the exact equivalent on your current intraday timeframe. 💡 Concept inspired by Brian Shannon (Alphatrends) – mapping daily MAs onto intraday charts by normalizing session minutes. 🛠 How it works Set Days (N) (e.g., 5, 10, 20). Define Session Minutes per Day (⏱ 390 = US RTH, 🌍 1440 = 24h). The indicator detects your chart’s timeframe and computes: Length = (Days × SessionMinutes) / BarMinutes Applies your chosen MA type (📐 SMA / EMA / RMA / WMA) with rounding (nearest, up, down). Displays all details in a clear corner info panel. ✅ Why use it Consistency 🔄: Same 5-day smoothing across all intraday charts. Session-aware 🕒: Works for equities, futures, FX, crypto. Transparency 🔍: Always shows the math & final MA length. Alerts built-in 🔔: Cross up/down vs. price. 📈 Examples 5-Day on 1m → 1950-period MA 5-Day on 15m → 130-period MA 5-Day on 65m → 30-period MA 10-Day on 24h/15m (crypto) → 960-period MA
Pine Script®指標
由TradeQUO提供
4
MAMA [DCAUT]█ MAMA (MESA Adaptive Moving Average) 📊 OVERVIEW The MESA Adaptive Moving Average (MAMA) represents an advanced implementation of John F. Ehlers' adaptive moving average system using the Hilbert Transform Discriminator. This indicator automatically adjusts to market cycles, providing superior responsiveness compared to traditional fixed-period moving averages while maintaining smoothness. MAMA dynamically calculates two lines: the fast-adapting MAMA line and the following FAMA (Following Adaptive Moving Average) line. The system's core strength lies in its ability to automatically detect and adapt to the dominant market cycle, reducing lag during trending periods while providing stability during consolidation phases. 🎯 CORE CONCEPTS Signal Interpretation: • MAMA above FAMA: Indicates bullish trend momentum with the fast line leading upward movement • MAMA below FAMA: Suggests bearish trend momentum with the fast line leading downward movement • Golden Cross: MAMA crossing above FAMA signals potential upward momentum shift • Death Cross: MAMA crossing below FAMA indicates potential downward momentum shift • Line Convergence: MAMA and FAMA approaching each other suggests trend consolidation or potential reversal Primary Applications: • Trend Following: Enhanced responsiveness to trend changes compared to traditional moving averages • Crossover Signals: MAMA/FAMA crossovers for identifying potential entry and exit points • Cycle Analysis: Automatic adaptation to market's dominant cycle characteristics • Reduced Lag: Minimized delay in trend detection while maintaining signal smoothness 📐 MATHEMATICAL FOUNDATION Hilbert Transform Discriminator Technology: The MAMA system employs John F. Ehlers' Hilbert Transform Discriminator, a sophisticated signal processing technique borrowed from telecommunications engineering. The Hilbert Transform creates a complex representation of the price series by generating a 90-degree phase-shifted version of the original signal, enabling precise cycle measurement. The discriminator analyzes the instantaneous phase relationships between the original price series and its Hilbert Transform counterpart. This mathematical relationship reveals the dominant cycle period present in the market data at each point in time, forming the foundation for adaptive smoothing. Instantaneous Period Calculation: The algorithm computes the instantaneous period using the arctangent of the ratio between the Hilbert Transform and the original price series. This calculation produces a real-time measurement of the market's dominant cycle, typically ranging from short-term noise cycles to longer-term trend cycles. The instantaneous period measurement undergoes additional smoothing to prevent erratic behavior from single-bar anomalies. This smoothed period value becomes the basis for calculating the adaptive alpha coefficient that controls the moving average's responsiveness. Dynamic Alpha Coefficient System: The adaptive alpha calculation represents the core mathematical innovation of MAMA. The alpha coefficient is derived from the instantaneous period measurement and constrained within the user-defined fast and slow limits. The mathematical relationship converts the measured cycle period into an appropriate smoothing factor: shorter detected cycles result in higher alpha values (increased responsiveness), while longer cycles produce lower alpha values (increased stability). This creates an automatic adaptation mechanism that responds to changing market conditions. MAMA/FAMA Calculation Process: The MAMA line applies the dynamically calculated alpha coefficient to an exponential moving average formula: MAMA = alpha × Price + (1 - alpha) × MAMA . The FAMA line then applies a secondary smoothing operation to the MAMA line, creating a following average that provides confirmation signals. This dual-line approach ensures that the fast-adapting MAMA line captures trend changes quickly, while the FAMA line offers a smoother confirmation signal, reducing the likelihood of acting on temporary price fluctuations. Cycle Detection Mechanism: The underlying cycle detection employs quadrature components derived from the Hilbert Transform to measure both amplitude and phase characteristics of price movements. This allows the system to distinguish between genuine trend changes and temporary price noise, automatically adjusting the smoothing intensity accordingly. The mathematical framework ensures that during strong trending periods with clear directional movement, the algorithm reduces smoothing to minimize lag. Conversely, during consolidation phases with mixed signals, increased smoothing helps filter out false breakouts and whipsaws. 📋 PARAMETER CONFIGURATION Source Selection Strategy: • HL2 (High+Low)/2 (Default): Recommended for cycle analysis as it represents the midpoint of each period's trading range, reducing impact of opening gaps and closing spikes • Close Price: Traditional choice reflecting final market sentiment, suitable for end-of-day analysis • HLC3 (High+Low+Close)/3: Balanced approach incorporating range information with closing emphasis • OHLC4 (Open+High+Low+Close)/4: Most comprehensive price representation for complete market view Fast Limit Configuration (Default 0.5): Controls the maximum responsiveness of the adaptive system. Higher values increase sensitivity to recent price changes but may introduce more noise. This parameter sets the upper bound for the dynamic alpha calculation. Slow Limit Configuration (Default 0.05): Determines the minimum responsiveness, providing stability during uncertain market conditions. Lower values increase smoothing but may cause delayed signals. This parameter sets the lower bound for the dynamic alpha calculation. Parameter Relationship Considerations: The fast and slow limits work together to define the adaptive range. The wider the range between these limits, the more dramatic the adaptation between trending and consolidating market conditions. Different market characteristics may benefit from different parameter configurations, requiring individual testing and validation. 📊 COLOR CODING SYSTEM Line Visualization: • Green Line (MAMA): The fast-adapting moving average that responds quickly to price changes • Red Line (FAMA): The following adaptive moving average that provides confirmation signals The fixed color scheme provides consistent visual identification of each line, enabling clear differentiation between the fast-adapting MAMA and the following FAMA throughout all market conditions. 💡 CORE VALUE PROPOSITION Advantages Over Traditional Moving Averages: • Cycle Adaptation: Automatically adjusts to market's dominant cycle rather than using fixed periods • Reduced Lag: Faster response to genuine trend changes while filtering market noise • Mathematical Foundation: Based on advanced signal processing techniques from telecommunications engineering • Dual-Line System: Provides both fast adaptation (MAMA) and confirmation (FAMA) in one indicator Comparative Performance Characteristics: Unlike fixed-period moving averages that apply the same smoothing regardless of market conditions, MAMA adapts its behavior based on current market cycle characteristics. This may help reduce whipsaws during consolidation periods while maintaining responsiveness during trending phases. Usage Considerations: This indicator is designed for technical analysis purposes. The adaptive nature means that parameter optimization should consider the specific characteristics of the asset and timeframe being analyzed. Like all technical indicators, MAMA should be used as part of a comprehensive analysis approach rather than as a standalone signal generator. Alert Functionality: The indicator includes alert conditions for MAMA/FAMA crossovers, enabling automated notification of potential momentum shifts. These alerts can assist in timing analysis but should be combined with other forms of market analysis for decision-making purposes.
Pine Script®指標
由DCAUT提供
ATR Enhanced [DCAUT]█ ATR Enhanced 📊 OVERVIEW Standard ATR uses only RMA smoothing, while ATR Enhanced provides 20+ professional smoothing algorithms , offering precise volatility measurement solutions for different trading scenarios and market environments. 💡 CORE VALUE - 20+ algorithm choices : SMA, EMA, RMA, WMA, HMA, T3, KAMA, FRAMA, Kalman Filter, etc. 📋 PARAMETER SETUP ATR Length : Calculation period (default: 14) Moving Average Type : Choose the most suitable smoothing method from 20+ algorithms 🎨 COLOR CODING Green : Rising volatility Red : Falling volatility
Pine Script®指標
由DCAUT提供
Double Moving Average█  OVERVIEW The Double Moving Average (DMA) smooths one moving average with a second moving average. Includes moving average type, higher timeframe, offset, alerts, and style settings for all of the indicator's visual components. This indicator includes an optional line and label to indicate the latest value of the DMA that repaints. █  CONCEPTS Shorter term moving averages, especially in choppy markets, can rapidly increase and decrease their slope. Which could lead some traders into assuming that the series trend may continue at that steeper slope. By smoothing a moving average with another one, the magnitude of rapid choppy movements is mitigated. █  FEATURES DMA Customization Most inputs have a tooltip that can be read by interacting with the information icon to guide users. For both moving averages in the DMA, users can set the lookback length and moving average type independently. Available moving average types include: Simple Moving Average Exponential Moving Average Hull Moving Average Weighted Moving Average Volume Weighted Moving Average A bar offset setting is included for shifting the indicator's placement. Using different lookback combinations for both averages alongside an offset can create equivalent values of other types of moving averages not included in this indicator. For example, if the default lookback settings are offset by 1 bar, this duplicates a 4 period centered moving average. Colors for the DMA's plot can toggle between a single "base" color, or using increasing and decreasing colors. Changing the plot's style, line style, and width is also supported. Latest Value Line and Label The latest value of the DMA plot is replaced by default with a feature called the Latest Value Line and Label: a stylized line and label to help indicate the part of the indicator that can repaint from the parts that don't repaint. Data used to draw this feature is calculated separately from the indicator's confirmed historical calculations. A label is included to display the latest value of the DMA which includes complete style settings. The style of both the line and label are completely customizable; every style feature that can be included has a corresponding input you can set. Toggling off the Latest Value Line and Label feature will cause all the respective style inputs to deactivate so that they're no longer in focus or editable until the feature is toggled on again. Higher Timeframes Users can plot the DMA from higher timeframes on their chart. As new bars print, the non-repainting DMA historical plot uses the last confirmed higher timeframe value. The repainting Latest Value Line and Label will update with the most recent higher timeframe value only for the latest bar. If the Latest Value Line feature is toggled off, the last confirmed higher timeframe DMA value is plotted up to the latest bar. The built-in Moving Average Simple (SMA) indicator includes several of the features in this indicator, like an option for using higher timeframe. However, by default, it plots no values except on bars with higher timeframe close updates. Disabling "Wait for timeframe closes" to get values between updates causes repainting in both replay mode and realtime bars. Since the calculations that repaint are separate and optional in the DMA indicator, historical plotted values will not repaint in replay mode or on realtime bars while using higher timeframes. Alerts There are two DMA value options when creating an alert: DMA Latest Value: Use the latest updating DMA Value. The same value as the Latest Value Line. DMA Last Confirmed Value: Use the last historical closed DMA value. The default alert option is DMA Latest because most users expect alerts when the price crosses the latest updating DMA value. The Last Confirmed Value alert option uses the DMA value from the latest confirmed historical bar. When creating an alert you should see a "Caution!" warning saying, "This is due to calculations being based on an indicator or strategy that can get repainted." This warning is intentional because the DMA indicator's Latest Value Line and Label feature is supposed to repaint in order to display the latest value. █  FOR Pine Script™ CODERS StyleLibrary is used to create user-friendly plot, line, and label style enum type inputs. The library's functions then take those user inputs and convert them into the appropriate values/built-in constants to customize styles for plot, line, and label functions. Titles for #region blocks are included after #endregion statements for clarity when multiple #endregion statements occur. This indicator utilizes the new active parameter for style inputs of togglable features.
Pine Script®指標
由joebaus提供
SMA Cross 5/50 with Trend Filter & Risk Management by JuggiDThe basic SMA (5/50) crossover strategy can be enhanced to improve profitability by adding filters and risk management. For example, a long entry is triggered only when the fast SMA (5) crosses above the slow SMA (50) **and** the price is above the SMA (200), ensuring trades align with the major trend. Similarly, a short entry requires the crossover confirmation plus the price staying below the SMA (200). To reduce false signals and protect capital, stop-loss and take-profit levels can be set automatically (e.g., 2% loss, 5% gain), while additional confirmation tools such as volume spikes, RSI above 50, or MACD momentum can be applied to validate stronger signals. This approach helps avoid whipsaws in sideways markets and allows trades to capture larger moves while minimizing downside risk.
Pine Script®策略
由MeowTools提供
CHiLo — Custom HiLo (SMA/EMA, Activator, Shading, Auto-Decimals)CHiLo is a clean Hi/Lo trend read with SMA/EMA options, a HiLo vs. HiLo Activator mode, optional band shading , and a right-side HiLo marker with automatic decimals based on the symbol. Optional Buy/Sell labels mark state flips. Inspired by the broader trend-following literature and practitioners; in Brazil, educator Hulisses “Tio Huli” Dias is a notable voice popularizing trend following. What it does CHiLo plots a Hi/Lo state with two modes: HiLo (classic high/low bands) HiLo Activator (activator-style behavior) It includes: SMA/EMA selection Optional shading between Hi/Lo bands Optional Buy/Sell labels on state flips HiLo marker (auto-decimals from the symbol’s tick size) Goal: deliver a fast, visual trend context that you can pair with your own risk rules and confirmations. How to use Add the indicator and choose Mode (HiLo / Activator) and MA type (SMA/EMA). Tune Period (and Offset if needed). Higher = smoother (fewer flips); lower = more responsive. Toggle Shading to emphasize the envelope. Toggle Buy/Sell labels if you want flip markers. Use the HiLo marker on the right to read the current level (auto-formatted). Inputs (quick reference) Period / Offset — sensitivity vs. delay. Type — HiLo or HiLo Activator. MA Type — SMA (steadier) or EMA (snappier). HiLo Style — Points or Line. Shading & Transparency — highlight the band area. Buy/Sell Labels — on/off. HiLo Marker — size and horizontal offset (decimals automatic). Notes & credits Educational use only; not financial advice. For best results, combine with position sizing, stops, and regime filters.
Pine Script®指標
由Parize提供
1
Anrazzi - EMAs/ATR - 1.0.2Description: The Anrazzi - EMAs/ATR indicator is a versatile tool for technical traders looking to monitor multiple moving averages alongside the Average True Range (ATR) on any chart. Designed for simplicity and customization, it allows traders to visualize up to six moving averages with configurable type, color, and length, while keeping real-time volatility information via ATR directly on the chart. This indicator is perfect for spotting trends, identifying support/resistance zones, and gauging market volatility for intraday or swing trading strategies. Key Features: Supports up to six independent moving averages (MA1 → MA6) Each MA is fully customizable: Enable/disable individually Type: EMA or SMA Length Color ATR Display: Custom timeframe Color and position configurable Adjustable multiplier Compact and organized settings for easy configuration Lightweight and efficient code for smooth chart performance Watermark Inputs / Settings: MA Options: MA1 → MA6 (Enable/Disable, Type, Length, Color) Additional Settings: ATR (Enable, Timeframe, Color, Multiplier) How to Use: Enable the moving averages you want to track Configure type, length, and color for each MA Enable ATR if needed and adjust settings Watch MAs plotted dynamically and ATR in bottom-right corner Recommended For: Day traders and swing traders Trend-following strategies Volatility analysis and breakout detection Traders needing a compact multi-MA dashboard
Pine Script®指標
由Anrazzi提供
Multiple Colored Moving AveragesMULTIPLE COLORED MOVING AVERAGES - USER GUIDE DISCLAIMER ---------- Both the code and this documentation were created heavily using artificial intelligence. I'm lazy... This indicator was inspired by repo32's "Moving Average Colored EMA/SMA" indicator. * What is this indicator? ----------------------- This is a TradingView indicator that displays up to 4 different moving averages on your chart simultaneously. Each moving average can be customized with different calculation methods, colors, and filtering options. Why would I use multiple moving averages? ----------------------------------------- - See trend direction across different timeframes at once - Identify support and resistance levels - Spot crossover signals between fast and slow MAs - Reduce false signals with filtering options - Compare how different MA types react to price action What moving average types are available? ---------------------------------------- 11 different types: - SMA: Simple average, equal weight to all periods - EMA: Exponential, more weight to recent prices - WMA: Weighted, linear weighting toward recent data - RMA: Running average, smooth like EMA - DEMA: Double exponential, reduced lag - TEMA: Triple exponential, even less lag - HMA: Hull, fast and smooth combination - VWMA: Volume weighted, includes volume data - LSMA: Least squares, based on linear regression - TMA: Triangular, double-smoothed - ZLEMA: Zero lag exponential, compensated for lag How do I set up the indicator? ------------------------------ Each MA has these settings: - Enable/Disable: Turn each MA on or off - Type: Choose from the 11 calculation methods - Length: Number of periods (21, 50, 100, 200 are common) - Smoothing: 0-10 levels of extra smoothing - Noise Filter: 0-5% to ignore small changes - Colors: Bullish (rising) and bearish (falling) colors - Line Width: 1-5 pixels thickness What does the smoothing feature do? ----------------------------------- Smoothing applies extra calculations to make the moving average line smoother. Higher levels reduce noise but make the MA respond slower to price changes. Use higher smoothing in choppy markets, lower smoothing in trending markets. What is the noise filter? -------------------------- The noise filter ignores small percentage changes in the moving average. For example, a 0.3% filter will ignore any MA movement smaller than 0.3%. This helps eliminate false signals from minor price fluctuations. When should I use this indicator? --------------------------------- - Trend analysis: See if market is going up, down, or sideways - Entry timing: Look for price bounces off MA levels - Exit signals: Watch for MA slope changes or crossovers - Support/resistance: MAs often act as dynamic levels - Multi-timeframe analysis: Use different lengths for different perspectives What are some good settings to start with? ------------------------------------------- Conservative approach: - MA 1: EMA 21 (short-term trend) - MA 2: SMA 50 (medium-term trend) - MA 3: SMA 200 (long-term trend) - Low noise filtering (0.1-0.3%) Active trading: - MA 1: HMA 9 (very responsive) - MA 2: EMA 21 (short-term) - MA 3: EMA 50 (medium-term) - Minimal or no smoothing How do I interpret the colors? ------------------------------ Each MA changes color based on its direction: - Bullish color: MA is rising (upward trend) - Bearish color: MA is falling (downward trend) - Gray: MA is flat or unchanged What should I look for in crossovers? ------------------------------------- - Golden Cross: Fast MA crosses above slow MA (bullish signal) - Death Cross: Fast MA crosses below slow MA (bearish signal) - Multiple crossovers in same direction can confirm trend changes - Wait for clear separation between MAs after crossover How do I use MAs for support and resistance? --------------------------------------------- - In uptrends: MAs often provide support when price pulls back - In downtrends: MAs may act as resistance on rallies - Multiple MAs create support/resistance zones - Stronger levels where multiple MAs cluster together Can I use this with other indicators? ------------------------------------- Yes, it works well with: - Volume indicators for confirmation - RSI or MACD for timing entries - Bollinger Bands for volatility context - Price action patterns for setup confirmation What if I get too many signals? ------------------------------- - Increase smoothing levels - Raise noise filter percentages - Use longer MA periods - Focus on major crossovers only - Wait for multiple MA confirmation What if signals are too slow? ----------------------------- - Reduce smoothing to 0 - Lower noise filter values - Switch to faster MA types (HMA, ZLEMA, DEMA) - Use shorter periods - Focus on the fastest MA only Which MA types work best in different markets? ---------------------------------------------- Trending markets: EMA, DEMA, TEMA (responsive to trends) Choppy markets: SMA, TMA, HMA with smoothing (less whipsaws) High volatility: Use higher smoothing and noise filtering Low volatility: Use minimal filtering for better responsiveness Do I need all the advanced features? ------------------------------------ No. Start with basic settings: - Choose MA type and length - Set colors you prefer - Leave smoothing at 0 - Leave noise filter at 0 Add complexity only if needed to improve signal quality. How do I know if my settings are working? ----------------------------------------- - Backtest on historical data - Paper trade the signals first - Adjust based on market conditions - Keep a trading journal to track performance - Be willing to modify settings as markets change Can I save different configurations? ------------------------------------ Yes, save different indicator templates in TradingView for: - Different trading styles (scalping, swing trading) - Different market conditions (trending, ranging) - Different instruments (stocks, forex, crypto)
Pine Script®指標
由oozzzaa提供
3 MA's with Crossing SignalsPlots three fully configurable moving averages on one chart and prints/alerts BUY/SELL signals when price crosses your chosen MA(s). Built to match TradingView’s built-ins exactly. Features Per-line MA type: SMA, EMA, SMMA (RMA), WMA, VWMA Per-line settings: length, color, offset Source control: Close, Open, High, Low, HL2, HLC3, OHLC4 Optional Heikin Ashi calculation for both the MAs and the cross price Toggle signals vs MA1 / MA2 / MA3 independently Alert conditions for every cross (ready for “Once per bar close”) How signals work UP when the selected price stream crosses above the chosen MA DOWN when it crosses below Signals/alerts follow your selected source (and HA toggle) to keep everything consistent.
Pine Script®指標
由zac_wastaken提供